Carrington Mortgage Loan Trust, Series 2007-HE1 FWP Free writing prospectus

Filed Pursuant to Rule 433

Registration No. 333-139507

Carrington Mortgage Loan Trust, Series 2007-HE1

Asset-Backed Pass-Through Certificates

Stanwich Asset Acceptance Company, L.L.C.

Depositor

Carrington Securities, LP

Sponsor

EMC Mortgage Corporation

Seller and Interim Servicer

Wells Fargo Bank, N.A.

Master Servicer and Securities Administrator

HSBC Bank USA, National Association

Trustee

Carrington Mortgage Services, LLC

Servicer

Bear, Stearns & Co. Inc.

Lead Manager

J.P. Morgan Securities Inc.

Co-Manager

STATEMENT REGARDING THIS FREE WRITING PROSPECTUS

The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Offered Certificates described herein, supersedes any information contained in any prior similar materials relating to the Offered Certificates. The information in this free writing prospectus is preliminary, and is subject to completion or change by information contained in a preliminary prospectus relating to the Offered Certificates. This free writing prospectus is not required to contain all information that is required to be included in the base prospectus and the prospectus supplement. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Offered Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Offered Certificates, when, as and if issued. Any such offer to purchase made by you will not be accepted and will not constitute a contractual commitment by you to purchase any of the Offered Certificates, until we have conveyed to you a preliminary prospectus relating to the Offered Certificates and we have accepted your offer to purchase Offered Certificates. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted.

IMPORTANT NOTICE REGARDING THE CONDITIONS

FOR THIS OFFERING OF ASSET-BACKED SECURITIES

The Offered Certificates referred to in these materials are being offered when, as and if issued. The depositor is not obligated to issue such Offered Certificates or any similar security and the underwriter’s obligation to deliver such Offered Certificates is subject to the terms and conditions of the underwriting agreement with the depositor and the availability of such Offered Certificates when, as and if issued by the issuing entity. You are advised that the terms of the Offered Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Offered Certificates may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. You are advised that Offered Certificates may not be issued that have the characteristics described in these materials. The underwriter’s obligation to sell such Offered Certificates to you is conditioned on the mortgage loans and Offered Certificates having the characteristics described in these materials. If for any reason the issuing entity does not deliver such Offered Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Offered Certificates which you have committed to purchase, and none of the issuing entity nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery.

THE DEPOSITOR HAS FILED A REGISTRATION STATEMENT (INCLUDING A PROSPECTUS) WITH THE SECURITIES AND EXCHANGE COMMISSION (THE SEC) FOR THE OFFERING TO WHICH THIS COMMUNICATION RELATES. BEFORE YOU INVEST, YOU SHOULD READ THE PROSPECTUS IN THAT REGISTRATION STATEMENT AND OTHER DOCUMENTS THE DEPOSITOR HAS FILED WITH THE SEC FOR MORE COMPLETE INFORMATION ABOUT THE DEPOSITOR AND THE OFFERING. YOU MAY GET THESE DOCUMENTS AT NO CHARGE BY VISITING EDGAR ON THE SEC WEB SITE AT WWW.SEC.GOV. ALTERNATIVELY, THE DEPOSITOR, ANY UNDERWRITER OR ANY DEALER PARTICIPATING IN THE OFFERING WILL ARRANGE TO SEND YOU THE PROSPECTUS AT NO CHARGE IF YOU REQUEST IT BY CALLING TOLL-FREE 1-866-803-9204.

2007-HE1
Carrington Capital Management, LLC
Aggregate

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 1,745
Aggregate Principal Balance ($): 386,322,238
Weighted Average Current Mortgage Rate (%): 8.784
Non-Zero Weighted Average Margin (%): 5.731
Non-Zero Weighted Average Maximum Rate (%): 14.885
Non-Zero Weighted Average Original Months to Roll: 26
Weighted Average Stated Original Term (months): 359
Weighted Average Stated Remaining Term (months): 357
Weighted Average Combined Original LTV (%): 78.44
% First Liens: 99.67
% Owner Occupied: 95.07
% Purchase: 5.60
% Full/Alt Documentation: 68.00
Weighted Average Credit Score: 591


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 FIXED                                                                1             $133,424.82                  0.03%       6.875%            118           54.00%           54.00%             696       18.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                               16            2,171,509.20                   0.56        8.278            179            62.27            62.27             598        37.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 FIXED                                                                3              599,179.38                   0.16        6.921            237            65.71            65.71             648        35.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 FIXED                                                                8              794,624.78                   0.21        7.848            297            71.78            71.78             621        28.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                               477           99,060,309.03                  25.64        9.399            359            76.21            76.25             569        42.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                        10            3,204,200.00                   0.83        8.777            358            85.56            85.56             626        45.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 2YR-IO                                                          1              620,000.00                   0.16        7.350            357            85.52            85.52             616        52.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                         64           21,149,443.26                   5.47        7.988            359            79.68            79.84             619        42.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM Recast                                                          1              157,530.22                   0.04        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Fixed 10YR-IO                                                        2              695,998.58                   0.18        9.225            358            72.80            72.80             621        39.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                              369           59,955,471.91                  15.52        8.641            358            76.97            77.20             607        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         8            2,554,000.00                   0.66        8.019            358            86.69            86.69             642        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED Recast                                                         1              322,567.51                   0.08        7.500            356            95.00            95.00             585        46.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                55           10,603,291.04                   2.74        8.514            358            79.51            81.11             605        41.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 10YR-IO                                                         1              450,000.00                   0.12        8.100            357            84.11            84.11             667        50.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                         17            4,868,797.42                   1.26        7.542            358            78.88            80.94             636        35.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         389          100,816,787.62                  26.10        8.921            359            79.62            79.64             583        43.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                          31            7,775,286.47                   2.01        8.215            358            75.30            75.30             578        44.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 5YR-ARM                                                           1              361,498.31                   0.09        6.325            357            59.83            59.83             735        48.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                           114           24,926,545.38                   6.45        8.907            359            79.18            79.18             592        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          84           23,487,979.03                   6.08        8.482            359            80.58            80.99             597        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                          41            8,955,645.37                   2.32        7.397            357            81.23            82.83             609        38.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           3              825,801.48                   0.21        7.366            358            74.74            74.74             658        48.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                            43           10,995,550.20                   2.85        7.740            358            79.25            79.74             636        38.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5YR-ARM                                                                 5              836,796.61                   0.22        9.318            359            75.61            75.61             626        40.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          10           $2,095,377.51                  0.54%       5.789%            345           72.34%           74.32%             698       41.85%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          37           10,078,585.94                   2.61        6.324            352            74.43            74.43             671        39.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                         105           25,548,539.13                   6.61        6.807            354            76.18            76.61             652        39.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                         104           29,185,822.29                   7.55        7.344            357            77.20            77.52             616        42.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                         181           44,964,967.40                  11.64        7.807            357            78.11            78.66             615        42.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                         177           42,392,495.20                  10.97        8.308            358            78.10            78.60             600        42.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         297           70,209,232.61                  18.17        8.796            357            77.95            77.99             584        42.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         221           50,486,882.94                  13.07        9.295            358            80.16            80.25             575        42.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        287           54,365,455.15                  14.07        9.789            359            79.18            79.21             563        43.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                       150           30,884,320.70                   7.99       10.276            358            78.41            78.41             564        42.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        94           15,725,350.46                   4.07       10.740            357            78.26            78.26             556        42.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        32            4,956,396.92                   1.28       11.246            359            79.23            79.23             551        44.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        26            3,623,137.56                   0.94       11.778            359            74.58            74.58             542        39.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        24            1,805,673.81                   0.47       12.374            358            87.67            87.67             601        42.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.615%
Maximum: 12.500%
Weighted Average: 8.784%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                       21             $922,553.88                  0.24%      10.939%            338           70.32%           70.32%             594       40.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                210           16,568,265.55                   4.29        9.830            354            72.67            72.75             574        37.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                               369           46,260,229.29                  11.97        9.116            355            75.68            75.96             585        40.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                               330           57,629,299.82                  14.92        8.943            357            76.19            76.73             583        41.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                               277           61,637,456.66                  15.95        8.557            358            77.29            77.54             593        42.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                               187           51,355,302.24                  13.29        8.725            357            78.82            79.08             589        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                92           29,717,015.18                   7.69        8.581            357            77.49            77.49             594        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                91           34,188,115.96                   8.85        8.593            359            80.64            80.79             594        44.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                45           19,054,855.52                   4.93        8.792            359            80.08            80.08             591        45.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                41           19,662,510.30                   5.09        8.748            359            80.77            80.77             592        43.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                27           14,212,215.92                   3.68        8.545            359            84.67            84.67             598        42.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                17            9,688,861.90                   2.51        8.425            359            84.13            84.13             616        44.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                24           15,043,848.21                   3.89        8.464            359            80.63            80.63             614        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 7            4,716,110.81                   1.22        8.619            358            85.51            85.51             617        45.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                                 2            1,407,521.31                   0.36        8.864            359            87.51            87.51             592        46.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 3            2,366,875.07                   0.61        8.896            359            73.50            73.50             590        50.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00                                                 1              841,200.00                   0.22        6.990            359            85.00            85.00             692         8.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01 greater than or equal to                                   1            1,050,000.00                   0.27        8.625            359            69.08            69.08             622        45.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $19,484.86
Maximum: $1,050,000.00
Weighted Average: $221,388.10


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
61 - 120                                                                1             $133,424.82                  0.03%       6.875%            118           54.00%           54.00%             696       18.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                              16            2,171,509.20                   0.56        8.278            179            62.27            62.27             598        37.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               3              599,179.38                   0.16        6.921            237            65.71            65.71             648        35.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               8              794,624.78                   0.21        7.848            297            71.78            71.78             621        28.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                           1,717          382,623,499.44                  99.04        8.792            359            78.36            78.57             591        42.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 120 Months
Maximum: 360 Months
Weighted Average: 359 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
61 - 120                                                                1             $133,424.82                  0.03%       6.875%            118           54.00%           54.00%             696       18.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                              16            2,171,509.20                   0.56        8.278            179            62.27            62.27             598        37.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               3              599,179.38                   0.16        6.921            237            65.71            65.71             648        35.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               8              794,624.78                   0.21        7.848            297            71.78            71.78             621        28.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                           1,717          382,623,499.44                  99.04        8.792            359            78.36            78.57             591        42.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 118 Months
Maximum: 359 Months
Weighted Average: 357 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.01 - 15.00                                                           1              $49,976.86                  0.01%       9.790%            359           10.53%           10.53%             515       47.61%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.01 - 20.00                                                           3              313,465.11                   0.08        8.308            359            18.32            18.32             620        41.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           5              460,541.24                   0.12        9.461            324            21.87            21.87             550        35.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           6            1,005,021.98                   0.26        9.199            359            27.83            27.83             580        41.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           7              706,770.88                   0.18        8.920            342            33.12            33.12             609        44.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                          17            2,490,190.09                   0.64        9.000            355            38.04            38.04             577        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                          23            3,600,880.42                   0.93        8.776            337            42.57            42.79             576        41.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                          41            6,641,630.09                   1.72        8.576            354            48.22            48.22             580        39.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                          42            7,919,148.78                   2.05        8.248            354            52.50            52.50             602        39.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          62           12,575,938.89                   3.26        8.344            354            58.05            58.16             584        41.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                         102           20,236,676.15                   5.24        8.431            355            63.24            63.24             591        40.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                         131           28,993,458.74                   7.50        8.777            356            68.92            68.97             582        43.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                         214           46,710,250.44                  12.09        8.928            358            74.08            74.08             579        41.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                         329           73,461,820.30                  19.02        8.938            358            79.44            79.47             576        43.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                         316           75,821,865.38                  19.63        8.797            358            84.49            84.51             589        41.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                         371           93,289,498.57                  24.15        8.795            358            89.55            89.68             610        43.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                          36            7,381,959.25                   1.91        8.292            357            93.84            94.78             642        39.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                         39            4,663,144.45                   1.21        8.953            357            88.71            99.99             655        43.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.53%
Maximum: 100.00%
Weighted Average: 78.44%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            565         $103,148,871.76                 26.70%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.001 - 2.500                                                           1              240,124.90                   0.06        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500                                                           1              178,287.81                   0.05        8.610            358            85.00            85.00             676        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           6            1,463,794.72                   0.38        5.738            357            73.36            76.20             699        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                          14            4,189,801.33                   1.08        6.279            357            73.93            73.93             645        42.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                          27            5,938,923.90                   1.54        6.999            357            81.53            82.46             625        39.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         610          150,103,782.00                  38.85        8.827            359            79.54            79.68             592        42.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                         288           73,665,986.13                  19.07        8.967            359            79.37            79.61             579        43.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                         119           26,002,895.54                   6.73        9.259            358            73.18            73.46             563        42.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          82           16,668,938.03                   4.31        9.540            358            73.81            74.01             559        41.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          23            3,557,395.53                   0.92        9.448            357            79.04            79.04             577        39.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           8            1,099,217.54                   0.28        9.627            358            72.15            73.09             563        39.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           1               64,218.43                   0.02       10.250            357            84.61            84.61             599        32.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 2.250%
Maximum: 8.250%
Non-Zero Weighted Average: 5.731%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            565         $103,148,871.76                 26.70%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           6            1,463,794.72                   0.38        5.738            357            73.36            76.20             699        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          19            5,874,447.12                   1.52        6.285            358            75.21            75.21             649        42.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          40           10,942,492.49                   2.83        6.805            358            77.29            77.79             626        38.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          67           19,832,523.91                   5.13        7.335            358            77.23            77.70             610        43.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                         127           34,066,249.50                   8.82        7.803            359            79.05            79.57             613        43.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                         116           29,984,864.83                   7.76        8.309            359            78.64            79.17             597        43.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         214           55,285,595.32                  14.31        8.800            359            78.30            78.33             581        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         180           41,500,182.02                  10.74        9.295            359            79.96            80.07             575        43.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        214           43,587,312.14                  11.28        9.785            359            78.90            78.94             561        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                       100           22,593,611.61                   5.85       10.272            359            77.59            77.59             569        42.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        64           12,020,872.38                   3.11       10.732            359            78.77            78.77             556        42.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        17            3,233,458.67                   0.84       11.218            359            79.52            79.52             554        43.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        12            2,113,598.56                   0.55       11.792            359            69.90            69.90             524        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         4              674,362.59                   0.17       12.267            358            77.06            77.06             559        41.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.615%
Maximum: 12.500%
Non-Zero Weighted Average: 8.862%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            565         $103,148,871.76                 26.70%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         6            1,463,794.72                   0.38        5.738            357            73.36            76.20             699        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        20            6,164,251.29                   1.60        6.331            358            75.00            75.00             648        42.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                        40           11,331,770.81                   2.93        6.906            358            78.17            78.66             624        39.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        64           18,879,179.21                   4.89        7.353            358            77.29            77.74             610        43.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                       126           33,926,037.44                   8.78        7.827            359            78.61            79.18             611        43.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                       114           29,616,891.30                   7.67        8.322            359            78.70            79.25             596        43.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                       208           53,226,565.15                  13.78        8.782            359            78.34            78.34             583        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                       177           41,289,793.79                  10.69        9.249            359            79.92            80.02             576        43.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                       210           43,551,385.01                  11.27        9.740            359            78.94            78.96             563        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                       104           23,339,036.67                   6.04       10.196            359            77.70            77.70             571        42.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        74           13,790,788.36                   3.57       10.602            359            78.80            78.85             554        42.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                        20            3,726,020.53                   0.96       11.088            359            79.52            79.52             551        43.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                        12            2,113,598.56                   0.55       11.792            359            69.90            69.90             524        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         4              558,419.26                   0.14       12.180            358            73.41            73.41             542        40.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.001 - 19.500                                                         1              195,833.76                   0.05       12.100            357            80.00            80.00             596        40.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.615%
Maximum: 19.100%
Non-Zero Weighted Average: 14.885%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            565         $103,148,871.76                 26.70%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                                 1,180          283,173,365.86                  73.30        8.862            359            78.47            78.68             586        42.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            565         $103,148,871.76                 26.70%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                   1,131          273,686,865.17                  70.84        8.864            359            78.48            78.69             586        42.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                                    47            9,161,469.20                   2.37        8.861            357            78.64            78.78             581        41.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                       2              325,031.49                   0.08        7.612            355            68.93            68.93             637        29.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 2.000%
Non-Zero Weighted Average: 1.017%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            565         $103,148,871.76                 26.70%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          2              328,575.92                   0.09        9.882            354            60.20            60.20             533        46.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                          10            1,626,285.39                   0.42        8.865            355            83.68            85.71             597        41.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                         16            3,065,331.15                   0.79        8.685            356            80.39            80.39             583        45.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            77           16,905,059.11                   4.38        8.488            357            78.98            79.06             600        42.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            76           16,610,635.06                   4.30        8.938            358            80.35            80.35             574        41.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             845          209,960,362.53                  54.35        9.032            359            78.23            78.29             582        43.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2009                                                          1              240,124.90                   0.06        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2010                                                          3              708,192.29                   0.18        7.861            356            75.71            75.71             643        40.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            73           15,550,126.89                   4.03        7.618            357            80.68            82.08             617        40.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                            35            7,060,356.24                   1.83        7.994            358            77.29            80.04             598        39.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                              33            9,094,219.98                   2.35        8.642            359            77.52            77.52             587        41.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             4            1,033,226.85                   0.27        6.880            357            67.71            67.71             703        50.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2012                                                             1              253,212.88                   0.07        7.375            358            94.98            94.98             680        27.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2012                                                               4              737,656.67                   0.19        9.747            359            71.31            71.31             589        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                     14           $1,697,590.67                  0.44%       9.394%            357           87.46%           87.46%             596       37.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AR                                                                      5              381,990.39                   0.10       10.011            305            74.22            74.22             583        33.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     86           18,126,865.45                   4.69        8.576            358            80.85            80.97             592        41.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                    312          101,473,759.82                  26.27        8.558            358            75.75            76.01             594        42.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                     14            2,843,978.72                   0.74        8.410            359            84.06            84.06             608        39.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     42            7,843,821.93                   2.03        8.665            357            75.90            76.31             589        42.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      8            1,965,383.73                   0.51        8.132            359            73.36            73.36             621        46.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                     15            2,487,650.80                   0.64        8.113            358            82.26            82.26             585        42.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                    301           59,831,579.50                  15.49        8.878            356            78.21            78.28             589        42.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     48            7,200,290.29                   1.86        9.642            357            82.78            83.16             580        41.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HI                                                                      2              335,938.30                   0.09        8.358            359            69.94            69.94             652        42.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      8              753,590.67                   0.20        9.386            358            83.30            83.30             580        41.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ID                                                                      2              196,132.78                   0.05        9.532            359            78.58            78.58             556        30.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                    122           26,377,644.20                   6.83        9.187            359            79.94            80.08             582        44.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                     10            1,003,028.21                   0.26        8.750            353            80.65            80.65             592        35.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      2              501,604.14                   0.13        9.360            357            90.00            90.00             611         8.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KY                                                                      3              241,187.50                   0.06        9.643            358            78.18            78.18             583        35.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                     10            1,735,887.73                   0.45        9.184            354            78.86            78.86             595        34.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                     32            8,478,605.19                   2.19        8.461            353            74.48            74.48             600        42.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     86           20,422,317.17                   5.29        8.756            359            77.67            78.00             584        43.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                     14            2,226,124.05                   0.58        7.794            358            77.42            77.42             614        37.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      9            1,396,356.98                   0.36        9.077            358            79.51            79.51             579        44.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                     29            5,860,099.99                   1.52        8.624            354            82.36            83.11             598        43.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                     24            2,957,270.17                   0.77        9.724            359            81.13            81.13             569        36.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MS                                                                      2              419,220.87                   0.11        8.635            359            82.64            82.64             619        33.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     41            6,637,329.06                   1.72        9.260            359            79.94            80.18             590        38.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      7              759,891.17                   0.20        8.534            353            87.04            87.04             583        33.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                     17            2,753,469.95                   0.71        7.456            350            79.80            82.34             637        41.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     57           16,074,256.11                   4.16        9.298            359            78.98            79.15             600        44.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                     19            2,805,607.52                   0.73        9.342            359            83.66            83.66             582        41.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                     34            8,809,654.68                   2.28        7.605            358            79.21            79.43             621        41.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     56           15,820,145.99                   4.10        8.699            358            77.05            77.05             596        43.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OK                                                                      1               93,963.76                   0.02       10.640            359            78.33            78.33             511        53.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                     17            3,724,937.71                   0.96        9.133            359            83.14            83.14             576        38.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     44            6,731,968.37                   1.74        9.326            359            79.54            79.95             568        43.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RI                                                                      1              133,424.82                   0.03        6.875            118            54.00            54.00             696        18.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                     17            3,320,886.79                   0.86        9.408            356            83.57            83.57             576        46.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                     15            1,953,342.50                   0.51        9.651            350            84.03            84.03             579        39.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     37            5,082,129.11                   1.32        9.085            356            82.96            82.96             595        41.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                     10            2,770,403.15                   0.72        9.336            359            76.31            76.31             582        43.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                    101           19,331,816.86                   5.00        8.653            357            77.98            77.98             586        42.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      7              933,769.27                   0.24        7.648            357            75.67            76.77             617        40.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     41            9,267,536.30                   2.40        8.878            356            79.03            79.60             595        44.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                     20            2,246,888.43                   0.58        9.914            358            80.43            81.68             574        40.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      3              312,896.82                   0.08       10.084            359            67.75            67.75             604        48.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 45


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    81          $15,535,736.61                  4.02%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                      1,648          367,266,601.24                  95.07        8.741            357            78.51            78.71             591        42.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                            16            3,519,899.77                   0.91        9.260            359            72.04            72.04             606        42.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                       1,561         $339,884,860.33                 87.98%       8.810%            357           78.17%           78.36%             589       42.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             75           21,964,807.15                   5.69        9.024            359            76.89            76.89             599        43.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    83           20,073,575.54                   5.20        8.128            357            80.91            81.23             613        42.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                            20            3,601,979.66                   0.93        8.369            357            76.15            77.68             613        44.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               6              797,014.94                   0.21        9.366            358            84.49            84.49             593        43.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                            1,427         $322,559,318.72                 83.49%       8.746%            357           77.46%           77.66%             591       42.25%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                             214           42,113,544.87                  10.90        8.849            357            81.37            81.50             586        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                              104           21,649,374.03                   5.60        9.217            358            83.68            84.03             608        42.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                              1,250         $262,686,130.74                 68.00%       8.525%            357           79.01%           79.22%             588       42.11%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   7            1,204,263.16                   0.31        9.240            358            81.93            81.93             595        35.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      7            2,053,803.09                   0.53        8.308            358            76.61            76.61             572        40.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                  481          120,378,040.63                  31.16        9.353            358            76.51            76.71             598        43.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     489         $102,084,344.56                 26.42%       9.244%            358           79.26%           79.40%             585       42.97%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4                                                                       1              402,765.73                   0.10        8.700            359            59.09            59.09             567        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       2              769,360.62                   0.20       11.494            359            78.07            78.07             566        47.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     84           23,371,236.17                   6.05        9.044            356            75.95            75.95             591        42.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    666          161,143,702.17                  41.71        8.810            359            78.28            78.37             583        42.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                    503           98,550,828.37                  25.51        8.182            354            77.71            78.21             613        41.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 27 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                   1,721         $385,054,808.98                 99.67%       8.773%            357           78.16%           78.37%             591       42.46%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                      24            1,267,428.64                   0.33       12.048            357            98.90            98.90             662        44.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              7           $1,692,518.33                  0.44%      10.201%            359           75.26%           75.26%             500       39.73%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                             208           37,894,106.35                   9.81        9.765            357            73.78            73.79             516        43.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                             256           51,949,510.71                  13.45        9.401            357            74.19            74.21             538        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                             288           62,064,583.52                  16.07        9.273            357            78.60            78.78             562        42.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                             296           71,062,607.59                  18.39        8.817            359            79.06            79.08             589        43.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                             302           72,067,297.15                  18.65        8.523            358            80.55            80.71             612        43.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                             172           40,786,445.88                  10.56        8.203            357            79.74            80.19             637        40.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                             118           25,883,694.53                   6.70        7.873            355            80.64            81.67             662        40.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                              50           11,686,993.72                   3.03        7.152            353            79.18            79.18             687        38.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                              22            5,213,228.40                   1.35        7.334            352            77.81            78.72             710        40.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                              14            3,322,775.47                   0.86        6.754            351            77.75            79.07             736        43.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
751 - 775                                                               9            1,836,705.55                   0.48        6.871            358            80.15            80.15             758        31.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
776 - 800                                                               2              682,295.43                   0.18        7.418            359            78.71            78.71             795        47.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
801 - 825                                                               1              179,474.99                   0.05        6.150            357            75.00            75.00             809        31.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 809
Weighted Average: 591


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                           48           $8,824,571.96                  2.28%       8.294%            354           74.80%           74.98%             614       14.12%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                          54            7,929,482.28                   2.05        8.640            345            70.71            70.71             590        22.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                         103           17,889,794.93                   4.63        8.717            354            77.13            77.28             593        27.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                         181           37,988,480.95                   9.83        8.756            357            77.04            77.35             593        32.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                         259           53,095,729.35                  13.74        8.716            357            77.38            77.62             594        37.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         366           81,795,024.85                  21.17        8.777            358            79.36            79.55             597        42.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         477          114,489,314.83                  29.64        8.887            358            80.25            80.47             591        47.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                         257           64,309,838.47                  16.65        8.786            358            76.30            76.45             579        52.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,745         $386,322,237.62                100.00%       8.784%            357           78.23%           78.44%             591       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 2.52%
Maximum: 54.99%
Weighted Average: 42.47%

2007-HE1
Carrington Capital Management, LLC
Adjustable Rate Loans

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 1,180
Aggregate Principal Balance ($): 283,173,366
Weighted Average Current Mortgage Rate (%): 8.862
Non-Zero Weighted Average Margin (%): 5.731
Non-Zero Weighted Average Maximum Rate (%): 14.885
Non-Zero Weighted Average Original Months to Roll: 26
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 359
Weighted Average Combined Original LTV (%): 78.68
% First Liens: 100.00
% Owner Occupied: 94.19
% Purchase: 6.57
% Full/Alt Documentation: 62.47
Weighted Average Credit Score: 586


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                               477          $99,060,309.03                 34.98%       9.399%            359           76.21%           76.25%             569       42.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                        10            3,204,200.00                   1.13        8.777            358            85.56            85.56             626        45.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 2YR-IO                                                          1              620,000.00                   0.22        7.350            357            85.52            85.52             616        52.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                         64           21,149,443.26                   7.47        7.988            359            79.68            79.84             619        42.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM Recast                                                          1              157,530.22                   0.06        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                55           10,603,291.04                   3.74        8.514            358            79.51            81.11             605        41.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 10YR-IO                                                         1              450,000.00                   0.16        8.100            357            84.11            84.11             667        50.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                         17            4,868,797.42                   1.72        7.542            358            78.88            80.94             636        35.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         389          100,816,787.62                  35.60        8.921            359            79.62            79.64             583        43.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                          31            7,775,286.47                   2.75        8.215            358            75.30            75.30             578        44.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 5YR-ARM                                                           1              361,498.31                   0.13        6.325            357            59.83            59.83             735        48.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          84           23,487,979.03                   8.29        8.482            359            80.58            80.99             597        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                          41            8,955,645.37                   3.16        7.397            357            81.23            82.83             609        38.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           3              825,801.48                   0.29        7.366            358            74.74            74.74             658        48.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5YR-ARM                                                                 5              836,796.61                   0.30        9.318            359            75.61            75.61             626        40.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           6           $1,463,794.72                  0.52%       5.738%            357           73.36%           76.20%             699       44.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          19            5,874,447.12                   2.07        6.285            358            75.21            75.21             649        42.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          40           10,942,492.49                   3.86        6.805            358            77.29            77.79             626        38.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          67           19,832,523.91                   7.00        7.335            358            77.23            77.70             610        43.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                         127           34,066,249.50                  12.03        7.803            359            79.05            79.57             613        43.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                         116           29,984,864.83                  10.59        8.309            359            78.64            79.17             597        43.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         214           55,285,595.32                  19.52        8.800            359            78.30            78.33             581        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         180           41,500,182.02                  14.66        9.295            359            79.96            80.07             575        43.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        214           43,587,312.14                  15.39        9.785            359            78.90            78.94             561        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                       100           22,593,611.61                   7.98       10.272            359            77.59            77.59             569        42.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        64           12,020,872.38                   4.25       10.732            359            78.77            78.77             556        42.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        17            3,233,458.67                   1.14       11.218            359            79.52            79.52             554        43.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        12            2,113,598.56                   0.75       11.792            359            69.90            69.90             524        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         4              674,362.59                   0.24       12.267            358            77.06            77.06             559        41.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.615%
Maximum: 12.500%
Weighted Average: 8.862%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        4             $199,886.31                  0.07%       9.955%            359           24.71%           24.71%             523       41.86%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                104            8,483,105.03                   3.00        9.784            359            71.93            72.09             559        38.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                               221           27,782,657.88                   9.81        9.279            358            75.08            75.29             574        40.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                               232           40,765,857.86                  14.40        9.067            358            76.52            77.02             575        41.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                               194           43,192,769.81                  15.25        8.720            359            77.51            77.81             584        42.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                               138           38,036,120.81                  13.43        8.785            359            79.49            79.84             586        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                76           24,546,311.09                   8.67        8.710            359            76.76            76.76             588        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                70           26,459,409.43                   9.34        8.740            359            81.40            81.60             589        44.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                37           15,657,893.68                   5.53        8.862            359            79.73            79.73             584        45.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                39           18,729,009.21                   6.61        8.776            359            80.46            80.46             591        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                18            9,456,925.89                   3.34        8.845            359            85.55            85.55             589        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                15            8,508,861.90                   3.00        8.321            359            84.03            84.03             613        44.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                22           13,780,241.57                   4.87        8.544            359            80.47            80.47             609        44.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 4            2,696,698.56                   0.95        9.160            358            86.28            86.28             610        45.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                                 2            1,407,521.31                   0.50        8.864            359            87.51            87.51             592        46.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 2            1,578,895.52                   0.56        8.786            359            65.26            65.26             587        51.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00                                                 1              841,200.00                   0.30        6.990            359            85.00            85.00             692         8.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01 greater than or equal to                                   1            1,050,000.00                   0.37        8.625            359            69.08            69.08             622        45.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $49,952.15
Maximum: $1,050,000.00
Weighted Average: $239,977.43


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                           1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                           1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 354 Months
Maximum: 359 Months
Weighted Average: 359 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.01 - 15.00                                                           1              $49,976.86                  0.02%       9.790%            359           10.53%           10.53%             515       47.61%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.01 - 20.00                                                           2              248,506.56                   0.09        8.324            359            17.88            17.88             607        46.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           2              199,937.12                   0.07        9.640            359            21.87            21.87             534        34.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           5              833,621.68                   0.29        9.301            359            27.82            27.82             556        42.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           3              279,890.02                   0.10        9.185            359            33.23            33.23             591        39.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                          10            1,482,420.36                   0.52        9.180            358            38.91            38.91             566        45.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                          16            2,671,059.61                   0.94        8.861            359            42.73            43.02             576        41.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                          21            3,737,403.47                   1.32        8.860            359            48.07            48.07             568        38.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                          25            4,928,524.42                   1.74        8.524            359            52.41            52.41             592        41.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          42            9,145,296.36                   3.23        8.516            359            58.32            58.46             572        42.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                          69           14,102,606.07                   4.98        8.648            359            63.31            63.31             576        41.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          93           22,632,480.77                   7.99        8.896            359            69.05            69.05             576        44.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                         149           34,984,337.77                  12.35        9.084            359            74.12            74.12             574        41.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                         234           55,501,503.25                  19.60        8.982            359            79.52            79.52             570        43.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                         220           56,329,044.49                  19.89        8.812            359            84.46            84.49             586        41.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                         255           68,651,551.05                  24.24        8.855            359            89.51            89.69             606        44.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                          19            4,683,435.35                   1.65        8.268            357            93.36            94.84             643        39.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                         14            2,711,770.65                   0.96        8.072            357            86.49            99.99             654        44.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.53%
Maximum: 100.00%
Weighted Average: 78.68%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.001 - 2.500                                                           1             $240,124.90                  0.08%       7.125%            354           80.00%           80.00%             653       25.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500                                                           1              178,287.81                   0.06        8.610            358            85.00            85.00             676        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           6            1,463,794.72                   0.52        5.738            357            73.36            76.20             699        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                          14            4,189,801.33                   1.48        6.279            357            73.93            73.93             645        42.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                          27            5,938,923.90                   2.10        6.999            357            81.53            82.46             625        39.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         610          150,103,782.00                  53.01        8.827            359            79.54            79.68             592        42.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                         288           73,665,986.13                  26.01        8.967            359            79.37            79.61             579        43.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                         119           26,002,895.54                   9.18        9.259            358            73.18            73.46             563        42.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          82           16,668,938.03                   5.89        9.540            358            73.81            74.01             559        41.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          23            3,557,395.53                   1.26        9.448            357            79.04            79.04             577        39.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           8            1,099,217.54                   0.39        9.627            358            72.15            73.09             563        39.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           1               64,218.43                   0.02       10.250            357            84.61            84.61             599        32.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 2.250%
Maximum: 8.250%
Non-Zero Weighted Average: 5.731%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           6           $1,463,794.72                  0.52%       5.738%            357           73.36%           76.20%             699       44.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          19            5,874,447.12                   2.07        6.285            358            75.21            75.21             649        42.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          40           10,942,492.49                   3.86        6.805            358            77.29            77.79             626        38.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          67           19,832,523.91                   7.00        7.335            358            77.23            77.70             610        43.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                         127           34,066,249.50                  12.03        7.803            359            79.05            79.57             613        43.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                         116           29,984,864.83                  10.59        8.309            359            78.64            79.17             597        43.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         214           55,285,595.32                  19.52        8.800            359            78.30            78.33             581        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         180           41,500,182.02                  14.66        9.295            359            79.96            80.07             575        43.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        214           43,587,312.14                  15.39        9.785            359            78.90            78.94             561        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                       100           22,593,611.61                   7.98       10.272            359            77.59            77.59             569        42.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        64           12,020,872.38                   4.25       10.732            359            78.77            78.77             556        42.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        17            3,233,458.67                   1.14       11.218            359            79.52            79.52             554        43.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        12            2,113,598.56                   0.75       11.792            359            69.90            69.90             524        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         4              674,362.59                   0.24       12.267            358            77.06            77.06             559        41.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.615%
Maximum: 12.500%
Non-Zero Weighted Average: 8.862%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         6           $1,463,794.72                  0.52%       5.738%            357           73.36%           76.20%             699       44.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        20            6,164,251.29                   2.18        6.331            358            75.00            75.00             648        42.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                        40           11,331,770.81                   4.00        6.906            358            78.17            78.66             624        39.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        64           18,879,179.21                   6.67        7.353            358            77.29            77.74             610        43.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                       126           33,926,037.44                  11.98        7.827            359            78.61            79.18             611        43.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                       114           29,616,891.30                  10.46        8.322            359            78.70            79.25             596        43.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                       208           53,226,565.15                  18.80        8.782            359            78.34            78.34             583        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                       177           41,289,793.79                  14.58        9.249            359            79.92            80.02             576        43.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                       210           43,551,385.01                  15.38        9.740            359            78.94            78.96             563        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                       104           23,339,036.67                   8.24       10.196            359            77.70            77.70             571        42.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        74           13,790,788.36                   4.87       10.602            359            78.80            78.85             554        42.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                        20            3,726,020.53                   1.32       11.088            359            79.52            79.52             551        43.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                        12            2,113,598.56                   0.75       11.792            359            69.90            69.90             524        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         4              558,419.26                   0.20       12.180            358            73.41            73.41             542        40.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.001 - 19.500                                                         1              195,833.76                   0.07       12.100            357            80.00            80.00             596        40.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.615%
Maximum: 19.100%
Non-Zero Weighted Average: 14.885%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                               1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                               1,131         $273,686,865.17                 96.65%       8.864%            359           78.48%           78.69%             586       42.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  47            9,161,469.20                   3.24        8.861            357            78.64            78.78             581        41.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000                                                                   2              325,031.49                   0.11        7.612            355            68.93            68.93             637        29.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 2.000%
Non-Zero Weighted Average: 1.017%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          2             $328,575.92                  0.12%       9.882%            354           60.20%           60.20%             533       46.41%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                          10            1,626,285.39                   0.57        8.865            355            83.68            85.71             597        41.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                         16            3,065,331.15                   1.08        8.685            356            80.39            80.39             583        45.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            77           16,905,059.11                   5.97        8.488            357            78.98            79.06             600        42.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            76           16,610,635.06                   5.87        8.938            358            80.35            80.35             574        41.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             845          209,960,362.53                  74.15        9.032            359            78.23            78.29             582        43.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2009                                                          1              240,124.90                   0.08        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2010                                                          3              708,192.29                   0.25        7.861            356            75.71            75.71             643        40.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            73           15,550,126.89                   5.49        7.618            357            80.68            82.08             617        40.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                            35            7,060,356.24                   2.49        7.994            358            77.29            80.04             598        39.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                              33            9,094,219.98                   3.21        8.642            359            77.52            77.52             587        41.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             4            1,033,226.85                   0.36        6.880            357            67.71            67.71             703        50.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2012                                                             1              253,212.88                   0.09        7.375            358            94.98            94.98             680        27.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2012                                                               4              737,656.67                   0.26        9.747            359            71.31            71.31             589        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      9           $1,202,008.56                  0.42%       9.418%            357           87.84%           87.84%             595       39.30%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AR                                                                      3              217,330.03                   0.08       10.684            359            78.10            78.10             551        35.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     67           14,306,682.29                   5.05        8.681            358            81.03            81.07             583        42.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                    247           82,847,950.95                  29.26        8.643            359            76.30            76.59             588        43.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      9            1,732,260.10                   0.61        8.667            359            83.23            83.23             587        46.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     23            4,572,127.45                   1.61        8.827            358            76.74            77.44             585        43.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      6            1,577,662.13                   0.56        8.245            359            74.05            74.05             622        48.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                     11            1,977,929.62                   0.70        7.953            358            81.87            81.87             580        43.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                    200           43,487,259.04                  15.36        8.933            359            79.10            79.20             584        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     25            4,482,188.53                   1.58        9.261            358            83.91            83.91             581        42.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HI                                                                      2              335,938.30                   0.12        8.358            359            69.94            69.94             652        42.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      5              536,783.03                   0.19        9.061            358            81.67            81.67             575        42.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ID                                                                      2              196,132.78                   0.07        9.532            359            78.58            78.58             556        30.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     95           21,328,102.15                   7.53        9.142            359            79.66            79.82             582        44.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      5              583,042.22                   0.21        8.568            357            80.83            80.83             603        34.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      1              114,689.01                   0.04        9.140            359            90.00            90.00             659        30.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      4            1,005,178.97                   0.35        9.698            358            75.25            75.25             586        34.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                     18            5,110,682.35                   1.80        9.261            358            72.10            72.10             570        42.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     58           14,403,335.84                   5.09        8.776            359            78.36            78.84             578        43.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      5              730,701.44                   0.26        8.457            358            69.60            69.60             615        33.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      6              861,956.72                   0.30        9.441            358            88.93            88.93             577        45.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                     20            4,195,105.78                   1.48        8.966            358            81.27            82.31             581        44.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                     17            2,357,787.53                   0.83        9.586            359            80.94            80.94             564        36.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     28            5,251,656.61                   1.85        9.120            359            80.68            80.99             590        39.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      3              374,604.19                   0.13        8.977            358            86.75            86.75             562        39.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      6            1,278,707.29                   0.45        7.333            358            81.26            81.26             581        44.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     51           14,969,040.52                   5.29        9.337            359            79.34            79.52             598        44.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                     16            2,379,537.58                   0.84        9.289            359            83.16            83.16             582        40.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                     23            5,975,003.33                   2.11        7.843            358            79.87            79.87             599        41.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     29            8,731,386.64                   3.08        8.901            359            76.16            76.16             590        44.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OK                                                                      1               93,963.76                   0.03       10.640            359            78.33            78.33             511        53.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                      9            2,275,270.74                   0.80        9.361            359            85.50            85.50             563        38.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     29            4,663,043.24                   1.65        9.441            359            79.64            79.64             567        43.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      9            1,872,750.30                   0.66        9.395            359            86.27            86.27             587        45.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      7              988,037.36                   0.35        9.593            358            80.55            80.55             574        40.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     14            2,076,263.43                   0.73        8.818            358            81.99            81.99             606        38.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      8            2,366,098.85                   0.84        9.166            359            75.22            75.22             588        43.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     67           14,061,388.25                   4.97        8.693            359            78.45            78.45             581        42.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      3              379,032.84                   0.13        8.761            357            75.33            78.03             612        43.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     22            5,418,659.99                   1.91        9.032            358            79.43            80.40             590        44.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                     14            1,543,189.30                   0.54        9.695            358            79.62            81.45             571        41.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      3              312,896.82                   0.11       10.084            359            67.75            67.75             604        48.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 42


