Disclaimer: The analyses, calculations, and valuations herein are based on certain assumptions and data provided by third parties which may vary from the actual characteristics of the pool. Credit Suisse Securities, LLC makes no representation that such analyses or calculations are accurate or that such valuations represent levels where actual trades may occur. Investors should rely on the information contained in or filed in connection with the prospectus / prospectus supplement.
Jun 9, 2006 09:24
Page 1 of 3
Number
of
Aggregate
Percent of
Initial
Principle
Initial
Mortgage
Balance
Mortgage
Credit Scores
Loans
Outstanding
Loans
<= 0
2
56,656.56
0.01
401 - 425
2
40,660.82
0.01
426 - 450
18
484,963.48
0.09
451 - 475
63
1,675,642.90
0.32
476 - 500
135
3,378,102.30
0.65
501 - 525
181
4,391,235.95
0.84
526 - 550
183
5,243,751.02
1.01
551 - 575
206
4,947,388.91
0.95
576 - 600
235
7,834,674.28
1.50
601 - 625
645
25,992,451.90
4.99
626 - 650
1,247
55,374,297.00
10.62
651 - 675
1,768
90,374,822.49
17.34
676 - 700
1,762
97,537,900.56
18.71
701 - 725
1,541
88,008,221.98
16.88
726 - 750
1,126
64,655,549.86
12.40
751 - 775
790
40,074,692.35
7.69
776 - 800
534
25,780,627.41
4.95
801 - 825
109
5,382,682.91
1.03
Total:
10,547 521,234,322.68
100.00
Wgt Avg: 689
Number
of
Aggregate
Percent of
Current Mortgage
Initial
Principle
Initial
Loan Principal
Mortgage
Balance
Mortgage
Balances ($)
Loans
Outstanding
Loans
0.01 - 25,000.00
2,789
48,115,774.55
9.23
25,000.01 - 50,000.00
3,843 138,598,816.60
26.59
50,000.01 - 75,000.00
2,002 123,138,153.68
23.62
75,000.01 - 100,000.00
981
85,253,023.89
16.36
100,000.01 - 125,000.00
506
56,582,721.68
10.86
125,000.01 - 150,000.00
237
32,519,994.45
6.24
150,000.01 - 175,000.00
75
12,170,483.84
2.33
175,000.01 - 200,000.00
78
14,903,532.05
2.86
200,000.01 - 225,000.00
5
1,066,124.89
0.20
225,000.01 - 250,000.00
9
2,160,107.22
0.41
250,000.01 - 275,000.00
6
1,581,905.96
0.30
275,000.01 - 300,000.00
10
2,935,906.53
0.56
300,000.01 - 325,000.00
1
301,439.49
0.06
350,000.01 - 375,000.00
1
351,927.26
0.07
375,000.01 - 400,000.00
4
1,554,410.59
0.30
Total:
10,547 521,234,322.68
100.00
Avg: 49,420.15 Min: 303.47 Max: 398,688.68
Number
of
Aggregate
Percent of
Initial
Principle
Initial
Mortgage
Balance
Mortgage
Mortgage Rates (%)
Loans
Outstanding
Loans
5.001 - 5.500
3
214,401.89
0.04
5.501 - 6.000
14
699,811.46
0.13
6.001 - 6.500
67
3,346,768.48
0.64
6.501 - 7.000
100
5,283,020.00
1.01
7.001 - 7.500
284
14,843,736.84
2.85
7.501 - 8.000
478
25,961,486.27
4.98
8.001 - 8.500
682
35,118,991.33
6.74
8.501 - 9.000
1,126
59,644,324.81
11.44
9.001 - 9.500
1,015
52,553,809.17
10.08
9.501 - 10.000
1,299
75,145,816.34
14.42
10.001 - 10.500
1,078
61,343,877.42
11.77
10.501 - 11.000
955
50,005,973.32
9.59
11.001 - 11.500
630
31,252,080.67
6.00
11.501 - 12.000
709
32,041,771.64
6.15
12.001 - 12.500
527
22,912,433.63
4.40
12.501 - 13.000
482
17,097,874.23
3.28
13.001 - 13.500
507
18,935,919.46
3.63
13.501 - 14.000
359
9,476,918.51
1.82
14.001 - 14.500
187
4,465,761.04
0.86
14.501 - 15.000
35
693,409.33
0.13
15.001 - 15.500
6
111,364.45
0.02
15.501 - 16.000
3
59,490.78
0.01
16.001 - 16.500
1
25,281.61
0.00
Total:
10,547 521,234,322.68
100.00
Wgt Avg: 10.166
Number
of
Aggregate
Percent of
Initial
Principle
Initial
Mortgage
Balance
Mortgage
Occupancy Types
Loans
Outstanding
Loans
Investment
1,183
39,079,810.46
7.50
Primary
9,172 472,994,346.29
90.75
Second Home
192
9,160,165.93
1.76
Total:
10,547 521,234,322.68
100.00
HEMT 2006-1
Credit Suisse Securities, LLC
Disclaimer: The analyses, calculations, and valuations herein are based on certain assumptions and data provided by third parties which may vary from the actual characteristics of the pool. Credit Suisse Securities, LLC makes no representation that such analyses or calculations are accurate or that such valuations represent levels where actual trades may occur. Investors should rely on the information contained in or filed in connection with the prospectus / prospectus supplement.
