Accredited Mortgage Loan Trust 2002-1Data Through September 30, 2006

Original Pool InformationClosing Date July 2002

1,468 Number of Mortgage Loans 616 Weighted Average FICO Score$207,399,160 Aggregate Cut-off Date Principal Balance 1 458 Minimum FICO Score

$141,280 Average Cut-off Date Principal Balance 1 786 Maximum FICO Score8.49% Weighted Average Interest Rate 343 Weighted Average Original Term To Stated Maturity79.5% Weighted Average Loan-to-value Ratio 2 340 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

3/27 ARM 647 103,356,705 49.8 Cash Out Refinance 975 135,006,248 65.1Fixed 442 56,207,060 27.1 Purchase 330 50,283,427 24.22/28 ARM 244 34,774,978 16.8 Rate/Term Refinance 162 21,962,569 10.6Balloon 127 12,497,731 6.0 Construction Permanent 1 146,915 0.16-month ARM 8 562,685 0.3 Total 1,468 $207,399,160 100.0%

Total 1,468 $207,399,160 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

6.001 - 7.000 46 9,198,928 4.4 California 410 77,316,248 37.37.001 - 7.500 136 22,709,483 10.9 Florida 120 13,070,095 6.37.501 - 8.000 321 51,162,428 24.7 Illinois 79 12,175,557 5.98.001 - 8.500 242 39,079,985 18.8 All others (<5%) 859 104,837,260 50.58.501 - 9.000 324 43,250,447 20.9 Total 1,468 $207,399,160 100.0%9.001 - 9.500 144 17,983,548 8.79.501 - 10.000 135 14,506,030 7.010.001 - 15.000 120 9,508,309 4.6

Total 1,468 $207,399,160 100.0%

Accredited Mortgage Loan Trust 2002-1 Page 1 of 34

Accredited Mortgage Loan Trust 2002-1Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 206,647,571 1,462 1.73 0.00 0.00 0.00 0.00 0.00 0.00 2 206,180,367 1,458 1.84 0.06 0.00 0.00 0.00 0.06 0.00 3 205,387,848 1,454 4.67 0.13 0.06 0.00 0.00 0.19 0.00 4 203,332,216 1,443 10.60 0.26 0.00 0.06 0.00 0.32 0.00 5 201,649,526 1,434 8.69 0.13 0.00 0.06 0.00 0.19 0.00 6 198,157,060 1,414 18.19 0.23 0.23 0.06 0.00 0.52 0.00 7 195,147,878 1,398 16.03 0.38 0.08 0.29 0.00 0.76 0.00 8 192,823,170 1,380 12.61 0.26 0.36 0.30 0.00 0.92 0.00 9 190,092,758 1,360 14.96 0.37 0.08 0.57 0.00 1.02 0.00 10 186,118,459 1,334 21.69 0.53 0.13 0.61 0.00 1.27 0.00 11 181,497,221 1,304 25.36 0.33 0.28 0.76 0.00 1.38 0.00 12 176,148,742 1,269 29.51 0.43 0.53 0.89 0.00 1.85 0.00 13 166,010,645 1,209 50.44 0.73 0.39 1.43 0.00 2.55 0.00 14 159,356,296 1,166 38.20 0.81 0.16 1.69 0.12 2.78 0.00 15 148,781,935 1,098 55.70 0.44 0.29 1.52 0.16 2.40 0.00 16 139,627,475 1,043 52.88 0.67 0.34 1.36 0.11 2.47 0.03 17 132,708,941 999 45.12 0.12 0.81 1.67 0.15 2.75 0.04 18 128,972,876 970 28.31 0.93 0.33 2.39 0.32 3.97 0.05 19 123,816,188 935 38.11 0.28 0.55 2.24 0.42 3.49 0.05 20 119,197,329 902 36.00 0.25 0.13 2.69 0.42 3.49 0.10 21 112,712,245 862 48.38 0.89 0.17 2.66 0.58 4.30 0.11 22 105,739,192 815 53.06 0.28 1.30 2.49 0.46 4.53 0.13 23 98,656,747 775 56.04 0.30 0.34 3.07 0.55 4.26 0.13 24 93,345,927 741 47.99 0.55 0.00 2.89 0.95 4.39 0.13 25 87,726,976 701 52.03 1.27 0.40 3.07 0.64 5.39 0.21 26 83,593,356 671 43.37 0.71 0.86 3.36 0.90 5.83 0.21 27 79,472,096 645 44.91 0.96 0.06 3.90 1.01 5.93 0.26 28 76,008,434 622 40.79 1.27 0.60 3.71 1.43 7.01 0.30 29 72,797,786 603 39.78 0.86 0.44 3.13 1.88 6.31 0.33 30 71,130,670 587 23.45 2.13 0.08 3.28 1.73 7.22 0.37 31 69,890,511 576 18.16 2.00 0.31 3.16 1.28 6.75 0.46 32 67,091,741 560 38.10 2.29 0.11 3.03 1.65 7.07 0.49 33 65,179,454 545 28.54 1.62 0.14 2.97 1.40 6.13 0.51 34 63,308,289 533 28.71 2.61 0.62 3.03 1.16 7.42 0.55 35 59,751,471 508 49.48 1.94 0.51 3.54 1.25 7.25 0.57 36 53,802,838 470 71.28 0.93 0.59 3.89 1.49 6.89 0.58 37 45,555,212 416 86.28 2.71 0.48 3.84 1.54 8.58 0.60 38 41,947,515 390 62.45 1.39 0.85 4.46 1.46 8.16 0.63

Accredited Mortgage Loan Trust 2002-1 Page 2 of 34

Accredited Mortgage Loan Trust 2002-1Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

39 38,699,992 369 61.56 1.73 0.19 4.91 1.63 8.46 0.68 40 36,966,811 354 59.63 2.05 0.11 4.99 1.83 8.98 0.69 41 34,944,943 339 48.51 2.30 1.25 5.40 1.94 10.89 0.69 42 32,613,920 315 55.83 1.69 1.82 5.97 1.87 11.34 0.78 43 30,830,536 302 48.51 1.26 0.22 7.07 1.93 10.47 0.79 44 29,504,295 292 40.34 2.91 0.70 6.75 1.68 12.04 0.81 45 28,435,741 283 35.03 0.92 1.07 5.38 2.98 10.35 0.81 46 27,014,144 270 45.33 4.22 0.80 5.51 2.73 13.26 0.85 47 25,657,290 260 45.48 3.18 0.87 4.35 2.64 11.04 0.90 48 25,174,591 254 19.42 2.76 2.05 4.57 2.53 11.91 0.90 49 23,913,886 244 45.37 1.65 1.63 5.72 2.61 11.61 0.92 50 22,003,562 232 62.73 4.67 0.72 6.67 1.57 13.63 1.01 51 21,470,447 227 24.55 3.17 2.31 6.27 1.61 13.37 1.01

Accredited Mortgage Loan Trust 2002-1 Page 3 of 34

Accredited Mortgage Loan Trust 2002-2Data Through September 30, 2006

Original Pool InformationClosing Date November 2002

3,369 Number of Mortgage Loans 641 Weighted Average FICO Score$541,631,011 Aggregate Cut-off Date Principal Balance 1 526 Minimum FICO Score

$160,769 Average Cut-off Date Principal Balance 1 814 Maximum FICO Score7.41% Weighted Average Interest Rate 345 Weighted Average Original Term To Stated Maturity79.9% Weighted Average Loan-to-value Ratio 2 343 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

3/27 ARM 1,767 299,730,049 55.3 Cash Out Refinance 1,887 299,217,410 55.2Fixed 988 146,245,206 27.0 Purchase 1,078 185,428,002 34.22/28 ARM 359 63,237,193 11.7 Rate/Term Refinance 403 56,877,855 10.5Balloon 255 32,418,562 6.0 Construction Permanent 1 107,744 0.0

Total 3,369 $541,631,011 100.0% Total 3,369 $541,631,011 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

5.001 - 6.000 82 18,918,479 3.5 California 1,226 254,043,561 46.96.001 - 6.500 378 71,438,479 13.2 Florida 297 34,933,426 6.46.501 - 7.000 808 143,074,685 26.4 All others (<5%) 1,846 252,654,023 46.67.001 - 7.500 665 106,254,903 19.6 Total 3,369 $541,631,011 100.0%7.501 - 8.000 687 103,398,829 19.18.001 - 8.500 343 48,338,543 8.98.501 - 9.000 253 33,617,687 6.29.001 - 13.000 153 16,589,407 3.1

