COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Soundview 2005-4 Marketing Pool | | | | | | | | | | | | | | | | | | FICO | COMBINED LTV | DOC TYPE | LOAN AMOUNT |
Category | Ending Balance | Pct | WAC | WA Margin | WAM | WA Age | WA DTI | WA Combined LTV | WA Total LTV (includes Silent 2nd) | WA FICO | with Prepay Penalty | WA Prepay Term | Avg Loan Amt | Purchase | Cashout Refi | Owner Occupied | Silent 2nd | 2nd Lien | Single Family | California | 1st of Mth Pay | with MI | 0 | 400-499 | 500-524 | 525-549 | 550-574 | 575-599 | 600-624 | 625-649 | 650-674 | 675-699 | 700+ | < 80.00 | 80.00-84.99 | 85.00-89.99 | 90.00-94.99 | 95.00-99.99 | 100.00+ | Full | Limited | Stated/No Doc | <= 50K | 51-350K | 351K+ |
FICO: 400-499 | 214,178 | 0% | 6.25 | 8.50 | 356 | 4 | 40.80 | 70.49 | 70.49 | 491 | 100% | 1.0 | 215,000 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
FICO: 500-524 | 23,950,439 | 3% | 8.69 | 6.67 | 356 | 4 | 42.96 | 80.86 | 82.00 | 518 | 75% | 2.5 | 144,631 | 9% | 85% | 96% | 8% | 0% | 81% | 13% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 28% | 41% | 14% | 15% | 1% | 0% | 76% | 5% | 19% | 2% | 84% | 14% |
FICO: 525-549 | 73,017,368 | 8% | 8.71 | 6.46 | 355 | 4 | 42.47 | 84.35 | 85.22 | 537 | 65% | 2.5 | 136,802 | 11% | 82% | 93% | 8% | 0% | 81% | 10% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 18% | 21% | 26% | 29% | 5% | 0% | 71% | 7% | 22% | 3% | 75% | 22% |
FICO: 550-574 | 86,888,094 | 9% | 8.11 | 6.30 | 355 | 4 | 41.04 | 85.03 | 85.90 | 561 | 63% | 2.5 | 146,196 | 15% | 78% | 92% | 7% | 0% | 76% | 10% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 18% | 17% | 25% | 32% | 8% | 1% | 59% | 4% | 37% | 2% | 74% | 24% |
FICO: 575-599 | 88,754,577 | 10% | 7.41 | 6.20 | 355 | 4 | 41.75 | 84.06 | 86.87 | 587 | 70% | 2.4 | 177,986 | 24% | 71% | 91% | 15% | 0% | 78% | 19% | 99% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 21% | 28% | 18% | 18% | 9% | 6% | 62% | 4% | 34% | 1% | 66% | 32% |
FICO: 600-624 | 142,319,467 | 16% | 7.20 | 5.98 | 346 | 4 | 42.41 | 83.99 | 89.59 | 612 | 69% | 2.5 | 168,206 | 35% | 60% | 92% | 32% | 4% | 71% | 24% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 20% | 35% | 12% | 14% | 10% | 9% | 68% | 2% | 30% | 3% | 59% | 37% |
FICO: 625-649 | 178,794,590 | 20% | 7.00 | 5.70 | 341 | 4 | 41.83 | 83.03 | 91.50 | 638 | 65% | 2.4 | 172,644 | 42% | 54% | 93% | 46% | 6% | 71% | 33% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 15% | 50% | 8% | 11% | 7% | 9% | 47% | 2% | 51% | 3% | 61% | 36% |
FICO: 650-674 | 159,723,671 | 17% | 6.92 | 5.49 | 340 | 4 | 42.04 | 82.36 | 92.12 | 661 | 63% | 2.4 | 187,855 | 52% | 44% | 93% | 53% | 7% | 67% | 33% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 18% | 52% | 7% | 9% | 3% | 11% | 31% | 1% | 68% | 3% | 58% | 39% |
FICO: 675-699 | 78,432,469 | 9% | 6.71 | 5.48 | 340 | 4 | 40.60 | 81.55 | 90.37 | 685 | 67% | 2.4 | 180,660 | 54% | 43% | 94% | 46% | 7% | 66% | 37% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 21% | 50% | 7% | 6% | 3% | 12% | 27% | 1% | 73% | 3% | 61% | 36% |
FICO: 700+ | 82,905,148 | 9% | 6.49 | 5.44 | 337 | 4 | 41.71 | 81.33 | 89.38 | 730 | 61% | 2.4 | 201,734 | 56% | 38% | 94% | 42% | 8% | 66% | 41% | 99% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 23% | 47% | 4% | 9% | 2% | 15% | 23% | 0% | 76% | 2% | 56% | 41% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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O-LTV %: 0.01- 79.99 | 172,639,707 | 19% | 6.62 | 5.60 | 348 | 4 | 41.20 | 69.98 | 72.65 | 627 | 61% | 2.5 | 210,001 | 13% | 80% | 90% | 18% | 0% | 70% | 30% | 100% | 0% | 0% | 0% | 4% | 8% | 9% | 11% | 16% | 15% | 16% | 10% | 11% | 100% | 0% | 0% | 0% | 0% | 0% | 50% | 2% | 48% | 1% | 64% | 35% |
O-LTV %: 80.00 | 328,218,004 | 36% | 6.74 | 5.41 | 355 | 4 | 42.47 | 80.00 | 95.47 | 644 | 67% | 2.3 | 207,113 | 63% | 35% | 95% | 81% | 0% | 67% | 34% | 100% | 0% | 0% | 0% | 3% | 3% | 3% | 6% | 13% | 25% | 24% | 11% | 11% | 0% | 100% | 0% | 0% | 0% | 0% | 40% | 1% | 59% | 0% | 61% | 38% |
O-LTV %: 80.01- 84.99 | 36,343,572 | 4% | 6.97 | 5.90 | 351 | 4 | 41.52 | 83.38 | 83.97 | 612 | 71% | 2.5 | 204,851 | 6% | 82% | 93% | 7% | 0% | 74% | 14% | 100% | 0% | 0% | 0% | 5% | 11% | 9% | 16% | 16% | 20% | 12% | 7% | 5% | 0% | 100% | 0% | 0% | 0% | 0% | 61% | 3% | 36% | 1% | 61% | 37% |
O-LTV %: 85.00- 89.99 | 112,222,420 | 12% | 7.73 | 6.17 | 353 | 4 | 41.25 | 86.20 | 86.67 | 599 | 66% | 2.6 | 174,187 | 8% | 83% | 87% | 4% | 0% | 76% | 17% | 100% | 0% | 0% | 0% | 3% | 17% | 19% | 14% | 16% | 12% | 11% | 5% | 3% | 0% | 0% | 100% | 0% | 0% | 0% | 47% | 4% | 48% | 2% | 69% | 30% |
O-LTV %: 90.00- 94.99 | 134,886,345 | 15% | 7.91 | 6.27 | 355 | 4 | 42.44 | 90.39 | 90.63 | 603 | 67% | 2.5 | 163,284 | 19% | 76% | 90% | 4% | 1% | 78% | 18% | 100% | 0% | 0% | 0% | 3% | 16% | 20% | 12% | 15% | 15% | 11% | 4% | 6% | 0% | 0% | 0% | 100% | 0% | 0% | 56% | 4% | 40% | 2% | 62% | 36% |
O-LTV %: 95.00- 99.99 | 54,884,574 | 6% | 8.16 | 6.50 | 342 | 4 | 40.72 | 95.39 | 95.40 | 613 | 75% | 2.5 | 152,815 | 28% | 65% | 96% | 0% | 7% | 75% | 17% | 100% | 0% | 0% | 0% | 0% | 7% | 12% | 15% | 26% | 23% | 10% | 5% | 2% | 0% | 0% | 0% | 0% | 100% | 0% | 61% | 6% | 32% | 3% | 66% | 31% |
O-LTV %: 100.00 | 75,805,378 | 8% | 8.76 | 7.31 | 271 | 4 | 41.47 | 100.00 | 100.00 | 654 | 61% | 2.3 | 79,246 | 81% | 18% | 99% | 0% | 47% | 71% | 30% | 100% | 0% | 0% | 0% | 0% | 0% | 1% | 8% | 17% | 22% | 23% | 12% | 16% | 0% | 0% | 0% | 0% | 0% | 100% | 57% | 1% | 42% | 19% | 64% | 18% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Loan Amt: 1- 50,000 | 24,412,321 | 3% | 9.87 | 7.27 | 247 | 5 | 36.56 | 93.27 | 93.63 | 630 | 61% | 2.3 | 34,908 | 57% | 40% | 89% | 3% | 59% | 80% | 3% | 100% | 0% | 0% | 0% | 2% | 8% | 7% | 5% | 20% | 22% | 18% | 10% | 8% | 8% | 8% | 7% | 12% | 7% | 58% | 60% | 1% | 39% | 100% | 0% | 0% |
Loan Amt: 50,001 - 350,000 | 578,497,610 | 63% | 7.40 | 5.92 | 345 | 4 | 41.48 | 82.94 | 88.81 | 622 | 65% | 2.5 | 144,167 | 33% | 61% | 92% | 31% | 5% | 75% | 17% | 100% | 0% | 0% | 0% | 3% | 9% | 11% | 10% | 15% | 19% | 16% | 8% | 8% | 19% | 39% | 13% | 14% | 6% | 8% | 50% | 3% | 47% | 0% | 100% | 0% |
Loan Amt: 350,001 - 500,000 | 184,965,406 | 20% | 6.84 | 5.76 | 355 | 4 | 43.78 | 82.67 | 89.71 | 633 | 65% | 2.3 | 414,569 | 41% | 56% | 94% | 39% | 0% | 67% | 43% | 100% | 0% | 0% | 0% | 1% | 6% | 8% | 12% | 16% | 18% | 18% | 11% | 11% | 20% | 42% | 13% | 14% | 6% | 4% | 42% | 3% | 55% | 0% | 0% | 100% |
Loan Amt: 500,001 - 750,000 | 111,307,839 | 12% | 6.87 | 5.72 | 355 | 4 | 42.45 | 83.70 | 90.74 | 641 | 68% | 2.3 | 577,710 | 44% | 53% | 95% | 40% | 0% | 64% | 53% | 100% | 0% | 0% | 0% | 1% | 4% | 5% | 6% | 19% | 24% | 22% | 7% | 12% | 14% | 48% | 9% | 19% | 5% | 6% | 48% | 0% | 51% | 0% | 0% | 100% |
Loan Amt: 750,001 -1,000,000 | 12,583,244 | 1% | 6.43 | 5.73 | 355 | 5 | 35.77 | 77.11 | 85.85 | 638 | 79% | 2.4 | 840,007 | 59% | 41% | 100% | 67% | 0% | 28% | 60% | 100% | 0% | 0% | 0% | 0% | 0% | 7% | 7% | 25% | 29% | 20% | 6% | 6% | 34% | 59% | 0% | 6% | 0% | 0% | 80% | 0% | 20% | 0% | 0% | 100% |
Loan Amt: 1,000,001+ | 3,233,581 | 0% | 6.82 | 6.12 | 355 | 5 | 41.17 | 67.42 | 81.63 | 648 | 100% | 1.7 | 1,079,167 | 100% | 0% | 100% | 100% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 31% | 69% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Blended Access | 124,200 | 0% | 7.50 | 6.13 | 355 | 5 | 42.00 | 90.00 | 90.00 | 695 | 100% | 2.0 | 124,200 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% |
Full Documentation | 446,790,645 | 49% | 7.19 | 6.00 | 347 | 4 | 42.87 | 83.82 | 89.24 | 609 | 71% | 2.5 | 154,383 | 34% | 61% | 94% | 31% | 4% | 71% | 24% | 100% | 0% | 0% | 0% | 4% | 12% | 11% | 12% | 22% | 19% | 11% | 5% | 4% | 19% | 35% | 12% | 17% | 8% | 10% | 100% | 0% | 0% | 3% | 64% | 32% |
Limited Documentation | 22,114,359 | 2% | 7.71 | 6.05 | 354 | 5 | 40.16 | 85.87 | 86.51 | 590 | 66% | 2.4 | 176,055 | 11% | 81% | 87% | 5% | 0% | 84% | 14% | 100% | 0% | 0% | 0% | 6% | 23% | 15% | 15% | 13% | 14% | 11% | 2% | 2% | 13% | 20% | 23% | 27% | 15% | 2% | 0% | 100% | 0% | 2% | 73% | 25% |
No Documentation | 26,856,459 | 3% | 6.92 | 4.88 | 342 | 4 | 34.29 | 77.66 | 82.80 | 689 | 47% | 2.4 | 168,331 | 36% | 58% | 94% | 30% | 4% | 75% | 18% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 2% | 15% | 21% | 29% | 33% | 29% | 47% | 8% | 11% | 2% | 2% | 0% | 0% | 100% | 3% | 67% | 30% |
No Income Verification | 102,702,068 | 11% | 6.63 | 5.58 | 351 | 5 | 41.72 | 81.39 | 89.76 | 659 | 76% | 2.2 | 234,014 | 49% | 48% | 100% | 43% | 0% | 74% | 39% | 100% | 0% | 0% | 0% | 0% | 1% | 5% | 6% | 11% | 21% | 21% | 16% | 20% | 22% | 50% | 10% | 13% | 3% | 2% | 0% | 0% | 100% | 0% | 62% | 38% |
Stated Documentation | 316,412,268 | 35% | 7.59 | 5.89 | 342 | 4 | 40.57 | 82.95 | 89.95 | 639 | 56% | 2.3 | 180,664 | 41% | 55% | 89% | 37% | 7% | 70% | 28% | 100% | 0% | 0% | 0% | 1% | 5% | 9% | 8% | 10% | 20% | 26% | 10% | 11% | 17% | 45% | 13% | 12% | 4% | 9% | 0% | 0% | 100% | 3% | 61% | 37% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Interest Only | 325,147,683 | 36% | 6.59 | 5.53 | 355 | 4 | 42.87 | 82.34 | 94.15 | 652 | 72% | 2.3 | 290,607 | 59% | 39% | 95% | 63% | 0% | 63% | 46% | 100% | 0% | 0% | 0% | 0% | 1% | 1% | 6% | 18% | 23% | 26% | 13% | 13% | 13% | 63% | 6% | 9% | 5% | 5% | 44% | 1% | 55% | 0% | 48% | 52% |
Not Interest Only | 589,852,317 | 64% | 7.65 | 6.13 | 340 | 4 | 41.29 | 83.54 | 86.61 | 613 | 62% | 2.5 | 138,824 | 26% | 68% | 91% | 17% | 7% | 76% | 16% | 100% | 0% | 0% | 0% | 4% | 12% | 14% | 12% | 14% | 17% | 13% | 6% | 7% | 22% | 27% | 16% | 18% | 7% | 10% | 51% | 3% | 45% | 4% | 72% | 24% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
IO Term: 0 | 589,852,317 | 64% | 7.65 | 6.13 | 340 | 4 | 41.29 | 83.54 | 86.61 | 613 | 62% | 2.5 | 138,824 | 26% | 68% | 91% | 17% | 7% | 76% | 16% | 100% | 0% | 0% | 0% | 4% | 12% | 14% | 12% | 14% | 17% | 13% | 6% | 7% | 22% | 27% | 16% | 18% | 7% | 10% | 51% | 3% | 45% | 4% | 72% | 24% |
IO Term: 120 | 4,991,529 | 1% | 6.39 | 4.65 | 355 | 5 | 41.79 | 74.23 | 79.43 | 694 | 71% | 3.0 | 262,762 | 14% | 86% | 94% | 27% | 0% | 69% | 34% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 2% | 15% | 16% | 41% | 26% | 59% | 28% | 2% | 10% | 0% | 0% | 47% | 9% | 45% | 0% | 74% | 26% |
IO Term: 24 | 23,631,031 | 3% | 6.61 | 6.51 | 356 | 4 | 40.65 | 87.48 | 95.19 | 636 | 92% | 1.9 | 319,353 | 59% | 41% | 98% | 41% | 0% | 69% | 65% | 100% | 0% | 0% | 0% | 1% | 2% | 3% | 18% | 20% | 20% | 18% | 11% | 8% | 7% | 42% | 7% | 15% | 7% | 21% | 68% | 0% | 32% | 0% | 43% | 57% |
IO Term: 36 | 40,976,338 | 4% | 6.62 | 6.49 | 356 | 4 | 43.78 | 87.40 | 93.82 | 627 | 78% | 2.5 | 271,392 | 49% | 47% | 95% | 35% | 0% | 66% | 39% | 100% | 0% | 0% | 0% | 1% | 2% | 3% | 20% | 23% | 24% | 14% | 8% | 5% | 12% | 34% | 11% | 12% | 8% | 22% | 83% | 0% | 17% | 0% | 48% | 52% |
IO Term: 60 | 255,548,786 | 28% | 6.59 | 5.28 | 355 | 5 | 42.95 | 81.21 | 94.39 | 656 | 69% | 2.2 | 292,097 | 61% | 36% | 95% | 71% | 0% | 62% | 45% | 100% | 0% | 0% | 0% | 0% | 1% | 0% | 2% | 18% | 24% | 28% | 13% | 14% | 13% | 70% | 5% | 8% | 4% | 1% | 36% | 1% | 63% | 0% | 48% | 52% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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ARM | 756,796,326 | 83% | 7.26 | 5.88 | 352 | 4 | 42.24 | 83.64 | 90.71 | 622 | 67% | 2.3 | 187,221 | 41% | 55% | 92% | 38% | 2% | 70% | 27% | 100% | 0% | 0% | 0% | 3% | 9% | 10% | 10% | 15% | 19% | 17% | 8% | 8% | 15% | 44% | 12% | 16% | 6% | 7% | 47% | 2% | 50% | 2% | 62% | 36% |
FRM 1st Lien | 134,309,377 | 15% | 6.78 | 0.00 | 342 | 4 | 40.55 | 77.30 | 79.52 | 646 | 65% | 3.1 | 168,001 | 9% | 80% | 94% | 14% | 0% | 78% | 21% | 99% | 0% | 0% | 0% | 1% | 3% | 6% | 8% | 19% | 19% | 17% | 12% | 15% | 45% | 22% | 15% | 13% | 3% | 2% | 60% | 3% | 37% | 2% | 71% | 27% |
FRM 2nd Lien | 23,894,297 | 3% | 10.38 | 0.00 | 176 | 5 | 36.65 | 99.29 | 99.29 | 657 | 35% | 2.2 | 45,258 | 65% | 34% | 98% | 0% | 100% | 70% | 32% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 12% | 33% | 33% | 12% | 10% | 0% | 0% | 0% | 2% | 10% | 88% | 36% | 0% | 64% | 39% | 61% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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1/29 6 MO LIBOR | 240,536 | 0% | 6.00 | 6.00 | 353 | 7 | 43.00 | 95.00 | 95.00 | 668 | 100% | 1.0 | 242,250 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
2/13 6 MO LIBOR | 557,398 | 0% | 9.71 | 8.63 | 177 | 3 | 44.96 | 99.19 | 99.19 | 677 | 78% | 2.0 | 51,091 | 70% | 30% | 100% | 0% | 100% | 68% | 24% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 23% | 8% | 18% | 5% | 47% | 0% | 0% | 0% | 8% | 0% | 92% | 47% | 0% | 53% | 46% | 54% | 0% |
2/13 6 MO LIBOR Balloon | 16,265,657 | 2% | 9.62 | 8.39 | 177 | 3 | 41.49 | 99.32 | 99.32 | 667 | 85% | 1.9 | 63,398 | 85% | 12% | 99% | 0% | 100% | 60% | 42% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 19% | 21% | 20% | 17% | 23% | 0% | 1% | 1% | 1% | 10% | 88% | 48% | 0% | 52% | 29% | 71% | 0% |
2/28 6 MO LIBOR | 354,120,982 | 39% | 7.76 | 5.95 | 356 | 4 | 41.83 | 83.77 | 87.26 | 597 | 64% | 2.3 | 152,074 | 23% | 71% | 89% | 20% | 0% | 78% | 12% | 100% | 0% | 0% | 0% | 5% | 17% | 19% | 14% | 12% | 15% | 11% | 4% | 3% | 18% | 31% | 18% | 22% | 7% | 4% | 49% | 5% | 46% | 2% | 73% | 25% |
2/28 6 MO LIBOR 40/30 Balloon | 915,412 | 0% | 7.78 | 5.52 | 357 | 3 | 48.95 | 79.36 | 96.23 | 632 | 63% | 2.2 | 305,228 | 85% | 15% | 37% | 85% | 0% | 15% | 48% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 63% | 0% | 37% | 0% | 0% | 37% | 63% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 52% | 48% |
2/28 6 MO LIBOR IO | 242,916,321 | 27% | 6.62 | 5.39 | 356 | 4 | 42.72 | 81.85 | 94.56 | 654 | 71% | 2.1 | 295,912 | 61% | 37% | 95% | 68% | 0% | 64% | 48% | 100% | 0% | 0% | 0% | 0% | 1% | 1% | 4% | 17% | 24% | 28% | 13% | 13% | 12% | 67% | 5% | 9% | 4% | 3% | 37% | 1% | 62% | 0% | 48% | 52% |
3/27 6 MO LIBOR | 66,104,652 | 7% | 7.20 | 6.57 | 356 | 4 | 41.39 | 84.60 | 89.42 | 607 | 56% | 2.7 | 194,550 | 39% | 59% | 97% | 27% | 0% | 70% | 20% | 100% | 0% | 0% | 0% | 8% | 6% | 15% | 15% | 17% | 22% | 7% | 5% | 5% | 18% | 36% | 14% | 15% | 9% | 9% | 55% | 0% | 45% | 0% | 68% | 31% |
3/27 6 MO LIBOR 40/30 Balloon | 89,212 | 0% | 7.15 | 4.90 | 358 | 2 | 0.00 | 80.00 | 100.00 | 724 | 0% | 0.0 | 89,212 | 100% | 0% | 100% | 100% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
3/27 6 MO LIBOR IO | 66,273,894 | 7% | 6.54 | 6.06 | 356 | 4 | 43.71 | 84.95 | 94.23 | 640 | 74% | 2.7 | 275,023 | 57% | 39% | 96% | 49% | 0% | 62% | 38% | 100% | 0% | 0% | 0% | 1% | 1% | 2% | 13% | 22% | 21% | 18% | 12% | 10% | 12% | 50% | 8% | 10% | 6% | 14% | 67% | 0% | 33% | 0% | 47% | 53% |
5/25 6 MO LIBOR | 1,992,956 | 0% | 6.63 | 5.21 | 354 | 6 | 37.12 | 83.98 | 85.18 | 664 | 73% | 3.0 | 250,454 | 37% | 49% | 60% | 8% | 0% | 63% | 32% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 14% | 31% | 8% | 14% | 32% | 17% | 8% | 22% | 43% | 10% | 0% | 5% | 0% | 95% | 0% | 68% | 32% |
5/25 6 MO LIBOR IO | 5,618,564 | 1% | 6.39 | 5.13 | 355 | 5 | 42.68 | 78.04 | 90.28 | 679 | 90% | 2.7 | 280,979 | 61% | 33% | 95% | 73% | 0% | 49% | 49% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 8% | 16% | 33% | 10% | 32% | 17% | 83% | 0% | 0% | 0% | 0% | 54% | 0% | 46% | 0% | 57% | 43% |
6 MO LIBOR | 1,700,742 | 0% | 6.44 | 7.40 | 356 | 4 | 43.64 | 87.30 | 87.30 | 579 | 68% | 2.2 | 170,715 | 32% | 61% | 85% | 0% | 0% | 46% | 0% | 100% | 0% | 0% | 13% | 0% | 6% | 40% | 10% | 0% | 31% | 0% | 0% | 0% | 13% | 15% | 28% | 15% | 13% | 17% | 55% | 0% | 45% | 0% | 78% | 22% |
Balloon 15/30 | 21,813,296 | 2% | 10.28 | 0.00 | 175 | 5 | 36.57 | 98.99 | 98.99 | 657 | 37% | 2.2 | 46,155 | 64% | 34% | 97% | 0% | 99% | 68% | 34% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 14% | 33% | 32% | 12% | 9% | 1% | 0% | 1% | 2% | 10% | 86% | 37% | 0% | 63% | 38% | 62% | 0% |
Balloon 15/30 IO | 122,000 | 0% | 6.38 | 0.00 | 175 | 5 | 41.00 | 71.76 | 71.76 | 753 | 100% | 3.0 | 122,000 | 0% | 100% | 100% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 100% | 0% |
Fixed Rate | 125,426,065 | 14% | 6.89 | 0.00 | 338 | 4 | 40.47 | 77.56 | 79.39 | 644 | 62% | 3.1 | 153,898 | 9% | 80% | 93% | 12% | 2% | 79% | 19% | 99% | 0% | 0% | 0% | 1% | 3% | 6% | 8% | 19% | 20% | 16% | 11% | 15% | 44% | 22% | 14% | 13% | 3% | 4% | 59% | 2% | 38% | 3% | 73% | 24% |
Fixed Rate 40/30 Balloon | 625,411 | 0% | 5.72 | 0.00 | 358 | 2 | 38.80 | 70.13 | 76.48 | 676 | 68% | 3.0 | 208,633 | 54% | 46% | 100% | 32% | 0% | 86% | 54% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 14% | 54% | 32% | 0% | 68% | 32% | 0% | 0% | 0% | 0% | 46% | 0% | 54% | 0% | 100% | 0% |
Fixed Rate IO | 10,216,903 | 1% | 6.47 | 0.00 | 355 | 5 | 41.09 | 79.74 | 86.06 | 668 | 85% | 3.1 | 283,988 | 23% | 75% | 100% | 38% | 0% | 69% | 46% | 100% | 0% | 0% | 0% | 0% | 2% | 1% | 1% | 16% | 13% | 24% | 26% | 17% | 43% | 20% | 19% | 12% | 2% | 4% | 62% | 4% | 34% | 0% | 47% | 53% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Cash Out Refinance | 528,263,379 | 58% | 7.35 | 5.93 | 349 | 4 | 41.35 | 82.12 | 84.78 | 613 | 64% | 2.5 | 177,285 | 0% | 100% | 91% | 16% | 2% | 77% | 22% | 100% | 0% | 0% | 0% | 4% | 11% | 13% | 12% | 16% | 18% | 13% | 6% | 6% | 26% | 28% | 18% | 19% | 7% | 3% | 51% | 3% | 45% | 2% | 66% | 32% |
Purchase | 341,853,432 | 37% | 7.14 | 5.80 | 340 | 4 | 42.88 | 84.86 | 96.91 | 648 | 67% | 2.2 | 162,794 | 100% | 0% | 95% | 64% | 9% | 63% | 35% | 100% | 0% | 0% | 0% | 1% | 2% | 4% | 6% | 15% | 22% | 24% | 12% | 14% | 7% | 61% | 3% | 7% | 4% | 18% | 44% | 1% | 55% | 4% | 56% | 40% |
Rate/Term Refinance | 44,883,189 | 5% | 7.33 | 5.97 | 343 | 5 | 39.89 | 81.54 | 84.27 | 620 | 78% | 2.6 | 154,287 | 0% | 0% | 96% | 16% | 2% | 75% | 13% | 99% | 0% | 0% | 0% | 3% | 11% | 14% | 10% | 13% | 17% | 15% | 5% | 11% | 27% | 24% | 21% | 16% | 9% | 3% | 58% | 4% | 38% | 2% | 79% | 20% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Investor | 51,378,187 | 6% | 8.13 | 5.99 | 356 | 4 | 41.54 | 81.85 | 82.68 | 625 | 66% | 2.5 | 120,565 | 24% | 74% | 0% | 6% | 0% | 51% | 18% | 100% | 0% | 0% | 0% | 1% | 7% | 10% | 12% | 17% | 20% | 19% | 7% | 7% | 28% | 28% | 22% | 20% | 2% | 0% | 45% | 4% | 51% | 4% | 78% | 17% |
Primary | 848,325,104 | 93% | 7.21 | 5.87 | 345 | 4 | 41.85 | 83.20 | 89.80 | 627 | 66% | 2.4 | 174,353 | 38% | 57% | 100% | 36% | 5% | 73% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 9% | 15% | 20% | 17% | 9% | 9% | 18% | 41% | 11% | 14% | 6% | 9% | 49% | 2% | 48% | 3% | 63% | 35% |
Second Home | 15,296,708 | 2% | 8.09 | 6.07 | 348 | 4 | 42.69 | 82.90 | 83.11 | 620 | 56% | 2.2 | 194,100 | 38% | 60% | 0% | 1% | 4% | 52% | 13% | 100% | 0% | 0% | 0% | 3% | 7% | 12% | 15% | 22% | 12% | 9% | 10% | 10% | 22% | 23% | 21% | 24% | 8% | 3% | 31% | 6% | 63% | 3% | 52% | 45% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Current | 902,038,761 | 99% | 7.26 | 5.88 | 346 | 4 | 41.81 | 83.08 | 89.25 | 627 | 66% | 2.4 | 170,623 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 18% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
Delq: 30 Days | 9,631,645 | 1% | 7.69 | 6.11 | 347 | 6 | 44.41 | 85.65 | 92.86 | 603 | 78% | 2.4 | 153,435 | 52% | 43% | 94% | 37% | 3% | 64% | 26% | 99% | 0% | 0% | 0% | 2% | 15% | 20% | 11% | 10% | 23% | 12% | 5% | 1% | 6% | 42% | 15% | 20% | 10% | 8% | 48% | 4% | 48% | 3% | 71% | 26% |
Delq: 60 Days | 3,329,594 | 0% | 8.36 | 6.36 | 347 | 5 | 44.33 | 84.72 | 89.23 | 580 | 76% | 2.3 | 159,078 | 28% | 57% | 98% | 24% | 4% | 77% | 0% | 100% | 0% | 0% | 0% | 25% | 17% | 19% | 0% | 8% | 7% | 12% | 11% | 0% | 2% | 65% | 2% | 20% | 0% | 12% | 53% | 12% | 35% | 2% | 87% | 11% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Seasoning: 1 | 113,000 | 0% | 5.85 | 4.45 | 359 | 1 | 47.78 | 65.70 | 65.70 | 730 | 100% | 3.0 | 113,000 | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
Seasoning: 2 | 147,077,439 | 16% | 7.58 | 5.62 | 355 | 2 | 42.09 | 80.26 | 85.97 | 623 | 51% | 2.5 | 169,553 | 29% | 65% | 88% | 31% | 0% | 74% | 13% | 100% | 0% | 0% | 0% | 3% | 12% | 11% | 10% | 11% | 16% | 18% | 10% | 9% | 22% | 42% | 15% | 16% | 4% | 0% | 43% | 3% | 55% | 0% | 73% | 27% |
Seasoning: 3 | 98,177,316 | 11% | 7.83 | 6.27 | 324 | 3 | 41.28 | 85.75 | 89.25 | 631 | 62% | 2.3 | 129,883 | 33% | 61% | 89% | 19% | 17% | 71% | 22% | 100% | 0% | 0% | 0% | 3% | 7% | 9% | 11% | 18% | 17% | 14% | 10% | 11% | 15% | 26% | 15% | 19% | 6% | 19% | 50% | 3% | 47% | 6% | 69% | 24% |
Seasoning: 4 | 182,658,348 | 20% | 7.01 | 6.51 | 353 | 4 | 41.85 | 85.73 | 90.90 | 614 | 72% | 2.6 | 209,412 | 39% | 58% | 95% | 29% | 1% | 67% | 34% | 100% | 0% | 0% | 0% | 5% | 7% | 10% | 16% | 20% | 20% | 12% | 6% | 5% | 16% | 33% | 13% | 15% | 9% | 14% | 68% | 1% | 32% | 1% | 59% | 41% |
Seasoning: 5 | 295,302,998 | 32% | 6.99 | 5.59 | 347 | 5 | 42.56 | 82.01 | 90.50 | 637 | 72% | 2.3 | 187,599 | 47% | 49% | 96% | 46% | 3% | 73% | 33% | 100% | 0% | 0% | 0% | 1% | 6% | 7% | 6% | 16% | 22% | 21% | 10% | 11% | 19% | 49% | 9% | 12% | 5% | 5% | 40% | 2% | 58% | 2% | 57% | 40% |
Seasoning: 6+ | 191,670,899 | 21% | 7.44 | 5.70 | 340 | 6 | 40.84 | 83.19 | 88.45 | 624 | 63% | 2.4 | 147,489 | 29% | 63% | 92% | 29% | 6% | 72% | 23% | 99% | 0% | 0% | 0% | 3% | 10% | 12% | 8% | 14% | 20% | 18% | 8% | 9% | 21% | 37% | 12% | 16% | 6% | 8% | 48% | 5% | 47% | 5% | 67% | 29% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Condominium | 48,482,537 | 5% | 6.99 | 5.84 | 348 | 4 | 42.33 | 82.97 | 92.29 | 644 | 75% | 2.3 | 182,584 | 61% | 35% | 91% | 50% | 4% | 0% | 47% | 99% | 0% | 0% | 0% | 0% | 4% | 7% | 7% | 11% | 27% | 17% | 16% | 10% | 13% | 56% | 11% | 6% | 4% | 11% | 43% | 1% | 56% | 2% | 62% | 36% |
Planned Unit Development | 144,024,187 | 16% | 7.00 | 5.75 | 345 | 4 | 42.45 | 82.97 | 91.83 | 636 | 68% | 2.3 | 231,186 | 52% | 43% | 94% | 49% | 6% | 0% | 25% | 100% | 0% | 0% | 0% | 2% | 3% | 9% | 6% | 18% | 20% | 22% | 8% | 11% | 18% | 50% | 7% | 11% | 6% | 8% | 53% | 1% | 46% | 2% | 51% | 47% |
Single Family | 654,660,092 | 72% | 7.31 | 5.89 | 346 | 4 | 41.51 | 83.27 | 88.88 | 623 | 66% | 2.4 | 158,487 | 33% | 62% | 95% | 31% | 4% | 100% | 26% | 100% | 0% | 0% | 0% | 3% | 9% | 10% | 11% | 15% | 19% | 16% | 8% | 8% | 19% | 38% | 13% | 16% | 6% | 8% | 49% | 3% | 48% | 3% | 66% | 31% |
Two-to-Four Family | 67,833,185 | 7% | 7.72 | 6.15 | 341 | 4 | 43.48 | 82.04 | 85.70 | 630 | 49% | 2.5 | 193,216 | 33% | 64% | 70% | 21% | 6% | 0% | 24% | 100% | 0% | 0% | 0% | 2% | 10% | 6% | 11% | 15% | 15% | 20% | 10% | 10% | 29% | 27% | 15% | 15% | 5% | 8% | 45% | 2% | 53% | 2% | 61% | 37% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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1st Lien | 874,282,648 | 96% | 7.14 | 5.82 | 353 | 4 | 41.99 | 82.36 | 88.82 | 625 | 66% | 2.4 | 191,122 | 36% | 59% | 92% | 35% | 0% | 72% | 26% | 100% | 0% | 0% | 0% | 3% | 8% | 10% | 10% | 16% | 19% | 17% | 8% | 9% | 20% | 42% | 13% | 15% | 6% | 5% | 49% | 3% | 48% | 1% | 63% | 36% |
2nd Lien | 40,717,352 | 4% | 10.06 | 8.40 | 177 | 5 | 38.75 | 99.30 | 99.30 | 662 | 55% | 2.0 | 51,180 | 73% | 25% | 98% | 0% | 100% | 66% | 36% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 15% | 28% | 27% | 14% | 16% | 0% | 0% | 0% | 2% | 10% | 88% | 41% | 0% | 59% | 35% | 65% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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a. Silent 2nd | 309,249,331 | 34% | 6.61 | 5.36 | 355 | 4 | 42.72 | 79.73 | 97.98 | 650 | 69% | 2.3 | 219,134 | 71% | 27% | 99% | 100% | 0% | 65% | 37% | 100% | 0% | 0% | 0% | 1% | 2% | 2% | 4% | 15% | 26% | 27% | 12% | 11% | 10% | 87% | 2% | 2% | 0% | 0% | 45% | 0% | 55% | 0% | 58% | 42% |
b. Not Silent 2nd | 605,750,668 | 66% | 7.61 | 6.20 | 341 | 4 | 41.40 | 84.85 | 84.85 | 615 | 64% | 2.5 | 153,023 | 20% | 73% | 90% | 0% | 7% | 75% | 21% | 100% | 0% | 0% | 0% | 4% | 11% | 13% | 12% | 16% | 16% | 13% | 7% | 8% | 23% | 16% | 18% | 21% | 9% | 13% | 51% | 3% | 46% | 4% | 66% | 30% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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No Prepay Penalty | 313,587,414 | 34% | 7.50 | 5.77 | 343 | 4 | 41.63 | 82.48 | 87.99 | 629 | 0% | 0.0 | 173,415 | 36% | 61% | 92% | 30% | 6% | 70% | 9% | 100% | 0% | 0% | 0% | 2% | 8% | 10% | 8% | 14% | 20% | 19% | 8% | 10% | 22% | 38% | 12% | 14% | 4% | 9% | 41% | 2% | 56% | 3% | 64% | 33% |
Prepay Penalty: 1 Year | 31,318,715 | 3% | 7.05 | 6.03 | 346 | 5 | 41.17 | 81.95 | 91.48 | 651 | 100% | 1.0 | 268,136 | 63% | 34% | 93% | 52% | 5% | 65% | 45% | 100% | 0% | 0% | 1% | 1% | 3% | 5% | 5% | 10% | 24% | 20% | 17% | 15% | 21% | 53% | 3% | 8% | 6% | 9% | 30% | 0% | 70% | 1% | 40% | 59% |
Prepay Penalty: 2 Years | 307,121,911 | 34% | 7.20 | 5.88 | 344 | 4 | 42.19 | 84.12 | 91.91 | 623 | 100% | 2.0 | 171,317 | 46% | 50% | 93% | 42% | 6% | 69% | 37% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 11% | 16% | 20% | 18% | 8% | 7% | 13% | 47% | 11% | 14% | 5% | 10% | 50% | 3% | 47% | 3% | 60% | 37% |
Prepay Penalty: 3 Years | 253,924,409 | 28% | 7.12 | 6.01 | 350 | 4 | 41.80 | 82.79 | 87.51 | 625 | 100% | 3.0 | 158,530 | 26% | 66% | 93% | 26% | 1% | 77% | 32% | 100% | 0% | 0% | 0% | 3% | 9% | 9% | 10% | 17% | 18% | 15% | 9% | 9% | 22% | 32% | 15% | 17% | 9% | 5% | 58% | 2% | 39% | 2% | 68% | 30% |
Prepay Penalty: 5 Years | 9,047,551 | 1% | 6.85 | 7.75 | 352 | 4 | 41.27 | 84.31 | 87.58 | 618 | 100% | 5.0 | 178,023 | 19% | 74% | 92% | 20% | 0% | 68% | 41% | 100% | 0% | 0% | 0% | 5% | 6% | 10% | 6% | 24% | 23% | 18% | 4% | 4% | 23% | 29% | 18% | 16% | 6% | 8% | 78% | 0% | 22% | 1% | 70% | 29% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
1% UPB | 78,473,881 | 9% | 7.97 | 6.06 | 355 | 4 | 41.27 | 85.70 | 89.91 | 601 | 100% | 2.7 | 119,525 | 24% | 65% | 88% | 23% | 0% | 88% | 0% | 100% | 0% | 0% | 0% | 4% | 17% | 14% | 16% | 14% | 15% | 10% | 6% | 4% | 8% | 32% | 21% | 24% | 10% | 5% | 62% | 5% | 34% | 3% | 87% | 10% |
2 Mo Int | 704,023 | 0% | 7.06 | 5.07 | 358 | 2 | 35.13 | 79.36 | 83.78 | 677 | 100% | 2.5 | 176,225 | 22% | 78% | 34% | 22% | 0% | 41% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 28% | 0% | 0% | 12% | 0% | 59% | 37% | 50% | 0% | 12% | 0% | 0% | 12% | 0% | 88% | 0% | 100% | 0% |
