EXHIBIT 99.1
GSA_04_09
Xxxxxxx Xxxxx
================================================================================
-----------------------------------------------
Stats
-----------------------------------------------
Count: 345
Schedule Balance: $143,224,704.45
AverageSched Bal: $415,144.07
GrossWAC: 6.560
NetWAC: 6.060
OTERM: 360
RTERM: 358
ATERM: 0
AGE: 2
1ST CAP: 1.50
Periodic CAP: 1.50
MAXRATE: 13.56
MINRATE: 5.46
MTR: 23.71
MARGIN: 5.46
OLTV: 82.83
COLTV: 92.66
FICO: 675.284
-----------------------------------------------
-----------------------------------------------
Current Rate Percent
-----------------------------------------------
4.501 - 5.000 2.41
5.001 - 5.500 4.75
5.501 - 6.000 7.23
6.001 - 6.500 38.19
6.501 - 7.000 29.85
7.001 - 7.500 9.98
7.501 - 8.000 5.45
8.001 - 8.500 1.37
8.501 - 9.000 0.78
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Scheduled Balance Percent
-----------------------------------------------
275,000.01 - 350,000.00 14.78
350,000.01 - 400,000.00 37.30
400,000.01 - 450,000.00 19.45
450,000.01 - 500,000.00 11.31
500,000.01 - 550,000.00 4.80
550,000.01 - 600,000.00 4.93
600,000.01 - 750,000.00 7.43
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Original Term Percent
-----------------------------------------------
360 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
RemTerm Percent
-----------------------------------------------
356.000 1.77
357.000 22.49
358.000 41.66
359.000 34.08
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Am WAM Percent
-----------------------------------------------
0 - 59 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Age Percent
-----------------------------------------------
1 34.08
2 41.66
3 22.49
4 1.77
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
States Percent
-----------------------------------------------
CA 75.48
NY 4.05
NJ 2.61
MA 1.90
VA 1.90
NV 1.77
CO 1.53
MD 1.59
MI 1.47
AZ 1.02
Other 6.68
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Original LTV Percent
-----------------------------------------------
0.001 - 50.000 0.24
50.001 - 60.000 1.40
60.001 - 70.000 3.49
70.001 - 75.000 1.35
75.001 - 80.000 54.42
80.001 - 85.000 9.62
85.001 - 90.000 19.28
90.001 - 95.000 10.21
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Combined LTV Percent
-----------------------------------------------
0.001 - 50.000 0.24
50.001 - 60.000 1.05
60.001 - 70.000 3.22
70.001 - 75.000 0.79
75.001 - 80.000 7.35
80.001 - 85.000 7.07
85.001 - 90.000 20.38
90.001 - 95.000 13.48
95.001 - 100.000 46.42
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
FICO Percent
-----------------------------------------------
580.000 - 619.999 6.57
620.000 - 649.999 15.86
650.000 - 699.999 53.94
700.000 - 749.999 18.30
750.000 - 799.999 5.34
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
PMI Percent
-----------------------------------------------
OLTV <= 80 - NO MI 60.89
OLTV > 80 - NO MI 39.11
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Occupancy Code Percent
-----------------------------------------------
NON OWNER 0.24
OWNER OCCUPIED 97.99
SECOND HOME 1.77
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Property Type Percent
-----------------------------------------------
2-4 FAMILY 4.51
CONDO 5.00
PUD ATTACHED 2.13
PUD DETACHED 10.53
SINGLE FAMILY 77.84
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Purpose Percent
-----------------------------------------------
CASHOUT REFI 29.57
PURCHASE 67.96
RATE/TERM REFI 2.46
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Documentation Type Percent
-----------------------------------------------
1- FULL DOC 1YR W2 11.84
3- STATED DOC 67.11
4- LIMITED 12MOS BK STMT 3.08
5- FULL DOC 2YR W2/TAX RETURNS 17.97
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Interest Only Percent
-----------------------------------------------
Y 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Interest Only Term Percent
-----------------------------------------------
24.000 86.40
36.000 13.60
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Silent Percent
-----------------------------------------------
N 48.67
Y 51.33
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Prepay Flag Percent
-----------------------------------------------
N 18.37
Y 81.63
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Prepay Term Percent
-----------------------------------------------
0.000 18.37
12.000 4.15
24.000 67.87
36.000 9.61
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
DTI Percent
-----------------------------------------------
10.001 - 20.000 0.43
20.001 - 30.000 6.23
