LEHMAN BROTHERS
                                  2,850 RECORDS
                              BALANCE: 194,560,395
                                    LABS 04-4
                               AS OF DATE 10-29-04
                                 SHANE ROGOVITZ
                                     5-3994
                                  STATE IN 'CA'
--------------------------------------------------------------------------------

SELECTION CRITERIA: STATE IN 'CA'
TABLE OF CONTENTS

1.       Product Description

2.       Current Balance

3.       Credit Limit

4.       Available Balance

5.       Rate

6.       ORIGINATION DATE

7.       TEASER FLAG

8.       In Teaser Period

9.       Rate Type

10.      Product Type

11.      Draw Term

12.      REMANING DRAW PERIOD

13.      Interest Only Flag

14.      INTEREST ONLY TERM

15.      Lien Position

16.      Original Term

17.      Seasoning

18.      Stated Remaining Term

19.      First Payment Date

20.      Maturity Date

21.      DTI

22.      Junior HELOC Ratio

23.      Current Utilization Ratio

24.      Original LTV (Calc)

25.      Combined LTV (Calc)

26.      Current LTV (Calc)

27.      Prepayment Penalty

28.      Property Type

29.      Loan Purpose

30.      Occupancy Status

31.      DOC TYPE GIVEN

32.      Documentation Type

33.      State (Top 30)

34.      Top 10 Zip Code Concentrations

35.      Paid Through Date

36.      Days Delinquent

37.      Index






38.      Floor

39.      Margin

40.      Maximum Rate

41.      Rate Change Period(mos)

42.      Pay Change Period(mos)

43.      First Rate Adjustment Date

44.      FICO

45.      Piggyback Balances

46.      Self-Employed

47.      Self-Employed Percents

48.      Appraisal Type

49.      AVM System (Only if Appraisal Type = 8)

50.      High Cost - Covered Loan

51.      Buydown

52.      Next Generation FICO

53.      Asset Verification Flag-Purchase Only

54.      S&P Documentation Type










1. PRODUCT DESCRIPTION




                                                                   TOTAL           %             TOTAL          AVERAGE        WAC
                                                    NO. OF        CURRENT       CURRENT         CREDIT          CURRENT      CURRENT
PRODUCT DESCRIPTION                                 LOANS         BALANCE       BALANCE          LIMIT          BALANCE      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

HELOC FIRST_AQ_5 YR/10 YR I.O. 3MO/1MO                 1           62,807.80      0.03          242,000.00    62,807.80       5.500
HELOC FIRST_AQ_5YR/10 YR I.O.                         23        2,068,893.31      1.06        3,782,000.00    89,951.88       6.216
HELOC SECOND_AQ_15YR/10YR 3MO/1MO                     15          935,514.67      0.48        1,472,300.00    62,367.64       6.363
HELOC SECOND_AQ_15YR/10YR I.O. 3MO/1MO               250       17,421,497.07      8.95       21,299,400.00    69,685.99       6.244
HELOC SECOND_AQ_5YR/10YR                               4          240,505.97      0.12          310,000.00    60,126.49       8.607
HELOC SECOND_AQ_5YR/10YR 3MO/1MO                      16          655,168.40      0.34        1,116,700.00    40,948.03       7.334
HELOC SECOND_AQ_5YR/10YR I.O.                        328       19,398,203.43      9.97       25,256,500.00    59,140.86       7.445
HELOC SECOND_AQ_5YR/10YR I.O. 3MO/1MO                919       83,082,038.03     42.70      103,477,208.00    90,404.83       6.701
HELOC SECOND_AQ_PIG_15YR/10YR I.O. 3MO/1MO            79        4,164,163.23      2.14        5,564,300.00    52,710.93       6.175
HELOC SECOND_AQ_PIG_5YR/10YR                           3           26,826.56      0.01           73,300.00     8,942.19       7.836
HELOC SECOND_AQ_PIG_5YR/10YR I.O.                    380       16,548,429.17      8.51       17,334,100.00    43,548.50       8.308
HELOC SECOND_AQ_PIG_5YR/10YR I.O. 3MO/1MO            574       34,337,522.62     17.65       36,968,550.00    59,821.47       7.383
HELOC SECOND_GX_15YR/10YR I.O. 3MO/1MO               159       11,952,685.10      6.14       16,056,800.00    75,174.12       6.055
HELOC SECOND_GX_AQ_PIG_15YR_10YR I.O. 3MO/1MO         75        2,755,815.34      1.42        5,089,100.00    36,744.20       5.646
HELOC SECOND_GX_AQ_PIG_15YR/10YR I.O. 3MO/1MO          2           48,212.43      0.02           49,000.00    24,106.22       5.500
HELOC SECOND_GX_PIG_5YR/10YR I.O. 1MO/1MO              7          160,658.96      0.08          190,300.00    22,951.28       6.895
HELOC SECOND_GX_PIG_5YR/10YR I.O. 3MO/1MO             15          701,453.12      0.36          755,700.00    46,763.54       7.119
TOTAL:                                             2,850      194,560,395.21    100.00      239,037,258.00    68,266.81       6.924



                                                                                                     WA          WA
                                                      WAC         WAM        WALA        WAOT      MARGIN      MARGIN         WA
                                                    BALANCE     CURRENT     CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME
PRODUCT DESCRIPTION                                  LIMIT      BALANCE     BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP
------------------------------------------------------------------------------------------------------------------------------------

HELOC FIRST_AQ_5 YR/10 YR I.O. 3MO/1MO               5.500      171.00        9.00     180.00        0.75        0.75        18.00
HELOC FIRST_AQ_5YR/10 YR I.O.                        6.053      172.43        7.57     180.00        1.47        1.30        13.52
HELOC SECOND_AQ_15YR/10YR 3MO/1MO                    6.021      238.71       61.29     300.00        1.86        1.52        18.00
HELOC SECOND_AQ_15YR/10YR I.O. 3MO/1MO               6.168      292.09        7.39     299.48        1.50        1.42        18.00
HELOC SECOND_AQ_5YR/10YR                             8.240      119.18       60.82     180.00        4.11        3.74        18.00
HELOC SECOND_AQ_5YR/10YR 3MO/1MO                     7.180      121.04       58.96     180.00        2.81        2.66        18.00
HELOC SECOND_AQ_5YR/10YR I.O.                        7.414      172.73        7.27     180.00        2.70        2.67        18.00
HELOC SECOND_AQ_5YR/10YR I.O. 3MO/1MO                6.646      172.81        7.19     180.00        1.95        1.90        18.00
HELOC SECOND_AQ_PIG_15YR/10YR I.O. 3MO/1MO           6.054      293.13        6.87     300.00        1.43        1.31        18.00
HELOC SECOND_AQ_PIG_5YR/10YR                         7.712      115.51       64.49     180.00        3.34        3.21        18.00
HELOC SECOND_AQ_PIG_5YR/10YR I.O.                    8.309      173.06        6.94     180.00        3.56        3.56        18.00
HELOC SECOND_AQ_PIG_5YR/10YR I.O. 3MO/1MO            7.326      173.10        6.90     180.00        2.63        2.58        18.00
HELOC SECOND_GX_15YR/10YR I.O. 3MO/1MO               5.950      293.00        7.00     300.00        1.31        1.21        18.00
HELOC SECOND_GX_AQ_PIG_15YR_10YR I.O. 3MO/1MO        5.458      293.37        6.63     300.00        0.90        0.72        18.00
HELOC SECOND_GX_AQ_PIG_15YR/10YR I.O. 3MO/1MO        5.500      279.61       20.39     300.00        0.75        0.75        18.00
HELOC SECOND_GX_PIG_5YR/10YR I.O. 1MO/1MO            6.970      172.74        7.26     180.00        2.14        2.24        18.00
HELOC SECOND_GX_PIG_5YR/10YR I.O. 3MO/1MO            7.130      173.29        6.71     180.00        2.38        2.39        18.00
TOTAL:                                               6.816      195.31        7.63     202.95        2.18        2.07        17.95



                                                        NZWA            NZWA
                                                     FULLY DRAWN    FULLY DRAWN   NZWA        NZWA                   JUNIOR
PRODUCT DESCRIPTION                                      LTV            CLTV      FICO        DTI     % UTILIZED      RATIO
----------------------------------------------------------------------------------------------------------------------------

HELOC FIRST_AQ_5 YR/10 YR I.O. 3MO/1MO                  66.48          66.48     762.00      33.00        25.95      100.00
HELOC FIRST_AQ_5YR/10 YR I.O.                           48.28          48.28     719.55      29.14        58.58      100.00
HELOC SECOND_AQ_15YR/10YR 3MO/1MO                       26.16          70.79     702.83      40.32        67.02       32.96
HELOC SECOND_AQ_15YR/10YR I.O. 3MO/1MO                  19.17          80.81     692.88      37.55        86.49       19.97
HELOC SECOND_AQ_5YR/10YR                                23.05          70.30     668.96      29.54        82.93       44.40
HELOC SECOND_AQ_5YR/10YR 3MO/1MO                        31.78          66.55     679.75      34.43        65.08       32.97
HELOC SECOND_AQ_5YR/10YR I.O.                           21.70          79.65     717.00      34.84        85.69       22.95
HELOC SECOND_AQ_5YR/10YR I.O. 3MO/1MO                   18.99          78.54     702.43      34.51        83.56       21.46
HELOC SECOND_AQ_PIG_15YR/10YR I.O. 3MO/1MO              12.33          83.72     710.05      34.11        80.55       12.80
HELOC SECOND_AQ_PIG_5YR/10YR                            19.18          89.98     643.59      38.06        36.60       16.66
HELOC SECOND_AQ_PIG_5YR/10YR I.O.                       15.40          94.64     728.67      35.46        98.35       14.55
HELOC SECOND_AQ_PIG_5YR/10YR I.O. 3MO/1MO               14.10          90.93     705.47      33.56        95.31       14.47
HELOC SECOND_GX_15YR/10YR I.O. 3MO/1MO                  19.77          77.23     695.82      34.24        78.77       23.47
HELOC SECOND_GX_AQ_PIG_15YR_10YR I.O. 3MO/1MO           20.52          74.31     728.89      35.47        65.99       21.78
HELOC SECOND_GX_AQ_PIG_15YR/10YR I.O. 3MO/1MO           11.30          90.00     716.75      41.47        98.39       12.66
HELOC SECOND_GX_PIG_5YR/10YR I.O. 1MO/1MO               11.21          89.24     744.72      43.15        91.28       11.70
HELOC SECOND_GX_PIG_5YR/10YR I.O. 3MO/1MO               16.49          94.85     731.27      28.02        92.82       16.70
TOTAL:                                                  18.81          81.35     706.15      34.67        85.67       19.81



                                       Top




2. CURRENT BALANCE




                                                TOTAL              %             TOTAL           AVERAGE         WAC        WAC
                                 NO. OF        CURRENT          CURRENT         CREDIT           CURRENT       CURRENT    BALANCE
CURRENT BALANCE                   LOANS        BALANCE          BALANCE          LIMIT           BALANCE       BALANCE     LIMIT
------------------------------------------------------------------------------------------------------------------------------------

<= 0.00                         117               -2.83        0.00       11,721,000.00          -0.02       4.750      6.297
0.01 - 40,000.00                   918       23,476,490.68       12.07       41,251,150.00      25,573.52       7.339      6.942
40,000.01 - 60,000.00              633       31,622,148.36       16.25       37,151,928.00      49,956.00       7.287      7.165
60,000.01 - 80,000.00              357       24,748,572.69       12.72       27,747,750.00      69,323.73       7.167      7.085
80,000.01 - 100,000.00             375       34,784,289.78       17.88       36,881,450.00      92,758.11       7.311      7.270
100,000.01 - 125,000.00            105       11,918,107.34        6.13       13,270,350.00     113,505.78       6.985      6.874
125,000.01 - 150,000.00            105       14,628,485.15        7.52       16,099,800.00     139,318.91       6.595      6.525
150,000.01 - 200,000.00            159       29,439,326.24       15.13       30,193,530.00     185,153.00       6.435      6.423
200,000.01 - 250,000.00             23        5,316,555.95        2.73        5,638,000.00     231,154.61       6.093      6.068
250,000.01 - 300,000.00             39       11,167,200.64        5.74       11,364,800.00     286,338.48       5.959      5.962
300,000.01 - 350,000.00              5        1,645,175.39        0.85        1,827,500.00     329,035.08       6.102      6.116
350,000.01 - 400,000.00             11        4,314,048.67        2.22        4,390,000.00     392,186.24       5.916      5.909
450,000.01 - 500,000.00              3        1,499,997.15        0.77        1,500,000.00     499,999.05       6.042      6.042
TOTAL:                           2,850      194,560,395.21      100.00      239,037,258.00      68,266.81       6.924      6.816



                                                                     WA          WA
                                 WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA            NZWA
                               CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN
CURRENT BALANCE                BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV             CLTV
------------------------------------------------------------------------------------------------------------------------------------

<= 0.00                     294.00        6.00      300.00        0.00       1.59         18.00         20.73            75.32
0.01 - 40,000.00               201.31        8.15      209.46        2.60       2.20         17.98         16.24            81.36
40,000.01 - 60,000.00          192.66        7.40      200.06        2.54       2.42         17.95         15.62            84.20
60,000.01 - 80,000.00          193.32        7.31      200.63        2.42       2.34         17.97         17.31            84.84
80,000.01 - 100,000.00         191.97        7.28      199.25        2.56       2.52         17.97         18.44            84.66
100,000.01 - 125,000.00        192.73        6.95      199.67        2.24       2.12         17.95         21.64            86.43
125,000.01 - 150,000.00        203.24        7.94      211.18        1.85       1.78         17.84         23.14            80.36
150,000.01 - 200,000.00        198.85        7.56      206.41        1.69       1.68         17.92         21.34            79.33
200,000.01 - 250,000.00        183.88        6.92      190.80        1.34       1.32         18.00         20.99            72.04
250,000.01 - 300,000.00        201.14        9.94      211.08        1.22       1.22         18.00         22.77            72.54
300,000.01 - 350,000.00        195.84        6.95      202.79        1.35       1.37         18.00         40.94            78.26
350,000.01 - 400,000.00        183.85        7.28      191.13        1.17       1.16         18.00         17.56            66.66
450,000.01 - 500,000.00        171.33        8.67      180.00        1.29       1.29         18.00          6.99            66.13
TOTAL:                         195.31        7.63      202.95        2.18       2.07         17.95         18.81            81.35





                                    NZWA       NZWA                      JUNIOR
CURRENT BALANCE                     FICO       DTI       % UTILIZED       RATIO
--------------------------------------------------------------------------------

<= 0.00                        719.00      37.47           0.00       23.65
0.01 - 40,000.00                  708.33      35.25          57.21       15.90
40,000.01 - 60,000.00             703.00      34.70          85.12       17.91
60,000.01 - 80,000.00             703.02      35.11          89.19       19.92
80,000.01 - 100,000.00            699.12      35.29          94.31       21.98
100,000.01 - 125,000.00           709.01      37.11          89.81       23.40
125,000.01 - 150,000.00           702.29      34.40          90.86       29.44
150,000.01 - 200,000.00           707.99      33.92          97.50       27.46
200,000.01 - 250,000.00           726.08      33.24          94.30       29.63
250,000.01 - 300,000.00           717.65      33.10          98.26       32.04
300,000.01 - 350,000.00           723.82      35.03          90.02       49.58
350,000.01 - 400,000.00           717.53      30.32          98.27       26.25
450,000.01 - 500,000.00           723.00      30.14         100.00       10.61
TOTAL:                            706.15      34.67          85.67       19.81


Min.: -2.83
Max: 500,000.00
Avg.: 68,266.81


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3. CREDIT LIMIT




                                           TOTAL             %             TOTAL           AVERAGE        WAC         WAC
                            NO. OF        CURRENT         CURRENT         CREDIT           CURRENT      CURRENT     BALANCE
CREDIT LIMIT                LOANS         BALANCE         BALANCE          LIMIT           BALANCE      BALANCE      LIMIT
-------------------------------------------------------------------------------------------------------------------------------

1 - 100,000                 2,260      109,416,758.94       56.24      130,133,178.00     48,414.50       7.327       7.237
100,001 - 200,000             487       59,653,461.68       30.66       77,673,180.00    122,491.71       6.599       6.489
200,001 - 300,000              80       17,676,601.05        9.09       21,908,300.00    220,957.51       5.915       5.842
300,001 - 400,000              18        5,992,966.11        3.08        6,822,600.00    332,942.56       6.037       5.962
400,001 - 500,000               5        1,820,607.43        0.94        2,500,000.00    364,121.49       6.078       5.975
TOTAL:                      2,850      194,560,395.21      100.00      239,037,258.00     68,266.81       6.924       6.816


                                                                WA          WA
                           WAM         WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                         CURRENT      CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN
CREDIT LIMIT             BALANCE      BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV
--------------------------------------------------------------------------------------------------------------------------------

1 - 100,000               194.07        7.50      201.57       2.58        2.49         17.96          15.76            85.07
100,001 - 200,000         199.00        7.55      206.54       1.85        1.75         17.93          21.99            79.58
200,001 - 300,000         194.72        7.90      202.62       1.17        1.10         17.93          24.28            70.64
300,001 - 400,000         190.37        9.90      200.27       1.30        1.22         18.00          22.21            69.89
400,001 - 500,000         171.63        8.37      180.00       1.33        1.23         18.00          21.89            67.43
TOTAL:                    195.31        7.63      202.95       2.18        2.07         17.95          18.81            81.35




                         NZWA       NZWA                    JUNIOR
CREDIT LIMIT             FICO       DTI       % UTILIZED     RATIO
-------------------------------------------------------------------

1 - 100,000             702.17      35.15          87.76     17.38
100,001 - 200,000       706.92      34.68          81.82     27.97
200,001 - 300,000       723.02      32.96          83.80     35.44
300,001 - 400,000       717.21      32.38          93.31     31.65
400,001 - 500,000       719.13      29.82          91.03     31.98
TOTAL:                  706.15      34.67          85.67     19.81



Min.: 10,000
Max: 500,000
Avg.: 83,873
TOTAL: 239,037,258.

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4. AVAILABLE BALANCE




                                      TOTAL             %             TOTAL         AVERAGE        WAC          WAC        WAM
                     NO. OF          CURRENT         CURRENT         CREDIT         CURRENT      CURRENT      BALANCE    CURRENT
AVAILABLE BALANCE    LOANS           BALANCE         BALANCE          LIMIT         BALANCE      BALANCE       LIMIT     BALANCE
--------------------------------------------------------------------------------------------------------------------------------

<= 0                 696       54,477,200.00       28.00       54,477,200.00    78,271.84       7.139       7.139     189.10
1 - 25000             1,667      120,960,812.05       62.17      125,837,058.00    72,561.97       6.943       6.940     196.50
25001 - 50000           185        8,491,562.65        4.36       15,501,800.00    45,900.34       6.296       6.416     213.21
50001 - 75000           110        5,148,083.98        2.65       11,891,100.00    46,800.76       6.089       6.340     201.11
75001 - 100000           78        1,581,214.64        0.81        8,612,500.00    20,271.98       6.553       6.704     193.77
100001 - 125000          32        1,514,591.67        0.78        5,103,000.00    47,330.99       6.124       6.152     206.66
125001 - 150000          29        1,094,222.22        0.56        5,142,500.00    37,731.80       5.994       6.000     198.77
150001 - 175000          11          246,978.29        0.13        2,044,700.00    22,452.57       5.879       5.963     198.92
175001 - 200000          30          794,957.70        0.41        6,588,800.00    26,498.59       5.673       5.894     194.28
200001 - 225000           1           48,945.00        0.03          250,000.00    48,945.00       5.250       5.250     174.00
225001 - 250000           2           43,939.42        0.02          530,000.00    21,969.71       6.500       5.675     174.00
250001 - 275000           4           97,208.55        0.05        1,165,000.00    24,302.14       6.158       6.015     173.26
275001 - 300000           1            6,212.00        0.00          300,000.00     6,212.00       5.250       5.250     173.00
300001 - 325000           1               -2.83        0.00          300,000.00        -2.83       4.750       4.750     294.00
325001 - 350000           1           54,469.87        0.03          393,600.00    54,469.87       5.500       5.500     172.00
375001 - 400000           1                0.00        0.00          400,000.00         0.00       0.000       5.250       0.00
475001 - 500000           1                0.00        0.00          500,000.00         0.00       0.000       5.500       0.00
TOTAL:                2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31


                                               WA          WA
                      WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                     CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
AVAILABLE BALANCE    BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO
---------------------------------------------------------------------------------------------------------------------------

<= 0                7.06      196.15        2.39        2.39        17.99          17.22            85.85         710.19
1 - 25000              7.82      204.32        2.20        2.19        17.97          17.41            83.14         702.76
25001 - 50000          8.91      222.12        1.55        1.68        17.95          18.47            75.00         708.91
50001 - 75000          7.14      208.26        1.34        1.60        17.31          22.89            73.86         719.07
75001 - 100000         8.11      201.88        1.81        1.98        17.50          23.08            76.01         721.15
100001 - 125000        7.01      213.67        1.37        1.41        18.00          22.75            76.69         723.55
125001 - 150000        7.00      205.77        1.24        1.28        18.00          22.05            71.16         721.58
150001 - 175000       15.76      214.67        1.17        1.24        18.00          29.63            69.04         741.59
175001 - 200000        7.31      201.58        0.92        1.17        17.96          33.63            71.24         730.45
200001 - 225000        6.00      180.00        0.50        0.50        18.00          14.71            68.23         712.00
225001 - 250000        6.00      180.00        1.75        0.92        18.00          28.69            54.23         680.00
250001 - 275000        6.74      180.00        1.41        1.27        18.00          25.84            60.54         751.83
275001 - 300000        7.00      180.00        0.50        0.50        18.00          15.00            64.44         787.00
300001 - 325000        6.00      300.00        0.00        0.00        18.00          34.88            73.69         719.00
325001 - 350000        8.00      180.00        0.75        0.75        18.00          21.28            60.00         706.00
375001 - 400000        0.00        0.00        0.00        0.50         0.00          42.11            67.61           0.00
475001 - 500000        0.00        0.00        0.00        0.75         0.00          19.61            69.87           0.00
TOTAL:                 7.63      202.95        2.18        2.07        17.95          18.81            81.35         706.15




