Exhibit 99.4
FICO & Documentation & Purpose of Loan
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Stated Other Avg Prin Current Silent
FICO Score Full DOC Doc Doc All Docs Purch CO refi WAC Bal ($) LTV IO loans 2nds
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< 450
451-500 0.02% 0.04% 0.00% 0.06% 0.00% 0.06% 9.22% $268,967.72 80.00% 0.00% 0.00%
501-550 6.08% 1.42% 0.01% 7.50% 1.15% 6.18% 8.13% $180,248.62 71.14% 0.15% 0.35%
551-600 22.48% 3.40% 0.00% 25.89% 8.34% 16.62% 7.46% $214,510.32 76.66% 11.36% 4.32%
601-650 34.97% 10.07% 0.00% 45.05% 20.32% 23.30% 7.23% $208,482.04 79.21% 21.63% 13.06%
651-700 9.12% 5.78% 0.00% 14.90% 8.02% 6.39% 7.06% $234,278.34 79.28% 4.02% 5.84%
701-750 2.26% 1.53% 0.00% 3.78% 2.15% 1.46% 6.86% $254,330.25 75.29% 1.08% 1.64%
751-800 1.85% 0.84% 0.00% 2.69% 1.26% 1.39% 6.41% $311,796.99 71.84% 0.53% 0.96%
801-850 0.09% 0.03% 0.00% 0.12% 0.05% 0.07% 6.54% $202,137.43 76.05% 0.03% 0.04%
Unknown
Total 76.88% 23.11% 0.01% 100.00% 41.29% 55.46% 7.30% $214,438.45 77.60% 38.80% 26.22%
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LTV & FICO
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Current LTV FICO < 450 450 - 500 501 - 550 551 - 600 601 - 650 651 - 700 701 - 750 751 - 800 801 - 850
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0-10 0.00% 0.00% 0.00% 0.01% 0.00% 0.00% 0.00% 0.00% 0.00%
10.01-20 0.00% 0.00% 0.01% 0.01% 0.03% 0.02% 0.00% 0.00% 0.00%
20.01-30 0.00% 0.00% 0.01% 0.08% 0.06% 0.02% 0.00% 0.00% 0.00%
30.01-40 0.00% 0.00% 0.13% 0.36% 0.29% 0.13% 0.05% 0.07% 0.00%
40.01-50 0.00% 0.00% 0.48% 0.89% 0.48% 0.21% 0.11% 0.05% 0.00%
50.01-60 0.00% 0.00% 0.93% 1.85% 1.38% 0.62% 0.27% 0.38% 0.00%
60.01-70 0.00% 0.00% 1.78% 3.84% 3.63% 1.24% 0.26% 0.38% 0.07%
70.01-80 0.00% 0.06% 2.38% 9.67% 22.08% 8.24% 2.22% 1.43% 0.04%
80.01-90 0.00% 0.00% 1.56% 6.99% 10.40% 2.30% 0.51% 0.31% 0.00%
90.01-100 0.00% 0.00% 0.22% 2.20% 6.70% 2.11% 0.36% 0.08% 0.01%
100+
Total 0.00% 0.06% 7.50% 25.89% 45.05% 14.90% 3.78% 2.69% 0.12%
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Avg Prin Gross Limited Stated IO Silent
Current LTV total FICO Bal ($) WAC Margin Doc Doc Loans 2nds
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0-10 0.01% $53,866.03 7.88% 0.00% 0.01% 0.00% 0.00%
10.01-20 0.07% $123,478.73 6.86% 0.00% 0.06% 0.00% 0.03%
20.01-30 0.18% $123,083.14 7.20% 8.40% 0.00% 0.07% 0.05% 0.00%
30.01-40 1.04% $157,157.74 6.65% 7.42% 0.00% 0.21% 0.09% 0.04%
40.01-50 2.22% $190,339.24 6.84% 6.92% 0.01% 0.41% 0.37% 0.18%
50.01-60 5.44% $235,967.37 6.73% 6.82% 0.00% 1.32% 1.18% 0.20%
60.01-70 11.19% $253,519.90 6.85% 6.63% 0.00% 2.28% 3.52% 0.54%
70.01-80 46.11% $221,795.52 7.08% 6.74% 0.00% 12.76% 19.89% 24.78%