2 Mo Int (UPB-20%OPB) | 4,755,617 | 1% | 7.23 | 6.09 | 347 | 4 | 41.60 | 81.52 | 86.27 | 624 | 100% | 3.0 | 183,453 | 24% | 76% | 97% | 24% | 0% | 94% | 0% | 100% | 0% | 0% | 0% | 2% | 13% | 20% | 0% | 12% | 21% | 14% | 3% | 14% | 17% | 30% | 37% | 16% | 0% | 0% | 20% | 9% | 71% | 0% | 65% | 35% |
2% UPB | 33,298,282 | 4% | 7.51 | 5.85 | 354 | 4 | 40.39 | 83.71 | 89.79 | 610 | 100% | 2.4 | 140,814 | 26% | 68% | 89% | 34% | 0% | 73% | 2% | 99% | 0% | 0% | 0% | 3% | 12% | 15% | 9% | 19% | 15% | 15% | 8% | 3% | 16% | 41% | 15% | 18% | 8% | 2% | 53% | 2% | 46% | 2% | 67% | 30% |
3 Mo Int | 2,344,589 | 0% | 6.71 | 5.11 | 356 | 4 | 47.04 | 78.59 | 90.33 | 608 | 100% | 2.8 | 293,788 | 32% | 68% | 100% | 70% | 0% | 94% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 30% | 40% | 30% | 0% | 0% | 0% | 25% | 75% | 0% | 0% | 0% | 0% | 85% | 0% | 15% | 0% | 49% | 51% |
3% / 1% | 331,879 | 0% | 6.24 | 5.76 | 355 | 5 | 40.03 | 80.31 | 84.94 | 715 | 100% | 2.0 | 111,200 | 23% | 77% | 100% | 23% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 23% | 0% | 0% | 0% | 77% | 44% | 56% | 0% | 0% | 0% | 0% | 23% | 0% | 77% | 0% | 100% | 0% |
3% / 1% / 1% | 2,177,513 | 0% | 7.16 | 6.14 | 355 | 5 | 41.39 | 88.64 | 95.27 | 628 | 100% | 3.0 | 218,180 | 24% | 68% | 100% | 33% | 0% | 76% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 5% | 57% | 25% | 0% | 13% | 0% | 6% | 27% | 19% | 5% | 31% | 11% | 33% | 0% | 67% | 0% | 73% | 27% |
3% / 2% | 7,555,348 | 1% | 7.23 | 5.86 | 354 | 5 | 42.20 | 86.13 | 89.55 | 623 | 100% | 2.0 | 148,651 | 25% | 73% | 100% | 17% | 1% | 74% | 0% | 100% | 0% | 0% | 0% | 0% | 14% | 8% | 10% | 13% | 24% | 13% | 10% | 7% | 10% | 26% | 18% | 30% | 10% | 6% | 14% | 6% | 80% | 2% | 70% | 28% |
3% / 2% / 1% | 5,534,909 | 1% | 7.74 | 6.28 | 349 | 4 | 38.02 | 86.45 | 89.96 | 635 | 100% | 3.0 | 108,899 | 25% | 71% | 98% | 18% | 2% | 91% | 0% | 100% | 0% | 0% | 0% | 0% | 8% | 9% | 6% | 24% | 19% | 18% | 7% | 9% | 8% | 24% | 17% | 29% | 19% | 3% | 23% | 10% | 67% | 6% | 70% | 24% |
3% UPB | 2,362,742 | 0% | 6.77 | 5.47 | 354 | 6 | 43.03 | 84.49 | 88.54 | 635 | 100% | 1.0 | 237,214 | 34% | 56% | 100% | 20% | 0% | 76% | 0% | 100% | 0% | 0% | 0% | 0% | 13% | 0% | 9% | 30% | 10% | 18% | 12% | 7% | 9% | 37% | 37% | 7% | 10% | 0% | 13% | 0% | 87% | 0% | 83% | 17% |
5% / 4% | 8,322,762 | 1% | 8.03 | 6.14 | 354 | 5 | 39.13 | 86.24 | 89.51 | 596 | 100% | 2.0 | 107,027 | 36% | 51% | 90% | 19% | 1% | 94% | 0% | 100% | 0% | 0% | 0% | 7% | 12% | 28% | 17% | 5% | 7% | 16% | 2% | 6% | 3% | 45% | 5% | 36% | 2% | 8% | 66% | 4% | 30% | 10% | 69% | 22% |
5% / 4% / 3% | 7,557,409 | 1% | 7.94 | 6.41 | 346 | 4 | 40.40 | 86.28 | 89.50 | 602 | 100% | 3.0 | 108,266 | 29% | 51% | 92% | 20% | 2% | 89% | 0% | 100% | 0% | 0% | 0% | 3% | 13% | 26% | 10% | 21% | 12% | 7% | 3% | 5% | 19% | 19% | 18% | 14% | 22% | 8% | 76% | 0% | 24% | 8% | 78% | 14% |
5% / 4% / 3% / 2% / 1% | 152,354 | 0% | 8.12 | 0.00 | 356 | 4 | 30.36 | 89.97 | 89.97 | 620 | 100% | 5.0 | 76,380 | 37% | 63% | 100% | 0% | 0% | 37% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 37% | 63% | 0% | 0% | 0% | 0% | 63% | 0% | 0% | 0% | 37% | 37% | 0% | 63% | 0% | 100% | 0% |
5% UPB | 4,958,002 | 1% | 7.53 | 6.69 | 350 | 6 | 37.45 | 84.45 | 86.55 | 605 | 100% | 2.3 | 134,548 | 18% | 72% | 94% | 14% | 0% | 78% | 0% | 98% | 0% | 0% | 0% | 11% | 6% | 19% | 20% | 8% | 2% | 26% | 4% | 4% | 23% | 21% | 16% | 16% | 13% | 11% | 54% | 2% | 44% | 3% | 88% | 10% |
6 Mo Int (UPB-20%OPB) | 442,883,276 | 48% | 6.94 | 5.91 | 344 | 5 | 42.36 | 82.86 | 90.08 | 632 | 100% | 2.4 | 190,886 | 43% | 53% | 94% | 40% | 5% | 68% | 48% | 100% | 0% | 0% | 0% | 3% | 6% | 7% | 9% | 16% | 21% | 19% | 10% | 10% | 20% | 43% | 10% | 13% | 6% | 9% | 52% | 2% | 46% | 2% | 57% | 41% |
None | 313,587,414 | 34% | 7.50 | 5.77 | 343 | 4 | 41.63 | 82.48 | 87.99 | 629 | 0% | 0.0 | 173,415 | 36% | 61% | 92% | 30% | 6% | 70% | 9% | 100% | 0% | 0% | 0% | 2% | 8% | 10% | 8% | 14% | 20% | 19% | 8% | 10% | 22% | 38% | 12% | 14% | 4% | 9% | 41% | 2% | 56% | 3% | 64% | 33% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
a. New England | 49,367,064 | 5% | 7.39 | 5.93 | 346 | 4 | 43.06 | 82.09 | 86.31 | 619 | 26% | 2.3 | 222,981 | 32% | 66% | 92% | 23% | 4% | 69% | 0% | 100% | 0% | 0% | 0% | 2% | 15% | 8% | 9% | 13% | 20% | 16% | 7% | 9% | 25% | 34% | 12% | 16% | 3% | 10% | 49% | 2% | 49% | 1% | 69% | 30% |
b. Mid Atlantic | 161,051,572 | 18% | 7.19 | 5.89 | 350 | 4 | 42.20 | 81.03 | 85.96 | 626 | 30% | 2.3 | 201,921 | 29% | 68% | 92% | 28% | 2% | 70% | 0% | 100% | 0% | 0% | 0% | 2% | 8% | 12% | 11% | 15% | 18% | 16% | 9% | 9% | 28% | 35% | 13% | 14% | 6% | 4% | 49% | 2% | 49% | 2% | 60% | 38% |
c. Southeast | 156,004,290 | 17% | 7.62 | 5.93 | 346 | 4 | 41.61 | 84.38 | 90.64 | 617 | 63% | 2.5 | 134,237 | 40% | 55% | 91% | 34% | 4% | 68% | 0% | 99% | 0% | 0% | 0% | 4% | 11% | 12% | 10% | 17% | 15% | 16% | 8% | 7% | 14% | 39% | 13% | 18% | 8% | 8% | 51% | 3% | 46% | 4% | 76% | 20% |
d. Midwest | 154,659,788 | 17% | 7.83 | 6.07 | 350 | 4 | 41.07 | 85.23 | 88.90 | 607 | 75% | 2.6 | 125,354 | 25% | 67% | 91% | 20% | 2% | 86% | 0% | 100% | 0% | 0% | 0% | 4% | 13% | 14% | 13% | 16% | 19% | 11% | 5% | 4% | 13% | 30% | 19% | 22% | 8% | 8% | 52% | 4% | 45% | 4% | 81% | 16% |
e. Southwest | 45,452,569 | 5% | 7.74 | 6.04 | 344 | 5 | 39.61 | 84.45 | 89.08 | 617 | 72% | 2.5 | 109,904 | 36% | 48% | 93% | 25% | 4% | 74% | 0% | 100% | 0% | 0% | 0% | 3% | 9% | 15% | 12% | 16% | 15% | 15% | 6% | 9% | 16% | 38% | 12% | 15% | 8% | 10% | 54% | 7% | 39% | 6% | 76% | 18% |
f. Mountain-Plains | 45,292,725 | 5% | 7.56 | 5.95 | 342 | 4 | 40.53 | 84.94 | 91.95 | 627 | 78% | 2.3 | 120,750 | 32% | 59% | 91% | 38% | 7% | 70% | 0% | 100% | 0% | 0% | 0% | 2% | 7% | 10% | 11% | 18% | 21% | 18% | 7% | 8% | 10% | 45% | 11% | 15% | 7% | 12% | 56% | 2% | 42% | 7% | 75% | 18% |
g. Western | 303,171,991 | 33% | 6.72 | 5.72 | 342 | 4 | 42.52 | 82.19 | 90.68 | 645 | 85% | 2.3 | 259,962 | 48% | 49% | 95% | 47% | 7% | 67% | 80% | 100% | 0% | 0% | 0% | 2% | 3% | 4% | 7% | 15% | 23% | 22% | 11% | 13% | 21% | 48% | 8% | 10% | 4% | 10% | 44% | 1% | 54% | 1% | 45% | 54% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
AK | 59,151 | 0% | 6.50 | 0.00 | 356 | 4 | 42.68 | 85.00 | 85.00 | 616 | 0% | 0.0 | 59,500 | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
AL | 4,093,408 | 0% | 8.53 | 6.34 | 346 | 5 | 38.72 | 87.99 | 91.87 | 589 | 82% | 2.8 | 69,601 | 17% | 76% | 90% | 22% | 2% | 95% | 0% | 100% | 0% | 0% | 0% | 13% | 19% | 16% | 11% | 12% | 9% | 8% | 9% | 3% | 1% | 30% | 12% | 31% | 16% | 9% | 84% | 0% | 16% | 5% | 95% | 0% |
AR | 4,774,641 | 1% | 8.29 | 6.09 | 350 | 4 | 41.64 | 87.18 | 92.20 | 605 | 91% | 2.5 | 88,620 | 44% | 52% | 97% | 27% | 4% | 83% | 0% | 100% | 0% | 0% | 0% | 0% | 20% | 18% | 9% | 18% | 18% | 9% | 4% | 5% | 3% | 29% | 20% | 19% | 20% | 8% | 49% | 20% | 30% | 8% | 76% | 16% |
AZ | 25,907,687 | 3% | 7.20 | 5.69 | 340 | 4 | 40.34 | 82.38 | 89.72 | 641 | 61% | 2.1 | 189,339 | 36% | 61% | 94% | 43% | 9% | 44% | 0% | 100% | 0% | 0% | 0% | 3% | 1% | 7% | 7% | 14% | 16% | 31% | 11% | 10% | 14% | 52% | 12% | 12% | 3% | 7% | 33% | 2% | 65% | 4% | 58% | 38% |
CA | 243,039,289 | 27% | 6.62 | 5.68 | 344 | 5 | 42.52 | 81.88 | 90.51 | 647 | 88% | 2.4 | 297,950 | 50% | 48% | 95% | 47% | 6% | 69% | 100% | 100% | 0% | 0% | 0% | 1% | 3% | 4% | 7% | 14% | 24% | 21% | 12% | 14% | 22% | 48% | 8% | 10% | 4% | 9% | 44% | 1% | 55% | 0% | 40% | 60% |
CO | 19,183,408 | 2% | 6.96 | 5.75 | 338 | 4 | 40.90 | 82.92 | 93.07 | 648 | 85% | 2.2 | 164,319 | 41% | 51% | 93% | 54% | 8% | 58% | 0% | 100% | 0% | 0% | 0% | 1% | 1% | 1% | 13% | 15% | 25% | 24% | 8% | 13% | 11% | 58% | 6% | 8% | 4% | 13% | 49% | 0% | 51% | 5% | 66% | 29% |
CT | 9,895,945 | 1% | 7.34 | 6.27 | 347 | 4 | 41.00 | 79.92 | 84.74 | 618 | 71% | 2.2 | 254,482 | 39% | 59% | 88% | 27% | 2% | 75% | 0% | 100% | 0% | 0% | 2% | 4% | 11% | 7% | 5% | 14% | 22% | 24% | 6% | 6% | 32% | 37% | 9% | 9% | 4% | 9% | 51% | 0% | 49% | 0% | 61% | 39% |
DC | 1,022,173 | 0% | 8.22 | 6.38 | 339 | 5 | 45.27 | 74.65 | 74.65 | 619 | 3% | 1.0 | 146,450 | 9% | 76% | 40% | 0% | 9% | 54% | 0% | 100% | 0% | 0% | 0% | 0% | 34% | 0% | 0% | 0% | 46% | 6% | 0% | 15% | 48% | 16% | 26% | 0% | 0% | 9% | 59% | 0% | 41% | 3% | 97% | 0% |
DE | 4,235,606 | 0% | 7.52 | 5.80 | 350 | 4 | 40.23 | 86.14 | 88.58 | 619 | 91% | 2.3 | 176,833 | 25% | 75% | 96% | 14% | 3% | 79% | 0% | 100% | 0% | 0% | 0% | 4% | 11% | 11% | 0% | 22% | 13% | 33% | 7% | 0% | 4% | 31% | 20% | 42% | 2% | 1% | 61% | 0% | 39% | 3% | 66% | 31% |
FL | 76,203,773 | 8% | 7.30 | 6.01 | 343 | 5 | 41.88 | 83.24 | 88.96 | 625 | 90% | 2.5 | 162,232 | 38% | 59% | 90% | 31% | 5% | 65% | 0% | 100% | 0% | 0% | 0% | 5% | 10% | 8% | 7% | 14% | 16% | 21% | 11% | 8% | 20% | 38% | 11% | 13% | 10% | 8% | 45% | 2% | 52% | 4% | 69% | 27% |
GA | 23,920,770 | 3% | 7.82 | 5.70 | 347 | 4 | 42.51 | 85.68 | 93.12 | 613 | 12% | 2.1 | 147,935 | 40% | 55% | 96% | 39% | 4% | 66% | 0% | 98% | 0% | 0% | 0% | 3% | 10% | 15% | 10% | 23% | 15% | 12% | 3% | 10% | 5% | 41% | 17% | 25% | 4% | 9% | 51% | 3% | 46% | 3% | 77% | 21% |
HI | 934,500 | 0% | 6.17 | 6.59 | 356 | 4 | 39.07 | 81.45 | 81.45 | 673 | 100% | 2.7 | 311,500 | 0% | 100% | 100% | 0% | 0% | 36% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 63% | 0% | 0% | 0% | 37% | 64% | 0% | 0% | 0% | 36% | 0% | 73% | 0% | 27% | 0% | 100% | 0% |
IA | 1,640,811 | 0% | 7.83 | 5.77 | 354 | 4 | 40.31 | 86.07 | 92.97 | 618 | 18% | 2.0 | 96,731 | 25% | 70% | 95% | 35% | 1% | 100% | 0% | 100% | 0% | 0% | 0% | 9% | 8% | 8% | 4% | 1% | 46% | 9% | 12% | 3% | 0% | 41% | 26% | 26% | 0% | 8% | 64% | 0% | 36% | 1% | 99% | 0% |
ID | 2,152,088 | 0% | 7.32 | 6.11 | 302 | 4 | 40.29 | 85.74 | 91.92 | 634 | 99% | 2.3 | 86,399 | 67% | 33% | 82% | 31% | 12% | 64% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 12% | 8% | 13% | 13% | 49% | 0% | 5% | 4% | 44% | 32% | 3% | 0% | 17% | 50% | 14% | 36% | 12% | 70% | 18% |
IL | 43,243,169 | 5% | 7.32 | 5.88 | 349 | 4 | 41.26 | 82.39 | 85.70 | 615 | 44% | 2.1 | 170,112 | 24% | 71% | 93% | 19% | 1% | 72% | 0% | 100% | 0% | 0% | 0% | 4% | 7% | 17% | 12% | 21% | 18% | 12% | 5% | 6% | 21% | 36% | 15% | 20% | 4% | 5% | 42% | 4% | 55% | 2% | 74% | 24% |
IN | 12,253,169 | 1% | 8.11 | 6.19 | 350 | 4 | 39.18 | 86.93 | 89.65 | 601 | 86% | 2.5 | 101,568 | 25% | 69% | 90% | 15% | 3% | 83% | 0% | 100% | 0% | 0% | 0% | 5% | 17% | 10% | 13% | 17% | 18% | 17% | 1% | 1% | 7% | 26% | 25% | 27% | 9% | 7% | 50% | 2% | 48% | 6% | 73% | 21% |
KS | 4,012,625 | 0% | 8.31 | 6.19 | 351 | 4 | 43.15 | 88.06 | 91.44 | 598 | 1% | 2.0 | 95,767 | 32% | 60% | 85% | 18% | 3% | 80% | 0% | 100% | 0% | 0% | 0% | 4% | 18% | 19% | 19% | 9% | 12% | 10% | 8% | 3% | 8% | 24% | 25% | 18% | 9% | 17% | 61% | 5% | 35% | 8% | 92% | 0% |
KY | 2,148,768 | 0% | 8.34 | 6.63 | 350 | 5 | 39.92 | 88.41 | 94.48 | 585 | 98% | 2.4 | 76,990 | 56% | 39% | 96% | 30% | 3% | 82% | 0% | 95% | 0% | 0% | 0% | 3% | 19% | 27% | 9% | 27% | 9% | 6% | 0% | 0% | 8% | 22% | 10% | 34% | 5% | 20% | 74% | 5% | 21% | 8% | 92% | 0% |
LA | 13,543,770 | 1% | 7.85 | 6.09 | 352 | 4 | 39.46 | 84.59 | 87.63 | 600 | 88% | 2.5 | 126,918 | 30% | 54% | 93% | 16% | 1% | 88% | 0% | 100% | 0% | 0% | 0% | 5% | 9% | 26% | 12% | 14% | 13% | 12% | 5% | 4% | 17% | 33% | 12% | 21% | 11% | 6% | 67% | 2% | 31% | 5% | 70% | 25% |
MA | 28,625,708 | 3% | 7.28 | 5.76 | 346 | 4 | 44.38 | 82.60 | 86.94 | 622 | 9% | 2.8 | 247,416 | 31% | 68% | 96% | 24% | 5% | 65% | 0% | 100% | 0% | 0% | 0% | 2% | 17% | 10% | 7% | 9% | 20% | 15% | 9% | 11% | 23% | 36% | 11% | 17% | 4% | 9% | 54% | 3% | 43% | 0% | 64% | 36% |
MD | 28,019,161 | 3% | 7.01 | 5.66 | 352 | 4 | 40.51 | 81.71 | 89.16 | 632 | 13% | 2.5 | 255,107 | 35% | 62% | 89% | 42% | 2% | 57% | 0% | 100% | 0% | 0% | 0% | 1% | 3% | 14% | 10% | 11% | 23% | 16% | 13% | 9% | 20% | 50% | 10% | 11% | 4% | 4% | 47% | 2% | 51% | 1% | 54% | 45% |
ME | 6,814,220 | 1% | 7.77 | 5.92 | 351 | 4 | 41.89 | 81.72 | 84.93 | 612 | 5% | 2.9 | 170,834 | 33% | 61% | 83% | 16% | 1% | 84% | 0% | 100% | 0% | 0% | 0% | 1% | 11% | 8% | 16% | 23% | 21% | 13% | 2% | 5% | 27% | 26% | 19% | 17% | 0% | 10% | 36% | 0% | 64% | 1% | 88% | 11% |
MI | 34,403,750 | 4% | 7.97 | 6.12 | 350 | 4 | 41.60 | 86.04 | 90.29 | 604 | 96% | 2.8 | 118,493 | 23% | 67% | 91% | 23% | 3% | 89% | 0% | 99% | 0% | 0% | 0% | 3% | 18% | 12% | 15% | 14% | 19% | 8% | 7% | 4% | 11% | 32% | 19% | 20% | 8% | 10% | 61% | 4% | 35% | 5% | 82% | 13% |
MN | 7,246,932 | 1% | 7.46 | 6.41 | 346 | 4 | 41.63 | 86.50 | 90.05 | 629 | 64% | 2.9 | 191,155 | 51% | 49% | 92% | 18% | 3% | 88% | 0% | 100% | 0% | 0% | 0% | 1% | 7% | 17% | 3% | 13% | 22% | 24% | 0% | 12% | 14% | 28% | 19% | 8% | 0% | 31% | 27% | 0% | 73% | 2% | 72% | 26% |
MO | 16,164,424 | 2% | 8.13 | 6.14 | 348 | 4 | 39.65 | 86.22 | 89.92 | 610 | 83% | 2.4 | 100,653 | 18% | 75% | 86% | 21% | 4% | 76% | 0% | 100% | 0% | 0% | 0% | 2% | 11% | 16% | 8% | 27% | 18% | 9% | 6% | 3% | 11% | 35% | 13% | 20% | 12% | 9% | 58% | 3% | 39% | 7% | 80% | 13% |
MS | 5,034,927 | 1% | 8.58 | 6.27 | 348 | 4 | 41.26 | 87.33 | 91.49 | 605 | 84% | 2.5 | 84,197 | 54% | 38% | 81% | 27% | 2% | 99% | 0% | 100% | 0% | 0% | 0% | 1% | 14% | 27% | 17% | 15% | 4% | 12% | 1% | 8% | 7% | 33% | 9% | 31% | 6% | 14% | 62% | 0% | 38% | 16% | 84% | 0% |
MT | 417,679 | 0% | 7.31 | 5.92 | 310 | 4 | 41.85 | 84.82 | 93.62 | 623 | 97% | 2.5 | 83,660 | 47% | 0% | 100% | 44% | 3% | 69% | 0% | 100% | 0% | 0% | 0% | 0% | 30% | 0% | 0% | 0% | 17% | 31% | 22% | 0% | 0% | 44% | 22% | 30% | 0% | 3% | 70% | 30% | 0% | 3% | 97% | 0% |
NC | 22,877,016 | 3% | 7.64 | 5.63 | 349 | 4 | 40.73 | 83.79 | 92.41 | 622 | 24% | 2.0 | 131,706 | 50% | 44% | 90% | 47% | 4% | 60% | 0% | 98% | 0% | 0% | 0% | 3% | 8% | 8% | 13% | 16% | 19% | 19% | 7% | 5% | 10% | 51% | 11% | 18% | 3% | 7% | 49% | 3% | 48% | 3% | 82% | 15% |
ND | 165,469 | 0% | 8.10 | 6.05 | 353 | 7 | 43.16 | 95.00 | 95.00 | 552 | 100% | 3.0 | 166,250 | 0% | 0% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
NE | 1,025,925 | 0% | 7.98 | 6.65 | 343 | 5 | 38.63 | 86.06 | 89.29 | 580 | 100% | 2.3 | 102,968 | 14% | 73% | 100% | 22% | 7% | 100% | 0% | 100% | 0% | 0% | 0% | 14% | 0% | 0% | 63% | 16% | 6% | 1% | 0% | 0% | 14% | 11% | 41% | 22% | 0% | 13% | 59% | 0% | 41% | 7% | 52% | 41% |
NH | 1,923,822 | 0% | 7.46 | 6.08 | 348 | 4 | 42.08 | 85.48 | 88.55 | 607 | 98% | 2.2 | 175,312 | 26% | 74% | 82% | 15% | 5% | 63% | 0% | 100% | 0% | 0% | 0% | 0% | 8% | 3% | 33% | 27% | 12% | 17% | 0% | 0% | 18% | 28% | 19% | 17% | 0% | 18% | 41% | 0% | 59% | 2% | 98% | 0% |
NJ | 27,203,416 | 3% | 7.37 | 6.12 | 352 | 5 | 42.95 | 82.79 | 85.91 | 618 | 0% | 0.0 | 255,118 | 22% | 74% | 94% | 17% | 2% | 69% | 0% | 99% | 0% | 0% | 0% | 1% | 9% | 10% | 17% | 16% | 20% | 20% | 3% | 4% | 25% | 30% | 16% | 15% | 10% | 4% | 50% | 3% | 48% | 0% | 61% | 39% |
NM | 2,789,444 | 0% | 8.11 | 6.10 | 337 | 4 | 38.90 | 88.31 | 94.70 | 612 | 0% | 0.0 | 107,594 | 49% | 46% | 100% | 38% | 11% | 93% | 0% | 100% | 0% | 0% | 0% | 9% | 3% | 8% | 0% | 26% | 41% | 11% | 2% | 0% | 0% | 42% | 12% | 18% | 0% | 29% | 58% | 8% | 35% | 12% | 75% | 13% |
NV | 10,914,265 | 1% | 7.13 | 5.95 | 339 | 4 | 41.96 | 82.89 | 91.66 | 631 | 76% | 2.2 | 195,123 | 52% | 48% | 94% | 48% | 9% | 50% | 0% | 100% | 0% | 0% | 0% | 5% | 4% | 2% | 10% | 30% | 14% | 17% | 8% | 10% | 26% | 44% | 7% | 10% | 4% | 10% | 50% | 0% | 50% | 3% | 59% | 37% |
NY | 54,631,932 | 6% | 6.89 | 5.96 | 346 | 5 | 43.41 | 77.85 | 81.35 | 632 | 5% | 1.3 | 226,703 | 24% | 74% | 93% | 20% | 1% | 78% | 0% | 100% | 0% | 0% | 0% | 2% | 7% | 9% | 11% | 16% | 20% | 11% | 10% | 14% | 42% | 25% | 13% | 11% | 5% | 4% | 51% | 1% | 48% | 1% | 59% | 40% |
OH | 47,868,972 | 5% | 8.13 | 6.09 | 351 | 4 | 40.60 | 86.38 | 90.45 | 603 | 94% | 2.8 | 106,626 | 25% | 64% | 88% | 22% | 2% | 93% | 0% | 100% | 0% | 0% | 0% | 4% | 15% | 14% | 14% | 16% | 17% | 11% | 6% | 3% | 7% | 29% | 21% | 25% | 12% | 6% | 57% | 4% | 39% | 4% | 90% | 6% |
OK | 6,223,637 | 1% | 8.30 | 6.41 | 349 | 5 | 36.85 | 87.03 | 91.01 | 601 | 92% | 2.4 | 89,267 | 17% | 77% | 92% | 25% | 2% | 90% | 0% | 100% | 0% | 0% | 0% | 2% | 14% | 24% | 11% | 19% | 6% | 20% | 2% | 2% | 18% | 19% | 18% | 24% | 10% | 12% | 63% | 11% | 25% | 11% | 77% | 12% |
OR | 5,865,369 | 1% | 7.17 | 5.93 | 314 | 5 | 44.47 | 85.76 | 93.44 | 646 | 89% | 2.3 | 112,995 | 37% | 56% | 100% | 40% | 23% | 87% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 8% | 0% | 21% | 37% | 15% | 5% | 14% | 14% | 46% | 8% | 8% | 3% | 20% | 53% | 0% | 47% | 11% | 72% | 17% |
PA | 20,219,839 | 2% | 8.05 | 6.13 | 351 | 4 | 39.26 | 85.50 | 88.01 | 597 | 90% | 2.5 | 103,996 | 19% | 74% | 89% | 16% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 3% | 15% | 21% | 12% | 20% | 12% | 9% | 2% | 6% | 21% | 21% | 14% | 24% | 14% | 6% | 60% | 5% | 35% | 6% | 79% | 15% |
RI | 1,139,531 | 0% | 8.15 | 6.81 | 301 | 5 | 40.76 | 83.75 | 89.59 | 665 | 83% | 1.9 | 114,320 | 39% | 61% | 100% | 29% | 30% | 26% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 21% | 0% | 0% | 33% | 11% | 35% | 21% | 29% | 0% | 20% | 6% | 24% | 0% | 0% | 100% | 8% | 92% | 0% |
SC | 12,482,169 | 1% | 8.07 | 5.92 | 352 | 4 | 40.81 | 84.44 | 90.34 | 603 | 16% | 2.9 | 121,425 | 35% | 58% | 93% | 31% | 2% | 78% | 0% | 100% | 0% | 0% | 0% | 3% | 14% | 19% | 10% | 21% | 13% | 7% | 11% | 4% | 15% | 33% | 21% | 21% | 5% | 4% | 49% | 4% | 47% | 3% | 85% | 12% |
SD | 316,786 | 0% | 7.39 | 6.60 | 344 | 6 | 39.86 | 97.94 | 97.94 | 648 | 100% | 2.8 | 79,550 | 59% | 41% | 100% | 0% | 6% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 47% | 19% | 0% | 0% | 35% | 0% | 0% | 0% | 0% | 41% | 59% | 65% | 0% | 35% | 6% | 94% | 0% |
TN | 9,243,459 | 1% | 8.05 | 6.14 | 346 | 5 | 42.29 | 87.64 | 92.19 | 601 | 99% | 2.5 | 85,852 | 41% | 49% | 86% | 25% | 3% | 74% | 0% | 100% | 0% | 0% | 0% | 0% | 21% | 17% | 15% | 15% | 10% | 10% | 8% | 3% | 2% | 38% | 14% | 23% | 12% | 11% | 74% | 5% | 22% | 6% | 82% | 11% |
TX | 18,121,077 | 2% | 7.27 | 5.80 | 337 | 5 | 40.25 | 82.14 | 87.82 | 640 | 60% | 2.5 | 115,179 | 44% | 34% | 91% | 30% | 5% | 53% | 0% | 100% | 0% | 0% | 0% | 2% | 5% | 5% | 15% | 15% | 16% | 16% | 9% | 18% | 22% | 51% | 8% | 6% | 3% | 10% | 43% | 4% | 53% | 5% | 80% | 15% |
UT | 4,711,672 | 1% | 7.49 | 6.03 | 330 | 5 | 40.05 | 86.33 | 94.88 | 625 | 91% | 2.1 | 109,842 | 42% | 45% | 100% | 44% | 14% | 88% | 0% | 100% | 0% | 0% | 0% | 4% | 4% | 11% | 13% | 6% | 20% | 33% | 6% | 3% | 7% | 44% | 11% | 25% | 1% | 14% | 68% | 0% | 29% | 13% | 75% | 12% |
VA | 24,269,582 | 3% | 6.95 | 5.62 | 349 | 4 | 43.30 | 80.90 | 90.90 | 643 | 78% | 2.3 | 236,075 | 52% | 47% | 96% | 54% | 3% | 52% | 0% | 99% | 0% | 0% | 0% | 3% | 3% | 10% | 7% | 12% | 13% | 26% | 14% | 12% | 20% | 59% | 9% | 7% | 2% | 3% | 35% | 0% | 65% | 1% | 49% | 50% |
VT | 967,837 | 0% | 7.51 | 6.45 | 355 | 5 | 38.08 | 82.92 | 85.16 | 578 | 16% | 2.0 | 161,967 | 11% | 89% | 100% | 11% | 0% | 89% | 0% | 100% | 0% | 0% | 0% | 0% | 47% | 0% | 8% | 17% | 28% | 0% | 0% | 0% | 33% | 11% | 35% | 20% | 0% | 0% | 40% | 35% | 25% | 0% | 100% | 0% |
WA | 14,299,642 | 2% | 7.01 | 6.11 | 339 | 4 | 46.25 | 84.49 | 93.94 | 626 | 91% | 2.1 | 185,907 | 56% | 41% | 94% | 50% | 9% | 81% | 0% | 100% | 0% | 0% | 0% | 7% | 2% | 4% | 6% | 18% | 29% | 28% | 3% | 2% | 14% | 52% | 5% | 7% | 6% | 17% | 68% | 2% | 30% | 4% | 70% | 25% |
WI | 6,494,806 | 1% | 8.22 | 6.19 | 354 | 4 | 43.98 | 85.59 | 86.98 | 598 | 31% | 2.5 | 130,185 | 16% | 82% | 95% | 9% | 1% | 91% | 0% | 100% | 0% | 0% | 0% | 3% | 25% | 19% | 12% | 1% | 25% | 5% | 5% | 5% | 21% | 11% | 29% | 25% | 13% | 2% | 52% | 8% | 40% | 3% | 78% | 19% |
WV | 1,449,863 | 0% | 8.92 | 5.73 | 354 | 4 | 40.46 | 84.44 | 87.27 | 597 | 0% | 0.0 | 120,971 | 7% | 93% | 96% | 21% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 3% | 37% | 17% | 5% | 0% | 7% | 8% | 22% | 0% | 0% | 56% | 7% | 36% | 0% | 1% | 40% | 0% | 60% | 1% | 99% | 0% |
WY | 802,918 | 0% | 7.13 | 5.34 | 347 | 4 | 38.72 | 84.10 | 90.67 | 628 | 95% | 2.7 | 101,006 | 24% | 52% | 91% | 40% | 5% | 91% | 0% | 100% | 0% | 0% | 0% | 0% | 7% | 24% | 0% | 11% | 33% | 0% | 0% | 24% | 7% | 40% | 33% | 15% | 0% | 5% | 67% | 0% | 33% | 5% | 95% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
a. DTI %:N/A | 26,530,134 | 3% | 6.92 | 4.88 | 342 | 4 | 0.00 | 77.77 | 82.92 | 689 | 47% | 2.4 | 170,545 | 37% | 58% | 94% | 30% | 4% | 75% | 18% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 2% | 15% | 21% | 29% | 33% | 28% | 48% | 8% | 11% | 2% | 2% | 0% | 0% | 100% | 3% | 67% | 30% |
b. DTI %:0.01-20 | 25,210,854 | 3% | 7.60 | 5.99 | 330 | 5 | 16.06 | 81.14 | 86.14 | 623 | 64% | 2.5 | 121,023 | 26% | 71% | 94% | 32% | 12% | 74% | 36% | 99% | 0% | 0% | 0% | 2% | 4% | 12% | 10% | 18% | 23% | 18% | 8% | 4% | 25% | 36% | 16% | 7% | 7% | 10% | 48% | 4% | 48% | 8% | 57% | 34% |
c. DTI %:20.01- 25.0 | 28,845,745 | 3% | 7.53 | 6.09 | 336 | 5 | 22.70 | 81.45 | 85.40 | 621 | 75% | 2.4 | 118,082 | 27% | 63% | 93% | 23% | 9% | 82% | 20% | 100% | 0% | 0% | 0% | 3% | 5% | 12% | 17% | 12% | 23% | 13% | 8% | 6% | 29% | 29% | 13% | 10% | 7% | 12% | 56% | 5% | 39% | 6% | 63% | 30% |
d. DTI %:25.01- 30.0 | 47,616,844 | 5% | 7.36 | 5.97 | 339 | 4 | 27.81 | 82.97 | 86.70 | 619 | 62% | 2.6 | 132,307 | 22% | 69% | 91% | 22% | 6% | 76% | 16% | 100% | 0% | 0% | 0% | 1% | 9% | 13% | 13% | 17% | 20% | 13% | 6% | 8% | 29% | 31% | 12% | 12% | 8% | 9% | 56% | 4% | 41% | 5% | 69% | 25% |
e. DTI %:30.01- 35.0 | 75,214,698 | 8% | 7.25 | 5.88 | 346 | 4 | 32.91 | 83.47 | 88.64 | 627 | 66% | 2.3 | 155,143 | 36% | 58% | 91% | 29% | 5% | 73% | 25% | 100% | 0% | 0% | 0% | 3% | 8% | 11% | 8% | 18% | 17% | 17% | 9% | 10% | 20% | 35% | 13% | 17% | 6% | 9% | 44% | 2% | 54% | 4% | 65% | 31% |
f. DTI %:35.01- 40.0 | 134,279,671 | 15% | 7.27 | 5.95 | 345 | 4 | 37.81 | 82.89 | 89.00 | 632 | 64% | 2.4 | 157,812 | 37% | 58% | 93% | 33% | 4% | 72% | 26% | 100% | 0% | 0% | 0% | 2% | 9% | 9% | 8% | 12% | 17% | 20% | 13% | 10% | 18% | 39% | 14% | 15% | 5% | 9% | 42% | 2% | 56% | 3% | 65% | 32% |
g. DTI %:40.01- 45.0 | 194,138,433 | 21% | 7.29 | 5.92 | 347 | 4 | 42.74 | 83.80 | 90.68 | 633 | 67% | 2.4 | 181,491 | 42% | 54% | 93% | 37% | 4% | 72% | 29% | 100% | 0% | 0% | 0% | 2% | 6% | 8% | 8% | 15% | 22% | 18% | 9% | 11% | 16% | 43% | 11% | 15% | 7% | 8% | 38% | 1% | 60% | 2% | 65% | 33% |
h. DTI %:45.01- 50.0 | 276,768,619 | 30% | 7.41 | 5.92 | 348 | 4 | 47.76 | 84.16 | 90.88 | 619 | 65% | 2.4 | 181,861 | 38% | 58% | 92% | 36% | 4% | 69% | 25% | 100% | 0% | 0% | 0% | 3% | 10% | 11% | 11% | 15% | 19% | 18% | 6% | 7% | 14% | 42% | 13% | 16% | 6% | 8% | 50% | 3% | 47% | 2% | 65% | 33% |
i. DTI %:50.01- 55.0 | 91,702,846 | 10% | 6.87 | 5.78 | 349 | 5 | 52.79 | 82.85 | 90.28 | 619 | 71% | 2.4 | 216,187 | 46% | 49% | 94% | 41% | 3% | 71% | 36% | 100% | 0% | 0% | 0% | 2% | 7% | 8% | 11% | 26% | 21% | 15% | 5% | 4% | 21% | 43% | 10% | 15% | 4% | 8% | 83% | 2% | 15% | 1% | 51% | 47% |
j. DTI %:55.01- 60.0 | 12,409,833 | 1% | 6.37 | 5.68 | 337 | 4 | 56.96 | 70.33 | 70.73 | 617 | 79% | 2.5 | 277,104 | 5% | 86% | 97% | 5% | 0% | 60% | 34% | 98% | 0% | 0% | 0% | 5% | 18% | 8% | 14% | 11% | 11% | 15% | 7% | 12% | 70% | 18% | 8% | 4% | 0% | 0% | 89% | 3% | 7% | 1% | 50% | 49% |
k. DTI %:60.01- and over | 2,282,323 | 0% | 6.47 | 6.21 | 356 | 4 | 78.37 | 87.92 | 89.14 | 655 | 61% | 3.2 | 381,033 | 69% | 31% | 61% | 6% | 0% | 47% | 39% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 16% | 0% | 15% | 30% | 16% | 23% | 31% | 6% | 0% | 24% | 0% | 38% | 94% | 0% | 6% | 0% | 21% | 79% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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ACCREDITED | 243,000 | 0% | 6.99 | 5.49 | 347 | 13 | 49.16 | 81.96 | 81.96 | 638 | 100% | 2.0 | 243,000 | 0% | 100% | 100% | 0% | 0% | 100% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
COUNTRYWIDE | 155,291,093 | 17% | 6.87 | 6.63 | 356 | 4 | 41.69 | 85.78 | 91.44 | 614 | 75% | 2.6 | 228,820 | 43% | 53% | 96% | 32% | 0% | 67% | 38% | 100% | 0% | 0% | 0% | 5% | 5% | 10% | 17% | 20% | 21% | 11% | 6% | 4% | 15% | 36% | 12% | 13% | 8% | 15% | 70% | 0% | 30% | 0% | 57% | 43% |
DECISION ONE | 105,308 | 0% | 6.99 | 6.74 | 349 | 11 | 30.58 | 85.00 | 0.00 | 561 | 100% | 2.0 | 106,250 | 100% | 0% | 100% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
FIRST FRANKLIN | 164,132,511 | 18% | 6.54 | 5.52 | 352 | 5 | 43.33 | 81.28 | 91.94 | 653 | 80% | 2.2 | 271,334 | 62% | 36% | 100% | 58% | 0% | 66% | 46% | 100% | 0% | 0% | 0% | 0% | 1% | 3% | 4% | 19% | 25% | 23% | 11% | 15% | 20% | 57% | 7% | 9% | 3% | 4% | 30% | 1% | 69% | 0% | 48% | 52% |
MERITAGE | 19,657,538 | 2% | 9.85 | 8.40 | 178 | 3 | 41.35 | 99.07 | 99.10 | 665 | 84% | 2.0 | 55,636 | 85% | 13% | 97% | 0% | 99% | 62% | 38% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 20% | 21% | 19% | 17% | 22% | 0% | 1% | 0% | 1% | 9% | 88% | 52% | 0% | 48% | 33% | 67% | 0% |
NOVASTAR | 575,092,990 | 63% | 7.50 | 5.68 | 347 | 4 | 41.47 | 82.38 | 87.63 | 622 | 58% | 2.5 | 154,208 | 27% | 67% | 90% | 29% | 4% | 75% | 18% | 100% | 0% | 0% | 0% | 3% | 11% | 12% | 10% | 13% | 17% | 18% | 8% | 8% | 20% | 37% | 14% | 17% | 6% | 5% | 48% | 4% | 48% | 3% | 69% | 28% |
WMC | 477,560 | 0% | 7.46 | 7.25 | 348 | 12 | 40.78 | 76.10 | 76.10 | 606 | 47% | 2.0 | 241,250 | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 47% | 0% | 0% | 0% | 0% | 0% | 0% | 53% | 0% | 47% | 53% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Soundview 2005-4 Marketing Pool FreddieMac Conforming Pool | | | | | | | | | | | | | | | | | | | | | | FICO | COMBINED LTV | DOC TYPE | LOAN AMOUNT |
Category | Ending Balance | Pct | WAC | WA Margin | WAM | WA Age | WA DTI | WA Combined LTV | WA Total LTV (includes Silent 2nd) | WA FICO | with Prepay Penalty | WA Prepay Term | Avg Loan Amt | Purchase | Cashout Refi | Owner Occupied | Silent 2nd | 2nd Lien | Single Family | California | 1st of Mth Pay | with MI | 0 | 400-499 | 500-524 | 525-549 | 550-574 | 575-599 | 600-624 | 625-649 | 650-674 | 675-699 | 700+ | < 80.00 | 80.00-84.99 | 85.00-89.99 | 90.00-94.99 | 95.00-99.99 | 100.00+ | Full | Limited | Stated/No Doc | <= 50K | 51-350K | 351K+ |