                        NZWA                    JUNIOR
AVAILABLE BALANCE       DTI       % UTILIZED     RATIO
-------------------------------------------------------

<= 0                34.43         100.00     17.79
1 - 25000              34.84          96.28     18.01
25001 - 50000          35.15          58.54     22.75
50001 - 75000          31.83          48.18     29.12
75001 - 100000         35.37          28.41     30.49
100001 - 125000        36.00          32.56     29.10
125001 - 150000        34.36          26.55     32.00
150001 - 175000        40.17          16.04     48.00
175001 - 200000        33.37          20.91     44.86
200001 - 225000        39.41          19.58     21.55
225001 - 250000        37.47          15.69     72.12
250001 - 275000        36.82          10.80     42.32
275001 - 300000        28.09           2.07     23.28
300001 - 325000        37.47           0.00     47.34
325001 - 350000        22.35          13.84     35.46
375001 - 400000         0.00           0.00     62.28
475001 - 500000         0.00           0.00     28.06
TOTAL:                 34.67          85.67     19.81



min: 0.00
max: 500,000.00
avg: 15,605.92

***CALCULATED BY SUBTRACTING ORIGNIAL BALANCE (CREDIT LINE) FROM CURRENT BALANCE


                                       Top





5. RATE




                                        TOTAL             %              TOTAL          AVERAGE        WAC         WAC        WAM
                          NO. OF        CURRENT         CURRENT          CREDIT         CURRENT      CURRENT     BALANCE    CURRENT
RATE                      LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
-----------------------------------------------------------------------------------------------------------------------------------

4.251 - 4.500                2           32,497.88        0.02           90,000.00     16,248.94       4.500       4.500     239.15
4.501 - 4.750               32        2,976,216.98        1.53        5,248,900.00     93,006.78       4.750       4.750     274.95
4.751 - 5.000               31        2,464,741.30        1.27        4,299,700.00     79,507.78       5.000       5.000     279.89
5.001 - 5.250               67        6,223,478.78        3.20       10,173,450.00     92,887.74       5.248       5.249     230.79
5.251 - 5.500              147       13,091,950.09        6.73       18,255,100.00     89,060.88       5.500       5.498     222.53
5.501 - 5.750              145       14,076,374.39        7.23       17,587,900.00     97,078.44       5.746       5.747     192.74
5.751 - 6.000              252       19,209,391.47        9.87       23,923,000.00     76,227.74       5.990       5.991     198.77
6.001 - 6.250              206       16,951,032.17        8.71       21,359,300.00     82,286.56       6.245       6.245     204.02
6.251 - 6.500              246       18,097,012.46        9.30       21,569,150.00     73,565.09       6.499       6.498     195.39
6.501 - 6.750              137       10,545,276.35        5.42       12,676,080.00     76,972.82       6.749       6.748     195.35
6.751 - 7.000              186       12,209,355.90        6.28       15,308,150.00     65,641.70       6.997       6.998     192.95
7.001 - 7.250              220       13,372,779.62        6.87       15,935,350.00     60,785.36       7.245       7.246     186.14
7.251 - 7.500              151        8,887,113.36        4.57       10,275,603.00     58,855.06       7.494       7.493     185.01
7.501 - 7.750              200       11,447,966.87        5.88       12,853,300.00     57,239.83       7.748       7.747     184.42
7.751 - 8.000              133        8,037,479.95        4.13        9,183,125.00     60,432.18       7.993       7.991     184.09
8.001 - 8.250              155        9,259,658.83        4.76       10,023,900.00     59,739.73       8.247       8.247     173.53
8.251 - 8.500              191       10,853,285.68        5.58       11,761,900.00     56,823.49       8.496       8.492     177.68
8.501 - 8.750              111        6,044,043.77        3.11        6,683,650.00     54,450.84       8.745       8.743     176.07
8.751 - 9.000               72        2,787,411.48        1.43        3,151,000.00     38,714.05       8.991       8.992     174.47
9.001 - 9.250               77        3,828,041.39        1.97        4,292,100.00     49,714.82       9.250       9.250     174.09
9.251 - 9.500               21          884,602.87        0.45          902,200.00     42,123.95       9.500       9.500     171.98
9.501 - 9.750               19          960,001.36        0.49        1,012,900.00     50,526.39       9.735       9.736     172.01
9.751 - 10.000              24          855,463.25        0.44          996,200.00     35,644.30       9.988       9.990     171.93
10.001 - 10.250             16          970,376.19        0.50          979,400.00     60,648.51      10.250      10.250     172.14
10.251 - 10.500              3          147,831.51        0.08          148,000.00     49,277.17      10.500      10.500     172.63
10.501 - 10.750              4          216,533.29        0.11          217,400.00     54,133.32      10.750      10.750     172.30
10.751 - 11.000              2          130,478.02        0.07          130,500.00     65,239.01      11.000      11.000     173.00
TOTAL:                   2,850      194,560,395.21      100.00      239,037,258.00     68,266.81       6.924       6.816     195.31


                                                  WA          WA
                          WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                         CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
RATE                     BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO
---------------------------------------------------------------------------------------------------------------------------------

4.251 - 4.500            60.85      300.00        0.00        0.00        18.00          12.97              73.98        740.17
4.501 - 4.750             8.59      283.54        0.01        0.00        17.39          28.44              65.19        745.50
4.751 - 5.000            10.34      290.24        0.27        0.30        18.00          23.10              72.68        743.10
5.001 - 5.250             6.91      237.71        0.50        0.52        18.00          21.39              71.40        736.82
5.251 - 5.500             8.38      230.91        0.76        0.76        18.00          20.52              74.09        726.20
5.501 - 5.750             6.94      199.68        1.00        1.00        17.96          19.22              78.45        729.92
5.751 - 6.000             7.14      205.91        1.24        1.24        18.00          17.95              78.94        717.57
6.001 - 6.250             7.30      211.32        1.50        1.50        17.78          20.70              74.60        701.98
6.251 - 6.500             7.27      202.66        1.75        1.75        17.97          18.19              80.64        700.69
6.501 - 6.750             7.09      202.44        2.00        2.00        17.90          19.35              80.91        692.46
6.751 - 7.000             6.90      199.85        2.25        2.26        17.98          17.80              83.35        702.72
7.001 - 7.250             7.33      193.47        2.50        2.50        18.00          16.98              85.60        703.42
7.251 - 7.500             7.88      192.89        2.75        2.75        18.00          16.70              84.79        679.59
7.501 - 7.750             8.50      192.92        3.01        3.01        17.90          17.40              86.42        691.11
7.751 - 8.000             8.89      192.98        3.25        3.25        18.00          19.85              86.58        696.00
8.001 - 8.250             7.48      181.01        3.50        3.50        18.00          17.24              90.67        697.72
8.251 - 8.500             7.25      184.93        3.75        3.74        18.00          17.50              92.29        710.02
8.501 - 8.750             7.94      184.02        4.00        4.00        18.00          19.31              90.02        696.88
8.751 - 9.000            11.39      185.86        4.26        4.26        18.00          16.83              89.63        699.09
9.001 - 9.250             8.44      182.53        4.50        4.50        18.00          15.62              88.77        674.21
9.251 - 9.500             8.02      180.00        4.75        4.75        18.00          13.39              90.77        704.27
9.501 - 9.750             7.99      180.00        4.99        4.99        18.00          14.24              90.01        674.25
9.751 - 10.000            8.07      180.00        5.24        5.24        18.00          11.79              90.94        689.55
10.001 - 10.250           7.86      180.00        5.50        5.50        18.00          14.57              93.99        672.63
10.251 - 10.500           7.37      180.00        5.75        5.75        18.00          10.69              90.69        691.90
10.501 - 10.750           7.70      180.00        6.00        6.00        18.00          13.25              93.25        657.13
10.751 - 11.000           7.00      180.00        6.25        6.25        18.00          17.35              92.26        634.46
TOTAL:                    7.63      202.95        2.18        2.07        17.95          18.81              81.35        706.15




                         NZWA                    JUNIOR
RATE                     DTI       % UTILIZED     RATIO
--------------------------------------------------------

4.251 - 4.500            39.96          36.11     17.51
4.501 - 4.750            31.97          69.83     40.65
4.751 - 5.000            36.75          62.92     30.42
5.001 - 5.250            33.85          73.04     26.70
5.251 - 5.500            33.86          79.80     24.40
5.501 - 5.750            31.44          83.90     22.41
5.751 - 6.000            33.56          83.61     19.66
6.001 - 6.250            36.21          82.66     24.60
6.251 - 6.500            33.84          84.94     20.94
6.501 - 6.750            34.53          85.21     21.69
6.751 - 7.000            34.62          83.88     19.68
7.001 - 7.250            35.47          86.73     17.45
7.251 - 7.500            36.51          91.37     17.23
7.501 - 7.750            36.15          92.57     17.94
7.751 - 8.000            34.79          91.56     19.49
8.001 - 8.250            35.89          93.09     16.98
8.251 - 8.500            35.34          96.22     17.04
8.501 - 8.750            35.99          93.10     16.65
8.751 - 9.000            34.66          91.07     14.84
9.001 - 9.250            35.05          94.10     15.33
9.251 - 9.500            35.42          98.05     13.17
9.501 - 9.750            33.67          94.78     12.42
9.751 - 10.000           37.14          96.94     12.02
10.001 - 10.250          36.69          99.08     13.90
10.251 - 10.500          30.13          99.89     12.66
10.501 - 10.750          35.51          99.60     13.45
10.751 - 11.000          33.73          99.99     16.46
TOTAL:                   34.67          85.67     19.81


Min.: 4.500
Max: 11.000
NZWA: 6.924

                                                                             Top




6. ORIGINATION DATE




                                   TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                    NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
ORIGINATION DATE     LOANS        BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
--------------------------------------------------------------------------------------------------------------------------------

1999                    37        1,815,613.31        0.93        2,872,300.00    49,070.63       7.058       6.781     180.36
2002                     1           23,000.00        0.01           23,000.00    23,000.00       5.500       5.500     277.00
2003                   202       12,832,433.00        6.60       15,608,400.00    63,526.90       6.982       6.914     197.12
2004                 2,610      179,889,348.90       92.46      220,533,558.00    68,923.12       6.919       6.810     195.33
TOTAL:               2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31


                                              WA          WA
                      WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                     CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN      NZWA       NZWA
ORIGINATION DATE     BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV         FICO       DTI
------------------------------------------------------------------------------------------------------------------------------------

1999                  61.47      241.83        2.55        2.27        18.00          28.01            69.35        689.40     37.20
2002                  23.00      300.00        0.75        0.75        18.00          12.78            90.00        711.00     40.80
2003                   9.99      207.11        2.23        2.17        17.93          19.25            78.17        706.53     35.76
2004                   6.92      202.24        2.17        2.06        17.95          18.66            81.73        706.29     34.57
TOTAL:                 7.63      202.95        2.18        2.07        17.95          18.81            81.35        706.15     34.67




                                  JUNIOR
ORIGINATION DATE    % UTILIZED     RATIO
---------------------------------------------

1999                      68.11     33.04
2002                     100.00     14.20
2003                      86.25     20.00
2004                      85.85     19.61
TOTAL:                    85.67     19.81


                                                                             Top


7. TEASER FLAG




                                TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                 NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
TEASER FLAG      LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
-----------------------------------------------------------------------------------------------------------------------------

N                   744       38,379,575.49     19.73        46,894,200.00    51,585.45       7.754       7.641     172.48
Y                 2,106      156,180,819.72     80.27       192,143,058.00    74,159.93       6.720       6.615     200.92
TOTAL:            2,850      194,560,395.21    100.00       239,037,258.00    68,266.81       6.924       6.816     195.31


                                           WA          WA
                  WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                 CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA       NZWA
TEASER FLAG      BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO       DTI
----------------------------------------------------------------------------------------------------------------------------------

N                7.52      180.00        3.01        2.90        17.76             21.46            82.58        721.76      34.80
Y                7.66      208.58        1.97        1.87        18.00             18.17            81.05        702.31      34.64
TOTAL:           7.63      202.95        2.18        2.07        17.95             18.81            81.35        706.15      34.67




                                   JUNIOR
TEASER FLAG          % UTILIZED     RATIO
-------------------------------------------

N                       88.11       21.03
Y                       85.09       19.38
TOTAL:                  85.67       19.81


***REPRESENTS IF LOAN WAS ORIGINATED WITH A TEASER

                                                                             Top





8. IN TEASER PERIOD




                                        TOTAL             %             TOTAL           AVERAGE       WAC         WAC         WAM
                         NO. OF        CURRENT         CURRENT         CREDIT           CURRENT     CURRENT     BALANCE     CURRENT
IN TEASER PERIOD         LOANS         BALANCE         BALANCE          LIMIT           BALANCE     BALANCE      LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

N                        2,850      194,560,395.21      100.00      239,037,258.00     68,266.81      6.924       6.816      195.31
TOTAL:                   2,850      194,560,395.21      100.00      239,037,258.00     68,266.81      6.924       6.816      195.31


                                                 WA         WA
                        WALA        WAOT       MARGIN     MARGIN         WA            NZWA              NZWA
                       CURRENT     CURRENT    CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
IN TEASER PERIOD       BALANCE     BALANCE    BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO
----------------------------------------------------------------------------------------------------------------------------

N                         7.63      202.95       2.18        2.07        17.95          18.81            81.35        706.15
TOTAL:                    7.63      202.95       2.18        2.07        17.95          18.81            81.35        706.15




                          NZWA                       JUNIOR
IN TEASER PERIOD          DTI         % UTILIZED     RATIO
------------------------------------------------------------

N                        34.67           85.67       19.81
TOTAL:                   34.67           85.67       19.81


**REPRESENTS ENTIRE LOAN POPULATION AS OF 7-30-04

                                                                             Top


9. RATE TYPE




                              TOTAL             %             TOTAL          AVERAGE        WAC         WAC         WAM      WALA
               NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE     CURRENT   CURRENT
RATE TYPE      LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT      BALANCE   BALANCE
------------------------------------------------------------------------------------------------------------------------------------

Adjustable     2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816      195.31      7.63
TOTAL:         2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816      195.31      7.63


                             WA         WA
                WAOT       MARGIN     MARGIN        WA           NZWA            NZWA
               CURRENT    CURRENT     BALANCE    LIFETIME     FULLY DRAWN    FULLY DRAWN      NZWA      NZWA                  JUNIOR
RATE TYPE      BALANCE    BALANCE      LIMIT     RATE CAP         LTV            CLTV         FICO      DTI      % UTILIZED    RATIO
------------------------------------------------------------------------------------------------------------------------------------

Adjustable      202.95       2.18        2.07       17.95        18.81          81.35        706.15     34.67        85.67     19.81
TOTAL:          202.95       2.18        2.07       17.95        18.81          81.35        706.15     34.67        85.67     19.81


                                                                             Top


10. PRODUCT TYPE




                                      TOTAL            %           TOTAL         AVERAGE       WAC        WAC        WAM       WALA
                        NO. OF       CURRENT        CURRENT       CREDIT         CURRENT     CURRENT    BALANCE    CURRENT   CURRENT
PRODUCT TYPE            LOANS        BALANCE        BALANCE        LIMIT         BALANCE     BALANCE     LIMIT     BALANCE   BALANCE
------------------------------------------------------------------------------------------------------------------------------------

1 Month Libor ARM       2,850     194,560,395.21    100.00     239,037,258.00   68,266.81      6.924      6.816     195.31      7.63
TOTAL:                  2,850     194,560,395.21    100.00     239,037,258.00   68,266.81      6.924      6.816     195.31      7.63


                                       WA          WA
                         WAOT       MARGIN      MARGIN         WA         NZWA            NZWA
                        CURRENT     CURRENT     BALANCE     LIFETIME   FULLY DRAWN    FULLY DRAWN       NZWA       NZWA
PRODUCT TYPE            BALANCE     BALANCE      LIMIT      RATE CAP       LTV            CLTV          FICO       DTI
-----------------------------------------------------------------------------------------------------------------------------

1 Month Libor ARM        202.95        2.18        2.07      17.95        18.81          81.35         706.15      34.67
TOTAL:                   202.95        2.18        2.07      17.95        18.81          81.35         706.15      34.67




                                         JUNIOR
PRODUCT TYPE               % UTILIZED     RATIO
------------------------------------------------

1 Month Libor ARM            85.67       19.81
TOTAL:                       85.67       19.81


                                       Top






11. DRAW TERM




                               TOTAL             %            TOTAL        AVERAGE       WAC        WAC         WAM        WALA
                NO. OF        CURRENT         CURRENT        CREDIT        CURRENT     CURRENT    BALANCE     CURRENT    CURRENT
DRAW TERM        LOANS        BALANCE         BALANCE         LIMIT        BALANCE     BALANCE     LIMIT      BALANCE    BALANCE
-----------------------------------------------------------------------------------------------------------------------------------

60               2,270    157,282,507.37       80.84     189,506,358.00   69,287.45      7.112      7.028      172.58       7.42
180                580     37,277,887.84       19.16      49,530,900.00   64,272.22      6.133      6.006      291.23       8.52
TOTAL:           2,850    194,560,395.21      100.00     239,037,258.00   68,266.81      6.924      6.816      195.31       7.63


                             WA          WA
                WAOT       MARGIN      MARGIN         WA          NZWA            NZWA
               CURRENT     CURRENT     BALANCE     LIFETIME    FULLY DRAWN    FULLY DRAWN     NZWA     NZWA                  JUNIOR
DRAW TERM      BALANCE     BALANCE      LIMIT      RATE CAP        LTV            CLTV        FICO     DTI      % UTILIZED   RATIO
------------------------------------------------------------------------------------------------------------------------------------

60              180.00        2.36        2.28        17.94       18.78          81.96       707.91    34.35        86.90     19.64
180             299.76        1.39        1.27        18.00       18.94          79.02       698.69    36.02        80.85     20.50
TOTAL:          202.95        2.18        2.07        17.95       18.81          81.35       706.15    34.67        85.67     19.81




***Draw Term expressed in Months based on Product Description

                                                                             Top





12. REMANING DRAW PERIOD




                                         TOTAL             %             TOTAL          AVERAGE        WAC         WAC         WAM
                         NO. OF         CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE     CURRENT
REMANING DRAW PERIOD      LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

<= 0                      21          861,939.87        0.44        1,300,000.00    41,044.76       7.825       7.663      118.26
1 - 5                         1           18,158.77        0.01          100,000.00    18,158.77       6.500       6.500      122.00
36 - 40                       2          135,290.81        0.07          141,400.00    67,645.41       6.818       6.878      161.00
41 - 45                      19          613,286.91        0.32          774,200.00    32,278.26       7.460       7.482      163.64
46 - 50                     136        9,109,176.70        4.68       11,150,800.00    66,979.24       7.134       7.064      170.51
51 - 55                   2,091      146,544,654.31       75.32      176,039,958.00    70,083.53       7.105       7.020      173.08
116 - 120                    13          802,321.34        0.41        1,218,800.00    61,717.03       6.506       6.130      238.17
121 - 125                     2          133,193.33        0.07          253,500.00    66,596.67       5.500       5.500      242.00
156 - 160                     2           75,200.00        0.04           75,200.00    37,600.00       6.021       6.021      279.78
161 - 165                     3           57,682.92        0.03           65,000.00    19,227.64       5.717       5.723      282.87
166 - 170                    41        2,864,795.66        1.47        3,424,800.00    69,873.06       6.446       6.329      287.32
171 - 175                   519       33,344,694.59       17.14       44,493,600.00    64,247.97       6.101       5.982      293.09
TOTAL:                    2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816      195.31


                                                   WA          WA
                           WALA       WAOT       MARGIN      MARGIN         WA               NZWA              NZWA
                         CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME        FULLY DRAWN      FULLY DRAWN        NZWA
REMANING DRAW PERIOD     BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP             LTV              CLTV          FICO
------------------------------------------------------------------------------------------------------------------------------------

<= 0                    61.74      180.00        3.31        3.14       18.00            27.87            68.65         672.76
1 - 5                      58.00      180.00        2.00        2.00       18.00            57.14            57.14         787.00
36 - 40                    19.00      180.00        2.07        2.13       18.00            18.49            80.60         704.09
41 - 45                    16.36      180.00        2.73        2.76       18.00            14.51            86.03         697.16
46 - 50                     9.49      180.00        2.38        2.31       17.91            20.49            77.50         711.46
51 - 55                     6.92      180.00        2.36        2.27       17.94            18.60            82.33         707.94
116 - 120                  61.83      300.00        2.01        1.63       18.00            25.89            68.88         703.80
121 - 125                  58.00      300.00        1.00        1.00       18.00            27.49            79.97         697.00
156 - 160                  20.22      300.00        1.27        1.27       18.00            10.85            90.00         679.07
161 - 165                  17.13      300.00        1.04        1.05       18.00             7.87            78.53         742.47
166 - 170                   9.50      296.82        1.70        1.59       18.00            16.68            78.30         692.98
171 - 175                   6.91      300.00        1.35        1.24       18.00            18.90            79.33         699.03
TOTAL:                      7.63      202.95        2.18        2.07       17.95            18.81            81.35         706.15




