COMPUTATIONAL MATERIALS DISCLAIMER
The attached tables and other statistical analyses (the "Computational
Materials") are privileged and intended for use by the addressee only. These
Computational Materials have been prepared by Greenwich Capital Markets, Inc.
in reliance upon information furnished by the issuer of the securities and its
affiliates. These Computational Materials are furnished to you solely by
Greenwich Capital Markets, Inc. and not by the issuer of the securities. They
may not be provided to any third party other than the addressee's legal, tax,
financial and/or accounting advisors for the purposes of evaluating said
material.
Numerous assumptions were used in preparing the Computational Materials which
may or may not be reflected therein. As such, no assurance can be given as to
the Computational Materials' accuracy, appropriateness or completeness in any
particular context; nor as to whether the Computational Materials and/or the
assumptions upon which they are based reflect present market conditions or
future market performance. These Computational Materials should not be
construed as either projections or predictions or as legal, tax, financial or
accounting advice.
Any weighted average lives, yields and principal payment periods shown in the
Computational Materials are based on prepayments assumptions, and changes in
such prepayment assumptions may dramatically affect such weighted average
lives, yields and principal payment periods. In addition, it is possible that
prepayments on the underlying assets will occur at rates slower or faster than
the rates shown in the attached Computational Materials. Furthermore, unless
otherwise provided, the Computational Materials assume no losses on the
underlying assets and no interest shortfall. The specific characteristics of
the securities may differ from those shown in the Computational Materials due
to differences between the actual underlying assets and the hypothetical
underlying assets used in preparing the Computational Materials. The principal
amount and designation of any security described in the Computational
Materials are subject to change prior to issuance. Neither Greenwich Capital
Markets, Inc. nor any of its affiliates makes any representation or warranty
as to the actual rate or timing of payments on any of the underlying assets or
the payments or yield on the securities.
Although a registration statement (including the Prospectus) relating to the
securities discussed in this communication has been filed with the Securities
and Exchange Commission and is effective, the final prospectus supplement
relating to the securities discussed in this communication has not been filed
with Securities and Exchange Commission. This communication shall not
constitute an offer to sell or the solicitation of an offer to buy nor shall
there be any sale of the securities discussed in this communication in any
state in which such offer, solicitation or sale would be unlawful prior to
registration or qualification of such securities under the securities laws of
any such state. Prospective purchasers are referred to the final prospectus
supplement relating to the securities discussed in this communication for
definitive Computational Materials and any matter discussed in this
communication. Once available, a final prospectus and prospectus supplement
may be obtained by contacting the Greenwich Capital Markets, Inc. Trading Desk
at (203) 625-6160.
Please be advised that the securities described herein may not be appropriate
for all investors. Potential investors must be willing to assume, among other
things, market price volatility, prepayment, yield curve and interest rate
risks. Investors should make every effort to consider the risks of these
securities.
If you have received this communication in error, please notify the sending
party immediately by telephone and return the original to such party by mail.