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    70          $13,541,602.55                  4.78%       9.831%            358           73.15%           73.54%             602       39.79%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                      1,097          266,723,808.28                  94.19        8.808            359            78.78            78.99             585        43.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                            13            2,907,955.03                   1.03        9.372            359            74.73            74.73             607        41.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                       1,042         $245,417,994.00                 86.67%       8.902%            359           78.42%           78.62%             583       42.79%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             61           18,601,834.22                   6.57        9.005            359            77.28            77.28             599        44.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    58           15,303,609.39                   5.40        8.162            358            80.93            81.22             605        42.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                            15            3,230,674.69                   1.14        8.294            357            76.36            78.06             612        45.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               4              619,253.56                   0.22        8.972            358            86.42            86.42             607        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              978         $237,899,768.69                 84.01%       8.831%            359           77.64%           77.84%             585       42.66%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                             118           26,675,560.48                   9.42        8.864            359            82.12            82.32             578        44.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               84           18,598,036.69                   6.57        9.261            358            83.83            84.23             608        42.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                776         $176,892,165.85                 62.47%       8.578%            359           79.41%           79.63%             579       42.71%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   7            1,204,263.16                   0.43        9.240            358            81.93            81.93             595        35.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      6            1,834,358.03                   0.65        8.477            358            76.21            76.21             563        40.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                  391          103,242,578.82                  36.46        9.352            359            76.86            77.06             597        43.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     357          $81,388,514.87                 28.74%       9.231%            359           79.27%           79.42%             583       43.46%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4                                                                       1              402,765.73                   0.14        8.700            359            59.09            59.09             567        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       2              769,360.62                   0.27       11.494            359            78.07            78.07             566        47.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     54           16,002,850.36                   5.65        9.280            359            76.09            76.09             588        43.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    656          159,323,403.37                  56.26        8.805            359            78.23            78.32             583        42.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                    110           25,286,470.91                   8.93        7.697            358            79.26            80.57             610        40.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 24 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                   1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              5           $1,297,627.91                  0.46%      10.226%            359           75.17%           75.17%             500       41.49%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                             163           31,334,612.94                  11.07        9.659            359            73.39            73.41             516        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                             186           39,830,636.07                  14.07        9.325            359            73.91            73.93             537        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                             213           48,426,939.57                  17.10        9.249            359            78.94            79.15             562        42.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                             217           56,321,481.80                  19.89        8.841            359            79.09            79.11             589        43.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                             201           54,448,531.64                  19.23        8.495            359            81.26            81.41             612        43.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              98           25,693,647.37                   9.07        8.359            359            81.09            81.65             637        40.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              58           15,096,442.73                   5.33        7.993            358            80.95            82.09             661        41.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                              25            6,367,551.37                   2.25        7.203            358            82.50            82.50             686        37.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               6            1,794,409.90                   0.63        8.057            358            85.17            86.71             707        38.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               5            1,676,274.67                   0.59        6.773            358            76.70            79.32             739        48.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
751 - 775                                                               2              332,886.20                   0.12        7.458            359            56.24            56.24             770        31.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
776 - 800                                                               1              552,323.69                   0.20        7.625            359            85.00            85.00             799        49.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 799
Weighted Average: 586


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                           25           $5,090,745.31                  1.80%       8.579%            358           75.05%           75.37%             600       13.27%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                          36            5,595,443.77                   1.98        8.946            358            72.02            72.02             574        22.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          60           11,200,018.68                   3.96        8.821            359            77.98            78.23             587        27.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                         113           26,279,588.38                   9.28        8.862            358            77.51            77.76             586        32.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                         168           38,098,900.24                  13.45        8.798            359            77.28            77.54             586        37.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         258           60,835,652.12                  21.48        8.918            359            79.57            79.72             590        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         330           85,245,630.28                  30.10        8.913            359            80.13            80.35             588        47.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                         190           50,827,387.08                  17.95        8.787            359            76.93            77.12             576        52.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,180         $283,173,365.86                100.00%       8.862%            359           78.47%           78.68%             586       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.81%
Maximum: 54.99%
Weighted Average: 42.90%

2007-HE1
Carrington Capital Management, LLC
Fixed Rate Loans

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 565
Aggregate Principal Balance ($): 103,148,872
Weighted Average Current Mortgage Rate (%): 8.568
Non-Zero Weighted Average Margin (%): 0.00
Non-Zero Weighted Average Maximum Rate (%): 0.000
Non-Zero Weighted Average Original Months to Roll: 0
Weighted Average Stated Original Term (months): 355
Weighted Average Stated Remaining Term (months): 353
Weighted Average Combined Original LTV (%): 77.76
% First Liens: 98.77
% Owner Occupied: 97.47
% Purchase: 2.96
% Full/Alt Documentation: 83.17
Weighted Average Credit Score: 607


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 FIXED                                                                1             $133,424.82                  0.13%       6.875%            118           54.00%           54.00%             696       18.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                               16            2,171,509.20                   2.11        8.278            179            62.27            62.27             598        37.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 FIXED                                                                3              599,179.38                   0.58        6.921            237            65.71            65.71             648        35.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 FIXED                                                                8              794,624.78                   0.77        7.848            297            71.78            71.78             621        28.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Fixed 10YR-IO                                                        2              695,998.58                   0.67        9.225            358            72.80            72.80             621        39.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                              369           59,955,471.91                  58.13        8.641            358            76.97            77.20             607        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         8            2,554,000.00                   2.48        8.019            358            86.69            86.69             642        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED Recast                                                         1              322,567.51                   0.31        7.500            356            95.00            95.00             585        46.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                           114           24,926,545.38                  24.17        8.907            359            79.18            79.18             592        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                            43           10,995,550.20                  10.66        7.740            358            79.25            79.74             636        38.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           4             $631,582.79                  0.61%       5.907%            315           69.96%           69.96%             693       36.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          18            4,204,138.82                   4.08        6.377            345            73.33            73.33             701        36.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          65           14,606,046.64                  14.16        6.808            351            75.35            75.73             672        40.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          37            9,353,298.38                   9.07        7.362            354            77.13            77.13             629        39.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          54           10,898,717.90                  10.57        7.821            351            75.18            75.82             624        40.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          61           12,407,630.37                  12.03        8.305            356            76.79            77.23             606        41.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          83           14,923,637.29                  14.47        8.780            350            76.64            76.74             592        42.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          41            8,986,700.92                   8.71        9.294            355            81.08            81.08             576        40.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         73           10,778,143.01                  10.45        9.804            359            80.32            80.32             568        43.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        50            8,290,709.09                   8.04       10.287            356            80.62            80.62             549        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        30            3,704,478.08                   3.59       10.766            350            76.60            76.60             557        43.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        15            1,722,938.25                   1.67       11.299            359            78.69            78.69             545        45.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        14            1,509,539.00                   1.46       11.758            359            81.14            81.14             566        40.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        20            1,131,311.22                   1.10       12.438            358            93.99            93.99             626        42.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.799%
Maximum: 12.500%
Weighted Average: 8.568%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                       17             $722,667.57                  0.70%      11.212%            333           82.94%           82.94%             613       40.38%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                106            8,085,160.52                   7.84        9.878            349            73.44            73.44             590        36.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                               148           18,477,571.41                  17.91        8.870            349            76.59            76.97             602        40.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                98           16,863,441.96                  16.35        8.644            353            75.40            76.02             601        39.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                83           18,444,686.85                  17.88        8.175            356            76.78            76.89             614        41.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                49           13,319,181.43                  12.91        8.554            351            76.90            76.90             598        43.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                16            5,170,704.09                   5.01        7.971            350            80.92            80.92             624        41.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                21            7,728,706.53                   7.49        8.088            359            78.05            78.05             609        42.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 8            3,396,961.84                   3.29        8.473            359            81.74            81.74             624        43.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 2              933,501.09                   0.91        8.172            358            86.90            86.90             605        45.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 9            4,755,290.03                   4.61        7.947            358            82.90            82.90             617        43.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 2            1,180,000.00                   1.14        9.173            359            84.86            84.86             636        40.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 2            1,263,606.64                   1.23        7.583            358            82.42            82.42             660        31.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 3            2,019,412.25                   1.96        7.896            358            84.47            84.47             627        46.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 1              787,979.55                   0.76        9.115            359            90.00            90.00             595        49.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $19,484.86
Maximum: $787,979.55
Weighted Average: $182,564.37


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
61 - 120                                                                1             $133,424.82                  0.13%       6.875%            118           54.00%           54.00%             696       18.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                              16            2,171,509.20                   2.11        8.278            179            62.27            62.27             598        37.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               3              599,179.38                   0.58        6.921            237            65.71            65.71             648        35.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               8              794,624.78                   0.77        7.848            297            71.78            71.78             621        28.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             537           99,450,133.58                  96.41        8.592            358            78.05            78.25             607        41.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 120 Months
Maximum: 360 Months
Weighted Average: 355 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
61 - 120                                                                1             $133,424.82                  0.13%       6.875%            118           54.00%           54.00%             696       18.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                              16            2,171,509.20                   2.11        8.278            179            62.27            62.27             598        37.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               3              599,179.38                   0.58        6.921            237            65.71            65.71             648        35.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               8              794,624.78                   0.77        7.848            297            71.78            71.78             621        28.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             537           99,450,133.58                  96.41        8.592            358            78.05            78.25             607        41.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 118 Months
Maximum: 359 Months
Weighted Average: 353 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.01 - 20.00                                                           1              $64,958.55                  0.06%       8.250%            359           20.00%           20.00%             673       22.92%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           3              260,604.12                   0.25        9.324            296            21.87            21.87             563        35.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           1              171,400.30                   0.17        8.700            359            27.89            27.89             693        37.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           4              426,880.86                   0.41        8.747            330            33.05            33.05             620        48.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           7            1,007,769.73                   0.98        8.734            350            36.77            36.77             592        38.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                           7              929,820.81                   0.90        8.531            277            42.10            42.10             575        41.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                          20            2,904,226.62                   2.82        8.212            348            48.40            48.40             596        40.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                          17            2,990,624.36                   2.90        7.793            348            52.64            52.64             620        36.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          20            3,430,642.53                   3.33        7.884            342            57.36            57.36             617        40.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                          33            6,134,070.08                   5.95        7.933            348            63.09            63.09             625        40.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          38            6,360,977.97                   6.17        8.352            347            68.49            68.72             602        40.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          65           11,725,912.67                  11.37        8.465            355            73.97            73.97             593        42.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          95           17,960,317.05                  17.41        8.800            357            79.21            79.32             595        40.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                          96           19,492,820.89                  18.90        8.755            357            84.56            84.56             596        41.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                         116           24,637,947.52                  23.89        8.627            355            89.65            89.65             621        42.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                          17            2,698,523.90                   2.62        8.335            357            94.68            94.68             640        38.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                         25            1,951,373.80                   1.89       10.177            357            91.79            99.98             656        43.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 20.00%
Maximum: 100.00%
Weighted Average: 77.76%


8. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      5             $495,582.11                  0.48%       9.334%            359           86.55%           86.55%             598       32.66%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AR                                                                      2              164,660.36                   0.16        9.122            234            69.09            69.09             625        32.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     19            3,820,183.16                   3.70        8.183            355            80.20            80.59             623        40.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     65           18,625,808.87                  18.06        8.184            353            73.27            73.46             620        41.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      5            1,111,718.62                   1.08        8.010            358            85.34            85.34             641        29.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     19            3,271,694.48                   3.17        8.437            354            74.73            74.73             594        41.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      2              387,721.60                   0.38        7.671            359            70.53            70.53             618        42.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      4              509,721.18                   0.49        8.731            359            83.76            83.76             605        37.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                    101           16,344,320.46                  15.85        8.731            350            75.85            75.85             601        41.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     23            2,718,101.76                   2.64       10.272            354            80.91            81.92             579        39.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      3              216,807.64                   0.21       10.191            359            87.34            87.34             591        39.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     27            5,049,542.05                   4.90        9.381            359            81.15            81.15             582        43.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      5              419,985.99                   0.41        9.004            347            80.40            80.40             577        37.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      1              386,915.13                   0.38        9.425            357            90.00            90.00             597         2.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KY                                                                      3              241,187.50                   0.23        9.643            358            78.18            78.18             583        35.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      6              730,708.76                   0.71        8.478            350            83.83            83.83             609        35.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                     14            3,367,922.84                   3.27        7.247            345            78.09            78.09             645        41.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     28            6,018,981.33                   5.84        8.709            359            76.00            76.00             597        42.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      9            1,495,422.61                   1.45        7.471            358            81.24            81.24             614        39.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      3              534,400.26                   0.52        8.488            358            64.32            64.32             583        42.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                      9            1,664,994.21                   1.61        7.762            342            85.13            85.13             640        40.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      7              599,482.64                   0.58       10.263            359            81.90            81.90             588        37.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MS                                                                      2              419,220.87                   0.41        8.635            359            82.64            82.64             619        33.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     13            1,385,672.45                   1.34        9.789            359            77.14            77.14             590        38.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      4              385,286.98                   0.37        8.104            349            87.33            87.33             603        28.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                     11            1,474,762.66                   1.43        7.563            344            78.53            83.29             686        39.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                      6            1,105,215.59                   1.07        8.783            358            74.04            74.04             633        40.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      3              426,069.94                   0.41        9.636            359            86.42            86.42             581        46.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                     11            2,834,651.35                   2.75        7.106            358            77.81            78.50             668        39.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     27            7,088,759.35                   6.87        8.450            357            78.15            78.15             604        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                      8            1,449,666.97                   1.41        8.776            359            79.44            79.44             595        38.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     15            2,068,925.13                   2.01        9.068            359            79.31            80.66             571        42.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RI                                                                      1              133,424.82                   0.13        6.875            118            54.00            54.00             696        18.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      8            1,448,136.49                   1.40        9.426            353            80.07            80.07             561        48.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      8              965,305.14                   0.94        9.710            341            87.60            87.60             584        39.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     23            3,005,865.68                   2.91        9.270            355            83.63            83.63             587        42.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      2              404,304.30                   0.39       10.331            359            82.72            82.72             548        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     34            5,270,428.61                   5.11        8.546            352            76.73            76.73             598        43.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      4              554,736.43                   0.54        6.887            357            75.91            75.91             621        38.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     19            3,848,876.31                   3.73        8.661            352            78.47            78.47             603        44.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      6              703,699.13                   0.68       10.396            359            82.19            82.19             580        39.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 41


9. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    11           $1,994,134.06                  1.93%       8.728%            359           72.35%           72.35%             639       46.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        551          100,542,792.96                  97.47        8.564            353            77.79            77.98             607        41.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             3              611,944.74                   0.59        8.729            359            59.26            59.26             604        46.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


10. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         519          $94,466,866.33                 91.58%       8.570%            353           77.52%           77.70%             606       41.24%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    25            4,769,966.15                   4.62        8.017            355            80.84            81.26             639        41.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             14            3,362,972.93                   3.26        9.133            359            74.77            74.77             598        43.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             5              371,304.97                   0.36        9.018            357            74.36            74.36             620        37.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               2              177,761.38                   0.17       10.742            359            77.79            77.79             543        39.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


11. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              449          $84,659,550.03                 82.08%       8.508%            353           76.93%           77.16%             609       41.08%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              96           15,437,984.39                  14.97        8.823            353            80.08            80.08             600        42.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               20            3,051,337.34                   2.96        8.951            358            82.78            82.78             609        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


12. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                474          $85,793,964.89                 83.17%       8.414%            353           78.20%           78.38%             607       40.85%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      1              219,445.06                   0.21        6.900            357            80.00            80.00             651        40.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   90           17,135,461.81                  16.61        9.361            353            74.41            74.62             608        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


13. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     132          $20,695,829.69                 20.06%       9.296%            357           79.19%           79.33%             589       41.04%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     30            7,368,385.81                   7.14        8.531            351            75.65            75.65             596        41.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                     10            1,820,298.80                   1.76        9.231            358            82.97            82.97             589        45.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                    393           73,264,357.46                  71.03        8.350            352            77.17            77.40             614        41.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 34 Months


14. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     541         $101,881,443.12                 98.77%       8.525%            353           77.31%           77.50%             607       41.24%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                      24            1,267,428.64                   1.23       12.048            357            98.90            98.90             662        44.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


15. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              2             $394,890.42                  0.38%      10.120%            359           75.57%           75.57%             500       33.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                              45            6,559,493.41                   6.36       10.272            351            75.62            75.62             515        41.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                              70           12,118,874.64                  11.75        9.651            351            75.12            75.12             538        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                              75           13,637,643.95                  13.22        9.359            352            77.38            77.48             561        42.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              79           14,741,125.79                  14.29        8.725            358            78.96            78.96             589        41.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                             101           17,618,765.51                  17.08        8.607            356            78.36            78.52             611        41.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              74           15,092,798.51                  14.63        7.937            355            77.45            77.68             637        40.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              60           10,787,251.80                  10.46        7.706            350            80.19            81.09             663        40.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                              25            5,319,442.35                   5.16        7.091            346            75.21            75.21             689        40.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                              16            3,418,818.50                   3.31        6.955            349            73.95            74.53             712        40.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               9            1,646,500.80                   1.60        6.734            344            78.82            78.82             734        39.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
751 - 775                                                               7            1,503,819.35                   1.46        6.741            357            85.44            85.44             755        31.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
776 - 800                                                               1              129,971.74                   0.13        6.540            359            52.00            52.00             776        37.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
801 - 825                                                               1              179,474.99                   0.17        6.150            357            75.00            75.00             809        31.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 809
Weighted Average: 607


16. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                           23           $3,733,826.65                  3.62%       7.904%            348           74.45%           74.45%             633       15.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                          18            2,334,038.51                   2.26        7.907            314            67.57            67.57             627        22.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          43            6,689,776.25                   6.49        8.542            348            75.70            75.70             602        27.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          68           11,708,892.57                  11.35        8.518            354            75.96            76.43             608        32.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          91           14,996,829.11                  14.54        8.507            352            77.64            77.83             613        37.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         108           20,959,372.73                  20.32        8.365            357            78.76            79.06             617        42.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         147           29,243,684.55                  28.35        8.811            356            80.63            80.80             601        48.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          67           13,482,451.39                  13.07        8.779            354            73.94            73.94             592        52.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                565         $103,148,871.76                100.00%       8.568%            353           77.57%           77.76%             607       41.28%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 2.52%
Maximum: 54.99%
Weighted Average: 41.28%

2007-HE1
Carrington Capital Management, LLC
Interest Only Loans

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 103
Aggregate Principal Balance ($): 33,542,439
Weighted Average Current Mortgage Rate (%): 8.016
Non-Zero Weighted Average Margin (%): 5.569
Non-Zero Weighted Average Maximum Rate (%): 14.015
Non-Zero Weighted Average Original Months to Roll: 26
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 81.08
% First Liens: 100.00
% Owner Occupied: 95.60
% Purchase: 6.45
% Full/Alt Documentation: 67.03
Weighted Average Credit Score: 624


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                        10           $3,204,200.00                  9.55%       8.777%            358           85.56%           85.56%             626       45.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 2YR-IO                                                          1              620,000.00                   1.85        7.350            357            85.52            85.52             616        52.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                         64           21,149,443.26                  63.05        7.988            359            79.68            79.84             619        42.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Fixed 10YR-IO                                                        2              695,998.58                   2.07        9.225            358            72.80            72.80             621        39.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         8            2,554,000.00                   7.61        8.019            358            86.69            86.69             642        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 10YR-IO                                                         1              450,000.00                   1.34        8.100            357            84.11            84.11             667        50.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                         17            4,868,797.42                  14.52        7.542            358            78.88            80.94             636        35.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           3             $530,000.00                  1.58%       5.833%            357           84.35%           84.35%             709       40.71%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           2              883,097.42                   2.63        6.391            357            60.76            60.76             642        39.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          11            3,797,799.05                  11.32        6.789            358            78.59            78.59             644        33.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          14            5,641,969.21                  16.82        7.349            358            78.21            79.73             625        44.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          26            6,532,268.58                  19.47        7.767            359            79.77            79.77             613        44.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          16            5,465,600.00                  16.29        8.288            359            84.32            84.90             620        43.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          18            6,893,800.00                  20.55        8.713            358            83.83            83.83             618        42.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           6            1,781,750.00                   5.31        9.360            359            77.00            77.91             626        40.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          6            1,331,905.00                   3.97        9.847            359            84.85            84.85             618        41.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                         1              684,250.00                   2.04       10.250            357            85.00            85.00             640        34.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.675%
Maximum: 10.250%
Weighted Average: 8.016%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                10           $1,266,148.58                  3.77%       8.112%            358           69.85%           71.13%             635       36.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                12            2,088,270.00                   6.23        8.145            358            78.55            81.65             632        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                22            4,780,350.00                  14.25        7.855            358            78.73            78.73             627        44.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                15            4,167,354.05                  12.42        7.899            358            82.48            83.74             627        40.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                 9            2,987,297.00                   8.91        8.169            358            75.34            75.34             617        41.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                 9            3,413,150.00                  10.18        8.220            358            86.04            86.04             622        46.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 4            1,782,000.00                   5.31        7.753            358            84.80            84.80             613        42.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 7            3,343,050.00                   9.97        7.932            358            83.21            83.21             613        41.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 2            1,058,270.00                   3.16        7.490            359            86.86            86.86             619        45.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 5            2,889,899.63                   8.62        8.189            358            81.03            81.03             626        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 4            2,513,500.00                   7.49        7.851            359            78.17            78.17             615        40.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 2            1,361,950.00                   4.06        8.877            358            87.49            87.49             628        42.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00                                                 1              841,200.00                   2.51        6.990            359            85.00            85.00             692         8.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01 greater than or equal to                                   1            1,050,000.00                   3.13        8.625            359            69.08            69.08             622        45.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $100,998.58
Maximum: $1,050,000.00
Weighted Average: $325,654.75


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 355 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           1             $100,998.58                  0.30%       7.750%            355           31.56%           31.56%             657       52.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           1              176,000.00                   0.52        9.200            359            37.45            37.45             612        46.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                           5            1,015,800.00                   3.03        7.992            358            48.12            48.12             597        39.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                           2              485,000.00                   1.45        6.847            359            52.73            52.73             650        25.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           4            1,512,100.00                   4.51        7.086            358            59.32            59.32             627        32.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                           2              659,497.00                   1.97        6.806            357            62.56            62.56             618        41.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                           4            1,970,670.00                   5.88        7.765            359            69.14            69.14             613        45.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                           9            2,402,500.00                   7.16        7.939            358            73.62            73.62             612        41.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          11            3,168,400.00                   9.45        7.901            358            79.94            79.94             626        41.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                          22            8,951,319.63                  26.69        8.235            358            84.28            84.28             622        39.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                          35           11,508,404.05                  34.31        8.181            358            89.46            89.46             628        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           4            1,005,750.00                   3.00        8.111            357            93.39            95.00             650        45.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          3              586,000.00                   1.75        7.531            356            80.00           100.00             653        46.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 31.56%
Maximum: 100.00%
Weighted Average: 81.08%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             10           $3,249,998.58                  9.69%       8.277%            358           83.71%           83.71%             638       42.02%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           2              380,000.00                   1.13        5.776            357            88.04            88.04             713        39.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                           3            1,025,047.42                   3.06        6.613            357            64.12            64.12             640        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           4              934,199.05                   2.79        6.983            357            88.20            88.20             645        41.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                          57           19,808,494.58                  59.06        8.116            359            80.33            80.68             623        40.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          19            5,612,450.00                  16.73        7.934            358            79.05            79.05             616        45.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           4            1,319,399.63                   3.93        8.088            356            87.85            90.25             611        49.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           3              851,600.00                   2.54        8.328            357            83.58            87.46             596        34.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1              361,250.00                   1.08        9.500            359            85.00            85.00             615        48.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.675%
Maximum: 7.500%
Non-Zero Weighted Average: 5.569%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             10           $3,249,998.58                  9.69%       8.277%            358           83.71%           83.71%             638       42.02%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           2              380,000.00                   1.13        5.776            357            88.04            88.04             713        39.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           2              883,097.42                   2.63        6.391            357            60.76            60.76             642        39.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          10            3,541,299.05                  10.56        6.794            359            77.76            77.76             638        32.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          13            5,162,969.21                  15.39        7.345            358            77.24            78.90             623        44.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          24            6,142,270.00                  18.31        7.761            359            80.32            80.32             613        44.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          15            5,089,900.00                  15.17        8.288            359            84.45            85.08             620        43.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          16            6,039,400.00                  18.01        8.705            358            83.18            83.18             615        42.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           5            1,186,750.00                   3.54        9.303            359            75.60            76.97             632        42.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          5            1,182,505.00                   3.53        9.880            359            84.20            84.20             619        42.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                         1              684,250.00                   2.04       10.250            357            85.00            85.00             640        34.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.675%
Maximum: 10.250%
Non-Zero Weighted Average: 7.989%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             10           $3,249,998.58                  9.69%       8.277%            358           83.71%           83.71%             638       42.02%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         2              380,000.00                   1.13        5.776            357            88.04            88.04             713        39.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              883,097.42                   2.63        6.391            357            60.76            60.76             642        39.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                        10            3,714,799.05                  11.07        6.900            359            79.82            79.82             635        33.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        13            5,162,969.21                  15.39        7.345            358            77.24            78.90             623        44.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        21            5,485,220.00                  16.35        7.710            359            78.87            78.87             613        44.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        14            4,901,800.00                  14.61        8.296            359            84.24            84.89             619        43.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        18            6,223,150.00                  18.55        8.629            358            82.75            82.75             617        41.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                         6            1,374,850.00                   4.10        9.135            359            77.57            78.75             633        42.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                         6            1,482,305.00                   4.42        9.692            358            85.37            85.37             616        43.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                         1              684,250.00                   2.04       10.250            357            85.00            85.00             640        34.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.675%
Maximum: 16.250%
Non-Zero Weighted Average: 14.015%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             10           $3,249,998.58                  9.69%       8.277%            358           83.71%           83.71%             638       42.02%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  93           30,292,440.68                  90.31        7.989            358            80.36            80.80             623        41.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             10           $3,249,998.58                  9.69%       8.277%            358           83.71%           83.71%             638       42.02%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                  88           29,320,990.68                  87.41        7.980            358            80.17            80.63             623        41.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   5              971,450.00                   2.90        8.248            356            85.93            85.93             622        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.016%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             10           $3,249,998.58                  9.69%       8.277%            358           83.71%           83.71%             638       42.02%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           3              680,600.00                   2.03        8.224            355            82.80            87.66             618        41.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          3            1,127,449.63                   3.36        7.969            356            88.54            88.54             608        49.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            10            3,590,998.63                  10.71        7.949            357            78.70            78.70             632        41.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                             3              687,455.00                   2.05        8.719            358            86.68            86.68             644        49.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                              56           18,887,140.00                  56.31        8.075            359            80.16            80.16             617        42.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2010                                                          1              400,000.00                   1.19        7.240            356            80.00            80.00             653        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             9            2,429,997.42                   7.24        7.632            357            81.24            85.37             636        43.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                             3              635,800.00                   1.90        7.106            358            64.98            64.98             616        32.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               5            1,853,000.00                   5.52        7.773            359            81.58            81.58             646        28.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                      5           $1,134,100.00                  3.38%       7.780%            358           85.00%           85.00%             656       44.16%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     37           14,624,496.63                  43.60        7.928            358            78.58            78.80             621        40.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      4              904,499.05                   2.70        7.022            357            86.39            89.89             641        42.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                     22            5,152,723.58                  15.36        8.105            358            79.97            79.97             623        40.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                      1              323,000.00                   0.96        9.900            359            85.00            85.00             630        42.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HI                                                                      1              216,000.00                   0.64        7.840            359            90.00            90.00             656        41.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                      5            2,471,700.00                   7.37        8.498            359            79.74            79.74             617        46.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      2              735,500.00                   2.19        7.161            357            89.15            89.15             676        46.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                      7            2,601,750.00                   7.76        8.240            359            83.06            83.06             619        37.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      1              204,900.00                   0.61        8.600            357            71.39            71.39             601        37.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                      2              275,400.00                   0.82        8.302            358            86.08            91.96             625        37.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      1              323,000.00                   0.96        7.425            359            85.00            85.00             601        53.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                      1              224,000.00                   0.67        8.300            358            80.00            80.00             680        53.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      1              288,900.00                   0.86        8.490            359            90.00            90.00             616        28.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      1              620,000.00                   1.85        7.350            357            85.52            85.52             616        52.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                      1              480,000.00                   1.43        8.290            359            84.96            84.96             607        45.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                      1              450,000.00                   1.34        7.640            359            90.00            90.00             592        49.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      2              357,170.00                   1.06        8.766            359            78.55            78.55             621        37.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      1              149,400.00                   0.45        9.590            359            90.00            90.00             609        30.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                      5            1,293,500.00                   3.86        8.184            359            77.74            77.74             613        41.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                      2              712,400.00                   2.12        7.752            357            82.60            89.96             668        50.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 21


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     4           $1,147,250.00                  3.42%       9.735%            357           79.56%           80.97%             644       37.09%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                         98           32,065,189.26                  95.60        7.943            358            80.78            81.15             623        41.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             1              330,000.00                   0.98        9.225            359            75.00            75.00             654        46.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                          90          $29,112,984.63                 86.79%       8.002%            359           79.88%           80.34%             624       41.13%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                     6            1,902,505.00                   5.67        8.097            357            85.98            85.98             615        47.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                              3            1,420,749.63                   4.24        8.663            357            83.94            83.94             627        43.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             3              816,450.00                   2.43        6.975            357            86.33            86.33             663        48.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               1              289,750.00                   0.86        8.700            357            95.00            95.00             624        49.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                               83          $28,301,084.63                 84.37%       7.956%            358           79.55%           79.85%             625       41.08%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               10            2,163,855.00                   6.45        8.756            357            84.96            87.18             631        44.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              10            3,077,499.63                   9.17        8.055            358            88.15            88.15             617        47.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                 68          $22,485,115.05                 67.03%       7.819%            359           81.81%           82.03%             622       42.16%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      1              481,500.00                   1.44        8.600            357            90.00            90.00             572        31.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   34           10,575,824.21                  31.53        8.409            358            77.86            78.67             631        41.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                      20           $7,527,750.00                 22.44%       8.511%            359           81.29%           81.50%             617       39.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                      3              898,099.05                   2.68        7.985            358            81.47            81.47             624        42.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                     58           18,780,044.21                  55.99        8.000            358            80.65            80.82             620        43.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     22            6,336,546.00                  18.89        7.483            358            79.97            81.30             645        38.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 27 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                               2             $820,300.00                  2.45%       8.166%            357           72.79%           72.79%             569       32.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              22            6,720,099.21                  20.03        8.047            359            78.60            78.60             591        41.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                              33           11,857,120.00                  35.35        8.155            358            81.20            81.46             613        45.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              22            7,562,852.42                  22.55        8.165            358            81.20            81.20             636        40.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              18            4,730,367.63                  14.10        7.847            358            81.25            83.40             661        41.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                               4            1,386,200.00                   4.13        6.957            358            82.44            82.44             690        21.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               2              465,500.00                   1.39        6.254            357            92.24            92.24             730        51.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 565
Maximum: 735
Weighted Average: 624


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            4           $1,334,200.00                  3.98%       7.146%            359           75.52%           76.74%             677       10.08%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                           1              171,000.00                   0.51        5.900            358            79.53            79.53             685        21.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                           2              902,900.00                   2.69        8.646            359            83.74            83.74             604        28.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          13            4,981,719.58                  14.85        8.191            358            75.02            75.02             612        33.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                           9            3,007,499.05                   8.97        8.093            359            80.68            80.68             618        37.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                          32            8,977,605.00                  26.76        8.123            358            83.17            83.89             631        42.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                          27            9,002,300.00                  26.84        8.184            359            82.21            82.79             621        47.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          15            5,165,215.63                  15.40        7.511            358            80.00            80.00             621        52.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                103          $33,542,439.26                100.00%       8.016%            358           80.68%           81.08%             624       41.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 6.81%
Maximum: 54.65%
Weighted Average: 41.82%

2007-HE1
Carrington Capital Management, LLC
Balloon Loans

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 706
Aggregate Principal Balance ($): 178,145,094
Weighted Average Current Mortgage Rate (%): 8.668
Non-Zero Weighted Average Margin (%): 5.741
Non-Zero Weighted Average Maximum Rate (%): 14.722
Non-Zero Weighted Average Original Months to Roll: 26
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 359
Weighted Average Combined Original LTV (%): 79.67
% First Liens: 100.00
% Owner Occupied: 97.52
% Purchase: 4.04
% Full/Alt Documentation: 68.07
Weighted Average Credit Score: 591