                              NZWA                      JUNIOR
REMANING DRAW PERIOD          DTI         % UTILIZED     RATIO
---------------------------------------------------------------

<= 0                       32.40          73.67       29.90
1 - 5                         31.33          18.16      100.00
36 - 40                       27.28          95.68       21.25
41 - 45                       35.29          87.83       15.52
46 - 50                       34.63          84.04       21.40
51 - 55                       34.34          87.20       19.42
116 - 120                     40.00          65.83       32.11
121 - 125                     42.25          75.25       38.54
156 - 160                     38.11         100.00       12.66
161 - 165                     34.10          88.74        9.35
166 - 170                     39.87          92.94       18.35
171 - 175                     35.57          80.37       20.40
TOTAL:                        34.67          85.67       19.81


Min.: -6.0
Max.: 173.0
NZWA: 74.4

**CALCULATED AS FOLLOWS (ORIGINATION DATE PLUS DRAW TERM) minus 7-30-04

                                                                             Top





13. INTEREST ONLY FLAG




                                         TOTAL             %             TOTAL          AVERAGE        WAC         WAC         WAM
                          NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE     CURRENT
INTEREST ONLY FLAG         LOANS        BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

No                            38       1,858,015.60        0.95        2,972,300.00    48,895.15       7.017       6.730      179.97
Yes                        2,812     192,702,379.61       99.05      236,064,958.00    68,528.58       6.923       6.818      195.46
TOTAL:                     2,850     194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816      195.31


                                                     WA         WA
                            WALA        WAOT       MARGIN     MARGIN         WA            NZWA             NZWA
                           CURRENT     CURRENT    CURRENT     BALANCE     LIFETIME      FULLY DRAWN     FULLY DRAWN       NZWA
INTEREST ONLY FLAG         BALANCE     BALANCE    BALANCE      LIMIT      RATE CAP          LTV             CLTV          FICO
----------------------------------------------------------------------------------------------------------------------------------

No                           60.45      240.42       2.51        2.22        18.00         27.78            69.62        689.46
Yes                           7.12      202.58       2.17        2.07        17.95         18.70            81.49        706.31
TOTAL:                        7.63      202.95       2.18        2.07        17.95         18.81            81.35        706.15




                               NZWA                      JUNIOR
INTEREST ONLY FLAG             DTI        % UTILIZED     RATIO
----------------------------------------------------------------

No                            37.23          67.18       32.88
Yes                           34.65          85.90       19.63
TOTAL:                        34.67          85.67       19.81


***BASED ON PRODUCT DESCRIPTION

                                                                             Top


14. INTEREST ONLY TERM




                                          TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                           NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
INTEREST ONLY TERM         LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

0                             46        2,440,222.10        1.25        3,767,100.00    53,048.31       7.164       6.839     179.78
60                         2,240      155,823,380.76       80.09      187,257,158.00    69,564.01       7.106       7.024     172.90
180                          564       36,296,792.35       18.66       48,013,000.00    64,356.01       6.128       6.006     292.59
TOTAL:                     2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31


                                                   WA          WA
                          WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                         CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN     NZWA
INTEREST ONLY TERM       BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV        FICO
---------------------------------------------------------------------------------------------------------------------------------

0                          48.47      228.25        2.60        2.28        18.00          26.00            70.39       689.40
60                          7.10      180.00        2.36        2.28        17.94          18.69            82.10       708.18
180                         7.16      299.75        1.38        1.26        18.00          18.72            79.26       698.56
TOTAL:                      7.63      202.95        2.18        2.07        17.95          18.81            81.35       706.15


                           NZWA                         JUNIOR
INTEREST ONLY TERM          DTI         % UTILIZED      RATIO
--------------------------------------------------------------

0                          36.41           68.53        30.99
60                         34.36           87.11        19.492
180                        35.92           81.26        20.18
TOTAL:                     34.67           85.67        19.81


***IO TERM IS EQUAL TO DRAW TERM
***EXPRESSED IN MONTHS

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15. LIEN POSITION




                                      TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                      NO. OF         CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
LIEN POSITION          LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

1st Lien                  30        2,604,141.29        1.34        4,784,000.00    86,804.71       6.348       6.097     172.40
2nd Lien               2,820      191,956,253.92       98.66      234,253,258.00    68,069.59       6.932       6.831     195.62
TOTAL:                 2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31


                                               WA          WA
                       WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                      CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN      NZWA
LIEN POSITION         BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV         FICO
------------------------------------------------------------------------------------------------------------------------------

1st Lien               15.78      188.18        1.64        1.38        14.44           49.56            49.56       714.14
2nd Lien                7.52      203.15        2.18        2.09        18.00           18.18            82.00       706.04
TOTAL:                  7.63      202.95        2.18        2.07        17.95           18.81            81.35       706.15




                         NZWA                        JUNIOR
LIEN POSITION             DTI        % UTILIZED       RATIO
-----------------------------------------------------------

1st Lien                 29.59           57.69       100.00
2nd Lien                 34.73           86.24        18.96
TOTAL:                   34.67           85.67        19.81


**DETERMINED BY GIVEN SENIOR BALANCE

                                                                             Top


16. ORIGINAL TERM




                                      TOTAL             %             TOTAL          AVERAGE        WAC        WAC         WAM
                      NO. OF         CURRENT         CURRENT         CREDIT          CURRENT      CURRENT    BALANCE     CURRENT
ORIGINAL TERM          LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE     LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

169 - 192              2,271      157,358,507.37       80.88      189,582,358.00    69,290.40       7.112      7.028      172.58
289 - 312                578       37,201,887.84       19.12       49,429,900.00    64,363.13       6.130      6.004      291.48
337 - 360                  1                0.00        0.00           25,000.00         0.00       0.000      6.500        0.00
TOTAL:                 2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924      6.816      195.31


                                                WA          WA
                       WALA        WAOT       MARGIN      MARGIN          WA             NZWA             NZWA
                      CURRENT     CURRENT     CURRENT    BALANCE       LIFETIME      FULLY DRAWN       FULLY DRAWN        NZWA
ORIGINAL TERM         BALANCE     BALANCE     BALANCE     LIMIT        RATE CAP          LTV              CLTV            FICO
---------------------------------------------------------------------------------------------------------------------------------

169 - 192                7.42      180.00        2.36       2.28        17.94           18.78             81.96           707.89
289 - 312                8.52      300.00        1.39       1.27        18.00           18.94             79.00           698.79
337 - 360                0.00        0.00        0.00       1.75         0.00            9.65             89.64             0.00
TOTAL:                   7.63      202.95        2.18       2.07        17.95           18.81             81.35           706.15




                           NZWA                       JUNIOR
ORIGINAL TERM              DTI       % UTILIZED       RATIO
------------------------------------------------------------

169 - 192                 34.36          86.90        19.64
289 - 312                 35.99          80.82        20.51
337 - 360                  0.00           0.00        10.77
TOTAL:                    34.67          85.67        19.81


Min.: 180.0
Max.: 360.0
NZWA: 202.9

                                                                             Top





17. SEASONING




                              TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM        WALA
               NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT     CURRENT
SEASONING      LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

6 - 6            990       68,005,588.06       34.95       82,178,400.00    68,692.51       6.762       6.648     197.91        6.00
7 - 7            892       60,318,874.76       31.00       75,282,208.00    67,622.06       6.812       6.701     191.66        7.00
8 - 8            714       50,377,555.94       25.89       61,619,550.00    70,556.80       7.274       7.176     196.10        8.00
9 - 9            135        9,190,670.25        4.72       11,449,750.00    68,079.04       6.883       6.800     200.14        9.00
10 - 10           32        2,195,017.99        1.13        2,752,950.00    68,594.31       6.940       6.801     198.53       10.00
11 - 11           17        1,211,854.70        0.62        1,246,200.00    71,285.57       7.166       7.188     193.00       11.00
12 - 12            6          526,559.56        0.27          542,900.00    87,759.93       6.684       6.702     188.63       12.00
13 - 13            1           37,200.00        0.02           37,200.00    37,200.00       6.250       6.250     167.00       13.00
14 - 14            4          116,166.22        0.06          119,200.00    29,041.56       7.601       7.626     166.00       14.00
15 - 15            5          132,359.26        0.07          158,100.00    26,471.85       7.147       7.317     165.00       15.00
16 - 16            3           66,933.86        0.03           68,500.00    22,311.29       8.376       8.329     195.60       16.00
17 - 17            6          127,513.61        0.07          246,400.00    21,252.27       7.382       7.428     176.97       17.00
18 - 18            3          160,330.20        0.08          172,000.00    53,443.40       6.442       6.384     180.87       18.00
19 - 19            4          255,157.49        0.13          268,600.00    63,789.37       7.015       7.069     185.55       19.00
23 - 23            1           23,000.00        0.01           23,000.00    23,000.00       5.500       5.500     277.00       23.00
49 - 72           37        1,815,613.31        0.93        2,872,300.00    49,070.63       7.058       6.781     180.36       61.47
TOTAL:         2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31        7.63


                             WA          WA
                WAOT       MARGIN      MARGIN         WA          NZWA           NZWA
               CURRENT     CURRENT     BALANCE     LIFETIME    FULLY DRAWN   FULLY DRAWN    NZWA        NZWA                 JUNIOR
SEASONING      BALANCE     BALANCE      LIMIT      RATE CAP        LTV           CLTV       FICO        DTI     % UTILIZED    RATIO
------------------------------------------------------------------------------------------------------------------------------------

6 - 6           203.91        2.01        1.90        17.99       18.47         83.62       708.02      34.15       86.49     19.00
7 - 7           198.66        2.06        1.96        17.94       18.78         81.12       706.23      34.44       84.84     19.87
8 - 8           204.10        2.52        2.43        17.92       18.78         79.95       704.07      35.17       85.87     20.18
9 - 9           209.14        2.13        2.05        17.93       20.50         77.03       704.20      35.79       86.48     21.21
10 - 10         208.53        2.19        2.05        17.89       20.10         78.93       701.32      38.57       83.14     21.65
11 - 11         204.00        2.43        2.46        18.00       10.65         83.07       741.20      35.47       99.61     12.81
12 - 12         200.63        1.93        1.95        18.00       16.48         81.48       695.39      35.61       96.99     18.64
13 - 13         180.00        1.50        1.50        18.00       15.00         90.00       710.00      39.82      100.00     16.67
14 - 14         180.00        2.85        2.88        18.00       16.63         85.57       723.02      24.49       97.46     16.82
15 - 15         180.00        2.40        2.57        18.00       13.75         93.74       724.34      40.83       99.00     14.84
16 - 16         211.60        3.69        3.65        18.00       12.61         92.61       715.19      35.19       97.71     12.67
17 - 17         193.97        2.72        2.78        18.00       14.41         82.39       698.59      37.91       65.42     13.69
18 - 18         198.87        1.69        1.63        18.00       12.44         86.74       690.26      41.06       93.22     13.71
19 - 19         204.55        2.27        2.32        18.00       15.52         78.98       677.51      28.25       94.99     18.44
23 - 23         300.00        0.75        0.75        18.00       12.78         90.00       711.00      40.80      100.00     14.20
49 - 72         241.83        2.55        2.27        18.00       28.01         69.35       689.40      37.20       68.11     33.04
TOTAL:          202.95        2.18        2.07        17.95       18.81         81.35       706.15      34.67       85.67     19.81


Min.: 6.0
Max: 66.0
WA: 7.6

                                                                             Top





18. STATED REMAINING TERM




                                           TOTAL             %            TOTAL           AVERAGE       WAC        WAC         WAM
                            NO. OF        CURRENT         CURRENT        CREDIT           CURRENT     CURRENT    BALANCE     CURRENT
STATED REMAINING TERM        LOANS        BALANCE         BALANCE         LIMIT           BALANCE     BALANCE     LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

109 - 120                       18         829,118.55        0.43       1,155,000.00     46,062.14      7.858      7.684      118.15
121 - 132                        4          50,980.09        0.03         245,000.00     12,745.02      6.822      7.092      121.36
157 - 168                       27       1,221,801.40        0.63       1,395,700.00     45,251.90      7.052      7.119      165.01
169 - 180                    2,222     155,256,607.33       79.80     186,786,658.00     69,872.46      7.108      7.024      172.94
229 - 240                       12         800,392.75        0.41       1,168,800.00     66,699.40      6.506      6.114      238.16
241 - 252                        3         135,121.92        0.07         303,500.00     45,040.64      5.514      5.665      241.99
277 - 288                        6         223,418.80        0.11         240,200.00     37,236.47      6.339      6.348      283.91
289 - 300                      557      36,042,954.37       18.53      47,717,400.00     64,709.07      6.123      6.001      292.90
349 - 360                        1               0.00        0.00          25,000.00          0.00      0.000      6.500        0.00
TOTAL:                       2,850     194,560,395.21      100.00     239,037,258.00     68,266.81      6.924      6.816      195.31


                                                      WA          WA
                             WALA        WAOT       MARGIN      MARGIN        WA             NZWA             NZWA
                            CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN       FULLY DRAWN      NZWA
STATED REMAINING TERM       BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV              CLTV          FICO
-----------------------------------------------------------------------------------------------------------------------------------

109 - 120                     61.85      180.00        3.34       3.16      18.00           27.81             67.91        670.96
121 - 132                     58.64      180.00        2.32       2.59      18.00           40.07             67.46        742.58
157 - 168                     14.99      180.00        2.31       2.39      18.00           15.58             83.71        700.45
169 - 180                      7.06      180.00        2.36       2.28      17.94           18.72             82.05        708.13
229 - 240                     61.84      300.00        2.01       1.61      18.00           26.20             68.48        703.63
241 - 252                     58.01      300.00        1.01       1.16      18.00           26.01             79.67        698.08
277 - 288                     16.09      300.00        1.61       1.62      18.00           12.19             85.86        686.90
289 - 300                      7.10      300.00        1.37       1.26      18.00           18.75             79.22        698.76
349 - 360                      0.00        0.00        0.00       1.75       0.00            9.65             89.64          0.00
TOTAL:                         7.63      202.95        2.18       2.07      17.95           18.81             81.35        706.15




                                 NZWA                     JUNIOR
STATED REMAINING TERM             DTI       % UTILIZED     RATIO
-----------------------------------------------------------------

109 - 120                       31.60         75.72       25.30
121 - 132                       40.77         29.13       68.11
157 - 168                       34.75         92.57       16.58
169 - 180                       34.36         86.99       19.54
229 - 240                       40.04         68.48       32.81
241 - 252                       42.00         59.53       33.59
277 - 288                       35.56         93.02       11.94
289 - 300                       35.88         81.19       20.27
349 - 360                        0.00          0.00       10.77
TOTAL:                          34.67         85.67       19.81


Min.: 114.0
Max: 353.0
NZWA: 195.3

                                                                             Top





19. FIRST PAYMENT DATE




                                        TOTAL              %            TOTAL         AVERAGE        WAC         WAC         WAM
                        NO. OF         CURRENT          CURRENT        CREDIT         CURRENT      CURRENT     BALANCE     CURRENT
FIRST PAYMENT DATE       LOANS         BALANCE          BALANCE         LIMIT         BALANCE      BALANCE      LIMIT      BALANCE
-----------------------------------------------------------------------------------------------------------------------------------

1999-06                      2          52,955.75        0.03          65,600.00     26,477.88      6.023       6.005      114.25
1999-07                      1          11,347.43        0.01          12,800.00     11,347.43      8.125       8.125      116.00
1999-08                      9         181,873.00        0.09         351,200.00     20,208.11      6.031       6.445      170.35
1999-09                      8         322,796.11        0.17         697,300.00     40,349.51      6.297       5.890      228.56
1999-10                      2          81,187.55        0.04          92,500.00     40,593.78      8.928       8.926      118.00
1999-11                      5         850,892.51        0.44         926,500.00    170,178.50      8.013       7.943      161.29
1999-12                      8         163,208.86        0.08         449,400.00     20,401.11      5.401       6.233      208.76
2000-01                      1         133,193.33        0.07         177,000.00    133,193.33      5.500       5.500      242.00
2000-02                      1          18,158.77        0.01         100,000.00     18,158.77      6.500       6.500      122.00
2002-12                      1          23,000.00        0.01          23,000.00     23,000.00      5.500       5.500      277.00
2003-04                      3         187,490.81        0.10         193,600.00     62,496.94      6.660       6.709      194.41
2003-05                      4         227,996.88        0.12         247,000.00     56,999.22      6.904       6.874      174.97
2003-06                      6         127,513.61        0.07         246,400.00     21,252.27      7.382       7.428      176.97
2003-07                      3          66,933.86        0.03          68,500.00     22,311.29      8.376       8.329      195.60
2003-08                      5         132,359.26        0.07         158,100.00     26,471.85      7.147       7.317      165.00
2003-09                      4         116,166.22        0.06         119,200.00     29,041.56      7.601       7.626      166.00
2003-10                      1          37,200.00        0.02          37,200.00     37,200.00      6.250       6.250      167.00
2003-11                      6         526,559.56        0.27         542,900.00     87,759.93      6.684       6.702      188.63
2003-12                     17       1,211,854.70        0.62       1,246,200.00     71,285.57      7.166       7.188      193.00
2004-01                     31       2,147,240.25        1.10       2,704,950.00     69,265.81      6.911       6.775      199.16
2004-02                    131       8,925,999.79        4.59      11,110,150.00     68,137.40      6.877       6.801      201.00
2004-03                    715      50,223,288.49       25.81      61,539,550.00     70,242.36      7.278       7.177      196.03
2004-04                    889      59,819,645.71       30.75      74,779,708.00     67,288.69      6.813       6.701      191.82
2004-05                    997      68,971,532.76       35.45      83,148,500.00     69,179.07      6.761       6.648      197.65
TOTAL:                   2,850     194,560,395.21      100.00     239,037,258.00     68,266.81      6.924       6.816      195.31


                                                 WA          WA
                         WALA        WAOT      MARGIN      MARGIN         WA            NZWA              NZWA
                        CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN      NZWA
FIRST PAYMENT DATE      BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV         FICO
---------------------------------------------------------------------------------------------------------------------------------

1999-06                  65.75     180.00        1.52        1.51        18.00          17.93            84.25        647.23
1999-07                  64.00     180.00        3.63        3.63        18.00          10.00            90.00        627.00
1999-08                  63.92     234.27        1.53        1.95        18.00          27.30            71.67        721.36
1999-09                  62.88     291.44        1.80        1.39        18.00          24.99            64.73        719.75
1999-10                  62.00     180.00        4.43        4.43        18.00           8.68            86.92        705.76
1999-11                  61.00     222.29        3.49        3.42        18.00          34.57            66.47        661.54
1999-12                  59.79     268.54        0.90        1.73        18.00          21.43            72.77        731.76
2000-01                  58.00     300.00        1.00        1.00        18.00          22.41            79.96        697.00
2000-02                  58.00     180.00        2.00        2.00        18.00          57.14            57.14        787.00
2002-12                  23.00     300.00        0.75        0.75        18.00          12.78            90.00        711.00
2003-04                  19.00     213.41        1.91        1.96        18.00          16.20            83.13        693.21
2003-05                  18.30     193.27        2.15        2.12        18.00          12.84            81.13        673.56
2003-06                  17.00     193.97        2.72        2.78        18.00          14.41            82.39        698.59
2003-07                  16.00     211.60        3.69        3.65        18.00          12.61            92.61        715.19
2003-08                  15.00     180.00        2.40        2.57        18.00          13.75            93.74        724.34
2003-09                  14.00     180.00        2.85        2.88        18.00          16.63            85.57        723.02
2003-10                  13.00     180.00        1.50        1.50        18.00          15.00            90.00        710.00
2003-11                  12.00     200.63        1.93        1.95        18.00          16.48            81.48        695.39
2003-12                  11.00     204.00        2.43        2.46        18.00          10.65            83.07        741.20
2004-01                  10.00     209.16        2.16        2.03        17.89          20.25            78.73        701.53
2004-02                   9.01     210.00        2.13        2.05        17.93          20.75            76.71        703.33
2004-03                   8.01     204.04        2.53        2.43        17.91          18.79            80.00        704.31
2004-04                   7.01     198.83        2.06        1.96        17.94          18.48            81.13        705.96
2004-05                   6.01     203.66        2.01        1.90        17.99          18.70            83.59        708.14
TOTAL:                    7.63     202.95        2.18        2.07        17.95          18.81            81.35        706.15




                             NZWA                    JUNIOR
FIRST PAYMENT DATE           DTI       % UTILIZED     RATIO
------------------------------------------------------------

1999-06                     42.52        80.73       17.93
1999-07                     30.46        88.65       11.11
1999-08                     36.68        62.46       29.63
1999-09                     39.98        46.29       31.52
1999-10                     30.91        87.77       10.41
1999-11                     36.10        91.84       44.02
1999-12                     34.57        53.88       35.96
2000-01                     42.25        75.25       28.02
2000-02                     31.33        18.16      100.00
2002-12                     40.80       100.00       14.20
2003-04                     29.97        96.84       17.87
2003-05                     35.84        92.31       15.33
2003-06                     37.91        65.42       13.69
2003-07                     35.19        97.71       12.67
2003-08                     40.83        99.00       14.84
2003-09                     24.49        97.46       16.82
2003-10                     39.82       100.00       16.67
2003-11                     35.61        96.99       18.64
2003-12                     35.47        99.61       12.81
2004-01                     38.59        82.84       21.94
2004-02                     35.88        86.14       21.46
2004-03                     35.11        85.83       20.17
2004-04                     34.54        84.74       19.72
2004-05                     34.11        86.65       19.11
TOTAL:                      34.67        85.67       19.81


