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.
Number
Total
of
Scheduled
% of
Original Loan to Value Ratios
Loans
Balance
Group
<= 50.00
140
20,075,500
3.4
50.01 - 55.00
61
10,717,208
1.8
55.01 - 60.00
75
13,889,070
2.4
60.01 - 65.00
116
22,138,577
3.8
65.01 - 70.00
189
35,225,626
6.0
70.01 - 75.00
259
51,714,946
8.8
75.01 - 80.00
1,142
192,074,376
32.8
80.01 - 85.00
481
80,153,677
13.7
85.01 - 90.00
714
113,270,083
19.4
90.01 - 95.00
208
28,674,898
4.9
95.01 - 100.00
322
16,895,185
2.9
Total:
3,707
584,829,146
100.0
Max: 100.00 Min: 6.61 Wgt Avg: 79.43
Number
Total
of
Scheduled
% of
Scheduled Balance
Loans
Balance
Group
0.01 - 50,000.00
367
11,689,627
2.0
50,000.01 - 100,000.00
819
61,912,804
10.6
100,000.01 - 150,000.00
831
103,301,734
17.7
150,000.01 - 200,000.00
646
112,816,254
19.3
200,000.01 - 250,000.00
414
93,064,048
15.9
250,000.01 - 300,000.00
263
71,895,490
12.3
300,000.01 - 350,000.00
185
59,902,014
10.2
350,000.01 - 400,000.00
137
51,055,867
8.7
400,000.01 - 450,000.00
38
15,693,595
2.7
450,000.01 - 500,000.00
5
2,305,023
0.4
500,000.01 - 550,000.00
1
524,793
0.1
600,000.01 >=
1
667,898
0.1
Total:
3,707
584,829,146
100.0
Max: 667,897.94 Min: 9,980.46 Avg: 157,763.46
Number
Total
of
Scheduled
% of
FICO Credit Scores
Loans
Balance
Group
<= 0
2
92,625
0.0
476 - 500
5
462,188
0.1
501 - 525
69
10,175,791
1.7
526 - 550
151
25,182,541
4.3
551 - 575
467
73,153,051
12.5
576 - 600
631
86,817,800
14.8
601 - 625
735
116,782,605
20.0
626 - 650
690
110,369,980
18.9
651 - 675
465
76,557,811
13.1
676 - 700
239
41,765,959
7.1
701 - 725
132
22,090,299
3.8
726 - 750
60
10,366,452
1.8
751 - 775
38
6,755,701
1.2
776 - 800
14
3,138,156
0.5
801 - 825
9
1,118,187
0.2
Total:
3,707
584,829,146
100.0
Min: 0 Max: 814 Wgt Avg: 623
Number
Total
of
Scheduled
% of
Original Balance
Loans
Balance
Group
0.01 - 50,000.00
360
11,340,534
1.9
50,000.01 - 100,000.00
824
62,062,277
10.6
100,000.01 - 150,000.00
826
102,454,449
17.5
150,000.01 - 200,000.00
645
112,268,286
19.2
200,000.01 - 250,000.00
417
93,416,598
16.0
250,000.01 - 300,000.00
264
71,943,976
12.3
300,000.01 - 350,000.00
186
60,049,363
10.3
350,000.01 - 400,000.00
137
50,909,199
8.7
400,000.01 - 450,000.00
41
16,886,751
2.9
450,000.01 - 500,000.00
5
2,305,023
0.4
500,000.01 - 550,000.00
1
524,793
0.1
650,000.01 - 700,000.00
1
667,898
0.1
Total:
3,707
584,829,146
100.0
Max: 668,000.00 Min: 10,000.00 Avg: 158,396.31
Number
Total
of
Scheduled
% of
Current Mortgage Rate
Loans
Balance
Group
0.01 - 5.50
16
3,617,318
0.6
5.51 - 6.00
135
30,286,403
5.2
6.01 - 6.50
263
55,327,498
9.5
6.51 - 7.00
502
104,109,542
17.8
7.01 - 7.50
390
71,326,211
12.2
7.51 - 8.00
448
73,475,678
12.6
8.01 - 8.50
502
78,668,247
13.5
8.51 - 9.00
498
75,523,785
12.9
9.01 - 9.50
302
39,868,988
6.8
9.51 - 10.00
228
26,977,994
4.6
10.01 - 10.50
120
10,820,714
1.9
10.51 - 11.00
63
4,994,814
0.9
11.01 - 11.50
51
3,511,885
0.6
11.51 - 12.00
58
2,021,522
0.3
12.01 - 12.50
108
3,672,863
0.6
12.51 - 13.00
17
449,721
0.1
13.01 - 13.50
3
76,659
0.0
13.51 - 14.00
3
99,303
0.0
Total:
3,707
584,829,146
100.0
Max: 13.84 Min: 4.99 Wgt Avg: 7.84
Number
Total
of
Scheduled
% of
Occupancy Status
Loans
Balance
Group
Primary
3,329
531,276,933
90.8
Second Home
35
6,372,168
1.1
Investor
343
47,180,046
8.1
Total:
3,707
584,829,146
100.0
HEAT 2006-4 Group 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.