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         389         $100,816,787.62                 56.59%       8.921%            359           79.62%           79.64%             583       43.91%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                          31            7,775,286.47                   4.36        8.215            358            75.30            75.30             578        44.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 5YR-ARM                                                           1              361,498.31                   0.20        6.325            357            59.83            59.83             735        48.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                           114           24,926,545.38                  13.99        8.907            359            79.18            79.18             592        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          84           23,487,979.03                  13.18        8.482            359            80.58            80.99             597        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                          41            8,955,645.37                   5.03        7.397            357            81.23            82.83             609        38.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           3              825,801.48                   0.46        7.366            358            74.74            74.74             658        48.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                            43           10,995,550.20                   6.17        7.740            358            79.25            79.74             636        38.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           2             $402,945.82                  0.23%       5.724%            357           56.44%           56.44%             717       41.52%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          16            4,131,841.17                   2.32        6.240            357            73.18            73.18             647        41.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          42           10,524,115.44                   5.91        6.779            358            74.95            75.66             649        41.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          57           16,714,754.35                   9.38        7.351            358            76.98            77.03             610        42.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          84           23,527,302.71                  13.21        7.804            359            79.00            79.52             617        42.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          79           18,840,000.01                  10.58        8.314            359            79.11            79.63             599        43.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         142           35,538,454.00                  19.95        8.807            359            80.16            80.16             579        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         103           27,439,410.95                  15.40        9.294            359            81.71            81.71             573        43.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        104           23,588,268.46                  13.24        9.772            359            80.79            80.81             568        43.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        44           10,556,158.48                   5.93       10.241            359            80.27            80.27             562        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        22            4,955,063.00                   2.78       10.741            359            82.20            82.20             559        46.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         7            1,452,758.29                   0.82       11.238            359            84.97            84.97             573        40.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         4              474,021.18                   0.27       11.716            359            77.82            77.82             558        38.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.675%
Maximum: 11.900%
Weighted Average: 8.668%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 36           $2,998,977.52                  1.68%       9.523%            358           70.25%           70.25%             565       35.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                               109           13,825,109.22                   7.76        8.902            358            75.80            75.84             583        40.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                               147           25,601,801.01                  14.37        8.862            358            76.48            77.16             580        42.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                               132           29,532,723.50                  16.58        8.533            359            78.28            78.34             590        42.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                95           26,064,668.14                  14.63        8.615            359            79.79            80.00             588        43.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                52           16,800,621.37                   9.43        8.514            358            78.72            78.72             594        44.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                49           18,478,103.56                  10.37        8.471            359            79.97            80.26             595        43.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                23            9,699,338.11                   5.44        8.526            359            81.12            81.12             597        45.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                19            9,117,214.38                   5.12        9.067            359            81.98            81.98             582        42.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                14            7,375,297.14                   4.14        8.752            359            86.84            86.84             594        45.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                11            6,246,280.44                   3.51        8.505            359            86.82            86.82             615        43.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                12            7,513,597.03                   4.22        8.551            359            85.08            85.08             629        44.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 4            2,692,105.68                   1.51        8.889            359            83.77            83.77             598        45.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                                 2            1,407,521.31                   0.79        8.864            359            87.51            87.51             592        46.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 1              791,735.45                   0.44        7.465            359            60.92            60.92             582        54.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $51,984.56
Maximum: $791,735.45
Weighted Average: $252,330.16


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 354 Months
Maximum: 359 Months
Weighted Average: 359 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.01 - 20.00                                                           1             $198,554.41                  0.11%       7.990%            359           18.18%           18.18%             620       49.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           1               99,978.25                   0.06        8.940            359            22.22            22.22             556        35.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           2              267,895.55                   0.15        8.649            358            29.47            29.47             582        45.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           2              289,936.32                   0.16        8.908            359            33.72            33.72             587        45.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           5            1,065,501.35                   0.60        8.351            358            38.24            38.24             585        39.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                          10            1,710,545.97                   0.96        8.463            358            42.55            43.01             591        40.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                           9            1,323,015.87                   0.74        8.457            359            48.15            48.15             584        39.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                          21            4,254,707.78                   2.39        8.275            358            52.33            52.33             599        41.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          19            3,801,389.81                   2.13        7.729            358            57.71            57.71             598        40.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                          39            9,135,645.62                   5.13        8.340            359            63.49            63.49             584        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          41           10,058,674.35                   5.65        8.286            359            68.88            68.88             582        42.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          87           20,969,517.75                  11.77        8.765            359            74.22            74.22             584        41.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                         127           32,027,707.36                  17.98        8.730            359            79.40            79.46             577        43.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                         142           36,885,115.64                  20.71        8.730            359            84.55            84.57             585        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                         184           52,028,377.45                  29.21        8.859            359            89.54            89.73             604        44.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                          12            3,175,121.60                   1.78        8.000            358            93.29            94.95             646        39.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          4              853,408.78                   0.48        7.569            357            85.39           100.00             654        44.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 18.18%
Maximum: 100.00%
Weighted Average: 79.67%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            157          $35,922,095.58                 20.16%       8.550%            358           79.20%           79.35%             605       41.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           2              402,945.82                   0.23        5.724            357            56.44            56.44             717        41.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                          10            2,841,295.58                   1.59        6.170            357            76.29            76.29             641        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                          18            3,970,897.34                   2.23        6.990            357            79.66            81.05             620        37.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         273           70,945,439.19                  39.82        8.681            359            80.65            80.79             593        43.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                         140           40,936,123.57                  22.98        8.881            359            81.07            81.28             582        44.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          57           12,895,973.90                   7.24        8.963            358            73.90            74.01             561        42.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          36            7,855,024.51                   4.41        9.196            358            73.55            73.55             569        43.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           9            1,696,466.43                   0.95        9.317            357            81.12            81.12             572        43.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           4              678,831.94                   0.38        9.557            358            75.80            75.80             550        38.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.675%
Maximum: 7.990%
Non-Zero Weighted Average: 5.741%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            157          $35,922,095.58                 20.16%       8.550%            358           79.20%           79.35%             605       41.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           2              402,945.82                   0.23        5.724            357            56.44            56.44             717        41.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          12            3,413,036.67                   1.92        6.206            357            74.85            74.85             638        42.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          24            5,905,957.50                   3.32        6.785            358            77.07            78.00             623        41.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          45           12,402,994.59                   6.96        7.343            358            76.97            77.03             602        42.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          66           19,241,905.48                  10.80        7.814            359            79.06            79.52             614        43.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          59           15,255,463.62                   8.56        8.321            359            78.66            79.30             596        43.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         117           29,849,869.18                  16.76        8.815            359            79.89            79.89             577        43.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          89           23,773,519.39                  13.35        9.293            359            81.63            81.63             574        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         83           19,632,556.07                  11.02        9.766            359            80.54            80.57             569        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        30            7,180,792.48                   4.03       10.214            359            80.42            80.42             567        43.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        17            3,999,132.75                   2.24       10.735            359            81.41            81.41             561        45.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         4            1,037,836.89                   0.58       11.212            359            86.02            86.02             578        39.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              126,987.84                   0.07       11.625            359            63.50            63.50             506        38.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.675%
Maximum: 11.625%
Non-Zero Weighted Average: 8.698%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            157          $35,922,095.58                 20.16%       8.550%            358           79.20%           79.35%             605       41.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         2              402,945.82                   0.23        5.724            357            56.44            56.44             717        41.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        13            3,702,840.84                   2.08        6.287            357            74.53            74.53             638        43.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                        24            6,121,735.82                   3.44        6.908            358            77.45            78.35             621        42.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        40           11,116,862.87                   6.24        7.347            359            77.63            77.63             601        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        69           19,808,061.67                  11.12        7.837            359            78.82            79.26             613        43.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        59           15,149,406.53                   8.50        8.272            359            78.35            79.04             596        43.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                       111           28,572,380.45                  16.04        8.814            359            80.04            80.04             578        43.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        90           24,208,462.23                  13.59        9.247            359            81.53            81.53             575        43.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        80           19,036,158.86                  10.69        9.734            359            80.51            80.51             570        43.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        32            7,628,493.73                   4.28       10.094            359            80.31            80.31             568        44.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        22            5,015,109.12                   2.82       10.532            358            81.16            81.28             554        45.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         6            1,333,552.50                   0.75       11.034            359            83.40            83.40             565        38.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                         1              126,987.84                   0.07       11.625            359            63.50            63.50             506        38.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.675%
Maximum: 17.625%
Non-Zero Weighted Average: 14.722%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            157          $35,922,095.58                 20.16%       8.550%            358           79.20%           79.35%             605       41.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 549          142,222,998.28                  79.84        8.698            359            79.57            79.75             587        43.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            157          $35,922,095.58                 20.16%       8.550%            358           79.20%           79.35%             605       41.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 529          137,888,489.66                  77.40        8.699            359            79.63            79.80             588        43.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  20            4,334,508.62                   2.43        8.685            357            77.62            77.94             563        43.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.015%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            157          $35,922,095.58                 20.16%       8.550%            358           79.20%           79.35%             605       41.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          1              195,844.16                   0.11       10.650            354            40.00            40.00             512        45.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           2              270,719.95                   0.15        9.163            355            80.02            80.02             575        37.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          7            1,280,094.32                   0.72        9.126            356            71.32            71.32             557        42.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            45            9,339,418.35                   5.24        8.399            357            79.42            79.57             590        42.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            49           11,039,831.32                   6.20        8.934            358            80.98            80.98             570        42.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             369          102,178,858.55                  57.36        8.860            359            79.89            79.99             587        44.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2010                                                          1              109,909.09                   0.06        9.150            356            52.38            52.38             613        26.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            37            8,472,258.65                   4.76        7.193            357            79.18            79.60             609        40.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                            21            4,398,095.71                   2.47        7.966            358            79.52            81.98             589        39.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                              13            3,750,668.39                   2.11        8.836            359            76.41            76.41             570        45.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             3              963,321.03                   0.54        6.656            357            69.72            69.72             713        50.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2012                                                               1              223,978.76                   0.13        8.740            359            72.26            72.26             547        39.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      4             $603,538.71                  0.34%       9.118%            358           88.08%           88.08%             569       41.61%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     47           10,039,135.91                   5.64        8.485            358            82.49            82.54             593        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                    175           58,187,086.69                  32.66        8.567            359            76.04            76.37             592        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      6            1,186,887.42                   0.67        8.733            359            87.30            87.30             604        45.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     12            2,641,391.43                   1.48        8.820            358            78.18            78.18             582        44.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      5            1,262,794.51                   0.71        7.747            358            75.06            75.06             629        46.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      6            1,289,583.75                   0.72        7.980            358            80.80            80.80             562        44.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                    133           29,160,898.80                  16.37        8.668            359            81.12            81.12             592        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     14            2,733,800.51                   1.53        9.532            358            85.79            85.79             571        40.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      1              135,861.02                   0.08        9.200            355            85.00            85.00             551        44.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ID                                                                      1               83,978.83                   0.05        8.440            359            70.00            70.00             556        43.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     52           11,546,176.22                   6.48        9.094            359            82.54            82.84             589        44.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      1               88,304.72                   0.05       11.000            359            85.00            85.00             537        23.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      1              386,915.13                   0.22        9.425            357            90.00            90.00             597         2.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                     11            3,254,169.00                   1.83        8.925            358            71.08            71.08             573        41.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     39            9,558,217.65                   5.37        8.773            359            79.31            79.88             579        44.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      2              501,965.15                   0.28        9.081            358            90.00            90.00             566        52.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                     18            3,931,926.40                   2.21        9.138            358            82.52            82.52             577        42.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      4              442,504.65                   0.25        8.917            359            82.36            82.36             572        40.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     10            2,164,090.20                   1.21        8.982            358            83.71            83.71             603        41.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      4              508,984.63                   0.29        8.145            357            87.94            87.94             590        32.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      3              709,399.01                   0.40        6.539            357            73.07            73.07             593        42.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     21            7,384,220.69                   4.15        9.192            359            84.13            84.13             613        45.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                     10            1,354,191.32                   0.76        9.010            359            85.90            85.90             586        44.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                     22            5,703,536.17                   3.20        7.413            358            79.60            79.95             625        39.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     16            4,823,669.93                   2.71        8.643            358            77.98            77.98             592        39.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                      8            1,848,821.01                   1.04        9.427            359            83.00            83.00             587        34.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     12            2,249,694.85                   1.26        9.267            359            80.95            80.95             559        45.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      5            1,678,447.58                   0.94        9.131            359            86.86            86.86             587        47.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      1              163,939.42                   0.09        9.500            358            84.97            84.97             558        49.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                      1              225,212.32                   0.13        7.250            359            85.00            85.00             603        24.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      3              880,553.77                   0.49        8.227            358            75.08            75.08             610        45.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     32            6,695,070.10                   3.76        8.413            359            82.04            82.04             583        43.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     18            3,841,595.93                   2.16        8.422            358            76.33            76.33             592        42.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      7              755,547.91                   0.42        9.698            358            78.99            78.99             562        43.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      1              122,982.52                   0.07       10.350            359            79.87            79.87             575        50.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 36


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    18           $3,207,214.68                  1.80%       9.258%            358           74.07%           74.07%             614       39.73%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        683          173,723,472.19                  97.52        8.658            359            79.60            79.78             590        43.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             5            1,214,406.99                   0.68        8.605            358            78.02            78.02             637        44.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         630         $157,072,793.63                 88.17%       8.698%            359           79.51%           79.66%             589       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    42           10,982,392.18                   6.16        8.087            358            80.56            80.74             614        41.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             24            8,146,616.16                   4.57        8.855            359            79.44            79.44             602        45.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             7            1,608,106.80                   0.90        8.634            358            71.39            74.82             593        46.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               3              335,185.09                   0.19        9.400            359            74.12            74.12             581        37.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              606         $152,942,953.91                 85.85%       8.678%            359           79.09%           79.29%             590       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              76           18,011,290.57                  10.11        8.582            359            80.91            80.91             587        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               24            7,190,849.38                   4.04        8.682            358            84.47            84.47             619        44.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                509         $121,259,484.81                 68.07%       8.437%            359           79.98%           80.20%             586       42.79%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   5              829,211.35                   0.47        8.654            358            78.75            78.75             614        37.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      3            1,181,437.15                   0.66        8.193            359            70.24            70.24             560        44.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                  189           54,874,960.55                  30.80        9.190            359            78.63            78.71             602        44.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     172          $42,110,037.90                 23.64%       9.093%            359           81.44%           81.57%             587       43.71%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       1              463,449.35                   0.26       11.200            359            90.00            90.00             603        45.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     34            9,995,665.15                   5.61        8.978            359            75.90            75.90             592        42.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    336           87,099,621.70                  48.89        8.712            359            79.30            79.43             584        43.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                    163           38,476,319.76                  21.60        7.996            358            78.60            78.97             611        41.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 26 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              2             $366,202.46                  0.21%      10.704%            359           74.01%           74.01%             500       36.10%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                              64           13,249,403.54                   7.44        9.448            359            76.20            76.25             517        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                             115           25,672,455.65                  14.41        9.031            359            74.96            74.99             537        43.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                             124           31,589,504.24                  17.73        9.274            359            81.00            81.31             561        44.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                             127           34,174,054.97                  19.18        8.683            359            79.45            79.45             589        43.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                             145           37,825,170.49                  21.23        8.496            359            81.99            82.13             612        43.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              61           16,127,724.09                   9.05        7.998            359            81.08            81.64             637        41.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              32            9,164,010.58                   5.14        7.689            358            81.47            81.84             661        40.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                              16            4,182,326.34                   2.35        7.398            358            78.98            78.98             686        43.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                              10            2,892,647.76                   1.62        7.431            358            79.40            80.09             708        39.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               4            1,385,672.45                   0.78        6.800            358            70.36            70.36             739        44.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
751 - 775                                                               4              833,625.86                   0.47        7.027            358            71.55            71.55             759        36.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
776 - 800                                                               2              682,295.43                   0.38        7.418            359            78.71            78.71             795        47.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 799
Weighted Average: 591


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                           14           $2,840,791.17                  1.59%       8.018%            358           76.02%           76.02%             611       14.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                          17            2,497,790.74                   1.40        8.506            358            68.85            68.85             584        22.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          28            5,829,195.91                   3.27        8.206            358            74.72            74.72             598        27.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          68           15,085,313.72                   8.47        8.627            358            80.44            81.15             601        32.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                         109           25,813,091.67                  14.49        8.592            359            77.71            77.73             589        37.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         162           41,310,865.46                  23.19        8.723            359            79.93            79.93             591        42.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         204           56,555,070.07                  31.75        8.743            359            81.68            81.86             594        47.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                         104           28,212,975.12                  15.84        8.707            359            77.87            78.21             578        52.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                706         $178,145,093.86                100.00%       8.668%            359           79.49%           79.67%             591       43.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 2.52%
Maximum: 54.99%
Weighted Average: 43.17%

2007-HE1
Carrington Capital Management, LLC
Simultaneous Seconds

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 24
Aggregate Principal Balance ($): 4,324,447
Weighted Average Current Mortgage Rate (%): 7.843
Non-Zero Weighted Average Margin (%): 5.704
Non-Zero Weighted Average Maximum Rate (%): 13.994
Non-Zero Weighted Average Original Months to Roll: 32
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 92.69
% First Liens: 100.00
% Owner Occupied: 88.47
% Purchase: 12.54
% Full/Alt Documentation: 65.59
Weighted Average Credit Score: 642


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                 2             $335,828.91                  7.77%       9.341%            359           72.02%           84.17%             684       30.00%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                          1              165,200.00                   3.82        7.200            355            80.00           100.00             661        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                                5              738,485.56                  17.08        7.846            358            76.15            95.12             628        44.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 5              907,581.71                  20.99        7.657            357            79.49            98.09             674        41.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          3              528,800.00                  12.23        7.986            357            80.00            98.98             652        41.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                           2              266,158.24                   6.15        8.403            357            55.30            60.40             523        42.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                           1              199,978.86                   4.62        8.340            359            36.36            85.09             574        51.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                           3              803,725.68                  18.59        7.503            358            80.00            97.81             625        40.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                             2              378,688.30                   8.76        7.099            358            72.19            86.47             691        30.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1             $207,382.36                  4.80%       5.975%            358           80.00%          100.00%             668       37.38%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           3              658,327.76                  15.22        6.628            358            75.51            92.22             671        43.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           3              577,817.21                  13.36        7.212            356            68.62            84.78             630        46.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           6            1,319,599.29                  30.51        7.848            357            80.00            98.67             648        38.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           5              775,332.64                  17.93        8.245            358            68.74            96.15             622        44.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                           2              171,637.66                   3.97        8.798            358            47.81            64.12             562        43.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           2              383,862.80                   8.88        9.394            358            80.00            91.41             694        25.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          2              230,487.54                   5.33        9.899            357            77.99            84.92             580        38.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.975%
Maximum: 10.000%
Weighted Average: 7.843%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                  1              $59,966.11                  1.39%       8.840%            359           35.29%           57.35%             576       34.08%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                 7              867,112.87                  20.05        8.810            357            76.19            91.22             618        38.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                 8            1,371,881.04                  31.72        7.723            357            68.85            91.42             620        44.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                 4              859,431.62                  19.87        7.033            358            76.56            94.04             690        38.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                 3              814,147.24                  18.83        7.762            358            80.00            96.61             676        42.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                 1              351,908.38                   8.14        7.925            358            80.00            95.00             605        30.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $59,966.11
Maximum: $351,908.38
Weighted Average: $180,185.30


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 355 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                           1             $150,217.21                  3.47%       7.325%            357           36.23%           41.46%             528       45.03%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           1               59,966.11                   1.39        8.840            359            35.29            57.35             576        34.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                           1              111,671.55                   2.58        8.775            358            54.54            67.76             555        48.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                           1              206,911.74                   4.78        6.600            358            65.71            75.24             717        31.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                           2              230,487.54                   5.33        9.899            357            77.99            84.92             580        38.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                           2              475,841.66                  11.00        8.984            359            61.66            87.94             652        38.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           2              459,908.38                  10.64        8.236            358            80.00            95.00             618        27.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                         14            2,629,443.07                  60.80        7.453            357            80.00           100.00             656        43.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 41.46%
Maximum: 100.00%
Weighted Average: 92.69%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              7           $1,117,173.86                 25.83%       7.593%            358           74.81%           92.19%             650       39.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           1              207,382.36                   4.80        5.975            358            80.00           100.00             668        37.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           1              275,884.44                   6.38        6.650            358            80.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                           5              906,207.77                  20.96        8.476            358            67.41            90.25             653        38.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           4              972,978.76                  22.50        7.847            358            80.00            98.19             647        39.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           4              565,073.56                  13.07        8.333            357            68.36            81.35             585        42.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              165,200.00                   3.82        7.200            355            80.00           100.00             661        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           1              114,546.51                   2.65       10.000            357            75.96            84.90             645        39.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.975%
Maximum: 8.000%
Non-Zero Weighted Average: 5.704%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              7           $1,117,173.86                 25.83%       7.593%            358           74.81%           92.19%             650       39.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1              207,382.36                   4.80        5.975            358            80.00           100.00             668        37.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              275,884.44                   6.38        6.650            358            80.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           3              577,817.21                  13.36        7.212            356            68.62            84.78             630        46.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           4              972,978.76                  22.50        7.847            358            80.00            98.19             647        39.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           3              498,894.18                  11.54        8.298            358            62.51            94.02             614        46.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                           1               59,966.11                   1.39        8.840            359            35.29            57.35             576        34.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           2              383,862.80                   8.88        9.394            358            80.00            91.41             694        25.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          2              230,487.54                   5.33        9.899            357            77.99            84.92             580        38.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.975%
Maximum: 10.000%
Non-Zero Weighted Average: 7.930%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              7           $1,117,173.86                 25.83%       7.593%            358           74.81%           92.19%             650       39.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              207,382.36                   4.80        5.975            358            80.00           100.00             668        37.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                         1              275,884.44                   6.38        6.650            358            80.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         2              427,600.00                   9.89        7.172            356            80.00           100.00             666        46.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                         5            1,032,944.87                  23.89        7.905            358            77.40            95.82             643        39.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                         4              649,111.39                  15.01        8.073            358            56.43            81.86             594        46.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                         2              383,862.80                   8.88        9.394            358            80.00            91.41             694        25.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                         1              114,546.51                   2.65       10.000            357            75.96            84.90             645        39.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                         1              115,941.03                   2.68        9.800            357            80.00            84.93             516        38.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.975%
Maximum: 16.800%
Non-Zero Weighted Average: 13.994%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              7           $1,117,173.86                 25.83%       7.593%            358           74.81%           92.19%             650       39.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  17            3,207,273.40                  74.17        7.930            358            74.25            92.87             640        40.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              7           $1,117,173.86                 25.83%       7.593%            358           74.81%           92.19%             650       39.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                  15            2,941,115.16                  68.01        7.887            358            75.96            95.81             650        40.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   2              266,158.24                   6.15        8.403            357            55.30            60.40             523        42.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.041%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              7           $1,117,173.86                 25.83%       7.593%            358           74.81%           92.19%             650       39.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           1              165,200.00                   3.82        7.200            355            80.00           100.00             661        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                             2              266,158.24                   6.15        8.403            357            55.30            60.40             523        42.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                               3              535,807.77                  12.39        8.967            359            58.71            84.51             643        38.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             7            1,179,311.56                  27.27        8.114            357            79.61            98.08             664        43.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                             4            1,060,795.83                  24.53        7.196            358            80.00            98.34             637        38.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                      2             $227,612.58                  5.26%       9.297%            357           67.51%           76.51%             535       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                      6            1,264,701.66                  29.25        7.781            358            67.90            89.30             613        38.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      1              158,400.00                   3.66        8.500            357            80.00           100.00             620        44.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                      1              207,382.36                   4.80        5.975            358            80.00           100.00             668        37.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                      1              136,622.24                   3.16        8.175            358            80.00           100.00             651        36.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                      1              175,932.86                   4.07        7.995            357            80.00           100.00             626        49.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                      2              335,850.55                   7.77        7.041            358            72.02            92.38             637        46.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                      1              219,516.87                   5.08        7.600            357            80.00           100.00             733        49.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                      1              108,000.00                   2.50        9.250            357            80.00            95.00             659        16.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      2              350,375.55                   8.10        7.311            357            80.00           100.00             646        46.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                      1              275,862.80                   6.38        9.450            359            80.00            90.00             708        29.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      1              206,911.74                   4.78        6.600            358            65.71            75.24             717        31.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      1              139,816.22                   3.23        8.125            358            80.00           100.00             621        44.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      1              114,546.51                   2.65       10.000            357            75.96            84.90             645        39.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                      1              262,400.00                   6.07        7.155            357            80.00           100.00             669        49.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      1              140,515.32                   3.25        8.011            357            80.00           100.00             664        41.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 16


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     3             $498,409.31                 11.53%       9.533%            358           79.07%           89.91%             683       28.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                         21            3,826,037.95                  88.47        7.623            357            73.78            93.06             637        42.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                          21           $3,616,030.43                 83.62%       8.005%            357           74.11%           92.68%             637       40.62%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                     2              432,532.39                  10.00        7.252            358            73.16            88.16             679        34.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             1              275,884.44                   6.38        6.650            358            80.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                               19           $3,448,121.08                 79.74%       7.584%            358           73.10%           92.30%             632       41.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                                3              542,262.80                  12.54        9.133            358            80.00            93.92             673        31.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                               2              334,063.38                   7.72        8.423            357            78.61            94.82             703        45.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                 16           $2,836,546.50                 65.59%       7.865%            358           73.93%           93.55%             634       41.35%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                    8            1,487,900.76                  34.41        7.801            357            75.27            91.07             658        39.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                       6             $970,882.10                 22.45%       8.480%            358           76.76%           92.19%             662       35.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                      4              631,337.10                  14.60        8.068            357            55.76            78.58             575        45.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     14            2,722,228.06                  62.95        7.563            357            77.87            96.15             651        41.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 34 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                      24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                               1             $115,941.03                  2.68%       9.800%            357           80.00%           84.93%             516       38.59%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                               1              150,217.21                   3.47        7.325            357            36.23            41.46             528        45.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                               2              311,650.41                   7.21        8.496            359            42.87            78.88             567        50.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                               1               59,966.11                   1.39        8.840            359            35.29            57.35             576        34.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                               3              650,124.60                  15.03        8.108            358            80.00            97.29             612        37.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                               5              966,828.43                  22.36        7.816            358            79.52            98.21             642        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                               8            1,367,428.06                  31.62        7.337            357            80.00            99.61             661        39.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               2              482,774.54                  11.16        8.229            359            73.88            83.67             712        30.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               1              219,516.87                   5.08        7.600            357            80.00           100.00             733        49.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 516
Maximum: 733
Weighted Average: 642


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            1             $108,000.00                  2.50%       9.250%            357           80.00%           95.00%             659       16.98%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                           1              275,862.80                   6.38        9.450            359            80.00            90.00             708        29.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                           4              790,562.79                  18.28        7.599            358            72.87            88.06             644        31.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                           5              800,112.79                  18.50        8.010            358            79.42            95.65             633        37.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                           5              778,775.51                  18.01        7.956            357            80.00           100.00             641        43.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                           7            1,371,154.51                  31.71        7.315            357            73.13            90.96             643        48.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                           1              199,978.86                   4.62        8.340            359            36.36            85.09             574        51.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $4,324,447.26                100.00%       7.843%            358           74.39%           92.69%             642       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 16.98%
Maximum: 51.88%
Weighted Average: 40.54%

2007-HE1
Carrington Capital Management, LLC
Second Liens

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 24
Aggregate Principal Balance ($): 1,267,429
Weighted Average Current Mortgage Rate (%): 12.048
Non-Zero Weighted Average Margin (%): 0.000
Non-Zero Weighted Average Maximum Rate (%): 0.000
Non-Zero Weighted Average Original Months to Roll: 0
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 357
Weighted Average Combined Original LTV (%): 98.90
% First Liens: 0.00
% Owner Occupied: 100.00
% Purchase: 3.12
% Full/Alt Documentation: 86.43
Weighted Average Credit Score: 662


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                         1             $104,830.87                  8.27%      10.500%            356          100.00%          100.00%             738       54.52%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         3              165,999.90                  13.10       10.884            357            96.53            96.53             684        42.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         1               56,463.73                   4.45       11.500            358           100.00           100.00             644        37.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1               46,958.35                   3.71       11.900            357            94.69            94.69             661        47.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        18              893,175.79                  70.47       12.489            357            99.37            99.37             650        43.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.500%
Maximum: 12.500%
Weighted Average: 12.048%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                       11             $433,212.57                 34.18%      12.309%            357           98.35%           98.35%             644       43.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 12              729,385.20                  57.55       12.116            357            99.08            99.08             661        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                 1              104,830.87                   8.27       10.500            356           100.00           100.00             738        54.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $19,484.86
Maximum: $104,830.87
Weighted Average: $52,809.53


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 356 Months
Maximum: 358 Months
Weighted Average: 357 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                           1              $19,484.86                  1.54%      12.500%            357           90.00%           90.00%             655       33.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           4              207,000.85                  16.33       11.541            357            94.42            94.42             639        40.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                         19            1,040,942.93                  82.13       12.141            357            99.96            99.96             666        45.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 90.00%
Maximum: 100.00%
Weighted Average: 98.90%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 0.000%
Maximum: 0.000%
Non-Zero Weighted Average: 0.000%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 0.000%
Maximum: 0.000%
Non-Zero Weighted Average: 0.000%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 0.000%
Maximum: 0.000%
Non-Zero Weighted Average: 0.000%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 0.000%
Maximum: 0.000%
Non-Zero Weighted Average: 0.000%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 0.000%
Maximum: 0.000%
Non-Zero Weighted Average: 0.000%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                      6             $406,767.51                 32.09%      11.226%            357           97.83%           97.83%             679       43.07%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      1               39,569.29                   3.12       12.500            357           100.00           100.00             620        44.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      1               48,961.98                   3.86       12.500            357           100.00           100.00             628        39.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                      3              152,893.70                  12.06       12.500            357           100.00           100.00             646        45.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                      1               34,182.41                   2.70       12.500            358           100.00           100.00             651        36.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                      1               43,965.88                   3.47       12.500            357           100.00           100.00             626        39.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      1               57,455.41                   4.53       12.500            357            99.62            99.62             678        47.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                      1               68,964.50                   5.44       12.500            358           100.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      3              142,658.19                  11.26       12.500            357           100.00           100.00             669        45.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                      3              137,837.73                  10.88       12.500            356            98.46            98.46             653        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                      2               98,999.33                   7.81       11.951            357            97.26            97.26             665        47.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      1               35,172.71                   2.78       12.500            357           100.00           100.00             664        46.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 12


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                         24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                          21           $1,108,550.19                 87.46%      12.083%            357           98.99%           98.99%             663       44.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                     2               89,913.95                   7.09       11.267            357            96.98            96.98             648        41.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             1               68,964.50                   5.44       12.500            358           100.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                               19           $1,029,871.18                 81.26%      12.076%            357           98.89%           98.89%             659       44.32%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                               4              197,988.17                  15.62       11.813            357            98.74            98.74             683        45.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                                1               39,569.29                   3.12       12.500            357           100.00           100.00             620        44.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                 20           $1,095,449.74                 86.43%      11.977%            357           98.91%           98.91%             661       44.66%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                    4              171,978.90                  13.57       12.500            357            98.87            98.87             666        43.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                       6             $303,567.53                 23.95%      12.321%            357           99.03%           99.03%             657       45.57%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     18              963,861.11                  76.05       11.962            357            98.86            98.86             663        44.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 36 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                      24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                               3             $162,889.63                 12.85%      12.439%            357           97.98%           97.98%             615       40.54%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                               8              420,435.46                  33.17       12.113            357            99.28            99.28             640        43.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                               9              394,937.65                  31.16       12.291            357            98.14            98.14             662        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                               1               57,455.41                   4.53       12.500            357            99.62            99.62             678        47.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               2              126,879.62                  10.01       11.650            357           100.00           100.00             717        44.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               1              104,830.87                   8.27       10.500            356           100.00           100.00             738        54.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 605
Maximum: 738
Weighted Average: 662


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                           2              $85,449.74                  6.74%      12.384%            358           93.86%           93.86%             616       31.35%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                           5              235,346.22                  18.57       12.260            358           100.00           100.00             644        38.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                           5              280,317.93                  22.12       11.737            357            98.85            98.85             668        42.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                          10              517,717.86                  40.85       12.341            357            98.95            98.95             659        47.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                           2              148,596.89                  11.72       11.089            356           100.00           100.00             711        53.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 24           $1,267,428.64                100.00%      12.048%            357           98.90%           98.90%             662       44.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 30.63%
Maximum: 54.52%
Weighted Average: 44.45%

2007-HE1
Carrington Capital Management, LLC
Purchase Loans

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 104
Aggregate Principal Balance ($): 21,649,374
Weighted Average Current Mortgage Rate (%): 9.217
Non-Zero Weighted Average Margin (%): 5.644
Non-Zero Weighted Average Maximum Rate (%): 15.397
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 84.03
% First Liens: 99.82
% Owner Occupied: 87.65
% Purchase: 100.00
% Full/Alt Documentation: 46.18
Weighted Average Credit Score: 608


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                47           $8,762,514.22                 40.47%       9.759%            359           82.30%           82.62%             595       42.03%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         3              694,950.00                   3.21        8.588            359            82.82            82.82             636        49.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                          5            1,202,505.00                   5.55        8.842            357            87.30            87.30             626        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               18            2,771,808.91                  12.80        9.122            359            83.85            83.85             603        42.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 5              760,346.52                   3.51        9.683            357            87.78            87.78             616        37.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          2              266,400.00                   1.23        8.804            357            80.00            97.97             636        33.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                          17            4,932,640.24                  22.78        8.818            358            87.64            87.64             620        44.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                           1              347,568.05                   1.61        6.725            357            80.00            80.00             620        51.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                             2              279,528.43                   1.29        7.252            358            72.21            72.21             668        46.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                           4            1,631,112.66                   7.53        8.933            359            77.93            77.93             607        41.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           1             $169,753.03                  0.78%       6.225%            357           60.71%           60.71%             687       44.30%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           2              606,329.14                   2.80        6.778            357            80.00            80.00             641        44.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           3            1,118,221.66                   5.17        7.316            358            80.00            80.00             617        38.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           7            1,953,236.54                   9.02        7.839            358            83.79            83.79             632        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          11            2,194,536.65                  10.14        8.345            358            83.60            85.04             623        42.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          13            3,056,572.16                  14.12        8.841            358            89.01            89.01             621        41.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          18            3,924,747.43                  18.13        9.287            359            85.01            86.12             618        43.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         19            3,246,798.79                  15.00        9.826            359            85.58            85.58             588        46.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        13            2,950,282.67                  13.63       10.255            359            77.36            77.36             595        39.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         9            1,372,126.05                   6.34       10.749            359            86.36            86.36             578        40.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         5              756,366.06                   3.49       11.254            359            79.07            79.07             549        45.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         3              300,403.85                   1.39       12.238            358            86.90            86.90             580        42.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 6.225%
Maximum: 12.500%
Weighted Average: 9.217%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        1              $39,569.29                  0.18%      12.500%            357          100.00%          100.00%             620       44.97%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 24            1,875,953.19                   8.67       10.100            358            79.19            79.19             579        43.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                16            1,911,928.21                   8.83        9.649            358            86.10            86.95             602        38.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                21            3,643,583.28                  16.83        9.379            358            86.19            87.06             610        43.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                11            2,467,089.79                  11.40        8.615            358            84.17            84.17             618        44.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                13            3,519,595.06                  16.26        9.154            358            87.42            88.20             628        39.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                 6            1,910,745.20                   8.83        8.724            358            79.88            79.88             581        45.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                 3            1,132,787.46                   5.23        8.945            359            84.70            84.70             618        38.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 2              833,243.71                   3.85        9.706            359            90.00            90.00             619        48.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 1              502,522.36                   2.32        8.375            358            80.00            80.00             593        43.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 2            1,151,130.40                   5.32        7.561            359            85.08            85.08             625        40.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 3            1,874,066.01                   8.66        9.732            359            79.27            79.27             607        47.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 1              787,160.07                   3.64       10.115            359            69.63            69.63             593        47.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $39,569.29
Maximum: $787,160.07
Weighted Average: $208,167.06