30.001 - 40.000 30.36
40.001 - 50.000 62.98
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Conforming Percent
-----------------------------------------------
NON CONFORMING 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Arm Index Percent
-----------------------------------------------
6 MONTH LIBOR 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Margins Percent
-----------------------------------------------
1.001 - 1.500 0.25
3.501 - 4.000 0.25
4.001 - 4.500 0.52
5.001 - 5.500 38.81
5.501 - 6.000 59.34
6.501 - 7.000 0.82
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
First Adjustment Cap Percent
-----------------------------------------------
1.500 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Periodic Cap Percent
-----------------------------------------------
1.500 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Max Rate Percent
-----------------------------------------------
11.501 - 12.000 2.41
12.001 - 12.500 4.75
12.501 - 13.000 7.23
13.001 - 13.500 38.19
13.501 - 14.000 29.85
14.001 - 14.500 9.98
14.501 - 15.000 5.45
15.001 >= 2.15
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Floor Rate Percent
-----------------------------------------------
1.001 - 1.500 0.25
3.501 - 4.000 0.25
4.001 - 4.500 0.52
5.001 - 5.500 38.81
5.501 - 6.000 59.34
6.501 - 7.000 0.82
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Number of Units Percent
-----------------------------------------------
1 95.49
2 4.51
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Product Type Percent
-----------------------------------------------
2 YEAR ARM 86.40
3 YEAR ARM 13.60
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Employment Flag Percent
-----------------------------------------------
N 69.87
Y 30.13
-----------------------------------------------
Total: 100.00
-----------------------------------------------
--------------------------------------------------------------------------------
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. Neither the issuer of the
certificates nor Xxxxxxx, Xxxxx & Co., nor any of their affiliates makes any
representation as to the accuracy or completeness of the information herein. By
accepting this material the recipient agrees that it will not distribute or
provide the material to any other person. The information contained in this
material may not pertain to any securities that will actually be sold. The
information contained in this material may be based on assumptions regarding
market conditions and other matters as reflected therein. 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 upon for such
purposes. We and our affiliates, officers, directors, partners and employees,
including persons involved in the preparation or issuance of this material may,
from time to time, have long or short positions in, and buy or sell, the
securities mentioned herein or derivatives thereof (including options). This
material may be filed with the Securities and Exchange Commission (the "SEC")
and incorporated by reference into an effective registration statement
previously filed with the SEC under Rule 415 of the Securities Act of 1933,
including in cases where the material does not pertain to securities that are
ultimately offered for sale pursuant to such registration statement. Information
contained in this material is current as of the date appearing on this material
only. Information in this material regarding the securities and the assets
backing any securities discussed herein supersedes all prior information
regarding such securities and assets. Any information in this material, whether
regarding the assets backing any securities discussed herein or otherwise, is
preliminary and will be superseded by the applicable prospectus supplement and
any other information subsequently filed with the SEC. The information contained
herein will be superseded by the description of the mortgage pool contained in
the prospectus supplement relating to the certificates and supersedes all
information contained in any collateral term sheets relating to the mortgage
pool previously provided by Xxxxxxx, Xxxxx & Co. In addition, we mutually agree
that, subject to applicable law, you may disclose any and all aspects of any
potential transaction or structure described herein that are necessary to
support any U.S. federal income tax benefits, without Xxxxxxx Xxxxx imposing any
limitation of any kind. Further information regarding this material may be
obtained upon request.This material is furnished to you solely by Xxxxxxx, Xxxxx
& Co., acting as underwriter and not as agent of the issuer.