                                       Top




20. MATURITY DATE




                                  TOTAL             %             TOTAL           AVERAGE         WAC        WAC         WAM
                   NO. OF        CURRENT         CURRENT         CREDIT           CURRENT       CURRENT    BALANCE     CURRENT
MATURITY DATE      LOANS         BALANCE         BALANCE          LIMIT           BALANCE       BALANCE     LIMIT      BALANCE
---------------------------------------------------------------------------------------------------------------------------------

2014-04                1           39,927.74        0.02           50,000.00      39,927.74       5.500      5.500      114.00
2014-05                1           13,028.01        0.01           15,600.00      13,028.01       7.625      7.625      115.00
2014-06                7          110,975.49        0.06          229,000.00      15,853.64       6.447      6.848      116.00
2014-07                2           23,028.01        0.01          115,000.00      11,514.01       7.802      7.212      117.00
2014-08                2           81,187.55        0.04           92,500.00      40,593.78       8.928      8.926      118.00
2014-09                4          551,010.05        0.28          615,000.00     137,752.51       8.155      8.041      119.00
2014-10                1            9,961.70        0.01           37,900.00       9,961.70       8.250      8.250      120.00
2014-11                3           32,821.32        0.02          145,000.00      10,940.44       7.000      7.500      121.00
2014-12                1           18,158.77        0.01          100,000.00      18,158.77       6.500      6.500      122.00
2018-03                3          202,957.49        0.10          216,400.00      67,652.50       7.212      7.267      161.00
2018-04                2          135,117.77        0.07          146,000.00      67,558.89       6.617      6.541      162.00
2018-05                5          112,669.78        0.06          226,400.00      22,533.96       7.597      7.576      163.00
2018-06                2           49,307.20        0.03           49,500.00      24,653.60       9.226      9.223      164.00
2018-07                5          132,359.26        0.07          158,100.00      26,471.85       7.147      7.317      165.00
2018-08                4          116,166.22        0.06          119,200.00      29,041.56       7.601      7.626      166.00
2018-09                1           37,200.00        0.02           37,200.00      37,200.00       6.250      6.250      167.00
2018-10                5          436,023.68        0.22          442,900.00      87,204.74       6.618      6.635      168.00
2018-11               12          969,513.35        0.50          972,000.00      80,792.78       7.333      7.334      169.00
2018-12               24        1,673,227.12        0.86        2,116,550.00      69,717.80       7.165      7.002      170.00
2019-01              107        6,959,012.96        3.58        8,737,650.00      65,037.50       7.102      7.022      171.00
2019-02              566       40,261,689.67       20.69       49,145,950.00      71,133.73       7.496      7.399      172.00
2019-03              712       50,938,565.92       26.18       61,754,208.00      71,542.93       6.941      6.862      173.00
2019-04              801       54,454,598.31       27.99       64,060,300.00      67,983.27       6.974      6.888      174.00
2024-06                2           66,993.27        0.03           96,000.00      33,496.64       5.533      5.583      236.00
2024-07                6          274,906.85        0.14          421,300.00      45,817.81       6.385      6.031      237.00
2024-08                1           40,112.92        0.02          200,000.00      40,112.92       5.000      5.000      238.00
2024-09                1          299,882.46        0.15          311,500.00     299,882.46       7.750      7.750      239.00
2024-10                2          118,497.25        0.06          140,000.00      59,248.63       4.701      4.679      240.00
2024-11                2            1,928.59        0.00          126,500.00         964.30       6.500      5.895      241.00
2024-12                1          133,193.33        0.07          177,000.00     133,193.33       5.500      5.500      242.00
2027-11                1           23,000.00        0.01           23,000.00      23,000.00       5.500      5.500      277.00
2028-03                1           52,200.00        0.03           52,200.00      52,200.00       6.250      6.250      281.00
2028-04                1           25,212.43        0.01           26,000.00      25,212.43       5.500      5.500      282.00
2028-05                1           14,843.83        0.01           20,000.00      14,843.83       5.750      5.750      283.00
2028-06                1           17,626.66        0.01           19,000.00      17,626.66       6.000      6.000      284.00
2028-10                1           90,535.88        0.05          100,000.00      90,535.88       7.000      7.000      288.00
2028-11                5          242,341.35        0.12          274,200.00      48,468.27       6.499      6.669      289.00
2028-12                8          521,790.87        0.27          636,400.00      65,223.86       6.220      6.131      290.00
2029-01               28        2,231,657.29        1.15        2,712,100.00      79,702.05       6.200      6.087      291.00
2029-02              148       10,115,866.27        5.20       12,473,600.00      68,350.45       6.388      6.295      292.00
2029-03              179        9,380,308.84        4.82       13,503,000.00      52,403.96       6.112      5.963      293.00
2029-04              189       13,550,989.75        6.96       18,118,100.00      71,698.36       5.908      5.800      294.00
2034-03                1                0.00        0.00           25,000.00           0.00       0.000      6.500        0.00
TOTAL:             2,850      194,560,395.21      100.00      239,037,258.00      68,266.81       6.924      6.816      195.31


                                            WA          WA
                   WALA        WAOT       MARGIN      MARGIN        WA           NZWA           NZWA
                  CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME    FULLY DRAWN     FULLY DRAWN       NZWA      NZWA
MATURITY DATE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP        LTV            CLTV           FICO       DTI
-----------------------------------------------------------------------------------------------------------------------------------

2014-04           66.00        180.00       1.00       1.00        18.00         20.41           82.45         646.00     42.06
2014-05           65.00        180.00       3.13       3.13        18.00         10.00           90.00         651.00     43.91
2014-06           64.00        180.00       1.95       2.35        18.00         17.23           70.66         695.15     35.45
2014-07           63.00        180.00       3.30       2.71        18.00         21.05           73.57         707.66     44.67
2014-08           62.00        180.00       4.43       4.43        18.00          8.68           86.92         705.76     30.91
2014-09           61.00        180.00       3.63       3.50        18.00         37.74           59.62         661.84     26.38
2014-10           60.00        180.00       3.75       3.75        18.00         14.98           93.91         664.00     49.70
2014-11           59.00        180.00       2.50       3.00        18.00         28.30           74.57         718.00     46.00
2014-12           58.00        180.00       2.00       2.00        18.00         57.14           57.14         787.00     31.33
2018-03           19.00        180.00       2.46       2.52        18.00         16.85           76.33         680.72     26.01
2018-04           18.00        180.00       1.87       1.79        18.00         12.87           86.16         684.34     40.87
2018-05           17.00        180.00       2.94       2.94        18.00         15.41           85.01         688.00     38.33
2018-06           16.00        180.00       4.48       4.47        18.00         13.62           93.61         705.96     39.85
2018-07           15.00        180.00       2.40       2.57        18.00         13.75           93.74         724.34     40.83
2018-08           14.00        180.00       2.85       2.88        18.00         16.63           85.57         723.02     24.49
2018-09           13.00        180.00       1.50       1.50        18.00         15.00           90.00         710.00     39.82
2018-10           12.00        180.00       1.87       1.88        18.00         16.59           80.12         703.15     35.87
2018-11           11.00        180.00       2.60       2.60        18.00         10.00           81.21         749.11     34.34
2018-12           10.00        180.00       2.41       2.25        17.86         22.48           77.82         704.75     37.42
2019-01            9.00        180.00       2.35       2.27        17.91         20.82           77.87         704.29     34.33
2019-02            8.00        180.00       2.75       2.65        17.89         18.92           79.97         706.96     34.86
2019-03            7.00        180.00       2.19       2.12        17.93         19.01           81.66         707.68     34.16
2019-04            6.00        180.00       2.23       2.14        17.99         18.01           84.75         709.28     34.09
2024-06           64.00        300.00       1.03       1.08        18.00         55.82           69.08         744.33     35.47
2024-07           63.00        300.00       1.89       1.53        18.00         18.43           77.24         714.03     39.52
2024-08           62.00        300.00       0.50       0.50        18.00         38.24           38.24         774.00     42.89
2024-09           61.00        300.00       3.25       3.25        18.00         28.32           80.00         661.00     45.00
2024-10           60.00        300.00       0.20       0.18        18.00          7.36           59.31         740.59     30.30
2024-11           59.00        300.00       2.00       1.40        18.00         31.04           79.26         773.00     24.77
2024-12           58.00        300.00       1.00       1.00        18.00         22.41           79.96         697.00     42.25
2027-11           23.00        300.00       0.75       0.75        18.00         12.78           90.00         711.00     40.80
2028-03           19.00        300.00       1.50       1.50        18.00         10.00           90.00         665.00     36.93
2028-04           18.00        300.00       0.75       0.75        18.00         10.00           90.00         722.00     42.08
2028-05           17.00        300.00       1.00       1.00        18.00          3.08           52.72         779.00     34.73
2028-06           16.00        300.00       1.50       1.50        18.00         10.00           90.00         741.00     22.15
2028-10           12.00        300.00       2.25       2.25        18.00         16.00           87.50         658.00     34.36
2028-11           11.00        300.00       1.75       1.95        18.00         12.95           89.65         709.56     39.98
2028-12           10.00        300.00       1.47       1.39        18.00         12.19           82.61         690.35     42.25
2029-01            9.00        300.00       1.45       1.34        18.00         19.49           74.31         703.91     40.32
2029-02            8.00        300.00       1.64       1.55        18.00         18.23           79.84         692.57     36.39
2029-03            7.00        300.00       1.36       1.23        18.00         17.71           78.66         698.32     35.95
2029-04            6.00        300.00       1.16       1.06        18.00         20.10           79.65         702.96     34.41
2034-03            0.00          0.00       0.00       1.75         0.00          9.65           89.64           0.00      0.00
TOTAL:             7.63        202.95       2.18       2.07        17.95         18.81           81.35         706.15     34.67




                                   JUNIOR
MATURITY DATE        % UTILIZED     RATIO
------------------------------------------

2014-04                 79.86       24.75
2014-05                 83.51       11.11
2014-06                 65.67       22.17
2014-07                 20.02       21.48
2014-08                 87.77       10.41
2014-09                 89.59       46.17
2014-10                 26.28       15.95
2014-11                 43.76       57.47
2014-12                 18.16      100.00
2018-03                 93.79       20.89
2018-04                 92.55       15.02
2018-05                 64.42       15.26
2018-06                 99.61       13.45
2018-07                 99.00       14.84
2018-08                 97.46       16.82
2018-09                100.00       16.67
2018-10                 98.45       18.71
2018-11                 99.74       12.68
2018-12                 79.05       24.81
2019-01                 84.98       21.08
2019-02                 86.42       20.47
2019-03                 86.71       19.79
2019-04                 88.01       18.41
2024-06                 69.78       55.43
2024-07                 65.25       20.15
2024-08                 20.06      100.00
2024-09                 96.27       35.40
2024-10                 84.64       13.26
2024-11                  3.86       36.38
2024-12                 75.25       28.02
2027-11                100.00       14.20
2028-03                100.00       11.11
2028-04                 96.97       11.11
2028-05                 74.22        5.84
2028-06                 92.77       11.11
2028-10                 90.54       18.29
2028-11                 99.08       13.14
2028-12                 99.67       12.18
2029-01                 91.53       21.73
2029-02                 83.74       19.06
2029-03                 75.97       20.26
2029-04                 80.85       21.53
2034-03                  0.00       10.77
TOTAL:                  85.67       19.81


                                                                             Top


21. DTI




                                      TOTAL             %             TOTAL           AVERAGE        WAC         WAC         WAM
                       NO. OF        CURRENT         CURRENT         CREDIT           CURRENT      CURRENT     BALANCE     CURRENT
DTI                    LOANS         BALANCE         BALANCE          LIMIT           BALANCE      BALANCE      LIMIT      BALANCE
-----------------------------------------------------------------------------------------------------------------------------------

<= 0.000                2          352,959.00        0.18          364,800.00     176,479.50      7.568       7.563      130.89
0.001 - 10.000            10          719,081.99        0.37        1,143,200.00      71,908.20      6.273       6.163      181.95
10.001 - 20.000          138        8,637,805.70        4.44       11,908,078.00      62,592.79      6.435       6.477      208.99
20.001 - 30.000          529       38,218,338.36       19.64       47,007,500.00      72,246.39      6.751       6.636      192.98
30.001 - 40.000        1,407       97,452,326.70       50.09      116,465,430.00      69,262.49      7.038       6.932      190.10
40.001 - 50.000          762       49,009,683.46       25.19       61,978,050.00      64,317.17      6.918       6.803      205.83
50.001 - 60.000            2          170,200.00        0.09          170,200.00      85,100.00      8.580       8.580      169.55
TOTAL:                 2,850      194,560,395.21      100.00      239,037,258.00      68,266.81      6.924       6.816      195.31


                                                WA          WA
                       WALA        WAOT       MARGIN      MARGIN        WA            NZWA              NZWA
                      CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
DTI                   BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV              CLTV          FICO
-------------------------------------------------------------------------------------------------------------------------------

<= 0.000            49.11      180.00        3.01       3.01        18.00          51.25            66.56        680.53
0.001 - 10.000          6.26      188.21        1.53       1.42        17.58          19.05            58.78        722.01
10.001 - 20.000         6.77      215.76        1.69       1.73        17.83          19.64            80.32        722.36
20.001 - 30.000         7.76      200.74        2.00       1.89        17.95          19.17            79.66        708.32
30.001 - 40.000         7.24      197.34        2.29       2.19        17.96          18.29            82.39        706.07
40.001 - 50.000         8.18      214.01        2.17       2.06        17.96          19.15            81.36        701.84
50.001 - 60.000        10.45      180.00        3.94       3.94        18.00          23.49            84.44        662.28
TOTAL:                  7.63      202.95        2.18       2.07        17.95          18.81            81.35        706.15




                            NZWA                    JUNIOR
DTI                         DTI     % UTILIZED      RATIO
----------------------------------------------------------

<= 0.000                 0.00        96.75       61.11
0.001 - 10.000              4.98        80.51       38.75
10.001 - 20.000            16.85        81.15       21.25
20.001 - 30.000            25.73        85.58       20.42
30.001 - 40.000            35.31        87.33       19.07
40.001 - 50.000            43.89        83.38       20.12
50.001 - 60.000            52.45       100.00       27.54
TOTAL:                     34.67        85.67       19.81


Min: 0.000
Max: 53.138
NZWA: 34.670

                                                                             Top





22. JUNIOR HELOC RATIO




                                       TOTAL            %             TOTAL           AVERAGE         WAC         WAC        WAM
                       NO. OF         CURRENT        CURRENT         CREDIT           CURRENT       CURRENT     BALANCE    CURRENT
JUNIOR HELOC RATIO      LOANS         BALANCE        BALANCE          LIMIT           BALANCE       BALANCE      LIMIT     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

1 - 10                    157        6,473,508.73       3.37        7,398,400.00      41,232.54       7.095       7.029     196.56
11 - 20                 1,792      103,707,583.53      54.03      117,088,028.00      57,872.54       7.199       7.147     189.83
21 - 30                   547       49,657,866.90      25.87       61,798,580.00      90,782.21       6.720       6.656     203.00
31 - 40                   200       18,461,924.50       9.62       27,056,750.00      92,309.62       6.359       6.276     210.81
41 - 50                    74        8,034,887.35       4.19       11,805,200.00     108,579.56       6.186       6.133     201.19
51 - 60                    26        2,418,921.89       1.26        4,324,800.00      93,035.46       6.416       6.209     179.84
61 - 70                    14        1,236,674.13       0.64        2,746,800.00      88,333.87       6.685       6.210     178.17
71 - 80                     6        1,145,694.77       0.60        1,204,700.00     190,949.13       6.966       6.907     178.47
81 - 90                     3          669,192.12       0.35          680,000.00     223,064.04       6.433       6.452     174.00
91 - 100                    1          150,000.00       0.08          150,000.00     150,000.00       8.000       8.000     174.00
TOTAL:                  2,820      191,956,253.92     100.00      234,253,258.00      68,069.59       6.932       6.831     195.62


                                                  WA          WA
                         WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                        CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN      NZWA
JUNIOR HELOC RATIO      BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV         FICO
----------------------------------------------------------------------------------------------------------------------------------

1 - 10                     8.56      205.11        2.35        2.29      18.00            6.41            77.82        697.05
11 - 20                    7.20      197.04        2.45        2.40      18.00           13.03            86.52        707.44
21 - 30                    7.65      210.65        1.97        1.91      18.00           19.66            80.67        701.85
31 - 40                    8.78      219.58        1.62        1.55      18.00           26.38            76.43        705.21
41 - 50                    7.45      208.64        1.44        1.40      18.00           31.09            69.55        714.22
51 - 60                    7.37      187.22        1.67        1.46      18.00           38.06            69.26        734.92
61 - 70                    6.89      185.06        1.94        1.46      18.00           41.82            65.48        703.33
71 - 80                    7.28      185.75        2.22        2.16      18.00           52.83            74.38        707.23
81 - 90                    6.00      180.00        1.68        1.70      18.00           64.62            77.92        721.97
91 - 100                   6.00      180.00        3.25        3.25      18.00           29.70            31.68        651.00
TOTAL:                     7.52      203.15        2.18        2.09      18.00           18.18            82.00        706.04




                           NZWA                      JUNIOR
JUNIOR HELOC RATIO         DTI         % UTILIZED     RATIO
------------------------------------------------------------

1 - 10                     34.63          90.92       7.64
11 - 20                    34.70          91.35      14.36
21 - 30                    35.01          86.01      24.27
31 - 40                    34.24          73.70      34.35
41 - 50                    36.06          72.15      44.38
51 - 60                    32.66          58.93      54.95
61 - 70                    32.27          65.72      64.19
71 - 80                    31.50          95.10      71.20
81 - 90                    33.41          98.41      84.04
91 - 100                   42.53         100.00      93.75
TOTAL:                     34.73          86.24      18.96


Nzmin.: 2
Max.: 94
NZWA.: 22

***CALCULATED BY DIVIDING CREDIT LIMIT BY (SRBAL plus CREDIT LIMIT)
***SHOWN ONLY FOR LOANS THAT ARE SECOND LIENS

                                                                             Top





23. CURRENT UTILIZATION RATIO




                                                       TOTAL           %             TOTAL         AVERAGE        WAC          WAC
                                      NO. OF          CURRENT       CURRENT         CREDIT         CURRENT      CURRENT      BALANCE
CURRENT UTILIZATION RATIO             LOANS           BALANCE       BALANCE          LIMIT         BALANCE      BALANCE       LIMIT
------------------------------------------------------------------------------------------------------------------------------------

<= 0                                 120               -0.19        0.00       11,934,000.00         0.00     -29.724       6.308
1 - 5                                    41           93,351.54        0.05        4,434,300.00     2,276.87       6.372       6.500
6 - 10                                   23          178,413.70        0.09        2,413,800.00     7,757.12       6.139       6.136
11 - 15                                  23          411,025.10        0.21        3,230,100.00    17,870.66       5.996       6.008
16 - 20                                  23          472,991.57        0.24        2,684,900.00    20,564.85       6.328       6.343
21 - 25                                  24          574,017.49        0.30        2,528,000.00    23,917.40       6.384       6.366
26 - 30                                  21          552,832.88        0.28        2,003,100.00    26,325.38       6.222       6.218
31 - 35                                  25          894,468.59        0.46        2,747,100.00    35,778.74       6.369       6.360
36 - 40                                  29        1,224,108.02        0.63        3,243,800.00    42,210.62       6.119       6.117
41 - 45                                  23          945,524.09        0.49        2,225,600.00    41,109.74       6.291       6.291
46 - 50                                  33        1,757,944.40        0.90        3,697,000.00    53,271.04       6.519       6.519
51 - 55                                  41        2,047,713.23        1.05        3,898,800.00    49,944.23       6.570       6.564
56 - 60                                  37        1,597,101.88        0.82        2,799,700.00    43,164.92       6.435       6.432
61 - 65                                  34        2,316,386.32        1.19        3,676,700.00    68,129.01       6.337       6.344
66 - 70                                  44        2,451,052.87        1.26        3,641,400.00    55,705.75       6.382       6.385
71 - 75                                  38        2,605,205.30        1.34        3,591,200.00    68,558.03       6.213       6.214
76 - 80                                  51        3,578,136.44        1.84        4,616,800.00    70,159.54       6.357       6.362
81 - 85                                  47        3,349,157.36        1.72        4,034,600.00    71,258.67       6.668       6.670
86 - 90                                  59        4,223,677.36        2.17        4,831,300.00    71,587.75       6.869       6.870
91 - 95                                 101        7,763,099.07        3.99        8,354,700.00    76,862.37       6.363       6.365
96 - 100                              2,013      157,524,188.19       80.96      158,450,358.00    78,253.45       7.038       7.036
TOTAL:                                2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816






                                                                          WA          WA
                                       WAM        WALA       WAOT       MARGIN      MARGIN         WA            NZWA
                                     CURRENT    CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN
CURRENT UTILIZATION RATIO            BALANCE    BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV
--------------------------------------------------------------------------------------------------------------------------

