Exhibit 99.1
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XXXXXX XXXXXXX May 4, 2004
Securitized Products Group
XXXXXX XXXXXXX
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Credit Score
No. of Total Dollar Principal
Credit Score Receivables Amount ($) Balance (%)
------------ ----------- -------------- -----------
000-000 000 $ 1,691,261.16 .21%
625-649 1,034 13,841,037.20 1.69
650-674 3,293 47,371,181.92 5.78
675-699 6,163 95,411,716.77 11.63
700-724 9,771 167,621,007.92 20.44
725-749 8,800 147,441,233.52 17.98
750-774 9,168 150,167,305.44 18.31
775-799 8,481 131,135,320.68 15.99
800+ 4,335 65,407,800.38 7.98
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Total 51,202 $820,087,864.99 100.00%
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Column totals may not add to 100.00% due to rounding.
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 informational 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.
None of Xxxxxx Xxxxxxx, any other underwriter or placement agent or the
Depositor make any 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shall be deemed superseded, amended and supplemented in its entirety by such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 herein 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, each other underwriter or
placement agent and the Depositor disclaim 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 is an affiliate of the Depositor. Xxxxxx Xxxxxxx and
others associated with it may perform or seek to perform investment banking
services for the servicer. Other underwriters or placement agents may be
affiliated with the servicer. 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 supercedes 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. Notwithstanding anything to the
contrary contained in a definitive Private Placement Memorandum or any
transaction document, all persons may disclose to any and all persons, without
limitation of any kind, the federal income tax treatment and tax structure of
the securities described herein, any fact relevant to understanding the
federal tax treatment or tax structure of the securities described herein, and
all materials of any kind (including opinions or other tax analyses) relating
to such federal tax treatment or tax structure.