GREENWICH CAPITAL
---------------------------------------------------------------------------
<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
Mortgage Loan Statistics
As of the Statistical Cut-off Date
Total Current Balance: $372,493,791
Number of Loans: 967
Minimum Maximum
<S> <C> <C> <C>
Average Current Balance: $385,206 $50,000 $1,762,500
Average Original Balance: $388,756 $50,000 $1,762,500
Wtd Avg Loan Rate: 8.215 % 6.125 % 9.250 %
Wtd Avg Servicing Fee Rate: 0.344 % 0.250 % 0.483 %
Wtd Avg Gross Margin: 2.669 % 2.000 % 3.375 %
Wtd Avg Maximum Loan Rate: 13.387 % 11.250 % 15.250 %
Wtd Avg Original LTV: 75.81 % 8.33 % 100.00 %
Wtd Avg Effective LTV: 74.01 % 8.33 % 95.00 %
Wtd Avg Credit Score: 720 537 819
Wtd Avg Original Term: 360 months 300 months 360 months
Wtd Avg Remaining Term: 357 months 298 months 359 months
Wtd Avg Seasoning: 3 months 1 month 23 months
Wtd Avg Next Rate Reset: 57 months 37 months 83 months
First Payment Date: Jan 01, 1999 Nov 01, 2000
Maturity Date: Sep 01, 2025 Oct 01, 2030
Top State Conc ($): 56.18 % California, 10.62 % Washington, 4.80 % Illinois
Maximum Zip Code Conc ($): 1.02 % 94566
</TABLE>
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Originator Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
Washington Mutual 585 231,928,127.06 62.26
Bank of America 239 97,812,375.39 26.26
MLCC 143 42,753,288.30 11.48
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Index Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
One Year CMT 826 330,178,310.98 88.64
Six Month LIBOR 141 42,315,479.77 11.36
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
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<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Product Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
5 Year Fixed Period Arms 940 365,481,215.51 98.12
7 Year Fixed Period Arms 27 7,012,575.24 1.88
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Delinquency Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
Current 956 369,157,985.41 99.10
30 - 59 Days 11 3,335,805.34 0.90
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Current Balance ($) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
50,000.00 - 100,000.00 25 1,889,913.69 0.51
100,000.01 - 200,000.00 53 8,141,027.13 2.19
200,000.01 - 300,000.00 241 67,155,699.38 18.03
300,000.01 - 400,000.00 347 120,030,697.22 32.22
400,000.01 - 500,000.00 139 62,557,755.53 16.79
500,000.01 - 600,000.00 71 39,410,855.23 10.58
600,000.01 - 700,000.00 32 20,767,784.14 5.58
700,000.01 - 800,000.00 22 16,170,079.29 4.34
800,000.01 - 900,000.00 15 12,921,516.90 3.47
900,000.01 - 1,000,000.00 18 17,465,962.24 4.69
1,300,000.01 - 1,400,000.00 2 2,710,000.00 0.73
1,500,000.01 - 1,600,000.00 1 1,510,000.00 0.41
1,700,000.01 - 1,762,500.00 1 1,762,500.00 0.47
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Loan Rate (%) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
6.125 - 6.500 2 852,897.43 0.23
6.501 - 7.000 1 241,939.71 0.06
7.001 - 7.500 29 12,615,599.10 3.39
7.501 - 8.000 248 102,556,212.84 27.53
8.001 - 8.500 542 199,462,812.96 53.55
8.501 - 9.000 140 53,851,193.60 14.46
9.001 - 9.250 5 2,913,135.11 0.78
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
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<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Gross Margin (%) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
2.000 - 2.000 141 42,315,479.77 11.36
2.251 - 2.500 2 935,775.15 0.25
2.501 - 2.750 802 321,906,384.40 86.42
2.751 - 3.000 11 3,838,323.95 1.03
3.001 - 3.250 10 3,030,888.50 0.81
3.251 - 3.375 1 466,938.98 0.13
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Maximum Loan Rate (%) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
11.250 - 11.500 1 547,897.43 0.15
11.501 - 12.000 12 4,321,536.76 1.16
12.001 - 12.500 21 8,754,519.42 2.35
12.501 - 13.000 215 90,595,145.94 24.32
13.001 - 13.500 410 165,061,542.00 44.31
13.501 - 14.000 123 48,393,047.89 12.99
14.001 - 14.500 135 36,650,193.53 9.84
