FBR Securitization 8-K Other Events

Here’s what we like to see:

The percentages per table should add up to 100% (denominator = corresponding aggregate collateral pool balance)
For example, if the collateral matices are for group II collateral, denominator to be used for all the % should be as of aggregate group II collateral balance)

FICO & Documentation

FICO Score	Full DOC	Limited Doc	Stated Doc	All Docs	Avg Prin Bal	Current LTV
(50 increment)
0 - 499
500-550
551-600
601-650
651-700
701-750
751-800
801-850
Total

LTV & FICO

Current LTV	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Avg Prin Bal	WAC	Gross Margin
(10 increment)
.01 - 10.00
10.01-20
20.01-30
30.01-40
40.01-50
50.01-60
60.01-70
70.01-80
80.01-90
90.01-100													��
Total

Prin Balance & FICO

Prin Balance	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Current LTV	WAC	Gross Margin
(50,000 increments)
$1 - $50,000
$50,001 - $100,000
$100,001 - $150,000
$150,001 - $200,000
$200,001 - $250,000
$250,001 - $300,000
$300,001 - $350,000
$350,001 - $400,000
$400,001 - $450,000
$450,001 - $500,000
$500,001 - $550,000
$550,001 - $600,000
$600,001 - $650,000
$650,001 - $700,000
$700,001 - $750,000
total

Prepayment Penalty & FICO

Prepayment Penalty Term	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Current LTV	WAC	Gross Margin	Avg Prin Bal
(whatever increments)
0
12
24
36
total

Mortg Rates & FICO

Mortg Rates	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Current LTV	WAC	Gross Margin	Avg Prin Bal
(50 bps increment)
4.501 - 5.000
5.001 - 5.500
5.501 - 6.000
6.001 - 6.500
6.501 - 7.000
7.001 - 7.500
7.501 - 8.000
8.001 - 8.500
8.501 - 9.000
9.001 - 9.500
9.501 - 10.000
10.001 - 10.500
10.501 - 11.000
11.001 - 11.500
11.501 - 12.000
12.001 - 12.500
Total:

Mortg Rates & LTV

Mortg Rates	.01-10	10.01-20	20.01-30	30.01-40	40.01-50	50.01-60	60.01-70	70.01-80	80.01-90	90.01-100	total	avg FICO	Gross Margin	Avg Prin Bal
(50 bps increment)
4.501 - 5.000
5.001 - 5.500
5.501 - 6.000
6.001 - 6.500
6.501 - 7.000
7.001 - 7.500
7.501 - 8.000
8.001 - 8.500
8.501 - 9.000
9.001 - 9.500
9.501 - 10.000
10.001 - 10.500
10.501 - 11.000
11.001 - 11.500
11.501 - 12.000
12.001 - 12.500
Total:

Here’s what we like to see:

The percentages per table should add up to 100% (denominator = corresponding aggregate collateral pool balance)

For example, if the collateral matices are for group II collateral, denominator to be used for all the % should be as of aggregate group II collateral balance)

FICO & Documentation

FICO Score	Full DOC	Limited Doc	Stated Doc	All Docs	Avg Prin Bal	Current LTV
(50 increment)
0 - 499
500-550
551-600
601-650
651-700
701-750
751-800
801-850
Total

LTV & FICO

Current LTV	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Avg Prin Bal	WAC	Gross Margin
(10 increment)
.01 - 10.00
10.01-20
20.01-30
30.01-40
40.01-50
50.01-60
60.01-70
70.01-80
80.01-90
90.01-100
Total

Prin Balance & FICO

Prin Balance	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Current LTV	WAC	Gross Margin
(50,000 increments)
$1 - $50,000
$50,001 - $100,000
$100,001 - $150,000
$150,001 - $200,000
$200,001 - $250,000
$250,001 - $300,000
$300,001 - $350,000
$350,001 - $400,000
$400,001 - $450,000
$450,001 - $500,000
$500,001 - $550,000
$550,001 - $600,000
$600,001 - $650,000
$650,001 - $700,000
$700,001 - $750,000
total

Prepayment Penalty & FICO

Prepayment Penalty Term	FICO NA		FICO 500-550		551-600		601-650		651-700		701-750		751-800		801-850		total		Current LTV		WAC		Gross Margin		Avg Prin Bal
(whatever increments)
0		0.00		2.30		4.07		8.22		7.79		3.26		0.75		0.00		26.38		83.38		7.53		5.38		237386.00
12		0.00		0.34		1.22		1.88		1.66		0.43		0.08		0.04		5.67		78.53		7.07		6.00		317253.00
24		0.00		3.32		6.12		12.92		8.83		3.18		0.65		0.04		35.06		81.82		7.06		6.00		255168.00
36		0.00		3.03		5.64		9.85		7.60		3.94		2.72		0.11		32.88		77.54		6.57		6.00		248895.00
total		0.00		8.99		17.05		32.87		25.88		10.81		4.20		0.19		100.00		80.64		7.02		5.82		250914.00