Number
Total
of
Scheduled
% of
Original Term to Stated Maturity
Loans
Balance
Group
61 - 120
4
197,879
0.0
121 - 180
179
16,529,480
2.8
181 - 240
78
3,999,889
0.7
241 - 300
1
165,532
0.0
301 - 360
3,445
563,936,366
96.4
Total:
3,707
584,829,146
100.0
Max: 360. Min: 120. Wgt Avg: 354.
Number
Total
of
Scheduled
% of
Remaining Term to Stated Maturity
Loans
Balance
Group
61 - 120
4
197,879
0.0
121 - 180
180
16,590,542
2.8
181 - 240
77
3,938,828
0.7
241 - 300
2
208,335
0.0
301 - 360
3,444
563,893,563
96.4
Total:
3,707
584,829,146
100.0
Max: 357. Min: 115. Wgt Avg: 348.
Number
Total
of
Scheduled
% of
State
Loans
Balance
Group
California
470
120,121,696
20.5
Florida
440
75,041,050
12.8
Arizona
204
39,234,010
6.7
Illinois
190
32,956,463
5.6
Maryland
116
24,172,347
4.1
Texas
212
21,527,579
3.7
Virginia
126
20,296,905
3.5
New Jersey
93
19,339,426
3.3
New York
96
18,815,359
3.2
Washington
82
14,579,926
2.5
Michigan
130
13,762,299
2.4
Minnesota
93
13,633,329
2.3
Colorado
85
13,352,730
2.3
Nevada
72
12,784,062
2.2
Ohio
128
12,638,794
2.2
Other
1,170
132,573,171
22.7
Total:
3,707
584,829,146
100.0
Number
Total
of
Scheduled
% of
Purpose
Loans
Balance
Group
Purchase
1,160
128,392,363
22.0
Refinance - Rate Term
438
60,759,670
10.4
Refinance - Cashout
2,109
395,677,114
67.7
Total:
3,707
584,829,146
100.0
Number
Total
of
Scheduled
% of
Documentation Type
Loans
Balance
Group
Full
2,776
415,658,814
71.1
Reduced
362
55,832,521
9.5
Stated Income / Stated Assets
566
112,902,133
19.3
No Income / No Assets
3
435,678
0.1
Total:
3,707
584,829,146
100.0
Number
Total
of
Scheduled
% of
Maximum Rate
Loans
Balance
Group
9.51 - 13.00
750
160,560,584
33.3
13.01 - 13.50
313
61,250,099
12.7
13.51 - 14.00
347
59,700,901
12.4
14.01 - 14.50
377
60,085,108
12.5
14.51 - 15.00
377
60,090,605
12.5
15.01 - 15.50
283
38,536,646
8.0
15.51 - 16.00
201
24,951,031
5.2
16.01 - 16.50
64
8,770,589
1.8
16.51 - 17.00
37
4,570,466
0.9
17.01 - 17.50
22
2,611,156
0.5
17.51 - 18.00
3
299,514
0.1
18.01 >=
1
42,804
0.0
Total:
2,775
481,469,502
100.0
Max: 18.950 Min: 10.125 Wgt Avg: 13.784
Number
Total
of
Scheduled
% of
Minimum Rate
Loans
Balance
Group
<= 4.50
297
59,634,700
12.4
4.51 - 6.00
392
68,386,155
14.2
6.01 - 6.50
151
29,924,807
6.2
6.51 - 7.00
253
52,957,950
11.0
7.01 - 7.50
225
40,540,827
8.4
7.51 - 8.00
311
53,733,595
11.2
8.01 - 8.50
346
56,683,963
11.8
8.51 - 9.00
341
55,600,168
11.5
9.01 - 9.50
219
31,942,711
6.6
9.51 - 10.00
154
20,936,152
4.3
10.01 - 10.50
47
6,906,406
1.4
10.51 - 11.00
19
2,190,951
0.5
11.01 - 11.50
16
1,688,799
0.4
11.51 - 12.00
4
342,318
0.1
Total:
2,775
481,469,502
100.0
Max: 11.950 Min: 2.125 Wgt Avg: 7.147
HEAT 2006-4 Group 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.
