FIRST FRANKLIN 2005-FFH4: MARKETING POOL
Michigan Loans
Zip Code | | # of Loans | | Current Principal Balance | | Percent by Current Principal Balance | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
| | | | | | | | | | | | | | |
48382 | | 4 | | 1,470,406.14 | | 1.91% | | 8.030 | | 359 | | 100.00 | | 667 |
48322 | | 4 | | 1,379,677.93 | | 1.80% | | 7.926 | | 359 | | 100.00 | | 673 |
48180 | | 8 | | 1,337,423.81 | | 1.74% | | 7.831 | | 359 | | 100.00 | | 683 |
48239 | | 10 | | 1,242,569.24 | | 1.62% | | 7.882 | | 337 | | 100.00 | | 646 |
48228 | | 14 | | 1,168,198.20 | | 1.52% | | 8.028 | | 359 | | 99.83 | | 663 |
48076 | | 5 | | 1,124,772.87 | | 1.46% | | 7.884 | | 359 | | 100.00 | | 665 |
48186 | | 8 | | 1,030,469.39 | | 1.34% | | 8.092 | | 359 | | 99.81 | | 653 |
48167 | | 4 | | 985,889.04 | | 1.28% | | 6.956 | | 358 | | 99.68 | | 706 |
48219 | | 9 | | 967,432.46 | | 1.26% | | 7.566 | | 358 | | 100.00 | | 649 |
48089 | | 8 | | 952,436.02 | | 1.24% | | 7.997 | | 359 | | 99.54 | | 639 |
48185 | | 6 | | 936,048.24 | | 1.22% | | 7.951 | | 358 | | 100.00 | | 666 |
48439 | | 4 | | 864,470.23 | | 1.13% | | 7.676 | | 359 | | 100.00 | | 651 |
48235 | | 9 | | 863,764.74 | | 1.12% | | 7.885 | | 359 | | 100.00 | | 673 |
48306 | | 2 | | 846,500.00 | | 1.10% | | 8.203 | | 359 | | 100.00 | | 642 |
48237 | | 5 | | 819,713.60 | | 1.07% | | 7.727 | | 359 | | 100.00 | | 632 |
48111 | | 5 | | 791,450.00 | | 1.03% | | 7.687 | | 358 | | 100.00 | | 685 |
48911 | | 6 | | 788,270.88 | | 1.03% | | 7.804 | | 358 | | 100.00 | | 662 |
48135 | | 5 | | 773,298.20 | | 1.01% | | 8.300 | | 358 | | 100.00 | | 624 |
48124 | | 3 | | 770,224.23 | | 1.00% | | 7.042 | | 359 | | 100.00 | | 712 |
48603 | | 7 | | 764,107.51 | | 1.00% | | 8.262 | | 359 | | 100.00 | | 631 |
48224 | | 8 | | 757,427.31 | | 0.99% | | 7.951 | | 358 | | 99.73 | | 646 |
48127 | | 4 | | 741,839.00 | | 0.97% | | 7.713 | | 359 | | 100.00 | | 682 |
48021 | | 6 | | 734,505.72 | | 0.96% | | 8.065 | | 359 | | 100.00 | | 636 |
48178 | | 4 | | 733,808.94 | | 0.96% | | 7.784 | | 359 | | 100.62 | | 624 |
48025 | | 1 | | 727,700.00 | | 0.95% | | 8.750 | | 359 | | 100.00 | | 704 |
48009 | | 2 | | 724,000.00 | | 0.94% | | 7.334 | | 359 | | 100.00 | | 686 |
48324 | | 3 | | 719,844.21 | | 0.94% | | 7.895 | | 358 | | 100.00 | | 654 |
48034 | | 5 | | 715,101.89 | | 0.93% | | 7.775 | | 359 | | 100.00 | | 647 |
48066 | | 6 | | 686,263.81 | | 0.89% | | 8.216 | | 358 | | 100.00 | | 632 |
48221 | | 4 | | 684,814.50 | | 0.89% | | 7.209 | | 359 | | 100.00 | | 680 |
48310 | | 3 | | 676,954.00 | | 0.88% | | 7.856 | | 358 | | 100.00 | | 631 |
48183 | | 4 | | 638,172.34 | | 0.83% | | 7.931 | | 359 | | 99.99 | | 643 |
48192 | | 5 | | 610,912.76 | | 0.80% | | 7.474 | | 358 | | 100.00 | | 652 |
48141 | | 6 | | 586,301.56 | | 0.76% | | 7.795 | | 359 | | 100.00 | | 631 |
48026 | | 4 | | 578,550.47 | | 0.75% | | 7.627 | | 359 | | 100.00 | | 689 |
48823 | | 4 | | 567,430.82 | | 0.74% | | 7.836 | | 359 | | 100.00 | | 616 |
48314 | | 2 | | 547,468.57 | | 0.71% | | 7.447 | | 359 | | 100.00 | | 656 |
48116 | | 3 | | 536,801.66 | | 0.70% | | 7.826 | | 359 | | 100.00 | | 663 |
48336 | | 3 | | 535,250.00 | | 0.70% | | 7.441 | | 359 | | 100.71 | | 652 |
48348 | | 1 | | 534,162.78 | | 0.70% | | 7.250 | | 358 | | 100.00 | | 646 |
49426 | | 3 | | 515,736.67 | | 0.67% | | 8.020 | | 358 | | 100.00 | | 631 |
48313 | | 3 | | 505,844.39 | | 0.66% | | 7.972 | | 359 | | 100.00 | | 654 |
48240 | | 4 | | 489,249.43 | | 0.64% | | 7.315 | | 359 | | 100.00 | | 688 |
48072 | | 3 | | 481,631.45 | | 0.63% | | 6.982 | | 358 | | 100.00 | | 689 |
48071 | | 3 | | 477,504.23 | | 0.62% | | 7.985 | | 359 | | 100.00 | | 668 |
48504 | | 6 | | 467,912.68 | | 0.61% | | 7.994 | | 359 | | 100.00 | | 651 |
48166 | | 3 | | 467,226.74 | | 0.61% | | 8.473 | | 358 | | 99.78 | | 646 |
48091 | | 3 | | 445,915.91 | | 0.58% | | 8.054 | | 359 | | 100.00 | | 638 |
48340 | | 2 | | 436,408.31 | | 0.57% | | 9.544 | | 359 | | 100.00 | | 636 |
48092 | | 3 | | 432,843.36 | | 0.56% | | 7.686 | | 359 | | 100.00 | | 661 |
48036 | | 3 | | 429,485.89 | | 0.56% | | 7.085 | | 358 | | 100.00 | | 670 |
48065 | | 1 | | 427,087.92 | | 0.56% | | 7.750 | | 357 | | 100.00 | | 693 |
48096 | | 1 | | 425,600.00 | | 0.55% | | 7.250 | | 359 | | 95.65 | | 724 |
48205 | | 4 | | 424,398.96 | | 0.55% | | 8.562 | | 358 | | 94.71 | | 599 |
48082 | | 3 | | 424,000.00 | | 0.55% | | 7.770 | | 359 | | 100.00 | | 629 |
49202 | | 5 | | 406,232.89 | | 0.53% | | 8.436 | | 359 | | 100.00 | | 612 |
48043 | | 2 | | 406,000.00 | | 0.53% | | 8.037 | | 359 | | 100.00 | | 662 |
48390 | | 3 | | 404,863.87 | | 0.53% | | 8.273 | | 358 | | 99.99 | | 618 |
48030 | | 3 | | 401,654.65 | | 0.52% | | 7.183 | | 358 | | 100.00 | | 701 |
48836 | | 2 | | 398,200.00 | | 0.52% | | 7.399 | | 358 | | 100.00 | | 702 |
48125 | | 3 | | 396,088.04 | | 0.52% | | 7.270 | | 359 | | 100.00 | | 669 |
48150 | | 2 | | 393,848.25 | | 0.51% | | 7.863 | | 359 | | 100.00 | | 664 |
48146 | | 4 | | 378,155.50 | | 0.49% | | 7.856 | | 359 | | 99.99 | | 626 |
48206 | | 3 | | 369,781.99 | | 0.48% | | 8.174 | | 358 | | 100.00 | | 651 |
49509 | | 3 | | 363,242.62 | | 0.47% | | 8.036 | | 359 | | 100.00 | | 621 |
49505 | | 2 | | 358,858.99 | | 0.47% | | 7.206 | | 359 | | 100.00 | | 674 |
48910 | | 4 | | 357,919.36 | | 0.47% | | 7.804 | | 359 | | 100.00 | | 678 |
49441 | | 2 | | 356,439.06 | | 0.46% | | 7.971 | | 359 | | 100.00 | | 655 |
48173 | | 2 | | 355,358.39 | | 0.46% | | 7.654 | | 359 | | 99.72 | | 639 |
48103 | | 1 | | 354,000.00 | | 0.46% | | 6.125 | | 358 | | 100.00 | | 703 |
48174 | | 2 | | 352,900.00 | | 0.46% | | 7.799 | | 359 | | 100.00 | | 684 |
49442 | | 4 | | 351,680.53 | | 0.46% | | 8.408 | | 358 | | 100.00 | | 622 |
48380 | | 1 | | 349,478.88 | | 0.46% | | 7.500 | | 358 | | 100.00 | | 718 |
48323 | | 1 | | 349,223.96 | | 0.45% | | 7.625 | | 359 | | 100.00 | | 667 |
49548 | | 3 | | 343,812.30 | | 0.45% | | 7.937 | | 358 | | 100.00 | | 653 |
48035 | | 3 | | 342,839.44 | | 0.45% | | 8.333 | | 359 | | 100.00 | | 626 |
48223 | | 3 | | 342,341.98 | | 0.45% | | 8.574 | | 359 | | 100.00 | | 617 |
48227 | | 5 | | 337,742.47 | | 0.44% | | 7.768 | | 358 | | 94.40 | | 634 |
48093 | | 2 | | 324,500.00 | | 0.42% | | 7.665 | | 358 | | 100.00 | | 641 |
48827 | | 2 | | 321,487.53 | | 0.42% | | 8.081 | | 359 | | 100.00 | | 641 |
49507 | | 3 | | 317,239.10 | | 0.41% | | 7.867 | | 358 | | 97.95 | | 637 |
49286 | | 2 | | 314,892.07 | | 0.41% | | 8.065 | | 359 | | 100.00 | | 686 |
48047 | | 2 | | 313,476.90 | | 0.41% | | 7.875 | | 358 | | 100.00 | | 666 |
48152 | | 2 | | 305,854.46 | | 0.40% | | 7.682 | | 357 | | 100.00 | | 663 |
48234 | | 4 | | 303,949.55 | | 0.40% | | 8.444 | | 359 | | 100.00 | | 652 |
48045 | | 2 | | 303,830.82 | | 0.40% | | 8.338 | | 358 | | 100.00 | | 618 |
48327 | | 2 | | 303,395.06 | | 0.40% | | 7.747 | | 358 | | 100.00 | | 699 |
48170 | | 1 | | 302,353.75 | | 0.39% | | 7.500 | | 358 | | 100.00 | | 678 |
49240 | | 2 | | 301,400.00 | | 0.39% | | 7.797 | | 359 | | 100.00 | | 606 |
48230 | | 1 | | 300,000.00 | | 0.39% | | 7.000 | | 358 | | 100.00 | | 643 |
48458 | | 3 | | 299,286.05 | | 0.39% | | 7.938 | | 359 | | 100.00 | | 631 |
49316 | | 1 | | 294,514.89 | | 0.38% | | 6.999 | | 358 | | 100.00 | | 764 |
48329 | | 2 | | 294,309.76 | | 0.38% | | 7.389 | | 359 | | 100.00 | | 654 |
48236 | | 2 | | 289,576.96 | | 0.38% | | 9.015 | | 358 | | 100.00 | | 685 |
48317 | | 2 | | 288,117.27 | | 0.38% | | 7.199 | | 358 | | 98.16 | | 687 |
48462 | | 2 | | 286,000.00 | | 0.37% | | 8.375 | | 359 | | 100.00 | | 617 |
48101 | | 2 | | 284,233.25 | | 0.37% | | 8.542 | | 358 | | 100.00 | | 622 |
48371 | | 1 | | 282,500.00 | | 0.37% | | 7.999 | | 358 | | 100.00 | | 721 |
48039 | | 1 | | 279,593.41 | | 0.36% | | 7.625 | | 358 | | 100.00 | | 739 |
48377 | | 1 | | 269,836.43 | | 0.35% | | 8.500 | | 359 | | 100.00 | | 644 |
48433 | | 1 | | 266,985.00 | | 0.35% | | 7.500 | | 358 | | 100.00 | | 675 |
48210 | | 3 | | 266,370.27 | | 0.35% | | 8.154 | | 359 | | 100.00 | | 649 |
49015 | | 1 | | 265,000.00 | | 0.35% | | 7.750 | | 359 | | 100.00 | | 666 |
48393 | | 1 | | 262,220.82 | | 0.34% | | 7.125 | | 358 | | 100.00 | | 684 |
48051 | | 1 | | 261,818.69 | | 0.34% | | 8.000 | | 359 | | 100.00 | | 656 |
48906 | | 2 | | 259,000.00 | | 0.34% | | 9.065 | | 359 | | 100.00 | | 602 |
48302 | | 1 | | 249,814.46 | | 0.33% | | 7.500 | | 359 | | 100.00 | | 688 |
49230 | | 1 | | 249,374.23 | | 0.32% | | 7.500 | | 358 | | 100.00 | | 673 |
48080 | | 2 | | 244,500.00 | | 0.32% | | 8.308 | | 359 | | 100.00 | | 630 |
48334 | | 1 | | 239,000.00 | | 0.31% | | 7.750 | | 359 | | 100.00 | | 609 |
48060 | | 2 | | 238,960.61 | | 0.31% | | 7.423 | | 359 | | 100.00 | | 677 |
48602 | | 3 | | 233,762.59 | | 0.30% | | 7.883 | | 359 | | 100.00 | | 669 |
49242 | | 3 | | 231,472.27 | | 0.30% | | 8.140 | | 358 | | 100.00 | | 658 |
48085 | | 1 | | 228,992.71 | | 0.30% | | 6.250 | | 359 | | 100.00 | | 697 |
48238 | | 3 | | 228,888.42 | | 0.30% | | 8.805 | | 359 | | 100.00 | | 618 |
48843 | | 1 | | 224,999.80 | | 0.29% | | 7.500 | | 359 | | 100.00 | | 628 |
48188 | | 1 | | 222,500.00 | | 0.29% | | 7.500 | | 359 | | 100.00 | | 652 |
48867 | | 2 | | 220,046.31 | | 0.29% | | 8.676 | | 358 | | 100.00 | | 587 |
48197 | | 1 | | 220,000.00 | | 0.29% | | 8.500 | | 359 | | 100.00 | | 659 |
48503 | | 3 | | 216,537.95 | | 0.28% | | 8.530 | | 358 | | 100.00 | | 668 |
49120 | | 3 | | 214,095.75 | | 0.28% | | 7.655 | | 325 | | 100.00 | | 664 |
49525 | | 1 | | 212,698.35 | | 0.28% | | 7.750 | | 358 | | 99.07 | | 655 |
48726 | | 1 | | 210,000.00 | | 0.27% | | 7.500 | | 358 | | 100.00 | | 652 |
49024 | | 1 | | 209,672.23 | | 0.27% | | 7.500 | | 358 | | 100.00 | | 618 |
48813 | | 2 | | 209,575.87 | | 0.27% | | 7.756 | | 358 | | 100.00 | | 638 |
48386 | | 1 | | 209,000.00 | | 0.27% | | 7.500 | | 359 | | 100.00 | | 658 |
48842 | | 1 | | 206,000.00 | | 0.27% | | 7.250 | | 359 | | 100.00 | | 698 |
49503 | | 2 | | 205,896.72 | | 0.27% | | 7.389 | | 359 | | 100.00 | | 633 |
48044 | | 1 | | 205,661.25 | | 0.27% | | 6.999 | | 358 | | 100.00 | | 651 |
48350 | | 1 | | 204,500.00 | | 0.27% | | 7.750 | | 359 | | 100.00 | | 794 |
48507 | | 2 | | 202,883.73 | | 0.26% | | 7.866 | | 359 | | 100.00 | | 627 |
48642 | | 2 | | 199,999.78 | | 0.26% | | 8.002 | | 359 | | 100.00 | | 609 |
48529 | | 2 | | 199,830.21 | | 0.26% | | 7.051 | | 358 | | 100.00 | | 675 |
49423 | | 1 | | 199,000.00 | | 0.26% | | 7.500 | | 359 | | 100.00 | | 704 |
48134 | | 1 | | 196,500.00 | | 0.26% | | 8.000 | | 359 | | 100.00 | | 632 |
48204 | | 3 | | 195,959.73 | | 0.26% | | 8.289 | | 359 | | 100.00 | | 625 |
48307 | | 1 | | 195,565.32 | | 0.25% | | 7.875 | | 359 | | 100.00 | | 607 |
48706 | | 3 | | 192,920.30 | | 0.25% | | 7.588 | | 359 | | 100.00 | | 641 |
48218 | | 2 | | 191,885.80 | | 0.25% | | 7.373 | | 359 | | 100.00 | | 690 |
48075 | | 1 | | 190,550.00 | | 0.25% | | 7.625 | | 359 | | 103.00 | | 710 |
48088 | | 1 | | 190,000.00 | | 0.25% | | 8.000 | | 358 | | 100.00 | | 642 |
48195 | | 1 | | 187,000.00 | | 0.24% | | 7.375 | | 359 | | 100.00 | | 664 |
48214 | | 3 | | 186,923.49 | | 0.24% | | 8.439 | | 359 | | 100.00 | | 626 |
49203 | | 2 | | 183,638.87 | | 0.24% | | 7.701 | | 358 | | 100.00 | | 710 |
48423 | | 1 | | 182,798.79 | | 0.24% | | 9.000 | | 358 | | 100.00 | | 603 |
48708 | | 2 | | 182,337.60 | | 0.24% | | 7.956 | | 359 | | 100.00 | | 666 |
48175 | | 1 | | 182,000.00 | | 0.24% | | 7.875 | | 359 | | 100.00 | | 636 |
48162 | | 1 | | 180,851.60 | | 0.24% | | 6.999 | | 358 | | 96.80 | | 716 |
48820 | | 1 | | 180,779.93 | | 0.24% | | 8.500 | | 358 | | 100.00 | | 663 |
48160 | | 1 | | 180,000.00 | | 0.23% | | 8.000 | | 359 | | 100.00 | | 651 |
48316 | | 1 | | 180,000.00 | | 0.23% | | 8.625 | | 359 | | 100.00 | | 754 |
48074 | | 1 | | 179,303.16 | | 0.23% | | 9.000 | | 358 | | 100.00 | | 618 |
49546 | | 1 | | 177,950.00 | | 0.23% | | 7.875 | | 359 | | 100.00 | | 670 |
48362 | | 1 | | 177,000.00 | | 0.23% | | 7.625 | | 359 | | 98.34 | | 644 |
48505 | | 2 | | 176,091.20 | | 0.23% | | 8.295 | | 358 | | 99.98 | | 612 |
49415 | | 2 | | 174,948.22 | | 0.23% | | 8.082 | | 359 | | 100.00 | | 636 |
48838 | | 1 | | 170,000.00 | | 0.22% | | 8.000 | | 358 | | 100.00 | | 651 |
48821 | | 1 | | 169,950.00 | | 0.22% | | 7.000 | | 359 | | 100.00 | | 660 |
49233 | | 1 | | 167,000.00 | | 0.22% | | 7.250 | | 359 | | 100.00 | | 717 |
48164 | | 1 | | 166,000.00 | | 0.22% | | 7.375 | | 358 | | 100.00 | | 737 |
48915 | | 1 | | 165,000.00 | | 0.21% | | 8.750 | | 359 | | 100.00 | | 581 |
48048 | | 1 | | 164,450.00 | | 0.21% | | 7.000 | | 359 | | 100.00 | | 684 |
48073 | | 1 | | 161,669.90 | | 0.21% | | 8.000 | | 358 | | 100.00 | | 588 |
48014 | | 1 | | 161,349.65 | | 0.21% | | 8.375 | | 359 | | 99.98 | | 639 |
48444 | | 1 | | 160,000.00 | | 0.21% | | 8.000 | | 359 | | 100.00 | | 644 |
49319 | | 1 | | 158,999.88 | | 0.21% | | 7.750 | | 358 | | 100.00 | | 671 |
48015 | | 1 | | 155,000.00 | | 0.20% | | 8.500 | | 359 | | 100.00 | | 625 |
48328 | | 1 | | 154,895.99 | | 0.20% | | 8.000 | | 359 | | 100.00 | | 640 |
48040 | | 1 | | 151,889.98 | | 0.20% | | 7.625 | | 359 | | 100.00 | | 607 |
48022 | | 1 | | 151,000.00 | | 0.20% | | 7.625 | | 359 | | 100.00 | | 682 |
48446 | | 1 | | 150,000.00 | | 0.20% | | 8.000 | | 359 | | 100.00 | | 684 |
48131 | | 1 | | 146,200.00 | | 0.19% | | 6.999 | | 359 | | 100.00 | | 771 |
48213 | | 2 | | 145,901.99 | | 0.19% | | 7.292 | | 358 | | 100.00 | | 655 |
48356 | | 1 | | 145,000.00 | | 0.19% | | 7.500 | | 359 | | 100.00 | | 656 |
48309 | | 1 | | 144,988.88 | | 0.19% | | 8.500 | | 358 | | 100.00 | | 645 |
49221 | | 2 | | 143,906.13 | | 0.19% | | 8.240 | | 359 | | 100.00 | | 633 |
49686 | | 1 | | 143,390.81 | | 0.19% | | 7.375 | | 359 | | 100.00 | | 674 |
48855 | | 1 | | 142,900.00 | | 0.19% | | 6.250 | | 359 | | 99.99 | | 706 |
48203 | | 2 | | 142,871.56 | | 0.19% | | 8.750 | | 358 | | 100.00 | | 671 |
48912 | | 2 | | 136,529.38 | | 0.18% | | 7.450 | | 358 | | 100.00 | | 735 |
48631 | | 1 | | 136,515.91 | | 0.18% | | 7.999 | | 358 | | 100.00 | | 588 |
49090 | | 1 | | 134,793.93 | | 0.18% | | 7.375 | | 358 | | 100.00 | | 642 |
48081 | | 1 | | 132,765.28 | | 0.17% | | 8.250 | | 359 | | 100.00 | | 612 |
49249 | | 1 | | 132,417.64 | | 0.17% | | 8.375 | | 359 | | 100.00 | | 623 |
48917 | | 1 | | 129,000.00 | | 0.17% | | 7.125 | | 358 | | 100.00 | | 648 |
48169 | | 1 | | 128,800.00 | | 0.17% | | 7.000 | | 359 | | 100.00 | | 755 |
49220 | | 1 | | 127,277.64 | | 0.17% | | 7.125 | | 358 | | 100.00 | | 654 |
48375 | | 1 | | 125,000.00 | | 0.16% | | 8.750 | | 359 | | 100.00 | | 597 |
48455 | | 1 | | 123,600.00 | | 0.16% | | 7.250 | | 359 | | 100.00 | | 645 |
49265 | | 1 | | 121,500.00 | | 0.16% | | 6.375 | | 359 | | 100.00 | | 775 |
48878 | | 1 | | 119,851.77 | | 0.16% | | 8.500 | | 358 | | 100.00 | | 597 |
48837 | | 1 | | 119,837.84 | | 0.16% | | 9.250 | | 359 | | 100.00 | | 583 |
49017 | | 1 | | 119,000.00 | | 0.15% | | 8.375 | | 358 | | 100.00 | | 601 |
48161 | | 1 | | 118,000.00 | | 0.15% | | 8.500 | | 359 | | 100.00 | | 589 |
49519 | | 1 | | 116,400.00 | | 0.15% | | 9.375 | | 359 | | 100.00 | | 587 |
49001 | | 1 | | 115,000.00 | | 0.15% | | 8.000 | | 359 | | 100.00 | | 648 |
48117 | | 1 | | 114,000.00 | | 0.15% | | 7.625 | | 359 | | 100.00 | | 645 |
49036 | | 1 | | 112,905.07 | | 0.15% | | 6.875 | | 358 | | 100.00 | | 682 |
49346 | | 1 | | 112,842.97 | | 0.15% | | 7.125 | | 359 | | 100.00 | | 676 |
48108 | | 1 | | 111,000.00 | | 0.14% | | 7.625 | | 359 | | 100.00 | | 739 |
48198 | | 1 | | 110,000.00 | | 0.14% | | 8.000 | | 359 | | 100.00 | | 596 |
48661 | | 1 | | 110,000.00 | | 0.14% | | 7.625 | | 359 | | 100.00 | | 688 |
48506 | | 2 | | 108,716.21 | | 0.14% | | 8.506 | | 359 | | 98.23 | | 619 |
48182 | | 1 | | 108,000.00 | | 0.14% | | 8.375 | | 358 | | 100.00 | | 609 |
49451 | | 1 | | 107,900.00 | | 0.14% | | 7.000 | | 359 | | 100.00 | | 708 |
49107 | | 1 | | 104,802.56 | | 0.14% | | 6.875 | | 358 | | 100.00 | | 737 |
49112 | | 1 | | 101,936.61 | | 0.13% | | 8.375 | | 359 | | 100.00 | | 617 |
48097 | | 1 | | 101,500.00 | | 0.13% | | 6.999 | | 359 | | 100.00 | | 686 |
48655 | | 1 | | 100,935.60 | | 0.13% | | 8.250 | | 359 | | 100.00 | | 660 |
49045 | | 1 | | 99,000.00 | | 0.13% | | 9.125 | | 359 | | 100.00 | | 597 |
48212 | | 1 | | 98,924.67 | | 0.13% | | 7.375 | | 359 | | 100.00 | | 635 |
48611 | | 1 | | 97,857.69 | | 0.13% | | 7.625 | | 358 | | 100.00 | | 652 |
48623 | | 1 | | 96,824.26 | | 0.13% | | 7.125 | | 358 | | 100.00 | | 759 |
49445 | | 1 | | 95,891.96 | | 0.12% | | 8.875 | | 358 | | 100.00 | | 635 |
49801 | | 1 | | 95,867.43 | | 0.12% | | 7.875 | | 358 | | 100.00 | | 609 |
49085 | | 1 | | 95,000.00 | | 0.12% | | 8.000 | | 359 | | 100.00 | | 696 |
49349 | | 1 | | 95,000.00 | | 0.12% | | 8.875 | | 358 | | 100.00 | | 598 |
48450 | | 1 | | 94,932.95 | | 0.12% | | 7.750 | | 359 | | 100.00 | | 636 |
48126 | | 1 | | 94,900.00 | | 0.12% | | 8.000 | | 359 | | 99.99 | | 633 |
48208 | | 1 | | 94,000.00 | | 0.12% | | 7.375 | | 359 | | 100.00 | | 794 |
48229 | | 1 | | 93,800.00 | | 0.12% | | 8.625 | | 359 | | 100.00 | | 606 |
49048 | | 1 | | 92,355.25 | | 0.12% | | 7.250 | | 358 | | 100.00 | | 656 |
49251 | | 1 | | 91,885.22 | | 0.12% | | 8.375 | | 358 | | 100.00 | | 642 |
49201 | | 1 | | 88,345.06 | | 0.12% | | 8.375 | | 359 | | 100.00 | | 623 |
49327 | | 1 | | 86,903.62 | | 0.11% | | 9.000 | | 358 | | 100.00 | | 590 |
48846 | | 1 | | 84,952.35 | | 0.11% | | 8.875 | | 359 | | 100.00 | | 609 |
48225 | | 1 | | 84,800.00 | | 0.11% | | 8.750 | | 359 | | 100.00 | | 608 |
49601 | | 1 | | 84,500.00 | | 0.11% | | 8.000 | | 359 | | 99.99 | | 590 |
48467 | | 1 | | 81,955.21 | | 0.11% | | 9.000 | | 359 | | 100.00 | | 709 |
48880 | | 1 | | 78,000.00 | | 0.10% | | 8.375 | | 359 | | 100.00 | | 657 |
48604 | | 1 | | 77,877.93 | | 0.10% | | 7.250 | | 358 | | 100.00 | | 721 |
48612 | | 1 | | 76,845.73 | | 0.10% | | 7.750 | | 359 | | 100.00 | | 738 |
48733 | | 1 | | 74,102.61 | | 0.10% | | 8.125 | | 358 | | 100.00 | | 630 |
48422 | | 1 | | 73,937.83 | | 0.10% | | 6.875 | | 359 | | 100.00 | | 718 |
48342 | | 1 | | 72,500.00 | | 0.09% | | 7.750 | | 359 | | 100.00 | | 624 |
48413 | | 1 | | 69,655.56 | | 0.09% | | 8.250 | | 359 | | 99.95 | | 703 |
49408 | | 1 | | 68,861.37 | | 0.09% | | 8.875 | | 359 | | 100.00 | | 655 |
48750 | | 1 | | 68,449.17 | | 0.09% | | 7.500 | | 359 | | 100.00 | | 698 |
49053 | | 1 | | 64,962.60 | | 0.08% | | 8.750 | | 359 | | 100.00 | | 618 |
49067 | | 1 | | 63,567.89 | | 0.08% | | 9.375 | | 359 | | 100.00 | | 639 |
49444 | | 1 | | 62,961.83 | | 0.08% | | 8.500 | | 359 | | 100.00 | | 634 |
48732 | | 1 | | 59,823.27 | | 0.08% | | 9.125 | | 358 | | 100.00 | | 587 |
49004 | | 1 | | 56,847.30 | | 0.07% | | 6.375 | | 359 | | 100.00 | | 679 |
49056 | | 1 | | 50,176.11 | | 0.07% | | 7.625 | | 358 | | 96.10 | | 634 |
49783 | | 1 | | 48,941.93 | | 0.06% | | 8.625 | | 358 | | 100.00 | | 602 |
48509 | | 1 | | 48,668.94 | | 0.06% | | 8.250 | | 359 | | 100.00 | | 702 |
48829 | | 1 | | 42,999.67 | | 0.06% | | 8.000 | | 358 | | 100.00 | | 644 |
48601 | | 1 | | 39,953.49 | | 0.05% | | 8.750 | | 358 | | 100.00 | | 607 |
48735 | | 1 | | 36,939.48 | | 0.05% | | 7.250 | | 358 | | 100.00 | | 635 |
Total | | 540 | | 76,787,313.03 | | 100.00% | | 7.841 | | 358 | | 99.89 | | 658 |
First Franklin 2005-FFH4: Marketing Pool | | |
Not Full Doc | | | |
| | | |
| | Minimum | Maximum |
Scheduled Principal Balance | $465,887,491 | $24,986 | $1,075,000 |
Average Scheduled Principal Balance | $206,694 | | |
Number of Mortgage Loans | 2,254 | | |
| | | |
Weighted Average Gross Coupon | 7.938% | 5.625% | 10.125% |
Weighted Average FICO Score | 677 | 540 | 814 |
Weighted Average Original LTV | 99.42% | 14.67% | 100.00% |
Weighted Average Debt-to-Income | 42.80% | 6.00% | 55.00% |
| | | |
Weighted Average Original Term | 359 months | 180 months | 360 months |
Weighted Average Stated Remaining Term | 358 months | 177 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 13 months |
| | | |
Weighted Average Gross Margin | 6.408% | 5.000% | 7.875% |
Weighted Average Minimum Interest Rate | 7.894% | 5.625% | 10.125% |
Weighted Average Maximum Interest Rate | 13.894% | 11.625% | 16.125% |
Weighted Average Initial Rate Cap | 2.996% | 2.000% | 3.000% |
Weighted Average Subsequent Rate Cap | 1.000% | 1.000% | 1.000% |
Weighted Average Months to Roll | 25 months | 10 months | 59 months |
| | | |
Maturity Date | | Aug 1 2020 | Nov 1 2035 |
Maximum Zip Code Concentration | 0.35% | 95747 (ROSEVILLE, CA) |
| | | |
ARM | 89.17% | | |
Fixed Rate | 10.83% | | |
| | | |
1/29 6 Mo LIBOR ARM | 0.38% | | |
2/28 6 Mo LIBOR ARM | 34.58% | | |
3/27 6 Mo LIBOR ARM | 10.80% | | |
5/25 6 Mo LIBOR ARM | 0.11% | | |
5YR IO 2/28 6 Mo LIBOR ARM | 35.42% | | |
5YR IO 3/27 6 Mo LIBOR ARM | 7.77% | | |
5YR IO 5/25 6 Mo LIBOR ARM | 0.11% | | |
Fixed Rate | 9.70% | | |
Fixed Rate 5Yr IO | 1.14% | | |
| | | |
Interest Only | 44.44% | | |
Not Interest Only | 55.56% | | |
| | | |
Prepay Penalty: 0 months | 33.33% | | |
Prepay Penalty: 12 months | 5.04% | | |
Prepay Penalty: 24 months | 39.96% | | |
Prepay Penalty: 36 months | 21.66% | | |
| | | |
First Lien | 100.00% | | |
| | | |
Blended Access | 1.45% | | |
Limited Income Verification | 0.54% | | |
No Income Verification | 71.67% | | |
Stated Plus Documentation | 26.34% | | |
| | | |
Cash Out Refinance | 26.04% | | |
Purchase | 72.18% | | |
Rate/Term Refinance | 1.78% | | |
| | | |
2 Units | 4.96% | | |
Condominium | 7.01% | | |
PUD | 15.08% | | |
Single Family | 72.95% | | |
| | | |
Primary | 99.97% | | |
Second Home | 0.03% | | |
| | | |
Top 5 States: | | | |
California | 14.03% | | |
Illinois | 10.97% | | |
Michigan | 8.49% | | |
Florida | 7.18% | | |
Ohio | 6.28% | | |
First Franklin 2005-FFH4: Marketing Pool
Not Full Doc
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | �� | Weighted Average Combined Orig LTV | | Weighted Average FICO |
0.01 - 50,000.00 | | 48 | | 2,037,221.38 | | 0.44% | | 8.495 | | 351 | | 93.95 | | 656 |
50,000.01 - 100,000.00 | | 500 | | 39,105,684.23 | | 8.39% | | 8.131 | | 357 | | 98.65 | | 668 |
100,000.01 - 150,000.00 | | 507 | | 63,764,242.91 | | 13.69% | | 8.003 | | 358 | | 99.44 | | 669 |
150,000.01 - 200,000.00 | | 382 | | 66,342,310.08 | | 14.24% | | 7.982 | | 358 | | 99.43 | | 672 |
200,000.01 - 250,000.00 | | 232 | | 52,334,103.28 | | 11.23% | | 7.941 | | 357 | | 99.64 | | 672 |
250,000.01 - 300,000.00 | | 151 | | 41,621,342.14 | | 8.93% | | 8.009 | | 359 | | 98.97 | | 667 |
300,000.01 - 350,000.00 | | 101 | | 32,873,762.79 | | 7.06% | | 7.913 | | 359 | | 99.38 | | 675 |
350,000.01 - 400,000.00 | | 97 | | 36,432,318.48 | | 7.82% | | 7.916 | | 359 | | 99.55 | | 678 |
400,000.01 - 450,000.00 | | 66 | | 28,347,926.81 | | 6.08% | | 7.855 | | 359 | | 99.61 | | 688 |
450,000.01 - 500,000.00 | | 37 | | 17,591,678.52 | | 3.78% | | 7.806 | | 359 | | 99.19 | | 687 |
500,000.01 - 550,000.00 | | 39 | | 20,625,265.87 | | 4.43% | | 7.800 | | 359 | | 99.92 | | 688 |
550,000.01 - 600,000.00 | | 26 | | 15,079,050.18 | | 3.24% | | 7.873 | | 359 | | 99.86 | | 690 |
600,000.01 - 650,000.00 | | 15 | | 9,444,004.09 | | 2.03% | | 7.676 | | 358 | | 100.00 | | 709 |
650,000.01 - 700,000.00 | | 15 | | 10,157,010.18 | | 2.18% | | 7.770 | | 359 | | 100.00 | | 709 |
700,000.01 - 750,000.00 | | 16 | | 11,657,669.79 | | 2.50% | | 8.032 | | 358 | | 100.00 | | 680 |
750,000.01 - 800,000.00 | | 7 | | 5,497,850.00 | | 1.18% | | 7.589 | | 359 | | 100.00 | | 701 |
800,000.01 - 850,000.00 | | 7 | | 5,731,650.00 | | 1.23% | | 7.754 | | 359 | | 99.57 | | 658 |
850,000.01 - 900,000.00 | | 6 | | 5,249,400.00 | | 1.13% | | 7.477 | | 358 | | 100.00 | | 716 |
900,000.01 - 950,000.00 | | 1 | | 920,000.00 | | 0.20% | | 8.125 | | 359 | | 100.00 | | 757 |
1,000,000.01+ | | 1 | | 1,075,000.00 | | 0.23% | | 7.500 | | 359 | | 100.00 | | 705 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
5.500 - 5.999 | | 4 | | 930,461.16 | | 0.20% | | 5.918 | | 359 | | 78.07 | | 691 |
6.000 - 6.499 | | 14 | | 2,694,206.80 | | 0.58% | | 6.253 | | 358 | | 86.42 | | 692 |
6.500 - 6.999 | | 100 | | 24,774,854.12 | | 5.32% | | 6.845 | | 358 | | 97.95 | | 702 |
7.000 - 7.499 | | 261 | | 69,268,838.44 | | 14.87% | | 7.245 | | 358 | | 99.45 | | 700 |
7.500 - 7.999 | | 780 | | 164,179,528.81 | | 35.24% | | 7.735 | | 358 | | 99.62 | | 682 |
8.000 - 8.499 | | 531 | | 101,234,687.40 | | 21.73% | | 8.208 | | 357 | | 99.62 | | 670 |
8.500 - 8.999 | | 433 | | 83,235,169.50 | | 17.87% | | 8.677 | | 359 | | 99.82 | | 656 |
9.000 - 9.499 | | 102 | | 15,085,559.14 | | 3.24% | | 9.148 | | 358 | | 99.63 | | 648 |
9.500 - 9.999 | | 26 | | 4,206,241.58 | | 0.90% | | 9.602 | | 355 | | 99.95 | | 643 |
10.000 -10.499 | | 3 | | 277,943.78 | | 0.06% | | 10.062 | | 359 | | 100.00 | | 613 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
525-549 | | 5 | | 396,039.02 | | 0.09% | | 8.245 | | 358 | | 84.22 | | 545 |
550-574 | | 14 | | 1,550,190.08 | | 0.33% | | 7.984 | | 358 | | 80.07 | | 565 |
575-599 | | 18 | | 2,587,148.81 | | 0.56% | | 7.640 | | 359 | | 86.26 | | 586 |
600-624 | | 206 | | 35,794,308.21 | | 7.68% | | 8.450 | | 358 | | 98.66 | | 615 |
625-649 | | 469 | | 91,430,978.81 | | 19.63% | | 8.217 | | 357 | | 99.60 | | 640 |
650-674 | | 617 | | 123,875,556.71 | | 26.59% | | 7.958 | | 359 | | 99.53 | | 661 |
675-699 | | 391 | | 82,506,478.56 | | 17.71% | | 7.812 | | 358 | | 99.59 | | 686 |
700+ | | 534 | | 127,746,790.53 | | 27.42% | | 7.660 | | 358 | | 99.85 | | 734 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
0.01- 49.99 | | 2 | | 61,672.45 | | 0.01% | | 8.851 | | 358 | | 35.49 | | 590 |
60.00- 64.99 | | 1 | | 50,627.53 | | 0.01% | | 7.125 | | 357 | | 60.42 | | 564 |
65.00- 69.99 | | 5 | | 498,411.42 | | 0.11% | | 6.530 | | 338 | | 65.27 | | 639 |
70.00- 74.99 | | 4 | | 706,623.03 | | 0.15% | | 6.742 | | 358 | | 74.16 | | 594 |
75.00- 79.99 | | 13 | | 2,056,287.64 | | 0.44% | | 6.939 | | 359 | | 77.60 | | 640 |
80.00 | | 17 | | 2,587,440.76 | | 0.56% | | 6.815 | | 358 | | 80.00 | | 643 |
80.01- 84.99 | | 5 | | 719,516.31 | | 0.15% | | 7.051 | | 359 | | 83.26 | | 654 |
85.00- 89.99 | | 15 | | 2,013,911.57 | | 0.43% | | 7.569 | | 358 | | 86.30 | | 608 |
90.00- 94.99 | | 39 | | 4,981,192.37 | | 1.07% | | 7.646 | | 358 | | 91.18 | | 633 |
95.00- 99.99 | | 142 | | 26,847,326.78 | | 5.76% | | 7.949 | | 356 | | 98.31 | | 672 |
100.00 | | 2,011 | | 425,364,480.87 | | 91.30% | | 7.959 | | 358 | | 100.00 | | 679 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
180 | | 11 | | 1,279,505.72 | | 0.27% | | 8.078 | | 179 | | 98.13 | | 668 |
240 | | 2 | | 167,838.73 | | 0.04% | | 8.250 | | 239 | | 100.00 | | 629 |
360 | | 2,241 | | 464,440,146.28 | | 99.69% | | 7.937 | | 359 | | 99.43 | | 677 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Stated Remaining Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
121-180 | | 11 | | 1,279,505.72 | | 0.27% | | 8.078 | | 179 | | 98.13 | | 668 |
181-240 | | 2 | | 167,838.73 | | 0.04% | | 8.250 | | 239 | | 100.00 | | 629 |
301-360 | | 2,241 | | 464,440,146.28 | | 99.69% | | 7.937 | | 359 | | 99.43 | | 677 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
0.01 -20.00 | | 35 | | 3,307,072.89 | | 0.71% | | 8.029 | | 356 | | 96.27 | | 663 |
20.01 -25.00 | | 82 | | 10,825,497.71 | | 2.32% | | 7.957 | | 355 | | 99.11 | | 676 |
25.01 -30.00 | | 136 | | 18,287,932.23 | | 3.93% | | 7.906 | | 358 | | 98.53 | | 674 |
30.01 -35.00 | | 229 | | 37,877,771.63 | | 8.13% | | 7.918 | | 358 | | 99.22 | | 680 |
35.01 -40.00 | | 379 | | 71,274,008.31 | | 15.30% | | 8.025 | | 358 | | 99.29 | | 675 |
40.01 -45.00 | | 539 | | 123,320,238.45 | | 26.47% | | 7.894 | | 358 | | 99.60 | | 683 |
45.01 -50.00 | | 726 | | 177,270,601.59 | | 38.05% | | 7.933 | | 358 | | 99.63 | | 676 |
50.01 -55.00 | | 128 | | 23,724,367.92 | | 5.09% | | 7.973 | | 359 | | 99.00 | | 657 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
ARM | | 1,891 | | 415,416,065.07 | | 89.17% | | 7.894 | | 359 | | 99.49 | | 679 |
Fixed Rate | | 363 | | 50,471,425.66 | | 10.83% | | 8.302 | | 354 | | 98.89 | | 664 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
1/29 6 Mo LIBOR ARM | | 5 | | 1,750,119.91 | | 0.38% | | 7.413 | | 359 | | 100.00 | | 709 |
2/28 6 Mo LIBOR ARM | | 972 | | 161,100,112.42 | | 34.58% | | 7.933 | | 359 | | 99.21 | | 669 |
3/27 6 Mo LIBOR ARM | | 264 | | 50,334,345.83 | | 10.80% | | 7.814 | | 358 | | 99.45 | | 679 |
5/25 6 Mo LIBOR ARM | | 4 | | 499,457.27 | | 0.11% | | 7.902 | | 359 | | 100.00 | | 708 |
5YR IO 2/28 6 Mo LIBOR ARM | | 507 | | 165,015,541.08 | | 35.42% | | 7.863 | | 359 | | 99.77 | | 687 |
5YR IO 3/27 6 Mo LIBOR ARM | | 137 | | 36,186,488.56 | | 7.77% | | 7.978 | | 359 | | 99.49 | | 684 |
5YR IO 5/25 6 Mo LIBOR ARM | | 2 | | 530,000.00 | | 0.11% | | 8.846 | | 359 | | 100.00 | | 652 |
Fixed Rate | | 342 | | 45,169,926.96 | | 9.70% | | 8.305 | | 353 | | 98.79 | | 663 |
Fixed Rate 5Yr IO | | 21 | | 5,301,498.70 | | 1.14% | | 8.275 | | 359 | | 99.70 | | 677 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
Interest Only | | 667 | | 207,033,528.34 | | 44.44% | | 7.896 | | 359 | | 99.72 | | 686 |
Not Interest Only | | 1,587 | | 258,853,962.39 | | 55.56% | | 7.971 | | 358 | | 99.19 | | 670 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Prepayment Penalty Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
Prepay Penalty: 0 months | | 623 | | 155,289,082.17 | | 33.33% | | 8.033 | | 358 | | 99.36 | | 683 |
Prepay Penalty: 12 months | | 100 | | 23,503,965.04 | | 5.04% | | 8.176 | | 358 | | 99.89 | | 681 |
Prepay Penalty: 24 months | | 915 | | 186,183,273.67 | | 39.96% | | 7.923 | | 358 | | 99.50 | | 675 |
Prepay Penalty: 36 months | | 616 | | 100,911,169.85 | | 21.66% | | 7.762 | | 358 | | 99.29 | | 671 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
First Lien | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
Blended Access | | 30 | | 6,748,197.99 | | 1.45% | | 7.956 | | 359 | | 100.00 | | 660 |
Limited Income Verification | | 16 | | 2,518,991.13 | | 0.54% | | 7.584 | | 359 | | 99.58 | | 698 |
No Income Verification | | 1,860 | | 333,913,292.15 | | 71.67% | | 7.993 | | 358 | | 99.24 | | 675 |
Stated Plus Documentation | | 348 | | 122,707,009.46 | | 26.34% | | 7.795 | | 359 | | 99.89 | | 683 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
Cash Out Refinance | | 689 | | 121,306,023.79 | | 26.04% | | 7.939 | | 357 | | 98.26 | | 655 |
Purchase | | 1,504 | | 336,300,457.13 | | 72.18% | | 7.938 | | 358 | | 99.91 | | 685 |
Rate/Term Refinance | | 61 | | 8,281,009.81 | | 1.78% | | 7.902 | | 358 | | 96.84 | | 661 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
2 Units | | 85 | | 23,118,274.31 | | 4.96% | | 7.889 | | 358 | | 98.53 | | 680 |
Condominium | | 141 | | 32,651,527.33 | | 7.01% | | 8.032 | | 359 | | 99.93 | | 680 |
PUD | | 248 | | 70,261,954.21 | | 15.08% | | 7.905 | | 359 | | 99.86 | | 686 |
Single Family | | 1,780 | | 339,855,734.88 | | 72.95% | | 7.939 | | 358 | | 99.35 | | 675 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
Primary | | 2,252 | | 465,751,937.92 | | 99.97% | | 7.938 | | 358 | | 99.43 | | 677 |
Second Home | | 2 | | 135,552.81 | | 0.03% | | 8.203 | | 358 | | 79.09 | | 673 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
Alabama | | 27 | | 4,245,408.36 | | 0.91% | | 8.212 | | 359 | | 99.94 | | 670 |
Arizona | | 12 | | 2,641,517.96 | | 0.57% | | 8.230 | | 358 | | 99.77 | | 646 |
Arkansas | | 6 | | 668,660.97 | | 0.14% | | 7.540 | | 359 | | 100.00 | | 655 |
California | | 134 | | 65,381,777.34 | | 14.03% | | 7.775 | | 359 | | 99.97 | | 684 |
Colorado | | 19 | | 4,618,454.69 | | 0.99% | | 8.292 | | 359 | | 99.74 | | 673 |
Connecticut | | 5 | | 2,133,189.65 | | 0.46% | | 8.498 | | 358 | | 100.00 | | 645 |
Delaware | | 1 | | 202,666.62 | | 0.04% | | 8.125 | | 359 | | 100.00 | | 648 |
District of Columbia | | 5 | | 1,928,450.12 | | 0.41% | | 7.730 | | 358 | | 100.00 | | 662 |
Florida | | 136 | | 33,455,075.35 | | 7.18% | | 8.061 | | 359 | | 99.89 | | 680 |
Georgia | | 62 | | 13,360,921.98 | | 2.87% | | 7.857 | | 356 | | 99.89 | | 679 |
Idaho | | 1 | | 71,000.00 | | 0.02% | | 8.125 | | 358 | | 100.00 | | 676 |
Illinois | | 217 | | 51,105,407.23 | | 10.97% | | 8.077 | | 358 | | 99.91 | | 680 |
Indiana | | 210 | | 23,284,510.68 | | 5.00% | | 7.856 | | 358 | | 94.22 | | 652 |
Iowa | | 19 | | 1,797,934.50 | | 0.39% | | 8.347 | | 358 | | 99.78 | | 663 |
Kansas | | 8 | | 989,196.67 | | 0.21% | | 8.096 | | 334 | | 100.00 | | 719 |
Kentucky | | 36 | | 5,285,651.05 | | 1.13% | | 8.062 | | 359 | | 99.79 | | 668 |
Louisiana | | 5 | | 620,392.33 | | 0.13% | | 8.130 | | 358 | | 100.00 | | 679 |
Maine | | 7 | | 673,524.13 | | 0.14% | | 8.588 | | 358 | | 99.41 | | 652 |
Maryland | | 45 | | 15,721,390.32 | | 3.37% | | 8.019 | | 356 | | 99.83 | | 675 |
Massachusetts | | 33 | | 9,772,758.76 | | 2.10% | | 7.656 | | 359 | | 91.06 | | 656 |
Michigan | | 249 | | 39,536,765.05 | | 8.49% | | 7.782 | | 359 | | 99.88 | | 673 |
Minnesota | | 64 | | 14,345,214.14 | | 3.08% | | 7.769 | | 359 | | 99.98 | | 678 |
Mississippi | | 6 | | 827,186.24 | | 0.18% | | 8.313 | | 359 | | 100.00 | | 664 |
Missouri | | 44 | | 5,788,698.03 | | 1.24% | | 8.240 | | 359 | | 99.80 | | 657 |
Montana | | 1 | | 155,000.00 | | 0.03% | | 8.750 | | 359 | | 100.00 | | 763 |
Nebraska | | 4 | | 524,102.21 | | 0.11% | | 8.347 | | 358 | | 100.00 | | 650 |
Nevada | | 11 | | 3,381,209.37 | | 0.73% | | 7.655 | | 358 | | 98.38 | | 675 |
New Hampshire | | 8 | | 1,642,851.60 | | 0.35% | | 7.909 | | 359 | | 100.00 | | 695 |
New Jersey | | 71 | | 22,323,406.54 | | 4.79% | | 8.123 | | 358 | | 99.88 | | 682 |
New Mexico | | 3 | | 418,292.11 | | 0.09% | | 8.165 | | 358 | | 100.00 | | 661 |
New York | | 103 | | 20,538,240.35 | | 4.41% | | 7.864 | | 358 | | 99.93 | | 687 |
North Carolina | | 76 | | 14,628,452.77 | | 3.14% | | 8.014 | | 359 | | 100.00 | | 677 |
North Dakota | | 3 | | 348,258.52 | | 0.07% | | 8.160 | | 359 | | 100.00 | | 656 |
Ohio | | 205 | | 29,239,121.56 | | 6.28% | | 7.871 | | 358 | | 99.90 | | 673 |
Oklahoma | | 13 | | 1,409,344.98 | | 0.30% | | 8.167 | | 349 | | 99.97 | | 671 |
Oregon | | 18 | | 5,169,805.30 | | 1.11% | | 7.720 | | 359 | | 100.00 | | 680 |
Pennsylvania | | 87 | | 11,039,075.98 | | 2.37% | | 8.107 | | 355 | | 99.89 | | 682 |
Rhode Island | | 2 | | 418,332.64 | | 0.09% | | 8.294 | | 359 | | 99.70 | | 629 |
South Carolina | | 33 | | 6,114,919.59 | | 1.31% | | 7.755 | | 359 | | 99.92 | | 691 |
South Dakota | | 1 | | 54,864.99 | | 0.01% | | 8.250 | | 359 | | 100.00 | | 663 |
Tennessee | | 34 | | 4,430,519.59 | | 0.95% | | 8.174 | | 355 | | 99.97 | | 668 |
Texas | | 92 | | 12,074,815.69 | | 2.59% | | 8.242 | | 359 | | 99.85 | | 685 |
Utah | | 33 | | 5,804,975.71 | | 1.25% | | 7.910 | | 359 | | 99.91 | | 682 |
Virginia | | 38 | | 15,856,185.76 | | 3.40% | | 7.742 | | 358 | | 99.84 | | 693 |
Washington | | 12 | | 3,387,567.89 | | 0.73% | | 7.887 | | 358 | | 100.00 | | 679 |
West Virginia | | 3 | | 371,948.48 | | 0.08% | | 7.781 | | 359 | | 100.00 | | 663 |
Wisconsin | | 51 | | 7,916,586.94 | | 1.70% | | 8.141 | | 359 | | 99.66 | | 668 |
Wyoming | | 1 | | 183,859.99 | | 0.04% | | 7.375 | | 359 | | 100.00 | | 684 |
Total | | 2,254 | | 465,887,490.73 | | 100.00% | | 7.938 | | 358 | | 99.42 | | 677 |
| | | | | | | | | | | | | | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
5.000 - 5.499 | | 16 | | 3,515,351.44 | | 0.85% | | 6.399 | | 358 | | 79.48 | | 661 |
5.500 - 5.999 | | 26 | | 4,206,835.27 | | 1.01% | | 7.529 | | 358 | | 87.78 | | 631 |
6.000 - 6.499 | | 976 | | 238,836,236.73 | | 57.49% | | 7.663 | | 359 | | 99.72 | | 680 |
6.500 - 6.999 | | 550 | | 110,872,754.57 | | 26.69% | | 8.101 | | 359 | | 99.89 | | 676 |
7.000 - 7.499 | | 252 | | 47,190,022.44 | | 11.36% | | 8.474 | | 358 | | 99.79 | | 682 |
7.500 - 7.999 | | 71 | | 10,794,864.62 | | 2.60% | | 8.945 | | 358 | | 100.00 | | 676 |
Total | | 1,891 | | 415,416,065.07 | | 100.00% | | 7.894 | | 359 | | 99.49 | | 679 |
| | | | | | | | | | | | | | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
5.500 - 5.999 | | 4 | | 930,461.16 | | 0.22% | | 5.918 | | 359 | | 78.07 | | 691 |
6.000 - 6.499 | | 13 | | 2,630,380.13 | | 0.63% | | 6.256 | | 358 | | 86.57 | | 691 |
6.500 - 6.999 | | 95 | | 23,913,057.93 | | 5.76% | | 6.847 | | 358 | | 98.18 | | 703 |
7.000 - 7.499 | | 248 | | 67,094,534.08 | | 16.15% | | 7.244 | | 359 | | 99.57 | | 701 |
7.500 - 7.999 | | 694 | | 151,108,110.01 | | 36.38% | | 7.730 | | 359 | | 99.69 | | 683 |
8.000 - 8.499 | | 436 | | 88,371,530.02 | | 21.27% | | 8.205 | | 359 | | 99.73 | | 671 |
8.500 - 8.999 | | 314 | | 66,702,443.20 | | 16.06% | | 8.674 | | 359 | | 99.84 | | 655 |
9.000 - 9.499 | | 69 | | 11,477,575.69 | | 2.76% | | 9.138 | | 358 | | 99.86 | | 647 |
9.500 - 9.999 | | 16 | | 2,983,029.07 | | 0.72% | | 9.599 | | 359 | | 99.93 | | 629 |
10.000 -10.499 | | 2 | | 204,943.78 | | 0.05% | | 10.040 | | 359 | | 100.00 | | 617 |
Total | | 1,891 | | 415,416,065.07 | | 100.00% | | 7.894 | | 359 | | 99.49 | | 679 |
| | | | | | | | | | | | | | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
11.500 -11.999 | | 4 | | 930,461.16 | | 0.22% | | 5.918 | | 359 | | 78.07 | | 691 |
12.000 -12.499 | | 13 | | 2,630,380.13 | | 0.63% | | 6.256 | | 358 | | 86.57 | | 691 |
12.500 -12.999 | | 95 | | 23,913,057.93 | | 5.76% | | 6.847 | | 358 | | 98.18 | | 703 |
13.000 -13.499 | | 248 | | 67,094,534.08 | | 16.15% | | 7.244 | | 359 | | 99.57 | | 701 |
13.500 -13.999 | | 694 | | 151,108,110.01 | | 36.38% | | 7.730 | | 359 | | 99.69 | | 683 |
14.000 -14.499 | | 436 | | 88,371,530.02 | | 21.27% | | 8.205 | | 359 | | 99.73 | | 671 |
14.500 -14.999 | | 314 | | 66,702,443.20 | | 16.06% | | 8.674 | | 359 | | 99.84 | | 655 |
15.000 -15.499 | | 69 | | 11,477,575.69 | | 2.76% | | 9.138 | | 358 | | 99.86 | | 647 |
15.500 -15.999 | | 16 | | 2,983,029.07 | | 0.72% | | 9.599 | | 359 | | 99.93 | | 629 |
16.000 -16.499 | | 2 | | 204,943.78 | | 0.05% | | 10.040 | | 359 | | 100.00 | | 617 |
Total | | 1,891 | | 415,416,065.07 | | 100.00% | | 7.894 | | 359 | | 99.49 | | 679 |
| | | | | | | | | | | | | | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
2.000 | | 5 | | 1,750,119.91 | | 0.42% | | 7.413 | | 359 | | 100.00 | | 709 |
3.000 | | 1,886 | | 413,665,945.16 | | 99.58% | | 7.896 | | 359 | | 99.49 | | 678 |
Total | | 1,891 | | 415,416,065.07 | | 100.00% | | 7.894 | | 359 | | 99.49 | | 679 |
| | | | | | | | | | | | | | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
1.000 | | 1,891 | | 415,416,065.07 | | 100.00% | | 7.894 | | 359 | | 99.49 | | 679 |
Total | | 1,891 | | 415,416,065.07 | | 100.00% | | 7.894 | | 359 | | 99.49 | | 679 |
| | | | | | | | | | | | | | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO |
09/01/06 | | 1 | | 688,893.16 | | 0.17% | | 7.125 | | 358 | | 100.00 | | 746 |
10/01/06 | | 4 | | 1,061,226.75 | | 0.26% | | 7.600 | | 359 | | 100.00 | | 685 |
05/01/07 | | 3 | | 225,366.67 | | 0.05% | | 7.697 | | 354 | | 96.05 | | 651 |
06/01/07 | | 2 | | 413,227.70 | | 0.10% | | 7.637 | | 354 | | 98.28 | | 694 |
07/01/07 | | 6 | | 896,750.90 | | 0.22% | | 8.039 | | 356 | | 89.20 | | 617 |
08/01/07 | | 44 | | 9,158,787.69 | | 2.20% | | 7.853 | | 357 | | 98.90 | | 674 |
09/01/07 | | 479 | | 104,110,439.53 | | 25.06% | | 7.810 | | 358 | | 99.55 | | 684 |
10/01/07 | | 581 | | 131,962,561.55 | | 31.77% | | 7.877 | | 359 | | 99.33 | | 674 |
11/01/07 | | 365 | | 79,586,497.88 | | 19.16% | | 8.051 | | 359 | | 99.88 | | 677 |
07/01/08 | | 2 | | 218,879.75 | | 0.05% | | 8.070 | | 356 | | 100.00 | | 712 |
08/01/08 | | 12 | | 2,782,573.71 | | 0.67% | | 7.685 | | 357 | | 99.70 | | 696 |
09/01/08 | | 122 | | 27,927,320.44 | | 6.72% | | 7.798 | | 358 | | 99.67 | | 686 |
10/01/08 | | 167 | | 35,204,513.07 | | 8.47% | | 7.886 | | 359 | | 99.00 | | 676 |
11/01/08 | | 97 | | 20,149,569.00 | | 4.85% | | 8.024 | | 359 | | 99.96 | | 680 |
09/01/10 | | 1 | | 125,000.00 | | 0.03% | | 8.750 | | 358 | | 100.00 | | 658 |
10/01/10 | | 4 | | 499,457.27 | | 0.12% | | 7.902 | | 359 | | 100.00 | | 708 |
11/01/10 | | 1 | | 405,000.00 | | 0.10% | | 8.875 | | 359 | | 100.00 | | 650 |
Total | | 1,891 | | 415,416,065.07 | | 100.00% | | 7.894 | | 359 | | 99.49 | | 679 |
First Franklin 2005-FFH4: Marketing Pool | | |
Silent 2nd | | | |
| | | |
| | Minimum | Maximum |
Scheduled Principal Balance | $5,417,500 | $62,235 | $818,727 |
Average Scheduled Principal Balance | $225,729 | | |
Number of Mortgage Loans | 24 | | |
| | | |
Weighted Average Gross Coupon | 6.668% | 5.625% | 8.125% |
Weighted Average FICO Score | 663 | 548 | 760 |
Weighted Average Original LTV | 79.73% | 74.29% | 100.00% |
Weighted Average Debt-to-Income | 43.34% | 10.00% | 55.00% |
| | | |
Weighted Average Original Term | 360 months | 360 months | 360 months |
Weighted Average Stated Remaining Term | 358 months | 355 months | 359 months |
Weighted Average Seasoning | 2 months | 1 months | 5 months |
| | | |
Weighted Average Gross Margin | 5.446% | 5.000% | 6.500% |
Weighted Average Minimum Interest Rate | 6.668% | 5.625% | 8.125% |
Weighted Average Maximum Interest Rate | 12.668% | 11.625% | 14.125% |
Weighted Average Initial Rate Cap | 3.000% | 3.000% | 3.000% |
Weighted Average Subsequent Rate Cap | 1.000% | 1.000% | 1.000% |
Weighted Average Months to Roll | 26 months | 19 months | 57 months |
| | | |
Maturity Date | | Jun 1 2035 | Oct 1 2035 |
Maximum Zip Code Concentration | 15.11% | 92270 (RANCHO MIRAGE, CA) |
| | | |
ARM | 100.00% | | |
| | | |
2/28 6 Mo LIBOR ARM | 41.97% | | |
3/27 6 Mo LIBOR ARM | 4.28% | | |
5YR IO 2/28 6 Mo LIBOR ARM | 30.04% | | |
5YR IO 3/27 6 Mo LIBOR ARM | 20.39% | | |
5YR IO 5/25 6 Mo LIBOR ARM | 3.32% | | |
| | | |
Interest Only | 53.76% | | |
Not Interest Only | 46.24% | | |
| | | |
Prepay Penalty: 0 months | 66.44% | | |
Prepay Penalty: 24 months | 19.69% | | |
Prepay Penalty: 36 months | 13.86% | | |
| | | |
First Lien | 100.00% | | |
| | | |
Full Documentation | 78.07% | | |
No Income Verification | 21.93% | | |
| | | |
Cash Out Refinance | 54.81% | | |
Purchase | 41.87% | | |
Rate/Term Refinance | 3.32% | | |
| | | |
2 Units | 3.69% | | |
3 Units | 10.71% | | |
4 Units | 6.71% | | |
Condominium | 4.28% | | |
PUD | 17.90% | | |
Single Family | 56.71% | | |
| | | |
Primary | 100.00% | | |
| | | |
Top 5 States: | | | |
Massachusetts | 51.33% | | |
Indiana | 29.67% | | |
California | 15.11% | | |
Michigan | 3.89% | | |
First Franklin 2005-FFH4: Marketing Pool | | | | |
| | | | | | | |
Silent 2nd | | | | | | | |
Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
50,000.01 - 100,000.00 | 5 | 372,149.44 | 6.87% | 7.352 | 357 | 77.84 | 589 |
100,000.01 - 150,000.00 | 1 | 120,912.42 | 2.23% | 7.625 | 359 | 100.00 | 688 |
150,000.01 - 200,000.00 | 7 | 1,220,794.06 | 22.53% | 6.502 | 358 | 80.00 | 660 |
200,000.01 - 250,000.00 | 3 | 682,836.78 | 12.60% | 6.713 | 358 | 78.25 | 657 |
250,000.01 - 300,000.00 | 3 | 802,149.51 | 14.81% | 6.622 | 358 | 80.00 | 628 |
300,000.01 - 350,000.00 | 2 | 656,518.39 | 12.12% | 6.814 | 359 | 79.43 | 717 |
350,000.01 - 400,000.00 | 2 | 743,412.18 | 13.72% | 7.194 | 359 | 77.96 | 643 |
800,000.01 - 850,000.00 | 1 | 818,727.25 | 15.11% | 5.875 | 355 | 80.00 | 709 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 5 | 1,560,927.25 | 28.81% | 5.866 | 356 | 80.00 | 689 |
6.000 - 6.499 | 1 | 263,749.51 | 4.87% | 6.250 | 359 | 80.00 | 652 |
6.500 - 6.999 | 9 | 2,141,183.03 | 39.52% | 6.817 | 359 | 79.27 | 683 |
7.000 - 7.499 | 4 | 657,106.33 | 12.13% | 7.077 | 357 | 79.32 | 637 |
7.500 - 7.999 | 4 | 732,298.85 | 13.52% | 7.600 | 359 | 81.23 | 581 |
8.000 - 8.499 | 1 | 62,235.06 | 1.15% | 8.125 | 356 | 74.29 | 556 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
525-549 | 1 | 167,762.09 | 3.10% | 7.750 | 358 | 80.00 | 548 |
550-574 | 4 | 595,647.42 | 10.99% | 7.554 | 358 | 76.10 | 563 |
600-624 | 4 | 734,338.47 | 13.55% | 6.727 | 357 | 78.37 | 605 |
625-649 | 1 | 280,000.00 | 5.17% | 6.625 | 359 | 80.00 | 627 |
650-674 | 7 | 1,406,649.51 | 25.96% | 6.439 | 358 | 80.00 | 665 |
675-699 | 2 | 347,930.73 | 6.42% | 7.299 | 359 | 86.95 | 694 |