<= 0                              ******     -11.05      ******      -34.47        1.60        18.00         20.63
1 - 5                                201.84       8.28      210.12        1.64        1.77        17.68         23.87
6 - 10                               199.73       7.69      207.42        1.39        1.39        18.00         24.54
11 - 15                              198.54       8.78      207.32        1.25        1.27        18.00         21.71
16 - 20                              200.55       9.69      210.24        1.59        1.61        18.00         23.90
21 - 25                              213.64      10.74      224.38        1.65        1.64        17.75         21.90
26 - 30                              193.47       8.84      202.31        1.49        1.49        18.00         26.50
31 - 35                              208.29       7.06      215.35        1.62        1.61        18.00         22.33
36 - 40                              207.43       7.90      215.33        1.37        1.37        17.80         28.63
41 - 45                              206.92       9.33      216.26        1.56        1.56        18.00         18.05
46 - 50                              199.67       6.89      206.55        1.77        1.77        17.68         21.12
51 - 55                              204.58       9.08      213.65        1.83        1.83        17.68         21.89
56 - 60                              216.41       7.48      223.89        1.69        1.69        18.00         20.64
61 - 65                              189.42       8.50      197.92        1.59        1.59        17.67         25.54
66 - 70                              228.94       8.02      236.96        1.64        1.64        17.68         21.65
71 - 75                              233.10       7.03      240.13        1.46        1.46        17.83         19.96
76 - 80                              216.35      10.92      227.27        1.63        1.63        17.67         23.11
81 - 85                              202.94       7.82      210.76        1.92        1.92        17.71         19.36
86 - 90                              195.94       9.61      205.56        2.13        2.13        17.82         19.45
91 - 95                              208.65       8.35      217.00        1.62        1.62        18.00         17.15
96 - 100                             192.22       7.41      199.64        2.29        2.29        17.98         17.42
TOTAL:                               195.31       7.63      202.95        2.18        2.07        17.95         18.81


                                       NZWA
                                   FULLY DRAWN       NZWA       NZWA                    JUNIOR
CURRENT UTILIZATION RATIO              CLTV          FICO       DTI       % UTILIZED     RATIO
----------------------------------------------------------------------------------------------

<= 0                                 75.46     545.11     -16.81           0.00     23.51
1 - 5                                   72.64     731.78      31.28           2.11     29.75
6 - 10                                  74.93     719.63      35.91           7.39     27.98
11 - 15                                 68.86     737.70      35.35          12.72     29.10
16 - 20                                 77.24     722.59      36.10          17.62     29.38
21 - 25                                 72.49     717.22      35.68          22.71     30.01
26 - 30                                 75.24     738.12      36.22          27.60     28.98
31 - 35                                 72.96     718.64      34.85          32.56     27.96
36 - 40                                 71.16     725.11      33.72          37.74     31.37
41 - 45                                 76.68     701.23      35.82          42.48     22.30
46 - 50                                 73.81     706.28      35.12          47.55     28.42
51 - 55                                 76.85     697.50      33.49          52.52     26.51
56 - 60                                 80.58     711.59      36.23          57.05     22.31
61 - 65                                 71.68     713.08      33.33          63.00     25.22
66 - 70                                 76.48     716.40      34.89          67.31     21.38
71 - 75                                 73.42     714.81      33.71          72.54     24.42
76 - 80                                 74.26     708.99      32.86          77.50     24.35
81 - 85                                 74.88     706.72      35.02          83.01     26.80
86 - 90                                 80.13     701.38      35.41          87.42     20.61
91 - 95                                 78.95     706.35      33.22          92.92     17.64
96 - 100                                84.44     705.33      34.77          99.42     17.84
TOTAL:                                  81.35     706.15      34.67          85.67     19.81



Nzmin.: 0
Max.: 100
AVG.: 81.39

**TOTAL AVERAGE IS BASED ON TOTAL CURRENT BALANCE DIVDED BY TOTAL CREDIT LIMIT
*Calculated by dividing Current Balance by Credit Limit

                                                                             Top
24. ORIGINAL LTV (CALC)






                                                TOTAL            %             TOTAL           AVERAGE         WAC        WAC
                                NO. OF         CURRENT        CURRENT         CREDIT           CURRENT       CURRENT    BALANCE
ORIGINAL LTV (CALC)             LOANS          BALANCE        BALANCE          LIMIT           BALANCE       BALANCE     LIMIT
----------------------------------------------------------------------------------------------------------------------------------

0.01 - 10.00                      905       42,142,989.73       21.66       47,786,550.00      46,566.84       6.995      6.961
10.01 - 20.00                   1,405       99,329,694.33       51.05      118,023,158.00      70,697.29       7.067      6.968
20.01 - 30.00                     383       36,571,304.89       18.80       47,805,550.00      95,486.44       6.669      6.576
30.01 - 40.00                     107       10,968,970.50        5.64       15,903,200.00     102,513.74       6.385      6.263
40.01 - 50.00                      31        2,448,531.96        1.26        5,310,300.00      78,984.90       6.501      6.250
50.01 - 60.00                       9        1,344,886.10        0.69        1,706,500.00     149,431.79       6.913      6.942
60.01 - 70.00                       8        1,516,543.62        0.78        2,002,000.00     189,567.95       6.492      6.292
70.01 - 80.00                       2          237,474.08        0.12          500,000.00     118,737.04       5.865      5.550
TOTAL:                          2,850      194,560,395.21      100.00      239,037,258.00      68,266.81       6.924      6.816



                                WAM         WALA       WAOT        MARGIN      MARGIN        WA             NZWA          NZWA
                              CURRENT      CURRENT    CURRENT      CURRENT    BALANCE     LIFETIME      FULLY DRAWN    FULLY DRAWN
ORIGINAL LTV (CALC)           BALANCE      BALANCE    BALANCE      BALANCE     LIMIT      RATE CAP          LTV           CLTV
--------------------------------------------------------------------------------------------------------------------------------

0.01 - 10.00                   194.72        7.57      202.29        2.25       2.21         18.00          9.05          80.67
10.01 - 20.00                  192.12        7.24      199.36        2.32       2.22         17.99         15.79          83.60
20.01 - 30.00                  204.54        8.38      212.92        1.93       1.84         17.95         24.28          79.90
30.01 - 40.00                  206.35        7.33      213.69        1.64       1.53         17.77         33.98          76.82
40.01 - 50.00                  181.05        7.38      188.42        1.75       1.50         17.89         43.90          71.36
50.01 - 60.00                  160.80       19.20      180.00        2.22       2.25         16.94         56.25          68.54
60.01 - 70.00                  176.06        8.89      184.95        1.75       1.55         17.02         65.98          73.75
70.01 - 80.00                  171.56        8.44      180.00        1.11       0.80         14.66         76.44          76.44
TOTAL:                         195.31        7.63      202.95        2.18       2.07         17.95         18.81          81.35




                            NZWA        NZWA                 JUNIOR
ORIGINAL LTV (CALC)         FICO        DTI    % UTILIZED     RATIO
----------------------------------------------------------------------

0.01 - 10.00               704.63      34.50      91.44       10.90
10.01 - 20.00              707.70      34.55      88.45       18.61
20.01 - 30.00              700.66      35.26      80.99       31.01
30.01 - 40.00              712.83      35.98      72.52       46.15
40.01 - 50.00              712.77      32.67      57.95       62.81
50.01 - 60.00              692.45      31.26      78.81       84.14
60.01 - 70.00              729.35      28.86      75.75       91.72
70.01 - 80.00              724.94      34.53      47.49      100.00
TOTAL:                     706.15      34.67      85.67       19.81



NZMin.: 2.11
Max: 80.00
NZWA: 18.06

                                                                             Top




25. COMBINED LTV (CALC)




                                                TOTAL            %             TOTAL           AVERAGE         WAC         WAC
                                NO. OF         CURRENT        CURRENT         CREDIT           CURRENT       CURRENT     BALANCE
COMBINED LTV (CALC)              LOANS         BALANCE        BALANCE          LIMIT           BALANCE       BALANCE      LIMIT
-----------------------------------------------------------------------------------------------------------------------------------

10.00 - 19.99                       6          206,174.99       0.11          524,000.00      34,362.50       5.841       5.237
20.00 - 29.99                       7          629,839.36       0.32          805,000.00      89,977.05       6.162       6.231
30.00 - 39.99                      22        1,266,864.11       0.65        2,226,000.00      57,584.73       6.775       6.368
40.00 - 49.99                      28        1,644,194.82       0.85        2,936,000.00      58,721.24       6.493       6.323
50.00 - 59.99                      73        7,672,527.67       3.94       11,078,500.00     105,103.12       5.919       6.006
60.00 - 69.99                     191       18,427,969.46       9.47       27,341,200.00      96,481.52       6.183       6.077
70.00 - 79.99                     418       38,202,041.25      19.64       49,614,300.00      91,392.44       6.345       6.318
80.00 - 89.99                     787       50,027,853.82      25.71       61,451,480.00      63,567.79       6.853       6.788
90.00 - 94.99                   1,001       54,679,066.90      28.10       60,382,200.00      54,624.44       7.365       7.346
95.00 >=                       317       21,803,862.83      11.21       22,678,578.00      68,781.90       8.051       8.027
TOTAL:                          2,850      194,560,395.21     100.00      239,037,258.00      68,266.81       6.924       6.816


                                                                        WA          WA
                                   WAM         WALA       WAOT        MARGIN      MARGIN        WA         NZWA             NZWA
                                 CURRENT      CURRENT    CURRENT      CURRENT     BALANCE    LIFETIME   FULLY DRAWN     FULLY DRAWN
COMBINED LTV (CALC)              BALANCE      BALANCE    BALANCE      BALANCE      LIMIT     RATE CAP       LTV             CLTV
------------------------------------------------------------------------------------------------------------------------------------

10.00 - 19.99                     176.31        7.00      183.30        1.09        0.50        13.62       15.63           17.20
20.00 - 29.99                     172.33        7.67      180.00        1.41        1.48        15.04       17.82           22.90
30.00 - 39.99                     193.39       11.68      205.06        2.03        1.65        16.01       19.29           35.34
40.00 - 49.99                     209.02        7.88      216.90        1.75        1.58        17.84       20.18           45.37
50.00 - 59.99                     197.25        8.22      205.47        1.17        1.26        17.81       19.68           55.38
60.00 - 69.99                     193.49        8.54      202.04        1.44        1.34        17.92       22.48           65.99
70.00 - 79.99                     201.23        8.09      209.32        1.60        1.57        18.00       20.23           76.08
80.00 - 89.99                     208.47        7.61      216.09        2.11        2.05        17.98       19.19           85.97
90.00 - 94.99                     188.17        7.08      195.25        2.62        2.60        18.00       15.77           91.65
95.00 >=                       173.43        7.03      180.46        3.30        3.28        18.00       17.83           96.87
TOTAL:                            195.31        7.63      202.95        2.18        2.07        17.95       18.81           81.35



                              NZWA        NZWA                   JUNIOR
COMBINED LTV (CALC)           FICO        DTI        % UTILIZED   RATIO
-------------------------------------------------------------------------

10.00 - 19.99                 716.48      25.19          81.17     86.18
20.00 - 29.99                 741.01      29.64          78.24     80.68
30.00 - 39.99                 709.40      32.67          61.32     49.62
40.00 - 49.99                 704.28      30.09          61.21     37.21
50.00 - 59.99                 717.90      33.21          71.85     32.71
60.00 - 69.99                 704.46      33.91          74.11     29.72
70.00 - 79.99                 704.64      34.69          82.95     23.67
80.00 - 89.99                 698.86      35.34          85.00     18.36
90.00 - 94.99                 706.73      34.86          93.77     15.13
95.00 >=                   720.18      34.48          96.78     17.96
TOTAL:                        706.15      34.67          85.67     19.81



NZMin.: 12.09
Max: 100.00
NZWA: 81.35

**CALCULATED BY ADDING CREDIT LIMIT TO SRBAL DIV PROPVAL

                                                                             Top





26. CURRENT LTV (CALC)





                                             TOTAL             %             TOTAL          AVERAGE        WAC        WAC
                              NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT    BALANCE
CURRENT LTV (CALC)            LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE     LIMIT
-------------------------------------------------------------------------------------------------------------------------------

<= 0.00                      2                0.00        0.00          270,000.00         0.00       0.000      4.861
0.01 - 10.00                    5          148,753.52        0.08          785,000.00    29,750.70       6.209      5.763
10.01 - 20.00                  12          548,480.29        0.28        1,346,000.00    45,706.69       6.284      6.285
20.01 - 30.00                  23          926,856.53        0.48        3,370,500.00    40,298.11       5.939      5.795
30.01 - 40.00                  31        1,604,441.71        0.82        4,340,800.00    51,756.18       6.610      6.191
40.01 - 50.00                  72        3,613,667.20        1.86       10,103,700.00    50,189.82       6.195      6.069
50.01 - 60.00                 141       10,761,692.90        5.53       19,823,000.00    76,324.06       5.986      6.071
60.01 - 70.00                 232       18,625,760.58        9.57       27,711,700.00    80,283.45       6.213      6.248
70.01 - 80.00                 483       43,366,151.00       22.29       51,396,950.00    89,784.99       6.403      6.468
80.01 - 90.00               1,237       73,412,428.46       37.73       77,876,430.00    59,347.15       7.036      7.035
90.01 - 100.00                612       41,552,163.02       21.36       42,013,178.00    67,895.69       7.940      7.940
TOTAL:                      2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924      6.816


                                                                   WA          WA
                               WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA             NZWA
                             CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN       FULLY DRAWN
CURRENT LTV (CALC)           BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV              CLTV
-----------------------------------------------------------------------------------------------------------------------------------

<= 0.00                     0.00        0.00        0.00        0.00       0.13       0.00            17.79             17.79
0.01 - 10.00                 189.87       22.49      212.36        1.53       1.08      14.98            38.42             38.42
10.01 - 20.00                173.09        9.12      182.20        1.54       1.55      14.36            38.09             42.34
20.01 - 30.00                189.45        8.00      197.46        1.19       1.06      15.93            33.22             51.47
30.01 - 40.00                183.13        9.16      192.29        1.86       1.44      16.18            26.95             52.04
40.01 - 50.00                208.00        7.44      215.45        1.45       1.34      17.67            25.73             61.98
50.01 - 60.00                193.61       10.02      203.63        1.25       1.34      17.93            22.53             66.50
60.01 - 70.00                200.27        7.52      207.79        1.47       1.51      18.00            18.30             72.54
70.01 - 80.00                200.05        8.26      208.31        1.66       1.72      18.00            18.57             78.99
80.01 - 90.00                203.55        7.21      210.76        2.29       2.29      18.00            16.39             88.82
90.01 - 100.00               173.85        7.03      180.88        3.19       3.19      18.00            17.54             95.73
TOTAL:                       195.31        7.63      202.95        2.18       2.07      17.95            18.81             81.35




                            NZWA      NZWA                    JUNIOR
CURRENT LTV (CALC)          FICO       DTI      % UTILIZED     RATIO
-----------------------------------------------------------------------

<= 0.00                     0.00      0.00           0.00    100.00
0.01 - 10.00                 775.21     39.79          18.95    100.00
10.01 - 20.00                730.64     30.44          40.75     85.78
20.01 - 30.00                742.24     30.28          41.28     58.84
30.01 - 40.00                695.22     31.54          42.55     46.48
40.01 - 50.00                720.18     29.80          44.34     36.23
50.01 - 60.00                716.95     33.75          64.16     30.90
60.01 - 70.00                700.47     34.92          74.47     23.11
70.01 - 80.00                705.06     34.08          88.27     20.42
80.01 - 90.00                701.64     35.35          94.27     15.37
90.01 - 100.00               712.81     34.88          98.90     17.55
TOTAL:                       706.15     34.67          85.67     19.81



NZMin.: 1.11
Max: 100.00
NZWA: 81.54

                                                                             Top
27. PREPAYMENT PENALTY




                                               TOTAL             %             TOTAL          AVERAGE        WAC        WAC
                                NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT    BALANCE
PREPAYMENT PENALTY              LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE     LIMIT
--------------------------------------------------------------------------------------------------------------------------------

0.000                           2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924      6.816
TOTAL:                          2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924      6.816



                                                                    WA          WA
                                WAM        WALA        WAOT       MARGIN      MARGIN         WA            NZWA         NZWA
                              CURRENT     CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME     FULLY DRAWN   FULLY DRAWN
PREPAYMENT PENALTY            BALANCE     BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP         LTV          CLTV
--------------------------------------------------------------------------------------------------------------------------------

0.000                         195.31        7.63      202.95        2.18        2.07        17.95         18.81         81.35
TOTAL:                        195.31        7.63      202.95        2.18        2.07        17.95         18.81         81.35



                              NZWA         NZWA                 JUNIOR
PREPAYMENT PENALTY            FICO         DTI     % UTILIZED   RATIO
---------------------------------------------------------------------------

0.000                          706.15     34.67      85.67      19.81
TOTAL:                         706.15     34.67      85.67      19.81



***CONFIRMED WITH SELLER
                                       Top



28. PROPERTY TYPE




                                              TOTAL             %             TOTAL           AVERAGE        WAC        WAC
                               NO. OF        CURRENT         CURRENT         CREDIT           CURRENT      CURRENT    BALANCE
PROPERTY TYPE                   LOANS        BALANCE         BALANCE          LIMIT           BALANCE      BALANCE     LIMIT
--------------------------------------------------------------------------------------------------------------------------------

Single Family                     1,900     133,552,732.77       68.64      165,157,833.00     70,290.91    6.801      6.680
PUD                                 358      28,156,755.61       14.47       33,920,500.00     78,650.16    6.731      6.637
Condo                               334      16,218,086.25        8.34       19,395,975.00     48,557.14    7.280      7.206
2 Family                            123       8,659,264.46        4.45       10,354,300.00     70,400.52    7.923      7.847
4 Family                             82       5,164,991.93        2.65        6,709,500.00     62,987.71    7.776      7.807
3 Family                             41       2,526,004.58        1.30        3,186,150.00     61,609.87    8.035      7.901
Manufactured Housing                 11         260,559.61        0.13          291,000.00     23,687.24    7.529      7.597
2-4 Family                            1          22,000.00        0.01           22,000.00     22,000.00   10.000     10.000
TOTAL:                            2,850     194,560,395.21      100.00      239,037,258.00     68,266.81    6.924      6.816



                                                                    WA          WA
                                WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA             NZWA
                              CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN       FULLY DRAWN
PROPERTY TYPE                 BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV              CLTV
----------------------------------------------------------------------------------------------------------------------------------

Single Family                 197.53        7.60       205.12      2.05        1.94        17.95           19.33            80.88
PUD                           195.35        7.56       202.91      1.98        1.89        17.90           17.36            80.46
Condo                         189.55        7.15       196.70      2.53        2.46        18.00           17.97            86.53
2 Family                      184.36        8.43       192.79      3.18        3.11        17.97           18.59            81.51
4 Family                      178.33        8.77       187.10      3.04        3.07        18.00           17.46            81.24
3 Family                      189.43        7.56       197.00      3.29        3.15        18.00           16.95            81.91
Manufactured Housing          176.35       15.26       191.61      2.78        2.85        18.00           13.06            93.06
2-4 Family                    170.00       10.00       180.00      5.25        5.25        18.00           10.00            90.00
TOTAL:                        195.31        7.63       202.95      2.18        2.07        17.95           18.81            81.35




                                NZWA       NZWA                    JUNIOR
PROPERTY TYPE                   FICO       DTI       % UTILIZED     RATIO
----------------------------------------------------------------------------

Single Family                  704.91     34.68          85.04      20.36
PUD                            706.22     34.53          86.82      19.16
Condo                          705.78     34.80          85.40      18.27
2 Family                       712.41     34.38          88.90      20.08
4 Family                       723.87     35.18          92.02      17.86
3 Family                       714.84     34.45          84.26      17.39
Manufactured Housing           714.45     35.72          97.73      13.66
2-4 Family                     682.00     48.37         100.00      11.11
TOTAL:                         706.15     34.67          85.67      19.81



                                                                             Top
29. LOAN PURPOSE


                                             TOTAL            %             TOTAL           AVERAGE        WAC        WAC
                             NO. OF         CURRENT        CURRENT         CREDIT           CURRENT      CURRENT    BALANCE
LOAN PURPOSE                  LOANS         BALANCE        BALANCE          LIMIT           BALANCE      BALANCE     LIMIT
-------------------------------------------------------------------------------------------------------------------------------

Cash Out Refinance            1,703     128,765,262.26       66.18      166,770,900.00     75,610.84       6.705      6.620
Purchase                      1,028      58,871,124.37       30.26       63,149,658.00     57,267.63       7.394      7.334
Rate/Term Refinance             119       6,924,008.58        3.56        9,116,700.00     58,184.95       7.005      6.826
TOTAL:                        2,850     194,560,395.21      100.00      239,037,258.00     68,266.81       6.924      6.816


                                                                   WA          WA
                               WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA         NZWA
                             CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN   FULLY DRAWN
LOAN PURPOSE                 BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV          CLTV
-------------------------------------------------------------------------------------------------------------------------------

Cash Out Refinance            201.27      7.94      209.21        1.96       1.88         17.93           20.42         77.61
Purchase                      181.70      7.00      188.70        2.65       2.59         18.00           14.89         90.74
Rate/Term Refinance           200.19      7.24      207.43        2.26       2.08         18.00           16.55         84.67
TOTAL:                        195.31      7.63      202.95        2.18       2.07         17.95           18.81         81.35




                             NZWA       NZWA                    JUNIOR
LOAN PURPOSE                 FICO       DTI       % UTILIZED     RATIO
----------------------------------------------------------------------

Cash Out Refinance            700.34    34.83       81.50        23.11
Purchase                      719.34    34.41       96.28        14.73
Rate/Term Refinance           702.05    33.86       86.98        16.43
TOTAL:                        706.15    34.67       85.67        19.81


                                                                             Top



30. OCCUPANCY STATUS




                                         TOTAL            %             TOTAL          AVERAGE        WAC         WAC        WAM
                       NO. OF           CURRENT        CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
OCCUPANCY STATUS       LOANS            BALANCE        BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
--------------------------------------------------------------------------------------------------------------------------------