FICO: 500-524 | 19,006,529 | 4% | 8.86 | 6.71 | 356 | 4 | 42.66 | 81.32 | 82.00 | 518 | 76% | 2.5 | 131,390 | 5% | 87% | 95% | 4% | 0% | 79% | 10% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 26% | 40% | 15% | 19% | 1% | 0% | 77% | 4% | 18% | 3% | 97% | 0% |
FICO: 525-549 | 55,699,067 | 12% | 8.83 | 6.47 | 355 | 4 | 42.05 | 84.19 | 84.70 | 537 | 67% | 2.5 | 118,789 | 7% | 85% | 92% | 5% | 0% | 83% | 6% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 19% | 19% | 27% | 30% | 5% | 0% | 70% | 8% | 21% | 3% | 91% | 5% |
FICO: 550-574 | 60,976,268 | 13% | 8.22 | 6.24 | 355 | 4 | 40.97 | 85.15 | 85.75 | 561 | 67% | 2.5 | 119,428 | 8% | 83% | 90% | 5% | 0% | 82% | 6% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 19% | 14% | 26% | 31% | 9% | 1% | 61% | 4% | 34% | 3% | 96% | 1% |
FICO: 575-599 | 54,610,580 | 12% | 7.46 | 6.10 | 354 | 4 | 41.01 | 83.04 | 85.75 | 587 | 70% | 2.4 | 143,373 | 12% | 81% | 88% | 15% | 0% | 79% | 12% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 24% | 25% | 20% | 19% | 10% | 2% | 62% | 4% | 34% | 2% | 93% | 5% |
FICO: 600-624 | 71,881,858 | 15% | 7.18 | 5.91 | 352 | 4 | 42.13 | 83.59 | 87.94 | 611 | 68% | 2.5 | 140,794 | 17% | 77% | 87% | 23% | 0% | 74% | 14% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 19% | 33% | 15% | 17% | 11% | 6% | 66% | 3% | 31% | 3% | 91% | 7% |
FICO: 625-649 | 82,190,732 | 18% | 7.10 | 5.65 | 342 | 5 | 41.62 | 82.40 | 88.95 | 637 | 64% | 2.5 | 129,213 | 19% | 74% | 88% | 35% | 4% | 76% | 16% | 99% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 19% | 43% | 12% | 11% | 7% | 8% | 48% | 2% | 51% | 4% | 94% | 1% |
FICO: 650-674 | 60,472,742 | 13% | 6.96 | 5.43 | 342 | 4 | 41.16 | 80.88 | 87.55 | 660 | 64% | 2.5 | 134,782 | 21% | 72% | 83% | 36% | 5% | 66% | 18% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 23% | 41% | 13% | 11% | 4% | 8% | 32% | 4% | 64% | 4% | 92% | 4% |
FICO: 675-699 | 33,552,651 | 7% | 6.60 | 5.25 | 342 | 4 | 40.72 | 78.28 | 84.38 | 686 | 63% | 2.6 | 132,982 | 20% | 75% | 93% | 32% | 5% | 69% | 17% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 34% | 37% | 8% | 10% | 3% | 8% | 37% | 0% | 63% | 5% | 92% | 3% |
FICO: 700+ | 28,814,963 | 6% | 6.32 | 5.20 | 340 | 4 | 39.30 | 76.15 | 81.06 | 734 | 62% | 2.6 | 155,485 | 23% | 65% | 89% | 26% | 3% | 72% | 25% | 99% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 43% | 36% | 6% | 7% | 0% | 8% | 32% | 1% | 67% | 3% | 92% | 5% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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O-LTV %: 0.01- 79.99 | 106,759,201 | 23% | 6.74 | 5.60 | 345 | 4 | 40.77 | 68.38 | 69.49 | 624 | 58% | 2.6 | 163,155 | 3% | 89% | 86% | 7% | 0% | 71% | 24% | 99% | 0% | 0% | 0% | 5% | 10% | 11% | 12% | 13% | 14% | 13% | 11% | 11% | 100% | 0% | 0% | 0% | 0% | 0% | 49% | 2% | 50% | 2% | 93% | 5% |
O-LTV %: 80.00 | 126,514,621 | 27% | 7.10 | 5.54 | 355 | 4 | 42.11 | 80.00 | 93.18 | 628 | 67% | 2.4 | 139,468 | 29% | 67% | 89% | 69% | 0% | 72% | 13% | 100% | 0% | 0% | 0% | 5% | 6% | 5% | 8% | 15% | 26% | 18% | 9% | 7% | 0% | 100% | 0% | 0% | 0% | 0% | 49% | 2% | 49% | 1% | 96% | 2% |
O-LTV %: 80.01- 84.99 | 20,700,392 | 4% | 7.21 | 5.97 | 353 | 4 | 42.43 | 83.20 | 83.35 | 604 | 65% | 2.5 | 148,362 | 0% | 87% | 91% | 1% | 0% | 78% | 11% | 100% | 0% | 0% | 0% | 8% | 13% | 11% | 15% | 21% | 12% | 7% | 6% | 7% | 0% | 100% | 0% | 0% | 0% | 0% | 61% | 5% | 33% | 2% | 96% | 2% |
O-LTV %: 85.00- 89.99 | 77,279,077 | 17% | 7.85 | 6.15 | 353 | 4 | 40.65 | 86.08 | 86.31 | 594 | 69% | 2.6 | 141,409 | 5% | 85% | 84% | 2% | 0% | 79% | 10% | 100% | 0% | 0% | 0% | 4% | 20% | 20% | 14% | 14% | 13% | 10% | 3% | 2% | 0% | 0% | 100% | 0% | 0% | 0% | 50% | 5% | 46% | 2% | 94% | 4% |
O-LTV %: 90.00- 94.99 | 81,986,769 | 18% | 8.15 | 6.28 | 355 | 4 | 41.90 | 90.41 | 90.65 | 590 | 71% | 2.5 | 121,579 | 11% | 80% | 89% | 4% | 0% | 83% | 9% | 100% | 0% | 0% | 0% | 4% | 20% | 23% | 12% | 14% | 11% | 8% | 4% | 3% | 0% | 0% | 0% | 100% | 0% | 0% | 63% | 6% | 31% | 3% | 93% | 4% |
O-LTV %: 95.00- 99.99 | 30,972,939 | 7% | 8.12 | 6.34 | 350 | 5 | 40.83 | 95.17 | 95.19 | 603 | 80% | 2.6 | 124,736 | 9% | 79% | 97% | 0% | 2% | 80% | 7% | 100% | 0% | 0% | 0% | 1% | 9% | 18% | 18% | 25% | 18% | 8% | 4% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 72% | 5% | 23% | 4% | 91% | 5% |
O-LTV %: 100.00 | 22,992,390 | 5% | 8.74 | 6.91 | 290 | 5 | 40.75 | 100.00 | 100.00 | 646 | 53% | 2.3 | 62,495 | 60% | 38% | 99% | 0% | 36% | 72% | 6% | 100% | 0% | 0% | 0% | 0% | 0% | 3% | 6% | 18% | 30% | 20% | 12% | 10% | 0% | 0% | 0% | 0% | 0% | 100% | 63% | 2% | 35% | 28% | 70% | 2% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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Loan Amt: 1- 50,000 | 15,693,806 | 3% | 9.48 | 6.40 | 277 | 5 | 35.17 | 90.03 | 90.54 | 622 | 59% | 2.5 | 36,823 | 43% | 54% | 83% | 4% | 41% | 80% | 3% | 100% | 0% | 0% | 0% | 3% | 12% | 10% | 7% | 12% | 23% | 17% | 10% | 6% | 13% | 12% | 10% | 16% | 7% | 41% | 61% | 2% | 37% | 100% | 0% | 0% |
Loan Amt: 50,001 - 350,000 | 434,033,115 | 93% | 7.41 | 5.92 | 351 | 4 | 41.48 | 82.04 | 86.12 | 613 | 67% | 2.5 | 141,456 | 14% | 78% | 89% | 22% | 1% | 78% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 14% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 33% | 17% | 17% | 7% | 4% | 54% | 4% | 42% | 0% | 100% | 0% |
Loan Amt: 350,001 - 500,000 | 15,795,751 | 3% | 7.22 | 5.88 | 356 | 4 | 45.10 | 81.44 | 83.82 | 613 | 61% | 2.5 | 395,883 | 10% | 85% | 82% | 15% | 0% | 16% | 41% | 100% | 0% | 0% | 0% | 0% | 19% | 4% | 18% | 24% | 7% | 15% | 7% | 5% | 36% | 18% | 18% | 19% | 7% | 2% | 47% | 0% | 53% | 0% | 0% | 100% |
Loan Amt: 500,001 - 750,000 | 1,682,718 | 0% | 7.71 | 5.89 | 354 | 6 | 39.39 | 87.76 | 93.46 | 651 | 100% | 2.3 | 561,583 | 38% | 62% | 62% | 38% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 62% | 0% | 0% | 0% | 38% | 0% | 38% | 0% | 31% | 31% | 0% | 31% | 0% | 69% | 0% | 0% | 100% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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Blended Access | 124,200 | 0% | 7.50 | 6.13 | 355 | 5 | 42.00 | 90.00 | 90.00 | 695 | 100% | 2.0 | 124,200 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% |
Full Documentation | 253,115,599 | 54% | 7.43 | 6.02 | 350 | 4 | 42.54 | 83.23 | 87.05 | 599 | 69% | 2.5 | 122,616 | 16% | 76% | 91% | 21% | 2% | 77% | 11% | 100% | 0% | 0% | 0% | 6% | 15% | 15% | 13% | 19% | 16% | 8% | 5% | 4% | 21% | 29% | 15% | 20% | 9% | 6% | 100% | 0% | 0% | 4% | 93% | 3% |
Limited Documentation | 15,968,144 | 3% | 7.94 | 6.14 | 354 | 5 | 39.68 | 85.27 | 85.75 | 586 | 68% | 2.4 | 146,975 | 8% | 81% | 82% | 3% | 0% | 88% | 9% | 100% | 0% | 0% | 0% | 5% | 29% | 16% | 12% | 12% | 8% | 14% | 0% | 2% | 12% | 22% | 23% | 30% | 10% | 3% | 0% | 100% | 0% | 2% | 98% | 0% |
No Documentation | 12,168,440 | 3% | 6.68 | 4.84 | 337 | 5 | 34.29 | 72.54 | 75.11 | 681 | 60% | 2.6 | 132,689 | 5% | 83% | 91% | 16% | 2% | 76% | 14% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 3% | 22% | 25% | 20% | 30% | 45% | 37% | 8% | 9% | 0% | 1% | 0% | 0% | 100% | 4% | 96% | 0% |
No Income Verification | 43,828,987 | 9% | 6.89 | 5.77 | 348 | 5 | 41.00 | 81.31 | 84.01 | 642 | 77% | 2.4 | 161,811 | 15% | 78% | 100% | 13% | 0% | 80% | 19% | 100% | 0% | 0% | 0% | 0% | 2% | 10% | 10% | 13% | 26% | 13% | 10% | 15% | 32% | 28% | 16% | 16% | 5% | 3% | 0% | 0% | 100% | 0% | 96% | 3% |
Stated Documentation | 142,000,019 | 30% | 7.76 | 5.88 | 348 | 4 | 39.66 | 81.48 | 86.41 | 626 | 58% | 2.5 | 141,792 | 14% | 80% | 82% | 27% | 4% | 70% | 17% | 100% | 0% | 0% | 0% | 2% | 8% | 12% | 10% | 11% | 19% | 21% | 10% | 6% | 24% | 37% | 19% | 12% | 3% | 5% | 0% | 0% | 100% | 4% | 91% | 6% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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Interest Only | 95,560,432 | 20% | 6.75 | 5.58 | 355 | 4 | 43.08 | 82.39 | 91.84 | 645 | 74% | 2.4 | 192,689 | 26% | 68% | 89% | 50% | 0% | 65% | 28% | 100% | 0% | 0% | 0% | 0% | 1% | 1% | 8% | 19% | 26% | 21% | 12% | 10% | 15% | 54% | 10% | 11% | 6% | 4% | 51% | 1% | 48% | 0% | 95% | 5% |
Not Interest Only | 371,644,958 | 80% | 7.67 | 6.05 | 347 | 4 | 40.96 | 82.29 | 84.77 | 605 | 64% | 2.5 | 122,204 | 12% | 80% | 89% | 14% | 2% | 78% | 10% | 100% | 0% | 0% | 0% | 5% | 15% | 16% | 13% | 14% | 15% | 11% | 6% | 5% | 25% | 26% | 18% | 19% | 7% | 5% | 55% | 4% | 41% | 4% | 92% | 3% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
IO Term: 0 | 371,644,958 | 80% | 7.67 | 6.05 | 347 | 4 | 40.96 | 82.29 | 84.77 | 605 | 64% | 2.5 | 122,204 | 12% | 80% | 89% | 14% | 2% | 78% | 10% | 100% | 0% | 0% | 0% | 5% | 15% | 16% | 13% | 14% | 15% | 11% | 6% | 5% | 25% | 26% | 18% | 19% | 7% | 5% | 55% | 4% | 41% | 4% | 92% | 3% |
IO Term: 120 | 3,442,081 | 1% | 6.37 | 4.65 | 356 | 4 | 43.62 | 71.90 | 75.71 | 698 | 82% | 3.0 | 229,502 | 0% | 100% | 91% | 19% | 0% | 69% | 42% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 3% | 2% | 11% | 59% | 24% | 74% | 20% | 3% | 2% | 0% | 0% | 54% | 0% | 46% | 0% | 100% | 0% |
IO Term: 24 | 6,458,189 | 1% | 6.31 | 6.10 | 356 | 4 | 43.03 | 86.89 | 93.88 | 606 | 97% | 2.1 | 208,345 | 36% | 64% | 94% | 38% | 0% | 72% | 50% | 100% | 0% | 0% | 0% | 3% | 0% | 9% | 32% | 24% | 24% | 5% | 3% | 0% | 3% | 42% | 20% | 13% | 6% | 15% | 93% | 0% | 7% | 0% | 100% | 0% |
IO Term: 36 | 14,714,129 | 3% | 6.71 | 6.44 | 356 | 4 | 45.34 | 86.64 | 93.29 | 621 | 72% | 2.6 | 193,623 | 28% | 65% | 92% | 33% | 0% | 69% | 20% | 100% | 0% | 0% | 0% | 1% | 2% | 3% | 26% | 25% | 20% | 13% | 7% | 2% | 11% | 39% | 15% | 11% | 10% | 15% | 91% | 0% | 9% | 0% | 95% | 5% |
IO Term: 60 | 70,946,032 | 15% | 6.81 | 5.35 | 355 | 5 | 42.57 | 81.61 | 92.13 | 651 | 72% | 2.4 | 189,724 | 26% | 67% | 87% | 56% | 0% | 63% | 27% | 100% | 0% | 0% | 0% | 0% | 1% | 0% | 3% | 18% | 28% | 25% | 12% | 12% | 14% | 60% | 8% | 12% | 5% | 1% | 39% | 2% | 59% | 0% | 94% | 5% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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ARM | 368,254,076 | 79% | 7.55 | 5.93 | 355 | 4 | 41.88 | 83.50 | 88.01 | 605 | 68% | 2.4 | 138,881 | 17% | 76% | 87% | 24% | 0% | 75% | 13% | 100% | 0% | 0% | 0% | 5% | 14% | 15% | 13% | 15% | 16% | 12% | 6% | 5% | 17% | 35% | 17% | 19% | 7% | 4% | 53% | 4% | 43% | 2% | 94% | 4% |
FRM 1st Lien | 90,788,311 | 19% | 6.90 | 0.00 | 339 | 4 | 39.96 | 75.93 | 77.77 | 641 | 61% | 2.8 | 140,088 | 3% | 86% | 93% | 11% | 0% | 80% | 15% | 99% | 0% | 0% | 0% | 1% | 4% | 6% | 9% | 19% | 21% | 15% | 13% | 13% | 48% | 21% | 15% | 11% | 3% | 1% | 59% | 2% | 38% | 2% | 95% | 3% |
FRM 2nd Lien | 8,163,003 | 2% | 10.60 | 0.00 | 175 | 5 | 34.77 | 99.45 | 99.45 | 659 | 32% | 2.2 | 34,292 | 33% | 65% | 97% | 0% | 100% | 71% | 12% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 3% | 43% | 32% | 16% | 6% | 0% | 0% | 0% | 2% | 9% | 90% | 40% | 0% | 60% | 69% | 31% | 0% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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1/29 6 MO LIBOR | 240,536 | 0% | 6.00 | 6.00 | 353 | 7 | 43.00 | 95.00 | 95.00 | 668 | 100% | 1.0 | 242,250 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
2/13 6 MO LIBOR | 63,917 | 0% | 7.64 | 6.64 | 177 | 3 | 36.31 | 100.00 | 100.00 | 717 | 100% | 2.0 | 32,300 | 58% | 42% | 100% | 0% | 100% | 42% | 42% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 42% | 58% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 0% |
2/13 6 MO LIBOR Balloon | 1,014,305 | 0% | 8.35 | 7.23 | 177 | 3 | 40.01 | 99.31 | 99.31 | 696 | 96% | 2.0 | 40,658 | 94% | 6% | 100% | 0% | 100% | 66% | 21% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 7% | 33% | 20% | 40% | 0% | 0% | 0% | 6% | 4% | 90% | 65% | 0% | 35% | 66% | 34% | 0% |
2/28 6 MO LIBOR | 238,632,886 | 51% | 7.91 | 5.99 | 356 | 4 | 41.44 | 83.66 | 86.26 | 591 | 67% | 2.4 | 124,870 | 12% | 80% | 86% | 15% | 0% | 79% | 7% | 100% | 0% | 0% | 0% | 6% | 20% | 20% | 14% | 12% | 12% | 9% | 4% | 3% | 18% | 27% | 21% | 23% | 8% | 3% | 53% | 5% | 41% | 3% | 93% | 4% |
2/28 6 MO LIBOR 40/30 Balloon | 575,200 | 0% | 8.32 | 5.86 | 357 | 3 | 49.20 | 80.00 | 95.27 | 618 | 100% | 2.2 | 287,600 | 76% | 24% | 0% | 76% | 0% | 24% | 76% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 24% | 76% |
2/28 6 MO LIBOR IO | 65,993,438 | 14% | 6.81 | 5.44 | 356 | 4 | 42.56 | 82.40 | 92.48 | 644 | 73% | 2.2 | 192,988 | 25% | 70% | 87% | 53% | 0% | 64% | 27% | 100% | 0% | 0% | 0% | 0% | 1% | 1% | 6% | 20% | 29% | 24% | 11% | 7% | 10% | 59% | 10% | 13% | 5% | 2% | 45% | 1% | 54% | 0% | 95% | 5% |
3/27 6 MO LIBOR | 34,498,210 | 7% | 7.17 | 6.44 | 356 | 4 | 41.72 | 83.83 | 87.97 | 598 | 61% | 2.7 | 152,524 | 24% | 71% | 97% | 23% | 0% | 75% | 15% | 100% | 0% | 0% | 0% | 11% | 9% | 15% | 17% | 16% | 16% | 8% | 4% | 4% | 23% | 31% | 14% | 14% | 7% | 11% | 61% | 0% | 39% | 1% | 97% | 2% |
3/27 6 MO LIBOR IO | 23,333,718 | 5% | 6.65 | 6.02 | 356 | 4 | 44.12 | 84.24 | 93.08 | 639 | 72% | 2.8 | 191,285 | 33% | 59% | 93% | 45% | 0% | 65% | 26% | 100% | 0% | 0% | 0% | 1% | 1% | 2% | 18% | 21% | 20% | 15% | 9% | 14% | 16% | 46% | 11% | 9% | 8% | 10% | 69% | 1% | 31% | 0% | 94% | 6% |
5/25 6 MO LIBOR | 1,349,740 | 0% | 6.93 | 5.31 | 355 | 5 | 40.01 | 81.11 | 82.88 | 644 | 61% | 3.0 | 193,714 | 7% | 72% | 88% | 12% | 0% | 93% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 21% | 46% | 12% | 21% | 0% | 25% | 12% | 33% | 16% | 14% | 0% | 7% | 0% | 93% | 0% | 100% | 0% |
5/25 6 MO LIBOR IO | 2,043,894 | 0% | 6.35 | 5.13 | 355 | 5 | 48.89 | 77.98 | 84.58 | 694 | 100% | 2.8 | 204,490 | 19% | 65% | 85% | 41% | 0% | 64% | 38% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 15% | 20% | 23% | 42% | 32% | 68% | 0% | 0% | 0% | 0% | 27% | 0% | 73% | 0% | 100% | 0% |
6 MO LIBOR | 508,231 | 0% | 6.16 | 6.39 | 356 | 4 | 45.72 | 89.39 | 89.39 | 605 | 100% | 2.3 | 170,083 | 34% | 66% | 100% | 0% | 0% | 66% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 18% | 34% | 0% | 49% | 0% | 0% | 0% | 0% | 49% | 0% | 0% | 18% | 34% | 100% | 0% | 0% | 0% | 100% | 0% |
Balloon 15/30 | 7,606,435 | 2% | 10.44 | 0.00 | 175 | 5 | 34.66 | 98.72 | 98.72 | 658 | 36% | 2.3 | 35,653 | 32% | 65% | 98% | 0% | 97% | 70% | 13% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 5% | 43% | 31% | 15% | 6% | 1% | 0% | 2% | 2% | 8% | 87% | 40% | 0% | 60% | 66% | 34% | 0% |
Balloon 15/30 IO | 122,000 | 0% | 6.38 | 0.00 | 175 | 5 | 41.00 | 71.76 | 71.76 | 753 | 100% | 3.0 | 122,000 | 0% | 100% | 100% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 100% | 0% |
Fixed Rate | 86,869,231 | 19% | 6.96 | 0.00 | 337 | 4 | 39.79 | 76.24 | 77.93 | 639 | 59% | 2.8 | 133,876 | 3% | 85% | 93% | 10% | 1% | 80% | 14% | 99% | 0% | 0% | 0% | 1% | 4% | 6% | 9% | 20% | 21% | 15% | 11% | 12% | 47% | 21% | 15% | 11% | 3% | 2% | 59% | 2% | 39% | 3% | 94% | 3% |
Fixed Rate 40/30 Balloon | 286,267 | 0% | 5.56 | 0.00 | 358 | 2 | 42.78 | 70.29 | 84.15 | 679 | 31% | 3.0 | 143,200 | 0% | 100% | 100% | 69% | 0% | 69% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 31% | 0% | 69% | 0% | 31% | 69% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
Fixed Rate IO | 4,067,381 | 1% | 6.53 | 0.00 | 356 | 4 | 42.83 | 74.22 | 78.44 | 675 | 83% | 2.9 | 193,706 | 3% | 94% | 100% | 22% | 0% | 75% | 37% | 100% | 0% | 0% | 0% | 0% | 5% | 2% | 4% | 7% | 7% | 12% | 42% | 20% | 68% | 14% | 9% | 6% | 4% | 0% | 64% | 0% | 36% | 0% | 100% | 0% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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Cash Out Refinance | 362,271,732 | 78% | 7.47 | 5.92 | 350 | 4 | 41.21 | 81.63 | 84.33 | 609 | 65% | 2.5 | 143,154 | 0% | 100% | 89% | 15% | 1% | 77% | 15% | 100% | 0% | 0% | 0% | 5% | 13% | 14% | 12% | 15% | 17% | 12% | 7% | 5% | 26% | 28% | 18% | 18% | 7% | 2% | 53% | 4% | 44% | 2% | 94% | 4% |
Purchase | 69,425,857 | 15% | 7.55 | 5.97 | 346 | 4 | 42.87 | 85.93 | 96.67 | 633 | 70% | 2.4 | 92,762 | 100% | 0% | 83% | 57% | 5% | 68% | 9% | 100% | 0% | 0% | 0% | 1% | 5% | 7% | 9% | 18% | 22% | 18% | 10% | 10% | 5% | 53% | 5% | 13% | 4% | 20% | 58% | 2% | 40% | 10% | 87% | 3% |
Rate/Term Refinance | 35,507,801 | 8% | 7.45 | 5.99 | 346 | 5 | 40.17 | 82.16 | 85.01 | 615 | 77% | 2.7 | 137,086 | 0% | 0% | 95% | 17% | 1% | 80% | 11% | 99% | 0% | 0% | 0% | 4% | 13% | 15% | 11% | 13% | 17% | 13% | 5% | 9% | 23% | 23% | 21% | 21% | 10% | 2% | 61% | 5% | 34% | 2% | 96% | 2% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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Investor | 44,856,953 | 10% | 8.26 | 5.95 | 356 | 4 | 41.83 | 81.29 | 82.24 | 622 | 65% | 2.5 | 109,883 | 22% | 75% | 0% | 7% | 0% | 52% | 11% | 100% | 0% | 0% | 0% | 1% | 9% | 11% | 12% | 16% | 20% | 21% | 5% | 6% | 29% | 31% | 24% | 15% | 1% | 0% | 44% | 4% | 51% | 5% | 87% | 8% |
Primary | 414,479,424 | 89% | 7.38 | 5.93 | 348 | 4 | 41.33 | 82.41 | 86.71 | 612 | 66% | 2.5 | 134,840 | 14% | 78% | 100% | 23% | 2% | 78% | 14% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 17% | 12% | 7% | 6% | 22% | 32% | 16% | 18% | 7% | 6% | 56% | 3% | 41% | 3% | 93% | 3% |
Second Home | 7,869,012 | 2% | 8.23 | 6.06 | 352 | 4 | 41.66 | 82.76 | 83.16 | 606 | 63% | 2.3 | 140,789 | 31% | 65% | 0% | 1% | 2% | 64% | 2% | 100% | 0% | 0% | 0% | 6% | 9% | 17% | 11% | 23% | 13% | 10% | 4% | 6% | 24% | 20% | 23% | 25% | 6% | 2% | 34% | 12% | 54% | 4% | 96% | 0% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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Current | 459,424,050 | 98% | 7.47 | 5.92 | 349 | 4 | 41.32 | 82.25 | 86.17 | 614 | 66% | 2.5 | 132,051 | 15% | 78% | 89% | 21% | 2% | 75% | 14% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 31% | 17% | 17% | 7% | 5% | 54% | 3% | 43% | 3% | 93% | 4% |
Delq: 30 Days | 5,423,084 | 1% | 7.78 | 6.11 | 352 | 5 | 45.19 | 86.09 | 89.73 | 583 | 87% | 2.4 | 126,666 | 27% | 64% | 90% | 20% | 0% | 86% | 5% | 100% | 0% | 0% | 0% | 2% | 23% | 27% | 12% | 18% | 7% | 11% | 0% | 0% | 10% | 24% | 21% | 28% | 15% | 2% | 59% | 7% | 34% | 3% | 97% | 0% |
Delq: 60 Days | 2,358,255 | 1% | 8.64 | 6.72 | 353 | 5 | 44.49 | 85.62 | 87.83 | 559 | 80% | 2.3 | 147,827 | 14% | 81% | 98% | 12% | 1% | 78% | 0% | 100% | 0% | 0% | 0% | 36% | 24% | 12% | 0% | 12% | 10% | 7% | 0% | 0% | 2% | 55% | 2% | 28% | 0% | 12% | 65% | 17% | 18% | 3% | 97% | 0% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Seasoning: 1 | 113,000 | 0% | 5.85 | 4.45 | 359 | 1 | 47.78 | 65.70 | 65.70 | 730 | 100% | 3.0 | 113,000 | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
Seasoning: 2 | 86,068,927 | 18% | 7.86 | 5.87 | 353 | 2 | 41.35 | 79.58 | 82.76 | 608 | 61% | 2.6 | 132,315 | 9% | 85% | 80% | 18% | 0% | 77% | 7% | 100% | 0% | 0% | 0% | 4% | 16% | 15% | 12% | 11% | 14% | 13% | 9% | 5% | 28% | 32% | 20% | 16% | 4% | 0% | 56% | 3% | 40% | 1% | 98% | 2% |
Seasoning: 3 | 55,604,093 | 12% | 7.59 | 5.92 | 348 | 3 | 41.37 | 82.86 | 85.64 | 617 | 61% | 2.5 | 133,222 | 13% | 81% | 84% | 15% | 3% | 74% | 13% | 100% | 0% | 0% | 0% | 5% | 10% | 12% | 10% | 21% | 15% | 11% | 8% | 8% | 20% | 26% | 21% | 23% | 5% | 5% | 58% | 3% | 39% | 3% | 92% | 5% |
Seasoning: 4 | 76,726,695 | 16% | 7.08 | 6.32 | 354 | 4 | 42.71 | 84.73 | 89.36 | 600 | 68% | 2.4 | 156,000 | 22% | 73% | 94% | 25% | 0% | 71% | 20% | 100% | 0% | 0% | 0% | 7% | 10% | 12% | 20% | 20% | 15% | 9% | 5% | 2% | 18% | 32% | 16% | 14% | 9% | 10% | 73% | 1% | 26% | 1% | 93% | 5% |
Seasoning: 5 | 133,704,130 | 29% | 7.35 | 5.81 | 347 | 5 | 41.65 | 82.24 | 86.95 | 622 | 71% | 2.5 | 127,538 | 18% | 73% | 92% | 25% | 3% | 79% | 13% | 100% | 0% | 0% | 0% | 2% | 10% | 12% | 10% | 15% | 22% | 14% | 8% | 8% | 22% | 35% | 15% | 17% | 7% | 5% | 42% | 3% | 55% | 4% | 93% | 3% |
Seasoning: 6+ | 114,988,544 | 25% | 7.56 | 5.83 | 344 | 6 | 40.19 | 82.56 | 86.16 | 613 | 66% | 2.5 | 123,820 | 11% | 78% | 90% | 20% | 3% | 75% | 15% | 99% | 0% | 0% | 0% | 4% | 14% | 14% | 9% | 13% | 18% | 15% | 6% | 7% | 25% | 29% | 14% | 19% | 8% | 5% | 53% | 6% | 41% | 6% | 89% | 5% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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Condominium | 20,755,537 | 4% | 7.26 | 5.94 | 349 | 4 | 42.65 | 82.59 | 89.53 | 636 | 67% | 2.5 | 133,340 | 29% | 64% | 89% | 37% | 3% | 0% | 27% | 99% | 0% | 0% | 0% | 0% | 8% | 8% | 10% | 14% | 20% | 18% | 11% | 11% | 20% | 43% | 15% | 7% | 5% | 10% | 50% | 1% | 49% | 4% | 93% | 3% |
Planned Unit Development | 46,984,237 | 10% | 7.14 | 5.81 | 348 | 5 | 43.10 | 82.73 | 88.95 | 623 | 66% | 2.3 | 171,242 | 20% | 71% | 91% | 33% | 4% | 0% | 9% | 100% | 0% | 0% | 0% | 5% | 4% | 12% | 8% | 16% | 22% | 17% | 10% | 5% | 20% | 46% | 9% | 11% | 8% | 7% | 55% | 2% | 43% | 3% | 94% | 4% |
Single Family | 353,286,255 | 76% | 7.50 | 5.94 | 349 | 4 | 40.87 | 82.58 | 86.27 | 610 | 68% | 2.5 | 123,723 | 13% | 79% | 92% | 20% | 2% | 100% | 12% | 100% | 0% | 0% | 0% | 4% | 13% | 14% | 12% | 15% | 18% | 11% | 7% | 6% | 21% | 30% | 17% | 19% | 7% | 5% | 55% | 4% | 41% | 4% | 96% | 1% |
Two-to-Four Family | 46,179,360 | 10% | 7.74 | 5.97 | 351 | 4 | 43.04 | 79.64 | 81.56 | 619 | 52% | 2.4 | 183,018 | 14% | 82% | 62% | 12% | 1% | 0% | 20% | 100% | 0% | 0% | 0% | 3% | 12% | 8% | 13% | 18% | 12% | 19% | 8% | 7% | 39% | 22% | 19% | 15% | 4% | 2% | 47% | 2% | 51% | 2% | 70% | 27% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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1st Lien | 457,964,165 | 98% | 7.42 | 5.93 | 352 | 4 | 41.51 | 81.96 | 85.95 | 612 | 67% | 2.5 | 139,934 | 14% | 78% | 89% | 22% | 0% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 16% | 17% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 3% | 54% | 3% | 42% | 2% | 94% | 4% |
2nd Lien | 9,241,225 | 2% | 10.33 | 7.19 | 175 | 5 | 35.37 | 99.44 | 99.44 | 664 | 40% | 2.1 | 34,875 | 40% | 58% | 98% | 0% | 100% | 70% | 13% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 3% | 38% | 32% | 17% | 10% | 0% | 0% | 0% | 2% | 8% | 90% | 43% | 0% | 57% | 69% | 31% | 0% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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a. Silent 2nd | 99,780,827 | 21% | 6.86 | 5.42 | 355 | 4 | 42.52 | 80.08 | 98.39 | 640 | 72% | 2.4 | 141,013 | 40% | 54% | 97% | 100% | 0% | 71% | 15% | 100% | 0% | 0% | 0% | 1% | 3% | 3% | 8% | 17% | 29% | 22% | 11% | 8% | 7% | 88% | 2% | 3% | 0% | 0% | 54% | 1% | 46% | 1% | 96% | 3% |
b. Not Silent 2nd | 367,424,563 | 79% | 7.65 | 6.09 | 347 | 4 | 41.08 | 82.91 | 82.91 | 606 | 65% | 2.5 | 129,821 | 8% | 84% | 87% | 0% | 3% | 77% | 13% | 100% | 0% | 0% | 0% | 5% | 14% | 16% | 13% | 15% | 15% | 11% | 6% | 6% | 27% | 16% | 21% | 21% | 8% | 6% | 54% | 4% | 41% | 4% | 92% | 4% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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No Prepay Penalty | 157,698,706 | 34% | 7.61 | 5.86 | 346 | 4 | 40.95 | 81.14 | 84.36 | 617 | 0% | 0.0 | 139,371 | 13% | 81% | 88% | 18% | 4% | 71% | 3% | 99% | 0% | 0% | 0% | 3% | 12% | 13% | 11% | 15% | 19% | 14% | 8% | 7% | 28% | 31% | 15% | 15% | 4% | 7% | 49% | 3% | 47% | 4% | 92% | 4% |
Prepay Penalty: 1 Year | 7,062,130 | 2% | 7.31 | 5.89 | 343 | 5 | 42.98 | 83.41 | 86.43 | 629 | 100% | 1.0 | 191,689 | 20% | 73% | 87% | 19% | 3% | 66% | 26% | 100% | 0% | 0% | 0% | 6% | 6% | 8% | 12% | 6% | 25% | 20% | 11% | 6% | 30% | 25% | 8% | 19% | 7% | 12% | 46% | 0% | 54% | 0% | 95% | 5% |
Prepay Penalty: 2 Years | 141,678,693 | 30% | 7.45 | 5.88 | 352 | 4 | 41.70 | 83.93 | 89.10 | 606 | 100% | 2.0 | 130,894 | 20% | 74% | 88% | 28% | 2% | 74% | 16% | 100% | 0% | 0% | 0% | 5% | 13% | 14% | 14% | 15% | 17% | 13% | 5% | 4% | 14% | 38% | 16% | 20% | 7% | 5% | 55% | 5% | 40% | 4% | 93% | 3% |
Prepay Penalty: 3 Years | 160,765,860 | 34% | 7.38 | 6.06 | 349 | 4 | 41.46 | 81.98 | 85.49 | 615 | 100% | 3.0 | 124,896 | 12% | 77% | 90% | 19% | 0% | 81% | 21% | 100% | 0% | 0% | 0% | 4% | 12% | 12% | 11% | 17% | 17% | 12% | 8% | 7% | 25% | 26% | 19% | 18% | 9% | 3% | 58% | 3% | 39% | 3% | 94% | 4% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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1% UPB | 61,749,534 | 13% | 8.05 | 6.08 | 355 | 4 | 40.74 | 85.57 | 89.25 | 595 | 100% | 2.8 | 107,625 | 13% | 74% | 86% | 20% | 0% | 92% | 0% | 100% | 0% | 0% | 0% | 4% | 19% | 16% | 15% | 15% | 15% | 9% | 5% | 2% | 10% | 28% | 23% | 27% | 10% | 2% | 65% | 5% | 30% | 3% | 97% | 0% |
2 Mo Int | 704,023 | 0% | 7.06 | 5.07 | 358 | 2 | 35.13 | 79.36 | 83.78 | 677 | 100% | 2.5 | 176,225 | 22% | 78% | 34% | 22% | 0% | 41% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 28% | 0% | 0% | 12% | 0% | 59% | 37% | 50% | 0% | 12% | 0% | 0% | 12% | 0% | 88% | 0% | 100% | 0% |
2 Mo Int (UPB-20%OPB) | 2,914,469 | 1% | 6.84 | 5.86 | 342 | 5 | 41.95 | 79.20 | 83.13 | 635 | 100% | 3.0 | 139,373 | 20% | 80% | 95% | 20% | 0% | 90% | 0% | 100% | 0% | 0% | 0% | 3% | 21% | 4% | 0% | 20% | 14% | 11% | 5% | 24% | 27% | 30% | 31% | 12% | 0% | 0% | 32% | 0% | 68% | 0% | 100% | 0% |
2% UPB | 21,236,585 | 5% | 7.75 | 5.81 | 355 | 4 | 40.27 | 83.67 | 88.55 | 606 | 100% | 2.4 | 109,696 | 14% | 79% | 83% | 26% | 0% | 79% | 2% | 99% | 0% | 0% | 0% | 5% | 16% | 12% | 10% | 17% | 15% | 12% | 8% | 5% | 15% | 42% | 14% | 18% | 9% | 2% | 61% | 2% | 36% | 3% | 94% | 4% |
3 Mo Int | 1,227,689 | 0% | 6.82 | 4.45 | 356 | 4 | 47.56 | 76.40 | 89.84 | 604 | 100% | 2.7 | 246,080 | 40% | 60% | 100% | 81% | 0% | 88% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 35% | 46% | 19% | 0% | 0% | 0% | 48% | 52% | 0% | 0% | 0% | 0% | 71% | 0% | 29% | 0% | 71% | 29% |
3% / 1% | 331,879 | 0% | 6.24 | 5.76 | 355 | 5 | 40.03 | 80.31 | 84.94 | 715 | 100% | 2.0 | 111,200 | 23% | 77% | 100% | 23% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 23% | 0% | 0% | 0% | 77% | 44% | 56% | 0% | 0% | 0% | 0% | 23% | 0% | 77% | 0% | 100% | 0% |
3% / 1% / 1% | 1,327,513 | 0% | 7.22 | 6.38 | 355 | 5 | 43.08 | 91.16 | 93.25 | 635 | 100% | 3.0 | 166,475 | 20% | 68% | 100% | 10% | 0% | 80% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 9% | 50% | 20% | 0% | 21% | 0% | 10% | 0% | 31% | 9% | 31% | 19% | 10% | 0% | 90% | 0% | 100% | 0% |
3% / 2% | 5,657,200 | 1% | 7.18 | 5.88 | 355 | 5 | 40.82 | 86.33 | 88.33 | 620 | 100% | 2.0 | 132,055 | 18% | 80% | 100% | 10% | 0% | 78% | 0% | 100% | 0% | 0% | 0% | 0% | 12% | 11% | 13% | 17% | 18% | 14% | 7% | 7% | 14% | 22% | 17% | 26% | 13% | 8% | 17% | 1% | 82% | 2% | 85% | 13% |