Total 3,369 $541,631,011 100.0%

Accredited Mortgage Loan Trust 2002-2 Page 4 of 34

Accredited Mortgage Loan Trust 2002-2Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 405,985,180 2,513 0.64 0.03 0.00 0.00 0.00 0.03 0.00 2 540,040,462 3,362 2.05 0.02 0.02 0.00 0.00 0.04 0.00 3 539,024,826 3,358 1.25 0.20 0.02 0.02 0.00 0.24 0.00 4 536,547,479 3,341 4.42 0.10 0.12 0.04 0.00 0.27 0.00 5 533,001,981 3,323 6.71 0.19 0.08 0.12 0.00 0.40 0.00 6 527,445,370 3,295 10.91 0.12 0.04 0.13 0.00 0.29 0.00 7 522,325,121 3,267 10.12 0.27 0.06 0.17 0.00 0.50 0.00 8 514,074,911 3,221 16.53 0.45 0.24 0.12 0.10 0.89 0.00 9 503,751,366 3,164 20.78 0.17 0.38 0.34 0.10 0.99 0.00 10 493,179,276 3,105 21.65 0.06 0.12 0.73 0.10 1.01 0.00 11 478,502,131 3,026 29.66 0.38 0.05 0.59 0.17 1.18 0.01 12 461,378,916 2,925 34.72 0.14 0.26 0.60 0.24 1.23 0.01 13 445,385,255 2,833 33.80 0.29 0.14 0.85 0.22 1.50 0.03 14 426,825,956 2,736 39.33 0.32 0.20 0.65 0.25 1.42 0.04 15 411,705,901 2,661 34.41 0.24 0.31 0.78 0.29 1.61 0.05 16 399,525,914 2,590 29.47 0.15 0.17 1.00 0.21 1.54 0.06 17 379,505,509 2,475 45.43 0.30 0.25 0.63 0.32 1.50 0.06 18 361,053,255 2,371 44.38 0.55 0.23 0.71 0.36 1.85 0.07 19 343,686,625 2,285 44.01 0.66 0.27 0.92 0.31 2.16 0.10 20 329,561,165 2,205 38.86 0.30 0.57 1.07 0.27 2.21 0.10 21 316,585,340 2,128 37.52 0.46 0.18 1.38 0.33 2.35 0.11 22 298,743,503 2,031 49.55 0.28 0.67 1.48 0.41 2.83 0.11 23 281,537,374 1,935 50.33 0.38 0.31 2.07 0.37 3.13 0.13 24 268,175,382 1,853 43.53 0.51 0.17 2.13 0.53 3.33 0.13 25 253,503,168 1,769 48.47 0.52 0.34 2.26 0.60 3.72 0.13 26 236,181,987 1,673 56.70 0.44 0.37 2.35 0.90 4.07 0.13 27 225,705,000 1,609 41.26 0.20 0.26 2.60 0.72 3.79 0.16 28 217,258,591 1,558 35.93 0.74 0.45 2.57 0.60 4.35 0.19 29 208,907,114 1,508 36.73 0.76 0.43 2.45 0.58 4.22 0.20 30 203,114,272 1,467 27.73 0.93 0.39 2.73 0.66 4.70 0.21 31 196,558,080 1,425 31.68 0.48 0.55 2.55 0.67 4.24 0.21 32 187,263,064 1,369 43.36 0.73 0.21 2.38 0.91 4.22 0.25 33 181,299,616 1,332 31.30 1.14 0.30 2.21 1.08 4.74 0.24 34 171,768,954 1,275 47.01 0.85 0.87 2.35 0.90 4.97 0.28 35 159,196,698 1,204 59.32 1.45 0.48 2.30 1.02 5.25 0.30 36 146,506,946 1,133 62.63 1.19 0.25 2.68 1.36 5.48 0.30 37 127,561,941 1,018 80.78 2.06 0.95 2.31 2.13 7.45 0.30 38 111,825,516 911 79.15 2.03 1.39 2.16 2.19 7.78 0.36

Accredited Mortgage Loan Trust 2002-2 Page 5 of 34

Accredited Mortgage Loan Trust 2002-2Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

39 102,563,785 846 64.12 2.69 0.69 2.71 2.11 8.21 0.38 40 96,175,745 795 53.19 2.26 0.92 3.15 1.98 8.31 0.39 41 86,543,180 736 71.46 1.76 0.86 3.63 1.74 7.99 0.41 42 82,183,729 704 45.52 2.09 0.72 3.61 1.70 8.11 0.41 43 78,378,548 678 42.64 2.86 1.33 3.89 1.35 9.43 0.43 44 76,256,550 657 27.12 2.06 1.03 4.45 1.70 9.24 0.44 45 72,277,044 625 46.74 2.33 1.24 5.07 1.74 10.38 0.44 46 67,582,098 587 54.72 2.27 1.25 5.17 1.05 9.74 0.49 47 66,309,410 575 19.30 2.62 0.51 5.89 1.46 10.48 0.49

Accredited Mortgage Loan Trust 2002-2 Page 6 of 34

Accredited Mortgage Loan Trust 2003-1Data Through September 30, 2006

Original Pool InformationClosing Date May 2003

2,015 Number of Mortgage Loans 635 Weighted Average FICO Score$303,048,616 Aggregate Cut-off Date Principal Balance 1 463 Minimum FICO Score

$150,396 Average Cut-off Date Principal Balance 1 806 Maximum FICO Score7.33% Weighted Average Interest Rate 344 Weighted Average Original Term To Stated Maturity78.6% Weighted Average Loan-to-value Ratio 2 342 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

3/27 ARM 962 157,033,030 51.8 Cash Out Refinance 1,191 171,931,933 56.7Fixed 691 87,679,137 28.9 Purchase 543 92,853,875 30.62/28 ARM 227 41,813,605 13.8 Rate/Term Refinance 279 37,769,594 12.5Balloon 135 16,522,844 5.5 Construction Permanent 2 493,215 0.2

Total 2,015 $303,048,616 100.0% Total 2,015 $303,048,616 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

5.501 - 6.000 18 3,007,189 1.0 California 684 137,662,519 45.46.001 - 6.500 207 39,487,480 13.0 Florida 224 24,569,148 8.16.501 - 7.000 566 92,031,161 30.4 All others (<5%) 1,107 140,816,949 46.57.001 - 7.500 461 72,621,106 24.0 Total 2,015 $303,048,616 100.0%7.501 - 8.000 429 56,585,967 18.78.001 - 8.500 180 21,893,927 7.28.501 - 9.000 111 13,133,026 4.39.001 - 11.000 43 4,288,759 1.4

Total 2,015 $303,048,616 100.0%

Accredited Mortgage Loan Trust 2003-1 Page 7 of 34

Accredited Mortgage Loan Trust 2003-1Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 302,432,553 2,011 0.77 0.00 0.00 0.00 0.00 0.00 0.00 2 301,716,077 2,009 1.79 0.17 0.00 0.00 0.00 0.17 0.00 3 299,385,947 1,994 7.93 0.13 0.00 0.00 0.00 0.13 0.00 4 296,929,405 1,980 8.45 0.05 0.14 0.00 0.00 0.19 0.00 5 293,874,722 1,961 10.73 0.16 0.05 0.14 0.00 0.35 0.00 6 290,510,974 1,943 11.97 0.44 0.11 0.14 0.05 0.74 0.00 7 286,197,032 1,915 15.52 0.52 0.42 0.25 0.05 1.24 0.00 8 281,475,318 1,886 17.20 0.13 0.36 0.51 0.00 1.00 0.01 9 275,554,558 1,846 21.66 0.26 0.09 0.84 0.00 1.19 0.01 10 266,750,435 1,801 31.52 0.51 0.31 0.95 0.00 1.77 0.01 11 254,888,078 1,735 41.42 0.35 0.34 0.85 0.04 1.58 0.01 12 240,660,880 1,648 49.23 0.19 0.21 0.95 0.14 1.50 0.01 13 229,485,183 1,590 42.83 0.46 0.13 1.13 0.15 1.87 0.01 14 213,949,800 1,503 56.38 1.03 0.18 1.35 0.16 2.72 0.01 15 203,518,473 1,435 44.47 0.30 0.59 1.30 0.12 2.31 0.02 16 192,457,410 1,365 48.26 0.46 0.13 1.57 0.17 2.32 0.02 17 182,470,862 1,310 46.61 0.43 0.25 1.50 0.18 2.36 0.03 18 171,727,403 1,246 51.14 0.90 0.47 1.86 0.19 3.41 0.03 19 164,733,922 1,205 38.55 1.09 0.16 1.97 0.00 3.22 0.04 20 156,264,944 1,158 46.27 1.17 0.37 1.51 0.06 3.10 0.04 21 151,258,409 1,127 31.52 1.61 0.31 1.55 0.45 3.92 0.04 22 145,286,034 1,090 37.57 1.90 0.63 1.56 0.56 4.66 0.04 23 136,551,961 1,033 51.89 1.11 0.34 2.00 0.35 3.81 0.04 24 124,772,552 966 65.70 1.91 0.08 2.31 0.40 4.70 0.07 25 118,300,964 919 46.56 1.26 1.03 1.78 0.60 4.67 0.07 26 111,571,452 872 49.85 1.29 0.06 2.24 0.97 4.56 0.08 27 105,496,872 834 48.26 0.90 0.37 2.25 1.13 4.66 0.08 28 98,884,044 791 53.41 0.49 0.64 1.56 1.29 3.98 0.09 29 95,672,040 767 31.82 0.82 0.30 1.56 1.03 3.72 0.10 30 92,394,014 744 33.30 2.31 0.44 1.41 0.93 5.08 0.13 31 89,784,146 725 28.13 1.87 1.48 1.36 0.57 5.29 0.17 32 86,668,740 702 33.65 1.23 1.71 1.94 0.42 5.30 0.18 33 84,220,461 684 28.12 1.30 0.53 2.62 0.30 4.75 0.20 34 81,330,864 663 33.32 1.04 0.46 2.75 0.29 4.54 0.21 35 72,854,065 613 72.94 0.74 0.71 2.87 0.21 4.53 0.23 36 66,676,005 573 65.01 0.77 0.66 3.20 0.51 5.13 0.23 37 61,226,017 530 63.58 0.85 0.52 2.17 2.14 5.68 0.23 38 55,018,550 491 71.89 1.38 1.04 2.33 1.99 6.73 0.23