================================================================================
Sep 24, 2004 10:31 Page 1 of 2
GSA_04_09
Xxxxxxx Xxxxx
================================================================================
-----------------------------------------------
Originator Percent
-----------------------------------------------
NEWCENTURY 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
--------------------------------------------------------------------------------
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. Neither the issuer of the
certificates nor Xxxxxxx, Xxxxx & Co., nor any of their affiliates makes any
representation as to the accuracy or completeness of the information herein. By
accepting this material the recipient agrees that it will not distribute or
provide the material to any other person. The information contained in this
material may not pertain to any securities that will actually be sold. The
information contained in this material may be based on assumptions regarding
market conditions and other matters as reflected therein. 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 upon for such
purposes. We and our affiliates, officers, directors, partners and employees,
including persons involved in the preparation or issuance of this material may,
from time to time, have long or short positions in, and buy or sell, the
securities mentioned herein or derivatives thereof (including options). This
material may be filed with the Securities and Exchange Commission (the "SEC")
and incorporated by reference into an effective registration statement
previously filed with the SEC under Rule 415 of the Securities Act of 1933,
including in cases where the material does not pertain to securities that are
ultimately offered for sale pursuant to such registration statement. Information
contained in this material is current as of the date appearing on this material
only. Information in this material regarding the securities and the assets
backing any securities discussed herein supersedes all prior information
regarding such securities and assets. Any information in this material, whether
regarding the assets backing any securities discussed herein or otherwise, is
preliminary and will be superseded by the applicable prospectus supplement and
any other information subsequently filed with the SEC. The information contained
herein will be superseded by the description of the mortgage pool contained in
the prospectus supplement relating to the certificates and supersedes all
information contained in any collateral term sheets relating to the mortgage
pool previously provided by Xxxxxxx, Xxxxx & Co. In addition, we mutually agree
that, subject to applicable law, you may disclose any and all aspects of any
potential transaction or structure described herein that are necessary to
support any U.S. federal income tax benefits, without Xxxxxxx Xxxxx imposing any
limitation of any kind. Further information regarding this material may be
obtained upon request.This material is furnished to you solely by Xxxxxxx, Xxxxx
& Co., acting as underwriter and not as agent of the issuer.
================================================================================
Sep 24, 2004 10:31 Page 2 of 2
GSA_04_09
Xxxxxxx Xxxxx
================================================================================
-----------------------------------------------
Stats
-----------------------------------------------
Count: 1659
Schedule Balance: $413,370,963.18
AverageSched Bal: $249,168.75
GrossWAC: 6.666
NetWAC: 6.166
OTERM: 360
RTERM: 358
ATERM: 0
AGE: 2
1ST CAP: 1.50
Periodic CAP: 1.50
MAXRATE: 13.67
MINRATE: 5.45
MTR: 23.45
MARGIN: 5.45
OLTV: 82.11
COLTV: 94.43
FICO: 670.582
-----------------------------------------------
-----------------------------------------------
Current Rate Percent
-----------------------------------------------
4.001 - 4.500 0.07
4.501 - 5.000 1.44
5.001 - 5.500 3.43
5.501 - 6.000 6.28
6.001 - 6.500 33.88
6.501 - 7.000 32.86
7.001 - 7.500 12.33
7.501 - 8.000 7.06
8.001 - 8.500 1.90
8.501 - 9.000 0.48
9.001 - 9.500 0.21
9.501 - 10.000 0.05
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Scheduled Balance Percent
-----------------------------------------------
50,000.01 - 100,000.00 1.74
100,000.01 - 150,000.00 8.58
150,000.01 - 200,000.00 12.24
200,000.01 - 250,000.00 14.48
250,000.01 - 275,000.00 7.69
275,000.01 - 350,000.00 23.58
350,000.01 - 400,000.00 14.20
400,000.01 - 450,000.00 7.25
450,000.01 - 500,000.00 4.16
500,000.01 - 550,000.00 1.66
550,000.01 - 600,000.00 1.71
600,000.01 - 750,000.00 2.72
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Original Term Percent
-----------------------------------------------
360 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
RemTerm Percent
-----------------------------------------------
356.000 1.55
357.000 17.63
358.000 44.00
359.000 36.82
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Am WAM Percent
-----------------------------------------------
0 - 59 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Age Percent
-----------------------------------------------
1 36.82
2 44.00
3 17.63
4 1.55
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
States Percent
-----------------------------------------------
CA 58.34
WA 3.66
CO 3.35
AZ 2.64
FL 3.01
NV 3.22
MA 3.15
NY 3.49
MN 1.78
OR 1.37
Other 15.99