Mortg Rates & FICO

Mortg Rates	FICO NA		FICO 500-550		551-600		601-650		651-700		701-750		751-800		801-850		total		Current LTV		WAC		Gross Margin		Avg Prin Bal
(50 bps increment)
5.001 - 5.500		0.00		0.04		0.19		1.31		1.31		1.55		1.85		0.11		6.35		69.60		5.31		5.97		412712.00
5.501 - 6.000		0.00		0.23		1.52		4.88		5.19		1.64		0.75		0.04		14.26		76.69		5.81		5.95		322983.00
6.001 - 6.500		0.00		0.61		1.81		5.52		5.46		2.38		0.47		0.04		16.28		77.93		6.29		5.82		289578.00
6.501 - 7.000		0.00		1.29		2.36		6.95		6.06		2.33		0.50		0.00		19.49		80.17		6.78		5.84		259942.00
7.001 - 7.500		0.00		1.27		2.79		4.54		3.78		1.50		0.25		0.00		14.13		81.17		7.28		5.77		243915.00
7.501 - 8.000		0.00		2.16		3.10		4.59		2.24		0.62		0.21		0.00		12.92		84.71		7.77		5.73		222007.00
8.001 - 8.500		0.00		1.05		2.25		2.11		0.79		0.31		0.08		0.00		6.58		86.45		8.27		5.86		208364.00
8.501 - 9.000		0.00		1.37		1.46		1.69		0.58		0.12		0.05		0.00		5.26		88.37		8.77		5.81		216028.00
9.001 - 9.500		0.00		0.38		0.99		0.59		0.05		0.13		0.01		0.00		2.14		88.88		9.24		5.73		181567.00
9.501 - 10.000		0.00		0.23		0.35		0.13		0.04		0.02		0.03		0.00		0.81		85.96		9.72		5.85		164578.00
10.001 - 10.500		0.00		0.14		0.18		0.07		0.05		0.01		0.00		0.00		0.45		81.34		10.33		6.00		133904.00
10.501 - 11.000		0.00		0.19		0.05		0.15		0.13		0.20		0.02		0.00		0.73		90.88		10.74		6.00		102561.00
11.001 - 11.500		0.00		0.01		0.00		0.06		0.20		0.01		0.00		0.00		0.27		99.38		11.23		6.00		71348.00
11.501 - 12.000		0.00		0.03		0.00		0.22		0.01		0.00		0.00		0.00		0.26		96.41		11.86		6.00		71427.00
12.001 - 12.500		0.00		0.00		0.00		0.07		0.00		0.00		0.00		0.00		0.07		99.99		12.16		0.00		63628.00
Total:		0.00		8.99		17.05		32.87		25.88		10.81		4.20		0.19		100.00		80.64		7.02		5.82		250914.00

Mortg Rates & LTV

Mortg Rates	.01-10		10.01-20		20.01-30		30.01-40		40.01-50		50.01-60		60.01-70		70.01-80		80.01-90		90.01-100		total		avg FICO		Gross Margin		Avg Prin Bal
(50 bps increment)
4.501 - 5.000		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0		0.0		0.0
5.001 - 5.500		0.00		0.00		0.10		0.24		0.23		0.91		1.23		2.95		0.65		0.05		6.35		705		5.9		412712.0
5.501 - 6.000		0.00		0.00		0.07		0.00		0.13		0.71		1.90		9.35		1.93		0.15		14.26		655		5.9		322983.0
6.001 - 6.500		0.00		0.00		0.02		0.04		0.21		0.63		1.11		11.96		2.06		0.26		16.28		652		5.8		289578.0
6.501 - 7.000		0.00		0.01		0.01		0.07		0.03		0.44		0.99		14.04		2.82		1.08		19.49		644		5.8		259942.0
7.001 - 7.500		0.00		0.00		0.01		0.03		0.09		0.33		0.53		8.56		3.46		1.12		14.13		633		5.8		243915.0
7.501 - 8.000		0.00		0.00		0.00		0.02		0.02		0.18		0.59		4.94		3.88		3.29		12.92		611		5.7		222007.0
8.001 - 8.500		0.00		0.01		0.00		0.00		0.01		0.12		0.40		1.49		2.38		2.17		6.58		603		5.8		208364.0
8.501 - 9.000		0.00		0.00		0.00		0.01		0.00		0.02		0.19		0.95		2.10		2.00		5.26		593		5.9		216028.0
9.001 - 9.500		0.00		0.00		0.00		0.00		0.01		0.04		0.11		0.27		0.65		1.06		2.14		591		5.8		181567.0
9.501 - 10.000		0.00		0.00		0.00		0.00		0.00		0.01		0.10		0.19		0.28		0.23		0.81		583		5.9		164578.0
10.001 - 10.500		0.00		0.00		0.00		0.00		0.00		0.08		0.08		0.02		0.12		0.15		0.45		585		5.8		133904.0
10.501 - 11.000		0.00		0.00		0.00		0.00		0.00		0.00		0.15		0.04		0.04		0.49		0.73		637		5.9		102561.0
11.001 - 11.500		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.01		0.00		0.26		0.27		652		6.0		71348.0
11.501 - 12.000		0.00		0.00		0.00		0.00		0.00		0.01		0.02		0.00		0.00		0.24		0.26		624		6.0		71427.0
12.001 - 12.500		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.07		0.07		636		0.0		63628.0
Total:		0.00		0.02		0.20		0.41		0.73		3.49		7.40		54.77		20.36		12.62		100.00		638		5.8		250914.0