Accredited Mortgage Loan Trust 2003-1 Page 8 of 34

Accredited Mortgage Loan Trust 2003-1Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

39 52,032,958 470 48.08 2.04 0.90 2.31 2.44 7.68 0.23 40 47,492,415 441 66.09 1.24 0.61 3.09 2.40 7.34 0.25 41 44,519,212 420 53.30 0.86 0.19 2.74 1.78 5.57 0.26

Accredited Mortgage Loan Trust 2003-1 Page 9 of 34

Accredited Mortgage Loan Trust 2003-2Data Through September 30, 2006

Original Pool InformationClosing Date September 2003

2,720 Number of Mortgage Loans 631 Weighted Average FICO Score$417,891,175 Aggregate Cut-off Date Principal Balance 1 525 Minimum FICO Score

$153,636 Average Cut-off Date Principal Balance 1 813 Maximum FICO Score6.93% Weighted Average Interest Rate 350 Weighted Average Original Term To Stated Maturity78.8% Weighted Average Loan-to-value Ratio 2 349 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

3/27 ARM 1,259 208,669,756 49.9 Cash Out Refinance 1,641 238,581,551 57.1Fixed 1,082 140,884,730 33.7 Purchase 775 135,490,552 32.42/28 ARM 311 59,687,741 14.3 Rate/Term Refinance 304 43,819,071 10.5Balloon 68 8,648,948 2.1 Total 2,720 $417,891,175 100.0%

Total 2,720 $417,891,175 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

4.501 - 5.500 38 7,744,169 1.9 California 899 180,955,787 43.35.501 - 6.000 230 42,973,638 10.3 Florida 338 38,163,139 9.16.001 - 6.500 560 94,383,493 22.6 All others (<5%) 1,483 198,772,248 47.66.501 - 7.000 812 126,920,793 30.4 Total 2,720 $417,891,175 100.0%7.001 - 7.500 469 68,075,282 16.37.501 - 8.000 407 53,766,818 12.98.001 - 8.500 120 14,559,997 3.58.501 - 11.000 84 9,466,985 2.3

Total 2,720 $417,891,175 100.0%

Accredited Mortgage Loan Trust 2003-2 Page 10 of 34

Accredited Mortgage Loan Trust 2003-2Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 417,511,038 2,718 0.48 0.00 0.00 0.00 0.00 0.00 0.00 2 416,505,729 2,713 1.78 0.11 0.00 0.00 0.00 0.11 0.00 3 414,810,489 2,703 3.72 0.09 0.15 0.00 0.00 0.24 0.00 4 411,853,413 2,689 7.20 0.06 0.05 0.06 0.00 0.16 0.00 5 408,806,344 2,674 7.49 0.24 0.14 0.09 0.02 0.49 0.00 6 404,620,216 2,652 10.61 0.10 0.12 0.10 0.02 0.35 0.00 7 396,238,274 2,607 21.32 0.36 0.04 0.18 0.00 0.58 0.01 8 384,946,840 2,546 28.50 0.31 0.26 0.09 0.00 0.66 0.01 9 374,584,513 2,485 27.08 0.30 0.27 0.23 0.00 0.80 0.01 10 361,661,857 2,405 33.61 0.43 0.10 0.44 0.00 0.97 0.01 11 344,490,265 2,317 43.56 0.39 0.28 0.46 0.12 1.25 0.01 12 324,795,847 2,213 50.07 0.35 0.23 0.68 0.06 1.31 0.02 13 309,415,395 2,125 43.46 0.32 0.19 0.87 0.06 1.44 0.02 14 294,980,812 2,036 42.95 0.65 0.25 0.74 0.12 1.75 0.02 15 279,370,521 1,954 47.28 1.07 0.30 0.80 0.12 2.28 0.02 16 263,946,574 1,870 48.79 0.67 0.29 0.87 0.28 2.11 0.02 17 254,421,007 1,817 34.86 0.95 0.28 1.03 0.22 2.48 0.03 18 246,928,482 1,766 29.26 0.89 0.34 0.93 0.24 2.40 0.05 19 235,511,909 1,688 42.62 0.34 0.12 1.23 0.33 2.02 0.05 20 223,579,466 1,621 45.73 0.65 0.07 1.14 0.42 2.28 0.05 21 217,577,864 1,578 26.92 0.67 0.30 1.20 0.43 2.60 0.05 22 207,037,972 1,506 44.17 0.41 0.48 1.50 0.36 2.74 0.06 23 195,824,427 1,441 48.07 0.81 0.15 1.79 0.32 3.07 0.06 24 182,353,745 1,360 56.92 0.75 0.33 1.64 0.38 3.09 0.07 25 171,890,484 1,299 50.14 1.39 0.94 2.02 0.33 4.68 0.08 26 163,740,467 1,246 43.42 0.82 0.50 2.81 0.27 4.40 0.08 27 157,344,233 1,208 37.16 0.72 0.38 2.91 0.39 4.40 0.10 28 149,047,196 1,153 47.08 1.37 0.22 2.97 0.37 4.93 0.11 29 144,350,736 1,121 30.95 0.60 0.36 2.56 0.66 4.19 0.11 30 140,018,960 1,093 29.65 1.26 0.29 2.41 0.78 4.74 0.13 31 135,229,943 1,060 33.21 0.53 0.36 2.08 0.88 3.85 0.16 32 131,023,174 1,032 30.58 0.38 0.35 2.22 0.85 3.81 0.16 33 127,787,156 1,011 24.85 1.15 0.64 2.14 1.11 5.03 0.16 34 121,559,203 971 44.30 1.08 0.37 2.47 1.40 5.32 0.17 35 115,079,701 925 47.43 1.48 0.44 2.07 1.88 5.86 0.17 36 105,985,438 861 62.23 1.86 0.50 2.30 1.70 6.36 0.21 37 96,256,326 791 68.06 1.88 0.79 2.38 1.77 6.82 0.21

Accredited Mortgage Loan Trust 2003-2 Page 11 of 34

Accredited Mortgage Loan Trust 2003-3Data Through September 30, 2006

Original Pool InformationClosing Date November 2003

3,352 Number of Mortgage Loans 639 Weighted Average FICO Score$515,551,755 Aggregate Cut-off Date Principal Balance 1 476 Minimum FICO Score

$153,804 Average Cut-off Date Principal Balance 1 806 Maximum FICO Score7.00% Weighted Average Interest Rate 352 Weighted Average Original Term To Stated Maturity78.2% Weighted Average Loan-to-value Ratio 2 351 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

3/27 ARM 1,383 231,320,225 44.9 Cash Out Refinance 2,142 317,707,147 61.6Fixed 1,447 192,587,042 37.4 Purchase 954 161,803,732 31.42/28 ARM 507 89,526,735 17.4 Rate/Term Refinance 254 35,709,021 6.9Balloon 15 2,117,753 0.4 Construction Permanent 2 331,855 0.1

Total 3,352 $515,551,755 100.0% Total 3,352 $515,551,755 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

5.001 - 5.500 34 6,841,888 1.3 California 987 201,766,916 39.15.501 - 6.000 240 49,322,637 9.6 Florida 372 46,079,943 8.96.001 - 6.500 577 99,057,721 19.2 All others (<5%) 1,993 267,704,897 51.96.501 - 7.000 1,074 167,697,149 32.5 Total 3,352 $515,551,755 100.0%7.001 - 7.500 607 85,504,299 16.67.501 - 8.000 525 70,979,425 13.88.001 - 8.500 170 21,084,245 4.18.501 - 12.500 125 15,064,391 2.9