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Original LTV Percent
-----------------------------------------------
0.001 - 50.000 0.26
50.001 - 60.000 0.85
60.001 - 70.000 2.66
70.001 - 75.000 1.85
75.001 - 80.000 66.02
80.001 - 85.000 6.03
85.001 - 90.000 12.81
90.001 - 95.000 9.53
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Combined LTV Percent
-----------------------------------------------
0.001 - 50.000 0.26
50.001 - 60.000 0.73
60.001 - 70.000 2.53
70.001 - 75.000 1.54
75.001 - 80.000 5.59
80.001 - 85.000 4.65
85.001 - 90.000 13.16
90.001 - 95.000 11.12
95.001 - 100.000 60.28
100.001 >= 0.16
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
FICO Percent
-----------------------------------------------
580.000 - 619.999 9.35
620.000 - 649.999 20.58
650.000 - 699.999 47.51
700.000 - 749.999 18.29
750.000 - 799.999 4.17
800.000 - 819.999 0.10
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
PMI Percent
-----------------------------------------------
OLTV <= 80 - NO MI 71.64
OLTV > 80 - NO MI 28.36
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Occupancy Code Percent
-----------------------------------------------
NON OWNER 0.13
OWNER OCCUPIED 98.82
SECOND HOME 1.05
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Property Type Percent
-----------------------------------------------
2-4 FAMILY 6.52
CONDO 9.85
MANUFACTURED HOUSING 0.03
PUD ATTACHED 2.67
PUD DETACHED 11.41
SINGLE FAMILY 69.53
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Purpose Percent
-----------------------------------------------
CASHOUT REFI 26.13
PURCHASE 70.00
RATE/TERM REFI 3.87
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Documentation Type Percent
-----------------------------------------------
1- FULL DOC 1YR W2 10.51
3- STATED DOC 65.89
4- LIMITED 12MOS BK STMT 2.59
5- FULL DOC 2YR W2/TAX RETURNS 21.01
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Interest Only Percent
-----------------------------------------------
Y 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Interest Only Term Percent
-----------------------------------------------
24.000 89.22
36.000 10.78
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Silent Percent
-----------------------------------------------
N 37.42
Y 62.58
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Prepay Flag Percent
-----------------------------------------------
N 16.16
Y 83.84
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Prepay Term Percent
-----------------------------------------------
0.000 16.16
12.000 3.19
24.000 72.17
36.000 8.48
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
DTI Percent
-----------------------------------------------
10.001 - 20.000 0.84
20.001 - 30.000 7.58
30.001 - 40.000 27.27
40.001 - 50.000 64.11
50.001 - 60.000 0.19
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Conforming Percent
-----------------------------------------------
CONFORMING 65.35
NON CONFORMING 34.65
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Arm Index Percent
-----------------------------------------------
6 MONTH LIBOR 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Margins Percent
-----------------------------------------------
<=1.000 0.06
1.001 - 1.500 0.09
2.501 - 3.000 0.07
3.001 - 3.500 0.04
3.501 - 4.000 0.19
4.001 - 4.500 0.23
4.501 - 5.000 0.16
5.001 - 5.500 42.66
5.501 - 6.000 56.09
6.001 - 6.500 0.03
6.501 - 7.000 0.39
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
First Adjustment Cap Percent
-----------------------------------------------
1.500 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Periodic Cap Percent
-----------------------------------------------
1.500 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Max Rate Percent
-----------------------------------------------
11.001 - 11.500 0.07
11.501 - 12.000 1.44
12.001 - 12.500 3.43
12.501 - 13.000 6.28
13.001 - 13.500 33.84
13.501 - 14.000 32.90
14.001 - 14.500 12.33
14.501 - 15.000 7.06
15.001 >= 2.64
-----------------------------------------------
Total: 100.00
-----------------------------------------------
--------------------------------------------------------------------------------
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. Neither the issuer of the
certificates nor Xxxxxxx, Xxxxx & Co., nor any of their affiliates makes any
representation as to the accuracy or completeness of the information herein. By
accepting this material the recipient agrees that it will not distribute or
provide the material to any other person. The information contained in this
material may not pertain to any securities that will actually be sold. The
information contained in this material may be based on assumptions regarding
market conditions and other matters as reflected therein. 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 upon for such
purposes. We and our affiliates, officers, directors, partners and employees,
including persons involved in the preparation or issuance of this material may,
from time to time, have long or short positions in, and buy or sell, the
securities mentioned herein or derivatives thereof (including options). This
material may be filed with the Securities and Exchange Commission (the "SEC")
and incorporated by reference into an effective registration statement
previously filed with the SEC under Rule 415 of the Securities Act of 1933,