Number
Total
of
Scheduled
% of
Margin
Loans
Balance
Group
0.01 - 4.00
154
31,306,453
6.5
4.01 - 4.50
177
35,457,176
7.4
4.51 - 5.00
210
39,682,732
8.2
5.01 - 5.50
483
93,292,247
19.4
5.51 - 6.00
672
120,731,657
25.1
6.01 - 6.50
429
65,030,499
13.5
6.51 - 7.00
245
39,607,803
8.2
7.01 - 7.50
151
21,598,348
4.5
7.51 - 8.00
125
18,078,332
3.8
8.01 - 8.50
89
11,093,914
2.3
8.51 - 9.00
31
4,422,871
0.9
9.01 - 9.50
6
958,340
0.2
9.51 - 10.00
1
80,542
0.0
10.01 - 10.50
2
128,589
0.0
Total:
2,775
481,469,502
100.0
Max: 10.37 Min: 2.13 Wgt Avg: 5.78
Number
Total
of
Scheduled
% of
Property Type
Loans
Balance
Group
Single Family Residence
3,112
475,389,469
81.3
Condo
190
28,708,692
4.9
2 Family
165
31,618,558
5.4
3-4 Family
58
13,538,181
2.3
PUD
182
35,574,246
6.1
Total:
3,707
584,829,146
100.0
Number
Total
of
Scheduled
% of
Months to Rate Reset
Loans
Balance
Group
1 - 3
2
382,510
0.1
4 - 6
12
2,977,089
0.6
7 - 9
2
405,901
0.1
10 - 12
47
4,692,829
1.0
13 - 15
414
68,520,805
14.2
16 - 18
997
178,771,633
37.1
19 - 21
1,105
190,338,853
39.5
22 - 24
3
627,398
0.1
25 - 27
14
2,940,335
0.6
28 - 30
38
7,182,979
1.5
31 - 33
122
21,420,634
4.4
37 >=
19
3,208,534
0.7
Total:
2,775
481,469,502
100.0
Max: 56 Min: 3 Wgt Avg: 19
Number
Total
of
Scheduled
% of
Periodic Rate Cap
Loans
Balance
Group
1.00
2,506
436,402,415
90.6
1.50
162
21,813,565
4.5
2.00
107
23,253,523
4.8
Total:
2,775
481,469,502
100.0
Max: 2.00 Min: 1.00 Wgt Avg: 1.07
Number
Total
of
Scheduled
% of
Initial Rate Cap
Loans
Balance
Group
1.00
9
1,941,687
0.4
1.50
25
4,770,645
1.0
2.00
553
107,287,040
22.3
3.00
2,177
365,645,523
75.9
5.00
10
1,625,346
0.3
6.00
1
199,260
0.0
Total:
2,775
481,469,502
100.0
Max: 6.00 Min: 1.00 Wgt Avg: 2.76
HEAT 2006-4 Group 2
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.