3% / 2% / 1% | 3,799,527 | 1% | 7.82 | 6.27 | 349 | 4 | 38.19 | 85.49 | 89.53 | 616 | 100% | 2.9 | 90,818 | 16% | 77% | 97% | 20% | 1% | 96% | 0% | 100% | 0% | 0% | 0% | 0% | 12% | 13% | 9% | 26% | 27% | 1% | 10% | 3% | 10% | 29% | 24% | 17% | 17% | 3% | 33% | 5% | 62% | 6% | 94% | 0% |
3% UPB | 1,296,135 | 0% | 6.78 | 5.60 | 354 | 6 | 42.90 | 86.95 | 88.97 | 628 | 100% | 1.0 | 217,055 | 10% | 71% | 100% | 10% | 0% | 69% | 0% | 100% | 0% | 0% | 0% | 0% | 23% | 0% | 17% | 0% | 19% | 19% | 22% | 0% | 17% | 10% | 42% | 12% | 19% | 0% | 23% | 0% | 77% | 0% | 100% | 0% |
5% / 4% | 5,315,918 | 1% | 8.38 | 6.23 | 355 | 5 | 41.94 | 86.25 | 88.81 | 587 | 100% | 2.0 | 79,579 | 24% | 63% | 84% | 14% | 0% | 95% | 0% | 100% | 0% | 0% | 0% | 11% | 18% | 26% | 7% | 7% | 12% | 14% | 3% | 2% | 5% | 37% | 9% | 39% | 3% | 7% | 82% | 6% | 12% | 15% | 85% | 0% |
5% / 4% / 3% | 5,372,303 | 1% | 8.12 | 6.31 | 346 | 5 | 42.08 | 86.96 | 90.46 | 591 | 100% | 3.0 | 94,566 | 20% | 65% | 88% | 21% | 1% | 84% | 0% | 100% | 0% | 0% | 0% | 3% | 18% | 37% | 6% | 18% | 5% | 7% | 0% | 6% | 12% | 22% | 24% | 20% | 18% | 5% | 74% | 0% | 26% | 10% | 90% | 0% |
5% UPB | 3,678,923 | 1% | 7.39 | 6.81 | 350 | 5 | 35.08 | 81.73 | 83.52 | 598 | 100% | 2.5 | 127,461 | 8% | 79% | 92% | 12% | 0% | 78% | 0% | 100% | 0% | 0% | 0% | 15% | 6% | 17% | 27% | 4% | 2% | 19% | 5% | 5% | 30% | 19% | 17% | 21% | 5% | 8% | 63% | 3% | 35% | 3% | 97% | 0% |
6 Mo Int (UPB-20%OPB) | 194,894,984 | 42% | 7.15 | 5.92 | 348 | 5 | 42.19 | 81.67 | 86.21 | 617 | 100% | 2.4 | 143,817 | 16% | 76% | 90% | 25% | 2% | 72% | 30% | 100% | 0% | 0% | 0% | 5% | 9% | 12% | 12% | 16% | 19% | 14% | 8% | 7% | 25% | 33% | 15% | 16% | 7% | 4% | 55% | 3% | 42% | 2% | 93% | 5% |
None | 157,698,706 | 34% | 7.61 | 5.86 | 346 | 4 | 40.95 | 81.14 | 84.36 | 617 | 0% | 0.0 | 139,371 | 13% | 81% | 88% | 18% | 4% | 71% | 3% | 99% | 0% | 0% | 0% | 3% | 12% | 13% | 11% | 15% | 19% | 14% | 8% | 7% | 28% | 31% | 15% | 15% | 4% | 7% | 49% | 3% | 47% | 4% | 92% | 4% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
a. New England | 28,000,824 | 6% | 7.39 | 5.77 | 351 | 4 | 42.45 | 80.46 | 83.12 | 614 | 29% | 2.4 | 206,451 | 12% | 84% | 89% | 14% | 1% | 61% | 0% | 100% | 0% | 0% | 0% | 2% | 15% | 12% | 12% | 13% | 19% | 15% | 5% | 7% | 32% | 24% | 19% | 17% | 5% | 3% | 44% | 4% | 52% | 1% | 88% | 11% |
b. Mid Atlantic | 87,487,422 | 19% | 7.30 | 5.90 | 348 | 5 | 40.85 | 79.21 | 82.53 | 618 | 31% | 2.3 | 154,312 | 12% | 83% | 89% | 19% | 1% | 74% | 0% | 100% | 0% | 0% | 0% | 3% | 11% | 13% | 12% | 14% | 15% | 14% | 10% | 9% | 36% | 30% | 14% | 13% | 5% | 3% | 58% | 1% | 41% | 2% | 93% | 4% |
c. Southeast | 89,655,025 | 19% | 7.77 | 5.98 | 348 | 4 | 41.03 | 84.00 | 88.22 | 604 | 65% | 2.5 | 113,386 | 17% | 76% | 89% | 23% | 2% | 75% | 0% | 99% | 0% | 0% | 0% | 5% | 15% | 16% | 10% | 17% | 15% | 11% | 7% | 5% | 16% | 32% | 17% | 21% | 8% | 6% | 56% | 5% | 39% | 4% | 95% | 0% |
d. Midwest | 112,955,942 | 24% | 7.86 | 6.05 | 353 | 4 | 40.87 | 85.13 | 88.34 | 602 | 80% | 2.6 | 112,573 | 14% | 76% | 88% | 17% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 4% | 16% | 15% | 13% | 16% | 18% | 9% | 5% | 3% | 13% | 29% | 22% | 23% | 9% | 5% | 56% | 4% | 40% | 4% | 96% | 1% |
e. Southwest | 28,841,859 | 6% | 7.93 | 6.20 | 345 | 5 | 40.63 | 84.62 | 87.27 | 603 | 72% | 2.5 | 91,037 | 18% | 64% | 89% | 15% | 1% | 76% | 0% | 100% | 0% | 0% | 0% | 5% | 12% | 20% | 12% | 13% | 16% | 11% | 5% | 5% | 14% | 34% | 16% | 19% | 9% | 8% | 61% | 7% | 32% | 8% | 92% | 0% |
f. Mountain-Plains | 29,883,363 | 6% | 7.65 | 5.91 | 346 | 4 | 40.48 | 85.19 | 91.59 | 620 | 76% | 2.3 | 110,147 | 24% | 67% | 86% | 34% | 4% | 74% | 0% | 100% | 0% | 0% | 0% | 2% | 9% | 10% | 11% | 17% | 23% | 16% | 7% | 4% | 11% | 42% | 12% | 17% | 8% | 10% | 57% | 3% | 39% | 6% | 93% | 1% |
g. Western | 90,380,954 | 19% | 6.71 | 5.74 | 347 | 5 | 43.13 | 78.98 | 84.01 | 631 | 91% | 2.5 | 199,525 | 13% | 81% | 91% | 27% | 3% | 69% | 70% | 100% | 0% | 0% | 0% | 5% | 4% | 6% | 11% | 16% | 21% | 18% | 9% | 10% | 34% | 34% | 13% | 11% | 4% | 4% | 46% | 3% | 51% | 2% | 88% | 10% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
AK | 59,151 | 0% | 6.50 | 0.00 | 356 | 4 | 42.68 | 85.00 | 85.00 | 616 | 0% | 0.0 | 59,500 | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
AL | 3,644,183 | 1% | 8.64 | 6.42 | 350 | 4 | 38.95 | 88.42 | 91.51 | 583 | 84% | 2.7 | 71,662 | 10% | 82% | 91% | 18% | 2% | 94% | 0% | 100% | 0% | 0% | 0% | 13% | 21% | 17% | 12% | 11% | 10% | 3% | 8% | 4% | 2% | 26% | 14% | 32% | 18% | 9% | 86% | 0% | 14% | 5% | 95% | 0% |
AR | 3,134,136 | 1% | 8.72 | 6.43 | 353 | 4 | 41.47 | 88.40 | 91.80 | 598 | 89% | 2.5 | 76,607 | 27% | 66% | 95% | 18% | 2% | 85% | 0% | 100% | 0% | 0% | 0% | 0% | 18% | 27% | 13% | 14% | 17% | 2% | 7% | 3% | 3% | 22% | 18% | 29% | 18% | 10% | 67% | 6% | 27% | 9% | 91% | 0% |
AZ | 9,407,416 | 2% | 7.27 | 5.68 | 343 | 4 | 41.52 | 82.48 | 88.92 | 618 | 74% | 2.2 | 154,480 | 8% | 88% | 89% | 38% | 6% | 55% | 0% | 100% | 0% | 0% | 0% | 8% | 2% | 7% | 19% | 11% | 15% | 22% | 14% | 1% | 15% | 46% | 21% | 9% | 3% | 5% | 45% | 5% | 50% | 4% | 92% | 4% |
CA | 62,999,907 | 13% | 6.55 | 5.68 | 348 | 5 | 43.24 | 77.02 | 81.34 | 634 | 92% | 2.5 | 230,489 | 10% | 84% | 92% | 24% | 2% | 70% | 100% | 100% | 0% | 0% | 0% | 3% | 5% | 6% | 11% | 16% | 21% | 18% | 9% | 12% | 41% | 30% | 12% | 11% | 3% | 2% | 43% | 2% | 55% | 1% | 86% | 13% |
CO | 9,758,792 | 2% | 6.91 | 5.62 | 338 | 4 | 41.75 | 83.03 | 94.46 | 641 | 89% | 2.3 | 137,776 | 43% | 53% | 87% | 58% | 6% | 61% | 0% | 100% | 0% | 0% | 0% | 2% | 2% | 2% | 6% | 18% | 30% | 25% | 9% | 5% | 9% | 61% | 7% | 10% | 3% | 11% | 54% | 0% | 46% | 5% | 95% | 0% |
CT | 4,623,614 | 1% | 7.46 | 6.19 | 340 | 4 | 42.94 | 80.15 | 83.68 | 605 | 84% | 2.5 | 185,396 | 11% | 84% | 76% | 18% | 2% | 53% | 0% | 100% | 0% | 0% | 0% | 9% | 13% | 13% | 10% | 16% | 8% | 20% | 7% | 4% | 32% | 37% | 10% | 10% | 8% | 2% | 57% | 0% | 43% | 1% | 90% | 9% |
DC | 927,294 | 0% | 7.71 | 6.01 | 355 | 5 | 47.06 | 72.05 | 72.05 | 615 | 0% | 0.0 | 186,030 | 0% | 84% | 34% | 0% | 0% | 53% | 0% | 100% | 0% | 0% | 0% | 0% | 37% | 0% | 0% | 0% | 47% | 0% | 0% | 16% | 53% | 18% | 29% | 0% | 0% | 0% | 65% | 0% | 35% | 0% | 100% | 0% |
DE | 2,608,398 | 1% | 7.45 | 5.74 | 352 | 4 | 36.38 | 84.38 | 87.06 | 625 | 87% | 2.5 | 153,659 | 7% | 93% | 94% | 15% | 2% | 88% | 0% | 100% | 0% | 0% | 0% | 6% | 4% | 17% | 0% | 13% | 6% | 42% | 12% | 0% | 6% | 41% | 33% | 17% | 1% | 1% | 48% | 0% | 52% | 2% | 98% | 0% |
FL | 39,507,443 | 8% | 7.39 | 6.04 | 343 | 5 | 41.18 | 81.91 | 85.32 | 608 | 96% | 2.5 | 134,843 | 10% | 85% | 89% | 18% | 3% | 67% | 0% | 100% | 0% | 0% | 0% | 8% | 15% | 12% | 10% | 12% | 16% | 14% | 9% | 6% | 25% | 32% | 16% | 14% | 9% | 5% | 50% | 5% | 45% | 3% | 96% | 1% |
GA | 13,517,434 | 3% | 7.95 | 5.61 | 353 | 4 | 42.09 | 85.83 | 91.33 | 601 | 5% | 2.3 | 131,505 | 19% | 73% | 93% | 29% | 1% | 76% | 0% | 97% | 0% | 0% | 0% | 0% | 15% | 21% | 9% | 26% | 15% | 5% | 4% | 5% | 8% | 33% | 20% | 29% | 5% | 6% | 61% | 3% | 36% | 2% | 98% | 0% |
HI | 934,500 | 0% | 6.17 | 6.59 | 356 | 4 | 39.07 | 81.45 | 81.45 | 673 | 100% | 2.7 | 311,500 | 0% | 100% | 100% | 0% | 0% | 36% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 63% | 0% | 0% | 0% | 37% | 64% | 0% | 0% | 0% | 36% | 0% | 73% | 0% | 27% | 0% | 100% | 0% |
IA | 1,368,125 | 0% | 7.62 | 5.73 | 356 | 4 | 39.15 | 85.43 | 91.57 | 608 | 20% | 2.0 | 105,478 | 10% | 84% | 94% | 31% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 11% | 10% | 10% | 4% | 0% | 51% | 0% | 15% | 0% | 0% | 39% | 31% | 31% | 0% | 0% | 67% | 0% | 33% | 0% | 100% | 0% |
ID | 1,223,775 | 0% | 7.21 | 5.97 | 340 | 5 | 42.06 | 84.09 | 92.39 | 631 | 98% | 2.2 | 81,817 | 75% | 25% | 68% | 42% | 8% | 75% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 20% | 5% | 17% | 10% | 39% | 0% | 9% | 7% | 55% | 25% | 5% | 0% | 8% | 55% | 25% | 20% | 8% | 92% | 0% |
IL | 28,565,423 | 6% | 7.33 | 5.89 | 352 | 4 | 41.56 | 83.31 | 85.75 | 608 | 53% | 2.1 | 145,437 | 11% | 84% | 89% | 13% | 1% | 69% | 0% | 100% | 0% | 0% | 0% | 4% | 10% | 16% | 12% | 20% | 21% | 10% | 5% | 3% | 20% | 33% | 16% | 21% | 6% | 4% | 50% | 3% | 47% | 2% | 97% | 1% |
IN | 8,318,079 | 2% | 8.20 | 6.16 | 352 | 4 | 38.47 | 85.92 | 88.47 | 598 | 93% | 2.5 | 89,701 | 12% | 79% | 85% | 13% | 1% | 91% | 0% | 100% | 0% | 0% | 0% | 7% | 16% | 13% | 17% | 10% | 17% | 17% | 2% | 1% | 9% | 30% | 20% | 25% | 13% | 3% | 47% | 3% | 50% | 5% | 90% | 4% |
KS | 3,719,216 | 1% | 8.27 | 6.13 | 353 | 4 | 43.61 | 87.82 | 90.77 | 595 | 0% | 0.0 | 100,759 | 26% | 65% | 84% | 15% | 2% | 78% | 0% | 100% | 0% | 0% | 0% | 4% | 17% | 20% | 21% | 7% | 13% | 11% | 8% | 0% | 8% | 23% | 27% | 17% | 10% | 16% | 60% | 5% | 34% | 8% | 92% | 0% |
KY | 1,106,112 | 0% | 8.53 | 6.36 | 353 | 5 | 39.45 | 87.86 | 90.94 | 569 | 95% | 2.6 | 69,351 | 21% | 69% | 92% | 16% | 1% | 95% | 0% | 100% | 0% | 0% | 0% | 5% | 31% | 32% | 4% | 17% | 11% | 0% | 0% | 0% | 15% | 5% | 5% | 59% | 10% | 5% | 76% | 9% | 15% | 12% | 88% | 0% |
LA | 7,581,768 | 2% | 8.17 | 6.27 | 350 | 5 | 41.66 | 85.43 | 87.33 | 581 | 96% | 2.5 | 93,904 | 14% | 71% | 88% | 10% | 1% | 85% | 0% | 100% | 0% | 0% | 0% | 10% | 17% | 34% | 7% | 11% | 10% | 7% | 3% | 2% | 12% | 25% | 18% | 27% | 13% | 4% | 81% | 4% | 15% | 8% | 92% | 0% |
MA | 15,439,884 | 3% | 7.20 | 5.60 | 354 | 4 | 43.34 | 80.27 | 82.53 | 619 | 10% | 2.6 | 238,196 | 12% | 85% | 94% | 12% | 0% | 59% | 0% | 100% | 0% | 0% | 0% | 0% | 14% | 16% | 9% | 10% | 22% | 14% | 6% | 8% | 34% | 21% | 20% | 15% | 7% | 3% | 48% | 5% | 47% | 0% | 82% | 17% |
MD | 11,492,821 | 2% | 7.00 | 5.75 | 350 | 4 | 40.50 | 79.63 | 85.47 | 627 | 10% | 2.5 | 177,249 | 15% | 80% | 83% | 33% | 2% | 62% | 0% | 100% | 0% | 0% | 0% | 2% | 5% | 9% | 16% | 13% | 19% | 15% | 11% | 9% | 31% | 46% | 9% | 8% | 3% | 3% | 63% | 0% | 37% | 1% | 99% | 0% |
ME | 4,794,462 | 1% | 7.84 | 5.92 | 353 | 3 | 40.40 | 80.48 | 82.74 | 611 | 7% | 3.0 | 171,636 | 13% | 79% | 84% | 11% | 0% | 77% | 0% | 100% | 0% | 0% | 0% | 2% | 15% | 6% | 10% | 25% | 24% | 10% | 2% | 6% | 31% | 18% | 21% | 24% | 0% | 6% | 38% | 0% | 62% | 0% | 100% | 0% |
MI | 26,088,292 | 6% | 7.94 | 6.05 | 354 | 4 | 41.20 | 84.91 | 89.00 | 597 | 97% | 2.8 | 106,733 | 13% | 75% | 88% | 22% | 1% | 93% | 0% | 100% | 0% | 0% | 0% | 2% | 21% | 16% | 14% | 14% | 19% | 5% | 7% | 2% | 12% | 31% | 24% | 21% | 7% | 5% | 62% | 4% | 34% | 6% | 94% | 0% |
MN | 4,476,701 | 1% | 7.16 | 6.23 | 343 | 4 | 42.99 | 84.08 | 87.33 | 634 | 70% | 2.9 | 154,883 | 40% | 60% | 87% | 17% | 2% | 81% | 0% | 100% | 0% | 0% | 0% | 2% | 12% | 2% | 4% | 21% | 24% | 14% | 0% | 20% | 22% | 33% | 12% | 8% | 0% | 25% | 30% | 0% | 70% | 1% | 99% | 0% |
MO | 12,232,981 | 3% | 8.14 | 6.10 | 352 | 4 | 39.43 | 85.85 | 89.34 | 611 | 83% | 2.3 | 97,320 | 11% | 82% | 83% | 20% | 3% | 78% | 0% | 100% | 0% | 0% | 0% | 2% | 12% | 12% | 10% | 24% | 18% | 10% | 6% | 4% | 13% | 36% | 10% | 19% | 13% | 9% | 56% | 4% | 39% | 5% | 92% | 3% |
MS | 3,997,617 | 1% | 8.55 | 6.16 | 351 | 5 | 40.22 | 85.81 | 90.61 | 607 | 87% | 2.5 | 78,680 | 43% | 48% | 76% | 30% | 0% | 99% | 0% | 100% | 0% | 0% | 0% | 0% | 16% | 34% | 4% | 16% | 5% | 15% | 2% | 8% | 8% | 40% | 10% | 30% | 3% | 9% | 62% | 0% | 38% | 18% | 82% | 0% |
MT | 289,679 | 0% | 8.50 | 6.56 | 290 | 4 | 36.49 | 86.95 | 90.79 | 607 | 95% | 2.3 | 72,575 | 24% | 0% | 100% | 19% | 5% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 44% | 0% | 0% | 0% | 24% | 0% | 32% | 0% | 0% | 19% | 32% | 44% | 0% | 5% | 56% | 44% | 0% | 5% | 95% | 0% |
NC | 12,808,921 | 3% | 7.69 | 5.78 | 352 | 4 | 40.41 | 83.94 | 90.05 | 617 | 22% | 2.0 | 113,592 | 25% | 63% | 91% | 32% | 3% | 79% | 0% | 97% | 0% | 0% | 0% | 6% | 10% | 8% | 10% | 20% | 19% | 18% | 5% | 5% | 14% | 39% | 14% | 22% | 4% | 7% | 52% | 6% | 42% | 4% | 96% | 0% |
ND | 165,469 | 0% | 8.10 | 6.05 | 353 | 7 | 43.16 | 95.00 | 95.00 | 552 | 100% | 3.0 | 166,250 | 0% | 0% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
NE | 338,910 | 0% | 7.19 | 6.10 | 355 | 5 | 32.67 | 86.13 | 95.92 | 593 | 100% | 2.0 | 85,075 | 33% | 51% | 100% | 65% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 16% | 0% | 0% | 33% | 32% | 19% | 0% | 0% | 0% | 16% | 32% | 0% | 33% | 0% | 19% | 100% | 0% | 0% | 0% | 100% | 0% |
NH | 1,605,005 | 0% | 7.44 | 5.76 | 352 | 4 | 41.58 | 82.59 | 86.27 | 604 | 98% | 2.1 | 178,839 | 11% | 89% | 79% | 18% | 2% | 58% | 0% | 100% | 0% | 0% | 0% | 0% | 9% | 4% | 40% | 15% | 11% | 20% | 0% | 0% | 21% | 34% | 23% | 20% | 0% | 2% | 29% | 0% | 71% | 2% | 98% | 0% |
NJ | 15,528,017 | 3% | 7.29 | 6.16 | 354 | 5 | 41.08 | 80.40 | 83.46 | 614 | 0% | 0.0 | 213,584 | 7% | 86% | 94% | 17% | 1% | 65% | 0% | 99% | 0% | 0% | 0% | 2% | 15% | 10% | 16% | 17% | 10% | 23% | 3% | 4% | 32% | 30% | 17% | 13% | 5% | 3% | 59% | 2% | 39% | 0% | 91% | 8% |
NM | 1,451,468 | 0% | 8.27 | 5.82 | 334 | 5 | 41.76 | 87.40 | 96.43 | 610 | 0% | 0.0 | 85,654 | 26% | 63% | 100% | 48% | 12% | 89% | 0% | 100% | 0% | 0% | 0% | 16% | 7% | 0% | 0% | 13% | 42% | 21% | 2% | 0% | 0% | 56% | 7% | 9% | 0% | 28% | 53% | 7% | 40% | 15% | 85% | 0% |
NV | 4,652,279 | 1% | 6.90 | 5.93 | 349 | 5 | 39.94 | 81.60 | 88.02 | 625 | 93% | 2.4 | 186,394 | 18% | 82% | 86% | 32% | 3% | 53% | 0% | 100% | 0% | 0% | 0% | 12% | 2% | 4% | 18% | 16% | 17% | 10% | 11% | 10% | 27% | 40% | 15% | 12% | 0% | 6% | 52% | 0% | 48% | 1% | 92% | 8% |
NY | 30,082,229 | 6% | 6.90 | 5.84 | 344 | 5 | 42.28 | 74.67 | 76.09 | 627 | 6% | 1.1 | 181,026 | 7% | 89% | 90% | 9% | 1% | 79% | 0% | 100% | 0% | 0% | 0% | 3% | 9% | 12% | 13% | 14% | 16% | 8% | 13% | 13% | 56% | 18% | 13% | 8% | 3% | 2% | 56% | 1% | 43% | 2% | 93% | 6% |
OH | 38,755,266 | 8% | 8.15 | 6.12 | 353 | 4 | 40.35 | 86.56 | 89.93 | 600 | 96% | 2.8 | 101,955 | 15% | 72% | 85% | 18% | 1% | 93% | 0% | 100% | 0% | 0% | 0% | 5% | 16% | 15% | 15% | 16% | 15% | 10% | 4% | 3% | 7% | 25% | 24% | 28% | 12% | 4% | 62% | 5% | 34% | 3% | 97% | 0% |
OK | 4,938,002 | 1% | 8.47 | 6.44 | 351 | 4 | 39.56 | 87.93 | 90.24 | 589 | 92% | 2.3 | 83,934 | 11% | 81% | 89% | 13% | 1% | 90% | 0% | 100% | 0% | 0% | 0% | 2% | 17% | 29% | 11% | 22% | 8% | 9% | 0% | 2% | 8% | 20% | 21% | 29% | 11% | 12% | 72% | 14% | 14% | 10% | 90% | 0% |
OR | 3,761,190 | 1% | 6.84 | 5.57 | 336 | 5 | 45.90 | 83.54 | 93.08 | 645 | 99% | 2.3 | 117,802 | 37% | 54% | 100% | 48% | 10% | 87% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 13% | 0% | 16% | 26% | 23% | 8% | 15% | 22% | 42% | 13% | 12% | 1% | 9% | 48% | 0% | 52% | 10% | 90% | 0% |
PA | 16,415,788 | 4% | 8.13 | 6.09 | 350 | 4 | 38.32 | 85.04 | 87.57 | 594 | 88% | 2.4 | 96,850 | 16% | 78% | 87% | 17% | 1% | 84% | 0% | 100% | 0% | 0% | 0% | 3% | 18% | 25% | 12% | 13% | 13% | 7% | 2% | 6% | 20% | 22% | 17% | 26% | 11% | 4% | 62% | 4% | 35% | 7% | 89% | 4% |
RI | 844,117 | 0% | 7.45 | 5.60 | 345 | 5 | 40.37 | 78.17 | 86.06 | 650 | 77% | 1.9 | 169,464 | 18% | 82% | 100% | 39% | 5% | 29% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 29% | 0% | 0% | 44% | 0% | 27% | 29% | 39% | 0% | 27% | 0% | 5% | 0% | 0% | 100% | 5% | 95% | 0% |
SC | 8,065,128 | 2% | 8.32 | 6.17 | 352 | 4 | 41.04 | 84.78 | 88.44 | 588 | 23% | 2.7 | 110,720 | 10% | 80% | 89% | 21% | 1% | 82% | 0% | 100% | 0% | 0% | 0% | 4% | 19% | 20% | 10% | 25% | 14% | 2% | 6% | 0% | 17% | 22% | 29% | 24% | 5% | 4% | 55% | 6% | 39% | 3% | 97% | 0% |
SD | 239,851 | 0% | 6.86 | 6.14 | 354 | 6 | 44.08 | 97.28 | 97.28 | 655 | 100% | 3.0 | 120,550 | 46% | 54% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 54% | 0% | 0% | 0% | 46% | 0% | 0% | 0% | 0% | 54% | 46% | 54% | 0% | 46% | 0% | 100% | 0% |
TN | 7,008,187 | 2% | 8.14 | 6.11 | 346 | 5 | 41.13 | 87.53 | 91.44 | 603 | 100% | 2.5 | 76,425 | 31% | 55% | 82% | 22% | 3% | 84% | 0% | 100% | 0% | 0% | 0% | 0% | 17% | 23% | 9% | 17% | 12% | 11% | 6% | 3% | 2% | 31% | 18% | 24% | 15% | 9% | 68% | 6% | 26% | 7% | 93% | 0% |
TX | 11,736,485 | 3% | 7.30 | 6.00 | 340 | 5 | 40.05 | 81.36 | 83.64 | 624 | 52% | 2.6 | 98,287 | 21% | 52% | 86% | 13% | 1% | 61% | 0% | 100% | 0% | 0% | 0% | 3% | 7% | 8% | 18% | 11% | 19% | 15% | 10% | 10% | 23% | 46% | 13% | 8% | 4% | 6% | 43% | 6% | 51% | 6% | 94% | 0% |
UT | 3,274,818 | 1% | 7.46 | 5.82 | 342 | 5 | 38.06 | 86.47 | 92.63 | 611 | 90% | 2.3 | 117,305 | 18% | 63% | 99% | 32% | 7% | 86% | 0% | 100% | 0% | 0% | 0% | 6% | 5% | 16% | 18% | 5% | 26% | 19% | 5% | 0% | 10% | 32% | 15% | 36% | 1% | 6% | 64% | 0% | 32% | 7% | 93% | 0% |
VA | 8,983,012 | 2% | 7.18 | 5.51 | 347 | 4 | 41.55 | 79.60 | 88.47 | 633 | 85% | 2.4 | 150,014 | 27% | 69% | 90% | 48% | 3% | 69% | 0% | 98% | 0% | 0% | 0% | 7% | 7% | 8% | 3% | 9% | 15% | 21% | 21% | 9% | 21% | 59% | 7% | 10% | 0% | 3% | 52% | 0% | 48% | 1% | 99% | 0% |
VT | 693,741 | 0% | 7.82 | 6.16 | 354 | 6 | 37.66 | 84.39 | 84.39 | 559 | 23% | 2.0 | 174,250 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 66% | 0% | 12% | 0% | 23% | 0% | 0% | 0% | 23% | 0% | 49% | 28% | 0% | 0% | 17% | 49% | 34% | 0% | 100% | 0% |
WA | 7,342,736 | 2% | 7.18 | 6.11 | 345 | 4 | 45.45 | 86.10 | 92.36 | 609 | 93% | 2.2 | 171,080 | 25% | 69% | 88% | 34% | 6% | 78% | 0% | 100% | 0% | 0% | 0% | 14% | 3% | 8% | 8% | 16% | 32% | 12% | 5% | 0% | 3% | 51% | 9% | 13% | 11% | 14% | 66% | 3% | 31% | 4% | 92% | 5% |
WI | 4,639,825 | 1% | 8.38 | 6.15 | 354 | 4 | 42.25 | 84.20 | 85.75 | 590 | 25% | 2.5 | 113,426 | 10% | 87% | 93% | 11% | 1% | 88% | 0% | 100% | 0% | 0% | 0% | 4% | 30% | 23% | 16% | 2% | 7% | 7% | 6% | 4% | 19% | 15% | 40% | 21% | 4% | 1% | 53% | 3% | 45% | 4% | 96% | 0% |
WV | 1,449,863 | 0% | 8.92 | 5.73 | 354 | 4 | 40.46 | 84.44 | 87.27 | 597 | 0% | 0.0 | 120,971 | 7% | 93% | 96% | 21% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 3% | 37% | 17% | 5% | 0% | 7% | 8% | 22% | 0% | 0% | 56% | 7% | 36% | 0% | 1% | 40% | 0% | 60% | 1% | 99% | 0% |
WY | 607,879 | 0% | 6.65 | 5.13 | 344 | 4 | 36.76 | 82.83 | 90.27 | 651 | 94% | 2.3 | 102,117 | 0% | 68% | 88% | 41% | 6% | 88% | 0% | 100% | 0% | 0% | 0% | 0% | 9% | 0% | 0% | 15% | 44% | 0% | 0% | 32% | 9% | 53% | 32% | 0% | 0% | 6% | 68% | 0% | 32% | 6% | 94% | 0% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
a. DTI %:N/A | 11,842,115 | 3% | 6.67 | 4.84 | 337 | 4 | 0.00 | 72.65 | 75.17 | 680 | 60% | 2.6 | 134,993 | 5% | 84% | 90% | 16% | 1% | 75% | 14% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 3% | 22% | 25% | 21% | 28% | 44% | 37% | 8% | 9% | 0% | 1% | 0% | 0% | 100% | 4% | 96% | 0% |
b. DTI %:0.01-20 | 12,494,944 | 3% | 7.94 | 5.99 | 332 | 5 | 15.94 | 80.15 | 81.72 | 611 | 57% | 2.5 | 84,796 | 11% | 83% | 89% | 9% | 9% | 83% | 10% | 99% | 0% | 0% | 0% | 4% | 8% | 17% | 16% | 12% | 21% | 14% | 2% | 7% | 32% | 21% | 20% | 12% | 6% | 9% | 42% | 7% | 51% | 13% | 87% | 0% |
c. DTI %:20.01- 25.0 | 16,585,742 | 4% | 7.65 | 6.04 | 342 | 5 | 22.68 | 80.66 | 83.82 | 615 | 74% | 2.6 | 92,458 | 14% | 76% | 91% | 18% | 5% | 89% | 13% | 100% | 0% | 0% | 0% | 5% | 9% | 16% | 15% | 13% | 14% | 12% | 11% | 6% | 29% | 27% | 19% | 12% | 7% | 7% | 55% | 4% | 41% | 9% | 88% | 3% |
d. DTI %:25.01- 30.0 | 29,417,159 | 6% | 7.54 | 5.89 | 342 | 4 | 27.84 | 82.04 | 84.93 | 614 | 64% | 2.5 | 112,662 | 7% | 82% | 89% | 16% | 3% | 78% | 6% | 100% | 0% | 0% | 0% | 2% | 13% | 11% | 16% | 17% | 18% | 11% | 6% | 7% | 31% | 27% | 16% | 12% | 9% | 5% | 53% | 6% | 41% | 7% | 88% | 5% |
e. DTI %:30.01- 35.0 | 42,173,948 | 9% | 7.47 | 5.97 | 348 | 4 | 32.76 | 82.52 | 85.68 | 617 | 63% | 2.5 | 124,044 | 14% | 78% | 90% | 18% | 2% | 81% | 14% | 99% | 0% | 0% | 0% | 4% | 11% | 15% | 10% | 17% | 15% | 13% | 8% | 8% | 23% | 26% | 18% | 21% | 7% | 5% | 47% | 3% | 50% | 4% | 92% | 4% |
f. DTI %:35.01- 40.0 | 68,026,469 | 15% | 7.53 | 5.95 | 349 | 4 | 37.73 | 82.21 | 85.74 | 617 | 65% | 2.5 | 121,409 | 15% | 77% | 88% | 20% | 2% | 78% | 10% | 99% | 0% | 0% | 0% | 4% | 13% | 14% | 9% | 11% | 18% | 13% | 10% | 8% | 21% | 31% | 18% | 19% | 6% | 4% | 49% | 3% | 48% | 4% | 93% | 3% |
g. DTI %:40.01- 45.0 | 93,114,289 | 20% | 7.49 | 5.94 | 351 | 4 | 42.64 | 83.05 | 87.45 | 615 | 68% | 2.5 | 139,556 | 14% | 79% | 90% | 23% | 2% | 76% | 14% | 100% | 0% | 0% | 0% | 4% | 10% | 12% | 12% | 17% | 19% | 15% | 6% | 6% | 21% | 31% | 16% | 19% | 7% | 5% | 50% | 2% | 48% | 2% | 96% | 2% |
h. DTI %:45.01- 50.0 | 143,718,879 | 31% | 7.58 | 5.99 | 352 | 4 | 47.75 | 83.64 | 88.52 | 606 | 66% | 2.5 | 143,787 | 18% | 77% | 86% | 26% | 1% | 72% | 14% | 100% | 0% | 0% | 0% | 5% | 13% | 14% | 12% | 16% | 18% | 12% | 6% | 4% | 17% | 36% | 17% | 18% | 7% | 5% | 58% | 5% | 38% | 2% | 95% | 3% |
i. DTI %:50.01- 55.0 | 42,070,314 | 9% | 7.18 | 5.91 | 353 | 4 | 52.51 | 82.63 | 86.28 | 603 | 72% | 2.5 | 160,388 | 21% | 70% | 92% | 20% | 1% | 72% | 20% | 100% | 0% | 0% | 0% | 4% | 13% | 13% | 16% | 22% | 16% | 8% | 6% | 2% | 23% | 30% | 16% | 20% | 7% | 3% | 80% | 3% | 18% | 1% | 89% | 9% |
j. DTI %:55.01- 60.0 | 7,062,532 | 2% | 6.53 | 5.86 | 329 | 5 | 57.13 | 67.59 | 67.79 | 609 | 71% | 2.4 | 229,062 | 0% | 91% | 95% | 6% | 0% | 52% | 31% | 97% | 0% | 0% | 0% | 9% | 23% | 7% | 5% | 13% | 14% | 20% | 1% | 8% | 72% | 20% | 1% | 6% | 0% | 0% | 93% | 0% | 7% | 1% | 86% | 13% |
k. DTI %:60.01- and | 699,000 | 0% | 6.29 | 6.29 | 356 | 4 | 83.96 | 88.41 | 88.41 | 656 | 100% | 2.0 | 349,500 | 51% | 49% | 51% | 0% | 0% | 100% | 49% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 49% | 0% | 51% | 0% | 49% | 0% | 0% | 0% | 0% | 51% | 100% | 0% | 0% | 0% | 49% | 51% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
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COUNTRYWIDE | 60,239,857 | 13% | 6.92 | 6.48 | 356 | 4 | 43.01 | 85.01 | 90.45 | 600 | 71% | 2.4 | 168,638 | 26% | 69% | 96% | 29% | 0% | 69% | 22% | 100% | 0% | 0% | 0% | 9% | 7% | 10% | 21% | 20% | 18% | 10% | 4% | 1% | 17% | 36% | 14% | 13% | 8% | 12% | 78% | 0% | 22% | 0% | 97% | 3% |
FIRST FRANKLIN | 51,984,593 | 11% | 6.87 | 5.75 | 348 | 5 | 42.45 | 81.50 | 85.89 | 641 | 78% | 2.4 | 160,531 | 24% | 70% | 100% | 22% | 0% | 78% | 19% | 100% | 0% | 0% | 0% | 0% | 2% | 9% | 10% | 16% | 28% | 14% | 9% | 13% | 28% | 34% | 14% | 14% | 6% | 3% | 11% | 1% | 88% | 1% | 96% | 4% |
MERITAGE | 2,107,958 | 0% | 9.67 | 7.19 | 177 | 3 | 40.14 | 99.65 | 99.65 | 680 | 90% | 2.0 | 32,492 | 91% | 9% | 92% | 0% | 100% | 74% | 18% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 1% | 27% | 25% | 21% | 26% | 0% | 0% | 0% | 3% | 3% | 94% | 75% | 0% | 25% | 75% | 25% | 0% |
NOVASTAR | 352,395,421 | 75% | 7.65 | 5.84 | 349 | 4 | 40.94 | 81.87 | 85.48 | 611 | 64% | 2.5 | 126,304 | 11% | 81% | 86% | 20% | 2% | 76% | 11% | 100% | 0% | 0% | 0% | 4% | 14% | 14% | 11% | 15% | 16% | 13% | 7% | 6% | 23% | 31% | 17% | 19% | 7% | 3% | 56% | 4% | 39% | 4% | 92% | 4% |
WMC | 477,560 | 0% | 7.46 | 7.25 | 348 | 12 | 40.78 | 76.10 | 76.10 | 606 | 47% | 2.0 | 241,250 | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 47% | 0% | 0% | 0% | 0% | 0% | 0% | 53% | 0% | 47% | 53% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
Total | 467,205,389 | 100% | 7.48 | 5.93 | 349 | 4 | 41.39 | 82.31 | 86.22 | 613 | 66% | 2.5 | 132,057 | 15% | 78% | 89% | 21% | 2% | 76% | 13% | 100% | 0% | 0% | 0% | 4% | 12% | 13% | 12% | 15% | 18% | 13% | 7% | 6% | 23% | 32% | 17% | 18% | 7% | 5% | 54% | 3% | 42% | 3% | 93% | 4% |
Counterparty | | | | Collateral Info | Group | TOTAL | | GWAC | AGG ARM UPB | ARM % | AGG FIX UPB | FIX % |
Underwriter | RBSGC | | | Gross WAC | 7.48 | 7.27 | | 0 - 4.5 | 797,300 | 0.11 | - | 0.00 |
Issuer | | | | WA CLTV | 86.22 | 89.28 | | 4.5 - 5 | 5,797,919 | 0.77 | 327,584 | 0.21 |
Depositor | | | | CLTV >80% | 70.06 | 77.24 | | 5 - 5.5 | 27,496,243 | 3.63 | 8,538,381 | 5.40 |
Seller | | | | CLTV >90% | 33.67 | 46.54 | | 5.5 - 6 | 102,021,201 | 13.48 | 32,822,719 | 20.75 |
Aggregator | | | | CLTV >95% | 22.82 | 36.40 | | 6 - 6.5 | 110,607,529 | 14.62 | 29,460,165 | 18.62 |
Rep Provider | | | | LB <$50,000 | 3.40 | 2.70 | | 6.5 - 7 | 145,857,717 | 19.27 | 23,080,742 | 14.59 |
Master Servicer | | | | LB $50k - $100k | 20.72 | 13.57 | | 7 - 7.5 | 100,181,200 | 13.24 | 11,784,864 | 7.45 |
Trustee | | | | LB $100k - $150k | 16.51 | 10.80 | | 7.5 - 8 | 83,991,281 | 11.10 | 14,002,118 | 8.85 |
MI Provider | | | | WA FICO | 613.03 | 626.77 | | 8 - 8.5 | 47,681,588 | 6.30 | 4,316,512 | 2.73 |
Monoline | | | | <560 FICO | 22.07 | 15.14 | | 8.5 - 9 | 58,291,531 | 7.70 | 8,582,545 | 5.42 |
Credit Manager | | | | 560 - 600 FICO | 19.67 | 15.65 | | 9 - 9.5 | 27,808,839 | 3.67 | 4,199,012 | 2.65 |
Federal Tax Status | | | | SF / TH / PUD | 85.67 | 87.29 | | 9.5 - 10 | 24,888,775 | 3.29 | 7,972,337 | 5.04 |
| | | | 2-4 Family | 9.88 | 7.41 | | 10 - 10.5 | 12,949,029 | 1.71 | 2,209,903 | 1.40 |
Originators (TOP 5) | Group (%) | Total (%) | | Condo | 4.44 | 5.30 | | 10.5 - 11 | 5,292,972 | 0.70 | 3,595,947 | 2.27 |
NOVASTAR | 75.43 | 62.85 | | Manufactured Housing (MH) | 0.00 | 0.00 | | 11 - 11.5 | 1,657,937 | 0.22 | 1,574,501 | 1.00 |
FIRST FRANKLIN | 11.13 | 17.94 | | Other | 0.00 | 0.00 | | 11.5 - 12 | 1,090,085 | 0.14 | 2,942,021 | 1.86 |
COUNTRYWIDE | 12.89 | 16.97 | | Primary | 88.71 | 92.71 | | 12 - 12.5 | 200,300 | 0.03 | 753,710 | 0.48 |
MERITAGE | 0.45 | 2.15 | | Second | 1.68 | 1.67 | | 12.5 - 13 | - | 0.00 | 1,841,878 | 1.16 |
WMC | 0.10 | 0.05 | | Investment | 9.60 | 5.62 | | 13 - 13.5 | 149,899 | 0.02 | 27,502 | 0.02 |
Servicers | Group (%) | Total (%) | | Full / Alt | 54.18 | 48.83 | | 13.5 - 14 | 34,978 | 0.00 | 28,783 | 0.02 |
JPMCHASE | 75.98 | 65.09 | | Stated / Limited | 43.22 | 48.24 | | 14 - 14.5 | 0 | 0.00 | 123,889 | 0.08 |
NATCITY | 11.13 | 17.93 | | NINA | 2.60 | 2.94 | | 14.5 + | 0 | 0.00 | 18,561 | 0.01 |
COUNTRYWIDE | 12.89 | 16.97 | | 1st Lien | 98.02 | 95.55 | | | | | | |
| | | | 2nd Lien | 1.98 | 4.45 | | Ratings | | | | |
| | | | State 1 | CA | CA | | Moody's Rating | | | | |
| | | | % | 13.48 | 26.56 | | S&P Rating | | | | |
FICO | AGG UPB | AGG % | | State 2 | FL | FL | | Fitch Rating | | | | |
< 500 | 214,178 | 0.02 | | % | 8.46 | 8.33 | | DBRS Rating | | | | |
500 - 519 | 8,126,340 | 0.89 | | State 3 | OH | NY | | | | | | |
520 - 539 | 58,273,439 | 6.37 | | % | 8.30 | 5.97 | | Credit Enhancement | | | |
540 - 559 | 71,872,183 | 7.85 | | State 4 | NY | OH | | Subordination (not including OC) | | | |
560 - 579 | 58,037,133 | 6.34 | | % | 6.44 | 5.23 | | Prefund OC (%) | | | |
580 - 599 | 76,301,383 | 8.34 | | State 5 | IL | IL | | Initial Target OC (%) | | | |
