[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
AAMES MORTGAGE TRUST, SERIES 2001-2 (FINAL)
ACTUAL BALANCES AS OF 06/01/01
ARM FLAG: ARM& Fixed Rate
INDEX CODE: 6 Mo LIBOR& Fixed Rate
TOTAL ORIGINAL BALANCE: 150,077,856
TOTAL CURRENT BALANCE: 150,007,004
NUMBER OF LOANS: 1,847
MINIMUM MAXIMUM
AVG CURRENT BALANCE: $81,216.57 $9,964.70 $738,046.46
AVG ORIGINAL BALANCE: $81,254.93 $10,000.00 $738,500.00
AVG COLLATERAL VALUE: $114,499.62 $24,000.00 $1,500,000.00
WAVG GROSS COUPON: 10.2982% 7.2000 14.9900%
WAVG TEASER RATE: 10.6698% 0.0000 12.7380%
WAVG GROSS MARGIN: 6.3267% 0.0000 8.3900%
WAVG MAX INT RATE: 16.6705% 0.0000 18.7380%
WAVG MIN INT RATE: 10.6698% 0.0000 12.7380%
WAVG FIRST PER CAP: 3.0126% 0.0000 6.0000%
WAVG PERIODIC RATE CAP: 1.0000% 0.0000 1.0000%
WAVG LTV: 74.61% 6.52 100.00%
WAVG FICO SCORE: 600.62 0.00 819.00
WAVG ORIGINAL TERM: 336.18 months 60.00 360.00 months
WAVG ORIG AMORT TERM: 336.18 months 60.00 360.00 months
WAVG REMAINING TERM: 335.09 months 58.00 360.00 months
WAVG SEASONING: 1.09 months 0.00 12.00 months
WAVG ORIG PREPAY TERM: 49.24 months 0.00 60.00 months
WAVG REM PREPAY TERM: 48.09 months 0.00 60.00 months
WAVG RATE ADJ FREQ: 6.00 months 0.00 6.00 months
WAVG 1ST RATE ADJ FREQ: 36.00 months 0.00 36.00 months
WAVG MONTHS TO ROLL: 33.67 months 0.00 36.00 months
TOP STATE CONCENTRATIONS ($): 20.64% California, 14.04% Texas, 6.67% New York
MAXIMUM ZIP CODE CONCENTRATION ($): 0.49% 94070 (San Carlos, CA)
RECORD DATE: May 26, 2000 Jun 07, 2001
FIRST PAY DATE: Jul 01, 2000 Aug 01, 2001
NEXT DUE DATE: May 01, 2001 Nov 01, 2001
RATE CHANGE DATE: Jun 01, 2003 Jun 01, 2004
MATURE DATE: Apr 01, 2006 Jul 01, 2031
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
TABLE
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
POOL: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
CONFORMING 1,820 139,381,085.57 92.92
NON-CONFORMING 27 10,625,918.42 7.08
- ---------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=======================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
GROUP NO: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
1 1,655 125,529,579.61 83.68
2 192 24,477,424.38 16.32
- ---------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=======================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
MI TYPE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
NONE 1,824 147,519,388.48 98.34
ORIG LENDER PD 23 2,487,615.51 1.66
- ---------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=======================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
MI FEE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
0.00 1,824 147,519,388.48 98.34
0.85 1 55,800.00 0.04
0.88 2 64,815.22 0.04
0.98 4 508,243.53 0.34
1.00 1 58,482.03 0.04
1.05 2 212,361.60 0.14
1.13 1 40,056.00 0.03
1.20 7 1,050,328.17 0.70
1.44 3 377,055.00 0.25
1.45 1 47,482.16 0.03
1.55 1 72,991.80 0.05
- ---------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=======================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
ARM FLAG: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
ARM 156 14,510,774.30 9.67
FIXED RATE 1,691 135,496,229.69 90.33
- ---------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=======================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
PRODUCT: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
3/27 6 MONTH LIBOR ARM 156 14,510,774.30 9.67
FIXED RATE 1,691 135,496,229.69 90.33
- -------------------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
INDEX CODE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
6 Mo LIBOR 156 14,510,774.30 9.67