Number
Total
of
Scheduled
% of
Original Loan to Value Ratios
Loans
Balance
Group
<= 50.00
185
25,284,846
2.7
50.01 - 55.00
73
13,652,586
1.5
55.01 - 60.00
123
23,402,416
2.5
60.01 - 65.00
196
37,360,450
4.0
65.01 - 70.00
295
53,754,612
5.8
70.01 - 75.00
393
77,025,430
8.3
75.01 - 80.00
1,909
419,840,768
45.4
80.01 - 85.00
287
61,586,891
6.7
85.01 - 90.00
554
112,531,502
12.2
90.01 - 95.00
252
37,771,083
4.1
95.01 - 100.00
1,254
62,403,062
6.7
Total:
5,521
924,613,644
100.0
Max: 100.00 Min: 9.72 Wgt Avg: 79.50
Number
Total
of
Scheduled
% of
Scheduled Balance
Loans
Balance
Group
0.01 - 50,000.00
1,124
35,261,122
3.8
50,000.01 - 100,000.00
1,127
83,063,506
9.0
100,000.01 - 150,000.00
951
117,867,956
12.7
150,000.01 - 200,000.00
713
124,642,098
13.5
200,000.01 - 250,000.00
471
105,010,222
11.4
250,000.01 - 300,000.00
284
78,082,313
8.4
300,000.01 - 350,000.00
218
70,476,189
7.6
350,000.01 - 400,000.00
141
52,666,621
5.7
400,000.01 - 450,000.00
138
58,766,968
6.4
450,000.01 - 500,000.00
128
61,170,555
6.6
500,000.01 - 550,000.00
78
40,851,564
4.4
550,000.01 - 600,000.00
56
32,169,446
3.5
600,000.01 >=
92
64,585,087
7.0
Total:
5,521
924,613,644
100.0
Max: 1,170,126.83 Min: 577.76 Avg: 167,472.13
Number
Total
of
Scheduled
% of
FICO Credit Scores
Loans
Balance
Group
<= 0
5
471,193
0.1
451 - 475
2
401,026
0.0
476 - 500
10
1,257,368
0.1
501 - 525
267
39,877,502
4.3
526 - 550
453
71,141,332
7.7
551 - 575
486
79,994,181
8.7
576 - 600
913
127,714,408
13.8
601 - 625
996
154,849,068
16.7
626 - 650
967
163,863,108
17.7
651 - 675
704
130,073,201
14.1
676 - 700
354
68,881,609
7.4
701 - 725
175
40,389,273
4.4
726 - 750
108
22,602,924
2.4
751 - 775
53
14,257,023
1.5
776 - 800
26
7,690,804
0.8
801 - 825
2
1,149,626
0.1
Total:
5,521
924,613,644
100.0
Min: 0 Max: 814 Wgt Avg: 623
Number
Total
of
Scheduled
% of
Original Balance
Loans
Balance
Group
0.01 - 50,000.00
1,115
34,848,418
3.8
50,000.01 - 100,000.00
1,129
82,780,425
9.0
100,000.01 - 150,000.00
951
117,517,024
12.7
150,000.01 - 200,000.00
717
125,094,872
13.5
200,000.01 - 250,000.00
468
104,107,506
11.3
250,000.01 - 300,000.00
287
78,682,161
8.5
300,000.01 - 350,000.00
218
70,324,193
7.6
350,000.01 - 400,000.00
142
52,917,872
5.7
400,000.01 - 450,000.00
136
57,771,844
6.2
450,000.01 - 500,000.00
131
62,465,032
6.8
500,000.01 - 550,000.00
78
40,801,303
4.4
550,000.01 - 600,000.00
57
32,717,907
3.5
600,000.01 - 650,000.00
33
20,611,604
2.2
650,000.01 - 700,000.00
21
14,146,943
1.5
700,000.01 - 750,000.00
23
16,798,221
1.8
750,000.01 >=
15
13,028,318
1.4
Total:
5,521
924,613,644
100.0
Max: 1,175,000.00 Min: 4,600.00 Avg: 168,170.81
Number
Total
of
Scheduled
% of
Current Mortgage Rate
Loans
Balance
Group
0.01 - 5.50
25
7,206,352
0.8
5.51 - 6.00
153
52,980,248
5.7
6.01 - 6.50
275
85,394,631
9.2
6.51 - 7.00
566
145,903,679
15.8
7.01 - 7.50
673
148,682,923
16.1
7.51 - 8.00
699
141,038,402
15.3
8.01 - 8.50
608
110,130,024
11.9
8.51 - 9.00
525
80,280,893
8.7
9.01 - 9.50
320
43,857,832
4.7
9.51 - 10.00
514
45,930,094
5.0
10.01 - 10.50
297
20,493,836
2.2
10.51 - 11.00
280
16,081,597
1.7
11.01 - 11.50
187
8,390,969
0.9
11.51 - 12.00
263
11,802,497
1.3
12.01 - 12.50
96
4,920,170
0.5
12.51 - 13.00
31
1,085,122
0.1
13.01 - 13.50
8
418,693
0.0
13.51 - 14.00
1
15,684
0.0
Total:
5,521
924,613,644
100.0
Max: 13.74 Min: 5.10 Wgt Avg: 7.84
Number
Total
of
Scheduled
% of
Occupancy Status
Loans
Balance
Group
Primary
5,242
881,975,314
95.4
Second Home
19
6,526,155
0.7
Investor
260
36,112,176
3.9
Total:
5,521
924,613,644
100.0
HEAT 2006-4 Group 2
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.