80.01-90 22.07% $218,749.17 7.61% 7.53% 0.00% 4.53% 9.42% 0.44%
90.01-100 11.68% $166,941.15 8.38% 8.18% 0.00% 1.48% 4.30% 0.00%
100+
Total 100.00% $214,438.45 7.30% 7.13% 0.01% 23.11% 38.80% 26.22%
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Prin Balance & FICO
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Prin Balance FICO < 450 450 - 500 501 - 550 551 - 600 601 - 650 651 - 700 701 - 750 751 - 800 801 - 850
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$1-$50,000 0.00% 0.00% 0.01% 0.04% 0.06% 0.01% 0.00% 0.00% 0.00%
$50,001-$100,000 0.00% 0.00% 0.64% 1.20% 2.81% 0.56% 0.15% 0.08% 0.02%
$100,001-$150,000 0.00% 0.00% 1.73% 3.32% 6.10% 1.52% 0.25% 0.09% 0.00%
$150,001 - $200,000 0.00% 0.02% 1.29% 4.04% 7.42% 2.47% 0.49% 0.13% 0.00%
$200,001 - $250,000 0.00% 0.00% 0.93% 4.00% 5.79% 1.81% 0.44% 0.25% 0.00%
$250,001 - $300,000 0.00% 0.00% 0.56% 3.64% 5.41% 1.51% 0.29% 0.33% 0.07%
$300,001 - $350,000 0.00% 0.00% 0.39% 2.05% 3.42% 1.17% 0.43% 0.12% 0.04%
$350,001 - $400,000 0.00% 0.04% 0.82% 3.01% 4.72% 2.21% 0.51% 0.23% 0.00%
$400,001 - $450,000 0.00% 0.00% 0.41% 1.57% 3.31% 1.13% 0.56% 0.56% 0.00%
$450,001 - $500,000 0.00% 0.00% 0.40% 1.78% 2.04% 1.02% 0.40% 0.29% 0.00%
$500,001 - $550,000 0.00% 0.00% 0.00% 0.31% 1.40% 0.70% 0.13% 0.31% 0.00%
$550,001 - $600,000 0.00% 0.00% 0.07% 0.42% 1.24% 0.48% 0.07% 0.14% 0.00%
$600,001 - $650,000 0.00% 0.00% 0.07% 0.15% 0.45% 0.15% 0.08% 0.08% 0.00%
$650,001 - $700,000 0.00% 0.00% 0.00% 0.08% 0.42% 0.16% 0.00% 0.00% 0.00%
$700,001 - $750,000 0.00% 0.00% 0.09% 0.17% 0.34% 0.00% 0.00% 0.08% 0.00%
$750,001 - $800,000
$800,001 - $850,000 0.00% 0.00% 0.10% 0.10% 0.10% 0.00% 0.00% 0.00% 0.00%
$850,001 - $900,000
$900,001 - $950,000
$950,001 - $1,000,000
> 1,000,000
Total 0.00% 0.06% 7.50% 25.89% 45.05% 14.90% 3.78% 2.69% 0.12%
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Gross Limited Stated IO silent
Prin Balance total FICO Current LTV WAC Margin Doc Doc loans 2nds
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$1-$50,000 0.12% 66.73% 9.17% 7.90% 0.00% 0.03% 0.00% 0.01%
$50,001-$100,000 5.46% 80.41% 8.33% 8.04% 0.01% 0.96% 0.71% 1.09%
$100,001-$150,000 13.02% 77.49% 7.75% 7.62% 0.00% 2.14% 3.50% 3.45%
$150,001 - $200,000 15.86% 79.11% 7.54% 7.36% 0.00% 3.34% 5.90% 5.39%
$200,001 - $250,000 13.21% 78.24% 7.39% 7.19% 0.00% 3.01% 6.11% 3.72%
$250,001 - $300,000 11.80% 77.63% 7.09% 6.96% 0.00% 2.65% 6.09% 3.39%
$300,001 - $350,000 7.61% 77.64% 7.10% 7.03% 0.00% 2.01% 3.66% 2.50%
$350,001 - $400,000 11.55% 77.28% 6.98% 6.80% 0.00% 3.50% 4.53% 3.06%
$400,001 - $450,000 7.54% 75.99% 6.89% 6.64% 0.00% 1.82% 3.51% 1.53%
$450,001 - $500,000 5.92% 74.90% 6.91% 6.79% 0.00% 1.42% 2.43% 0.95%
$500,001 - $550,000 2.85% 76.16% 6.56% 6.55% 0.00% 0.76% 0.88% 0.25%