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 354 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           3             $220,151.51                  1.02%      11.034%            358           57.13%           57.13%             532       38.99%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                           2              399,628.05                   1.85        7.836            358            62.55            62.55             627        49.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                           6            1,970,797.56                   9.10        9.811            359            69.25            69.25             607        44.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                           7            1,744,221.32                   8.06        9.388            359            74.81            74.81             600        36.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          22            4,722,273.64                  21.81        8.524            358            79.99            79.99             596        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                           7            1,035,296.92                   4.78        9.956            359            85.00            85.00             568        40.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                          49           10,264,609.06                  47.41        9.304            358            89.51            89.78             617        44.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           2              386,203.22                   1.78        8.908            357            90.81            95.00             627        27.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          6              906,192.75                   4.19        9.682            357            96.50           100.00             637        45.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 56.00%
Maximum: 100.00%
Weighted Average: 84.03%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             20           $3,051,337.34                 14.09%       8.951%            358           82.78%           82.78%             609       42.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.001 - 2.500                                                           1              240,124.90                   1.11        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           2              296,214.91                   1.37        8.102            357            86.35            86.35             626        45.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                          53           12,859,162.99                  59.40        9.113            358            84.55            84.89             614        43.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          19            3,063,051.68                  14.15        9.931            358            85.28            85.28             591        44.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           2              236,484.91                   1.09        8.847            357            83.29            96.69             627        44.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           6            1,823,106.87                   8.42        9.609            358            77.51            77.51             588        39.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1               79,890.43                   0.37       11.250            356            58.82            58.82             531        30.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 2.250%
Maximum: 7.500%
Non-Zero Weighted Average: 5.644%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             20           $3,051,337.34                 14.09%       8.951%            358           82.78%           82.78%             609       42.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              347,568.05                   1.61        6.725            357            80.00            80.00             620        51.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           3            1,118,221.66                   5.17        7.316            358            80.00            80.00             617        38.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           7            1,953,236.54                   9.02        7.839            358            83.79            83.79             632        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           7            1,135,964.28                   5.25        8.269            357            88.35            91.14             638        43.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          10            2,707,614.82                  12.51        8.834            358            89.79            89.79             618        41.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          16            3,607,108.63                  16.66        9.280            359            84.83            86.04             622        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         16            2,949,730.96                  13.63        9.822            359            84.75            84.75             587        46.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        10            2,642,410.63                  12.21       10.250            359            76.06            76.06             599        40.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         9            1,372,126.05                   6.34       10.749            359            86.36            86.36             578        40.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         3              503,220.51                   2.32       11.172            359            73.58            73.58             541        44.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              260,834.56                   1.20       12.198            358            84.91            84.91             574        42.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6.725%
Maximum: 12.250%
Non-Zero Weighted Average: 9.261%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             20           $3,051,337.34                 14.09%       8.951%            358           82.78%           82.78%             609       42.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         3            1,118,221.66                   5.17        7.316            358            80.00            80.00             617        38.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                         6            1,828,945.26                   8.45        7.607            358            83.23            83.23             625        45.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                         5              777,325.67                   3.59        8.407            358            90.82            94.89             644        43.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        10            2,690,405.82                  12.43        8.653            358            88.59            88.59             626        41.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        16            3,551,635.22                  16.41        9.147            358            84.93            86.16             625        44.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        16            3,065,131.95                  14.16        9.662            358            85.55            85.55             591        47.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        12            3,056,522.65                  14.12       10.119            359            76.91            76.91             599        39.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        11            1,745,793.39                   8.06       10.587            359            86.07            86.07             579        41.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         2              423,330.08                   1.96       11.157            359            76.36            76.36             542        46.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         3              340,724.99                   1.57       11.976            357            78.79            78.79             564        39.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 13.125%
Maximum: 18.250%
Non-Zero Weighted Average: 15.397%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             20           $3,051,337.34                 14.09%       8.951%            358           82.78%           82.78%             609       42.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  84           18,598,036.69                  85.91        9.261            358            83.83            84.23             608        42.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             20           $3,051,337.34                 14.09%       8.951%            358           82.78%           82.78%             609       42.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                  72           16,310,635.35                  75.34        9.374            359            83.94            84.40             608        43.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  11            2,047,276.44                   9.46        8.611            356            83.36            83.36             607        43.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000                                                                   1              240,124.90                   1.11        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 2.000%
Non-Zero Weighted Average: 1.068%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             20           $3,051,337.34                 14.09%       8.951%            358           82.78%           82.78%             609       42.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           5              883,692.45                   4.08        8.773            355            85.46            85.46             608        41.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          2              188,005.34                   0.87        9.467            356            71.00            71.00             572        42.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                             9            1,817,128.44                   8.39        8.526            357            90.68            90.68             646        41.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            10            2,295,623.30                  10.60        9.102            358            86.40            86.40             580        45.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                              50           12,039,272.59                  55.61        9.491            359            82.33            82.56             607        43.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2009                                                          1              240,124.90                   1.11        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             4              784,827.80                   3.63        8.634            357            84.35            90.45             623        42.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                             1              199,572.16                   0.92        9.990            358            85.00            85.00             570        42.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               2              149,789.71                   0.69       10.444            359            90.00            90.00             626        46.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      2             $267,919.90                  1.24%       8.808%            358           81.65%           81.65%             634       44.60%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                      3              798,063.73                   3.69        8.284            358            80.71            80.71             602        35.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     14            5,391,949.33                  24.91        8.937            359            81.95            81.95             608        43.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      1              112,494.35                   0.52       10.350            359            90.00            90.00             624        44.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      3              368,829.04                   1.70       10.666            357            91.41           100.00             615        42.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                     18            3,712,050.26                  17.15        9.263            358            84.46            84.46             608        44.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                      3              552,560.64                   2.55        9.079            358            90.16            90.16             616        25.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                      7            1,022,707.93                   4.72        9.653            359            84.13            84.13             614        43.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      1              240,124.90                   1.11        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      1              111,840.30                   0.52        9.700            357           100.00           100.00             633        40.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      1               73,320.78                   0.34       10.490            359            90.00            90.00             563        49.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      1               76,468.93                   0.35       10.400            359            90.00            90.00             686        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      1              115,160.46                   0.53       11.175            359            80.00            80.00             592        47.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                      4              555,917.03                   2.57        9.341            359            77.27            80.18             615        37.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      1              169,753.03                   0.78        6.225            357            60.71            60.71             687        44.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                      3            1,296,273.50                   5.99        9.633            359            87.87            90.00             652        43.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      1              260,940.24                   1.21        9.315            359            90.00            90.00             609        49.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      1              502,522.36                   2.32        8.375            358            80.00            80.00             593        43.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                      5            1,052,900.82                   4.86        9.188            359            89.33            89.33             602        45.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      5              443,201.87                   2.05        9.957            358            80.60            80.60             566        47.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      5              542,133.35                   2.50        9.658            359            86.90            86.90             574        43.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      1               50,286.27                   0.23        8.785            358            56.00            56.00             577        39.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     12            1,846,699.61                   8.53        9.164            358            85.45            85.45             604        40.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      1              787,160.07                   3.64       10.115            359            69.63            69.63             593        47.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                      5              805,221.75                   3.72        9.089            358            88.15            88.15             585        47.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                      1              195,708.49                   0.90        9.500            357           100.00           100.00             633        52.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      3              297,165.09                   1.37       10.632            359            78.76            78.76             546        42.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 27


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     9           $1,258,771.42                  5.81%       9.897%            358           81.18%           84.66%             628       31.44%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                         89           18,975,319.27                  87.65        9.128            358            84.49            84.66             608        44.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             6            1,415,283.34                   6.54        9.807            359            74.96            74.96             590        37.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                          80          $16,216,716.95                 74.91%       9.302%            359           83.10%           83.56%             607       43.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    13            3,276,665.74                  15.14        8.844            357            85.25            85.25             598        40.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                              7            1,702,791.95                   7.87        9.106            358            87.12            87.12             645        41.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             3              383,923.05                   1.77        8.951            358            78.38            78.38             597        48.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               1               69,276.34                   0.32       11.200            359            90.00            90.00             600        39.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                              104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                 56           $9,997,465.23                 46.18%       9.037%            358           84.83%           85.31%             599       41.92%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   48           11,651,908.80                  53.82        9.371            358            82.69            82.92             616        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                      33           $6,246,691.42                 28.85%       9.881%            359           85.59%           86.29%             603       43.93%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                      5            1,661,994.06                   7.68        9.728            359            81.56            81.56             622        41.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                     44            9,858,911.37                  45.54        9.030            358            83.31            83.31             605        42.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     22            3,881,777.18                  17.93        8.405            358            82.45            83.27             620        42.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 26 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     103          $21,609,804.74                 99.82%       9.211%            358           83.65%           84.00%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                       1               39,569.29                   0.18       12.500            357           100.00           100.00             620        44.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                               4             $551,466.50                  2.55%      11.190%            359           71.96%           71.96%             518       46.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                               8            1,711,576.26                   7.91        9.803            359            81.20            81.20             539        46.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                              17            2,626,987.40                  12.13        9.682            359            86.04            86.04             560        42.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              18            3,746,781.44                  17.31        9.752            359            80.17            80.17             589        43.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                              24            5,785,611.89                  26.72        9.035            358            84.60            85.15             614        42.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              16            3,467,907.35                  16.02        8.690            358            86.49            86.49             638        42.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              11            2,600,206.94                  12.01        8.614            358            84.79            85.41             662        40.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                               5              882,973.45                   4.08        8.159            358            84.41            84.41             686        44.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               1              275,862.80                   1.27        9.450            359            80.00            90.00             708        29.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 507
Maximum: 708
Weighted Average: 608


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            4             $645,896.40                  2.98%      10.407%            359           79.15%           81.66%             569       12.31%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                           4              734,534.87                   3.39        8.702            357            82.98            86.73             659        27.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          10            1,899,909.96                   8.78        9.076            358            82.23            82.23             607        32.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          13            2,694,115.86                  12.44        8.433            359            82.58            82.58             630        37.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                          24            4,814,728.44                  22.24        9.343            358            84.08            84.74             616        42.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                          35            7,984,649.70                  36.88        9.404            358            84.76            84.76             605        47.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          14            2,875,538.80                  13.28        9.177            358            83.18            83.18             581        52.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                104          $21,649,374.03                100.00%       9.217%            358           83.68%           84.03%             608       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.81%
Maximum: 54.84%
Weighted Average: 42.89%

2007-HE1
Carrington Capital Management, LLC
Stated Documentation

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 481
Aggregate Principal Balance ($): 120,378,041
Weighted Average Current Mortgage Rate (%): 9.353
Non-Zero Weighted Average Margin (%): 5.750
Non-Zero Weighted Average Maximum Rate (%): 15.390
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 359
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 76.71
% First Liens: 99.86
% Owner Occupied: 91.19
% Purchase: 9.68
% Full/Alt Documentation: 0.00
Weighted Average Credit Score: 598


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                                3             $497,924.03                  0.41%       8.734%            179           39.19%           39.19%             604       46.97%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                               174           41,065,158.70                  34.11        9.793            359            74.53            74.60             582        43.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         5            1,932,000.00                   1.60        9.447            358            85.76            85.76             633        42.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                         24            6,625,424.21                   5.50        8.069            358            75.16            75.66             627        40.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Fixed 10YR-IO                                                        1              595,000.00                   0.49        9.475            359            79.80            79.80             615        36.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               62            9,692,791.39                   8.05        9.520            359            72.35            72.35             599        42.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         1              585,000.00                   0.49        8.865            359            90.00            90.00             658        44.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                16            3,157,703.84                   2.62        9.081            358            80.54            83.07             626        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          3              838,400.00                   0.70        7.625            357            71.07            77.33             649        45.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         127           37,221,298.91                  30.92        9.281            359            78.93            78.95             596        44.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                           6            1,439,329.11                   1.20        9.437            359            62.26            62.26             575        41.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 5YR-ARM                                                           1              361,498.31                   0.30        6.325            357            59.83            59.83             735        48.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                            21            5,150,632.80                   4.28        9.423            359            79.07            79.07             612        45.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          24            8,302,111.14                   6.90        9.041            359            81.06            81.06             616        43.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                           7            1,561,997.93                   1.30        8.330            358            78.48            78.48             619        41.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           1              223,978.76                   0.19        8.740            359            72.26            72.26             547        39.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                             2              614,113.59                   0.51        7.195            358            76.40            81.99             679        39.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5YR-ARM                                                                 3              513,677.91                   0.43       10.186            359            70.90            70.90             607        45.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1             $207,382.36                  0.17%       5.975%            358           80.00%          100.00%             668       37.38%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           3            1,412,657.14                   1.17        6.455            358            68.53            68.53             683        40.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           8            2,182,701.27                   1.81        6.848            358            72.88            72.88             683        45.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          16            5,029,711.91                   4.18        7.305            358            69.93            71.79             626        41.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          30            7,997,628.60                   6.64        7.830            359            75.24            75.67             636        41.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          27            7,431,987.16                   6.17        8.316            358            74.10            74.48             620        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          75           21,107,704.34                  17.53        8.830            354            72.78            72.78             606        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          71           19,460,076.57                  16.17        9.313            359            79.29            79.43             601        44.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        102           23,267,440.61                  19.33        9.792            359            79.14            79.18             589        43.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        61           16,246,971.41                  13.50       10.272            359            77.47            77.47             579        43.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        48            9,685,607.49                   8.05       10.731            359            78.16            78.16             566        42.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        18            3,345,271.24                   2.78       11.218            359            80.43            80.43             562        44.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        14            2,453,936.40                   2.04       11.778            359            74.81            74.81             545        41.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         7              548,964.13                   0.46       12.292            358            82.02            82.02             593        40.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.975%
Maximum: 12.500%
Weighted Average: 9.353%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        3             $104,638.50                  0.09%      11.635%            358           69.48%           69.48%             593       46.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 40            3,191,946.83                   2.65       10.365            353            71.78            71.78             598        38.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                85           10,613,748.02                   8.82        9.785            357            73.24            73.60             593        40.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                87           15,236,608.78                  12.66        9.442            358            71.09            71.59             591        41.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                71           15,935,943.53                  13.24        9.225            359            73.46            73.72             594        42.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                59           16,184,465.75                  13.44        9.419            355            76.95            77.45             599        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                32           10,329,281.68                   8.58        9.387            359            72.84            72.84             595        44.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                35           13,350,154.55                  11.09        9.074            359            80.77            80.77             600        45.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                20            8,400,305.93                   6.98        9.562            358            80.60            80.60             598        45.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                17            8,123,905.25                   6.75        9.460            359            82.60            82.60             596        45.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 9            4,781,493.63                   3.97        9.358            359            83.40            83.40             598        44.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 9            5,143,858.47                   4.27        8.419            358            80.60            80.60             620        41.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                11            6,962,691.15                   5.78        8.832            359            76.67            76.67             618        45.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 3            2,018,998.56                   1.68        9.721            358            85.04            85.04             609        44.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $19,484.86
Maximum: $684,250.00
Weighted Average: $250,266.20


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               3             $497,924.03                  0.41%       8.734%            179           39.19%           39.19%             604       46.97%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             478          119,880,116.60                  99.59        9.356            359            76.67            76.87             598        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 180 Months
Maximum: 360 Months
Weighted Average: 359 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               3             $497,924.03                  0.41%       8.734%            179           39.19%           39.19%             604       46.97%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             478          119,880,116.60                  99.59        9.356            359            76.67            76.87             598        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 179 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           1              $89,758.70                  0.07%       8.840%            179           22.50%           22.50%             637       54.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           4              791,157.32                   0.66        9.337            359            27.79            27.79             590        44.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           3              409,874.62                   0.34        9.020            359            33.74            33.74             604        44.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           7              936,559.35                   0.78        9.479            358            37.85            37.85             580        41.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                           9            1,744,584.88                   1.45        9.060            328            41.92            42.37             581        43.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                          13            2,741,777.75                   2.28        8.830            352            47.90            47.90             594        39.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                          14            2,742,651.26                   2.28        8.981            358            52.52            52.52             593        42.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          24            5,884,794.15                   4.89        8.652            358            58.76            58.76             588        41.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                          26            5,645,134.94                   4.69        8.829            359            63.57            63.57             593        39.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          44           10,149,507.35                   8.43        9.264            359            69.12            69.12             590        43.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          77           18,779,511.81                  15.60        9.525            359            74.21            74.21             587        42.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          90           23,282,205.44                  19.34        9.531            359            79.87            79.87             582        43.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                          68           20,512,144.06                  17.04        9.349            359            84.76            84.81             603        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                          89           24,213,570.75                  20.11        9.581            359            89.66            89.78             624        45.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           4            1,355,039.97                   1.13        9.241            358            95.00            95.00             659        38.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          8            1,099,768.28                   0.91        7.875            357            82.77           100.00             665        41.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 22.50%
Maximum: 100.00%
Weighted Average: 76.71%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             90          $17,135,461.81                 14.23%       9.361%            353           74.41%           74.62%             608       43.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500                                                           1              178,287.81                   0.15        8.610            358            85.00            85.00             676        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           1              207,382.36                   0.17        5.975            358            80.00           100.00             668        37.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                           3            1,067,048.31                   0.89        6.639            357            63.26            63.26             670        39.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           4              798,232.91                   0.66        7.084            357            79.48            79.48             687        41.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         216           58,551,471.89                  48.64        9.311            359            78.88            79.01             604        43.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          96           25,270,740.18                  20.99        9.472            359            76.18            76.18             585        44.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          38            9,991,650.82                   8.30        9.582            358            70.93            71.29             575        42.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          20            4,880,614.51                   4.05        9.885            358            71.66            72.34             578        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           9            1,851,929.39                   1.54        9.262            357            75.82            75.82             591        42.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           3              445,220.64                   0.37        9.759            357            68.62            70.92             571        44.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.270%
Maximum: 8.000%
Non-Zero Weighted Average: 5.750%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             90          $17,135,461.81                 14.23%       9.361%            353           74.41%           74.62%             608       43.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1              207,382.36                   0.17        5.975            358            80.00           100.00             668        37.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           3            1,412,657.14                   1.17        6.455            358            68.53            68.53             683        40.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           5            1,318,677.32                   1.10        6.840            358            71.59            71.59             668        45.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          15            4,780,906.16                   3.97        7.308            358            70.98            72.93             626        41.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          24            6,546,147.37                   5.44        7.843            359            74.55            74.55             631        41.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          22            6,009,918.43                   4.99        8.314            358            75.31            75.78             623        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          58           17,331,759.03                  14.40        8.843            359            74.49            74.49             605        43.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          63           17,639,768.70                  14.65        9.313            359            79.41            79.56             600        45.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         88           20,636,393.76                  17.14        9.786            359            79.01            79.06             586        43.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        51           14,409,569.47                  11.97       10.268            359            77.42            77.42             580        43.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        39            8,306,368.39                   6.90       10.729            359            78.91            78.91             565        42.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        12            2,658,980.33                   2.21       11.212            359            80.01            80.01             560        44.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         8            1,698,241.79                   1.41       11.801            359            71.21            71.21             526        41.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              285,808.57                   0.24       12.100            358            72.52            72.52             568        42.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.975%
Maximum: 12.100%
Non-Zero Weighted Average: 9.352%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             90          $17,135,461.81                 14.23%       9.361%            353           74.41%           74.62%             608       43.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              207,382.36                   0.17        5.975            358            80.00           100.00             668        37.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         3            1,412,657.14                   1.17        6.455            358            68.53            68.53             683        40.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                         6            1,952,580.69                   1.62        7.127            358            75.95            75.95             650        47.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        14            4,506,914.93                   3.74        7.353            358            71.79            73.69             628        41.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        19            5,413,129.07                   4.50        7.987            359            72.41            72.41             623        42.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        22            6,056,221.99                   5.03        8.364            359            73.95            74.54             616        42.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        59           16,979,850.53                  14.11        8.784            359            74.55            74.55             609        42.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        59           16,781,826.25                  13.94        9.257            359            79.61            79.78             603        45.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        85           20,281,305.71                  16.85        9.737            359            78.88            78.93             589        43.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        55           15,303,359.59                  12.71       10.196            359            77.47            77.47             581        43.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        45            9,512,479.87                   7.90       10.610            359            79.21            79.21             562        42.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                        12            2,770,929.90                   2.30       11.148            359            80.62            80.62             561        45.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                         8            1,698,241.79                   1.41       11.801            359            71.21            71.21             526        41.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         2              169,865.24                   0.14       11.700            358            57.46            57.46             518        38.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.001 - 19.500                                                         1              195,833.76                   0.16       12.100            357            80.00            80.00             596        40.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.975%
Maximum: 19.100%
Non-Zero Weighted Average: 15.390%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             90          $17,135,461.81                 14.23%       9.361%            353           74.41%           74.62%             608       43.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 391          103,242,578.82                  85.77        9.352            359            76.86            77.06             597        43.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             90          $17,135,461.81                 14.23%       9.361%            353           74.41%           74.62%             608       43.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 365           98,027,035.66                  81.43        9.373            359            76.82            77.02             597        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  25            5,130,636.57                   4.26        8.958            357            78.29            78.45             592        42.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000                                                                   1               84,906.59                   0.07        8.990            358            37.61            37.61             592        41.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 2.000%
Non-Zero Weighted Average: 1.026%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             90          $17,135,461.81                 14.23%       9.361%            353           74.41%           74.62%             608       43.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          1              195,844.16                   0.16       10.650            354            40.00            40.00             512        45.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           8            1,415,908.73                   1.18        8.763            355            82.80            85.14             601        41.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          7            1,743,812.46                   1.45        8.662            356            79.79            79.79             590        45.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            31            7,679,634.57                   6.38        8.936            357            74.17            74.28             606        40.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            24            6,609,306.38                   5.49        9.305            358            79.57            79.57             593        41.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             283           77,501,486.66                  64.38        9.479            359            77.10            77.14             594        43.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2010                                                          3              708,192.29                   0.59        7.861            356            75.71            75.71             643        40.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            13            2,511,324.35                   2.09        8.440            357            78.82            82.44             644        41.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                             8            1,858,869.77                   1.54        8.643            358            73.57            75.80             610        42.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               8            1,919,044.47                   1.59        9.813            359            71.80            71.80             578        43.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             1              361,498.31                   0.30        6.325            357            59.83            59.83             735        48.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2012                                                               4              737,656.67                   0.61        9.747            359            71.31            71.31             589        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      2             $340,847.85                  0.28%      10.319%            357           93.79%           93.79%             625       27.99%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     19            4,279,196.09                   3.55        9.581            358            82.96            82.96             583        42.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                    130           44,155,214.01                  36.68        9.088            357            74.91            75.08             600        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      1              112,494.35                   0.09       10.350            359            90.00            90.00             624        44.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      7            1,490,075.56                   1.24        9.389            358            65.72            65.72             556        45.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      2              538,810.85                   0.45        9.513            359            70.00            70.00             605        47.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      3              610,104.50                   0.51        9.601            358            78.98            78.98             541        41.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                    100           20,788,712.76                  17.27        9.417            357            77.06            77.26             599        43.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     11            1,808,187.84                   1.50       10.007            358            82.83            82.83             601        41.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HI                                                                      1              119,938.30                   0.10        9.290            359            33.80            33.80             644        43.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      1              135,861.02                   0.11        9.200            355            85.00            85.00             551        44.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     25            5,246,466.06                   4.36        9.650            359            76.25            76.25             608        44.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      1              114,689.01                   0.10        9.140            359            90.00            90.00             659        30.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KY                                                                      1               59,974.29                   0.05       10.150            359            75.00            75.00             611        35.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      3              801,295.13                   0.67        9.927            357            72.77            72.77             589        34.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      8            2,355,487.94                   1.96        9.694            358            72.92            72.92             582        44.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     16            4,775,947.26                   3.97        9.235            359            76.24            76.24             600        45.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      1              109,943.56                   0.09        9.300            359            53.66            53.66             625        39.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      3              548,401.73                   0.46        8.685            358            66.41            66.41             598        48.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                      4              896,211.01                   0.74        9.879            359            85.48            85.48             594        44.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      5              509,727.61                   0.42       10.290            359            83.39            83.39             607        37.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MS                                                                      1              194,925.78                   0.16       10.700            359            79.92            79.92             534        49.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     14            2,547,395.24                   2.12        9.345            359            79.19            79.19             619        38.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      2              247,167.75                   0.21        9.285            357            77.58            77.58             587        36.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     25            7,294,272.91                   6.06        9.950            359            78.99            79.36             600        45.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      6            1,005,860.54                   0.84        9.606            359            79.92            79.92             604        40.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      6            1,748,280.04                   1.45        8.371            358            71.20            71.20             617        41.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     17            4,889,426.13                   4.06        9.010            359            74.27            74.27             601        45.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                      3              772,902.15                   0.64       10.606            359            80.29            80.29             545        32.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      9            2,058,654.16                   1.71        9.689            359            81.17            81.17             583        43.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      3              483,350.89                   0.40       10.853            358            80.42            80.42             566        49.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      3              438,950.58                   0.36        8.993            358            76.93            76.93             609        34.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     10            1,446,797.80                   1.20        9.431            357            82.04            82.04             610        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      1              324,855.38                   0.27        8.875            358            53.10            53.10             602        47.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     20            3,806,471.28                   3.16        9.385            359            77.70            77.70             598        42.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      2              265,739.52                   0.22        8.862            357            70.22            74.07             635        44.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     10            2,428,069.20                   2.02        9.699            358            82.61            84.78             593        41.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      4              487,396.62                   0.40        9.591            358            84.25            90.02             626        40.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      1              139,937.93                   0.12        9.990            359            70.00            70.00             665        49.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 39


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    44           $8,870,983.71                  7.37%      10.069%            358           74.44%           74.87%             612       39.55%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        428          109,775,744.06                  91.19        9.291            358            76.77            76.95             597        43.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             9            1,731,312.86                   1.44        9.634            359            70.81            70.81             606        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         410          $99,176,882.04                 82.39%       9.412%            358           76.22%           76.46%             597       43.22%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             38           12,525,394.01                  10.41        9.259            359            76.71            76.71             599        44.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    22            6,540,697.43                   5.43        8.783            358            82.17            82.17             619        42.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             9            1,917,072.82                   1.59        8.851            357            70.01            70.01             590        44.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               2              217,994.33                   0.18        9.682            359            86.59            86.59             610        35.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              399         $101,207,801.60                 84.07%       9.336%            358           75.48%           75.67%             597       43.22%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               48           11,651,908.80                   9.68        9.371            358            82.69            82.92             616        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              34            7,518,330.23                   6.25        9.551            359            80.87            81.01             594        44.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                  481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     133          $30,778,929.04                 25.57%       9.805%            359           78.43%           78.55%             598       44.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4                                                                       1              402,765.73                   0.33        8.700            359            59.09            59.09             567        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       2              769,360.62                   0.64       11.494            359            78.07            78.07             566        47.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     28            8,743,321.66                   7.26        9.658            359            73.61            73.61             591        44.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    231           62,228,721.03                  51.69        9.187            359            76.85            76.92             596        42.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     86           17,454,942.55                  14.50        8.916            353            73.74            74.63             613        43.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 25 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     477         $120,206,061.73                 99.86%       9.349%            358           76.48%           76.68%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                       4              171,978.90                   0.14       12.500            357            98.87            98.87             666        43.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              2             $518,101.34                  0.43%      11.105%            359           75.77%           75.77%             500       38.00%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                              28            5,784,633.94                   4.81       10.633            358            70.06            70.06             514        43.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                              51           11,144,232.55                   9.26       10.077            359            68.53            68.60             538        42.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                              78           20,041,028.42                  16.65        9.677            356            75.46            75.46             563        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              94           24,278,633.39                  20.17        9.639            359            77.90            77.90             589        46.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                             110           28,378,300.83                  23.57        9.193            359            77.97            77.97             612        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              58           15,430,420.59                  12.82        8.741            358            77.84            77.91             639        41.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              39            9,175,801.15                   7.62        8.627            358            81.00            83.06             659        41.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                              14            3,368,117.48                   2.80        7.787            353            77.48            77.48             688        43.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               5            1,748,378.76                   1.45        7.996            358            83.35            84.93             710        39.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               2              510,392.18                   0.42        6.405            357            68.42            68.42             735        45.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 736
Weighted Average: 598


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            8           $1,123,167.53                  0.93%       9.432%            359           60.83%           60.83%             588       16.26%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                           8            1,245,476.76                   1.03        9.609            358            72.82            72.82             598        23.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          20            3,259,876.53                   2.71        9.551            359            72.90            73.74             590        27.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          49           11,401,794.59                   9.47        9.043            358            71.89            72.19             606        32.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          68           15,506,937.90                  12.88        9.337            359            74.72            75.05             596        38.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         118           30,404,165.33                  25.26        9.337            358            78.77            78.97             605        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         149           39,002,210.52                  32.40        9.469            357            78.40            78.55             596        47.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          61           18,434,411.47                  15.31        9.283            358            75.04            75.04             593        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                481         $120,378,040.63                100.00%       9.353%            358           76.51%           76.71%             598       43.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 13.04%
Maximum: 54.84%
Weighted Average: 43.37%

2007-HE1
Carrington Capital Management, LLC
Investor Properties

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 81
Aggregate Principal Balance ($): 15,535,737
Weighted Average Current Mortgage Rate (%): 9.690
Non-Zero Weighted Average Margin (%): 5.814
Non-Zero Weighted Average Maximum Rate (%): 15.887
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 359
Weighted Average Combined Original LTV (%): 73.39
% First Liens: 100.00
% Owner Occupied: 0.00
% Purchase: 8.10
% Full/Alt Documentation: 40.09
Weighted Average Credit Score: 607


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                44           $8,871,944.39                 57.11%       9.912%            359           70.74%           71.05%             592       39.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         1              684,250.00                   4.40       10.250            357            85.00            85.00             640        34.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                          2              355,000.00                   2.29        8.890            358            68.93            68.93             646        47.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               10            1,774,285.32                  11.42        8.896            359            76.77            76.77             639        48.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 4              451,067.63                   2.90       11.015            357            81.33            83.60             624        39.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          1              108,000.00                   0.70        9.250            357            80.00            95.00             659        16.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                          17            2,987,365.94                  19.23        9.397            358            76.82            76.82             613        40.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                             1              219,848.74                   1.42        7.375            358            36.67            36.67             636        34.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5YR-ARM                                                                 1               83,974.59                   0.54       11.750            359            65.63            65.63             591        48.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           3             $572,005.93                  3.68%       7.256%            357           65.15%           65.15%             646       42.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           2              594,663.56                   3.83        7.792            359            72.52            72.52             625        50.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           4            1,090,124.43                   7.02        8.266            358            77.75            77.75             648        45.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                           9            2,252,240.08                  14.50        8.901            359            71.66            71.66             632        41.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          11            1,939,135.11                  12.48        9.277            358            76.27            78.52             619        40.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         15            2,651,921.40                  17.07        9.811            359            71.91            72.29             596        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        19            4,104,822.09                  26.42       10.304            358            71.95            71.95             600        38.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         9            1,182,077.43                   7.61       10.814            359            75.34            75.34             573        35.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         3              270,856.35                   1.74       11.143            359            77.06            77.06             572        41.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         4              464,362.20                   2.99       11.838            359            74.42            74.42             542        28.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              413,528.03                   2.66       12.311            358            72.10            72.10             549        41.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 7.100%
Maximum: 12.500%
Weighted Average: 9.690%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 17           $1,284,496.01                  8.27%      10.508%            359           73.05%           73.05%             596       39.87%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                22            2,830,034.90                  18.22        9.816            358            70.83            71.76             593        38.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                12            2,109,052.06                  13.58       10.304            359            74.00            74.00             566        37.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                10            2,203,401.24                  14.18        9.259            359            74.09            74.09             623        42.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                 7            1,984,475.71                  12.77        9.607            359            73.64            75.03             625        42.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                 6            1,895,837.08                  12.20        9.470            359            69.46            69.46             592        41.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                 1              389,724.18                   2.51        7.740            359            66.67            66.67             640        53.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 4            1,682,723.79                  10.83        9.412            358            75.01            75.01             628        42.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 1              471,741.64                   3.04        8.990            359            69.93            69.93             654        41.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 1              684,250.00                   4.40       10.250            357            85.00            85.00             640        34.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $51,177.30
Maximum: $684,250.00
Weighted Average: $191,799.22


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 355 Months
Maximum: 359 Months
Weighted Average: 359 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           1              $99,958.87                  0.64%      10.340%            359           21.51%           21.51%             512       33.63%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           1              219,848.74                   1.42        7.375            358            36.67            36.67             636        34.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                           1              144,942.07                   0.93       10.475            359            41.08            41.08             564        38.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                           4              566,829.28                   3.65        9.684            359            48.69            48.69             546        37.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                           1              277,847.83                   1.79        8.990            359            50.36            50.36             638        49.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           3              818,642.20                   5.27       10.074            359            59.79            59.79             565        45.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                           3              675,753.26                   4.35       11.000            359            65.00            65.00             556        38.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          13            2,799,245.04                  18.02        9.455            359            68.74            68.74             604        46.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          13            2,124,388.63                  13.67        9.894            359            74.28            74.28             592        34.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          30            5,712,953.49                  36.77        9.756            358            79.98            79.98             618        40.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                           5            1,275,649.38                   8.21        9.336            357            83.95            84.75             632        39.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                           5              711,677.82                   4.58        9.228            358            86.12            90.00             663        40.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           1              108,000.00                   0.70        9.250            357            80.00            95.00             659        16.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 21.51%
Maximum: 95.00%
Weighted Average: 73.39%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             11           $1,994,134.06                 12.84%       8.728%            359           72.35%           72.35%             639       46.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                          43            8,340,782.81                  53.69        9.664            359            73.93            74.45             606        40.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          15            2,693,846.51                  17.34       10.297            359            69.57            69.57             584        40.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           6            1,221,917.12                   7.87       10.363            359            69.92            69.92             593        39.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           3              674,628.82                   4.34        9.956            358            77.67            77.67             598        35.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1              431,662.35                   2.78        8.350            357            80.00            80.00             662        33.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           1              114,546.51                   0.74       10.000            357            75.96            84.90             645        39.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           1               64,218.43                   0.41       10.250            357            84.61            84.61             599        32.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.250%
Maximum: 8.250%
Non-Zero Weighted Average: 5.814%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             11           $1,994,134.06                 12.84%       8.728%            359           72.35%           72.35%             639       46.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1              144,462.13                   0.93        7.300            357            80.00            80.00             663        49.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           2              594,663.56                   3.83        7.792            359            72.52            72.52             625        50.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           3              785,822.61                   5.06        8.311            357            81.66            81.66             661        42.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                           7            1,728,608.28                  11.13        8.956            359            69.58            69.58             623        39.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          10            1,647,291.65                  10.60        9.311            358            75.61            78.26             609        37.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         13            2,396,039.86                  15.42        9.814            359            71.04            71.47             592        42.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        18            4,044,847.80                  26.04       10.307            358            71.91            71.91             600        38.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         8            1,119,100.14                   7.20       10.807            359            76.35            76.35             572        36.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         3              270,856.35                   1.74       11.143            359            77.06            77.06             572        41.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         3              396,382.14                   2.55       11.829            359            74.78            74.78             548        25.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              413,528.03                   2.66       12.311            358            72.10            72.10             549        41.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 7.300%
Maximum: 12.500%
Non-Zero Weighted Average: 9.831%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             11           $1,994,134.06                 12.84%       8.728%            359           72.35%           72.35%             639       46.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         1              144,462.13                   0.93        7.300            357            80.00            80.00             663        49.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                         2              594,663.56                   3.83        7.792            359            72.52            72.52             625        50.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                         2              354,160.26                   2.28        8.263            357            83.68            83.68             659        53.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                         7            1,728,608.28                  11.13        8.956            359            69.58            69.58             623        39.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        11            1,960,001.45                  12.62        9.224            358            75.11            77.34             619        37.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        13            2,396,039.86                  15.42        9.814            359            71.04            71.47             592        42.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        18            4,163,800.35                  26.80       10.219            358            72.70            72.70             601        38.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                         8            1,119,100.14                   7.20       10.807            359            76.35            76.35             572        36.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         3              270,856.35                   1.74       11.143            359            77.06            77.06             572        41.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                         3              396,382.14                   2.55       11.829            359            74.78            74.78             548        25.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         1              217,694.27                   1.40       12.500            359            65.00            65.00             507        41.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.001 - 19.500                                                         1              195,833.76                   1.26       12.100            357            80.00            80.00             596        40.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 13.300%
Maximum: 19.100%
Non-Zero Weighted Average: 15.887%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             11           $1,994,134.06                 12.84%       8.728%            359           72.35%           72.35%             639       46.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  70           13,541,602.55                  87.16        9.831            358            73.15            73.54             602        39.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             11           $1,994,134.06                 12.84%       8.728%            359           72.35%           72.35%             639       46.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                  69           13,345,768.79                  85.90        9.798            359            73.05            73.45             602        39.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   1              195,833.76                   1.26       12.100            357            80.00            80.00             596        40.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.007%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             11           $1,994,134.06                 12.84%       8.728%            359           72.35%           72.35%             639       46.80%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           1              134,858.93                   0.87        9.125            355            75.00            75.00             600        30.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          1              130,160.26                   0.84        8.200            356            90.00            90.00             624        54.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                             7            2,052,983.60                  13.21        9.582            357            82.78            82.78             637        38.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                             5              886,259.55                   5.70        9.262            358            78.03            78.03             606        39.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                              50            9,694,297.99                  62.40        9.903            359            70.02            70.30             592        40.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             4              482,598.70                   3.11       10.718            357            79.65            85.13             622        34.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               1               76,468.93                   0.49       10.400            359            90.00            90.00             686        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2012                                                               1               83,974.59                   0.54       11.750            359            65.63            65.63             591        48.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      1              $64,218.43                  0.41%      10.250%            357           84.61%           84.61%             599       32.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                      2              326,781.80                   2.10        9.903            357            77.94            77.94             581        28.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     18            5,153,555.86                  33.17        9.300            358            69.41            69.41             620        41.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      1              179,907.65                   1.16        9.300            359            80.00            80.00             592        43.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      1              314,867.62                   2.03       10.240            359            70.00            70.00             595        54.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      1               62,276.29                   0.40       10.700            359            70.00            70.00             644        35.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                     13            1,995,450.78                  12.84       10.749            359            71.15            71.15             568        33.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                      5              579,548.37                   3.73        9.722            358            83.95            83.95             588        39.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                      2              292,151.10                   1.88        9.329            359            70.11            70.11             580        43.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KY                                                                      1               59,974.29                   0.39       10.150            359            75.00            75.00             611        35.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      1              419,475.58                   2.70       10.325            357            80.00            80.00             622        43.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      2              388,643.16                   2.50       10.437            358            80.00            80.00             625        37.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                      1              167,923.91                   1.08        9.890            359            73.04            73.04             521        18.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      1               76,468.93                   0.49       10.400            359            90.00            90.00             686        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      1              115,160.46                   0.74       11.175            359            80.00            80.00             592        47.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                      1              108,000.00                   0.70        9.250            357            80.00            95.00             659        16.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                      7            1,406,550.55                   9.05        9.812            359            77.33            79.29             632        38.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      1              111,983.02                   0.72       10.140            359            80.00            80.00             616        42.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      1              299,456.93                   1.93        9.640            359            70.00            70.00             587        50.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                      5              952,586.04                   6.13        9.364            359            72.93            72.93             623        49.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      2              269,934.59                   1.74       10.714            359            64.24            64.24             542        32.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      2              503,027.97                   3.24        9.236            359            70.57            70.57             597        52.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                      1               73,317.37                   0.47        9.975            359            79.73            79.73             602        49.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                      5              883,151.80                   5.68        8.513            358            79.25            79.25             610        46.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      1              114,546.51                   0.74       10.000            357            75.96            84.90             645        39.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                      2              397,880.63                   2.56        9.544            359            66.58            66.58             590        32.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      1               78,959.04                   0.51        9.250            359            79.80            79.80             610        47.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      1              139,937.93                   0.90        9.990            359            70.00            70.00             665        49.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 28