Total 3,352 $515,551,755 100.0%

Accredited Mortgage Loan Trust 2003-3 Page 12 of 34

Accredited Mortgage Loan Trust 2003-3Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 513,623,347 3,348 2.48 0.00 0.00 0.00 0.00 0.00 0.00 2 512,004,651 3,340 6.14 0.00 0.00 0.00 0.00 0.00 0.00 3 510,103,854 3,331 3.36 0.06 0.05 0.00 0.00 0.11 0.00 4 506,044,960 3,307 8.18 0.08 0.11 0.05 0.00 0.24 0.00 5 497,187,249 3,273 18.24 0.06 0.15 0.09 0.00 0.30 0.00 6 489,723,780 3,232 15.71 0.29 0.06 0.25 0.00 0.60 0.00 7 476,765,786 3,165 26.74 0.15 0.15 0.24 0.08 0.62 0.00 8 461,901,464 3,087 30.88 0.53 0.11 0.34 0.08 1.07 0.00 9 445,828,117 2,995 33.91 0.41 0.12 0.32 0.20 1.05 0.00 10 431,681,601 2,915 31.34 0.51 0.34 0.44 0.20 1.49 0.00 11 415,867,166 2,823 35.39 0.45 0.25 0.65 0.33 1.68 0.00 12 396,245,851 2,721 43.38 0.69 0.11 0.68 0.35 1.83 0.00 13 375,997,529 2,612 46.10 0.31 0.29 0.82 0.33 1.76 0.01 14 354,695,435 2,492 49.76 1.08 0.22 0.81 0.00 2.11 0.08 15 340,968,337 2,417 37.00 1.04 0.34 0.92 0.11 2.41 0.08 16 328,700,640 2,338 34.81 0.68 0.63 1.02 0.22 2.55 0.08 17 310,653,425 2,234 48.61 0.48 0.12 1.31 0.24 2.15 0.08 18 297,470,192 2,162 39.85 0.96 0.20 1.44 0.25 2.85 0.08 19 285,084,793 2,088 39.23 0.72 0.25 1.40 0.29 2.66 0.08 20 272,502,242 2,007 41.10 1.02 0.35 1.50 0.09 2.96 0.09 21 262,839,639 1,941 34.35 1.01 0.38 1.61 0.06 3.06 0.10 22 248,413,062 1,856 48.56 1.00 0.34 1.88 0.16 3.38 0.10 23 239,283,250 1,792 35.38 1.32 0.35 1.74 0.21 3.62 0.09 24 228,098,771 1,724 42.98 1.63 0.47 1.70 0.49 4.29 0.09 25 215,552,425 1,645 48.63 1.56 0.45 1.89 0.54 4.44 0.13 26 204,624,604 1,577 45.75 1.88 0.57 1.98 0.52 4.94 0.15 27 198,446,179 1,537 29.88 1.42 0.78 1.92 0.66 4.77 0.17 28 191,189,262 1,490 35.20 1.83 0.45 2.21 0.52 5.00 0.18 29 183,549,318 1,437 37.87 0.51 0.97 1.74 0.74 3.96 0.18 30 178,054,983 1,398 29.61 1.17 0.29 1.96 0.80 4.22 0.18 31 173,482,837 1,365 25.81 0.85 0.35 1.75 1.00 3.95 0.19 32 168,436,262 1,324 28.86 0.76 0.79 1.45 0.72 3.72 0.22 33 162,917,655 1,289 32.01 1.44 0.44 1.94 0.81 4.64 0.23 34 157,540,495 1,248 32.20 1.50 0.60 1.95 0.45 4.50 0.26 35 152,215,542 1,209 32.87 0.70 0.60 2.00 0.55 3.85 0.26

Accredited Mortgage Loan Trust 2003-3 Page 13 of 34

Accredited Mortgage Loan Trust 2004-1Data Through September 30, 2006

Original Pool InformationClosing Date February 2004

3,280 Number of Mortgage Loans 640 Weighted Average FICO Score$505,002,175 Aggregate Cut-off Date Principal Balance 1 525 Minimum FICO Score

$153,964 Average Cut-off Date Principal Balance 1 813 Maximum FICO Score6.90% Weighted Average Interest Rate 354 Weighted Average Original Term To Stated Maturity78.1% Weighted Average Loan-to-value Ratio 2 353 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

3/27 ARM 1,328 212,729,697 42.1 Cash Out Refinance 1,787 258,080,731 51.12/28 ARM 803 146,724,832 29.1 Purchase 1,077 188,245,248 37.3Fixed 1,135 143,692,246 28.5 Rate/Term Refinance 416 58,676,196 11.6Balloon 14 1,855,401 0.4 Total 3,280 $505,002,175 100.0%

Total 3,280 $505,002,175 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

4.501 - 5.500 43 9,622,736 1.9 California 960 194,379,665 38.55.501 - 6.000 343 68,157,507 13.5 Florida 360 45,935,600 9.16.001 - 6.500 625 107,517,936 21.3 Texas 247 26,814,001 5.36.501 - 7.000 946 146,680,721 29.0 All others (<5%) 1,713 237,872,909 47.17.001 - 7.500 603 82,783,673 16.4 Total 3,280 $505,002,175 100.0%7.501 - 8.000 457 58,181,589 11.58.001 - 8.500 145 18,541,955 3.78.501 - 13.000 118 13,516,057 2.7

Total 3,280 $505,002,175 100.0%

Accredited Mortgage Loan Trust 2004-1 Page 14 of 34

Accredited Mortgage Loan Trust 2004-1Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 504,192,098 3,277 0.46 0.00 0.00 0.00 0.00 0.00 0.00 2 501,791,171 3,265 4.66 0.05 0.04 0.00 0.00 0.10 0.00 3 498,767,414 3,250 6.10 0.11 0.02 0.04 0.00 0.18 0.00 4 491,271,078 3,210 15.81 0.17 0.10 0.08 0.00 0.35 0.00 5 483,987,225 3,171 15.59 0.17 0.08 0.13 0.00 0.37 0.00 6 473,519,182 3,115 22.32 0.26 0.00 0.17 0.03 0.47 0.00 7 460,022,314 3,048 28.62 0.24 0.15 0.16 0.04 0.58 0.00 8 446,870,244 2,980 28.69 0.39 0.24 0.25 0.04 0.91 0.00 9 431,227,749 2,896 34.13 0.56 0.28 0.39 0.04 1.26 0.00 10 417,085,927 2,809 32.29 0.29 0.35 0.38 0.10 1.12 0.00 11 398,907,356 2,704 40.81 0.55 0.23 0.61 0.11 1.51 0.00 12 383,395,881 2,622 37.22 0.46 0.20 0.62 0.24 1.52 0.00 13 366,948,638 2,537 40.29 0.67 0.32 0.64 0.21 1.85 0.02 14 347,070,573 2,419 48.20 0.63 0.11 0.67 0.21 1.63 0.03 15 331,589,939 2,329 41.54 0.75 0.49 0.76 0.13 2.13 0.04 16 317,526,574 2,247 39.90 0.88 0.37 1.00 0.06 2.32 0.06 17 300,447,314 2,143 47.66 0.64 0.51 1.08 0.07 2.29 0.06 18 286,026,367 2,052 44.27 0.58 0.42 1.41 0.10 2.52 0.07 19 273,975,336 1,976 39.67 1.12 0.47 1.46 0.25 3.29 0.07 20 264,056,204 1,907 35.02 1.07 0.55 1.71 0.29 3.62 0.09 21 257,139,653 1,857 26.44 0.86 0.47 1.75 0.44 3.52 0.09 22 246,318,252 1,791 39.61 1.23 0.47 2.02 0.42 4.15 0.09 23 235,185,025 1,725 41.93 0.83 0.44 1.90 0.59 3.76 0.09 24 221,467,344 1,642 50.82 1.60 0.47 2.16 0.69 4.91 0.10 25 208,972,176 1,568 49.61 1.35 0.56 1.97 0.84 4.72 0.10 26 196,231,120 1,491 52.44 1.40 0.57 2.20 0.97 5.14 0.11 27 187,995,894 1,436 39.50 0.70 0.67 2.51 1.02 4.90 0.12 28 178,337,119 1,380 46.25 0.81 0.36 2.80 1.02 4.99 0.13 29 171,737,155 1,332 35.61 1.02 0.23 2.55 0.91 4.70 0.15 30 166,251,787 1,297 31.42 1.78 0.39 2.61 1.06 5.84 0.15 31 158,335,995 1,243 43.61 0.86 0.92 2.48 1.39 5.64 0.15 32 156,272,812 1,225 13.47 1.11 0.69 3.05 1.46 6.32 0.16

Accredited Mortgage Loan Trust 2004-1 Page 15 of 34

Accredited Mortgage Loan Trust 2004-2Data Through September 30, 2006

Original Pool InformationClosing Date May 2004

4,185 Number of Mortgage Loans 646 Weighted Average FICO Score$707,199,991 Aggregate Cut-off Date Principal Balance 1 525 Minimum FICO Score

