Exhibit 99.4
----------------------------------------------------------------------------------------------------------------------------
Weighted
Avg
% Comb Weighted Weighted
FICO Total Curr Avg Avg
Score Count Total Balance Balance % MI LTV Fico Seasoning
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
NA 2 478,403.00 1 0 74.488 0 5
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
Below 500 5 1,370,648.00 2.9 0 74.374 479 18
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
500 - 524 9 1,991,072.00 4.2 8.92 77.198 518 24
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
525 - 549 15 2,614,278.00 5.5 10.9 80.347 538 21
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
550 - 574 12 2,176,400.00 4.6 0 71.614 561 43
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
575 - 599 5 1,265,474.00 2.7 0 70.771 583 15
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
600 - 624 9 2,721,232.00 5.7 26.4 81.096 614 12
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
625 - 649 11 1,983,731.00 4.2 11.1 67.496 642 32
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
650 - 674 23 6,464,348.00 13.6 16.3 76.885 663 16
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
675 - 699 14 7,362,032.00 15.5 2.08 63.776 686 11
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
700 - 724 21 7,433,563.00 15.7 2.7 63.018 709 9
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
725 - 749 9 1,922,387.00 4.1 0 52 731 26
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
750 - 774 12 4,233,028.00 8.9 11.9 66.628 762 9
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
775 - 799 13 4,615,479.00 9.7 0 50.055 782 17
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
800 + 2 815,536.00 1.7 0 61.987 805 30
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
Total: 162 47,447,613.00 100 6.98 67.44 671 17
----------------------------------------------------------------------------------------------------------------------------
Minimum: 441
Maximum: 805
Weighted Average: 670.8
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted
Avg
Range of Cut-off % Comb Weighted Weighted
Date Principal Total Curr Avg Avg
Balances ($) Count Total Balance Balance % MI LTV Fico Seasoning
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
25,001 - 50,000 7 259,728.00 0.5 0 81.364 653 11
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
50,001 - 75,000 15 922,302.00 1.9 6.89 75.98 605 36
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
75,001 - 100,000 5 413,896.00 0.9 0 62.605 607 52
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
100,001 - 125,000 6 717,351.00 1.5 33.9 65.222 712 48
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
125,001 - 150,000 6 833,202.00 1.8 0 71.486 611 31
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
150,001 - 175,000 19 3,127,515.00 6.6 25.4 73.368 611 30
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
175,001 - 200,000 6 1,114,798.00 2.3 32.7 57.793 636 55
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
200,001 - 225,000 9 1,850,239.00 3.9 22.3 76.543 604 19
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
225,001 - 250,000 6 1,436,277.00 3 0 66.323 727 19
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
250,001 - 275,000 8 2,111,024.00 4.4 0 72.29 622 15
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
275,001 - 300,000 7 2,022,743.00 4.3 14.1 66.507 646 22
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
300,001 - 325,000 12 3,782,423.00 8 0 62.84 677 14
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
325,001 - 350,000 6 2,032,100.00 4.3 0 69.138 676 9
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
350,001 - 375,000 9 3,284,586.00 6.9 11.2 69.33 663 16
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
375,001 - 400,000 10 3,862,222.00 8.1 20.2 65.757 677 14
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
400,001 - 425,000 3 1,249,431.00 2.6 0 61.428 714 10
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
425,001 - 450,000 5 2,175,615.00 4.6 0 69.81 640 13
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
450,001 - 475,000 1 455,932.00 1 0 75.99 767 12
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
475,001 - 500,000 3 1,454,227.00 3.1 0 66.808 715 8
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
500,001 - 750,000 13 7,806,336.00 16.5 0 64.339 711 10
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
750,001 - 1,000,000 2 1,817,247.00 3.8 0 50.819 735 12
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
1,000,001 >= 4 4,718,419.00 9.9 0 72.824 663 8
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
Total: 162 47,447,613.00 100 6.98 67.44 671 17
----------------------------------------------------------------------------------------------------------------------------
Minimum: 25,051
Maximum: 1,261,600
Average: 292,886
----------------------------------------------------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. This material is based on information that
Xxxxxx Xxxxxxx & Co. Incorporated ("Xxxxxx Xxxxxxx") considers reliable. Xxxxxx
Xxxxxxx makes no representation or warranty with respect to the accuracy or
completeness of the information, or with respect to the terms of any future
offer of securities conforming to the terms hereof. Any such offer of securities
would be made pursuant to a definitive Prospectus or Private Placement
Memorandum, as the case may be, prepared by the issuer which could contain
material information not contained herein and to which the prospective
purchasers are referred. In the event of any such offering, this information
shall be deemed superseded, amended and supplemented in its entirety by such
Prospectus or Private Placement Memorandum. Such Prospectus or Private Placement
Memorandum will contain all material information in respect of any securities
offered thereby and any decision to invest in such securities should be made
solely in reliance upon such Prospectus or Private Placement Memorandum. The
information contained here in may be based on certain assumptions regarding
market conditions and other matters and is therefore subject to change. We make
no representations regarding the reasonableness of such assumptions or the
likelihood that any of such assumptions will coincide with actual market
conditions or events, and this material should not be relied on for such
purposes. No representation is made that any returns indicated will be achieved.