Primary Home             2,228      165,102,073.43       84.86      202,537,558.00    74,103.26       6.786       6.667   199.31
Investment                 592       27,756,737.44       14.27       34,569,800.00    46,886.38       7.704       7.652   172.29
Second Home                 30        1,701,584.34        0.87        1,929,900.00    56,719.48       7.614       7.539   182.97
TOTAL:                   2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816   195.31



                                                  WA          WA
                          WALA       WAOT       MARGIN      MARGIN         WA            NZWA           NZWA
                         CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN   FULLY DRAWN  NZWA
OCCUPANCY STATUS         BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP          LTV           CLTV     FICO
--------------------------------------------------------------------------------------------------------------------------

Primary Home              7.62      206.93       2.04        1.92        17.96           18.64         81.29     703.94
Investment                7.71      180.00       2.96        2.91        17.94           19.86         82.02     719.38
Second Home               7.59      190.56       2.87        2.80        17.30           17.84         75.66     703.94
TOTAL:                    7.63      202.95       2.18        2.07        17.95           18.81         81.35     706.15



                          NZWA                JUNIOR
OCCUPANCY STATUS          DTI    % UTILIZED    RATIO
-----------------------------------------------------

Primary Home               34.60     85.24     19.99
Investment                 34.91     88.05     19.13
Second Home                37.55     90.00     20.38
TOTAL:                     34.67     85.67     19.81


                                                                             Top

31. DOC TYPE GIVEN




                                                                    TOTAL             %             TOTAL           AVERAGE
                                                     NO. OF        CURRENT         CURRENT         CREDIT           CURRENT
DOC TYPE GIVEN                                       LOANS         BALANCE         BALANCE          LIMIT           BALANCE
----------------------------------------------------------------------------------------------------------------------------------

Full Documentation                                       895       51,183,488.96       26.31       63,986,453.00      57,188.26
Limited (NIV)                                             12          712,170.50        0.37        1,039,500.00      59,347.54
NID - No income disclosure (No Ratio)                      2          352,959.00        0.18          364,800.00     176,479.50
NID/NAV                                                    2          258,560.44        0.13          300,000.00     129,280.22
NIV - No income verif (Limited EZ Doc)                 1,598      116,129,359.88       59.69      142,281,305.00      72,671.69
NIV - No income verif (Limited EZ Doc)                   341       25,923,856.43       13.32       31,065,200.00      76,023.04
TOTAL:                                                 2,850      194,560,395.21      100.00      239,037,258.00      68,266.81



                                                                                                                  WA          WA
                                                       WAC        WAC         WAM        WALA        WAOT       MARGIN      MARGIN
                                                     CURRENT    BALANCE     CURRENT     CURRENT     CURRENT     CURRENT    BALANCE
DOC TYPE GIVEN                                       BALANCE     LIMIT      BALANCE     BALANCE     BALANCE     BALANCE     LIMIT
------------------------------------------------------------------------------------------------------------------------------------

Full Documentation                                       6.581      6.442      236.64        8.27      244.92        1.84       1.70
Limited (NIV)                                            7.075      7.064      166.19       13.81      180.00        2.36       2.35
NID - No income disclosure (No Ratio)                    7.568      7.563      130.89       49.11      180.00        3.01       3.01
NID/NAV                                                  8.484      8.333      119.00       61.00      180.00        3.92       3.75
NIV - No income verif (Limited EZ Doc)                   7.049      6.955      177.87        7.13      185.00        2.30       2.21
NIV - No income verif (Limited EZ Doc)                   7.012      6.923      194.31        7.35      201.66        2.26       2.18
TOTAL:                                                   6.924      6.816      195.31        7.63      202.95        2.18       2.07



                                                       WA         NZWA         NZWA
                                                    LIFETIME  FULLY DRAWN   FULLY DRAWN      NZWA       NZWA                 JUNIOR
DOC TYPE GIVEN                                      RATE CAP      LTV          CLTV          FICO       DTI    % UTILIZED     RATIO
------------------------------------------------------------------------------------------------------------------------------------

Full Documentation                                   17.93        19.36        83.37        707.29      36.46       85.68     19.69
Limited (NIV)                                        18.00        14.85        76.38        718.30      36.09       81.20     18.84
NID - No income disclosure (No Ratio)                18.00        51.25        66.56        680.53       0.00       96.75     61.11
NID/NAV                                              18.00        18.92        58.95        671.44      25.75       86.19     30.85
NIV - No income verif (Limited EZ Doc)               17.97        18.29        80.99        706.05      33.87       85.49     19.60
NIV - No income verif (Limited EZ Doc)               17.92        19.84        79.40        704.67      34.76       86.48     20.85
TOTAL:                                               17.95        18.81        81.35        706.15      34.67       85.67     19.81



                                                                             Top





32. DOCUMENTATION TYPE





                                               TOTAL             %             TOTAL           AVERAGE         WAC        WAC
                                NO. OF        CURRENT         CURRENT         CREDIT           CURRENT       CURRENT    BALANCE
DOCUMENTATION TYPE              LOANS         BALANCE         BALANCE          LIMIT           BALANCE       BALANCE     LIMIT
------------------------------------------------------------------------------------------------------------------------------------

Full                                895       51,183,488.96       26.31       63,986,453.00      57,188.26       6.581      6.442
Limited                              12          712,170.50        0.37        1,039,500.00      59,347.54       7.075      7.064
No Income Verification            1,941      142,406,175.31       73.19      173,711,305.00      73,367.43       7.044      6.950
No Income/No Asset                    2          258,560.44        0.13          300,000.00     129,280.22       8.484      8.333
TOTAL:                            2,850      194,560,395.21      100.00      239,037,258.00      68,266.81       6.924      6.816


                                                                      WA          WA
                                  WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA         NZWA
                                CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN   FULLY DRAWN
DOCUMENTATION TYPE              BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV          CLTV
------------------------------------------------------------------------------------------------------------------------------------

Full                            236.64        8.27      244.92        1.84       1.70      17.93            19.36         83.37
Limited                         166.19       13.81      180.00        2.36       2.35      18.00            14.85         76.38
No Income Verification          180.74        7.27      188.02        2.30       2.20      17.96            18.64         80.67
No Income/No Asset              119.00       61.00      180.00        3.92       3.75      18.00            18.92         58.95
TOTAL:                          195.31        7.63      202.95        2.18       2.07      17.95            18.81         81.35




                                NZWA      NZWA                    JUNIOR
DOCUMENTATION TYPE              FICO       DTI      % UTILIZED     RATIO
------------------------------------------------------------------------

Full                           707.29     36.46       85.68        19.69
Limited                        718.30     36.09       81.20        18.84
No Income Verification         705.74     34.03       85.69        19.86
No Income/No Asset             671.44     25.75       86.19        30.85
TOTAL:                         706.15     34.67       85.67        19.81


                                                                             Top


33. STATE (TOP 30)




                                     TOTAL             %             TOTAL          AVERAGE        WAC         WAC         WAM
                      NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE     CURRENT
STATE (TOP 30)        LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT      BALANCE
-----------------------------------------------------------------------------------------------------------------------------------

CA-S                    1,577      109,086,630.59       56.07      134,866,458.00    69,173.51       6.842       6.739      198.63
CA-N                    1,273       85,473,764.62       43.93      104,170,800.00    67,143.57       7.029       6.917      191.08
TOTAL:                  2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816      195.31


                                                WA          WA
                        WALA       WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                      CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
STATE (TOP 30)        BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO
------------------------------------------------------------------------------------------------------------------------------

CA-S                   7.63      206.26        2.09        1.99        17.96          19.06            80.79           704.51
CA-N                   7.64      198.72        2.28        2.17        17.94          18.50            82.07           708.24
TOTAL:                 7.63      202.95        2.18        2.07        17.95          18.81            81.35           706.15




                       NZWA                     JUNIOR
STATE (TOP 30)         DTI        % UTILIZED     RATIO
-----------------------------------------------------

CA-S                  34.82          84.86     20.22
CA-N                  34.48          86.72     19.31
TOTAL:                34.67          85.67     19.81


                                                                             Top




34. TOP 10 ZIP CODE CONCENTRATIONS




                                                            TOTAL             %             TOTAL           AVERAGE         WAC
                                             NO. OF        CURRENT         CURRENT         CREDIT           CURRENT       CURRENT
TOP 10 ZIP CODE CONCENTRATIONS               LOANS         BALANCE         BALANCE          LIMIT           BALANCE       BALANCE
------------------------------------------------------------------------------------------------------------------------------------

90210                                           6        1,473,788.30        0.76        1,486,500.00     245,631.38       6.356
90049                                           6        1,424,711.38        0.73        1,528,700.00     237,451.90       6.223
90266                                           8        1,422,522.09        0.73        1,594,000.00     177,815.26       5.829
92651                                           8        1,413,857.43        0.73        1,694,850.00     176,732.18       6.268
94114                                           8        1,280,048.22        0.66        1,292,400.00     160,006.03       6.487
92679                                           8        1,244,786.61        0.64        1,279,900.00     155,598.33       6.164
90068                                           8        1,239,754.47        0.64        1,294,900.00     154,969.31       6.034
92069                                          15        1,230,169.88        0.63        1,453,200.00      82,011.33       6.820
90275                                           8        1,165,132.39        0.60        1,706,600.00     145,641.55       6.094
92024                                           7          924,191.60        0.48        1,105,800.00     132,027.37       6.191
Other                                       2,768      181,741,432.84       93.41      224,600,408.00      65,658.03       6.972
TOTAL:                                      2,850      194,560,395.21      100.00      239,037,258.00      68,266.81       6.924



                                                                                               WA          WA
                                               WAC         WAM        WALA        WAOT       MARGIN      MARGIN         WA
                                             BALANCE     CURRENT     CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME
TOP 10 ZIP CODE CONCENTRATIONS                LIMIT      BALANCE     BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP
----------------------------------------------------------------------------------------------------------------------------------

90210                                        6.362      187.38        7.26      194.64        1.61        1.61        18.00
90049                                        6.236      172.71        7.29      180.00        1.47        1.49        18.00
90266                                        5.859      189.48        7.39      196.87        1.08        1.11        18.00
92651                                        6.273      186.25        7.33      193.58        1.52        1.52        18.00
94114                                        6.481      228.76        7.02      235.78        1.74        1.73        18.00
92679                                        6.164      195.26        6.76      202.02        1.41        1.41        18.00
90068                                        6.003      217.72        7.09      224.81        1.28        1.25        18.00
92069                                        6.785      196.88        7.05      203.93        2.07        2.04        16.77
90275                                        6.111      181.99        7.28      189.27        1.34        1.36        18.00
92024                                        6.077      223.19        6.93      230.12        1.44        1.33        18.00
Other                                        6.854      195.22        7.67      202.88        2.23        2.11        17.96
TOTAL:                                       6.816      195.31        7.63      202.95        2.18        2.07        17.95



                                                 NZWA             NZWA
                                             FULLY DRAWN       FULLY DRAWN    NZWA      NZWA                   JUNIOR
TOP 10 ZIP CODE CONCENTRATIONS                   LTV              CLTV        FICO       DTI    % UTILIZED     RATIO
----------------------------------------------------------------------------------------------------------------------------

90210                                          11.73             75.47       692.82     36.93       99.14      17.48
90049                                          11.80             69.25       733.13     31.98       93.20      16.14
90266                                          15.17             65.80       702.68     35.22       89.24      23.66
92651                                          15.94             75.19       703.77     33.34       83.42      20.50
94114                                          16.42             81.79       730.59     32.49       99.04      19.63
92679                                          13.56             79.84       708.83     36.42       97.26      15.28
90068                                          16.59             82.07       705.04     29.01       95.74      20.14
92069                                          27.14             79.39       703.40     32.76       84.65      30.68
90275                                          21.11             76.46       717.33     33.77       77.34      22.51
92024                                          24.15             80.50       703.32     33.45       83.58      28.34
Other                                          18.91             81.68       705.87     34.75       85.38      19.74
TOTAL:                                         18.81             81.35       706.15     34.67       85.67      19.81


                                                                             Top
35. PAID THROUGH DATE





                                           TOTAL             %             TOTAL           AVERAGE      WAC        WAC         WAM
                            NO. OF        CURRENT         CURRENT         CREDIT           CURRENT    CURRENT    BALANCE     CURRENT
PAID THROUGH DATE            LOANS        BALANCE         BALANCE          LIMIT           BALANCE    BALANCE     LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

2004-08                        11         587,803.81        0.30          924,100.00     53,436.71     6.899      7.008      178.02
2004-09                       295      20,821,367.26       10.70       23,925,975.00     70,580.91     7.177      7.108      195.06
2004-10                     2,544     173,151,224.14       89.00      214,187,183.00     68,062.59     6.894      6.783      195.40
TOTAL:                      2,850     194,560,395.21      100.00      239,037,258.00     68,266.81     6.924      6.816      195.31



                                                     WA          WA
                            WALA        WAOT       MARGIN      MARGIN        WA             NZWA             NZWA
                           CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN       FULLY DRAWN      NZWA
PAID THROUGH DATE          BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV              CLTV          FICO
---------------------------------------------------------------------------------------------------------------------------------

2004-08                     7.07      185.09        2.42       2.52         18.00         22.72             78.99         721.05
2004-09                     7.66      202.73        2.43       2.37         18.00         17.62             83.06         693.79
2004-10                     7.63      203.03        2.15       2.04         17.95         18.93             81.17         707.58
TOTAL:                      7.63      202.95        2.18       2.07         17.95         18.81             81.35         706.15




                           NZWA                      JUNIOR
PAID THROUGH DATE          DTI    % UTILIZED         RATIO
------------------------------------------------------------

2004-08                   37.32      63.61          23.90
2004-09                   35.49      91.51          17.81
2004-10                   34.56      85.12          20.03
TOTAL:                    34.67      85.67          19.81


                                                                             Top



36. DAYS DELINQUENT




                                        TOTAL             %             TOTAL          AVERAGE        WAC         WAC         WAM
                         NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE     CURRENT
DAYS DELINQUENT          LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT      BALANCE
-----------------------------------------------------------------------------------------------------------------------------------

<= 29                2,839      193,972,591.40       99.70      238,113,158.00    68,324.27       6.924       6.816      195.37
30 - 59                    11          587,803.81        0.30          924,100.00    53,436.71       6.899       7.008      178.02
TOTAL:                  2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816      195.31


                                                  WA          WA
                          WALA       WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                        CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
DAYS DELINQUENT         BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO
----------------------------------------------------------------------------------------------------------------------------------

<= 29                 7.63      203.00        2.18        2.07        17.95          18.80            81.36          706.10
30 - 59                  7.07      185.09        2.42        2.52        18.00          22.72            78.99          721.05
TOTAL:                   7.63      202.95        2.18        2.07        17.95          18.81            81.35          706.15


                        NZWA                    JUNIOR
DAYS DELINQUENT         DTI       % UTILIZED     RATIO
-------------------------------------------------------

<= 29               34.66          85.76     19.80
30 - 59                37.32          63.61     23.90
TOTAL:                 34.67          85.67     19.81


                                                                             Top

37. INDEX




                                 TOTAL            %             TOTAL           AVERAGE        WAC        WAC         WAM
                 NO. OF         CURRENT        CURRENT         CREDIT           CURRENT      CURRENT    BALANCE     CURRENT
INDEX             LOANS         BALANCE        BALANCE          LIMIT           BALANCE      BALANCE     LIMIT      BALANCE
--------------------------------------------------------------------------------------------------------------------------------

Prime Rate        2,850      194,560,395.21     100.00      239,037,258.00     68,266.81      6.924      6.816       195.31
TOTAL:            2,850      194,560,395.21     100.00      239,037,258.00     68,266.81      6.924      6.816       195.31



                                           WA          WA
                  WALA        WAOT       MARGIN      MARGIN        WA             NZWA             NZWA
                 CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN       FULLY DRAWN      NZWA       NZWA
INDEX            BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV              CLTV          FICO       DTI
----------------------------------------------------------------------------------------------------------------------------------

Prime Rate        7.63      202.95        2.18       2.07         17.95            18.81          81.35         706.15      34.67
TOTAL:            7.63      202.95        2.18       2.07         17.95            18.81          81.35    7     06.15      34.67




                              JUNIOR
INDEX           % UTILIZED     RATIO
------------------------------------

Prime Rate        85.67       19.81
TOTAL:            85.67       19.81



                                                                             Top




38. FLOOR




                                   TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                    NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
FLOOR               LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
----------------------------------------------------------------------------------------------------------------------------------

<= 0.000           33        2,913,529.91        1.50        5,238,900.00    88,288.79       4.747       4.746     275.69
0.001 - 0.250         26        2,406,207.52        1.24        3,777,100.00    92,546.44       4.990       4.993     282.46
0.251 - 0.500         68        6,334,795.22        3.26       10,186,550.00    93,158.75       5.242       5.237     230.86
0.501 - 0.750        140       12,612,671.59        6.48       17,690,800.00    90,090.51       5.499       5.495     223.63
0.751 - 1.000        155       14,572,070.13        7.49       18,528,700.00    94,013.36       5.737       5.730     192.71
1.001 - 1.250        250       19,135,894.28        9.84       24,008,000.00    76,543.58       5.990       5.985     198.51
1.251 - 1.500        205       16,886,312.33        8.68       21,190,300.00    82,372.26       6.244       6.243     204.56
1.501 - 1.750        249       18,241,127.18        9.38       21,736,150.00    73,257.54       6.496       6.494     195.25
1.751 - 2.000        137       10,548,583.27        5.42       12,662,080.00    76,996.96       6.748       6.745     195.16
2.001 - 2.250        181       12,181,235.36        6.26       14,875,850.00    67,299.64       6.997       6.995     193.29
2.251 - 2.500        225       13,417,680.60        6.90       16,504,450.00    59,634.14       7.244       7.237     185.92
2.501 - 2.750        152        8,749,046.83        4.50       10,152,803.00    57,559.52       7.494       7.492     184.19
2.751 - 3.000        194       11,190,633.74        5.75       12,337,700.00    57,683.68       7.745       7.745     183.81
3.001 - 3.250        137        8,074,416.60        4.15        9,452,325.00    58,937.35       7.980       7.973     188.18
3.251 - 3.500        152        9,480,123.50        4.87       10,199,000.00    62,369.23       8.238       8.238     172.14
3.501 - 3.750        196       10,966,284.02        5.64       11,958,200.00    55,950.43       8.492       8.488     177.47
3.751 - 4.000        107        5,980,410.25        3.07        6,517,150.00    55,891.68       8.744       8.743     176.20
4.001 - 4.250         76        2,679,723.70        1.38        3,142,500.00    35,259.52       8.991       8.984     178.28
4.251 - 4.500         76        3,980,901.49        2.05        4,440,900.00    52,380.28       9.232       9.233     172.00
4.501 - 4.750         23          928,064.07        0.48          953,400.00    40,350.61       9.488       9.487     169.42
4.751 - 5.000         19          960,001.36        0.49        1,012,900.00    50,526.39       9.735       9.736     172.01
5.001 - 5.250         24          855,463.25        0.44          996,200.00    35,644.30       9.988       9.990     171.93
5.251 - 5.500         16          970,376.19        0.50          979,400.00    60,648.51      10.250      10.250     172.14
5.501 - 5.750          3          147,831.51        0.08          148,000.00    49,277.17      10.500      10.500     172.63
5.751 - 6.000          4          216,533.29        0.11          217,400.00    54,133.32      10.750      10.750     172.30
6.001 - 6.250          2          130,478.02        0.07          130,500.00    65,239.01      11.000      11.000     173.00
TOTAL:             2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31



                                            WA          WA
                   WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                  CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN      NZWA      NZWA
FLOOR             BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV         FICO      DTI
---------------------------------------------------------------------------------------------------------------------------------

<= 0.000         7.50      283.19        0.00        0.00        17.38          28.63            65.61        745.62    32.23
0.001 - 0.250       8.95      291.41        0.25        0.25        18.00          21.73            74.26        743.23    36.33
0.251 - 0.500       8.21      239.07        0.50        0.50        18.00          21.50            70.12        737.18    33.91
0.501 - 0.750       7.09      230.72        0.75        0.75        18.00          20.25            74.01        726.84    33.73
0.751 - 1.000       8.13      200.85        1.00        1.00        17.96          19.71            78.36        729.13    31.64
1.001 - 1.250       7.11      205.62        1.24        1.24        18.00          18.03            78.98        717.66    33.58
1.251 - 1.500       7.32      211.88        1.49        1.49        17.78          20.67            74.74        701.50    36.25
1.501 - 1.750       7.22      202.47        1.75        1.75        17.97          18.04            80.61        701.05    33.81
1.751 - 2.000       7.11      202.26        2.00        2.00        17.90          19.52            80.69        692.57    34.51
2.001 - 2.250       6.78      200.07        2.25        2.25        17.98          17.82            83.71        702.75    34.59
2.251 - 2.500       7.51      193.42        2.50        2.50        18.00          17.12            85.19        703.43    35.50
2.501 - 2.750       7.01      191.20        2.74        2.74        18.00          16.58            84.73        679.22    36.44
2.751 - 3.000       7.68      191.49        3.00        3.00        17.89          17.11            87.09        692.42    35.86
3.001 - 3.250       9.19      197.37        3.24        3.24        18.00          18.96            86.41        695.49    35.36
3.251 - 3.500       8.85      180.99        3.50        3.50        18.00          18.48            89.78        695.82    35.89
3.501 - 3.750       7.41      184.88        3.75        3.74        18.00          17.47            92.35        710.29    35.31
3.751 - 4.000       7.36      183.56        4.00        3.99        18.00          19.35            90.03        697.26    36.03
4.001 - 4.250       8.93      187.21        4.25        4.25        18.00          16.40            90.77        702.10    35.31
4.251 - 4.500      10.44      182.43        4.49        4.49        18.00          15.99            87.99        673.11    34.62
4.501 - 4.750      10.58      180.00        4.75        4.75        18.00          13.44            90.66        703.95    35.32
4.751 - 5.000       7.99      180.00        4.99        4.99        18.00          14.24            90.01        674.25    33.67
5.001 - 5.250       8.07      180.00        5.24        5.24        18.00          11.79            90.94        689.55    37.14
5.251 - 5.500       7.86      180.00        5.50        5.50        18.00          14.57            93.99        672.63    36.69
5.501 - 5.750       7.37      180.00        5.75        5.75        18.00          10.69            90.69        691.90    30.13
5.751 - 6.000       7.70      180.00        6.00        6.00        18.00          13.25            93.25        657.13    35.51
6.001 - 6.250       7.00      180.00        6.25        6.25        18.00          17.35            92.26        634.46    33.73
TOTAL:              7.63      202.95        2.18        2.07        17.95          18.81            81.35        706.15    34.67