$168,984 Average Cut-off Date Principal Balance 1 811 Maximum FICO Score6.38% Weighted Average Interest Rate 354 Weighted Average Original Term To Stated Maturity77.6% Weighted Average Loan-to-value Ratio 2 352 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 1,356 281,871,255 39.9 Cash Out Refinance 2,388 384,494,385 54.4Fixed 1,598 223,079,373 31.5 Purchase 1,535 287,027,966 40.63/27 ARM 1,228 201,713,870 28.5 Rate/Term Refinance 262 35,677,640 5.0Balloon 3 535,494 0.1 Total 4,185 $707,199,991 100.0%

Total 4,185 $707,199,991 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

3.501 - 5.000 80 19,981,432 2.8 California 1,279 297,693,788 42.15.001 - 5.500 327 72,894,154 10.3 Florida 418 52,140,925 7.45.501 - 6.000 946 186,540,038 26.4 All others (<5%) 2,488 357,365,278 50.56.001 - 6.500 1,007 171,803,627 24.3 Total 4,185 $707,199,991 100.0%6.501 - 7.000 1,041 156,829,475 22.27.001 - 7.500 415 54,429,814 7.77.501 - 8.000 263 31,943,271 4.58.001 - 11.500 106 12,778,181 1.8

Total 4,185 $707,199,991 100.0%

Accredited Mortgage Loan Trust 2004-2 Page 16 of 34

Accredited Mortgage Loan Trust 2004-2Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 706,937,300 4,184 0.29 0.02 0.03 0.00 0.00 0.06 0.00 2 702,593,887 4,168 6.32 0.14 0.02 0.03 0.00 0.19 0.00 3 698,568,542 4,150 5.84 0.06 0.08 0.03 0.00 0.17 0.00 4 691,309,183 4,115 11.00 0.05 0.05 0.04 0.00 0.14 0.00 5 682,117,886 4,074 14.08 0.18 0.09 0.05 0.00 0.32 0.00 6 669,346,600 4,015 19.58 0.13 0.13 0.09 0.00 0.35 0.00 7 649,323,648 3,919 29.92 0.40 0.08 0.18 0.00 0.66 0.00 8 626,793,187 3,811 33.95 0.63 0.19 0.25 0.00 1.07 0.00 9 611,483,576 3,730 24.99 0.59 0.27 0.38 0.00 1.24 0.00 10 595,967,091 3,655 25.86 0.52 0.18 0.56 0.00 1.26 0.00 11 575,247,610 3,546 33.98 0.38 0.33 0.60 0.00 1.31 0.00 12 555,501,201 3,444 33.16 0.40 0.05 0.78 0.02 1.25 0.00 13 532,170,839 3,325 40.09 0.71 0.17 0.65 0.07 1.60 0.00 14 505,912,317 3,187 44.98 0.72 0.22 0.85 0.08 1.87 0.01 15 482,545,190 3,061 42.74 0.74 0.29 0.84 0.18 2.05 0.01 16 464,168,177 2,956 36.61 0.68 0.28 0.86 0.19 2.02 0.01 17 444,904,765 2,846 39.26 1.04 0.32 1.11 0.18 2.65 0.01 18 429,748,524 2,754 33.34 0.79 0.49 1.31 0.23 2.82 0.01 19 416,009,985 2,667 31.58 0.86 0.43 1.70 0.18 3.16 0.03 20 405,099,869 2,594 26.54 0.86 0.45 1.45 0.44 3.19 0.03 21 399,152,026 2,558 15.38 0.71 0.50 1.70 0.44 3.36 0.03 22 385,840,528 2,486 32.73 0.84 0.24 1.64 0.45 3.17 0.03 23 366,373,692 2,362 45.70 0.43 0.45 1.52 0.44 2.85 0.06 24 339,797,960 2,227 59.06 0.48 0.32 1.64 0.63 3.06 0.06 25 313,073,858 2,091 62.18 0.64 0.12 1.46 0.78 2.99 0.06 26 294,023,973 1,991 52.39 0.91 0.31 1.49 0.84 3.55 0.06 27 279,248,565 1,911 45.52 1.29 0.22 1.56 0.80 3.87 0.08 28 263,539,875 1,822 49.49 1.00 0.35 1.40 0.95 3.71 0.08 29 254,784,316 1,771 32.82 1.26 0.19 1.53 0.90 3.88 0.09

Accredited Mortgage Loan Trust 2004-2 Page 17 of 34

Accredited Mortgage Loan Trust 2004-3Data Through September 30, 2006

Original Pool InformationClosing Date August 2004

6,100 Number of Mortgage Loans 636 Weighted Average FICO Score$1,012,247,217 Aggregate Cut-off Date Principal Balance 1 510 Minimum FICO Score

$165,942 Average Cut-off Date Principal Balance 1 806 Maximum FICO Score6.83% Weighted Average Interest Rate 354 Weighted Average Original Term To Stated Maturity77.4% Weighted Average Loan-to-value Ratio 2 352 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 2,234 432,976,657 42.8 Cash Out Refinance 3,849 612,274,283 60.5Fixed 2,583 376,963,965 37.2 Purchase 2,023 364,727,964 36.03/27 ARM 1,279 201,926,307 19.9 Rate/Term Refinance 220 33,484,226 3.3Balloon 4 380,288 0.0 Construction Permanent 8 1,760,744 0.2

Total 6,100 $1,012,247,217 100.0% Total 6,100 $1,012,247,217 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

4.501 - 5.500 170 35,281,560 3.5 California 1,451 349,784,195 34.65.501 - 6.000 774 156,708,280 15.5 Florida 673 88,698,804 8.86.001 - 6.500 1,158 211,461,619 20.9 Texas 524 56,900,855 5.66.501 - 7.000 1,751 288,879,568 28.5 All others (<5%) 3,452 516,863,362 51.17.001 - 7.500 1,019 156,944,822 15.5 Total 6,100 $1,012,247,217 100.0%7.501 - 8.000 790 107,532,837 10.68.001 - 8.500 252 34,410,446 3.48.501 - 12.000 186 21,028,083 2.1

Total 6,100 $1,012,247,217 100.0%

Accredited Mortgage Loan Trust 2004-3 Page 18 of 34

Accredited Mortgage Loan Trust 2004-3Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 1,010,210,307 6,093 0.55 0.09 0.00 0.00 0.00 0.09 0.00 2 1,004,746,494 6,065 5.43 0.08 0.01 0.00 0.00 0.09 0.00 3 994,382,706 6,016 10.87 0.25 0.15 0.00 0.01 0.41 0.00 4 983,425,669 5,960 11.63 0.38 0.21 0.16 0.01 0.76 0.00 5 963,935,113 5,863 20.61 0.51 0.20 0.33 0.01 1.05 0.00 6 948,480,972 5,790 16.84 0.55 0.28 0.54 0.02 1.39 0.00 7 928,259,816 5,691 22.04 0.49 0.23 0.59 0.08 1.39 0.00 8 899,923,825 5,548 30.40 0.54 0.35 0.70 0.15 1.74 0.00 9 874,376,015 5,416 28.53 0.56 0.40 0.58 0.19 1.73 0.00 10 846,178,132 5,270 31.85 0.67 0.22 0.79 0.16 1.83 0.01 11 807,358,198 5,047 42.51 0.86 0.34 0.81 0.17 2.18 0.01 12 771,686,509 4,855 41.27 0.93 0.48 0.96 0.24 2.61 0.01 13 727,823,396 4,613 49.95 0.85 0.44 1.19 0.28 2.76 0.02 14 694,888,846 4,444 42.03 0.64 0.49 1.33 0.31 2.77 0.03 15 675,644,403 4,324 27.85 1.15 0.33 1.37 0.43 3.28 0.04 16 646,263,203 4,170 40.72 1.09 0.56 1.39 0.45 3.48 0.04 17 625,911,385 4,040 31.15 1.09 0.45 1.66 0.52 3.71 0.05 18 611,198,554 3,949 24.02 1.31 0.49 1.75 0.58 4.14 0.06 19 597,557,374 3,875 22.89 0.88 0.54 1.72 0.76 3.89 0.07 20 581,664,292 3,775 26.84 1.24 0.29 1.59 0.64 3.76 0.08 21 566,735,262 3,687 25.99 1.13 0.43 1.51 0.71 3.77 0.09 22 547,583,162 3,570 33.06 0.97 0.39 1.44 0.71 3.50 0.11 23 520,201,967 3,418 45.36 1.27 0.51 1.46 0.75 3.98 0.14 24 491,712,399 3,269 48.56 0.97 0.38 1.69 0.83 3.88 0.16 25 454,391,334 3,072 60.78 1.35 0.36 1.71 0.87 4.30 0.18 26 432,036,836 2,947 44.78 1.29 0.35 1.58 1.10 4.32 0.20