700+ | 5 | 1,885,171.81 | 34.80% | 6.329 | 357 | 79.80 | 724 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
70.00- 74.99 | 2 | 293,853.53 | 5.42% | 7.237 | 358 | 74.72 | 595 |
75.00- 79.99 | 4 | 1,028,624.39 | 18.99% | 6.948 | 359 | 77.72 | 651 |
80.00 | 17 | 3,974,109.69 | 73.36% | 6.524 | 358 | 80.00 | 670 |
100.00 | 1 | 120,912.42 | 2.23% | 7.625 | 359 | 100.00 | 688 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
360 | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
301-360 | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 1 | 334,918.39 | 6.18% | 6.875 | 359 | 78.88 | 760 |
25.01 -30.00 | 1 | 224,200.00 | 4.14% | 5.999 | 358 | 79.99 | 669 |
30.01 -35.00 | 2 | 257,788.02 | 4.76% | 6.191 | 358 | 78.26 | 674 |
35.01 -40.00 | 2 | 364,000.00 | 6.72% | 6.317 | 358 | 80.00 | 664 |
40.01 -45.00 | 6 | 1,982,714.43 | 36.60% | 6.561 | 357 | 80.62 | 673 |
45.01 -50.00 | 5 | 738,959.40 | 13.64% | 7.365 | 358 | 77.46 | 596 |
50.01 -55.00 | 7 | 1,514,919.79 | 27.96% | 6.686 | 358 | 80.00 | 657 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2/28 6 Mo LIBOR ARM | 11 | 2,273,534.31 | 41.97% | 7.110 | 359 | 79.88 | 661 |
3/27 6 Mo LIBOR ARM | 1 | 231,618.47 | 4.28% | 6.999 | 358 | 74.84 | 606 |
5YR IO 2/28 6 Mo LIBOR ARM | 6 | 1,627,547.25 | 30.04% | 6.173 | 356 | 80.00 | 669 |
5YR IO 3/27 6 Mo LIBOR ARM | 5 | 1,104,800.00 | 20.39% | 6.547 | 359 | 80.00 | 669 |
5YR IO 5/25 6 Mo LIBOR ARM | 1 | 180,000.00 | 3.32% | 5.875 | 357 | 80.00 | 661 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 12 | 2,912,347.25 | 53.76% | 6.297 | 357 | 80.00 | 669 |
Not Interest Only | 12 | 2,505,152.78 | 46.24% | 7.100 | 359 | 79.41 | 656 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 11 | 3,599,526.57 | 66.44% | 6.709 | 358 | 79.14 | 674 |
Prepay Penalty: 24 months | 8 | 1,066,873.46 | 19.69% | 6.916 | 358 | 81.51 | 621 |
Prepay Penalty: 36 months | 5 | 751,100.00 | 13.86% | 6.118 | 358 | 80.00 | 667 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Full Documentation | 17 | 4,229,334.57 | 78.07% | 6.612 | 358 | 79.52 | 669 |
No Income Verification | 7 | 1,188,165.46 | 21.93% | 6.867 | 358 | 80.46 | 641 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 12 | 2,969,296.31 | 54.81% | 6.940 | 359 | 79.65 | 667 |
Purchase | 11 | 2,268,203.72 | 41.87% | 6.375 | 357 | 79.80 | 658 |
Rate/Term Refinance | 1 | 180,000.00 | 3.32% | 5.875 | 357 | 80.00 | 661 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2 Units | 1 | 199,831.97 | 3.69% | 6.875 | 359 | 80.00 | 720 |
3 Units | 2 | 580,000.00 | 10.71% | 6.861 | 358 | 80.00 | 643 |
4 Units | 1 | 363,694.20 | 6.71% | 6.875 | 359 | 80.00 | 724 |
Condominium | 1 | 231,618.47 | 4.28% | 6.999 | 358 | 74.84 | 606 |
PUD | 2 | 969,927.25 | 17.90% | 6.011 | 355 | 80.00 | 703 |
Single Family | 17 | 3,072,428.14 | 56.71% | 6.776 | 358 | 79.91 | 647 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Primary | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
California | 1 | 818,727.25 | 15.11% | 5.875 | 355 | 80.00 | 709 |
Indiana | 11 | 1,607,273.02 | 29.67% | 6.471 | 358 | 79.78 | 641 |
Massachusetts | 10 | 2,780,799.32 | 51.33% | 6.955 | 359 | 78.89 | 664 |
Michigan | 2 | 210,700.44 | 3.89% | 7.465 | 358 | 89.35 | 634 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.000 - 5.499 | 12 | 2,883,465.21 | 53.23% | 6.297 | 357 | 80.00 | 664 |
5.500 - 5.999 | 7 | 1,589,118.67 | 29.33% | 7.076 | 358 | 78.01 | 630 |
6.000 - 6.499 | 4 | 824,003.73 | 15.21% | 7.038 | 359 | 79.11 | 718 |
6.500 - 6.999 | 1 | 120,912.42 | 2.23% | 7.625 | 359 | 100.00 | 688 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 5 | 1,560,927.25 | 28.81% | 5.866 | 356 | 80.00 | 689 |
6.000 - 6.499 | 1 | 263,749.51 | 4.87% | 6.250 | 359 | 80.00 | 652 |
6.500 - 6.999 | 9 | 2,141,183.03 | 39.52% | 6.817 | 359 | 79.27 | 683 |
7.000 - 7.499 | 4 | 657,106.33 | 12.13% | 7.077 | 357 | 79.32 | 637 |
7.500 - 7.999 | 4 | 732,298.85 | 13.52% | 7.600 | 359 | 81.23 | 581 |
8.000 - 8.499 | 1 | 62,235.06 | 1.15% | 8.125 | 356 | 74.29 | 556 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11.500 -11.999 | 5 | 1,560,927.25 | 28.81% | 5.866 | 356 | 80.00 | 689 |
12.000 -12.499 | 1 | 263,749.51 | 4.87% | 6.250 | 359 | 80.00 | 652 |
12.500 -12.999 | 9 | 2,141,183.03 | 39.52% | 6.817 | 359 | 79.27 | 683 |
13.000 -13.499 | 4 | 657,106.33 | 12.13% | 7.077 | 357 | 79.32 | 637 |
13.500 -13.999 | 4 | 732,298.85 | 13.52% | 7.600 | 359 | 81.23 | 581 |
14.000 -14.499 | 1 | 62,235.06 | 1.15% | 8.125 | 356 | 74.29 | 556 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
3.000 | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
| | | | | | | |
Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
06/01/07 | 1 | 818,727.25 | 15.11% | 5.875 | 355 | 80.00 | 709 |
07/01/07 | 2 | 320,635.06 | 5.92% | 7.218 | 356 | 78.89 | 595 |
08/01/07 | 1 | 89,788.02 | 1.66% | 7.250 | 357 | 75.00 | 561 |
09/01/07 | 6 | 782,088.45 | 14.44% | 6.679 | 358 | 80.00 | 613 |
10/01/07 | 7 | 1,889,842.78 | 34.88% | 6.991 | 359 | 80.28 | 682 |
09/01/08 | 3 | 550,818.47 | 10.17% | 6.512 | 358 | 77.83 | 663 |
10/01/08 | 3 | 785,600.00 | 14.50% | 6.705 | 359 | 80.00 | 655 |
09/01/10 | 1 | 180,000.00 | 3.32% | 5.875 | 357 | 80.00 | 661 |
Total | 24 | 5,417,500.03 | 100.00% | 6.668 | 358 | 79.73 | 663 |
Deal Name | Loan Characteristics | Loan Number | Balance | Deal Percentage | WAC | WALA | FICO | OLTV | COLTV | Front End DTI | Back End DTI | Full Doc | Owner Occ | Single Family | Purchase | Simul 2nds | IO | Init Cap | Subs Cap | Life Cap |
FFML 2005-FFH4 | Aggregate | 6,423 | 987,290,591 | 100.00% | 7.99 | 1 | 657 | 99.4 | 99.5 | 0.0 | 42.6 | 52.8 | 99.2 | 76.5 | 79.3 | 0.5 | 37.2 | 3.0 | 1.0 | 6.0 |
| | | | | | | | | | | | | | | | | | | | |
| RATE 9.501-10.000 | 84 | 8,190,526 | 0.83% | 9.73 | 1 | 605 | 99.8 | 99.8 | 0.0 | 39.6 | 73.6 | 100.0 | 80.0 | 73.6 | 0.0 | 26.3 | 3.0 | 1.0 | 6.0 |
| RATE 10.001-10.500 | 9 | 813,544 | 0.08% | 10.27 | 1 | 597 | 100.0 | 100.0 | 0.0 | 42.5 | 83.0 | 100.0 | 56.8 | 74.1 | 0.0 | 46.4 | 3.0 | 1.0 | 6.0 |
| LB 0.00 - 50,000 | 332 | 14,399,995 | 1.46% | 8.54 | 2 | 636 | 98.4 | 98.4 | 0.0 | 36.5 | 85.9 | 99.2 | 94.1 | 88.8 | 0.0 | 3.3 | 3.0 | 1.0 | 6.0 |
| LB 50,000.01 - 100,000 | 2,248 | 171,085,004 | 17.33% | 8.27 | 1 | 638 | 99.3 | 99.4 | 0.0 | 40.4 | 77.3 | 99.4 | 90.6 | 85.6 | 0.2 | 11.5 | 3.0 | 1.0 | 6.0 |
| LB 100,000.00 - 200,000 | 2,515 | 356,942,144 | 36.15% | 7.99 | 1 | 649 | 99.5 | 99.6 | 0.0 | 42.7 | 63.7 | 99.1 | 81.0 | 77.3 | 0.4 | 27.6 | 3.0 | 1.0 | 6.0 |
| LB 200,000.00 - 300,000 | 715 | 173,618,945 | 17.59% | 7.92 | 1 | 659 | 99.1 | 99.3 | 0.0 | 43.4 | 45.8 | 98.6 | 71.2 | 72.3 | 0.9 | 42.5 | 3.0 | 1.0 | 6.0 |
| LB 300,000.00 - 400,000 | 308 | 106,172,145 | 10.75% | 7.84 | 1 | 672 | 99.5 | 99.7 | 0.0 | 43.8 | 35.4 | 100.0 | 65.5 | 77.2 | 1.3 | 56.2 | 3.0 | 1.0 | 6.0 |
| LB 400,000.00 - 500,000 | 148 | 65,557,041 | 6.64% | 7.85 | 1 | 680 | 99.7 | 99.7 | 0.0 | 43.6 | 27.5 | 98.6 | 61.3 | 77.1 | 0.0 | 56.2 | 3.0 | 1.0 | 6.0 |
| LB 500,000.01 - 600,000 | 82 | 44,997,109 | 4.56% | 7.84 | 1 | 680 | 99.6 | 99.6 | 0.0 | 44.0 | 20.7 | 100.0 | 69.1 | 84.3 | 0.0 | 69.7 | 3.0 | 1.0 | 6.0 |
| LB 600,000.01 - 700,000 | 35 | 22,819,557 | 2.31% | 7.75 | 1 | 703 | 100.0 | 100.0 | 0.0 | 42.9 | 14.1 | 100.0 | 65.3 | 88.2 | 0.0 | 79.2 | 3.0 | 1.0 | 6.0 |
| LB 700,000.01 - 800,000 | 24 | 17,903,875 | 1.81% | 7.84 | 1 | 686 | 100.0 | 100.0 | 0.0 | 43.9 | 4.2 | 100.0 | 58.0 | 100.0 | 0.0 | 87.3 | 3.0 | 1.0 | 6.0 |
| LB 800,000.01 - 900,000 | 14 | 11,799,777 | 1.20% | 7.50 | 2 | 687 | 98.4 | 99.8 | 0.0 | 46.9 | 6.9 | 100.0 | 57.2 | 100.0 | 6.9 | 100.0 | 3.0 | 1.0 | 6.0 |
| LB 900,000.01 - 1,000,000 | 1 | 920,000 | 0.09% | 8.13 | 1 | 757 | 100.0 | 100.0 | 0.0 | 49.0 | 0.0 | 100.0 | 0.0 | 100.0 | 0.0 | 0.0 | 3.0 | 1.0 | 6.0 |
| LB 1,000,000.01 + | 1 | 1,075,000 | 0.11% | 7.50 | 1 | 705 | 100.0 | 100.0 | 0.0 | 36.0 | 0.0 | 100.0 | 100.0 | 100.0 | 0.0 | 100.0 | 3.0 | 1.0 | 6.0 |
| FICO 526-550 | 21 | 2,206,756 | 0.22% | 8.05 | 2 | 545 | 77.1 | 78.7 | 0.0 | 37.3 | 82.1 | 100.0 | 96.5 | 19.3 | 7.6 | 11.8 | 3.0 | 1.0 | 6.0 |
| FICO 551-575 | 47 | 4,919,118 | 0.50% | 8.03 | 2 | 566 | 82.5 | 83.6 | 0.0 | 37.8 | 68.5 | 99.3 | 91.9 | 19.0 | 12.1 | 10.8 | 3.0 | 1.0 | 6.0 |
| FICO 576-600 | 938 | 105,082,572 | 10.64% | 8.59 | 1 | 590 | 99.3 | 99.3 | 0.0 | 40.8 | 96.8 | 100.0 | 84.0 | 94.7 | 0.0 | 24.9 | 3.0 | 1.0 | 6.0 |
| FICO 601-625 | 1,301 | 160,706,762 | 16.28% | 8.41 | 1 | 613 | 99.4 | 99.5 | 0.0 | 42.9 | 76.5 | 100.0 | 82.3 | 70.7 | 0.5 | 24.0 | 3.0 | 1.0 | 6.0 |
| FICO 626-650 | 1,399 | 207,604,033 | 21.03% | 8.09 | 1 | 639 | 99.7 | 99.7 | 0.0 | 43.2 | 54.7 | 99.9 | 78.9 | 76.1 | 0.1 | 35.9 | 3.0 | 1.0 | 6.0 |
| FICO 651-700 | 1,849 | 329,340,294 | 33.36% | 7.76 | 1 | 671 | 99.6 | 99.7 | 0.0 | 42.9 | 38.3 | 99.3 | 73.5 | 78.3 | 0.5 | 42.0 | 3.0 | 1.0 | 6.0 |
| FICO 701+ | 868 | 177,431,055 | 17.97% | 7.56 | 1 | 735 | 99.7 | 99.9 | 0.0 | 42.6 | 29.2 | 97.0 | 68.8 | 86.0 | 1.1 | 50.0 | 3.0 | 1.0 | 6.0 |
| LTV 80.00 | 56 | 8,924,501 | 0.90% | 6.94 | 2 | 639 | 80.0 | 88.2 | 0.0 | 43.2 | 71.0 | 100.0 | 63.8 | 25.7 | 44.5 | 44.3 | 3.0 | 1.0 | 6.0 |
| LTV 80.01- 85.00 | 25 | 3,280,477 | 0.33% | 7.60 | 2 | 600 | 84.5 | 84.5 | 0.0 | 37.5 | 39.9 | 100.0 | 97.6 | 5.0 | 0.0 | 10.3 | 3.0 | 1.0 | 6.0 |
| LTV 85.01- 90.00 | 52 | 6,034,186 | 0.61% | 7.95 | 2 | 608 | 89.7 | 89.7 | 0.0 | 39.9 | 31.2 | 98.4 | 92.2 | 12.7 | 0.0 | 21.0 | 3.0 | 1.0 | 6.0 |
| LTV 90.01- 95.00 | 54 | 7,079,229 | 0.72% | 7.63 | 2 | 647 | 94.5 | 94.5 | 0.0 | 40.1 | 47.5 | 94.5 | 80.8 | 20.4 | 0.0 | 10.6 | 3.0 | 1.0 | 6.0 |
| LTV 95.01-100.00 | 6,095 | 936,520,834 | 94.86% | 8.02 | 1 | 658 | 99.9 | 99.9 | 0.0 | 42.8 | 51.9 | 99.2 | 76.4 | 81.2 | 0.0 | 38.3 | 3.0 | 1.0 | 6.0 |
| LTV 100.01+ | 83 | 17,256,279 | 1.75% | 7.36 | 2 | 678 | 102.9 | 102.9 | 0.0 | 42.0 | 100.0 | 100.0 | 70.5 | 100.0 | 0.0 | 0.4 | 3.0 | 1.0 | 6.0 |
| Investor | 1 | 94,875 | 0.01% | 8.13 | 2 | 712 | 95.0 | 95.0 | 0.0 | 46.0 | 100.0 | 0.0 | 100.0 | 100.0 | 0.0 | 0.0 | 3.0 | 1.0 | 6.0 |
| Second Home | 49 | 7,816,302 | 0.79% | 7.74 | 2 | 726 | 99.4 | 99.4 | 0.0 | 36.7 | 98.3 | 0.0 | 51.9 | 99.5 | 0.0 | 9.2 | 3.0 | 1.0 | 6.0 |
| Silent 2nd | 24 | 5,417,500 | 0.55% | 6.67 | 2 | 663 | 79.7 | 96.9 | 0.0 | 43.3 | 78.1 | 100.0 | 56.7 | 41.9 | 100.0 | 53.8 | 3.0 | 1.0 | 6.0 |
| Simultaneous 2nds | 18 | 4,533,178 | 0.46% | 6.49 | 2 | 679 | 79.7 | 98.2 | 0.0 | 43.1 | 86.2 | 100.0 | 48.3 | 42.9 | 100.0 | 64.2 | 3.0 | 1.0 | 6.0 |
| Limited Doc | 16 | 2,518,991 | 0.26% | 7.58 | 1 | 698 | 99.6 | 99.6 | 0.0 | 37.5 | 0.0 | 100.0 | 44.4 | 98.7 | 0.0 | 19.6 | 2.9 | 1.0 | 6.0 |
| Stated Doc | 2,238 | 463,368,500 | 46.93% | 7.94 | 1 | 677 | 99.4 | 99.5 | 0.0 | 42.8 | 0.0 | 100.0 | 73.1 | 72.0 | 0.3 | 44.6 | 3.0 | 1.0 | 6.0 |
| No Doc | | | | | | | | | | | | | | | | | | | |
| Cashout Refi | 1,110 | 187,905,432 | 19.03% | 7.97 | 1 | 651 | 97.6 | 97.9 | 0.0 | 42.5 | 35.4 | 100.0 | 85.8 | 0.0 | 1.6 | 13.5 | 3.0 | 1.0 | 6.0 |
| Purchase | 5,192 | 782,710,561 | 79.28% | 7.99 | 1 | 659 | 99.9 | 100.0 | 0.0 | 42.7 | 57.0 | 99.0 | 74.0 | 100.0 | 0.3 | 43.3 | 3.0 | 1.0 | 6.0 |
| Refi Rate Term | 121 | 16,674,598 | 1.69% | 7.98 | 2 | 652 | 96.1 | 96.3 | 0.0 | 42.5 | 50.3 | 100.0 | 86.1 | 0.0 | 1.1 | 14.2 | 3.0 | 1.0 | 6.0 |
| 2-4 Family | 187 | 38,097,775 | 3.86% | 7.90 | 1 | 669 | 98.3 | 98.8 | 0.0 | 44.9 | 39.3 | 100.0 | 0.0 | 81.5 | 3.0 | 39.6 | 3.0 | 1.0 | 6.0 |
| Condo | 343 | 61,208,287 | 6.20% | 7.99 | 1 | 668 | 99.9 | 100.0 | 0.0 | 43.6 | 46.7 | 97.8 | 0.0 | 86.6 | 0.4 | 52.1 | 3.0 | 1.0 | 6.0 |
| ARM | 5,072 | 840,068,451 | 85.09% | 7.93 | 1 | 660 | 99.5 | 99.6 | 0.0 | 42.9 | 50.5 | 99.1 | 74.9 | 81.3 | 0.6 | 41.7 | 3.0 | 1.0 | 6.0 |
| Fixed | 1,351 | 147,222,141 | 14.91% | 8.31 | 1 | 643 | 99.0 | 99.0 | 0.0 | 41.0 | 65.7 | 99.7 | 85.6 | 67.6 | 0.0 | 11.3 | 0.0 | 0.0 | 0.0 |
| DTI 45.01-50 | 1,648 | 298,601,255 | 30.24% | 7.99 | 1 | 660 | 99.7 | 99.7 | 0.0 | 48.1 | 40.6 | 99.9 | 72.7 | 83.8 | 0.2 | 45.3 | 3.0 | 1.0 | 6.0 |
| DTI 50.01-55 | 947 | 136,814,056 | 13.86% | 7.86 | 1 | 651 | 99.2 | 99.4 | 0.0 | 53.2 | 82.7 | 100.0 | 77.5 | 68.1 | 1.1 | 38.1 | 3.0 | 1.0 | 6.0 |
| Back DTI > 55 | | | | | | | | | | | | | | | | | | | |
| IO Loans | 1,608 | 366,925,007 | 37.16% | 7.90 | 1 | 669 | 99.6 | 99.7 | 0.0 | 44.2 | 43.6 | 99.8 | 65.5 | 92.5 | 0.8 | 100.0 | 3.0 | 1.0 | 6.0 |
| Cali | 196 | 87,043,367 | 8.82% | 7.72 | 1 | 682 | 99.9 | 100.1 | 0.0 | 44.8 | 24.9 | 98.7 | 67.4 | 85.3 | 0.9 | 80.6 | 3.0 | 1.0 | 6.0 |
| N Cali | 60 | 28,653,264 | 2.90% | 7.74 | 1 | 684 | 100.1 | 100.1 | 0.0 | 44.9 | 13.7 | 98.3 | 76.3 | 89.8 | 0.0 | 86.4 | 3.0 | 1.0 | 6.0 |
| S Cali | 136 | 58,390,103 | 5.91% | 7.71 | 2 | 682 | 99.8 | 100.1 | 0.0 | 44.8 | 30.4 | 98.8 | 63.1 | 83.1 | 1.4 | 77.7 | 3.0 | 1.0 | 6.0 |
| NY | 323 | 42,346,671 | 4.29% | 8.07 | 1 | 665 | 100.0 | 100.0 | 0.0 | 42.1 | 51.5 | 99.3 | 72.0 | 90.9 | 0.0 | 23.0 | 3.0 | 1.0 | 6.0 |
| FL | 274 | 61,310,035 | 6.21% | 8.02 | 1 | 667 | 100.0 | 100.0 | 0.0 | 42.6 | 45.4 | 97.8 | 55.3 | 90.9 | 0.0 | 55.0 | 3.0 | 1.0 | 6.0 |
| Georgia | 177 | 29,590,109 | 3.00% | 8.02 | 2 | 655 | 99.9 | 99.9 | 0.0 | 42.8 | 54.8 | 98.9 | 65.1 | 70.0 | 0.0 | 34.7 | 3.0 | 1.0 | 6.0 |
| Ohio | 759 | 88,063,498 | 8.92% | 8.03 | 1 | 643 | 99.9 | 99.9 | 0.0 | 41.6 | 66.8 | 100.0 | 92.3 | 75.7 | 0.0 | 23.3 | 3.0 | 1.0 | 6.0 |
| Marylan | 122 | 33,162,348 | 3.36% | 7.83 | 1 | 667 | 100.3 | 100.3 | 0.0 | 44.1 | 52.6 | 100.0 | 61.7 | 93.2 | 0.0 | 58.7 | 3.0 | 1.0 | 6.0 |
| 40 yr Loans | 0 | 0 | 0.00% | 0.00 | 0 | 0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Purchase Loans w/Simul 2nds | 8 | 1,946,747 | 0.20% | 6.17 | 4 | 675 | 80.0 | 99.3 | 0.0 | 44.4 | 67.9 | 100.0 | 36.9 | 100.0 | 100.0 | 100.0 | 3.0 | 1.0 | 6.0 |
| Stated Doc Purchase Loans w/Simul 2nds | 4 | 625,300 | 0.06% | 6.21 | 2 | 686 | 80.0 | 100.0 | 0.0 | 38.3 | 0.0 | 100.0 | 75.8 | 100.0 | 100.0 | 100.0 | 3.0 | 1.0 | 6.0 |
| IO Purchase Loans w/Simul 2nds | 8 | 1,946,747 | 0.20% | 6.17 | 4 | 675 | 80.0 | 99.3 | 0.0 | 44.4 | 67.9 | 100.0 | 36.9 | 100.0 | 100.0 | 100.0 | 3.0 | 1.0 | 6.0 |
| Stated Doc IO Purchase Loans w/Simul 2nds | 4 | 625,300 | 0.06% | 6.21 | 2 | 686 | 80.0 | 100.0 | 0.0 | 38.3 | 0.0 | 100.0 | 75.8 | 100.0 | 100.0 | 100.0 | 3.0 | 1.0 | 6.0 |
| FICO Std Dev | 46.86 | | | | | | | | | | | | | | | | | | |
| LTV Std Dev | 3.75 | | | | | | | | | | | | | | | | | | |
IO | | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| Doc Stat = full | | | | | | Doc Stat = full | | | | |
| Occ Stat = owner occupied | | | | | | Occ Stat = not owner occupied | | | | |
| | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 | | | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 |
| <550 | 260,000.00 | - | - | - | - | | <550 | | | | | |
| >=550/<570 | - | 148,000.00 | - | 264,600.00 | - | | >=550/<570 | | | | | |
| >=570/<590 | - | - | 117,500.00 | 505,100.00 | 13,960,636.34 | | >=570/<590 | | | | | |
| >=590/<610 | - | 275,000.00 | 616,720.00 | 1,372,160.00 | 22,155,360.47 | | >=590/<610 | | | | | |
| >=610/<630 | - | - | 280,000.00 | 1,960,038.56 | 23,191,574.22 | | >=610/<630 | | | | | |
| >=630/<650 | - | - | 102,849.66 | 1,146,196.80 | 24,977,491.56 | | >=630/<650 | - | - | - | 294,500.00 | - |
| >=650/<670 | - | - | 884,000.00 | 2,474,749.30 | 21,377,424.95 | | >=650/<670 | | | | | |
| >=670/<690 | - | 200,000.00 | 321,600.00 | 1,355,397.00 | 13,977,529.61 | | >=670/<690 | | | | | |
| >=690/<710 | - | - | 818,727.25 | 1,064,950.00 | 9,563,276.15 | | >=690/<710 | - | - | - | - | 199,000.00 |
| >=710/<730 | - | - | - | 768,046.34 | 4,814,020.81 | | >=710/<730 | - | - | - | 139,950.00 | 52,750.00 |
| >=730 | - | - | - | 359,050.00 | 9,858,279.35 | | >=730 | - | - | - | - | 35,000.00 |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| Doc Stat = not full | | | | | | Doc Stat = not full | | | | |
| Occ Stat = owner occupied | | | | | | Occ Stat = not owner occupied | | | | |
| | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 | | | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 |
| <550 | | | | | | | <550 | | | | | |
| >=550/<570 | | | | | | | >=550/<570 | | | | | |
| >=570/<590 | | | | | | | >=570/<590 | | | | | |
| >=590/<610 | | | | | | | >=590/<610 | | | | | |
| >=610/<630 | - | - | 273,600.00 | 570,000.00 | 10,482,706.10 | | >=610/<630 | | | | | |
| >=630/<650 | - | 213,000.00 | - | 1,156,269.67 | 32,123,791.55 | | >=630/<650 | | | | | |
| >=650/<670 | - | 224,200.00 | 81,900.00 | 2,755,080.00 | 42,583,330.26 | | >=650/<670 | | | | | |
| >=670/<690 | - | 295,200.00 | 151,200.00 | 2,221,650.00 | 34,140,089.99 | | >=670/<690 | | | | | |
| >=690/<710 | - | - | 588,000.00 | 797,000.00 | 26,171,596.98 | | >=690/<710 | | | | | |
| >=710/<730 | - | - | - | 239,450.00 | 17,369,906.65 | | >=710/<730 | | | | | |
| >=730 | - | - | 168,000.00 | 1,497,198.91 | 32,930,358.23 | | >=730 | | | | | |
Non IO | | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| Doc Stat = full | | | | | | Doc Stat = full | | | | |
| Occ Stat = owner occupied | | | | | | Occ Stat = not owner occupied | | | | |
| | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 | | | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 |
| <550 | 99,936.23 | 287,805.09 | 1,071,225.51 | - | - | | <550 | | | | | |
| >=550/<570 | - | 507,992.40 | 610,954.72 | 645,021.66 | - | | >=550/<570 | | | | | |
| >=570/<590 | 229,329.67 | 418,902.97 | 1,043,939.55 | 1,040,786.88 | 35,319,755.69 | | >=570/<590 | | | | | |
| >=590/<610 | 199,855.24 | 684,233.19 | 299,765.55 | 3,176,111.53 | 70,726,988.85 | | >=590/<610 | | | | | |
| >=610/<630 | - | 59,872.13 | 256,977.65 | 3,444,679.28 | 65,285,411.13 | | >=610/<630 | | | | | |
| >=630/<650 | - | 477,692.59 | 476,465.69 | 3,290,362.22 | 58,460,725.44 | | >=630/<650 | | | | | |
| >=650/<670 | - | 508,538.14 | 312,592.53 | 2,460,094.60 | 43,976,841.32 | | >=650/<670 | | | | | |
| >=670/<690 | - | 92,418.39 | - | 1,900,649.99 | 22,529,682.74 | | >=670/<690 | - | - | - | - | 480,820.47 |
| >=690/<710 | - | - | 227,018.31 | 863,866.72 | 11,971,633.71 | | >=690/<710 | - | - | - | 281,385.73 | 1,740,756.10 |
| >=710/<730 | 36,970.41 | - | 563,526.17 | 369,851.60 | 7,147,715.53 | | >=710/<730 | - | - | - | 416,975.30 | 652,653.46 |
| >=730 | - | 334,918.39 | - | 441,692.96 | 12,604,395.29 | | >=730 | - | - | - | 245,876.81 | 3,235,956.78 |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| Doc Stat = not full | | | | | | Doc Stat = not full | | | | |
| Occ Stat = owner occupied | | | | | | Occ Stat = not owner occupied | | | | |
| | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 | | | < 70 | >= 70 / < 80 | >= 80 / < 90 | >= 90 / < 100 | >= 100 |
| <550 | - | - | 396,039.02 | - | - | | <550 | | | | | |
| >=550/<570 | 82,604.37 | 631,992.51 | 247,598.17 | 551,308.92 | - | | >=550/<570 | 36,686.11 | - | - | - | - |
| >=570/<590 | - | 342,704.69 | 369,172.03 | 626,000.43 | - | | >=570/<590 | | | | | |
| >=590/<610 | 49,968.12 | 329,759.20 | 313,521.93 | 2,253,160.03 | 6,541,223.80 | | >=590/<610 | | | | | |
| >=610/<630 | 83,006.24 | 115,868.12 | 1,084,940.49 | 3,308,890.32 | 22,990,131.03 | | >=610/<630 | | | | | |
| >=630/<650 | 98,699.27 | - | 720,917.64 | 3,700,552.64 | 42,064,552.53 | | >=630/<650 | | | | | |
| >=650/<670 | 259,747.29 | 80,691.05 | 448,922.35 | 3,459,029.60 | 51,125,027.62 | | >=650/<670 | | | | | |
| >=670/<690 | - | - | 195,331.68 | 2,539,293.47 | 37,873,707.04 | | >=670/<690 | | | | | |
| >=690/<710 | - | 439,561.89 | 217,898.66 | 2,659,790.70 | 28,093,103.45 | | >=690/<710 | | | | | |
| >=710/<730 | - | - | - | 1,413,202.87 | 15,378,955.04 | | >=710/<730 | - | - | - | 98,866.70 | - |
| >=730 | - | 89,933.21 | 63,826.67 | 1,981,774.89 | 25,496,000.60 | | >=730 | | | | | |
| | | | | | | | | | | | | | |
| | Deal Name | Data |
Collateral Characteristics | | Pool Balance | | $ | 987,290,591.41 | |
| | | | | | |
WA DTI | | | | | 42.65 | % |
| | | | | | |
DTI Distribution | | DTI <10.00 | | % | 0.26 | |
| | DTI 10.00-19.99 | | % | 1.36 | |
| | DTI 20.00-29.99 | | % | 6.49 | |
| | DTI 30.00-39.99 | | % | 21.43 | |
| | DTI 40.00-49.99 | | % | 50.24 | |
| | DTI 50.00-59.99 | | % | 20.21 | |
| | DTI 60.00-69.99 | | % | | |
| | | | | | |
LTV Distribution | | LTV <20 | | % | 0.00 | |
| | LTV 20.01-30 | | % | 0.00 | |
| | LTV 30.01-40 | | % | 0.01 | |
| | LTV 40.01-50 | | % | 0.00 | |
| | LTV 50.01-60 | | % | 0.04 | |
| | LTV 60.01-70 | | % | 0.11 | |
| | LTV 70.01-80 | | % | 1.57 | |
| | LTV 80.01-90 | | % | 0.94 | |
| | LTV 90.01-100 | | % | 95.57 | |
| | LTV >100 | | % | 1.75 | |
| | | | | | |
Please populate column D (&E) with the corresponding pool characteristics in Column B. - For values in currency format, omit $. - For values in percentage format, provide data to 3 decimal places and omit %. - For WAC Net Rate, subtract servicing fee, trustee fee, and initial MI fee. - For MI Flag, Y or N. |
Balance | WAC | FICO | LTV | Occupancy | Purpose | Property Type | State | City | ZIP | DTI | | Documentation |
650000.00 | 6.999 | 744 | 100.00 | Primary | Purchase | PUD | CA | OAKLAND | 94619 | 46.00 | | Stated Plus Documentation |
800000.00 | 7.125 | 781 | 100.00 | Primary | Purchase | PUD | VA | LORTON | 22079 | 43.00 | | Stated Plus Documentation |
688893.16 | 7.125 | 746 | 100.00 | Primary | Purchase | Single Family | OH | POWELL | 43065 | 39.00 | | Stated Plus Documentation |
750000.00 | 7.625 | 693 | 100.00 | Primary | Purchase | 2 Units | CA | SAN JOSE | 95127 | 47.00 | | Stated Plus Documentation |
630000.00 | 7.875 | 717 | 100.00 | Primary | Purchase | Single Family | CA | PASADENA | 91104 | 32.00 | | Stated Plus Documentation |
650000.00 | 7.250 | 682 | 100.00 | Primary | Purchase | PUD | CA | SAN DIEGO | 92111 | 48.00 | | Stated Plus Documentation |
665000.00 | 7.625 | 642 | 100.00 | Primary | Purchase | Single Family | CA | CASTROVILLE | 95012 | 48.00 | | Stated Plus Documentation |
719000.00 | 7.375 | 685 | 100.00 | Primary | Purchase | Single Family | CA | LOS ANGELES | 90065 | 47.00 | | Stated Plus Documentation |
895000.00 | 6.999 | 767 | 100.00 | Primary | Purchase | Single Family | CA | CASTRO VALLEY | 94552 | 41.00 | | Stated Plus Documentation |
639047.09 | 7.500 | 664 | 100.00 | Primary | Cash Out Refinance | Single Family | NY | OSSINING | 10562 | 38.00 | | No Income Verification |
721000.00 | 7.875 | 673 | 100.00 | Primary | Purchase | PUD | GA | ATLANTA | 30312 | 45.00 | | Stated Plus Documentation |
812500.00 | 7.500 | 644 | 100.00 | Primary | Purchase | Single Family | MD | PASADENA | 21122 | 50.00 | | Stated Plus Documentation |
730000.00 | 8.125 | 779 | 100.00 | Primary | Purchase | Single Family | CA | ESCONDIDO | 92027 | 45.00 | | No Income Verification |
885000.00 | 8.125 | 685 | 100.00 | Primary | Purchase | Single Family | IL | CHICAGO | 60622 | 47.00 | | Stated Plus Documentation |
750000.00 | 7.750 | 748 | 100.00 | Primary | Purchase | Single Family | NJ | MONTCLAIR | 07042 | 50.00 | | No Income Verification |
664586.98 | 7.375 | 666 | 100.00 | Primary | Purchase | Single Family | DC | WASHINGTON | 20012 | 30.00 | | Stated Plus Documentation |
744117.16 | 8.625 | 655 | 100.00 | Primary | Purchase | Single Family | IL | NAPERVILLE | 60564 | 38.00 | | No Income Verification |
818727.25 | 5.875 | 709 | 80.00 | Primary | Purchase | PUD | CA | RANCHO MIRAGE | 92270 | 43.00 | | Full Documentation |
674035.56 | 8.250 | 761 | 100.00 | Primary | Cash Out Refinance | Single Family | GA | LITHONIA | 30038 | 32.00 | | No Income Verification |
729552.63 | 7.875 | 675 | 100.00 | Primary | Purchase | Single Family | CA | WOODLAND HILLS AREA | 91364 | 44.00 | | Stated Plus Documentation |
702000.00 | 8.625 | 639 | 100.00 | Primary | Purchase | Single Family | VA | FALLS CHURCH | 22042 | 42.00 | | Stated Plus Documentation |
610000.00 | 7.625 | 806 | 100.00 | Primary | Purchase | Single Family | CA | VENTURA | 93001 | 41.00 | | Stated Plus Documentation |
641600.00 | 7.125 | 792 | 100.00 | Primary | Purchase | Single Family | CA | OAKDALE | 95361 | 49.00 | | No Income Verification |
635000.00 | 7.500 | 704 | 100.00 | Primary | Purchase | Single Family | MD | ARNOLD | 21012 | 51.00 | | Full Documentation |
720000.00 | 8.250 | 705 | 100.00 | Primary | Purchase | Condominium | FL | MIAMI | 33133 | 42.00 | | No Income Verification |
622000.00 | 8.500 | 657 | 100.00 | Primary | Purchase | Single Family | CA | HERCULES | 94547 | 39.00 | | No Income Verification |
614800.00 | 6.875 | 761 | 100.00 | Primary | Purchase | 2 Units | NY | JAMAICA | 11435 | 35.00 | | No Income Verification |
610000.00 | 7.125 | 672 | 100.00 | Primary | Purchase | Single Family | CA | SAN JOSE | 95133 | 46.00 | | Stated Plus Documentation |
615000.00 | 7.625 | 643 | 100.00 | Primary | Purchase | Single Family | CA | SAN DIEGO | 92115 | 55.00 | | Full Documentation |
825000.00 | 7.375 | 671 | 97.04 | Primary | Purchase | PUD | VA | LANSDOWNE | 20176 | 46.00 | | Stated Plus Documentation |
685000.00 | 8.375 | 687 | 100.00 | Primary | Purchase | Single Family | CA | NORTH HOLLYWOOD AREA | 91606 | 41.00 | | Stated Plus Documentation |
725300.00 | 7.250 | 683 | 100.00 | Primary | Purchase | Single Family | VA | SPOTSYLVANIA | 22553 | 45.00 | | Stated Plus Documentation |
679414.48 | 7.000 | 725 | 100.00 | Primary | Cash Out Refinance | Single Family | MN | NORTHFIELD | 55057 | 45.00 | | No Income Verification |
660000.00 | 7.625 | 649 | 100.00 | Primary | Purchase | Condominium | CA | MARINA DEL REY | 90292 | 42.00 | | No Income Verification |
729000.00 | 7.500 | 682 | 100.00 | Primary | Purchase | Single Family | CA | MERCED | 95340 | 45.00 | | Stated Plus Documentation |
800000.00 | 7.250 | 681 | 100.00 | Primary | Purchase | Single Family | CA | BONITA | 91902 | 47.00 | | Stated Plus Documentation |
649900.00 | 8.375 | 706 | 100.00 | Primary | Purchase | PUD | FL | PALM COAST | 32137 | 43.00 | | No Income Verification |
700000.00 | 7.999 | 678 | 100.00 | Primary | Purchase | Single Family | MD | UPPER MARLBORO | 20774 | 38.00 | | Stated Plus Documentation |
705000.00 | 7.375 | 662 | 100.00 | Primary | Purchase | Condominium | CA | OXNARD | 93030 | 42.00 | | Stated Plus Documentation |
645000.00 | 8.625 | 619 | 100.00 | Primary | Purchase | PUD | FL | MIRAMAR | 33029 | 48.00 | | Full Documentation |
770000.00 | 7.375 | 641 | 100.00 | Primary | Purchase | Single Family | CA | SCOTTS VALLEY | 95066 | 43.00 | | Stated Plus Documentation |
750000.00 | 8.625 | 621 | 100.00 | Primary | Purchase | PUD | CA | CHULA VISTA | 91914 | 39.00 | | Stated Plus Documentation |
875000.00 | 6.750 | 652 | 100.00 | Primary | Purchase | Single Family | VA | FAIRFAX STATION | 22039 | 49.00 | | Stated Plus Documentation |
767850.00 | 7.625 | 720 | 100.00 | Primary | Purchase | PUD | CA | CHULA VISTA | 91915 | 47.00 | | Stated Plus Documentation |
883500.00 | 7.990 | 794 | 100.00 | Primary | Purchase | Condominium | IL | CHICAGO | 60611 | 49.00 | | No Income Verification |
748355.13 | 6.750 | 678 | 100.00 | Primary | Purchase | Single Family | FL | CORAL SPRINGS | 33065 | 39.00 | | Full Documentation |
820000.00 | 7.999 | 642 | 100.00 | Primary | Purchase | Single Family | CA | OAK VIEW AREA | 93022 | 49.00 | | Stated Plus Documentation |
605000.00 | 7.375 | 683 | 100.00 | Primary | Purchase | Single Family | MI | BIRMINGHAM | 48009 | 45.00 | | Stated Plus Documentation |
664080.00 | 7.500 | 786 | 100.00 | Primary | Purchase | Single Family | IL | METTAWA | 60045 | 41.00 | | Stated Plus Documentation |
698542.75 | 8.125 | 691 | 100.00 | Primary | Purchase | 3 Units | NY | BROOKLYN | 11203 | 50.00 | | Full Documentation |
720000.00 | 8.750 | 632 | 100.00 | Primary | Purchase | Single Family | CA | DALY CITY | 94015 | 50.00 | | Stated Plus Documentation |
636857.00 | 7.990 | 707 | 100.00 | Primary | Purchase | Single Family | IL | METTAWA | 60045 | 48.00 | | No Income Verification |
735000.00 | 8.125 | 645 | 100.00 | Primary | Purchase | Single Family | CA | DIAMOND BAR | 91765 | 41.00 | | Stated Plus Documentation |
790000.00 | 7.375 | 707 | 100.00 | Primary | Purchase | Single Family | VA | GREAT FALLS | 22066 | 44.00 | | Stated Plus Documentation |
856000.00 | 6.999 | 747 | 100.00 | Primary | Purchase | PUD | CA | CHULA VISTA | 91915 | 45.00 | | Stated Plus Documentation |
920000.00 | 8.125 | 757 | 100.00 | Primary | Purchase | PUD | TX | HOUSTON | 77063 | 49.00 | | Stated Plus Documentation |
700000.00 | 8.375 | 670 | 100.00 | Primary | Purchase | Single Family | MI | COMMERCE TOWNSHIP | 48382 | 38.00 | | Stated Plus Documentation |
664000.00 | 7.625 | 787 | 100.00 | Primary | Purchase | PUD | FL | PINELLAS PARK | 33782 | 43.00 | | Stated Plus Documentation |
623000.00 | 7.999 | 648 | 100.00 | Primary | Purchase | Single Family | CA | PETALUMA | 94954 | 44.00 | | Stated Plus Documentation |
680000.00 | 8.500 | 701 | 100.00 | Primary | Purchase | Single Family | IL | ORLAND PARK | 60467 | 49.00 | | No Income Verification |
625000.00 | 7.625 | 684 | 100.00 | Primary | Purchase | Single Family | CA | CLAREMONT | 91711 | 29.00 | | Full Documentation |
854900.00 | 7.999 | 651 | 100.00 | Primary | Purchase | PUD | CA | CORONA | 92883 | 49.00 | | Stated Plus Documentation |
727700.00 | 8.750 | 704 | 100.00 | Primary | Purchase | Condominium | MI | BEVERLY HILLS | 48025 | 36.00 | | No Income Verification |
795000.00 | 8.750 | 676 | 100.00 | Primary | Purchase | Condominium | CO | DENVER | 80203 | 43.00 | | Stated Plus Documentation |
611900.00 | 8.125 | 704 | 100.00 | Primary | Purchase | Single Family | NJ | WILDWOOD | 08260 | 38.00 | | No Income Verification |
690000.00 | 7.500 | 712 | 100.00 | Primary | Cash Out Refinance | 2 Units | NJ | CLIFFSIDE PARK | 07010 | 47.00 | | No Income Verification |
810000.00 | 7.125 | 666 | 100.00 | Primary | Purchase | Single Family | OH | HUDSON | 44236 | 47.00 | | Stated Plus Documentation |
1075000.00 | 7.500 | 705 | 100.00 | Primary | Purchase | Single Family | CA | LIVERMORE | 94550 | 36.00 | | Stated Plus Documentation |
662000.00 | 7.250 | 773 | 100.00 | Primary | Purchase | PUD | VA | WOODBRIDGE | 22192 | 47.00 | | Stated Plus Documentation |
649900.00 | 8.375 | 696 | 100.00 | Primary | Purchase | 2 Units | CA | LOS ANGELES | 90039 | 48.00 | | No Income Verification |
680000.00 | 8.375 | 650 | 100.00 | Primary | Purchase | 2 Units | CA | SAN JOSE | 95112 | 49.00 | | Stated Plus Documentation |
840000.00 | 8.500 | 630 | 100.00 | Primary | Purchase | Single Family | CA | ROSEVILLE | 95747 | 45.00 | | Stated Plus Documentation |
815000.00 | 8.375 | 643 | 100.00 | Primary | Purchase | Single Family | CT | ROXBURY | 06783 | 49.00 | | Stated Plus Documentation |
809150.00 | 7.375 | 708 | 100.00 | Primary | Purchase | PUD | CA | ROSEVILLE | 95747 | 48.00 | | Stated Plus Documentation |
775000.00 | 7.625 | 699 | 100.00 | Primary | Purchase | PUD | SC | PAWLEYS ISLAND | 29585 | 49.00 | | No Income Verification |
Please provide loan level data for loans with a balance over $600,000. | | | | | | | | |
Product Type | WA IO Term | Number of Loans | Loan Balance | Avg. Loan Balance | % of Total IO | % of Total Pool | WA FICO | WA LTV | % Owner Occupied | % Purchase | % Investor | WA DTI | % Full Doc |
5YR I/O FIXED RATE | 60 | 99 | 16,699,204.53 | 168,678.83 | 4.55% | 1.69% | 637 | 99.37 | 99.79% | 88.55% | 0.00% | 42.59 | 68.25% |
5Yr IO - 2/28 6 Mo LIBOR ARM | 60 | 1102 | 268,553,898.90 | 243,696.82 | 73.19% | 27.20% | 671 | 99.61 | 99.87% | 92.96% | 0.00% | 44.39 | 38.55% |
5Yr IO - 3/27 6 Mo LIBOR ARM | 60 | 394 | 79,047,502.42 | 200,628.18 | 21.54% | 8.01% | 667 | 99.53 | 99.56% | 92.72% | 0.00% | 43.91 | 54.22% |
5Yr IO - 5/25 6 Mo LIBOR ARM | 60 | 12 | 2,510,400.86 | 209,200.07 | 0.68% | 0.25% | 674 | 98.57 | 100.00% | 61.21% | 0.00% | 44.88 | 78.89% |
5Yr IO - 6 Mo LIBOR ARM | 60 | 1 | 114,000.00 | 114,000.00 | 0.03% | 0.01% | 595 | 89.07 | 100.00% | 0.00% | 0.00% | 50.00 | 100.00% |
Total | 60 | 1608 | 366,925,006.71 | 228,187.19 | 100.00% | 37.16% | 669 | 99.57 | 99.80% | 92.46% | 0.00% | 44.21 | 43.58% |
Please fill out chart with the appropriate characteristics for each rep line. Please note '% of total IO' should add up to 100%. Columns G, I, J, L, and M refer to % within the specific product type so they should not sum to 100%. |
| | | | | | | | | |
Initial Periodic Caps |
Product Type | 1.00% | 1.50% | 2.00% | 2.50% | 3.00% | 3.50% | 4.00% | 4.50% | 5.00% |
5YR I/O FIXED RATE | 0.00% | | | | 0.00% | | | | |
5Yr IO - 2/28 6 Mo LIBOR ARM | 0.00% | | | | 27.20% | | | | |
5Yr IO - 3/27 6 Mo LIBOR ARM | 0.00% | | | | 8.01% | | | | |
5Yr IO - 5/25 6 Mo LIBOR ARM | 0.00% | | | | 0.25% | | | | |
5Yr IO - 6 Mo LIBOR ARM | 0.01% | | | | 0.00% | | | | |
Total | 0.01% | | | | 35.46% | | | | |
Please fill out with total value dollars for loans in the pool that fall into teach cell of the matrix. |
Deal Name: First Franklin 2005-FFH4 | | | | |
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The percentages per table should add up to 100% | | | |
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FICO & Documentation | | | | | | | | |
FICO Score | Full DOC | Stated Doc | Reduced / Limited Doc | No Doc | All Docs | WAC | Avg Prin Bal | Original LTV |
501 - 550 | 0.18 | 0.04 | - | - | 0.22 | 8.047 | 105,084 | 77.13 |
551 - 600 | 10.64 | 0.50 | - | - | 11.14 | 8.568 | 111,677 | 98.53 |
601 - 650 | 23.95 | 13.30 | 0.05 | - | 37.31 | 8.232 | 136,411 | 99.56 |
651 - 700 | 12.79 | 20.49 | 0.08 | - | 33.36 | 7.756 | 178,118 | 99.59 |
701 - 750 | 3.80 | 9.14 | 0.03 | - | 12.97 | 7.568 | 199,489 | 99.70 |
751 - 800 | 1.36 | 3.34 | 0.08 | - | 4.78 | 7.522 | 221,530 | 99.85 |
801 - 850 | 0.08 | 0.14 | - | - | 0.22 | 7.529 | 167,154 | 100.00 |
Total | 52.81 | 46.93 | 0.26 | - | 100.00 | 7.989 | 153,712 | 99.44 |
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LTV & FICO | | | | | | | | | | | | | | | | |
Current LTV | FICO < 450 | 450 - 500 | 501 - 550 | 551 - 600 | 601 - 650 | 651 - 700 | 701 - 750 | 751 - 800 | 801 - 850 | total FICO | Avg Prin Bal | WAC | Gross Margin | Limited Doc | Stated Doc | |
<=020 | - | - | - | - | 0.00 | - | - | - | - | - | 24,986 | 9.000 | - | - | - | |
030.01-035 | - | - | 0.01 | - | - | - | - | - | - | 0.01 | 99,936 | 8.250 | 6.500 | - | - | |
045.01-050 | - | - | - | 0.00 | - | - | - | - | - | - | 36,686 | 8.750 | 6.250 | - | - | |
050.01-055 | - | - | - | 0.02 | - | - | - | - | - | 0.02 | 199,855 | 7.625 | - | - | - | |
055.01-060 | - | - | - | 0.01 | - | - | 0.00 | - | - | 0.02 | 77,685 | 6.934 | 5.863 | - | - | |
060.01-065 | - | - | - | 0.02 | 0.02 | 0.03 | - | - | - | 0.06 | 115,605 | 6.703 | 5.410 | - | 0.05 | |
065.01-070 | - | - | 0.03 | 0.02 | 0.01 | - | - | - | - | 0.05 | 132,706 | 7.845 | 5.625 | - | 0.01 | |
070.01-075 | - | - | 0.02 | 0.13 | 0.12 | 0.04 | - | - | - | 0.30 | 136,504 | 7.218 | 5.561 | - | 0.12 | |
075.01-080 | - | - | 0.10 | 0.21 | 0.34 | 0.41 | 0.16 | 0.04 | - | 1.27 | 162,218 | 6.929 | 5.521 | - | 0.42 | |
080.01-085 | - | - | 0.07 | 0.13 | 0.07 | 0.06 | - | - | - | 0.33 | 131,219 | 7.600 | 6.107 | - | 0.20 | |
085.01-090 | - | - | - | 0.34 | 0.15 | 0.11 | 0.01 | - | - | 0.61 | 116,042 | 7.952 | 6.182 | - | 0.42 | |
090.01-095 | - | - | - | 0.03 | 0.40 | 0.23 | 0.06 | - | - | 0.72 | 131,097 | 7.631 | 6.416 | - | 0.38 | |
095.01-100 | - | - | - | 10.23 | 35.78 | 31.57 | 12.45 | 4.60 | 0.22 | 94.86 | 153,654 | 8.022 | 6.470 | 0.25 | 45.34 | |
100+ | - | - | - | - | 0.42 | 0.91 | 0.28 | 0.13 | - | 1.75 | 207,907 | 7.356 | 6.273 | - | - | |
Total | - | - | 0.22 | 11.14 | 37.31 | 33.36 | 12.97 | 4.78 | 0.22 | 100.00 | 153,712 | 7.989 | 6.449 | 0.26 | 46.93 | |
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Prin Balance & FICO | | | | | | | | | | | | | | | |
Prin Balance | FICO < 450 | 450 - 500 | 501 - 550 | 551 - 600 | 601 - 650 | 651 - 700 | 701 - 750 | 751 - 800 | 801 - 850 | total FICO | Original LTV | WAC | Gross Margin | Limited Doc | Stated Doc |
1 - 50,000 | - | - | 0.01 | 0.29 | 0.74 | 0.27 | 0.09 | 0.05 | 0.01 | 1.46 | 98.40 | 8.539 | 6.866 | 0.01 | 0.19 |
50,001 - 100,000 | - | - | 0.06 | 3.65 | 8.15 | 4.03 | 1.17 | 0.35 | 0.05 | 17.47 | 99.34 | 8.271 | 6.656 | 0.01 | 3.95 |
100,001 - 150,000 | - | - | 0.07 | 3.43 | 9.06 | 5.60 | 1.71 | 0.63 | - | 20.49 | 99.61 | 8.040 | 6.497 | 0.07 | 6.39 |
150,001 - 200,000 | - | - | 0.05 | 1.58 | 6.03 | 5.29 | 2.20 | 0.48 | 0.02 | 15.66 | 99.43 | 7.928 | 6.444 | 0.03 | 6.69 |
200,001 - 250,000 | - | - | - | 0.93 | 3.63 | 3.95 | 1.19 | 0.47 | 0.02 | 10.19 | 99.50 | 7.930 | 6.409 | - | 5.30 |
250,001 - 300,000 | - | - | 0.03 | 0.58 | 2.80 | 2.87 | 0.97 | 0.19 | 0.03 | 7.47 | 98.69 | 7.911 | 6.385 | 0.03 | 4.19 |
300,001 - 350,000 | - | - | - | 0.16 | 1.82 | 2.32 | 1.14 | 0.34 | - | 5.78 | 99.44 | 7.829 | 6.361 | - | 3.33 |
350,001 - 400,000 | - | - | - | 0.12 | 1.38 | 2.32 | 0.83 | 0.29 | 0.04 | 4.97 | 99.55 | 7.864 | 6.354 | 0.04 | 3.65 |
400,001 - 450,000 | - | - | - | 0.13 | 0.96 | 1.95 | 0.61 | 0.48 | - | 4.13 | 99.91 | 7.861 | 6.357 | - | 2.87 |
450,001 - 500,000 | - | - | - | - | 0.58 | 0.96 | 0.67 | 0.10 | - | 2.31 | 99.43 | 7.777 | 6.325 | - | 1.78 |
500,001 - 550,000 | - | - | - | 0.16 | 0.54 | 0.90 | 0.64 | 0.27 | - | 2.51 | 99.44 | 7.811 | 6.386 | - | 2.09 |
550,001 - 600,000 | - | - | - | 0.11 | 0.52 | 0.77 | 0.35 | 0.30 | - | 2.05 | 99.85 | 7.880 | 6.372 | 0.06 | 1.47 |
600,001 - 650,000 | - | - | - | - | 0.19 | 0.45 | 0.39 | 0.13 | 0.06 | 1.21 | 100.00 | 7.712 | 6.171 | - | 0.96 |
650,001 - 700,000 | - | - | - | - | 0.20 | 0.35 | 0.28 | 0.27 | - | 1.10 | 100.00 | 7.793 | 6.446 | - | 1.03 |
700,001 - 750,000 | - | - | - | - | 0.29 | 0.67 | 0.22 | 0.07 | - | 1.26 | 100.00 | 7.955 | 6.259 | - | 1.18 |
750,001 - 800,000 | - | - | - | - | 0.08 | 0.24 | 0.16 | 0.08 | - | 0.56 | 100.00 | 7.589 | 6.071 | - | 0.56 |
800,001 - 850,000 | - | - | - | - | 0.33 | 0.17 | 0.16 | - | - | 0.66 | 97.13 | 7.519 | 6.124 | - | 0.58 |
850,001 - 900,000 | - | - | - | - | - | 0.26 | 0.09 | 0.18 | - | 0.53 | 100.00 | 7.477 | 6.190 | - | 0.53 |
900,001 - 950,000 | - | - | - | - | - | - | - | 0.09 | - | 0.09 | 100.00 | 8.125 | 7.375 | - | 0.09 |
1,000,001 >= | - | - | - | - | - | - | 0.11 | - | - | 0.11 | 100.00 | 7.500 | 6.375 | - | 0.11 |
Total | - | - | 0.22 | 11.14 | 37.31 | 33.36 | 12.97 | 4.78 | 0.22 | 100.00 | 99.44 | 7.989 | 6.449 | 0.26 | 46.93 |
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Prepayment Penalty & FICO | | | | | | | | | | | | | | | |
Prepayment Penalty Term | FICO < 450 | 450 - 500 | 501 - 550 | 551 - 600 | 601 - 650 | 651 - 700 | 701 - 750 | 751 - 800 | 801 - 850 | total FICO | Original LTV | WAC | Gross Margin | Avg Prin Bal | Limited Doc | Stated Doc |
0 | - | - | 0.06 | 3.12 | 11.45 | 10.82 | 5.20 | 1.89 | 0.14 | 32.68 | 99.17 | 8.035 | 6.435 | 174,679 | 0.09 | 15.63 |
12 | - | - | - | 0.37 | 1.33 | 1.79 | 0.75 | 0.24 | - | 4.49 | 99.87 | 8.185 | 6.367 | 189,256 | 0.03 | 2.35 |
24 | - | - | 0.13 | 4.93 | 15.67 | 13.07 | 4.44 | 1.87 | 0.04 | 40.15 | 99.58 | 8.009 | 6.473 | 149,428 | 0.12 | 18.74 |
36 | - | - | 0.03 | 2.72 | 8.85 | 7.67 | 2.58 | 0.79 | 0.04 | 22.68 | 99.49 | 7.847 | 6.436 | 132,587 | 0.01 | 10.21 |
Total | - | - | 0.22 | 11.14 | 37.31 | 33.36 | 12.97 | 4.78 | 0.22 | 100.00 | 99.44 | 7.989 | 6.449 | 153,712 | 0.26 | 46.93 |
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Mortg Rates & FICO | | | | | | | | | | | | | | | | |
Mortg Rates | FICO < 450 | 450 - 500 | 501 - 550 | 551 - 600 | 601 - 650 | 651 - 700 | 701 - 750 | 751 - 800 | 801 - 850 | total FICO | Original LTV | WAC | Gross Margin | Avg Prin Bal | Limited Doc | Stated Doc |
5.501- 6.000 | - | - | - | - | 0.03 | 0.10 | 0.13 | 0.04 | - | 0.29 | 84.84 | 5.884 | 5.362 | 223,169 | - | 0.09 |
6.001- 6.500 | - | - | 0.01 | - | 0.07 | 0.60 | 0.35 | 0.09 | 0.02 | 1.15 | 94.57 | 6.384 | 5.849 | 183,071 | - | 0.48 |
6.501- 7.000 | - | - | - | 0.10 | 1.18 | 3.03 | 2.38 | 0.90 | 0.01 | 7.60 | 98.12 | 6.889 | 6.053 | 196,541 | 0.07 | 3.02 |
7.001- 7.500 | - | - | 0.05 | 0.36 | 3.31 | 8.74 | 3.77 | 1.79 | 0.07 | 18.09 | 99.43 | 7.354 | 6.228 | 192,895 | 0.04 | 9.66 |
7.501- 8.000 | - | - | 0.07 | 1.44 | 10.40 | 11.46 | 3.98 | 1.03 | 0.08 | 28.46 | 99.65 | 7.826 | 6.388 | 161,473 | 0.13 | 14.93 |
8.001- 8.500 | - | - | 0.06 | 3.63 | 11.71 | 6.55 | 1.64 | 0.67 | 0.04 | 24.30 | 99.69 | 8.321 | 6.602 | 145,223 | 0.01 | 11.01 |
8.501- 9.000 | - | - | 0.04 | 3.70 | 8.19 | 2.59 | 0.61 | 0.22 | - | 15.36 | 99.81 | 8.787 | 6.774 | 128,745 | - | 6.27 |
9.001- 9.500 | - | - | 0.00 | 1.42 | 2.00 | 0.25 | 0.11 | 0.04 | - | 3.83 | 99.86 | 9.279 | 7.071 | 100,272 | - | 1.23 |
9.501-10.000 | - | - | - | 0.41 | 0.38 | 0.04 | - | - | - | 0.83 | 99.81 | 9.730 | 7.356 | 97,506 | - | 0.22 |
10.001-10.500 | - | - | - | 0.06 | 0.02 | - | - | - | - | 0.08 | 100.00 | 10.267 | 7.790 | 90,394 | - | 0.01 |
Total | - | - | 0.22 | 11.14 | 37.31 | 33.36 | 12.97 | 4.78 | 0.22 | 100.00 | 99.44 | 7.989 | 6.449 | 153,712 | 0.26 | 46.93 |
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Mortg Rates & LTV | | | | | | | | | | | | | | | | |
Mortg Rates | LTV <= 50 | 50.01 - 60 | 60.01 - 70 | 70.01 - 80 | 80.01 - 90 | 90.01 - 100 | 100+ | total LTV | FICO | Gross Margin | Avg Prin Bal | Limited Doc | Stated Doc |
5.501- 6.000 | - | - | 0.01 | 0.20 | - | 0.08 | - | 0.29 | 699 | 5.362 | 223,169 | - | 0.09 |
6.001- 6.500 | - | - | 0.03 | 0.23 | 0.02 | 0.80 | 0.07 | 1.15 | 695 | 5.849 | 183,071 | - | 0.48 |
6.501- 7.000 | - | 0.01 | - | 0.58 | 0.09 | 6.54 | 0.39 | 7.60 | 694 | 6.053 | 196,541 | 0.07 | 3.02 |
7.001- 7.500 | - | 0.00 | 0.04 | 0.23 | 0.26 | 16.84 | 0.72 | 18.09 | 684 | 6.228 | 192,895 | 0.04 | 9.66 |
7.501- 8.000 | - | 0.02 | 0.00 | 0.19 | 0.30 | 27.46 | 0.49 | 28.46 | 663 | 6.388 | 161,473 | 0.13 | 14.93 |
8.001- 8.500 | 0.01 | - | 0.04 | 0.10 | 0.14 | 23.93 | 0.09 | 24.30 | 643 | 6.602 | 145,223 | 0.01 | 11.01 |
8.501- 9.000 | 0.01 | - | - | 0.03 | 0.11 | 15.21 | - | 15.36 | 628 | 6.774 | 128,745 | - | 6.27 |
9.001- 9.500 | - | - | - | 0.01 | 0.02 | 3.80 | - | 3.83 | 617 | 7.071 | 100,272 | - | 1.23 |
9.501-10.000 | - | - | - | - | 0.01 | 0.82 | - | 0.83 | 605 | 7.356 | 97,506 | - | 0.22 |
10.001-10.500 | - | - | - | - | - | 0.08 | - | 0.08 | 597 | 7.790 | 90,394 | - | 0.01 |
Total | 0.02 | 0.04 | 0.11 | 1.57 | 0.94 | 95.57 | 1.75 | 100.00 | 657 | 6.449 | 153,712 | 0.26 | 46.93 |
First Franklin 2005-FFH4
| | aggregate pool | | group: ___1 | | group: ___2 |
gross WAC | | 7.99 | | | 8.05 | | | 7.92 | |
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wtd avg FICO | | 657 | | | 647 | | | 669 | |
FICO < 600 | | 10.6 | % | | 13.3 | % | | 7.5 | % |
FICO 600-650 | | 38.1 | % | | 45.1 | % | | 29.9 | % |
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wtd avg CLTV | | 99.5 | | | 99.2 | | | 100.0 | |
CLTV = 80 | | 0.5 | % | | 0.7 | % | | 0.2 | % |
CLTV > 80.01 | | 98.8 | % | | 98.0 | % | | 99.7 | % |
LTV 95.01 -100 | | 94.9 | % | | 94.5 | % | | 95.3 | % |
Full Doc (%) | | 52.8 | % | | 63.1 | % | | 40.9 | % |
Stated Doc (%) | | 46.9 | % | | 36.7 | % | | 58.8 | % |
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purch (%) | | 79.3 | % | | 67.3 | % | | 93.1 | % |
CO refi (%) | | 19.0 | % | | 29.9 | % | | 6.5 | % |
Own Occ (%) | | 99.2 | % | | 98.7 | % | | 99.8 | % |
Prepay Penalty (%) | | 67.3 | % | | 72.6 | % | | 61.2 | % |
DTI (%) | | 42.6 | | | 42.7 | | | 42.6 | |
ARM ? (%) | | 85.1 | % | | 80.2 | % | | 90.7 | % |
2/28 (%) | | 64.7 | % | | 61.7 | % | | 68.3 | % |
3/27 (%) | | 19.5 | % | | 18.0 | % | | 21.3 | % |
1st Lien (%) | | 100.0 | % | | 100.0 | % | | 100.0 | % |
Avg Loan Balance | | 153,712 | | | 115,670 | | | 248,106 | |
# of Loans | | 6,423 | | | 4578 | | | 1845 | |
Loan Bal < $100k | | 18.8 | % | | 31.8 | % | | 3.8 | % |
Mtg Rates > 12% | | 0.0 | % | | 0.0 | % | | 0.0 | % |
Manuf Housing (%) | | 0.0 | % | | 0.0 | % | | 0.0 | % |
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(%) & largest state code | | CA: 8.82 | % | | OH: 12.11 | % | | CA: 17.50 | % |
silent 2nd (%) | | 0.6 | % | | 0.7 | % | | 0.4 | % |
IO loans (%) | | 37.2 | % | | 23.6 | % | | 52.8 | % |
5yr IO | | 37.2 | % | | 23.6 | % | | 52.8 | % |