                               JUNIOR
FLOOR            % UTILIZED    RATIO
-----------------------------------------

<= 0.000           68.52     40.19
0.001 - 0.250         66.16     27.15
0.251 - 0.500         71.99     27.45
0.501 - 0.750         79.39     23.89
0.751 - 1.000         83.92     23.35
1.001 - 1.250         83.71     19.76
1.251 - 1.500         82.71     24.03
1.501 - 1.750         85.27     20.98
1.751 - 2.000         85.33     22.18
2.001 - 2.250         84.22     19.50
2.251 - 2.500         85.60     17.83
2.501 - 2.750         91.36     17.04
2.751 - 3.000         94.12     17.79
3.001 - 3.250         89.33     19.16
3.251 - 3.500         93.45     17.61
3.501 - 3.750         95.99     16.99
3.751 - 4.000         93.19     16.57
4.001 - 4.250         90.51     14.77
4.251 - 4.500         94.40     15.51
4.501 - 4.750         97.34     13.53
4.751 - 5.000         94.78     12.42
5.001 - 5.250         96.94     12.02
5.251 - 5.500         99.08     13.90
5.501 - 5.750         99.89     12.66
5.751 - 6.000         99.60     13.45
6.001 - 6.250         99.99     16.46
TOTAL:                85.67     19.81


Min: 0.000
Max: 6.250
NZWA: 2.211

                                       Top



39. MARGIN




                                   TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                    NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
MARGIN              LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
---------------------------------------------------------------------------------------------------------------------------------

<= 0.000            33        2,913,529.91        1.50        5,238,900.00    88,288.79       4.747       4.746     275.69
0.001 - 0.250          26        2,406,207.52        1.24        3,777,100.00    92,546.44       4.990       4.993     282.46
0.251 - 0.500          68        6,334,795.22        3.26       10,186,550.00    93,158.75       5.242       5.237     230.86
0.501 - 0.750         140       12,612,671.59        6.48       17,690,800.00    90,090.51       5.499       5.495     223.63
0.751 - 1.000         155       14,572,070.13        7.49       18,528,700.00    94,013.36       5.737       5.730     192.71
1.001 - 1.250         250       19,135,894.28        9.84       24,008,000.00    76,543.58       5.990       5.985     198.51
1.251 - 1.500         205       16,886,312.33        8.68       21,190,300.00    82,372.26       6.244       6.243     204.56
1.501 - 1.750         249       18,241,127.18        9.38       21,736,150.00    73,257.54       6.496       6.494     195.25
1.751 - 2.000         137       10,548,583.27        5.42       12,662,080.00    76,996.96       6.748       6.745     195.16
2.001 - 2.250         181       12,181,235.36        6.26       14,875,850.00    67,299.64       6.997       6.995     193.29
2.251 - 2.500         225       13,417,680.60        6.90       16,504,450.00    59,634.14       7.244       7.237     185.92
2.501 - 2.750         152        8,749,046.83        4.50       10,152,803.00    57,559.52       7.494       7.492     184.19
2.751 - 3.000         194       11,190,633.74        5.75       12,337,700.00    57,683.68       7.745       7.745     183.81
3.001 - 3.250         137        8,074,416.60        4.15        9,452,325.00    58,937.35       7.980       7.973     188.18
3.251 - 3.500         152        9,480,123.50        4.87       10,199,000.00    62,369.23       8.238       8.238     172.14
3.501 - 3.750         196       10,966,284.02        5.64       11,958,200.00    55,950.43       8.492       8.488     177.47
3.751 - 4.000         107        5,980,410.25        3.07        6,517,150.00    55,891.68       8.744       8.743     176.20
4.001 - 4.250          76        2,679,723.70        1.38        3,142,500.00    35,259.52       8.991       8.984     178.28
4.251 - 4.500          76        3,980,901.49        2.05        4,440,900.00    52,380.28       9.232       9.233     172.00
4.501 - 4.750          23          928,064.07        0.48          953,400.00    40,350.61       9.488       9.487     169.42
4.751 - 5.000          19          960,001.36        0.49        1,012,900.00    50,526.39       9.735       9.736     172.01
5.001 - 5.250          24          855,463.25        0.44          996,200.00    35,644.30       9.988       9.990     171.93
5.251 - 5.500          16          970,376.19        0.50          979,400.00    60,648.51      10.250      10.250     172.14
5.501 - 5.750           3          147,831.51        0.08          148,000.00    49,277.17      10.500      10.500     172.63
5.751 - 6.000           4          216,533.29        0.11          217,400.00    54,133.32      10.750      10.750     172.30
6.001 - 6.250           2          130,478.02        0.07          130,500.00    65,239.01      11.000      11.000     173.00
TOTAL:              2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31



                                              WA          WA
                     WALA        WAOT       MARGIN      MARGIN         WA            NZWA           NZWA
                    CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN   FULLY DRAWN   NZWA    NZWA
MARGIN              BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV           CLTV      FICO    DTI
-------------------------------------------------------------------------------------------------------------------------------

<= 0.000            7.50      283.19        0.00        0.00        17.38        28.63         65.61     745.62    32.23
0.001 - 0.250          8.95      291.41        0.25        0.25        18.00        21.73         74.26     743.23    36.33
0.251 - 0.500          8.21      239.07        0.50        0.50        18.00        21.50         70.12     737.18    33.91
0.501 - 0.750          7.09      230.72        0.75        0.75        18.00        20.25         74.01     726.84    33.73
0.751 - 1.000          8.13      200.85        1.00        1.00        17.96        19.71         78.36     729.13    31.64
1.001 - 1.250          7.11      205.62        1.24        1.24        18.00        18.03         78.98     717.66    33.58
1.251 - 1.500          7.32      211.88        1.49        1.49        17.78        20.67         74.74     701.50    36.25
1.501 - 1.750          7.22      202.47        1.75        1.75        17.97        18.04         80.61     701.05    33.81
1.751 - 2.000          7.11      202.26        2.00        2.00        17.90        19.52         80.69     692.57    34.51
2.001 - 2.250          6.78      200.07        2.25        2.25        17.98        17.82         83.71     702.75    34.59
2.251 - 2.500          7.51      193.42        2.50        2.50        18.00        17.12         85.19     703.43    35.50
2.501 - 2.750          7.01      191.20        2.74        2.74        18.00        16.58         84.73     679.22    36.44
2.751 - 3.000          7.68      191.49        3.00        3.00        17.89        17.11         87.09     692.42    35.86
3.001 - 3.250          9.19      197.37        3.24        3.24        18.00        18.96         86.41     695.49    35.36
3.251 - 3.500          8.85      180.99        3.50        3.50        18.00        18.48         89.78     695.82    35.89
3.501 - 3.750          7.41      184.88        3.75        3.74        18.00        17.47         92.35     710.29    35.31
3.751 - 4.000          7.36      183.56        4.00        3.99        18.00        19.35         90.03     697.26    36.03
4.001 - 4.250          8.93      187.21        4.25        4.25        18.00        16.40         90.77     702.10    35.31
4.251 - 4.500         10.44      182.43        4.49        4.49        18.00        15.99         87.99     673.11    34.62
4.501 - 4.750         10.58      180.00        4.75        4.75        18.00        13.44         90.66     703.95    35.32
4.751 - 5.000          7.99      180.00        4.99        4.99        18.00        14.24         90.01     674.25    33.67
5.001 - 5.250          8.07      180.00        5.24        5.24        18.00        11.79         90.94     689.55    37.14
5.251 - 5.500          7.86      180.00        5.50        5.50        18.00        14.57         93.99     672.63    36.69
5.501 - 5.750          7.37      180.00        5.75        5.75        18.00        10.69         90.69     691.90    30.13
5.751 - 6.000          7.70      180.00        6.00        6.00        18.00        13.25         93.25     657.13    35.51
6.001 - 6.250          7.00      180.00        6.25        6.25        18.00        17.35         92.26     634.46    33.73
TOTAL:                 7.63      202.95        2.18        2.07        17.95        18.81         81.35     706.15    34.67




                                      JUNIOR
MARGIN                    % UTILIZED   RATIO
--------------------------------------------

<= 0.000                 68.52     40.19
0.001 - 0.250               66.16     27.15
0.251 - 0.500               71.99     27.45
0.501 - 0.750               79.39     23.89
0.751 - 1.000               83.92     23.35
1.001 - 1.250               83.71     19.76
1.251 - 1.500               82.71     24.03
1.501 - 1.750               85.27     20.98
1.751 - 2.000               85.33     22.18
2.001 - 2.250               84.22     19.50
2.251 - 2.500               85.60     17.83
2.501 - 2.750               91.36     17.04
2.751 - 3.000               94.12     17.79
3.001 - 3.250               89.33     19.16
3.251 - 3.500               93.45     17.61
3.501 - 3.750               95.99     16.99
3.751 - 4.000               93.19     16.57
4.001 - 4.250               90.51     14.77
4.251 - 4.500               94.40     15.51
4.501 - 4.750               97.34     13.53
4.751 - 5.000               94.78     12.42
5.001 - 5.250               96.94     12.02
5.251 - 5.500               99.08     13.90
5.501 - 5.750               99.89     12.66
5.751 - 6.000               99.60     13.45
6.001 - 6.250               99.99     16.46
TOTAL:                      85.67     19.81



WA: 2.177
Min.: 0.000
Max.: 6.250

                                       Top



40. MAXIMUM RATE




                                       TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                        NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
MAXIMUM RATE            LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

12.000                       19        1,544,346.36        0.79        2,597,000.00    81,281.39       6.211       5.947     172.41
18.000                    2,831      193,016,048.85       99.21      236,440,258.00    68,179.46       6.930       6.826     195.50
TOTAL:                    2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31



                                                  WA          WA
                         WALA        WAOT       MARGIN      MARGIN         WA            NZWA              NZWA
                        CURRENT     CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
MAXIMUM RATE            BALANCE     BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO
----------------------------------------------------------------------------------------------------------------------------------

12.000                   7.59      180.00        1.46        1.20        12.00          41.17            41.17          725.06
18.000                   7.63      203.13        2.18        2.08        18.00          18.57            81.79          706.00
TOTAL:                   7.63      202.95        2.18        2.07        17.95          18.81            81.35          706.15


                                   JUNIOR
MAXIMUM RATE         % UTILIZED     RATIO
--------------------------------------------

12.000                 65.80       100.00
18.000                 85.88        19.27
TOTAL:                 85.67        19.81



Min.: 12.000
Max.: 18.000
NZWA: 17.952

                                                                             Top

41. RATE CHANGE PERIOD(MOS)




                                                    TOTAL            %             TOTAL           AVERAGE        WAC        WAC
                                    NO. OF         CURRENT        CURRENT         CREDIT           CURRENT      CURRENT    BALANCE
RATE CHANGE PERIOD(MOS)              LOANS         BALANCE        BALANCE          LIMIT           BALANCE      BALANCE     LIMIT
----------------------------------------------------------------------------------------------------------------------------------

1                                  2,850      194,560,395.21     100.00      239,037,258.00     68,266.81       6.924      6.816
TOTAL:                             2,850      194,560,395.21     100.00      239,037,258.00     68,266.81       6.924      6.816



                                                                         WA          WA
                                     WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA
                                   CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN
RATE CHANGE PERIOD(MOS)            BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV
-----------------------------------------------------------------------------------------------------------------------------

1                                  195.31        7.63      202.95        2.18       2.07         17.95          18.81
TOTAL:                             195.31        7.63      202.95        2.18       2.07         17.95          18.81



                                       NZWA
                                    FULLY DRAWN      NZWA       NZWA                    JUNIOR
RATE CHANGE PERIOD(MOS)                CLTV          FICO       DTI        % UTILIZED    RATIO
-------------------------------------------------------------------------------------------------

1                                    81.35         706.15      34.67          85.67     19.81
TOTAL:                               81.35         706.15      34.67          85.67     19.81



                                                                             Top





42. PAY CHANGE PERIOD(MOS)




                                                  TOTAL             %             TOTAL           AVERAGE       WAC         WAC
                                   NO. OF        CURRENT         CURRENT         CREDIT           CURRENT     CURRENT     BALANCE
PAY CHANGE PERIOD(MOS)              LOANS        BALANCE         BALANCE          LIMIT           BALANCE     BALANCE      LIMIT
----------------------------------------------------------------------------------------------------------------------------------

1                                   2,850     194,560,395.21      100.00      239,037,258.00     68,266.81      6.924       6.816
TOTAL:                              2,850     194,560,395.21      100.00      239,037,258.00     68,266.81      6.924       6.816



                                                                         WA          WA
                                     WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA
                                   CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN
PAY CHANGE PERIOD(MOS)             BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV
-----------------------------------------------------------------------------------------------------------------------------

1                                   195.31      7.63      202.95        2.18       2.07         17.95          18.81
TOTAL:                              195.31      7.63      202.95        2.18       2.07         17.95          18.81



                                     NZWA
                                  FULLY DRAWN      NZWA       NZWA                    JUNIOR
PAY CHANGE PERIOD(MOS)               CLTV          FICO       DTI       % UTILIZED     RATIO
--------------------------------------------------------------------------------------------

1                                   81.35        706.15      34.67          85.67     19.81
TOTAL:                              81.35        706.15      34.67          85.67     19.81


                                                                             Top

43. FIRST RATE ADJUSTMENT DATE




                                                TOTAL             %             TOTAL           AVERAGE         WAC        WAC
                                 NO. OF        CURRENT         CURRENT         CREDIT           CURRENT       CURRENT    BALANCE
FIRST RATE ADJUSTMENT DATE       LOANS         BALANCE         BALANCE          LIMIT           BALANCE       BALANCE     LIMIT
------------------------------------------------------------------------------------------------------------------------------------

1999-06                             1           13,028.01        0.01           15,600.00      13,028.01       7.625      7.625
1999-07                             1           11,347.43        0.01           12,800.00      11,347.43       8.125      8.125
1999-08                             2           42,378.86        0.02           94,900.00      21,189.43       5.623      6.505
1999-10                             9          190,785.23        0.10          321,300.00      21,198.36       6.165      6.382
1999-11                             7          480,716.14        0.25          850,000.00      68,673.73       7.340      6.559
1999-12                             3          108,225.47        0.06          124,800.00      36,075.16       8.071      8.039
2000-01                             6          687,392.53        0.35          821,500.00     114,565.42       7.718      7.589
2000-02                             3           25,240.89        0.01          166,500.00       8,413.63       4.653      5.560
2000-03                             4          238,339.98        0.12          364,900.00      59,585.00       5.315      6.025
2000-04                             1           18,158.77        0.01          100,000.00      18,158.77       6.500      6.500
2003-02                             1           23,000.00        0.01           23,000.00      23,000.00       5.500      5.500
2003-06                             6          234,730.51        0.12          296,000.00      39,121.75       7.208      7.740
2003-07                             5          263,796.88        0.14          282,800.00      52,759.38       7.256      7.207
2003-08                             3           80,273.91        0.04          144,000.00      26,757.97       6.203      5.819
2003-09                             5          130,807.31        0.07          135,400.00      26,161.46       7.365      7.380
2003-10                             5          132,359.26        0.07          158,100.00      26,471.85       7.147      7.317
2003-11                             3          120,177.82        0.06          125,400.00      40,059.27       6.991      7.027
2003-12                             5          198,153.13        0.10          199,600.00      39,630.63       7.875      7.876
2004-01                            11          698,312.59        0.36          769,750.00      63,482.96       7.154      7.098



                                                                      WA          WA
                                  WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA           NZWA
                                CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN     FULLY DRAWN
FIRST RATE ADJUSTMENT DATE      BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV            CLTV
------------------------------------------------------------------------------------------------------------------------------------

1999-06                          115.00       65.00      180.00        3.13       3.13       18.00          10.00         90.00
1999-07                          116.00       64.00      180.00        3.63       3.63       18.00          10.00         90.00
1999-08                          114.12       65.88      180.00        1.12       2.01       18.00          22.57         86.00
1999-10                          167.87       63.86      231.73        1.67       1.88       18.00          26.81         69.96
1999-11                          185.98       62.10      248.08        2.84       2.06       18.00          25.30         65.32
1999-12                          147.73       62.25      209.98        3.57       3.54       18.00          10.23         85.11
2000-01                          171.45       60.90      232.35        3.20       3.06       18.00          36.05         65.00
2000-02                          240.08       59.92      300.00        0.15       1.06       18.00          26.84         79.41
2000-03                          236.10       58.88      294.98        0.82       1.53       18.00          18.73         75.36
2000-04                          122.00       58.00      180.00        2.00       2.00       18.00          57.14         57.14
2003-02                          277.00       23.00      300.00        0.75       0.75       18.00          12.78         90.00
2003-06                          188.09       18.60      206.69        2.46       2.99       18.00          14.05         85.51
2003-07                          173.48       17.99      191.47        2.51       2.46       18.00          13.11         82.89
2003-08                          185.19       17.00      202.19        1.59       1.24       18.00          17.55         76.98
2003-09                          181.69       14.48      196.17        2.65       2.67       18.00          15.84         86.10
2003-10                          165.00       15.00      180.00        2.40       2.57       18.00          13.75         93.74
2003-11                          167.73       12.27      180.00        2.24       2.28       18.00          18.97         82.38
2003-12                          169.00       11.00      180.00        3.22       3.22       18.00          14.85         89.99
2004-01                          169.33       10.67      180.00        2.40       2.35       17.66          23.64         74.64




                                NZWA       NZWA                 JUNIOR
FIRST RATE ADJUSTMENT DATE      FICO       DTI      % UTILIZED   RATIO
----------------------------------------------------------------------

1999-06                        651.00      43.91       83.51     11.11
1999-07                        627.00      30.46       88.65     11.11
1999-08                        648.02      42.06       44.66     26.26
1999-10                        722.63      37.11       73.02     27.76
1999-11                        693.21      34.04       56.55     36.52
1999-12                        711.81      33.48       86.72     13.06
2000-01                        665.54      41.77       85.76     53.49
2000-02                        745.29      42.62       28.05     29.91
2000-03                        712.79      36.44       75.69     23.06
2000-04                        787.00      31.33       18.16    100.00
2003-02                        711.00      40.80      100.00     14.20
2003-06                        688.59      32.63       96.00     14.49
2003-07                        679.19      36.72       93.28     15.42
2003-08                        715.26      34.79       55.74     16.26
2003-09                        726.50      23.51       96.61     15.68
2003-10                        724.34      40.83       99.00     14.84
2003-11                        740.18      41.01       95.84     16.86
2003-12                        690.85      42.85       99.27     14.33
2004-01                        702.08      38.03       90.72     26.92






                                                TOTAL             %             TOTAL          AVERAGE         WAC        WAC
                                 NO. OF        CURRENT         CURRENT         CREDIT          CURRENT       CURRENT    BALANCE
FIRST RATE ADJUSTMENT DATE       LOANS         BALANCE         BALANCE          LIMIT          BALANCE       BALANCE     LIMIT
-----------------------------------------------------------------------------------------------------------------------------------

2004-02                           47        2,493,010.78        1.28        3,417,800.00      53,042.78       7.187      7.014
2004-03                          213       10,718,747.62        5.51       14,119,200.00      50,322.76       7.868      7.734
2004-04                          316       19,892,652.97       10.22       23,582,250.00      62,951.43       7.324      7.254
2004-05                          762       53,503,486.91       27.50       63,713,900.00      70,214.55       7.268      7.154
2004-06                          652       46,732,594.51       24.02       58,834,855.00      71,675.76       6.601      6.498
2004-07                          778       57,464,677.70       29.54       70,304,903.00      73,862.05       6.527      6.425
2004-08                            1           58,000.00        0.03           58,000.00      58,000.00       7.250      7.250
TOTAL:                         2,850      194,560,395.21      100.00      239,037,258.00      68,266.81       6.924      6.816



                                                                      WA          WA
                                  WAM        WALA        WAOT       MARGIN      MARGIN        WA             NZWA           NZWA
                                CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN     FULLY DRAWN
FIRST RATE ADJUSTMENT DATE      BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV            CLTV
------------------------------------------------------------------------------------------------------------------------------------