FIXED RATE 1,691 135,496,229.69 90.33
- -------------------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
DELINQUENCY: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
CURRENT 1,834 149,041,602.08 99.36
DELINQUENT: 30 DAYS 13 965,401.91 0.64
- -------------------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
CURRENT BALANCE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
9,965 - 50,000 665 23,843,137.63 15.89
50,001 - 100,000 739 52,052,870.19 34.70
100,001 - 150,000 248 30,348,142.81 20.23
150,001 - 200,000 105 17,952,962.63 11.97
200,001 - 250,000 46 10,349,675.97 6.90
250,001 - 300,000 19 5,155,529.39 3.44
300,001 - 350,000 9 2,917,995.58 1.95
350,001 - 400,000 5 1,910,555.41 1.27
400,001 - 450,000 6 2,533,627.26 1.69
450,001 - 500,000 2 979,755.47 0.65
550,001 - 600,000 1 560,000.00 0.37
650,001 - 700,000 1 664,705.19 0.44
700,001 - 738,046 1 738,046.46 0.49
- -------------------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
=================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
ORIGINAL BALANCE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
10,000 - 50,000 665 23,843,137.63 15.89
50,001 - 100,000 739 52,052,870.19 34.70
100,001 - 150,000 248 30,348,142.81 20.23
150,001 - 200,000 105 17,952,962.63 11.97
200,001 - 250,000 46 10,349,675.97 6.90
250,001 - 300,000 19 5,155,529.39 3.44
300,001 - 350,000 9 2,917,995.58 1.95
350,001 - 400,000 5 1,910,555.41 1.27
400,001 - 450,000 6 2,533,627.26 1.69
450,001 - 500,000 2 979,755.47 0.65
550,001 - 600,000 1 560,000.00 0.37
650,001 - 700,000 1 664,705.19 0.44
700,001 - 738,500 1 738,046.46 0.49
- ----------------------------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
COLLATERAL VALUE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
24,000 - 50,000 248 7,633,410.51 5.09
50,001 - 100,000 881 46,257,563.74 30.84
100,001 - 150,000 326 29,714,038.05 19.81
150,001 - 200,000 196 23,912,508.72 15.94
200,001 - 250,000 85 13,804,432.90 9.20
250,001 - 300,000 45 8,983,832.82 5.99
300,001 - 350,000 20 4,924,205.93 3.28
350,001 - 400,000 12 3,195,207.65 2.13
400,001 - 450,000 12 3,085,483.73 2.06
450,001 - 500,000 6 2,261,105.41 1.51
500,001 - 550,000 4 1,263,790.43 0.84
550,001 - 600,000 4 1,378,075.63 0.92
600,001 - 650,000 2 575,841.35 0.38
650,001 - 700,000 2 1,059,755.47 0.71
750,001 - 800,000 1 125,000.00 0.08
900,001 - 950,000 1 664,705.19 0.44
1,050,001 - 1,100,000 1 738,046.46 0.49
1,450,001 - 1,500,000 1 430,000.00 0.29
- ----------------------------------------------------------------------------------------------------------
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
GROSS COUPON: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
7.200 - 7.500 8 1,093,289.29 0.73
7.501 - 8.000 68 8,255,214.84 5.50
8.001 - 8.500 57 6,918,384.29 4.61
8.501 - 9.000 113 15,111,865.10 10.07
9.001 - 9.500 194 20,295,300.79 13.53
9.501 - 10.000 305 28,081,285.50 18.72
10.001 - 10.500 176 14,091,713.56 9.39
10.501 - 11.000 222 15,644,575.62 10.43
11.001 - 11.500 151 9,727,071.70 6.48
11.501 - 12.000 187 11,866,734.96 7.91
12.001 - 12.500 119 6,603,373.79 4.40
12.501 - 13.000 105 5,017,106.74 3.34
13.001 - 13.500 56 3,014,401.48 2.01
13.501 - 14.000 65 3,334,477.75 2.22
14.001 - 14.500 17 755,938.21 0.50
14.501 - 14.990 4 196,270.37 0.13
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
TEASER COUPON: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
(less than or equal to) 0.000 1,691 135,496,229.69 90.33
8.001 - 8.500 3 238,423.52 0.16
8.501 - 9.000 6 1,145,876.77 0.76
9.001 - 9.500 11 1,376,120.48 0.92
9.501 - 10.000 28 2,702,481.22 1.80