2 yr IO | | 0.0 | % | | 0.0 | % | | 0.0 | % |
IO: FICO | | 669 | | | 654 | | | 676 | |
IO LTV | | 99.6 | | | 99.3 | | | 99.7 | |
IO DTI | | 44.2 | | | 45.3 | | | 43.7 | |
IO full doc | | 43.6 | % | | 70.9 | % | | 29.4 | % |
IO: purch | | 92.5 | % | | 82.9 | % | | 97.4 | % |
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Deal Name | First Franklin 2005-FFH4 | | | |
Closing Date | | | | | |
First Pay Date | | | | | |
Trustee | Deutsche Bank | | | |
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| | Fixed 1st Lien | | Fixed 2nd Lien | | ARM Non-IO | | ARM IO | | Total |
% of Pool | | 14.91 | % | | 0.00 | % | | 49.61 | % | | 35.47 | % | | 100.00 | % |
GWAC | | 8.314 | | | 0.000 | | | 7.971 | | | 7.877 | | | 7.989 | |
NWAC | | 0.000 | | | 0.000 | | | 0.000 | | | 0.000 | | | 0.000 | |
WALA | | 1 | | | 0 | | | 1 | | | 1 | | | 1 | |
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Avg Loan Bal | | 108,973 | | | - | | | 137,480 | | | 232,091 | | | 153,712 | |
Curr Bal <=50 | | 3.82 | % | | 0.00 | % | | 1.70 | % | | 0.13 | % | | 1.46 | % |
Curr Bal > 50k <100k | | 34.49 | % | | 0.00 | % | | 20.94 | % | | 5.07 | % | | 17.33 | % |
Curr Bal >500k | | 1.61 | % | | 0.00 | % | | 4.17 | % | | 21.90 | % | | 10.08 | % |
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WA FICO | | 643 | | | 0 | | | 652 | | | 670 | | | 657 | |
FICO 500 to < 550 | | 0.46 | % | | 0.00 | % | | 0.29 | % | | 0.00 | % | | 0.21 | % |
FICO 550 to < 600 | | 13.58 | % | | 0.00 | % | | 12.67 | % | | 5.85 | % | | 10.38 | % |
FICO 600 to < 650 | | 47.89 | % | | 0.00 | % | | 39.08 | % | | 29.97 | % | | 37.16 | % |
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WACLTV | | 99.04 | | | 0.00 | | | 99.45 | | | 99.58 | | | 99.44 | |
CLTV >80% | | 97.39 | % | | 0.00 | % | | 98.37 | % | | 98.48 | % | | 98.27 | % |
CLTV >90% | | 95.91 | % | | 0.00 | % | | 97.21 | % | | 98.07 | % | | 97.32 | % |
CLTV >100% | | 0.79 | % | | 0.00 | % | | 3.27 | % | | 0.02 | % | | 1.75 | % |
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% w Silent Seconds | | 0.00 | % | | 0.00 | % | | 0.51 | % | | 0.83 | % | | 0.55 | % |
WACLTV w SS | | 99.04 | | | 0.00 | | | 99.53 | | | 99.73 | | | 99.53 | |
CLTV w SS >80% | | 97.39 | % | | 0.00 | % | | 98.86 | % | | 99.32 | % | | 98.80 | % |
CLTV w SS >90% | | 95.91 | % | | 0.00 | % | | 97.61 | % | | 98.90 | % | | 97.81 | % |
CLTV w SS >100% | | 0.79 | % | | 0.00 | % | | 3.29 | % | | 0.02 | % | | 1.76 | % |
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% Balloon | | 0.04 | % | | 0.00 | % | | 0.00 | % | | 0.00 | % | | 0.01 | % |
% Fixed | | 100.00 | % | | 0.00 | % | | 0.00 | % | | 0.00 | % | | 14.91 | % |
% ARMs | | 0.00 | % | | 0.00 | % | | 100.00 | % | | 100.00 | % | | 85.09 | % |
% IOs | | 11.34 | % | | 0.00 | % | | 0.00 | % | | 100.00 | % | | 37.16 | % |
% 2nds | | 0.00 | % | | 0.00 | % | | 0.00 | % | | 0.00 | % | | 0.00 | % |
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Purchase | | 67.57 | % | | 0.00 | % | | 73.24 | % | | 92.65 | % | | 79.28 | % |
C/O Refi | | 28.64 | % | | 0.00 | % | | 24.95 | % | | 6.72 | % | | 19.03 | % |
R/T Refi | | 3.79 | % | | 0.00 | % | | 1.81 | % | | 0.63 | % | | 1.69 | % |
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Single-Family | | 85.64 | % | | 0.00 | % | | 81.45 | % | | 65.69 | % | | 76.48 | % |
2-4 Family | | 1.88 | % | | 0.00 | % | | 4.16 | % | | 4.27 | % | | 3.86 | % |
PUD | | 10.18 | % | | 0.00 | % | | 8.89 | % | | 21.22 | % | | 13.46 | % |
CONDO | | 2.30 | % | | 0.00 | % | | 5.50 | % | | 8.83 | % | | 6.20 | % |
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Owner Occupied | | 99.69 | % | | 0.00 | % | | 98.62 | % | | 99.80 | % | | 99.20 | % |
2nd Home | | 0.31 | % | | 0.00 | % | | 1.36 | % | | 0.20 | % | | 0.79 | % |
Investment | | 0.00 | % | | 0.00 | % | | 0.02 | % | | 0.00 | % | | 0.01 | % |
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Full Doc | | 65.72 | % | | 0.00 | % | | 56.38 | % | | 42.40 | % | | 52.81 | % |
Stated Doc | | 34.28 | % | | 0.00 | % | | 43.21 | % | | 57.46 | % | | 46.93 | % |
Limited Doc | | 0.00 | % | | 0.00 | % | | 0.41 | % | | 0.14 | % | | 0.26 | % |
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WA Roll Term | | 0.00 | % | | 0.00 | % | | 2540.10 | % | | 2552.81 | % | | 2545.40 | % |
WA Margin | | 0.00 | % | | 0.00 | % | | 654.48 | % | | 631.43 | % | | 644.87 | % |
WA Initial Cap | | 0 | | | 0 | | | 3 | | | 3 | | | 3 | |
WA Periodic Cap | | 0.000 | | | 0.000 | | | 1.000 | | | 1.000 | | | 1.000 | |
WA Ceiling | | 0.000 | | | 0.000 | | | 13.971 | | | 13.877 | | | 13.932 | |
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CA% | | 0.76 | % | | 0.00 | % | | 3.22 | % | | 20.03 | % | | 8.82 | % |
% 30+ Days Delinquent | | 0.00 | % | | 0.00 | % | | 0.00 | % | | 0.00 | % | | 0.00 | % |
WA DTI | | 41.01 | | | 0.00 | | | 41.97 | | | 44.29 | | | 42.65 | |
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Originators | % Bal. | WA CLTV | WA FICO | % 2nd Lien | % IO | | Servicers | % Bal. | WA CLTV | WA FICO | % 2nd Lien | % IO |
| | | | | | | | | | | | |
FIRST FRANKLIN | 100.00% | 99.44 | 657 | 0.00% | 37.16% | | NATCITY | 100.00% | 99.44 | 657 | 0.00% | 37.16% |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Total | | | | | | | Total | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
IO Loans | % Bal. | WAC | WA CLTV | WA CLTV w SS | WA FICO | FICO <600 | FICO <550 | % Investor | % Full Doc | % Stated W/E | % Stated S/E | % Other Doc |
2yr IO Term | | | | | | | | | | | | |
3yr IO Term | | | | | | | | | | | | |
5yr IO Term | 37.16% | 7.900 | 99.57 | 99.71 | 669 | 6.92% | 0.07% | 0.00% | 43.58% | 56.23% | 0.06% | 0.13% |
Other IO Term | | | | | | | | | | | | |
Total | | | | | | | | | | | | |
First Franklin 2005-FFH4 | | | | | | | | | | | |
| | | | | | | | | | | |
Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO | | Prepayment Penalty Type | Current Principal Balance | Pct by Curr Prin Bal |
Prepay Penalty: 0 months | 1,290 | 229,532,200.40 | 31.66% | 7.984 | 358 | 98.85 | 663 | | 1% of UPB | 18,423,833 | 3% |
Prepay Penalty: 12 months | 175 | 33,912,207.77 | 4.68% | 8.098 | 358 | 99.88 | 668 | | 2 Mo Int on 80% | 18,286,909 | 3% |
Prepay Penalty: 24 months | 1,932 | 290,146,497.27 | 40.02% | 7.953 | 358 | 99.45 | 653 | | 2% of UPB | 10,748,113 | 1% |
Prepay Penalty: 36 months | 1,317 | 171,491,200.80 | 23.65% | 7.810 | 357 | 99.36 | 653 | | 3% of UPB | 9,833,486 | 1% |
Total | 4,714 | 725,082,106.24 | 100.00% | 7.936 | 358 | 99.26 | 657 | | 3/1 | 14,959,411 | 2% |
| | | | | | | | | 3/1/1 | 30,986,068 | 4% |
| | | | | | | | | 3/2 | 76,683,676 | 11% |
| | | | | | | | | 3/2/1 | 53,410,114 | 7% |
| | | | | | | | | 6 Mo Int on 80% | 262,218,296 | 36% |
| | | | | | | | | None | 229,532,200 | 32% |
| | | | | | | | | Total | 725,082,106 | 100% |
z_ffml05fh4_mkt2 - Stack Price/Yield | | | | | | |
Aladdin | | | | | | | | |
| | | | | | | | |
Settle | 12/15/2005 | | | | | | | |
First Payment | 12/25/2005 | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Class M2 | | | | | | | | |
| | | | | | | | |
Default | 16.1 CDR | 12.6 CDR | 12.3 CDR | 9.6 CDR | 15.4 CDR | 12.1 CDR | 11.2 CDR | 8.8 CDR |
WAL for Princ Pmts | 7.42 | 7.95 | 13.02 | 14.22 | 7.51 | 8.02 | 13.51 | 14.72 |
Principal Writedown | 0.98% | 0.31% | 3.38% | 0.74% | 0.48% | 0.28% | 0.95% | 0.32% |
Total Collat Loss (Collat Maturity) | 21.64% | 22.49% | 27.42% | 29.32% | 20.95% | 21.81% | 25.96% | 27.74% |
| | | | | | | | |
LIBOR | Forward | Forward | Forward | Forward | Forward + 200bps | Forward + 200bps | Forward + 200bps | Forward + 200bps |
Prepay | 100 PricingSpeed | 100 PricingSpeed | 50 PricingSpeed | 50 PricingSpeed | 100 PricingSpeed | 100 PricingSpeed | 50 PricingSpeed | 50 PricingSpeed |
Loss Severity | 60% | 75% | 60% | 75% | 60% | 75% | 60% | 75% |
| | | | | | | | |
| | | | | | | | |
Servicer Advances | 0% | | | | | | | |
Liquidation Lag | 12 | | | | | | | |
Triggers | FAIL | | | | | | | |
Optional Redemption | Call (N) | | | | | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield | | | | | | |
Aladdin | | | | | | | | |
| | | | | | | | |
Settle | 12/15/2005 | | | | | | | |
First Payment | 12/25/2005 | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Class M3 | | | | | | | | |
| | | | | | | | |
Default | 14.4 CDR | 11.4 CDR | 11.2 CDR | 8.9 CDR | 13.8 CDR | 10.9 CDR | 10.3 CDR | 8.1 CDR |
WAL for Princ Pmts | 9.61 | 10.31 | 16.60 | 18.19 | 9.76 | 10.40 | 17.55 | 18.66 |
Principal Writedown | 0.67% | 3.79% | 0.11% | 6.03% | 2.43% | 2.92% | 9.38% | 0.81% |
Total Collat Loss (Collat Maturity) | 19.92% | 20.80% | 25.90% | 27.88% | 19.30% | 20.08% | 24.62% | 26.21% |
| | | | | | | | |
LIBOR | Forward | Forward | Forward | Forward | Forward + 200bps | Forward + 200bps | Forward + 200bps | Forward + 200bps |
Prepay | 100 PricingSpeed | 100 PricingSpeed | 50 PricingSpeed | 50 PricingSpeed | 100 PricingSpeed | 100 PricingSpeed | 50 PricingSpeed | 50 PricingSpeed |
Loss Severity | 60% | 75% | 60% | 75% | 60% | 75% | 60% | 75% |
| | | | | | | | |
| | | | | | | | |
Servicer Advances | 0% | | | | | | | |
Liquidation Lag | 12 | | | | | | | |
Triggers | FAIL | | | | | | | |
Optional Redemption | Call (N) | | | | | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield | |
AXA Investment Managers | | |
| | | |
Settle | 12/15/2005 | Loss Severity | 50% |
First Payment | 12/25/2005 | Servicer Advances | 100% |
| | Liquidation Lag | 12 |
| | Optional Redemption | Call (N) |
Class IIA3 | | | |
| | | |
| | | |
75 PricingSpeed | | | |
Default | 43 CDR | 42.5 CDR | 42.5 CDR |
WAL for Princ Pmts | 3.85 | 3.86 | 3.83 |
Principal Writedown | 0.08% | 0.25% | 0.15% |
Total Collat Loss (Collat Maturity) | 36.47% | 36.29% | 36.29% |
LIBOR | Forward + 100 | Forward + 200 | Forward + 300 |
| | | |
| | | |
100 PricingSpeed | | | |
Default | 49.1 CDR | 49 CDR | 49.6 CDR |
WAL for Princ Pmts | 3.20 | 3.19 | 3.15 |
Principal Writedown | 0.03% | 0.09% | 0.31% |
Total Collat Loss (Collat Maturity) | 35.70% | 35.67% | 35.88% |
LIBOR | Forward + 100 | Forward + 200 | Forward + 300 |
| | | |
| | | |
125 PricingSpeed | | | |
Default | 54.6 CDR | 54.8 CDR | 55.8 CDR |
WAL for Princ Pmts | 2.77 | 2.76 | 2.72 |
Principal Writedown | 0.16% | 0.01% | 0.30% |
Total Collat Loss (Collat Maturity) | 35.28% | 35.35% | 35.70% |
LIBOR | Forward + 100 | Forward + 200 | Forward + 300 |
First Franklin Mortgage Loan Trust 2005-FFH4 | | |
Available Funds Schedules | | | |
FRM PPC: | 25% | | | |
ARM PPC: | 25% | | | |
Enable Call: | Yes | | | |
(1) Assumes the 1-month LIBOR remains constant at 20.000%. | |
(2) Assumes the 6-month LIBOR remains constant at 20.000%. | |
| | | | |
- | The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement expressed on a Actual/360 annual rate assuming the bond balances as the denominator. |
| | | | | |
| | | | (1)(2) Effective NetWac Rate |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 20.00000 | 20.00000 | 7.24 | 10.49 |
3 | 20.00000 | 20.00000 | 7.24 | 10.48 |
4 | 20.00000 | 20.00000 | 8.01 | 10.47 |
5 | 20.00000 | 20.00000 | 7.24 | 10.45 |
6 | 20.00000 | 20.00000 | 7.48 | 10.43 |
7 | 20.00000 | 20.00000 | 7.24 | 10.40 |
8 | 20.00000 | 20.00000 | 7.48 | 10.38 |
9 | 20.00000 | 20.00000 | 7.24 | 10.34 |
10 | 20.00000 | 20.00000 | 7.24 | 10.30 |
11 | 20.00000 | 20.00000 | 7.48 | 10.28 |
12 | 20.00000 | 20.00000 | 7.24 | 23.45 |
13 | 20.00000 | 20.00000 | 7.49 | 23.05 |
14 | 20.00000 | 20.00000 | 7.24 | 22.51 |
15 | 20.00000 | 20.00000 | 7.25 | 22.03 |
16 | 20.00000 | 20.00000 | 8.02 | 21.85 |
17 | 20.00000 | 20.00000 | 7.25 | 21.04 |
18 | 20.00000 | 20.00000 | 7.49 | 20.62 |
19 | 20.00000 | 20.00000 | 7.25 | 19.99 |
20 | 20.00000 | 20.00000 | 7.49 | 19.56 |
21 | 20.00000 | 20.00000 | 7.25 | 18.89 |
22 | 20.00000 | 20.00000 | 7.25 | 18.35 |
23 | 20.00000 | 20.00000 | 8.45 | 18.91 |
24 | 20.00000 | 20.00000 | 8.63 | 15.59 |
25 | 20.00000 | 20.00000 | 9.43 | 14.53 |
26 | 20.00000 | 20.00000 | 9.12 | 12.42 |
27 | 20.00000 | 20.00000 | 9.12 | 12.27 |
28 | 20.00000 | 20.00000 | 9.75 | 12.70 |
29 | 20.00000 | 20.00000 | 9.43 | 12.31 |
30 | 20.00000 | 20.00000 | 9.90 | 12.63 |
31 | 20.00000 | 20.00000 | 9.74 | 12.38 |
32 | 20.00000 | 20.00000 | 10.07 | 12.56 |
33 | 20.00000 | 20.00000 | 9.74 | 12.15 |
34 | 20.00000 | 20.00000 | 9.74 | 12.04 |
35 | 20.00000 | 20.00000 | 10.64 | 12.81 |
36 | 20.00000 | 20.00000 | 10.61 | 12.31 |
37 | 20.00000 | 20.00000 | 11.29 | 12.63 |
38 | 20.00000 | 20.00000 | 10.93 | 11.98 |
39 | 20.00000 | 20.00000 | 10.93 | 11.95 |
40 | 20.00000 | 20.00000 | 12.10 | 13.05 |
41 | 20.00000 | 20.00000 | 11.31 | 12.27 |
42 | 20.00000 | 20.00000 | 11.90 | 12.82 |
43 | 20.00000 | 20.00000 | 11.73 | 12.63 |
44 | 20.00000 | 20.00000 | 12.12 | 12.98 |
45 | 20.00000 | 20.00000 | 11.73 | 12.57 |
46 | 20.00000 | 20.00000 | 11.73 | 12.54 |
47 | 20.00000 | 20.00000 | 12.20 | 12.98 |
48 | 20.00000 | 20.00000 | 11.87 | 12.63 |
49 | 20.00000 | 20.00000 | 12.31 | 13.04 |
50 | 20.00000 | 20.00000 | 11.91 | 12.63 |
51 | 20.00000 | 20.00000 | 11.91 | 12.60 |
52 | 20.00000 | 20.00000 | 13.19 | 13.19 |
53 | 20.00000 | 20.00000 | 11.99 | 11.99 |
54 | 20.00000 | 20.00000 | 12.45 | 12.45 |
55 | 20.00000 | 20.00000 | 12.10 | 12.10 |
56 | 20.00000 | 20.00000 | 12.50 | 12.50 |
57 | 20.00000 | 20.00000 | 12.10 | 12.10 |
58 | 20.00000 | 20.00000 | 12.10 | 12.10 |
59 | 20.00000 | 20.00000 | 12.50 | 12.50 |
60 | 20.00000 | 20.00000 | 12.10 | 12.10 |
61 | 20.00000 | 20.00000 | 12.51 | 12.51 |
62 | 20.00000 | 20.00000 | 12.11 | 12.11 |
63 | 20.00000 | 20.00000 | 12.11 | 12.11 |
64 | 20.00000 | 20.00000 | 13.40 | 13.40 |
65 | 20.00000 | 20.00000 | 12.11 | 12.11 |
66 | 20.00000 | 20.00000 | 12.51 | 12.51 |
67 | 20.00000 | 20.00000 | 12.11 | 12.11 |
68 | 20.00000 | 20.00000 | 12.51 | 12.51 |
69 | 20.00000 | 20.00000 | 12.11 | 12.11 |
70 | 20.00000 | 20.00000 | 12.11 | 12.11 |
71 | 20.00000 | 20.00000 | 12.51 | 12.51 |
72 | 20.00000 | 20.00000 | 12.11 | 12.11 |
73 | 20.00000 | 20.00000 | 12.51 | 12.51 |
74 | 20.00000 | 20.00000 | 12.11 | 12.11 |
75 | 20.00000 | 20.00000 | 12.11 | 12.11 |
76 | 20.00000 | 20.00000 | 12.94 | 12.94 |
77 | 20.00000 | 20.00000 | 12.11 | 12.11 |
78 | 20.00000 | 20.00000 | 12.51 | 12.51 |
79 | 20.00000 | 20.00000 | 12.11 | 12.11 |
80 | 20.00000 | 20.00000 | 12.51 | 12.51 |
81 | 20.00000 | 20.00000 | 12.11 | 12.11 |
82 | 20.00000 | 20.00000 | 12.11 | 12.11 |
83 | 20.00000 | 20.00000 | 12.51 | 12.51 |
84 | 20.00000 | 20.00000 | 12.11 | 12.11 |
85 | 20.00000 | 20.00000 | 12.51 | 12.51 |
86 | 20.00000 | 20.00000 | 12.11 | 12.11 |
87 | 20.00000 | 20.00000 | 12.11 | 12.11 |
88 | 20.00000 | 20.00000 | 13.40 | 13.40 |
89 | 20.00000 | 20.00000 | 12.10 | 12.10 |
90 | 20.00000 | 20.00000 | 12.51 | 12.51 |
91 | 20.00000 | 20.00000 | 12.10 | 12.10 |
92 | 20.00000 | 20.00000 | 12.51 | 12.51 |
93 | 20.00000 | 20.00000 | 12.10 | 12.10 |
94 | 20.00000 | 20.00000 | 12.10 | 12.10 |
95 | 20.00000 | 20.00000 | 12.50 | 12.50 |
96 | 20.00000 | 20.00000 | 12.10 | 12.10 |
97 | 20.00000 | 20.00000 | 12.50 | 12.50 |
98 | 20.00000 | 20.00000 | 12.10 | 12.10 |
99 | 20.00000 | 20.00000 | 12.10 | 12.10 |
100 | 20.00000 | 20.00000 | 13.40 | 13.40 |
101 | 20.00000 | 20.00000 | 12.10 | 12.10 |
102 | 20.00000 | 20.00000 | 12.50 | 12.50 |
103 | 20.00000 | 20.00000 | 12.10 | 12.10 |
104 | 20.00000 | 20.00000 | 12.50 | 12.50 |
105 | 20.00000 | 20.00000 | 12.10 | 12.10 |
106 | 20.00000 | 20.00000 | 12.10 | 12.10 |
107 | 20.00000 | 20.00000 | 12.50 | 12.50 |
108 | 20.00000 | 20.00000 | 12.10 | 12.10 |
109 | 20.00000 | 20.00000 | 12.50 | 12.50 |
110 | 20.00000 | 20.00000 | 12.09 | 12.09 |
111 | 20.00000 | 20.00000 | 12.09 | 12.09 |
112 | 20.00000 | 20.00000 | 13.39 | 13.39 |
113 | 20.00000 | 20.00000 | 12.09 | 12.09 |
114 | 20.00000 | 20.00000 | 12.50 | 12.50 |
115 | 20.00000 | 20.00000 | 12.09 | 12.09 |
116 | 20.00000 | 20.00000 | 12.50 | 12.50 |
117 | 20.00000 | 20.00000 | 12.09 | 12.09 |
118 | 20.00000 | 20.00000 | 12.09 | 12.09 |
119 | 20.00000 | 20.00000 | 12.49 | 12.49 |
120 | 20.00000 | 20.00000 | 12.09 | 12.09 |
121 | 20.00000 | 20.00000 | 12.49 | 12.49 |
122 | 20.00000 | 20.00000 | 12.09 | 12.09 |
123 | 20.00000 | 20.00000 | 12.09 | 12.09 |
124 | 20.00000 | 20.00000 | 12.92 | 12.92 |
125 | 20.00000 | 20.00000 | 12.09 | 12.09 |
126 | 20.00000 | 20.00000 | 12.49 | 12.49 |
127 | 20.00000 | 20.00000 | 12.09 | 12.09 |
128 | 20.00000 | 20.00000 | 12.49 | 12.49 |
129 | 20.00000 | 20.00000 | 12.09 | 12.09 |
130 | 20.00000 | 20.00000 | 12.09 | 12.09 |
131 | 20.00000 | 20.00000 | 12.49 | 12.49 |
132 | 20.00000 | 20.00000 | 12.09 | 12.09 |
133 | 20.00000 | 20.00000 | 12.49 | 12.49 |
134 | 20.00000 | 20.00000 | 12.09 | 12.09 |
135 | 20.00000 | 20.00000 | 12.09 | 12.09 |
136 | 20.00000 | 20.00000 | 13.38 | 13.38 |
137 | 20.00000 | 20.00000 | 12.08 | 12.08 |
138 | 20.00000 | 20.00000 | 12.49 | 12.49 |
139 | 20.00000 | 20.00000 | 12.08 | 12.08 |
140 | 20.00000 | 20.00000 | 12.49 | 12.49 |
141 | 20.00000 | 20.00000 | 12.08 | 12.08 |
142 | 20.00000 | 20.00000 | 12.08 | 12.08 |
143 | 20.00000 | 20.00000 | 12.49 | 12.49 |
144 | 20.00000 | 20.00000 | 12.08 | 12.08 |
145 | 20.00000 | 20.00000 | 12.49 | 12.49 |
146 | 20.00000 | 20.00000 | 12.08 | 12.08 |
147 | 20.00000 | 20.00000 | 12.08 | 12.08 |
148 | 20.00000 | 20.00000 | 13.38 | 13.38 |
149 | 20.00000 | 20.00000 | 12.08 | 12.08 |
150 | 20.00000 | 20.00000 | 12.48 | 12.48 |
151 | 20.00000 | 20.00000 | 12.08 | 12.08 |
152 | 20.00000 | 20.00000 | 12.48 | 12.48 |
153 | 20.00000 | 20.00000 | 12.08 | 12.08 |
154 | 20.00000 | 20.00000 | 12.08 | 12.08 |
155 | 20.00000 | 20.00000 | 12.48 | 12.48 |
156 | 20.00000 | 20.00000 | 12.08 | 12.08 |
157 | 20.00000 | 20.00000 | 12.48 | 12.48 |
158 | 20.00000 | 20.00000 | 12.08 | 12.08 |
159 | 20.00000 | 20.00000 | 12.08 | 12.08 |
160 | 20.00000 | 20.00000 | 13.37 | 13.37 |
161 | 20.00000 | 20.00000 | 12.08 | 12.08 |
162 | 20.00000 | 20.00000 | 12.48 | 12.48 |
163 | 20.00000 | 20.00000 | 12.08 | 12.08 |
164 | 20.00000 | 20.00000 | 12.48 | 12.48 |
165 | 20.00000 | 20.00000 | 12.08 | 12.08 |
166 | 20.00000 | 20.00000 | 12.08 | 12.08 |
167 | 20.00000 | 20.00000 | 12.48 | 12.48 |
168 | 20.00000 | 20.00000 | 12.08 | 12.08 |
169 | 20.00000 | 20.00000 | 12.48 | 12.48 |
170 | 20.00000 | 20.00000 | 12.08 | 12.08 |
171 | 20.00000 | 20.00000 | 12.08 | 12.08 |
172 | 20.00000 | 20.00000 | 12.91 | 12.91 |
173 | 20.00000 | 20.00000 | 12.08 | 12.08 |
174 | 20.00000 | 20.00000 | 12.48 | 12.48 |
175 | 20.00000 | 20.00000 | 12.08 | 12.08 |
176 | 20.00000 | 20.00000 | 12.48 | 12.48 |
177 | 20.00000 | 20.00000 | 12.08 | 12.08 |
178 | 20.00000 | 20.00000 | 12.08 | 12.08 |
179 | 20.00000 | 20.00000 | 12.48 | 12.48 |
180 | 20.00000 | 20.00000 | 12.08 | 12.08 |
181 | 20.00000 | 20.00000 | 12.48 | 12.48 |
182 | 20.00000 | 20.00000 | 12.08 | 12.08 |
183 | 20.00000 | 20.00000 | 12.08 | 12.08 |
184 | 20.00000 | 20.00000 | 13.37 | 13.37 |
185 | 20.00000 | 20.00000 | 12.08 | 12.08 |
186 | 20.00000 | 20.00000 | 12.48 | 12.48 |
187 | 20.00000 | 20.00000 | 12.08 | 12.08 |
188 | 20.00000 | 20.00000 | 12.48 | 12.48 |
189 | 20.00000 | 20.00000 | 12.08 | 12.08 |
190 | 20.00000 | 20.00000 | 12.08 | 12.08 |
191 | 20.00000 | 20.00000 | 12.48 | 12.48 |
192 | 20.00000 | 20.00000 | 12.08 | 12.08 |
193 | 20.00000 | 20.00000 | 12.48 | 12.48 |
194 | 20.00000 | 20.00000 | 12.07 | 12.07 |
195 | 20.00000 | 20.00000 | 12.07 | 12.07 |
196 | 20.00000 | 20.00000 | 13.37 | 13.37 |
197 | 20.00000 | 20.00000 | 12.07 | 12.07 |
198 | 20.00000 | 20.00000 | 12.48 | 12.48 |
199 | 20.00000 | 20.00000 | 12.07 | 12.07 |
200 | 20.00000 | 20.00000 | 12.48 | 12.48 |
201 | 20.00000 | 20.00000 | 12.07 | 12.07 |
202 | 20.00000 | 20.00000 | 12.07 | 12.07 |
203 | 20.00000 | 20.00000 | 12.48 | 12.48 |
204 | 20.00000 | 20.00000 | 12.07 | 12.07 |
205 | 20.00000 | 20.00000 | 12.47 | 12.47 |
206 | 20.00000 | 20.00000 | 12.07 | 12.07 |
207 | 20.00000 | 20.00000 | 12.07 | 12.07 |
208 | 20.00000 | 20.00000 | 13.37 | 13.37 |
209 | 20.00000 | 20.00000 | 12.07 | 12.07 |
210 | 20.00000 | 20.00000 | 12.47 | 12.47 |
211 | 20.00000 | 20.00000 | 12.07 | 12.07 |
212 | 20.00000 | 20.00000 | 12.47 | 12.47 |
213 | 20.00000 | 20.00000 | 12.07 | 12.07 |
214 | 20.00000 | 20.00000 | 12.07 | 12.07 |
215 | 20.00000 | 20.00000 | 12.47 | 12.47 |
216 | 20.00000 | 20.00000 | 12.07 | 12.07 |
217 | 20.00000 | 20.00000 | 12.47 | 12.47 |
218 | 20.00000 | 20.00000 | 12.07 | 12.07 |
219 | 20.00000 | 20.00000 | 12.07 | 12.07 |
220 | 20.00000 | 20.00000 | 12.90 | 12.90 |
221 | 20.00000 | 20.00000 | 12.07 | 12.07 |
222 | 20.00000 | 20.00000 | 12.47 | 12.47 |
223 | 20.00000 | 20.00000 | 12.07 | 12.07 |
224 | 20.00000 | 20.00000 | 12.47 | 12.47 |
225 | 20.00000 | 20.00000 | 12.07 | 12.07 |
226 | 20.00000 | 20.00000 | 12.07 | 12.07 |
227 | 20.00000 | 20.00000 | 12.47 | 12.47 |
228 | 20.00000 | 20.00000 | 12.07 | 12.07 |
229 | 20.00000 | 20.00000 | 12.47 | 12.47 |
230 | 20.00000 | 20.00000 | 12.07 | 12.07 |
231 | 20.00000 | 20.00000 | 12.07 | 12.07 |
232 | 20.00000 | 20.00000 | 13.36 | 13.36 |
233 | 20.00000 | 20.00000 | 12.07 | 12.07 |
234 | 20.00000 | 20.00000 | 12.47 | 12.47 |
235 | 20.00000 | 20.00000 | 12.07 | 12.07 |
236 | 20.00000 | 20.00000 | 12.47 | 12.47 |
237 | 20.00000 | 20.00000 | 12.07 | 12.07 |
238 | 20.00000 | 20.00000 | 12.07 | 12.07 |
239 | 20.00000 | 20.00000 | 12.47 | 12.47 |
240 | 20.00000 | 20.00000 | 12.07 | 12.07 |
241 | 20.00000 | 20.00000 | 12.47 | 12.47 |
242 | 20.00000 | 20.00000 | 12.07 | 12.07 |
243 | 20.00000 | 20.00000 | 12.07 | 12.07 |
244 | 20.00000 | 20.00000 | 13.36 | 13.36 |
245 | 20.00000 | 20.00000 | 12.07 | 12.07 |
246 | 20.00000 | 20.00000 | 12.47 | 12.47 |
247 | 20.00000 | 20.00000 | 12.07 | 12.07 |
248 | 20.00000 | 20.00000 | 12.47 | 12.47 |
249 | 20.00000 | 20.00000 | 12.07 | 12.07 |
250 | 20.00000 | 20.00000 | 12.07 | 12.07 |
251 | 20.00000 | 20.00000 | 12.47 | 12.47 |
252 | 20.00000 | 20.00000 | 12.07 | 12.07 |
253 | 20.00000 | 20.00000 | 12.47 | 12.47 |
254 | 20.00000 | 20.00000 | 12.07 | 12.07 |
255 | 20.00000 | 20.00000 | 12.07 | 12.07 |
256 | 20.00000 | 20.00000 | 13.36 | 13.36 |
257 | 20.00000 | 20.00000 | 12.07 | 12.07 |
258 | 20.00000 | 20.00000 | 12.47 | 12.47 |
259 | 20.00000 | 20.00000 | 12.07 | 12.07 |
260 | 20.00000 | 20.00000 | 12.47 | 12.47 |
261 | 20.00000 | 20.00000 | 12.07 | 12.07 |
262 | 20.00000 | 20.00000 | 12.07 | 12.07 |
263 | 20.00000 | 20.00000 | 12.47 | 12.47 |
264 | 20.00000 | 20.00000 | 12.07 | 12.07 |
265 | 20.00000 | 20.00000 | 12.47 | 12.47 |
266 | 20.00000 | 20.00000 | 12.07 | 12.07 |
267 | 20.00000 | 20.00000 | 12.07 | 12.07 |
268 | 20.00000 | 20.00000 | 12.90 | 12.90 |
269 | 20.00000 | 20.00000 | 12.07 | 12.07 |
270 | 20.00000 | 20.00000 | 12.47 | 12.47 |
271 | 20.00000 | 20.00000 | 12.07 | 12.07 |
272 | 20.00000 | 20.00000 | 12.47 | 12.47 |
273 | 20.00000 | 20.00000 | 12.07 | 12.07 |
274 | 20.00000 | 20.00000 | 12.07 | 12.07 |
275 | 20.00000 | 20.00000 | 12.47 | 12.47 |
276 | 20.00000 | 20.00000 | 12.07 | 12.07 |
277 | 20.00000 | 20.00000 | 12.47 | 12.47 |
278 | 20.00000 | 20.00000 | 12.07 | 12.07 |
279 | 20.00000 | 20.00000 | 12.07 | 12.07 |
280 | 20.00000 | 20.00000 | 13.36 | 13.36 |
281 | 20.00000 | 20.00000 | 12.07 | 12.07 |
282 | 20.00000 | 20.00000 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4 | |
Available Funds Schedules | | |
FRM PPC: | 50% | | |
ARM PPC: | 50% | | |
Enable Call: | Yes | | |
(1) Assumes the 1-month LIBOR remains constant at 20.000%. |
(2) Assumes the 6-month LIBOR remains constant at 20.000%. |
| | | |
- | The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement expressed on a Actual/360 annual rate assuming the bond balances as the denominator. |
| | | | |
| | | | (1)(2) Effective NetWac Rate |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 20.00000 | 20.00000 | 7.24 | 10.50 |
3 | 20.00000 | 20.00000 | 7.24 | 10.49 |
4 | 20.00000 | 20.00000 | 8.01 | 10.48 |
5 | 20.00000 | 20.00000 | 7.24 | 10.47 |
6 | 20.00000 | 20.00000 | 7.48 | 10.45 |
7 | 20.00000 | 20.00000 | 7.24 | 10.43 |
8 | 20.00000 | 20.00000 | 7.48 | 10.42 |
9 | 20.00000 | 20.00000 | 7.24 | 10.39 |
10 | 20.00000 | 20.00000 | 7.24 | 10.37 |
11 | 20.00000 | 20.00000 | 7.48 | 10.35 |
12 | 20.00000 | 20.00000 | 7.24 | 23.91 |
13 | 20.00000 | 20.00000 | 7.49 | 23.56 |
14 | 20.00000 | 20.00000 | 7.25 | 23.08 |
15 | 20.00000 | 20.00000 | 7.25 | 22.65 |
16 | 20.00000 | 20.00000 | 8.02 | 22.49 |
17 | 20.00000 | 20.00000 | 7.25 | 21.73 |
18 | 20.00000 | 20.00000 | 7.49 | 21.34 |
19 | 20.00000 | 20.00000 | 7.25 | 20.74 |
20 | 20.00000 | 20.00000 | 7.49 | 20.33 |
21 | 20.00000 | 20.00000 | 7.25 | 19.68 |
22 | 20.00000 | 20.00000 | 7.25 | 19.17 |
23 | 20.00000 | 20.00000 | 8.44 | 19.73 |
24 | 20.00000 | 20.00000 | 8.61 | 16.18 |
25 | 20.00000 | 20.00000 | 9.41 | 15.00 |
26 | 20.00000 | 20.00000 | 9.11 | 12.74 |
27 | 20.00000 | 20.00000 | 9.10 | 12.60 |
28 | 20.00000 | 20.00000 | 9.73 | 13.02 |
29 | 20.00000 | 20.00000 | 9.40 | 12.63 |
30 | 20.00000 | 20.00000 | 9.87 | 12.93 |
31 | 20.00000 | 20.00000 | 9.72 | 12.68 |
32 | 20.00000 | 20.00000 | 10.04 | 12.85 |
33 | 20.00000 | 20.00000 | 9.71 | 12.44 |
34 | 20.00000 | 20.00000 | 9.71 | 12.33 |
35 | 20.00000 | 20.00000 | 10.60 | 13.08 |
36 | 20.00000 | 20.00000 | 10.57 | 12.52 |
37 | 20.00000 | 20.00000 | 11.24 | 12.78 |
38 | 20.00000 | 20.00000 | 10.88 | 12.09 |
39 | 20.00000 | 20.00000 | 10.88 | 12.06 |
40 | 20.00000 | 20.00000 | 12.04 | 13.16 |
41 | 20.00000 | 20.00000 | 11.25 | 12.39 |
42 | 20.00000 | 20.00000 | 11.84 | 12.93 |
43 | 20.00000 | 20.00000 | 11.66 | 12.75 |
44 | 20.00000 | 20.00000 | 12.05 | 13.10 |
45 | 20.00000 | 20.00000 | 11.66 | 12.70 |
46 | 20.00000 | 20.00000 | 11.66 | 12.67 |
47 | 20.00000 | 20.00000 | 12.13 | 13.11 |
48 | 20.00000 | 20.00000 | 11.79 | 12.76 |
49 | 20.00000 | 20.00000 | 12.23 | 13.17 |
50 | 20.00000 | 20.00000 | 11.83 | 12.76 |
51 | 20.00000 | 20.00000 | 11.83 | 12.74 |
52 | 20.00000 | 20.00000 | 13.10 | 13.10 |
53 | 20.00000 | 20.00000 | 11.91 | 11.91 |
54 | 20.00000 | 20.00000 | 12.36 | 12.36 |
55 | 20.00000 | 20.00000 | 12.01 | 12.01 |
56 | 20.00000 | 20.00000 | 12.40 | 12.40 |
57 | 20.00000 | 20.00000 | 12.00 | 12.00 |
58 | 20.00000 | 20.00000 | 12.00 | 12.00 |
59 | 20.00000 | 20.00000 | 12.40 | 12.40 |
60 | 20.00000 | 20.00000 | 12.00 | 12.00 |
61 | 20.00000 | 20.00000 | 12.41 | 12.41 |
62 | 20.00000 | 20.00000 | 12.00 | 12.00 |
63 | 20.00000 | 20.00000 | 12.00 | 12.00 |
64 | 20.00000 | 20.00000 | 13.29 | 13.29 |
65 | 20.00000 | 20.00000 | 12.00 | 12.00 |
66 | 20.00000 | 20.00000 | 12.40 | 12.40 |
67 | 20.00000 | 20.00000 | 12.00 | 12.00 |
68 | 20.00000 | 20.00000 | 12.40 | 12.40 |
69 | 20.00000 | 20.00000 | 11.99 | 11.99 |
70 | 20.00000 | 20.00000 | 11.99 | 11.99 |
71 | 20.00000 | 20.00000 | 12.39 | 12.39 |
72 | 20.00000 | 20.00000 | 11.99 | 11.99 |
73 | 20.00000 | 20.00000 | 12.39 | 12.39 |
74 | 20.00000 | 20.00000 | 11.99 | 11.99 |
75 | 20.00000 | 20.00000 | 11.99 | 11.99 |
76 | 20.00000 | 20.00000 | 12.81 | 12.81 |
77 | 20.00000 | 20.00000 | 11.98 | 11.98 |
78 | 20.00000 | 20.00000 | 12.38 | 12.38 |
79 | 20.00000 | 20.00000 | 11.98 | 11.98 |
80 | 20.00000 | 20.00000 | 12.38 | 12.38 |
81 | 20.00000 | 20.00000 | 11.98 | 11.98 |
82 | 20.00000 | 20.00000 | 11.98 | 11.98 |
83 | 20.00000 | 20.00000 | 12.37 | 12.37 |
84 | 20.00000 | 20.00000 | 11.97 | 11.97 |
85 | 20.00000 | 20.00000 | 12.37 | 12.37 |
86 | 20.00000 | 20.00000 | 11.97 | 11.97 |
87 | 20.00000 | 20.00000 | 11.97 | 11.97 |
88 | 20.00000 | 20.00000 | 13.25 | 13.25 |
89 | 20.00000 | 20.00000 | 11.96 | 11.96 |
90 | 20.00000 | 20.00000 | 12.36 | 12.36 |
91 | 20.00000 | 20.00000 | 11.96 | 11.96 |
92 | 20.00000 | 20.00000 | 12.35 | 12.35 |
93 | 20.00000 | 20.00000 | 11.95 | 11.95 |
94 | 20.00000 | 20.00000 | 11.95 | 11.95 |
95 | 20.00000 | 20.00000 | 12.35 | 12.35 |
96 | 20.00000 | 20.00000 | 11.95 | 11.95 |
97 | 20.00000 | 20.00000 | 12.34 | 12.34 |
98 | 20.00000 | 20.00000 | 11.94 | 11.94 |
99 | 20.00000 | 20.00000 | 11.94 | 11.94 |
100 | 20.00000 | 20.00000 | 13.22 | 13.22 |
101 | 20.00000 | 20.00000 | 11.94 | 11.94 |
102 | 20.00000 | 20.00000 | 12.33 | 12.33 |
103 | 20.00000 | 20.00000 | 11.93 | 11.93 |
104 | 20.00000 | 20.00000 | 12.33 | 12.33 |
105 | 20.00000 | 20.00000 | 11.93 | 11.93 |
106 | 20.00000 | 20.00000 | 11.93 | 11.93 |
107 | 20.00000 | 20.00000 | 12.32 | 12.32 |
108 | 20.00000 | 20.00000 | 11.92 | 11.92 |
109 | 20.00000 | 20.00000 | 12.32 | 12.32 |
110 | 20.00000 | 20.00000 | 11.92 | 11.92 |
111 | 20.00000 | 20.00000 | 11.92 | 11.92 |
112 | 20.00000 | 20.00000 | 13.19 | 13.19 |
113 | 20.00000 | 20.00000 | 11.91 | 11.91 |
114 | 20.00000 | 20.00000 | 12.31 | 12.31 |
115 | 20.00000 | 20.00000 | 11.91 | 11.91 |
116 | 20.00000 | 20.00000 | 12.30 | 12.30 |
117 | 20.00000 | 20.00000 | 11.90 | 11.90 |
118 | 20.00000 | 20.00000 | 11.90 | 11.90 |
119 | 20.00000 | 20.00000 | 12.30 | 12.30 |
120 | 20.00000 | 20.00000 | 11.90 | 11.90 |
121 | 20.00000 | 20.00000 | 12.29 | 12.29 |
122 | 20.00000 | 20.00000 | 11.89 | 11.89 |
123 | 20.00000 | 20.00000 | 11.89 | 11.89 |
124 | 20.00000 | 20.00000 | 12.71 | 12.71 |
125 | 20.00000 | 20.00000 | 11.89 | 11.89 |
126 | 20.00000 | 20.00000 | 12.28 | 12.28 |
127 | 20.00000 | 20.00000 | 11.88 | 11.88 |
128 | 20.00000 | 20.00000 | 12.28 | 12.28 |
129 | 20.00000 | 20.00000 | 11.88 | 11.88 |
130 | 20.00000 | 20.00000 | 11.88 | 11.88 |
131 | 20.00000 | 20.00000 | 12.27 | 12.27 |
132 | 20.00000 | 20.00000 | 11.87 | 11.87 |
133 | 20.00000 | 20.00000 | 12.27 | 12.27 |
134 | 20.00000 | 20.00000 | 11.87 | 11.87 |
135 | 20.00000 | 20.00000 | 11.87 | 11.87 |
136 | 20.00000 | 20.00000 | 13.14 | 13.14 |
137 | 20.00000 | 20.00000 | 11.86 | 11.86 |
138 | 20.00000 | 20.00000 | 12.26 | 12.26 |
139 | 20.00000 | 20.00000 | 11.86 | 11.86 |
140 | 20.00000 | 20.00000 | 12.25 | 12.25 |
141 | 20.00000 | 20.00000 | 11.86 | 11.86 |
142 | 20.00000 | 20.00000 | 11.86 | 11.86 |
143 | 20.00000 | 20.00000 | 12.25 | 12.25 |
144 | 20.00000 | 20.00000 | 11.85 | 11.85 |
145 | 20.00000 | 20.00000 | 12.24 | 12.24 |
146 | 20.00000 | 20.00000 | 11.85 | 11.85 |
147 | 20.00000 | 20.00000 | 11.85 | 11.85 |
148 | 20.00000 | 20.00000 | 13.11 | 13.11 |
149 | 20.00000 | 20.00000 | 11.84 | 11.84 |
150 | 20.00000 | 20.00000 | 12.23 | 12.23 |
151 | 20.00000 | 20.00000 | 11.84 | 11.84 |
152 | 20.00000 | 20.00000 | 12.23 | 12.23 |
153 | 20.00000 | 20.00000 | 11.83 | 11.83 |
154 | 20.00000 | 20.00000 | 11.83 | 11.83 |
155 | 20.00000 | 20.00000 | 12.22 | 12.22 |
156 | 20.00000 | 20.00000 | 11.83 | 11.83 |
157 | 20.00000 | 20.00000 | 12.22 | 12.22 |
158 | 20.00000 | 20.00000 | 11.82 | 11.82 |
159 | 20.00000 | 20.00000 | 11.82 | 11.82 |
160 | 20.00000 | 20.00000 | 13.09 | 13.09 |
161 | 20.00000 | 20.00000 | 11.82 | 11.82 |
162 | 20.00000 | 20.00000 | 12.21 | 12.21 |
163 | 20.00000 | 20.00000 | 11.82 | 11.82 |
164 | 20.00000 | 20.00000 | 12.21 | 12.21 |
165 | 20.00000 | 20.00000 | 11.81 | 11.81 |
166 | 20.00000 | 20.00000 | 11.81 | 11.81 |
167 | 20.00000 | 20.00000 | 12.20 | 12.20 |
168 | 20.00000 | 20.00000 | 11.81 | 11.81 |
169 | 20.00000 | 20.00000 | 12.20 | 12.20 |
170 | 20.00000 | 20.00000 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4
Available Funds Schedules
| FRM PPC: | 25% |
| ARM PPC: | 25% |
| Enable Call: | Yes | |
(1) Assumes the 1-month LIBOR remains constant at 10.000%.
(2) Assumes the 6-month LIBOR remains constant at 10.000%.
| - | The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement |
expressed on a Actual/360 annual rate assuming the bond balances as the denominator.
| | | (1)(2) | (1)(2) |
| | | NetWac | Effective |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Cap | NetWac Rate |
- | - | - | - | - |
| | | | |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 10.00000 | 10.00000 | 7.24 | 9.99 |
3 | 10.00000 | 10.00000 | 7.24 | 9.98 |
4 | 10.00000 | 10.00000 | 8.01 | 9.98 |
5 | 10.00000 | 10.00000 | 7.24 | 9.96 |
6 | 10.00000 | 10.00000 | 7.48 | 9.94 |
7 | 10.00000 | 10.00000 | 7.24 | 9.92 |
8 | 10.00000 | 10.00000 | 7.48 | 9.90 |
9 | 10.00000 | 10.00000 | 7.24 | 9.86 |
10 | 10.00000 | 10.00000 | 7.24 | 9.83 |
11 | 10.00000 | 10.00000 | 7.48 | 9.82 |
12 | 10.00000 | 10.00000 | 7.24 | 12.86 |
13 | 10.00000 | 10.00000 | 7.49 | 12.78 |
14 | 10.00000 | 10.00000 | 7.24 | 12.54 |
15 | 10.00000 | 10.00000 | 7.25 | 12.37 |
16 | 10.00000 | 10.00000 | 8.02 | 12.51 |
17 | 10.00000 | 10.00000 | 7.25 | 12.03 |
18 | 10.00000 | 10.00000 | 7.49 | 11.95 |
19 | 10.00000 | 10.00000 | 7.25 | 11.66 |
20 | 10.00000 | 10.00000 | 7.49 | 11.59 |
21 | 10.00000 | 10.00000 | 7.25 | 11.29 |
22 | 10.00000 | 10.00000 | 7.25 | 11.10 |
23 | 10.00000 | 10.00000 | 8.45 | 12.00 |
24 | 10.00000 | 10.00000 | 8.63 | 11.04 |
25 | 10.00000 | 10.00000 | 9.43 | 11.16 |
26 | 10.00000 | 10.00000 | 9.12 | 10.26 |
27 | 10.00000 | 10.00000 | 9.12 | 10.21 |
28 | 10.00000 | 10.00000 | 9.75 | 10.73 |
29 | 10.00000 | 10.00000 | 9.43 | 10.43 |
30 | 10.00000 | 10.00000 | 9.90 | 10.83 |
31 | 10.00000 | 10.00000 | 9.74 | 10.66 |
32 | 10.00000 | 10.00000 | 10.07 | 10.91 |
33 | 10.00000 | 10.00000 | 9.74 | 10.58 |
34 | 10.00000 | 10.00000 | 9.74 | 10.54 |
35 | 10.00000 | 10.00000 | 10.64 | 11.38 |
36 | 10.00000 | 10.00000 | 10.61 | 11.20 |
37 | 10.00000 | 10.00000 | 11.29 | 11.74 |
38 | 10.00000 | 10.00000 | 10.93 | 11.29 |
39 | 10.00000 | 10.00000 | 10.93 | 11.28 |
40 | 10.00000 | 10.00000 | 12.10 | 12.41 |
41 | 10.00000 | 10.00000 | 11.31 | 11.65 |
42 | 10.00000 | 10.00000 | 11.90 | 12.21 |
43 | 10.00000 | 10.00000 | 11.73 | 12.04 |
44 | 10.00000 | 10.00000 | 12.12 | 12.41 |
45 | 10.00000 | 10.00000 | 11.73 | 12.02 |
46 | 10.00000 | 10.00000 | 11.73 | 12.01 |
47 | 10.00000 | 10.00000 | 12.20 | 12.47 |
48 | 10.00000 | 10.00000 | 11.87 | 12.13 |
49 | 10.00000 | 10.00000 | 12.31 | 12.56 |
50 | 10.00000 | 10.00000 | 11.91 | 12.16 |
51 | 10.00000 | 10.00000 | 11.91 | 12.15 |
52 | 10.00000 | 10.00000 | 13.19 | 13.19 |
53 | 10.00000 | 10.00000 | 11.99 | 11.99 |
54 | 10.00000 | 10.00000 | 12.45 | 12.45 |
55 | 10.00000 | 10.00000 | 12.10 | 12.10 |
56 | 10.00000 | 10.00000 | 12.50 | 12.50 |
57 | 10.00000 | 10.00000 | 12.10 | 12.10 |
58 | 10.00000 | 10.00000 | 12.10 | 12.10 |
59 | 10.00000 | 10.00000 | 12.50 | 12.50 |
60 | 10.00000 | 10.00000 | 12.10 | 12.10 |
61 | 10.00000 | 10.00000 | 12.51 | 12.51 |
62 | 10.00000 | 10.00000 | 12.11 | 12.11 |
63 | 10.00000 | 10.00000 | 12.11 | 12.11 |
64 | 10.00000 | 10.00000 | 13.40 | 13.40 |
65 | 10.00000 | 10.00000 | 12.11 | 12.11 |
66 | 10.00000 | 10.00000 | 12.51 | 12.51 |
67 | 10.00000 | 10.00000 | 12.11 | 12.11 |
68 | 10.00000 | 10.00000 | 12.51 | 12.51 |
69 | 10.00000 | 10.00000 | 12.11 | 12.11 |
70 | 10.00000 | 10.00000 | 12.11 | 12.11 |
71 | 10.00000 | 10.00000 | 12.51 | 12.51 |
72 | 10.00000 | 10.00000 | 12.11 | 12.11 |
73 | 10.00000 | 10.00000 | 12.51 | 12.51 |
74 | 10.00000 | 10.00000 | 12.11 | 12.11 |
75 | 10.00000 | 10.00000 | 12.11 | 12.11 |
76 | 10.00000 | 10.00000 | 12.94 | 12.94 |
77 | 10.00000 | 10.00000 | 12.11 | 12.11 |
78 | 10.00000 | 10.00000 | 12.51 | 12.51 |
79 | 10.00000 | 10.00000 | 12.11 | 12.11 |
80 | 10.00000 | 10.00000 | 12.51 | 12.51 |
81 | 10.00000 | 10.00000 | 12.11 | 12.11 |
82 | 10.00000 | 10.00000 | 12.11 | 12.11 |
83 | 10.00000 | 10.00000 | 12.51 | 12.51 |
84 | 10.00000 | 10.00000 | 12.11 | 12.11 |
85 | 10.00000 | 10.00000 | 12.51 | 12.51 |
86 | 10.00000 | 10.00000 | 12.11 | 12.11 |
87 | 10.00000 | 10.00000 | 12.11 | 12.11 |
88 | 10.00000 | 10.00000 | 13.40 | 13.40 |
89 | 10.00000 | 10.00000 | 12.10 | 12.10 |
90 | 10.00000 | 10.00000 | 12.51 | 12.51 |
91 | 10.00000 | 10.00000 | 12.10 | 12.10 |
92 | 10.00000 | 10.00000 | 12.51 | 12.51 |
93 | 10.00000 | 10.00000 | 12.10 | 12.10 |
94 | 10.00000 | 10.00000 | 12.10 | 12.10 |
95 | 10.00000 | 10.00000 | 12.50 | 12.50 |
96 | 10.00000 | 10.00000 | 12.10 | 12.10 |
97 | 10.00000 | 10.00000 | 12.50 | 12.50 |
98 | 10.00000 | 10.00000 | 12.10 | 12.10 |
99 | 10.00000 | 10.00000 | 12.10 | 12.10 |
100 | 10.00000 | 10.00000 | 13.40 | 13.40 |
101 | 10.00000 | 10.00000 | 12.10 | 12.10 |
102 | 10.00000 | 10.00000 | 12.50 | 12.50 |
103 | 10.00000 | 10.00000 | 12.10 | 12.10 |
104 | 10.00000 | 10.00000 | 12.50 | 12.50 |
105 | 10.00000 | 10.00000 | 12.10 | 12.10 |
106 | 10.00000 | 10.00000 | 12.10 | 12.10 |
107 | 10.00000 | 10.00000 | 12.50 | 12.50 |
108 | 10.00000 | 10.00000 | 12.10 | 12.10 |
109 | 10.00000 | 10.00000 | 12.50 | 12.50 |
110 | 10.00000 | 10.00000 | 12.09 | 12.09 |
111 | 10.00000 | 10.00000 | 12.09 | 12.09 |
112 | 10.00000 | 10.00000 | 13.39 | 13.39 |
113 | 10.00000 | 10.00000 | 12.09 | 12.09 |
114 | 10.00000 | 10.00000 | 12.50 | 12.50 |
115 | 10.00000 | 10.00000 | 12.09 | 12.09 |
116 | 10.00000 | 10.00000 | 12.50 | 12.50 |
117 | 10.00000 | 10.00000 | 12.09 | 12.09 |
118 | 10.00000 | 10.00000 | 12.09 | 12.09 |
119 | 10.00000 | 10.00000 | 12.49 | 12.49 |
120 | 10.00000 | 10.00000 | 12.09 | 12.09 |
121 | 10.00000 | 10.00000 | 12.49 | 12.49 |
122 | 10.00000 | 10.00000 | 12.09 | 12.09 |
123 | 10.00000 | 10.00000 | 12.09 | 12.09 |
124 | 10.00000 | 10.00000 | 12.92 | 12.92 |
125 | 10.00000 | 10.00000 | 12.09 | 12.09 |
126 | 10.00000 | 10.00000 | 12.49 | 12.49 |
127 | 10.00000 | 10.00000 | 12.09 | 12.09 |
128 | 10.00000 | 10.00000 | 12.49 | 12.49 |
129 | 10.00000 | 10.00000 | 12.09 | 12.09 |
130 | 10.00000 | 10.00000 | 12.09 | 12.09 |
131 | 10.00000 | 10.00000 | 12.49 | 12.49 |
132 | 10.00000 | 10.00000 | 12.09 | 12.09 |
133 | 10.00000 | 10.00000 | 12.49 | 12.49 |
134 | 10.00000 | 10.00000 | 12.09 | 12.09 |
135 | 10.00000 | 10.00000 | 12.09 | 12.09 |
136 | 10.00000 | 10.00000 | 13.38 | 13.38 |
137 | 10.00000 | 10.00000 | 12.08 | 12.08 |
138 | 10.00000 | 10.00000 | 12.49 | 12.49 |
139 | 10.00000 | 10.00000 | 12.08 | 12.08 |
140 | 10.00000 | 10.00000 | 12.49 | 12.49 |
141 | 10.00000 | 10.00000 | 12.08 | 12.08 |
142 | 10.00000 | 10.00000 | 12.08 | 12.08 |
143 | 10.00000 | 10.00000 | 12.49 | 12.49 |
144 | 10.00000 | 10.00000 | 12.08 | 12.08 |
145 | 10.00000 | 10.00000 | 12.49 | 12.49 |
146 | 10.00000 | 10.00000 | 12.08 | 12.08 |
147 | 10.00000 | 10.00000 | 12.08 | 12.08 |
148 | 10.00000 | 10.00000 | 13.38 | 13.38 |
149 | 10.00000 | 10.00000 | 12.08 | 12.08 |
150 | 10.00000 | 10.00000 | 12.48 | 12.48 |
151 | 10.00000 | 10.00000 | 12.08 | 12.08 |
152 | 10.00000 | 10.00000 | 12.48 | 12.48 |
153 | 10.00000 | 10.00000 | 12.08 | 12.08 |
154 | 10.00000 | 10.00000 | 12.08 | 12.08 |
155 | 10.00000 | 10.00000 | 12.48 | 12.48 |
156 | 10.00000 | 10.00000 | 12.08 | 12.08 |
157 | 10.00000 | 10.00000 | 12.48 | 12.48 |
158 | 10.00000 | 10.00000 | 12.08 | 12.08 |
159 | 10.00000 | 10.00000 | 12.08 | 12.08 |
160 | 10.00000 | 10.00000 | 13.37 | 13.37 |
161 | 10.00000 | 10.00000 | 12.08 | 12.08 |
162 | 10.00000 | 10.00000 | 12.48 | 12.48 |
163 | 10.00000 | 10.00000 | 12.08 | 12.08 |
164 | 10.00000 | 10.00000 | 12.48 | 12.48 |
165 | 10.00000 | 10.00000 | 12.08 | 12.08 |
166 | 10.00000 | 10.00000 | 12.08 | 12.08 |
167 | 10.00000 | 10.00000 | 12.48 | 12.48 |
168 | 10.00000 | 10.00000 | 12.08 | 12.08 |
169 | 10.00000 | 10.00000 | 12.48 | 12.48 |
170 | 10.00000 | 10.00000 | 12.08 | 12.08 |
171 | 10.00000 | 10.00000 | 12.08 | 12.08 |
172 | 10.00000 | 10.00000 | 12.91 | 12.91 |
173 | 10.00000 | 10.00000 | 12.08 | 12.08 |
174 | 10.00000 | 10.00000 | 12.48 | 12.48 |
175 | 10.00000 | 10.00000 | 12.08 | 12.08 |
176 | 10.00000 | 10.00000 | 12.48 | 12.48 |
177 | 10.00000 | 10.00000 | 12.08 | 12.08 |
178 | 10.00000 | 10.00000 | 12.08 | 12.08 |
179 | 10.00000 | 10.00000 | 12.48 | 12.48 |
180 | 10.00000 | 10.00000 | 12.08 | 12.08 |
181 | 10.00000 | 10.00000 | 12.48 | 12.48 |
182 | 10.00000 | 10.00000 | 12.08 | 12.08 |
183 | 10.00000 | 10.00000 | 12.08 | 12.08 |
184 | 10.00000 | 10.00000 | 13.37 | 13.37 |
185 | 10.00000 | 10.00000 | 12.08 | 12.08 |
186 | 10.00000 | 10.00000 | 12.48 | 12.48 |
187 | 10.00000 | 10.00000 | 12.08 | 12.08 |
188 | 10.00000 | 10.00000 | 12.48 | 12.48 |
189 | 10.00000 | 10.00000 | 12.08 | 12.08 |
190 | 10.00000 | 10.00000 | 12.08 | 12.08 |
191 | 10.00000 | 10.00000 | 12.48 | 12.48 |
192 | 10.00000 | 10.00000 | 12.08 | 12.08 |
193 | 10.00000 | 10.00000 | 12.48 | 12.48 |
194 | 10.00000 | 10.00000 | 12.07 | 12.07 |
195 | 10.00000 | 10.00000 | 12.07 | 12.07 |
196 | 10.00000 | 10.00000 | 13.37 | 13.37 |
197 | 10.00000 | 10.00000 | 12.07 | 12.07 |
198 | 10.00000 | 10.00000 | 12.48 | 12.48 |
199 | 10.00000 | 10.00000 | 12.07 | 12.07 |
200 | 10.00000 | 10.00000 | 12.48 | 12.48 |
201 | 10.00000 | 10.00000 | 12.07 | 12.07 |
202 | 10.00000 | 10.00000 | 12.07 | 12.07 |
203 | 10.00000 | 10.00000 | 12.48 | 12.48 |
204 | 10.00000 | 10.00000 | 12.07 | 12.07 |
205 | 10.00000 | 10.00000 | 12.47 | 12.47 |
206 | 10.00000 | 10.00000 | 12.07 | 12.07 |
207 | 10.00000 | 10.00000 | 12.07 | 12.07 |
208 | 10.00000 | 10.00000 | 13.37 | 13.37 |
209 | 10.00000 | 10.00000 | 12.07 | 12.07 |
210 | 10.00000 | 10.00000 | 12.47 | 12.47 |
211 | 10.00000 | 10.00000 | 12.07 | 12.07 |
212 | 10.00000 | 10.00000 | 12.47 | 12.47 |
213 | 10.00000 | 10.00000 | 12.07 | 12.07 |
214 | 10.00000 | 10.00000 | 12.07 | 12.07 |
215 | 10.00000 | 10.00000 | 12.47 | 12.47 |
216 | 10.00000 | 10.00000 | 12.07 | 12.07 |
217 | 10.00000 | 10.00000 | 12.47 | 12.47 |
218 | 10.00000 | 10.00000 | 12.07 | 12.07 |
219 | 10.00000 | 10.00000 | 12.07 | 12.07 |
220 | 10.00000 | 10.00000 | 12.90 | 12.90 |
221 | 10.00000 | 10.00000 | 12.07 | 12.07 |
222 | 10.00000 | 10.00000 | 12.47 | 12.47 |
223 | 10.00000 | 10.00000 | 12.07 | 12.07 |
224 | 10.00000 | 10.00000 | 12.47 | 12.47 |
225 | 10.00000 | 10.00000 | 12.07 | 12.07 |
226 | 10.00000 | 10.00000 | 12.07 | 12.07 |
227 | 10.00000 | 10.00000 | 12.47 | 12.47 |
228 | 10.00000 | 10.00000 | 12.07 | 12.07 |
229 | 10.00000 | 10.00000 | 12.47 | 12.47 |
230 | 10.00000 | 10.00000 | 12.07 | 12.07 |
231 | 10.00000 | 10.00000 | 12.07 | 12.07 |
232 | 10.00000 | 10.00000 | 13.36 | 13.36 |
233 | 10.00000 | 10.00000 | 12.07 | 12.07 |
234 | 10.00000 | 10.00000 | 12.47 | 12.47 |
235 | 10.00000 | 10.00000 | 12.07 | 12.07 |
236 | 10.00000 | 10.00000 | 12.47 | 12.47 |
237 | 10.00000 | 10.00000 | 12.07 | 12.07 |
238 | 10.00000 | 10.00000 | 12.07 | 12.07 |
239 | 10.00000 | 10.00000 | 12.47 | 12.47 |
240 | 10.00000 | 10.00000 | 12.07 | 12.07 |
241 | 10.00000 | 10.00000 | 12.47 | 12.47 |
242 | 10.00000 | 10.00000 | 12.07 | 12.07 |
243 | 10.00000 | 10.00000 | 12.07 | 12.07 |
244 | 10.00000 | 10.00000 | 13.36 | 13.36 |
245 | 10.00000 | 10.00000 | 12.07 | 12.07 |
246 | 10.00000 | 10.00000 | 12.47 | 12.47 |
247 | 10.00000 | 10.00000 | 12.07 | 12.07 |
248 | 10.00000 | 10.00000 | 12.47 | 12.47 |
249 | 10.00000 | 10.00000 | 12.07 | 12.07 |
250 | 10.00000 | 10.00000 | 12.07 | 12.07 |
251 | 10.00000 | 10.00000 | 12.47 | 12.47 |
252 | 10.00000 | 10.00000 | 12.07 | 12.07 |
253 | 10.00000 | 10.00000 | 12.47 | 12.47 |
254 | 10.00000 | 10.00000 | 12.07 | 12.07 |
255 | 10.00000 | 10.00000 | 12.07 | 12.07 |
256 | 10.00000 | 10.00000 | 13.36 | 13.36 |
257 | 10.00000 | 10.00000 | 12.07 | 12.07 |
258 | 10.00000 | 10.00000 | 12.47 | 12.47 |
259 | 10.00000 | 10.00000 | 12.07 | 12.07 |
260 | 10.00000 | 10.00000 | 12.47 | 12.47 |
261 | 10.00000 | 10.00000 | 12.07 | 12.07 |
262 | 10.00000 | 10.00000 | 12.07 | 12.07 |
263 | 10.00000 | 10.00000 | 12.47 | 12.47 |
264 | 10.00000 | 10.00000 | 12.07 | 12.07 |
265 | 10.00000 | 10.00000 | 12.47 | 12.47 |
266 | 10.00000 | 10.00000 | 12.07 | 12.07 |
267 | 10.00000 | 10.00000 | 12.07 | 12.07 |
268 | 10.00000 | 10.00000 | 12.90 | 12.90 |
269 | 10.00000 | 10.00000 | 12.07 | 12.07 |
270 | 10.00000 | 10.00000 | 12.47 | 12.47 |
271 | 10.00000 | 10.00000 | 12.07 | 12.07 |
272 | 10.00000 | 10.00000 | 12.47 | 12.47 |
273 | 10.00000 | 10.00000 | 12.07 | 12.07 |
274 | 10.00000 | 10.00000 | 12.07 | 12.07 |
275 | 10.00000 | 10.00000 | 12.47 | 12.47 |
276 | 10.00000 | 10.00000 | 12.07 | 12.07 |
277 | 10.00000 | 10.00000 | 12.47 | 12.47 |
278 | 10.00000 | 10.00000 | 12.07 | 12.07 |
279 | 10.00000 | 10.00000 | 12.07 | 12.07 |
280 | 10.00000 | 10.00000 | 13.36 | 13.36 |
281 | 10.00000 | 10.00000 | 12.07 | 12.07 |
282 | 10.00000 | 10.00000 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4
Available Funds Schedules
| FRM PPC: | 50% |
| ARM PPC: | 50% |
| Enable Call: | Yes | |
(1) Assumes the 1-month LIBOR remains constant at 10.000%.