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                          60          $10,339,989.35                 66.56%       9.714%            359           72.10%           72.62%             609       41.51%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             15            3,582,342.55                  23.06       10.088            359            72.84            72.84             588        38.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                     5            1,515,935.79                   9.76        8.568            358            79.53            79.53             633        40.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             1               97,468.92                   0.63        9.988            358            79.92            79.92             611        33.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                               69          $13,775,401.84                 88.67%       9.668%            359           72.57%           72.57%             605       41.23%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                                9            1,258,771.42                   8.10        9.897            358            81.18            84.66             628        31.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                               3              501,563.35                   3.23        9.758            359            65.69            67.73             598        49.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                 34           $6,228,636.20                 40.09%       9.142%            359           70.52%           70.78%             599       42.61%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   2              371,898.27                   2.39        9.705            358            80.00            80.00             620        37.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      1               64,218.43                   0.41       10.250            357            84.61            84.61             599        32.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   44            8,870,983.71                  57.10       10.069            358            74.44            74.87             612        39.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                      27           $4,323,163.15                 27.83%       9.980%            358           78.00%           79.24%             608       38.73%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                      5            1,065,888.22                   6.86       10.011            359            65.01            65.01             592        44.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                     41            8,476,412.78                  54.56        9.748            359            71.90            71.90             600        39.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                      8            1,670,272.46                  10.75        8.437            359            71.18            71.18             645        46.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 25 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                      81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                               8           $1,142,294.89                  7.35%      10.616%            359           58.66%           58.66%             517       33.43%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                               4              658,272.89                   4.24       10.886            359            72.48            72.48             542        30.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                              12            2,416,070.33                  15.55       10.247            359            68.20            68.20             563        43.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              18            3,098,096.13                  19.94        9.899            358            74.66            74.66             590        38.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                              14            2,330,466.88                  15.00        9.693            358            77.16            77.16             614        44.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              13            3,047,707.31                  19.62        9.086            358            72.88            73.21             641        40.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                               8            2,215,319.15                  14.26        8.922            358            77.22            77.96             663        42.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                               3              351,646.23                   2.26        9.003            358            82.17            82.17             682        51.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               1              275,862.80                   1.78        9.450            359            80.00            90.00             708        29.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 503
Maximum: 708
Weighted Average: 607


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            4             $538,236.90                  3.46%      10.478%            359           77.83%           80.84%             563       13.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                           4              720,183.90                   4.64       10.165            359            67.21            67.21             564        23.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                           4              687,707.73                   4.43       10.234            359            77.29            81.30             613        27.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          13            3,169,262.13                  20.40        9.628            358            73.62            73.62             614        33.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          13            2,019,994.99                  13.00        9.977            359            70.03            70.54             604        37.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                          12            2,617,108.04                  16.85       10.129            358            72.57            72.57             597        43.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                          17            2,529,378.42                  16.28        9.173            359            76.18            76.18             624        48.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          14            3,253,864.50                  20.94        9.269            359            71.90            71.90             610        52.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 81          $15,535,736.61                100.00%       9.690%            359           73.04%           73.39%             607       40.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.81%
Maximum: 54.88%
Weighted Average: 40.69%

2007-HE1
Carrington Capital Management, LLC
LTV greater than 80

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 742
Aggregate Principal Balance ($): 177,360,787
Weighted Average Current Mortgage Rate (%): 8.799
Non-Zero Weighted Average Margin (%): 5.662
Non-Zero Weighted Average Maximum Rate (%): 14.836
Non-Zero Weighted Average Original Months to Roll: 26
Weighted Average Stated Original Term (months): 359
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 87.80
% First Liens: 99.29
% Owner Occupied: 98.76
% Purchase: 6.79
% Full/Alt Documentation: 73.57
Weighted Average Credit Score: 603


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                                3             $449,922.84                  0.25%       7.893%            179           88.97%           88.97%             619       38.68%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 FIXED                                                                5              454,145.62                   0.26        8.167            297            87.95            87.95             653        29.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                               158           33,033,879.10                  18.63        9.283            359            87.01            87.01             587        41.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         8            2,597,700.00                   1.46        8.936            358            88.55            88.55             624        45.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 2YR-IO                                                          1              620,000.00                   0.35        7.350            357            85.52            85.52             616        52.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                         35           12,555,973.68                   7.08        8.232            359            87.57            87.57             621        43.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM Recast                                                          1              157,530.22                   0.09        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                              153           24,877,228.40                  14.03        8.827            358            88.60            88.60             616        42.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         7            2,404,000.00                   1.36        8.146            358            87.42            87.42             638        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED Recast                                                         1              322,567.51                   0.18        7.500            356            95.00            95.00             585        46.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                24            4,804,225.41                   2.71        8.701            358            88.14            88.14             617        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 10YR-IO                                                         1              450,000.00                   0.25        8.100            357            84.11            84.11             667        50.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          8            2,729,800.00                   1.54        7.572            358            87.44            87.44             639        32.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         178           51,926,185.21                  29.28        8.919            359            88.05            88.05             596        44.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                          10            2,306,841.67                   1.30        8.753            358            86.58            86.58             570        45.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                            58           13,718,294.00                   7.73        9.059            359            87.27            87.27             597        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          45           13,109,885.79                   7.39        8.656            359            87.66            87.66             601        44.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                          22            4,503,411.84                   2.54        7.689            357            88.01            88.01             597        39.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           1              330,065.66                   0.19        7.825            357            94.89            94.89             672        51.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                            22            5,755,917.17                   3.25        8.045            358            87.87            87.87             624        40.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5YR-ARM                                                                 1              253,212.88                   0.14        7.375            358            94.98            94.98             680        27.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1             $209,000.00                  0.12%       5.675%            357           95.00%           95.00%             735       54.65%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          11            2,984,667.01                   1.68        6.370            358            86.93            86.93             686        39.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          39            9,656,317.37                   5.44        6.813            353            87.62            87.62             668        39.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          41           12,227,629.07                   6.89        7.363            358            87.68            87.68             616        44.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          81           24,034,871.97                  13.55        7.809            358            87.67            87.67             626        44.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          77           20,929,457.48                  11.80        8.315            358            87.12            87.12             612        41.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         130           34,151,493.97                  19.26        8.779            359            88.16            88.16             595        42.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         107           26,184,306.02                  14.76        9.298            359            87.90            87.90             585        42.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        124           24,121,171.72                  13.60        9.796            359            87.64            87.64             578        43.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        61           12,462,821.44                   7.03       10.267            357            87.35            87.35             579        42.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        32            6,339,555.77                   3.57       10.726            359            87.81            87.81             578        43.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        11            2,113,214.62                   1.19       11.177            359            89.45            89.45             585        42.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         8              882,245.02                   0.50       11.786            359            87.65            87.65             597        36.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        19            1,064,035.54                   0.60       12.451            357            99.47            99.47             643        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.675%
Maximum: 12.500%
Weighted Average: 8.799%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                       11             $433,212.57                  0.24%      12.309%            357           98.35%           98.35%             644       43.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 77            5,787,136.85                   3.26       10.134            352            88.83            88.83             588        36.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                               136           17,122,767.77                   9.65        9.223            356            88.00            88.00             597        40.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                               137           23,951,880.47                  13.50        8.980            358            87.54            87.54             589        41.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                               111           24,548,663.88                  13.84        8.530            357            88.05            88.05             605        43.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                86           23,535,129.82                  13.27        8.765            359            87.93            87.93             601        42.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                39           12,537,128.70                   7.07        8.312            358            88.10            88.10             617        41.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                47           17,660,302.62                   9.96        8.807            359            87.26            87.26             600        44.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                23            9,725,259.01                   5.48        8.867            359            87.59            87.59             604        45.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                21           10,101,740.15                   5.70        9.132            359            87.25            87.25             597        43.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                19            9,961,632.79                   5.62        8.470            359            88.00            88.00             597        42.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                12            6,859,349.39                   3.87        8.402            359            88.31            88.31             625        46.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                14            8,709,124.23                   4.91        8.300            359            86.84            86.84             628        45.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 5            3,390,757.89                   1.91        8.788            358            87.66            87.66             621        44.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                                 2            1,407,521.31                   0.79        8.864            359            87.51            87.51             592        46.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 1              787,979.55                   0.44        9.115            359            90.00            90.00             595        49.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00                                                 1              841,200.00                   0.47        6.990            359            85.00            85.00             692         8.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $19,484.86
Maximum: $841,200.00
Weighted Average: $239,030.71


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               3             $449,922.84                  0.25%       7.893%            179           88.97%           88.97%             619       38.68%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               5              454,145.62                   0.26        8.167            297            87.95            87.95             653        29.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             734          176,456,718.54                  99.49        8.803            359            87.79            87.79             603        42.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 180 Months
Maximum: 360 Months
Weighted Average: 359 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               3             $449,922.84                  0.25%       7.893%            179           88.97%           88.97%             619       38.68%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               5              454,145.62                   0.26        8.167            297            87.95            87.95             653        29.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             734          176,456,718.54                  99.49        8.803            359            87.79            87.79             603        42.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 177 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                         314          $75,591,377.84                 42.62%       8.794%            358           84.51%           84.51%             589       41.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                         369           92,813,656.91                  52.33        8.794            358            89.69            89.69             610        43.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                          34            6,922,050.87                   3.90        8.296            357            94.76            94.76             643        40.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                         25            2,033,701.38                   1.15       10.894            357            99.97            99.97             653        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 80.22%
Maximum: 100.00%
Weighted Average: 87.80%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            249          $47,982,075.54                 27.05%       8.741%            356           88.11%           88.11%             613       41.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500                                                           1              178,287.81                   0.10        8.610            358            85.00            85.00             676        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           1              209,000.00                   0.12        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                           6            1,125,997.56                   0.63        6.439            357            87.61            87.61             648        39.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                          16            3,348,320.51                   1.89        7.105            357            87.67            87.67             631        39.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         290           78,981,744.80                  44.53        8.862            359            87.90            87.90             603        42.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                         125           34,759,397.82                  19.60        8.956            359            87.35            87.35             590        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          27            6,022,920.75                   3.40        8.653            358            85.59            85.59             586        42.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          14            2,813,013.71                   1.59        9.061            357            89.00            89.00             567        41.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          10            1,596,308.92                   0.90        9.522            358            89.19            89.19             583        40.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           2              279,501.15                   0.16        9.504            358            85.00            85.00             531        31.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           1               64,218.43                   0.04       10.250            357            84.61            84.61             599        32.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.270%
Maximum: 8.250%
Non-Zero Weighted Average: 5.662%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            249          $47,982,075.54                 27.05%       8.741%            356           88.11%           88.11%             613       41.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1              209,000.00                   0.12        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           7            1,786,321.62                   1.01        6.343            358            87.49            87.49             668        41.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          15            3,913,747.47                   2.21        6.829            358            86.83            86.83             645        33.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          26            8,102,750.57                   4.57        7.365            358            87.44            87.44             608        44.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          60           18,984,927.03                  10.70        7.800            359            87.69            87.69             623        45.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          55           15,660,471.07                   8.83        8.308            359            86.70            86.70             610        42.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          94           26,535,765.66                  14.96        8.777            359            88.19            88.19             594        42.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          86           20,702,915.18                  11.67        9.298            359            88.12            88.12             587        43.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         86           18,353,906.18                  10.35        9.784            359            87.36            87.36             576        43.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        36            8,566,228.82                   4.83       10.255            359            87.48            87.48             585        43.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        20            4,846,345.60                   2.73       10.705            359            87.62            87.62             577        42.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         6            1,545,472.51                   0.87       11.131            359            89.14            89.14             586        41.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1              170,859.75                   0.10       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.675%
Maximum: 12.250%
Non-Zero Weighted Average: 8.820%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            249          $47,982,075.54                 27.05%       8.741%            356           88.11%           88.11%             613       41.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              209,000.00                   0.12        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         7            1,786,321.62                   1.01        6.343            358            87.49            87.49             668        41.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                        17            4,997,650.84                   2.82        7.015            358            86.88            86.88             636        37.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        24            7,611,265.13                   4.29        7.367            358            87.64            87.64             609        44.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        56           17,652,749.89                   9.95        7.821            359            87.62            87.62             623        44.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        56           15,690,131.24                   8.85        8.325            359            86.83            86.83             609        42.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        93           26,172,575.38                  14.76        8.765            359            88.28            88.28             596        42.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        83           20,380,356.03                  11.49        9.239            359            88.02            88.02             588        42.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        86           18,431,088.88                  10.39        9.744            359            87.44            87.44             577        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        40            9,350,613.24                   5.27       10.176            359            87.33            87.33             585        43.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        23            5,380,626.95                   3.03       10.602            359            87.36            87.36             577        42.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         6            1,545,472.51                   0.87       11.131            359            89.14            89.14             586        41.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         1              170,859.75                   0.10       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.675%
Maximum: 18.250%
Non-Zero Weighted Average: 14.836%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            249          $47,982,075.54                 27.05%       8.741%            356           88.11%           88.11%             613       41.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 493          129,378,711.46                  72.95        8.820            359            87.68            87.68             599        43.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            249          $47,982,075.54                 27.05%       8.741%            356           88.11%           88.11%             613       41.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 474          125,618,591.35                  70.83        8.820            359            87.72            87.72             599        43.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  19            3,760,120.11                   2.12        8.822            357            86.22            86.22             596        42.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.015%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            249          $47,982,075.54                 27.05%       8.741%            356           88.11%           88.11%             613       41.95%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          1              132,731.76                   0.07        8.750            354            90.00            90.00             564        47.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           5              862,753.77                   0.49        9.188            355            89.97            89.97             602        43.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                         10            1,959,867.75                   1.11        8.381            356            88.06            88.06             594        46.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            34            7,772,438.55                   4.38        8.535            357            88.26            88.26             612        42.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            38            8,518,542.52                   4.80        9.067            358            87.83            87.83             584        43.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             338           94,754,819.65                  53.42        8.935            359            87.55            87.55             597        43.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            36            7,355,453.31                   4.15        7.791            357            88.19            88.19             610        39.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                            15            3,053,983.85                   1.72        8.273            358            88.89            88.89             607        42.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                              14            4,384,841.76                   2.47        8.749            359            85.74            85.74             610        37.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             1              330,065.66                   0.19        7.825            357            94.89            94.89             672        51.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2012                                                             1              253,212.88                   0.14        7.375            358            94.98            94.98             680        27.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                     11           $1,314,145.78                  0.74%       9.722%            357           89.64%           89.64%             589       36.20%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AR                                                                      1               80,927.88                   0.05        9.990            358            90.00            90.00             574        21.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     42            9,656,216.54                   5.44        8.699            358            88.10            88.10             606        43.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                    103           40,631,448.91                  22.91        8.573            358            87.39            87.39             608        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                     11            2,252,337.07                   1.27        8.375            359            87.29            87.29             622        37.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     16            3,213,104.76                   1.81        8.447            358            88.30            88.30             607        42.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      8            1,371,379.55                   0.77        7.579            358            89.71            89.71             601        42.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                    120           27,721,978.11                  15.63        8.824            357            87.90            87.90             598        42.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     26            4,469,015.73                   2.52        9.671            358            87.70            87.70             590        42.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HI                                                                      1              216,000.00                   0.12        7.840            359            90.00            90.00             656        41.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      4              379,929.84                   0.21        9.358            357            90.38            90.38             603        45.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ID                                                                      1              112,153.95                   0.06       10.350            359            85.00            85.00             556        20.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     61           13,660,820.86                   7.70        9.180            359            87.42            87.42             593        43.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      6              515,928.99                   0.29        9.218            349            86.22            86.22             574        41.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      2              501,604.14                   0.28        9.360            357            90.00            90.00             611         8.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      5              632,461.27                   0.36        9.320            350            88.38            88.38             579        39.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                     11            2,935,136.23                   1.65        8.251            358            88.17            88.17             634        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     30            8,510,978.14                   4.80        8.853            359            87.47            87.47             603        42.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      4              873,895.00                   0.49        7.155            358            88.72            88.72             635        43.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      7              934,031.83                   0.53        9.390            358            88.62            88.62             579        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                     14            2,518,762.02                   1.42        8.550            356            88.98            88.98             611        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                     12            1,395,005.85                   0.79        9.715            359            88.82            88.82             582        34.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MS                                                                      1              224,295.09                   0.13        6.840            359            85.00            85.00             693        20.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     23            4,081,369.20                   2.30        9.299            359            86.77            86.77             600        38.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      5              570,964.06                   0.32        8.315            352            90.68            90.68             597        33.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      8            1,105,125.96                   0.62        8.118            358            87.70            87.70             637        44.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     18            6,948,581.48                   3.92        9.000            359            89.05            89.05             633        45.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                     11            1,741,211.44                   0.98        9.176            359            87.62            87.62             582        43.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                     12            3,527,912.98                   1.99        7.763            358            89.46            89.46             618        42.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     20            6,102,230.54                   3.44        8.508            358            87.44            87.44             615        44.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                     11            2,594,302.38                   1.46        9.008            359            88.20            88.20             581        40.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     16            2,738,684.02                   1.54        9.264            359            87.05            87.05             580        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                     11            2,355,760.70                   1.33        9.274            359            88.51            88.51             579        45.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                     10            1,411,843.33                   0.80        9.837            347            88.99            88.99             581        41.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     16            2,347,846.53                   1.32        9.365            359            87.77            87.77             586        42.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      5            1,132,861.11                   0.64        8.500            359            86.70            86.70             598        40.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     50           10,392,350.77                   5.86        8.698            359            87.24            87.24             590        43.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      2              233,979.04                   0.13        7.609            357            85.62            85.62             626        40.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     20            5,127,979.43                   2.89        8.878            353            87.63            87.63             613        44.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      7              826,226.49                   0.47       10.592            359            89.89            89.89             578        43.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 40


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     8           $1,596,917.89                  0.90%       9.220%            357           86.17%           86.17%             632       41.37%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        732          175,168,168.05                  98.76        8.794            358            87.81            87.81             603        42.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             2              595,701.06                   0.34        9.105            358            88.58            88.58             582        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         672         $157,749,223.06                 88.94%       8.834%            358           87.74%           87.74%             601       42.60%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    36            9,342,827.57                   5.27        8.255            358            88.63            88.63             614        43.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             24            8,578,634.55                   4.84        8.891            358            87.43            87.43             619        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             6            1,079,553.98                   0.61        7.379            357            91.09            91.09             663        46.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               4              610,547.84                   0.34        9.253            358            90.31            90.31             605        44.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              552         $139,940,828.31                 78.90%       8.743%            358           87.59%           87.59%             603       42.45%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                             129           25,369,919.54                  14.30        8.827            357            87.83            87.83             597        43.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               61           12,050,039.15                   6.79        9.383            358            90.12            90.12             612        44.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                575         $130,478,345.57                 73.57%       8.555%            358           87.80%           87.80%             599       42.22%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   3              493,883.49                   0.28       10.154            359            88.01            88.01             547        32.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      2              545,718.43                   0.31        8.794            357            89.37            89.37             575        31.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                  162           45,842,839.51                  25.85        9.477            359            87.75            87.75             615        44.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     206          $46,474,924.97                 26.20%       9.272%            359           87.84%           87.84%             600       42.65%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       1              463,449.35                   0.26       11.200            359            90.00            90.00             603        45.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     28            8,981,765.88                   5.06        8.854            358            88.22            88.22             613        44.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    283           76,465,218.59                  43.11        8.739            359            87.44            87.44             596        43.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                    224           44,975,428.21                  25.36        8.376            356            88.25            88.25             616        41.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 27 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     718         $176,093,358.36                 99.29%       8.775%            358           87.72%           87.72%             602       42.73%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                      24            1,267,428.64                   0.71       12.048            357            98.90            98.90             662        44.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                              24           $4,584,112.66                  2.58%       9.531%            355           84.94%           84.94%             522       43.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                              80           16,334,868.57                   9.21        9.334            359            85.24            85.24             539        42.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                             134           30,508,824.33                  17.20        9.431            359            87.37            87.37             562        43.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                             142           35,415,042.23                  19.97        9.015            359            87.79            87.79             589        42.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                             170           44,038,654.12                  24.83        8.625            358            88.25            88.25             612        43.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              89           21,691,387.56                  12.23        8.544            358            88.70            88.70             637        41.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              56           12,615,671.07                   7.11        8.174            355            89.28            89.28             661        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                              25            6,726,560.18                   3.79        7.219            358            87.31            87.31             688        37.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               9            1,993,048.38                   1.12        8.131            354            92.42            92.42             705        40.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               7            1,735,632.90                   0.98        7.079            358            90.39            90.39             737        45.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
751 - 775                                                               5            1,164,661.31                   0.66        6.697            357            88.56            88.56             755        31.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
776 - 800                                                               1              552,323.69                   0.31        7.625            359            85.00            85.00             799        49.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 511
Maximum: 799
Weighted Average: 603


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                           14           $3,382,253.05                  1.91%       8.264%            357           86.04%           86.04%             629       11.32%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                          17            2,363,015.85                   1.33        8.863            357            86.42            86.42             598        22.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          39            7,476,723.69                   4.22        9.050            357            87.84            87.84             606        27.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          75           16,658,933.35                   9.39        8.812            356            88.00            88.00             599        33.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                         104           21,470,557.82                  12.11        8.672            358            87.69            87.69             606        37.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         182           42,265,551.69                  23.83        8.780            359            87.57            87.57             609        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         233           60,606,448.76                  34.17        8.871            358            88.20            88.20             600        47.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          78           23,137,302.79                  13.05        8.740            359            87.48            87.48             594        52.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                742         $177,360,787.00                100.00%       8.799%            358           87.80%           87.80%             603       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 2.52%
Maximum: 54.91%
Weighted Average: 42.74%

2007-HE1
Carrington Capital Management, LLC
LTV greater than 85

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 428
Aggregate Principal Balance ($): 101,769,409
Weighted Average Current Mortgage Rate (%): 8.802
Non-Zero Weighted Average Margin (%): 5.633
Non-Zero Weighted Average Maximum Rate (%): 14.832
Non-Zero Weighted Average Original Months to Roll: 26
Weighted Average Stated Original Term (months): 359
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 90.24
% First Liens: 98.75
% Owner Occupied: 99.15
% Purchase: 10.82
% Full/Alt Documentation: 74.23
Weighted Average Credit Score: 613


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                                2             $357,095.84                  0.35%       7.279%            179           90.00%           90.00%             646       38.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 FIXED                                                                3              317,601.74                   0.31        8.359            297            90.00            90.00             656        29.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                76           15,081,414.19                  14.82        9.291            359            90.00            90.00             604        42.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         5            1,229,200.00                   1.21        8.437            357            92.51            92.51             624        48.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 2YR-IO                                                          1              620,000.00                   0.61        7.350            357            85.52            85.52             616        52.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                         23            7,814,254.05                   7.68        8.251            359            89.69            89.69             626        44.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM Recast                                                          1              157,530.22                   0.15        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               96           15,394,288.98                  15.13        8.849            358            91.03            91.03             630        42.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         4            1,469,900.00                   1.44        8.086            358            89.58            89.58             662        44.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED Recast                                                         1              322,567.51                   0.32        7.500            356            95.00            95.00             585        46.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                15            2,598,117.02                   2.55        9.057            357            91.64            91.64             614        38.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          5            1,272,800.00                   1.25        7.871            358            90.82            90.82             622        38.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         103           32,382,795.17                  31.82        9.024            359            90.06            90.06             603        44.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                           5              916,104.14                   0.90        8.294            358            89.78            89.78             595        46.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                            31            6,607,286.42                   6.49        9.036            358            90.10            90.10             604        43.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          27            7,943,688.52                   7.81        8.530            359            89.79            89.79             611        44.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                          12            2,680,972.66                   2.63        7.688            358            91.00            91.00             613        43.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           1              330,065.66                   0.32        7.825            357            94.89            94.89             672        51.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                            16            4,020,514.16                   3.95        8.280            358            89.46            89.46             625        39.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5YR-ARM                                                                 1              253,212.88                   0.25        7.375            358            94.98            94.98             680        27.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1             $209,000.00                  0.21%       5.675%            357           95.00%           95.00%             735       54.65%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           6            1,428,677.64                   1.40        6.385            358            89.33            89.33             681        36.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          25            5,756,236.90                   5.66        6.808            349            90.21            90.21             674        43.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          21            6,802,795.82                   6.68        7.373            358            90.16            90.16             633        45.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          49           14,499,653.21                  14.25        7.822            357            89.78            89.78             628        44.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          41            9,809,667.31                   9.64        8.308            358            90.34            90.34             620        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          80           22,524,387.15                  22.13        8.769            359            90.17            90.17             604        43.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          56           14,941,324.05                  14.68        9.309            359            90.21            90.21             598        42.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         70           13,461,237.38                  13.23        9.804            359            90.04            90.04             591        43.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        32            5,919,624.25                   5.82       10.271            358            90.13            90.13             594        44.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        17            3,229,975.90                   3.17       10.711            359            90.74            90.74             598        44.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         7            1,768,212.60                   1.74       11.194            359            90.32            90.32             593        44.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         4              354,581.41                   0.35       11.838            358            91.58            91.58             594        33.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                        19            1,064,035.54                   1.05       12.451            357            99.47            99.47             643        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.675%
Maximum: 12.500%
Weighted Average: 8.802%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                       11             $433,212.57                  0.43%      12.309%            357           98.35%           98.35%             644       43.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 43            3,167,998.62                   3.11       10.488            355            92.46            92.46             608        37.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                79            9,933,529.15                   9.76        9.146            355            90.54            90.54             613        41.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                69           11,991,646.11                  11.78        8.810            358            90.52            90.52             609        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                69           15,230,546.26                  14.97        8.555            356            90.19            90.19             614        43.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                53           14,509,151.54                  14.26        8.784            358            90.03            90.03             612        43.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                23            7,382,386.50                   7.25        8.231            358            90.53            90.53             622        41.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                24            9,079,876.00                   8.92        8.806            359            89.94            89.94             608        43.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                13            5,475,011.45                   5.38        8.970            359            89.98            89.98             614        45.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                11            5,290,200.40                   5.20        9.424            359            89.84            89.84             603        39.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                13            6,814,732.25                   6.70        8.394            359            89.74            89.74             604        43.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 7            4,001,786.50                   3.93        8.803            359            90.71            90.71             621        44.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 8            4,950,380.06                   4.86        8.334            359            89.11            89.11             632        47.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 3            2,014,645.10                   1.98        8.133            358            89.50            89.50             637        51.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                                 1              706,327.10                   0.69        8.540            359            90.00            90.00             595        49.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 1              787,979.55                   0.77        9.115            359            90.00            90.00             595        49.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $19,484.86
Maximum: $787,979.55
Weighted Average: $237,778.99


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               2             $357,095.84                  0.35%       7.279%            179           90.00%           90.00%             646       38.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               3              317,601.74                   0.31        8.359            297            90.00            90.00             656        29.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             423          101,094,711.58                  99.34        8.809            358            90.24            90.24             613        43.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 180 Months
Maximum: 360 Months
Weighted Average: 359 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               2             $357,095.84                  0.35%       7.279%            179           90.00%           90.00%             646       38.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               3              317,601.74                   0.31        8.359            297            90.00            90.00             656        29.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             423          101,094,711.58                  99.34        8.809            358            90.24            90.24             613        43.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 179 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                         369          $92,813,656.91                 91.20%       8.794%            358           89.69%           89.69%             610       43.71%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                          34            6,922,050.87                   6.80        8.296            357            94.76            94.76             643        40.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                         25            2,033,701.38                   2.00       10.894            357            99.97            99.97             653        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 85.07%
Maximum: 100.00%
Weighted Average: 90.24%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            153          $28,489,254.65                 27.99%       8.732%            355           90.54%           90.54%             625       42.34%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           1              209,000.00                   0.21        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                           3              505,210.83                   0.50        6.291            358            91.30            91.30             632        42.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                          11            2,341,187.52                   2.30        6.967            357            89.62            89.62             640        40.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         172           47,329,489.39                  46.51        8.930            359            90.17            90.17             613        44.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          67           18,997,472.91                  18.67        8.859            359            89.64            89.64             596        44.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           6            1,146,743.72                   1.13        8.737            357            92.18            92.18             624        43.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           8            1,754,531.55                   1.72        9.008            357            91.41            91.41             574        39.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           7              996,518.59                   0.98        9.580            357            92.00            92.00             574        38.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.675%
Maximum: 7.500%
Non-Zero Weighted Average: 5.633%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            153          $28,489,254.65                 27.99%       8.732%            355           90.54%           90.54%             625       42.34%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1              209,000.00                   0.21        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           4              819,926.06                   0.81        6.371            358            90.80            90.80             651        44.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           9            1,982,135.94                   1.95        6.770            357            89.56            89.56             641        39.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          12            4,164,635.67                   4.09        7.374            358            90.25            90.25             628        45.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          37           11,862,239.33                  11.66        7.817            359            89.68            89.68             626        44.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          28            6,577,853.28                   6.46        8.299            359            90.14            90.14             620        44.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          57           17,377,612.41                  17.08        8.755            358            90.30            90.30             604        43.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          48           12,507,500.15                  12.29        9.312            359            90.26            90.26             599        43.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         44            9,493,354.64                   9.33        9.797            359            89.87            89.87             591        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        21            4,489,567.43                   4.41       10.268            359            89.94            89.94             593        44.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        10            2,346,825.76                   2.31       10.696            359            90.55            90.55             594        44.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         3            1,278,644.09                   1.26       11.149            359            90.00            90.00             594        44.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1              170,859.75                   0.17       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.675%
Maximum: 12.250%
Non-Zero Weighted Average: 8.829%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            153          $28,489,254.65                 27.99%       8.732%            355           90.54%           90.54%             625       42.34%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              209,000.00                   0.21        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         4              819,926.06                   0.81        6.371            358            90.80            90.80             651        44.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                        10            2,432,135.94                   2.39        6.931            357            89.64            89.64             632        41.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        12            4,164,635.67                   4.09        7.374            358            90.25            90.25             628        45.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        34           11,029,980.00                  10.84        7.827            359            89.65            89.65             626        44.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        30            6,814,259.03                   6.70        8.365            359            90.13            90.13             620        44.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        58           17,366,643.99                  17.06        8.745            359            90.30            90.30             605        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        45           12,167,858.46                  11.96        9.293            359            90.28            90.28             598        43.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        45            9,886,582.39                   9.71        9.734            359            89.87            89.87             592        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        22            4,592,803.37                   4.51       10.249            359            89.94            89.94             595        44.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        10            2,346,825.76                   2.31       10.696            359            90.55            90.55             594        44.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         3            1,278,644.09                   1.26       11.149            359            90.00            90.00             594        44.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         1              170,859.75                   0.17       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.675%
Maximum: 18.250%
Non-Zero Weighted Average: 14.832%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            153          $28,489,254.65                 27.99%       8.732%            355           90.54%           90.54%             625       42.34%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 275           73,280,154.51                  72.01        8.829            359            90.12            90.12             609        43.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            153          $28,489,254.65                 27.99%       8.732%            355           90.54%           90.54%             625       42.34%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 269           72,166,884.30                  70.91        8.831            359            90.12            90.12             608        43.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   6            1,113,270.21                   1.09        8.693            356            89.99            89.99             616        41.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.008%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            153          $28,489,254.65                 27.99%       8.732%            355           90.54%           90.54%             625       42.34%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          1              132,731.76                   0.13        8.750            354            90.00            90.00             564        47.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           4              726,892.75                   0.71        9.185            355            90.90            90.90             611        43.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          4              764,859.88                   0.75        8.667            356            92.85            92.85             614        45.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            21            4,584,377.35                   4.50        8.277            357            90.84            90.84             626        43.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            20            5,260,931.89                   5.17        9.271            358            89.90            89.90             587        43.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             186           53,759,088.52                  52.82        8.922            359            89.85            89.85             608        44.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            20            4,120,516.32                   4.05        8.038            357            91.64            91.64             615        39.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                            10            2,059,347.94                   2.02        8.083            358            90.76            90.76             619        46.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               7            1,288,129.56                   1.27        9.311            359            89.56            89.56             594        40.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             1              330,065.66                   0.32        7.825            357            94.89            94.89             672        51.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2012                                                             1              253,212.88                   0.25        7.375            358            94.98            94.98             680        27.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      7           $1,008,732.55                  0.99%       9.581%            357           91.28%           91.28%             597       34.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AR                                                                      1               80,927.88                   0.08        9.990            358            90.00            90.00             574        21.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     24            5,829,260.64                   5.73        8.652            359            90.41            90.41             612        43.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     54           20,956,343.93                  20.59        8.701            358            90.31            90.31             616        44.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      6            1,273,438.12                   1.25        8.121            358            89.46            89.46             645        36.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     10            1,982,633.31                   1.95        8.208            358            90.60            90.60             631        44.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      7            1,197,433.12                   1.18        7.555            358            90.41            90.41             608        42.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                     70           15,986,355.86                  15.71        8.705            356            90.53            90.53             617        43.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     13            2,129,153.49                   2.09        9.423            358            90.89            90.89             602        41.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HI                                                                      1              216,000.00                   0.21        7.840            359            90.00            90.00             656        41.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      3              244,068.82                   0.24        9.446            358            93.38            93.38             632        45.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     36            7,787,091.07                   7.65        9.144            359            89.59            89.59             605        43.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      2              170,908.51                   0.17        9.126            359            90.00            90.00             576        46.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      2              501,604.14                   0.49        9.360            357            90.00            90.00             611         8.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      2              203,447.94                   0.20       10.058            330            95.50            95.50             602        43.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      8            1,917,582.10                   1.88        8.614            358            90.13            90.13             643        44.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     15            4,593,775.73                   4.51        8.972            359            89.86            89.86             600        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      2              475,957.10                   0.47        6.740            357            91.84            91.84             666        47.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      4              677,395.57                   0.67        9.452            358            90.00            90.00             578        47.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                     11            2,101,585.37                   2.07        8.529            356            89.90            89.90             617        45.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      8            1,113,709.93                   1.09        9.699            359            89.93            89.93             593        36.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     11            1,723,051.78                   1.69        9.181            359            89.75            89.75             606        37.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      3              398,993.60                   0.39        8.127            357            93.19            93.19             615        33.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      5              336,001.05                   0.33       10.669            358            94.25            94.25             623        37.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     15            5,776,087.96                   5.68        9.005            359            89.88            89.88             622        45.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      5              930,273.92                   0.91        8.764            359            89.90            89.90             614        40.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                     11            3,223,227.14                   3.17        7.798            358            89.91            89.91             621        42.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                      9            2,941,844.29                   2.89        8.166            358            90.44            90.44             628        46.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                      6            1,660,153.39                   1.63        9.069            359            90.00            90.00             591        40.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      7            1,257,909.02                   1.24        9.711            359            90.00            90.00             592        44.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      8            1,528,610.07                   1.50        9.019            359            90.43            90.43             606        43.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      7            1,014,884.48                   1.00        9.782            359            90.55            90.55             598        40.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     10            1,480,713.75                   1.45        9.533            358            89.65            89.65             595        46.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      2              518,298.79                   0.51        8.565            359            90.00            90.00             611        47.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     26            5,406,189.72                   5.31        8.905            358            89.66            89.66             601        45.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      1              113,293.32                   0.11        8.525            357            87.31            87.31             558        41.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     10            2,271,226.57                   2.23        8.582            347            91.18            91.18             628        46.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      6              741,245.13                   0.73       10.726            359            90.45            90.45             581        43.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 38


