EXHITIB 99.1 ------------
EXHITIB 99.1 ------------ WALTV ------------------------------ $MM % of Deal WADSCR At Securitization At Balloon -------------- --------- ------ ----------------- ---------- IG Loans $232,500,000 22.5% 2.76 45.2 42.4 (excludes Amerige as this is only shadow rated by Xxxxx'x) Non IG $802,469,381 77.5% 1.67 71.3 58.7 Top 10 Loans $491,555,622 47.5% 2.12 58.4 51.5 Non Top 10 loans $543,413,759 52.5% 1.74 71.8 58.2 Total $1,034,969,381