Accredited Mortgage Loan Trust 2004-3 Page 19 of 34

Accredited Mortgage Loan Trust 2004-4Data Through September 30, 2006

Original Pool InformationClosing Date November 2004

6,498 Number of Mortgage Loans 625 Weighted Average FICO Score$1,047,176,083 Aggregate Cut-off Date Principal Balance 1 503 Minimum FICO Score

$161,154 Average Cut-off Date Principal Balance 1 807 Maximum FICO Score6.96% Weighted Average Interest Rate 355 Weighted Average Original Term To Stated Maturity78.0% Weighted Average Loan-to-value Ratio 2 354 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 3,348 617,715,415 59.0 Cash Out Refinance 4,166 644,934,217 61.6Fixed 2,366 316,351,102 30.2 Purchase 2,149 376,624,120 36.03/27 ARM 724 102,365,237 9.8 Rate/Term Refinance 183 25,617,746 2.45/25 ARM 52 9,272,927 0.9 Total 6,498 $1,047,176,083 100.0%6-month ARM 5 1,148,750 0.1Balloon 3 322,653 0.0

Total 6,498 $1,047,176,083 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

4.501 - 5.500 65 12,148,912 1.2 California 1,287 301,565,363 28.85.501 - 6.000 576 110,609,177 10.6 Florida 581 77,502,101 7.46.001 - 6.500 1,173 211,446,550 20.2 Texas 611 66,074,709 6.36.501 - 7.000 1,933 329,223,916 31.4 All others (<5%) 4,019 602,033,910 57.57.001 - 7.500 1,186 179,620,125 17.2 Total 6,498 $1,047,176,083 100.0%7.501 - 8.000 1,001 136,806,766 13.18.001 - 8.500 312 37,684,799 3.68.501 - 10.500 252 29,635,838 2.8

Total 6,498 $1,047,176,083 100.0%

Accredited Mortgage Loan Trust 2004-4 Page 20 of 34

Accredited Mortgage Loan Trust 2004-4Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 1,045,120,622 6,489 0.45 0.07 0.01 0.00 0.00 0.08 0.00 2 1,035,029,494 6,445 10.12 0.24 0.04 0.01 0.00 0.29 0.00 3 1,023,724,530 6,393 11.48 0.25 0.04 0.00 0.00 0.29 0.00 4 1,009,958,080 6,331 14.15 0.43 0.04 0.04 0.00 0.51 0.00 5 989,309,825 6,230 21.18 0.53 0.14 0.09 0.00 0.75 0.00 6 968,093,457 6,131 22.13 0.64 0.23 0.22 0.00 1.09 0.00 7 942,720,243 5,995 26.56 0.78 0.27 0.37 0.01 1.43 0.00 8 914,392,965 5,844 29.95 0.64 0.19 0.45 0.03 1.32 0.01 9 880,704,722 5,669 35.61 1.14 0.35 0.56 0.07 2.11 0.01 10 845,464,886 5,481 38.10 0.80 0.38 0.72 0.14 2.03 0.01 11 809,532,296 5,277 39.99 0.83 0.43 0.86 0.20 2.32 0.02 12 773,044,302 5,080 41.90 1.39 0.41 1.06 0.19 3.05 0.03 13 737,093,155 4,882 42.93 1.47 0.68 1.28 0.26 3.68 0.03 14 708,744,286 4,719 36.87 1.45 0.43 1.67 0.34 3.88 0.03 15 685,822,930 4,599 31.87 1.42 0.81 1.62 0.56 4.41 0.03 16 665,491,396 4,486 29.54 1.45 0.51 1.97 0.53 4.46 0.03 17 645,241,377 4,364 30.22 1.11 0.40 2.01 0.54 4.05 0.05 18 627,539,836 4,262 27.58 1.65 0.49 1.95 0.73 4.83 0.05 19 607,605,514 4,145 31.35 1.26 0.96 1.70 0.99 4.91 0.06 20 588,225,004 4,025 31.46 1.17 0.72 1.68 1.24 4.82 0.07 21 572,505,149 3,924 26.92 1.34 0.74 1.89 1.01 4.97 0.08 22 548,325,304 3,785 39.73 1.70 0.80 1.99 0.95 5.44 0.12 23 522,088,813 3,619 43.84 1.81 1.16 2.18 1.06 6.20 0.14

Accredited Mortgage Loan Trust 2004-4 Page 21 of 34

Accredited Mortgage Loan Trust 2005-1Data Through September 30, 2006

Original Pool InformationClosing Date February 2005

5,466 Number of Mortgage Loans 626 Weighted Average FICO Score$917,229,180 Aggregate Cut-off Date Principal Balance 1 510 Minimum FICO Score

$167,806 Average Cut-off Date Principal Balance 1 819 Maximum FICO Score6.99% Weighted Average Interest Rate 355 Weighted Average Original Term To Stated Maturity77.5% Weighted Average Loan-to-value Ratio 2 354 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 3,074 575,185,109 62.7 Cash Out Refinance 3,823 615,284,317 67.1Fixed 2,014 285,209,614 31.1 Purchase 1,451 275,020,892 30.03/27 ARM 313 46,621,681 5.1 Rate/Term Refinance 192 26,923,971 2.95/25 ARM 57 8,650,943 0.9 Total 5,466 $917,229,180 100.0%6-month ARM 6 1,130,139 0.1Balloon 2 431,695 0.0

Total 5,466 $917,229,180 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

4.501 - 5.500 85 18,761,936 2.0 California 955 228,469,660 24.95.501 - 6.000 596 111,886,042 12.2 Florida 629 91,875,539 10.06.001 - 6.500 876 166,014,820 18.1 Texas 540 60,196,779 6.66.501 - 7.000 1,407 249,677,718 27.2 All others (<5%) 3,342 536,687,203 58.57.001 - 7.500 989 157,302,492 17.1 Total 5,466 $917,229,180 100.0%7.501 - 8.000 927 132,849,596 14.58.001 - 8.500 313 44,832,040 4.98.501 - 11.000 273 35,904,535 3.9

Total 5,466 $917,229,180 100.0%

Accredited Mortgage Loan Trust 2005-1 Page 22 of 34

Accredited Mortgage Loan Trust 2005-1Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 916,843,078 5,464 0.53 0.00 0.00 0.00 0.00 0.00 0.00 2 904,767,524 5,414 13.90 0.18 0.00 0.00 0.00 0.18 0.00 3 894,156,235 5,362 12.37 0.18 0.10 0.00 0.00 0.27 0.00 4 882,685,917 5,308 13.53 0.43 0.14 0.08 0.00 0.65 0.00 5 865,220,963 5,217 20.56 0.51 0.20 0.21 0.01 0.93 0.00 6 839,797,509 5,097 29.40 0.83 0.29 0.34 0.02 1.47 0.00 7 811,982,989 4,960 32.59 0.59 0.38 0.50 0.02 1.49 0.00 8 784,936,407 4,828 32.74 0.84 0.29 0.70 0.07 1.90 0.00 9 759,780,997 4,686 31.68 0.84 0.39 0.98 0.13 2.34 0.00 10 734,099,599 4,558 33.14 1.26 0.35 1.16 0.24 3.00 0.00 11 701,551,344 4,387 41.38 1.01 0.43 1.30 0.34 3.08 0.00 12 680,751,068 4,276 29.60 1.32 0.19 1.34 0.59 3.45 0.00 13 660,412,900 4,165 29.79 1.23 0.45 1.27 0.63 3.59 0.02 14 635,879,560 4,037 35.84 1.16 0.35 1.27 0.75 3.53 0.03 15 618,430,857 3,931 27.63 1.24 0.25 1.51 0.68 3.66 0.04 16 595,993,375 3,810 35.14 0.95 0.26 1.41 0.80 3.42 0.07 17 577,446,498 3,705 30.83 1.08 0.53 1.41 0.89 3.92 0.07 18 561,101,121 3,616 28.37 0.90 0.76 1.60 0.87 4.13 0.08 19 544,706,785 3,518 29.16 1.16 0.42 1.81 1.03 4.42 0.08 20 531,064,157 3,437 25.42 0.97 0.43 1.83 1.02 4.26 0.10

Accredited Mortgage Loan Trust 2005-1 Page 23 of 34

Accredited Mortgage Loan Trust 2005-2Data Through September 30, 2006

Original Pool InformationClosing Date May 2005

5,998 Number of Mortgage Loans 633 Weighted Average FICO Score$1,007,808,828 Aggregate Cut-off Date Principal Balance 1 510 Minimum FICO Score