10.001 - 10.500 11 952,406.44 0.63
10.501 - 11.000 26 2,135,538.03 1.42
11.001 - 11.500 23 1,829,785.93 1.22
11.501 - 12.000 26 2,712,211.87 1.81
12.001 - 12.500 15 913,809.97 0.61
12.501 - 12.738 7 504,120.07 0.34
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
GROSS MARGIN: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
(less than or equal to) 0.000 1,691 135,496,229.69 90.33
2.001 - 2.500 1 120,966.53 0.08
3.001 - 3.500 5 583,689.46 0.39
3.501 - 4.000 1 181,673.19 0.12
4.001 - 4.500 4 252,268.94 0.17
4.501 - 5.000 3 387,882.54 0.26
5.001 - 5.500 14 1,040,363.42 0.69
5.501 - 6.000 20 1,590,375.10 1.06
6.001 - 6.500 33 2,937,599.29 1.96
6.501 - 7.000 43 4,276,221.70 2.85
7.001 - 7.500 18 1,913,510.41 1.28
7.501 - 8.000 7 628,900.24 0.42
8.001 - 8.390 7 597,323.48 0.40
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
MAX INT RATE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
(less than or equal to) 0.000 1,691 135,496,229.69 90.33
14.001 - 14.500 3 238,423.52 0.16
14.501 - 15.000 6 1,145,876.77 0.76
15.001 - 15.500 11 1,376,120.48 0.92
15.501 - 16.000 28 2,702,481.22 1.80
16.001 - 16.500 11 952,406.44 0.63
16.501 - 17.000 26 2,135,538.03 1.42
17.001 - 17.500 23 1,829,785.93 1.22
17.501 - 18.000 26 2,712,211.87 1.81
18.001 - 18.500 15 913,809.97 0.61
18.501 - 18.738 7 504,120.07 0.34
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
MIN INT RATE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
(less than or equal to) 0.000 1,691 135,496,229.69 90.33
8.001 - 8.500 3 238,423.52 0.16
8.501 - 9.000 6 1,145,876.77 0.76
9.001 - 9.500 11 1,376,120.48 0.92
9.501 - 10.000 28 2,702,481.22 1.80
10.001 - 10.500 11 952,406.44 0.63
10.501 - 11.000 26 2,135,538.03 1.42
11.001 - 11.500 23 1,829,785.93 1.22
11.501 - 12.000 26 2,712,211.87 1.81
12.001 - 12.500 15 913,809.97 0.61
12.501 - 12.738 7 504,120.07 0.34
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
FIRST PER CAP: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
0.000 1,691 135,496,229.69 90.33
3.000 155 14,450,006.36 9.63
6.000 1 60,767.94 0.04
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
PERIODIC RATE CAP: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
0.000 1,691 135,496,229.69 90.33
1.000 156 14,510,774.30 9.67
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
LTV: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
6.52 - 10.00 1 35,986.41 0.02
10.01 - 15.00 3 36,164.70 0.02
15.01 - 20.00 21 613,315.58 0.41
20.01 - 25.00 10 320,273.14 0.21
25.01 - 30.00 16 1,129,990.78 0.75
30.01 - 35.00 20 706,092.43 0.47
35.01 - 40.00 30 1,412,389.16 0.94
40.01 - 45.00 26 1,450,169.59 0.97
45.01 - 50.00 46 1,897,616.07 1.27
50.01 - 55.00 48 3,458,765.12 2.31
55.01 - 60.00 82 4,631,793.51 3.09
60.01 - 65.00 133 9,642,038.42 6.43
65.01 - 70.00 219 16,557,371.43 11.04
70.01 - 75.00 304 25,011,777.91 16.67
75.01 - 80.00 608 55,314,788.82 36.87
80.01 - 85.00 129 11,746,626.08 7.83
85.01 - 90.00 126 13,372,307.39 8.91
90.01 - 95.00 20 2,093,119.01 1.40
95.01 - 100.00 5 576,418.44 0.38
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
FICO SCORE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
(less than or equal to) 299 17 704,797.23 0.47
450 - 499 2 210,549.26 0.14
500 - 549 301 18,073,638.55 12.05
550 - 599 659 55,535,094.62 37.02
600 - 609 183 16,209,602.58 10.81
610 - 619 144 12,738,850.97 8.49
620 - 629 144 12,550,162.74 8.37
630 - 639 119 10,405,788.92 6.94
640 - 649 76 6,511,357.75 4.34
650 - 659 52 4,806,783.54 3.20
660 - 669 27 2,016,967.69 1.34
670 - 679 28 2,558,449.04 1.71
680 - 689 33 2,965,414.41 1.98
690 - 699 13 983,122.18 0.66
700 - 719 21 1,424,849.25 0.95