$550,001 - $600,000 2.41% 76.86% 6.74% 6.54% 0.00% 0.48% 0.90% 0.27%
$600,001 - $650,000 0.98% 75.82% 7.37% 7.36% 0.00% 0.53% 0.23% 0.08%
$650,001 - $700,000 0.66% 79.07% 7.65% 7.69% 0.00% 0.16% 0.25% 0.24%
$700,001 - $750,000 0.69% 71.17% 6.38% 5.78% 0.00% 0.17% 0.09% 0.08%
$750,001 - $800,000
$800,001 - $850,000 0.30% 70.02% 7.27% 7.13% 0.00% 0.10% 0.00% 0.20%
$850,001 - $900,000
$900,001 - $950,000
$950,001 - $1,000,000
> 1,000,000
Total 100.00% 77.60% 7.30% 7.13% 0.01% 23.11% 38.80% 26.22%
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Mortg Rates & FICO
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Mortg Rates FICO < 450 450 - 500 501 - 550 551 - 600 601 - 650 651 - 700 701 - 750 751 - 800 801 - 850
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4.001-4.5%
4.501-5.0% 0.00% 0.00% 0.00% 0.00% 0.00% 0.05% 0.00% 0.00% 0.00%
5.001-5.5% 0.00% 0.00% 0.00% 0.17% 0.59% 0.68% 0.41% 0.57% 0.00%
5.501-6.0% 0.00% 0.00% 0.14% 1.77% 4.30% 2.22% 0.83% 0.93% 0.07%
6.001-6.5% 0.00% 0.00% 0.62% 3.45% 7.38% 2.60% 0.44% 0.23% 0.00%
6.501-7.0% 0.00% 0.00% 0.81% 5.14% 10.20% 2.83% 0.71% 0.35% 0.01%
7.001-7.5% 0.00% 0.00% 0.79% 4.17% 7.72% 1.75% 0.42% 0.21% 0.01%
7.501-8.0% 0.00% 0.00% 1.04% 4.19% 5.45% 1.58% 0.32% 0.07% 0.00%
8.001-8.5% 0.00% 0.00% 1.61% 3.14% 3.87% 1.56% 0.24% 0.05% 0.03%
8.501-9.0% 0.00% 0.02% 1.08% 1.77% 3.37% 1.11% 0.21% 0.22% 0.00%
9.001-9.5% 0.00% 0.04% 0.57% 1.21% 1.16% 0.27% 0.18% 0.06% 0.00%
9.501-10.0% 0.00% 0.00% 0.42% 0.53% 0.55% 0.21% 0.01% 0.00% 0.00%
10.001-10.5% 0.00% 0.00% 0.21% 0.14% 0.32% 0.01% 0.02% 0.01% 0.00%
10.501-11.0% 0.00% 0.00% 0.14% 0.10% 0.05% 0.04% 0.00% 0.00% 0.00%
11.001-11.5% 0.00% 0.00% 0.02% 0.09% 0.07% 0.00% 0.00% 0.00% 0.00%
> 11.5% 0.00% 0.00% 0.05% 0.02% 0.00% 0.00% 0.01% 0.00% 0.00%
Total 0.00% 0.06% 7.50% 25.89% 45.05% 14.90% 3.78% 2.69% 0.12%
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Current Gross Avg. Prin Limited Stated IO
Mortg Rates LTV WAC Xxxxxx Xxx ($) Doc Doc loans
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4.001-4.5%
4.501-5.0% 80.00% 5.00% 5.00% $384,476.20 0.00% 0.00% 0.05%
5.001-5.5% 63.45% 5.45% 5.09% $331,224.63 0.00% 0.15% 0.70%
5.501-6.0% 69.51% 5.85% 5.64% $325,178.24 0.00% 0.51% 3.43%
6.001-6.5% 74.71% 6.33% 6.09% $266,625.43 0.00% 1.66% 5.90%
6.501-7.0% 76.62% 6.80% 6.45% $231,652.60 0.00% 4.06% 9.60%
7.001-7.5% 79.10% 7.31% 6.92% $217,977.68 0.00% 3.89% 7.78%
7.501-8.0% 79.53% 7.79% 7.25% $196,896.62 0.00% 3.57% 5.28%
8.001-8.5% 81.67% 8.29% 7.93% $172,969.52 0.00% 3.78% 2.83%
8.501-9.0% 84.47% 8.76% 8.42% $164,053.14 0.01% 3.00% 1.95%
9.001-9.5% 81.41% 9.28% 8.79% $152,451.84 0.00% 1.39% 0.74%
9.501-10.0% 85.26% 9.74% 8.86% $148,295.52 0.00% 0.62% 0.36%