including in cases where the material does not pertain to securities that are
ultimately offered for sale pursuant to such registration statement. Information
contained in this material is current as of the date appearing on this material
only. Information in this material regarding the securities and the assets
backing any securities discussed herein supersedes all prior information
regarding such securities and assets. Any information in this material, whether
regarding the assets backing any securities discussed herein or otherwise, is
preliminary and will be superseded by the applicable prospectus supplement and
any other information subsequently filed with the SEC. The information contained
herein will be superseded by the description of the mortgage pool contained in
the prospectus supplement relating to the certificates and supersedes all
information contained in any collateral term sheets relating to the mortgage
pool previously provided by Xxxxxxx, Xxxxx & Co. In addition, we mutually agree
that, subject to applicable law, you may disclose any and all aspects of any
potential transaction or structure described herein that are necessary to
support any U.S. federal income tax benefits, without Xxxxxxx Xxxxx imposing any
limitation of any kind. Further information regarding this material may be
obtained upon request.This material is furnished to you solely by Xxxxxxx, Xxxxx
& Co., acting as underwriter and not as agent of the issuer.
================================================================================
Sep 24, 2004 10:29 Page 1 of 2
GSA_04_09
Xxxxxxx Xxxxx
================================================================================
-----------------------------------------------
Floor Rate Percent
-----------------------------------------------
<=1.000 0.06
1.001 - 1.500 0.09
2.501 - 3.000 0.07
3.001 - 3.500 0.04
3.501 - 4.000 0.19
4.001 - 4.500 0.23
4.501 - 5.000 0.16
5.001 - 5.500 42.66
5.501 - 6.000 56.09
6.001 - 6.500 0.03
6.501 - 7.000 0.39
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Number of Units Percent
-----------------------------------------------
1 93.48
2 5.65
3 0.35
4 0.52
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Product Type Percent
-----------------------------------------------
2 YEAR ARM 89.22
3 YEAR ARM 10.78
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Employment Flag Percent
-----------------------------------------------
N 77.37
Y 22.63
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Originator Percent
-----------------------------------------------
NEWCENTURY 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
--------------------------------------------------------------------------------
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. Neither the issuer of the
certificates nor Xxxxxxx, Xxxxx & Co., nor any of their affiliates makes any
representation as to the accuracy or completeness of the information herein. By
accepting this material the recipient agrees that it will not distribute or
provide the material to any other person. The information contained in this
material may not pertain to any securities that will actually be sold. The
information contained in this material may be based on assumptions regarding
market conditions and other matters as reflected therein. 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 upon for such
purposes. We and our affiliates, officers, directors, partners and employees,
including persons involved in the preparation or issuance of this material may,
from time to time, have long or short positions in, and buy or sell, the
securities mentioned herein or derivatives thereof (including options). This
material may be filed with the Securities and Exchange Commission (the "SEC")
and incorporated by reference into an effective registration statement
previously filed with the SEC under Rule 415 of the Securities Act of 1933,
including in cases where the material does not pertain to securities that are
ultimately offered for sale pursuant to such registration statement. Information
contained in this material is current as of the date appearing on this material
only. Information in this material regarding the securities and the assets
backing any securities discussed herein supersedes all prior information
regarding such securities and assets. Any information in this material, whether
regarding the assets backing any securities discussed herein or otherwise, is
preliminary and will be superseded by the applicable prospectus supplement and
any other information subsequently filed with the SEC. The information contained
herein will be superseded by the description of the mortgage pool contained in
the prospectus supplement relating to the certificates and supersedes all
information contained in any collateral term sheets relating to the mortgage
pool previously provided by Xxxxxxx, Xxxxx & Co. In addition, we mutually agree
that, subject to applicable law, you may disclose any and all aspects of any
potential transaction or structure described herein that are necessary to
support any U.S. federal income tax benefits, without Xxxxxxx Xxxxx imposing any
limitation of any kind. Further information regarding this material may be
obtained upon request.This material is furnished to you solely by Xxxxxxx, Xxxxx
& Co., acting as underwriter and not as agent of the issuer.