600 - 619 | 108,166,893 | 11.82 | | % | 6.11 | 4.73 | | Stepdown OC (%) | | | |
620 - 639 | 126,173,052 | 13.79 | | ARM / HYB | 78.82 | 82.71 | | Stepdown Date | | | |
640 - 659 | 163,928,652 | 17.92 | | Fixed | 21.18 | 17.29 | | Excess Interest (12m Avg, Fwd Libor) | | | |
660 - 679 | 104,075,286 | 11.37 | | Purchase | 14.86 | 37.36 | | | | | | |
680 - 699 | 56,926,313 | 6.22 | | Refi-RT | 7.60 | 4.91 | | Notes | | | | |
700 - 719 | 37,639,249 | 4.11 | | Refi-CO | 77.54 | 57.73 | | All non-dollar amount numbers (excluding loan count) should be formatted as percentages |
720 - 739 | 20,502,917 | 2.24 | | Size | 467,205,389.16 | 914,999,999.99 | | Any 'Group' column refers to the collateral group that backs Freddie's class |
740 - 759 | 11,865,610 | 1.30 | | AVG Balance | 131,681.34 | 169,979.57 | | Any Total' column refers to all collateral in the deal that is crossed with Freddie's (in almost all case, the total pool) |
760 - 779 | 9,540,943 | 1.04 | | Loan Count | 3,548 | 5,383 | | For originators and servicers, the percentages should show what percentage any given servicer or originator is in relation to the others for both Freddie's group and for the total pool. |
780 - 799 | 2,988,552 | 0.33 | | Interest Only (IO) | 20.45 | 35.54 | | The FICO and GWAC tables should be based on The Total pool. | |
800 and above | 367,878 | 0.04 | | Negative Amortization | 0.00 | 0.00 | | LB is current loan balance | | | |
| | | | | | | | For the GWAC table the ARM column should sum to 100% and the Fixed column should sum to 100% (assuming there is ARM and fixed collateral) |
| | | | | | | | If a particular field has no data, enter 0% or $0 rather than 'NA' | |
| | | | | | | | Don't skip buckets (ie. if there there are no loans that fall into the 600-620 FICO bucket, don't leave it out, just enter 0's) |
Fixed Full Doc | Combined LTV | | Amortizing ARM Not Full Doc | Combined LTV |
0% - 60% | 60.1% - 70% | 70.1% - 75% | 75.1% - 79% | 79.1% - 80% | 80.1% - 90% | 90.1% - 95% | 95.1% + | | 0% - 60% | 60.1% - 70% | 70.1% - 75% | 75.1% - 79% | 79.1% - 80% | 80.1% - 90% | 90.1% - 95% | 95.1% + |
FICO Range | Less than 560 | 0.00% | 0.09% | 0.09% | 0.06% | 0.11% | 0.40% | 0.02% | 0.00% | | FICO Range | Less than 560 | 0.00% | 0.26% | 0.52% | 0.19% | 0.96% | 2.07% | 0.19% | 0.27% |
560 - 599 | 0.09% | 0.19% | 0.03% | 0.04% | 0.18% | 0.27% | 0.09% | 0.11% | | 560 - 599 | 0.05% | 0.27% | 0.41% | 0.23% | 1.15% | 2.76% | 0.10% | 0.11% |
600 - 619 | 0.20% | 0.12% | 0.15% | 0.07% | 0.10% | 0.49% | 0.20% | 0.46% | | 600 - 619 | 0.03% | 0.05% | 0.21% | 0.16% | 0.24% | 0.89% | 0.20% | 0.06% |
620 - 659 | 0.27% | 0.33% | 0.25% | 0.06% | 0.12% | 0.77% | 0.21% | 1.05% | | 620 - 659 | 0.20% | 0.19% | 0.21% | 0.13% | 0.40% | 2.25% | 1.02% | 2.79% |
660 - 699 | 0.14% | 0.25% | 0.14% | 0.15% | 0.09% | 0.52% | 0.04% | 0.29% | | 660 - 699 | 0.14% | 0.32% | 0.21% | 0.05% | 0.20% | 0.77% | 0.30% | 1.76% |
700 - 740 | 0.13% | 0.13% | 0.07% | 0.00% | 0.03% | 0.22% | 0.02% | 0.06% | | 700 - 740 | 0.07% | 0.00% | 0.06% | 0.00% | 0.08% | 0.25% | 0.03% | 0.81% |
740 + | 0.19% | 0.05% | 0.20% | 0.11% | 0.00% | 0.17% | 0.00% | 0.08% | | 740 + | 0.01% | 0.02% | 0.01% | 0.03% | 0.06% | 0.06% | 0.05% | 0.32% |
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Fixed Not Full Doc | Combined LTV | | Non-Amortizing ARM Full Doc | Combined LTV |
0% - 60% | 60.1% - 70% | 70.1% - 75% | 75.1% - 79% | 79.1% - 80% | 80.1% - 90% | 90.1% - 95% | 95.1% + | | 0% - 60% | 60.1% - 70% | 70.1% - 75% | 75.1% - 79% | 79.1% - 80% | 80.1% - 90% | 90.1% - 95% | 95.1% + |
FICO Range | Less than 560 | 0.01% | 0.02% | 0.06% | 0.00% | 0.07% | 0.10% | 0.00% | 0.00% | | FICO Range | Less than 560 | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.30% | 0.05% | 0.02% |
560 - 599 | 0.01% | 0.06% | 0.04% | 0.04% | 0.06% | 0.30% | 0.01% | 0.03% | | 560 - 599 | 0.00% | 0.02% | 0.00% | 0.15% | 0.15% | 0.35% | 0.42% | 0.91% |
600 - 619 | 0.01% | 0.08% | 0.04% | 0.00% | 0.09% | 0.26% | 0.03% | 0.01% | | 600 - 619 | 0.08% | 0.00% | 0.05% | 0.17% | 0.02% | 0.75% | 0.47% | 2.01% |
620 - 659 | 0.19% | 0.20% | 0.16% | 0.09% | 0.29% | 0.80% | 0.32% | 0.89% | | 620 - 659 | 0.02% | 0.03% | 0.03% | 0.06% | 0.16% | 1.24% | 0.81% | 4.67% |
660 - 699 | 0.31% | 0.20% | 0.12% | 0.09% | 0.24% | 0.36% | 0.16% | 0.73% | | 660 - 699 | 0.00% | 0.07% | 0.03% | 0.00% | 0.00% | 0.53% | 0.16% | 0.89% |
700 - 740 | 0.09% | 0.04% | 0.07% | 0.07% | 0.04% | 0.17% | 0.03% | 0.20% | | 700 - 740 | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.06% | 0.00% | 0.20% |
740 + | 0.06% | 0.03% | 0.01% | 0.03% | 0.09% | 0.04% | 0.00% | 0.07% | | 740 + | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.03% |
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Amortizing ARM Full Doc | Combined LTV | | Non-Amortizing ARM Not Full Doc | Combined LTV |
0% - 60% | 60.1% - 70% | 70.1% - 75% | 75.1% - 79% | 79.1% - 80% | 80.1% - 90% | 90.1% - 95% | 95.1% + | | 0% - 60% | 60.1% - 70% | 70.1% - 75% | 75.1% - 79% | 79.1% - 80% | 80.1% - 90% | 90.1% - 95% | 95.1% + |
FICO Range | Less than 560 | 0.07% | 0.19% | 0.50% | 0.39% | 1.16% | 5.57% | 1.02% | 0.31% | | FICO Range | Less than 560 | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% |
560 - 599 | 0.08% | 0.13% | 0.38% | 0.20% | 0.47% | 2.53% | 0.98% | 1.10% | | 560 - 599 | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.06% | 0.04% | 0.00% |
600 - 619 | 0.07% | 0.06% | 0.09% | 0.05% | 0.09% | 0.60% | 0.55% | 1.31% | | 600 - 619 | 0.01% | 0.06% | 0.11% | 0.03% | 0.24% | 0.53% | 0.22% | 0.10% |
620 - 659 | 0.07% | 0.10% | 0.18% | 0.02% | 0.26% | 1.08% | 0.65% | 2.38% | | 620 - 659 | 0.13% | 0.03% | 0.14% | 0.11% | 0.33% | 1.58% | 0.80% | 3.61% |
660 - 699 | 0.03% | 0.08% | 0.08% | 0.01% | 0.00% | 0.20% | 0.07% | 0.68% | | 660 - 699 | 0.04% | 0.04% | 0.00% | 0.05% | 0.46% | 0.92% | 0.56% | 5.10% |
700 - 740 | 0.01% | 0.00% | 0.02% | 0.00% | 0.04% | 0.01% | 0.01% | 0.10% | | 700 - 740 | 0.04% | 0.05% | 0.06% | 0.05% | 0.19% | 0.27% | 0.29% | 2.27% |
740 + | 0.01% | 0.04% | 0.00% | 0.01% | 0.00% | 0.02% | 0.00% | 0.03% | | 740 + | 0.00% | 0.03% | 0.00% | 0.04% | 0.07% | 0.14% | 0.00% | 0.55% |
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1. We would expect up to six FICO/CLTV grids on every deal, grouped by product and doc type | | | Check for 0's | | | | | | | | |
2. Combined LTV = First Lien + Second + Silent Second | | | | | | | Total equals 100% | -0.01% | | | | | | | |
3. Use CLTV for securitized second liens (e.g., 100% CLTV on an 80/20 second lien, not 20%) | | | GT 80% Match | -7646.79% | | | | | | | |
4. Approximate loan population fine | | | | | | | | | ARM Match | -8188.30% | | | | | | | |
5. Each cell would be populated by percentage of pool that shares Freddie Mac sub protection | | | IO Match | -3519.12% | | | | | | | |
6. The sum of all six FICO/CLTV grids should sum to 100% | | | | | | | FICO % Match | -3049.15% | | | | | | | |
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Freddie Mac - Additional Strat - Soundview 2005-4 Marketing Pool | | |
| | | | | | |
Conforming Pool Only | %Principal Balance | GWAC | FICO | LTV | CLTV (with silent 2nds) | PURCH |
Fixed Rate First Lien | 19.43% | 6.904 | 641 | 75.93 | 77.77 | 0.52% |
Fixed Rate Second Lien | 1.75% | 10.596 | 659 | 99.45 | 99.45 | 0.58% |
ARM First Lien | 78.59% | 7.549 | 605 | 83.46 | 87.97 | 13.55% |
ARM Second Lien | 0.23% | 8.312 | 698 | 99.35 | 99.35 | 0.21% |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Soundview 2005-4 Marketing Pool | | | | | | | | | | | | | | | | | | | | | | | FICO | COMBINED LTV | DOC TYPE | LOAN AMOUNT |
Category | Ending Balance | Pct | WAC | WA Margin | WAM | WA Age | WA DTI | WA Combined LTV | WA Total LTV (includes Silent 2nd) | WA FICO | with Prepay Penalty | WA Prepay Term | Avg Loan Amt | Purchase | Cashout Refi | Owner Occupied | Silent 2nd | 2nd Lien | Single Family | California | 1st of Mth Pay | with MI | 0 | 400-499 | 500-524 | 525-549 | 550-574 | 575-599 | 600-624 | 625-649 | 650-674 | 675-699 | 700+ | < 80.00 | 80.00-84.99 | 85.00-89.99 | 90.00-94.99 | 95.00-99.99 | 100.00+ | Full | Limited | Stated/No Doc | <= 50K | 51-350K | 351K+ |
FICO: 400-499 | 214,178 | 0% | 6.25 | 8.50 | 356 | 4 | 40.80 | 70.49 | 70.49 | 491 | 100% | 1.0 | 215,000 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
FICO: 500-524 | 23,950,439 | 3% | 8.69 | 6.67 | 356 | 4 | 42.96 | 80.86 | 82.00 | 518 | 75% | 2.5 | 144,631 | 9% | 85% | 96% | 8% | 0% | 81% | 13% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 28% | 41% | 14% | 15% | 1% | 0% | 76% | 5% | 19% | 2% | 84% | 14% |
FICO: 525-549 | 73,017,368 | 8% | 8.71 | 6.46 | 355 | 4 | 42.47 | 84.35 | 85.22 | 537 | 65% | 2.5 | 136,802 | 11% | 82% | 93% | 8% | 0% | 81% | 10% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 18% | 21% | 26% | 29% | 5% | 0% | 71% | 7% | 22% | 3% | 75% | 22% |
FICO: 550-574 | 86,888,094 | 9% | 8.11 | 6.30 | 355 | 4 | 41.04 | 85.03 | 85.90 | 561 | 63% | 2.5 | 146,196 | 15% | 78% | 92% | 7% | 0% | 76% | 10% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 18% | 17% | 25% | 32% | 8% | 1% | 59% | 4% | 37% | 2% | 74% | 24% |
FICO: 575-599 | 88,754,577 | 10% | 7.41 | 6.20 | 355 | 4 | 41.75 | 84.06 | 86.87 | 587 | 70% | 2.4 | 177,986 | 24% | 71% | 91% | 15% | 0% | 78% | 19% | 99% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 21% | 28% | 18% | 18% | 9% | 6% | 62% | 4% | 34% | 1% | 66% | 32% |
FICO: 600-624 | 142,319,467 | 16% | 7.20 | 5.98 | 346 | 4 | 42.41 | 83.99 | 89.59 | 612 | 69% | 2.5 | 168,206 | 35% | 60% | 92% | 32% | 4% | 71% | 24% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 20% | 35% | 12% | 14% | 10% | 9% | 68% | 2% | 30% | 3% | 59% | 37% |
FICO: 625-649 | 178,794,590 | 20% | 7.00 | 5.70 | 341 | 4 | 41.83 | 83.03 | 91.50 | 638 | 65% | 2.4 | 172,644 | 42% | 54% | 93% | 46% | 6% | 71% | 33% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 15% | 50% | 8% | 11% | 7% | 9% | 47% | 2% | 51% | 3% | 61% | 36% |
FICO: 650-674 | 159,723,671 | 17% | 6.92 | 5.49 | 340 | 4 | 42.04 | 82.36 | 92.12 | 661 | 63% | 2.4 | 187,855 | 52% | 44% | 93% | 53% | 7% | 67% | 33% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 18% | 52% | 7% | 9% | 3% | 11% | 31% | 1% | 68% | 3% | 58% | 39% |
FICO: 675-699 | 78,432,469 | 9% | 6.71 | 5.48 | 340 | 4 | 40.60 | 81.55 | 90.37 | 685 | 67% | 2.4 | 180,660 | 54% | 43% | 94% | 46% | 7% | 66% | 37% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 21% | 50% | 7% | 6% | 3% | 12% | 27% | 1% | 73% | 3% | 61% | 36% |
FICO: 700+ | 82,905,148 | 9% | 6.49 | 5.44 | 337 | 4 | 41.71 | 81.33 | 89.38 | 730 | 61% | 2.4 | 201,734 | 56% | 38% | 94% | 42% | 8% | 66% | 41% | 99% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 23% | 47% | 4% | 9% | 2% | 15% | 23% | 0% | 76% | 2% | 56% | 41% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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O-LTV %: 0.01- 79.99 | 172,639,707 | 19% | 6.62 | 5.60 | 348 | 4 | 41.20 | 69.98 | 72.65 | 627 | 61% | 2.5 | 210,001 | 13% | 80% | 90% | 18% | 0% | 70% | 30% | 100% | 0% | 0% | 0% | 4% | 8% | 9% | 11% | 16% | 15% | 16% | 10% | 11% | 100% | 0% | 0% | 0% | 0% | 0% | 50% | 2% | 48% | 1% | 64% | 35% |
O-LTV %: 80.00 | 328,218,004 | 36% | 6.74 | 5.41 | 355 | 4 | 42.47 | 80.00 | 95.47 | 644 | 67% | 2.3 | 207,113 | 63% | 35% | 95% | 81% | 0% | 67% | 34% | 100% | 0% | 0% | 0% | 3% | 3% | 3% | 6% | 13% | 25% | 24% | 11% | 11% | 0% | 100% | 0% | 0% | 0% | 0% | 40% | 1% | 59% | 0% | 61% | 38% |
O-LTV %: 80.01- 84.99 | 36,343,572 | 4% | 6.97 | 5.90 | 351 | 4 | 41.52 | 83.38 | 83.97 | 612 | 71% | 2.5 | 204,851 | 6% | 82% | 93% | 7% | 0% | 74% | 14% | 100% | 0% | 0% | 0% | 5% | 11% | 9% | 16% | 16% | 20% | 12% | 7% | 5% | 0% | 100% | 0% | 0% | 0% | 0% | 61% | 3% | 36% | 1% | 61% | 37% |
O-LTV %: 85.00- 89.99 | 112,222,420 | 12% | 7.73 | 6.17 | 353 | 4 | 41.25 | 86.20 | 86.67 | 599 | 66% | 2.6 | 174,187 | 8% | 83% | 87% | 4% | 0% | 76% | 17% | 100% | 0% | 0% | 0% | 3% | 17% | 19% | 14% | 16% | 12% | 11% | 5% | 3% | 0% | 0% | 100% | 0% | 0% | 0% | 47% | 4% | 48% | 2% | 69% | 30% |
O-LTV %: 90.00- 94.99 | 134,886,345 | 15% | 7.91 | 6.27 | 355 | 4 | 42.44 | 90.39 | 90.63 | 603 | 67% | 2.5 | 163,284 | 19% | 76% | 90% | 4% | 1% | 78% | 18% | 100% | 0% | 0% | 0% | 3% | 16% | 20% | 12% | 15% | 15% | 11% | 4% | 6% | 0% | 0% | 0% | 100% | 0% | 0% | 56% | 4% | 40% | 2% | 62% | 36% |
O-LTV %: 95.00- 99.99 | 54,884,574 | 6% | 8.16 | 6.50 | 342 | 4 | 40.72 | 95.39 | 95.40 | 613 | 75% | 2.5 | 152,815 | 28% | 65% | 96% | 0% | 7% | 75% | 17% | 100% | 0% | 0% | 0% | 0% | 7% | 12% | 15% | 26% | 23% | 10% | 5% | 2% | 0% | 0% | 0% | 0% | 100% | 0% | 61% | 6% | 32% | 3% | 66% | 31% |
O-LTV %: 100.00 | 75,805,378 | 8% | 8.76 | 7.31 | 271 | 4 | 41.47 | 100.00 | 100.00 | 654 | 61% | 2.3 | 79,246 | 81% | 18% | 99% | 0% | 47% | 71% | 30% | 100% | 0% | 0% | 0% | 0% | 0% | 1% | 8% | 17% | 22% | 23% | 12% | 16% | 0% | 0% | 0% | 0% | 0% | 100% | 57% | 1% | 42% | 19% | 64% | 18% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Loan Amt: 1- 50,000 | 24,412,321 | 3% | 9.87 | 7.27 | 247 | 5 | 36.56 | 93.27 | 93.63 | 630 | 61% | 2.3 | 34,908 | 57% | 40% | 89% | 3% | 59% | 80% | 3% | 100% | 0% | 0% | 0% | 2% | 8% | 7% | 5% | 20% | 22% | 18% | 10% | 8% | 8% | 8% | 7% | 12% | 7% | 58% | 60% | 1% | 39% | 100% | 0% | 0% |
Loan Amt: 50,001 - 350,000 | 578,497,610 | 63% | 7.40 | 5.92 | 345 | 4 | 41.48 | 82.94 | 88.81 | 622 | 65% | 2.5 | 144,167 | 33% | 61% | 92% | 31% | 5% | 75% | 17% | 100% | 0% | 0% | 0% | 3% | 9% | 11% | 10% | 15% | 19% | 16% | 8% | 8% | 19% | 39% | 13% | 14% | 6% | 8% | 50% | 3% | 47% | 0% | 100% | 0% |
Loan Amt: 350,001 - 500,000 | 184,965,406 | 20% | 6.84 | 5.76 | 355 | 4 | 43.78 | 82.67 | 89.71 | 633 | 65% | 2.3 | 414,569 | 41% | 56% | 94% | 39% | 0% | 67% | 43% | 100% | 0% | 0% | 0% | 1% | 6% | 8% | 12% | 16% | 18% | 18% | 11% | 11% | 20% | 42% | 13% | 14% | 6% | 4% | 42% | 3% | 55% | 0% | 0% | 100% |
Loan Amt: 500,001 - 750,000 | 111,307,839 | 12% | 6.87 | 5.72 | 355 | 4 | 42.45 | 83.70 | 90.74 | 641 | 68% | 2.3 | 577,710 | 44% | 53% | 95% | 40% | 0% | 64% | 53% | 100% | 0% | 0% | 0% | 1% | 4% | 5% | 6% | 19% | 24% | 22% | 7% | 12% | 14% | 48% | 9% | 19% | 5% | 6% | 48% | 0% | 51% | 0% | 0% | 100% |
Loan Amt: 750,001 -1,000,000 | 12,583,244 | 1% | 6.43 | 5.73 | 355 | 5 | 35.77 | 77.11 | 85.85 | 638 | 79% | 2.4 | 840,007 | 59% | 41% | 100% | 67% | 0% | 28% | 60% | 100% | 0% | 0% | 0% | 0% | 0% | 7% | 7% | 25% | 29% | 20% | 6% | 6% | 34% | 59% | 0% | 6% | 0% | 0% | 80% | 0% | 20% | 0% | 0% | 100% |
Loan Amt: 1,000,001+ | 3,233,581 | 0% | 6.82 | 6.12 | 355 | 5 | 41.17 | 67.42 | 81.63 | 648 | 100% | 1.7 | 1,079,167 | 100% | 0% | 100% | 100% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 31% | 69% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
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Blended Access | 124,200 | 0% | 7.50 | 6.13 | 355 | 5 | 42.00 | 90.00 | 90.00 | 695 | 100% | 2.0 | 124,200 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% |
Full Documentation | 446,790,645 | 49% | 7.19 | 6.00 | 347 | 4 | 42.87 | 83.82 | 89.24 | 609 | 71% | 2.5 | 154,383 | 34% | 61% | 94% | 31% | 4% | 71% | 24% | 100% | 0% | 0% | 0% | 4% | 12% | 11% | 12% | 22% | 19% | 11% | 5% | 4% | 19% | 35% | 12% | 17% | 8% | 10% | 100% | 0% | 0% | 3% | 64% | 32% |
Limited Documentation | 22,114,359 | 2% | 7.71 | 6.05 | 354 | 5 | 40.16 | 85.87 | 86.51 | 590 | 66% | 2.4 | 176,055 | 11% | 81% | 87% | 5% | 0% | 84% | 14% | 100% | 0% | 0% | 0% | 6% | 23% | 15% | 15% | 13% | 14% | 11% | 2% | 2% | 13% | 20% | 23% | 27% | 15% | 2% | 0% | 100% | 0% | 2% | 73% | 25% |
No Documentation | 26,856,459 | 3% | 6.92 | 4.88 | 342 | 4 | 34.29 | 77.66 | 82.80 | 689 | 47% | 2.4 | 168,331 | 36% | 58% | 94% | 30% | 4% | 75% | 18% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 2% | 15% | 21% | 29% | 33% | 29% | 47% | 8% | 11% | 2% | 2% | 0% | 0% | 100% | 3% | 67% | 30% |
No Income Verification | 102,702,068 | 11% | 6.63 | 5.58 | 351 | 5 | 41.72 | 81.39 | 89.76 | 659 | 76% | 2.2 | 234,014 | 49% | 48% | 100% | 43% | 0% | 74% | 39% | 100% | 0% | 0% | 0% | 0% | 1% | 5% | 6% | 11% | 21% | 21% | 16% | 20% | 22% | 50% | 10% | 13% | 3% | 2% | 0% | 0% | 100% | 0% | 62% | 38% |
Stated Documentation | 316,412,268 | 35% | 7.59 | 5.89 | 342 | 4 | 40.57 | 82.95 | 89.95 | 639 | 56% | 2.3 | 180,664 | 41% | 55% | 89% | 37% | 7% | 70% | 28% | 100% | 0% | 0% | 0% | 1% | 5% | 9% | 8% | 10% | 20% | 26% | 10% | 11% | 17% | 45% | 13% | 12% | 4% | 9% | 0% | 0% | 100% | 3% | 61% | 37% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Interest Only | 325,147,683 | 36% | 6.59 | 5.53 | 355 | 4 | 42.87 | 82.34 | 94.15 | 652 | 72% | 2.3 | 290,607 | 59% | 39% | 95% | 63% | 0% | 63% | 46% | 100% | 0% | 0% | 0% | 0% | 1% | 1% | 6% | 18% | 23% | 26% | 13% | 13% | 13% | 63% | 6% | 9% | 5% | 5% | 44% | 1% | 55% | 0% | 48% | 52% |
Not Interest Only | 589,852,317 | 64% | 7.65 | 6.13 | 340 | 4 | 41.29 | 83.54 | 86.61 | 613 | 62% | 2.5 | 138,824 | 26% | 68% | 91% | 17% | 7% | 76% | 16% | 100% | 0% | 0% | 0% | 4% | 12% | 14% | 12% | 14% | 17% | 13% | 6% | 7% | 22% | 27% | 16% | 18% | 7% | 10% | 51% | 3% | 45% | 4% | 72% | 24% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
IO Term: 0 | 589,852,317 | 64% | 7.65 | 6.13 | 340 | 4 | 41.29 | 83.54 | 86.61 | 613 | 62% | 2.5 | 138,824 | 26% | 68% | 91% | 17% | 7% | 76% | 16% | 100% | 0% | 0% | 0% | 4% | 12% | 14% | 12% | 14% | 17% | 13% | 6% | 7% | 22% | 27% | 16% | 18% | 7% | 10% | 51% | 3% | 45% | 4% | 72% | 24% |
IO Term: 120 | 4,991,529 | 1% | 6.39 | 4.65 | 355 | 5 | 41.79 | 74.23 | 79.43 | 694 | 71% | 3.0 | 262,762 | 14% | 86% | 94% | 27% | 0% | 69% | 34% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 2% | 15% | 16% | 41% | 26% | 59% | 28% | 2% | 10% | 0% | 0% | 47% | 9% | 45% | 0% | 74% | 26% |
IO Term: 24 | 23,631,031 | 3% | 6.61 | 6.51 | 356 | 4 | 40.65 | 87.48 | 95.19 | 636 | 92% | 1.9 | 319,353 | 59% | 41% | 98% | 41% | 0% | 69% | 65% | 100% | 0% | 0% | 0% | 1% | 2% | 3% | 18% | 20% | 20% | 18% | 11% | 8% | 7% | 42% | 7% | 15% | 7% | 21% | 68% | 0% | 32% | 0% | 43% | 57% |
IO Term: 36 | 40,976,338 | 4% | 6.62 | 6.49 | 356 | 4 | 43.78 | 87.40 | 93.82 | 627 | 78% | 2.5 | 271,392 | 49% | 47% | 95% | 35% | 0% | 66% | 39% | 100% | 0% | 0% | 0% | 1% | 2% | 3% | 20% | 23% | 24% | 14% | 8% | 5% | 12% | 34% | 11% | 12% | 8% | 22% | 83% | 0% | 17% | 0% | 48% | 52% |
IO Term: 60 | 255,548,786 | 28% | 6.59 | 5.28 | 355 | 5 | 42.95 | 81.21 | 94.39 | 656 | 69% | 2.2 | 292,097 | 61% | 36% | 95% | 71% | 0% | 62% | 45% | 100% | 0% | 0% | 0% | 0% | 1% | 0% | 2% | 18% | 24% | 28% | 13% | 14% | 13% | 70% | 5% | 8% | 4% | 1% | 36% | 1% | 63% | 0% | 48% | 52% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
ARM | 756,796,326 | 83% | 7.26 | 5.88 | 352 | 4 | 42.24 | 83.64 | 90.71 | 622 | 67% | 2.3 | 187,221 | 41% | 55% | 92% | 38% | 2% | 70% | 27% | 100% | 0% | 0% | 0% | 3% | 9% | 10% | 10% | 15% | 19% | 17% | 8% | 8% | 15% | 44% | 12% | 16% | 6% | 7% | 47% | 2% | 50% | 2% | 62% | 36% |
FRM 1st Lien | 134,309,377 | 15% | 6.78 | 0.00 | 342 | 4 | 40.55 | 77.30 | 79.52 | 646 | 65% | 3.1 | 168,001 | 9% | 80% | 94% | 14% | 0% | 78% | 21% | 99% | 0% | 0% | 0% | 1% | 3% | 6% | 8% | 19% | 19% | 17% | 12% | 15% | 45% | 22% | 15% | 13% | 3% | 2% | 60% | 3% | 37% | 2% | 71% | 27% |
FRM 2nd Lien | 23,894,297 | 3% | 10.38 | 0.00 | 176 | 5 | 36.65 | 99.29 | 99.29 | 657 | 35% | 2.2 | 45,258 | 65% | 34% | 98% | 0% | 100% | 70% | 32% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 12% | 33% | 33% | 12% | 10% | 0% | 0% | 0% | 2% | 10% | 88% | 36% | 0% | 64% | 39% | 61% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1/29 6 MO LIBOR | 240,536 | 0% | 6.00 | 6.00 | 353 | 7 | 43.00 | 95.00 | 95.00 | 668 | 100% | 1.0 | 242,250 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
2/13 6 MO LIBOR | 557,398 | 0% | 9.71 | 8.63 | 177 | 3 | 44.96 | 99.19 | 99.19 | 677 | 78% | 2.0 | 51,091 | 70% | 30% | 100% | 0% | 100% | 68% | 24% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 23% | 8% | 18% | 5% | 47% | 0% | 0% | 0% | 8% | 0% | 92% | 47% | 0% | 53% | 46% | 54% | 0% |
2/13 6 MO LIBOR Balloon | 16,265,657 | 2% | 9.62 | 8.39 | 177 | 3 | 41.49 | 99.32 | 99.32 | 667 | 85% | 1.9 | 63,398 | 85% | 12% | 99% | 0% | 100% | 60% | 42% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 19% | 21% | 20% | 17% | 23% | 0% | 1% | 1% | 1% | 10% | 88% | 48% | 0% | 52% | 29% | 71% | 0% |
2/28 6 MO LIBOR | 354,120,982 | 39% | 7.76 | 5.95 | 356 | 4 | 41.83 | 83.77 | 87.26 | 597 | 64% | 2.3 | 152,074 | 23% | 71% | 89% | 20% | 0% | 78% | 12% | 100% | 0% | 0% | 0% | 5% | 17% | 19% | 14% | 12% | 15% | 11% | 4% | 3% | 18% | 31% | 18% | 22% | 7% | 4% | 49% | 5% | 46% | 2% | 73% | 25% |
2/28 6 MO LIBOR 40/30 Balloon | 915,412 | 0% | 7.78 | 5.52 | 357 | 3 | 48.95 | 79.36 | 96.23 | 632 | 63% | 2.2 | 305,228 | 85% | 15% | 37% | 85% | 0% | 15% | 48% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 63% | 0% | 37% | 0% | 0% | 37% | 63% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 52% | 48% |
2/28 6 MO LIBOR IO | 242,916,321 | 27% | 6.62 | 5.39 | 356 | 4 | 42.72 | 81.85 | 94.56 | 654 | 71% | 2.1 | 295,912 | 61% | 37% | 95% | 68% | 0% | 64% | 48% | 100% | 0% | 0% | 0% | 0% | 1% | 1% | 4% | 17% | 24% | 28% | 13% | 13% | 12% | 67% | 5% | 9% | 4% | 3% | 37% | 1% | 62% | 0% | 48% | 52% |
3/27 6 MO LIBOR | 66,104,652 | 7% | 7.20 | 6.57 | 356 | 4 | 41.39 | 84.60 | 89.42 | 607 | 56% | 2.7 | 194,550 | 39% | 59% | 97% | 27% | 0% | 70% | 20% | 100% | 0% | 0% | 0% | 8% | 6% | 15% | 15% | 17% | 22% | 7% | 5% | 5% | 18% | 36% | 14% | 15% | 9% | 9% | 55% | 0% | 45% | 0% | 68% | 31% |
3/27 6 MO LIBOR 40/30 Balloon | 89,212 | 0% | 7.15 | 4.90 | 358 | 2 | 0.00 | 80.00 | 100.00 | 724 | 0% | 0.0 | 89,212 | 100% | 0% | 100% | 100% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
3/27 6 MO LIBOR IO | 66,273,894 | 7% | 6.54 | 6.06 | 356 | 4 | 43.71 | 84.95 | 94.23 | 640 | 74% | 2.7 | 275,023 | 57% | 39% | 96% | 49% | 0% | 62% | 38% | 100% | 0% | 0% | 0% | 1% | 1% | 2% | 13% | 22% | 21% | 18% | 12% | 10% | 12% | 50% | 8% | 10% | 6% | 14% | 67% | 0% | 33% | 0% | 47% | 53% |
5/25 6 MO LIBOR | 1,992,956 | 0% | 6.63 | 5.21 | 354 | 6 | 37.12 | 83.98 | 85.18 | 664 | 73% | 3.0 | 250,454 | 37% | 49% | 60% | 8% | 0% | 63% | 32% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 14% | 31% | 8% | 14% | 32% | 17% | 8% | 22% | 43% | 10% | 0% | 5% | 0% | 95% | 0% | 68% | 32% |
5/25 6 MO LIBOR IO | 5,618,564 | 1% | 6.39 | 5.13 | 355 | 5 | 42.68 | 78.04 | 90.28 | 679 | 90% | 2.7 | 280,979 | 61% | 33% | 95% | 73% | 0% | 49% | 49% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 8% | 16% | 33% | 10% | 32% | 17% | 83% | 0% | 0% | 0% | 0% | 54% | 0% | 46% | 0% | 57% | 43% |
6 MO LIBOR | 1,700,742 | 0% | 6.44 | 7.40 | 356 | 4 | 43.64 | 87.30 | 87.30 | 579 | 68% | 2.2 | 170,715 | 32% | 61% | 85% | 0% | 0% | 46% | 0% | 100% | 0% | 0% | 13% | 0% | 6% | 40% | 10% | 0% | 31% | 0% | 0% | 0% | 13% | 15% | 28% | 15% | 13% | 17% | 55% | 0% | 45% | 0% | 78% | 22% |
Balloon 15/30 | 21,813,296 | 2% | 10.28 | 0.00 | 175 | 5 | 36.57 | 98.99 | 98.99 | 657 | 37% | 2.2 | 46,155 | 64% | 34% | 97% | 0% | 99% | 68% | 34% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 14% | 33% | 32% | 12% | 9% | 1% | 0% | 1% | 2% | 10% | 86% | 37% | 0% | 63% | 38% | 62% | 0% |
Balloon 15/30 IO | 122,000 | 0% | 6.38 | 0.00 | 175 | 5 | 41.00 | 71.76 | 71.76 | 753 | 100% | 3.0 | 122,000 | 0% | 100% | 100% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 100% | 0% |
Fixed Rate | 125,426,065 | 14% | 6.89 | 0.00 | 338 | 4 | 40.47 | 77.56 | 79.39 | 644 | 62% | 3.1 | 153,898 | 9% | 80% | 93% | 12% | 2% | 79% | 19% | 99% | 0% | 0% | 0% | 1% | 3% | 6% | 8% | 19% | 20% | 16% | 11% | 15% | 44% | 22% | 14% | 13% | 3% | 4% | 59% | 2% | 38% | 3% | 73% | 24% |
Fixed Rate 40/30 Balloon | 625,411 | 0% | 5.72 | 0.00 | 358 | 2 | 38.80 | 70.13 | 76.48 | 676 | 68% | 3.0 | 208,633 | 54% | 46% | 100% | 32% | 0% | 86% | 54% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 14% | 54% | 32% | 0% | 68% | 32% | 0% | 0% | 0% | 0% | 46% | 0% | 54% | 0% | 100% | 0% |
Fixed Rate IO | 10,216,903 | 1% | 6.47 | 0.00 | 355 | 5 | 41.09 | 79.74 | 86.06 | 668 | 85% | 3.1 | 283,988 | 23% | 75% | 100% | 38% | 0% | 69% | 46% | 100% | 0% | 0% | 0% | 0% | 2% | 1% | 1% | 16% | 13% | 24% | 26% | 17% | 43% | 20% | 19% | 12% | 2% | 4% | 62% | 4% | 34% | 0% | 47% | 53% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Cash Out Refinance | 528,263,379 | 58% | 7.35 | 5.93 | 349 | 4 | 41.35 | 82.12 | 84.78 | 613 | 64% | 2.5 | 177,285 | 0% | 100% | 91% | 16% | 2% | 77% | 22% | 100% | 0% | 0% | 0% | 4% | 11% | 13% | 12% | 16% | 18% | 13% | 6% | 6% | 26% | 28% | 18% | 19% | 7% | 3% | 51% | 3% | 45% | 2% | 66% | 32% |
Purchase | 341,853,432 | 37% | 7.14 | 5.80 | 340 | 4 | 42.88 | 84.86 | 96.91 | 648 | 67% | 2.2 | 162,794 | 100% | 0% | 95% | 64% | 9% | 63% | 35% | 100% | 0% | 0% | 0% | 1% | 2% | 4% | 6% | 15% | 22% | 24% | 12% | 14% | 7% | 61% | 3% | 7% | 4% | 18% | 44% | 1% | 55% | 4% | 56% | 40% |
Rate/Term Refinance | 44,883,189 | 5% | 7.33 | 5.97 | 343 | 5 | 39.89 | 81.54 | 84.27 | 620 | 78% | 2.6 | 154,287 | 0% | 0% | 96% | 16% | 2% | 75% | 13% | 99% | 0% | 0% | 0% | 3% | 11% | 14% | 10% | 13% | 17% | 15% | 5% | 11% | 27% | 24% | 21% | 16% | 9% | 3% | 58% | 4% | 38% | 2% | 79% | 20% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investor | 51,378,187 | 6% | 8.13 | 5.99 | 356 | 4 | 41.54 | 81.85 | 82.68 | 625 | 66% | 2.5 | 120,565 | 24% | 74% | 0% | 6% | 0% | 51% | 18% | 100% | 0% | 0% | 0% | 1% | 7% | 10% | 12% | 17% | 20% | 19% | 7% | 7% | 28% | 28% | 22% | 20% | 2% | 0% | 45% | 4% | 51% | 4% | 78% | 17% |
Primary | 848,325,104 | 93% | 7.21 | 5.87 | 345 | 4 | 41.85 | 83.20 | 89.80 | 627 | 66% | 2.4 | 174,353 | 38% | 57% | 100% | 36% | 5% | 73% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 9% | 15% | 20% | 17% | 9% | 9% | 18% | 41% | 11% | 14% | 6% | 9% | 49% | 2% | 48% | 3% | 63% | 35% |