(2) Assumes the 6-month LIBOR remains constant at 10.000%.
| - | The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement |
expressed on a Actual/360 annual rate assuming the bond balances as the denominator.
| | | (1)(2) | (1)(2) |
| | | NetWac | Effective |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Cap | NetWac Rate |
- | - | - | - | - |
| | | | |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 10.00000 | 10.00000 | 7.24 | 10.00 |
3 | 10.00000 | 10.00000 | 7.24 | 9.99 |
4 | 10.00000 | 10.00000 | 8.01 | 9.99 |
5 | 10.00000 | 10.00000 | 7.24 | 9.97 |
6 | 10.00000 | 10.00000 | 7.48 | 9.96 |
7 | 10.00000 | 10.00000 | 7.24 | 9.94 |
8 | 10.00000 | 10.00000 | 7.48 | 9.93 |
9 | 10.00000 | 10.00000 | 7.24 | 9.91 |
10 | 10.00000 | 10.00000 | 7.24 | 9.89 |
11 | 10.00000 | 10.00000 | 7.48 | 9.87 |
12 | 10.00000 | 10.00000 | 7.24 | 13.02 |
13 | 10.00000 | 10.00000 | 7.49 | 12.95 |
14 | 10.00000 | 10.00000 | 7.25 | 12.73 |
15 | 10.00000 | 10.00000 | 7.25 | 12.59 |
16 | 10.00000 | 10.00000 | 8.02 | 12.72 |
17 | 10.00000 | 10.00000 | 7.25 | 12.27 |
18 | 10.00000 | 10.00000 | 7.49 | 12.20 |
19 | 10.00000 | 10.00000 | 7.25 | 11.93 |
20 | 10.00000 | 10.00000 | 7.49 | 11.85 |
21 | 10.00000 | 10.00000 | 7.25 | 11.56 |
22 | 10.00000 | 10.00000 | 7.25 | 11.38 |
23 | 10.00000 | 10.00000 | 8.44 | 12.28 |
24 | 10.00000 | 10.00000 | 8.61 | 11.23 |
25 | 10.00000 | 10.00000 | 9.41 | 11.31 |
26 | 10.00000 | 10.00000 | 9.11 | 10.36 |
27 | 10.00000 | 10.00000 | 9.10 | 10.32 |
28 | 10.00000 | 10.00000 | 9.73 | 10.82 |
29 | 10.00000 | 10.00000 | 9.40 | 10.52 |
30 | 10.00000 | 10.00000 | 9.87 | 10.91 |
31 | 10.00000 | 10.00000 | 9.72 | 10.74 |
32 | 10.00000 | 10.00000 | 10.04 | 11.00 |
33 | 10.00000 | 10.00000 | 9.71 | 10.66 |
34 | 10.00000 | 10.00000 | 9.71 | 10.62 |
35 | 10.00000 | 10.00000 | 10.60 | 11.44 |
36 | 10.00000 | 10.00000 | 10.57 | 11.24 |
37 | 10.00000 | 10.00000 | 11.24 | 11.76 |
38 | 10.00000 | 10.00000 | 10.88 | 11.30 |
39 | 10.00000 | 10.00000 | 10.88 | 11.29 |
40 | 10.00000 | 10.00000 | 12.04 | 12.40 |
41 | 10.00000 | 10.00000 | 11.25 | 11.65 |
42 | 10.00000 | 10.00000 | 11.84 | 12.21 |
43 | 10.00000 | 10.00000 | 11.66 | 12.04 |
44 | 10.00000 | 10.00000 | 12.05 | 12.41 |
45 | 10.00000 | 10.00000 | 11.66 | 12.02 |
46 | 10.00000 | 10.00000 | 11.66 | 12.01 |
47 | 10.00000 | 10.00000 | 12.13 | 12.46 |
48 | 10.00000 | 10.00000 | 11.79 | 12.12 |
49 | 10.00000 | 10.00000 | 12.23 | 12.55 |
50 | 10.00000 | 10.00000 | 11.83 | 12.15 |
51 | 10.00000 | 10.00000 | 11.83 | 12.15 |
52 | 10.00000 | 10.00000 | 13.10 | 13.10 |
53 | 10.00000 | 10.00000 | 11.91 | 11.91 |
54 | 10.00000 | 10.00000 | 12.36 | 12.36 |
55 | 10.00000 | 10.00000 | 12.01 | 12.01 |
56 | 10.00000 | 10.00000 | 12.40 | 12.40 |
57 | 10.00000 | 10.00000 | 12.00 | 12.00 |
58 | 10.00000 | 10.00000 | 12.00 | 12.00 |
59 | 10.00000 | 10.00000 | 12.40 | 12.40 |
60 | 10.00000 | 10.00000 | 12.00 | 12.00 |
61 | 10.00000 | 10.00000 | 12.41 | 12.41 |
62 | 10.00000 | 10.00000 | 12.00 | 12.00 |
63 | 10.00000 | 10.00000 | 12.00 | 12.00 |
64 | 10.00000 | 10.00000 | 13.29 | 13.29 |
65 | 10.00000 | 10.00000 | 12.00 | 12.00 |
66 | 10.00000 | 10.00000 | 12.40 | 12.40 |
67 | 10.00000 | 10.00000 | 12.00 | 12.00 |
68 | 10.00000 | 10.00000 | 12.40 | 12.40 |
69 | 10.00000 | 10.00000 | 11.99 | 11.99 |
70 | 10.00000 | 10.00000 | 11.99 | 11.99 |
71 | 10.00000 | 10.00000 | 12.39 | 12.39 |
72 | 10.00000 | 10.00000 | 11.99 | 11.99 |
73 | 10.00000 | 10.00000 | 12.39 | 12.39 |
74 | 10.00000 | 10.00000 | 11.99 | 11.99 |
75 | 10.00000 | 10.00000 | 11.99 | 11.99 |
76 | 10.00000 | 10.00000 | 12.81 | 12.81 |
77 | 10.00000 | 10.00000 | 11.98 | 11.98 |
78 | 10.00000 | 10.00000 | 12.38 | 12.38 |
79 | 10.00000 | 10.00000 | 11.98 | 11.98 |
80 | 10.00000 | 10.00000 | 12.38 | 12.38 |
81 | 10.00000 | 10.00000 | 11.98 | 11.98 |
82 | 10.00000 | 10.00000 | 11.98 | 11.98 |
83 | 10.00000 | 10.00000 | 12.37 | 12.37 |
84 | 10.00000 | 10.00000 | 11.97 | 11.97 |
85 | 10.00000 | 10.00000 | 12.37 | 12.37 |
86 | 10.00000 | 10.00000 | 11.97 | 11.97 |
87 | 10.00000 | 10.00000 | 11.97 | 11.97 |
88 | 10.00000 | 10.00000 | 13.25 | 13.25 |
89 | 10.00000 | 10.00000 | 11.96 | 11.96 |
90 | 10.00000 | 10.00000 | 12.36 | 12.36 |
91 | 10.00000 | 10.00000 | 11.96 | 11.96 |
92 | 10.00000 | 10.00000 | 12.35 | 12.35 |
93 | 10.00000 | 10.00000 | 11.95 | 11.95 |
94 | 10.00000 | 10.00000 | 11.95 | 11.95 |
95 | 10.00000 | 10.00000 | 12.35 | 12.35 |
96 | 10.00000 | 10.00000 | 11.95 | 11.95 |
97 | 10.00000 | 10.00000 | 12.34 | 12.34 |
98 | 10.00000 | 10.00000 | 11.94 | 11.94 |
99 | 10.00000 | 10.00000 | 11.94 | 11.94 |
100 | 10.00000 | 10.00000 | 13.22 | 13.22 |
101 | 10.00000 | 10.00000 | 11.94 | 11.94 |
102 | 10.00000 | 10.00000 | 12.33 | 12.33 |
103 | 10.00000 | 10.00000 | 11.93 | 11.93 |
104 | 10.00000 | 10.00000 | 12.33 | 12.33 |
105 | 10.00000 | 10.00000 | 11.93 | 11.93 |
106 | 10.00000 | 10.00000 | 11.93 | 11.93 |
107 | 10.00000 | 10.00000 | 12.32 | 12.32 |
108 | 10.00000 | 10.00000 | 11.92 | 11.92 |
109 | 10.00000 | 10.00000 | 12.32 | 12.32 |
110 | 10.00000 | 10.00000 | 11.92 | 11.92 |
111 | 10.00000 | 10.00000 | 11.92 | 11.92 |
112 | 10.00000 | 10.00000 | 13.19 | 13.19 |
113 | 10.00000 | 10.00000 | 11.91 | 11.91 |
114 | 10.00000 | 10.00000 | 12.31 | 12.31 |
115 | 10.00000 | 10.00000 | 11.91 | 11.91 |
116 | 10.00000 | 10.00000 | 12.30 | 12.30 |
117 | 10.00000 | 10.00000 | 11.90 | 11.90 |
118 | 10.00000 | 10.00000 | 11.90 | 11.90 |
119 | 10.00000 | 10.00000 | 12.30 | 12.30 |
120 | 10.00000 | 10.00000 | 11.90 | 11.90 |
121 | 10.00000 | 10.00000 | 12.29 | 12.29 |
122 | 10.00000 | 10.00000 | 11.89 | 11.89 |
123 | 10.00000 | 10.00000 | 11.89 | 11.89 |
124 | 10.00000 | 10.00000 | 12.71 | 12.71 |
125 | 10.00000 | 10.00000 | 11.89 | 11.89 |
126 | 10.00000 | 10.00000 | 12.28 | 12.28 |
127 | 10.00000 | 10.00000 | 11.88 | 11.88 |
128 | 10.00000 | 10.00000 | 12.28 | 12.28 |
129 | 10.00000 | 10.00000 | 11.88 | 11.88 |
130 | 10.00000 | 10.00000 | 11.88 | 11.88 |
131 | 10.00000 | 10.00000 | 12.27 | 12.27 |
132 | 10.00000 | 10.00000 | 11.87 | 11.87 |
133 | 10.00000 | 10.00000 | 12.27 | 12.27 |
134 | 10.00000 | 10.00000 | 11.87 | 11.87 |
135 | 10.00000 | 10.00000 | 11.87 | 11.87 |
136 | 10.00000 | 10.00000 | 13.14 | 13.14 |
137 | 10.00000 | 10.00000 | 11.86 | 11.86 |
138 | 10.00000 | 10.00000 | 12.26 | 12.26 |
139 | 10.00000 | 10.00000 | 11.86 | 11.86 |
140 | 10.00000 | 10.00000 | 12.25 | 12.25 |
141 | 10.00000 | 10.00000 | 11.86 | 11.86 |
142 | 10.00000 | 10.00000 | 11.86 | 11.86 |
143 | 10.00000 | 10.00000 | 12.25 | 12.25 |
144 | 10.00000 | 10.00000 | 11.85 | 11.85 |
145 | 10.00000 | 10.00000 | 12.24 | 12.24 |
146 | 10.00000 | 10.00000 | 11.85 | 11.85 |
147 | 10.00000 | 10.00000 | 11.85 | 11.85 |
148 | 10.00000 | 10.00000 | 13.11 | 13.11 |
149 | 10.00000 | 10.00000 | 11.84 | 11.84 |
150 | 10.00000 | 10.00000 | 12.23 | 12.23 |
151 | 10.00000 | 10.00000 | 11.84 | 11.84 |
152 | 10.00000 | 10.00000 | 12.23 | 12.23 |
153 | 10.00000 | 10.00000 | 11.83 | 11.83 |
154 | 10.00000 | 10.00000 | 11.83 | 11.83 |
155 | 10.00000 | 10.00000 | 12.22 | 12.22 |
156 | 10.00000 | 10.00000 | 11.83 | 11.83 |
157 | 10.00000 | 10.00000 | 12.22 | 12.22 |
158 | 10.00000 | 10.00000 | 11.82 | 11.82 |
159 | 10.00000 | 10.00000 | 11.82 | 11.82 |
160 | 10.00000 | 10.00000 | 13.09 | 13.09 |
161 | 10.00000 | 10.00000 | 11.82 | 11.82 |
162 | 10.00000 | 10.00000 | 12.21 | 12.21 |
163 | 10.00000 | 10.00000 | 11.82 | 11.82 |
164 | 10.00000 | 10.00000 | 12.21 | 12.21 |
165 | 10.00000 | 10.00000 | 11.81 | 11.81 |
166 | 10.00000 | 10.00000 | 11.81 | 11.81 |
167 | 10.00000 | 10.00000 | 12.20 | 12.20 |
168 | 10.00000 | 10.00000 | 11.81 | 11.81 |
169 | 10.00000 | 10.00000 | 12.20 | 12.20 |
170 | 10.00000 | 10.00000 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4
Available Funds Schedules
| FRM PPC: | 25% |
| ARM PPC: | 25% |
| Enable Call: | Yes | |
(1) Assumes the 1-month LIBOR remains constant at 40.000%.
(2) Assumes the 6-month LIBOR remains constant at 40.000%.
- The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement
expressed on a Actual/360 annual rate assuming the bond balances as the denominator.
| | | (1)(2) | (1)(2) |
| | | NetWac | Effective |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Cap | NetWac Rate |
- | - | - | - | - |
| | | | |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 40.00000 | 40.00000 | 7.24 | 39.93 |
3 | 40.00000 | 40.00000 | 7.24 | 39.82 |
4 | 40.00000 | 40.00000 | 8.01 | 39.68 |
5 | 40.00000 | 40.00000 | 7.24 | 39.49 |
6 | 40.00000 | 40.00000 | 7.48 | 39.28 |
7 | 40.00000 | 40.00000 | 7.24 | 39.02 |
8 | 40.00000 | 40.00000 | 7.48 | 38.74 |
9 | 40.00000 | 40.00000 | 7.24 | 38.40 |
10 | 40.00000 | 40.00000 | 7.24 | 38.04 |
11 | 40.00000 | 40.00000 | 7.48 | 37.67 |
12 | 40.00000 | 40.00000 | 7.24 | 44.62 |
13 | 40.00000 | 40.00000 | 7.49 | 43.60 |
14 | 40.00000 | 40.00000 | 7.24 | 42.45 |
15 | 40.00000 | 40.00000 | 7.25 | 41.36 |
16 | 40.00000 | 40.00000 | 8.02 | 40.53 |
17 | 40.00000 | 40.00000 | 7.25 | 39.05 |
18 | 40.00000 | 40.00000 | 7.49 | 37.96 |
19 | 40.00000 | 40.00000 | 7.25 | 36.63 |
20 | 40.00000 | 40.00000 | 7.49 | 35.49 |
21 | 40.00000 | 40.00000 | 7.25 | 34.11 |
22 | 40.00000 | 40.00000 | 7.25 | 32.86 |
23 | 40.00000 | 40.00000 | 8.45 | 32.71 |
24 | 40.00000 | 40.00000 | 8.63 | 24.68 |
25 | 40.00000 | 40.00000 | 9.43 | 21.27 |
26 | 40.00000 | 40.00000 | 9.12 | 16.72 |
27 | 40.00000 | 40.00000 | 9.12 | 16.40 |
28 | 40.00000 | 40.00000 | 9.75 | 16.64 |
29 | 40.00000 | 40.00000 | 9.43 | 16.08 |
30 | 40.00000 | 40.00000 | 9.90 | 16.23 |
31 | 40.00000 | 40.00000 | 9.74 | 15.82 |
32 | 40.00000 | 40.00000 | 10.07 | 15.85 |
33 | 40.00000 | 40.00000 | 9.74 | 15.29 |
34 | 40.00000 | 40.00000 | 9.74 | 15.05 |
35 | 40.00000 | 40.00000 | 10.64 | 15.69 |
36 | 40.00000 | 40.00000 | 10.61 | 14.53 |
37 | 40.00000 | 40.00000 | 11.29 | 14.39 |
38 | 40.00000 | 40.00000 | 10.93 | 13.36 |
39 | 40.00000 | 40.00000 | 10.93 | 13.28 |
40 | 40.00000 | 40.00000 | 12.10 | 14.34 |
41 | 40.00000 | 40.00000 | 11.31 | 13.52 |
42 | 40.00000 | 40.00000 | 11.90 | 14.03 |
43 | 40.00000 | 40.00000 | 11.73 | 13.80 |
44 | 40.00000 | 40.00000 | 12.12 | 14.11 |
45 | 40.00000 | 40.00000 | 11.73 | 13.67 |
46 | 40.00000 | 40.00000 | 11.73 | 13.60 |
47 | 40.00000 | 40.00000 | 12.20 | 14.01 |
48 | 40.00000 | 40.00000 | 11.87 | 13.62 |
49 | 40.00000 | 40.00000 | 12.31 | 14.00 |
50 | 40.00000 | 40.00000 | 11.91 | 13.56 |
51 | 40.00000 | 40.00000 | 11.91 | 13.51 |
52 | 40.00000 | 40.00000 | 13.19 | 13.19 |
53 | 40.00000 | 40.00000 | 11.99 | 11.99 |
54 | 40.00000 | 40.00000 | 12.45 | 12.45 |
55 | 40.00000 | 40.00000 | 12.10 | 12.10 |
56 | 40.00000 | 40.00000 | 12.50 | 12.50 |
57 | 40.00000 | 40.00000 | 12.10 | 12.10 |
58 | 40.00000 | 40.00000 | 12.10 | 12.10 |
59 | 40.00000 | 40.00000 | 12.50 | 12.50 |
60 | 40.00000 | 40.00000 | 12.10 | 12.10 |
61 | 40.00000 | 40.00000 | 12.51 | 12.51 |
62 | 40.00000 | 40.00000 | 12.11 | 12.11 |
63 | 40.00000 | 40.00000 | 12.11 | 12.11 |
64 | 40.00000 | 40.00000 | 13.40 | 13.40 |
65 | 40.00000 | 40.00000 | 12.11 | 12.11 |
66 | 40.00000 | 40.00000 | 12.51 | 12.51 |
67 | 40.00000 | 40.00000 | 12.11 | 12.11 |
68 | 40.00000 | 40.00000 | 12.51 | 12.51 |
69 | 40.00000 | 40.00000 | 12.11 | 12.11 |
70 | 40.00000 | 40.00000 | 12.11 | 12.11 |
71 | 40.00000 | 40.00000 | 12.51 | 12.51 |
72 | 40.00000 | 40.00000 | 12.11 | 12.11 |
73 | 40.00000 | 40.00000 | 12.51 | 12.51 |
74 | 40.00000 | 40.00000 | 12.11 | 12.11 |
75 | 40.00000 | 40.00000 | 12.11 | 12.11 |
76 | 40.00000 | 40.00000 | 12.94 | 12.94 |
77 | 40.00000 | 40.00000 | 12.11 | 12.11 |
78 | 40.00000 | 40.00000 | 12.51 | 12.51 |
79 | 40.00000 | 40.00000 | 12.11 | 12.11 |
80 | 40.00000 | 40.00000 | 12.51 | 12.51 |
81 | 40.00000 | 40.00000 | 12.11 | 12.11 |
82 | 40.00000 | 40.00000 | 12.11 | 12.11 |
83 | 40.00000 | 40.00000 | 12.51 | 12.51 |
84 | 40.00000 | 40.00000 | 12.11 | 12.11 |
85 | 40.00000 | 40.00000 | 12.51 | 12.51 |
86 | 40.00000 | 40.00000 | 12.11 | 12.11 |
87 | 40.00000 | 40.00000 | 12.11 | 12.11 |
88 | 40.00000 | 40.00000 | 13.40 | 13.40 |
89 | 40.00000 | 40.00000 | 12.10 | 12.10 |
90 | 40.00000 | 40.00000 | 12.51 | 12.51 |
91 | 40.00000 | 40.00000 | 12.10 | 12.10 |
92 | 40.00000 | 40.00000 | 12.51 | 12.51 |
93 | 40.00000 | 40.00000 | 12.10 | 12.10 |
94 | 40.00000 | 40.00000 | 12.10 | 12.10 |
95 | 40.00000 | 40.00000 | 12.50 | 12.50 |
96 | 40.00000 | 40.00000 | 12.10 | 12.10 |
97 | 40.00000 | 40.00000 | 12.50 | 12.50 |
98 | 40.00000 | 40.00000 | 12.10 | 12.10 |
99 | 40.00000 | 40.00000 | 12.10 | 12.10 |
100 | 40.00000 | 40.00000 | 13.40 | 13.40 |
101 | 40.00000 | 40.00000 | 12.10 | 12.10 |
102 | 40.00000 | 40.00000 | 12.50 | 12.50 |
103 | 40.00000 | 40.00000 | 12.10 | 12.10 |
104 | 40.00000 | 40.00000 | 12.50 | 12.50 |
105 | 40.00000 | 40.00000 | 12.10 | 12.10 |
106 | 40.00000 | 40.00000 | 12.10 | 12.10 |
107 | 40.00000 | 40.00000 | 12.50 | 12.50 |
108 | 40.00000 | 40.00000 | 12.10 | 12.10 |
109 | 40.00000 | 40.00000 | 12.50 | 12.50 |
110 | 40.00000 | 40.00000 | 12.09 | 12.09 |
111 | 40.00000 | 40.00000 | 12.09 | 12.09 |
112 | 40.00000 | 40.00000 | 13.39 | 13.39 |
113 | 40.00000 | 40.00000 | 12.09 | 12.09 |
114 | 40.00000 | 40.00000 | 12.50 | 12.50 |
115 | 40.00000 | 40.00000 | 12.09 | 12.09 |
116 | 40.00000 | 40.00000 | 12.50 | 12.50 |
117 | 40.00000 | 40.00000 | 12.09 | 12.09 |
118 | 40.00000 | 40.00000 | 12.09 | 12.09 |
119 | 40.00000 | 40.00000 | 12.49 | 12.49 |
120 | 40.00000 | 40.00000 | 12.09 | 12.09 |
121 | 40.00000 | 40.00000 | 12.49 | 12.49 |
122 | 40.00000 | 40.00000 | 12.09 | 12.09 |
123 | 40.00000 | 40.00000 | 12.09 | 12.09 |
124 | 40.00000 | 40.00000 | 12.92 | 12.92 |
125 | 40.00000 | 40.00000 | 12.09 | 12.09 |
126 | 40.00000 | 40.00000 | 12.49 | 12.49 |
127 | 40.00000 | 40.00000 | 12.09 | 12.09 |
128 | 40.00000 | 40.00000 | 12.49 | 12.49 |
129 | 40.00000 | 40.00000 | 12.09 | 12.09 |
130 | 40.00000 | 40.00000 | 12.09 | 12.09 |
131 | 40.00000 | 40.00000 | 12.49 | 12.49 |
132 | 40.00000 | 40.00000 | 12.09 | 12.09 |
133 | 40.00000 | 40.00000 | 12.49 | 12.49 |
134 | 40.00000 | 40.00000 | 12.09 | 12.09 |
135 | 40.00000 | 40.00000 | 12.09 | 12.09 |
136 | 40.00000 | 40.00000 | 13.38 | 13.38 |
137 | 40.00000 | 40.00000 | 12.08 | 12.08 |
138 | 40.00000 | 40.00000 | 12.49 | 12.49 |
139 | 40.00000 | 40.00000 | 12.08 | 12.08 |
140 | 40.00000 | 40.00000 | 12.49 | 12.49 |
141 | 40.00000 | 40.00000 | 12.08 | 12.08 |
142 | 40.00000 | 40.00000 | 12.08 | 12.08 |
143 | 40.00000 | 40.00000 | 12.49 | 12.49 |
144 | 40.00000 | 40.00000 | 12.08 | 12.08 |
145 | 40.00000 | 40.00000 | 12.49 | 12.49 |
146 | 40.00000 | 40.00000 | 12.08 | 12.08 |
147 | 40.00000 | 40.00000 | 12.08 | 12.08 |
148 | 40.00000 | 40.00000 | 13.38 | 13.38 |
149 | 40.00000 | 40.00000 | 12.08 | 12.08 |
150 | 40.00000 | 40.00000 | 12.48 | 12.48 |
151 | 40.00000 | 40.00000 | 12.08 | 12.08 |
152 | 40.00000 | 40.00000 | 12.48 | 12.48 |
153 | 40.00000 | 40.00000 | 12.08 | 12.08 |
154 | 40.00000 | 40.00000 | 12.08 | 12.08 |
155 | 40.00000 | 40.00000 | 12.48 | 12.48 |
156 | 40.00000 | 40.00000 | 12.08 | 12.08 |
157 | 40.00000 | 40.00000 | 12.48 | 12.48 |
158 | 40.00000 | 40.00000 | 12.08 | 12.08 |
159 | 40.00000 | 40.00000 | 12.08 | 12.08 |
160 | 40.00000 | 40.00000 | 13.37 | 13.37 |
161 | 40.00000 | 40.00000 | 12.08 | 12.08 |
162 | 40.00000 | 40.00000 | 12.48 | 12.48 |
163 | 40.00000 | 40.00000 | 12.08 | 12.08 |
164 | 40.00000 | 40.00000 | 12.48 | 12.48 |
165 | 40.00000 | 40.00000 | 12.08 | 12.08 |
166 | 40.00000 | 40.00000 | 12.08 | 12.08 |
167 | 40.00000 | 40.00000 | 12.48 | 12.48 |
168 | 40.00000 | 40.00000 | 12.08 | 12.08 |
169 | 40.00000 | 40.00000 | 12.48 | 12.48 |
170 | 40.00000 | 40.00000 | 12.08 | 12.08 |
171 | 40.00000 | 40.00000 | 12.08 | 12.08 |
172 | 40.00000 | 40.00000 | 12.91 | 12.91 |
173 | 40.00000 | 40.00000 | 12.08 | 12.08 |
174 | 40.00000 | 40.00000 | 12.48 | 12.48 |
175 | 40.00000 | 40.00000 | 12.08 | 12.08 |
176 | 40.00000 | 40.00000 | 12.48 | 12.48 |
177 | 40.00000 | 40.00000 | 12.08 | 12.08 |
178 | 40.00000 | 40.00000 | 12.08 | 12.08 |
179 | 40.00000 | 40.00000 | 12.48 | 12.48 |
180 | 40.00000 | 40.00000 | 12.08 | 12.08 |
181 | 40.00000 | 40.00000 | 12.48 | 12.48 |
182 | 40.00000 | 40.00000 | 12.08 | 12.08 |
183 | 40.00000 | 40.00000 | 12.08 | 12.08 |
184 | 40.00000 | 40.00000 | 13.37 | 13.37 |
185 | 40.00000 | 40.00000 | 12.08 | 12.08 |
186 | 40.00000 | 40.00000 | 12.48 | 12.48 |
187 | 40.00000 | 40.00000 | 12.08 | 12.08 |
188 | 40.00000 | 40.00000 | 12.48 | 12.48 |
189 | 40.00000 | 40.00000 | 12.08 | 12.08 |
190 | 40.00000 | 40.00000 | 12.08 | 12.08 |
191 | 40.00000 | 40.00000 | 12.48 | 12.48 |
192 | 40.00000 | 40.00000 | 12.08 | 12.08 |
193 | 40.00000 | 40.00000 | 12.48 | 12.48 |
194 | 40.00000 | 40.00000 | 12.07 | 12.07 |
195 | 40.00000 | 40.00000 | 12.07 | 12.07 |
196 | 40.00000 | 40.00000 | 13.37 | 13.37 |
197 | 40.00000 | 40.00000 | 12.07 | 12.07 |
198 | 40.00000 | 40.00000 | 12.48 | 12.48 |
199 | 40.00000 | 40.00000 | 12.07 | 12.07 |
200 | 40.00000 | 40.00000 | 12.48 | 12.48 |
201 | 40.00000 | 40.00000 | 12.07 | 12.07 |
202 | 40.00000 | 40.00000 | 12.07 | 12.07 |
203 | 40.00000 | 40.00000 | 12.48 | 12.48 |
204 | 40.00000 | 40.00000 | 12.07 | 12.07 |
205 | 40.00000 | 40.00000 | 12.47 | 12.47 |
206 | 40.00000 | 40.00000 | 12.07 | 12.07 |
207 | 40.00000 | 40.00000 | 12.07 | 12.07 |
208 | 40.00000 | 40.00000 | 13.37 | 13.37 |
209 | 40.00000 | 40.00000 | 12.07 | 12.07 |
210 | 40.00000 | 40.00000 | 12.47 | 12.47 |
211 | 40.00000 | 40.00000 | 12.07 | 12.07 |
212 | 40.00000 | 40.00000 | 12.47 | 12.47 |
213 | 40.00000 | 40.00000 | 12.07 | 12.07 |
214 | 40.00000 | 40.00000 | 12.07 | 12.07 |
215 | 40.00000 | 40.00000 | 12.47 | 12.47 |
216 | 40.00000 | 40.00000 | 12.07 | 12.07 |
217 | 40.00000 | 40.00000 | 12.47 | 12.47 |
218 | 40.00000 | 40.00000 | 12.07 | 12.07 |
219 | 40.00000 | 40.00000 | 12.07 | 12.07 |
220 | 40.00000 | 40.00000 | 12.90 | 12.90 |
221 | 40.00000 | 40.00000 | 12.07 | 12.07 |
222 | 40.00000 | 40.00000 | 12.47 | 12.47 |
223 | 40.00000 | 40.00000 | 12.07 | 12.07 |
224 | 40.00000 | 40.00000 | 12.47 | 12.47 |
225 | 40.00000 | 40.00000 | 12.07 | 12.07 |
226 | 40.00000 | 40.00000 | 12.07 | 12.07 |
227 | 40.00000 | 40.00000 | 12.47 | 12.47 |
228 | 40.00000 | 40.00000 | 12.07 | 12.07 |
229 | 40.00000 | 40.00000 | 12.47 | 12.47 |
230 | 40.00000 | 40.00000 | 12.07 | 12.07 |
231 | 40.00000 | 40.00000 | 12.07 | 12.07 |
232 | 40.00000 | 40.00000 | 13.36 | 13.36 |
233 | 40.00000 | 40.00000 | 12.07 | 12.07 |
234 | 40.00000 | 40.00000 | 12.47 | 12.47 |
235 | 40.00000 | 40.00000 | 12.07 | 12.07 |
236 | 40.00000 | 40.00000 | 12.47 | 12.47 |
237 | 40.00000 | 40.00000 | 12.07 | 12.07 |
238 | 40.00000 | 40.00000 | 12.07 | 12.07 |
239 | 40.00000 | 40.00000 | 12.47 | 12.47 |
240 | 40.00000 | 40.00000 | 12.07 | 12.07 |
241 | 40.00000 | 40.00000 | 12.47 | 12.47 |
242 | 40.00000 | 40.00000 | 12.07 | 12.07 |
243 | 40.00000 | 40.00000 | 12.07 | 12.07 |
244 | 40.00000 | 40.00000 | 13.36 | 13.36 |
245 | 40.00000 | 40.00000 | 12.07 | 12.07 |
246 | 40.00000 | 40.00000 | 12.47 | 12.47 |
247 | 40.00000 | 40.00000 | 12.07 | 12.07 |
248 | 40.00000 | 40.00000 | 12.47 | 12.47 |
249 | 40.00000 | 40.00000 | 12.07 | 12.07 |
250 | 40.00000 | 40.00000 | 12.07 | 12.07 |
251 | 40.00000 | 40.00000 | 12.47 | 12.47 |
252 | 40.00000 | 40.00000 | 12.07 | 12.07 |
253 | 40.00000 | 40.00000 | 12.47 | 12.47 |
254 | 40.00000 | 40.00000 | 12.07 | 12.07 |
255 | 40.00000 | 40.00000 | 12.07 | 12.07 |
256 | 40.00000 | 40.00000 | 13.36 | 13.36 |
257 | 40.00000 | 40.00000 | 12.07 | 12.07 |
258 | 40.00000 | 40.00000 | 12.47 | 12.47 |
259 | 40.00000 | 40.00000 | 12.07 | 12.07 |
260 | 40.00000 | 40.00000 | 12.47 | 12.47 |
261 | 40.00000 | 40.00000 | 12.07 | 12.07 |
262 | 40.00000 | 40.00000 | 12.07 | 12.07 |
263 | 40.00000 | 40.00000 | 12.47 | 12.47 |
264 | 40.00000 | 40.00000 | 12.07 | 12.07 |
265 | 40.00000 | 40.00000 | 12.47 | 12.47 |
266 | 40.00000 | 40.00000 | 12.07 | 12.07 |
267 | 40.00000 | 40.00000 | 12.07 | 12.07 |
268 | 40.00000 | 40.00000 | 12.90 | 12.90 |
269 | 40.00000 | 40.00000 | 12.07 | 12.07 |
270 | 40.00000 | 40.00000 | 12.47 | 12.47 |
271 | 40.00000 | 40.00000 | 12.07 | 12.07 |
272 | 40.00000 | 40.00000 | 12.47 | 12.47 |
273 | 40.00000 | 40.00000 | 12.07 | 12.07 |
274 | 40.00000 | 40.00000 | 12.07 | 12.07 |
275 | 40.00000 | 40.00000 | 12.47 | 12.47 |
276 | 40.00000 | 40.00000 | 12.07 | 12.07 |
277 | 40.00000 | 40.00000 | 12.47 | 12.47 |
278 | 40.00000 | 40.00000 | 12.07 | 12.07 |
279 | 40.00000 | 40.00000 | 12.07 | 12.07 |
280 | 40.00000 | 40.00000 | 13.36 | 13.36 |
281 | 40.00000 | 40.00000 | 12.07 | 12.07 |
282 | 40.00000 | 40.00000 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4
Available Funds Schedules
| FRM PPC: | 50% |
| ARM PPC: | 50% |
| Enable Call: | Yes | |
(1) Assumes the 1-month LIBOR remains constant at 40.000%.
(2) Assumes the 6-month LIBOR remains constant at 40.000%.
- The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement
expressed on a Actual/360 annual rate assuming the bond balances as the denominator.
| | | (1)(2) | (1)(2) |
| | | NetWac | Effective |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Cap | NetWac Rate |
- | - | - | - | - |
| | | | |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 40.00000 | 40.00000 | 7.24 | 39.95 |
3 | 40.00000 | 40.00000 | 7.24 | 39.88 |
4 | 40.00000 | 40.00000 | 8.01 | 39.78 |
5 | 40.00000 | 40.00000 | 7.24 | 39.65 |
6 | 40.00000 | 40.00000 | 7.48 | 39.51 |
7 | 40.00000 | 40.00000 | 7.24 | 39.33 |
8 | 40.00000 | 40.00000 | 7.48 | 39.14 |
9 | 40.00000 | 40.00000 | 7.24 | 38.91 |
10 | 40.00000 | 40.00000 | 7.24 | 38.66 |
11 | 40.00000 | 40.00000 | 7.48 | 38.39 |
12 | 40.00000 | 40.00000 | 7.24 | 45.68 |
13 | 40.00000 | 40.00000 | 7.49 | 44.78 |
14 | 40.00000 | 40.00000 | 7.25 | 43.76 |
15 | 40.00000 | 40.00000 | 7.25 | 42.78 |
16 | 40.00000 | 40.00000 | 8.02 | 42.02 |
17 | 40.00000 | 40.00000 | 7.25 | 40.66 |
18 | 40.00000 | 40.00000 | 7.49 | 39.63 |
19 | 40.00000 | 40.00000 | 7.25 | 38.36 |
20 | 40.00000 | 40.00000 | 7.49 | 37.27 |
21 | 40.00000 | 40.00000 | 7.25 | 35.92 |
22 | 40.00000 | 40.00000 | 7.25 | 34.74 |
23 | 40.00000 | 40.00000 | 8.44 | 34.63 |
24 | 40.00000 | 40.00000 | 8.61 | 26.06 |
25 | 40.00000 | 40.00000 | 9.41 | 22.37 |
26 | 40.00000 | 40.00000 | 9.11 | 17.48 |
27 | 40.00000 | 40.00000 | 9.10 | 17.16 |
28 | 40.00000 | 40.00000 | 9.73 | 17.41 |
29 | 40.00000 | 40.00000 | 9.40 | 16.84 |
30 | 40.00000 | 40.00000 | 9.87 | 16.97 |
31 | 40.00000 | 40.00000 | 9.72 | 16.56 |
32 | 40.00000 | 40.00000 | 10.04 | 16.57 |
33 | 40.00000 | 40.00000 | 9.71 | 16.01 |
34 | 40.00000 | 40.00000 | 9.71 | 15.75 |
35 | 40.00000 | 40.00000 | 10.60 | 16.36 |
36 | 40.00000 | 40.00000 | 10.57 | 15.06 |
37 | 40.00000 | 40.00000 | 11.24 | 14.80 |
38 | 40.00000 | 40.00000 | 10.88 | 13.68 |
39 | 40.00000 | 40.00000 | 10.88 | 13.61 |
40 | 40.00000 | 40.00000 | 12.04 | 14.68 |
41 | 40.00000 | 40.00000 | 11.25 | 13.87 |
42 | 40.00000 | 40.00000 | 11.84 | 14.38 |
43 | 40.00000 | 40.00000 | 11.66 | 14.16 |
44 | 40.00000 | 40.00000 | 12.05 | 14.48 |
45 | 40.00000 | 40.00000 | 11.66 | 14.05 |
46 | 40.00000 | 40.00000 | 11.66 | 13.99 |
47 | 40.00000 | 40.00000 | 12.13 | 14.40 |
48 | 40.00000 | 40.00000 | 11.79 | 14.02 |
49 | 40.00000 | 40.00000 | 12.23 | 14.40 |
50 | 40.00000 | 40.00000 | 11.83 | 13.97 |
51 | 40.00000 | 40.00000 | 11.83 | 13.92 |
52 | 40.00000 | 40.00000 | 13.10 | 13.10 |
53 | 40.00000 | 40.00000 | 11.91 | 11.91 |
54 | 40.00000 | 40.00000 | 12.36 | 12.36 |
55 | 40.00000 | 40.00000 | 12.01 | 12.01 |
56 | 40.00000 | 40.00000 | 12.40 | 12.40 |
57 | 40.00000 | 40.00000 | 12.00 | 12.00 |
58 | 40.00000 | 40.00000 | 12.00 | 12.00 |
59 | 40.00000 | 40.00000 | 12.40 | 12.40 |
60 | 40.00000 | 40.00000 | 12.00 | 12.00 |
61 | 40.00000 | 40.00000 | 12.41 | 12.41 |
62 | 40.00000 | 40.00000 | 12.00 | 12.00 |
63 | 40.00000 | 40.00000 | 12.00 | 12.00 |
64 | 40.00000 | 40.00000 | 13.29 | 13.29 |
65 | 40.00000 | 40.00000 | 12.00 | 12.00 |
66 | 40.00000 | 40.00000 | 12.40 | 12.40 |
67 | 40.00000 | 40.00000 | 12.00 | 12.00 |
68 | 40.00000 | 40.00000 | 12.40 | 12.40 |
69 | 40.00000 | 40.00000 | 11.99 | 11.99 |
70 | 40.00000 | 40.00000 | 11.99 | 11.99 |
71 | 40.00000 | 40.00000 | 12.39 | 12.39 |
72 | 40.00000 | 40.00000 | 11.99 | 11.99 |
73 | 40.00000 | 40.00000 | 12.39 | 12.39 |
74 | 40.00000 | 40.00000 | 11.99 | 11.99 |
75 | 40.00000 | 40.00000 | 11.99 | 11.99 |
76 | 40.00000 | 40.00000 | 12.81 | 12.81 |
77 | 40.00000 | 40.00000 | 11.98 | 11.98 |
78 | 40.00000 | 40.00000 | 12.38 | 12.38 |
79 | 40.00000 | 40.00000 | 11.98 | 11.98 |
80 | 40.00000 | 40.00000 | 12.38 | 12.38 |
81 | 40.00000 | 40.00000 | 11.98 | 11.98 |
82 | 40.00000 | 40.00000 | 11.98 | 11.98 |
83 | 40.00000 | 40.00000 | 12.37 | 12.37 |
84 | 40.00000 | 40.00000 | 11.97 | 11.97 |
85 | 40.00000 | 40.00000 | 12.37 | 12.37 |
86 | 40.00000 | 40.00000 | 11.97 | 11.97 |
87 | 40.00000 | 40.00000 | 11.97 | 11.97 |
88 | 40.00000 | 40.00000 | 13.25 | 13.25 |
89 | 40.00000 | 40.00000 | 11.96 | 11.96 |
90 | 40.00000 | 40.00000 | 12.36 | 12.36 |
91 | 40.00000 | 40.00000 | 11.96 | 11.96 |
92 | 40.00000 | 40.00000 | 12.35 | 12.35 |
93 | 40.00000 | 40.00000 | 11.95 | 11.95 |
94 | 40.00000 | 40.00000 | 11.95 | 11.95 |
95 | 40.00000 | 40.00000 | 12.35 | 12.35 |
96 | 40.00000 | 40.00000 | 11.95 | 11.95 |
97 | 40.00000 | 40.00000 | 12.34 | 12.34 |
98 | 40.00000 | 40.00000 | 11.94 | 11.94 |
99 | 40.00000 | 40.00000 | 11.94 | 11.94 |
100 | 40.00000 | 40.00000 | 13.22 | 13.22 |
101 | 40.00000 | 40.00000 | 11.94 | 11.94 |
102 | 40.00000 | 40.00000 | 12.33 | 12.33 |
103 | 40.00000 | 40.00000 | 11.93 | 11.93 |
104 | 40.00000 | 40.00000 | 12.33 | 12.33 |
105 | 40.00000 | 40.00000 | 11.93 | 11.93 |
106 | 40.00000 | 40.00000 | 11.93 | 11.93 |
107 | 40.00000 | 40.00000 | 12.32 | 12.32 |
108 | 40.00000 | 40.00000 | 11.92 | 11.92 |
109 | 40.00000 | 40.00000 | 12.32 | 12.32 |
110 | 40.00000 | 40.00000 | 11.92 | 11.92 |
111 | 40.00000 | 40.00000 | 11.92 | 11.92 |
112 | 40.00000 | 40.00000 | 13.19 | 13.19 |
113 | 40.00000 | 40.00000 | 11.91 | 11.91 |
114 | 40.00000 | 40.00000 | 12.31 | 12.31 |
115 | 40.00000 | 40.00000 | 11.91 | 11.91 |
116 | 40.00000 | 40.00000 | 12.30 | 12.30 |
117 | 40.00000 | 40.00000 | 11.90 | 11.90 |
118 | 40.00000 | 40.00000 | 11.90 | 11.90 |
119 | 40.00000 | 40.00000 | 12.30 | 12.30 |
120 | 40.00000 | 40.00000 | 11.90 | 11.90 |
121 | 40.00000 | 40.00000 | 12.29 | 12.29 |
122 | 40.00000 | 40.00000 | 11.89 | 11.89 |
123 | 40.00000 | 40.00000 | 11.89 | 11.89 |
124 | 40.00000 | 40.00000 | 12.71 | 12.71 |
125 | 40.00000 | 40.00000 | 11.89 | 11.89 |
126 | 40.00000 | 40.00000 | 12.28 | 12.28 |
127 | 40.00000 | 40.00000 | 11.88 | 11.88 |
128 | 40.00000 | 40.00000 | 12.28 | 12.28 |
129 | 40.00000 | 40.00000 | 11.88 | 11.88 |
130 | 40.00000 | 40.00000 | 11.88 | 11.88 |
131 | 40.00000 | 40.00000 | 12.27 | 12.27 |
132 | 40.00000 | 40.00000 | 11.87 | 11.87 |
133 | 40.00000 | 40.00000 | 12.27 | 12.27 |
134 | 40.00000 | 40.00000 | 11.87 | 11.87 |
135 | 40.00000 | 40.00000 | 11.87 | 11.87 |
136 | 40.00000 | 40.00000 | 13.14 | 13.14 |
137 | 40.00000 | 40.00000 | 11.86 | 11.86 |
138 | 40.00000 | 40.00000 | 12.26 | 12.26 |
139 | 40.00000 | 40.00000 | 11.86 | 11.86 |
140 | 40.00000 | 40.00000 | 12.25 | 12.25 |
141 | 40.00000 | 40.00000 | 11.86 | 11.86 |
142 | 40.00000 | 40.00000 | 11.86 | 11.86 |
143 | 40.00000 | 40.00000 | 12.25 | 12.25 |
144 | 40.00000 | 40.00000 | 11.85 | 11.85 |
145 | 40.00000 | 40.00000 | 12.24 | 12.24 |
146 | 40.00000 | 40.00000 | 11.85 | 11.85 |
147 | 40.00000 | 40.00000 | 11.85 | 11.85 |
148 | 40.00000 | 40.00000 | 13.11 | 13.11 |
149 | 40.00000 | 40.00000 | 11.84 | 11.84 |
150 | 40.00000 | 40.00000 | 12.23 | 12.23 |
151 | 40.00000 | 40.00000 | 11.84 | 11.84 |
152 | 40.00000 | 40.00000 | 12.23 | 12.23 |
153 | 40.00000 | 40.00000 | 11.83 | 11.83 |
154 | 40.00000 | 40.00000 | 11.83 | 11.83 |
155 | 40.00000 | 40.00000 | 12.22 | 12.22 |
156 | 40.00000 | 40.00000 | 11.83 | 11.83 |
157 | 40.00000 | 40.00000 | 12.22 | 12.22 |
158 | 40.00000 | 40.00000 | 11.82 | 11.82 |
159 | 40.00000 | 40.00000 | 11.82 | 11.82 |
160 | 40.00000 | 40.00000 | 13.09 | 13.09 |
161 | 40.00000 | 40.00000 | 11.82 | 11.82 |
162 | 40.00000 | 40.00000 | 12.21 | 12.21 |
163 | 40.00000 | 40.00000 | 11.82 | 11.82 |
164 | 40.00000 | 40.00000 | 12.21 | 12.21 |
165 | 40.00000 | 40.00000 | 11.81 | 11.81 |
166 | 40.00000 | 40.00000 | 11.81 | 11.81 |
167 | 40.00000 | 40.00000 | 12.20 | 12.20 |
168 | 40.00000 | 40.00000 | 11.81 | 11.81 |
169 | 40.00000 | 40.00000 | 12.20 | 12.20 |
170 | 40.00000 | 40.00000 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4
Available Funds Schedules
| FRM PPC: | 25% |
| ARM PPC: | 25% |
| Enable Call: | Yes | |
(1) Assumes the 1-month LIBOR remains constant at 40.000%.