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     4             $435,815.02                  0.43%       9.088%            357           89.99%           89.99%             634       47.78%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        423          100,906,280.21                  99.15        8.800            358            90.24            90.24             613        43.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             1              427,313.93                   0.42        8.950            358            90.00            90.00             596        42.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         381          $89,377,643.75                 87.82%       8.823%            358           90.20%           90.20%             610       43.33%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    25            6,479,710.62                   6.37        8.547            358            90.53            90.53             628        44.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             14            4,473,474.47                   4.40        9.062            359            90.04            90.04             635        44.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             6            1,079,553.98                   1.06        7.379            357            91.09            91.09             663        46.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               2              359,026.34                   0.35        9.182            357            94.04            94.04             619        47.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              295          $76,451,518.73                 75.12%       8.733%            358           90.19%           90.19%             613       43.08%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              79           14,303,148.20                  14.05        8.764            357            90.21            90.21             611        44.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               54           11,014,742.23                  10.82        9.329            358            90.60            90.60             616        44.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                331          $75,545,787.80                 74.23%       8.534%            357           90.28%           90.28%             610       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   1              296,879.40                   0.29       10.400            359            90.00            90.00             558        31.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      1              481,500.00                   0.47        8.600            357            90.00            90.00             572        31.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   95           25,445,241.96                  25.00        9.582            359            90.12            90.12             625        44.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     122          $28,128,209.16                 27.64%       9.305%            359           90.00%           90.00%             606       42.62%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       1              463,449.35                   0.46       11.200            359            90.00            90.00             603        45.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     17            5,895,116.82                   5.79        8.913            358            90.22            90.22             616        45.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    147           40,088,813.30                  39.39        8.670            359            90.04            90.04             608        44.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                    141           27,193,820.53                  26.72        8.412            355            90.79            90.79             628        42.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 27 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     404         $100,501,980.52                 98.75%       8.761%            358           90.13%           90.13%             612       43.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                      24            1,267,428.64                   1.25       12.048            357            98.90            98.90             662        44.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                               7           $2,197,207.99                  2.16%       9.454%            359           89.62%           89.62%             547       44.83%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                              74           15,724,049.70                  15.45        9.449            358            89.90            89.90             561        44.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              85           21,201,517.36                  20.83        9.257            359            90.13            90.13             589        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                             115           29,942,895.88                  29.42        8.715            358            90.05            90.05             613        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              70           16,103,521.53                  15.82        8.560            358            90.29            90.29             636        41.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                              46            9,812,225.59                   9.64        8.236            354            90.66            90.66             661        43.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                              14            2,738,129.23                   2.69        7.430            358            91.21            91.21             683        41.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               7            1,646,542.98                   1.62        8.147            353            93.98            93.98             705        40.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               6            1,499,784.03                   1.47        7.178            358            91.33            91.33             738        45.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
751 - 775                                                               4              903,534.87                   0.89        6.668            357            89.58            89.58             754        30.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 533
Maximum: 756
Weighted Average: 613


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            5             $925,015.25                  0.91%       8.522%            352           89.62%           89.62%             652        8.85%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                           3              417,189.83                   0.41       10.409            357            93.09            93.09             618        22.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          21            4,410,150.47                   4.33        8.932            357            90.78            90.78             621        28.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          48            9,612,870.17                   9.45        8.822            354            90.55            90.55             609        32.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          52           11,142,097.14                  10.95        8.586            359            90.47            90.47             623        37.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         101           23,398,061.26                  22.99        8.822            358            90.10            90.10             615        42.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         154           39,254,644.15                  38.57        8.835            358            90.19            90.19             612        47.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          44           12,609,380.89                  12.39        8.760            358            89.98            89.98             602        52.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                428         $101,769,409.16                100.00%       8.802%            358           90.24%           90.24%             613       43.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 2.52%
Maximum: 54.91%
Weighted Average: 43.48%

2007-HE1
Carrington Capital Management, LLC
FICO less than 600

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 1,043
Aggregate Principal Balance ($): 222,543,332
Weighted Average Current Mortgage Rate (%): 9.259
Non-Zero Weighted Average Margin (%): 5.830
Non-Zero Weighted Average Maximum Rate (%): 15.250
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 359
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 76.96
% First Liens: 100.00
% Owner Occupied: 96.00
% Purchase: 3.81
% Full/Alt Documentation: 71.28
Weighted Average Credit Score: 556


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                                8           $1,170,376.33                  0.53%       8.694%            179           57.96%           57.96%             545       37.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 FIXED                                                                1              104,871.97                   0.05       10.590            239            46.67            46.67             502        38.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 FIXED                                                                3              318,299.59                   0.14        8.887            297            56.22            56.22             546        34.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                               370           76,247,717.91                  34.26        9.597            359            75.49            75.50             550        42.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                         18            5,801,499.21                   2.61        8.051            359            78.40            78.40             590        42.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM Recast                                                          1              157,530.22                   0.07        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                              178           27,911,817.96                  12.54        9.447            359            75.92            75.97             556        42.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         2              558,400.00                   0.25        8.208            359            84.99            84.99             591        37.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED Recast                                                         1              322,567.51                   0.14        7.500            356            95.00            95.00             585        46.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                29            4,813,343.44                   2.16        9.023            358            75.85            75.85             553        43.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          2              820,300.00                   0.37        8.166            357            72.79            72.79             569        32.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         270           66,865,317.41                  30.05        9.129            359            77.81            77.83             556        44.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                          21            5,087,140.88                   2.29        8.509            358            75.79            75.79             562        44.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                            60           13,288,678.37                   5.97        9.563            359            79.64            79.64             552        44.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          45           11,955,906.83                   5.37        8.693            359            79.58            80.39             571        44.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                          17            3,367,977.86                   1.51        8.261            358            81.24            81.24             554        39.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           1              223,978.76                   0.10        8.740            359            72.26            72.26             547        39.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                            13            3,139,921.39                   1.41        8.654            358            82.88            82.88             576        37.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5YR-ARM                                                                 3              387,686.41                   0.17       10.646            359            68.47            68.47             582        46.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           5           $1,440,600.22                  0.65%       6.243%            358           77.95%           77.95%             579       47.73%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          13            3,420,257.07                   1.54        6.796            358            71.85            71.85             579        44.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          32            9,639,504.37                   4.33        7.358            355            74.90            74.99             574        44.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          61           14,720,747.75                   6.61        7.804            355            73.96            73.96             570        42.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          77           19,583,082.94                   8.80        8.309            359            73.93            74.43             563        42.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         196           45,092,825.63                  20.26        8.812            357            76.68            76.74             559        42.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         161           36,544,362.51                  16.42        9.290            358            79.24            79.24             557        42.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        230           43,338,849.98                  19.47        9.793            359            77.98            78.00             546        43.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                       127           25,897,195.99                  11.64       10.280            358            77.65            77.65             552        43.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        85           14,660,749.41                   6.59       10.738            357            77.45            77.45             550        42.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        28            4,187,248.27                   1.88       11.255            359            77.12            77.12             540        44.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        23            3,276,269.64                   1.47       11.779            359            73.34            73.34             533        39.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         5              741,638.27                   0.33       12.265            358            70.73            70.73             541        40.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 6.025%
Maximum: 12.500%
Weighted Average: 9.259%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        9             $449,469.28                  0.20%       9.853%            319           44.62%           44.62%             544       38.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                148           11,939,609.14                   5.37        9.966            355            71.48            71.59             550        37.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                               228           28,511,842.53                  12.81        9.605            358            75.01            75.08             550        41.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                               207           36,209,702.44                  16.27        9.461            357            75.27            75.56             551        42.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                               151           33,524,580.61                  15.06        9.081            359            76.54            76.54             554        43.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                               108           29,738,505.61                  13.36        9.153            355            77.43            77.43             553        43.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                51           16,467,023.02                   7.40        9.130            359            74.23            74.23             555        43.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                44           16,520,340.10                   7.42        9.144            359            80.66            80.66             555        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                30           12,676,030.00                   5.70        9.005            359            77.51            77.51             565        46.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                28           13,475,889.82                   6.06        9.100            359            79.76            79.76             567        44.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                16            8,366,100.76                   3.76        9.018            359            83.29            83.29             572        43.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 7            3,963,333.04                   1.78        8.879            359            83.64            83.64             559        48.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 9            5,574,787.94                   2.51        8.849            359            81.86            81.86             574        45.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 2            1,351,721.38                   0.61        9.123            359            82.51            82.51             556        40.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                                 2            1,407,521.31                   0.63        8.864            359            87.51            87.51             592        46.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 3            2,366,875.07                   1.06        8.896            359            73.50            73.50             590        50.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $49,765.34
Maximum: $791,735.45
Weighted Average: $213,368.49


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               8           $1,170,376.33                  0.53%       8.694%            179           57.96%           57.96%             545       37.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               1              104,871.97                   0.05       10.590            239            46.67            46.67             502        38.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               3              318,299.59                   0.14        8.887            297            56.22            56.22             546        34.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                           1,031          220,949,784.16                  99.28        9.262            359            77.04            77.10             556        43.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 180 Months
Maximum: 360 Months
Weighted Average: 359 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               8           $1,170,376.33                  0.53%       8.694%            179           57.96%           57.96%             545       37.82%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               1              104,871.97                   0.05       10.590            239            46.67            46.67             502        38.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               3              318,299.59                   0.14        8.887            297            56.22            56.22             546        34.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                           1,031          220,949,784.16                  99.28        9.262            359            77.04            77.10             556        43.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 177 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.01 - 15.00                                                           1              $49,976.86                  0.02%       9.790%            359           10.53%           10.53%             515       47.61%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.01 - 20.00                                                           1               49,952.15                   0.02        9.650            358            16.67            16.67             554        31.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           4              370,782.54                   0.17        9.611            359            21.72            21.72             529        30.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           5              833,621.68                   0.37        9.301            359            27.82            27.82             556        42.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           4              420,885.87                   0.19        9.469            359            33.48            33.48             573        44.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                          13            1,834,448.13                   0.82        9.323            353            38.37            38.37             560        44.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                          18            2,825,853.43                   1.27        8.963            332            42.67            42.95             552        41.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                          25            3,569,829.25                   1.60        9.116            355            48.28            48.28             543        39.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                          20            4,007,960.63                   1.80        8.887            359            52.37            52.37             558        41.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          41            7,834,637.98                   3.52        8.977            352            57.92            58.09             547        44.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                          59           11,850,468.94                   5.33        8.943            359            63.08            63.08             552        41.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          89           18,647,966.16                   8.38        9.171            355            69.01            69.09             554        43.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                         151           31,968,589.63                  14.37        9.433            359            74.22            74.22             549        42.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                         234           51,739,980.44                  23.25        9.362            359            79.50            79.50             548        43.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                         214           47,714,091.70                  21.44        9.168            358            84.54            84.56             559        42.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                         156           37,509,358.30                  16.85        9.373            359            89.56            89.82             574        44.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           8            1,314,928.36                   0.59        8.589            357            94.53            94.53             585        40.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.53%
Maximum: 95.00%
Weighted Average: 76.96%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            266          $46,814,933.12                 21.04%       9.378%            353           77.03%           77.06%             556       42.20%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                           3              758,019.66                   0.34        6.116            357            79.05            79.05             568        51.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           6            1,354,989.91                   0.61        7.298            357            73.93            73.93             570        39.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         370           85,035,858.42                  38.21        9.127            359            77.36            77.49             560        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                         209           51,504,760.27                  23.14        9.264            359            78.09            78.09             557        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          94           20,470,375.72                   9.20        9.433            358            73.24            73.31             547        43.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          69           13,356,422.44                   6.00        9.674            358            74.92            74.92             543        40.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          19            2,407,539.02                   1.08        9.661            357            76.82            76.82             551        40.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           6              776,215.06                   0.35        9.601            358            70.83            70.83             541        37.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           1               64,218.43                   0.03       10.250            357            84.61            84.61             599        32.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 4.025%
Maximum: 8.250%
Non-Zero Weighted Average: 5.830%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            266          $46,814,933.12                 21.04%       9.378%            353           77.03%           77.06%             556       42.20%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           5            1,440,600.22                   0.65        6.243            358            77.95            77.95             579        47.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          10            2,703,396.90                   1.21        6.785            358            71.47            71.47             580        44.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          26            7,811,873.80                   3.51        7.351            358            73.03            73.13             571        45.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          48           11,987,452.72                   5.39        7.801            359            75.32            75.32             569        43.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          53           14,078,914.84                   6.33        8.319            359            74.31            75.00             557        42.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                         151           36,836,465.87                  16.55        8.814            359            76.88            76.91             559        42.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                         132           30,035,877.20                  13.50        9.290            359            78.90            78.90             556        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        178           35,894,088.66                  16.13        9.790            359            77.96            77.98             547        43.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        84           18,313,391.03                   8.23       10.275            359            76.68            76.68             556        43.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        59           11,239,226.97                   5.05       10.730            359            78.15            78.15             551        42.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        16            2,770,009.32                   1.24       11.221            359            77.77            77.77             545        43.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        12            2,113,598.56                   0.95       11.792            359            69.90            69.90             524        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         3              503,502.84                   0.23       12.273            358            69.27            69.27             542        42.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6.025%
Maximum: 12.500%
Non-Zero Weighted Average: 9.227%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            266          $46,814,933.12                 21.04%       9.378%            353           77.03%           77.06%             556       42.20%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         5            1,440,600.22                   0.65        6.243            358            77.95            77.95             579        47.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                        11            3,153,396.90                   1.42        6.907            358            74.11            74.11             581        45.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        24            7,356,970.75                   3.31        7.350            358            73.30            73.30             571        45.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        50           12,332,409.15                   5.54        7.893            359            74.58            74.69             569        43.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        55           14,427,354.34                   6.48        8.343            359            74.53            75.26             558        42.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                       143           34,720,613.86                  15.60        8.819            359            77.01            77.01             558        42.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                       129           29,342,793.71                  13.19        9.275            359            78.53            78.53             556        43.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                       172           35,369,093.20                  15.89        9.745            359            77.84            77.84             548        43.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        84           18,616,460.84                   8.37       10.204            359            77.04            77.04             557        43.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        69           13,009,142.95                   5.85       10.592            359            78.27            78.31             550        42.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                        19            3,262,571.18                   1.47       11.073            359            78.03            78.03             543        43.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                        12            2,113,598.56                   0.95       11.792            359            69.90            69.90             524        39.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         3              387,559.51                   0.17       12.149            358            61.69            61.69             512        40.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.001 - 19.500                                                         1              195,833.76                   0.09       12.100            357            80.00            80.00             596        40.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 12.025%
Maximum: 19.100%
Non-Zero Weighted Average: 15.250%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            266          $46,814,933.12                 21.04%       9.378%            353           77.03%           77.06%             556       42.20%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 777          175,728,398.93                  78.96        9.227            359            76.86            76.93             556        43.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            266          $46,814,933.12                 21.04%       9.378%            353           77.03%           77.06%             556       42.20%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 747          170,167,065.14                  76.46        9.223            359            76.87            76.93             556        43.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  29            5,476,427.20                   2.46        9.358            357            77.16            77.40             550        40.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000                                                                   1               84,906.59                   0.04        8.990            358            37.61            37.61             592        41.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 2.000%
Non-Zero Weighted Average: 1.016%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            266          $46,814,933.12                 21.04%       9.378%            353           77.03%           77.06%             556       42.20%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          2              328,575.92                   0.15        9.882            354            60.20            60.20             533        46.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           4              518,322.19                   0.23        9.500            355            83.55            83.55             552        45.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                         11            1,996,301.81                   0.90        9.010            356            77.93            77.93             561        44.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            41            7,503,208.13                   3.37        8.854            357            76.69            76.87             555        41.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            60           12,711,806.21                   5.71        8.935            358            79.46            79.46             559        41.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             586          137,969,757.32                  62.00        9.335            359            76.65            76.73             556        43.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            28            5,227,029.37                   2.35        8.212            357            79.54            79.54             562        41.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                            18            3,068,265.57                   1.38        8.476            358            74.47            74.47             554        39.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                              23            5,793,467.24                   2.60        9.029            359            75.89            75.89             554        44.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             1               69,905.82                   0.03        9.975            357            40.00            40.00             566        49.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2012                                                               3              541,759.35                   0.24        9.945            359            73.71            73.71             570        43.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                     10             $983,047.95                  0.44%       9.628%            357           87.02%           87.02%             562       41.24%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AR                                                                      4              267,311.40                   0.12       10.706            359            78.34            78.34             556        35.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     51           10,161,668.54                   4.57        9.198            359            78.97            79.17             551        41.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                    181           58,082,098.98                  26.10        8.952            357            74.54            74.72             559        43.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      9            1,661,458.41                   0.75        9.199            359            81.34            81.34             562        45.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     23            4,060,858.52                   1.82        9.337            355            72.47            72.47             554        41.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      2              530,817.04                   0.24        9.609            359            74.07            74.07             583        52.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      7            1,377,044.06                   0.62        8.281            358            79.22            79.22             557        43.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                    185           35,054,519.57                  15.75        9.285            357            76.71            76.71             555        42.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     32            4,770,665.27                   2.14        9.728            356            80.35            80.35             558        41.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      6              595,885.92                   0.27        9.493            358            80.15            80.15             558        40.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ID                                                                      2              196,132.78                   0.09        9.532            359            78.58            78.58             556        30.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     74           15,139,649.07                   6.80        9.535            359            78.56            78.56             551        45.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      6              531,081.90                   0.24        9.674            359            81.78            81.78             548        38.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KS                                                                      1              386,915.13                   0.17        9.425            357            90.00            90.00             597         2.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KY                                                                      1               69,352.92                   0.03       11.250            358            77.98            77.98             507        45.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      6              902,440.52                   0.41        9.345            352            76.97            76.97             561        33.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                     17            4,792,795.19                   2.15        9.086            358            69.73            69.73             556        42.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     53           11,526,043.86                   5.18        9.246            359            77.42            77.54             550        43.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      5              786,549.44                   0.35        8.190            358            76.95            76.95             572        34.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      7            1,247,812.94                   0.56        9.013            358            78.55            78.55             570        45.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                     15            3,277,195.05                   1.47        9.382            358            80.06            80.06             552        44.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                     18            2,308,106.19                   1.04        9.853            359            80.28            80.28             554        36.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MS                                                                      1              194,925.78                   0.09       10.700            359            79.92            79.92             534        49.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                     24            3,595,491.25                   1.62        9.663            359            76.98            76.98             557        38.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      4              421,557.50                   0.19        8.987            357            83.69            83.69             546        36.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      4              684,445.65                   0.31        7.678            357            81.91            81.91             558        44.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     37            9,834,468.53                   4.42        9.679            359            76.76            76.76             556        44.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                     11            1,391,181.36                   0.63       10.043            359            82.09            82.09             544        43.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                     13            3,331,754.35                   1.50        8.497            358            79.10            79.10             565        41.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     33            9,086,289.26                   4.08        9.308            357            73.88            73.88             557        43.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OK                                                                      1               93,963.76                   0.04       10.640            359            78.33            78.33             511        53.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                     14            3,104,413.80                   1.39        9.399            359            84.47            84.47             559        39.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     36            5,187,507.09                   2.33        9.487            359            78.85            78.85             552        43.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                     13            2,168,535.35                   0.97        9.826            355            82.98            82.98             550        46.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                     11            1,334,002.98                   0.60       10.022            346            83.91            83.91             552        41.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                     20            2,549,303.15                   1.15        9.790            354            83.01            83.01             560        41.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      5            1,559,068.94                   0.70       10.088            359            74.97            74.97             557        45.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     59           11,516,944.13                   5.18        9.147            359            77.77            77.77             553        43.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VT                                                                      2              337,731.10                   0.15        7.505            357            79.13            79.13             553        38.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     22            5,443,996.00                   2.45        9.387            359            76.83            76.83             561        45.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                     16            1,825,342.53                   0.82       10.169            358            80.19            80.19             559        40.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      2              172,958.89                   0.08       10.159            359            65.94            65.94             555        46.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 43


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    41           $7,179,875.31                  3.23%      10.235%            359           69.74%           69.74%             565       38.84%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        995          213,648,575.79                  96.00        9.222            358            77.15            77.21             556        43.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             7            1,714,880.95                   0.77        9.742            359            74.96            74.96             560        40.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         949         $199,675,372.39                 89.72%       9.267%            358           77.05%           77.12%             555       42.90%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             45           12,812,587.58                   5.76        9.450            359            74.80            74.80             563        45.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    38            8,192,117.79                   3.68        8.686            357            78.12            78.12             560        42.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             9            1,651,965.74                   0.74        9.529            357            67.89            67.89             555        43.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               2              211,288.55                   0.09       10.182            359            77.30            77.30             524        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              868         $187,699,578.03                 84.34%       9.230%            357           76.23%           76.31%             556       42.78%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                             130           26,368,968.48                  11.85        9.279            359            80.08            80.08             556        44.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               45            8,474,785.54                   3.81        9.830            359            81.59            81.59             565        44.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                783         $158,633,648.45                 71.28%       9.038%            358           77.72%           77.80%             553       42.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   4              637,831.20                   0.29       10.322            358            86.20            86.20             557        33.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      6            1,834,358.03                   0.82        8.477            358            76.21            76.21             563        40.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                  250           61,437,494.37                  27.61        9.840            358            74.68            74.70             564        44.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     314          $63,690,413.16                 28.62%       9.571%            358           78.06%           78.08%             555       43.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4                                                                       1              402,765.73                   0.18        8.700            359            59.09            59.09             567        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       1              305,911.27                   0.14       11.940            359            60.00            60.00             510        49.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     52           14,340,799.93                   6.44        9.532            357            73.67            73.67             559        43.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    453          103,224,231.72                  46.38        9.112            359            76.77            76.88             556        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                    222           40,579,210.24                  18.23        9.033            354            76.82            76.86             557        42.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 26 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                   1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              7           $1,692,518.33                  0.76%      10.201%            359           75.26%           75.26%             500       39.73%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                             208           37,894,106.35                  17.03        9.765            357            73.78            73.79             516        43.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                             256           51,949,510.71                  23.34        9.401            357            74.19            74.21             538        42.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                             288           62,064,583.52                  27.89        9.273            357            78.60            78.78             562        42.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                             284           68,942,613.14                  30.98        8.837            359            79.15            79.17             589        43.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 599
Weighted Average: 556


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                           26           $4,455,894.03                  2.00%       9.385%            358           76.96%           76.96%             560       13.41%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                          36            5,140,175.67                   2.31        9.193            346            68.54            68.54             553        22.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          62            9,537,947.98                   4.29        9.435            356            75.54            75.54             551        27.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                         101           20,183,166.62                   9.07        9.198            358            76.57            76.64             555        32.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                         144           28,574,985.51                  12.84        9.249            358            75.60            75.62             551        37.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                         199           42,640,270.27                  19.16        9.255            358            77.19            77.19             559        42.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         295           68,693,591.16                  30.87        9.328            358            79.38            79.41             559        47.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                         180           43,317,300.81                  19.46        9.145            358            74.95            75.17             553        52.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                              1,043         $222,543,332.05                100.00%       9.259%            358           76.89%           76.96%             556       43.06%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 2.52%
Maximum: 54.99%
Weighted Average: 43.06%

2007-HE1
Carrington Capital Management, LLC
FICO less than 550

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 448
Aggregate Principal Balance ($): 86,169,963
Weighted Average Current Mortgage Rate (%): 9.587
Non-Zero Weighted Average Margin (%): 5.896
Non-Zero Weighted Average Maximum Rate (%): 15.516
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 358
Weighted Average Stated Remaining Term (months): 357
Weighted Average Combined Original LTV (%): 73.82
% First Liens: 100.00
% Owner Occupied: 97.19
% Purchase: 2.63
% Full/Alt Documentation: 80.14
Weighted Average Credit Score: 526


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                                5             $644,264.32                  0.75%       9.112%            179           64.60%           64.60%             533       37.91%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 FIXED                                                                1              104,871.97                   0.12       10.590            239            46.67            46.67             502        38.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 FIXED                                                                1              172,721.45                   0.20        7.999            297            42.89            42.89             532        28.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                               191           36,721,025.18                  42.61        9.869            359            73.06            73.06             524        43.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               73           10,904,726.57                  12.65       10.100            359            75.30            75.30             528        41.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 9            1,851,952.16                   2.15        8.956            358            71.13            71.13             528        45.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                         112           24,081,355.54                  27.95        9.168            359            73.58            73.63             528        43.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                           7            1,770,911.84                   2.06        9.083            358            75.12            75.12             533        45.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                            28            5,652,161.66                   6.56        9.795            359            76.43            76.43             528        45.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                           9            2,331,556.27                   2.71        8.250            358            78.54            78.54             532        43.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                           9            1,485,962.03                   1.72        8.591            357            78.46            78.46             526        41.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           1              223,978.76                   0.26        8.740            359            72.26            72.26             547        39.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                             2              224,474.92                   0.26       11.123            357            77.45            77.45             506        43.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           1             $343,730.52                  0.40%       6.050%            357           78.18%           78.18%             538       53.23%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              259,834.95                   0.30        6.628            357            80.00            80.00             521        35.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           8            1,807,817.44                   2.10        7.247            358            76.09            76.53             534        43.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          12            2,523,431.89                   2.93        7.844            337            65.32            65.32             534        42.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          23            6,330,439.88                   7.35        8.342            359            72.50            72.50             526        44.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          65           14,211,804.36                  16.49        8.828            359            73.13            73.13             529        42.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          61           12,864,303.57                  14.93        9.300            356            74.42            74.42             527        42.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        129           23,263,492.34                  27.00        9.792            359            75.12            75.14             526        43.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        66           12,106,091.58                  14.05       10.305            357            75.29            75.29             527        42.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        44            6,805,508.55                   7.90       10.770            354            72.32            72.32             521        42.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        17            2,450,785.13                   2.84       11.298            359            73.01            73.01             516        44.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        17            2,656,917.95                   3.08       11.777            359            70.53            70.53             522        40.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         4              545,804.51                   0.63       12.324            359            67.41            67.41             521        40.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 6.050%
Maximum: 12.500%
Weighted Average: 9.587%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        4             $199,823.06                  0.23%      10.265%            314           30.75%           30.75%             511       44.17%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 69            5,585,083.02                   6.48       10.217            354            69.06            69.06             525        37.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                               110           13,905,966.88                  16.14        9.877            358            72.74            72.78             525        40.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                98           17,126,979.19                  19.88        9.653            356            72.77            72.81             527        42.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                65           14,485,320.47                  16.81        9.587            359            74.76            74.76             526        42.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                46           12,675,343.41                  14.71        9.294            355            74.96            74.96             528        43.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                20            6,469,043.02                   7.51        9.325            359            72.74            72.74             529        46.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                15            5,576,826.28                   6.47        9.319            359            79.02            79.02             522        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 8            3,421,017.48                   3.97        9.653            359            73.82            73.82             525        48.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 7            3,301,462.56                   3.83        9.207            359            73.94            73.94             531        45.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 2            1,059,408.50                   1.23        8.961            359            75.91            75.91             536        41.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 2            1,138,269.86                   1.32        9.315            359            82.58            82.58             513        45.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 2            1,225,418.94                   1.42        9.685            359            77.43            77.43             538        42.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $49,888.90
Maximum: $617,687.91
Weighted Average: $192,343.67


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               5             $644,264.32                  0.75%       9.112%            179           64.60%           64.60%             533       37.91%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               1              104,871.97                   0.12       10.590            239            46.67            46.67             502        38.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               1              172,721.45                   0.20        7.999            297            42.89            42.89             532        28.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             441           85,248,104.93                  98.93        9.593            359            73.97            73.99             526        43.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 180 Months
Maximum: 360 Months
Weighted Average: 358 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               5             $644,264.32                  0.75%       9.112%            179           64.60%           64.60%             533       37.91%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
181 - 240                                                               1              104,871.97                   0.12       10.590            239            46.67            46.67             502        38.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               1              172,721.45                   0.20        7.999            297            42.89            42.89             532        28.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             441           85,248,104.93                  98.93        9.593            359            73.97            73.99             526        43.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 177 Months
Maximum: 359 Months
Weighted Average: 357 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.01 - 15.00                                                           1              $49,976.86                  0.06%       9.790%            359           10.53%           10.53%             515       47.61%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           3              270,804.29                   0.31        9.859            358            21.53            21.53             519        28.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           1              125,925.83                   0.15        8.640            359            27.69            27.69             516        20.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           1               49,976.37                   0.06        9.690            359            31.65            31.65             507        36.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           5              671,766.19                   0.78       10.297            357            39.70            39.70             531        46.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                          10            1,487,764.52                   1.73        9.054            345            42.93            43.46             530        40.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                          16            2,031,638.30                   2.36        9.624            353            47.83            47.83             525        41.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                           9            1,656,031.02                   1.92        9.218            359            52.45            52.45             532        45.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          20            3,959,148.73                   4.59        9.297            344            57.89            57.89             524        45.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                          32            6,032,085.24                   7.00        9.569            359            63.37            63.37             527        41.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          45            8,762,591.31                  10.17        9.790            355            69.27            69.27             527        42.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          91           17,435,292.63                  20.23        9.801            359            74.29            74.29             528        43.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                         122           25,969,925.13                  30.14        9.580            359            79.44            79.44             521        43.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                          90           17,224,512.34                  19.99        9.420            358            84.61            84.65             532        42.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                           2              442,523.91                   0.51        8.960            358            90.00            90.00             535        42.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.53%
Maximum: 90.00%
Weighted Average: 73.82%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            110          $17,703,220.89                 20.54%       9.962%            351           74.81%           74.81%             528       42.29%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                           1              343,730.52                   0.40        6.050            357            78.18            78.18             538        53.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           1              259,834.95                   0.30        6.628            357            80.00            80.00             521        35.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                         141           29,654,975.67                  34.41        9.321            359            74.33            74.33             527        44.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          85           17,689,237.44                  20.53        9.608            359            74.84            74.84             528        42.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          58           11,448,346.71                  13.29        9.623            359            70.31            70.43             524        42.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          42            7,655,926.89                   8.88        9.889            359            72.08            72.08             523        42.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           7              949,723.02                   1.10        9.722            357            72.63            72.63             524        44.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           3              464,966.58                   0.54        9.733            358            73.19            73.19             526        31.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 4.050%
Maximum: 7.900%
Non-Zero Weighted Average: 5.896%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            110          $17,703,220.89                 20.54%       9.962%            351           74.81%           74.81%             528       42.29%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           1              343,730.52                   0.40        6.050            357            78.18            78.18             538        53.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              259,834.95                   0.30        6.628            357            80.00            80.00             521        35.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           8            1,807,817.44                   2.10        7.247            358            76.09            76.53             534        43.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          10            2,096,461.17                   2.43        7.838            359            67.81            67.81             532        42.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          20            5,947,236.10                   6.90        8.338            359            72.70            72.70             525        44.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          54           12,035,075.98                  13.97        8.832            359            72.68            72.68             528        43.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          51           10,820,872.52                  12.56        9.294            359            74.34            74.34             527        42.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                        100           19,002,167.00                  22.05        9.789            359            75.54            75.57             525        43.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        39            7,371,663.20                   8.55       10.320            359            73.35            73.35             528        42.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        31            4,854,098.57                   5.63       10.755            359            71.25            71.25             520        41.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                        10            1,590,491.28                   1.85       11.296            359            71.20            71.20             518        43.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                        11            2,029,623.97                   2.36       11.794            359            70.07            70.07             521        39.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              307,669.08                   0.36       12.383            359            62.44            62.44             507        43.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6.050%
Maximum: 12.500%
Non-Zero Weighted Average: 9.491%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            110          $17,703,220.89                 20.54%       9.962%            351           74.81%           74.81%             528       42.29%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1              343,730.52                   0.40        6.050            357            78.18            78.18             538        53.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                         1              259,834.95                   0.30        6.628            357            80.00            80.00             521        35.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         7            1,657,600.23                   1.92        7.240            358            79.71            79.71             535        43.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        11            2,320,439.93                   2.69        7.925            359            68.24            68.24             534        42.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        20            5,885,305.17                   6.83        8.352            359            72.26            72.39             525        44.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        52           11,676,389.69                  13.55        8.848            359            72.47            72.47             527        44.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        51           10,923,279.71                  12.68        9.278            359            73.94            73.94             528        42.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        96           18,189,964.88                  21.11        9.787            359            75.55            75.55             526        43.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        38            7,176,766.92                   8.33       10.258            359            73.50            73.50             528        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        35            5,725,033.16                   6.64       10.563            358            72.19            72.29             520        42.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                        12            1,891,213.14                   2.19       11.122            359            72.46            72.46             517        43.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                        11            2,029,623.97                   2.36       11.794            359            70.07            70.07             521        39.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         3              387,559.51                   0.45       12.149            358            61.69            61.69             512        40.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 12.050%
Maximum: 18.500%
Non-Zero Weighted Average: 15.516%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            110          $17,703,220.89                 20.54%       9.962%            351           74.81%           74.81%             528       42.29%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 338           68,466,741.78                  79.46        9.491            359            73.55            73.57             526        43.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            110          $17,703,220.89                 20.54%       9.962%            351           74.81%           74.81%             528       42.29%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 324           66,096,997.17                  76.71        9.496            359            73.52            73.52             526        43.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  14            2,369,744.61                   2.75        9.345            357            74.34            74.92             522        44.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.017%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                            110          $17,703,220.89                 20.54%       9.962%            351           74.81%           74.81%             528       42.29%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          1              195,844.16                   0.23       10.650            354            40.00            40.00             512        45.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           1              172,084.51                   0.20        9.675            355            75.00            75.00             524        48.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          5              637,630.16                   0.74        9.811            356            77.95            77.95             520        40.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                            18            3,158,152.91                   3.67        8.709            357            73.49            73.92             526        44.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                            21            3,656,836.47                   4.24        9.009            358            75.21            75.21             524        41.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             266           55,313,388.78                  64.19        9.617            359            73.41            73.41             526        43.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                            10            1,667,248.31                   1.93        8.320            357            77.06            77.06             533        46.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                             9            1,448,126.10                   1.68        8.621            358            74.57            74.57             532        36.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               6            1,993,451.62                   2.31        9.571            359            72.68            72.68             524        47.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2012                                                               1              223,978.76                   0.26        8.740            359            72.26            72.26             547        39.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      2             $194,122.73                  0.23%       9.861%            358           82.01%           82.01%             509       44.42%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AR                                                                      2              136,402.15                   0.16       11.096            359            71.05            71.05             537        42.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                     21            4,063,908.30                   4.72        9.362            358            75.66            75.80             523        40.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     69           19,419,681.92                  22.54        9.308            357            71.59            71.64             527        44.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      2              528,590.12                   0.61       10.085            359            82.69            82.69             543        52.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                     11            1,721,820.07                   2.00        9.746            351            71.05            71.05             527        41.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      1              391,860.56                   0.45        9.625            358            80.00            80.00             514        42.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                     86           15,296,858.47                  17.75        9.650            357            74.57            74.57             529        42.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                     13            1,310,080.27                   1.52       10.362            352            74.30            74.30             517        38.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      1              107,202.45                   0.12        9.990            359            75.00            75.00             529        34.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     35            6,819,291.23                   7.91        9.797            359            77.28            77.28             520        46.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      3              282,460.73                   0.33       10.037            359            83.44            83.44             538        33.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
KY                                                                      1               69,352.92                   0.08       11.250            358            77.98            77.98             507        45.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      2              224,915.06                   0.26       10.320            358            79.57            79.57             529        48.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      7            1,744,828.08                   2.02       10.077            358            66.55            66.55             528        38.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     31            6,099,315.03                   7.08        9.382            359            72.79            72.79             527        42.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      2              259,466.11                   0.30        9.945            358            74.20            74.20             532        30.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      1               94,314.33                   0.11        9.900            358            80.00            80.00             527        11.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                      8            1,477,071.77                   1.71        9.773            359            77.81            77.81             515        45.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      9              714,128.83                   0.83       10.434            359            74.89            74.89             524        38.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MS                                                                      1              194,925.78                   0.23       10.700            359            79.92            79.92             534        49.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                      8            1,366,992.25                   1.59        9.862            358            82.20            82.20             526        41.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NE                                                                      2              202,800.73                   0.24        9.737            358            79.79            79.79             523        44.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      1              343,730.52                   0.40        6.050            357            78.18            78.18             538        53.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     16            4,081,234.40                   4.74        9.666            359            70.01            70.01             529        43.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      6              824,936.81                   0.96        9.931            358            83.72            83.72             524        46.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      4              841,165.21                   0.98        8.306            358            71.46            71.46             529        34.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     14            3,273,896.14                   3.80        9.808            355            71.61            71.61             532        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OK                                                                      1               93,963.76                   0.11       10.640            359            78.33            78.33             511        53.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OR                                                                      6            1,065,604.56                   1.24        9.759            359            77.66            77.66             524        37.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     17            2,286,117.96                   2.65        9.602            359            75.43            75.43             522        40.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      6            1,239,483.41                   1.44        9.983            359            82.32            82.32             530        48.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TN                                                                      4              391,485.24                   0.45       10.330            315            79.92            79.92             517        41.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                      6              711,080.27                   0.83       10.739            343            78.76            78.76             528        34.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      3              669,219.86                   0.78       10.285            359            81.25            81.25             513        42.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     30            5,241,501.47                   6.08        9.294            359            72.69            72.69             531        43.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                     10            1,903,193.67                   2.21        9.693            359            64.82            64.82             525        46.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      5              432,983.13                   0.50       10.448            358            72.28            72.28             524        36.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      1               49,976.37                   0.06        9.690            359            31.65            31.65             507        36.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 39