720 - 739 7 694,155.42 0.46
740 - 759 9 590,813.30 0.39
760 - 779 5 375,413.20 0.25
780 - 799 4 190,974.72 0.13
800 - 819 3 460,218.62 0.31
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
ORIGINAL TERM: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
60 - 60 1 29,236.54 0.02
109 - 120 22 846,781.44 0.56
145 - 156 1 42,186.26 0.03
169 - 180 274 14,828,625.40 9.89
193 - 204 1 144,000.00 0.10
229 - 240 74 5,400,735.96 3.60
289 - 300 2 123,908.68 0.08
301 - 312 1 70,400.00 0.05
325 - 336 1 63,400.00 0.04
349 - 360 1,470 128,457,729.71 85.63
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
AMORT TERM: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
60 - 60 1 29,236.54 0.02
109 - 120 22 846,781.44 0.56
145 - 156 1 42,186.26 0.03
169 - 180 274 14,828,625.40 9.89
193 - 204 1 144,000.00 0.10
229 - 240 74 5,400,735.96 3.60
289 - 300 2 123,908.68 0.08
301 - 312 1 70,400.00 0.05
325 - 336 1 63,400.00 0.04
349 - 360 1,470 128,457,729.71 85.63
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
REMAINING TERM: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
58 - 60 1 29,236.54 0.02
115 - 120 22 846,781.44 0.56
151 - 156 1 42,186.26 0.03
175 - 180 274 14,828,625.40 9.89
199 - 204 1 144,000.00 0.10
235 - 240 74 5,400,735.96 3.60
295 - 300 2 123,908.68 0.08
307 - 312 1 70,400.00 0.05
331 - 336 1 63,400.00 0.04
343 - 348 1 171,078.79 0.11
349 - 354 8 868,195.29 0.58
355 - 360 1,461 127,418,455.63 84.94
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
SEASONING: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
(less than or equal to) 0 638 49,928,484.00 33.28
1 - 6 1,205 99,681,802.01 66.45
7 - 12 4 396,717.98 0.26
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
ORIG PREPAY TERM: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
0 580 41,950,021.37 27.97
6 1 41,240.02 0.03
12 141 10,928,021.38 7.29
24 1 186,000.00 0.12
36 307 23,801,377.93 15.87
42 28 3,244,051.04 2.16
60 789 69,856,292.25 46.57
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
REM PREPAY TERM: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
0 580 41,950,021.37 27.97
4 1 41,240.02 0.03
7 2 207,494.59 0.14
8 1 40,918.16 0.03
9 1 206,117.53 0.14
10 26 1,828,125.34 1.22
11 48 3,980,590.76 2.65
12 63 4,664,775.00 3.11
24 2 357,078.79 0.24
25 2 86,498.41 0.06
30 4 460,882.91 0.31
31 9 822,766.98 0.55
32 4 630,564.84 0.42
33 15 1,470,236.88 0.98
34 90 6,995,763.35 4.66
35 101 7,204,011.77 4.80
36 81 5,959,574.00 3.97
38 2 216,411.72 0.14
39 1 74,576.65 0.05
40 5 454,648.63 0.30
41 7 1,032,114.04 0.69
42 13 1,466,300.00 0.98
49 1 139,140.78 0.09
55 3 219,406.19 0.15
56 3 188,951.75 0.13
57 8 689,041.93 0.46
58 231 20,721,804.47 13.81
59 289 25,886,137.13 17.26
60 254 22,011,810.00 14.67
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
BALLOON FLAG: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
Fully Amortizing 1,847 150,007,003.99 100.00
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
DOCUMENTATION: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
FULL 1,506 118,426,682.48 78.95
LIGHT 98 9,147,364.38 6.10
STATED 243 22,432,957.13 14.95
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
CREDIT GRADE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
A 263 25,694,419.30 17.13
A+ 40 3,291,397.31 2.19
A- 536 48,926,014.78 32.62
B 365 29,012,651.58 19.34
B+ 166 13,457,422.69 8.97
B- 68 4,991,176.82 3.33
C 247 14,635,468.07 9.76
C+ 59 3,434,400.84 2.29
C- 46 2,827,164.93 1.88
D 57 3,736,887.67 2.49
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
OCCUPANCY: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
NON-OWNER 220 13,596,448.47 9.06