(2) Assumes the 6-month LIBOR remains constant at 40.000%.
| - | The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement |
expressed on a Actual/360 annual rate assuming the bond balances as the denominator.
| | | (1)(2) | (1)(2) |
| | | NetWac | Effective |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Cap | NetWac Rate |
- | - | - | - | - |
| | | | |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 40.00000 | 40.00000 | 7.24 | 10.49 |
3 | 40.00000 | 40.00000 | 7.24 | 10.48 |
4 | 40.00000 | 40.00000 | 8.01 | 10.47 |
5 | 40.00000 | 40.00000 | 7.24 | 10.45 |
6 | 40.00000 | 40.00000 | 7.48 | 10.43 |
7 | 40.00000 | 40.00000 | 7.24 | 10.40 |
8 | 40.00000 | 40.00000 | 7.48 | 10.38 |
9 | 40.00000 | 40.00000 | 7.24 | 10.34 |
10 | 40.00000 | 40.00000 | 7.24 | 10.30 |
11 | 40.00000 | 40.00000 | 7.48 | 10.28 |
12 | 40.00000 | 40.00000 | 7.24 | 42.39 |
13 | 40.00000 | 40.00000 | 7.49 | 41.84 |
14 | 40.00000 | 40.00000 | 7.24 | 40.76 |
15 | 40.00000 | 40.00000 | 7.25 | 39.94 |
16 | 40.00000 | 40.00000 | 8.02 | 39.99 |
17 | 40.00000 | 40.00000 | 7.25 | 38.18 |
18 | 40.00000 | 40.00000 | 7.49 | 37.55 |
19 | 40.00000 | 40.00000 | 7.25 | 36.30 |
20 | 40.00000 | 40.00000 | 7.49 | 35.49 |
21 | 40.00000 | 40.00000 | 7.25 | 34.11 |
22 | 40.00000 | 40.00000 | 7.25 | 32.86 |
23 | 40.00000 | 40.00000 | 8.45 | 32.71 |
24 | 40.00000 | 40.00000 | 8.63 | 24.68 |
25 | 40.00000 | 40.00000 | 9.43 | 21.27 |
26 | 40.00000 | 40.00000 | 9.12 | 16.72 |
27 | 40.00000 | 40.00000 | 9.12 | 16.40 |
28 | 40.00000 | 40.00000 | 9.75 | 16.64 |
29 | 40.00000 | 40.00000 | 9.43 | 16.08 |
30 | 40.00000 | 40.00000 | 9.90 | 16.23 |
31 | 40.00000 | 40.00000 | 9.74 | 15.82 |
32 | 40.00000 | 40.00000 | 10.07 | 15.85 |
33 | 40.00000 | 40.00000 | 9.74 | 15.29 |
34 | 40.00000 | 40.00000 | 9.74 | 15.05 |
35 | 40.00000 | 40.00000 | 10.64 | 15.69 |
36 | 40.00000 | 40.00000 | 10.61 | 14.53 |
37 | 40.00000 | 40.00000 | 11.29 | 14.39 |
38 | 40.00000 | 40.00000 | 10.93 | 13.36 |
39 | 40.00000 | 40.00000 | 10.93 | 13.28 |
40 | 40.00000 | 40.00000 | 12.10 | 14.34 |
41 | 40.00000 | 40.00000 | 11.31 | 13.52 |
42 | 40.00000 | 40.00000 | 11.90 | 14.03 |
43 | 40.00000 | 40.00000 | 11.73 | 13.80 |
44 | 40.00000 | 40.00000 | 12.12 | 14.11 |
45 | 40.00000 | 40.00000 | 11.73 | 13.67 |
46 | 40.00000 | 40.00000 | 11.73 | 13.60 |
47 | 40.00000 | 40.00000 | 12.20 | 14.01 |
48 | 40.00000 | 40.00000 | 11.87 | 13.62 |
49 | 40.00000 | 40.00000 | 12.31 | 14.00 |
50 | 40.00000 | 40.00000 | 11.91 | 13.56 |
51 | 40.00000 | 40.00000 | 11.91 | 13.51 |
52 | 40.00000 | 40.00000 | 13.19 | 13.19 |
53 | 40.00000 | 40.00000 | 11.99 | 11.99 |
54 | 40.00000 | 40.00000 | 12.45 | 12.45 |
55 | 40.00000 | 40.00000 | 12.10 | 12.10 |
56 | 40.00000 | 40.00000 | 12.50 | 12.50 |
57 | 40.00000 | 40.00000 | 12.10 | 12.10 |
58 | 40.00000 | 40.00000 | 12.10 | 12.10 |
59 | 40.00000 | 40.00000 | 12.50 | 12.50 |
60 | 40.00000 | 40.00000 | 12.10 | 12.10 |
61 | 40.00000 | 40.00000 | 12.51 | 12.51 |
62 | 40.00000 | 40.00000 | 12.11 | 12.11 |
63 | 40.00000 | 40.00000 | 12.11 | 12.11 |
64 | 40.00000 | 40.00000 | 13.40 | 13.40 |
65 | 40.00000 | 40.00000 | 12.11 | 12.11 |
66 | 40.00000 | 40.00000 | 12.51 | 12.51 |
67 | 40.00000 | 40.00000 | 12.11 | 12.11 |
68 | 40.00000 | 40.00000 | 12.51 | 12.51 |
69 | 40.00000 | 40.00000 | 12.11 | 12.11 |
70 | 40.00000 | 40.00000 | 12.11 | 12.11 |
71 | 40.00000 | 40.00000 | 12.51 | 12.51 |
72 | 40.00000 | 40.00000 | 12.11 | 12.11 |
73 | 40.00000 | 40.00000 | 12.51 | 12.51 |
74 | 40.00000 | 40.00000 | 12.11 | 12.11 |
75 | 40.00000 | 40.00000 | 12.11 | 12.11 |
76 | 40.00000 | 40.00000 | 12.94 | 12.94 |
77 | 40.00000 | 40.00000 | 12.11 | 12.11 |
78 | 40.00000 | 40.00000 | 12.51 | 12.51 |
79 | 40.00000 | 40.00000 | 12.11 | 12.11 |
80 | 40.00000 | 40.00000 | 12.51 | 12.51 |
81 | 40.00000 | 40.00000 | 12.11 | 12.11 |
82 | 40.00000 | 40.00000 | 12.11 | 12.11 |
83 | 40.00000 | 40.00000 | 12.51 | 12.51 |
84 | 40.00000 | 40.00000 | 12.11 | 12.11 |
85 | 40.00000 | 40.00000 | 12.51 | 12.51 |
86 | 40.00000 | 40.00000 | 12.11 | 12.11 |
87 | 40.00000 | 40.00000 | 12.11 | 12.11 |
88 | 40.00000 | 40.00000 | 13.40 | 13.40 |
89 | 40.00000 | 40.00000 | 12.10 | 12.10 |
90 | 40.00000 | 40.00000 | 12.51 | 12.51 |
91 | 40.00000 | 40.00000 | 12.10 | 12.10 |
92 | 40.00000 | 40.00000 | 12.51 | 12.51 |
93 | 40.00000 | 40.00000 | 12.10 | 12.10 |
94 | 40.00000 | 40.00000 | 12.10 | 12.10 |
95 | 40.00000 | 40.00000 | 12.50 | 12.50 |
96 | 40.00000 | 40.00000 | 12.10 | 12.10 |
97 | 40.00000 | 40.00000 | 12.50 | 12.50 |
98 | 40.00000 | 40.00000 | 12.10 | 12.10 |
99 | 40.00000 | 40.00000 | 12.10 | 12.10 |
100 | 40.00000 | 40.00000 | 13.40 | 13.40 |
101 | 40.00000 | 40.00000 | 12.10 | 12.10 |
102 | 40.00000 | 40.00000 | 12.50 | 12.50 |
103 | 40.00000 | 40.00000 | 12.10 | 12.10 |
104 | 40.00000 | 40.00000 | 12.50 | 12.50 |
105 | 40.00000 | 40.00000 | 12.10 | 12.10 |
106 | 40.00000 | 40.00000 | 12.10 | 12.10 |
107 | 40.00000 | 40.00000 | 12.50 | 12.50 |
108 | 40.00000 | 40.00000 | 12.10 | 12.10 |
109 | 40.00000 | 40.00000 | 12.50 | 12.50 |
110 | 40.00000 | 40.00000 | 12.09 | 12.09 |
111 | 40.00000 | 40.00000 | 12.09 | 12.09 |
112 | 40.00000 | 40.00000 | 13.39 | 13.39 |
113 | 40.00000 | 40.00000 | 12.09 | 12.09 |
114 | 40.00000 | 40.00000 | 12.50 | 12.50 |
115 | 40.00000 | 40.00000 | 12.09 | 12.09 |
116 | 40.00000 | 40.00000 | 12.50 | 12.50 |
117 | 40.00000 | 40.00000 | 12.09 | 12.09 |
118 | 40.00000 | 40.00000 | 12.09 | 12.09 |
119 | 40.00000 | 40.00000 | 12.49 | 12.49 |
120 | 40.00000 | 40.00000 | 12.09 | 12.09 |
121 | 40.00000 | 40.00000 | 12.49 | 12.49 |
122 | 40.00000 | 40.00000 | 12.09 | 12.09 |
123 | 40.00000 | 40.00000 | 12.09 | 12.09 |
124 | 40.00000 | 40.00000 | 12.92 | 12.92 |
125 | 40.00000 | 40.00000 | 12.09 | 12.09 |
126 | 40.00000 | 40.00000 | 12.49 | 12.49 |
127 | 40.00000 | 40.00000 | 12.09 | 12.09 |
128 | 40.00000 | 40.00000 | 12.49 | 12.49 |
129 | 40.00000 | 40.00000 | 12.09 | 12.09 |
130 | 40.00000 | 40.00000 | 12.09 | 12.09 |
131 | 40.00000 | 40.00000 | 12.49 | 12.49 |
132 | 40.00000 | 40.00000 | 12.09 | 12.09 |
133 | 40.00000 | 40.00000 | 12.49 | 12.49 |
134 | 40.00000 | 40.00000 | 12.09 | 12.09 |
135 | 40.00000 | 40.00000 | 12.09 | 12.09 |
136 | 40.00000 | 40.00000 | 13.38 | 13.38 |
137 | 40.00000 | 40.00000 | 12.08 | 12.08 |
138 | 40.00000 | 40.00000 | 12.49 | 12.49 |
139 | 40.00000 | 40.00000 | 12.08 | 12.08 |
140 | 40.00000 | 40.00000 | 12.49 | 12.49 |
141 | 40.00000 | 40.00000 | 12.08 | 12.08 |
142 | 40.00000 | 40.00000 | 12.08 | 12.08 |
143 | 40.00000 | 40.00000 | 12.49 | 12.49 |
144 | 40.00000 | 40.00000 | 12.08 | 12.08 |
145 | 40.00000 | 40.00000 | 12.49 | 12.49 |
146 | 40.00000 | 40.00000 | 12.08 | 12.08 |
147 | 40.00000 | 40.00000 | 12.08 | 12.08 |
148 | 40.00000 | 40.00000 | 13.38 | 13.38 |
149 | 40.00000 | 40.00000 | 12.08 | 12.08 |
150 | 40.00000 | 40.00000 | 12.48 | 12.48 |
151 | 40.00000 | 40.00000 | 12.08 | 12.08 |
152 | 40.00000 | 40.00000 | 12.48 | 12.48 |
153 | 40.00000 | 40.00000 | 12.08 | 12.08 |
154 | 40.00000 | 40.00000 | 12.08 | 12.08 |
155 | 40.00000 | 40.00000 | 12.48 | 12.48 |
156 | 40.00000 | 40.00000 | 12.08 | 12.08 |
157 | 40.00000 | 40.00000 | 12.48 | 12.48 |
158 | 40.00000 | 40.00000 | 12.08 | 12.08 |
159 | 40.00000 | 40.00000 | 12.08 | 12.08 |
160 | 40.00000 | 40.00000 | 13.37 | 13.37 |
161 | 40.00000 | 40.00000 | 12.08 | 12.08 |
162 | 40.00000 | 40.00000 | 12.48 | 12.48 |
163 | 40.00000 | 40.00000 | 12.08 | 12.08 |
164 | 40.00000 | 40.00000 | 12.48 | 12.48 |
165 | 40.00000 | 40.00000 | 12.08 | 12.08 |
166 | 40.00000 | 40.00000 | 12.08 | 12.08 |
167 | 40.00000 | 40.00000 | 12.48 | 12.48 |
168 | 40.00000 | 40.00000 | 12.08 | 12.08 |
169 | 40.00000 | 40.00000 | 12.48 | 12.48 |
170 | 40.00000 | 40.00000 | 12.08 | 12.08 |
171 | 40.00000 | 40.00000 | 12.08 | 12.08 |
172 | 40.00000 | 40.00000 | 12.91 | 12.91 |
173 | 40.00000 | 40.00000 | 12.08 | 12.08 |
174 | 40.00000 | 40.00000 | 12.48 | 12.48 |
175 | 40.00000 | 40.00000 | 12.08 | 12.08 |
176 | 40.00000 | 40.00000 | 12.48 | 12.48 |
177 | 40.00000 | 40.00000 | 12.08 | 12.08 |
178 | 40.00000 | 40.00000 | 12.08 | 12.08 |
179 | 40.00000 | 40.00000 | 12.48 | 12.48 |
180 | 40.00000 | 40.00000 | 12.08 | 12.08 |
181 | 40.00000 | 40.00000 | 12.48 | 12.48 |
182 | 40.00000 | 40.00000 | 12.08 | 12.08 |
183 | 40.00000 | 40.00000 | 12.08 | 12.08 |
184 | 40.00000 | 40.00000 | 13.37 | 13.37 |
185 | 40.00000 | 40.00000 | 12.08 | 12.08 |
186 | 40.00000 | 40.00000 | 12.48 | 12.48 |
187 | 40.00000 | 40.00000 | 12.08 | 12.08 |
188 | 40.00000 | 40.00000 | 12.48 | 12.48 |
189 | 40.00000 | 40.00000 | 12.08 | 12.08 |
190 | 40.00000 | 40.00000 | 12.08 | 12.08 |
191 | 40.00000 | 40.00000 | 12.48 | 12.48 |
192 | 40.00000 | 40.00000 | 12.08 | 12.08 |
193 | 40.00000 | 40.00000 | 12.48 | 12.48 |
194 | 40.00000 | 40.00000 | 12.07 | 12.07 |
195 | 40.00000 | 40.00000 | 12.07 | 12.07 |
196 | 40.00000 | 40.00000 | 13.37 | 13.37 |
197 | 40.00000 | 40.00000 | 12.07 | 12.07 |
198 | 40.00000 | 40.00000 | 12.48 | 12.48 |
199 | 40.00000 | 40.00000 | 12.07 | 12.07 |
200 | 40.00000 | 40.00000 | 12.48 | 12.48 |
201 | 40.00000 | 40.00000 | 12.07 | 12.07 |
202 | 40.00000 | 40.00000 | 12.07 | 12.07 |
203 | 40.00000 | 40.00000 | 12.48 | 12.48 |
204 | 40.00000 | 40.00000 | 12.07 | 12.07 |
205 | 40.00000 | 40.00000 | 12.47 | 12.47 |
206 | 40.00000 | 40.00000 | 12.07 | 12.07 |
207 | 40.00000 | 40.00000 | 12.07 | 12.07 |
208 | 40.00000 | 40.00000 | 13.37 | 13.37 |
209 | 40.00000 | 40.00000 | 12.07 | 12.07 |
210 | 40.00000 | 40.00000 | 12.47 | 12.47 |
211 | 40.00000 | 40.00000 | 12.07 | 12.07 |
212 | 40.00000 | 40.00000 | 12.47 | 12.47 |
213 | 40.00000 | 40.00000 | 12.07 | 12.07 |
214 | 40.00000 | 40.00000 | 12.07 | 12.07 |
215 | 40.00000 | 40.00000 | 12.47 | 12.47 |
216 | 40.00000 | 40.00000 | 12.07 | 12.07 |
217 | 40.00000 | 40.00000 | 12.47 | 12.47 |
218 | 40.00000 | 40.00000 | 12.07 | 12.07 |
219 | 40.00000 | 40.00000 | 12.07 | 12.07 |
220 | 40.00000 | 40.00000 | 12.90 | 12.90 |
221 | 40.00000 | 40.00000 | 12.07 | 12.07 |
222 | 40.00000 | 40.00000 | 12.47 | 12.47 |
223 | 40.00000 | 40.00000 | 12.07 | 12.07 |
224 | 40.00000 | 40.00000 | 12.47 | 12.47 |
225 | 40.00000 | 40.00000 | 12.07 | 12.07 |
226 | 40.00000 | 40.00000 | 12.07 | 12.07 |
227 | 40.00000 | 40.00000 | 12.47 | 12.47 |
228 | 40.00000 | 40.00000 | 12.07 | 12.07 |
229 | 40.00000 | 40.00000 | 12.47 | 12.47 |
230 | 40.00000 | 40.00000 | 12.07 | 12.07 |
231 | 40.00000 | 40.00000 | 12.07 | 12.07 |
232 | 40.00000 | 40.00000 | 13.36 | 13.36 |
233 | 40.00000 | 40.00000 | 12.07 | 12.07 |
234 | 40.00000 | 40.00000 | 12.47 | 12.47 |
235 | 40.00000 | 40.00000 | 12.07 | 12.07 |
236 | 40.00000 | 40.00000 | 12.47 | 12.47 |
237 | 40.00000 | 40.00000 | 12.07 | 12.07 |
238 | 40.00000 | 40.00000 | 12.07 | 12.07 |
239 | 40.00000 | 40.00000 | 12.47 | 12.47 |
240 | 40.00000 | 40.00000 | 12.07 | 12.07 |
241 | 40.00000 | 40.00000 | 12.47 | 12.47 |
242 | 40.00000 | 40.00000 | 12.07 | 12.07 |
243 | 40.00000 | 40.00000 | 12.07 | 12.07 |
244 | 40.00000 | 40.00000 | 13.36 | 13.36 |
245 | 40.00000 | 40.00000 | 12.07 | 12.07 |
246 | 40.00000 | 40.00000 | 12.47 | 12.47 |
247 | 40.00000 | 40.00000 | 12.07 | 12.07 |
248 | 40.00000 | 40.00000 | 12.47 | 12.47 |
249 | 40.00000 | 40.00000 | 12.07 | 12.07 |
250 | 40.00000 | 40.00000 | 12.07 | 12.07 |
251 | 40.00000 | 40.00000 | 12.47 | 12.47 |
252 | 40.00000 | 40.00000 | 12.07 | 12.07 |
253 | 40.00000 | 40.00000 | 12.47 | 12.47 |
254 | 40.00000 | 40.00000 | 12.07 | 12.07 |
255 | 40.00000 | 40.00000 | 12.07 | 12.07 |
256 | 40.00000 | 40.00000 | 13.36 | 13.36 |
257 | 40.00000 | 40.00000 | 12.07 | 12.07 |
258 | 40.00000 | 40.00000 | 12.47 | 12.47 |
259 | 40.00000 | 40.00000 | 12.07 | 12.07 |
260 | 40.00000 | 40.00000 | 12.47 | 12.47 |
261 | 40.00000 | 40.00000 | 12.07 | 12.07 |
262 | 40.00000 | 40.00000 | 12.07 | 12.07 |
263 | 40.00000 | 40.00000 | 12.47 | 12.47 |
264 | 40.00000 | 40.00000 | 12.07 | 12.07 |
265 | 40.00000 | 40.00000 | 12.47 | 12.47 |
266 | 40.00000 | 40.00000 | 12.07 | 12.07 |
267 | 40.00000 | 40.00000 | 12.07 | 12.07 |
268 | 40.00000 | 40.00000 | 12.90 | 12.90 |
269 | 40.00000 | 40.00000 | 12.07 | 12.07 |
270 | 40.00000 | 40.00000 | 12.47 | 12.47 |
271 | 40.00000 | 40.00000 | 12.07 | 12.07 |
272 | 40.00000 | 40.00000 | 12.47 | 12.47 |
273 | 40.00000 | 40.00000 | 12.07 | 12.07 |
274 | 40.00000 | 40.00000 | 12.07 | 12.07 |
275 | 40.00000 | 40.00000 | 12.47 | 12.47 |
276 | 40.00000 | 40.00000 | 12.07 | 12.07 |
277 | 40.00000 | 40.00000 | 12.47 | 12.47 |
278 | 40.00000 | 40.00000 | 12.07 | 12.07 |
279 | 40.00000 | 40.00000 | 12.07 | 12.07 |
280 | 40.00000 | 40.00000 | 13.36 | 13.36 |
281 | 40.00000 | 40.00000 | 12.07 | 12.07 |
282 | 40.00000 | 40.00000 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4
Available Funds Schedules
| FRM PPC: | 50% |
| ARM PPC: | 50% |
| Enable Call: | Yes | |
(1) Assumes the 1-month LIBOR remains constant at 40.000%.
(2) Assumes the 6-month LIBOR remains constant at 40.000%.
| - | The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement |
expressed on a Actual/360 annual rate assuming the bond balances as the denominator.
| | | (1)(2) | (1)(2) |
| | | NetWac | Effective |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Cap | NetWac Rate |
- | - | - | - | - |
| | | | |
1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 40.00000 | 40.00000 | 7.24 | 10.50 |
3 | 40.00000 | 40.00000 | 7.24 | 10.49 |
4 | 40.00000 | 40.00000 | 8.01 | 10.48 |
5 | 40.00000 | 40.00000 | 7.24 | 10.47 |
6 | 40.00000 | 40.00000 | 7.48 | 10.45 |
7 | 40.00000 | 40.00000 | 7.24 | 10.43 |
8 | 40.00000 | 40.00000 | 7.48 | 10.42 |
9 | 40.00000 | 40.00000 | 7.24 | 10.39 |
10 | 40.00000 | 40.00000 | 7.24 | 10.37 |
11 | 40.00000 | 40.00000 | 7.48 | 10.35 |
12 | 40.00000 | 40.00000 | 7.24 | 43.71 |
13 | 40.00000 | 40.00000 | 7.49 | 43.32 |
14 | 40.00000 | 40.00000 | 7.25 | 42.41 |
15 | 40.00000 | 40.00000 | 7.25 | 41.74 |
16 | 40.00000 | 40.00000 | 8.02 | 41.90 |
17 | 40.00000 | 40.00000 | 7.25 | 40.24 |
18 | 40.00000 | 40.00000 | 7.49 | 39.63 |
19 | 40.00000 | 40.00000 | 7.25 | 38.36 |
20 | 40.00000 | 40.00000 | 7.49 | 37.27 |
21 | 40.00000 | 40.00000 | 7.25 | 35.92 |
22 | 40.00000 | 40.00000 | 7.25 | 34.74 |
23 | 40.00000 | 40.00000 | 8.44 | 34.63 |
24 | 40.00000 | 40.00000 | 8.61 | 26.06 |
25 | 40.00000 | 40.00000 | 9.41 | 22.37 |
26 | 40.00000 | 40.00000 | 9.11 | 17.48 |
27 | 40.00000 | 40.00000 | 9.10 | 17.16 |
28 | 40.00000 | 40.00000 | 9.73 | 17.41 |
29 | 40.00000 | 40.00000 | 9.40 | 16.84 |
30 | 40.00000 | 40.00000 | 9.87 | 16.97 |
31 | 40.00000 | 40.00000 | 9.72 | 16.56 |
32 | 40.00000 | 40.00000 | 10.04 | 16.57 |
33 | 40.00000 | 40.00000 | 9.71 | 16.01 |
34 | 40.00000 | 40.00000 | 9.71 | 15.75 |
35 | 40.00000 | 40.00000 | 10.60 | 16.36 |
36 | 40.00000 | 40.00000 | 10.57 | 15.06 |
37 | 40.00000 | 40.00000 | 11.24 | 14.80 |
38 | 40.00000 | 40.00000 | 10.88 | 13.68 |
39 | 40.00000 | 40.00000 | 10.88 | 13.61 |
40 | 40.00000 | 40.00000 | 12.04 | 14.68 |
41 | 40.00000 | 40.00000 | 11.25 | 13.87 |
42 | 40.00000 | 40.00000 | 11.84 | 14.38 |
43 | 40.00000 | 40.00000 | 11.66 | 14.16 |
44 | 40.00000 | 40.00000 | 12.05 | 14.48 |
45 | 40.00000 | 40.00000 | 11.66 | 14.05 |
46 | 40.00000 | 40.00000 | 11.66 | 13.99 |
47 | 40.00000 | 40.00000 | 12.13 | 14.40 |
48 | 40.00000 | 40.00000 | 11.79 | 14.02 |
49 | 40.00000 | 40.00000 | 12.23 | 14.40 |
50 | 40.00000 | 40.00000 | 11.83 | 13.97 |
51 | 40.00000 | 40.00000 | 11.83 | 13.92 |
52 | 40.00000 | 40.00000 | 13.10 | 13.10 |
53 | 40.00000 | 40.00000 | 11.91 | 11.91 |
54 | 40.00000 | 40.00000 | 12.36 | 12.36 |
55 | 40.00000 | 40.00000 | 12.01 | 12.01 |
56 | 40.00000 | 40.00000 | 12.40 | 12.40 |
57 | 40.00000 | 40.00000 | 12.00 | 12.00 |
58 | 40.00000 | 40.00000 | 12.00 | 12.00 |
59 | 40.00000 | 40.00000 | 12.40 | 12.40 |
60 | 40.00000 | 40.00000 | 12.00 | 12.00 |
61 | 40.00000 | 40.00000 | 12.41 | 12.41 |
62 | 40.00000 | 40.00000 | 12.00 | 12.00 |
63 | 40.00000 | 40.00000 | 12.00 | 12.00 |
64 | 40.00000 | 40.00000 | 13.29 | 13.29 |
65 | 40.00000 | 40.00000 | 12.00 | 12.00 |
66 | 40.00000 | 40.00000 | 12.40 | 12.40 |
67 | 40.00000 | 40.00000 | 12.00 | 12.00 |
68 | 40.00000 | 40.00000 | 12.40 | 12.40 |
69 | 40.00000 | 40.00000 | 11.99 | 11.99 |
70 | 40.00000 | 40.00000 | 11.99 | 11.99 |
71 | 40.00000 | 40.00000 | 12.39 | 12.39 |
72 | 40.00000 | 40.00000 | 11.99 | 11.99 |
73 | 40.00000 | 40.00000 | 12.39 | 12.39 |
74 | 40.00000 | 40.00000 | 11.99 | 11.99 |
75 | 40.00000 | 40.00000 | 11.99 | 11.99 |
76 | 40.00000 | 40.00000 | 12.81 | 12.81 |
77 | 40.00000 | 40.00000 | 11.98 | 11.98 |
78 | 40.00000 | 40.00000 | 12.38 | 12.38 |
79 | 40.00000 | 40.00000 | 11.98 | 11.98 |
80 | 40.00000 | 40.00000 | 12.38 | 12.38 |
81 | 40.00000 | 40.00000 | 11.98 | 11.98 |
82 | 40.00000 | 40.00000 | 11.98 | 11.98 |
83 | 40.00000 | 40.00000 | 12.37 | 12.37 |
84 | 40.00000 | 40.00000 | 11.97 | 11.97 |
85 | 40.00000 | 40.00000 | 12.37 | 12.37 |
86 | 40.00000 | 40.00000 | 11.97 | 11.97 |
87 | 40.00000 | 40.00000 | 11.97 | 11.97 |
88 | 40.00000 | 40.00000 | 13.25 | 13.25 |
89 | 40.00000 | 40.00000 | 11.96 | 11.96 |
90 | 40.00000 | 40.00000 | 12.36 | 12.36 |
91 | 40.00000 | 40.00000 | 11.96 | 11.96 |
92 | 40.00000 | 40.00000 | 12.35 | 12.35 |
93 | 40.00000 | 40.00000 | 11.95 | 11.95 |
94 | 40.00000 | 40.00000 | 11.95 | 11.95 |
95 | 40.00000 | 40.00000 | 12.35 | 12.35 |
96 | 40.00000 | 40.00000 | 11.95 | 11.95 |
97 | 40.00000 | 40.00000 | 12.34 | 12.34 |
98 | 40.00000 | 40.00000 | 11.94 | 11.94 |
99 | 40.00000 | 40.00000 | 11.94 | 11.94 |
100 | 40.00000 | 40.00000 | 13.22 | 13.22 |
101 | 40.00000 | 40.00000 | 11.94 | 11.94 |
102 | 40.00000 | 40.00000 | 12.33 | 12.33 |
103 | 40.00000 | 40.00000 | 11.93 | 11.93 |
104 | 40.00000 | 40.00000 | 12.33 | 12.33 |
105 | 40.00000 | 40.00000 | 11.93 | 11.93 |
106 | 40.00000 | 40.00000 | 11.93 | 11.93 |
107 | 40.00000 | 40.00000 | 12.32 | 12.32 |
108 | 40.00000 | 40.00000 | 11.92 | 11.92 |
109 | 40.00000 | 40.00000 | 12.32 | 12.32 |
110 | 40.00000 | 40.00000 | 11.92 | 11.92 |
111 | 40.00000 | 40.00000 | 11.92 | 11.92 |
112 | 40.00000 | 40.00000 | 13.19 | 13.19 |
113 | 40.00000 | 40.00000 | 11.91 | 11.91 |
114 | 40.00000 | 40.00000 | 12.31 | 12.31 |
115 | 40.00000 | 40.00000 | 11.91 | 11.91 |
116 | 40.00000 | 40.00000 | 12.30 | 12.30 |
117 | 40.00000 | 40.00000 | 11.90 | 11.90 |
118 | 40.00000 | 40.00000 | 11.90 | 11.90 |
119 | 40.00000 | 40.00000 | 12.30 | 12.30 |
120 | 40.00000 | 40.00000 | 11.90 | 11.90 |
121 | 40.00000 | 40.00000 | 12.29 | 12.29 |
122 | 40.00000 | 40.00000 | 11.89 | 11.89 |
123 | 40.00000 | 40.00000 | 11.89 | 11.89 |
124 | 40.00000 | 40.00000 | 12.71 | 12.71 |
125 | 40.00000 | 40.00000 | 11.89 | 11.89 |
126 | 40.00000 | 40.00000 | 12.28 | 12.28 |
127 | 40.00000 | 40.00000 | 11.88 | 11.88 |
128 | 40.00000 | 40.00000 | 12.28 | 12.28 |
129 | 40.00000 | 40.00000 | 11.88 | 11.88 |
130 | 40.00000 | 40.00000 | 11.88 | 11.88 |
131 | 40.00000 | 40.00000 | 12.27 | 12.27 |
132 | 40.00000 | 40.00000 | 11.87 | 11.87 |
133 | 40.00000 | 40.00000 | 12.27 | 12.27 |
134 | 40.00000 | 40.00000 | 11.87 | 11.87 |
135 | 40.00000 | 40.00000 | 11.87 | 11.87 |
136 | 40.00000 | 40.00000 | 13.14 | 13.14 |
137 | 40.00000 | 40.00000 | 11.86 | 11.86 |
138 | 40.00000 | 40.00000 | 12.26 | 12.26 |
139 | 40.00000 | 40.00000 | 11.86 | 11.86 |
140 | 40.00000 | 40.00000 | 12.25 | 12.25 |
141 | 40.00000 | 40.00000 | 11.86 | 11.86 |
142 | 40.00000 | 40.00000 | 11.86 | 11.86 |
143 | 40.00000 | 40.00000 | 12.25 | 12.25 |
144 | 40.00000 | 40.00000 | 11.85 | 11.85 |
145 | 40.00000 | 40.00000 | 12.24 | 12.24 |
146 | 40.00000 | 40.00000 | 11.85 | 11.85 |
147 | 40.00000 | 40.00000 | 11.85 | 11.85 |
148 | 40.00000 | 40.00000 | 13.11 | 13.11 |
149 | 40.00000 | 40.00000 | 11.84 | 11.84 |
150 | 40.00000 | 40.00000 | 12.23 | 12.23 |
151 | 40.00000 | 40.00000 | 11.84 | 11.84 |
152 | 40.00000 | 40.00000 | 12.23 | 12.23 |
153 | 40.00000 | 40.00000 | 11.83 | 11.83 |
154 | 40.00000 | 40.00000 | 11.83 | 11.83 |
155 | 40.00000 | 40.00000 | 12.22 | 12.22 |
156 | 40.00000 | 40.00000 | 11.83 | 11.83 |
157 | 40.00000 | 40.00000 | 12.22 | 12.22 |
158 | 40.00000 | 40.00000 | 11.82 | 11.82 |
159 | 40.00000 | 40.00000 | 11.82 | 11.82 |
160 | 40.00000 | 40.00000 | 13.09 | 13.09 |
161 | 40.00000 | 40.00000 | 11.82 | 11.82 |
162 | 40.00000 | 40.00000 | 12.21 | 12.21 |
163 | 40.00000 | 40.00000 | 11.82 | 11.82 |
164 | 40.00000 | 40.00000 | 12.21 | 12.21 |
165 | 40.00000 | 40.00000 | 11.81 | 11.81 |
166 | 40.00000 | 40.00000 | 11.81 | 11.81 |
167 | 40.00000 | 40.00000 | 12.20 | 12.20 |
168 | 40.00000 | 40.00000 | 11.81 | 11.81 |
169 | 40.00000 | 40.00000 | 12.20 | 12.20 |
170 | 40.00000 | 40.00000 | 0.00 | 0.00 |
z_ffml05fh4_mkt2 - Stack Price/Yield |
| | |
Settle | 12/15/2005 | |
First Payment | 12/25/2005 | |
| | |
| | |
Class IIA1 | | |
| | |
WAL for Princ Pmts | 2.99 | 1.63 |
Mod Durn 30360 | 2.69 | 1.53 |
Principal Window Begin | 1 | 1 |
Principal Window End | 75 | 38 |
| | |
Prepay | 25 PPC | 50 PPC |
LIBOR_1MO | 4.194000 | 4.194000 |
LIBOR_6MO | 4.549000 | 4.549000 |
z_ffml05fh4_mkt2 - Stack Price/Yield | | |
Declaration | | | | |
| | | | |
Settle | 12/15/2005 | | | |
First Payment | 12/25/2005 | | | |
| | | | |
| | | | |
Class M6 | | | | |
| | | | |
100 PricingSpeed | | | | |
Default | 4451 SDA | 3466 SDA | 4210 SDA | 3277 SDA |
WAL for Princ Pmts | 9.88 | 11.09 | 10.16 | 11.34 |
Principal Writedown | 0.03% | 0.08% | 0.01% | 0.02% |
Total Collat Loss (Collat Maturity) | 15.59% | 16.01% | 15.02% | 15.37% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 45% | 55% | 45% | 55% |
| | | | |
65 PricingSpeed | | | | |
Default | 3807 SDA | 3030 SDA | 3516 SDA | 2806 SDA |
WAL for Princ Pmts | 16.75 | 18.25 | 17.56 | 18.90 |
Principal Writedown | 0.24% | 0.21% | 0.26% | 0.10% |
Total Collat Loss (Collat Maturity) | 19.26% | 20.28% | 18.33% | 19.25% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 45% | 55% | 45% | 55% |
| | | | |
| | | | |
Servicer Advances | 100% | | | |
Liquidation Lag | 12 | | | |
Triggers | FAIL | | | |
Optional Redemption | Call (N) | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield | | |
Declaration | | | | |
| | | | |
Settle | 12/15/2005 | | | |
First Payment | 12/25/2005 | | | |
| | | | |
| | | | |
Class M7 | | | | |
| | | | |
100 PricingSpeed | | | | |
Default | 3701 SDA | 2918 SDA | 3466 SDA | 2731 SDA |
WAL for Princ Pmts | 10.12 | 11.08 | 10.38 | 11.29 |
Principal Writedown | 0.13% | 0.04% | 0.06% | 0.22% |
Total Collat Loss (Collat Maturity) | 13.73% | 14.08% | 13.10% | 13.39% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 45% | 55% | 45% | 55% |
| | | | |
65 PricingSpeed | | | | |
Default | 3312 SDA | 2673 SDA | 3037 SDA | 2460 SDA |
WAL for Princ Pmts | 16.73 | 17.98 | 17.48 | 18.62 |
Principal Writedown | 0.10% | 0.08% | 0.06% | 0.18% |
Total Collat Loss (Collat Maturity) | 17.62% | 18.58% | 16.63% | 17.51% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 45% | 55% | 45% | 55% |
| | | | |
| | | | |
Servicer Advances | 100% | | | |
Liquidation Lag | 12 | | | |
Triggers | FAIL | | | |
Optional Redemption | Call (N) | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield | | |
Declaration | | | | |
| | | | |
Settle | 12/15/2005 | | | |
First Payment | 12/25/2005 | | | |
| | | | |
| | | | |
Class M8 | | | | |
| | | | |
100 PricingSpeed | | | | |
Default | 3150 SDA | 2506 SDA | 2917 SDA | 2318 SDA |
WAL for Princ Pmts | 11.35 | 12.19 | 11.57 | 12.34 |
Principal Writedown | 0.10% | 0.18% | 0.06% | 0.25% |
Total Collat Loss (Collat Maturity) | 12.21% | 12.51% | 11.52% | 11.77% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 45% | 55% | 45% | 55% |
| | | | |
65 PricingSpeed | | | | |
Default | 2936 SDA | 2392 SDA | 2668 SDA | 2182 SDA |
WAL for Princ Pmts | 18.32 | 19.34 | 19.03 | 19.95 |
Principal Writedown | 0.25% | 0.28% | 0.16% | 0.28% |
Total Collat Loss (Collat Maturity) | 16.24% | 17.14% | 15.20% | 16.01% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 45% | 55% | 45% | 55% |
| | | | |
| | | | |
Servicer Advances | 100% | | | |
Liquidation Lag | 12 | | | |
Triggers | FAIL | | | |
Optional Redemption | Call (N) | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield | | |
Declaration | | | | |
| | | | |
Settle | 12/15/2005 | | | |
First Payment | 12/25/2005 | | | |
| | | | |
| | | | |
Class M6 | | | | |
| | | | |
100 PricingSpeed | | | | |
Default | 3466 SDA | 2844 SDA | 3277 SDA | 2688 SDA |
WAL for Princ Pmts | 11.09 | 11.91 | 11.34 | 12.13 |
Principal Writedown | 0.08% | 0.26% | 0.02% | 0.28% |
Total Collat Loss (Collat Maturity) | 16.01% | 16.32% | 15.37% | 15.63% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 55% | 65% | 55% | 65% |
| | | | |
65 PricingSpeed | | | | |
Default | 3030 SDA | 2525 SDA | 2806 SDA | 2342 SDA |
WAL for Princ Pmts | 18.25 | 19.14 | 18.90 | 19.72 |
Principal Writedown | 0.21% | 0.05% | 0.10% | 0.04% |
Total Collat Loss (Collat Maturity) | 20.28% | 21.08% | 19.25% | 19.96% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 55% | 65% | 55% | 65% |
| | | | |
| | | | |
Servicer Advances | 100% | | | |
Liquidation Lag | 12 | | | |
Triggers | FAIL | | | |
Optional Redemption | Call (N) | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield | | |
Declaration | | | | |
| | | | |
Settle | 12/15/2005 | | | |
First Payment | 12/25/2005 | | | |
| | | | |
| | | | |
Class M7 | | | | |
| | | | |
100 PricingSpeed | | | | |
Default | 2918 SDA | 2412 SDA | 2731 SDA | 2256 SDA |
WAL for Princ Pmts | 11.08 | 11.72 | 11.29 | 11.90 |
Principal Writedown | 0.04% | 0.20% | 0.22% | 0.11% |
Total Collat Loss (Collat Maturity) | 14.08% | 14.35% | 13.39% | 13.60% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 55% | 65% | 55% | 65% |
| | | | |
65 PricingSpeed | | | | |
Default | 2673 SDA | 2248 SDA | 2460 SDA | 2073 SDA |
WAL for Princ Pmts | 17.98 | 18.76 | 18.62 | 19.33 |
Principal Writedown | 0.08% | 0.18% | 0.18% | 0.25% |
Total Collat Loss (Collat Maturity) | 18.58% | 19.34% | 17.51% | 18.20% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 55% | 65% | 55% | 65% |
| | | | |
| | | | |
Servicer Advances | 100% | | | |
Liquidation Lag | 12 | | | |
Triggers | FAIL | | | |
Optional Redemption | Call (N) | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield | | |
Declaration | | | | |
| | | | |
Settle | 12/15/2005 | | | |
First Payment | 12/25/2005 | | | |
| | | | |
| | | | |
Class M8 | | | | |
| | | | |
100 PricingSpeed | | | | |
Default | 2506 SDA | 2083 SDA | 2318 SDA | 1924 SDA |
WAL for Princ Pmts | 12.19 | 12.74 | 12.34 | 12.84 |
Principal Writedown | 0.18% | 0.27% | 0.25% | 0.05% |
Total Collat Loss (Collat Maturity) | 12.51% | 12.74% | 11.77% | 11.94% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 55% | 65% | 55% | 65% |
| | | | |
65 PricingSpeed | | | | |
Default | 2392 SDA | 2024 SDA | 2182 SDA | 1851 SDA |
WAL for Princ Pmts | 19.34 | 19.98 | 19.95 | 20.52 |
Principal Writedown | 0.28% | 0.10% | 0.28% | 0.09% |
Total Collat Loss (Collat Maturity) | 17.14% | 17.84% | 16.01% | 16.65% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 55% | 65% | 55% | 65% |
| | | | |
| | | | |
Servicer Advances | 100% | | | |
Liquidation Lag | 12 | | | |
Triggers | FAIL | | | |
Optional Redemption | Call (N) | | | |
z_ffml05fh4_mkt2 - Stack Price/Yield |
Deerfield | |
| |
Settle | 12/15/2005 |
First Payment | 12/25/2005 |
| |
| |
Class M3 | |
Default | 27.5 CDR |
Principal Writedown | 0.48% |
Total Collat Loss (Collat Maturity) | 20.72% |
| |
Class M4 | |
Default | 23.1 CDR |
Principal Writedown | 1.75% |
Total Collat Loss (Collat Maturity) | 18.54% |
| |
Prepay | 100 PricingSpeed |
LIBOR | Forward + 200bps |
| |
Loss Severity | 40% |
Servicer Advances | 100% |
Liquidation Lag | 12 |
Triggers | FAIL |
Optional Redemption | Call (N) |
z_ffml05fh4_mkt2 - Stack Price/Yield | | | | | | | |
Deerfield | | | | | | | | | |
| | | | | | | | | |
Settle | 12/15/2005 | | | | | | | | |
First Payment | 12/25/2005 | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | |
Class M7 | | | | | | | | | |
| | | | | | | | | |
Default | 15 CDR | 11.7 CDR | 9.6 CDR | 14.7 CDR | 11.4 CDR | 9.3 CDR | 14.3 CDR | 11.1 CDR | 9 CDR |
Principal Writedown | 1.93% | 3.05% | 4.73% | 2.28% | 1.65% | 0.55% | 2.96% | 4.05% | 0.65% |
Total Collat Loss (Collat Maturity) | 13.69% | 14.15% | 14.49% | 13.49% | 13.87% | 14.12% | 13.22% | 13.58% | 13.75% |
| | | | | | | | | |
LIBOR | Forward | Forward | Forward | Forward + 100 | Forward + 100 | Forward + 100 | Forward + 200 | Forward + 200 | Forward + 200 |
Loss Severity | 40% | 50% | 60% | 40% | 50% | 60% | 40% | 50% | 60% |
| | | | | | | | | |
Prepay | 100 PricingSpeed | | | | | | | | |
Servicer Advances | 100% | | | | | | | | |
Liquidation Lag | 12 | | | | | | | | |
Triggers | FAIL | | | | | | | | |
Optional Redemption | Call (N) | | | | | | | | |
First Franklin 2005-FFH4 | | | |
Fortress | | | | | |
| | | Loss Severity | 50% | |
| | | Servicer Advances | 0% | |
| | | Liquidation Lag | 0 | |
| | | Optional Redemption | To Maturity | |
| | | | | |
| | | | | |
RAMP 1: 0 for 5 0 ramp 24 X (Trigger: triggered immediately) | |
| | | | | |
| | | BREAKEVEN TERMINALCDRs |
| | | | |
| | | | | |
| Class M5 | 30.1 | 29.3 | 28.8 | 27.9 |
| Class M6 | 26.2 | 25.5 | 25.1 | 24.1 |
| Class M7 | 21.7 | 21.1 | 20.6 | 19.8 |
| Class M8 | 18.4 | 17.9 | 17.5 | 16.6 |
| Class M9 | 15 | 14.6 | 14.3 | 13.5 |
| | | | | |
| | | | | |
RAMP 2: 0 for 5 0 ramp 12 1.5 1.5 ramp 18 10 10 4 X (Trigger: does not trigger) |
| | | | | |
| | | BREAKEVEN TERMINALCDRs |
| | | |
| | | | | |
| Class M5 | 68.2 | 66.1 | 42.1 | 41.5 |
| Class M6 | 40.4 | 39 | 35.5 | 34.7 |
| Class M7 | 25.5 | 24.7 | 27.4 | 26.1 |
| Class M8 | 20.8 | 20 | 22.2 | 21 |
| Class M9 | 15.9 | 15 | 17.4 | 16.3 |
z_ffml05fh4_mkt2 - Stack Price/Yield | | | |
Fortress | | | | |
| | | | |
Settle | 12/15/2005 | | Loss Severity | 50% |
First Payment | 12/25/2005 | | Servicer Advances | 0% |
| | | Liquidation Lag | 0 |
| | | Optional Redemption | Call (N) |
Class M7 | | | | |
| | | | |
| | | | |
RAMP 1: 0 for 5 0 ramp 24 X (Trigger: triggered immediately) | | |
| | | | |
Terminal CDR | 21.7 Terminal CDR | 21.1 Terminal CDR | 20.6 Terminal CDR | 19.8 Terminal CDR |
Disc Margin | 174.8 | 172.1 | 173.9 | 142.1 |
Principal Writedown | 1.00% | 1.36% | 0.02% | 2.19% |
Total Collat Loss (Collat Maturity) | 13.53% | 13.29% | 13.08% | 12.73% |
| | | | |
LIBOR | Forward | Forward + 100 | Forward + 150 | Forward + 250 |
Prepay | 100 PricingSpeed | 100 PricingSpeed | 100 PricingSpeed | 100 PricingSpeed |
| | | | |
| | | | |
| | | | |
RAMP 2: 0 for 5 0 ramp 12 1.5 1.5 ramp 18 10 10 4 X (Trigger: does not trigger) | |
| | | | |
Terminal CDR | 25.5 Terminal CDR | 24.7 Terminal CDR | 27.4 Terminal CDR | 26.1 Terminal CDR |
Disc Margin | 167.6 | 166.8 | 156.1 | 155.9 |
Principal Writedown | 0.72% | 0.77% | 0.05% | 0.05% |
Total Collat Loss (Collat Maturity) | 9.61% | 9.48% | 7.14% | 6.99% |
| | | | |
LIBOR | Forward | Forward + 150 | Forward | Forward + 150 |
Prepay | 100 PricingSpeed | 100 PricingSpeed | 120 PricingSpeed | 120 PricingSpeed |
z_ffml05fh4_mkt2 - Stack Price/Yield | | | |
Fortress | | | | |
| | | | |
Settle | 12/15/2005 | | Loss Severity | 50% |
First Payment | 12/25/2005 | | Servicer Advances | 0% |
| | | Liquidation Lag | 0 |
| | | Optional Redemption | Call (N) |
Class M8 | | | | |
| | | | |
| | | | |
RAMP 1: 0 for 5 0 ramp 24 X (Trigger: triggered immediately) | | |
| | | | |
Terminal CDR | 18.4 Terminal CDR | 17.9 Terminal CDR | 17.5 Terminal CDR | 16.6 Terminal CDR |
Disc Margin | 232.9 | 225.7 | 216.2 | 200.8 |
Principal Writedown | 1.82% | 2.39% | 2.55% | 0.90% |
Total Collat Loss (Collat Maturity) | 12.09% | 11.87% | 11.68% | 11.25% |
| | | | |
LIBOR | Forward | Forward + 100 | Forward + 150 | Forward + 250 |
Prepay | 100 PricingSpeed | 100 PricingSpeed | 100 PricingSpeed | 100 PricingSpeed |
| | | | |
| | | | |
| | | | |
RAMP 2: 0 for 5 0 ramp 12 1.5 1.5 ramp 18 10 10 4 X (Trigger: does not trigger) | |
| | | | |
Terminal CDR | 20.8 Terminal CDR | 20 Terminal CDR | 22.2 Terminal CDR | 21 Terminal CDR |
Disc Margin | 229.7 | 223.4 | 210.0 | 208.6 |
Principal Writedown | 0.10% | 0.95% | 0.03% | 0.11% |
Total Collat Loss (Collat Maturity) | 8.74% | 8.59% | 6.47% | 6.30% |
| | | | |
LIBOR | Forward | Forward + 150 | Forward | Forward + 150 |
Prepay | 100 PricingSpeed | 100 PricingSpeed | 120 PricingSpeed | 120 PricingSpeed |
First Franklin 2005-FFH4 | | | | | |
MetWest | | | | | | |
| | | | | | |
| Accrual Method: | Actual/360 | | | | |
| | | | | | |
| Note: Accrual and Payment Dates, do NOT take into account business date conventions. See footnotes (1)(2) and make adjustments as needed. |
| | | | | |
| (1) Cap Accrual Date: the accrual period starts on the Accrual Date, or the next New York Business Day, for the period and ends, but excluding, the next Accrual Date. LIBOR will be reset two London business days prior to the beginning of each accrual period. |
| | |
| (2) Payment Date: distributions will be made on the 24'th of each month or one business day prior to the start of the next accrual period. |
| | | | | | |
| NOTE: distributions will be made one business day prior to the start of the next accrual period | |
| | |
**Class IIA-1 not included in schedule | |
| |
| 50 PPC | |
| | | | | | | |
| | | | | |
1 | 12/15/05 | 12/25/05 | 0.00 | 0.000000 | 0.000000 |
2 | 12/25/05 | 01/25/06 | 785,296,512.00 | 7.237510 | 10.500000 |
3 | 01/25/06 | 02/25/06 | 783,278,479.00 | 7.237540 | 10.500000 |
4 | 02/25/06 | 03/25/06 | 780,724,215.00 | 8.013040 | 10.500000 |
5 | 03/25/06 | 04/25/06 | 777,634,685.00 | 7.237650 | 10.500000 |
6 | 04/25/06 | 05/25/06 | 774,012,500.00 | 7.479000 | 10.500000 |
7 | 05/25/06 | 06/25/06 | 769,861,940.00 | 7.237850 | 10.500000 |
8 | 06/25/06 | 07/25/06 | 765,188,965.00 | 7.479350 | 10.500000 |
9 | 07/25/06 | 08/25/06 | 760,001,355.00 | 7.238230 | 10.500000 |
10 | 08/25/06 | 09/25/06 | 754,308,436.00 | 7.238400 | 10.500000 |
11 | 09/25/06 | 10/25/06 | 748,121,206.00 | 7.480260 | 10.500000 |
12 | 10/25/06 | 11/25/06 | 0.00 | 0.000000 | 0.000000 |
First Franklin 2005-FFH4 | | | | | |
MetWest | | | | | | |
| | | | | | |
| Accrual Method: | Actual/360 | | | | |
| | | | | | |
| Note: Accrual and Payment Dates, do NOT take into account business date conventions. See footnotes (1)(2) and make adjustments as needed. |
| | | | | |
| (1) Cap Accrual Date: the accrual period starts on the Accrual Date, or the next New York Business Day, for the period and ends, but excluding, the next Accrual Date. LIBOR will be reset two London business days prior to the beginning of each accrual period. |
| | |
| (2) Payment Date: distributions will be made on the 24'th of each month or one business day prior to the start of the next accrual period. |
| | | | | | |
| NOTE: distributions will be made one business day prior to the start of the next accrual period | |
| | | | | | |
**Class IIA-1 not included in schedule | | | | |
| | | | | | |
25 PPC | | | | | | |
| | | | | |
1 | 12/15/05 | 12/25/05 | 0.00 | 0.000000 | 0.000000 |
2 | 12/25/05 | 01/25/06 | 785,828,535.00 | 7.237470 | 10.500000 |
3 | 01/25/06 | 02/25/06 | 784,687,151.00 | 7.237480 | 10.500000 |
4 | 02/25/06 | 03/25/06 | 783,280,147.00 | 8.012940 | 10.500000 |
5 | 03/25/06 | 04/25/06 | 781,607,988.00 | 7.237510 | 10.500000 |
6 | 04/25/06 | 05/25/06 | 779,671,550.00 | 7.478800 | 10.500000 |
7 | 05/25/06 | 06/25/06 | 777,472,118.00 | 7.237590 | 10.500000 |
8 | 06/25/06 | 07/25/06 | 775,011,386.00 | 7.479010 | 10.500000 |
9 | 07/25/06 | 08/25/06 | 772,291,526.00 | 7.237810 | 10.500000 |
10 | 08/25/06 | 09/25/06 | 769,315,052.00 | 7.237880 | 10.500000 |
11 | 09/25/06 | 10/25/06 | 766,084,887.00 | 7.479610 | 10.500000 |
12 | 10/25/06 | 11/25/06 | 0.00 | 0.000000 | 0.000000 |
z_ffml05fh4_mkt2 - Stack Price/Yield |
NIR Capital Management | |
| | |
Settle | 12/15/2005 | |
First Payment | 12/25/2005 | |
Class M1 | Forward | Forward | Forward - 50bps | Forward - 50bps | Forward + 100bps | Forward + 100bps | Forward + 200 bps | Forward + 200 bps |
| | | | | | | | |
Default | 52.3 CDR | 34.8 CDR | 55.3 CDR | 37 CDR | 49.9 CDR | 33.3 CDR | 46.8 CDR | 31 CDR |
Principal Writedown | 0.30% | 0.10% | 0.13% | 0.22% | 0.46% | 0.58% | 0.28% | 0.04% |
Total Collat Loss (Collat Maturity) | 22.08% | 23.82% | 22.03% | 23.62% | 21.80% | 23.60% | 21.39% | 23.12% |
| | | | | | | | |
Prepay (FRM) | 100 PPC | 100 PPC | 200 PPC | 200 PPC | 75 PPC | 75 PPC | 50 PPC | 50 PPC |
Prepay (ARM) | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC |
Loss Severity | 30% | 40% | 30% | 40% | 30% | 40% | 30% | 40% |
| | | | | | | | |
Servicer Advances | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
Liquidation Lag | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 |
Triggers | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL |
Optional Redemption | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) |
| | | | | | | | Call (N) |
| | | | | | | | Call (N) |
z_ffml05fh4_mkt2 - Stack Price/Yield |
NIR Capital Management | |
| | |
Settle | 12/15/2005 | |
First Payment | 12/25/2005 | |
Class M2 | Forward | Forward | Forward - 50bps | Forward - 50bps | Forward + 100bps | Forward + 100bps | Forward + 200 bps | Forward + 200 bps |
| | | | | | | | |
Default | 36.5 CDR | 25.6 CDR | 38.6 CDR | 27.2 CDR | 34.7 CDR | 24.5 CDR | 32.1 CDR | 22.6 CDR |
Principal Writedown | 0.72% | 0.91% | 0.05% | 0.11% | 0.47% | 0.83% | 0.06% | 0.67% |
Total Collat Loss (Collat Maturity) | 18.35% | 19.81% | 18.16% | 19.51% | 18.11% | 19.67% | 17.67% | 19.21% |
| | | | | | | | |
Prepay (FRM) | 100 PPC | 100 PPC | 200 PPC | 200 PPC | 75 PPC | 75 PPC | 50 PPC | 50 PPC |
Prepay (ARM) | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC |
Loss Severity | 30% | 40% | 30% | 40% | 30% | 40% | 30% | 40% |
| | | | | | | | |
Servicer Advances | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
Liquidation Lag | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 |
Triggers | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL |
Optional Redemption | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) |
| | | | | | | | Call (N) |
| | | | | | | | Call (N) |
z_ffml05fh4_mkt2 - Stack Price/Yield |
NIR Capital Management | |
| | |
Settle | 12/15/2005 | |
First Payment | 12/25/2005 | |
Class M3 | Forward | Forward | Forward - 50bps | Forward - 50bps | Forward + 100bps | Forward + 100bps | Forward + 200 bps | Forward + 200 bps |
| | | | | | | | |
Default | 31.5 CDR | 22.5 CDR | 33.4 CDR | 24 CDR | 30 CDR | 21.5 CDR | 27.7 CDR | 19.8 CDR |
Principal Writedown | 1.09% | 1.31% | 1.73% | 2.24% | 0.83% | 0.97% | 2.32% | 1.25% |
Total Collat Loss (Collat Maturity) | 16.87% | 18.22% | 16.66% | 17.95% | 16.68% | 18.09% | 16.27% | 17.68% |
| | | | | | | | |
Prepay (FRM) | 100 PPC | 100 PPC | 200 PPC | 200 PPC | 75 PPC | 75 PPC | 50 PPC | 50 PPC |
Prepay (ARM) | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC |
Loss Severity | 30% | 40% | 30% | 40% | 30% | 40% | 30% | 40% |
| | | | | | | | |
Servicer Advances | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
Liquidation Lag | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 |
Triggers | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL |
Optional Redemption | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) |
| | | | | | | | Call (N) |
| | | | | | | | Call (N) |
z_ffml05fh4_mkt2 - Stack Price/Yield |
NIR Capital Management | |
| | |
Settle | 12/15/2005 | |
First Payment | 12/25/2005 | |
Class M4 | Forward | Forward | Forward - 50bps | Forward - 50bps | Forward + 100bps | Forward + 100bps | Forward + 200 bps | Forward + 200 bps |
| | | | | | | | |
Default | 26.2 CDR | 19.1 CDR | 27.8 CDR | 20.4 CDR | 25 CDR | 18.2 CDR | 22.9 CDR | 16.7 CDR |
Principal Writedown | 1.75% | 0.66% | 1.84% | 2.62% | 1.48% | 1.29% | 1.76% | 0.48% |
Total Collat Loss (Collat Maturity) | 15.07% | 16.30% | 14.84% | 16.03% | 14.94% | 16.18% | 14.53% | 15.80% |
| | | | | | | | |
Prepay (FRM) | 100 PPC | 100 PPC | 200 PPC | 200 PPC | 75 PPC | 75 PPC | 50 PPC | 50 PPC |
Prepay (ARM) | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC | 100 PPC |
Loss Severity | 30% | 40% | 30% | 40% | 30% | 40% | 30% | 40% |
| | | | | | | | |
Servicer Advances | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
Liquidation Lag | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 |
Triggers | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL | FAIL |
Optional Redemption | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) | Call (N) |
| | | | | | | | Call (N) |
| | | | | | | | Call (N) |
First Franklin Mortgage Loan Trust 2005-FFH4 | | First Franklin Mortgage Loan Trust 2005-FFH4 | | First Franklin Mortgage Loan Trust 2005-FFH4 |
Available Funds Schedule | | | | Available Funds Schedule | | | | Available Funds Schedule | | |
Prepay FRM: | 50 PricingSpeed | | | | Prepay FRM: | 50 PricingSpeed | | | | Prepay FRM: | 50 PricingSpeed | | |
Prepay ARM: | 150 PricingSpeed | | | | Prepay ARM: | 150 PricingSpeed | | | | Prepay ARM: | 150 PricingSpeed | | |
Enable Call: | Yes | | | | Enable Call: | Yes | | | | Enable Call: | Yes | | |
(1) 1-month LIBOR: Forward | | | (1) 1-month LIBOR: Forward - 100 | | | (1) 1-month LIBOR: Forward - 200 | |
(2) 6-month LIBOR: Forward | | | (2) 6-month LIBOR: Forward - 100 | | | (2) 6-month LIBOR: Forward - 200 |
| | | | | | | | | | | | | | | | |
- The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement expressed on a Actual/360 annual rate assuming the bond balances as the denominator. | | - The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement expressed on a Actual/360 annual rate assuming the bond balances as the denominator. | | - The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement expressed on a Actual/360 annual rate assuming the bond balances as the denominator. |
| |
| |
| | | | | | | | | | | | | | | | |
Period | 1 Mo LIBOR | 6 Mo LIBOR | (1)(2) NetWac Cap | (1)(2) Effective NetWac Rate | | Period | 1 Mo LIBOR | 6 Mo LIBOR | (1)(2) NetWac Cap | (1)(2) Effective NetWac Rate | | Period | 1 Mo LIBOR | 6 Mo LIBOR | (1)(2) NetWac Cap | (1)(2) Effective NetWac Rate |
- | - | - | - | - | | - | - | - | - | - | | - | - | - | - | - |
| | | | | | | | | | | | | | | | |
1 | 4.19400 | 4.54900 | N/A | N/A | | 1 | 4.19400 | 4.54900 | N/A | N/A | | 1 | 4.19400 | 4.54900 | N/A | N/A |
2 | 4.43100 | 4.63900 | 7.24 | 7.24 | | 2 | 3.43100 | 3.63900 | 7.24 | 7.24 | | 2 | 2.43100 | 2.63900 | 7.24 | 7.24 |
3 | 4.50800 | 4.68900 | 7.24 | 7.24 | | 3 | 3.50800 | 3.68900 | 7.24 | 7.24 | | 3 | 2.50800 | 2.68900 | 7.24 | 7.24 |
4 | 4.56100 | 4.72300 | 8.01 | 8.01 | | 4 | 3.56100 | 3.72300 | 8.01 | 8.01 | | 4 | 2.56100 | 2.72300 | 8.01 | 8.01 |
5 | 4.64100 | 4.75000 | 7.24 | 7.24 | | 5 | 3.64100 | 3.75000 | 7.24 | 7.24 | | 5 | 2.64100 | 2.75000 | 7.24 | 7.24 |
6 | 4.69900 | 4.76000 | 7.48 | 7.48 | | 6 | 3.69900 | 3.76000 | 7.48 | 7.48 | | 6 | 2.69900 | 2.76000 | 7.48 | 7.48 |
7 | 4.72700 | 4.75700 | 7.24 | 7.24 | | 7 | 3.72700 | 3.75700 | 7.24 | 7.24 | | 7 | 2.72700 | 2.75700 | 7.24 | 7.24 |
8 | 4.72000 | 4.74700 | 7.48 | 7.48 | | 8 | 3.72000 | 3.74700 | 7.48 | 7.48 | | 8 | 2.72000 | 2.74700 | 7.48 | 7.48 |
9 | 4.71200 | 4.73700 | 7.24 | 7.24 | | 9 | 3.71200 | 3.73700 | 7.24 | 7.24 | | 9 | 2.71200 | 2.73700 | 7.24 | 7.24 |
10 | 4.71700 | 4.72500 | 7.25 | 7.25 | | 10 | 3.71700 | 3.72500 | 7.25 | 7.25 | | 10 | 2.71700 | 2.72500 | 7.25 | 7.25 |
11 | 4.70200 | 4.71100 | 7.49 | 7.49 | | 11 | 3.70200 | 3.71100 | 7.49 | 7.49 | | 11 | 2.70200 | 2.71100 | 7.49 | 7.49 |
12 | 4.67800 | 4.69700 | 7.24 | 7.24 | | 12 | 3.67800 | 3.69700 | 6.18 | 6.18 | | 12 | 2.67800 | 2.69700 | 5.11 | 5.11 |
13 | 4.67200 | 4.68600 | 7.31 | 7.31 | | 13 | 3.67200 | 3.68600 | 6.24 | 6.24 | | 13 | 2.67200 | 2.68600 | 5.16 | 5.16 |
14 | 4.65900 | 4.67700 | 7.22 | 7.22 | | 14 | 3.65900 | 3.67700 | 6.14 | 6.14 | | 14 | 2.65900 | 2.67700 | 5.06 | 5.06 |