Second Home | 15,296,708 | 2% | 8.09 | 6.07 | 348 | 4 | 42.69 | 82.90 | 83.11 | 620 | 56% | 2.2 | 194,100 | 38% | 60% | 0% | 1% | 4% | 52% | 13% | 100% | 0% | 0% | 0% | 3% | 7% | 12% | 15% | 22% | 12% | 9% | 10% | 10% | 22% | 23% | 21% | 24% | 8% | 3% | 31% | 6% | 63% | 3% | 52% | 45% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Current | 902,038,761 | 99% | 7.26 | 5.88 | 346 | 4 | 41.81 | 83.08 | 89.25 | 627 | 66% | 2.4 | 170,623 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 18% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
Delq: 30 Days | 9,631,645 | 1% | 7.69 | 6.11 | 347 | 6 | 44.41 | 85.65 | 92.86 | 603 | 78% | 2.4 | 153,435 | 52% | 43% | 94% | 37% | 3% | 64% | 26% | 99% | 0% | 0% | 0% | 2% | 15% | 20% | 11% | 10% | 23% | 12% | 5% | 1% | 6% | 42% | 15% | 20% | 10% | 8% | 48% | 4% | 48% | 3% | 71% | 26% |
Delq: 60 Days | 3,329,594 | 0% | 8.36 | 6.36 | 347 | 5 | 44.33 | 84.72 | 89.23 | 580 | 76% | 2.3 | 159,078 | 28% | 57% | 98% | 24% | 4% | 77% | 0% | 100% | 0% | 0% | 0% | 25% | 17% | 19% | 0% | 8% | 7% | 12% | 11% | 0% | 2% | 65% | 2% | 20% | 0% | 12% | 53% | 12% | 35% | 2% | 87% | 11% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Seasoning: 1 | 113,000 | 0% | 5.85 | 4.45 | 359 | 1 | 47.78 | 65.70 | 65.70 | 730 | 100% | 3.0 | 113,000 | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
Seasoning: 2 | 147,077,439 | 16% | 7.58 | 5.62 | 355 | 2 | 42.09 | 80.26 | 85.97 | 623 | 51% | 2.5 | 169,553 | 29% | 65% | 88% | 31% | 0% | 74% | 13% | 100% | 0% | 0% | 0% | 3% | 12% | 11% | 10% | 11% | 16% | 18% | 10% | 9% | 22% | 42% | 15% | 16% | 4% | 0% | 43% | 3% | 55% | 0% | 73% | 27% |
Seasoning: 3 | 98,177,316 | 11% | 7.83 | 6.27 | 324 | 3 | 41.28 | 85.75 | 89.25 | 631 | 62% | 2.3 | 129,883 | 33% | 61% | 89% | 19% | 17% | 71% | 22% | 100% | 0% | 0% | 0% | 3% | 7% | 9% | 11% | 18% | 17% | 14% | 10% | 11% | 15% | 26% | 15% | 19% | 6% | 19% | 50% | 3% | 47% | 6% | 69% | 24% |
Seasoning: 4 | 182,658,348 | 20% | 7.01 | 6.51 | 353 | 4 | 41.85 | 85.73 | 90.90 | 614 | 72% | 2.6 | 209,412 | 39% | 58% | 95% | 29% | 1% | 67% | 34% | 100% | 0% | 0% | 0% | 5% | 7% | 10% | 16% | 20% | 20% | 12% | 6% | 5% | 16% | 33% | 13% | 15% | 9% | 14% | 68% | 1% | 32% | 1% | 59% | 41% |
Seasoning: 5 | 295,302,998 | 32% | 6.99 | 5.59 | 347 | 5 | 42.56 | 82.01 | 90.50 | 637 | 72% | 2.3 | 187,599 | 47% | 49% | 96% | 46% | 3% | 73% | 33% | 100% | 0% | 0% | 0% | 1% | 6% | 7% | 6% | 16% | 22% | 21% | 10% | 11% | 19% | 49% | 9% | 12% | 5% | 5% | 40% | 2% | 58% | 2% | 57% | 40% |
Seasoning: 6+ | 191,670,899 | 21% | 7.44 | 5.70 | 340 | 6 | 40.84 | 83.19 | 88.45 | 624 | 63% | 2.4 | 147,489 | 29% | 63% | 92% | 29% | 6% | 72% | 23% | 99% | 0% | 0% | 0% | 3% | 10% | 12% | 8% | 14% | 20% | 18% | 8% | 9% | 21% | 37% | 12% | 16% | 6% | 8% | 48% | 5% | 47% | 5% | 67% | 29% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Condominium | 48,482,537 | 5% | 6.99 | 5.84 | 348 | 4 | 42.33 | 82.97 | 92.29 | 644 | 75% | 2.3 | 182,584 | 61% | 35% | 91% | 50% | 4% | 0% | 47% | 99% | 0% | 0% | 0% | 0% | 4% | 7% | 7% | 11% | 27% | 17% | 16% | 10% | 13% | 56% | 11% | 6% | 4% | 11% | 43% | 1% | 56% | 2% | 62% | 36% |
Planned Unit Development | 144,024,187 | 16% | 7.00 | 5.75 | 345 | 4 | 42.45 | 82.97 | 91.83 | 636 | 68% | 2.3 | 231,186 | 52% | 43% | 94% | 49% | 6% | 0% | 25% | 100% | 0% | 0% | 0% | 2% | 3% | 9% | 6% | 18% | 20% | 22% | 8% | 11% | 18% | 50% | 7% | 11% | 6% | 8% | 53% | 1% | 46% | 2% | 51% | 47% |
Single Family | 654,660,092 | 72% | 7.31 | 5.89 | 346 | 4 | 41.51 | 83.27 | 88.88 | 623 | 66% | 2.4 | 158,487 | 33% | 62% | 95% | 31% | 4% | 100% | 26% | 100% | 0% | 0% | 0% | 3% | 9% | 10% | 11% | 15% | 19% | 16% | 8% | 8% | 19% | 38% | 13% | 16% | 6% | 8% | 49% | 3% | 48% | 3% | 66% | 31% |
Two-to-Four Family | 67,833,185 | 7% | 7.72 | 6.15 | 341 | 4 | 43.48 | 82.04 | 85.70 | 630 | 49% | 2.5 | 193,216 | 33% | 64% | 70% | 21% | 6% | 0% | 24% | 100% | 0% | 0% | 0% | 2% | 10% | 6% | 11% | 15% | 15% | 20% | 10% | 10% | 29% | 27% | 15% | 15% | 5% | 8% | 45% | 2% | 53% | 2% | 61% | 37% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1st Lien | 874,282,648 | 96% | 7.14 | 5.82 | 353 | 4 | 41.99 | 82.36 | 88.82 | 625 | 66% | 2.4 | 191,122 | 36% | 59% | 92% | 35% | 0% | 72% | 26% | 100% | 0% | 0% | 0% | 3% | 8% | 10% | 10% | 16% | 19% | 17% | 8% | 9% | 20% | 42% | 13% | 15% | 6% | 5% | 49% | 3% | 48% | 1% | 63% | 36% |
2nd Lien | 40,717,352 | 4% | 10.06 | 8.40 | 177 | 5 | 38.75 | 99.30 | 99.30 | 662 | 55% | 2.0 | 51,180 | 73% | 25% | 98% | 0% | 100% | 66% | 36% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 15% | 28% | 27% | 14% | 16% | 0% | 0% | 0% | 2% | 10% | 88% | 41% | 0% | 59% | 35% | 65% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
a. Silent 2nd | 309,249,331 | 34% | 6.61 | 5.36 | 355 | 4 | 42.72 | 79.73 | 97.98 | 650 | 69% | 2.3 | 219,134 | 71% | 27% | 99% | 100% | 0% | 65% | 37% | 100% | 0% | 0% | 0% | 1% | 2% | 2% | 4% | 15% | 26% | 27% | 12% | 11% | 10% | 87% | 2% | 2% | 0% | 0% | 45% | 0% | 55% | 0% | 58% | 42% |
b. Not Silent 2nd | 605,750,668 | 66% | 7.61 | 6.20 | 341 | 4 | 41.40 | 84.85 | 84.85 | 615 | 64% | 2.5 | 153,023 | 20% | 73% | 90% | 0% | 7% | 75% | 21% | 100% | 0% | 0% | 0% | 4% | 11% | 13% | 12% | 16% | 16% | 13% | 7% | 8% | 23% | 16% | 18% | 21% | 9% | 13% | 51% | 3% | 46% | 4% | 66% | 30% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
No Prepay Penalty | 313,587,414 | 34% | 7.50 | 5.77 | 343 | 4 | 41.63 | 82.48 | 87.99 | 629 | 0% | 0.0 | 173,415 | 36% | 61% | 92% | 30% | 6% | 70% | 9% | 100% | 0% | 0% | 0% | 2% | 8% | 10% | 8% | 14% | 20% | 19% | 8% | 10% | 22% | 38% | 12% | 14% | 4% | 9% | 41% | 2% | 56% | 3% | 64% | 33% |
Prepay Penalty: 1 Year | 31,318,715 | 3% | 7.05 | 6.03 | 346 | 5 | 41.17 | 81.95 | 91.48 | 651 | 100% | 1.0 | 268,136 | 63% | 34% | 93% | 52% | 5% | 65% | 45% | 100% | 0% | 0% | 1% | 1% | 3% | 5% | 5% | 10% | 24% | 20% | 17% | 15% | 21% | 53% | 3% | 8% | 6% | 9% | 30% | 0% | 70% | 1% | 40% | 59% |
Prepay Penalty: 2 Years | 307,121,911 | 34% | 7.20 | 5.88 | 344 | 4 | 42.19 | 84.12 | 91.91 | 623 | 100% | 2.0 | 171,317 | 46% | 50% | 93% | 42% | 6% | 69% | 37% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 11% | 16% | 20% | 18% | 8% | 7% | 13% | 47% | 11% | 14% | 5% | 10% | 50% | 3% | 47% | 3% | 60% | 37% |
Prepay Penalty: 3 Years | 253,924,409 | 28% | 7.12 | 6.01 | 350 | 4 | 41.80 | 82.79 | 87.51 | 625 | 100% | 3.0 | 158,530 | 26% | 66% | 93% | 26% | 1% | 77% | 32% | 100% | 0% | 0% | 0% | 3% | 9% | 9% | 10% | 17% | 18% | 15% | 9% | 9% | 22% | 32% | 15% | 17% | 9% | 5% | 58% | 2% | 39% | 2% | 68% | 30% |
Prepay Penalty: 5 Years | 9,047,551 | 1% | 6.85 | 7.75 | 352 | 4 | 41.27 | 84.31 | 87.58 | 618 | 100% | 5.0 | 178,023 | 19% | 74% | 92% | 20% | 0% | 68% | 41% | 100% | 0% | 0% | 0% | 5% | 6% | 10% | 6% | 24% | 23% | 18% | 4% | 4% | 23% | 29% | 18% | 16% | 6% | 8% | 78% | 0% | 22% | 1% | 70% | 29% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
1% UPB | 78,473,881 | 9% | 7.97 | 6.06 | 355 | 4 | 41.27 | 85.70 | 89.91 | 601 | 100% | 2.7 | 119,525 | 24% | 65% | 88% | 23% | 0% | 88% | 0% | 100% | 0% | 0% | 0% | 4% | 17% | 14% | 16% | 14% | 15% | 10% | 6% | 4% | 8% | 32% | 21% | 24% | 10% | 5% | 62% | 5% | 34% | 3% | 87% | 10% |
2 Mo Int | 704,023 | 0% | 7.06 | 5.07 | 358 | 2 | 35.13 | 79.36 | 83.78 | 677 | 100% | 2.5 | 176,225 | 22% | 78% | 34% | 22% | 0% | 41% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 28% | 0% | 0% | 12% | 0% | 59% | 37% | 50% | 0% | 12% | 0% | 0% | 12% | 0% | 88% | 0% | 100% | 0% |
2 Mo Int (UPB-20%OPB) | 4,755,617 | 1% | 7.23 | 6.09 | 347 | 4 | 41.60 | 81.52 | 86.27 | 624 | 100% | 3.0 | 183,453 | 24% | 76% | 97% | 24% | 0% | 94% | 0% | 100% | 0% | 0% | 0% | 2% | 13% | 20% | 0% | 12% | 21% | 14% | 3% | 14% | 17% | 30% | 37% | 16% | 0% | 0% | 20% | 9% | 71% | 0% | 65% | 35% |
2% UPB | 33,298,282 | 4% | 7.51 | 5.85 | 354 | 4 | 40.39 | 83.71 | 89.79 | 610 | 100% | 2.4 | 140,814 | 26% | 68% | 89% | 34% | 0% | 73% | 2% | 99% | 0% | 0% | 0% | 3% | 12% | 15% | 9% | 19% | 15% | 15% | 8% | 3% | 16% | 41% | 15% | 18% | 8% | 2% | 53% | 2% | 46% | 2% | 67% | 30% |
3 Mo Int | 2,344,589 | 0% | 6.71 | 5.11 | 356 | 4 | 47.04 | 78.59 | 90.33 | 608 | 100% | 2.8 | 293,788 | 32% | 68% | 100% | 70% | 0% | 94% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 30% | 40% | 30% | 0% | 0% | 0% | 25% | 75% | 0% | 0% | 0% | 0% | 85% | 0% | 15% | 0% | 49% | 51% |
3% / 1% | 331,879 | 0% | 6.24 | 5.76 | 355 | 5 | 40.03 | 80.31 | 84.94 | 715 | 100% | 2.0 | 111,200 | 23% | 77% | 100% | 23% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 23% | 0% | 0% | 0% | 77% | 44% | 56% | 0% | 0% | 0% | 0% | 23% | 0% | 77% | 0% | 100% | 0% |
3% / 1% / 1% | 2,177,513 | 0% | 7.16 | 6.14 | 355 | 5 | 41.39 | 88.64 | 95.27 | 628 | 100% | 3.0 | 218,180 | 24% | 68% | 100% | 33% | 0% | 76% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 5% | 57% | 25% | 0% | 13% | 0% | 6% | 27% | 19% | 5% | 31% | 11% | 33% | 0% | 67% | 0% | 73% | 27% |
3% / 2% | 7,555,348 | 1% | 7.23 | 5.86 | 354 | 5 | 42.20 | 86.13 | 89.55 | 623 | 100% | 2.0 | 148,651 | 25% | 73% | 100% | 17% | 1% | 74% | 0% | 100% | 0% | 0% | 0% | 0% | 14% | 8% | 10% | 13% | 24% | 13% | 10% | 7% | 10% | 26% | 18% | 30% | 10% | 6% | 14% | 6% | 80% | 2% | 70% | 28% |
3% / 2% / 1% | 5,534,909 | 1% | 7.74 | 6.28 | 349 | 4 | 38.02 | 86.45 | 89.96 | 635 | 100% | 3.0 | 108,899 | 25% | 71% | 98% | 18% | 2% | 91% | 0% | 100% | 0% | 0% | 0% | 0% | 8% | 9% | 6% | 24% | 19% | 18% | 7% | 9% | 8% | 24% | 17% | 29% | 19% | 3% | 23% | 10% | 67% | 6% | 70% | 24% |
3% UPB | 2,362,742 | 0% | 6.77 | 5.47 | 354 | 6 | 43.03 | 84.49 | 88.54 | 635 | 100% | 1.0 | 237,214 | 34% | 56% | 100% | 20% | 0% | 76% | 0% | 100% | 0% | 0% | 0% | 0% | 13% | 0% | 9% | 30% | 10% | 18% | 12% | 7% | 9% | 37% | 37% | 7% | 10% | 0% | 13% | 0% | 87% | 0% | 83% | 17% |
5% / 4% | 8,322,762 | 1% | 8.03 | 6.14 | 354 | 5 | 39.13 | 86.24 | 89.51 | 596 | 100% | 2.0 | 107,027 | 36% | 51% | 90% | 19% | 1% | 94% | 0% | 100% | 0% | 0% | 0% | 7% | 12% | 28% | 17% | 5% | 7% | 16% | 2% | 6% | 3% | 45% | 5% | 36% | 2% | 8% | 66% | 4% | 30% | 10% | 69% | 22% |
5% / 4% / 3% | 7,557,409 | 1% | 7.94 | 6.41 | 346 | 4 | 40.40 | 86.28 | 89.50 | 602 | 100% | 3.0 | 108,266 | 29% | 51% | 92% | 20% | 2% | 89% | 0% | 100% | 0% | 0% | 0% | 3% | 13% | 26% | 10% | 21% | 12% | 7% | 3% | 5% | 19% | 19% | 18% | 14% | 22% | 8% | 76% | 0% | 24% | 8% | 78% | 14% |
5% / 4% / 3% / 2% / 1% | 152,354 | 0% | 8.12 | 0.00 | 356 | 4 | 30.36 | 89.97 | 89.97 | 620 | 100% | 5.0 | 76,380 | 37% | 63% | 100% | 0% | 0% | 37% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 37% | 63% | 0% | 0% | 0% | 0% | 63% | 0% | 0% | 0% | 37% | 37% | 0% | 63% | 0% | 100% | 0% |
5% UPB | 4,958,002 | 1% | 7.53 | 6.69 | 350 | 6 | 37.45 | 84.45 | 86.55 | 605 | 100% | 2.3 | 134,548 | 18% | 72% | 94% | 14% | 0% | 78% | 0% | 98% | 0% | 0% | 0% | 11% | 6% | 19% | 20% | 8% | 2% | 26% | 4% | 4% | 23% | 21% | 16% | 16% | 13% | 11% | 54% | 2% | 44% | 3% | 88% | 10% |
6 Mo Int (UPB-20%OPB) | 442,883,276 | 48% | 6.94 | 5.91 | 344 | 5 | 42.36 | 82.86 | 90.08 | 632 | 100% | 2.4 | 190,886 | 43% | 53% | 94% | 40% | 5% | 68% | 48% | 100% | 0% | 0% | 0% | 3% | 6% | 7% | 9% | 16% | 21% | 19% | 10% | 10% | 20% | 43% | 10% | 13% | 6% | 9% | 52% | 2% | 46% | 2% | 57% | 41% |
None | 313,587,414 | 34% | 7.50 | 5.77 | 343 | 4 | 41.63 | 82.48 | 87.99 | 629 | 0% | 0.0 | 173,415 | 36% | 61% | 92% | 30% | 6% | 70% | 9% | 100% | 0% | 0% | 0% | 2% | 8% | 10% | 8% | 14% | 20% | 19% | 8% | 10% | 22% | 38% | 12% | 14% | 4% | 9% | 41% | 2% | 56% | 3% | 64% | 33% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
a. New England | 49,367,064 | 5% | 7.39 | 5.93 | 346 | 4 | 43.06 | 82.09 | 86.31 | 619 | 26% | 2.3 | 222,981 | 32% | 66% | 92% | 23% | 4% | 69% | 0% | 100% | 0% | 0% | 0% | 2% | 15% | 8% | 9% | 13% | 20% | 16% | 7% | 9% | 25% | 34% | 12% | 16% | 3% | 10% | 49% | 2% | 49% | 1% | 69% | 30% |
b. Mid Atlantic | 161,051,572 | 18% | 7.19 | 5.89 | 350 | 4 | 42.20 | 81.03 | 85.96 | 626 | 30% | 2.3 | 201,921 | 29% | 68% | 92% | 28% | 2% | 70% | 0% | 100% | 0% | 0% | 0% | 2% | 8% | 12% | 11% | 15% | 18% | 16% | 9% | 9% | 28% | 35% | 13% | 14% | 6% | 4% | 49% | 2% | 49% | 2% | 60% | 38% |
c. Southeast | 156,004,290 | 17% | 7.62 | 5.93 | 346 | 4 | 41.61 | 84.38 | 90.64 | 617 | 63% | 2.5 | 134,237 | 40% | 55% | 91% | 34% | 4% | 68% | 0% | 99% | 0% | 0% | 0% | 4% | 11% | 12% | 10% | 17% | 15% | 16% | 8% | 7% | 14% | 39% | 13% | 18% | 8% | 8% | 51% | 3% | 46% | 4% | 76% | 20% |
d. Midwest | 154,659,788 | 17% | 7.83 | 6.07 | 350 | 4 | 41.07 | 85.23 | 88.90 | 607 | 75% | 2.6 | 125,354 | 25% | 67% | 91% | 20% | 2% | 86% | 0% | 100% | 0% | 0% | 0% | 4% | 13% | 14% | 13% | 16% | 19% | 11% | 5% | 4% | 13% | 30% | 19% | 22% | 8% | 8% | 52% | 4% | 45% | 4% | 81% | 16% |
e. Southwest | 45,452,569 | 5% | 7.74 | 6.04 | 344 | 5 | 39.61 | 84.45 | 89.08 | 617 | 72% | 2.5 | 109,904 | 36% | 48% | 93% | 25% | 4% | 74% | 0% | 100% | 0% | 0% | 0% | 3% | 9% | 15% | 12% | 16% | 15% | 15% | 6% | 9% | 16% | 38% | 12% | 15% | 8% | 10% | 54% | 7% | 39% | 6% | 76% | 18% |
f. Mountain-Plains | 45,292,725 | 5% | 7.56 | 5.95 | 342 | 4 | 40.53 | 84.94 | 91.95 | 627 | 78% | 2.3 | 120,750 | 32% | 59% | 91% | 38% | 7% | 70% | 0% | 100% | 0% | 0% | 0% | 2% | 7% | 10% | 11% | 18% | 21% | 18% | 7% | 8% | 10% | 45% | 11% | 15% | 7% | 12% | 56% | 2% | 42% | 7% | 75% | 18% |
g. Western | 303,171,991 | 33% | 6.72 | 5.72 | 342 | 4 | 42.52 | 82.19 | 90.68 | 645 | 85% | 2.3 | 259,962 | 48% | 49% | 95% | 47% | 7% | 67% | 80% | 100% | 0% | 0% | 0% | 2% | 3% | 4% | 7% | 15% | 23% | 22% | 11% | 13% | 21% | 48% | 8% | 10% | 4% | 10% | 44% | 1% | 54% | 1% | 45% | 54% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
AK | 59,151 | 0% | 6.50 | 0.00 | 356 | 4 | 42.68 | 85.00 | 85.00 | 616 | 0% | 0.0 | 59,500 | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
AL | 4,093,408 | 0% | 8.53 | 6.34 | 346 | 5 | 38.72 | 87.99 | 91.87 | 589 | 82% | 2.8 | 69,601 | 17% | 76% | 90% | 22% | 2% | 95% | 0% | 100% | 0% | 0% | 0% | 13% | 19% | 16% | 11% | 12% | 9% | 8% | 9% | 3% | 1% | 30% | 12% | 31% | 16% | 9% | 84% | 0% | 16% | 5% | 95% | 0% |
AR | 4,774,641 | 1% | 8.29 | 6.09 | 350 | 4 | 41.64 | 87.18 | 92.20 | 605 | 91% | 2.5 | 88,620 | 44% | 52% | 97% | 27% | 4% | 83% | 0% | 100% | 0% | 0% | 0% | 0% | 20% | 18% | 9% | 18% | 18% | 9% | 4% | 5% | 3% | 29% | 20% | 19% | 20% | 8% | 49% | 20% | 30% | 8% | 76% | 16% |
AZ | 25,907,687 | 3% | 7.20 | 5.69 | 340 | 4 | 40.34 | 82.38 | 89.72 | 641 | 61% | 2.1 | 189,339 | 36% | 61% | 94% | 43% | 9% | 44% | 0% | 100% | 0% | 0% | 0% | 3% | 1% | 7% | 7% | 14% | 16% | 31% | 11% | 10% | 14% | 52% | 12% | 12% | 3% | 7% | 33% | 2% | 65% | 4% | 58% | 38% |
CA | 243,039,289 | 27% | 6.62 | 5.68 | 344 | 5 | 42.52 | 81.88 | 90.51 | 647 | 88% | 2.4 | 297,950 | 50% | 48% | 95% | 47% | 6% | 69% | 100% | 100% | 0% | 0% | 0% | 1% | 3% | 4% | 7% | 14% | 24% | 21% | 12% | 14% | 22% | 48% | 8% | 10% | 4% | 9% | 44% | 1% | 55% | 0% | 40% | 60% |
CO | 19,183,408 | 2% | 6.96 | 5.75 | 338 | 4 | 40.90 | 82.92 | 93.07 | 648 | 85% | 2.2 | 164,319 | 41% | 51% | 93% | 54% | 8% | 58% | 0% | 100% | 0% | 0% | 0% | 1% | 1% | 1% | 13% | 15% | 25% | 24% | 8% | 13% | 11% | 58% | 6% | 8% | 4% | 13% | 49% | 0% | 51% | 5% | 66% | 29% |
CT | 9,895,945 | 1% | 7.34 | 6.27 | 347 | 4 | 41.00 | 79.92 | 84.74 | 618 | 71% | 2.2 | 254,482 | 39% | 59% | 88% | 27% | 2% | 75% | 0% | 100% | 0% | 0% | 2% | 4% | 11% | 7% | 5% | 14% | 22% | 24% | 6% | 6% | 32% | 37% | 9% | 9% | 4% | 9% | 51% | 0% | 49% | 0% | 61% | 39% |
DC | 1,022,173 | 0% | 8.22 | 6.38 | 339 | 5 | 45.27 | 74.65 | 74.65 | 619 | 3% | 1.0 | 146,450 | 9% | 76% | 40% | 0% | 9% | 54% | 0% | 100% | 0% | 0% | 0% | 0% | 34% | 0% | 0% | 0% | 46% | 6% | 0% | 15% | 48% | 16% | 26% | 0% | 0% | 9% | 59% | 0% | 41% | 3% | 97% | 0% |
DE | 4,235,606 | 0% | 7.52 | 5.80 | 350 | 4 | 40.23 | 86.14 | 88.58 | 619 | 91% | 2.3 | 176,833 | 25% | 75% | 96% | 14% | 3% | 79% | 0% | 100% | 0% | 0% | 0% | 4% | 11% | 11% | 0% | 22% | 13% | 33% | 7% | 0% | 4% | 31% | 20% | 42% | 2% | 1% | 61% | 0% | 39% | 3% | 66% | 31% |
FL | 76,203,773 | 8% | 7.30 | 6.01 | 343 | 5 | 41.88 | 83.24 | 88.96 | 625 | 90% | 2.5 | 162,232 | 38% | 59% | 90% | 31% | 5% | 65% | 0% | 100% | 0% | 0% | 0% | 5% | 10% | 8% | 7% | 14% | 16% | 21% | 11% | 8% | 20% | 38% | 11% | 13% | 10% | 8% | 45% | 2% | 52% | 4% | 69% | 27% |
GA | 23,920,770 | 3% | 7.82 | 5.70 | 347 | 4 | 42.51 | 85.68 | 93.12 | 613 | 12% | 2.1 | 147,935 | 40% | 55% | 96% | 39% | 4% | 66% | 0% | 98% | 0% | 0% | 0% | 3% | 10% | 15% | 10% | 23% | 15% | 12% | 3% | 10% | 5% | 41% | 17% | 25% | 4% | 9% | 51% | 3% | 46% | 3% | 77% | 21% |
HI | 934,500 | 0% | 6.17 | 6.59 | 356 | 4 | 39.07 | 81.45 | 81.45 | 673 | 100% | 2.7 | 311,500 | 0% | 100% | 100% | 0% | 0% | 36% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 63% | 0% | 0% | 0% | 37% | 64% | 0% | 0% | 0% | 36% | 0% | 73% | 0% | 27% | 0% | 100% | 0% |
IA | 1,640,811 | 0% | 7.83 | 5.77 | 354 | 4 | 40.31 | 86.07 | 92.97 | 618 | 18% | 2.0 | 96,731 | 25% | 70% | 95% | 35% | 1% | 100% | 0% | 100% | 0% | 0% | 0% | 9% | 8% | 8% | 4% | 1% | 46% | 9% | 12% | 3% | 0% | 41% | 26% | 26% | 0% | 8% | 64% | 0% | 36% | 1% | 99% | 0% |
ID | 2,152,088 | 0% | 7.32 | 6.11 | 302 | 4 | 40.29 | 85.74 | 91.92 | 634 | 99% | 2.3 | 86,399 | 67% | 33% | 82% | 31% | 12% | 64% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 12% | 8% | 13% | 13% | 49% | 0% | 5% | 4% | 44% | 32% | 3% | 0% | 17% | 50% | 14% | 36% | 12% | 70% | 18% |
IL | 43,243,169 | 5% | 7.32 | 5.88 | 349 | 4 | 41.26 | 82.39 | 85.70 | 615 | 44% | 2.1 | 170,112 | 24% | 71% | 93% | 19% | 1% | 72% | 0% | 100% | 0% | 0% | 0% | 4% | 7% | 17% | 12% | 21% | 18% | 12% | 5% | 6% | 21% | 36% | 15% | 20% | 4% | 5% | 42% | 4% | 55% | 2% | 74% | 24% |
IN | 12,253,169 | 1% | 8.11 | 6.19 | 350 | 4 | 39.18 | 86.93 | 89.65 | 601 | 86% | 2.5 | 101,568 | 25% | 69% | 90% | 15% | 3% | 83% | 0% | 100% | 0% | 0% | 0% | 5% | 17% | 10% | 13% | 17% | 18% | 17% | 1% | 1% | 7% | 26% | 25% | 27% | 9% | 7% | 50% | 2% | 48% | 6% | 73% | 21% |
KS | 4,012,625 | 0% | 8.31 | 6.19 | 351 | 4 | 43.15 | 88.06 | 91.44 | 598 | 1% | 2.0 | 95,767 | 32% | 60% | 85% | 18% | 3% | 80% | 0% | 100% | 0% | 0% | 0% | 4% | 18% | 19% | 19% | 9% | 12% | 10% | 8% | 3% | 8% | 24% | 25% | 18% | 9% | 17% | 61% | 5% | 35% | 8% | 92% | 0% |
KY | 2,148,768 | 0% | 8.34 | 6.63 | 350 | 5 | 39.92 | 88.41 | 94.48 | 585 | 98% | 2.4 | 76,990 | 56% | 39% | 96% | 30% | 3% | 82% | 0% | 95% | 0% | 0% | 0% | 3% | 19% | 27% | 9% | 27% | 9% | 6% | 0% | 0% | 8% | 22% | 10% | 34% | 5% | 20% | 74% | 5% | 21% | 8% | 92% | 0% |
LA | 13,543,770 | 1% | 7.85 | 6.09 | 352 | 4 | 39.46 | 84.59 | 87.63 | 600 | 88% | 2.5 | 126,918 | 30% | 54% | 93% | 16% | 1% | 88% | 0% | 100% | 0% | 0% | 0% | 5% | 9% | 26% | 12% | 14% | 13% | 12% | 5% | 4% | 17% | 33% | 12% | 21% | 11% | 6% | 67% | 2% | 31% | 5% | 70% | 25% |
MA | 28,625,708 | 3% | 7.28 | 5.76 | 346 | 4 | 44.38 | 82.60 | 86.94 | 622 | 9% | 2.8 | 247,416 | 31% | 68% | 96% | 24% | 5% | 65% | 0% | 100% | 0% | 0% | 0% | 2% | 17% | 10% | 7% | 9% | 20% | 15% | 9% | 11% | 23% | 36% | 11% | 17% | 4% | 9% | 54% | 3% | 43% | 0% | 64% | 36% |
MD | 28,019,161 | 3% | 7.01 | 5.66 | 352 | 4 | 40.51 | 81.71 | 89.16 | 632 | 13% | 2.5 | 255,107 | 35% | 62% | 89% | 42% | 2% | 57% | 0% | 100% | 0% | 0% | 0% | 1% | 3% | 14% | 10% | 11% | 23% | 16% | 13% | 9% | 20% | 50% | 10% | 11% | 4% | 4% | 47% | 2% | 51% | 1% | 54% | 45% |
ME | 6,814,220 | 1% | 7.77 | 5.92 | 351 | 4 | 41.89 | 81.72 | 84.93 | 612 | 5% | 2.9 | 170,834 | 33% | 61% | 83% | 16% | 1% | 84% | 0% | 100% | 0% | 0% | 0% | 1% | 11% | 8% | 16% | 23% | 21% | 13% | 2% | 5% | 27% | 26% | 19% | 17% | 0% | 10% | 36% | 0% | 64% | 1% | 88% | 11% |
MI | 34,403,750 | 4% | 7.97 | 6.12 | 350 | 4 | 41.60 | 86.04 | 90.29 | 604 | 96% | 2.8 | 118,493 | 23% | 67% | 91% | 23% | 3% | 89% | 0% | 99% | 0% | 0% | 0% | 3% | 18% | 12% | 15% | 14% | 19% | 8% | 7% | 4% | 11% | 32% | 19% | 20% | 8% | 10% | 61% | 4% | 35% | 5% | 82% | 13% |
MN | 7,246,932 | 1% | 7.46 | 6.41 | 346 | 4 | 41.63 | 86.50 | 90.05 | 629 | 64% | 2.9 | 191,155 | 51% | 49% | 92% | 18% | 3% | 88% | 0% | 100% | 0% | 0% | 0% | 1% | 7% | 17% | 3% | 13% | 22% | 24% | 0% | 12% | 14% | 28% | 19% | 8% | 0% | 31% | 27% | 0% | 73% | 2% | 72% | 26% |
MO | 16,164,424 | 2% | 8.13 | 6.14 | 348 | 4 | 39.65 | 86.22 | 89.92 | 610 | 83% | 2.4 | 100,653 | 18% | 75% | 86% | 21% | 4% | 76% | 0% | 100% | 0% | 0% | 0% | 2% | 11% | 16% | 8% | 27% | 18% | 9% | 6% | 3% | 11% | 35% | 13% | 20% | 12% | 9% | 58% | 3% | 39% | 7% | 80% | 13% |
MS | 5,034,927 | 1% | 8.58 | 6.27 | 348 | 4 | 41.26 | 87.33 | 91.49 | 605 | 84% | 2.5 | 84,197 | 54% | 38% | 81% | 27% | 2% | 99% | 0% | 100% | 0% | 0% | 0% | 1% | 14% | 27% | 17% | 15% | 4% | 12% | 1% | 8% | 7% | 33% | 9% | 31% | 6% | 14% | 62% | 0% | 38% | 16% | 84% | 0% |
MT | 417,679 | 0% | 7.31 | 5.92 | 310 | 4 | 41.85 | 84.82 | 93.62 | 623 | 97% | 2.5 | 83,660 | 47% | 0% | 100% | 44% | 3% | 69% | 0% | 100% | 0% | 0% | 0% | 0% | 30% | 0% | 0% | 0% | 17% | 31% | 22% | 0% | 0% | 44% | 22% | 30% | 0% | 3% | 70% | 30% | 0% | 3% | 97% | 0% |
NC | 22,877,016 | 3% | 7.64 | 5.63 | 349 | 4 | 40.73 | 83.79 | 92.41 | 622 | 24% | 2.0 | 131,706 | 50% | 44% | 90% | 47% | 4% | 60% | 0% | 98% | 0% | 0% | 0% | 3% | 8% | 8% | 13% | 16% | 19% | 19% | 7% | 5% | 10% | 51% | 11% | 18% | 3% | 7% | 49% | 3% | 48% | 3% | 82% | 15% |
ND | 165,469 | 0% | 8.10 | 6.05 | 353 | 7 | 43.16 | 95.00 | 95.00 | 552 | 100% | 3.0 | 166,250 | 0% | 0% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
NE | 1,025,925 | 0% | 7.98 | 6.65 | 343 | 5 | 38.63 | 86.06 | 89.29 | 580 | 100% | 2.3 | 102,968 | 14% | 73% | 100% | 22% | 7% | 100% | 0% | 100% | 0% | 0% | 0% | 14% | 0% | 0% | 63% | 16% | 6% | 1% | 0% | 0% | 14% | 11% | 41% | 22% | 0% | 13% | 59% | 0% | 41% | 7% | 52% | 41% |
NH | 1,923,822 | 0% | 7.46 | 6.08 | 348 | 4 | 42.08 | 85.48 | 88.55 | 607 | 98% | 2.2 | 175,312 | 26% | 74% | 82% | 15% | 5% | 63% | 0% | 100% | 0% | 0% | 0% | 0% | 8% | 3% | 33% | 27% | 12% | 17% | 0% | 0% | 18% | 28% | 19% | 17% | 0% | 18% | 41% | 0% | 59% | 2% | 98% | 0% |
NJ | 27,203,416 | 3% | 7.37 | 6.12 | 352 | 5 | 42.95 | 82.79 | 85.91 | 618 | 0% | 0.0 | 255,118 | 22% | 74% | 94% | 17% | 2% | 69% | 0% | 99% | 0% | 0% | 0% | 1% | 9% | 10% | 17% | 16% | 20% | 20% | 3% | 4% | 25% | 30% | 16% | 15% | 10% | 4% | 50% | 3% | 48% | 0% | 61% | 39% |
NM | 2,789,444 | 0% | 8.11 | 6.10 | 337 | 4 | 38.90 | 88.31 | 94.70 | 612 | 0% | 0.0 | 107,594 | 49% | 46% | 100% | 38% | 11% | 93% | 0% | 100% | 0% | 0% | 0% | 9% | 3% | 8% | 0% | 26% | 41% | 11% | 2% | 0% | 0% | 42% | 12% | 18% | 0% | 29% | 58% | 8% | 35% | 12% | 75% | 13% |
NV | 10,914,265 | 1% | 7.13 | 5.95 | 339 | 4 | 41.96 | 82.89 | 91.66 | 631 | 76% | 2.2 | 195,123 | 52% | 48% | 94% | 48% | 9% | 50% | 0% | 100% | 0% | 0% | 0% | 5% | 4% | 2% | 10% | 30% | 14% | 17% | 8% | 10% | 26% | 44% | 7% | 10% | 4% | 10% | 50% | 0% | 50% | 3% | 59% | 37% |
NY | 54,631,932 | 6% | 6.89 | 5.96 | 346 | 5 | 43.41 | 77.85 | 81.35 | 632 | 5% | 1.3 | 226,703 | 24% | 74% | 93% | 20% | 1% | 78% | 0% | 100% | 0% | 0% | 0% | 2% | 7% | 9% | 11% | 16% | 20% | 11% | 10% | 14% | 42% | 25% | 13% | 11% | 5% | 4% | 51% | 1% | 48% | 1% | 59% | 40% |
OH | 47,868,972 | 5% | 8.13 | 6.09 | 351 | 4 | 40.60 | 86.38 | 90.45 | 603 | 94% | 2.8 | 106,626 | 25% | 64% | 88% | 22% | 2% | 93% | 0% | 100% | 0% | 0% | 0% | 4% | 15% | 14% | 14% | 16% | 17% | 11% | 6% | 3% | 7% | 29% | 21% | 25% | 12% | 6% | 57% | 4% | 39% | 4% | 90% | 6% |
OK | 6,223,637 | 1% | 8.30 | 6.41 | 349 | 5 | 36.85 | 87.03 | 91.01 | 601 | 92% | 2.4 | 89,267 | 17% | 77% | 92% | 25% | 2% | 90% | 0% | 100% | 0% | 0% | 0% | 2% | 14% | 24% | 11% | 19% | 6% | 20% | 2% | 2% | 18% | 19% | 18% | 24% | 10% | 12% | 63% | 11% | 25% | 11% | 77% | 12% |
OR | 5,865,369 | 1% | 7.17 | 5.93 | 314 | 5 | 44.47 | 85.76 | 93.44 | 646 | 89% | 2.3 | 112,995 | 37% | 56% | 100% | 40% | 23% | 87% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 8% | 0% | 21% | 37% | 15% | 5% | 14% | 14% | 46% | 8% | 8% | 3% | 20% | 53% | 0% | 47% | 11% | 72% | 17% |
PA | 20,219,839 | 2% | 8.05 | 6.13 | 351 | 4 | 39.26 | 85.50 | 88.01 | 597 | 90% | 2.5 | 103,996 | 19% | 74% | 89% | 16% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 3% | 15% | 21% | 12% | 20% | 12% | 9% | 2% | 6% | 21% | 21% | 14% | 24% | 14% | 6% | 60% | 5% | 35% | 6% | 79% | 15% |
RI | 1,139,531 | 0% | 8.15 | 6.81 | 301 | 5 | 40.76 | 83.75 | 89.59 | 665 | 83% | 1.9 | 114,320 | 39% | 61% | 100% | 29% | 30% | 26% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 21% | 0% | 0% | 33% | 11% | 35% | 21% | 29% | 0% | 20% | 6% | 24% | 0% | 0% | 100% | 8% | 92% | 0% |
SC | 12,482,169 | 1% | 8.07 | 5.92 | 352 | 4 | 40.81 | 84.44 | 90.34 | 603 | 16% | 2.9 | 121,425 | 35% | 58% | 93% | 31% | 2% | 78% | 0% | 100% | 0% | 0% | 0% | 3% | 14% | 19% | 10% | 21% | 13% | 7% | 11% | 4% | 15% | 33% | 21% | 21% | 5% | 4% | 49% | 4% | 47% | 3% | 85% | 12% |
SD | 316,786 | 0% | 7.39 | 6.60 | 344 | 6 | 39.86 | 97.94 | 97.94 | 648 | 100% | 2.8 | 79,550 | 59% | 41% | 100% | 0% | 6% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 47% | 19% | 0% | 0% | 35% | 0% | 0% | 0% | 0% | 41% | 59% | 65% | 0% | 35% | 6% | 94% | 0% |
TN | 9,243,459 | 1% | 8.05 | 6.14 | 346 | 5 | 42.29 | 87.64 | 92.19 | 601 | 99% | 2.5 | 85,852 | 41% | 49% | 86% | 25% | 3% | 74% | 0% | 100% | 0% | 0% | 0% | 0% | 21% | 17% | 15% | 15% | 10% | 10% | 8% | 3% | 2% | 38% | 14% | 23% | 12% | 11% | 74% | 5% | 22% | 6% | 82% | 11% |
TX | 18,121,077 | 2% | 7.27 | 5.80 | 337 | 5 | 40.25 | 82.14 | 87.82 | 640 | 60% | 2.5 | 115,179 | 44% | 34% | 91% | 30% | 5% | 53% | 0% | 100% | 0% | 0% | 0% | 2% | 5% | 5% | 15% | 15% | 16% | 16% | 9% | 18% | 22% | 51% | 8% | 6% | 3% | 10% | 43% | 4% | 53% | 5% | 80% | 15% |
UT | 4,711,672 | 1% | 7.49 | 6.03 | 330 | 5 | 40.05 | 86.33 | 94.88 | 625 | 91% | 2.1 | 109,842 | 42% | 45% | 100% | 44% | 14% | 88% | 0% | 100% | 0% | 0% | 0% | 4% | 4% | 11% | 13% | 6% | 20% | 33% | 6% | 3% | 7% | 44% | 11% | 25% | 1% | 14% | 68% | 0% | 29% | 13% | 75% | 12% |
VA | 24,269,582 | 3% | 6.95 | 5.62 | 349 | 4 | 43.30 | 80.90 | 90.90 | 643 | 78% | 2.3 | 236,075 | 52% | 47% | 96% | 54% | 3% | 52% | 0% | 99% | 0% | 0% | 0% | 3% | 3% | 10% | 7% | 12% | 13% | 26% | 14% | 12% | 20% | 59% | 9% | 7% | 2% | 3% | 35% | 0% | 65% | 1% | 49% | 50% |
VT | 967,837 | 0% | 7.51 | 6.45 | 355 | 5 | 38.08 | 82.92 | 85.16 | 578 | 16% | 2.0 | 161,967 | 11% | 89% | 100% | 11% | 0% | 89% | 0% | 100% | 0% | 0% | 0% | 0% | 47% | 0% | 8% | 17% | 28% | 0% | 0% | 0% | 33% | 11% | 35% | 20% | 0% | 0% | 40% | 35% | 25% | 0% | 100% | 0% |