PRIMARY 1,616 135,327,108.79 90.21
SECOND HOME 11 1,083,446.73 0.72
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
PURPOSE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
CASH OUT REFINANCE 1,306 106,204,627.77 70.80
PURCHASE 186 13,528,302.00 9.02
RATE/TERM REFINANCE 355 30,274,074.22 20.18
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
PREPAY FLAG: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
NO PREPAYMENT PENALTY 579 41,798,940.65 27.86
PREPAYMENT PENALTY 1 151,080.72 0.10
PREPAYMENT PENALTY 1,267 108,056,982.62 72.03
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
CHANNEL: Mortgage Loans the Cutoff Date the Cutoff Date
BROKER 354 34,966,440.57 23.31
NATIONAL LOAN CENTER 157 14,000,261.72 9.33
RETAIL 1,334 100,837,298.89 67.22
UNAFFILIATED ORIGINATOR 2 203,002.81 0.14
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
PROPERTY TYPE: Mortgage Loans the Cutoff Date the Cutoff Date
CONDOMINIUM 46 3,627,717.50 2.42
MANUFACTURED HOUSING 14 967,357.89 0.64
SINGLE FAMILY 1,637 132,701,734.98 88.46
TWO-FOUR FAMILY 150 12,710,193.62 8.47
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
LIEN POSITION: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
FIRST LIEN 1,847 150,007,003.99 100.00
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
ARM PLAN: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
0 1,691 135,496,229.69 90.33
122 68 5,915,247.65 3.94
319 87 8,534,758.71 5.69
352 1 60,767.94 0.04
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
SECT 32/HIGHCOST: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
NOT SECTION 32/HIGHCOST MTG 1,847 150,007,003.99 100.00
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
STATE: MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
ARIZONA 28 2,088,319.44 1.39
ARKANSAS 7 461,730.11 0.31
CALIFORNIA 219 30,960,160.74 20.64
COLORADO 6 625,882.89 0.42
CONNECTICUT 13 1,197,880.05 0.80
DELAWARE 1 103,500.00 0.07
FLORIDA 94 7,455,298.72 4.97
GEORGIA 20 2,031,133.29 1.35
HAWAII 13 2,200,213.71 1.47
IDAHO 12 1,029,710.65 0.69
ILLINOIS 70 5,637,034.62 3.76
INDIANA 47 3,574,820.70 2.38
IOWA 61 3,250,949.23 2.17
KANSAS 11 771,201.92 0.51
KENTUCKY 7 624,808.41 0.42
LOUISIANA 22 1,061,020.25 0.71
MARYLAND 14 1,914,551.42 1.28
MASSACHUSETTS 18 2,062,974.34 1.38
MICHIGAN 155 9,875,482.64 6.58
MINNESOTA 31 3,509,168.62 2.34
MISSISSIPPI 9 654,875.55 0.44
MISSOURI 59 3,949,798.88 2.63
MONTANA 14 1,185,089.41 0.79
NEBRASKA 8 537,875.04 0.36
NEVADA 26 2,570,265.48 1.71
NEW HAMPSHIRE 1 152,821.48 0.10
NEW JERSEY 16 1,431,217.69 0.95
NEW MEXICO 4 385,678.13 0.26
NEW YORK 135 10,002,636.86 6.67
NORTH CAROLINA 22 1,285,157.07 0.86
OHIO 119 6,612,131.48 4.41
OKLAHOMA 39 1,985,510.22 1.32
OREGON 19 2,153,658.57 1.44
PENNSYLVANIA 61 3,574,460.35 2.38
RHODE ISLAND 10 1,297,042.05 0.86
SOUTH CAROLINA 7 367,051.20 0.24
TENNESSEE 49 2,849,167.41 1.90
TEXAS 308 21,058,598.26 14.04
UTAH 8 845,089.55 0.56
VIRGINIA 43 2,448,210.65 1.63
WASHINGTON 23 3,040,580.81 2.03
WEST VIRGINIA 1 86,250.00 0.06
WISCONSIN 17 1,097,996.10 0.73
==========================================================================================================
TOTAL 1,847 150,007,003.99 100.00
==========================================================================================================
[GREENWICH CAPITAL LOGO]
- --------------------------------------------------------------------------------
The information contained herein has been prepared solely for the use of
Greenwich Capital Markets, Inc. and has not been independently verified by
Greenwich Capital Markets, Inc. Accordingly, Greenwich Capital Markets, Inc.