15 | 4.64100 | 4.67200 | 7.21 | 7.21 | | 15 | 3.64100 | 3.67200 | 6.12 | 6.12 | | 15 | 2.64100 | 2.67200 | 5.03 | 5.03 |
16 | 4.63500 | 4.67100 | 7.43 | 7.43 | | 16 | 3.63500 | 3.67100 | 6.34 | 6.34 | | 16 | 2.63500 | 2.67100 | 5.24 | 5.24 |
17 | 4.62200 | 4.66600 | 7.19 | 7.19 | | 17 | 3.62200 | 3.66600 | 6.09 | 6.09 | | 17 | 2.62200 | 2.66600 | 5.00 | 5.00 |
18 | 4.61200 | 4.64900 | 7.26 | 7.26 | | 18 | 3.61200 | 3.64900 | 6.16 | 6.16 | | 18 | 2.61200 | 2.64900 | 5.06 | 5.06 |
19 | 4.61700 | 4.64100 | 7.19 | 7.19 | | 19 | 3.61700 | 3.64100 | 6.10 | 6.10 | | 19 | 2.61700 | 2.64100 | 5.01 | 5.01 |
20 | 4.63400 | 4.64700 | 7.29 | 7.29 | | 20 | 3.63400 | 3.64700 | 6.20 | 6.20 | | 20 | 2.63400 | 2.64700 | 5.12 | 5.12 |
21 | 4.63300 | 4.65100 | 7.22 | 7.22 | | 21 | 3.63300 | 3.65100 | 6.14 | 6.14 | | 21 | 2.63300 | 2.65100 | 5.07 | 5.07 |
22 | 4.60500 | 4.65700 | 7.19 | 7.19 | | 22 | 3.60500 | 3.65700 | 6.11 | 6.11 | | 22 | 2.60500 | 2.65700 | 5.02 | 5.02 |
23 | 4.52400 | 4.67000 | 7.94 | 7.94 | | 23 | 3.52400 | 3.67000 | 6.64 | 6.64 | | 23 | 2.52400 | 2.67000 | 5.28 | 5.28 |
24 | 4.56300 | 4.69700 | 8.30 | 8.30 | | 24 | 3.56300 | 3.69700 | 7.23 | 7.23 | | 24 | 2.56300 | 2.69700 | 6.07 | 6.07 |
25 | 4.65200 | 4.71900 | 8.99 | 8.99 | | 25 | 3.65200 | 3.71900 | 7.94 | 7.94 | | 25 | 2.65200 | 2.71900 | 6.79 | 6.79 |
26 | 4.66000 | 4.72700 | 8.77 | 8.77 | | 26 | 3.66000 | 3.72700 | 7.94 | 7.94 | | 26 | 2.66000 | 2.72700 | 7.01 | 7.01 |
27 | 4.66900 | 4.73500 | 8.73 | 8.73 | | 27 | 3.66900 | 3.73500 | 7.90 | 7.90 | | 27 | 2.66900 | 2.73500 | 6.98 | 6.98 |
28 | 4.67700 | 4.74300 | 9.15 | 9.15 | | 28 | 3.67700 | 3.74300 | 8.31 | 8.31 | | 28 | 2.67700 | 2.74300 | 7.36 | 7.36 |
29 | 4.68500 | 4.75000 | 8.75 | 8.75 | | 29 | 3.68500 | 3.75000 | 7.88 | 7.88 | | 29 | 2.68500 | 2.75000 | 6.98 | 6.98 |
30 | 4.69300 | 4.75700 | 8.99 | 8.99 | | 30 | 3.69300 | 3.75700 | 8.10 | 8.10 | | 30 | 2.69300 | 2.75700 | 7.19 | 7.19 |
31 | 4.70100 | 4.76300 | 8.77 | 8.77 | | 31 | 3.70100 | 3.76300 | 7.89 | 7.89 | | 31 | 2.70100 | 2.76300 | 7.02 | 7.02 |
32 | 4.70700 | 4.76900 | 8.98 | 8.98 | | 32 | 3.70700 | 3.76900 | 8.10 | 8.10 | | 32 | 2.70700 | 2.76900 | 7.22 | 7.22 |
| | | | | | | | | | | | | | | | | | | | | | |
33 | 4.71400 | 4.77400 | 8.73 | 8.74 | | 33 | 3.71400 | 3.77400 | 7.89 | 7.89 | | 33 | 2.71400 | 2.77400 | 7.04 | 7.04 |
34 | 4.72000 | 4.78000 | 8.71 | 8.72 | | 34 | 3.72000 | 3.78000 | 7.88 | 7.88 | | 34 | 2.72000 | 2.78000 | 7.05 | 7.05 |
35 | 4.72500 | 4.78600 | 9.09 | 9.09 | | 35 | 3.72500 | 3.78600 | 8.23 | 8.23 | | 35 | 2.72500 | 2.78600 | 7.34 | 7.34 |
36 | 4.72900 | 4.79200 | 8.94 | 8.95 | | 36 | 3.72900 | 3.79200 | 8.17 | 8.17 | | 36 | 2.72900 | 2.79200 | 7.35 | 7.35 |
37 | 4.73400 | 4.79900 | 9.29 | 9.29 | | 37 | 3.73400 | 3.79900 | 8.53 | 8.53 | | 37 | 2.73400 | 2.79900 | 7.73 | 7.73 |
38 | 4.74000 | 4.80600 | 8.99 | 9.00 | | 38 | 3.74000 | 3.80600 | 8.32 | 8.32 | | 38 | 2.74000 | 2.80600 | 7.60 | 7.60 |
39 | 4.74700 | 4.81300 | 8.97 | 8.98 | | 39 | 3.74700 | 3.81300 | 8.31 | 8.31 | | 39 | 2.74700 | 2.81300 | 7.60 | 7.60 |
40 | 4.75400 | 4.82000 | 9.80 | 9.80 | | 40 | 3.75400 | 3.82000 | 9.09 | 9.09 | | 40 | 2.75400 | 2.82000 | 8.34 | 8.34 |
41 | 4.76100 | 4.82800 | 8.94 | 8.96 | | 41 | 3.76100 | 3.82800 | 8.28 | 8.28 | | 41 | 2.76100 | 2.82800 | 7.60 | 7.60 |
42 | 4.76800 | 4.83500 | 9.21 | 9.21 | | 42 | 3.76800 | 3.83500 | 8.52 | 8.52 | | 42 | 2.76800 | 2.83500 | 7.83 | 7.83 |
43 | 4.77500 | 4.84300 | 8.91 | 8.93 | | 43 | 3.77500 | 3.84300 | 8.26 | 8.26 | | 43 | 2.77500 | 2.84300 | 7.60 | 7.60 |
44 | 4.78300 | 4.85100 | 9.17 | 9.17 | | 44 | 3.78300 | 3.85100 | 8.50 | 8.50 | | 44 | 2.78300 | 2.85100 | 7.83 | 7.83 |
45 | 4.79000 | 4.86100 | 8.86 | 8.88 | | 45 | 3.79000 | 3.86100 | 8.23 | 8.23 | | 45 | 2.79000 | 2.86100 | 7.59 | 7.59 |
46 | 4.79800 | 4.87000 | 8.83 | 8.85 | | 46 | 3.79800 | 3.87000 | 8.22 | 8.22 | | 46 | 2.79800 | 2.87000 | 7.58 | 7.58 |
47 | 4.80600 | 4.88100 | 9.10 | 9.10 | | 47 | 3.80600 | 3.88100 | 8.46 | 8.46 | | 47 | 2.80600 | 2.88100 | 7.82 | 7.82 |
48 | 4.81300 | 4.89100 | 8.79 | 8.82 | | 48 | 3.81300 | 3.89100 | 8.20 | 8.20 | | 48 | 2.81300 | 2.89100 | 7.59 | 7.59 |
49 | 4.82400 | 4.90200 | 9.06 | 9.06 | | 49 | 3.82400 | 3.90200 | 8.44 | 8.44 | | 49 | 2.82400 | 2.90200 | 7.83 | 7.83 |
50 | 4.83700 | 4.91100 | 8.74 | 8.77 | | 50 | 3.83700 | 3.91100 | 8.18 | 8.18 | | 50 | 2.83700 | 2.91100 | 7.59 | 7.59 |
51 | 4.84800 | 4.91900 | 8.72 | 8.75 | | 51 | 3.84800 | 3.91900 | 8.17 | 8.17 | | 51 | 2.84800 | 2.91900 | 7.59 | 7.59 |
52 | 4.85800 | 4.92600 | 9.62 | 9.62 | | 52 | 3.85800 | 3.92600 | 9.20 | 9.20 | | 52 | 2.85800 | 2.92600 | 8.79 | 8.79 |
53 | 4.86700 | 4.93100 | 8.67 | 8.67 | | 53 | 3.86700 | 3.93100 | 8.30 | 8.30 | | 53 | 2.86700 | 2.93100 | 7.94 | 7.94 |
54 | 4.87500 | 4.93400 | 8.94 | 8.94 | | 54 | 3.87500 | 3.93400 | 8.57 | 8.57 | | 54 | 2.87500 | 2.93400 | 8.20 | 8.20 |
55 | 4.88100 | 4.93500 | 8.63 | 8.63 | | 55 | 3.88100 | 3.93500 | 8.28 | 8.28 | | 55 | 2.88100 | 2.93500 | 7.92 | 7.92 |
56 | 4.88500 | 4.93500 | 8.89 | 8.89 | | 56 | 3.88500 | 3.93500 | 8.53 | 8.53 | | 56 | 2.88500 | 2.93500 | 8.18 | 8.18 |
57 | 4.88700 | 4.93500 | 8.57 | 8.57 | | 57 | 3.88700 | 3.93500 | 8.24 | 8.24 | | 57 | 2.88700 | 2.93500 | 7.91 | 7.91 |
58 | 4.88700 | 4.93500 | 8.55 | 8.55 | | 58 | 3.88700 | 3.93500 | 8.22 | 8.22 | | 58 | 2.88700 | 2.93500 | 7.90 | 7.90 |
59 | 4.88600 | 4.93500 | 8.81 | 8.81 | | 59 | 3.88600 | 3.93500 | 8.48 | 8.48 | | 59 | 2.88600 | 2.93500 | 8.15 | 8.15 |
60 | 4.88200 | 4.93600 | 8.50 | 8.50 | | 60 | 3.88200 | 3.93600 | 8.19 | 8.19 | | 60 | 2.88200 | 2.93600 | 7.88 | 7.88 |
61 | 4.88100 | 4.93900 | 8.76 | 8.76 | | 61 | 3.88100 | 3.93900 | 8.45 | 8.45 | | 61 | 2.88100 | 2.93900 | 8.14 | 8.14 |
62 | 4.88300 | 4.94200 | 8.45 | 8.45 | | 62 | 3.88300 | 3.94200 | 8.16 | 8.16 | | 62 | 2.88300 | 2.94200 | 7.87 | 7.87 |
63 | 4.88600 | 4.94500 | 8.43 | 8.43 | | 63 | 3.88600 | 3.94500 | 8.14 | 8.14 | | 63 | 2.88600 | 2.94500 | 7.86 | 7.86 |
64 | 4.88900 | 4.94900 | 9.31 | 9.31 | | 64 | 3.88900 | 3.94900 | 9.00 | 9.00 | | 64 | 2.88900 | 2.94900 | 8.69 | 8.69 |
65 | 4.89300 | 4.95200 | 8.38 | 8.38 | | 65 | 3.89300 | 3.95200 | 8.11 | 8.11 | | 65 | 2.89300 | 2.95200 | 7.84 | 7.84 |
66 | 4.89600 | 4.95600 | 8.64 | 8.64 | | 66 | 3.89600 | 3.95600 | 8.37 | 8.37 | | 66 | 2.89600 | 2.95600 | 8.10 | 8.10 |
67 | 4.89900 | 4.96000 | 8.34 | 8.34 | | 67 | 3.89900 | 3.96000 | 8.09 | 8.09 | | 67 | 2.89900 | 2.96000 | 7.83 | 7.83 |
68 | 4.90300 | 4.96400 | 0.00 | 0.00 | | 68 | 3.90300 | 3.96400 | 0.00 | 0.00 | | 68 | 2.90300 | 2.96400 | 0.00 | 0.00 |
z_ffml05fh4_mkt2 - Stack Price/Yield | | |
Terwin | | | | |
| | | | |
Settle | 12/15/2005 | | Servicer Advances | 100% |
First Payment | 12/25/2005 | | Liquidation Lag | 6 |
| | | Triggers | FAIL |
| | | Optional Redemption | Call (N) |
Class M3 | | | | |
| | | | |
| | | | |
50 PricingSpeed | | | | |
Default | 13.4 CDR | 12.2 CDR | 12.2 CDR | 11.1 CDR |
Principal Writedown | 1.76% | 5.05% | 3.51% | 6.42% |
Total Collat Loss (Collat Maturity) | 28.85% | 29.56% | 27.35% | 27.96% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 60% | 65% | 60% | 65% |
| | | | |
| | | | |
100 PricingSpeed | | | | |
Default | 17 CDR | 15.5 CDR | 16.1 CDR | 14.6 CDR |
Principal Writedown | 0.03% | 2.62% | 1.60% | 1.00% |
Total Collat Loss (Collat Maturity) | 22.51% | 22.80% | 21.65% | 21.82% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 60% | 65% | 60% | 65% |
| | | | |
| | | | |
150 PricingSpeed | | | | |
Default | 21 CDR | 19.2 CDR | 20.7 CDR | 18.8 CDR |
Principal Writedown | 0.81% | 3.18% | 1.77% | 0.49% |
Total Collat Loss (Collat Maturity) | 19.99% | 20.14% | 19.76% | 19.79% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 60% | 65% | 60% | 65% |
| | | | |
| | | | |
40 CPR | | | | |
Default | 22.6 CDR | 20.5 CDR | 22.5 CDR | 20.4 CDR |
Principal Writedown | 3.46% | 2.34% | 0.58% | 0.93% |
Total Collat Loss (Collat Maturity) | 20.05% | 20.17% | 19.98% | 20.09% |
| | | | |
LIBOR | Forward | Forward | Forward + 200 | Forward + 200 |
Loss Severity | 60% | 65% | 60% | 65% |
First Franklin Mortgage Loan Trust 2005-FFH4 | | | | First Franklin Mortgage Loan Trust 2005-FFH4 | | |
Excess Spread Analysis | | | | | Excess Spread Analysis | | | |
| | | | | | | | | | |
Prepay: | 100 PricingSpeed | | | | | Prepay: | 100 PricingSpeed | | | |
Enable Call: | Yes | | | | | Enable Call: | Yes | | | |
LIBOR: | Forward | | | | | LIBOR: | Forward + 200 | | | |
Default: | 5 CDR @ 50% Severity | | | | Default: | 5 CDR @ 50% Severity | | | |
| | | Excess | Excess | | | | | Excess | Excess |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Spread (%) | Spread ($) | | Period | 1 Mo LIBOR | 6 Mo LIBOR | Spread (%) | Spread ($) |
- | - | - | - | - | | - | - | - | - | - |
| | | | | | | | | | |
1 | 4.19400 | 4.54900 | 3.94 | 3,243,981.07 | | 1 | 4.19400 | 4.54900 | 3.94 | 3,243,981.07 |
2 | 4.43100 | 4.63900 | 2.55 | 2,086,122.09 | | 2 | 6.43100 | 6.63900 | 0.65 | 533,360.49 |
3 | 4.50800 | 4.68900 | 2.47 | 1,997,949.06 | | 3 | 6.50800 | 6.68900 | 0.57 | 461,286.18 |
4 | 4.56100 | 4.72300 | 2.91 | 2,316,072.85 | | 4 | 6.56100 | 6.72300 | 1.12 | 892,957.33 |
5 | 4.64100 | 4.75000 | 2.34 | 1,830,418.41 | | 5 | 6.64100 | 6.75000 | 0.43 | 340,600.85 |
6 | 4.69900 | 4.76000 | 2.44 | 1,878,306.38 | | 6 | 6.69900 | 6.76000 | 0.57 | 438,122.71 |
7 | 4.72700 | 4.75700 | 2.24 | 1,688,845.65 | | 7 | 6.72700 | 6.75700 | 0.34 | 254,283.82 |
8 | 4.72000 | 4.74700 | 2.41 | 1,775,879.21 | | 8 | 6.72000 | 6.74700 | 0.52 | 386,073.38 |
9 | 4.71200 | 4.73700 | 2.25 | 1,611,465.50 | | 9 | 6.71200 | 6.73700 | 0.32 | 231,820.43 |
10 | 4.71700 | 4.72500 | 2.23 | 1,558,220.98 | | 10 | 6.71700 | 6.72500 | 0.30 | 212,159.18 |
11 | 4.70200 | 4.71100 | 2.41 | 1,630,294.66 | | 11 | 6.70200 | 6.71100 | 0.50 | 335,163.04 |
12 | 4.67800 | 4.69700 | 2.25 | 1,471,172.29 | | 12 | 6.67800 | 6.69700 | 2.42 | 1,582,790.19 |
13 | 4.67200 | 4.68600 | 2.25 | 1,423,575.03 | | 13 | 6.67200 | 6.68600 | 2.38 | 1,505,466.28 |
14 | 4.65900 | 4.67700 | 2.23 | 1,365,811.29 | | 14 | 6.65900 | 6.67700 | 2.40 | 1,470,328.39 |
15 | 4.64100 | 4.67200 | 2.22 | 1,315,093.24 | | 15 | 6.64100 | 6.67200 | 2.39 | 1,413,408.19 |
16 | 4.63500 | 4.67100 | 2.24 | 1,285,446.04 | | 16 | 6.63500 | 6.67100 | 2.29 | 1,313,109.32 |
17 | 4.62200 | 4.66600 | 2.20 | 1,219,587.98 | | 17 | 6.62200 | 6.66600 | 2.35 | 1,299,829.33 |
18 | 4.61200 | 4.64900 | 2.21 | 1,183,417.03 | | 18 | 6.61200 | 6.64900 | 2.29 | 1,229,363.77 |
19 | 4.61700 | 4.64100 | 2.18 | 1,132,358.64 | | 19 | 6.61700 | 6.64100 | 2.29 | 1,187,799.86 |
20 | 4.63400 | 4.64700 | 2.19 | 1,099,855.85 | | 20 | 6.63400 | 6.64700 | 2.24 | 1,120,667.90 |
21 | 4.63300 | 4.65100 | 2.17 | 1,050,021.29 | | 21 | 6.63300 | 6.65100 | 2.22 | 1,076,299.71 |
22 | 4.60500 | 4.65700 | 2.15 | 999,071.47 | | 22 | 6.60500 | 6.65700 | 2.19 | 1,015,472.34 |
23 | 4.52400 | 4.67000 | 3.07 | 1,355,405.68 | | 23 | 6.52400 | 6.67000 | 2.92 | 1,287,465.14 |
24 | 4.56300 | 4.69700 | 3.52 | 1,467,835.15 | | 24 | 6.56300 | 6.69700 | 2.74 | 1,143,318.52 |
25 | 4.65200 | 4.71900 | 4.09 | 1,610,891.64 | | 25 | 6.65200 | 6.71900 | 2.99 | 1,180,050.59 |
26 | 4.66000 | 4.72700 | 3.97 | 1,480,509.17 | | 26 | 6.66000 | 6.72700 | 2.50 | 930,325.65 |
27 | 4.66900 | 4.73500 | 3.95 | 1,390,291.45 | | 27 | 6.66900 | 6.73500 | 2.46 | 866,547.44 |
28 | 4.67700 | 4.74300 | 4.17 | 1,403,976.48 | | 28 | 6.67700 | 6.74300 | 2.75 | 925,936.50 |
29 | 4.68500 | 4.75000 | 4.01 | 1,296,986.29 | | 29 | 6.68500 | 6.75000 | 2.67 | 864,984.65 |
30 | 4.69300 | 4.75700 | 4.16 | 1,304,743.40 | | 30 | 6.69300 | 6.75700 | 2.96 | 926,769.69 |
31 | 4.70100 | 4.76300 | 4.05 | 1,227,721.32 | | 31 | 6.70100 | 6.76300 | 2.92 | 883,787.56 |
32 | 4.70700 | 4.76900 | 4.16 | 1,219,689.56 | | 32 | 6.70700 | 6.76900 | 3.06 | 897,291.00 |
33 | 4.71400 | 4.77400 | 4.01 | 1,139,151.07 | | 33 | 6.71400 | 6.77400 | 2.85 | 808,098.67 |
34 | 4.72000 | 4.78000 | 4.00 | 1,097,456.31 | | 34 | 6.72000 | 6.78000 | 2.81 | 772,294.17 |
35 | 4.72500 | 4.78600 | 4.35 | 1,156,471.58 | | 35 | 6.72500 | 6.78600 | 3.49 | 927,296.55 |
36 | 4.72900 | 4.79200 | 4.37 | 1,124,797.31 | | 36 | 6.72900 | 6.79200 | 3.47 | 891,674.04 |
37 | 4.73400 | 4.79900 | 4.66 | 1,158,286.13 | | 37 | 6.73400 | 6.79900 | 3.87 | 962,531.43 |
38 | 4.74000 | 4.80600 | 4.49 | 1,080,204.40 | | 38 | 6.74000 | 6.80600 | 3.56 | 856,317.24 |
39 | 4.74700 | 4.81300 | 4.47 | 1,041,578.41 | | 39 | 6.74700 | 6.81300 | 3.53 | 822,297.86 |
40 | 4.75400 | 4.82000 | 4.92 | 1,109,288.68 | | 40 | 6.75400 | 6.82000 | 4.16 | 938,917.23 |
41 | 4.76100 | 4.82800 | 4.49 | 978,573.57 | | 41 | 6.76100 | 6.82800 | 3.68 | 803,265.86 |
42 | 4.76800 | 4.83500 | 4.65 | 982,471.24 | | 42 | 6.76800 | 6.83500 | 3.99 | 843,191.20 |
43 | 4.77500 | 4.84300 | 4.50 | 919,209.78 | | 43 | 6.77500 | 6.84300 | 3.84 | 784,327.96 |
44 | 4.78300 | 4.85100 | 4.64 | 917,172.55 | | 44 | 6.78300 | 6.85100 | 4.04 | 798,586.83 |
45 | 4.79000 | 4.86100 | 4.47 | 854,457.30 | | 45 | 6.79000 | 6.86100 | 3.80 | 726,772.46 |
46 | 4.79800 | 4.87000 | 4.45 | 823,789.34 | | 46 | 6.79800 | 6.87000 | 3.78 | 699,455.40 |
47 | 4.80600 | 4.88100 | 4.61 | 826,120.29 | | 47 | 6.80600 | 6.88100 | 4.07 | 729,576.90 |
48 | 4.81300 | 4.89100 | 4.45 | 771,038.54 | | 48 | 6.81300 | 6.89100 | 3.89 | 675,035.93 |
49 | 4.82400 | 4.90200 | 4.60 | 771,786.13 | | 49 | 6.82400 | 6.90200 | 4.15 | 696,799.62 |
50 | 4.83700 | 4.91100 | 4.42 | 717,457.94 | | 50 | 6.83700 | 6.91100 | 3.90 | 634,176.98 |
51 | 4.84800 | 4.91900 | 4.40 | 691,175.00 | | 51 | 6.84800 | 6.91900 | 3.88 | 610,094.96 |
52 | 4.85800 | 4.92600 | 4.91 | 747,245.47 | | 52 | 6.85800 | 6.92600 | 4.30 | 654,269.92 |
53 | 4.86700 | 4.93100 | 4.35 | 640,822.95 | | 53 | 6.86700 | 6.93100 | 3.55 | 523,396.32 |
54 | 4.87500 | 4.93400 | 4.53 | 645,527.07 | | 54 | 6.87500 | 6.93400 | 3.83 | 545,466.06 |
55 | 4.88100 | 4.93500 | 4.34 | 597,806.14 | | 55 | 6.88100 | 6.93500 | 3.57 | 492,092.87 |
56 | 4.88500 | 4.93500 | 4.51 | 602,136.54 | | 56 | 6.88500 | 6.93500 | 3.81 | 508,854.18 |
57 | 4.88700 | 4.93500 | 4.32 | 557,284.32 | | 57 | 6.88700 | 6.93500 | 3.53 | 456,754.49 |
58 | 4.88700 | 4.93500 | 4.12 | 514,583.82 | | 58 | 6.88700 | 6.93500 | 3.32 | 415,476.22 |
59 | 4.88600 | 4.93500 | 4.12 | 498,559.32 | | 59 | 6.88600 | 6.93500 | 3.62 | 438,624.18 |
60 | 4.88200 | 4.93600 | 3.72 | 434,919.62 | | 60 | 6.88200 | 6.93600 | 3.39 | 396,808.98 |
61 | 4.88100 | 4.93900 | 3.94 | 445,712.19 | | 61 | 6.88100 | 6.93900 | 3.69 | 417,929.14 |
62 | 4.88300 | 4.94200 | 3.75 | 411,197.56 | | 62 | 6.88300 | 6.94200 | 3.45 | 378,099.71 |
63 | 4.88600 | 4.94500 | 3.78 | 400,385.91 | | 63 | 6.88600 | 6.94500 | 3.47 | 368,675.88 |
64 | 4.88900 | 4.94900 | 4.42 | 452,774.15 | | 64 | 6.88900 | 6.94900 | 4.29 | 440,619.04 |
65 | 4.89300 | 4.95200 | 3.83 | 380,514.98 | | 65 | 6.89300 | 6.95200 | 3.53 | 351,516.21 |
66 | 4.89600 | 4.95600 | 4.07 | 391,181.35 | | 66 | 6.89600 | 6.95600 | 3.84 | 369,213.54 |
67 | 4.89900 | 4.96000 | 3.92 | 363,767.58 | | 67 | 6.89900 | 6.96000 | 3.63 | 337,772.89 |
68 | 4.90300 | 4.96400 | 4.15 | 373,446.35 | | 68 | 6.90300 | 6.96400 | 3.92 | 353,051.06 |
69 | 4.90700 | 4.96800 | 4.00 | 347,593.55 | | 69 | 6.90700 | 6.96800 | 3.69 | 322,042.42 |
70 | 4.91000 | 4.97300 | 4.04 | 340,015.60 | | 70 | 6.91000 | 6.97300 | 3.73 | 314,594.28 |
71 | 4.91500 | 4.97800 | 0.00 | 0.00 | | 71 | 6.91500 | 6.97800 | 0.00 | 0.00 |
First Franklin Mortgage Loan Trust 2005-FFH4 | | | First Franklin Mortgage Loan Trust 2005-FFH4 | |
Excess Spread Analysis - As of Pricing | | | | Excess Spread Analysis - As of Pricing | |
FRM PPC: | 100% | | | | | FRM PPC: | 100% | | | |
ARM PPC: | 100% | | | | | ARM PPC: | 100% | | | |
Enable Call: | Yes | | | | | Enable Call: | Yes | | | |
LIBOR | Flat | | | | | LIBOR | Forward | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | Excess | Excess | | | | | Excess | Excess |
Period | 1 Mo LIBOR | 6 Mo LIBOR | Spread (%) | Spread ($) | | Period | 1 Mo LIBOR | 6 Mo LIBOR | Spread (%) | Spread ($) |
- | - | - | - | | | - | - | - | - | |
| | | | | | | | | | |
1 | 4.19400 | 4.54900 | 3.94 | 3,241,447.89 | | 1 | 4.19400 | 4.54900 | 3.94 | 3,241,447.89 |
2 | 4.19400 | 4.54900 | 2.79 | 2,281,551.97 | | 2 | 4.43100 | 4.63900 | 2.55 | 2,085,164.45 |
3 | 4.19400 | 4.54900 | 2.78 | 2,264,276.01 | | 3 | 4.50800 | 4.68900 | 2.47 | 2,005,975.31 |
4 | 4.19400 | 4.54900 | 3.24 | 2,608,103.31 | | 4 | 4.56100 | 4.72300 | 2.90 | 2,338,014.18 |
5 | 4.19400 | 4.54900 | 2.78 | 2,214,270.26 | | 5 | 4.64100 | 4.75000 | 2.33 | 1,854,362.16 |
6 | 4.19400 | 4.54900 | 2.93 | 2,300,705.12 | | 6 | 4.69900 | 4.76000 | 2.44 | 1,912,790.83 |
7 | 4.19400 | 4.54900 | 2.77 | 2,143,836.97 | | 7 | 4.72700 | 4.75700 | 2.24 | 1,727,789.37 |
8 | 4.19400 | 4.54900 | 2.92 | 2,216,411.14 | | 8 | 4.72000 | 4.74700 | 2.41 | 1,826,658.32 |
9 | 4.19400 | 4.54900 | 2.77 | 2,053,728.63 | | 9 | 4.71200 | 4.73700 | 2.24 | 1,665,699.76 |
10 | 4.19400 | 4.54900 | 2.76 | 2,001,582.93 | | 10 | 4.71700 | 4.72500 | 2.23 | 1,619,329.92 |
11 | 4.19400 | 4.54900 | 2.91 | 2,052,777.18 | | 11 | 4.70200 | 4.71100 | 2.41 | 1,703,176.70 |
12 | 4.19400 | 4.54900 | 2.25 | 1,543,497.18 | | 12 | 4.67800 | 4.69700 | 2.25 | 1,545,655.68 |
13 | 4.19400 | 4.54900 | 2.26 | 1,508,730.20 | | 13 | 4.67200 | 4.68600 | 2.27 | 1,509,285.29 |
14 | 4.19400 | 4.54900 | 2.24 | 1,452,622.34 | | 14 | 4.65900 | 4.67700 | 2.24 | 1,451,768.21 |
15 | 4.19400 | 4.54900 | 2.24 | 1,409,141.71 | | 15 | 4.64100 | 4.67200 | 2.24 | 1,406,599.61 |
16 | 4.19400 | 4.54900 | 2.30 | 1,404,201.75 | | 16 | 4.63500 | 4.67100 | 2.29 | 1,399,969.70 |
17 | 4.19400 | 4.54900 | 2.24 | 1,327,704.20 | | 17 | 4.62200 | 4.66600 | 2.23 | 1,320,621.72 |
18 | 4.19400 | 4.54900 | 2.26 | 1,304,806.47 | | 18 | 4.61200 | 4.64900 | 2.25 | 1,295,352.13 |
19 | 4.19400 | 4.54900 | 2.24 | 1,254,473.96 | | 19 | 4.61700 | 4.64100 | 2.22 | 1,241,369.05 |
20 | 4.19400 | 4.54900 | 2.27 | 1,235,024.39 | | 20 | 4.63400 | 4.64700 | 2.24 | 1,218,299.94 |
21 | 4.19400 | 4.54900 | 2.24 | 1,185,492.55 | | 21 | 4.63300 | 4.65100 | 2.20 | 1,164,358.40 |
22 | 4.19400 | 4.54900 | 2.24 | 1,136,765.71 | | 22 | 4.60500 | 4.65700 | 2.20 | 1,115,533.41 |
23 | 4.19400 | 4.54900 | 3.17 | 1,537,217.06 | | 23 | 4.52400 | 4.67000 | 3.14 | 1,523,303.25 |
24 | 4.19400 | 4.54900 | 3.71 | 1,706,672.42 | | 24 | 4.56300 | 4.69700 | 3.57 | 1,645,224.41 |
25 | 4.19400 | 4.54900 | 4.34 | 1,898,840.43 | | 25 | 4.65200 | 4.71900 | 4.14 | 1,809,466.55 |
26 | 4.19400 | 4.54900 | 4.30 | 1,786,737.65 | | 26 | 4.66000 | 4.72700 | 4.01 | 1,666,896.18 |
27 | 4.19400 | 4.54900 | 4.28 | 1,686,437.06 | | 27 | 4.66900 | 4.73500 | 3.98 | 1,570,639.21 |
28 | 4.19400 | 4.54900 | 4.49 | 1,699,744.80 | | 28 | 4.67700 | 4.74300 | 4.21 | 1,594,166.76 |
29 | 4.19400 | 4.54900 | 4.28 | 1,566,527.89 | | 29 | 4.68500 | 4.75000 | 4.03 | 1,474,030.45 |
30 | 4.19400 | 4.54900 | 4.41 | 1,567,837.56 | | 30 | 4.69300 | 4.75700 | 4.19 | 1,489,416.22 |
31 | 4.19400 | 4.54900 | 4.29 | 1,482,604.49 | | 31 | 4.70100 | 4.76300 | 4.07 | 1,406,339.78 |
32 | 4.19400 | 4.54900 | 4.40 | 1,478,133.15 | | 32 | 4.70700 | 4.76900 | 4.19 | 1,405,622.80 |
33 | 4.19400 | 4.54900 | 4.27 | 1,394,240.11 | | 33 | 4.71400 | 4.77400 | 4.04 | 1,317,674.94 |
34 | 4.19400 | 4.54900 | 4.26 | 1,351,871.11 | | 34 | 4.72000 | 4.78000 | 4.02 | 1,275,392.83 |
35 | 4.19400 | 4.54900 | 4.61 | 1,420,475.48 | | 35 | 4.72500 | 4.78600 | 4.38 | 1,351,377.46 |
36 | 4.19400 | 4.54900 | 4.67 | 1,397,466.18 | | 36 | 4.72900 | 4.79200 | 4.40 | 1,318,840.42 |
37 | 4.19400 | 4.54900 | 4.95 | 1,441,567.11 | | 37 | 4.73400 | 4.79900 | 4.69 | 1,364,953.50 |
| | | | | | | | | | | |
38 | 4.19400 | 4.54900 | 4.75 | 1,344,653.44 | | 38 | 4.74000 | 4.80600 | 4.44 | 1,256,687.84 |
39 | 4.19400 | 4.54900 | 4.79 | 1,318,514.74 | | 39 | 4.74700 | 4.81300 | 4.48 | 1,231,156.77 |
40 | 4.19400 | 4.54900 | 5.26 | 1,406,140.25 | | 40 | 4.75400 | 4.82000 | 4.98 | 1,331,761.52 |
41 | 4.19400 | 4.54900 | 4.87 | 1,266,291.32 | | 41 | 4.76100 | 4.82800 | 4.58 | 1,189,026.76 |
42 | 4.19400 | 4.54900 | 5.03 | 1,269,872.63 | | 42 | 4.76800 | 4.83500 | 4.76 | 1,202,319.81 |
43 | 4.19400 | 4.54900 | 4.89 | 1,200,599.06 | | 43 | 4.77500 | 4.84300 | 4.62 | 1,133,612.73 |
44 | 4.19400 | 4.54900 | 5.04 | 1,201,032.01 | | 44 | 4.78300 | 4.85100 | 4.77 | 1,137,955.25 |
45 | 4.19400 | 4.54900 | 4.90 | 1,134,973.91 | | 45 | 4.79000 | 4.86100 | 4.61 | 1,068,287.20 |
46 | 4.19400 | 4.54900 | 4.90 | 1,103,217.46 | | 46 | 4.79800 | 4.87000 | 4.60 | 1,036,644.85 |
47 | 4.19400 | 4.54900 | 5.04 | 1,103,141.50 | | 47 | 4.80600 | 4.88100 | 4.77 | 1,044,710.61 |
48 | 4.19400 | 4.54900 | 4.89 | 1,041,953.46 | | 48 | 4.81300 | 4.89100 | 4.61 | 982,446.97 |
49 | 4.19400 | 4.54900 | 5.03 | 1,041,764.22 | | 49 | 4.82400 | 4.90200 | 4.77 | 987,948.99 |
50 | 4.19400 | 4.54900 | 4.89 | 983,909.47 | | 50 | 4.83700 | 4.91100 | 4.60 | 925,621.35 |
51 | 4.19400 | 4.54900 | 4.89 | 956,128.73 | | 51 | 4.84800 | 4.91900 | 4.59 | 897,418.42 |
52 | 4.19400 | 4.54900 | 5.43 | 1,031,542.72 | | 52 | 4.85800 | 4.92600 | 5.10 | 968,862.11 |
53 | 4.19400 | 4.54900 | 4.95 | 914,455.96 | | 53 | 4.86700 | 4.93100 | 4.57 | 843,408.81 |
54 | 4.19400 | 4.54900 | 5.11 | 917,043.78 | | 54 | 4.87500 | 4.93400 | 4.74 | 851,934.00 |
55 | 4.19400 | 4.54900 | 4.95 | 863,415.44 | | 55 | 4.88100 | 4.93500 | 4.56 | 796,416.16 |
56 | 4.19400 | 4.54900 | 5.10 | 865,828.03 | | 56 | 4.88500 | 4.93500 | 4.74 | 803,715.31 |
57 | 4.19400 | 4.54900 | 4.94 | 815,199.80 | | 57 | 4.88700 | 4.93500 | 4.55 | 750,785.25 |
58 | 4.19400 | 4.54900 | 4.94 | 792,126.60 | | 58 | 4.88700 | 4.93500 | 4.55 | 729,448.88 |
59 | 4.19400 | 4.54900 | 5.11 | 795,289.43 | | 59 | 4.88600 | 4.93500 | 4.74 | 738,138.84 |
60 | 4.19400 | 4.54900 | 4.95 | 749,040.24 | | 60 | 4.88200 | 4.93600 | 4.56 | 690,748.73 |
61 | 4.19400 | 4.54900 | 5.11 | 751,541.10 | | 61 | 4.88100 | 4.93900 | 4.74 | 698,409.02 |
62 | 4.19400 | 4.54900 | 4.95 | 707,521.65 | | 62 | 4.88300 | 4.94200 | 4.56 | 652,406.19 |
63 | 4.19400 | 4.54900 | 4.95 | 687,369.37 | | 63 | 4.88600 | 4.94500 | 4.56 | 633,344.75 |
64 | 4.19400 | 4.54900 | 5.42 | 731,780.28 | | 64 | 4.88900 | 4.94900 | 5.09 | 687,855.08 |
65 | 4.19400 | 4.54900 | 4.94 | 648,891.04 | | 65 | 4.89300 | 4.95200 | 4.55 | 597,750.10 |
66 | 4.19400 | 4.54900 | 5.10 | 650,563.12 | | 66 | 4.89600 | 4.95600 | 4.73 | 603,826.09 |
67 | 4.19400 | 4.54900 | 4.94 | 612,435.32 | | 67 | 4.89900 | 4.96000 | 4.55 | 564,353.42 |
68 | 4.19400 | 4.54900 | 5.10 | 613,817.27 | | 68 | 4.90300 | 4.96400 | 4.72 | 569,307.17 |
69 | 4.19400 | 4.54900 | 4.94 | 577,716.37 | | 69 | 4.90700 | 4.96800 | 4.54 | 531,287.87 |
70 | 4.19400 | 4.54900 | 4.93 | 561,105.45 | | 70 | 4.91000 | 4.97300 | 4.53 | 515,602.56 |
71 | 4.19400 | 4.54900 | 5.09 | 562,401.87 | | 71 | 4.91500 | 4.97800 | 4.71 | 521,174.39 |
72 | 4.19400 | 4.54900 | 4.93 | 529,309.23 | | 72 | 4.91900 | 4.98200 | 4.53 | 486,823.56 |
73 | 4.19400 | 4.54900 | 5.08 | 530,544.33 | | 73 | 4.92300 | 4.98800 | 4.71 | 491,840.41 |
74 | 4.19400 | 4.54900 | 4.92 | 499,203.87 | | 74 | 4.92800 | 4.99300 | 4.52 | 458,668.24 |
75 | 4.19400 | 4.54900 | 4.92 | 484,748.03 | | 75 | 4.93300 | 4.99900 | 4.51 | 444,823.72 |
76 | 4.19400 | 4.54900 | 5.23 | 501,493.64 | | 76 | 4.93800 | 5.00500 | 4.87 | 466,800.86 |
77 | 4.19400 | 4.54900 | 4.92 | 458,471.24 | | 77 | 4.94400 | 5.01100 | 4.51 | 420,875.28 |
78 | 4.19400 | 4.54900 | 5.08 | 460,193.85 | | 78 | 4.94900 | 5.01800 | 4.70 | 426,069.45 |
79 | 4.19400 | 4.54900 | 4.93 | 433,876.94 | | 79 | 4.95500 | 5.02500 | 4.53 | 398,764.94 |
80 | 4.19400 | 4.54900 | 5.09 | 435,473.57 | | 80 | 4.96200 | 5.03200 | 4.71 | 402,911.79 |
81 | 4.19400 | 4.54900 | 4.94 | 410,684.38 | | 81 | 4.96800 | 5.03900 | 4.53 | 376,559.46 |
82 | 4.19400 | 4.54900 | 0.00 | 0.00 | | 82 | 4.97500 | 5.04600 | 0.00 | 0.00 |
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Fortress Strats |
| |
First Franklin 2005-FFH4 |
| | | | | | | |
1/29 6 Mo LIBOR ARM | 13 | $ | 3,426,234.16 | 0.35% | | | |
2/28 6 Mo LIBOR ARM | 2,766 | $ | 370,603,862.12 | 37.54% | | | |
3/27 6 Mo LIBOR ARM | 767 | $ | 113,896,202.42 | 11.54% | | | |
5/25 6 Mo LIBOR ARM | 17 | $ | 1,916,349.88 | 0.19% | | | |
5YR I/O FIXED RATE | 99 | $ | 16,699,204.53 | 1.69% | | | |
5Yr IO - 2/28 6 Mo LIBOR ARM | 1,102 | $ | 268,553,898.90 | 27.20% | | | |
5Yr IO - 3/27 6 Mo LIBOR ARM | 394 | $ | 79,047,502.42 | 8.01% | | | |
5Yr IO - 5/25 6 Mo LIBOR ARM | 12 | $ | 2,510,400.86 | 0.25% | | | |
5Yr IO - 6 Mo LIBOR ARM | 1 | $ | 114,000.00 | 0.01% | | | |
FIXED RATE | 1,251 | $ | 130,470,000.55 | 13.21% | | | |
FIXED RATE Balloon | 1 | $ | 52,935.57 | 0.01% | | | |
Total | | 6,423 | $ | 987,290,591.41 | 100.00% | | | |
| | | | | | | | |
| | | | | | | | |
<= 590 | | 566 | $ | 64,701,003.06 | 6.55% | | | |
591 - 615 | | 1,214 | $ | 138,247,016.14 | 14.00% | | | |
616 - 640 | | 1,278 | $ | 173,282,321.41 | 17.55% | | | |
641 - 665 | | 1,427 | $ | 238,296,376.11 | 24.14% | | | |
666 - 690 | | 841 | $ | 154,196,482.21 | 15.62% | | | |
691 + | | 1,097 | $ | 218,567,392.48 | 22.14% | | | |
Total | | 6,423 | $ | 987,290,591.41 | 100.00% | | | |
| | | | | | | | |
| | | | | | | | |
< 77.49 | 45 | $ | 5,836,607.69 | 0.59% | | | |
77.50 - 82.49 | 71 | $ | 11,519,646.75 | 1.17% | | | |
82.50 - 87.49 | 27 | $ | 3,327,115.78 | 0.34% | | | |
87.50 - 92.49 | 50 | $ | 6,074,942.00 | 0.62% | | | |
92.50 - 97.49 | 103 | $ | 17,702,432.49 | 1.79% | | | |
97.50 + | | 6,127 | $ | 942,829,846.70 | 95.50% | | | |
Total | | 6,423 | $ | 987,290,591.41 | 100.00% | | | |
| | | | | | | | |
| | | | | | | | |
IO | Second In deal | N/A | $ | - | 0.00% | 0.00 | 0.00 | 0 |
IO | No Second | 1,596 | $ | 364,012,659.46 | 36.87% | 99.72 | 99.72 | 669 |
IO | w/Second not in deal | 12 | $ | 2,912,347.25 | 0.29% | 80.00 | 98.50 | 669 |
Non-IO | Second In deal | N/A | $ | - | 0.00% | 0.00 | 0.00 | 0 |
Non-IO | No Second | 4,803 | $ | 617,860,431.92 | 62.58% | 99.44 | 99.44 | 650 |
Non-IO | w/Second not in deal | 12 | $ | 2,505,152.78 | 0.25% | 79.41 | 94.98 | 656 |
Total | | 6,423 | $ | 987,290,591.41 | 100.00% | 99.44 | 99.53 | 657 |
First Franklin 2005-FFH4 | | | | | | |
$ go in each box | | | | | | |
Box in red should be total UPB of entire deal | | | | | |
All | | | | | | | |
Portfolio Totals | | | | | | |
| LE 590 | 591-615 | 616-640 | 641-665 | 666-690 | 691+ | Total |
LT 77.50 | 2,500,619.27 | 1,310,264.08 | 544,425.85 | 957,019.67 | 397,375.20 | 126,903.62 | 5,836,607.69 |
77.50 - 82.49 | 2,622,522.71 | 1,603,819.88 | 905,614.93 | 2,123,910.55 | 1,176,200.00 | 3,087,578.68 | 11,519,646.75 |
82.50 - 87.49 | 1,779,241.06 | 227,769.15 | 663,245.43 | 220,641.47 | 320,218.67 | 116,000.00 | 3,327,115.78 |
87.50 - 92.49 | 2,064,771.74 | 2,049,329.56 | 588,333.96 | 415,224.62 | 765,403.75 | 191,878.37 | 6,074,942.00 |
92.50 - 97.49 | 286,262.27 | 2,231,967.12 | 3,667,467.81 | 3,628,979.09 | 3,782,408.83 | 4,105,347.37 | 17,702,432.49 |
97.50+ | 55,447,586.01 | 130,823,866.35 | 166,913,233.43 | 230,950,600.71 | 147,754,875.76 | 210,939,684.44 | 942,829,846.70 |
Total | 64,701,003.06 | 138,247,016.14 | 173,282,321.41 | 238,296,376.11 | 154,196,482.21 | 218,567,392.48 | 987,290,591.41 |
Fixed | | | | | | | |
Portfolio Totals | | | | | | |
| LE 590 | 591-615 | 616-640 | 641-665 | 666-690 | 691+ | Total |
LT 77.50 | 863,291.33 | 249,823.36 | 142,878.37 | 122,614.93 | 197,375.20 | 89,933.21 | 1,665,916.40 |
77.50 - 82.49 | 651,015.23 | 646,283.63 | 75,829.74 | 738,553.02 | - | 63,826.67 | 2,175,508.29 |
82.50 - 87.49 | 354,453.25 | - | 153,628.71 | 117,791.81 | 320,218.67 | - | 946,092.44 |
87.50 - 92.49 | 352,358.51 | 298,522.30 | 245,943.18 | 230,697.56 | 107,921.83 | - | 1,235,443.38 |
92.50 - 97.49 | - | 306,300.35 | 970,303.44 | 1,121,578.83 | 221,183.50 | 596,123.43 | 3,215,489.55 |
97.50+ | 11,782,154.93 | 27,012,083.59 | 36,535,101.10 | 25,202,406.78 | 17,762,246.88 | 19,689,697.31 | 137,983,690.59 |
Total | 14,003,273.25 | 28,513,013.23 | 38,123,684.54 | 27,533,642.93 | 18,608,946.08 | 20,439,580.62 | 147,222,140.65 |
ARM | | | | | | | |
Portfolio Totals | | | | | | |
| LE 590 | 591-615 | 616-640 | 641-665 | 666-690 | 691+ | Total |
LT 77.50 | 1,637,327.94 | 1,060,440.72 | 401,547.48 | 834,404.74 | 200,000.00 | 36,970.41 | 4,170,691.29 |
77.50 - 82.49 | 1,971,507.48 | 957,536.25 | 829,785.19 | 1,385,357.53 | 1,176,200.00 | 3,023,752.01 | 9,344,138.46 |
82.50 - 87.49 | 1,424,787.81 | 227,769.15 | 509,616.72 | 102,849.66 | - | 116,000.00 | 2,381,023.34 |
87.50 - 92.49 | 1,712,413.23 | 1,750,807.26 | 342,390.78 | 184,527.06 | 657,481.92 | 191,878.37 | 4,839,498.62 |
92.50 - 97.49 | 286,262.27 | 1,925,666.77 | 2,697,164.37 | 2,507,400.26 | 3,561,225.33 | 3,509,223.94 | 14,486,942.94 |
97.50+ | 43,665,431.08 | 103,811,782.76 | 130,378,132.33 | 205,748,193.93 | 129,992,628.88 | 191,249,987.13 | 804,846,156.11 |
Total | 50,697,729.81 | 109,734,002.91 | 135,158,636.87 | 210,762,733.18 | 135,587,536.13 | 198,127,811.86 | 840,068,450.76 |
| | | | | | | | | |
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First Franklin 2005-FFH4 - Marketing Pool Katrina/Rita/Wilma Individual Assistance |
| | | | | | |
State | Zip | | Balance | | | |
AL | 36526 | $ | 141,200.00 | | | |
AL | 36532 | $ | 135,000.00 | | | |
AL | 36541 | $ | 69,805.89 | | | |
AL | 36551 | $ | 104,746.62 | | | |
AL | 36551 | $ | 114,353.48 | | | |
AL | 36575 | $ | 110,881.04 | | | |
AL | 36575 | $ | 502,703.03 | | | |
AL | 36582 | $ | 91,936.69 | | | |
AL | 36582 | $ | 96,000.00 | | | |
AL | 36603 | $ | 35,000.00 | | | |
AL | 36605 | $ | 47,000.00 | | | |
AL | 36606 | $ | 65,000.00 | | | |
AL | 36606 | $ | 84,896.64 | | | |
AL | 36609 | $ | 106,878.26 | | | |
AL | 36613 | $ | 85,864.98 | | | |
AL | 36617 | $ | 57,000.00 | | | |
AL | 36617 | $ | 59,900.00 | | | |
AL | 36618 | $ | 199,900.00 | | | |
AL | 36695 | $ | 166,720.00 | | | |
FL | 32780 | $ | 144,900.21 | | | |
FL | 32901 | $ | 205,528.59 | | | |
FL | 32904 | $ | 89,853.77 | | | |
FL | 32909 | $ | 209,872.78 | | | |
FL | 32922 | $ | 84,944.38 | | | |
FL | 32922 | $ | 115,000.00 | | | |
FL | 32927 | $ | 314,999.61 | | | |
FL | 32934 | $ | 350,000.00 | | | |
FL | 32935 | $ | 120,000.00 | | | |
FL | 32935 | $ | 122,400.00 | | | |
FL | 32935 | $ | 149,979.96 | | | |
FL | 32937 | $ | 169,047.93 | | | |
FL | 32940 | $ | 342,190.63 | | | |
FL | 32950 | $ | 349,746.68 | | | |
FL | 32953 | $ | 392,094.42 | | | |
FL | 33037 | $ | 451,359.92 | | | |
FL | 33903 | $ | 198,900.00 | | | |
FL | 33905 | $ | 167,500.00 | | | |
FL | 33909 | $ | 130,798.80 | | | |
FL | 33909 | $ | 176,412.15 | | | |
FL | 33914 | $ | 245,000.00 | | | |
FL | 33914 | $ | 329,000.00 | | | |
FL | 33917 | $ | 94,934.62 | | | |
FL | 33936 | $ | 249,450.00 | | | |
FL | 33971 | $ | 193,189.53 | | | |
FL | 33971 | $ | 272,239.18 | | | |
FL | 33991 | $ | 314,800.00 | | | |
FL | 33993 | $ | 242,000.00 | | | |
FL | 34135 | $ | 202,000.00 | | | |
FL | 34952 | $ | 186,368.37 | | | |
FL | 34953 | $ | 219,836.73 | | | |
FL | 34953 | $ | 228,857.66 | | | |
LA | 70072 | $ | 64,943.78 | | | |
LA | 70401 | $ | 159,884.20 | | | |
LA | 70460 | $ | 157,812.76 | | | |
LA | 70601 | $ | 64,327.51 | | | |
LA | 70605 | $ | 130,000.00 | | | |
LA | 70714 | $ | 74,990.00 | | | |
LA | 70714 | $ | 85,249.64 | | | |
LA | 70714 | $ | 93,842.12 | | | |
LA | 70726 | $ | 97,850.40 | | | |
LA | 70729 | $ | 85,000.00 | | | |
LA | 70808 | $ | 142,896.50 | | | |
LA | 70809 | $ | 197,543.95 | | | |
LA | 70811 | $ | 81,000.00 | | | |
LA | 70814 | $ | 91,748.54 | | | |
LA | 70814 | $ | 92,845.15 | | | |
LA | 70814 | $ | 139,901.19 | | | |
LA | 70815 | $ | 50,945.52 | | | |
LA | 70818 | $ | 159,912.59 | | | |
LA | 70819 | $ | 97,000.00 | | | |
TX | 77510 | $ | 114,845.16 | | | |
TX | 77535 | $ | 49,915.29 | | | |
TX | 77539 | $ | 73,800.00 | | | |
TX | 77590 | $ | 76,852.20 | | | |
TX | 77627 | $ | 76,000.00 | | | |
TX | 77650 | $ | 69,914.88 | | | |
TX | 77650 | $ | 84,860.39 | | | |
TX | 77707 | $ | 80,000.00 | | | |
| 78 | $ | 12,031,874.32 | | | |
First Franklin 2005-FFH4 | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | |
Aggregate Loans | | | | | | | | | |
| | | | | | | | | |
540 - 559 | 0.32% | 77.78 | 85.00 | 82.70% | 100.00% | 12.93% | 8.072 | 5.852 | 9.31% |
560 - 579 | 0.54% | 83.05 | 98.18 | 54.94% | 99.31% | 9.67% | 7.933 | 5.999 | 8.81% |
580 - 599 | 9.74% | 99.50 | 100.00 | 98.35% | 100.00% | 25.45% | 8.613 | 6.545 | 0.00% |
600 - 619 | 12.17% | 99.28 | 100.00 | 82.61% | 100.00% | 21.87% | 8.448 | 6.488 | 0.61% |
620 - 639 | 13.96% | 99.56 | 100.00 | 66.01% | 99.79% | 32.14% | 8.332 | 6.459 | 0.20% |
640 - 659 | 19.97% | 99.72 | 103.00 | 43.92% | 100.00% | 38.15% | 7.911 | 6.470 | 0.22% |
660 - 679 | 15.39% | 99.57 | 103.00 | 39.76% | 100.00% | 43.21% | 7.728 | 6.421 | 0.70% |
680 - 699 | 9.61% | 99.65 | 103.00 | 32.82% | 97.70% | 42.35% | 7.675 | 6.455 | 0.37% |
700 - 719 | 7.00% | 99.70 | 103.00 | 27.75% | 97.95% | 47.06% | 7.605 | 6.402 | 1.18% |
720 - 739 | 4.36% | 99.54 | 103.00 | 28.94% | 98.11% | 47.90% | 7.539 | 6.387 | 1.70% |
740 - 759 | 3.21% | 99.93 | 103.00 | 33.09% | 96.30% | 44.86% | 7.467 | 6.356 | 0.00% |
760 - 779 | 2.04% | 99.73 | 103.00 | 34.44% | 93.35% | 52.85% | 7.509 | 6.376 | 1.66% |
780 - 799 | 1.46% | 100.03 | 103.00 | 21.09% | 95.50% | 75.02% | 7.647 | 6.407 | 0.00% |
800 >= | 0.22% | 100.00 | 100.00 | 36.63% | 100.00% | 46.57% | 7.529 | 6.526 | 0.00% |
Total | 100.00% | 99.44 | 103.00 | 52.81% | 99.20% | 37.16% | 7.989 | 6.449 | 0.56% |
| | | | | | | | | |
| | | | | | | | | |
IO loans | | | | | | | | | |
| | | | | | | | | |
540 - 559 | 0.04% | 71.04 | 78.73 | 100.00% | 100.00% | 100.00% | 7.772 | 5.375 | 0.00% |
560 - 579 | 0.05% | 88.62 | 90.00 | 100.00% | 100.00% | 100.00% | 8.271 | 5.973 | 0.00% |
580 - 599 | 2.48% | 99.91 | 100.00 | 100.00% | 100.00% | 100.00% | 8.615 | 6.319 | 0.00% |
600 - 619 | 2.66% | 99.02 | 100.00 | 98.96% | 100.00% | 100.00% | 8.342 | 6.310 | 1.91% |
620 - 639 | 4.49% | 99.79 | 100.00 | 55.16% | 99.34% | 100.00% | 8.420 | 6.292 | 0.63% |
640 - 659 | 7.62% | 99.67 | 102.98 | 36.83% | 100.00% | 100.00% | 7.927 | 6.358 | 0.11% |
660 - 679 | 6.65% | 99.33 | 100.00 | 35.00% | 100.00% | 100.00% | 7.720 | 6.286 | 1.62% |
680 - 699 | 4.07% | 99.69 | 100.00 | 27.88% | 100.00% | 100.00% | 7.647 | 6.342 | 0.00% |
700 - 719 | 3.29% | 99.49 | 100.00 | 26.71% | 99.39% | 100.00% | 7.602 | 6.291 | 2.52% |
720 - 739 | 2.09% | 99.76 | 100.00 | 28.67% | 99.07% | 100.00% | 7.538 | 6.331 | 0.81% |
740 - 759 | 1.44% | 99.89 | 100.00 | 30.05% | 100.00% | 100.00% | 7.414 | 6.288 | 0.00% |
760 - 779 | 1.08% | 100.00 | 100.00 | 22.97% | 99.67% | 100.00% | 7.481 | 6.278 | 0.00% |
780 - 799 | 1.10% | 100.00 | 100.00 | 7.90% | 100.00% | 100.00% | 7.591 | 6.328 | 0.00% |
800 >= | 0.10% | 100.00 | 100.00 | 0.00% | 100.00% | 100.00% | 7.320 | 6.000 | 0.00% |
Total | 37.16% | 99.57 | 102.98 | 43.58% | 99.80% | 100.00% | 7.900 | 6.314 | 0.79% |
Aggregate Loans (First Lien Only) | | | | | | |
| | | | | | | | | |
540 - 559 | 0.32% | 77.78 | 85.00 | 82.70% | 100.00% | 12.93% | 8.072 | 5.852 | 9.31% |
560 - 579 | 0.54% | 83.05 | 98.18 | 54.94% | 99.31% | 9.67% | 7.933 | 5.999 | 8.81% |
580 - 599 | 9.74% | 99.50 | 100.00 | 98.35% | 100.00% | 25.45% | 8.613 | 6.545 | 0.00% |
600 - 619 | 12.17% | 99.28 | 100.00 | 82.61% | 100.00% | 21.87% | 8.448 | 6.488 | 0.61% |
620 - 639 | 13.96% | 99.56 | 100.00 | 66.01% | 99.79% | 32.14% | 8.332 | 6.459 | 0.20% |
640 - 659 | 19.97% | 99.72 | 103.00 | 43.92% | 100.00% | 38.15% | 7.911 | 6.470 | 0.22% |
660 - 679 | 15.39% | 99.57 | 103.00 | 39.76% | 100.00% | 43.21% | 7.728 | 6.421 | 0.70% |
680 - 699 | 9.61% | 99.65 | 103.00 | 32.82% | 97.70% | 42.35% | 7.675 | 6.455 | 0.37% |
700 - 719 | 7.00% | 99.70 | 103.00 | 27.75% | 97.95% | 47.06% | 7.605 | 6.402 | 1.18% |
720 - 739 | 4.36% | 99.54 | 103.00 | 28.94% | 98.11% | 47.90% | 7.539 | 6.387 | 1.70% |
740 - 759 | 3.21% | 99.93 | 103.00 | 33.09% | 96.30% | 44.86% | 7.467 | 6.356 | 0.00% |
760 - 779 | 2.04% | 99.73 | 103.00 | 34.44% | 93.35% | 52.85% | 7.509 | 6.376 | 1.66% |
780 - 799 | 1.46% | 100.03 | 103.00 | 21.09% | 95.50% | 75.02% | 7.647 | 6.407 | 0.00% |
800 >= | 0.22% | 100.00 | 100.00 | 36.63% | 100.00% | 46.57% | 7.529 | 6.526 | 0.00% |
Total | 100.00% | 99.44 | 103.00 | 52.81% | 99.20% | 37.16% | 7.989 | 6.449 | 0.56% |
| | | | | | | | | |
| | | | | | | | | |
THERE ARE NO 2nd LIENS | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | |
Aggregate Loans (Second Lien Only) | | | | | | |
| | | | | | | | | |
540 - 559 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00% | 0.00% | 0.000 | 0.000 | 0.00% |
800 >= | 0.00% | 0.00 | 0.00 | 0.00% | 0.00% | 0.00% | 0.000 | 0.000 | 0.00% |
Total | 0.00% | 0.00 | 0.00 | 0.00% | 0.00% | 0.00% | 0.000 | 0.000 | 0.00% |
| | | | | | | | | |
| | | | | | | | | |
Second Lien Loans | | | | | | | | |
FRM % | 0.00% | | | | | | | | |
ARM % | 0.00% | | | | | | | | |
First Franklin 2005-FFH4 - Total Pool |
Original Principal Balances of Mortgage Loans |
Range ($) | Number of Loans | Aggregate Original Principal Balance | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO | |
0.00 - 25,000.00 | 4 | $ | 97,650.00 | 0.01 | $ | 24,402.72 | 9.244 | 78.16 | 620 |
25,000.01 - 50,000.00 | 328 | $ | 14,315,829.00 | 1.45 | $ | 43,604.83 | 8.534 | 98.54 | 636 |
50,000.01 - 75,000.00 | 1,095 | $ | 70,250,006.00 | 7.11 | $ | 64,107.00 | 8.398 | 99.30 | 635 |
75,000.01 - 100,000.00 | 1,167 | $ | 102,363,284.00 | 10.36 | $ | 87,650.25 | 8.185 | 99.37 | 639 |
100,000.01 - 125,000.00 | 835 | $ | 94,984,126.00 | 9.61 | $ | 113,680.79 | 8.080 | 99.50 | 641 |
125,000.01 - 150,000.00 | 778 | $ | 107,173,294.00 | 10.85 | $ | 137,656.30 | 8.005 | 99.72 | 646 |
150,000.01 - 175,000.00 | 518 | $ | 84,299,172.00 | 8.53 | $ | 162,640.21 | 7.910 | 99.44 | 656 |
175,000.01 - 200,000.00 | 377 | $ | 70,713,073.00 | 7.16 | $ | 187,465.41 | 7.947 | 99.40 | 656 |
200,000.01 - 225,000.00 | 234 | $ | 50,005,335.00 | 5.06 | $ | 213,595.16 | 7.928 | 99.52 | 659 |
225,000.01 - 250,000.00 | 213 | $ | 50,657,152.00 | 5.13 | $ | 237,701.36 | 7.931 | 99.48 | 660 |
250,000.01 - 275,000.00 | 151 | $ | 39,974,422.00 | 4.05 | $ | 264,593.47 | 7.919 | 98.62 | 663 |
275,000.01 - 300,000.00 | 117 | $ | 33,772,659.00 | 3.42 | $ | 288,492.94 | 7.901 | 98.77 | 654 |
300,000.01 - 333,700.00 | 116 | $ | 36,845,309.00 | 3.73 | $ | 317,476.41 | 7.845 | 99.53 | 671 |
333,700.01 - 350,000.00 | 58 | $ | 19,858,440.00 | 2.01 | $ | 342,237.71 | 7.812 | 99.22 | 672 |
350,000.01 - 600,000.00 | 357 | $ | 158,006,095.00 | 16.00 | $ | 442,434.86 | 7.843 | 99.66 | 678 |
600,000.01 – 1,000,000.00 | 74 | $ | 53,454,137.00 | 5.41 | $ | 722,205.53 | 7.733 | 99.65 | 695 |
1,000,000.01 + | 1 | $ | 1,075,000.00 | 0.11 | $ | 1,075,000.00 | 7.500 | 100.00 | 705 |
Total | 6,423 | $ | 987,844,983.00 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
| | | | | | | | | | | | | |
Principal Balances of Mortgage Loans as of Cutoff Date |
Range ($) | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
0.00 - 25,000.00 | 4 | $ | 97,610.87 | 0.01 | $ | 24,402.72 | 9.244 | 78.16 | 620 |
25,000.01 - 50,000.00 | 328 | $ | 14,302,383.98 | 1.45 | $ | 43,604.83 | 8.534 | 98.54 | 636 |
50,000.01 - 75,000.00 | 1,095 | $ | 70,197,164.74 | 7.11 | $ | 64,107.00 | 8.398 | 99.30 | 635 |
75,000.01 - 100,000.00 | 1,167 | $ | 102,287,839.18 | 10.36 | $ | 87,650.25 | 8.185 | 99.37 | 639 |
100,000.01 - 125,000.00 | 836 | $ | 95,048,375.60 | 9.63 | $ | 113,694.23 | 8.080 | 99.50 | 642 |
125,000.01 - 150,000.00 | 779 | $ | 107,271,554.58 | 10.87 | $ | 137,704.18 | 8.004 | 99.70 | 646 |
150,000.01 - 175,000.00 | 517 | $ | 84,122,747.02 | 8.52 | $ | 162,713.24 | 7.913 | 99.46 | 656 |
175,000.01 - 200,000.00 | 376 | $ | 70,499,466.70 | 7.14 | $ | 187,498.58 | 7.946 | 99.40 | 655 |
200,000.01 - 225,000.00 | 234 | $ | 49,981,266.64 | 5.06 | $ | 213,595.16 | 7.928 | 99.52 | 659 |
225,000.01 - 250,000.00 | 213 | $ | 50,630,389.64 | 5.13 | $ | 237,701.36 | 7.931 | 99.48 | 660 |
250,000.01 - 275,000.00 | 151 | $ | 39,953,614.35 | 4.05 | $ | 264,593.47 | 7.919 | 98.62 | 663 |
275,000.01 - 300,000.00 | 117 | $ | 33,753,674.13 | 3.42 | $ | 288,492.94 | 7.901 | 98.77 | 654 |
300,000.01 - 333,700.00 | 117 | $ | 37,160,790.65 | 3.76 | $ | 317,613.60 | 7.844 | 99.53 | 671 |
333,700.01 - 350,000.00 | 58 | $ | 19,866,180.21 | 2.01 | $ | 342,520.35 | 7.801 | 99.28 | 672 |
350,000.01 - 600,000.00 | 356 | $ | 157,599,323.93 | 15.96 | $ | 442,694.73 | 7.844 | 99.65 | 678 |
600,000.01 – 1,000,000.00 | 74 | $ | 53,443,209.19 | 5.41 | $ | 722,205.53 | 7.733 | 99.65 | 695 |
1,000,000.01 + | 1 | $ | 1,075,000.00 | 0.11 | $ | 1,075,000.00 | 7.500 | 100.00 | 705 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Current Mortgage Rates of Mortgage Loans |
Mortgage Rates (%) | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
05.500 – 5.999 | 11 | $ | 2,587,706.16 | 0.26 | $ | 235,246.01 | 5.869 | 83.08 | 696 |
06.000 – 6.499 | 37 | $ | 6,230,121.51 | 0.63 | $ | 168,381.66 | 6.263 | 92.16 | 695 |
06.500 – 6.999 | 312 | $ | 62,262,225.05 | 6.31 | $ | 199,558.41 | 6.823 | 97.87 | 694 |
07.000 – 7.499 | 668 | $ | 131,636,093.93 | 13.33 | $ | 197,060.02 | 7.233 | 99.46 | 688 |
07.500 – 7.999 | 1,781 | $ | 301,856,690.57 | 30.57 | $ | 169,487.19 | 7.730 | 99.57 | 669 |
08.000 – 8.499 | 1,518 | $ | 221,627,925.23 | 22.45 | $ | 145,999.95 | 8.207 | 99.63 | 646 |
08.500 – 8.999 | 1,496 | $ | 198,459,924.98 | 20.10 | $ | 132,660.38 | 8.680 | 99.83 | 631 |
09.000 – 9.499 | 444 | $ | 47,699,734.39 | 4.83 | $ | 107,431.83 | 9.159 | 99.72 | 618 |
09.500 – 9.999 | 145 | $ | 13,885,625.81 | 1.41 | $ | 95,762.94 | 9.627 | 99.89 | 613 |
10.000 – 10.499 | 11 | $ | 1,044,543.78 | 0.11 | $ | 94,958.53 | 10.208 | 100.00 | 603 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Original Term to Maturity of Mortgage Loans |
Original Term (mos) | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
000 – 180 | 45 | $ | 4,319,448.59 | 0.44 | $ | 95,987.75 | 7.958 | 97.55 | 649 |
181 – 240 | 3 | $ | 253,703.71 | 0.03 | $ | 84,567.90 | 8.377 | 100.00 | 639 |
241 – 360 | 6,375 | $ | 982,717,439.11 | 99.54 | $ | 154,151.76 | 7.989 | 99.44 | 657 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Stated Remaining Term to Maturity of Mortgage Loans |
Remaining Term (mos) | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
121 – 180 | 45 | $ | 4,319,448.59 | 0.44 | $ | 95,987.75 | 7.958 | 97.55 | 649 |
181 – 240 | 3 | $ | 253,703.71 | 0.03 | $ | 84,567.90 | 8.377 | 100.00 | 639 |
301 – 360 | 6,375 | $ | 982,717,439.11 | 99.54 | $ | 154,151.76 | 7.989 | 99.44 | 657 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
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Mortgage Insurance | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
No | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
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Lien | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
1 | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
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Seasoning(mos) | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
0 | 13 | $ | 1,594,675.00 | 0.16 | $ | 122,667.31 | 8.085 | 98.93 | 644 |
1 | 3,935 | $ | 606,660,491.05 | 61.45 | $ | 154,170.39 | 8.028 | 99.44 | 656 |
2 | 2,200 | $ | 336,941,746.83 | 34.13 | $ | 153,155.34 | 7.927 | 99.65 | 659 |
3 | 219 | $ | 34,095,528.48 | 3.45 | $ | 155,687.34 | 7.946 | 98.57 | 658 |
4 | 35 | $ | 4,626,601.98 | 0.47 | $ | 132,188.63 | 7.972 | 94.43 | 627 |
5 | 6 | $ | 1,614,454.24 | 0.16 | $ | 269,075.71 | 6.901 | 88.46 | 690 |
6 | 13 | $ | 1,371,130.54 | 0.14 | $ | 105,471.58 | 7.862 | 99.35 | 644 |
7 | 1 | $ | 147,984.87 | 0.01 | $ | 147,984.87 | 8.000 | 85.00 | 543 |
13 | 1 | $ | 237,978.42 | 0.02 | $ | 237,978.42 | 7.500 | 100.00 | 676 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Original Loan-to-Value Ratios of Mortgage Loans |