Changes to the assumptions may have a material impact on any returns detailed.
Xxxxxx Xxxxxxx disclaims any and all liability relating to this information,
including without limitation any express or implied representations or
warranties for, statements contained in, and omissions from the information
contained here in. Additional information is available upon request. Xxxxxx
Xxxxxxx and others associated with it may have positions in, and may effect
transactions in, securities and instruments of issuers mentioned herein and may
also perform or seek to perform investment banking services for the issuers of
such securities and instruments. Past performance is not necessarily indicative
of future results. Price and availability are subject to change without notice.
Information contained in this material is current as of the date appearing on
this material only. Information in this material regarding any assets backing
any securities discussed herein supersedes all prior information regarding such
assets. Xxxxxx Xxxxxxx is acting as the lead underwriter and not acting as agent
for the issuer or its affiliates in connection with the proposed transaction. To
our readers worldwide: In addition, please note that this publication has been
issued by Xxxxxx Xxxxxxx, approved by Xxxxxx Xxxxxxx International Limited, a
member of The Securities and Futures Authority, and by Xxxxxx Xxxxxxx Japan Ltd.
We recommend that such investors obtain the advice of their Xxxxxx Xxxxxxx,
Xxxxxx Xxxxxxx International or Xxxxxx Xxxxxxx Japan Ltd. representative about
the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED
BY THE U.K. SECURITIES AND FUTURES AUTHORITY.
----------------------------------------------------------------------------------------------------------------------------
Weighted
Avg
% Comb Weighted Weighted
FICO Total Curr Avg Avg
Score Count Total Balance Balance % MI LTV Fico Seasoning
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
Below 500 4 701,978.00 1.5 0 83.725 480 12
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
500 - 524 10 1,591,748.00 3.4 0 71.775 510 32
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
525 - 549 22 4,349,584.00 9.2 0 73.331 536 31
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
550 - 574 18 3,221,252.00 6.8 0 66.906 563 37
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
575 - 599 16 3,854,118.00 8.2 6.21 77.367 587 22
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
600 - 624 19 3,287,077.00 7 5.82 79.321 613 19
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
625 - 649 14 3,017,507.00 6.4 2.36 75.199 641 22
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
650 - 674 10 2,642,870.00 5.6 0 69.408 666 11
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
675 - 699 24 8,160,373.00 17.3 0 67.651 687 11
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
700 - 724 16 4,831,790.00 10.2 2.35 56.093 713 10
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
725 - 749 23 7,221,098.00 15.3 2.06 64.283 735 14
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
750 - 774 16 3,672,819.00 7.8 0 55.377 760 24
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
775 - 799 2 659,397.00 1.4 0 62.698 782 12
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
Total: 194 47,211,613.00 100 1.62 67.966 655 19
----------------------------------------------------------------------------------------------------------------------------
Minimum: 452
Maximum: 782
Weighted Average: 655.2
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted
Avg
Range of Cut-off % Comb Weighted Weighted
Date Principal Total Curr Avg Avg
Balances ($) Count Total Balance Balance % MI LTV Fico Seasoning
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
1 - 25,000 2 42,504.00 0.1 0 69.086 748 162
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
25,001 - 50,000 9 367,001.00 0.8 0 96.277 635 9
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
50,001 - 75,000 6 366,541.00 0.8 19.4 63.561 631 82
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
75,001 - 100,000 18 1,618,299.00 3.4 0 72.06 611 39
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
100,001 - 125,000 24 2,707,055.00 5.7 4.19 61.695 645 67
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
125,001 - 150,000 13 1,831,239.00 3.9 8.14 68.205 602 28
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
150,001 - 175,000 17 2,785,328.00 5.9 0 72.951 632 21
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
175,001 - 200,000 22 4,106,031.00 8.7 4.66 73.71 569 35
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
200,001 - 225,000 9 1,889,529.00 4 0 70.351 645 15
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
225,001 - 250,000 9 2,092,331.00 4.4 11.5 70.973 649 10
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
250,001 - 275,000 3 796,892.00 1.7 0 61.406 614 31