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    12           $1,800,567.78                  2.09%      10.715%            359           63.71%           63.71%             526       32.44%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        433           83,750,402.54                  97.19        9.557            357            73.99            74.01             526        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             3              618,992.35                   0.72       10.414            359            77.71            77.71             534        46.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         412          $78,982,638.50                 91.66%       9.602%            357           73.81%           73.82%             526       43.08%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             14            3,453,753.36                   4.01        9.705            359            72.73            72.73             528        42.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                    15            2,864,989.20                   3.32        8.806            354            76.80            76.80             531        41.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             5              657,293.06                   0.76       10.456            357            65.13            65.13             524        39.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                               2              211,288.55                   0.25       10.182            359            77.30            77.30             524        43.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              381          $73,591,658.68                 85.40%       9.565%            357           73.05%           73.07%             526       42.57%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              55           10,315,261.23                  11.97        9.626            359            78.09            78.09             525        45.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               12            2,263,042.76                   2.63       10.141            359            78.95            78.95             534        46.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                367          $69,053,142.22                 80.14%       9.421%            357           74.70%           74.70%             526       43.15%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                   2              197,004.09                   0.23        9.783            358            85.00            85.00             529        33.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      2              441,404.14                   0.51        8.211            359            61.11            61.11             531        48.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   77           16,478,412.22                  19.12       10.320            359            70.29            70.33             528        42.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                     142          $26,754,502.02                 31.05%       9.795%            358           74.34%           74.34%             525       43.65%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                                       1              305,911.27                   0.36       11.940            359            60.00            60.00             510        49.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     22            4,821,259.47                   5.60        9.989            354            68.08            68.08             527        43.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    193           38,956,439.37                  45.21        9.384            359            73.54            73.58             526        42.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     90           15,331,850.54                  17.79        9.567            352            75.62            75.62             529        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 26 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              7           $1,692,518.33                  1.96%      10.201%            359           75.26%           75.26%             500       39.73%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                             208           37,894,106.35                  43.98        9.765            357            73.78            73.79             516        43.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                             233           46,583,337.99                  54.06        9.420            357            73.78            73.79             536        42.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 549
Weighted Average: 526


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                           11           $1,467,596.26                  1.70%      10.139%            359           76.83%           76.83%             525       16.84%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                          17            2,422,210.18                   2.81        9.746            345            66.05            66.05             530        22.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                          29            4,312,183.30                   5.00        9.521            354            74.03            74.03             525        27.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                          42            7,869,269.01                   9.13        9.552            359            74.06            74.06             529        32.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          67           13,302,228.58                  15.44        9.428            357            73.37            73.41             526        37.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                          77           13,621,880.06                  15.81        9.700            358            73.32            73.32             526        42.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                         111           23,397,774.00                  27.15        9.717            359            75.76            75.80             526        47.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          94           19,776,821.28                  22.95        9.432            357            72.69            72.69             526        52.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                448          $86,169,962.67                100.00%       9.587%            357           73.81%           73.82%             526       43.01%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 11.69%
Maximum: 54.99%
Weighted Average: 43.01%

2007-HE1
Carrington Capital Management, LLC
DTI greater than 50

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 257
Aggregate Principal Balance ($): 64,309,838
Weighted Average Current Mortgage Rate (%): 8.786
Non-Zero Weighted Average Margin (%): 5.742
Non-Zero Weighted Average Maximum Rate (%): 14.781
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 359
Weighted Average Stated Remaining Term (months): 358
Weighted Average Combined Original LTV (%): 76.45
% First Liens: 99.77
% Owner Occupied: 94.38
% Purchase: 4.47
% Full/Alt Documentation: 70.82
Weighted Average Credit Score: 579


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 FIXED                                                                2             $344,007.97                  0.53%       8.064%            179           50.22%           50.22%             570       52.26%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                92           22,099,052.36                  34.36        9.203            359            74.24            74.24             563        52.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         3              687,950.00                   1.07        7.737            359            87.60            87.60             611        52.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 2YR-IO                                                          1              620,000.00                   0.96        7.350            357            85.52            85.52             616        52.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                          6            2,398,269.63                   3.73        7.571            358            78.05            78.05             605        52.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM Recast                                                          1              157,530.22                   0.24        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Fixed 10YR-IO                                                        1              100,998.58                   0.16        7.750            355            31.56            31.56             657        52.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               39            7,499,528.41                  11.66        8.724            358            74.84            74.84             602        52.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 4              831,528.76                   1.29        9.241            358            76.19            76.19             556        52.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 10YR-IO                                                         1              450,000.00                   0.70        8.100            357            84.11            84.11             667        50.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          3              907,997.42                   1.41        6.974            358            78.98            78.98             648        53.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                          58           16,445,319.37                  25.57        8.942            359            79.62            79.62             575        52.73
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                           7            2,057,698.78                   3.20        8.009            358            77.91            77.91             567        51.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                            23            5,177,986.19                   8.05        8.929            359            73.92            73.92             578        52.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                          12            3,570,217.82                   5.55        8.009            359            74.65            77.38             579        52.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 5YR-ARM                                                           2              601,822.72                   0.94        6.854            357            75.66            75.66             700        51.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                             2              359,930.24                   0.56        8.756            358            90.00            90.00             576        53.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           3             $954,223.60                  1.48%       5.645%            357           71.97%           71.97%             711       53.22%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           2              663,227.94                   1.03        6.122            357            70.45            70.45             590        52.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          13            4,298,144.58                   6.68        6.802            358            75.98            75.98             636        52.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          14            5,014,492.28                   7.80        7.387            358            75.59            75.59             594        53.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          21            5,865,593.42                   9.12        7.772            351            76.17            76.17             602        52.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          36            8,792,828.42                  13.67        8.310            359            74.29            75.39             589        53.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          39           10,439,596.94                  16.23        8.792            357            75.80            75.80             571        53.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          37            8,926,750.44                  13.88        9.288            359            78.29            78.29             571        52.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         53           11,468,754.85                  17.83        9.784            359            76.84            76.84             551        52.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        18            3,678,425.96                   5.72       10.255            359            78.30            78.30             555        52.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        16            3,226,182.37                   5.02       10.735            359            79.44            79.44             563        52.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         2              443,855.70                   0.69       11.424            359            65.30            65.30             512        53.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         2              493,995.95                   0.77       11.613            359            74.76            74.76             539        52.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1               43,766.02                   0.07       12.500            357           100.00           100.00             648        50.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.615%
Maximum: 12.500%
Weighted Average: 8.786%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        2              $93,746.95                  0.15%      11.535%            358           68.01%           68.01%             579       51.10%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 13              981,140.82                   1.53        9.720            343            67.99            67.99             548        52.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                52            6,516,491.84                  10.13        9.253            359            72.53            72.53             569        52.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                46            8,103,511.05                  12.60        9.130            359            73.49            74.69             562        52.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                43            9,665,378.65                  15.03        8.722            359            78.05            78.05             577        52.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                31            8,608,062.22                  13.39        8.990            353            73.22            73.22             581        52.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                19            6,184,496.44                   9.62        8.542            359            74.26            74.26             588        52.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                18            6,752,804.85                  10.50        8.416            359            78.26            78.26             588        52.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 8            3,368,456.55                   5.24        9.119            359            73.03            73.03             560        52.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 9            4,356,933.68                   6.77        8.558            359            80.34            80.34             596        52.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 4            2,057,880.99                   3.20        8.335            359            88.39            88.39             576        52.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 3            1,725,530.37                   2.68        8.194            358            80.20            80.20             565        53.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 6            3,766,723.51                   5.86        8.555            359            82.18            82.18             591        52.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 2            1,336,945.10                   2.08        8.459            358            89.25            89.25             649        52.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                                 1              791,735.45                   1.23        7.465            359            60.92            60.92             582        54.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $43,766.02
Maximum: $791,735.45
Weighted Average: $250,232.83


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               2             $344,007.97                  0.53%       8.064%            179           50.22%           50.22%             570       52.26%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             255           63,965,830.50                  99.47        8.789            359            76.44            76.60             579        52.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 180 Months
Maximum: 360 Months
Weighted Average: 359 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
121 - 180                                                               2             $344,007.97                  0.53%       8.064%            179           50.22%           50.22%             570       52.26%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             255           63,965,830.50                  99.47        8.789            359            76.44            76.60             579        52.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 179 Months
Maximum: 359 Months
Weighted Average: 358 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.01 - 25.00                                                           1              $89,758.70                  0.14%       8.840%            179           22.50%           22.50%             637       54.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           2              280,959.55                   0.44        8.519            358            33.10            33.10             619        51.81
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           3              485,958.23                   0.76        9.549            359            38.72            38.72             550        53.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                           6            1,100,577.36                   1.71        8.791            359            43.76            43.76             570        53.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                           7            1,040,015.84                   1.62        8.735            359            47.98            47.98             563        51.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                           6            1,585,241.89                   2.47        8.226            359            51.92            51.92             581        53.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                          11            2,974,465.59                   4.63        8.817            343            58.06            58.06             552        53.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                          13            3,438,606.31                   5.35        8.093            359            62.97            62.97             588        52.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          23            5,955,858.32                   9.26        8.370            359            69.35            69.35             587        52.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          37            8,153,405.46                  12.68        9.130            359            74.27            74.27             563        52.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          69           15,867,709.57                  24.67        9.020            359            79.24            79.24             566        52.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                          34           10,527,921.90                  16.37        8.717            359            84.49            84.49             585        52.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                          39           11,768,458.49                  18.30        8.799            359            88.53            89.36             596        52.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           3              696,595.88                   1.08        7.276            357            94.08            94.08             674        52.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          3              344,305.38                   0.54       10.186            357           100.00           100.00             667        52.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 22.50%
Maximum: 100.00%
Weighted Average: 76.45%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             67          $13,482,451.39                 20.96%       8.779%            354           73.94%           73.94%             592       52.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           3              954,223.60                   1.48        5.645            357            71.97            71.97             711        53.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500                                                           2              663,227.94                   1.03        6.122            357            70.45            70.45             590        52.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           1              108,114.91                   0.17        8.150            356            80.00            80.00             603        50.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                          90           24,118,991.78                  37.50        8.833            359            78.12            78.52             572        52.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          54           15,748,723.25                  24.49        8.719            359            77.85            77.85             585        52.64
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                          23            5,804,179.18                   9.03        9.391            359            73.36            73.36             557        52.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                          15            3,051,563.90                   4.75        9.127            359            73.29            73.29             547        53.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1              238,563.21                   0.37        9.400            357            70.00            70.00             531        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           1              139,799.31                   0.22        9.675            357            70.00            70.00             576        53.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.615%
Maximum: 7.675%
Non-Zero Weighted Average: 5.742%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             67          $13,482,451.39                 20.96%       8.779%            354           73.94%           73.94%             592       52.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           3              954,223.60                   1.48        5.645            357            71.97            71.97             711        53.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           2              663,227.94                   1.03        6.122            357            70.45            70.45             590        52.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           6            2,201,801.78                   3.42        6.777            358            72.57            72.57             599        52.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                          13            4,755,270.36                   7.39        7.394            358            75.95            75.95             593        52.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          15            4,655,048.02                   7.24        7.763            359            80.02            80.02             602        52.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          25            6,634,209.64                  10.32        8.312            359            76.37            77.84             588        53.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          29            8,429,207.75                  13.11        8.793            359            76.28            76.28             567        53.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          32            7,810,665.70                  12.15        9.304            359            77.77            77.77             565        52.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         38            9,011,477.15                  14.01        9.793            359            77.58            77.58             551        52.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        11            2,250,226.93                   3.50       10.216            359            80.34            80.34             561        52.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                        14            2,731,010.18                   4.25       10.749            359            78.61            78.61             567        52.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         1              299,902.85                   0.47       11.440            359            58.25            58.25             510        54.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              431,115.18                   0.67       11.600            359            75.00            75.00             538        52.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.615%
Maximum: 11.600%
Non-Zero Weighted Average: 8.787%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             67          $13,482,451.39                 20.96%       8.779%            354           73.94%           73.94%             592       52.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         3              954,223.60                   1.48        5.645            357            71.97            71.97             711        53.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              663,227.94                   1.03        6.122            357            70.45            70.45             590        52.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                         6            2,488,137.10                   3.87        7.026            359            74.70            74.70             599        52.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                        14            4,986,121.24                   7.75        7.431            358            75.21            75.21             593        53.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        16            4,921,394.53                   7.65        7.805            359            78.25            78.25             599        52.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        24            6,346,271.52                   9.87        8.369            359            76.69            78.22             585        53.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        27            7,397,074.56                  11.50        8.796            359            76.51            76.51             565        52.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        32            7,867,752.94                  12.23        9.255            359            77.98            77.98             567        52.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        38            9,284,780.91                  14.44        9.743            359            77.73            77.73             553        52.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        11            2,250,226.93                   3.50       10.216            359            80.34            80.34             561        52.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                        15            2,937,157.78                   4.57       10.678            359            78.45            78.45             565        52.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         1              299,902.85                   0.47       11.440            359            58.25            58.25             510        54.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                         1              431,115.18                   0.67       11.600            359            75.00            75.00             538        52.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.615%
Maximum: 17.600%
Non-Zero Weighted Average: 14.781%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             67          $13,482,451.39                 20.96%       8.779%            354           73.94%           73.94%             592       52.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 190           50,827,387.08                  79.04        8.787            359            76.93            77.12             576        52.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             67          $13,482,451.39                 20.96%       8.779%            354           73.94%           73.94%             592       52.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 186           49,893,760.01                  77.58        8.800            359            76.86            77.06             575        52.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   4              933,627.07                   1.45        8.075            357            80.65            80.65             598        51.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.009%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             67          $13,482,451.39                 20.96%       8.779%            354           73.94%           73.94%             592       52.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          4              982,305.02                   1.53        7.785            356            86.10            86.10             599        53.23
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                             9            2,692,307.29                   4.19        7.653            357            77.73            77.73             608        52.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                             9            2,363,929.19                   3.68        8.629            358            81.78            81.78             574        53.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             151           39,939,797.90                  62.11        9.006            359            76.22            76.47             569        52.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             9            2,446,209.63                   3.80        7.336            357            77.82            77.82             616        52.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               6            1,801,015.33                   2.80        8.993            359            79.33            79.33             561        52.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2012                                                             2              601,822.72                   0.94        6.854            357            75.66            75.66             700        51.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      1              $74,656.71                  0.12%       8.715%            359           82.09%           82.09%             558       53.77%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                      8            2,152,242.58                   3.35        7.815            358            80.26            80.26             599        52.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     50           16,853,218.49                  26.21        8.606            356            74.54            75.12             579        52.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CO                                                                      2              528,590.12                   0.82       10.085            359            82.69            82.69             543        52.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      8            1,522,477.37                   2.37        8.798            358            70.22            70.22             568        53.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      3              929,828.38                   1.45        8.128            358            75.67            75.67             602        53.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DE                                                                      1              109,934.58                   0.17        8.590            359            62.86            62.86             562        50.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                     48            9,821,881.09                  15.27        9.060            357            76.63            76.63             583        52.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                      6              868,550.83                   1.35        9.357            359            81.48            81.48             567        53.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     22            5,134,973.13                   7.98        9.190            359            79.11            79.11             558        52.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      1              106,196.29                   0.17        9.400            359            85.00            85.00             530        54.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LA                                                                      1              102,801.39                   0.16        9.690            359            85.00            85.00             537        52.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      2            1,194,501.18                   1.86        7.881            359            60.30            60.30             577        54.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                     20            4,748,041.86                   7.38        8.856            359            73.64            73.64             587        52.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ME                                                                      1              291,215.29                   0.45        6.575            357            89.85            89.85             660        53.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      2              759,349.05                   1.18        8.614            358            73.65            73.65             574        53.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MN                                                                      3              639,084.05                   0.99        8.268            358            82.47            82.47             582        51.66
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MO                                                                      1               62,880.77                   0.10       11.700            359            73.14            73.14             547        50.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NC                                                                      3              582,688.16                   0.91        9.101            359            70.31            70.31             592        52.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NH                                                                      2              666,730.52                   1.04        6.716            358            81.48            81.48             569        53.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                     10            2,965,750.05                   4.61        9.573            359            80.71            80.71             577        53.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NM                                                                      1              192,881.87                   0.30        9.650            358            85.00            85.00             527        54.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      5            1,468,915.70                   2.28        8.187            358            80.29            80.29             597        52.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     12            3,653,081.04                   5.68        8.698            358            78.63            78.63             598        53.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
OK                                                                      1               93,963.76                   0.15       10.640            359            78.33            78.33             511        53.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      8            1,624,420.84                   2.53        9.030            359            78.05            78.05             569        52.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SC                                                                      3              670,948.75                   1.04        9.352            359            72.93            72.93             585        52.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                      2              216,066.62                   0.34        9.049            357            85.00            85.00             581        51.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
UT                                                                      3              726,492.10                   1.13        9.131            359            83.83            83.83             570        52.93
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                     16            2,940,714.01                   4.57        8.818            359            74.89            74.89             559        53.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                      8            2,164,346.51                   3.37        8.496            358            74.17            74.17             588        52.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      2              319,432.86                   0.50        9.586            358            82.90            82.90             565        52.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WV                                                                      1              122,982.52                   0.19       10.350            359            79.87            79.87             575        50.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 33


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    14           $3,253,864.50                  5.06%       9.269%            359           71.90%           71.90%             610       52.81%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        241           60,693,777.52                  94.38        8.759            358            76.69            76.85             577        52.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             2              362,196.45                   0.56        8.894            359            51.86            51.86             576        54.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         231          $56,508,429.84                 87.87%       8.848%            358           76.20%           76.38%             577       52.61%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             12            4,304,578.94                   6.69        8.927            358            72.28            72.28             571        53.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                     9            2,566,104.11                   3.99        7.590            358            82.94            82.94             619        53.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             5              930,725.58                   1.45        7.649            357            82.60            82.60             628        54.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              205          $52,799,599.82                 82.10%       8.786%            358           75.39%           75.57%             580       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              38            8,634,699.85                  13.43        8.653            358            79.61            79.61             575        52.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               14            2,875,538.80                   4.47        9.177            358            83.18            83.18             581        52.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                195          $45,541,225.31                 70.82%       8.593%            358           76.96%           77.17%             574       52.75%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Lite Documentation                                                      1              334,201.69                   0.52        7.640            359            56.65            56.65             531        53.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   61           18,434,411.47                  28.66        9.283            358            75.04            75.04             593        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                      79          $18,888,288.97                 29.37%       9.198%            359           77.27%           77.27%             572       52.87%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4                                                                       1              402,765.73                   0.63        8.700            359            59.09            59.09             567        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     16            5,279,564.31                   8.21        9.225            359            78.29            78.29             591        52.74
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                    101           26,963,498.17                  41.93        8.552            359            76.76            77.12             575        52.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     60           12,775,721.29                  19.87        8.490            354            73.65            73.65             595        52.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 26 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     255          $64,161,241.58                 99.77%       8.780%            358           76.25%           76.40%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                       2              148,596.89                   0.23       11.089            356           100.00           100.00             711        53.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to 500                                              1             $419,813.80                  0.65%       9.990%            359           77.78%           77.78%             500       52.09%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                              44            8,786,735.13                  13.66        9.535            359            74.33            74.33             515        52.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                              55           11,935,357.52                  18.56        9.320            355            72.61            72.61             538        52.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                              42            9,981,572.13                  15.52        9.139            359            77.91            78.89             562        52.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              38           12,193,822.23                  18.96        8.666            359            75.15            75.15             589        52.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                              43           12,872,130.11                  20.02        8.356            359            80.46            80.46             611        52.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                              14            2,865,140.59                   4.46        7.928            353            71.02            71.02             637        52.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                               8            2,458,208.09                   3.82        7.689            357            83.52            83.52             669        52.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                               7            1,820,495.74                   2.83        7.275            358            80.25            80.25             685        53.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               2              390,975.20                   0.61        6.718            357            65.30            65.30             719        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               3              585,587.93                   0.91        6.539            357            76.08            76.08             735        53.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 738
Weighted Average: 579


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                         257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                257          $64,309,838.47                100.00%       8.786%            358           76.30%           76.45%             579       52.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 50.01%
Maximum: 54.99%
Weighted Average: 52.70%

2007-HE1
Carrington Capital Management, LLC
Multiple Families

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 75
Aggregate Principal Balance ($): 21,964,807
Weighted Average Current Mortgage Rate (%): 9.024
Non-Zero Weighted Average Margin (%): 5.715
Non-Zero Weighted Average Maximum Rate (%): 15.006
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 359
Weighted Average Combined Original LTV (%): 76.89
% First Liens: 100.00
% Owner Occupied: 83.69
% Purchase: 7.75
% Full/Alt Documentation: 42.98
Weighted Average Credit Score: 599


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                37          $10,012,218.68                 45.58%       9.240%            359           74.44%           74.44%             589       43.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         1              684,250.00                   3.12       10.250            357            85.00            85.00             640        34.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                          1              586,499.63                   2.67        7.500            356            85.00            85.00             593        53.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                                9            2,079,649.18                   9.47        8.711            359            71.48            71.48             615        41.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED 5YR-IO                                                         1              150,000.00                   0.68        5.975            357            75.00            75.00             700        42.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 2              305,573.50                   1.39       10.277            357            93.35            93.35             584        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                          16            5,810,015.05                  26.45        8.602            359            80.10            80.10             620        44.72
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                           2              792,831.22                   3.61        9.100            359            74.28            74.28             537        46.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                             2              795,845.45                   3.62       10.319            359            78.14            78.14             552        48.34
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                           2              410,446.14                   1.87        7.900            359            76.47            76.47             611        47.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                             2              337,478.30                   1.54       10.337            359            87.00            87.00             563        44.02
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1             $150,000.00                  0.68%       5.975%            357           75.00%           75.00%             700       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           1              487,558.83                   2.22        6.500            359            84.87            84.87             694        42.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           2              602,238.56                   2.74        6.794            358            73.67            73.67             702        41.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           2              881,590.28                   4.01        7.366            357            83.33            83.33             600        48.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           9            2,895,566.32                  13.18        7.818            359            74.08            74.08             646        41.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           9            2,605,699.01                  11.86        8.266            359            68.21            68.21             578        42.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          10            3,905,559.95                  17.78        8.750            359            78.18            78.18             600        45.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           8            2,005,006.91                   9.13        9.214            359            82.86            82.86             610        47.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         11            2,336,266.49                  10.64        9.721            358            75.92            75.92             566        46.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        14            4,512,708.55                  20.55       10.236            359            76.87            76.87             579        43.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         2              752,836.59                   3.43       10.707            359            83.27            83.27             554        41.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         1               75,723.80                   0.34       11.140            359            69.50            69.50             556        49.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         4              583,192.11                   2.66       11.729            359            77.94            77.94             537        32.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1              170,859.75                   0.78       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.975%
Maximum: 12.250%
Weighted Average: 9.024%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                  7             $518,884.63                  2.36%       9.948%            358           73.54%           73.54%             572       38.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                 9            1,242,682.40                   5.66        9.234            358            76.94            76.94             599        39.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                 8            1,398,981.91                   6.37        9.772            359            72.05            72.05             588        37.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                 8            1,856,291.72                   8.45        9.667            359            73.25            73.25             574        43.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                16            4,325,691.73                  19.69        8.874            359            79.53            79.53             604        43.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                 7            2,269,734.78                  10.33        8.936            359            65.07            65.07             583        45.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                 3            1,171,748.41                   5.33        8.213            359            71.21            71.21             620        41.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 2              829,723.85                   3.78        9.406            359            55.68            55.68             543        49.43
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 4            1,935,867.80                   8.81        8.961            359            83.73            83.73             590        48.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 4            2,111,720.28                   9.61        9.307            359            82.87            82.87             576        41.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                                 2            1,139,181.46                   5.19        8.106            357            77.72            77.72             587        53.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                                 4            2,480,048.18                  11.29        8.313            359            85.99            85.99             663        46.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                                 1              684,250.00                   3.12       10.250            357            85.00            85.00             640        34.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $51,984.56
Maximum: $684,250.00
Weighted Average: $292,864.10


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 355 Months
Maximum: 359 Months
Weighted Average: 359 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                           2             $429,755.26                  1.96%       8.919%            359           49.14%           49.14%             547       30.23%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                           2              748,707.44                   3.41        8.658            359            52.41            52.41             548        54.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           6            1,654,277.99                   7.53        8.908            359            59.06            59.06             579        44.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                           7            1,447,132.12                   6.59        8.211            359            63.75            63.75             617        38.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                           7            1,727,504.35                   7.86        9.826            359            69.65            69.65             572        46.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          14            3,812,531.81                  17.36        8.875            359            74.28            74.28             593        44.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          13            3,566,263.63                  16.24        9.588            359            79.94            79.94             588        44.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                          10            4,105,160.08                  18.69        8.705            358            84.58            84.58             601        42.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                          13            4,302,614.72                  19.59        8.936            359            89.64            89.64             636        44.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          1              170,859.75                   0.78       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 48.57%
Maximum: 100.00%
Weighted Average: 76.89%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             14           $3,362,972.93                 15.31%       9.133%            359           74.77%           74.77%             598       43.25%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                          37           12,085,183.51                  55.02        8.873            359            77.95            77.95             610        43.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          12            3,481,952.77                  15.85        9.147            359            78.11            78.11             575        46.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           6            1,808,341.39                   8.23        8.715            358            72.99            72.99             588        51.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           5            1,130,485.53                   5.15       10.354            358            75.69            75.69             568        35.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1               95,871.02                   0.44        9.990            357            61.94            61.94             560        14.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.250%
Maximum: 7.400%
Non-Zero Weighted Average: 5.715%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             14           $3,362,972.93                 15.31%       9.133%            359           74.77%           74.77%             598       43.25%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           1              487,558.83                   2.22        6.500            359            84.87            84.87             694        42.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              341,112.12                   1.55        6.790            359            65.00            65.00             657        45.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           2              881,590.28                   4.01        7.366            357            83.33            83.33             600        48.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           6            2,093,616.38                   9.53        7.788            359            80.95            80.95             659        43.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           8            2,350,855.41                  10.70        8.247            359            66.39            66.39             576        43.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          10            3,905,559.95                  17.78        8.750            359            78.18            78.18             600        45.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           8            2,005,006.91                   9.13        9.214            359            82.86            82.86             610        47.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         10            2,073,894.26                   9.44        9.743            358            76.03            76.03             561        45.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                         9            3,092,331.23                  14.08       10.221            359            75.46            75.46             591        42.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         2              752,836.59                   3.43       10.707            359            83.27            83.27             554        41.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         1               75,723.80                   0.34       11.140            359            69.50            69.50             556        49.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         2              370,888.71                   1.69       11.788            359            73.77            73.77             522        26.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1              170,859.75                   0.78       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6.500%
Maximum: 12.250%
Non-Zero Weighted Average: 9.005%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             14           $3,362,972.93                 15.31%       9.133%            359           74.77%           74.77%             598       43.25%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1              487,558.83                   2.22        6.500            359            84.87            84.87             694        42.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                         1              341,112.12                   1.55        6.790            359            65.00            65.00             657        45.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         2              881,590.28                   4.01        7.366            357            83.33            83.33             600        48.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                         7            2,646,298.21                  12.05        7.989            359            78.66            78.66             643        45.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                         8            2,350,855.41                  10.70        8.247            359            66.39            66.39             576        43.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                         8            2,873,426.76                  13.08        8.741            359            79.45            79.45             605        42.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                         7            1,901,770.97                   8.66        9.203            359            82.47            82.47             607        47.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        11            2,553,345.62                  11.62        9.566            358            76.78            76.78             566        47.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        10            3,195,567.17                  14.55       10.195            358            75.93            75.93             594        42.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                         2              752,836.59                   3.43       10.707            359            83.27            83.27             554        41.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         1               75,723.80                   0.34       11.140            359            69.50            69.50             556        49.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                         2              370,888.71                   1.69       11.788            359            73.77            73.77             522        26.21
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         1              170,859.75                   0.78       12.250            357           100.00           100.00             610        40.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 12.500%
Maximum: 18.250%
Non-Zero Weighted Average: 15.006%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             14           $3,362,972.93                 15.31%       9.133%            359           74.77%           74.77%             598       43.25%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  61           18,601,834.22                  84.69        9.005            359            77.28            77.28             599        44.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             14           $3,362,972.93                 15.31%       9.133%            359           74.77%           74.77%             598       43.25%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                  60           18,498,598.28                  84.22        9.002            359            77.21            77.21             598        44.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   1              103,235.94                   0.47        9.400            355            90.00            90.00             664        39.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.003%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             14           $3,362,972.93                 15.31%       9.133%            359           74.77%           74.77%             598       43.25%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           1              103,235.94                   0.47        9.400            355            90.00            90.00             664        39.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          1              586,499.63                   2.67        7.500            356            85.00            85.00             593        53.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                             6            1,551,648.72                   7.06        9.933            357            77.37            77.37             600        38.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                             2              773,294.18                   3.52        8.591            358            73.89            73.89             600        50.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                              47           14,488,751.03                  65.96        8.953            359            76.87            76.87             602        43.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             2              305,573.50                   1.39       10.277            357            93.35            93.35             584        42.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               2              792,831.22                   3.61        9.100            359            74.28            74.28             537        46.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                      1             $150,000.00                  0.68%       5.975%            357           75.00%           75.00%             700       42.89%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                     14            6,272,738.66                  28.56        8.695            358            79.85            79.85             603        43.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      9            1,745,529.75                   7.95        9.637            359            71.66            71.66             576        44.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
DC                                                                      1              314,867.62                   1.43       10.240            359            70.00            70.00             595        54.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                      5            1,223,413.33                   5.57        9.809            359            74.35            74.35             578        38.35
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                     14            3,689,858.48                  16.80        8.851            359            79.68            79.68             589        43.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      1              248,948.23                   1.13        9.750            357            71.23            71.23             523        45.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                      8            2,896,847.49                  13.19        9.408            359            85.00            85.00             637        44.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NY                                                                     12            3,988,232.23                  18.16        8.649            359            70.65            70.65             606        46.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      1              139,958.58                   0.64       11.850            359            80.00            80.00             528        13.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                      1              103,235.94                   0.47        9.400            355            90.00            90.00             664        39.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WA                                                                      3              714,542.30                   3.25        8.801            359            56.96            56.96             530        45.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WI                                                                      5              476,634.54                   2.17       10.439            358            79.26            79.26             570        41.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 13


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                    15           $3,582,342.55                 16.31%      10.088%            359           72.84%           72.84%             588       38.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                         60           18,382,464.60                  83.69        8.817            359            77.68            77.68             601        44.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                               65          $19,045,833.21                 86.71%       9.065%            359           76.23%           76.23%             595       43.74%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                                7            1,702,791.95                   7.75        9.106            358            87.12            87.12             645        41.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                               3            1,216,181.99                   5.54        8.272            357            73.00            73.00             593        50.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                 37           $9,439,413.14                 42.98%       8.713%            359           77.13%           77.13%             598       42.72%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   38           12,525,394.01                  57.02        9.259            359            76.71            76.71             599        44.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                      29           $8,483,500.49                 38.62%       9.072%            359           82.11%           82.11%             609       44.46%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                     10            3,647,617.14                  16.61        8.673            359            71.05            71.05             606        45.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                     26            7,550,517.52                  34.38        8.950            358            73.19            73.19             592        41.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                     10            2,283,172.00                  10.39        9.654            359            79.09            79.09             570        46.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 23 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                      75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                               7           $1,557,315.08                  7.09%      10.285%            359           72.91%           72.91%             522       43.09%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                               8            2,113,394.47                   9.62        9.224            359            72.31            72.31             536        43.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                              15            3,921,437.04                  17.85        9.721            359            69.22            69.22             561        43.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                              15            5,220,440.99                  23.77        9.089            359            80.56            80.56             589        48.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                              14            3,745,163.74                  17.05        8.633            359            78.12            78.12             613        41.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                               5            2,041,344.45                   9.29        8.985            358            77.70            77.70             639        40.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                               6            1,703,863.79                   7.76        8.620            359            81.12            81.12             663        41.77
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                               3              786,218.72                   3.58        6.778            359            81.00            81.00             694        41.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               1              614,502.43                   2.80        7.600            359            90.00            90.00             746        45.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
751 - 775                                                               1              261,126.44                   1.19        6.799            357            85.00            85.00             761        36.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 512
Maximum: 761
Weighted Average: 599


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            2             $235,829.60                  1.07%      11.094%            358           72.66%           72.66%             541       13.65%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20.00 - 24.99                                                           3              536,742.20                   2.44        9.309            359            64.78            64.78             567        23.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                           8            2,522,461.26                  11.48        9.404            358            74.47            74.47             585        34.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          11            2,609,065.81                  11.88        8.328            359            76.54            76.54             638        37.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                          15            3,692,753.74                  16.81        8.982            359            78.25            78.25             613        42.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                          24            8,063,375.60                  36.71        9.123            359            80.53            80.53             603        46.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                          12            4,304,578.94                  19.60        8.927            358            72.28            72.28             571        53.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 75          $21,964,807.15                100.00%       9.024%            359           76.89%           76.89%             599       43.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 13.04%
Maximum: 54.84%
Weighted Average: 43.94%

2007-HE1
Carrington Capital Management, LLC
Condominium

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 20
Aggregate Principal Balance ($): 3,601,980
Weighted Average Current Mortgage Rate (%): 8.369
Non-Zero Weighted Average Margin (%): 5.633
Non-Zero Weighted Average Maximum Rate (%): 14.319
Non-Zero Weighted Average Original Months to Roll: 29
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 357
Weighted Average Combined Original LTV (%): 77.68
% First Liens: 98.09
% Owner Occupied: 94.61
% Purchase: 10.66
% Full/Alt Documentation: 46.78
Weighted Average Credit Score: 613