$168,024 Average Cut-off Date Principal Balance 1 816 Maximum FICO Score7.19% Weighted Average Interest Rate 354 Weighted Average Original Term To Stated Maturity78.3% Weighted Average Loan-to-value Ratio 2 353 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 3,603 689,912,174 68.5 Cash Out Refinance 3,724 607,744,266 60.3Fixed 1,905 266,576,930 26.5 Purchase 2,086 372,000,277 36.93/27 ARM 225 33,060,980 3.3 Rate/Term Refinance 184 26,991,683 2.7Balloon 221 10,705,135 1.1 Construction Permanent 4 1,072,602 0.15/25 ARM 31 4,474,452 0.4 Total 5,998 $1,007,808,828 100.0%6-month ARM 13 3,079,157 0.3

Total 5,998 $1,007,808,828 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

4.501 - 5.500 48 12,056,283 1.2 California 941 236,559,022 23.55.501 - 6.000 354 72,423,692 7.2 Florida 830 129,779,758 12.96.001 - 6.500 742 148,792,169 14.8 Illinois 333 62,397,875 6.26.501 - 7.000 1,518 286,647,815 28.4 Texas 535 57,394,266 5.77.001 - 7.500 1,124 190,659,753 18.9 All others (<5%) 3,359 521,677,907 51.87.501 - 8.000 1,121 171,633,337 17.0 Total 5,998 $1,007,808,828 100.0%8.001 - 8.500 459 65,706,174 6.58.501 - 9.000 351 39,402,381 3.99.001 - 13.000 281 20,487,225 2.0

Total 5,998 $1,007,808,828 100.0%

Accredited Mortgage Loan Trust 2005-2 Page 24 of 34

Accredited Mortgage Loan Trust 2005-2Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 1,004,959,459 5,984 0.43 0.05 0.00 0.00 0.00 0.05 0.00 2 996,016,381 5,943 9.41 0.21 0.00 0.00 0.00 0.21 0.00 3 982,067,588 5,879 14.85 0.79 0.07 0.00 0.00 0.86 0.00 4 961,151,942 5,785 22.10 0.36 0.29 0.02 0.00 0.68 0.01 5 937,237,108 5,673 25.45 1.00 0.13 0.35 0.00 1.48 0.01 6 911,175,473 5,544 28.09 1.12 0.49 0.44 0.00 2.05 0.01 7 884,805,067 5,405 29.08 1.01 0.62 0.72 0.05 2.40 0.02 8 861,708,189 5,288 26.55 1.00 0.36 1.19 0.13 2.67 0.02 9 839,938,274 5,165 25.78 1.20 0.36 1.24 0.32 3.12 0.02 10 816,893,996 5,050 27.73 1.44 0.49 1.42 0.36 3.71 0.02 11 787,218,828 4,894 35.27 1.01 0.26 1.55 0.37 3.19 0.04 12 757,056,478 4,735 36.85 1.56 0.35 1.72 0.46 4.09 0.06 13 731,521,828 4,577 33.13 1.04 0.60 1.79 0.66 4.10 0.08 14 705,122,115 4,433 35.06 1.30 0.55 2.19 0.73 4.77 0.10 15 684,711,640 4,310 29.04 1.33 0.41 2.16 0.79 4.69 0.11 16 659,866,169 4,172 35.21 1.34 0.72 2.17 0.94 5.16 0.12 17 641,691,098 4,069 27.79 1.97 0.84 2.49 1.10 6.40 0.17

Accredited Mortgage Loan Trust 2005-2 Page 25 of 34

Accredited Mortgage Loan Trust 2005-3Data Through September 30, 2006

Original Pool InformationClosing Date August 2005

6,484 Number of Mortgage Loans 635 Weighted Average FICO Score$1,120,042,352 Aggregate Cut-off Date Principal Balance 1 510 Minimum FICO Score

$172,739 Average Cut-off Date Principal Balance 1 817 Maximum FICO Score7.11% Weighted Average Interest Rate 355 Weighted Average Original Term To Stated Maturity77.4% Weighted Average Loan-to-value Ratio 2 354 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 3,648 695,186,796 62.1 Cash Out Refinance 4,033 664,562,944 59.3Fixed 2,091 299,458,235 26.7 Purchase 2,303 432,079,792 38.62/28 ARM 30/40 337 72,759,677 6.5 Rate/Term Refinance 148 23,399,615 2.13/27 ARM 159 23,584,504 2.1 Total 6,484 $1,120,042,352 100.0%Fixed - 30/40 61 14,257,558 1.35/25 ARM 32 5,509,477 0.5Balloon 134 5,378,414 0.53/27 ARM 30/40 18 2,961,311 0.35/25 ARM 30/40 3 726,500 0.16-mth ARM 30/40 1 219,880 0.0

Total 6,484 $1,120,042,352 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

4.501 - 5.500 46 9,223,192 0.8 California 843 226,184,704 20.25.501 - 6.000 392 86,099,370 7.7 Florida 972 150,219,343 13.46.001 - 6.500 839 174,789,965 15.6 Illinois 434 80,530,815 7.26.501 - 7.000 1,714 329,861,055 29.5 All others (<5%) 4,235 663,107,490 59.27.001 - 7.500 1,333 227,368,503 20.3 Total 6,484 $1,120,042,352 100.0%7.501 - 8.000 1,287 192,997,639 17.28.001 - 8.500 430 55,817,279 5.08.501 - 12.000 443 43,885,348 3.9

Total 6,484 $1,120,042,352 100.0%

Accredited Mortgage Loan Trust 2005-3 Page 26 of 34

Accredited Mortgage Loan Trust 2005-3Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 1,116,347,021 6,469 0.30 0.03 0.00 0.00 0.00 0.03 0.00 2 1,104,685,726 6,421 11.12 0.23 0.00 0.00 0.00 0.23 0.00 3 1,091,127,904 6,357 13.06 0.52 0.16 0.00 0.00 0.68 0.00 4 1,076,813,042 6,286 13.94 0.82 0.26 0.13 0.02 1.23 0.00 5 1,061,307,618 6,203 15.27 0.80 0.47 0.43 0.02 1.72 0.00 6 1,045,123,185 6,131 16.14 1.10 0.58 0.81 0.02 2.50 0.00 7 1,025,197,416 6,027 19.95 0.94 0.51 1.15 0.04 2.63 0.00 8 997,616,545 5,892 27.29 0.79 0.48 1.31 0.07 2.65 0.00 9 975,593,353 5,781 22.84 0.83 0.37 1.57 0.19 2.96 0.00 10 949,173,080 5,642 27.44 1.28 0.34 1.60 0.36 3.58 0.01 11 918,101,974 5,478 32.34 0.88 0.57 1.52 0.50 3.47 0.01 12 890,593,299 5,326 30.07 1.54 0.58 1.65 0.61 4.38 0.02 13 855,970,970 5,122 37.30 1.65 1.05 1.81 0.70 5.21 0.02 14 834,128,578 4,997 26.00 1.23 0.92 2.48 0.85 5.48 0.03

Accredited Mortgage Loan Trust 2005-3 Page 27 of 34

Accredited Mortgage Loan Trust 2005-4Data Through September 30, 2006

Original Pool InformationClosing Date November 2005

6,598 Number of Mortgage Loans 635 Weighted Average FICO Score$1,195,114,021 Aggregate Cut-off Date Principal Balance 1 488 Minimum FICO Score

$181,133 Average Cut-off Date Principal Balance 1 816 Maximum FICO Score7.36% Weighted Average Interest Rate 357 Weighted Average Original Term To Stated Maturity78.0% Weighted Average Loan-to-value Ratio 2 356 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 2,299 439,408,150 36.8 Cash Out Refinance 4,139 703,042,345 58.82/28 ARM 30/40 1,749 369,264,246 30.9 Purchase 2,310 466,561,041 39.0Fixed 1,956 278,711,251 23.3 Rate/Term Refinance 145 24,825,884 2.1Fixed - 30/40 365 72,081,642 6.0 Construction Permanent 4 684,750 0.13/27 ARM 122 17,827,807 1.5 Total 6,598 $1,195,114,021 100.0%3/27 ARM 30/40 64 10,626,018 0.95/25 ARM 26 3,946,374 0.3Other 17 3,248,533 0.3

Total 6,598 $1,195,114,021 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

5.001 - 6.000 160 33,978,691 2.8 California 712 206,378,430 17.36.001 - 6.500 546 113,064,672 9.5 Florida 900 140,469,852 11.86.501 - 7.000 1,658 339,232,696 28.4 Illinois 579 106,450,086 8.97.001 - 7.500 1,511 281,931,774 23.6 All others (<5%) 4,407 741,815,653 62.17.501 - 8.000 1,494 254,111,866 21.3 Total 6,598 $1,195,114,021 100.0%8.001 - 8.500 613 92,008,571 7.78.501 - 9.000 444 59,309,042 5.09.001 - 11.000 172 21,476,710 1.8