Number
Total
of
Scheduled
% of
Original Term to Stated Maturity
Loans
Balance
Group
61 - 120
7
380,638
0.0
121 - 180
344
28,087,896
3.0
181 - 240
36
2,440,903
0.3
241 - 300
2
164,284
0.0
301 - 360
5,132
893,539,924
96.6
Total:
5,521
924,613,644
100.0
Max: 360. Min: 120. Wgt Avg: 354.
Number
Total
of
Scheduled
% of
Remaining Term to Stated Maturity
Loans
Balance
Group
61 - 120
7
380,638
0.0
121 - 180
344
28,087,896
3.0
181 - 240
36
2,440,903
0.3
241 - 300
5
799,707
0.1
301 - 360
5,129
892,904,501
96.6
Total:
5,521
924,613,644
100.0
Max: 357. Min: 109. Wgt Avg: 347.
Number
Total
of
Scheduled
% of
State
Loans
Balance
Group
California
796
253,882,951
27.5
Florida
710
126,116,856
13.6
New York
198
44,518,351
4.8
Arizona
255
43,799,058
4.7
Texas
390
37,908,409
4.1
Maryland
181
37,118,964
4.0
Illinois
215
34,276,853
3.7
Georgia
244
32,682,519
3.5
New Jersey
129
29,193,572
3.2
Virginia
150
27,256,582
2.9
Colorado
108
18,320,465
2.0
Nevada
99
18,232,830
2.0
Washington
116
17,503,480
1.9
Pennsylvania
142
15,169,549
1.6
Minnesota
127
13,802,493
1.5
Other
1,661
174,830,712
18.9
Total:
5,521
924,613,644
100.0
Number
Total
of
Scheduled
% of
Purpose
Loans
Balance
Group
Purchase
2,958
445,913,233
48.2
Refinance - Rate Term
216
31,099,283
3.4
Refinance - Cashout
2,347
447,601,128
48.4
Total:
5,521
924,613,644
100.0
Number
Total
of
Scheduled
% of
Documentation Type
Loans
Balance
Group
Full
4,153
622,429,310
67.3
Reduced
769
174,955,024
18.9
Stated Income / Stated Assets
581
123,356,377
13.3
No Income / No Assets
18
3,872,933
0.4
Total:
5,521
924,613,644
100.0
Number
Total
of
Scheduled
% of
Maximum Rate
Loans
Balance
Group
9.51 - 13.00
967
274,563,514
36.0
13.01 - 13.50
539
123,194,406
16.1
13.51 - 14.00
535
111,558,327
14.6
14.01 - 14.50
472
90,677,338
11.9
14.51 - 15.00
437
76,416,237
10.0
15.01 - 15.50
243
38,972,179
5.1
15.51 - 16.00
209
28,270,785
3.7
16.01 - 16.50
70
9,269,528
1.2
16.51 - 17.00
60
7,239,588
0.9
17.01 - 17.50
16
1,946,796
0.3
17.51 - 18.00
10
1,251,475
0.2
18.01 >=
3
251,003
0.0
Total:
3,561
763,611,177
100.0
Max: 18.490 Min: 10.755 Wgt Avg: 13.608
Number
Total
of
Scheduled
% of
Minimum Rate
Loans
Balance
Group
<= 4.50
336
101,268,465
13.3
4.51 - 6.00
405
102,464,862
13.4
6.01 - 6.50
188
47,928,804
6.3
6.51 - 7.00
347
86,164,359
11.3
7.01 - 7.50
464
97,636,791
12.8
7.51 - 8.00
566
113,667,934
14.9
8.01 - 8.50
407
81,037,190
10.6
8.51 - 9.00
361
59,388,681
7.8
9.01 - 9.50
206
33,513,011
4.4
9.51 - 10.00
171
26,285,204
3.4
10.01 - 10.50
58
8,094,680
1.1
10.51 - 11.00
30
3,830,853
0.5
11.01 - 11.50
12
1,190,756
0.2
11.51 - 12.00
9
1,051,937
0.1
12.01 - 12.50
1
87,651
0.0
Total:
3,561
763,611,177
100.0
Max: 12.123 Min: 2.250 Wgt Avg: 7.008
HEAT 2006-4 Group 2
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.