Original LTVs | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
<= 25.00 | 1 | $ | 24,986.34 | 0.00 | $ | 24,986.34 | 9.000 | 14.67 | 622 |
30.01 - 35.00 | 1 | $ | 99,936.23 | 0.01 | $ | 99,936.23 | 8.250 | 32.26 | 546 |
45.01 - 50.00 | 1 | $ | 36,686.11 | 0.00 | $ | 36,686.11 | 8.750 | 49.67 | 569 |
50.01 - 55.00 | 1 | $ | 199,855.24 | 0.02 | $ | 199,855.24 | 7.625 | 54.80 | 599 |
55.01 - 60.00 | 2 | $ | 155,370.86 | 0.02 | $ | 77,685.43 | 6.934 | 55.83 | 609 |
60.01 - 65.00 | 5 | $ | 578,023.21 | 0.06 | $ | 115,604.64 | 6.703 | 64.44 | 630 |
65.01 - 70.00 | 4 | $ | 530,824.45 | 0.05 | $ | 132,706.11 | 7.845 | 67.85 | 566 |
70.01 - 75.00 | 22 | $ | 3,003,090.29 | 0.30 | $ | 136,504.10 | 7.218 | 74.39 | 605 |
75.01 - 80.00 | 77 | $ | 12,490,814.76 | 1.27 | $ | 162,218.37 | 6.929 | 79.50 | 639 |
80.01 - 85.00 | 25 | $ | 3,280,476.71 | 0.33 | $ | 131,219.07 | 7.600 | 84.50 | 600 |
85.01 - 90.00 | 52 | $ | 6,034,185.51 | 0.61 | $ | 116,042.03 | 7.952 | 89.67 | 608 |
90.01 - 95.00 | 54 | $ | 7,079,228.74 | 0.72 | $ | 131,096.83 | 7.631 | 94.47 | 647 |
95.01 – 100.00 | 6,095 | $ | 936,520,833.64 | 94.86 | $ | 153,653.95 | 8.022 | 99.94 | 658 |
100.01 – 105.00 | 83 | $ | 17,256,279.32 | 1.75 | $ | 207,906.98 | 7.356 | 102.89 | 678 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Owner Occupancy of Mortgage Loans |
Owner Occupancy | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
Non-owner | 1 | $ | 94,875.30 | 0.01 | $ | 94,875.30 | 8.125 | 95.00 | 712 |
Primary | 6,373 | $ | 979,379,413.95 | 99.20 | $ | 153,676.36 | 7.991 | 99.44 | 657 |
Second Home | 49 | $ | 7,816,302.16 | 0.79 | $ | 159,516.37 | 7.735 | 99.45 | 726 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Property Type of Mortgage Loans |
Property Types | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
2 Units | 178 | $ | 35,568,867.70 | 3.60 | $ | 199,825.10 | 7.919 | 98.89 | 668 |
3 Units | 8 | $ | 2,165,212.81 | 0.22 | $ | 270,651.60 | 7.803 | 92.43 | 675 |
4 Units | 1 | $ | 363,694.20 | 0.04 | $ | 363,694.20 | 6.875 | 80.00 | 724 |
Condominium | 343 | $ | 61,208,286.94 | 6.20 | $ | 178,449.82 | 7.986 | 99.93 | 668 |
Modular | 1 | $ | 171,000.00 | 0.02 | $ | 171,000.00 | 7.250 | 100.00 | 733 |
PUD | 573 | $ | 132,861,106.87 | 13.46 | $ | 231,869.30 | 7.906 | 99.79 | 667 |
Single Family | 5,319 | $ | 754,952,422.89 | 76.47 | $ | 141,935.03 | 8.008 | 99.39 | 654 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Loan Purpose of Mortgage Loans |
Loan Purpose | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
Cash Out Refinance | 1,110 | $ | 187,905,432.42 | 19.03 | $ | 169,284.17 | 7.974 | 97.63 | 651 |
Purchase | 5,192 | $ | 782,710,561.17 | 79.28 | $ | 150,753.19 | 7.992 | 99.94 | 659 |
Rate/Term Refinance | 121 | $ | 16,674,597.82 | 1.69 | $ | 137,806.59 | 7.978 | 96.10 | 652 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Document Type of Mortgage Loans |
Document Type | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
Blended Access | 30 | $ | 6,748,197.99 | 0.68 | $ | 224,939.93 | 7.956 | 100.00 | 660 |
Full Documentation | 4,169 | $ | 521,403,100.68 | 52.81 | $ | 125,066.71 | 8.034 | 99.45 | 639 |
Limited Income Verification | 16 | $ | 2,518,991.13 | 0.26 | $ | 157,436.95 | 7.584 | 99.58 | 698 |
No Income Verification | 1,860 | $ | 333,913,292.15 | 33.82 | $ | 179,523.28 | 7.993 | 99.24 | 675 |
Stated Plus Documentation | 348 | $ | 122,707,009.46 | 12.43 | $ | 352,606.35 | 7.795 | 99.89 | 683 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Product Type of Mortgage Loans |
Product Type | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
1/29 6 Mo LIBOR ARM | 13 | $ | 3,426,234.16 | 0.35 | $ | 263,556.47 | 7.618 | 99.91 | 688 |
2/28 6 Mo LIBOR ARM | 2,766 | $ | 370,603,862.12 | 37.54 | $ | 133,985.49 | 7.996 | 99.42 | 649 |
3/27 6 Mo LIBOR ARM | 767 | $ | 113,896,202.42 | 11.54 | $ | 148,495.70 | 7.904 | 99.55 | 658 |
5/25 6 Mo LIBOR ARM | 17 | $ | 1,916,349.88 | 0.19 | $ | 112,726.46 | 7.594 | 100.31 | 697 |
5YR IO 2/28 6 Mo LIBOR ARM | 1,102 | $ | 268,553,898.90 | 27.20 | $ | 243,696.82 | 7.873 | 99.61 | 671 |
5YR IO 3/27 6 Mo LIBOR ARM | 394 | $ | 79,047,502.42 | 8.01 | $ | 200,628.18 | 7.897 | 99.53 | 667 |
5YR IO 5/25 6 Mo LIBOR ARM | 12 | $ | 2,510,400.86 | 0.25 | $ | 209,200.07 | 7.717 | 98.57 | 674 |
5YR IO 6 Mo LIBOR ARM | 1 | $ | 114,000.00 | 0.01 | $ | 114,000.00 | 7.375 | 89.07 | 595 |
BALLOON 15/30 | 1 | $ | 52,935.57 | 0.01 | $ | 52,935.57 | 8.500 | 100.00 | 634 |
Fixed Rate | 1,251 | $ | 130,470,000.55 | 13.21 | $ | 104,292.57 | 8.306 | 99.00 | 644 |
Fixed Rate 5Yr IO | 99 | $ | 16,699,204.53 | 1.69 | $ | 168,678.83 | 8.370 | 99.37 | 637 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
** For ARM loans please break out 2/28, 3/27, 5/25 by percentage | |
** For IO loans please include length of mortization term and fixed rate term ( 2yr, 3yr, 5yr, 10yr) |
Geographical Distribution of Mortgages Loans |
State | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
CA | 196 | $ | 87,043,367.42 | 8.82 | $ | 444,098.81 | 7.718 | 99.88 | 682 |
MA | 73 | $ | 19,195,930.50 | 1.94 | $ | 262,957.95 | 7.518 | 87.96 | 651 |
NY | 323 | $ | 42,346,671.43 | 4.29 | $ | 131,104.25 | 8.073 | 99.95 | 665 |
Other | 5,831 | $ | 838,704,622.06 | 84.95 | $ | 143,835.47 | 8.023 | 99.63 | 654 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Prepay Penalty for Mortgage Loans |
Prepay Penalty | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
Has Prepay Penalty | 4,576 | $ | 664,658,076.84 | 67.32 | $ | 145,248.71 | 7.966 | 99.57 | 655 |
None | 1,847 | $ | 322,632,514.57 | 32.68 | $ | 174,679.22 | 8.035 | 99.17 | 662 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Prepay Term for Mortgage Loans |
Prepay Term | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
0 | 1,847 | $ | 322,632,514.57 | 32.68 | $ | 174,679.22 | 8.035 | 99.17 | 662 |
12 | 234 | $ | 44,285,809.24 | 4.49 | $ | 189,255.60 | 8.185 | 99.87 | 667 |
24 | 2,653 | $ | 396,433,420.20 | 40.15 | $ | 149,428.35 | 8.009 | 99.58 | 654 |
36 | 1,689 | $ | 223,938,847.40 | 22.68 | $ | 132,586.65 | 7.847 | 99.49 | 653 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
Fico Scores of Mortgage Loans |
Fico Scores | Number of Loans | Aggregate Principal Balance as of Cut-off Date | % of Aggregate Principal Balance as of Cut-off Date | AVG CURRENT BALANCE | WA GROSS CPN | WA ORIGLTV | WA FICO |
540 - 559 | 31 | $ | 3,155,873.77 | 0.32 | $ | 101,802.38 | 8.072 | 77.78 | 548 |
560 - 579 | 44 | $ | 5,329,759.80 | 0.54 | $ | 121,130.90 | 7.933 | 83.05 | 570 |
580 - 599 | 864 | $ | 96,135,649.64 | 9.74 | $ | 111,268.11 | 8.613 | 99.50 | 589 |
600 - 619 | 1,017 | $ | 120,116,110.21 | 12.17 | $ | 118,108.27 | 8.448 | 99.28 | 609 |
620 - 639 | 1,008 | $ | 137,854,833.42 | 13.96 | $ | 136,760.75 | 8.332 | 99.56 | 629 |
640 - 659 | 1,211 | $ | 197,203,589.44 | 19.97 | $ | 162,843.59 | 7.911 | 99.72 | 649 |
660 - 679 | 843 | $ | 151,945,661.89 | 15.39 | $ | 180,243.96 | 7.728 | 99.57 | 669 |
680 - 699 | 518 | $ | 94,887,312.80 | 9.61 | $ | 183,180.14 | 7.675 | 99.65 | 689 |
700 - 719 | 344 | $ | 69,092,121.51 | 7.00 | $ | 200,849.19 | 7.605 | 99.70 | 708 |
720 - 739 | 223 | $ | 43,075,106.74 | 4.36 | $ | 193,161.91 | 7.539 | 99.54 | 729 |
740 - 759 | 154 | $ | 31,725,784.66 | 3.21 | $ | 206,011.59 | 7.467 | 99.93 | 749 |
760 - 779 | 93 | $ | 20,134,373.21 | 2.04 | $ | 216,498.64 | 7.509 | 99.73 | 768 |
780 - 799 | 60 | $ | 14,461,413.87 | 1.46 | $ | 241,023.56 | 7.647 | 100.03 | 789 |
800 >= | 13 | $ | 2,173,000.45 | 0.22 | $ | 167,153.88 | 7.529 | 100.00 | 806 |
Total | 6,423 | $ | 987,290,591.41 | 100.00 | $ | 153,711.75 | 7.989 | 99.44 | 657 |
| | Percent of Current Balance | | | | | | | | | | | | | | | |
FICO | | | | | | | | | | | | | | | | | |
525-549 LTV > 65 | 106,056 | 0.2 | 8.039 | 0.00 | 545 | 36.69 | 79.41 | 96.12 | 0.00 | 100.00 | 80.35 | 0.00 | 19.65 | 12.90 | | | |
550-574 LTV > 65 | 104,851 | 0.47 | 8.046 | 0.00 | 565 | 36.70 | 83.11 | 96.54 | 0.00 | 100.00 | 68.29 | 0.69 | 31.02 | 11.49 | | | |
575-599 LTV > 70 | 111,838 | 9.84 | 8.603 | 0.00 | 589 | 40.57 | 99.44 | 83.56 | 10.39 | 100.00 | 97.34 | 0.00 | 2.66 | 25.31 | | | |
600-624 LTV > 70 | 122,243 | 16.34 | 8.420 | 0.00 | 612 | 42.85 | 99.40 | 82.38 | 10.99 | 100.00 | 77.90 | 0.00 | 22.10 | 23.25 | | | |
625-649 LTV > 70 | 147,795 | 20.79 | 8.101 | 0.00 | 638 | 43.35 | 99.71 | 79.81 | 11.31 | 99.86 | 55.51 | 0.25 | 44.24 | 35.82 | | | |
650-674 LTV > 80 | 175,031 | 20.9 | 7.830 | 0.00 | 661 | 42.84 | 99.90 | 72.67 | 15.59 | 100.00 | 40.62 | 0.22 | 59.16 | 41.41 | | | |
675-699 LTV > 80 | 181,848 | 12.56 | 7.708 | 0.00 | 686 | 43.00 | 99.92 | 73.30 | 13.76 | 98.24 | 34.21 | 0.28 | 65.51 | 42.34 | | | |
700-724 LTV > 80 | 200,172 | 8.07 | 7.635 | 0.00 | 710 | 42.85 | 99.91 | 69.91 | 16.63 | 97.89 | 27.11 | 0.20 | 72.69 | 48.40 | | | |
725-749 LTV > 85 | 197,010 | 4.97 | 7.511 | 0.00 | 736 | 42.54 | 100.01 | 74.83 | 14.79 | 97.49 | 30.87 | 0.38 | 68.74 | 43.68 | | | |
750-774 LTV > 85 | 210,770 | 3.01 | 7.469 | 0.00 | 761 | 42.23 | 100.04 | 62.32 | 24.96 | 95.11 | 30.12 | 2.80 | 67.08 | 50.84 | | | |
775-799 LTV > 85 | 230,386 | 1.82 | 7.624 | 0.00 | 786 | 42.27 | 100.05 | 62.26 | 19.08 | 94.29 | 25.98 | 0.00 | 74.02 | 71.14 | | | |
800-824 LTV > 85 | 167,154 | 0.22 | 7.529 | 0.00 | 806 | 41.03 | 100.00 | 88.04 | 11.96 | 100.00 | 36.63 | 0.00 | 63.37 | 46.57 | | | |
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LTV | | | | | | | | | | | | | | | | | |
70.00 - 74.99 DTI > 50 | 194,440 | 0.04 | 7.350 | 0.00 | 628 | 54.03 | 71.54 | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 | 0.00 | 51.43 | | | |
75.00 - 79.99 DTI > 50 | 150,304 | 0.05 | 7.502 | 0.00 | 601 | 52.94 | 76.83 | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 | 0.00 | 32.82 | | | |
80.00 - 84.99 DTI > 50 | 187,806 | 0.25 | 6.920 | 0.00 | 636 | 53.08 | 80.00 | 40.01 | 5.14 | 100.00 | 80.69 | 0.00 | 19.31 | 33.76 | | | |
85.00 - 89.99 DTI > 50 | 102,850 | 0.01 | 7.750 | 0.00 | 642 | 54.00 | 85.00 | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 | 0.00 | 100.00 | | | |
90.00 - 94.99 DTI > 50 | 175,132 | 0.18 | 7.572 | 0.00 | 639 | 53.25 | 91.68 | 73.02 | 0.00 | 100.00 | 41.19 | 0.00 | 58.81 | 39.44 | | | |
95.00 - 99.99 DTI > 50 | 152,119 | 0.92 | 7.742 | 0.00 | 656 | 53.21 | 98.90 | 66.12 | 11.89 | 100.00 | 71.13 | 0.00 | 28.87 | 36.92 | | | |
100.00 + DTI > 50 | 142,884 | 12.4 | 7.892 | 0.00 | 652 | 53.14 | 100.00 | 78.78 | 10.96 | 100.00 | 84.00 | 0.45 | 15.54 | 38.19 | | | |
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DTI | | | | | | | | | | | | | | | | | |
25-29.99 FICO < 550 | 42,451 | 0 | 8.750 | 0.00 | 548 | 27.00 | 85.00 | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 | 0.00 | 0.00 | | | |
30-34.99 FICO < 575 | 114,896 | 0.08 | 7.921 | 0.00 | 555 | 32.48 | 77.55 | 100.00 | 0.00 | 100.00 | 86.13 | 0.00 | 13.87 | 46.94 | | | |
35-39.99 FICO < 600 | 111,218 | 1.87 | 8.635 | 0.00 | 587 | 37.11 | 98.07 | 84.54 | 8.99 | 100.00 | 98.18 | 0.00 | 1.82 | 10.19 | | | |
40-44.99 FICO < 625 | 116,365 | 5.12 | 8.503 | 0.00 | 601 | 42.18 | 99.29 | 87.27 | 7.87 | 99.93 | 85.50 | 0.00 | 14.50 | 18.64 | | | |
45-49.99 FICO < 650 | 145,272 | 12.27 | 8.338 | 0.00 | 618 | 47.11 | 99.37 | 77.80 | 14.71 | 100.00 | 64.04 | 0.00 | 35.96 | 35.46 | | | |
50-54.99 FICO < 675 | 145,740 | 12.87 | 8.088 | 0.00 | 633 | 51.62 | 99.40 | 76.42 | 12.25 | 100.00 | 70.76 | 0.17 | 29.07 | 37.07 | | | |
55-up FICO < 700 | 147,873 | 2.95 | 7.869 | 0.00 | 639 | 55.00 | 98.88 | 77.49 | 9.54 | 100.00 | 88.46 | 0.00 | 11.54 | 44.33 | | | |
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Stated & Limited Doc | | | | | | | | | | | | | | | | | |
525-549 | 79,208 | 0.04 | 8.245 | 0.00 | 545 | 44.51 | 84.22 | 80.27 | 0.00 | 100.00 | 0.00 | 0.00 | 100.00 | 0.00 | 0.00 | 0.00 | 0.00 |
550-574 | 110,728 | 0.16 | 7.984 | 0.00 | 565 | 39.54 | 80.07 | 89.69 | 0.00 | 97.63 | 0.00 | 2.06 | 97.94 | 0.00 | 0.00 | 0.00 | 0.00 |
575-599 | 143,730 | 0.26 | 7.640 | 0.00 | 586 | 38.37 | 86.26 | 86.75 | 0.00 | 100.00 | 0.00 | 0.00 | 100.00 | 0.00 | 0.00 | 0.00 | 0.00 |
600-624 | 173,759 | 3.63 | 8.450 | 0.00 | 615 | 43.11 | 98.66 | 78.86 | 13.40 | 100.00 | 0.00 | 0.00 | 100.00 | 17.23 | 7.62 | 2.22 | 6.23 |
625-649 | 194,949 | 9.26 | 8.217 | 0.00 | 640 | 43.28 | 99.60 | 77.12 | 11.19 | 100.00 | 0.00 | 0.55 | 99.45 | 42.27 | 16.14 | 2.86 | 7.58 |
650-674 | 200,771 | 12.55 | 7.958 | 0.00 | 661 | 42.65 | 99.53 | 71.89 | 15.11 | 100.00 | 0.00 | 0.37 | 99.63 | 46.20 | 11.94 | 5.09 | 6.23 |
675-699 | 211,014 | 8.36 | 7.812 | 0.00 | 686 | 43.24 | 99.59 | 73.33 | 14.70 | 100.00 | 0.00 | 0.42 | 99.58 | 45.19 | 15.10 | 4.65 | 7.40 |
700-724 | 227,720 | 5.88 | 7.740 | 0.00 | 710 | 42.65 | 99.87 | 69.16 | 19.23 | 99.83 | 0.00 | 0.27 | 99.73 | 49.54 | 14.81 | 3.19 | 9.97 |
725-749 | 232,270 | 3.46 | 7.576 | 0.00 | 736 | 41.89 | 99.76 | 74.93 | 14.63 | 100.00 | 0.00 | 0.55 | 99.45 | 45.00 | 11.67 | 11.31 | 6.29 |
750-774 | 254,341 | 2.11 | 7.556 | 0.00 | 761 | 41.97 | 99.82 | 60.18 | 26.68 | 100.00 | 0.00 | 3.98 | 96.02 | 54.57 | 24.57 | 5.26 | 6.04 |
775-799 | 289,164 | 1.35 | 7.700 | 0.00 | 786 | 42.92 | 100.00 | 59.74 | 20.00 | 100.00 | 0.00 | 0.00 | 100.00 | 84.03 | 15.80 | 1.36 | 9.59 |
800-824 | 344,250 | 0.14 | 7.566 | 0.00 | 805 | 40.54 | 100.00 | 100.00 | 0.00 | 100.00 | 0.00 | 0.00 | 100.00 | 73.49 | 61.00 | 0.00 | 0.00 |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | |
IO Loans | | | | | | | | | | | | | | | | | |
525-549 | 260,000 | 0.03 | 7.500 | 0.00 | 547 | 33.00 | 66.67 | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 | 0.00 | 100.00 | 0.00 | 0.00 | 0.00 |
550-574 | 176,700 | 0.05 | 7.862 | 0.00 | 565 | 43.36 | 85.51 | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 | 0.00 | 100.00 | 0.00 | 0.00 | 0.00 |
575-599 | 141,356 | 2.49 | 8.621 | 0.00 | 589 | 42.60 | 99.86 | 75.06 | 17.04 | 100.00 | 100.00 | 0.00 | 0.00 | 100.00 | 2.91 | 0.88 | 3.93 |
600-624 | 166,025 | 3.8 | 8.368 | 0.00 | 613 | 45.23 | 99.27 | 67.32 | 25.49 | 100.00 | 83.56 | 0.00 | 16.44 | 100.00 | 8.95 | 1.73 | 8.14 |
625-649 | 220,178 | 7.45 | 8.115 | 0.00 | 638 | 45.21 | 99.78 | 71.33 | 16.88 | 99.60 | 47.44 | 0.00 | 52.56 | 100.00 | 19.68 | 1.99 | 10.11 |
650-674 | 248,915 | 8.87 | 7.822 | 0.00 | 662 | 44.26 | 99.34 | 63.21 | 22.01 | 100.00 | 34.69 | 0.43 | 64.88 | 100.00 | 18.41 | 3.18 | 7.73 |
675-699 | 264,909 | 5.37 | 7.676 | 0.00 | 686 | 44.11 | 99.73 | 62.87 | 21.93 | 100.00 | 29.62 | 0.00 | 70.38 | 100.00 | 24.79 | 1.18 | 12.09 |
700-724 | 279,269 | 3.99 | 7.622 | 0.00 | 711 | 43.39 | 99.54 | 59.25 | 26.28 | 99.49 | 26.95 | 0.00 | 73.05 | 100.00 | 26.44 | 4.63 | 15.67 |
725-749 | 257,107 | 2.19 | 7.458 | 0.00 | 736 | 44.29 | 99.84 | 66.61 | 22.05 | 99.11 | 28.85 | 0.00 | 71.15 | 100.00 | 19.97 | 5.97 | 5.96 |
750-774 | 279,773 | 1.53 | 7.426 | 0.00 | 761 | 43.47 | 99.89 | 54.76 | 32.19 | 99.77 | 24.67 | 0.76 | 74.57 | 100.00 | 30.94 | 5.86 | 3.38 |
775-799 | 355,119 | 1.29 | 7.570 | 0.00 | 786 | 42.52 | 100.00 | 58.18 | 20.79 | 100.00 | 12.57 | 0.00 | 87.43 | 100.00 | 16.44 | 0.00 | 8.87 |
800-824 | 337,333 | 0.1 | 7.320 | 0.00 | 807 | 39.29 | 100.00 | 100.00 | 0.00 | 100.00 | 0.00 | 0.00 | 100.00 | 100.00 | 83.00 | 0.00 | 0.00 |
First Franklin 2005-FFH4: Marketing Pool | | |
3-27 Loans | | | |
| | | |
| | Minimum | Maximum |
Scheduled Principal Balance | $192,943,705 | $31,884 | $775,000 |
Average Scheduled Principal Balance | $166,188 | | |
Number of Mortgage Loans | 1,161 | | |
| | | |
Weighted Average Gross Coupon | 7.901% | 5.625% | 10.250% |
Weighted Average FICO Score | 662 | 540 | 817 |
Weighted Average Original LTV | 99.54% | 32.26% | 103.00% |
Weighted Average Debt-to-Income | 43.07% | 1.00% | 55.00% |
| | | |
Weighted Average Original Term | 360 months | 360 months | 360 months |
Weighted Average Stated Remaining Term | 359 months | 347 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 13 months |
| | | |
Weighted Average Gross Margin | 6.448% | 5.000% | 8.500% |
Weighted Average Minimum Interest Rate | 7.901% | 5.625% | 10.250% |
Weighted Average Maximum Interest Rate | 13.901% | 11.625% | 16.250% |
Weighted Average Initial Rate Cap | 3.000% | 3.000% | 3.000% |
Weighted Average Subsequent Rate Cap | 1.000% | 1.000% | 1.000% |
Weighted Average Months to Roll | 35 months | 23 months | 36 months |
| | | |
Maturity Date | | Nov 1 2034 | Nov 1 2035 |
Maximum Zip Code Concentration | 0.70% | 27616 (RALEIGH, NC) |
| | | |
ARM | 100.00% | | |
| | | |
3/27 6 Mo LIBOR ARM | 59.03% | | |
5YR IO 3/27 6 Mo LIBOR ARM | 40.97% | | |
| | | |
Interest Only | 40.97% | | |
Not Interest Only | 59.03% | | |
| | | |
Prepay Penalty: 0 months | 70.06% | | |
Prepay Penalty: 12 months | 1.08% | | |
Prepay Penalty: 24 months | 0.70% | | |
Prepay Penalty: 36 months | 28.16% | | |
| | | |
First Lien | 100.00% | | |
| | | |
Blended Access | 0.71% | | |
Full Documentation | 55.16% | | |
Limited Income Verification | 0.45% | | |
No Income Verification | 37.40% | | |
Stated Plus Documentation | 6.28% | | |
| | | |
Cash Out Refinance | 16.88% | | |
Purchase | 81.65% | | |
Rate/Term Refinance | 1.47% | | |
| | | |
2 Units | 4.73% | | |
3 Units | 0.59% | | |
Condominium | 5.54% | | |
PUD | 20.02% | | |
Single Family | 69.11% | | |
| | | |
Primary | 98.87% | | |
Second Home | 1.13% | | |
| | | |
Top 5 States: | | | |
North Carolina | 21.66% | | |
Illinois | 10.27% | | |
New York | 9.79% | | |
Georgia | 9.03% | | |
South Carolina | 8.62% | | |
First Franklin 2005-FFH4: Marketing Pool | | | | | |
| | | | | | | |
3-27 Loans | | | | | | | |
Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 - 50,000.00 | 28 | 1,192,375.17 | 0.62% | 8.406 | 359 | 97.24 | 635 |
50,000.01 - 100,000.00 | 305 | 24,184,741.75 | 12.53% | 8.158 | 359 | 99.56 | 642 |
100,000.01 - 150,000.00 | 352 | 44,390,320.37 | 23.01% | 7.977 | 359 | 99.83 | 651 |
150,000.01 - 200,000.00 | 210 | 36,292,584.28 | 18.81% | 7.847 | 359 | 99.70 | 659 |
200,000.01 - 250,000.00 | 77 | 17,302,463.65 | 8.97% | 7.816 | 358 | 99.60 | 667 |
250,000.01 - 300,000.00 | 75 | 20,512,191.12 | 10.63% | 7.907 | 359 | 98.66 | 662 |
300,000.01 - 350,000.00 | 36 | 11,713,529.25 | 6.07% | 7.652 | 359 | 99.54 | 676 |
350,000.01 - 400,000.00 | 27 | 10,115,526.35 | 5.24% | 7.808 | 358 | 99.93 | 672 |
400,000.01 - 450,000.00 | 15 | 6,476,593.90 | 3.36% | 7.947 | 358 | 98.59 | 687 |
450,000.01 - 500,000.00 | 9 | 4,296,895.58 | 2.23% | 7.810 | 358 | 98.90 | 675 |
500,000.01 - 550,000.00 | 8 | 4,222,767.96 | 2.19% | 7.711 | 359 | 100.00 | 686 |
550,000.01 - 600,000.00 | 7 | 4,055,490.06 | 2.10% | 7.514 | 358 | 99.59 | 682 |
600,000.01 - 650,000.00 | 5 | 3,160,647.09 | 1.64% | 7.909 | 359 | 100.00 | 690 |
650,000.01 - 700,000.00 | 3 | 2,062,578.31 | 1.07% | 7.957 | 359 | 100.00 | 721 |
700,000.01 - 750,000.00 | 3 | 2,190,000.00 | 1.14% | 7.668 | 358 | 100.00 | 703 |
750,000.01 - 800,000.00 | 1 | 775,000.00 | 0.40% | 7.625 | 359 | 100.00 | 699 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 2 | 607,561.89 | 0.31% | 5.896 | 359 | 79.48 | 709 |
6.000 - 6.499 | 8 | 1,840,713.22 | 0.95% | 6.260 | 359 | 88.03 | 683 |
6.500 - 6.999 | 69 | 14,178,248.62 | 7.35% | 6.777 | 358 | 98.11 | 694 |
7.000 - 7.499 | 183 | 30,477,880.79 | 15.80% | 7.207 | 359 | 99.87 | 688 |
7.500 - 7.999 | 338 | 60,372,932.33 | 31.29% | 7.708 | 359 | 99.80 | 673 |
8.000 - 8.499 | 231 | 38,826,321.92 | 20.12% | 8.194 | 359 | 99.76 | 650 |
8.500 - 8.999 | 246 | 36,917,331.82 | 19.13% | 8.680 | 359 | 99.95 | 631 |
9.000 - 9.499 | 70 | 8,100,863.61 | 4.20% | 9.135 | 359 | 100.00 | 621 |
9.500 - 9.999 | 13 | 1,548,850.64 | 0.80% | 9.636 | 359 | 100.00 | 612 |
10.000 -10.499 | 1 | 73,000.00 | 0.04% | 10.250 | 359 | 100.00 | 618 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
525-549 | 2 | 190,089.73 | 0.10% | 7.420 | 358 | 54.90 | 543 |
550-574 | 1 | 44,727.49 | 0.02% | 7.125 | 358 | 80.00 | 574 |
575-599 | 136 | 16,556,646.34 | 8.58% | 8.610 | 359 | 99.64 | 590 |
600-624 | 197 | 27,044,243.07 | 14.02% | 8.432 | 359 | 99.68 | 613 |
625-649 | 244 | 38,792,165.67 | 20.11% | 8.026 | 359 | 99.81 | 639 |
650-674 | 247 | 45,077,862.57 | 23.36% | 7.741 | 359 | 99.05 | 661 |
675-699 | 141 | 25,596,633.78 | 13.27% | 7.556 | 358 | 99.58 | 687 |
700+ | 193 | 39,641,336.19 | 20.55% | 7.527 | 358 | 99.91 | 732 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01- 49.99 | 1 | 99,936.23 | 0.05% | 8.250 | 359 | 32.26 | 546 |
65.00- 69.99 | 1 | 259,747.29 | 0.13% | 6.125 | 359 | 65.00 | 662 |
70.00- 74.99 | 2 | 266,591.17 | 0.14% | 7.032 | 358 | 74.59 | 613 |
75.00- 79.99 | 5 | 1,168,099.17 | 0.61% | 6.281 | 359 | 78.44 | 668 |
80.00 | 7 | 1,239,680.99 | 0.64% | 6.565 | 359 | 80.00 | 657 |
85.00- 89.99 | 1 | 49,938.12 | 0.03% | 8.500 | 358 | 89.29 | 654 |
90.00- 94.99 | 8 | 1,291,281.52 | 0.67% | 7.445 | 359 | 90.52 | 639 |
95.00- 99.99 | 57 | 9,720,934.90 | 5.04% | 7.845 | 358 | 99.12 | 667 |
100.00 | 1,069 | 177,012,758.73 | 91.74% | 7.941 | 359 | 100.00 | 661 |
100.01+ | 10 | 1,834,736.72 | 0.95% | 6.964 | 358 | 102.90 | 688 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
360 | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
301-360 | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 18 | 2,563,864.94 | 1.33% | 7.962 | 358 | 99.07 | 648 |
20.01 -25.00 | 38 | 5,199,261.80 | 2.69% | 8.143 | 358 | 99.57 | 641 |
25.01 -30.00 | 71 | 9,198,189.75 | 4.77% | 7.907 | 359 | 99.75 | 677 |
30.01 -35.00 | 106 | 16,210,844.99 | 8.40% | 7.761 | 359 | 99.24 | 673 |
35.01 -40.00 | 165 | 27,729,088.32 | 14.37% | 7.953 | 359 | 98.85 | 660 |
40.01 -45.00 | 237 | 42,350,664.00 | 21.95% | 7.956 | 359 | 99.68 | 663 |
45.01 -50.00 | 310 | 58,377,585.75 | 30.26% | 7.920 | 358 | 99.95 | 662 |
50.01 -55.00 | 216 | 31,314,205.29 | 16.23% | 7.770 | 359 | 99.34 | 655 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
3/27 6 Mo LIBOR ARM | 767 | 113,896,202.42 | 59.03% | 7.904 | 359 | 99.55 | 658 |
5YR IO 3/27 6 Mo LIBOR ARM | 394 | 79,047,502.42 | 40.97% | 7.897 | 359 | 99.53 | 667 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 394 | 79,047,502.42 | 40.97% | 7.897 | 359 | 99.53 | 667 |
Not Interest Only | 767 | 113,896,202.42 | 59.03% | 7.904 | 359 | 99.55 | 658 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 790 | 135,171,792.42 | 70.06% | 7.958 | 359 | 99.52 | 661 |
Prepay Penalty: 12 months | 11 | 2,077,430.64 | 1.08% | 7.977 | 359 | 99.86 | 667 |
Prepay Penalty: 24 months | 7 | 1,353,152.19 | 0.70% | 7.606 | 359 | 98.76 | 704 |
Prepay Penalty: 36 months | 353 | 54,341,329.59 | 28.16% | 7.763 | 359 | 99.61 | 661 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Blended Access | 8 | 1,367,819.74 | 0.71% | 8.347 | 359 | 100.00 | 640 |
Full Documentation | 760 | 106,422,870.45 | 55.16% | 7.916 | 359 | 99.60 | 646 |
Limited Income Verification | 3 | 859,429.96 | 0.45% | 7.095 | 358 | 100.00 | 748 |
No Income Verification | 348 | 72,168,272.63 | 37.40% | 7.907 | 359 | 99.36 | 682 |
Stated Plus Documentation | 42 | 12,125,312.06 | 6.28% | 7.741 | 358 | 100.00 | 675 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 165 | 32,578,181.59 | 16.88% | 7.788 | 359 | 97.55 | 660 |
Purchase | 977 | 157,533,190.42 | 81.65% | 7.924 | 359 | 99.96 | 662 |
Rate/Term Refinance | 19 | 2,832,332.83 | 1.47% | 7.922 | 358 | 99.05 | 657 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2 Units | 36 | 9,132,985.97 | 4.73% | 7.688 | 359 | 98.82 | 686 |
3 Units | 3 | 1,138,874.38 | 0.59% | 7.698 | 359 | 94.35 | 691 |
Condominium | 62 | 10,693,954.58 | 5.54% | 7.947 | 359 | 99.30 | 671 |
PUD | 189 | 38,634,095.92 | 20.02% | 7.903 | 359 | 99.94 | 662 |
Single Family | 871 | 133,343,793.99 | 69.11% | 7.913 | 359 | 99.54 | 659 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Primary | 1,147 | 190,757,915.26 | 98.87% | 7.903 | 359 | 99.54 | 661 |
Second Home | 14 | 2,185,789.58 | 1.13% | 7.686 | 358 | 99.32 | 727 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alabama | 11 | 1,182,478.74 | 0.61% | 7.903 | 359 | 100.00 | 650 |
Arizona | 1 | 180,000.00 | 0.09% | 8.000 | 358 | 100.00 | 609 |
Arkansas | 15 | 1,482,134.84 | 0.77% | 8.195 | 358 | 100.00 | 621 |
California | 11 | 4,513,263.98 | 2.34% | 7.510 | 358 | 99.80 | 669 |
Colorado | 4 | 600,346.19 | 0.31% | 7.616 | 358 | 98.23 | 656 |
Delaware | 2 | 550,500.00 | 0.29% | 7.815 | 359 | 100.00 | 667 |
Florida | 20 | 5,539,633.05 | 2.87% | 8.069 | 359 | 100.10 | 668 |
Georgia | 99 | 17,418,853.28 | 9.03% | 7.932 | 358 | 100.03 | 659 |
Illinois | 108 | 19,812,856.86 | 10.27% | 8.103 | 359 | 99.99 | 668 |
Indiana | 29 | 3,262,451.77 | 1.69% | 7.601 | 359 | 93.95 | 653 |
Iowa | 1 | 104,428.08 | 0.05% | 7.875 | 359 | 100.00 | 643 |
Kansas | 1 | 274,665.64 | 0.14% | 8.500 | 358 | 100.00 | 641 |
Kentucky | 9 | 1,099,435.38 | 0.57% | 7.566 | 358 | 99.55 | 654 |
Louisiana | 2 | 287,812.76 | 0.15% | 7.552 | 358 | 100.00 | 711 |
Maine | 3 | 402,998.63 | 0.21% | 8.369 | 358 | 100.00 | 645 |
Maryland | 10 | 1,977,377.74 | 1.02% | 7.078 | 358 | 101.29 | 680 |
Massachusetts | 18 | 4,946,423.01 | 2.56% | 7.250 | 358 | 86.88 | 661 |
Michigan | 44 | 6,478,367.20 | 3.36% | 7.767 | 359 | 99.61 | 662 |
Minnesota | 13 | 2,700,363.10 | 1.40% | 7.997 | 358 | 100.00 | 664 |
Missouri | 4 | 412,400.00 | 0.21% | 7.517 | 359 | 100.00 | 695 |
Nebraska | 1 | 64,883.17 | 0.03% | 7.125 | 358 | 100.00 | 699 |
Nevada | 2 | 364,690.38 | 0.19% | 7.181 | 359 | 101.51 | 720 |
New Hampshire | 1 | 305,000.00 | 0.16% | 6.999 | 359 | 100.00 | 702 |
New Jersey | 47 | 13,948,801.53 | 7.23% | 8.000 | 359 | 100.00 | 671 |
New Mexico | 6 | 963,129.83 | 0.50% | 8.313 | 358 | 100.00 | 647 |
New York | 122 | 18,890,078.15 | 9.79% | 8.022 | 358 | 99.96 | 672 |
North Carolina | 271 | 41,786,597.51 | 21.66% | 7.935 | 359 | 99.99 | 654 |
North Dakota | 1 | 104,933.05 | 0.05% | 8.250 | 359 | 100.00 | 658 |
Ohio | 92 | 12,308,625.45 | 6.38% | 7.824 | 359 | 99.97 | 656 |
Oklahoma | 2 | 166,277.71 | 0.09% | 7.549 | 359 | 100.00 | 662 |
Oregon | 8 | 1,612,233.37 | 0.84% | 7.673 | 358 | 100.00 | 654 |
Pennsylvania | 18 | 2,495,269.47 | 1.29% | 8.072 | 358 | 99.88 | 678 |
South Carolina | 123 | 16,630,893.10 | 8.62% | 7.938 | 359 | 100.00 | 650 |
Tennessee | 24 | 3,166,664.62 | 1.64% | 7.785 | 359 | 100.10 | 661 |
Texas | 14 | 2,164,188.67 | 1.12% | 8.067 | 359 | 100.00 | 662 |
Utah | 5 | 785,540.98 | 0.41% | 7.859 | 359 | 99.95 | 693 |
Virginia | 7 | 1,720,799.50 | 0.89% | 7.171 | 358 | 100.00 | 705 |
Washington | 4 | 884,050.00 | 0.46% | 7.007 | 358 | 98.33 | 688 |
West Virginia | 2 | 171,500.00 | 0.09% | 8.209 | 359 | 100.00 | 626 |
Wisconsin | 6 | 1,182,758.10 | 0.61% | 8.068 | 359 | 100.00 | 659 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.000 - 5.499 | 11 | 2,411,627.63 | 1.25% | 6.393 | 359 | 81.11 | 662 |
5.500 - 5.999 | 9 | 1,530,138.01 | 0.79% | 7.030 | 357 | 84.67 | 634 |
6.000 - 6.499 | 573 | 102,148,044.09 | 52.94% | 7.593 | 359 | 99.91 | 665 |
6.500 - 6.999 | 337 | 53,569,684.31 | 27.76% | 8.147 | 359 | 99.82 | 656 |
7.000 - 7.499 | 187 | 27,882,707.00 | 14.45% | 8.525 | 358 | 99.97 | 662 |
7.500 - 7.999 | 43 | 5,276,699.70 | 2.73% | 8.971 | 359 | 99.95 | 666 |
8.500 - 8.999 | 1 | 124,804.10 | 0.06% | 9.250 | 357 | 100.00 | 603 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 2 | 607,561.89 | 0.31% | 5.896 | 359 | 79.48 | 709 |
6.000 - 6.499 | 8 | 1,840,713.22 | 0.95% | 6.260 | 359 | 88.03 | 683 |
6.500 - 6.999 | 69 | 14,178,248.62 | 7.35% | 6.777 | 358 | 98.11 | 694 |
7.000 - 7.499 | 183 | 30,477,880.79 | 15.80% | 7.207 | 359 | 99.87 | 688 |
7.500 - 7.999 | 338 | 60,372,932.33 | 31.29% | 7.708 | 359 | 99.80 | 673 |
8.000 - 8.499 | 231 | 38,826,321.92 | 20.12% | 8.194 | 359 | 99.76 | 650 |
8.500 - 8.999 | 246 | 36,917,331.82 | 19.13% | 8.680 | 359 | 99.95 | 631 |
9.000 - 9.499 | 70 | 8,100,863.61 | 4.20% | 9.135 | 359 | 100.00 | 621 |
9.500 - 9.999 | 13 | 1,548,850.64 | 0.80% | 9.636 | 359 | 100.00 | 612 |
10.000 -10.499 | 1 | 73,000.00 | 0.04% | 10.250 | 359 | 100.00 | 618 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11.500 -11.999 | 2 | 607,561.89 | 0.31% | 5.896 | 359 | 79.48 | 709 |
12.000 -12.499 | 8 | 1,840,713.22 | 0.95% | 6.260 | 359 | 88.03 | 683 |
12.500 -12.999 | 69 | 14,178,248.62 | 7.35% | 6.777 | 358 | 98.11 | 694 |
13.000 -13.499 | 183 | 30,477,880.79 | 15.80% | 7.207 | 359 | 99.87 | 688 |
13.500 -13.999 | 338 | 60,372,932.33 | 31.29% | 7.708 | 359 | 99.80 | 673 |
14.000 -14.499 | 231 | 38,826,321.92 | 20.12% | 8.194 | 359 | 99.76 | 650 |
14.500 -14.999 | 246 | 36,917,331.82 | 19.13% | 8.680 | 359 | 99.95 | 631 |
15.000 -15.499 | 70 | 8,100,863.61 | 4.20% | 9.135 | 359 | 100.00 | 621 |
15.500 -15.999 | 13 | 1,548,850.64 | 0.80% | 9.636 | 359 | 100.00 | 612 |
16.000 -16.499 | 1 | 73,000.00 | 0.04% | 10.250 | 359 | 100.00 | 618 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
3.000 | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
| | | | | | | |
Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11/01/07 | 1 | 237,978.42 | 0.12% | 7.500 | 347 | 100.00 | 676 |
07/01/08 | 4 | 671,929.47 | 0.35% | 8.101 | 355 | 99.56 | 690 |
08/01/08 | 32 | 5,856,532.09 | 3.04% | 7.886 | 357 | 99.43 | 660 |
09/01/08 | 372 | 64,374,557.49 | 33.36% | 7.823 | 358 | 99.74 | 664 |
10/01/08 | 476 | 77,736,352.37 | 40.29% | 7.883 | 359 | 99.14 | 661 |
11/01/08 | 276 | 44,066,355.00 | 22.84% | 8.048 | 359 | 99.98 | 659 |
Total | 1,161 | 192,943,704.84 | 100.00% | 7.901 | 359 | 99.54 | 662 |
First Franklin 2005-FFH4: Marketing Pool | | |
ARM Loans | | | |
| | | |
| | Minimum | Maximum |
Scheduled Principal Balance | $840,068,451 | $23,988 | $1,075,000 |
Average Scheduled Principal Balance | $165,629 | | |
Number of Mortgage Loans | 5,072 | | |
| | | |
Weighted Average Gross Coupon | 7.932% | 5.625% | 10.375% |
Weighted Average FICO Score | 660 | 540 | 817 |
Weighted Average Original LTV | 99.51% | 32.26% | 103.00% |
Weighted Average Debt-to-Income | 42.94% | 1.00% | 55.00% |
| | | |
Weighted Average Original Term | 360 months | 360 months | 360 months |
Weighted Average Stated Remaining Term | 359 months | 347 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 13 months |
| | | |
Weighted Average Gross Margin | 6.449% | 5.000% | 8.500% |
Weighted Average Minimum Interest Rate | 7.932% | 5.625% | 10.375% |
Weighted Average Maximum Interest Rate | 13.932% | 11.625% | 16.375% |
Weighted Average Initial Rate Cap | 2.996% | 1.000% | 3.000% |
Weighted Average Subsequent Rate Cap | 1.000% | 1.000% | 1.000% |
Weighted Average Months to Roll | 25 months | 1 months | 59 months |
| | | |
Maturity Date | | Nov 1 2034 | Nov 1 2035 |
Maximum Zip Code Concentration | 0.25% | 60431 (JOLIET, IL) | |
| | | |
ARM | 100.00% | | |
| | | |
1/29 6 Mo LIBOR ARM | 0.41% | | |
2/28 6 Mo LIBOR ARM | 44.12% | | |
3/27 6 Mo LIBOR ARM | 13.56% | | |
5/25 6 Mo LIBOR ARM | 0.23% | | |
5YR IO 2/28 6 Mo LIBOR ARM | 31.97% | | |
5YR IO 3/27 6 Mo LIBOR ARM | 9.41% | | |
5YR IO 5/25 6 Mo LIBOR ARM | 0.30% | | |
5YR IO 6 Mo LIBOR ARM | 0.01% | | |
| | | |
Interest Only | 41.69% | | |
Not Interest Only | 58.31% | | |
| | | |
Prepay Penalty: 0 months | 32.12% | | |
Prepay Penalty: 12 months | 4.56% | | |
Prepay Penalty: 24 months | 43.97% | | |
Prepay Penalty: 36 months | 19.34% | | |
| | | |
First Lien | 100.00% | | |
| | | |
Blended Access | 0.74% | | |
Full Documentation | 50.55% | | |
Limited Income Verification | 0.30% | | |
No Income Verification | 34.69% | | |
Stated Plus Documentation | 13.71% | | |
| | | |
Cash Out Refinance | 17.35% | | |
Purchase | 81.33% | | |
Rate/Term Refinance | 1.32% | | |
| | | |
2 Units | 3.93% | | |
3 Units | 0.23% | | |
4 Units | 0.04% | | |
Condominium | 6.88% | | |
Modular | 0.02% | | |
PUD | 14.03% | | |
Single Family | 74.86% | | |
| | | |
Non-owner | 0.01% | | |
Primary | 99.11% | | |
Second Home | 0.88% | | |
| | | |
Top 5 States: | | | |
California | 10.23% | | |
Illinois | 8.93% | | |
Michigan | 8.35% | | |
Ohio | 8.15% | | |
Florida | 6.75% | | |
First Franklin 2005-FFH4: Marketing Pool | | | | | | |
| | | | | | | |
ARM Loans | | | | | | | |
Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 - 50,000.00 | 202 | 8,769,149.46 | 1.04% | 8.515 | 358 | 98.34 | 629 |
50,000.01 - 100,000.00 | 1,574 | 121,608,724.16 | 14.48% | 8.210 | 359 | 99.43 | 638 |
100,000.01 - 150,000.00 | 1,315 | 165,053,899.15 | 19.65% | 7.986 | 359 | 99.66 | 644 |
150,000.01 - 200,000.00 | 771 | 133,746,267.74 | 15.92% | 7.883 | 359 | 99.61 | 657 |
200,000.01 - 250,000.00 | 399 | 89,716,708.48 | 10.68% | 7.894 | 359 | 99.50 | 660 |
250,000.01 - 300,000.00 | 242 | 66,572,002.75 | 7.92% | 7.891 | 359 | 98.87 | 661 |
300,000.01 - 350,000.00 | 158 | 51,414,547.60 | 6.12% | 7.772 | 359 | 99.43 | 673 |
350,000.01 - 400,000.00 | 123 | 46,032,503.03 | 5.48% | 7.840 | 359 | 99.53 | 675 |
400,000.01 - 450,000.00 | 89 | 38,153,988.00 | 4.54% | 7.837 | 359 | 99.91 | 680 |
450,000.01 - 500,000.00 | 46 | 21,854,993.92 | 2.60% | 7.756 | 359 | 99.40 | 682 |
500,000.01 - 550,000.00 | 46 | 24,259,928.05 | 2.89% | 7.802 | 359 | 99.43 | 683 |
550,000.01 - 600,000.00 | 33 | 19,067,529.23 | 2.27% | 7.869 | 358 | 99.85 | 682 |
600,000.01 - 650,000.00 | 19 | 11,964,004.09 | 1.42% | 7.712 | 358 | 100.00 | 699 |
650,000.01 - 700,000.00 | 15 | 10,155,552.93 | 1.21% | 7.779 | 359 | 100.00 | 710 |
700,000.01 - 750,000.00 | 17 | 12,406,024.92 | 1.48% | 7.955 | 359 | 100.00 | 680 |
750,000.01 - 800,000.00 | 7 | 5,497,850.00 | 0.65% | 7.589 | 359 | 100.00 | 701 |
800,000.01 - 850,000.00 | 8 | 6,550,377.25 | 0.78% | 7.519 | 358 | 97.13 | 664 |
850,000.01 - 900,000.00 | 6 | 5,249,400.00 | 0.62% | 7.477 | 358 | 100.00 | 716 |
900,000.01 - 950,000.00 | 1 | 920,000.00 | 0.11% | 8.125 | 359 | 100.00 | 757 |
1,000,000.01+ | 1 | 1,075,000.00 | 0.13% | 7.500 | 359 | 100.00 | 705 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 11 | 2,587,706.16 | 0.31% | 5.869 | 357 | 83.08 | 696 |
6.000 - 6.499 | 36 | 6,166,294.84 | 0.73% | 6.264 | 358 | 92.29 | 695 |
6.500 - 6.999 | 292 | 59,317,753.22 | 7.06% | 6.823 | 358 | 98.28 | 695 |
7.000 - 7.499 | 633 | 127,116,830.81 | 15.13% | 7.231 | 359 | 99.52 | 688 |
7.500 - 7.999 | 1,490 | 266,192,836.85 | 31.69% | 7.726 | 359 | 99.72 | 670 |
8.000 - 8.499 | 1,135 | 179,209,038.88 | 21.33% | 8.203 | 359 | 99.70 | 648 |
8.500 - 8.999 | 1,068 | 153,383,818.89 | 18.26% | 8.682 | 359 | 99.85 | 630 |
9.000 - 9.499 | 308 | 35,733,257.94 | 4.25% | 9.151 | 359 | 99.79 | 616 |
9.500 - 9.999 | 91 | 9,784,069.39 | 1.16% | 9.631 | 359 | 99.84 | 607 |
10.000 -10.499 | 8 | 576,843.78 | 0.07% | 10.123 | 359 | 100.00 | 609 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
525-549 | 15 | 1,439,848.41 | 0.17% | 8.183 | 358 | 78.35 | 544 |
550-574 | 36 | 3,927,105.65 | 0.47% | 8.016 | 358 | 82.37 | 565 |
575-599 | 683 | 78,588,082.83 | 9.35% | 8.584 | 359 | 99.39 | 589 |
600-624 | 973 | 124,378,338.42 | 14.81% | 8.392 | 359 | 99.41 | 612 |
625-649 | 1,065 | 172,003,785.24 | 20.47% | 8.061 | 359 | 99.78 | 639 |
650-674 | 986 | 183,738,418.68 | 21.87% | 7.766 | 359 | 99.55 | 661 |
675-699 | 585 | 113,427,020.54 | 13.50% | 7.655 | 359 | 99.74 | 686 |
700+ | 729 | 162,565,850.99 | 19.35% | 7.503 | 359 | 99.74 | 735 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01- 49.99 | 2 | 136,622.34 | 0.02% | 8.384 | 358 | 36.93 | 552 |
55.00- 59.99 | 2 | 155,370.86 | 0.02% | 6.934 | 359 | 55.83 | 609 |
60.00- 64.99 | 1 | 50,627.53 | 0.01% | 7.125 | 357 | 60.42 | 564 |
65.00- 69.99 | 3 | 390,423.40 | 0.05% | 6.185 | 359 | 65.14 | 646 |
70.00- 74.99 | 9 | 1,664,912.74 | 0.20% | 6.984 | 359 | 74.19 | 606 |
75.00- 79.99 | 23 | 3,668,605.38 | 0.44% | 7.018 | 359 | 77.54 | 632 |
80.00 | 40 | 7,211,600.55 | 0.86% | 6.828 | 358 | 80.00 | 645 |
80.01- 84.99 | 5 | 724,977.70 | 0.09% | 7.190 | 358 | 82.93 | 627 |
85.00- 89.99 | 20 | 2,667,493.65 | 0.32% | 7.726 | 358 | 86.22 | 591 |
90.00- 94.99 | 43 | 5,882,900.14 | 0.70% | 7.730 | 358 | 91.27 | 624 |
95.00- 99.99 | 246 | 44,082,356.65 | 5.25% | 7.832 | 359 | 98.62 | 664 |
100.00 | 4,604 | 757,342,947.01 | 90.15% | 7.971 | 359 | 100.00 | 660 |
100.01+ | 74 | 16,089,612.81 | 1.92% | 7.322 | 358 | 102.89 | 678 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
360 | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
301-360 | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 120 | 14,780,903.83 | 1.76% | 7.927 | 359 | 98.05 | 643 |
20.01 -25.00 | 176 | 20,686,321.19 | 2.46% | 8.010 | 359 | 99.37 | 655 |
25.01 -30.00 | 297 | 35,330,986.08 | 4.21% | 8.012 | 358 | 99.43 | 657 |
30.01 -35.00 | 502 | 70,808,557.00 | 8.43% | 7.961 | 359 | 99.42 | 658 |
35.01 -40.00 | 787 | 125,550,232.64 | 14.95% | 7.989 | 359 | 99.35 | 657 |
40.01 -45.00 | 1,081 | 194,506,179.12 | 23.15% | 7.931 | 359 | 99.58 | 665 |
45.01 -50.00 | 1,336 | 259,780,339.06 | 30.92% | 7.946 | 359 | 99.75 | 662 |
50.01 -55.00 | 773 | 118,624,931.84 | 14.12% | 7.784 | 359 | 99.30 | 653 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1/29 6 Mo LIBOR ARM | 13 | 3,426,234.16 | 0.41% | 7.618 | 359 | 99.91 | 688 |
2/28 6 Mo LIBOR ARM | 2,766 | 370,603,862.12 | 44.12% | 7.996 | 359 | 99.42 | 649 |
3/27 6 Mo LIBOR ARM | 767 | 113,896,202.42 | 13.56% | 7.904 | 359 | 99.55 | 658 |
5/25 6 Mo LIBOR ARM | 17 | 1,916,349.88 | 0.23% | 7.594 | 359 | 100.31 | 697 |
5YR IO 2/28 6 Mo LIBOR ARM | 1,102 | 268,553,898.90 | 31.97% | 7.873 | 359 | 99.61 | 671 |
5YR IO 3/27 6 Mo LIBOR ARM | 394 | 79,047,502.42 | 9.41% | 7.897 | 359 | 99.53 | 667 |
5YR IO 5/25 6 Mo LIBOR ARM | 12 | 2,510,400.86 | 0.30% | 7.717 | 358 | 98.57 | 674 |
5YR IO 6 Mo LIBOR ARM | 1 | 114,000.00 | 0.01% | 7.375 | 355 | 89.07 | 595 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 1,509 | 350,225,802.18 | 41.69% | 7.877 | 359 | 99.58 | 670 |
Not Interest Only | 3,563 | 489,842,648.58 | 58.31% | 7.971 | 359 | 99.45 | 652 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 1,432 | 269,868,232.07 | 32.12% | 7.974 | 359 | 99.18 | 666 |
Prepay Penalty: 12 months | 166 | 38,286,656.11 | 4.56% | 8.103 | 359 | 99.99 | 667 |
Prepay Penalty: 24 months | 2,404 | 369,405,229.81 | 43.97% | 7.988 | 359 | 99.59 | 655 |
Prepay Penalty: 36 months | 1,070 | 162,508,332.77 | 19.34% | 7.692 | 359 | 99.74 | 658 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Blended Access | 26 | 6,233,763.14 | 0.74% | 7.978 | 359 | 100.00 | 662 |
Full Documentation | 3,181 | 424,652,385.69 | 50.55% | 7.969 | 359 | 99.52 | 641 |
Limited Income Verification | 16 | 2,518,991.13 | 0.30% | 7.584 | 359 | 99.58 | 698 |
No Income Verification | 1,530 | 291,459,119.59 | 34.69% | 7.942 | 359 | 99.32 | 677 |
Stated Plus Documentation | 319 | 115,204,191.21 | 13.71% | 7.773 | 359 | 99.89 | 684 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 788 | 145,745,067.62 | 17.35% | 7.893 | 359 | 97.71 | 653 |
Purchase | 4,212 | 683,225,487.33 | 81.33% | 7.941 | 359 | 99.93 | 661 |
Rate/Term Refinance | 72 | 11,097,895.81 | 1.32% | 7.874 | 358 | 96.88 | 650 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2 Units | 156 | 33,038,517.60 | 3.93% | 7.891 | 359 | 98.84 | 670 |
3 Units | 7 | 1,925,711.57 | 0.23% | 7.794 | 358 | 93.98 | 688 |
4 Units | 1 | 363,694.20 | 0.04% | 6.875 | 359 | 80.00 | 724 |
Condominium | 315 | 57,827,002.79 | 6.88% | 7.953 | 359 | 99.92 | 669 |
Modular | 1 | 171,000.00 | 0.02% | 7.250 | 359 | 100.00 | 733 |
PUD | 484 | 117,869,406.11 | 14.03% | 7.872 | 359 | 99.84 | 670 |
Single Family | 4,108 | 628,873,118.49 | 74.86% | 7.944 | 359 | 99.47 | 656 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Non-owner | 1 | 94,875.30 | 0.01% | 8.125 | 358 | 95.00 | 712 |
Primary | 5,027 | 832,609,940.49 | 99.11% | 7.934 | 359 | 99.51 | 659 |
Second Home | 44 | 7,363,634.97 | 0.88% | 7.675 | 358 | 99.41 | 725 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alabama | 81 | 9,531,087.01 | 1.13% | 8.377 | 359 | 100.00 | 638 |
Arizona | 25 | 4,877,875.70 | 0.58% | 7.992 | 358 | 100.18 | 648 |
Arkansas | 55 | 5,696,107.92 | 0.68% | 7.962 | 358 | 99.96 | 642 |
California | 191 | 85,926,131.53 | 10.23% | 7.715 | 359 | 99.88 | 682 |
Colorado | 34 | 6,880,951.48 | 0.82% | 8.188 | 359 | 99.83 | 658 |
Connecticut | 14 | 3,532,309.02 | 0.42% | 8.476 | 358 | 100.00 | 636 |
Delaware | 4 | 930,814.69 | 0.11% | 7.870 | 359 | 100.00 | 652 |
District of Columbia | 6 | 2,123,450.12 | 0.25% | 7.778 | 358 | 100.00 | 657 |
Florida | 251 | 56,675,680.43 | 6.75% | 8.011 | 359 | 100.01 | 669 |
Georgia | 122 | 22,092,060.55 | 2.63% | 7.935 | 358 | 100.02 | 658 |
Idaho | 7 | 897,913.63 | 0.11% | 7.398 | 358 | 100.23 | 674 |
Illinois | 399 | 75,031,254.45 | 8.93% | 7.975 | 359 | 99.97 | 672 |
Indiana | 499 | 51,024,411.27 | 6.07% | 8.058 | 358 | 96.47 | 629 |
Iowa | 42 | 3,781,191.48 | 0.45% | 8.188 | 358 | 99.99 | 641 |
Kansas | 23 | 2,783,885.63 | 0.33% | 8.112 | 359 | 100.00 | 641 |
Kentucky | 125 | 15,011,275.91 | 1.79% | 8.064 | 359 | 99.90 | 639 |
Louisiana | 13 | 1,560,312.52 | 0.19% | 8.132 | 359 | 100.00 | 655 |
Maine | 24 | 3,020,248.43 | 0.36% | 8.218 | 358 | 100.03 | 632 |
Maryland | 89 | 24,816,268.93 | 2.95% | 7.712 | 359 | 100.44 | 670 |
Massachusetts | 66 | 17,685,847.23 | 2.11% | 7.518 | 359 | 89.00 | 656 |
Michigan | 484 | 70,117,195.73 | 8.35% | 7.798 | 359 | 99.88 | 658 |
Minnesota | 111 | 21,797,006.10 | 2.59% | 7.807 | 359 | 99.96 | 668 |
Mississippi | 5 | 744,375.50 | 0.09% | 8.012 | 359 | 99.48 | 651 |
Missouri | 111 | 12,811,057.18 | 1.53% | 8.147 | 359 | 99.99 | 642 |
Nebraska | 11 | 1,267,730.23 | 0.15% | 8.378 | 359 | 100.00 | 635 |
Nevada | 23 | 5,440,103.88 | 0.65% | 7.673 | 358 | 98.86 | 670 |
New Hampshire | 10 | 1,955,543.17 | 0.23% | 7.862 | 359 | 100.00 | 687 |
New Jersey | 105 | 30,550,038.47 | 3.64% | 8.088 | 359 | 99.85 | 670 |
New Mexico | 13 | 2,255,883.73 | 0.27% | 8.028 | 358 | 99.45 | 667 |
New York | 245 | 35,476,989.24 | 4.22% | 7.982 | 359 | 99.94 | 665 |
North Carolina | 291 | 45,210,055.33 | 5.38% | 7.950 | 359 | 99.99 | 654 |
North Dakota | 5 | 507,010.25 | 0.06% | 8.308 | 359 | 100.00 | 641 |
Ohio | 563 | 68,446,869.65 | 8.15% | 7.952 | 359 | 99.92 | 646 |
Oklahoma | 39 | 3,803,952.88 | 0.45% | 8.240 | 359 | 100.00 | 639 |
Oregon | 43 | 10,252,634.96 | 1.22% | 7.576 | 359 | 99.78 | 668 |
Pennsylvania | 228 | 25,216,919.39 | 3.00% | 8.165 | 359 | 99.99 | 651 |
Rhode Island | 5 | 1,151,875.17 | 0.14% | 8.083 | 359 | 99.89 | 660 |
South Carolina | 138 | 18,800,033.99 | 2.24% | 7.928 | 359 | 100.00 | 651 |
South Dakota | 3 | 307,700.50 | 0.04% | 8.398 | 359 | 100.00 | 640 |
Tennessee | 112 | 12,589,974.99 | 1.50% | 8.078 | 359 | 100.02 | 641 |
Texas | 119 | 15,236,527.98 | 1.81% | 8.217 | 359 | 99.90 | 660 |
Utah | 73 | 11,394,117.91 | 1.36% | 7.908 | 359 | 99.99 | 667 |
Vermont | 2 | 366,500.00 | 0.04% | 7.823 | 358 | 100.00 | 639 |
Virginia | 79 | 23,833,817.30 | 2.84% | 7.789 | 358 | 100.08 | 676 |
Washington | 35 | 7,486,352.18 | 0.89% | 7.582 | 358 | 99.75 | 670 |
West Virginia | 9 | 888,774.50 | 0.11% | 8.061 | 359 | 100.00 | 635 |
Wisconsin | 139 | 18,096,472.63 | 2.15% | 8.063 | 359 | 99.77 | 648 |
Wyoming | 1 | 183,859.99 | 0.02% | 7.375 | 359 | 100.00 | 684 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.000 - 5.499 | 38 | 7,628,506.71 | 0.91% | 6.495 | 358 | 80.24 | 648 |
5.500 - 5.999 | 49 | 7,947,990.30 | 0.95% | 7.436 | 358 | 84.99 | 619 |
6.000 - 6.499 | 2,336 | 446,692,258.01 | 53.17% | 7.649 | 359 | 99.77 | 664 |
6.500 - 6.999 | 1,562 | 237,638,426.83 | 28.29% | 8.140 | 359 | 99.87 | 655 |
7.000 - 7.499 | 881 | 118,082,001.48 | 14.06% | 8.511 | 359 | 99.91 | 655 |
7.500 - 7.999 | 200 | 21,703,708.80 | 2.58% | 8.971 | 358 | 99.98 | 658 |
8.000 - 8.499 | 5 | 250,754.53 | 0.03% | 9.933 | 359 | 100.00 | 607 |
8.500 - 8.999 | 1 | 124,804.10 | 0.01% | 9.250 | 357 | 100.00 | 603 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 11 | 2,587,706.16 | 0.31% | 5.869 | 357 | 83.08 | 696 |
6.000 - 6.499 | 35 | 5,996,804.43 | 0.71% | 6.272 | 358 | 92.10 | 695 |
6.500 - 6.999 | 292 | 59,317,753.22 | 7.06% | 6.823 | 358 | 98.28 | 695 |