Total 6,598 $1,195,114,021 100.0%

Accredited Mortgage Loan Trust 2005-4 Page 28 of 34

Accredited Mortgage Loan Trust 2005-4Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 1,193,423,001 6,591 0.24 0.19 0.00 0.00 0.00 0.19 0.00 2 1,184,071,948 6,552 8.41 0.39 0.06 0.00 0.00 0.45 0.00 3 1,174,434,210 6,510 8.74 0.50 0.18 0.03 0.00 0.71 0.00 4 1,163,035,642 6,452 10.45 0.96 0.50 0.10 0.00 1.56 0.00 5 1,142,130,065 6,358 19.02 0.89 0.50 0.46 0.00 1.84 0.00 6 1,124,997,304 6,267 16.02 0.99 0.31 0.78 0.08 2.15 0.00 7 1,100,332,874 6,142 22.83 1.02 0.66 0.96 0.14 2.77 0.00 8 1,078,394,930 6,030 20.92 1.16 0.87 1.34 0.18 3.55 0.00 9 1,057,992,299 5,924 19.93 1.14 1.00 1.78 0.29 4.21 0.00 10 1,030,349,767 5,784 26.71 1.55 1.01 2.48 0.39 5.43 0.01 11 1,007,182,606 5,665 23.34 1.44 1.19 2.74 0.53 5.89 0.03

Accredited Mortgage Loan Trust 2005-4 Page 29 of 34

Accredited Mortgage Loan Trust 2006-1Data Through September 30, 2006

Original Pool InformationClosing Date March 2006

5,040 Number of Mortgage Loans 633 Weighted Average FICO Score1,003,750,611 Aggregate Cut-off Date Principal Balance 1 453 Minimum FICO Score

199,157 Average Cut-off Date Principal Balance 1 813 Maximum FICO Score7.81% Weighted Average Interest Rate 357 Weighted Average Original Term To Stated Maturity78.2% Weighted Average Loan-to-value Ratio 2 354 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

2/28 ARM 30/40 1,797 413,230,928 41.2 Cash Out Refinance 3,506 664,482,957 66.22/28 ARM 1,110 247,129,218 24.6 Purchase 1,421 320,729,574 32.0Fixed 1,433 206,933,476 20.6 Rate/Term Refinance 113 18,538,080 1.8Fixed - 30/40 475 97,818,287 9.7 Total 5,040 $1,003,750,611 100.0%3/27 ARM 98 16,299,323 1.63/27 ARM 30/40 58 9,126,105 0.95/25 ARM 30/40 33 6,949,531 0.75/25 ARM 33 5,778,224 0.6Other 3 485,520 0.0

Total 5,040 $1,003,750,611 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

5.001 - 6.000 136 27,728,777 2.8 California 608 186,240,274 18.66.001 - 6.500 289 67,464,041 6.7 Florida 705 120,489,486 12.06.501 - 7.000 761 170,389,185 17.0 Illinois 313 62,725,473 6.27.001 - 7.500 766 175,386,968 17.5 New York 156 54,805,905 5.57.501 - 8.000 946 196,429,242 19.6 All others (<5%) 3,258 579,489,473 57.78.001 - 8.500 701 137,732,929 13.7 Total 5,040 $1,003,750,611 100.0%8.501 - 9.000 783 137,281,843 13.79.001 - 9.500 257 39,456,160 3.99.501 - 10.000 269 38,673,964 3.910.001 - 14.000 132 13,207,502 1.3

Total 5,040 $1,003,750,611 100.0%

Accredited Mortgage Loan Trust 2006-1 Page 30 of 34

Accredited Mortgage Loan Trust 2006-1Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 993,720,524 4,999 0.96 0.01 0.04 0.00 0.00 0.05 0.00 2 980,153,264 4,945 14.76 0.29 0.00 0.04 0.00 0.34 0.00 3 966,649,958 4,880 14.89 0.67 0.27 0.00 0.00 0.93 0.00 4 951,055,647 4,808 17.29 0.43 0.49 0.27 0.00 1.19 0.00 5 934,671,110 4,739 18.38 1.22 0.39 0.67 0.00 2.28 0.00 6 907,448,318 4,613 29.48 0.87 0.58 0.98 0.05 2.48 0.00 7 885,366,960 4,518 25.18 1.53 0.57 1.41 0.08 3.58 0.00

Accredited Mortgage Loan Trust 2006-1 Page 31 of 34

Accredited Mortgage Loan Trust 2006-2Data Through September 30, 2006

Original Pool InformationClosing Date June 2006

7,850 Number of Mortgage Loans 629 Weighted Average FICO Score1,399,934,359 Aggregate Cut-off Date Principal Balance 1 432 Minimum FICO Score

178,336 Average Cut-off Date Principal Balance 1 820 Maximum FICO Score7.92% Weighted Average Interest Rate 353 Weighted Average Original Term To Stated Maturity75.6% Weighted Average Loan-to-value Ratio 2 351 Weighted Average Remaining Term To Stated Maturity

Mortgage Loan Type Loan Purpose

Mortgage Loan Types

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Loan Purpose

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

Fixed 3,536 522,380,047 37.3 Cash Out Refinance 5,835 1,026,870,305 73.42/28 ARM 1,252 251,636,539 18.0 Purchase 1,765 330,148,675 23.62/28 ARM 30/40 795 189,273,153 13.5 Rate/Term Refinance 248 42,477,779 3.03/27 ARM 1,052 187,629,814 13.4 Construction Permanent 2 437,600 0.03/27 ARM 30/40 574 120,198,109 8.6 Total 7,850 $1,399,934,359 100.0%Fixed - 30/40 553 110,796,308 7.95/25 ARM 50 9,897,285 0.75/25 ARM 30/40 37 7,962,917 0.6Other 1 160,186 0.0

Total 7,850 $1,399,934,359 100.0%

Range of Gross Interest Rates (%) Geographical Distribution of Mortgaged Properties

Range of Gross Interest Rates (%)

Number Of Mortgage Loans

Aggregate Cut-off Date Principal Balance ($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3 State

Number Of Mortgage

Loans

Aggregate Cut-off Date Principal Balance

($) 1,3

Percentage Of Aggregate Cut-off

Date Principal Balance (%) 1,3

5.001 - 6.000 173 40,451,367 2.9 Florida 1,233 209,400,986 15.06.001 - 6.500 384 87,291,307 6.2 California 733 198,397,473 14.26.501 - 7.000 965 205,462,365 14.7 Illinois 501 96,835,803 6.97.001 - 7.500 980 199,285,657 14.2 Massachusetts 319 78,531,979 5.67.501 - 8.000 1,675 314,421,814 22.5 Texas 643 77,071,104 5.58.001 - 8.500 1,141 209,001,093 14.9 All others (<5%) 4,421 739,697,013 52.88.501 - 9.000 1,145 184,366,051 13.2 Total 7,850 $1,399,934,359 100.0%9.001 - 9.500 483 67,872,259 4.89.501 - 10.000 416 51,462,707 3.710.001 - 16.000 488 40,319,738 2.9

Total 7,850 $1,399,934,359 100.0%

Accredited Mortgage Loan Trust 2006-2 Page 32 of 34

Accredited Mortgage Loan Trust 2006-2Data Through September 30, 2006

Static Pool Information 4

Months Since Securitization

Unpaid Principal Balance of

Mortgage Loans At Period End ($)

Number of Mortgage Loans At Period End

1 MonthCPR (%)

30 Day Delinquency

(%) 5,6

60 Day Delinquency

(%) 5,7

90+ Day Delinquency

(%) 5,8REO

(%) 5,9

Total 30+ Day Delinquency Including

REO (%) 5,6,7,8,9Cumulative Net Losses (%) 10

1 1,048,495,265 6,009 0.74 0.17 0.00 0.00 0.00 0.17 0.00 2 1,213,100,381 6,880 7.41 0.46 0.17 0.00 0.00 0.63 0.00 3 1,372,102,695 7,708 13.31 0.87 0.40 0.03 0.00 1.30 0.00 4 1,356,479,276 7,626 12.24 0.75 0.78 0.39 0.00 1.92 0.00

Accredited Mortgage Loan Trust 2006-2 Page 33 of 34

Notes1 In the event of a pre-funded securitization, the total securitized principal balance is used as opposed to the cut-off date principal balance, because the cut-off date principal balance does not include any pre-funded mortgage loans2 Includes the senior balance for second liens.3 Due to Rounding, total may not exactly match aggregate total.4 Static pool information is representive of actual loans and balances at each calendar month-end5 Expressed as a percentage of the total outstanding unpaid principal balance of mortgage loans at period end6 A mortgage loan is defined as 30 days contractually delinquent on the last day of the month following the date in which the payment is due7 A mortgage loan is defined as 60 days contractually delinquent on the last day of the second month following the date in which the payment is due8 A mortgage loan is defined as 90+ days contractually delinquent on the last day of the third month following the date in which the payment is due9 REO are not included in the contractual delinquent categories10 Expressed as a percentage of the total unpaid principal balance of mortgage loans at time of securitization

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