10.001-10.5% 82.13% 10.28% 8.46% $133,185.04 0.00% 0.30% 0.11%
10.501-11.0% 84.27% 10.77% 8.90% $130,828.80 0.00% 0.12% 0.04%
11.001-11.5% 96.93% 11.31% 8.55% $186,038.30 0.00% 0.03% 0.03%
> 11.5% 92.16% 12.22% 9.72% $99,016.45 0.00% 0.03% 0.00%
Total 77.60% 7.30% 7.13% $214,438.45 0.01% 23.11% 38.80%
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Mortg Rates & LTV
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Mortg Rates LTV 40.01-50 50.01 - 60 60.01 - 70 70.01 - 80 80.01 - 90 90.01 - 100 100+ total LTV avg FICO
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4.001-4.5%
4.501-5.0% 0.00% 0.00% 0.00% 0.05% 0.00% 0.00% 0.00% 0.05% 685
5.001-5.5% 0.23% 0.58% 0.87% 0.58% 0.05% 0.00% 0.00% 2.42% 693.7
5.501-6.0% 0.31% 1.45% 2.27% 5.08% 0.73% 0.10% 0.00% 10.26% 648.14
6.001-6.5% 0.54% 0.76% 2.11% 8.37% 2.41% 0.32% 0.00% 14.71% 623.17
6.501-7.0% 0.44% 0.96% 2.03% 11.10% 4.43% 0.84% 0.00% 20.07% 621.49
7.001-7.5% 0.23% 0.47% 1.13% 8.20% 3.85% 1.05% 0.00% 15.06% 616.01
7.501-8.0% 0.16% 0.37% 1.10% 5.76% 3.37% 1.75% 0.00% 12.64% 608.25
8.001-8.5% 0.09% 0.47% 0.77% 3.58% 3.03% 2.53% 0.00% 10.50% 605.94
8.501-9.0% 0.13% 0.18% 0.48% 1.97% 2.33% 2.63% 0.00% 7.77% 613.39
9.001-9.5% 0.05% 0.08% 0.19% 0.92% 1.06% 1.16% 0.00% 3.49% 599.62
9.501-10.0% 0.02% 0.05% 0.10% 0.41% 0.49% 0.65% 0.00% 1.73% 589.85
10.001-10.5% 0.02% 0.05% 0.11% 0.09% 0.11% 0.30% 0.00% 0.70% 585.95
10.501-11.0% 0.00% 0.00% 0.01% 0.02% 0.14% 0.17% 0.00% 0.33% 566.45
11.001-11.5% 0.00% 0.00% 0.00% 0.00% 0.04% 0.14% 0.00% 0.18% 584.07
> 11.5% 0.00% 0.00% 0.01% 0.00% 0.03% 0.05% 0.00% 0.08% 556.9
Total 2.22% 5.44% 11.19% 46.11% 22.07% 11.68% 0.00% 100.00% 619.63
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Gross Avg Prin Limited Stated IO silent
Mortg Rates Margin Bal ($) Doc Doc loans 2nds
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4.001-4.5%
4.501-5.0% 5.00% $384,476.20 0.00% 0.00% 0.05% 0.05%
5.001-5.5% 5.09% $331,224.63 0.00% 0.15% 0.70% 0.27%
5.501-6.0% 5.64% $325,178.24 0.00% 0.51% 3.43% 2.23%
6.001-6.5% 6.09% $266,625.43 0.00% 1.66% 5.90% 4.29%
6.501-7.0% 6.45% $231,652.60 0.00% 4.06% 9.60% 7.18%
7.001-7.5% 6.92% $217,977.68 0.00% 3.89% 7.78% 5.49%
7.501-8.0% 7.25% $196,896.62 0.00% 3.57% 5.28% 3.26%
8.001-8.5% 7.93% $172,969.52 0.00% 3.78% 2.83% 1.74%
8.501-9.0% 8.42% $164,053.14 0.01% 3.00% 1.95% 0.99%
9.001-9.5% 8.79% $152,451.84 0.00% 1.39% 0.74% 0.46%
9.501-10.0% 8.86% $148,295.52 0.00% 0.62% 0.36% 0.16%
10.001-10.5% 8.46% $133,185.04 0.00% 0.30% 0.11% 0.11%
10.501-11.0% 8.90% $130,828.80 0.00% 0.12% 0.04% 0.00%
11.001-11.5% 8.55% $186,038.30 0.00% 0.03% 0.03% 0.00%
> 11.5% 9.72% $99,016.45 0.00% 0.03% 0.00% 0.00%
Total 7.13% $214,438.45 0.01% 23.11% 38.80% 26.22%
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