14.501 - 15.000 47 16,409,907.78 4.41
15.001 - 15.250 3 1,760,000.00 0.47
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
First Rate Cap (%) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
5.000 823 329,625,656.37 88.49
6.000 144 42,868,134.38 11.51
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Periodic Rate Cap (%) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
No Periodic Rate Cap 141 42,315,479.77 11.36
2.000 826 330,178,310.98 88.64
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
---------------------------------------------------------------------------
<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Original Term (Months) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
300 1 259,483.89 0.07
360 966 372,234,306.86 99.93
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Remaining Term (Months) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
298 - 300 1 259,483.89 0.07
337 - 342 1 305,000.00 0.08
343 - 348 6 1,670,427.82 0.45
349 - 354 61 23,267,377.98 6.25
355 - 359 898 346,991,501.06 93.15
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Next Adjustment Date Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
December 2003 1 305,000.00 0.08
October 2004 1 192,000.00 0.05
January 2005 2 410,939.71 0.11
February 2005 2 505,000.00 0.14
March 2005 4 1,558,205.52 0.42
April 2005 7 1,891,383.30 0.51
May 2005 44 18,548,088.10 4.98
June 2005 185 69,911,780.48 18.77
July 2005 121 44,780,838.24 12.02
August 2005 172 68,525,918.99 18.40
September 2005 357 142,263,955.69 38.19
October 2005 44 16,588,105.48 4.45
June 2006 1 600,000.00 0.16
July 2006 1 195,868.82 0.05
August 2006 2 392,559.00 0.11
September 2006 1 290,000.00 0.08
March 2007 1 69,970.00 0.02
May 2007 1 283,791.35 0.08
June 2007 1 242,414.13 0.07
July 2007 1 111,488.88 0.03
August 2007 10 2,715,424.71 0.73
September 2007 7 2,056,058.35 0.55
October 2007 1 55,000.00 0.01
---------------------------------- -------------------- -------------------------- -------------------------
TOTAL 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
---------------------------------------------------------------------------
<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
IO Original Term (Months) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
N/A 826 330,178,310.98 88.64
60 115 35,498,773.35 9.53
84 26 6,816,706.42 1.83
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Original LTV (%) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
8.33 - 10.00 1 50,000.00 0.01
15.01 - 20.00 1 450,000.00 0.12
20.01 - 25.00 1 288,582.68 0.08
25.01 - 30.00 6 2,297,459.74 0.62
30.01 - 35.00 6 1,517,512.33 0.41
35.01 - 40.00 8 3,238,224.37 0.87
40.01 - 45.00 7 2,927,788.45 0.79
45.01 - 50.00 24 10,758,697.97 2.89
50.01 - 55.00 26 11,329,087.43 3.04
55.01 - 60.00 22 8,493,317.96 2.28
60.01 - 65.00 45 20,241,044.18 5.43
65.01 - 70.00 68 31,340,345.09 8.41
70.01 - 75.00 138 55,489,623.36 14.90
75.01 - 80.00 424 161,864,212.29 43.45
80.01 - 85.00 8 2,712,604.95 0.73
85.01 - 90.00 80 26,702,682.31 7.17
90.01 - 95.00 42 12,562,801.17 3.37
95.01 - 100.00 60 20,229,806.47 5.43
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
---------------------------------------------------------------------------
<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Effective LTV (%) Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
8.33 - 10.00 1 50,000.00 0.01
15.01 - 20.00 1 450,000.00 0.12
20.01 - 25.00 2 438,513.93 0.12
25.01 - 30.00 6 2,297,459.74 0.62
30.01 - 35.00 6 1,517,512.33 0.41
35.01 - 40.00 8 3,238,224.37 0.87
40.01 - 45.00 7 2,927,788.45 0.79
45.01 - 50.00 31 11,872,696.59 3.19
50.01 - 55.00 26 11,329,087.43 3.04
55.01 - 60.00 23 8,893,317.96 2.39
60.01 - 65.00 47 20,897,542.51 5.61
65.01 - 70.00 123 50,498,283.97 13.56
70.01 - 75.00 139 55,935,613.36 15.02
75.01 - 80.00 424 161,864,212.29 43.45
80.01 - 85.00 6 2,212,604.95 0.59
85.01 - 90.00 79 26,333,682.31 7.07
90.01 - 95.00 38 11,737,250.56 3.15
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Credit Score Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