================================================================================
Sep 24, 2004 10:29 Page 2 of 2
GSA_04_09
Xxxxxxx Xxxxx
================================================================================
-----------------------------------------------
Stats
-----------------------------------------------
Count: 1314
Schedule Balance: $270,146,258.73
AverageSched Bal: $205,590.76
GrossWAC: 6.722
NetWAC: 6.222
OTERM: 360
RTERM: 358
ATERM: 0
AGE: 2
1ST CAP: 1.50
Periodic CAP: 1.50
MAXRATE: 13.72
MINRATE: 5.45
MTR: 23.32
MARGIN: 5.45
OLTV: 81.72
COLTV: 95.37
FICO: 668.089
-----------------------------------------------
-----------------------------------------------
Current Rate Percent
-----------------------------------------------
4.001 - 4.500 0.11
4.501 - 5.000 0.93
5.001 - 5.500 2.73
5.501 - 6.000 5.78
6.001 - 6.500 31.60
6.501 - 7.000 34.46
7.001 - 7.500 13.58
7.501 - 8.000 7.92
8.001 - 8.500 2.18
8.501 - 9.000 0.32
9.001 - 9.500 0.32
9.501 - 10.000 0.07
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Scheduled Balance Percent
-----------------------------------------------
50,000.01 - 100,000.00 2.66
100,000.01 - 150,000.00 13.13
150,000.01 - 200,000.00 18.73
200,000.01 - 250,000.00 22.15
250,000.01 - 275,000.00 11.77
275,000.01 - 350,000.00 28.25
350,000.01 - 400,000.00 1.95
400,000.01 - 450,000.00 0.78
450,000.01 - 500,000.00 0.36
600,000.01 - 750,000.00 0.23
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Original Term Percent
-----------------------------------------------
360 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
RemTerm Percent
-----------------------------------------------
356.000 1.43
357.000 15.05
358.000 45.24
359.000 38.27
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Am WAM Percent
-----------------------------------------------
0 - 59 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Age Percent
-----------------------------------------------
1 38.27
2 45.24
3 15.05
4 1.43
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
States Percent
-----------------------------------------------
CA 49.26
WA 5.11
CO 4.31
FL 4.28
AZ 3.50
NV 4.00
MA 3.81
OR 2.10
MN 2.24
NY 3.19
Other 18.20
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Original LTV Percent
-----------------------------------------------
0.001 - 50.000 0.27
50.001 - 60.000 0.55
60.001 - 70.000 2.22
70.001 - 75.000 2.12
75.001 - 80.000 72.17
80.001 - 85.000 4.12
85.001 - 90.000 9.37
90.001 - 95.000 9.18
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Combined LTV Percent
-----------------------------------------------
0.001 - 50.000 0.27
50.001 - 60.000 0.55
60.001 - 70.000 2.16
70.001 - 75.000 1.94
75.001 - 80.000 4.65
80.001 - 85.000 3.36
85.001 - 90.000 9.33
90.001 - 95.000 9.86
95.001 - 100.000 67.62
100.001 >= 0.24
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
FICO Percent
-----------------------------------------------
580.000 - 619.999 10.82
620.000 - 649.999 23.09
650.000 - 699.999 44.10
700.000 - 749.999 18.29
750.000 - 799.999 3.55
800.000 - 819.999 0.15
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
PMI Percent
-----------------------------------------------
OLTV <= 80 - NO MI 77.33
OLTV > 80 - NO MI 22.67
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Occupancy Code Percent
-----------------------------------------------
NON OWNER 0.07
OWNER OCCUPIED 99.27
SECOND HOME 0.66
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Property Type Percent
-----------------------------------------------
2-4 FAMILY 7.58
CONDO 12.42
MANUFACTURED HOUSING 0.04
PUD ATTACHED 2.95
PUD DETACHED 11.87
SINGLE FAMILY 65.13
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Purpose Percent
-----------------------------------------------
CASHOUT REFI 24.31
PURCHASE 71.08
RATE/TERM REFI 4.62
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Documentation Type Percent
-----------------------------------------------
1- FULL DOC 1YR W2 9.81
3- STATED DOC 65.24
4- LIMITED 12MOS BK STMT 2.33
5- FULL DOC 2YR W2/TAX RETURNS 22.62
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Interest Only Percent
-----------------------------------------------
Y 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Interest Only Term Percent
-----------------------------------------------
24.000 90.71
36.000 9.29
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Silent Percent