makes no express or implied representations or warranties of any kind and
expressly disclaims all liability for any use or misuse of the contents hereof.
Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of
any material contained herein.
NOTABLE
% OF AGGREGATE
PRINCIPAL BALANCE PRINCIPAL BALANCE
NUMBER OF OUTSTANDING AS OF OUTSTANDING AS OF
TOP 50 PROPERTY ZIP PROPERTY CITY MORTGAGE LOANS THE CUTOFF DATE THE CUTOFF DATE
94070 San Carlos, CA 1 738,046.46 0.49
94112 SAN FRANCISCO, CA 3 733,919.71 0.49
94605 OAKLAND, CA 4 684,794.53 0.46
90019 RIMPAU, CA 4 673,967.88 0.45
46055 WOODBURY, IN 1 664,705.19 0.44
14215 BUFFALO, NY 15 631,535.18 0.42
92128 SAN DIEGO, CA 1 560,000.00 0.37
48205 DETROIT, MI 9 555,864.60 0.37
14211 BUFFALO, NY 15 520,641.75 0.35
90803 NAPLES, CA 1 499,755.47 0.33
20744 FORT WASHINGTON, MD 2 490,000.00 0.33
60619 CHICAGO, IL 5 489,268.81 0.33
98056 RENTON, WA 1 480,000.00 0.32
46201 INDIANAPOLIS, IN 8 474,177.52 0.32
90069 LOS ANGELES, CA 2 454,554.78 0.30
55407 MINNEAPOLIS, MN 5 442,000.00 0.29
96746 KAPAA, HI 1 431,089.22 0.29
55446 PLYMOUTH, MN 1 431,000.00 0.29
92660 NEWPORT BEACH, CA 1 430,000.00 0.29
96762 LAIE, HI 1 427,500.00 0.28
95111 SAN JOSE, CA 2 424,081.58 0.28
92679 TRABUCO, CA 1 407,788.04 0.27
91001 ALTADENA, CA 2 406,867.10 0.27
11777 PJS, NY 1 406,250.00 0.27
33165 MIAMI, FL 4 405,059.03 0.27
95982 SUTTER, CA 1 400,000.00 0.27
30337 ATLANTA, GA 1 396,000.00 0.26
48219 DETROIT, MI 4 394,788.73 0.26
90303 INGLEWOOD, CA 2 380,838.78 0.25
20774 LARGO, MD 1 375,438.39 0.25
75093 PLANO, TX 1 371,817.02 0.25
47362 CADIZ, IN 2 369,496.89 0.25
94565 BAY POINT, CA 3 368,168.41 0.25
93066 SOMIS, CA 1 367,300.00 0.24
48827 EATON RAPIDS, MI 3 366,458.10 0.24
94603 OAKLAND, CA 3 350,968.29 0.23
23606 NEWPORT NEWS, VA 2 344,627.39 0.23
11411 JAMAICA, NY 2 340,929.55 0.23
60628 CHICAGO, IL 5 340,737.40 0.23
48221 DETROIT, MI 4 334,376.96 0.22
11217 BROOKLYN, NY 1 329,900.19 0.22
94558 NAPA, CA 1 327,250.00 0.22
95035 MILPITAS, CA 1 326,073.39 0.22
02332 DUXBURY, MA 1 323,050.00 0.22
77459 MISSOURI CITY, TX 3 322,300.00 0.21
75040 GARLAND, TX 5 317,755.17 0.21
10463 BRONX, NY 1 316,000.00 0.21
55024 FARMINGTON, MN 2 308,573.04 0.21
91107 PASADENA, CA 1 308,000.00 0.21
48473 RANKIN, MI 2 307,627.36 0.21