WA | 14,299,642 | 2% | 7.01 | 6.11 | 339 | 4 | 46.25 | 84.49 | 93.94 | 626 | 91% | 2.1 | 185,907 | 56% | 41% | 94% | 50% | 9% | 81% | 0% | 100% | 0% | 0% | 0% | 7% | 2% | 4% | 6% | 18% | 29% | 28% | 3% | 2% | 14% | 52% | 5% | 7% | 6% | 17% | 68% | 2% | 30% | 4% | 70% | 25% |
WI | 6,494,806 | 1% | 8.22 | 6.19 | 354 | 4 | 43.98 | 85.59 | 86.98 | 598 | 31% | 2.5 | 130,185 | 16% | 82% | 95% | 9% | 1% | 91% | 0% | 100% | 0% | 0% | 0% | 3% | 25% | 19% | 12% | 1% | 25% | 5% | 5% | 5% | 21% | 11% | 29% | 25% | 13% | 2% | 52% | 8% | 40% | 3% | 78% | 19% |
WV | 1,449,863 | 0% | 8.92 | 5.73 | 354 | 4 | 40.46 | 84.44 | 87.27 | 597 | 0% | 0.0 | 120,971 | 7% | 93% | 96% | 21% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 3% | 37% | 17% | 5% | 0% | 7% | 8% | 22% | 0% | 0% | 56% | 7% | 36% | 0% | 1% | 40% | 0% | 60% | 1% | 99% | 0% |
WY | 802,918 | 0% | 7.13 | 5.34 | 347 | 4 | 38.72 | 84.10 | 90.67 | 628 | 95% | 2.7 | 101,006 | 24% | 52% | 91% | 40% | 5% | 91% | 0% | 100% | 0% | 0% | 0% | 0% | 7% | 24% | 0% | 11% | 33% | 0% | 0% | 24% | 7% | 40% | 33% | 15% | 0% | 5% | 67% | 0% | 33% | 5% | 95% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
a. DTI %:N/A | 26,530,134 | 3% | 6.92 | 4.88 | 342 | 4 | 0.00 | 77.77 | 82.92 | 689 | 47% | 2.4 | 170,545 | 37% | 58% | 94% | 30% | 4% | 75% | 18% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 2% | 15% | 21% | 29% | 33% | 28% | 48% | 8% | 11% | 2% | 2% | 0% | 0% | 100% | 3% | 67% | 30% |
b. DTI %:0.01-20 | 25,210,854 | 3% | 7.60 | 5.99 | 330 | 5 | 16.06 | 81.14 | 86.14 | 623 | 64% | 2.5 | 121,023 | 26% | 71% | 94% | 32% | 12% | 74% | 36% | 99% | 0% | 0% | 0% | 2% | 4% | 12% | 10% | 18% | 23% | 18% | 8% | 4% | 25% | 36% | 16% | 7% | 7% | 10% | 48% | 4% | 48% | 8% | 57% | 34% |
c. DTI %:20.01- 25.0 | 28,845,745 | 3% | 7.53 | 6.09 | 336 | 5 | 22.70 | 81.45 | 85.40 | 621 | 75% | 2.4 | 118,082 | 27% | 63% | 93% | 23% | 9% | 82% | 20% | 100% | 0% | 0% | 0% | 3% | 5% | 12% | 17% | 12% | 23% | 13% | 8% | 6% | 29% | 29% | 13% | 10% | 7% | 12% | 56% | 5% | 39% | 6% | 63% | 30% |
d. DTI %:25.01- 30.0 | 47,616,844 | 5% | 7.36 | 5.97 | 339 | 4 | 27.81 | 82.97 | 86.70 | 619 | 62% | 2.6 | 132,307 | 22% | 69% | 91% | 22% | 6% | 76% | 16% | 100% | 0% | 0% | 0% | 1% | 9% | 13% | 13% | 17% | 20% | 13% | 6% | 8% | 29% | 31% | 12% | 12% | 8% | 9% | 56% | 4% | 41% | 5% | 69% | 25% |
e. DTI %:30.01- 35.0 | 75,214,698 | 8% | 7.25 | 5.88 | 346 | 4 | 32.91 | 83.47 | 88.64 | 627 | 66% | 2.3 | 155,143 | 36% | 58% | 91% | 29% | 5% | 73% | 25% | 100% | 0% | 0% | 0% | 3% | 8% | 11% | 8% | 18% | 17% | 17% | 9% | 10% | 20% | 35% | 13% | 17% | 6% | 9% | 44% | 2% | 54% | 4% | 65% | 31% |
f. DTI %:35.01- 40.0 | 134,279,671 | 15% | 7.27 | 5.95 | 345 | 4 | 37.81 | 82.89 | 89.00 | 632 | 64% | 2.4 | 157,812 | 37% | 58% | 93% | 33% | 4% | 72% | 26% | 100% | 0% | 0% | 0% | 2% | 9% | 9% | 8% | 12% | 17% | 20% | 13% | 10% | 18% | 39% | 14% | 15% | 5% | 9% | 42% | 2% | 56% | 3% | 65% | 32% |
g. DTI %:40.01- 45.0 | 194,138,433 | 21% | 7.29 | 5.92 | 347 | 4 | 42.74 | 83.80 | 90.68 | 633 | 67% | 2.4 | 181,491 | 42% | 54% | 93% | 37% | 4% | 72% | 29% | 100% | 0% | 0% | 0% | 2% | 6% | 8% | 8% | 15% | 22% | 18% | 9% | 11% | 16% | 43% | 11% | 15% | 7% | 8% | 38% | 1% | 60% | 2% | 65% | 33% |
h. DTI %:45.01- 50.0 | 276,768,619 | 30% | 7.41 | 5.92 | 348 | 4 | 47.76 | 84.16 | 90.88 | 619 | 65% | 2.4 | 181,861 | 38% | 58% | 92% | 36% | 4% | 69% | 25% | 100% | 0% | 0% | 0% | 3% | 10% | 11% | 11% | 15% | 19% | 18% | 6% | 7% | 14% | 42% | 13% | 16% | 6% | 8% | 50% | 3% | 47% | 2% | 65% | 33% |
i. DTI %:50.01- 55.0 | 91,702,846 | 10% | 6.87 | 5.78 | 349 | 5 | 52.79 | 82.85 | 90.28 | 619 | 71% | 2.4 | 216,187 | 46% | 49% | 94% | 41% | 3% | 71% | 36% | 100% | 0% | 0% | 0% | 2% | 7% | 8% | 11% | 26% | 21% | 15% | 5% | 4% | 21% | 43% | 10% | 15% | 4% | 8% | 83% | 2% | 15% | 1% | 51% | 47% |
j. DTI %:55.01- 60.0 | 12,409,833 | 1% | 6.37 | 5.68 | 337 | 4 | 56.96 | 70.33 | 70.73 | 617 | 79% | 2.5 | 277,104 | 5% | 86% | 97% | 5% | 0% | 60% | 34% | 98% | 0% | 0% | 0% | 5% | 18% | 8% | 14% | 11% | 11% | 15% | 7% | 12% | 70% | 18% | 8% | 4% | 0% | 0% | 89% | 3% | 7% | 1% | 50% | 49% |
k. DTI %:60.01- and over | 2,282,323 | 0% | 6.47 | 6.21 | 356 | 4 | 78.37 | 87.92 | 89.14 | 655 | 61% | 3.2 | 381,033 | 69% | 31% | 61% | 6% | 0% | 47% | 39% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 16% | 0% | 15% | 30% | 16% | 23% | 31% | 6% | 0% | 24% | 0% | 38% | 94% | 0% | 6% | 0% | 21% | 79% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
ACCREDITED | 243,000 | 0% | 6.99 | 5.49 | 347 | 13 | 49.16 | 81.96 | 81.96 | 638 | 100% | 2.0 | 243,000 | 0% | 100% | 100% | 0% | 0% | 100% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
COUNTRYWIDE | 155,291,093 | 17% | 6.87 | 6.63 | 356 | 4 | 41.69 | 85.78 | 91.44 | 614 | 75% | 2.6 | 228,820 | 43% | 53% | 96% | 32% | 0% | 67% | 38% | 100% | 0% | 0% | 0% | 5% | 5% | 10% | 17% | 20% | 21% | 11% | 6% | 4% | 15% | 36% | 12% | 13% | 8% | 15% | 70% | 0% | 30% | 0% | 57% | 43% |
DECISION ONE | 105,308 | 0% | 6.99 | 6.74 | 349 | 11 | 30.58 | 85.00 | 0.00 | 561 | 100% | 2.0 | 106,250 | 100% | 0% | 100% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
FIRST FRANKLIN | 164,132,511 | 18% | 6.54 | 5.52 | 352 | 5 | 43.33 | 81.28 | 91.94 | 653 | 80% | 2.2 | 271,334 | 62% | 36% | 100% | 58% | 0% | 66% | 46% | 100% | 0% | 0% | 0% | 0% | 1% | 3% | 4% | 19% | 25% | 23% | 11% | 15% | 20% | 57% | 7% | 9% | 3% | 4% | 30% | 1% | 69% | 0% | 48% | 52% |
MERITAGE | 19,657,538 | 2% | 9.85 | 8.40 | 178 | 3 | 41.35 | 99.07 | 99.10 | 665 | 84% | 2.0 | 55,636 | 85% | 13% | 97% | 0% | 99% | 62% | 38% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 20% | 21% | 19% | 17% | 22% | 0% | 1% | 0% | 1% | 9% | 88% | 52% | 0% | 48% | 33% | 67% | 0% |
NOVASTAR | 575,092,990 | 63% | 7.50 | 5.68 | 347 | 4 | 41.47 | 82.38 | 87.63 | 622 | 58% | 2.5 | 154,208 | 27% | 67% | 90% | 29% | 4% | 75% | 18% | 100% | 0% | 0% | 0% | 3% | 11% | 12% | 10% | 13% | 17% | 18% | 8% | 8% | 20% | 37% | 14% | 17% | 6% | 5% | 48% | 4% | 48% | 3% | 69% | 28% |
WMC | 477,560 | 0% | 7.46 | 7.25 | 348 | 12 | 40.78 | 76.10 | 76.10 | 606 | 47% | 2.0 | 241,250 | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 47% | 0% | 0% | 0% | 0% | 0% | 0% | 53% | 0% | 47% | 53% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
Total | 915,000,000 | 100% | 7.27 | 5.88 | 346 | 4 | 41.85 | 83.12 | 89.29 | 627 | 66% | 2.4 | 170,376 | 37% | 58% | 93% | 34% | 4% | 72% | 27% | 100% | 0% | 0% | 0% | 3% | 8% | 9% | 10% | 16% | 20% | 17% | 9% | 9% | 19% | 40% | 12% | 15% | 6% | 8% | 49% | 2% | 49% | 3% | 63% | 34% |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Soundview 2005-4 Marketing Pool FNMA Marketing Pool | | | | | | | | | | | | | | | | | | | | | | FICO | COMBINED LTV | DOC TYPE | LOAN AMOUNT |
Category | Ending Balance | Pct | WAC | WA Margin | WAM | WA Age | WA DTI | WA Combined LTV | WA Total LTV (includes Silent 2nd) | WA FICO | with Prepay Penalty | WA Prepay Term | Avg Loan Amt | Purchase | Cashout Refi | Owner Occupied | Silent 2nd | 2nd Lien | Single Family | California | 1st of Mth Pay | with MI | 0 | 400-499 | 500-524 | 525-549 | 550-574 | 575-599 | 600-624 | 625-649 | 650-674 | 675-699 | 700+ | < 80.00 | 80.00-84.99 | 85.00-89.99 | 90.00-94.99 | 95.00-99.99 | 100.00+ | Full | Limited | Stated/No Doc | <= 50K | 51-350K | 351K+ |
FICO: 500-524 | 15,046,613 | 5% | 8.79 | 6.69 | 356 | 4 | 42.75 | 79.70 | 80.18 | 517 | 75% | 2.5 | 131,170 | 2% | 90% | 95% | 4% | 0% | 77% | 11% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 31% | 47% | 11% | 11% | 0% | 0% | 73% | 6% | 22% | 3% | 97% | 0% |
FICO: 525-549 | 40,624,313 | 14% | 8.92 | 6.50 | 356 | 4 | 41.94 | 83.14 | 83.97 | 537 | 62% | 2.5 | 114,705 | 9% | 86% | 91% | 6% | 0% | 80% | 5% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 24% | 23% | 19% | 28% | 5% | 0% | 69% | 7% | 24% | 3% | 91% | 5% |
FICO: 550-574 | 39,868,285 | 14% | 8.22 | 6.25 | 355 | 4 | 40.66 | 84.51 | 85.60 | 560 | 67% | 2.5 | 115,560 | 9% | 83% | 89% | 8% | 0% | 83% | 6% | 99% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 22% | 17% | 23% | 29% | 9% | 0% | 66% | 4% | 30% | 3% | 97% | 0% |
FICO: 575-599 | 34,743,534 | 12% | 7.50 | 6.02 | 355 | 4 | 40.36 | 81.71 | 84.80 | 587 | 66% | 2.4 | 136,695 | 12% | 80% | 89% | 17% | 0% | 78% | 10% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 28% | 28% | 16% | 17% | 9% | 1% | 65% | 4% | 31% | 2% | 92% | 6% |
FICO: 600-624 | 38,360,666 | 13% | 7.12 | 5.79 | 351 | 4 | 41.39 | 80.95 | 85.52 | 611 | 61% | 2.6 | 128,360 | 15% | 79% | 87% | 24% | 1% | 76% | 13% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 31% | 35% | 11% | 11% | 7% | 5% | 71% | 3% | 26% | 3% | 88% | 8% |
FICO: 625-649 | 52,018,880 | 18% | 7.06 | 5.49 | 342 | 4 | 40.68 | 80.26 | 89.53 | 638 | 60% | 2.5 | 126,930 | 19% | 74% | 91% | 49% | 5% | 75% | 15% | 99% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 19% | 56% | 8% | 6% | 3% | 8% | 52% | 3% | 46% | 3% | 97% | 0% |
FICO: 650-674 | 38,260,105 | 13% | 6.89 | 5.27 | 343 | 4 | 40.15 | 79.12 | 88.08 | 660 | 60% | 2.5 | 128,806 | 21% | 70% | 91% | 48% | 5% | 68% | 16% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 27% | 48% | 8% | 6% | 4% | 8% | 36% | 3% | 61% | 3% | 94% | 2% |
FICO: 675-699 | 21,794,249 | 7% | 6.52 | 5.08 | 344 | 4 | 39.16 | 76.61 | 84.50 | 686 | 56% | 2.6 | 132,495 | 20% | 74% | 98% | 40% | 5% | 71% | 20% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 34% | 43% | 6% | 8% | 2% | 7% | 40% | 0% | 60% | 3% | 93% | 3% |
FICO: 700+ | 14,299,788 | 5% | 6.04 | 4.93 | 336 | 4 | 37.62 | 74.39 | 79.00 | 735 | 52% | 2.7 | 151,262 | 15% | 72% | 94% | 25% | 3% | 79% | 22% | 97% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 47% | 37% | 8% | 1% | 0% | 6% | 51% | 2% | 48% | 3% | 95% | 2% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
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O-LTV %: 0.01- 79.99 | 78,792,617 | 27% | 6.81 | 5.69 | 345 | 4 | 40.35 | 68.08 | 68.95 | 616 | 54% | 2.6 | 161,825 | 1% | 92% | 86% | 6% | 0% | 69% | 22% | 99% | 0% | 0% | 0% | 6% | 12% | 11% | 12% | 15% | 13% | 13% | 9% | 8% | 100% | 0% | 0% | 0% | 0% | 0% | 59% | 2% | 39% | 2% | 92% | 6% |
O-LTV %: 80.00 | 98,189,743 | 33% | 7.21 | 5.54 | 355 | 4 | 41.02 | 80.00 | 93.58 | 624 | 64% | 2.4 | 125,875 | 27% | 69% | 93% | 71% | 0% | 74% | 9% | 100% | 0% | 0% | 0% | 6% | 8% | 6% | 8% | 11% | 28% | 18% | 9% | 5% | 0% | 100% | 0% | 0% | 0% | 0% | 49% | 2% | 48% | 1% | 98% | 1% |
O-LTV %: 80.01- 84.99 | 10,858,723 | 4% | 7.30 | 6.01 | 354 | 5 | 42.46 | 83.13 | 83.40 | 596 | 59% | 2.5 | 160,264 | 0% | 85% | 88% | 2% | 0% | 77% | 13% | 100% | 0% | 0% | 0% | 13% | 12% | 10% | 18% | 20% | 14% | 5% | 2% | 6% | 0% | 100% | 0% | 0% | 0% | 0% | 76% | 6% | 18% | 2% | 94% | 4% |
O-LTV %: 85.00- 89.99 | 38,237,768 | 13% | 7.98 | 6.22 | 353 | 4 | 39.35 | 85.94 | 86.30 | 590 | 63% | 2.7 | 138,440 | 2% | 86% | 86% | 4% | 0% | 80% | 8% | 99% | 0% | 0% | 0% | 4% | 21% | 24% | 14% | 12% | 11% | 8% | 3% | 3% | 0% | 0% | 100% | 0% | 0% | 0% | 55% | 4% | 41% | 2% | 94% | 4% |
O-LTV %: 90.00- 94.99 | 41,719,680 | 14% | 8.30 | 6.29 | 355 | 4 | 41.71 | 90.35 | 90.63 | 578 | 70% | 2.5 | 111,528 | 9% | 82% | 95% | 5% | 0% | 91% | 7% | 100% | 0% | 0% | 0% | 4% | 27% | 28% | 14% | 10% | 7% | 5% | 4% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 70% | 8% | 22% | 4% | 94% | 2% |
O-LTV %: 95.00- 99.99 | 15,361,642 | 5% | 8.47 | 6.42 | 352 | 5 | 40.92 | 95.22 | 95.22 | 594 | 78% | 2.6 | 113,276 | 14% | 75% | 98% | 0% | 2% | 80% | 11% | 100% | 0% | 0% | 0% | 0% | 14% | 23% | 21% | 18% | 10% | 9% | 3% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 76% | 4% | 20% | 3% | 91% | 6% |
O-LTV %: 100.00 | 11,856,260 | 4% | 9.25 | 6.87 | 273 | 5 | 38.87 | 100.00 | 100.00 | 648 | 55% | 2.5 | 55,852 | 64% | 33% | 100% | 0% | 46% | 73% | 9% | 100% | 0% | 0% | 0% | 0% | 1% | 1% | 4% | 15% | 35% | 25% | 12% | 7% | 0% | 0% | 0% | 0% | 0% | 100% | 61% | 3% | 36% | 26% | 74% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Loan Amt: 1- 50,000 | 9,016,536 | 3% | 9.39 | 6.41 | 297 | 5 | 34.36 | 88.15 | 88.80 | 609 | 62% | 2.5 | 38,038 | 45% | 50% | 88% | 5% | 31% | 83% | 1% | 100% | 0% | 0% | 0% | 5% | 15% | 15% | 8% | 14% | 17% | 14% | 8% | 4% | 19% | 15% | 7% | 19% | 5% | 35% | 65% | 3% | 33% | 100% | 0% | 0% |
Loan Amt: 50,001 - 350,000 | 276,546,760 | 94% | 7.45 | 5.87 | 350 | 4 | 40.72 | 80.60 | 85.70 | 609 | 63% | 2.5 | 133,431 | 14% | 79% | 91% | 28% | 1% | 78% | 12% | 100% | 0% | 0% | 0% | 5% | 13% | 14% | 12% | 12% | 18% | 13% | 7% | 5% | 26% | 38% | 13% | 14% | 5% | 3% | 58% | 4% | 38% | 0% | 100% | 0% |
Loan Amt: 350,001 - 500,000 | 8,927,320 | 3% | 7.19 | 5.94 | 356 | 4 | 45.57 | 77.38 | 78.98 | 604 | 48% | 2.7 | 407,002 | 0% | 91% | 91% | 14% | 0% | 12% | 37% | 100% | 0% | 0% | 0% | 0% | 25% | 0% | 23% | 30% | 0% | 10% | 8% | 4% | 51% | 19% | 18% | 9% | 4% | 0% | 54% | 0% | 46% | 0% | 0% | 100% |
Loan Amt: 500,001 - 750,000 | 525,818 | 0% | 7.99 | 6.40 | 356 | 4 | 46.95 | 95.00 | 95.00 | 610 | 100% | 3.0 | 527,250 | 0% | 100% | 100% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 100% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Blended Access | 124,200 | 0% | 7.50 | 6.13 | 355 | 5 | 42.00 | 90.00 | 90.00 | 695 | 100% | 2.0 | 124,200 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% |
Full Documentation | 171,657,823 | 58% | 7.40 | 5.93 | 349 | 4 | 41.58 | 81.09 | 85.12 | 599 | 64% | 2.5 | 117,886 | 13% | 78% | 93% | 22% | 1% | 79% | 9% | 99% | 0% | 0% | 0% | 6% | 16% | 15% | 13% | 16% | 16% | 8% | 5% | 4% | 27% | 33% | 12% | 17% | 7% | 4% | 100% | 0% | 0% | 3% | 94% | 3% |
Limited Documentation | 10,531,594 | 4% | 7.89 | 6.17 | 355 | 5 | 38.51 | 83.62 | 84.31 | 584 | 65% | 2.4 | 144,747 | 3% | 86% | 82% | 4% | 0% | 89% | 12% | 100% | 0% | 0% | 0% | 8% | 27% | 16% | 14% | 10% | 12% | 10% | 0% | 2% | 17% | 28% | 15% | 31% | 6% | 3% | 0% | 100% | 0% | 2% | 98% | 0% |
Stated Documentation | 112,702,817 | 38% | 7.63 | 5.80 | 349 | 4 | 39.52 | 79.99 | 86.46 | 626 | 59% | 2.5 | 140,391 | 16% | 78% | 88% | 35% | 3% | 71% | 17% | 100% | 0% | 0% | 0% | 3% | 9% | 11% | 10% | 9% | 21% | 21% | 12% | 6% | 27% | 44% | 14% | 8% | 3% | 4% | 0% | 0% | 100% | 3% | 93% | 4% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Interest Only | 30,875,058 | 10% | 6.63 | 5.24 | 355 | 5 | 40.37 | 80.82 | 95.22 | 660 | 66% | 2.4 | 180,584 | 15% | 75% | 99% | 77% | 0% | 65% | 28% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 42% | 34% | 16% | 7% | 7% | 77% | 7% | 5% | 3% | 1% | 36% | 1% | 63% | 0% | 100% | 0% |
Not Interest Only | 264,141,376 | 90% | 7.61 | 5.99 | 348 | 4 | 40.72 | 80.75 | 84.48 | 603 | 62% | 2.5 | 122,203 | 14% | 79% | 90% | 21% | 2% | 78% | 10% | 100% | 0% | 0% | 0% | 6% | 15% | 15% | 13% | 15% | 15% | 10% | 6% | 5% | 29% | 32% | 14% | 15% | 5% | 4% | 61% | 4% | 35% | 3% | 93% | 4% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IO Term: 0 | 264,141,376 | 90% | 7.61 | 5.99 | 348 | 4 | 40.72 | 80.75 | 84.48 | 603 | 62% | 2.5 | 122,203 | 14% | 79% | 90% | 21% | 2% | 78% | 10% | 100% | 0% | 0% | 0% | 6% | 15% | 15% | 13% | 15% | 15% | 10% | 6% | 5% | 29% | 32% | 14% | 15% | 5% | 4% | 61% | 4% | 35% | 3% | 93% | 4% |
IO Term: 24 | 910,229 | 0% | 5.78 | 5.87 | 356 | 4 | 36.33 | 84.26 | 93.15 | 651 | 100% | 2.0 | 182,048 | 21% | 79% | 100% | 44% | 0% | 88% | 56% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 64% | 12% | 24% | 0% | 0% | 44% | 26% | 30% | 0% | 0% | 70% | 0% | 30% | 0% | 100% | 0% |
IO Term: 36 | 2,220,254 | 1% | 6.28 | 6.03 | 356 | 4 | 46.06 | 83.21 | 98.73 | 658 | 85% | 2.6 | 170,815 | 29% | 43% | 100% | 78% | 0% | 56% | 32% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 75% | 11% | 0% | 14% | 0% | 78% | 0% | 7% | 11% | 4% | 88% | 0% | 12% | 0% | 100% | 0% |
IO Term: 60 | 27,744,575 | 9% | 6.68 | 5.15 | 355 | 5 | 40.04 | 80.52 | 95.01 | 660 | 64% | 2.4 | 181,367 | 14% | 77% | 99% | 78% | 0% | 65% | 27% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 39% | 37% | 17% | 7% | 8% | 78% | 6% | 4% | 3% | 0% | 31% | 1% | 68% | 0% | 100% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
ARM | 225,511,332 | 76% | 7.63 | 5.89 | 355 | 4 | 41.16 | 82.14 | 87.79 | 600 | 65% | 2.5 | 128,335 | 16% | 78% | 90% | 30% | 0% | 76% | 12% | 100% | 0% | 0% | 0% | 6% | 17% | 16% | 13% | 11% | 17% | 12% | 6% | 3% | 20% | 42% | 14% | 16% | 6% | 3% | 55% | 4% | 41% | 2% | 95% | 3% |
FRM 1st Lien | 64,455,479 | 22% | 6.84 | 0.00 | 341 | 4 | 39.47 | 74.51 | 76.92 | 638 | 56% | 2.8 | 144,194 | 4% | 84% | 92% | 15% | 0% | 78% | 15% | 99% | 0% | 0% | 0% | 1% | 4% | 7% | 10% | 21% | 18% | 14% | 12% | 12% | 52% | 23% | 11% | 9% | 2% | 2% | 71% | 3% | 27% | 2% | 94% | 4% |
FRM 2nd Lien | 5,049,623 | 2% | 10.70 | 0.00 | 176 | 6 | 35.05 | 99.15 | 99.15 | 657 | 32% | 2.1 | 39,291 | 56% | 40% | 100% | 0% | 100% | 62% | 13% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 4% | 45% | 33% | 15% | 3% | 1% | 0% | 0% | 1% | 6% | 92% | 38% | 0% | 62% | 47% | 53% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2/13 6 MO LIBOR | 26,663 | 0% | 8.00 | 7.00 | 177 | 3 | 17.40 | 100.00 | 100.00 | 690 | 100% | 2.0 | 27,000 | 0% | 100% | 100% | 0% | 100% | 100% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 0% |
2/13 6 MO LIBOR Balloon | 813,082 | 0% | 8.70 | 7.38 | 177 | 3 | 42.17 | 99.57 | 99.57 | 693 | 100% | 2.0 | 50,914 | 100% | 0% | 100% | 0% | 100% | 72% | 46% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 16% | 25% | 27% | 33% | 0% | 0% | 0% | 5% | 0% | 95% | 50% | 0% | 50% | 46% | 54% | 0% |
2/28 6 MO LIBOR | 168,461,745 | 57% | 7.88 | 5.94 | 356 | 4 | 41.28 | 82.41 | 86.54 | 589 | 64% | 2.4 | 120,959 | 15% | 79% | 88% | 22% | 0% | 79% | 7% | 100% | 0% | 0% | 0% | 6% | 21% | 19% | 14% | 12% | 13% | 9% | 4% | 2% | 21% | 36% | 15% | 19% | 6% | 2% | 57% | 5% | 38% | 3% | 93% | 4% |
2/28 6 MO LIBOR 40/30 Balloon | 136,000 | 0% | 7.75 | 5.90 | 357 | 3 | 49.42 | 80.00 | 80.00 | 612 | 100% | 3.0 | 136,000 | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
2/28 6 MO LIBOR IO | 25,846,859 | 9% | 6.66 | 5.17 | 355 | 5 | 39.90 | 80.48 | 94.93 | 658 | 64% | 2.3 | 180,771 | 16% | 77% | 99% | 77% | 0% | 67% | 26% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 42% | 38% | 15% | 5% | 8% | 78% | 7% | 5% | 2% | 0% | 32% | 1% | 66% | 0% | 100% | 0% |
3/27 6 MO LIBOR | 24,415,067 | 8% | 7.11 | 6.34 | 356 | 4 | 41.31 | 81.28 | 86.66 | 591 | 63% | 2.7 | 142,448 | 21% | 73% | 97% | 29% | 0% | 74% | 19% | 100% | 0% | 0% | 0% | 15% | 9% | 15% | 18% | 14% | 13% | 8% | 4% | 2% | 29% | 39% | 13% | 9% | 6% | 5% | 67% | 0% | 33% | 1% | 97% | 2% |
3/27 6 MO LIBOR IO | 5,028,199 | 2% | 6.43 | 5.58 | 355 | 5 | 42.79 | 82.58 | 96.75 | 670 | 82% | 2.8 | 179,631 | 14% | 63% | 100% | 75% | 0% | 56% | 42% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 46% | 16% | 17% | 21% | 5% | 73% | 7% | 3% | 11% | 2% | 56% | 0% | 44% | 0% | 100% | 0% |
5/25 6 MO LIBOR | 446,655 | 0% | 6.46 | 4.91 | 354 | 6 | 34.04 | 83.22 | 88.57 | 675 | 100% | 3.0 | 224,500 | 0% | 36% | 100% | 36% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 36% | 64% | 0% | 0% | 36% | 64% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
6 MO LIBOR | 337,063 | 0% | 6.75 | 5.89 | 356 | 4 | 46.46 | 84.01 | 84.01 | 616 | 100% | 2.5 | 169,125 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 27% | 0% | 0% | 73% | 0% | 0% | 0% | 0% | 73% | 0% | 0% | 27% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
Balloon 15/30 | 4,612,753 | 2% | 10.68 | 0.00 | 175 | 5 | 35.10 | 99.10 | 99.10 | 656 | 33% | 2.2 | 39,876 | 57% | 39% | 100% | 0% | 100% | 58% | 15% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 5% | 46% | 33% | 14% | 3% | 1% | 0% | 0% | 1% | 6% | 92% | 39% | 0% | 61% | 45% | 55% | 0% |
Fixed Rate | 64,606,082 | 22% | 6.88 | 0.00 | 340 | 4 | 39.42 | 74.69 | 77.04 | 638 | 56% | 2.8 | 141,087 | 4% | 84% | 93% | 14% | 1% | 78% | 15% | 99% | 0% | 0% | 0% | 1% | 4% | 7% | 10% | 21% | 18% | 14% | 12% | 12% | 52% | 23% | 11% | 9% | 3% | 2% | 70% | 3% | 27% | 3% | 93% | 4% |
Fixed Rate 40/30 Balloon | 286,267 | 0% | 5.56 | 0.00 | 358 | 2 | 42.78 | 70.29 | 84.15 | 679 | 31% | 3.0 | 143,200 | 0% | 100% | 100% | 69% | 0% | 69% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 31% | 0% | 69% | 0% | 31% | 69% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Cash Out Refinance | 231,320,544 | 78% | 7.46 | 5.89 | 351 | 4 | 40.98 | 79.91 | 83.38 | 605 | 61% | 2.5 | 142,969 | 0% | 100% | 89% | 19% | 1% | 76% | 14% | 100% | 0% | 0% | 0% | 6% | 15% | 14% | 12% | 13% | 17% | 12% | 7% | 4% | 31% | 33% | 14% | 15% | 5% | 2% | 58% | 4% | 38% | 2% | 94% | 4% |
Purchase | 41,474,350 | 14% | 7.79 | 5.81 | 340 | 4 | 39.94 | 85.32 | 98.36 | 627 | 62% | 2.4 | 75,218 | 100% | 0% | 100% | 69% | 9% | 76% | 3% | 100% | 0% | 0% | 0% | 1% | 9% | 8% | 10% | 14% | 24% | 19% | 11% | 5% | 1% | 64% | 2% | 9% | 5% | 18% | 56% | 1% | 43% | 10% | 90% | 0% |
Rate/Term Refinance | 22,221,539 | 8% | 7.46 | 6.03 | 348 | 5 | 38.94 | 81.10 | 84.95 | 618 | 75% | 2.7 | 135,999 | 0% | 0% | 95% | 23% | 1% | 80% | 13% | 98% | 0% | 0% | 0% | 5% | 10% | 15% | 13% | 10% | 17% | 16% | 5% | 9% | 26% | 27% | 20% | 17% | 8% | 2% | 63% | 5% | 32% | 2% | 95% | 4% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investor | 23,265,411 | 8% | 8.36 | 6.09 | 356 | 4 | 41.28 | 78.87 | 79.10 | 604 | 65% | 2.5 | 103,648 | 0% | 96% | 0% | 2% | 0% | 57% | 8% | 100% | 0% | 0% | 0% | 2% | 14% | 16% | 15% | 18% | 18% | 13% | 2% | 3% | 41% | 33% | 20% | 6% | 0% | 0% | 46% | 5% | 49% | 4% | 92% | 4% |
Primary | 268,101,785 | 91% | 7.42 | 5.86 | 348 | 4 | 40.63 | 80.93 | 86.24 | 610 | 62% | 2.5 | 128,565 | 15% | 77% | 100% | 29% | 2% | 78% | 13% | 100% | 0% | 0% | 0% | 5% | 14% | 13% | 12% | 12% | 18% | 13% | 8% | 5% | 25% | 37% | 12% | 15% | 6% | 4% | 60% | 3% | 37% | 3% | 94% | 3% |
Second Home | 3,649,237 | 1% | 8.36 | 6.20 | 356 | 4 | 41.03 | 80.62 | 80.62 | 591 | 68% | 2.3 | 159,039 | 0% | 93% | 0% | 0% | 0% | 74% | 0% | 100% | 0% | 0% | 0% | 12% | 16% | 18% | 6% | 24% | 14% | 7% | 0% | 4% | 36% | 24% | 16% | 17% | 7% | 0% | 36% | 18% | 46% | 2% | 98% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Current | 290,260,562 | 98% | 7.49 | 5.88 | 349 | 4 | 40.63 | 80.70 | 85.55 | 610 | 62% | 2.5 | 126,592 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 13% | 12% | 13% | 18% | 13% | 8% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
Delq: 30 Days | 3,311,513 | 1% | 7.87 | 6.23 | 354 | 6 | 43.57 | 86.00 | 90.97 | 573 | 81% | 2.6 | 118,799 | 30% | 67% | 95% | 26% | 0% | 88% | 9% | 100% | 0% | 0% | 0% | 0% | 30% | 32% | 17% | 12% | 8% | 3% | 0% | 0% | 9% | 35% | 21% | 10% | 23% | 2% | 64% | 2% | 34% | 3% | 97% | 0% |
Delq: 60 Days | 1,444,358 | 0% | 9.16 | 6.94 | 352 | 6 | 44.86 | 81.75 | 85.37 | 547 | 67% | 2.5 | 120,728 | 4% | 88% | 96% | 20% | 1% | 83% | 0% | 100% | 0% | 0% | 0% | 58% | 21% | 3% | 0% | 0% | 17% | 1% | 0% | 0% | 4% | 74% | 4% | 17% | 0% | 1% | 52% | 18% | 30% | 4% | 96% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Seasoning: 2 | 63,432,930 | 22% | 7.73 | 5.80 | 353 | 2 | 40.68 | 77.95 | 82.97 | 607 | 60% | 2.6 | 127,744 | 12% | 82% | 85% | 27% | 0% | 77% | 8% | 100% | 0% | 0% | 0% | 4% | 16% | 14% | 12% | 11% | 17% | 12% | 9% | 4% | 31% | 41% | 14% | 12% | 2% | 1% | 55% | 4% | 41% | 0% | 97% | 2% |
Seasoning: 3 | 37,443,392 | 13% | 7.58 | 5.97 | 349 | 3 | 40.51 | 81.54 | 85.06 | 613 | 56% | 2.6 | 131,596 | 11% | 83% | 91% | 20% | 3% | 75% | 13% | 100% | 0% | 0% | 0% | 5% | 13% | 12% | 11% | 17% | 17% | 11% | 8% | 6% | 23% | 30% | 16% | 23% | 3% | 4% | 57% | 4% | 39% | 2% | 92% | 6% |
Seasoning: 4 | 44,591,471 | 15% | 7.14 | 6.24 | 353 | 4 | 42.08 | 81.94 | 87.15 | 597 | 66% | 2.5 | 142,919 | 19% | 76% | 96% | 29% | 0% | 70% | 21% | 100% | 0% | 0% | 0% | 11% | 12% | 12% | 15% | 16% | 16% | 9% | 6% | 3% | 26% | 38% | 12% | 10% | 9% | 5% | 69% | 0% | 31% | 1% | 94% | 5% |
Seasoning: 5 | 65,131,277 | 22% | 7.54 | 5.79 | 347 | 5 | 40.84 | 81.40 | 86.94 | 613 | 64% | 2.5 | 115,307 | 15% | 76% | 90% | 29% | 3% | 80% | 7% | 100% | 0% | 0% | 0% | 3% | 13% | 14% | 11% | 12% | 21% | 14% | 8% | 5% | 23% | 40% | 11% | 15% | 6% | 5% | 57% | 4% | 39% | 5% | 93% | 2% |
Seasoning: 6+ | 84,417,363 | 29% | 7.47 | 5.79 | 345 | 6 | 39.90 | 81.42 | 85.98 | 612 | 63% | 2.5 | 125,119 | 14% | 77% | 93% | 25% | 3% | 77% | 15% | 99% | 0% | 0% | 0% | 4% | 14% | 14% | 10% | 13% | 16% | 16% | 6% | 6% | 28% | 34% | 13% | 14% | 6% | 5% | 57% | 5% | 39% | 5% | 92% | 3% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
Condominium | 12,773,709 | 4% | 7.31 | 5.75 | 350 | 4 | 40.72 | 80.42 | 88.86 | 631 | 61% | 2.6 | 124,317 | 24% | 69% | 90% | 46% | 3% | 0% | 23% | 98% | 0% | 0% | 0% | 0% | 12% | 9% | 8% | 11% | 25% | 17% | 10% | 9% | 23% | 48% | 13% | 6% | 5% | 5% | 51% | 1% | 48% | 3% | 94% | 3% |
Planned Unit Development | 26,049,143 | 9% | 7.06 | 5.60 | 348 | 4 | 43.08 | 80.92 | 89.02 | 622 | 57% | 2.4 | 160,241 | 18% | 74% | 98% | 43% | 4% | 0% | 10% | 99% | 0% | 0% | 0% | 7% | 6% | 11% | 7% | 11% | 25% | 18% | 12% | 4% | 21% | 56% | 7% | 5% | 6% | 5% | 55% | 2% | 43% | 2% | 96% | 3% |
Single Family | 225,369,483 | 76% | 7.53 | 5.89 | 349 | 4 | 40.05 | 81.19 | 85.89 | 607 | 65% | 2.5 | 118,746 | 14% | 78% | 93% | 26% | 2% | 100% | 11% | 100% | 0% | 0% | 0% | 5% | 14% | 15% | 12% | 13% | 17% | 12% | 7% | 5% | 24% | 36% | 14% | 17% | 5% | 4% | 60% | 4% | 36% | 3% | 96% | 0% |
Two-to-Four Family | 30,824,098 | 10% | 7.81 | 6.19 | 349 | 4 | 43.25 | 77.62 | 79.29 | 605 | 45% | 2.5 | 181,888 | 7% | 88% | 71% | 10% | 2% | 0% | 18% | 100% | 0% | 0% | 0% | 5% | 16% | 9% | 15% | 16% | 11% | 18% | 6% | 3% | 52% | 23% | 13% | 5% | 4% | 4% | 49% | 2% | 49% | 2% | 74% | 24% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
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1st Lien | 289,127,065 | 98% | 7.45 | 5.88 | 352 | 4 | 40.78 | 80.38 | 85.33 | 608 | 63% | 2.5 | 132,191 | 13% | 79% | 91% | 27% | 0% | 77% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 17% | 13% | 7% | 5% | 27% | 38% | 13% | 14% | 5% | 2% | 59% | 4% | 38% | 2% | 95% | 3% |
