Loan Sample

							United States 1% Sample Loan Performance Data: June 2008
First Liens Only
See Technical Appendix for Data Descriptions

                                                       Loans in Alt-A Pools                                   Loans in Subprime Pools
                                                     FRM                 ARM     Balloon & Other              FRM                  ARM    Balloon & Other

Number of Observations***                         12,444               13,606               149             11,035              20,741               893
# per 10,000 Housing Units*                          0.99                 1.08              0.01               0.87                1.64              0.07

Outstanding Loan Balance
  Mean                                $          227,852      $       351,530    $      252,691    $       144,623    $         200,766   $       191,411
  Aggregate***                        $    2,835,386,555      $ 4,782,917,180    $   37,650,899    $ 1,595,918,116    $   4,164,089,680   $   170,929,844

Current Status (%)
  Current                                            90%                 77%                79%               77%                  49%               73%
  60+ Days Delinquent                                 3%                  8%                 7%                8%                  17%                9%
  Foreclosure                                         3%                  7%                 5%                4%                  14%                7%
  REO                                                 1%                  4%                 3%                2%                   9%                3%

Index
   Moving Treasury Average                            n/a                35%                 n/a                n/a                 0%                 n/a
   6-month LIBOR                                      n/a                38%                 n/a                n/a                99%                 n/a
   1-year LIBOR                                       n/a                23%                 n/a                n/a                 1%                 n/a
   Other                                              n/a                 5%                 n/a                n/a                 1%                 n/a

Interest Rates
   Mean at Origination                             6.59%                4.71%             7.48%              7.86%               8.04%              8.41%
   Fully Indexed Rate**                               n/a               6.04%                n/a                n/a              9.13%                 n/a
   Margin                                             n/a               2.91%                n/a                n/a              6.02%                 n/a

Loan to Value Ratios
  LTV (first lien)                                   0.73                0.77               0.80               0.78                0.82              0.80
  % with Multiple Liens                              26%                 43%                38%                 8%                 30%               13%
                                                     liens)
  Combined LTV (calculated using loans with multiple 0.95                0.94               0.97               0.98                0.99              0.98

Back-end Debt-to-Income Ratios
  Loans with Documentation                           0.36                 0.36              0.39               0.38                0.41              0.40

FICO Score
   Mean                                               713                 708                690               630                  617               622
   Below 660 (%)                                     15%                 15%                31%               70%                  79%               75%

Prepayment Penalty
   Yes (%)                                            19%                 58%               42%                69%                  74%               76%
   Average Term (in months)                          36.4                29.4              32.5               37.3                 26.4              36.7

% Single Family Residence                            66%                 59%                65%               81%                  75%               81%

% Not Owner Occupied                                 29%                 25%                17%                 9%                  9%                6%

% Full Documentation                                 39%                 26%                37%               76%                  61%               74%

Sources: LoanPerformance ABS Loan Level Data Set
*2006 American Community Survey