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
275,001 - 300,000 5 1,465,288.00 3.1 0 78.353 636 20
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
300,001 - 325,000 4 1,246,842.00 2.6 0 48.067 746 7
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
325,001 - 350,000 8 2,708,144.00 5.7 0 73.207 641 10
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
350,001 - 375,000 5 1,815,030.00 3.8 0 68.227 734 9
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
375,001 - 400,000 9 3,449,013.00 7.3 0 65.385 668 14
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
400,001 - 425,000 3 1,249,084.00 2.6 0 67.805 689 8
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
425,001 - 450,000 7 3,061,228.00 6.5 0 71.236 684 7
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
450,001 - 475,000 3 1,396,057.00 3 0 57.714 654 9
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
475,001 - 500,000 2 979,511.00 2.1 0 52.145 680 6
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
500,001 - 750,000 12 7,523,888.00 15.9 0 66.424 690 10
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
750,001 - 1,000,000 3 2,628,013.00 5.6 0 64.121 664 6
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
1,000,001 >= 1 1,086,765.00 2.3 0 71.26 670 5
------------------- ---------- ------------- --------- ---------- ---------- ---------- ----------
Total: 194 47,211,613.00 100 1.62 67.966 655 19
----------------------------------------------------------------------------------------------------------------------------
Minimum: 17,664
Maximum: 1,086,765
Average: 243,359
----------------------------------------------------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. This material is based on information that
Xxxxxx Xxxxxxx & Co. Incorporated ("Xxxxxx Xxxxxxx") considers reliable. Xxxxxx
Xxxxxxx makes no representation or warranty with respect to the accuracy or
completeness of the information, or with respect to the terms of any future
offer of securities conforming to the terms hereof. Any such offer of securities
would be made pursuant to a definitive Prospectus or Private Placement
Memorandum, as the case may be, prepared by the issuer which could contain
material information not contained herein and to which the prospective
purchasers are referred. In the event of any such offering, this information
shall be deemed superseded, amended and supplemented in its entirety by such
Prospectus or Private Placement Memorandum. Such Prospectus or Private Placement
Memorandum will contain all material information in respect of any securities
offered thereby and any decision to invest in such securities should be made
solely in reliance upon such Prospectus or Private Placement Memorandum. The
information contained here in may be based on certain assumptions regarding
market conditions and other matters and is therefore subject to change. We make
no representations regarding the reasonableness of such assumptions or the
likelihood that any of such assumptions will coincide with actual market
conditions or events, and this material should not be relied on for such
purposes. No representation is made that any returns indicated will be achieved.
Changes to the assumptions may have a material impact on any returns detailed.
Xxxxxx Xxxxxxx disclaims any and all liability relating to this information,
including without limitation any express or implied representations or
warranties for, statements contained in, and omissions from the information
contained here in. Additional information is available upon request. Xxxxxx
Xxxxxxx and others associated with it may have positions in, and may effect
transactions in, securities and instruments of issuers mentioned herein and may
also perform or seek to perform investment banking services for the issuers of
such securities and instruments. Past performance is not necessarily indicative
of future results. Price and availability are subject to change without notice.
Information contained in this material is current as of the date appearing on
this material only. Information in this material regarding any assets backing
any securities discussed herein supersedes all prior information regarding such
assets. Xxxxxx Xxxxxxx is acting as the lead underwriter and not acting as agent
for the issuer or its affiliates in connection with the proposed transaction. To
our readers worldwide: In addition, please note that this publication has been
issued by Xxxxxx Xxxxxxx, approved by Xxxxxx Xxxxxxx International Limited, a
member of The Securities and Futures Authority, and by Xxxxxx Xxxxxxx Japan Ltd.
We recommend that such investors obtain the advice of their Xxxxxx Xxxxxxx,
Xxxxxx Xxxxxxx International or Xxxxxx Xxxxxxx Japan Ltd. representative about
the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED
BY THE U.K. SECURITIES AND FUTURES AUTHORITY.