Jun 9, 2006 09:24
Page 2 of 3
Number
of
Aggregate
Percent of
Initial
Principle
Initial
Original Loan Term
Mortgage
Balance
Mortgage
(In Months)
Loans
Outstanding
Loans
1 - 60
2
1,799.64
0.00
61 - 120
51
986,530.76
0.19
121 - 180
7,799 399,988,248.84
76.74
181 - 240
1,071
42,705,602.06
8.19
241 - 300
4
187,093.58
0.04
301 - 360
1,620
77,365,047.80
14.84
Total:
10,547 521,234,322.68
100.00
Wgt Avg: 212
Number
of
Aggregate
Percent of
Initial
Principle
Initial
Mortgage
Balance
Mortgage
Remaining Term to Maturity
Loans
Outstanding
Loans
1 - 60
5
39,195.98
0.01
61 - 120
120
3,124,752.56
0.60
121 - 180
7,739 398,233,990.87
76.40
181 - 240
1,061
42,375,815.96
8.13
241 - 300
6
373,072.15
0.07
301 - 360
1,616
77,087,495.16
14.79
Total:
10,547 521,234,322.68
100.00
Weighted Average: 198 MAX Remaining Term: 358 MIN Remaining Term: 3
Number
of
Aggregate
Percent of
Original Combined
Initial
Principle
Initial
Loan-to-Value
Mortgage
Balance
Mortgage
Ratios (%)
Loans
Outstanding
Loans
0.01 - 10.00
4
80,963.11
0.02
10.01 - 20.00
19
552,848.63
0.11
20.01 - 30.00
30
1,092,292.27
0.21
30.01 - 40.00
92
3,317,985.32
0.64
40.01 - 50.00
193
5,430,980.16
1.04
50.01 - 60.00
316
9,601,744.07
1.84
60.01 - 70.00
358
11,823,664.71
2.27
70.01 - 80.00
525
20,077,309.16
3.85
80.01 - 90.00
2,104
81,389,871.88
15.61
90.01 - 100.00
6,906 387,866,663.37
74.41
Total:
10,547 521,234,322.68
100.00
DEAL COMB gt Avg: 93.56
Number
of
Aggregate
Percent of
Initial
Principle
Initial
Geographic
Mortgage
Balance
Mortgage
Distributions
Loans
Outstanding
Loans
Alabama
53
1,745,274.31
0.33
Alaska
5
208,753.94
0.04
Arizona
585
25,294,738.31
4.85
Arkansas
11
347,273.02
0.07
California
1,681 137,975,298.38
26.47
Colorado
325
14,099,613.14
2.71
Connecticut
78
3,541,492.99
0.68
Delaware
42
1,692,672.04
0.32
District of Columbia
25
1,665,644.04
0.32
Florida
859
37,286,204.93
7.15
Georgia
339
11,347,443.39
2.18
Hawaii
14
1,816,900.99
0.35
Idaho
66
1,734,666.53
0.33
Illinois
464
21,357,134.38
4.10
Indiana
90
2,410,223.08
0.46
Iowa
54
1,085,710.34
0.21
Kansas
38
1,140,821.56
0.22
Kentucky
45
1,109,059.97
0.21
Louisiana
38
988,853.25
0.19
Maine
13
475,201.35
0.09
Maryland
363
20,651,566.12
3.96
Massachusetts
196
11,825,601.62
2.27
Michigan
288
9,151,477.81
1.76
Minnesota
177
6,918,717.62
1.33
Mississippi
44
1,142,605.76
0.22
Missouri
109
3,269,361.24
0.63
Montana
19
663,014.93
0.13
Nebraska
30
749,157.46
0.14
Nevada
325
17,292,548.15
3.32
New Hampshire
34
1,940,336.23
0.37
New Jersey
482
27,234,140.62
5.22
New Mexico
42
1,258,063.26
0.24
New York
512
35,638,133.02
6.84
North Carolina
248
8,131,049.49
1.56
North Dakota
7
212,315.43
0.04
Ohio
215
5,492,845.82
1.05
Oklahoma
65
1,490,345.92
0.29
Oregon
207
7,526,485.39
1.44
Pennsylvania
291
8,729,052.00
1.67
Puerto Rico
1
15,064.24
0.00
Rhode Island
38
2,172,784.18
0.42
South Carolina
149
5,675,857.26
1.09
South Dakota
8
153,345.86
0.03
Tennessee
154
3,585,924.59
0.69
Texas
677
18,610,118.19
3.57
Utah
144
5,520,039.99
1.06
Vermont
5
145,131.18
0.03
Virginia
477
30,015,573.70
5.76
Washington
330
15,805,218.45
3.03
West Virginia
6
258,144.86
0.05
Continued...
HEMT 2006-1
Credit Suisse Securities, LLC
Disclaimer: The analyses, calculations, and valuations herein are based on certain assumptions and data provided by third parties which may vary from the actual characteristics of the pool. Credit Suisse Securities, LLC makes no representation that such analyses or calculations are accurate or that such valuations represent levels where actual trades may occur. Investors should rely on the information contained in or filed in connection with the prospectus / prospectus supplement.