N/A 41 15,001,810.03 4.03
501 - 550 2 1,249,146.72 0.34
551 - 600 6 2,154,966.40 0.58
601 - 650 74 28,521,377.52 7.66
651 - 700 225 86,962,019.24 23.35
701 - 750 320 128,649,775.54 34.54
751 - 800 279 103,866,886.39 27.88
801 - 819 20 6,087,808.91 1.63
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Amortization Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
Fully Amortizing 826 330,178,310.98 88.64
Interest Only 141 42,315,479.77 11.36
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
---------------------------------------------------------------------------
<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Documentation Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
Standard Documentation 698 276,201,128.08 74.15
Reduced Documentation 119 51,003,529.22 13.69
Full Documentation 96 31,453,561.20 8.44
No Income/No Ratio 28 5,618,357.83 1.51
Alternative Documentation 12 3,457,415.10 0.93
Conventional Streamline 7 2,535,845.15 0.68
Stated Documentation 7 2,223,954.17 0.60
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Occupancy Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
Primary 905 353,190,863.40 94.82
Second Home 35 13,012,868.87 3.49
Investor 27 6,290,058.48 1.69
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Property Type Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
Single Family 746 295,834,820.88 79.42
Planned Unit Development 118 42,984,620.05 11.54
Condominium 89 28,685,981.73 7.70
Two-Four Family 12 4,532,510.93 1.22
Townhouse 2 455,857.16 0.12
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
Purpose Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
Purchase 817 313,530,640.97 84.17
Cash Out Refinance 90 33,160,043.21 8.90
Rate/Term Refinance 60 25,803,106.57 6.93
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
---------------------------------------------------------------------------
<PAGE>
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.
The information contained herein will be superseded by the description of
the mortgage loans contained in the prospectus supplement. Such information
supersedes the information in all prior collateral term sheets, if any.
<TABLE>
<CAPTION>
% of Aggregate
Principal Balance Principal Balance
Number of Outstanding as of Outstanding as of
States Mortgage Loans the Stat Cut-off Date the Stat Cut-off Date
---------------------------------- -------------------- -------------------------- -------------------------
<S> <C> <C> <C>
Arizona 9 2,924,753.28 0.79
Arkansas 1 186,000.00 0.05
California 501 209,281,712.45 56.18
Colorado 34 11,756,758.58 3.16
Connecticut 20 8,504,540.36 2.28
District Of Columbia 5 2,796,825.60 0.75
Florida 29 7,923,774.82 2.13
Georgia 21 6,391,209.07 1.72
Idaho 1 598,060.51 0.16
Illinois 50 17,866,791.93 4.80
Indiana 2 580,713.49 0.16
Iowa 2 473,949.62 0.13
Kentucky 1 275,508.26 0.07
Louisiana 2 141,500.00 0.04
Maine 1 135,000.00 0.04
Maryland 7 2,188,465.52 0.59
Massachusetts 32 12,485,887.19 3.35
Michigan 14 4,066,910.43 1.09
Minnesota 3 1,163,858.99 0.31
Missouri 3 781,913.85 0.21
Nevada 8 3,247,084.51 0.87
New Hampshire 1 369,000.00 0.10
New Jersey 14 3,821,747.51 1.03
New Mexico 3 887,706.15 0.24
New York 21 7,634,730.51 2.05
North Carolina 5 1,711,396.88 0.46
Ohio 4 1,056,417.14 0.28
Oklahoma 1 284,157.00 0.08
Oregon 18 6,803,255.74 1.83
Pennsylvania 6 1,563,533.33 0.42
South Carolina 2 431,558.09 0.12
South Dakota 1 94,865.65 0.03
Tennessee 3 640,132.68 0.17
Texas 18 6,044,193.50 1.62
Utah 7 2,069,706.80 0.56
Virginia 9 3,507,210.45 0.94
Washington 103 39,548,763.07 10.62
Wisconsin 2 1,081,196.17 0.29
Wyoming 3 1,173,001.62 0.31
---------------------------------- -------------------- -------------------------- -------------------------
Total 967 372,493,790.75 100.00
================================== ==================== ========================== =========================
</TABLE>
GREENWICH CAPITAL
---------------------------------------------------------------------------