-----------------------------------------------
N 31.45
Y 68.55
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Prepay Flag Percent
-----------------------------------------------
N 14.99
Y 85.01
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Prepay Term Percent
-----------------------------------------------
0.000 14.99
12.000 2.68
24.000 74.44
36.000 7.88
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
DTI Percent
-----------------------------------------------
10.001 - 20.000 1.07
20.001 - 30.000 8.29
30.001 - 40.000 25.64
40.001 - 50.000 64.71
50.001 - 60.000 0.30
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Conforming Percent
-----------------------------------------------
CONFORMING 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Arm Index Percent
-----------------------------------------------
6 MONTH LIBOR 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Margins Percent
-----------------------------------------------
<=1.000 0.09
2.501 - 3.000 0.10
3.001 - 3.500 0.07
3.501 - 4.000 0.16
4.001 - 4.500 0.07
4.501 - 5.000 0.24
5.001 - 5.500 44.70
5.501 - 6.000 54.36
6.001 - 6.500 0.05
6.501 - 7.000 0.16
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
First Adjustment Cap Percent
-----------------------------------------------
1.500 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Periodic Cap Percent
-----------------------------------------------
1.500 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Max Rate Percent
-----------------------------------------------
11.001 - 11.500 0.11
11.501 - 12.000 0.93
12.001 - 12.500 2.73
12.501 - 13.000 5.78
13.001 - 13.500 31.54
13.501 - 14.000 34.52
14.001 - 14.500 13.58
14.501 - 15.000 7.92
15.001 >= 2.90
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Floor Rate Percent
-----------------------------------------------
<= 1.000 0.09
2.501 - 3.000 0.10
3.001 - 3.500 0.07
3.501 - 4.000 0.16
4.001 - 4.500 0.07
4.501 - 5.000 0.24
5.001 - 5.500 44.70
5.501 - 6.000 54.36
6.001 - 6.500 0.05
6.501 - 7.000 0.16
-----------------------------------------------
Total: 100.00
-----------------------------------------------
--------------------------------------------------------------------------------
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. Neither the issuer of the
certificates nor Xxxxxxx, Xxxxx & Co., nor any of their affiliates makes any
representation as to the accuracy or completeness of the information herein. By
accepting this material the recipient agrees that it will not distribute or
provide the material to any other person. The information contained in this
material may not pertain to any securities that will actually be sold. The
information contained in this material may be based on assumptions regarding
market conditions and other matters as reflected therein. 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 upon for such
purposes. We and our affiliates, officers, directors, partners and employees,
including persons involved in the preparation or issuance of this material may,
from time to time, have long or short positions in, and buy or sell, the
securities mentioned herein or derivatives thereof (including options). This
material may be filed with the Securities and Exchange Commission (the "SEC")
and incorporated by reference into an effective registration statement
previously filed with the SEC under Rule 415 of the Securities Act of 1933,
including in cases where the material does not pertain to securities that are
ultimately offered for sale pursuant to such registration statement. Information
contained in this material is current as of the date appearing on this material
only. Information in this material regarding the securities and the assets
backing any securities discussed herein supersedes all prior information
regarding such securities and assets. Any information in this material, whether
regarding the assets backing any securities discussed herein or otherwise, is
preliminary and will be superseded by the applicable prospectus supplement and
any other information subsequently filed with the SEC. The information contained
herein will be superseded by the description of the mortgage pool contained in
the prospectus supplement relating to the certificates and supersedes all
information contained in any collateral term sheets relating to the mortgage