2004-02                         180.69       10.06      190.75        2.44       2.27         17.76         21.14           79.24
2004-03                         176.93        8.23      185.16        3.12       2.99         17.60         20.90           80.42
2004-04                         183.62        7.74      191.36        2.58       2.51         17.83         21.59           80.90
2004-05                         195.60        7.55      203.14        2.52       2.41         17.99         18.53           80.93
2004-06                         196.79        7.03      203.82        1.85       1.75         18.00         17.62           80.58
2004-07                         203.13        6.04      209.18        1.78       1.68         18.00         18.26           83.29
2004-08                         173.00        7.00      180.00        2.50       2.50         18.00         13.20           89.12
TOTAL:                          195.31        7.63      202.95        2.18       2.07         17.95         18.81           81.35


                                NZWA       NZWA                 JUNIOR
FIRST RATE ADJUSTMENT DATE      FICO       DTI      % UTILIZED   RATIO
----------------------------------------------------------------------

2004-02                        728.00       34.07      83.38     21.75
2004-03                        714.53       35.34      83.61     21.70
2004-04                        717.32       35.32      87.88     21.16
2004-05                        707.02       35.06      87.83     19.46
2004-06                        700.60       34.47      84.52     19.32
2004-07                        704.07       33.98      84.93     18.86
2004-08                        745.00       49.77     100.00     14.81
TOTAL:                         706.15       34.67      85.67     19.81



                                                                             Top
44. FICO




                                  TOTAL            %            TOTAL           AVERAGE        WAC        WAC       WAM      WALA
               NO. OF            CURRENT        CURRENT         CREDIT          CURRENT      CURRENT    BALANCE   CURRENT   CURRENT
FICO            LOANS            BALANCE        BALANCE         LIMIT           BALANCE      BALANCE     LIMIT    BALANCE   BALANCE
------------------------------------------------------------------------------------------------------------------------------------

601 - 650           208       12,191,165.60        6.27      13,632,550.00     58,611.37       7.940      7.921     207.48    7.51
651 - 700         1,197       82,330,354.83       42.32      97,689,308.00     68,780.58       7.217      7.157     197.45    7.84
701 - 750           956       70,201,809.26       36.08      83,901,350.00     73,432.85       6.542      6.474     191.14    7.59
751 - 800           469       28,978,197.28       14.89      42,124,550.00     61,787.20       6.581      6.373     194.70    7.18
801 - 850            20          858,868.24        0.44       1,689,500.00     42,943.41       7.259      6.268     179.41    7.65
TOTAL:            2,850      194,560,395.21      100.00     239,037,258.00     68,266.81       6.924      6.816     195.31    7.63



                             WA          WA
                WAOT       MARGIN      MARGIN        WA             NZWA          NZWA
               CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN    FULLY DRAWN      NZWA     NZWA                JUNIOR
FICO           BALANCE     BALANCE     LIMIT      RATE CAP          LTV           CLTV          FICO     DTI     % UTILIZED   RATIO
------------------------------------------------------------------------------------------------------------------------------------

601 - 650       215.00      3.19       3.18         17.95          15.85          81.47         640.67    37.20     90.37     17.42
651 - 700       205.29      2.47       2.41         17.96          18.40          81.88         678.62    35.13     86.30     19.54
701 - 750       198.73      1.80       1.73         17.99          19.04          82.56         722.40    34.26     88.92     19.44
751 - 800       201.88      1.83       1.63         17.89          20.16          78.20         769.59    33.37     76.62     21.66
801 - 850       187.06      2.53       1.53         16.56          21.76          67.60         805.26    31.70     59.25     35.52
TOTAL:          202.95      2.18       2.07         17.95          18.81          81.35         706.15    34.67     85.67     19.81

Nzmin.: 609
Max.: 819
NZWA.: 706

Loans with Fico scores less than 300 have been eliminated from the average.

                                                                            Top




45. PIGGYBACK BALANCES





                                            TOTAL             %             TOTAL          AVERAGE        WAC       WAC        WAM
                             NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT   BALANCE    CURRENT
PIGGYBACK BALANCES           LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE    LIMIT     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

N                            1,715      135,817,313.78       69.81      173,012,908.00    79,193.77       6.688     6.621     198.78
Y                            1,135       58,743,081.43       30.19       66,024,350.00    51,756.02       7.471     7.329     187.30
TOTAL:                       2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924     6.816     195.31



                                                      WA          WA
                              WALA        WAOT      MARGIN      MARGIN         WA          NZWA              NZWA
                             CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME    FULLY DRAWN      FULLY DRAWN       NZWA
PIGGYBACK BALANCES           BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP        LTV              CLTV          FICO
-----------------------------------------------------------------------------------------------------------------------------------

N                             7.93     206.71        1.94        1.88        17.93         20.34            78.02         702.82
Y                             6.93     194.23        2.72        2.58        18.00         14.81            90.05         713.83
TOTAL:                        7.63     202.95        2.18        2.07        17.95         18.81            81.35         706.15




                            NZWA                     JUNIOR
PIGGYBACK BALANCES          DTI        % UTILIZED     RATIO
------------------------------------------------------------

N                          34.88          82.89      23.08
Y                          34.19          92.87      14.88
TOTAL:                     34.67          85.67      19.81



***REPRESENTS HELOC ORIGINATED AS PIGGYBACKS ACCORDING TO DESCRIPTION

                                                                            Top

46. SELF-EMPLOYED




                                      TOTAL             %             TOTAL          AVERAGE        WAC        WAC         WAM
                       NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT    BALANCE     CURRENT
SELF-EMPLOYED          LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE     LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

Yes                    1,023       85,375,985.85       43.88      105,652,455.00    83,456.49       6.826      6.741      187.55
No                     1,827      109,184,409.36       56.12      133,384,803.00    59,761.58       7.001      6.876      201.38
TOTAL:                 2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924      6.816      195.31



                                                 WA          WA
                        WALA        WAOT       MARGIN      MARGIN        WA             NZWA          NZWA
                       CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME      FULLY DRAWN    FULLY DRAWN       NZWA      NZWA
SELF-EMPLOYED          BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP          LTV           CLTV           FICO       DTI
-----------------------------------------------------------------------------------------------------------------------------------

Yes                     7.44      194.99        2.08       2.00         17.96         18.80           79.46         705.36     33.45
No                      7.78      209.16        2.26       2.13         17.95         18.83           82.85         706.76     35.63
TOTAL:                  7.63      202.95        2.18       2.07         17.95         18.81           81.35         706.15     34.67



                                     JUNIOR
SELF-EMPLOYED          % UTILIZED     RATIO
-------------------------------------------

Yes                     85.47         20.39
No                      85.83         19.49
TOTAL:                  85.67         19.81



                                                                            Top

47. SELF-EMPLOYED PERCENTS




                                                 TOTAL
                                  NO. OF        CURRENT        SELF EMPL     SELF EMPL       SELF EMPL      SELF EMPL      SELF EMPL
SELF-EMPLOYED PERCENTS            LOANS         BALANCE        FULL DOCS      NO DOCS      LIMITED DOCS   NO RATIO DOCS  STATED DOCS
-----------------------------------------------------------------------------------------------------------------------------------

Full                                895       51,183,488.96      16.32          0.00          0.00            0.00          0.00
No Documentation                      2          258,560.44       0.00        100.00          0.00            0.00          0.00
Limited                              12          712,170.50       0.00          0.00         78.33            0.00          0.00
Stated                            1,941      142,406,175.31       0.00          0.00          0.00            0.00         53.51
TOTAL:                            2,850      194,560,395.21       4.29          0.13          0.29            0.00         39.17


                                                                            Top



48. APPRAISAL TYPE




                                          TOTAL             %             TOTAL          AVERAGE        WAC         WAC        WAM
                           NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE    CURRENT
APPRAISAL TYPE             LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

Drive by 704                 24        1,724,965.75        0.89        1,973,800.00    71,873.57       7.070       7.042      190.53
URAR 1004                 2,287      153,770,041.49       79.03      186,439,558.00    67,236.57       6.993       6.891      192.03
Form 2065                     4          238,036.35        0.12          390,000.00    59,509.09       6.463       6.433      173.26
Form 2055 exterior          419       30,823,532.58       15.84       39,444,400.00    73,564.52       6.708       6.598      202.98
Form 2055 interior           61        4,672,362.12        2.40        6,066,300.00    76,596.10       6.299       6.191      231.58
AVM                          55        3,331,456.92        1.71        4,723,200.00    60,571.94       6.560       6.446      229.24
TOTAL:                    2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816      195.31



                                                    WA          WA
                            WALA        WAOT      MARGIN      MARGIN         WA            NZWA              NZWA
                           CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN      FULLY DRAWN       NZWA
APPRAISAL TYPE             BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP          LTV              CLTV          FICO
-----------------------------------------------------------------------------------------------------------------------------------

Drive by 704                6.54     197.08        2.35        2.32        18.00           17.19            82.74         691.36
URAR 1004                   7.15     199.18        2.24        2.14        17.96           17.67            82.54         708.36
Form 2065                   6.74     180.00        1.71        1.68        18.00           13.84            70.74         713.09
Form 2055 exterior          7.08     210.06        1.96        1.85        17.92           23.47            77.65         697.52
Form 2055 interior          6.95     238.53        1.55        1.44        17.84           18.49            76.80         703.96
AVM                        36.48     265.72        1.94        1.84        18.00           26.67            71.36         693.91
TOTAL:                      7.63     202.95        2.18        2.07        17.95           18.81            81.35         706.15





                          NZWA                  JUNIOR
APPRAISAL TYPE            DTI       % UTILIZED   RATIO
---------------------------------------------------------

Drive by 704            35.28          87.39     18.21
URAR 1004               34.66          87.08     18.33
Form 2065               36.94          61.03     18.85
Form 2055 exterior      34.92          81.53     25.98
Form 2055 interior      33.06          80.10     21.85
AVM                     34.83          73.76     33.09
TOTAL:                  34.67          85.67     19.81



                                                                            Top

49. AVM SYSTEM (ONLY IF APPRAISAL TYPE = 8)




                                                          TOTAL            %           TOTAL          AVERAGE       WAC        WAC
                                             NO. OF      CURRENT        CURRENT        CREDIT         CURRENT     CURRENT    BALANCE
AVM SYSTEM (ONLY IF APPRAISAL TYPE = 8)      LOANS       BALANCE        BALANCE        LIMIT          BALANCE     BALANCE     LIMIT
------------------------------------------------------------------------------------------------------------------------------------

FARES (ValuePoint PLUS)                       18     1,362,195.35       40.89     1,720,000.00     75,677.52      5.996       6.000
Other                                         37     1,969,261.57       59.11     3,003,200.00     53,223.29      6.950       6.701
TOTAL:                                        55     3,331,456.92      100.00     4,723,200.00     60,571.94      6.560       6.446


                                                                                  WA         WA
                                              WAM        WALA        WAOT       MARGIN     MARGIN         WA            NZWA
                                            CURRENT     CURRENT     CURRENT    CURRENT     BALANCE     LIFETIME      FULLY DRAWN
AVM SYSTEM (ONLY IF APPRAISAL TYPE = 8)     BALANCE     BALANCE     BALANCE    BALANCE      LIMIT      RATE CAP          LTV
----------------------------------------------------------------------------------------------------------------------------

FARES (ValuePoint PLUS)                     293.71        6.29      300.00       1.25        1.25        18.00         25.43
Other                                       184.64       57.37      242.01       2.42        2.18        18.00         27.38
TOTAL:                                      229.24       36.48      265.72       1.94        1.84        18.00         26.67




                                                NZWA
                                            FULLY DRAWN       NZWA       NZWA                  JUNIOR
AVM SYSTEM (ONLY IF APPRAISAL TYPE = 8)         CLTV          FICO       DTI     % UTILIZED     RATIO
-------------------------------------------------------------------------------------------------------

FARES (ValuePoint PLUS)                        74.66         696.81    32.82        79.20      32.96
Other                                          69.48         691.91    36.45        70.41      33.16
TOTAL:                                         71.36         693.91    34.83        73.76      33.09



                                                                            Top




50. HIGH COST - COVERED LOAN




                                           TOTAL             %             TOTAL          AVERAGE      WAC         WAC         WAM
                            NO. OF        CURRENT         CURRENT         CREDIT          CURRENT    CURRENT     BALANCE     CURRENT
HIGH COST - COVERED LOAN    LOANS         BALANCE         BALANCE          LIMIT          BALANCE    BALANCE      LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

Home Loan                 2,850      194,560,395.21      100.00      239,037,258.00      68,266.81     6.924       6.816      195.31
TOTAL:                    2,850      194,560,395.21      100.00      239,037,258.00      68,266.81     6.924       6.816      195.31


                                                     WA          WA
                             WALA        WAOT      MARGIN      MARGIN         WA            NZWA            NZWA
                            CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN    FULLY DRAWN       NZWA
HIGH COST - COVERED LOAN    BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP          LTV            CLTV          FICO
----------------------------------------------------------------------------------------------------------------------------------

Home Loan                   7.63       202.95        2.18        2.07        17.95         18.81            81.35        706.15
TOTAL:                      7.63       202.95        2.18        2.07        17.95         18.81            81.35        706.15




                            NZWA                    JUNIOR
HIGH COST - COVERED LOAN    DTI       % UTILIZED     RATIO
----------------------------------------------------------

Home Loan                 34.67          85.67       19.81
TOTAL:                    34.67          85.67       19.81


                                                                            Top

51. BUYDOWN



                               TOTAL             %             TOTAL          AVERAGE        WAC         WAC       WAM        WALA
                NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE   CURRENT     CURRENT
BUYDOWN         LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT    BALANCE     BALANCE
------------------------------------------------------------------------------------------------------------------------------------

N             2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31       7.63
TOTAL:        2,850      194,560,395.21      100.00      239,037,258.00    68,266.81       6.924       6.816     195.31       7.63


                              WA         WA
                WAOT        MARGIN     MARGIN         WA            NZWA           NZWA
               CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN   FULLY DRAWN    NZWA    NZWA                 JUNIOR
BUYDOWN        BALANCE     BALANCE      LIMIT      RATE CAP          LTV           CLTV       FICO    DTI    % UTILIZED     RATIO
---------------------------------------------------------------------------------------------------------------------------------

N              202.95       2.18        2.07        17.95          18.81         81.35       706.15   34.67     85.67       19.81
TOTAL:         202.95       2.18        2.07        17.95          18.81         81.35       706.15   34.67     85.67       19.81



                                                                            Top
52. NEXT GENERATION FICO



                                                TOTAL             %             TOTAL          AVERAGE        WAC         WAC
                                 NO. OF        CURRENT         CURRENT         CREDIT          CURRENT      CURRENT     BALANCE
NEXT GENERATION FICO             LOANS         BALANCE         BALANCE          LIMIT          BALANCE      BALANCE      LIMIT
------------------------------------------------------------------------------------------------------------------------------------

No                               2,850      194,560,395.21      100.00      239,037,258.00    68,266.81      6.924       6.816
TOTAL:                           2,850      194,560,395.21      100.00      239,037,258.00    68,266.81      6.924       6.816


                                                                      WA          WA
                                   WAM        WALA        WAOT      MARGIN      MARGIN         WA            NZWA            NZWA
                                 CURRENT     CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN    FULLY DRAWN
NEXT GENERATION FICO             BALANCE     BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP          LTV            CLTV
---------------------------------------------------------------------------------------------------------------------------------

No                               195.31        7.63     202.95        2.18        2.07        17.95          18.81          81.35
TOTAL:                           195.31        7.63     202.95        2.18        2.07        17.95          18.81          81.35


                                 NZWA       NZWA                    JUNIOR
NEXT GENERATION FICO             FICO       DTI       % UTILIZED     RATIO
-----------------------------------------------------------------------------

No                             706.15      34.67        85.67       19.81
TOTAL:                         706.15      34.67        85.67       19.81


                                                                             Top



53. ASSET VERIFICATION FLAG-PURCHASE ONLY




                                                         TOTAL            %            TOTAL         AVERAGE        WAC        WAC
                                          NO. OF        CURRENT        CURRENT        CREDIT         CURRENT      CURRENT    BALANCE
ASSET VERIFICATION FLAG-PURCHASE ONLY      LOANS        BALANCE        BALANCE         LIMIT         BALANCE      BALANCE     LIMIT
------------------------------------------------------------------------------------------------------------------------------------

Yes                                           1         93,995.00        0.16         94,000.00    93,995.00       9.250      9.250
No                                        1,027     58,777,129.37       99.84     63,055,658.00    57,231.87       7.391      7.331
TOTAL:                                    1,028     58,871,124.37      100.00     63,149,658.00    57,267.63       7.394      7.334



                                                                               WA          WA
                                           WAM        WALA        WAOT       MARGIN      MARGIN        WA           NZWA
                                         CURRENT     CURRENT     CURRENT     CURRENT    BALANCE     LIFETIME    FULLY DRAWN
ASSET VERIFICATION FLAG-PURCHASE ONLY    BALANCE     BALANCE     BALANCE     BALANCE     LIMIT      RATE CAP        LTV
-----------------------------------------------------------------------------------------------------------------------------------

Yes                                      170.00       10.00      180.00        4.50       4.50       18.00           9.89
No                                       181.72        7.00      188.72        2.64       2.58       18.00          14.89
TOTAL:                                   181.70        7.00      188.70        2.65       2.59       18.00          14.89



                                             NZWA
                                          FULLY DRAWN      NZWA       NZWA                    JUNIOR
ASSET VERIFICATION FLAG-PURCHASE ONLY        CLTV          FICO       DTI       % UTILIZED     RATIO
-----------------------------------------------------------------------------------------------------

Yes                                        89.89          669.00      35.13       99.99        11.01
No                                         90.74          719.42      34.41       96.28        14.74
TOTAL:                                     90.74          719.34      34.41       96.28        14.73



                                                                             Top

54. S&P DOCUMENTATION TYPE




                                           TOTAL           %             TOTAL          AVERAGE        WAC         WAC         WAM
                            NO. OF        CURRENT       CURRENT         CREDIT          CURRENT      CURRENT     BALANCE     CURRENT
S&P DOCUMENTATION TYPE      LOANS         BALANCE       BALANCE          LIMIT          BALANCE      BALANCE      LIMIT      BALANCE
------------------------------------------------------------------------------------------------------------------------------------

C                            452       34,674,596.97     17.82       43,886,800.00    76,713.71       6.957       6.833      187.72
V                          1,567      111,925,100.28     57.53      134,767,755.00    71,426.36       7.046       6.966      180.49
X                             30        1,540,358.63      0.79        1,753,400.00    51,345.29       6.779       6.784      199.17
Y                            418       25,307,207.83     13.01       32,254,803.00    60,543.56       6.508       6.339      245.06
S                              7          464,454.55      0.24          588,000.00    66,350.65       6.225       6.079      243.24
Z                            376       20,648,676.95     10.61       25,786,500.00    54,916.69       6.746       6.624      226.06
TOTAL:                     2,850      194,560,395.21    100.00      239,037,258.00    68,266.81       6.924       6.816      195.31


                                                     WA          WA
                             WALA        WAOT      MARGIN      MARGIN         WA            NZWA            NZWA
                            CURRENT    CURRENT     CURRENT     BALANCE     LIFETIME      FULLY DRAWN    FULLY DRAWN    NZWA
S&P DOCUMENTATION TYPE      BALANCE    BALANCE     BALANCE      LIMIT      RATE CAP          LTV            CLTV       FICO
-----------------------------------------------------------------------------------------------------------------------------------

C                             8.30     196.02        2.21        2.10        17.95         19.95            79.61     704.62
V                             7.12     187.61        2.30        2.22        17.96         18.23            81.17     706.48
X                             7.10     206.27        2.03        2.03        18.00         20.58            84.89     727.60
Y                             7.21     252.26        1.76        1.59        17.93         19.14            81.71     705.10
S                             7.06     250.29        1.48        1.33        18.00         20.72            89.81     705.42
Z                             9.85     235.91        2.01        1.89        17.92         19.38            84.33     706.59
TOTAL:                        7.63     202.95        2.18        2.07        17.95         18.81            81.35     706.15




                            NZWA                    JUNIOR
S&P DOCUMENTATION TYPE      DTI       % UTILIZED     RATIO
-------------------------------------------------------------

C                          33.20        83.14        20.91
V                          34.41        86.53        19.48
X                          35.48        89.28        21.04
Y                          36.17        83.88        20.21
S                          25.96        78.99        18.45
Z                          36.85        87.60        19.37
TOTAL:                     34.67        85.67        19.81


                                                                             Top




G:\CONTRACT\Tape\SRogovitz\SECURITIZATIONS\LABS 04-4 HELOC\LABS 04-4 DATA TAPE
AS OF 10-29-04.cas
Nov 16, 2004 14:44

This information does not constitute either an offer to sell or a solicitation
of an offer to buy any of the securities referred to herein. Offers to sell and
solicitations of offers to buy the securities are made only by, and this
information must be read in conjunction with, the final Prospectus Supplement
and the related Prospectus or, if not registered under the securities laws, the
final Offering Memorandum (the "Offering Document"). Information contained
herein does not purport to be complete and is subject to the same qualifications
and assumptions, and should be considered by investors only in the light of the
same warnings, lack of assurances and representations and other precautionary
matters, as disclosed in the Offering Document. Information regarding the
underlying assets has been provided by the issuer of the securities or an
affiliate thereof and has not been independently verified by Lehman Brothers
Inc. or any affiliate. The analyses contained herein have been prepared on the
basis of certain assumptions (including, in certain cases, assumptions specified
by the recipient hereof) regarding payments, interest rates, losses and other
matters, including, but not limited to, the assumptions described in the
Offering Document. Lehman Brothers Inc., and any of its affiliates, make no
representation or warranty as to the actual rate or timing of payments on any of
the underlying assets or the payments or yield on the securities. This
information supersedes any prior versions hereof and will be deemed to be
superseded by any subsequent versions (including, with respect to any
description of the securities or underlying assets, the information contained in
the Offering Document).