2nd Lien | 5,889,368 | 2% | 10.41 | 7.36 | 176 | 5 | 35.95 | 99.21 | 99.21 | 662 | 42% | 2.1 | 40,480 | 62% | 35% | 100% | 0% | 100% | 64% | 18% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 4% | 41% | 32% | 17% | 7% | 1% | 0% | 0% | 1% | 5% | 92% | 40% | 0% | 60% | 47% | 53% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
a. Silent 2nd | 77,841,074 | 26% | 6.98 | 5.37 | 355 | 4 | 41.10 | 80.01 | 98.38 | 638 | 65% | 2.4 | 125,058 | 37% | 57% | 99% | 100% | 0% | 74% | 10% | 100% | 0% | 0% | 0% | 1% | 3% | 4% | 8% | 12% | 33% | 23% | 11% | 5% | 6% | 90% | 2% | 2% | 0% | 0% | 49% | 1% | 50% | 1% | 98% | 2% |
b. Not Silent 2nd | 217,175,360 | 74% | 7.70 | 6.11 | 347 | 4 | 40.53 | 81.03 | 81.03 | 599 | 61% | 2.6 | 126,982 | 6% | 86% | 88% | 0% | 3% | 77% | 13% | 100% | 0% | 0% | 0% | 7% | 18% | 17% | 13% | 13% | 12% | 9% | 6% | 5% | 34% | 18% | 17% | 18% | 7% | 5% | 61% | 5% | 34% | 4% | 92% | 4% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
No Prepay Penalty | 111,501,344 | 38% | 7.50 | 5.75 | 347 | 4 | 40.51 | 79.39 | 83.84 | 615 | 0% | 0.0 | 138,971 | 14% | 81% | 92% | 24% | 3% | 70% | 4% | 99% | 0% | 0% | 0% | 3% | 14% | 12% | 11% | 13% | 19% | 14% | 9% | 6% | 33% | 36% | 13% | 11% | 3% | 5% | 55% | 3% | 42% | 3% | 93% | 4% |
Prepay Penalty: 1 Year | 3,223,118 | 1% | 7.60 | 6.05 | 334 | 5 | 42.67 | 77.92 | 82.09 | 607 | 100% | 1.0 | 162,166 | 12% | 84% | 84% | 25% | 3% | 63% | 15% | 100% | 0% | 0% | 0% | 14% | 13% | 13% | 19% | 3% | 10% | 10% | 5% | 13% | 51% | 25% | 9% | 5% | 7% | 3% | 57% | 0% | 43% | 1% | 99% | 0% |
Prepay Penalty: 2 Years | 80,298,492 | 27% | 7.59 | 5.85 | 351 | 4 | 40.66 | 82.71 | 89.07 | 602 | 100% | 2.0 | 119,279 | 18% | 77% | 89% | 34% | 2% | 78% | 15% | 100% | 0% | 0% | 0% | 6% | 15% | 14% | 14% | 11% | 18% | 14% | 5% | 2% | 16% | 48% | 10% | 18% | 5% | 4% | 57% | 5% | 37% | 3% | 95% | 1% |
Prepay Penalty: 3 Years | 99,993,479 | 34% | 7.45 | 6.08 | 350 | 4 | 40.83 | 80.81 | 84.90 | 609 | 100% | 3.0 | 119,416 | 11% | 77% | 92% | 23% | 0% | 82% | 20% | 100% | 0% | 0% | 0% | 6% | 13% | 15% | 11% | 15% | 16% | 12% | 8% | 5% | 28% | 30% | 16% | 15% | 8% | 3% | 63% | 3% | 35% | 3% | 93% | 4% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1% UPB | 40,774,065 | 14% | 8.05 | 6.03 | 356 | 4 | 40.25 | 84.39 | 89.59 | 592 | 100% | 2.8 | 103,470 | 14% | 75% | 90% | 28% | 0% | 92% | 0% | 100% | 0% | 0% | 0% | 4% | 18% | 19% | 16% | 13% | 17% | 8% | 4% | 1% | 12% | 37% | 17% | 23% | 8% | 3% | 64% | 5% | 31% | 4% | 96% | 0% |
2 Mo Int | 285,812 | 0% | 7.99 | 5.95 | 357 | 3 | 30.66 | 83.02 | 83.02 | 608 | 100% | 2.3 | 143,200 | 0% | 100% | 30% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 70% | 0% | 0% | 30% | 0% | 0% | 0% | 70% | 0% | 30% | 0% | 0% | 30% | 0% | 70% | 0% | 100% | 0% |
2 Mo Int (UPB-20%OPB) | 438,371 | 0% | 6.88 | 6.35 | 356 | 4 | 40.19 | 79.10 | 82.38 | 668 | 100% | 3.0 | 146,600 | 0% | 100% | 69% | 22% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 22% | 0% | 0% | 0% | 31% | 0% | 0% | 0% | 47% | 22% | 31% | 47% | 0% | 0% | 0% | 69% | 0% | 31% | 0% | 100% | 0% |
2% UPB | 14,102,413 | 5% | 7.76 | 5.77 | 353 | 4 | 39.37 | 82.95 | 89.00 | 606 | 100% | 2.4 | 102,460 | 14% | 78% | 86% | 32% | 0% | 81% | 0% | 99% | 0% | 0% | 0% | 5% | 17% | 12% | 10% | 14% | 18% | 11% | 8% | 6% | 15% | 50% | 9% | 14% | 7% | 4% | 60% | 3% | 37% | 4% | 94% | 2% |
3 Mo Int | 738,889 | 0% | 6.49 | 3.95 | 356 | 4 | 48.18 | 74.02 | 83.12 | 609 | 100% | 2.8 | 247,200 | 0% | 100% | 100% | 68% | 0% | 80% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 20% | 48% | 32% | 0% | 0% | 0% | 80% | 20% | 0% | 0% | 0% | 0% | 52% | 0% | 48% | 0% | 52% | 48% |
3% / 1% / 1% | 128,250 | 0% | 7.63 | 6.88 | 355 | 5 | 39.00 | 95.00 | 95.00 | 698 | 100% | 3.0 | 128,250 | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
3% / 2% | 891,165 | 0% | 7.94 | 5.64 | 356 | 4 | 39.01 | 84.72 | 94.42 | 618 | 100% | 2.0 | 68,713 | 67% | 26% | 100% | 49% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 25% | 7% | 6% | 21% | 23% | 0% | 10% | 9% | 7% | 53% | 8% | 16% | 11% | 5% | 63% | 6% | 31% | 10% | 90% | 0% |
3% / 2% / 1% | 1,708,262 | 1% | 8.23 | 6.37 | 353 | 4 | 41.82 | 83.24 | 87.61 | 603 | 100% | 2.8 | 90,188 | 16% | 76% | 97% | 24% | 1% | 92% | 0% | 100% | 0% | 0% | 0% | 0% | 19% | 23% | 4% | 23% | 17% | 4% | 10% | 0% | 5% | 32% | 41% | 15% | 5% | 1% | 52% | 12% | 36% | 9% | 91% | 0% |
3% UPB | 295,781 | 0% | 7.75 | 0.00 | 352 | 8 | 44.96 | 85.00 | 85.00 | 543 | 100% | 1.0 | 297,500 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
5% / 4% | 3,748,101 | 1% | 8.65 | 6.33 | 354 | 5 | 41.47 | 85.17 | 90.10 | 580 | 100% | 2.0 | 79,964 | 30% | 59% | 88% | 27% | 0% | 99% | 0% | 100% | 0% | 0% | 0% | 12% | 25% | 21% | 12% | 3% | 11% | 12% | 4% | 0% | 6% | 45% | 7% | 36% | 0% | 6% | 79% | 5% | 16% | 10% | 90% | 0% |
5% / 4% / 3% | 4,077,337 | 1% | 8.08 | 6.31 | 350 | 5 | 42.59 | 86.41 | 90.78 | 580 | 100% | 3.0 | 92,923 | 21% | 63% | 87% | 28% | 1% | 82% | 0% | 100% | 0% | 0% | 0% | 3% | 16% | 44% | 7% | 15% | 4% | 10% | 2% | 0% | 13% | 25% | 26% | 17% | 16% | 4% | 84% | 0% | 16% | 10% | 90% | 0% |
5% UPB | 3,370,056 | 1% | 7.38 | 6.74 | 348 | 6 | 34.56 | 80.46 | 83.34 | 601 | 100% | 2.4 | 125,403 | 15% | 71% | 91% | 18% | 1% | 78% | 0% | 100% | 0% | 0% | 0% | 16% | 9% | 11% | 26% | 2% | 0% | 25% | 6% | 5% | 33% | 25% | 15% | 14% | 6% | 7% | 61% | 0% | 39% | 4% | 96% | 0% |
6 Mo Int (UPB-20%OPB) | 112,956,588 | 38% | 7.23 | 5.91 | 347 | 5 | 41.23 | 80.14 | 85.15 | 612 | 100% | 2.5 | 134,587 | 13% | 79% | 91% | 27% | 2% | 75% | 28% | 100% | 0% | 0% | 0% | 7% | 11% | 12% | 11% | 13% | 18% | 14% | 8% | 5% | 29% | 37% | 11% | 13% | 6% | 4% | 57% | 4% | 39% | 2% | 94% | 4% |
None | 111,501,344 | 38% | 7.50 | 5.75 | 347 | 4 | 40.51 | 79.39 | 83.84 | 615 | 0% | 0.0 | 138,971 | 14% | 81% | 92% | 24% | 3% | 70% | 4% | 99% | 0% | 0% | 0% | 3% | 14% | 12% | 11% | 13% | 19% | 14% | 9% | 6% | 33% | 36% | 13% | 11% | 3% | 5% | 55% | 3% | 42% | 3% | 93% | 4% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
a. New England | 17,227,810 | 6% | 7.44 | 5.72 | 352 | 4 | 41.90 | 79.37 | 81.78 | 608 | 29% | 2.5 | 198,596 | 6% | 90% | 89% | 13% | 1% | 59% | 0% | 100% | 0% | 0% | 0% | 2% | 17% | 15% | 9% | 13% | 19% | 14% | 5% | 5% | 41% | 22% | 17% | 14% | 3% | 4% | 53% | 5% | 43% | 0% | 89% | 11% |
b. Mid Atlantic | 62,700,552 | 21% | 7.20 | 5.83 | 348 | 5 | 40.19 | 77.40 | 80.89 | 616 | 27% | 2.3 | 155,064 | 8% | 86% | 91% | 21% | 1% | 75% | 0% | 99% | 0% | 0% | 0% | 4% | 12% | 13% | 13% | 12% | 15% | 13% | 10% | 8% | 43% | 31% | 11% | 10% | 3% | 2% | 63% | 1% | 36% | 2% | 93% | 5% |
c. Southeast | 61,776,467 | 21% | 7.70 | 5.84 | 348 | 4 | 40.43 | 82.43 | 88.39 | 605 | 63% | 2.5 | 107,391 | 20% | 74% | 92% | 32% | 2% | 76% | 0% | 99% | 0% | 0% | 0% | 6% | 16% | 13% | 9% | 15% | 16% | 14% | 7% | 4% | 18% | 41% | 13% | 18% | 6% | 5% | 59% | 3% | 38% | 4% | 96% | 0% |
d. Midwest | 66,105,156 | 22% | 8.01 | 6.06 | 353 | 4 | 40.38 | 83.86 | 88.59 | 594 | 80% | 2.7 | 105,360 | 17% | 74% | 88% | 25% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 5% | 18% | 18% | 14% | 14% | 17% | 8% | 4% | 2% | 15% | 37% | 16% | 21% | 7% | 4% | 61% | 5% | 34% | 4% | 96% | 0% |
e. Southwest | 19,354,606 | 7% | 7.85 | 6.05 | 348 | 5 | 39.96 | 83.05 | 88.11 | 597 | 72% | 2.6 | 89,504 | 26% | 62% | 92% | 26% | 1% | 83% | 0% | 100% | 0% | 0% | 0% | 6% | 14% | 22% | 13% | 9% | 17% | 12% | 3% | 3% | 14% | 45% | 13% | 17% | 7% | 5% | 68% | 9% | 23% | 7% | 93% | 0% |
f. Mountain-Plains | 18,071,490 | 6% | 7.73 | 5.89 | 345 | 4 | 39.91 | 84.10 | 91.45 | 617 | 70% | 2.3 | 104,769 | 21% | 68% | 86% | 39% | 3% | 77% | 0% | 100% | 0% | 0% | 0% | 2% | 14% | 9% | 11% | 15% | 24% | 15% | 7% | 4% | 12% | 47% | 13% | 13% | 8% | 7% | 59% | 3% | 37% | 6% | 92% | 2% |
g. Western | 49,780,353 | 17% | 6.78 | 5.74 | 347 | 4 | 42.15 | 77.18 | 82.36 | 627 | 87% | 2.5 | 198,884 | 7% | 86% | 94% | 28% | 4% | 69% | 73% | 100% | 0% | 0% | 0% | 7% | 6% | 7% | 11% | 11% | 21% | 19% | 12% | 7% | 38% | 37% | 10% | 7% | 4% | 4% | 45% | 4% | 51% | 1% | 91% | 8% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
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COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
AK | 59,151 | 0% | 6.50 | 0.00 | 356 | 4 | 42.68 | 85.00 | 85.00 | 616 | 0% | 0.0 | 59,500 | 0% | 100% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
AL | 2,838,232 | 1% | 8.60 | 6.32 | 355 | 5 | 40.33 | 87.36 | 92.50 | 585 | 88% | 2.7 | 72,974 | 19% | 75% | 95% | 29% | 0% | 94% | 0% | 100% | 0% | 0% | 0% | 16% | 22% | 15% | 7% | 15% | 8% | 6% | 8% | 5% | 2% | 36% | 10% | 28% | 14% | 10% | 86% | 0% | 14% | 3% | 97% | 0% |
AR | 2,425,129 | 1% | 8.14 | 6.01 | 355 | 4 | 40.24 | 85.05 | 92.61 | 608 | 95% | 2.5 | 78,432 | 42% | 50% | 98% | 39% | 1% | 94% | 0% | 100% | 0% | 0% | 0% | 0% | 20% | 19% | 5% | 13% | 29% | 3% | 9% | 3% | 4% | 44% | 21% | 17% | 8% | 6% | 68% | 8% | 24% | 8% | 92% | 0% |
AZ | 6,336,890 | 2% | 7.28 | 5.52 | 348 | 4 | 41.36 | 81.13 | 89.67 | 616 | 68% | 2.2 | 162,771 | 10% | 84% | 98% | 46% | 5% | 61% | 0% | 100% | 0% | 0% | 0% | 12% | 3% | 5% | 20% | 3% | 19% | 23% | 15% | 1% | 18% | 56% | 16% | 5% | 1% | 5% | 42% | 8% | 50% | 2% | 93% | 6% |
CA | 36,258,801 | 12% | 6.59 | 5.75 | 347 | 5 | 42.29 | 75.42 | 79.28 | 632 | 89% | 2.6 | 228,729 | 4% | 88% | 95% | 22% | 3% | 69% | 100% | 100% | 0% | 0% | 0% | 4% | 6% | 6% | 10% | 14% | 21% | 17% | 12% | 9% | 48% | 29% | 8% | 8% | 5% | 3% | 44% | 3% | 53% | 0% | 89% | 11% |
CO | 4,439,264 | 2% | 6.84 | 5.55 | 330 | 4 | 39.80 | 82.04 | 94.25 | 646 | 89% | 2.3 | 127,295 | 32% | 60% | 89% | 62% | 5% | 75% | 0% | 100% | 0% | 0% | 0% | 3% | 5% | 0% | 3% | 9% | 38% | 26% | 10% | 7% | 11% | 62% | 13% | 0% | 7% | 8% | 54% | 0% | 46% | 4% | 96% | 0% |
CT | 3,225,989 | 1% | 7.70 | 6.16 | 345 | 5 | 42.36 | 79.24 | 83.81 | 594 | 86% | 2.4 | 190,347 | 3% | 90% | 77% | 23% | 3% | 45% | 0% | 100% | 0% | 0% | 0% | 7% | 12% | 18% | 9% | 24% | 11% | 19% | 0% | 0% | 40% | 36% | 14% | 8% | 0% | 3% | 63% | 0% | 37% | 0% | 87% | 13% |
DC | 777,594 | 0% | 8.04 | 6.65 | 355 | 5 | 47.06 | 80.26 | 80.26 | 598 | 0% | 0.0 | 195,038 | 0% | 100% | 21% | 0% | 0% | 44% | 0% | 100% | 0% | 0% | 0% | 0% | 44% | 0% | 0% | 0% | 56% | 0% | 0% | 0% | 44% | 21% | 35% | 0% | 0% | 0% | 77% | 0% | 23% | 0% | 100% | 0% |
DE | 1,524,741 | 1% | 7.30 | 5.47 | 353 | 4 | 34.60 | 83.58 | 88.18 | 631 | 80% | 2.5 | 138,900 | 12% | 88% | 94% | 26% | 2% | 100% | 0% | 100% | 0% | 0% | 0% | 10% | 6% | 5% | 0% | 4% | 10% | 65% | 0% | 0% | 11% | 46% | 22% | 20% | 0% | 2% | 53% | 0% | 47% | 2% | 98% | 0% |
FL | 26,482,674 | 9% | 7.28 | 5.96 | 343 | 5 | 40.36 | 80.15 | 84.32 | 609 | 95% | 2.5 | 132,901 | 10% | 87% | 92% | 22% | 3% | 67% | 0% | 100% | 0% | 0% | 0% | 9% | 16% | 10% | 8% | 11% | 16% | 15% | 8% | 6% | 29% | 40% | 10% | 11% | 7% | 4% | 51% | 5% | 45% | 3% | 97% | 0% |
GA | 8,153,448 | 3% | 7.76 | 5.40 | 352 | 4 | 42.44 | 83.73 | 91.10 | 601 | 7% | 2.4 | 120,206 | 16% | 75% | 92% | 39% | 1% | 78% | 0% | 96% | 0% | 0% | 0% | 0% | 15% | 16% | 11% | 24% | 22% | 8% | 1% | 3% | 9% | 44% | 18% | 24% | 3% | 1% | 69% | 1% | 30% | 2% | 98% | 0% |
IA | 944,260 | 0% | 8.04 | 5.78 | 357 | 3 | 42.34 | 84.54 | 96.54 | 627 | 0% | 0.0 | 94,582 | 33% | 58% | 100% | 60% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 15% | 14% | 0% | 0% | 30% | 15% | 21% | 5% | 0% | 60% | 12% | 17% | 0% | 11% | 73% | 0% | 27% | 0% | 100% | 0% |
ID | 763,977 | 0% | 6.70 | 6.44 | 356 | 4 | 41.40 | 84.54 | 92.72 | 619 | 100% | 2.2 | 95,860 | 71% | 29% | 100% | 41% | 0% | 70% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 21% | 23% | 9% | 25% | 8% | 0% | 14% | 0% | 77% | 0% | 8% | 0% | 15% | 63% | 0% | 37% | 0% | 100% | 0% |
IL | 16,167,645 | 5% | 7.46 | 5.93 | 352 | 4 | 40.75 | 80.91 | 85.15 | 600 | 48% | 2.2 | 137,398 | 17% | 78% | 86% | 22% | 1% | 67% | 0% | 100% | 0% | 0% | 0% | 6% | 14% | 17% | 10% | 21% | 18% | 8% | 4% | 3% | 25% | 43% | 9% | 18% | 3% | 2% | 59% | 6% | 36% | 1% | 99% | 0% |
IN | 4,662,636 | 2% | 8.45 | 6.33 | 354 | 4 | 38.83 | 84.74 | 89.47 | 583 | 98% | 2.5 | 80,571 | 19% | 69% | 85% | 25% | 1% | 96% | 0% | 100% | 0% | 0% | 0% | 11% | 21% | 16% | 15% | 10% | 18% | 8% | 0% | 0% | 9% | 43% | 15% | 17% | 12% | 3% | 56% | 5% | 39% | 5% | 95% | 0% |
KS | 2,507,919 | 1% | 8.23 | 6.11 | 354 | 4 | 45.22 | 86.21 | 90.95 | 591 | 0% | 0.0 | 109,284 | 18% | 69% | 90% | 26% | 1% | 78% | 0% | 100% | 0% | 0% | 0% | 4% | 27% | 17% | 14% | 8% | 11% | 7% | 13% | 0% | 12% | 27% | 23% | 19% | 15% | 4% | 70% | 0% | 30% | 8% | 92% | 0% |
KY | 1,229,928 | 0% | 8.25 | 6.19 | 350 | 4 | 38.35 | 84.80 | 93.09 | 577 | 96% | 2.4 | 68,507 | 50% | 41% | 92% | 43% | 3% | 96% | 0% | 100% | 0% | 0% | 0% | 4% | 34% | 21% | 3% | 20% | 7% | 10% | 0% | 0% | 14% | 34% | 5% | 41% | 0% | 7% | 80% | 0% | 20% | 13% | 87% | 0% |
LA | 5,752,898 | 2% | 8.11 | 6.20 | 354 | 5 | 41.91 | 83.96 | 88.82 | 584 | 92% | 2.6 | 97,768 | 26% | 60% | 91% | 25% | 1% | 87% | 0% | 100% | 0% | 0% | 0% | 9% | 16% | 33% | 11% | 4% | 12% | 10% | 5% | 0% | 14% | 36% | 16% | 20% | 11% | 4% | 79% | 3% | 18% | 7% | 93% | 0% |
MA | 10,031,849 | 3% | 7.14 | 5.57 | 353 | 4 | 42.10 | 79.50 | 80.55 | 615 | 10% | 2.6 | 228,687 | 4% | 95% | 97% | 7% | 1% | 62% | 0% | 100% | 0% | 0% | 0% | 0% | 17% | 18% | 7% | 9% | 19% | 16% | 8% | 7% | 44% | 12% | 17% | 16% | 5% | 5% | 55% | 8% | 37% | 0% | 85% | 15% |
MD | 6,706,626 | 2% | 6.90 | 5.51 | 353 | 4 | 38.93 | 77.60 | 83.27 | 620 | 0% | 3.0 | 172,386 | 4% | 91% | 90% | 34% | 2% | 71% | 0% | 100% | 0% | 0% | 0% | 4% | 8% | 13% | 16% | 6% | 22% | 8% | 17% | 6% | 35% | 46% | 14% | 4% | 0% | 2% | 72% | 0% | 28% | 2% | 98% | 0% |
ME | 2,870,170 | 1% | 8.11 | 5.99 | 356 | 4 | 39.85 | 79.13 | 81.74 | 596 | 11% | 3.0 | 151,393 | 7% | 80% | 81% | 13% | 0% | 83% | 0% | 100% | 0% | 0% | 0% | 3% | 26% | 10% | 7% | 18% | 28% | 8% | 0% | 0% | 34% | 24% | 26% | 16% | 0% | 0% | 40% | 0% | 60% | 0% | 100% | 0% |
MI | 16,401,708 | 6% | 8.10 | 6.08 | 354 | 4 | 41.22 | 83.53 | 88.98 | 590 | 97% | 2.9 | 100,260 | 13% | 76% | 91% | 29% | 1% | 91% | 0% | 100% | 0% | 0% | 0% | 3% | 25% | 18% | 14% | 10% | 21% | 3% | 6% | 1% | 16% | 39% | 17% | 17% | 7% | 4% | 62% | 3% | 34% | 7% | 93% | 0% |
MN | 755,859 | 0% | 8.12 | 6.45 | 332 | 4 | 39.55 | 85.57 | 87.47 | 600 | 68% | 2.6 | 108,433 | 24% | 76% | 56% | 13% | 13% | 100% | 0% | 100% | 0% | 0% | 0% | 13% | 0% | 0% | 26% | 36% | 13% | 11% | 0% | 0% | 13% | 44% | 0% | 11% | 0% | 32% | 48% | 0% | 52% | 6% | 94% | 0% |
MO | 8,153,813 | 3% | 8.24 | 6.07 | 351 | 4 | 39.54 | 84.73 | 90.13 | 608 | 74% | 2.3 | 90,838 | 17% | 77% | 80% | 29% | 3% | 75% | 0% | 100% | 0% | 0% | 0% | 1% | 16% | 10% | 10% | 24% | 22% | 10% | 4% | 3% | 12% | 47% | 6% | 15% | 10% | 9% | 59% | 6% | 35% | 7% | 89% | 4% |
MS | 2,802,199 | 1% | 8.74 | 6.30 | 349 | 5 | 38.79 | 85.76 | 90.90 | 586 | 92% | 2.5 | 74,036 | 31% | 60% | 84% | 36% | 1% | 98% | 0% | 100% | 0% | 0% | 0% | 2% | 23% | 32% | 4% | 18% | 4% | 15% | 3% | 0% | 12% | 31% | 15% | 32% | 0% | 10% | 74% | 0% | 26% | 13% | 87% | 0% |
MT | 275,741 | 0% | 8.45 | 6.56 | 296 | 4 | 36.40 | 86.29 | 90.33 | 606 | 100% | 2.3 | 92,107 | 20% | 0% | 100% | 20% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 46% | 0% | 0% | 0% | 20% | 0% | 34% | 0% | 0% | 20% | 34% | 46% | 0% | 0% | 54% | 46% | 0% | 0% | 100% | 0% |
NC | 9,739,683 | 3% | 7.68 | 5.53 | 350 | 4 | 40.02 | 82.36 | 92.09 | 620 | 16% | 2.0 | 104,951 | 41% | 54% | 94% | 53% | 3% | 79% | 0% | 97% | 0% | 0% | 0% | 4% | 10% | 6% | 11% | 16% | 19% | 24% | 7% | 3% | 11% | 55% | 11% | 15% | 2% | 6% | 54% | 4% | 43% | 3% | 97% | 0% |
NE | 227,023 | 0% | 7.51 | 6.33 | 355 | 5 | 28.18 | 84.22 | 93.91 | 599 | 100% | 2.0 | 75,933 | 0% | 76% | 100% | 48% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 24% | 0% | 0% | 0% | 48% | 28% | 0% | 0% | 0% | 24% | 48% | 0% | 0% | 0% | 28% | 100% | 0% | 0% | 0% | 100% | 0% |
NH | 727,544 | 0% | 7.82 | 5.34 | 356 | 4 | 45.38 | 77.77 | 81.71 | 591 | 100% | 2.1 | 182,374 | 20% | 80% | 54% | 20% | 0% | 13% | 0% | 100% | 0% | 0% | 0% | 0% | 21% | 0% | 46% | 13% | 20% | 0% | 0% | 0% | 46% | 54% | 0% | 0% | 0% | 0% | 34% | 0% | 66% | 0% | 100% | 0% |
NJ | 12,913,418 | 4% | 7.28 | 6.04 | 352 | 5 | 40.32 | 78.62 | 81.99 | 614 | 0% | 0.0 | 212,662 | 3% | 91% | 95% | 18% | 2% | 63% | 0% | 99% | 0% | 0% | 0% | 3% | 14% | 11% | 17% | 14% | 12% | 21% | 4% | 5% | 39% | 33% | 14% | 8% | 5% | 2% | 54% | 2% | 43% | 0% | 90% | 10% |
NM | 1,065,017 | 0% | 8.01 | 5.61 | 342 | 6 | 40.84 | 84.62 | 96.04 | 601 | 0% | 0.0 | 97,175 | 13% | 72% | 100% | 57% | 7% | 91% | 0% | 100% | 0% | 0% | 0% | 22% | 9% | 0% | 0% | 9% | 36% | 24% | 0% | 0% | 0% | 67% | 9% | 12% | 0% | 11% | 57% | 9% | 34% | 11% | 89% | 0% |
NV | 2,222,092 | 1% | 6.96 | 5.87 | 345 | 5 | 40.35 | 82.43 | 90.03 | 614 | 97% | 2.4 | 171,300 | 18% | 82% | 100% | 38% | 6% | 81% | 0% | 100% | 0% | 0% | 0% | 24% | 5% | 0% | 10% | 5% | 11% | 24% | 21% | 0% | 14% | 48% | 26% | 0% | 0% | 11% | 57% | 0% | 43% | 0% | 100% | 0% |
NY | 24,085,707 | 8% | 6.79 | 5.77 | 341 | 5 | 41.65 | 72.96 | 74.80 | 625 | 7% | 1.1 | 182,075 | 5% | 90% | 91% | 11% | 1% | 75% | 0% | 100% | 0% | 0% | 0% | 3% | 10% | 10% | 13% | 16% | 14% | 9% | 12% | 12% | 62% | 18% | 11% | 5% | 2% | 2% | 64% | 0% | 36% | 2% | 92% | 7% |
OH | 24,131,621 | 8% | 8.15 | 6.05 | 354 | 4 | 39.47 | 85.81 | 90.58 | 596 | 97% | 2.8 | 98,332 | 19% | 70% | 90% | 25% | 1% | 94% | 0% | 100% | 0% | 0% | 0% | 5% | 14% | 20% | 17% | 14% | 15% | 11% | 4% | 2% | 8% | 33% | 18% | 26% | 10% | 5% | 63% | 6% | 31% | 3% | 97% | 0% |
OK | 3,547,996 | 1% | 8.23 | 6.27 | 352 | 4 | 37.92 | 85.54 | 89.82 | 587 | 100% | 2.4 | 77,361 | 20% | 70% | 93% | 23% | 1% | 91% | 0% | 100% | 0% | 0% | 0% | 3% | 18% | 30% | 12% | 21% | 8% | 2% | 3% | 3% | 10% | 33% | 13% | 32% | 8% | 4% | 73% | 14% | 13% | 8% | 92% | 0% |
OR | 864,895 | 0% | 7.09 | 5.33 | 321 | 5 | 41.99 | 84.18 | 97.65 | 652 | 100% | 2.1 | 86,875 | 26% | 64% | 100% | 68% | 19% | 75% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 13% | 0% | 0% | 0% | 71% | 12% | 4% | 16% | 52% | 13% | 0% | 0% | 19% | 43% | 0% | 57% | 19% | 81% | 0% |
PA | 10,344,901 | 4% | 8.10 | 6.09 | 351 | 4 | 37.49 | 83.95 | 87.96 | 588 | 95% | 2.4 | 89,421 | 23% | 67% | 90% | 24% | 1% | 86% | 0% | 100% | 0% | 0% | 0% | 6% | 17% | 26% | 16% | 11% | 12% | 4% | 4% | 4% | 22% | 30% | 12% | 23% | 8% | 5% | 74% | 1% | 25% | 6% | 94% | 0% |
RI | 182,923 | 0% | 6.99 | 4.90 | 353 | 7 | 42.97 | 80.00 | 100.00 | 703 | 100% | 3.0 | 184,000 | 0% | 100% | 100% | 100% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% |
SC | 6,686,068 | 2% | 8.10 | 5.82 | 350 | 4 | 40.27 | 83.82 | 89.90 | 597 | 24% | 2.8 | 100,014 | 18% | 71% | 95% | 33% | 2% | 78% | 0% | 100% | 0% | 0% | 0% | 5% | 16% | 15% | 11% | 19% | 16% | 7% | 9% | 0% | 15% | 35% | 21% | 20% | 4% | 4% | 54% | 3% | 42% | 5% | 95% | 0% |
SD | 130,342 | 0% | 7.05 | 5.95 | 353 | 7 | 51.71 | 95.00 | 95.00 | 610 | 100% | 3.0 | 131,100 | 0% | 100% | 100% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
TN | 3,844,235 | 1% | 8.29 | 6.04 | 349 | 5 | 39.82 | 86.36 | 92.23 | 602 | 98% | 2.5 | 71,415 | 27% | 56% | 89% | 31% | 3% | 93% | 0% | 100% | 0% | 0% | 0% | 0% | 24% | 26% | 8% | 8% | 11% | 7% | 10% | 6% | 4% | 37% | 11% | 24% | 16% | 6% | 73% | 0% | 27% | 9% | 91% | 0% |
TX | 6,563,566 | 2% | 7.29 | 5.84 | 340 | 5 | 39.11 | 79.90 | 83.62 | 610 | 44% | 2.8 | 94,217 | 27% | 62% | 88% | 20% | 1% | 71% | 0% | 100% | 0% | 0% | 0% | 6% | 8% | 12% | 21% | 6% | 17% | 23% | 0% | 6% | 23% | 55% | 8% | 6% | 4% | 4% | 59% | 11% | 30% | 6% | 94% | 0% |
UT | 2,049,682 | 1% | 7.26 | 5.52 | 346 | 5 | 35.99 | 83.83 | 91.75 | 614 | 85% | 2.4 | 128,500 | 15% | 60% | 100% | 42% | 5% | 78% | 0% | 100% | 0% | 0% | 0% | 0% | 8% | 14% | 29% | 0% | 17% | 24% | 7% | 0% | 16% | 42% | 14% | 23% | 2% | 3% | 59% | 0% | 35% | 5% | 95% | 0% |
VA | 5,212,941 | 2% | 6.94 | 5.31 | 348 | 4 | 40.58 | 78.03 | 85.82 | 634 | 83% | 2.5 | 158,418 | 8% | 86% | 93% | 44% | 1% | 76% | 0% | 96% | 0% | 0% | 0% | 9% | 4% | 8% | 4% | 6% | 18% | 19% | 22% | 11% | 30% | 61% | 0% | 8% | 0% | 1% | 60% | 0% | 40% | 0% | 100% | 0% |
VT | 189,334 | 0% | 7.85 | 5.92 | 355 | 5 | 40.25 | 84.26 | 95.74 | 616 | 0% | 0.0 | 94,900 | 57% | 43% | 100% | 57% | 0% | 43% | 0% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 43% | 0% | 57% | 0% | 0% | 0% | 0% | 57% | 0% | 43% | 0% | 0% | 57% | 0% | 43% | 0% | 100% | 0% |
WA | 3,274,548 | 1% | 7.78 | 5.99 | 342 | 5 | 43.64 | 81.77 | 90.62 | 596 | 90% | 2.1 | 156,276 | 7% | 85% | 74% | 46% | 7% | 74% | 0% | 100% | 0% | 0% | 0% | 21% | 8% | 11% | 4% | 9% | 38% | 10% | 0% | 0% | 8% | 73% | 5% | 5% | 3% | 7% | 52% | 8% | 40% | 4% | 96% | 0% |
WI | 2,684,062 | 1% | 8.85 | 6.34 | 356 | 4 | 44.00 | 83.32 | 84.28 | 581 | 8% | 3.0 | 122,251 | 9% | 88% | 87% | 8% | 0% | 84% | 0% | 100% | 0% | 0% | 0% | 3% | 38% | 24% | 19% | 0% | 3% | 4% | 0% | 8% | 24% | 13% | 37% | 26% | 0% | 0% | 52% | 4% | 44% | 2% | 98% | 0% |
WV | 1,134,624 | 0% | 8.95 | 5.63 | 353 | 4 | 41.15 | 83.73 | 87.34 | 603 | 0% | 0.0 | 126,234 | 9% | 91% | 95% | 27% | 2% | 100% | 0% | 100% | 0% | 0% | 0% | 0% | 47% | 5% | 7% | 0% | 9% | 5% | 29% | 0% | 0% | 65% | 5% | 29% | 0% | 2% | 30% | 0% | 70% | 2% | 98% | 0% |
WY | 645,071 | 0% | 6.73 | 5.34 | 356 | 4 | 38.80 | 82.06 | 90.24 | 640 | 100% | 2.3 | 108,058 | 12% | 58% | 89% | 50% | 0% | 89% | 0% | 100% | 0% | 0% | 0% | 0% | 9% | 12% | 0% | 14% | 36% | 0% | 0% | 30% | 9% | 50% | 42% | 0% | 0% | 0% | 58% | 0% | 42% | 0% | 100% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
COLLATERAL MATRIX
FOR INTERNAL USE ONLY
NOT TO BE DISTRIBUTED OUTSIDE RBS GREENWICH CAPITAL
b. DTI %:0.01-20 | 9,798,674 | 3% | 7.82 | 5.96 | 339 | 5 | 15.70 | 78.11 | 81.28 | 614 | 58% | 2.5 | 90,279 | 17% | 75% | 90% | 16% | 6% | 80% | 7% | 98% | 0% | 0% | 0% | 3% | 10% | 15% | 14% | 14% | 17% | 15% | 3% | 8% | 37% | 23% | 17% | 12% | 5% | 7% | 47% | 9% | 44% | 10% | 90% | 0% |
c. DTI %:20.01- 25.0 | 12,842,640 | 4% | 7.59 | 5.98 | 343 | 5 | 22.57 | 79.54 | 83.31 | 617 | 70% | 2.5 | 92,722 | 19% | 72% | 93% | 21% | 5% | 86% | 13% | 100% | 0% | 0% | 0% | 5% | 10% | 15% | 14% | 11% | 16% | 9% | 13% | 7% | 29% | 33% | 15% | 11% | 5% | 7% | 62% | 3% | 35% | 8% | 88% | 4% |
d. DTI %:25.01- 30.0 | 21,444,549 | 7% | 7.43 | 5.74 | 342 | 4 | 27.79 | 79.73 | 84.13 | 614 | 63% | 2.5 | 109,770 | 12% | 78% | 91% | 24% | 3% | 80% | 7% | 100% | 0% | 0% | 0% | 3% | 11% | 10% | 18% | 15% | 18% | 13% | 7% | 5% | 36% | 36% | 11% | 7% | 5% | 4% | 57% | 4% | 38% | 6% | 92% | 2% |
e. DTI %:30.01- 35.0 | 27,100,201 | 9% | 7.35 | 5.85 | 350 | 4 | 32.67 | 80.19 | 84.65 | 616 | 59% | 2.5 | 123,593 | 12% | 77% | 91% | 26% | 1% | 86% | 13% | 99% | 0% | 0% | 0% | 4% | 12% | 15% | 8% | 14% | 15% | 15% | 9% | 7% | 26% | 35% | 18% | 14% | 3% | 4% | 52% | 4% | 44% | 3% | 96% | 1% |
f. DTI %:35.01- 40.0 | 46,148,405 | 16% | 7.50 | 5.88 | 349 | 4 | 37.69 | 80.70 | 85.43 | 615 | 56% | 2.5 | 115,441 | 17% | 74% | 93% | 26% | 2% | 81% | 9% | 99% | 0% | 0% | 0% | 5% | 13% | 14% | 9% | 8% | 20% | 12% | 11% | 8% | 25% | 39% | 12% | 14% | 7% | 4% | 54% | 3% | 43% | 4% | 94% | 2% |
g. DTI %:40.01- 45.0 | 58,490,365 | 20% | 7.53 | 5.89 | 352 | 4 | 42.55 | 81.26 | 86.95 | 614 | 66% | 2.5 | 132,120 | 13% | 79% | 92% | 30% | 2% | 76% | 14% | 100% | 0% | 0% | 0% | 4% | 13% | 11% | 11% | 12% | 18% | 18% | 7% | 5% | 26% | 37% | 14% | 16% | 4% | 4% | 50% | 3% | 47% | 2% | 96% | 2% |
h. DTI %:45.01- 50.0 | 91,197,534 | 31% | 7.63 | 5.90 | 351 | 4 | 47.74 | 82.19 | 88.20 | 603 | 63% | 2.5 | 136,283 | 15% | 80% | 88% | 32% | 2% | 73% | 13% | 100% | 0% | 0% | 0% | 6% | 16% | 14% | 11% | 14% | 19% | 12% | 6% | 3% | 21% | 42% | 12% | 14% | 6% | 4% | 59% | 5% | 37% | 2% | 95% | 3% |
i. DTI %:50.01- 55.0 | 21,297,272 | 7% | 7.34 | 5.95 | 353 | 4 | 52.24 | 81.19 | 82.78 | 592 | 60% | 2.6 | 163,132 | 9% | 83% | 90% | 10% | 1% | 66% | 14% | 100% | 0% | 0% | 0% | 6% | 15% | 17% | 21% | 20% | 10% | 4% | 6% | 0% | 29% | 27% | 11% | 23% | 7% | 3% | 88% | 1% | 11% | 1% | 88% | 11% |
j. DTI %:55.01- 60.0 | 6,696,794 | 2% | 6.57 | 5.87 | 328 | 5 | 57.16 | 67.88 | 68.10 | 603 | 70% | 2.4 | 232,190 | 0% | 92% | 94% | 7% | 0% | 51% | 29% | 97% | 0% | 0% | 0% | 10% | 24% | 7% | 5% | 12% | 14% | 21% | 1% | 5% | 72% | 22% | 0% | 7% | 0% | 0% | 93% | 0% | 7% | 1% | 85% | 14% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
ACCREDITED | 243,000 | 0% | 6.99 | 5.49 | 347 | 13 | 49.16 | 81.96 | 81.96 | 638 | 100% | 2.0 | 243,000 | 0% | 100% | 100% | 0% | 0% | 100% | 100% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
COUNTRYWIDE | 32,122,228 | 11% | 7.00 | 6.41 | 356 | 4 | 41.97 | 81.77 | 88.10 | 595 | 69% | 2.5 | 151,289 | 21% | 72% | 98% | 34% | 0% | 68% | 24% | 100% | 0% | 0% | 0% | 14% | 10% | 12% | 15% | 14% | 20% | 9% | 4% | 2% | 26% | 43% | 12% | 8% | 6% | 5% | 69% | 0% | 31% | 0% | 97% | 2% |
FIRST FRANKLIN | 1,151,980 | 0% | 7.40 | 6.31 | 355 | 5 | 39.90 | 83.47 | 83.47 | 650 | 71% | 2.7 | 115,435 | 40% | 60% | 100% | 0% | 0% | 78% | 0% | 100% | 0% | 0% | 0% | 0% | 4% | 0% | 10% | 29% | 9% | 11% | 26% | 11% | 14% | 16% | 24% | 11% | 25% | 11% | 0% | 14% | 75% | 4% | 96% | 0% |
MERITAGE | 1,210,051 | 0% | 9.50 | 7.36 | 177 | 3 | 41.24 | 97.04 | 97.04 | 681 | 96% | 2.0 | 36,737 | 98% | 2% | 100% | 0% | 100% | 71% | 33% | 100% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 2% | 24% | 26% | 25% | 24% | 4% | 0% | 0% | 3% | 0% | 92% | 62% | 0% | 38% | 55% | 45% | 0% |
NOVASTAR | 259,811,614 | 88% | 7.56 | 5.80 | 349 | 4 | 40.52 | 80.56 | 85.28 | 610 | 61% | 2.5 | 125,238 | 13% | 80% | 90% | 26% | 2% | 78% | 11% | 100% | 0% | 0% | 0% | 4% | 14% | 14% | 12% | 13% | 17% | 13% | 8% | 5% | 27% | 36% | 13% | 15% | 5% | 3% | 57% | 4% | 39% | 3% | 94% | 3% |
WMC | 477,560 | 0% | 7.46 | 7.25 | 348 | 12 | 40.78 | 76.10 | 76.10 | 606 | 47% | 2.0 | 241,250 | 0% | 0% | 100% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 47% | 0% | 0% | 0% | 0% | 0% | 0% | 53% | 0% | 47% | 53% | 0% | 0% | 0% | 0% | 100% | 0% | 0% | 0% | 100% | 0% |
Total | 295,016,433 | 100% | 7.51 | 5.89 | 349 | 4 | 40.68 | 80.76 | 85.61 | 609 | 62% | 2.5 | 126,469 | 14% | 78% | 91% | 26% | 2% | 76% | 12% | 100% | 0% | 0% | 0% | 5% | 14% | 14% | 12% | 13% | 18% | 13% | 7% | 5% | 27% | 37% | 13% | 14% | 5% | 4% | 58% | 4% | 38% | 3% | 94% | 3% |