pool previously provided by Xxxxxxx, Xxxxx & Co. In addition, we mutually agree
that, subject to applicable law, you may disclose any and all aspects of any
potential transaction or structure described herein that are necessary to
support any U.S. federal income tax benefits, without Xxxxxxx Xxxxx imposing any
limitation of any kind. Further information regarding this material may be
obtained upon request.This material is furnished to you solely by Xxxxxxx, Xxxxx
& Co., acting as underwriter and not as agent of the issuer.
================================================================================
Sep 24, 2004 10:31 Page 1 of 2
GSA_04_09
Xxxxxxx Xxxxx
================================================================================
-----------------------------------------------
Number of Units Percent
-----------------------------------------------
1 92.42
2 6.25
3 0.54
4 0.79
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Product Type Percent
-----------------------------------------------
2 YEAR ARM 90.71
3 YEAR ARM 9.29
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Employment Flag Percent
-----------------------------------------------
N 81.35
Y 18.65
-----------------------------------------------
Total: 100.00
-----------------------------------------------
-----------------------------------------------
Originator Percent
-----------------------------------------------
NEWCENTURY 100.00
-----------------------------------------------
Total: 100.00
-----------------------------------------------
--------------------------------------------------------------------------------
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. Neither the issuer of the
certificates nor Xxxxxxx, Xxxxx & Co., nor any of their affiliates makes any
representation as to the accuracy or completeness of the information herein. By
accepting this material the recipient agrees that it will not distribute or
provide the material to any other person. The information contained in this
material may not pertain to any securities that will actually be sold. The
information contained in this material may be based on assumptions regarding
market conditions and other matters as reflected therein. 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 upon for such
purposes. We and our affiliates, officers, directors, partners and employees,
including persons involved in the preparation or issuance of this material may,
from time to time, have long or short positions in, and buy or sell, the
securities mentioned herein or derivatives thereof (including options). This
material may be filed with the Securities and Exchange Commission (the "SEC")
and incorporated by reference into an effective registration statement
previously filed with the SEC under Rule 415 of the Securities Act of 1933,
including in cases where the material does not pertain to securities that are
ultimately offered for sale pursuant to such registration statement. Information
contained in this material is current as of the date appearing on this material
only. Information in this material regarding the securities and the assets
backing any securities discussed herein supersedes all prior information
regarding such securities and assets. Any information in this material, whether
regarding the assets backing any securities discussed herein or otherwise, is
preliminary and will be superseded by the applicable prospectus supplement and
any other information subsequently filed with the SEC. The information contained
herein will be superseded by the description of the mortgage pool contained in
the prospectus supplement relating to the certificates and supersedes all
information contained in any collateral term sheets relating to the mortgage
pool previously provided by Xxxxxxx, Xxxxx & Co. In addition, we mutually agree
that, subject to applicable law, you may disclose any and all aspects of any
potential transaction or structure described herein that are necessary to
support any U.S. federal income tax benefits, without Xxxxxxx Xxxxx imposing any
limitation of any kind. Further information regarding this material may be
obtained upon request.This material is furnished to you solely by Xxxxxxx, Xxxxx
& Co., acting as underwriter and not as agent of the issuer.
================================================================================
Sep 24, 2004 10:31 Page 2 of 2