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                 3             $324,415.52                  9.01%      11.395%            357           57.22%           57.22%             518       36.02%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 10YR-IO                                                         1              207,450.00                   5.76        7.775            358            89.81            89.81             611        54.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM Recast                                                          1              157,530.22                   4.37        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                                5              371,304.97                  10.31        9.018            357            74.36            74.36             620        37.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 1              324,172.15                   9.00        6.850            357            87.84            87.84             678        37.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          2              609,000.00                  16.91        6.703            356            85.15            85.15             681        45.95
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                           5            1,219,785.25                  33.86        9.236            358            67.73            67.73             572        47.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                           2              388,321.55                  10.78        6.744            358            82.90            97.10             659        44.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1             $209,000.00                  5.80%       5.675%            357           95.00%           95.00%             735       54.65%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           4              830,675.85                  23.06        6.763            357            81.86            88.50             673        42.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1              400,000.00                  11.11        7.240            356            80.00            80.00             653        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           1              207,450.00                   5.76        7.775            358            89.81            89.81             611        54.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           3              654,784.75                  18.18        8.340            358            77.70            77.70             592        49.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                           1               49,971.96                   1.39        8.875            359            72.46            72.46             554        38.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           1              238,563.21                   6.62        9.400            357            70.00            70.00             531        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          4              618,153.87                  17.16        9.911            357            63.34            63.34             568        36.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         1              104,960.03                   2.91       10.700            359            45.65            45.65             517        44.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         1               79,890.43                   2.22       11.250            356            58.82            58.82             531        30.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              139,565.06                   3.87       12.000            357            65.00            65.00             512        32.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1               68,964.50                   1.91       12.500            358           100.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.675%
Maximum: 12.500%
Weighted Average: 8.369%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        2              $89,843.99                  2.49%       8.620%            357           64.96%           64.96%             578       34.47%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                  5              437,220.80                  12.14       10.505            358            77.06            77.06             587        34.29
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                 4              475,144.35                  13.19        9.177            357            65.91            65.91             601        40.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                 1              157,530.22                   4.37        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                 3              655,013.21                  18.18        7.697            357            84.25            84.25             621        54.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                 1              275,884.44                   7.66        6.650            358            80.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                 2              653,960.15                  18.16        8.433            356            69.62            69.62             613        39.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                 1              400,000.00                  11.11        7.240            356            80.00            80.00             653        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 1              457,382.50                  12.70        8.375            359            75.00            75.00             589        49.98
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $39,872.03
Maximum: $457,382.50
Weighted Average: $180,098.98


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 355 Months
Maximum: 359 Months
Weighted Average: 357 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                           1             $104,960.03                  2.91%      10.700%            359           45.65%           45.65%             517       44.62%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                           1              329,788.00                   9.16        9.990            356            51.72            51.72             550        40.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           2              119,762.46                   3.32       10.268            356            57.73            57.73             557        30.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                           2              257,747.21                   7.16        9.517            357            63.64            63.64             601        42.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                           2              335,145.83                   9.30        9.450            358            70.00            70.00             558        53.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                           2              507,354.46                  14.09        8.424            359            74.75            74.75             586        48.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                           3              591,783.25                  16.43        8.117            357            79.99            79.99             626        35.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                           3              644,059.26                  17.88        7.170            357            88.85            88.85             657        42.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           2              366,530.22                  10.18        6.782            357            93.35            93.35             675        53.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          2              344,848.94                   9.57        7.820            358            84.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 45.65%
Maximum: 100.00%
Weighted Average: 77.68%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              5             $371,304.97                 10.31%       9.018%            357           74.36%           74.36%             620       37.49%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000                                                           1              209,000.00                   5.80        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           3              712,493.70                  19.78        6.792            357            85.15            92.89             667        41.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                           4              858,884.04                  23.84        8.548            359            78.57            78.57             601        49.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           4              974,313.09                  27.05        9.225            356            64.58            64.58             583        40.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              157,530.22                   4.37        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           2              318,453.64                   8.84        9.864            357            67.20            67.20             531        48.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 3.675%
Maximum: 7.500%
Non-Zero Weighted Average: 5.633%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              5             $371,304.97                 10.31%       9.018%            357           74.36%           74.36%             620       37.49%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           1              209,000.00                   5.80        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           3              712,493.70                  19.78        6.792            357            85.15            92.89             667        41.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1              400,000.00                  11.11        7.240            356            80.00            80.00             653        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           1              207,450.00                   5.76        7.775            358            89.81            89.81             611        54.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           2              614,912.72                  17.07        8.343            358            79.14            79.14             591        50.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           1              238,563.21                   6.62        9.400            357            70.00            70.00             531        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          3              523,839.54                  14.54        9.913            357            60.34            60.34             575        41.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         1              104,960.03                   2.91       10.700            359            45.65            45.65             517        44.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                                         1               79,890.43                   2.22       11.250            356            58.82            58.82             531        30.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              139,565.06                   3.87       12.000            357            65.00            65.00             512        32.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 5.675%
Maximum: 12.000%
Non-Zero Weighted Average: 8.294%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              5             $371,304.97                 10.31%       9.018%            357           74.36%           74.36%             620       37.49%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              209,000.00                   5.80        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.501 - 13.000                                                         3              712,493.70                  19.78        6.792            357            85.15            92.89             667        41.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         1              400,000.00                  11.11        7.240            356            80.00            80.00             653        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                         1              207,450.00                   5.76        7.775            358            89.81            89.81             611        54.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                         2              614,912.72                  17.07        8.343            358            79.14            79.14             591        50.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                         1              238,563.21                   6.62        9.400            357            70.00            70.00             531        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                         3              523,839.54                  14.54        9.913            357            60.34            60.34             575        41.03
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                         1              104,960.03                   2.91       10.700            359            45.65            45.65             517        44.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                         1              139,565.06                   3.87       12.000            357            65.00            65.00             512        32.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         1               79,890.43                   2.22       11.250            356            58.82            58.82             531        30.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 11.675%
Maximum: 18.250%
Non-Zero Weighted Average: 14.319%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              5             $371,304.97                 10.31%       9.018%            357           74.36%           74.36%             620       37.49%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  15            3,230,674.69                  89.69        8.294            357            76.36            78.06             612        45.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              5             $371,304.97                 10.31%       9.018%            357           74.36%           74.36%             620       37.49%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                  14            3,150,784.26                  87.47        8.220            357            76.80            78.55             614        45.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   1               79,890.43                   2.22       11.250            356            58.82            58.82             531        30.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 1.500%
Non-Zero Weighted Average: 1.012%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              5             $371,304.97                 10.31%       9.018%            357           74.36%           74.36%             620       37.49%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          3              567,208.65                  15.75        9.684            356            63.67            63.67             560        42.45
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                             2              378,128.27                  10.50       10.360            357            68.15            68.15             524        46.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                             2              304,918.92                   8.47        8.482            358            86.65            86.65             611        47.83
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                               3              658,925.15                  18.29        8.921            359            69.59            69.59             583        49.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2010                                                          1              400,000.00                  11.11        7.240            356            80.00            80.00             653        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             3              645,609.26                  17.92        6.491            357            90.53            90.53             697        42.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                             1              275,884.44                   7.66        6.650            358            80.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                      4           $1,511,342.65                 41.96%       8.100%            357           74.00%           74.00%             617       43.00%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CT                                                                      2              288,535.17                   8.01        9.309            357            70.43            70.43             535        51.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                      8              892,998.32                  24.79        8.456            357            75.97            75.97             640        42.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MD                                                                      2              344,848.94                   9.57        7.820            358            84.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      1               94,314.33                   2.62        9.900            358            80.00            80.00             527        11.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NJ                                                                      1              104,960.03                   2.91       10.700            359            45.65            45.65             517        44.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
NV                                                                      1              157,530.22                   4.37        8.250            356            91.16            91.16             596        52.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                      1              207,450.00                   5.76        7.775            358            89.81            89.81             611        54.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 8


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     1              $97,468.92                  2.71%       9.988%            358           79.92%           79.92%             611       33.85%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                         18            3,407,928.12                  94.61        8.289            357            76.22            77.84             612        44.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                             1               96,582.62                   2.68        9.575            359            70.00            70.00             623        49.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                            20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                               14           $2,676,179.07                 74.30%       8.350%            357           74.77%           76.83%             615       43.24%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                                3              383,923.05                  10.66        8.951            358            78.38            78.38             597        48.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                               3              541,877.54                  15.04        8.050            357            81.38            81.38             609        47.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                 11           $1,684,906.84                 46.78%       7.821%            357           83.13%           86.41%             638       44.55%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                    9            1,917,072.82                  53.22        8.851            357            70.01            70.01             590        44.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                       3             $449,808.97                 12.49%       8.492%            358           75.05%           87.32%             619       47.91%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                                      1              139,565.06                   3.87       12.000            357            65.00            65.00             512        32.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                      7            1,584,765.47                  44.00        8.947            358            72.95            72.95             579        48.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                      9            1,427,840.16                  39.64        7.334            357            81.15            81.15             657        39.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 29 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                      19           $3,533,015.16                 98.09%       8.288%            357           75.69%           77.25%             612       44.27%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                       1               68,964.50                   1.91       12.500            358           100.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                               2             $244,525.09                  6.79%      11.442%            358           56.69%           56.69%             514       37.81%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
526 - 550                                                               4              742,555.97                  20.62        9.925            357            61.95            61.95             539        40.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                               1               49,971.96                   1.39        8.875            359            72.46            72.46             554        38.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                               2              614,912.72                  17.07        8.343            358            79.14            79.14             591        50.55
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                               4              441,373.57                  12.25        8.705            358            80.20            80.20             613        46.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
626 - 650                                                               2              344,848.94                   9.57        7.820            358            84.00           100.00             650        48.91
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                               1              400,000.00                  11.11        7.240            356            80.00            80.00             653        41.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
676 - 700                                                               2              436,609.26                  12.12        6.882            357            88.40            88.40             679        36.20
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
701 - 725                                                               1              118,182.15                   3.28        6.585            357            62.04            62.04             707        53.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
726 - 750                                                               1              209,000.00                   5.80        5.675            357            95.00            95.00             735        54.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 512
Maximum: 735
Weighted Average: 613


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            1              $94,314.33                  2.62%       9.900%            358           80.00%           80.00%             527       11.69%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                           1               39,872.03                   1.11        8.300            355            55.56            55.56             609        29.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                           4              429,361.52                  11.92       10.088            357            73.78            73.78             582        32.49
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                           2              374,144.11                  10.39        7.120            357            85.79            85.79             661        37.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                           3              834,748.03                  23.17        8.762            356            64.51            64.51             595        41.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                           4              898,814.06                  24.95        8.291            359            77.92            84.05             616        49.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                           5              930,725.58                  25.84        7.649            357            82.60            82.60             628        54.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 20           $3,601,979.66                100.00%       8.369%            357           76.15%           77.68%             613       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 11.69%
Maximum: 54.65%
Weighted Average: 44.36%

2007-HE1
Carrington Capital Management, LLC
Seasoned greater than 5 Months

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 15
Aggregate Principal Balance ($): 2,335,857
Weighted Average Current Mortgage Rate (%): 8.771
Non-Zero Weighted Average Margin (%): 5.444
Non-Zero Weighted Average Maximum Rate (%): 15.273
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 355
Weighted Average Combined Original LTV (%): 78.68
% First Liens: 100.00
% Owner Occupied: 94.23
% Purchase: 48.11
% Full/Alt Documentation: 31.00
Weighted Average Credit Score: 597


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                 6             $807,697.20                 34.58%       9.286%            355           86.69%           86.69%             582       44.70%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                          3              680,600.00                  29.14        8.224            355            82.80            87.66             618        41.68
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Fixed 10YR-IO                                                        1              100,998.58                   4.32        7.750            355            31.56            31.56             657        52.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                                1               39,872.03                   1.71        8.300            355            55.56            55.56             609        29.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 1              240,124.90                  10.28        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                           3              466,564.11                  19.97        9.787            355            63.22            63.22             549        40.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           2             $405,324.90                 17.35%       7.156%            354           80.00%           88.15%             656       32.56%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           2              316,598.58                  13.55        7.920            355            61.13            61.13             622        40.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                           1               39,872.03                   1.71        8.300            355            55.56            55.56             609        29.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                           4              697,588.27                  29.86        8.915            355            88.89            88.89             592        45.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           3              373,955.89                  16.01        9.228            355            82.77            82.77             600        38.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          2              306,672.99                  13.13        9.763            355            83.78            83.78             552        46.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         1              195,844.16                   8.38       10.650            354            40.00            40.00             512        45.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 7.125%
Maximum: 10.650%
Weighted Average: 8.771%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        1              $39,872.03                  1.71%       8.300%            355           55.56%           55.56%             609       29.48%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                  1               75,788.18                   3.24        8.975            355            80.00            80.00             551        46.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                 6              742,274.71                  31.78        9.059            355            79.31            79.31             599        42.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                 4              722,397.00                  30.93        9.183            355            70.57            75.15             575        44.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                 2              455,724.90                  19.51        7.539            354            77.63            77.63             630        30.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                 1              299,800.00                  12.83        8.950            355            89.97            89.97             603        46.40
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $39,872.03
Maximum: $299,800.00
Weighted Average: $155,723.79


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 360 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                              15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 354 Months
Maximum: 355 Months
Weighted Average: 355 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                           1             $100,998.58                  4.32%       7.750%            355           31.56%           31.56%             657       52.67%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           1              195,844.16                   8.38       10.650            354            40.00            40.00             512        45.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           1               39,872.03                   1.71        8.300            355            55.56            55.56             609        29.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                           3              522,543.44                  22.37        8.842            355            74.99            74.99             577        38.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                           2              315,913.08                  13.52        7.569            354            80.00            80.00             629        30.86
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                           1              135,861.02                   5.82        9.200            355            85.00            85.00             551        44.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                           4              725,036.03                  31.04        8.977            355            89.98            89.98             607        44.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                           1              134,588.48                   5.76        9.875            355            95.00            95.00             588        42.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          1              165,200.00                   7.07        7.200            355            80.00           100.00             661        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 31.56%
Maximum: 100.00%
Weighted Average: 78.68%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              2             $140,870.61                  6.03%       7.906%            355           38.35%           38.35%             643       46.11%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.001 - 2.500                                                           1              240,124.90                  10.28        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                           4              782,720.24                  33.51        8.813            355            86.71            86.71             594        42.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                           6              871,080.05                  37.29        9.558            355            72.59            72.59             571        42.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           1              135,861.02                   5.82        9.200            355            85.00            85.00             551        44.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           1              165,200.00                   7.07        7.200            355            80.00           100.00             661        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 2.250%
Maximum: 6.950%
Non-Zero Weighted Average: 5.444%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              2             $140,870.61                  6.03%       7.906%            355           38.35%           38.35%             643       46.11%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           2              405,324.90                  17.35        7.156            354            80.00            88.15             656        32.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           1              215,600.00                   9.23        8.000            355            74.98            74.98             605        34.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                           4              697,588.27                  29.86        8.915            355            88.89            88.89             592        45.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                           3              373,955.89                  16.01        9.228            355            82.77            82.77             600        38.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                          2              306,672.99                  13.13        9.763            355            83.78            83.78             552        46.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         1              195,844.16                   8.38       10.650            354            40.00            40.00             512        45.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 7.125%
Maximum: 10.650%
Non-Zero Weighted Average: 8.827%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              2             $140,870.61                  6.03%       7.906%            355           38.35%           38.35%             643       46.11%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         2              405,324.90                  17.35        7.156            354            80.00            88.15             656        32.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                         3              424,119.94                  18.16        8.409            355            80.58            80.58             583        40.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                         2              270,719.95                  11.59        9.163            355            80.02            80.02             575        37.52
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                         3              623,656.81                  26.70        9.150            355            91.05            91.05             602        44.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                         1              103,235.94                   4.42        9.400            355            90.00            90.00             664        39.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                         2              367,928.67                  15.75       10.194            354            56.37            56.37             518        46.94
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 13.125%
Maximum: 16.675%
Non-Zero Weighted Average: 15.273%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              2             $140,870.61                  6.03%       7.906%            355           38.35%           38.35%             643       46.11%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                  13            2,194,986.21                  93.97        8.827            355            79.76            81.27             594        40.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              2             $140,870.61                  6.03%       7.906%            355           38.35%           38.35%             643       46.11%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                   7              974,872.53                  41.74        9.156            355            75.40            78.79             575        42.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   5              979,988.78                  41.95        8.916            355            84.04            84.04             598        42.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000                                                                   1              240,124.90                  10.28        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 2.000%
Non-Zero Weighted Average: 1.333%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                              2             $140,870.61                  6.03%       7.906%            355           38.35%           38.35%             643       46.11%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2008                                                          2              328,575.92                  14.07        9.882            354            60.20            60.20             533        46.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                          10            1,626,285.39                  69.62        8.865            355            83.68            85.71             597        41.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2009                                                          1              240,124.90                  10.28        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AL                                                                      1             $132,731.76                  5.68%       8.750%            354           90.00%           90.00%             564       47.71%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
AZ                                                                      2              306,943.44                  13.14        9.433            355            75.00            75.00             557        40.50
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
CA                                                                      1              165,200.00                   7.07        7.200            355            80.00           100.00             661        42.25
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
FL                                                                      4              656,270.61                  28.10        8.414            355            73.97            73.97             612        42.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
GA                                                                      1              134,588.48                   5.76        9.875            355            95.00            95.00             588        42.87
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IA                                                                      1              135,861.02                   5.82        9.200            355            85.00            85.00             551        44.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                      1              240,124.90                  10.28        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MA                                                                      1              195,844.16                   8.38       10.650            354            40.00            40.00             512        45.53
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                      1               75,788.18                   3.24        8.975            355            80.00            80.00             551        46.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TX                                                                      1              189,268.33                   8.10        8.950            355            89.96            89.96             612        42.36
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
VA                                                                      1              103,235.94                   4.42        9.400            355            90.00            90.00             664        39.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 11


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     1             $134,858.93                  5.77%       9.125%            355           75.00%           75.00%             600       30.22%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                         14            2,200,997.89                  94.23        8.749            355            77.41            78.91             597        41.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                           9           $1,247,955.62                 53.43%       9.114%            355           71.80%           74.45%             575       44.36%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                     4              944,793.23                  40.45        8.269            355            84.01            84.01             618        37.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                              1              103,235.94                   4.42        9.400            355            90.00            90.00             664        39.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             1               39,872.03                   1.71        8.300            355            55.56            55.56             609        29.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                                7             $944,719.23                 40.44%       9.034%            355           64.59%           68.09%             578       43.30%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                                6            1,123,817.35                  48.11        8.421            355            84.29            84.29             618        38.48
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                               2              267,320.24                  11.44        9.316            355            92.52            92.52             576        45.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                  6             $724,103.93                 31.00%       8.280%            354           76.52%           76.52%             612       39.15%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                    9            1,611,752.89                  69.00        8.992            355            77.60            79.65             590        42.13
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0                                                                       2             $270,719.95                 11.59%       9.163%            355           80.02%           80.02%             575       37.52%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                                      9            1,512,056.85                  64.73        8.940            355            80.22            82.41             596        43.01
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                                      4              553,080.02                  23.68        8.117            355            67.84            67.84             610        38.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 27 Months


20. Lien Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                      15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


21. Credit Score Range

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
501 - 525                                                               2             $367,928.67                 15.75%      10.194%            354           56.37%           56.37%             518       46.94%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
551 - 575                                                               3              344,380.96                  14.74        8.977            355            85.83            85.83             556        46.30
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
576 - 600                                                               2              269,447.41                  11.54        9.500            355            84.99            84.99             594        36.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
601 - 625                                                               4              744,540.36                  31.87        8.640            355            83.78            83.78             606        41.07
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
651 - 675                                                               4              609,559.42                  26.10        7.634            355            73.67            79.09             658        37.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 512
Maximum: 664
Weighted Average: 597


22. Back Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.00 - 29.99                                                           2             $279,996.93                 11.99%       7.292%            354           76.52%           76.52%             647       26.40%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.00 - 34.99                                                           2              350,458.93                  15.00        8.433            355            74.99            74.99             603        32.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                           1              103,235.94                   4.42        9.400            355            90.00            90.00             664        39.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.00 - 44.99                                                           4              624,917.83                  26.75        8.741            355            87.33            92.62             607        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.00 - 49.99                                                           5              876,248.61                  37.51        9.444            355            75.00            75.00             557        46.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.00 - 54.99                                                           1              100,998.58                   4.32        7.750            355            31.56            31.56             657        52.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                 15           $2,335,856.82                100.00%       8.771%            355           77.27%           78.68%             597       41.21%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 25.89%
Maximum: 52.67%
Weighted Average: 41.21%

2007-HE1
Carrington Capital Management, LLC
In the State of Il, IN, MI, OH or PA

1. Summary Statistics

Cut-Off Date: 6/1/2007
Number of Mortgage Loans: 185
Aggregate Principal Balance ($): 35,508,998
Weighted Average Current Mortgage Rate (%): 9.197
Non-Zero Weighted Average Margin (%): 5.453
Non-Zero Weighted Average Maximum Rate (%): 15.190
Non-Zero Weighted Average Original Months to Roll: 25
Weighted Average Stated Original Term (months): 360
Weighted Average Stated Remaining Term (months): 359
Weighted Average Combined Original LTV (%): 80.05
% First Liens: 99.88
% Owner Occupied: 98.20
% Purchase: 5.02
% Full/Alt Documentation: 77.88
Weighted Average Credit Score: 580


2. Product Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Product Type                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 FIXED                                                                1              $83,405.10                  0.23%       7.352%            297           82.30%           82.30%             659       37.57%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM                                                                78           13,605,018.27                  38.31        9.489            359            77.46            77.46             564        44.32
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2YR-ARM 5YR-IO                                                          4            2,092,200.00                   5.89        8.527            359            78.90            78.90             619        45.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 FIXED                                                               28            3,755,735.73                  10.58        8.925            359            76.20            76.95             583        40.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM                                                                 6            1,206,997.72                   3.40        9.090            357            86.45            86.45             626        38.56
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3YR-ARM 5YR-IO                                                          1              379,500.00                   1.07        8.340            359            84.33            84.33             602        54.16
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 2YR-ARM                                                          37            7,914,404.06                  22.29        9.055            359            82.41            82.41             584        43.26
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 3YR-ARM                                                           1              184,460.46                   0.52        8.990            359            90.00            90.00             553        49.70
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40/30 FIXED                                                            19            3,840,743.34                  10.82        9.527            359            82.12            82.12             571        46.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 2YR-ARM                                                           6            1,621,195.88                   4.57        8.808            359            81.94            81.94             600        44.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 3YR-ARM                                                           2              432,367.94                   1.22        7.997            358            85.93            94.07             596        49.39
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50/30 FIXED                                                             2              392,969.26                   1.11        9.477            359            85.31            85.31             595        44.44
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


3. Current Gross Mortgage Rate (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Mortgage Rate (%)                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           5           $1,080,868.75                  3.04%       7.129%            353           79.86%           79.86%             618       40.39%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                          12            2,498,488.62                   7.04        7.918            359            83.31            84.71             620        43.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          18            3,738,541.17                  10.53        8.277            359            76.87            77.62             598        45.88
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          34            7,836,443.79                  22.07        8.727            359            78.49            78.49             598        42.14
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          32            5,835,244.67                  16.43        9.278            359            81.61            81.61             575        45.78
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         50            9,144,530.03                  25.75        9.822            359            81.24            81.24             563        44.00
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        23            4,024,390.50                  11.33       10.201            359            77.90            77.90             553        44.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         8            1,076,590.96                   3.03       10.636            359            79.82            79.82             528        46.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              139,958.58                   0.39       11.850            359            80.00            80.00             528        13.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         2              133,940.69                   0.38       12.231            358            70.61            70.61             546        44.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 7.075%
Maximum: 12.500%
Weighted Average: 9.197%


4. Current Unpaid Principal Balance ($)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Unpaid Principal Balance ($)                                Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                        3             $143,922.21                  0.41%      10.830%            358           70.35%           70.35%             574       37.53%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                                 32            2,606,217.06                   7.34        9.516            357            77.44            77.44             567        36.05
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                                50            6,241,658.44                  17.58        9.297            359            78.34            78.78             574        42.08
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                                31            5,460,890.57                  15.38        9.325            359            81.67            82.32             578        44.61
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                                26            5,762,076.11                  16.23        9.187            359            77.89            77.89             584        43.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                                21            5,745,145.36                  16.18        9.197            359            83.89            83.89             578        45.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                                 5            1,605,935.33                   4.52        9.648            359            67.85            67.85             571        46.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                                 9            3,361,881.22                   9.47        8.691            359            82.05            82.05             577        47.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                                 2              833,396.23                   2.35        9.697            359            83.84            83.84             560        47.92
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                                 2              975,429.17                   2.75        8.672            359            81.75            81.75             600        53.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                                 2            1,021,251.85                   2.88        8.565            359            90.00            90.00             610        35.46
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                                 1              701,194.21                   1.97        9.190            359            85.00            85.00             588        42.59
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01 greater than or equal to                                   1            1,050,000.00                   2.96        8.625            359            69.08            69.08             622        45.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: $43,965.88
Maximum: $1,050,000.00
Weighted Average: $191,940.53


5. Original Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Term (months)                                              Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               1              $83,405.10                  0.23%       7.352%            297           82.30%           82.30%             659       37.57%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             184           35,425,592.66                  99.77        9.201            359            79.86            80.04             579        43.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 300 Months
Maximum: 360 Months
Weighted Average: 360 Months


6. Remaining Term (months)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Remaining Term (months)                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
241 - 300                                                               1              $83,405.10                  0.23%       7.352%            297           82.30%           82.30%             659       37.57%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
301 - 360                                                             184           35,425,592.66                  99.77        9.201            359            79.86            80.04             579        43.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 297 Months
Maximum: 359 Months
Weighted Average: 359 Months


7. Combined Original Loan-to-Value Ratio (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Combined Original Loan-to-Value Ratio (%)                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00                                                           1             $329,855.56                  0.93%      10.050%            359           26.61%           26.61%             550       48.64%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                           1               49,980.93                   0.14       10.690            359            40.00            40.00             518        51.75
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                           3              379,847.17                   1.07        9.355            359            47.21            47.21             530        49.19
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                           2              232,027.06                   0.65        9.428            359            52.43            52.43             558        47.62
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                           6            1,040,741.78                   2.93        8.514            359            57.21            57.21             589        46.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                           8            1,212,719.86                   3.42        8.753            359            63.64            63.64             590        40.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                          12            2,839,217.40                   8.00        9.097            359            68.89            68.89             588        43.37
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                          19            3,461,353.48                   9.75        9.563            359            74.13            74.13             566        45.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                          41            7,798,039.74                  21.96        9.199            359            79.66            79.66             560        43.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                          41            7,956,161.53                  22.41        9.166            358            84.55            84.55             575        43.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                          48            9,849,338.29                  27.74        9.222            359            89.63            89.63             601        44.17
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                          3              359,714.96                   1.01        8.596            357            82.44           100.00             624        46.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 26.61%
Maximum: 100.00%
Weighted Average: 80.05%


8. Current Gross Margin (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Current Gross Margin (%)                                            Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             50           $8,072,853.43                 22.73%       9.222%            358           79.52%           79.87%             579       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.001 - 2.500                                                           1              240,124.90                   0.68        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500                                                           1              178,287.81                   0.50        8.610            358            85.00            85.00             676        42.96
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000                                                           1              170,951.58                   0.48        8.040            359            90.00            90.00             620        40.80
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                                          98           19,842,676.94                  55.88        9.312            359            79.07            79.07             574        44.47
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                                          25            5,825,068.15                  16.40        8.777            359            83.38            83.98             596        44.28
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                                           5              658,308.93                   1.85        9.374            359            75.48            75.48             585        44.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                                           3              327,289.39                   0.92       10.732            359            69.12            69.12             527        34.27
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           1              193,436.63                   0.54       10.000            358            90.00            90.00             563        43.57
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 2.250%
Maximum: 7.500%
Non-Zero Weighted Average: 5.453%


9. Minimum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Minimum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             50           $8,072,853.43                 22.73%       9.222%            358           79.52%           79.87%             579       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                                           4              997,463.65                   2.81        7.110            358            79.66            79.66             614        40.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                                           9            1,968,531.06                   5.54        7.910            359            84.77            86.55             615        45.65
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                                          11            2,212,722.20                   6.23        8.292            359            78.55            78.55             600        47.12
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                                          23            6,231,175.60                  17.55        8.706            359            79.57            79.57             602        42.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                                          25            4,786,760.02                  13.48        9.284            359            81.15            81.15             576        45.67
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                                         39            7,622,752.31                  21.47        9.813            359            81.10            81.10             562        44.54
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                                        15            2,550,483.03                   7.18       10.184            359            74.85            74.85             557        43.22
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                                         7              836,323.07                   2.36       10.660            359            76.89            76.89             517        44.58
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                                         1              139,958.58                   0.39       11.850            359            80.00            80.00             528        13.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500                                                         1               89,974.81                   0.25       12.100            359            56.25            56.25             507        46.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 7.075%
Maximum: 12.100%
Non-Zero Weighted Average: 9.190%


10. Maximum Mortgage Rates (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Maximum Mortgage Rates (%)                                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             50           $8,072,853.43                 22.73%       9.222%            358           79.52%           79.87%             579       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                                         4              997,463.65                   2.81        7.110            358            79.66            79.66             614        40.63
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                                        10            2,290,861.16                   6.45        8.056            359            84.10            85.63             618        44.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                                        13            2,403,874.93                   6.77        8.376            359            79.46            79.46             600        46.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                                        23            6,009,149.17                  16.92        8.711            359            79.72            79.72             599        42.76
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                                        21            4,400,583.23                  12.39        9.280            359            80.97            80.97             574        46.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                                        36            7,218,954.50                  20.33        9.811            359            80.82            80.82             562        44.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                                        16            2,632,539.35                   7.41       10.112            359            75.07            75.07             561        43.31
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                                         9            1,139,817.21                   3.21       10.446            358            79.05            79.05             530        43.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                                         1              112,967.74                   0.32       10.350            358            72.90            72.90             530        20.15
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                                         1              139,958.58                   0.39       11.850            359            80.00            80.00             528        13.04
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                                         1               89,974.81                   0.25       12.100            359            56.25            56.25             507        46.41
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 13.075%
Maximum: 18.100%
Non-Zero Weighted Average: 15.190%


11. Initial Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Cap (%)                                                     Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             50           $8,072,853.43                 22.73%       9.222%            358           79.52%           79.87%             579       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                 135           27,436,144.33                  77.27        9.190            359            79.97            80.10             580        44.10
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.500%
Maximum: 1.500%
Non-Zero Weighted Average: 1.500%


12. Periodic Cap (%)

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Periodic Cap (%)                                                    Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             50           $8,072,853.43                 22.73%       9.222%            358           79.52%           79.87%             579       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.000                                                                 131           26,769,463.51                  75.39        9.200            359            79.89            80.02             579        44.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500                                                                   3              426,555.92                   1.20        9.718            357            85.00            85.00             569        36.79
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000                                                                   1              240,124.90                   0.68        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 1.000%
Maximum: 2.000%
Non-Zero Weighted Average: 1.017%


13. Initial Interest Rate Adjustment Date

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Initial Interest Rate Adjustment Date                               Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Fixed Rate                                                             50           $8,072,853.43                 22.73%       9.222%            358           79.52%           79.87%             579       43.14%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
January, 2009                                                           1               75,788.18                   0.21        8.975            355            80.00            80.00             551        46.60
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
February, 2009                                                          1              103,921.98                   0.29        9.600            356            85.00            85.00             557        35.11
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2009                                                             3              352,351.68                   0.99        9.680            357            84.89            84.89             557        41.71
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2009                                                             6            1,151,663.07                   3.24        9.068            358            86.44            86.44             558        45.99
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2009                                                             114           23,549,093.30                  66.32        9.230            359            78.97            78.97             579        44.06
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
December, 2009                                                          1              240,124.90                   0.68        7.125            354            80.00            80.00             653        25.89
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
March, 2010                                                             1              175,932.86                   0.50        7.995            357            80.00           100.00             626        49.18
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
April, 2010                                                             4            1,047,877.48                   2.95        9.035            358            88.20            88.20             609        44.84
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May, 2010                                                               4              739,390.88                   2.08        9.018            359            87.09            87.09             592        48.38
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


14. Geographic Distribution

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Geographic Distribution                                             Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IL                                                                    122          $26,377,644.20                 74.28%       9.187%            359           79.94%           80.08%             582       44.30%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
IN                                                                     10            1,003,028.21                   2.82        8.750            353            80.65            80.65             592        35.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
MI                                                                      9            1,396,356.98                   3.93        9.077            358            79.51            79.51             579        44.42
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PA                                                                     44            6,731,968.37                  18.96        9.326            359            79.54            79.95             568        43.33
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total Geographic Distributions Represented: 4


15. Occupancy

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Occupancy                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment Property                                                     5             $638,554.62                  1.80%      10.043%            359           70.01%           70.01%             577       38.92%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Owner Occupied                                                        180           34,870,443.14                  98.20        9.182            359            80.05            80.23             580        43.97
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


16. Property Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Property Type                                                       Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                         165          $30,807,521.90                 86.76%       9.247%            359           79.81%           80.02%             579       44.27%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                                             15            3,829,817.06                  10.79        8.961            359            79.70            79.70             587        42.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PUD                                                                     4              777,344.47                   2.19        8.316            357            82.99            82.99             575        39.09
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                             1               94,314.33                   0.27        9.900            358            80.00            80.00             527        11.69
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


17. Loan Purpose

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Loan Purpose                                                        Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Cash Out                                                              135          $26,967,404.77                 75.95%       9.150%            359           78.73%           78.96%             579       44.18%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Rate/Term                                                              36            6,759,089.36                  19.03        9.327            358            83.61            83.61             573        43.24
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                               14            1,782,503.63                   5.02        9.420            358            82.95            82.95             610        41.82
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


18. Documentation Type

- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Documentation Type                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full/Alt Documentation                                                148          $27,655,475.81                 77.88%       9.085%            359           80.73%           80.95%             574       43.71%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                   37            7,853,521.95                  22.12        9.593            359            76.86            76.86             601        44.51
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------


19. Original Prepayment Penalty Terms (months)

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                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Original Prepayment Penalty Terms (months)                          Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
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0                                                                     126          $26,659,875.45                 75.08%       9.227%            359           79.65%           79.65%             581       44.21%
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12                                                                      1               98,961.49                   0.28       10.600            359            90.00            90.00             557        27.72
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24                                                                     31            4,557,167.44                  12.83        9.364            359            81.26            81.26             565        43.97
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36                                                                     27            4,192,993.38                  11.81        8.793            357            79.52            81.03             585        42.13
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Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
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Minimum: 0 Months
Maximum: 36 Months
Non-Zero Weighted Average: 30 Months


20. Lien Type

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                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Lien Type                                                           Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                     184          $35,465,031.88                 99.88%       9.193%            359           79.85%           80.02%             580       43.89%
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2                                                                       1               43,965.88                   0.12       12.500            357           100.00           100.00             626        39.36
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Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
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21. Credit Score Range

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                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Credit Score Range                                                  Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
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 less than or equal to 500                                              1             $419,813.80                  1.18%       9.990%            359           77.78%           77.78%             500       52.09%
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501 - 525                                                              31            5,163,128.89                  14.54        9.813            359            76.23            76.23             514        46.15
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526 - 550                                                              26            4,560,530.20                  12.84        9.654            359            74.82            74.82             535        42.24
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551 - 575                                                              29            4,860,093.80                  13.69        9.486            359            83.41            83.41             563        45.90
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576 - 600                                                              36            7,102,484.31                  20.00        9.146            359            79.83            79.83             588        44.18
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601 - 625                                                              35            8,885,927.44                  25.02        8.747            359            81.92            82.23             613        43.14
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626 - 650                                                              17            2,919,121.37                   8.22        8.705            359            81.40            82.60             636        43.75
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651 - 675                                                               7            1,192,463.97                   3.36        8.146            354            81.67            81.67             656        34.04
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676 - 700                                                               3              405,433.98                   1.14        9.312            359            82.23            82.23             685        41.85
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 500
Maximum: 696
Weighted Average: 580


22. Back Ratio (%)

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                                                                                                           % of Mortgage     Weighted       Weighted
                                                                                                            Loan Pool by      Average        Average                          Weighted
                                                                Number of               Aggregate              Aggregate        Gross      Remaining         Weighted          Average        Weighted     Weighted
                                                                 Mortgage            Cut-Off Date           Cut-Off Date     Interest           Term          Average         Combined         Average      Average
Back Ratio (%)                                                      Loans       Principal Balance      Principal Balance         Rate        (months)    Original LTV     Original LTV    Credit Score          DTI
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.00 - 19.99                                                            6             $598,750.49                  1.69%      10.195%            359           79.57%           79.57%             550       14.67%
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20.00 - 24.99                                                           7              802,377.32                   2.26        9.107            359            77.33            77.33             588        22.39
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25.00 - 29.99                                                           7              976,739.39                   2.75        8.977            358            80.14            80.14             569        28.28
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30.00 - 34.99                                                          11            2,067,151.31                   5.82        8.999            359            83.47            83.47             586        32.90
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.00 - 39.99                                                          25            4,331,836.98                  12.20        9.030            358            79.42            79.42             593        37.83
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40.00 - 44.99                                                          44            8,403,816.74                  23.67        9.124            359            83.08            83.41             598        42.84
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45.00 - 49.99                                                          52           10,703,386.22                  30.14        9.400            359            78.05            78.38             572        47.71
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50.00 - 54.99                                                          33            7,624,939.31                  21.47        9.102            359            78.42            78.42             562        52.63
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Total:                                                                185          $35,508,997.76                100.00%       9.197%            359           79.87%           80.05%             580       43.88%
- --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Minimum: 11.69%
Maximum: 54.91%
Weighted Average: 43.88%