7.000 - 7.499 | 633 | 127,116,830.81 | 15.13% | 7.231 | 359 | 99.52 | 688 |
7.500 - 7.999 | 1,491 | 266,362,327.26 | 31.71% | 7.724 | 359 | 99.72 | 670 |
8.000 - 8.499 | 1,135 | 179,209,038.88 | 21.33% | 8.203 | 359 | 99.70 | 648 |
8.500 - 8.999 | 1,068 | 153,383,818.89 | 18.26% | 8.682 | 359 | 99.85 | 630 |
9.000 - 9.499 | 308 | 35,733,257.94 | 4.25% | 9.151 | 359 | 99.79 | 616 |
9.500 - 9.999 | 91 | 9,784,069.39 | 1.16% | 9.631 | 359 | 99.84 | 607 |
10.000 -10.499 | 8 | 576,843.78 | 0.07% | 10.123 | 359 | 100.00 | 609 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11.500 -11.999 | 11 | 2,587,706.16 | 0.31% | 5.869 | 357 | 83.08 | 696 |
12.000 -12.499 | 35 | 5,996,804.43 | 0.71% | 6.272 | 358 | 92.10 | 695 |
12.500 -12.999 | 292 | 59,317,753.22 | 7.06% | 6.823 | 358 | 98.28 | 695 |
13.000 -13.499 | 633 | 127,116,830.81 | 15.13% | 7.231 | 359 | 99.52 | 688 |
13.500 -13.999 | 1,491 | 266,362,327.26 | 31.71% | 7.724 | 359 | 99.72 | 670 |
14.000 -14.499 | 1,135 | 179,209,038.88 | 21.33% | 8.203 | 359 | 99.70 | 648 |
14.500 -14.999 | 1,068 | 153,383,818.89 | 18.26% | 8.682 | 359 | 99.85 | 630 |
15.000 -15.499 | 308 | 35,733,257.94 | 4.25% | 9.151 | 359 | 99.79 | 616 |
15.500 -15.999 | 91 | 9,784,069.39 | 1.16% | 9.631 | 359 | 99.84 | 607 |
16.000 -16.499 | 8 | 576,843.78 | 0.07% | 10.123 | 359 | 100.00 | 609 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 | 1 | 114,000.00 | 0.01% | 7.375 | 355 | 89.07 | 595 |
2.000 | 13 | 3,426,234.16 | 0.41% | 7.618 | 359 | 99.91 | 688 |
3.000 | 5,058 | 836,528,216.60 | 99.58% | 7.933 | 359 | 99.51 | 659 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
12/01/05 | 1 | 114,000.00 | 0.01% | 7.375 | 355 | 89.07 | 595 |
09/01/06 | 4 | 1,176,424.15 | 0.14% | 7.325 | 358 | 99.75 | 697 |
10/01/06 | 6 | 1,699,555.01 | 0.20% | 7.383 | 359 | 100.00 | 703 |
11/01/06 | 3 | 550,255.00 | 0.07% | 8.968 | 359 | 100.00 | 621 |
04/01/07 | 1 | 147,984.87 | 0.02% | 8.000 | 353 | 85.00 | 543 |
05/01/07 | 9 | 836,375.20 | 0.10% | 7.830 | 354 | 98.94 | 631 |
06/01/07 | 4 | 1,314,237.77 | 0.16% | 6.640 | 355 | 87.00 | 696 |
07/01/07 | 18 | 2,263,180.53 | 0.27% | 7.877 | 356 | 90.25 | 614 |
08/01/07 | 114 | 17,873,221.43 | 2.13% | 7.912 | 357 | 98.97 | 653 |
09/01/07 | 1,229 | 202,471,078.08 | 24.10% | 7.870 | 358 | 99.62 | 662 |
10/01/07 | 1,600 | 269,713,266.68 | 32.11% | 7.920 | 359 | 99.32 | 656 |
11/01/07 | 894 | 144,776,394.88 | 17.23% | 8.111 | 359 | 99.98 | 659 |
07/01/08 | 4 | 671,929.47 | 0.08% | 8.101 | 355 | 99.56 | 690 |
08/01/08 | 32 | 5,856,532.09 | 0.70% | 7.886 | 357 | 99.43 | 660 |
09/01/08 | 372 | 64,374,557.49 | 7.66% | 7.823 | 358 | 99.74 | 664 |
10/01/08 | 476 | 77,736,352.37 | 9.25% | 7.883 | 359 | 99.14 | 661 |
11/01/08 | 276 | 44,066,355.00 | 5.25% | 8.048 | 359 | 99.98 | 659 |
08/01/10 | 1 | 104,746.62 | 0.01% | 7.125 | 357 | 100.00 | 752 |
09/01/10 | 10 | 1,690,810.33 | 0.20% | 7.097 | 358 | 98.17 | 692 |
10/01/10 | 10 | 1,248,843.79 | 0.15% | 7.704 | 359 | 100.19 | 684 |
11/01/10 | 8 | 1,382,350.00 | 0.16% | 8.362 | 359 | 99.90 | 670 |
Total | 5,072 | 840,068,450.76 | 100.00% | 7.932 | 359 | 99.51 | 660 |
| | | | | | | |
First Franklin 2005-FFH4: Marketing Pool | | |
California Loans | | | |
| | | |
| | Minimum | Maximum |
Scheduled Principal Balance | $87,043,367 | $83,891 | $1,075,000 |
Average Scheduled Principal Balance | $444,099 | | |
Number of Mortgage Loans | 196 | | |
| | | |
Weighted Average Gross Coupon | 7.718% | 5.875% | 9.500% |
Weighted Average FICO Score | 682 | 587 | 806 |
Weighted Average Original LTV | 99.88% | 80.00% | 103.00% |
Weighted Average Debt-to-Income | 44.83% | 12.00% | 55.00% |
| | | |
Weighted Average Original Term | 360 months | 360 months | 360 months |
Weighted Average Stated Remaining Term | 359 months | 354 months | 359 months |
Weighted Average Seasoning | 1 months | 1 months | 6 months |
| | | |
Weighted Average Gross Margin | 6.174% | 5.000% | 7.250% |
Weighted Average Minimum Interest Rate | 7.715% | 5.875% | 9.500% |
Weighted Average Maximum Interest Rate | 13.715% | 11.875% | 15.500% |
Weighted Average Initial Rate Cap | 3.000% | 3.000% | 3.000% |
Weighted Average Subsequent Rate Cap | 1.000% | 1.000% | 1.000% |
Weighted Average Months to Roll | 23 months | 18 months | 58 months |
| | | |
Maturity Date | | Jun 1 2035 | Nov 1 2035 |
Maximum Zip Code Concentration | 2.14% | 92584 (MENIFEE, CA) |
| | | |
ARM | 98.72% | | |
Fixed Rate | 1.28% | | |
| | | |
2/28 6 Mo LIBOR ARM | 16.24% | | |
3/27 6 Mo LIBOR ARM | 1.88% | | |
5YR IO 2/28 6 Mo LIBOR ARM | 76.80% | | |
5YR IO 3/27 6 Mo LIBOR ARM | 3.30% | | |
5YR IO 5/25 6 Mo LIBOR ARM | 0.49% | | |
Fixed Rate | 1.28% | | |
| | | |
Interest Only | 80.59% | | |
Not Interest Only | 19.41% | | |
| | | |
Prepay Penalty: 0 months | 20.78% | | |
Prepay Penalty: 12 months | 9.37% | | |
Prepay Penalty: 24 months | 58.28% | | |
Prepay Penalty: 36 months | 11.57% | | |
| | | |
First Lien | 100.00% | | |
| | | |
Blended Access | 1.15% | | |
Full Documentation | 24.89% | | |
Limited Income Verification | 0.44% | | |
No Income Verification | 19.73% | | |
Stated Plus Documentation | 53.80% | | |
| | | |
Cash Out Refinance | 13.64% | | |
Purchase | 85.33% | | |
Rate/Term Refinance | 1.02% | | |
| | | |
2 Units | 3.18% | | |
Condominium | 12.48% | | |
Modular | 0.20% | | |
PUD | 16.90% | | |
Single Family | 67.25% | | |
| | | |
Primary | 98.67% | | |
Second Home | 1.33% | | |
| | | |
Top 5 States: | | | |
California | 100.00% | | |
| | | |
First Franklin 2005-FFH4: Marketing Pool | | | | | |
| | | | | | | |
California Loans | | | | | | | |
Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
50,000.01 - 100,000.00 | 1 | 83,890.96 | 0.10% | 8.250 | 358 | 100.00 | 662 |
150,000.01 - 200,000.00 | 10 | 1,812,990.68 | 2.08% | 7.568 | 359 | 100.61 | 678 |
200,000.01 - 250,000.00 | 13 | 2,873,258.79 | 3.30% | 7.771 | 358 | 100.04 | 680 |
250,000.01 - 300,000.00 | 14 | 3,864,348.14 | 4.44% | 7.552 | 358 | 100.42 | 674 |
300,000.01 - 350,000.00 | 23 | 7,505,136.33 | 8.62% | 7.790 | 359 | 99.94 | 678 |
350,000.01 - 400,000.00 | 28 | 10,567,877.59 | 12.14% | 7.793 | 359 | 100.00 | 680 |
400,000.01 - 450,000.00 | 30 | 12,819,368.28 | 14.73% | 7.557 | 358 | 100.39 | 678 |
450,000.01 - 500,000.00 | 13 | 6,154,922.22 | 7.07% | 7.826 | 359 | 100.23 | 697 |
500,000.01 - 550,000.00 | 18 | 9,500,557.04 | 10.91% | 7.796 | 359 | 99.83 | 682 |
550,000.01 - 600,000.00 | 11 | 6,370,337.51 | 7.32% | 7.915 | 358 | 99.87 | 675 |
600,000.01 - 650,000.00 | 11 | 6,926,500.00 | 7.96% | 7.646 | 358 | 100.00 | 704 |
650,000.01 - 700,000.00 | 4 | 2,690,000.00 | 3.09% | 8.006 | 359 | 100.00 | 657 |
700,000.01 - 750,000.00 | 9 | 6,567,552.63 | 7.55% | 7.934 | 359 | 100.00 | 675 |
750,000.01 - 800,000.00 | 3 | 2,337,850.00 | 2.69% | 7.414 | 359 | 100.00 | 681 |
800,000.01 - 850,000.00 | 4 | 3,287,877.25 | 3.78% | 7.445 | 358 | 95.02 | 672 |
850,000.01 - 900,000.00 | 3 | 2,605,900.00 | 2.99% | 7.327 | 358 | 100.00 | 722 |
1,000,000.01+ | 1 | 1,075,000.00 | 1.24% | 7.500 | 359 | 100.00 | 705 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 1 | 818,727.25 | 0.94% | 5.875 | 355 | 80.00 | 709 |
6.000 - 6.499 | 1 | 230,000.00 | 0.26% | 6.375 | 359 | 100.00 | 803 |
6.500 - 6.999 | 24 | 9,441,347.52 | 10.85% | 6.871 | 358 | 100.21 | 713 |
7.000 - 7.499 | 39 | 18,116,405.93 | 20.81% | 7.247 | 359 | 100.13 | 700 |
7.500 - 7.999 | 72 | 33,709,770.86 | 38.73% | 7.712 | 358 | 100.06 | 682 |
8.000 - 8.499 | 32 | 12,853,180.98 | 14.77% | 8.218 | 359 | 100.00 | 671 |
8.500 - 8.999 | 23 | 10,208,934.88 | 11.73% | 8.657 | 359 | 100.00 | 640 |
9.000 - 9.499 | 3 | 1,145,000.00 | 1.32% | 9.165 | 359 | 100.00 | 628 |
9.500 - 9.999 | 1 | 520,000.00 | 0.60% | 9.500 | 359 | 100.00 | 638 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
575-599 | 2 | 714,993.75 | 0.82% | 7.929 | 359 | 100.00 | 590 |
600-624 | 10 | 4,179,219.96 | 4.80% | 8.391 | 358 | 100.00 | 619 |
625-649 | 39 | 18,152,637.98 | 20.85% | 8.163 | 359 | 100.16 | 639 |
650-674 | 54 | 21,345,218.85 | 24.52% | 7.747 | 359 | 100.03 | 660 |
675-699 | 31 | 14,993,332.07 | 17.23% | 7.619 | 358 | 100.06 | 685 |
700+ | 60 | 27,657,964.81 | 31.77% | 7.351 | 358 | 99.47 | 738 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
80.00 | 1 | 818,727.25 | 0.94% | 5.875 | 355 | 80.00 | 709 |
95.00- 99.99 | 13 | 4,675,860.11 | 5.37% | 7.543 | 359 | 98.86 | 692 |
100.00 | 170 | 77,357,759.52 | 88.87% | 7.776 | 359 | 100.00 | 681 |
100.01+ | 12 | 4,191,020.54 | 4.81% | 7.214 | 358 | 102.78 | 688 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
360 | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
301-360 | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 3 | 1,186,135.96 | 1.36% | 7.677 | 358 | 100.69 | 657 |
20.01 -25.00 | 1 | 244,835.58 | 0.28% | 7.999 | 359 | 98.00 | 635 |
25.01 -30.00 | 1 | 625,000.00 | 0.72% | 7.625 | 358 | 100.00 | 684 |
30.01 -35.00 | 8 | 3,451,000.00 | 3.96% | 7.988 | 359 | 100.00 | 684 |
35.01 -40.00 | 21 | 8,851,103.92 | 10.17% | 7.868 | 359 | 100.11 | 682 |
40.01 -45.00 | 60 | 27,334,139.35 | 31.40% | 7.598 | 358 | 99.42 | 687 |
45.01 -50.00 | 79 | 36,553,778.69 | 41.99% | 7.747 | 358 | 100.13 | 681 |
50.01 -55.00 | 23 | 8,797,373.92 | 10.11% | 7.721 | 359 | 99.99 | 675 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 191 | 85,926,131.53 | 98.72% | 7.715 | 359 | 99.88 | 682 |
Fixed Rate | 5 | 1,117,235.89 | 1.28% | 7.973 | 359 | 100.06 | 697 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2/28 6 Mo LIBOR ARM | 39 | 14,138,591.53 | 16.24% | 7.535 | 358 | 100.62 | 682 |
3/27 6 Mo LIBOR ARM | 5 | 1,638,213.98 | 1.88% | 7.220 | 359 | 100.48 | 666 |
5YR IO 2/28 6 Mo LIBOR ARM | 140 | 66,849,276.02 | 76.80% | 7.772 | 359 | 99.73 | 683 |
5YR IO 3/27 6 Mo LIBOR ARM | 6 | 2,875,050.00 | 3.30% | 7.675 | 358 | 99.42 | 671 |
5YR IO 5/25 6 Mo LIBOR ARM | 1 | 425,000.00 | 0.49% | 6.999 | 358 | 100.00 | 678 |
Fixed Rate | 5 | 1,117,235.89 | 1.28% | 7.973 | 359 | 100.06 | 697 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 147 | 70,149,326.02 | 80.59% | 7.763 | 359 | 99.72 | 682 |
Not Interest Only | 49 | 16,894,041.40 | 19.41% | 7.533 | 358 | 100.57 | 682 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 37 | 18,083,443.68 | 20.78% | 7.838 | 358 | 99.24 | 696 |
Prepay Penalty: 12 months | 18 | 8,154,302.82 | 9.37% | 8.015 | 359 | 100.00 | 674 |
Prepay Penalty: 24 months | 113 | 50,732,416.12 | 58.28% | 7.700 | 359 | 100.07 | 679 |
Prepay Penalty: 36 months | 28 | 10,073,204.80 | 11.57% | 7.354 | 359 | 99.99 | 680 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Blended Access | 2 | 997,950.00 | 1.15% | 7.997 | 359 | 100.00 | 651 |
Full Documentation | 62 | 21,661,590.08 | 24.89% | 7.548 | 358 | 99.61 | 677 |
Limited Income Verification | 1 | 380,000.00 | 0.44% | 8.000 | 359 | 100.00 | 651 |
No Income Verification | 40 | 17,173,383.01 | 19.73% | 7.904 | 359 | 99.99 | 689 |
Stated Plus Documentation | 91 | 46,830,444.33 | 53.80% | 7.721 | 359 | 99.97 | 683 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 33 | 11,875,529.30 | 13.64% | 7.877 | 359 | 99.83 | 662 |
Purchase | 161 | 74,278,433.18 | 85.33% | 7.693 | 358 | 99.89 | 686 |
Rate/Term Refinance | 2 | 889,404.94 | 1.02% | 7.712 | 358 | 100.00 | 652 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2 Units | 5 | 2,763,666.61 | 3.18% | 7.972 | 359 | 100.00 | 684 |
Condominium | 25 | 10,864,694.57 | 12.48% | 7.596 | 359 | 99.91 | 675 |
Modular | 1 | 171,000.00 | 0.20% | 7.250 | 359 | 100.00 | 733 |
PUD | 29 | 14,709,866.11 | 16.90% | 7.531 | 358 | 98.95 | 694 |
Single Family | 136 | 58,534,140.13 | 67.25% | 7.778 | 359 | 100.11 | 680 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Primary | 192 | 85,887,344.87 | 98.67% | 7.722 | 359 | 99.88 | 681 |
Second Home | 4 | 1,156,022.55 | 1.33% | 7.458 | 358 | 100.00 | 750 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
California | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
Total | 196 | 87,043,367.42 | 100.00% | 7.718 | 359 | 99.88 | 682 |
| | | | | | | |
Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.000 - 5.499 | 1 | 818,727.25 | 0.95% | 5.875 | 355 | 80.00 | 709 |
6.000 - 6.499 | 153 | 69,236,844.15 | 80.58% | 7.618 | 359 | 100.08 | 684 |
6.500 - 6.999 | 30 | 13,166,530.25 | 15.32% | 8.168 | 359 | 100.05 | 672 |
7.000 - 7.499 | 7 | 2,704,029.88 | 3.15% | 8.544 | 359 | 100.00 | 672 |
Total | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
| | | | | | | |
Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 1 | 818,727.25 | 0.95% | 5.875 | 355 | 80.00 | 709 |
6.000 - 6.499 | 1 | 230,000.00 | 0.27% | 6.375 | 359 | 100.00 | 803 |
6.500 - 6.999 | 24 | 9,441,347.52 | 10.99% | 6.871 | 358 | 100.21 | 713 |
7.000 - 7.499 | 39 | 18,116,405.93 | 21.08% | 7.247 | 359 | 100.13 | 700 |
7.500 - 7.999 | 70 | 33,280,839.79 | 38.73% | 7.711 | 358 | 100.05 | 682 |
8.000 - 8.499 | 29 | 12,164,876.16 | 14.16% | 8.225 | 359 | 100.00 | 669 |
8.500 - 8.999 | 23 | 10,208,934.88 | 11.88% | 8.657 | 359 | 100.00 | 640 |
9.000 - 9.499 | 3 | 1,145,000.00 | 1.33% | 9.165 | 359 | 100.00 | 628 |
9.500 - 9.999 | 1 | 520,000.00 | 0.61% | 9.500 | 359 | 100.00 | 638 |
Total | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
| | | | | | | |
Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11.500 -11.999 | 1 | 818,727.25 | 0.95% | 5.875 | 355 | 80.00 | 709 |
12.000 -12.499 | 1 | 230,000.00 | 0.27% | 6.375 | 359 | 100.00 | 803 |
12.500 -12.999 | 24 | 9,441,347.52 | 10.99% | 6.871 | 358 | 100.21 | 713 |
13.000 -13.499 | 39 | 18,116,405.93 | 21.08% | 7.247 | 359 | 100.13 | 700 |
13.500 -13.999 | 70 | 33,280,839.79 | 38.73% | 7.711 | 358 | 100.05 | 682 |
14.000 -14.499 | 29 | 12,164,876.16 | 14.16% | 8.225 | 359 | 100.00 | 669 |
14.500 -14.999 | 23 | 10,208,934.88 | 11.88% | 8.657 | 359 | 100.00 | 640 |
15.000 -15.499 | 3 | 1,145,000.00 | 1.33% | 9.165 | 359 | 100.00 | 628 |
15.500 -15.999 | 1 | 520,000.00 | 0.61% | 9.500 | 359 | 100.00 | 638 |
Total | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
| | | | | | | |
Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
3.000 | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
Total | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
| | | | | | | |
Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
Total | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
| | | | | | | |
Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
06/01/07 | 2 | 1,089,904.03 | 1.27% | 6.217 | 355 | 84.98 | 706 |
08/01/07 | 5 | 2,722,282.66 | 3.17% | 7.655 | 357 | 100.48 | 685 |
09/01/07 | 59 | 25,931,525.81 | 30.18% | 7.624 | 358 | 100.17 | 695 |
10/01/07 | 76 | 33,883,650.05 | 39.43% | 7.759 | 359 | 100.06 | 677 |
11/01/07 | 37 | 17,360,505.00 | 20.20% | 7.941 | 359 | 99.96 | 674 |
09/01/08 | 5 | 2,114,534.48 | 2.46% | 7.727 | 358 | 100.00 | 662 |
10/01/08 | 6 | 2,398,729.50 | 2.79% | 7.318 | 359 | 99.63 | 676 |
09/01/10 | 1 | 425,000.00 | 0.49% | 6.999 | 358 | 100.00 | 678 |
Total | 191 | 85,926,131.53 | 100.00% | 7.715 | 359 | 99.88 | 682 |
| | | | | | | |
First Franklin 2005-FFH4: Marketing Pool | | |
Fixed Rate Loans | | | |
| | | |
| | Minimum | Maximum |
Scheduled Principal Balance | $147,222,141 | $23,650 | $700,000 |
Average Scheduled Principal Balance | $108,973 | | |
Number of Mortgage Loans | 1,351 | | |
| | | |
Weighted Average Gross Coupon | 8.314% | 6.125% | 10.375% |
Weighted Average FICO Score | 643 | 544 | 804 |
Weighted Average Original LTV | 99.04% | 14.67% | 103.00% |
Weighted Average Debt-to-Income | 41.01% | 8.00% | 55.00% |
| | | |
Weighted Average Original Term | 355 months | 180 months | 360 months |
Weighted Average Stated Remaining Term | 353 months | 177 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 6 months |
| | | |
Weighted Average Gross Margin | 0.000% | 0.000% | 0.000% |
Weighted Average Minimum Interest Rate | 0.000% | 0.000% | 0.000% |
Weighted Average Maximum Interest Rate | 0.000% | 0.000% | 0.000% |
Weighted Average Initial Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Subsequent Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Months to Roll | months | months | months |
| | | |
Maturity Date | | Aug 1 2020 | Nov 1 2035 |
Maximum Zip Code Concentration | 0.59% | 30114 (CANTON, GA) | |
| | | |
Fixed Rate | 100.00% | | |
| | | |
BALLOON 15/30 | 0.04% | | |
Fixed Rate | 88.62% | | |
Fixed Rate 5Yr IO | 11.34% | | |
| | | |
Interest Only | 11.34% | | |
Not Interest Only | 88.66% | | |
| | | |
Prepay Penalty: 0 months | 35.84% | | |
Prepay Penalty: 12 months | 4.07% | | |
Prepay Penalty: 24 months | 18.36% | | |
Prepay Penalty: 36 months | 41.73% | | |
| | | |
First Lien | 100.00% | | |
| | | |
Blended Access | 0.35% | | |
Full Documentation | 65.72% | | |
No Income Verification | 28.84% | | |
Stated Plus Documentation | 5.10% | | |
| | | |
Cash Out Refinance | 28.64% | | |
Purchase | 67.57% | | |
Rate/Term Refinance | 3.79% | | |
| | | |
2 Units | 1.72% | | |
3 Units | 0.16% | | |
Condominium | 2.30% | | |
PUD | 10.18% | | |
Single Family | 85.64% | | |
| | | |
Primary | 99.69% | | |
Second Home | 0.31% | | |
| | | |
Top 5 States: | | | |
Ohio | 13.32% | | |
Indiana | 10.25% | | |
Illinois | 6.90% | | |
Texas | 6.17% | | |
Maryland | 5.67% | | |
| | | |
First Franklin 2005-FFH4: Marketing Pool | | | | | |
| | | | | | | |
Fixed Rate Loans | | | | | | | |
Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 - 50,000.00 | 130 | 5,630,845.39 | 3.82% | 8.576 | 345 | 98.49 | 647 |
50,000.01 - 100,000.00 | 688 | 50,876,279.76 | 34.56% | 8.418 | 353 | 99.13 | 637 |
100,000.01 - 150,000.00 | 300 | 37,266,031.03 | 25.31% | 8.277 | 355 | 99.36 | 643 |
150,000.01 - 200,000.00 | 122 | 20,875,945.98 | 14.18% | 8.211 | 351 | 98.29 | 648 |
200,000.01 - 250,000.00 | 48 | 10,894,947.80 | 7.40% | 8.229 | 347 | 99.51 | 651 |
250,000.01 - 300,000.00 | 26 | 7,135,285.73 | 4.85% | 8.100 | 352 | 97.01 | 642 |
300,000.01 - 350,000.00 | 17 | 5,612,423.26 | 3.81% | 8.353 | 359 | 99.61 | 659 |
350,000.01 - 400,000.00 | 8 | 3,012,670.80 | 2.05% | 8.236 | 358 | 99.93 | 634 |
400,000.01 - 450,000.00 | 6 | 2,578,402.76 | 1.75% | 8.223 | 359 | 100.00 | 674 |
450,000.01 - 500,000.00 | 2 | 969,656.21 | 0.66% | 8.263 | 359 | 100.00 | 673 |
500,000.01 - 550,000.00 | 1 | 535,000.00 | 0.36% | 8.250 | 358 | 100.00 | 589 |
550,000.01 - 600,000.00 | 2 | 1,134,651.93 | 0.77% | 8.058 | 359 | 100.00 | 620 |
650,000.01 - 700,000.00 | 1 | 700,000.00 | 0.48% | 7.999 | 359 | 100.00 | 678 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
6.000 - 6.499 | 1 | 63,826.67 | 0.04% | 6.125 | 359 | 80.00 | 730 |
6.500 - 6.999 | 20 | 2,944,471.83 | 2.00% | 6.823 | 329 | 89.67 | 672 |
7.000 - 7.499 | 35 | 4,519,263.12 | 3.07% | 7.280 | 354 | 97.95 | 679 |
7.500 - 7.999 | 291 | 35,663,853.72 | 24.22% | 7.764 | 350 | 98.43 | 660 |
8.000 - 8.499 | 383 | 42,418,886.35 | 28.81% | 8.220 | 352 | 99.35 | 641 |
8.500 - 8.999 | 428 | 45,076,106.09 | 30.62% | 8.671 | 357 | 99.75 | 633 |
9.000 - 9.499 | 136 | 11,966,476.45 | 8.13% | 9.182 | 357 | 99.52 | 625 |
9.500 - 9.999 | 54 | 4,101,556.42 | 2.79% | 9.618 | 355 | 100.00 | 625 |
10.000 -10.499 | 3 | 467,700.00 | 0.32% | 10.312 | 359 | 100.00 | 595 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
525-549 | 5 | 675,157.44 | 0.46% | 7.762 | 358 | 74.68 | 547 |
550-574 | 10 | 773,654.09 | 0.53% | 8.176 | 358 | 83.79 | 564 |
575-599 | 190 | 19,217,434.79 | 13.05% | 8.655 | 356 | 98.45 | 588 |
600-624 | 350 | 37,115,125.43 | 25.21% | 8.512 | 355 | 99.22 | 613 |
625-649 | 325 | 33,382,651.10 | 22.68% | 8.300 | 348 | 99.22 | 636 |
650-674 | 213 | 26,230,010.95 | 17.82% | 8.107 | 355 | 99.32 | 662 |
675-699 | 100 | 11,732,157.40 | 7.97% | 8.083 | 351 | 99.66 | 684 |
700+ | 158 | 18,095,949.45 | 12.29% | 8.045 | 353 | 99.72 | 731 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01- 49.99 | 1 | 24,986.34 | 0.02% | 9.000 | 359 | 14.67 | 622 |
50.00- 54.99 | 1 | 199,855.24 | 0.14% | 7.625 | 359 | 54.80 | 599 |
60.00- 64.99 | 1 | 110,929.22 | 0.08% | 8.250 | 359 | 64.17 | 589 |
65.00- 69.99 | 3 | 367,988.02 | 0.25% | 7.582 | 329 | 66.41 | 566 |
70.00- 74.99 | 5 | 491,545.41 | 0.33% | 7.612 | 358 | 72.11 | 606 |
75.00- 79.99 | 7 | 933,220.43 | 0.63% | 7.203 | 339 | 77.45 | 627 |
80.00 | 16 | 1,712,900.03 | 1.16% | 7.419 | 330 | 80.00 | 612 |
80.01- 84.99 | 2 | 193,835.78 | 0.13% | 6.856 | 359 | 84.35 | 673 |
85.00- 89.99 | 9 | 813,923.52 | 0.55% | 7.877 | 358 | 85.43 | 608 |
90.00- 94.99 | 16 | 1,480,364.04 | 1.01% | 8.098 | 358 | 90.69 | 614 |
95.00- 99.99 | 85 | 10,664,991.60 | 7.24% | 8.295 | 348 | 98.16 | 644 |
100.00 | 1,196 | 129,060,934.51 | 87.66% | 8.353 | 354 | 100.00 | 644 |
100.01+ | 9 | 1,166,666.51 | 0.79% | 7.826 | 358 | 102.90 | 683 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
180 | 45 | 4,319,448.59 | 2.93% | 7.958 | 179 | 97.55 | 649 |
240 | 3 | 253,703.71 | 0.17% | 8.377 | 239 | 100.00 | 639 |
360 | 1,303 | 142,648,988.35 | 96.89% | 8.324 | 359 | 99.08 | 643 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
121-180 | 45 | 4,319,448.59 | 2.93% | 7.958 | 179 | 97.55 | 649 |
181-240 | 3 | 253,703.71 | 0.17% | 8.377 | 239 | 100.00 | 639 |
301-360 | 1,303 | 142,648,988.35 | 96.89% | 8.324 | 359 | 99.08 | 643 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 43 | 3,303,254.12 | 2.24% | 8.314 | 350 | 97.32 | 642 |
20.01 -25.00 | 78 | 7,565,517.95 | 5.14% | 8.175 | 348 | 98.23 | 648 |
25.01 -30.00 | 97 | 9,803,951.24 | 6.66% | 8.325 | 359 | 98.18 | 636 |
30.01 -35.00 | 179 | 18,275,851.98 | 12.41% | 8.354 | 351 | 98.67 | 641 |
35.01 -40.00 | 213 | 22,759,672.96 | 15.46% | 8.386 | 355 | 99.56 | 647 |
40.01 -45.00 | 255 | 28,503,852.54 | 19.36% | 8.295 | 353 | 99.44 | 640 |
45.01 -50.00 | 312 | 38,820,915.73 | 26.37% | 8.276 | 352 | 99.22 | 647 |
50.01 -55.00 | 174 | 18,189,124.13 | 12.35% | 8.342 | 355 | 98.86 | 640 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Fixed Rate | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
BALLOON 15/30 | 1 | 52,935.57 | 0.04% | 8.500 | 178 | 100.00 | 634 |
Fixed Rate | 1,251 | 130,470,000.55 | 88.62% | 8.306 | 353 | 99.00 | 644 |
Fixed Rate 5Yr IO | 99 | 16,699,204.53 | 11.34% | 8.370 | 357 | 99.37 | 637 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 99 | 16,699,204.53 | 11.34% | 8.370 | 357 | 99.37 | 637 |
Not Interest Only | 1,252 | 130,522,936.12 | 88.66% | 8.306 | 353 | 99.00 | 644 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 415 | 52,764,282.50 | 35.84% | 8.346 | 355 | 99.09 | 642 |
Prepay Penalty: 12 months | 68 | 5,999,153.13 | 4.07% | 8.709 | 355 | 99.05 | 662 |
Prepay Penalty: 24 months | 249 | 27,028,190.39 | 18.36% | 8.292 | 347 | 99.45 | 644 |
Prepay Penalty: 36 months | 619 | 61,430,514.63 | 41.73% | 8.256 | 354 | 98.81 | 642 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Blended Access | 4 | 514,434.85 | 0.35% | 7.686 | 359 | 100.00 | 638 |
Full Documentation | 988 | 96,750,714.99 | 65.72% | 8.320 | 353 | 99.12 | 632 |
No Income Verification | 330 | 42,454,172.56 | 28.84% | 8.340 | 353 | 98.71 | 665 |
Stated Plus Documentation | 29 | 7,502,818.25 | 5.10% | 8.126 | 359 | 99.84 | 665 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 322 | 42,160,364.80 | 28.64% | 8.255 | 347 | 97.35 | 644 |
Purchase | 980 | 99,485,073.84 | 67.57% | 8.346 | 356 | 100.01 | 642 |
Rate/Term Refinance | 49 | 5,576,702.01 | 3.79% | 8.185 | 353 | 94.55 | 656 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2 Units | 22 | 2,530,350.10 | 1.72% | 8.285 | 353 | 99.58 | 653 |
3 Units | 1 | 239,501.24 | 0.16% | 7.875 | 357 | 80.00 | 575 |
Condominium | 28 | 3,381,284.15 | 2.30% | 8.557 | 355 | 100.10 | 644 |
PUD | 89 | 14,991,700.76 | 10.18% | 8.171 | 354 | 99.36 | 645 |
Single Family | 1,211 | 126,079,304.40 | 85.64% | 8.326 | 353 | 99.00 | 643 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Primary | 1,346 | 146,769,473.46 | 99.69% | 8.313 | 353 | 99.04 | 643 |
Second Home | 5 | 452,667.19 | 0.31% | 8.709 | 359 | 100.00 | 736 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alabama | 44 | 4,382,436.07 | 2.98% | 8.637 | 356 | 99.94 | 636 |
Arizona | 3 | 612,175.55 | 0.42% | 8.360 | 358 | 99.00 | 631 |
Arkansas | 23 | 2,088,367.30 | 1.42% | 8.406 | 359 | 100.00 | 629 |
California | 5 | 1,117,235.89 | 0.76% | 7.973 | 359 | 100.06 | 697 |
Colorado | 3 | 592,881.91 | 0.40% | 8.351 | 359 | 100.00 | 673 |
Florida | 23 | 4,634,354.58 | 3.15% | 8.143 | 359 | 100.00 | 652 |
Georgia | 55 | 7,498,048.90 | 5.09% | 8.255 | 352 | 99.41 | 644 |
Idaho | 1 | 90,767.68 | 0.06% | 7.875 | 359 | 99.98 | 603 |
Illinois | 72 | 10,157,142.77 | 6.90% | 8.510 | 353 | 99.87 | 635 |
Indiana | 167 | 15,090,515.45 | 10.25% | 8.156 | 352 | 94.10 | 632 |
Iowa | 61 | 4,860,549.36 | 3.30% | 8.560 | 359 | 99.92 | 627 |
Kansas | 14 | 1,265,726.88 | 0.86% | 8.379 | 340 | 100.00 | 671 |
Kentucky | 31 | 2,478,908.76 | 1.68% | 8.366 | 349 | 99.78 | 632 |
Louisiana | 10 | 907,232.84 | 0.62% | 8.681 | 359 | 100.00 | 610 |
Maine | 2 | 208,884.83 | 0.14% | 8.321 | 359 | 100.00 | 620 |
Maryland | 33 | 8,346,079.30 | 5.67% | 8.172 | 354 | 100.05 | 657 |
Massachusetts | 7 | 1,510,083.27 | 1.03% | 7.524 | 358 | 75.85 | 595 |
Michigan | 56 | 6,670,117.30 | 4.53% | 8.292 | 353 | 99.97 | 652 |
Minnesota | 3 | 271,387.16 | 0.18% | 8.250 | 358 | 100.00 | 677 |
Mississippi | 8 | 956,418.08 | 0.65% | 8.533 | 342 | 100.00 | 650 |
Missouri | 21 | 2,231,580.70 | 1.52% | 8.599 | 359 | 99.47 | 646 |
Montana | 3 | 329,500.00 | 0.22% | 8.442 | 328 | 100.00 | 702 |
Nebraska | 6 | 572,125.23 | 0.39% | 8.246 | 359 | 100.00 | 663 |
Nevada | 2 | 449,000.00 | 0.30% | 7.258 | 359 | 100.00 | 701 |
New Jersey | 6 | 1,474,175.29 | 1.00% | 8.277 | 358 | 100.00 | 645 |
New York | 78 | 6,869,682.19 | 4.67% | 8.544 | 355 | 99.98 | 662 |
North Carolina | 47 | 5,525,973.36 | 3.75% | 8.276 | 357 | 99.62 | 649 |
North Dakota | 1 | 99,900.00 | 0.07% | 6.875 | 179 | 100.00 | 671 |
Ohio | 196 | 19,616,628.26 | 13.32% | 8.304 | 351 | 99.93 | 634 |
Oklahoma | 22 | 1,930,375.62 | 1.31% | 8.450 | 351 | 99.97 | 650 |
Oregon | 6 | 886,464.59 | 0.60% | 7.910 | 359 | 100.00 | 641 |
Pennsylvania | 80 | 6,843,148.39 | 4.65% | 8.218 | 351 | 99.80 | 647 |
South Carolina | 40 | 4,048,217.41 | 2.75% | 8.359 | 356 | 99.88 | 638 |
South Dakota | 2 | 124,464.88 | 0.08% | 8.625 | 358 | 100.00 | 609 |
Tennessee | 87 | 7,960,026.10 | 5.41% | 8.276 | 351 | 100.04 | 648 |
Texas | 96 | 9,087,317.16 | 6.17% | 8.397 | 350 | 99.68 | 651 |
Utah | 9 | 1,332,707.34 | 0.91% | 8.374 | 359 | 99.38 | 656 |
Vermont | 1 | 96,939.71 | 0.07% | 8.375 | 359 | 100.00 | 613 |
Virginia | 12 | 2,024,586.05 | 1.38% | 8.311 | 359 | 100.37 | 642 |
Washington | 5 | 820,018.48 | 0.56% | 7.742 | 304 | 101.01 | 673 |
West Virginia | 3 | 280,836.66 | 0.19% | 7.838 | 358 | 100.00 | 669 |
Wisconsin | 6 | 737,245.38 | 0.50% | 8.834 | 359 | 100.00 | 633 |
Wyoming | 1 | 141,913.97 | 0.10% | 8.500 | 359 | 100.00 | 605 |
Total | 1,351 | 147,222,140.65 | 100.00% | 8.314 | 353 | 99.04 | 643 |
| | | | | | | |
First Franklin 2005-FFH4: Marketing Pool | | |
Interest Only | | | |
| | | |
| | Minimum | Maximum |
Scheduled Principal Balance | $366,925,007 | $35,000 | $1,075,000 |
Average Scheduled Principal Balance | $228,187 | | |
Number of Mortgage Loans | 1,608 | | |
| | | |
Weighted Average Gross Coupon | 7.900% | 5.625% | 10.375% |
Weighted Average FICO Score | 669 | 547 | 814 |
Weighted Average Original LTV | 99.57% | 66.67% | 102.98% |
Weighted Average Debt-to-Income | 44.21% | 1.00% | 55.00% |
| | | |
Weighted Average Original Term | 360 months | 180 months | 360 months |
Weighted Average Stated Remaining Term | 358 months | 179 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 6 months |
| | | |
Weighted Average Gross Margin | 6.314% | 5.000% | 7.750% |
Weighted Average Minimum Interest Rate | 7.877% | 5.625% | 10.250% |
Weighted Average Maximum Interest Rate | 13.877% | 11.625% | 16.250% |
Weighted Average Initial Rate Cap | 2.999% | 1.000% | 3.000% |
Weighted Average Subsequent Rate Cap | 1.000% | 1.000% | 1.000% |
Weighted Average Months to Roll | 26 months | 1 months | 59 months |
| | | |
Maturity Date | | Nov 1 2020 | Nov 1 2035 |
Maximum Zip Code Concentration | 0.48% | 60431 (JOLIET, IL) | |
| | | |
ARM | 95.45% | | |
Fixed Rate | 4.55% | | |
| | | |
5YR IO 2/28 6 Mo LIBOR ARM | 73.19% | | |
5YR IO 3/27 6 Mo LIBOR ARM | 21.54% | | |
5YR IO 5/25 6 Mo LIBOR ARM | 0.68% | | |
5YR IO 6 Mo LIBOR ARM | 0.03% | | |
Fixed Rate 5Yr IO | 4.55% | | |
| | | |
Interest Only | 100.00% | | |
| | | |
Prepay Penalty: 0 months | 34.38% | | |
Prepay Penalty: 12 months | 5.81% | | |
Prepay Penalty: 24 months | 39.07% | | |
Prepay Penalty: 36 months | 20.73% | | |
| | | |
First Lien | 100.00% | | |
| | | |
Blended Access | 0.90% | | |
Full Documentation | 43.58% | | |
Limited Income Verification | 0.13% | | |
No Income Verification | 27.63% | | |
Stated Plus Documentation | 27.77% | | |
| | | |
Cash Out Refinance | 6.90% | | |
Purchase | 92.46% | | |
Rate/Term Refinance | 0.65% | | |
| | | |
2 Units | 3.87% | | |
3 Units | 0.24% | | |
Condominium | 8.69% | | |
Modular | 0.05% | | |
PUD | 21.72% | | |
Single Family | 65.44% | | |
| | | |
Primary | 99.80% | | |
Second Home | 0.20% | | |
| | | |
Top 5 States: | | | |
California | 19.12% | | |
Florida | 9.19% | | |
Illinois | 8.35% | | |
Michigan | 6.77% | | |
North Carolina | 6.50% | | |
First Franklin 2005-FFH4: Marketing Pool | | | | | |
| | | | | | | |
Interest Only | | | | | | | |
Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 - 50,000.00 | 11 | 474,009.98 | 0.13% | 8.784 | 358 | 99.51 | 622 |
50,000.01 - 100,000.00 | 252 | 20,233,470.91 | 5.51% | 8.199 | 359 | 99.85 | 639 |
100,000.01 - 150,000.00 | 383 | 48,718,149.66 | 13.28% | 7.960 | 359 | 99.73 | 647 |
150,000.01 - 200,000.00 | 286 | 49,940,805.04 | 13.61% | 7.950 | 358 | 99.48 | 660 |
200,000.01 - 250,000.00 | 181 | 40,726,167.40 | 11.10% | 7.901 | 359 | 99.64 | 666 |
250,000.01 - 300,000.00 | 124 | 34,131,210.59 | 9.30% | 7.979 | 358 | 98.71 | 660 |
300,000.01 - 350,000.00 | 94 | 30,638,205.56 | 8.35% | 7.877 | 359 | 99.77 | 676 |
350,000.01 - 400,000.00 | 76 | 28,471,762.68 | 7.76% | 7.837 | 359 | 99.87 | 677 |
400,000.01 - 450,000.00 | 52 | 22,345,241.26 | 6.09% | 7.987 | 359 | 100.00 | 676 |
450,000.01 - 500,000.00 | 28 | 13,307,884.00 | 3.63% | 7.598 | 359 | 98.91 | 688 |
500,000.01 - 550,000.00 | 32 | 16,912,800.96 | 4.61% | 7.734 | 359 | 99.29 | 685 |
550,000.01 - 600,000.00 | 25 | 14,444,494.81 | 3.94% | 7.955 | 359 | 99.88 | 686 |
600,000.01 - 650,000.00 | 18 | 11,324,957.00 | 3.09% | 7.724 | 358 | 100.00 | 701 |
650,000.01 - 700,000.00 | 10 | 6,744,666.98 | 1.84% | 7.820 | 359 | 100.00 | 698 |
700,000.01 - 750,000.00 | 15 | 10,913,552.63 | 2.97% | 7.992 | 359 | 100.00 | 682 |
750,000.01 - 800,000.00 | 6 | 4,722,850.00 | 1.29% | 7.584 | 359 | 100.00 | 701 |
800,000.01 - 850,000.00 | 8 | 6,550,377.25 | 1.79% | 7.519 | 358 | 97.13 | 664 |
850,000.01 - 900,000.00 | 6 | 5,249,400.00 | 1.43% | 7.477 | 358 | 100.00 | 716 |
1,000,000.01+ | 1 | 1,075,000.00 | 0.29% | 7.500 | 359 | 100.00 | 705 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 7 | 1,833,027.25 | 0.50% | 5.856 | 357 | 82.97 | 694 |
6.000 - 6.499 | 13 | 2,618,071.63 | 0.71% | 6.310 | 358 | 92.03 | 701 |
6.500 - 6.999 | 104 | 25,786,029.63 | 7.03% | 6.833 | 358 | 98.61 | 703 |
7.000 - 7.499 | 226 | 61,729,577.66 | 16.82% | 7.229 | 359 | 99.46 | 695 |
7.500 - 7.999 | 492 | 120,339,022.52 | 32.80% | 7.728 | 359 | 99.76 | 678 |
8.000 - 8.499 | 353 | 72,034,927.78 | 19.63% | 8.202 | 358 | 99.93 | 654 |
8.500 - 8.999 | 303 | 64,901,565.72 | 17.69% | 8.682 | 359 | 99.96 | 641 |
9.000 - 9.499 | 83 | 13,044,883.52 | 3.56% | 9.167 | 359 | 99.96 | 622 |
9.500 - 9.999 | 24 | 4,120,301.00 | 1.12% | 9.621 | 359 | 99.68 | 618 |
10.000 -10.499 | 3 | 517,600.00 | 0.14% | 10.256 | 359 | 100.00 | 600 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
525-549 | 1 | 260,000.00 | 0.07% | 7.500 | 357 | 66.67 | 547 |
550-574 | 3 | 530,100.00 | 0.14% | 7.862 | 359 | 85.51 | 565 |
575-599 | 174 | 24,595,998.42 | 6.70% | 8.621 | 357 | 99.86 | 589 |
600-624 | 226 | 37,521,636.50 | 10.23% | 8.368 | 358 | 99.27 | 613 |
625-649 | 334 | 73,539,360.01 | 20.04% | 8.115 | 359 | 99.78 | 638 |
650-674 | 352 | 87,618,164.60 | 23.88% | 7.822 | 359 | 99.34 | 662 |
675-699 | 200 | 52,981,778.16 | 14.44% | 7.676 | 359 | 99.73 | 686 |
700+ | 318 | 89,877,969.02 | 24.49% | 7.539 | 358 | 99.74 | 737 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
65.00- 69.99 | 1 | 260,000.00 | 0.07% | 7.500 | 357 | 66.67 | 547 |
70.00- 74.99 | 3 | 688,000.00 | 0.19% | 6.661 | 359 | 74.07 | 636 |
75.00- 79.99 | 3 | 667,400.00 | 0.18% | 6.609 | 359 | 79.52 | 645 |
80.00 | 14 | 3,953,747.25 | 1.08% | 6.472 | 357 | 80.00 | 666 |
80.01- 84.99 | 2 | 233,500.00 | 0.06% | 7.128 | 358 | 84.30 | 633 |
85.00- 89.99 | 2 | 216,849.66 | 0.06% | 7.553 | 356 | 87.14 | 617 |
90.00- 94.99 | 6 | 1,370,300.00 | 0.37% | 7.674 | 359 | 90.28 | 622 |
95.00- 99.99 | 92 | 19,571,086.58 | 5.33% | 7.824 | 359 | 98.98 | 667 |
100.00 | 1,484 | 339,887,923.22 | 92.63% | 7.927 | 358 | 100.00 | 669 |
100.01+ | 1 | 76,200.00 | 0.02% | 7.990 | 358 | 102.98 | 644 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
180 | 1 | 177,500.00 | 0.05% | 8.125 | 179 | 100.00 | 580 |
360 | 1,607 | 366,747,506.71 | 99.95% | 7.899 | 359 | 99.57 | 669 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
121-180 | 1 | 177,500.00 | 0.05% | 8.125 | 179 | 100.00 | 580 |
301-360 | 1,607 | 366,747,506.71 | 99.95% | 7.899 | 359 | 99.57 | 669 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 29 | 5,225,396.46 | 1.42% | 7.962 | 359 | 99.38 | 638 |
20.01 -25.00 | 18 | 3,747,859.30 | 1.02% | 7.930 | 359 | 100.00 | 678 |
25.01 -30.00 | 59 | 10,359,586.34 | 2.82% | 7.865 | 358 | 99.50 | 668 |
30.01 -35.00 | 121 | 24,962,502.60 | 6.80% | 7.864 | 358 | 99.09 | 673 |
35.01 -40.00 | 188 | 43,378,234.37 | 11.82% | 7.941 | 359 | 99.70 | 673 |
40.01 -45.00 | 350 | 91,752,061.54 | 25.01% | 7.911 | 359 | 99.60 | 678 |
45.01 -50.00 | 532 | 135,396,378.14 | 36.90% | 7.965 | 358 | 99.68 | 666 |
50.01 -55.00 | 311 | 52,102,987.96 | 14.20% | 7.691 | 359 | 99.35 | 658 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 1,509 | 350,225,802.18 | 95.45% | 7.877 | 359 | 99.58 | 670 |
Fixed Rate | 99 | 16,699,204.53 | 4.55% | 8.370 | 357 | 99.37 | 637 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5YR IO 2/28 6 Mo LIBOR ARM | 1,102 | 268,553,898.90 | 73.19% | 7.873 | 359 | 99.61 | 671 |
5YR IO 3/27 6 Mo LIBOR ARM | 394 | 79,047,502.42 | 21.54% | 7.897 | 359 | 99.53 | 667 |
5YR IO 5/25 6 Mo LIBOR ARM | 12 | 2,510,400.86 | 0.68% | 7.717 | 358 | 98.57 | 674 |
5YR IO 6 Mo LIBOR ARM | 1 | 114,000.00 | 0.03% | 7.375 | 355 | 89.07 | 595 |
Fixed Rate 5Yr IO | 99 | 16,699,204.53 | 4.55% | 8.370 | 357 | 99.37 | 637 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 525 | 126,146,511.98 | 34.38% | 8.004 | 359 | 99.31 | 675 |
Prepay Penalty: 12 months | 71 | 21,321,772.20 | 5.81% | 8.206 | 359 | 99.90 | 672 |
Prepay Penalty: 24 months | 590 | 143,375,823.43 | 39.07% | 7.866 | 358 | 99.65 | 668 |
Prepay Penalty: 36 months | 422 | 76,080,899.10 | 20.73% | 7.704 | 359 | 99.75 | 658 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Blended Access | 11 | 3,284,080.00 | 0.90% | 8.065 | 359 | 100.00 | 655 |
Full Documentation | 941 | 159,891,478.37 | 43.58% | 7.904 | 358 | 99.37 | 647 |
Limited Income Verification | 2 | 494,900.00 | 0.13% | 7.855 | 359 | 100.00 | 676 |
No Income Verification | 404 | 101,367,555.88 | 27.63% | 8.007 | 359 | 99.50 | 690 |
Stated Plus Documentation | 250 | 101,886,992.46 | 27.77% | 7.781 | 359 | 99.93 | 683 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 112 | 25,300,556.29 | 6.90% | 8.016 | 359 | 96.16 | 647 |
Purchase | 1,483 | 339,256,748.00 | 92.46% | 7.891 | 358 | 99.83 | 670 |
Rate/Term Refinance | 13 | 2,367,702.42 | 0.65% | 7.932 | 359 | 97.61 | 657 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2 Units | 45 | 14,195,290.12 | 3.87% | 7.841 | 359 | 99.24 | 684 |
3 Units | 3 | 875,000.00 | 0.24% | 7.414 | 358 | 86.74 | 667 |
Condominium | 134 | 31,875,241.47 | 8.69% | 7.991 | 359 | 99.93 | 674 |
Modular | 1 | 171,000.00 | 0.05% | 7.250 | 359 | 100.00 | 733 |
PUD | 287 | 79,704,355.32 | 21.72% | 7.871 | 359 | 99.68 | 673 |
Single Family | 1,138 | 240,104,119.80 | 65.44% | 7.902 | 358 | 99.55 | 666 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Primary | 1,603 | 366,203,806.71 | 99.80% | 7.901 | 358 | 99.57 | 669 |
Second Home | 5 | 721,200.00 | 0.20% | 7.318 | 358 | 97.95 | 685 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alabama | 27 | 3,503,050.00 | 0.95% | 8.312 | 359 | 100.00 | 644 |
Arizona | 8 | 1,863,900.00 | 0.51% | 8.127 | 359 | 100.00 | 648 |
Arkansas | 17 | 1,853,750.00 | 0.51% | 7.851 | 359 | 99.97 | 652 |
California | 147 | 70,149,326.02 | 19.12% | 7.763 | 359 | 99.72 | 682 |
Colorado | 20 | 3,915,831.58 | 1.07% | 8.324 | 358 | 99.97 | 656 |
Connecticut | 3 | 1,251,999.63 | 0.34% | 8.265 | 358 | 100.00 | 655 |
Delaware | 2 | 550,500.00 | 0.15% | 7.815 | 359 | 100.00 | 667 |
District of Columbia | 5 | 1,928,450.12 | 0.53% | 7.730 | 358 | 100.00 | 662 |
Florida | 140 | 33,738,548.58 | 9.19% | 8.035 | 359 | 99.88 | 672 |
Georgia | 53 | 10,279,002.75 | 2.80% | 7.949 | 358 | 100.00 | 661 |
Idaho | 2 | 201,600.00 | 0.05% | 8.287 | 357 | 100.00 | 625 |
Illinois | 125 | 30,624,574.15 | 8.35% | 8.038 | 359 | 99.99 | 684 |
Indiana | 73 | 10,300,491.38 | 2.81% | 7.739 | 358 | 95.41 | 638 |
Iowa | 8 | 778,398.00 | 0.21% | 8.496 | 358 | 99.94 | 647 |
Kansas | 7 | 979,485.29 | 0.27% | 8.202 | 358 | 100.00 | 687 |
Kentucky | 34 | 5,252,449.53 | 1.43% | 8.078 | 359 | 100.00 | 649 |
Louisiana | 2 | 204,990.00 | 0.06% | 7.165 | 359 | 100.00 | 663 |
Maine | 2 | 313,500.00 | 0.09% | 8.222 | 359 | 100.00 | 684 |
Maryland | 59 | 19,466,432.05 | 5.31% | 7.910 | 359 | 99.90 | 668 |
Massachusetts | 15 | 4,197,800.00 | 1.14% | 7.384 | 358 | 83.89 | 648 |
Michigan | 149 | 24,845,407.88 | 6.77% | 7.829 | 359 | 99.99 | 661 |
Minnesota | 59 | 12,692,540.13 | 3.46% | 7.864 | 358 | 99.93 | 671 |
Mississippi | 3 | 433,300.00 | 0.12% | 8.356 | 359 | 100.00 | 654 |
Missouri | 17 | 2,648,100.14 | 0.72% | 7.880 | 359 | 100.00 | 656 |
Montana | 1 | 155,000.00 | 0.04% | 8.750 | 359 | 100.00 | 763 |
Nebraska | 1 | 64,883.17 | 0.02% | 7.125 | 358 | 100.00 | 699 |
Nevada | 15 | 4,116,110.91 | 1.12% | 7.657 | 358 | 98.67 | 673 |
New Hampshire | 1 | 198,000.00 | 0.05% | 8.500 | 358 | 100.00 | 661 |
New Jersey | 38 | 11,854,192.12 | 3.23% | 8.167 | 359 | 100.00 | 679 |
New Mexico | 6 | 1,402,000.00 | 0.38% | 8.004 | 358 | 99.11 | 678 |
New York | 35 | 9,737,612.32 | 2.65% | 7.609 | 359 | 99.91 | 685 |
North Carolina | 129 | 23,840,346.64 | 6.50% | 7.995 | 359 | 99.99 | 658 |
North Dakota | 1 | 123,500.00 | 0.03% | 7.875 | 358 | 100.00 | 643 |
Ohio | 141 | 20,500,544.86 | 5.59% | 7.886 | 357 | 99.97 | 647 |
Oklahoma | 2 | 518,991.00 | 0.14% | 7.962 | 359 | 100.00 | 651 |
Oregon | 25 | 6,403,859.08 | 1.75% | 7.642 | 359 | 99.57 | 673 |
Pennsylvania | 24 | 3,574,065.75 | 0.97% | 8.138 | 359 | 100.00 | 646 |
Rhode Island | 1 | 239,975.00 | 0.07% | 7.875 | 359 | 100.00 | 740 |
South Carolina | 53 | 7,616,618.34 | 2.08% | 8.082 | 359 | 100.00 | 648 |
South Dakota | 1 | 185,000.00 | 0.05% | 9.000 | 359 | 100.00 | 623 |
Tennessee | 30 | 3,666,660.43 | 1.00% | 8.050 | 359 | 100.00 | 643 |
Texas | 11 | 1,838,801.00 | 0.50% | 8.273 | 359 | 100.00 | 667 |
Utah | 31 | 4,631,441.76 | 1.26% | 7.934 | 359 | 99.73 | 662 |
Vermont | 1 | 237,000.00 | 0.06% | 8.000 | 358 | 100.00 | 626 |
Virginia | 52 | 18,285,938.92 | 4.98% | 7.791 | 359 | 99.87 | 682 |
Washington | 15 | 3,547,400.00 | 0.97% | 7.517 | 358 | 99.58 | 669 |
West Virginia | 4 | 356,000.00 | 0.10% | 7.994 | 358 | 100.00 | 643 |
Wisconsin | 13 | 1,857,638.18 | 0.51% | 7.897 | 358 | 100.00 | 670 |
Total | 1,608 | 366,925,006.71 | 100.00% | 7.900 | 358 | 99.57 | 669 |
| | | | | | | |
Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.000 - 5.499 | 18 | 4,613,347.25 | 1.32% | 6.409 | 357 | 81.50 | 666 |
5.500 - 5.999 | 12 | 2,818,700.00 | 0.80% | 7.708 | 358 | 90.46 | 633 |
6.000 - 6.499 | 943 | 231,536,496.40 | 66.11% | 7.694 | 359 | 99.87 | 672 |
6.500 - 6.999 | 388 | 81,111,488.27 | 23.16% | 8.199 | 359 | 99.96 | 666 |
7.000 - 7.499 | 137 | 27,658,948.71 | 7.90% | 8.622 | 358 | 99.95 | 669 |
7.500 - 7.999 | 11 | 2,486,821.55 | 0.71% | 9.057 | 358 | 100.00 | 705 |
Total | 1,509 | 350,225,802.18 | 100.00% | 7.877 | 359 | 99.58 | 670 |
| | | | | | | |
Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
5.500 - 5.999 | 7 | 1,833,027.25 | 0.52% | 5.856 | 357 | 82.97 | 694 |
6.000 - 6.499 | 13 | 2,618,071.63 | 0.75% | 6.310 | 358 | 92.03 | 701 |
6.500 - 6.999 | 103 | 25,462,029.63 | 7.27% | 6.833 | 358 | 98.59 | 702 |
7.000 - 7.499 | 224 | 61,430,337.74 | 17.54% | 7.229 | 359 | 99.48 | 695 |
7.500 - 7.999 | 473 | 116,248,677.34 | 33.19% | 7.726 | 359 | 99.83 | 679 |
8.000 - 8.499 | 325 | 67,877,869.10 | 19.38% | 8.203 | 359 | 99.93 | 655 |
8.500 - 8.999 | 272 | 59,410,858.72 | 16.96% | 8.684 | 359 | 99.96 | 641 |
9.000 - 9.499 | 68 | 11,131,629.77 | 3.18% | 9.163 | 359 | 99.98 | 622 |
9.500 - 9.999 | 22 | 4,000,301.00 | 1.14% | 9.615 | 359 | 99.67 | 618 |
10.000 -10.499 | 2 | 213,000.00 | 0.06% | 10.086 | 359 | 100.00 | 623 |
Total | 1,509 | 350,225,802.18 | 100.00% | 7.877 | 359 | 99.58 | 670 |
| | | | | | | |
Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11.500 -11.999 | 7 | 1,833,027.25 | 0.52% | 5.856 | 357 | 82.97 | 694 |
12.000 -12.499 | 13 | 2,618,071.63 | 0.75% | 6.310 | 358 | 92.03 | 701 |
12.500 -12.999 | 103 | 25,462,029.63 | 7.27% | 6.833 | 358 | 98.59 | 702 |
13.000 -13.499 | 224 | 61,430,337.74 | 17.54% | 7.229 | 359 | 99.48 | 695 |
13.500 -13.999 | 473 | 116,248,677.34 | 33.19% | 7.726 | 359 | 99.83 | 679 |
14.000 -14.499 | 325 | 67,877,869.10 | 19.38% | 8.203 | 359 | 99.93 | 655 |
14.500 -14.999 | 272 | 59,410,858.72 | 16.96% | 8.684 | 359 | 99.96 | 641 |
15.000 -15.499 | 68 | 11,131,629.77 | 3.18% | 9.163 | 359 | 99.98 | 622 |
15.500 -15.999 | 22 | 4,000,301.00 | 1.14% | 9.615 | 359 | 99.67 | 618 |
16.000 -16.499 | 2 | 213,000.00 | 0.06% | 10.086 | 359 | 100.00 | 623 |
Total | 1,509 | 350,225,802.18 | 100.00% | 7.877 | 359 | 99.58 | 670 |
| | | | | | | |
Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 | 1 | 114,000.00 | 0.03% | 7.375 | 355 | 89.07 | 595 |
3.000 | 1,508 | 350,111,802.18 | 99.97% | 7.877 | 359 | 99.58 | 670 |
Total | 1,509 | 350,225,802.18 | 100.00% | 7.877 | 359 | 99.58 | 670 |
| | | | | | | |
Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 | 1,509 | 350,225,802.18 | 100.00% | 7.877 | 359 | 99.58 | 670 |
Total | 1,509 | 350,225,802.18 | 100.00% | 7.877 | 359 | 99.58 | 670 |
| | | | | | | |
Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
12/01/05 | 1 | 114,000.00 | 0.03% | 7.375 | 355 | 89.07 | 595 |
05/01/07 | 1 | 129,900.00 | 0.04% | 8.000 | 354 | 100.00 | 584 |
06/01/07 | 2 | 1,089,904.03 | 0.31% | 6.217 | 355 | 84.98 | 706 |
07/01/07 | 5 | 822,150.00 | 0.23% | 7.205 | 356 | 85.63 | 623 |
08/01/07 | 33 | 7,892,999.81 | 2.25% | 7.763 | 357 | 99.34 | 670 |
09/01/07 | 346 | 80,961,453.59 | 23.12% | 7.768 | 358 | 99.73 | 678 |
10/01/07 | 484 | 121,984,647.47 | 34.83% | 7.882 | 359 | 99.63 | 669 |
11/01/07 | 231 | 55,672,844.00 | 15.90% | 8.064 | 359 | 99.90 | 667 |
08/01/08 | 7 | 1,133,700.00 | 0.32% | 8.041 | 357 | 98.70 | 628 |
09/01/08 | 141 | 29,451,327.67 | 8.41% | 7.753 | 358 | 99.78 | 670 |
10/01/08 | 161 | 31,884,094.75 | 9.10% | 7.924 | 359 | 99.08 | 666 |
11/01/08 | 85 | 16,578,380.00 | 4.73% | 8.089 | 359 | 100.00 | 666 |
09/01/10 | 6 | 1,106,008.56 | 0.32% | 7.098 | 358 | 96.75 | 683 |
10/01/10 | 2 | 332,392.30 | 0.09% | 7.260 | 359 | 100.00 | 661 |
11/01/10 | 4 | 1,072,000.00 | 0.31% | 8.498 | 359 | 100.00 | 669 |
Total | 1,509 | 350,225,802.18 | 100.00% | 7.877 | 359 | 99.58 | 670 |
| | | | | | | |