Here’s what we like to see:

The percentages per table should add up to 100% (denominator = corresponding aggregate collateral pool balance)
For example, if the collateral matices are for group II collateral, denominator to be used for all the % should be as of aggregate group II collateral balance)

FICO & Documentation

FICO Score	Full DOC	Limited Doc	Stated Doc	All Docs	Avg Prin Bal	Current LTV
(50 increment)
0 - 499
500-550
551-600
601-650
651-700
701-750
751-800
801-850
Total

LTV & FICO

Current LTV	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Avg Prin Bal	WAC	Gross Margin
(10 increment)
.01 - 10.00
10.01-20
20.01-30
30.01-40
40.01-50
50.01-60
60.01-70
70.01-80
80.01-90
90.01-100
Total

Prin Balance & FICO

Prin Balance	FICO NA	FICO 500-550	551-600	601-650	651-700	701-750	751-800	801-850	total	Current LTV	WAC	Gross Margin
(50,000 increments)
$1 - $50,000
$50,001 - $100,000
$100,001 - $150,000
$150,001 - $200,000
$200,001 - $250,000
$250,001 - $300,000
$300,001 - $350,000
$350,001 - $400,000
$400,001 - $450,000
$450,001 - $500,000
$500,001 - $550,000
$550,001 - $600,000
$600,001 - $650,000
$650,001 - $700,000
$700,001 - $750,000
total

Prepayment Penalty & FICO

Prepayment Penalty	FICO NA		FICO 500-550		551-600		601-650		651-700		701-750		751-800		801-850		total		Current LTV		WAC		Gross Margin		Avg Prin Bal
(whatever increments)
0		0.00		2.30		4.07		8.22		7.79		3.26		0.75		0.00		26.38		83.38		7.53		5.38		237386.00
12		0.00		0.34		1.22		1.88		1.66		0.43		0.08		0.04		5.67		78.53		7.07		6.00		317253.00
24		0.00		3.32		6.12		12.92		8.83		3.18		0.65		0.04		35.06		81.82		7.06		6.00		255168.00
36		0.00		3.03		5.64		9.85		7.60		3.94		2.72		0.11		32.88		77.54		6.57		6.00		248895.00
total		0.00		8.99		17.05		32.87		25.88		10.81		4.20		0.19		100.00		80.64		7.02		5.82		250914.00

Mortg Rates & FICO

Mortg Rates	FICO NA		FICO 500-550		551-600		601-650		651-700		701-750		751-800		801-850		total		Current LTV		WAC		Gross Margin		Avg Prin Bal
(50 bps increment)
5.001 - 5.500		0.00		0.04		0.19		1.31		1.31		1.55		1.85		0.11		6.35		69.60		5.31		5.97		412712.00
5.501 - 6.000		0.00		0.23		1.52		4.88		5.19		1.64		0.75		0.04		14.26		76.69		5.81		5.95		322983.00
6.001 - 6.500		0.00		0.61		1.81		5.52		5.46		2.38		0.47		0.04		16.28		77.93		6.29		5.82		289578.00
6.501 - 7.000		0.00		1.29		2.36		6.95		6.06		2.33		0.50		0.00		19.49		80.17		6.78		5.84		259942.00
7.001 - 7.500		0.00		1.27		2.79		4.54		3.78		1.50		0.25		0.00		14.13		81.17		7.28		5.77		243915.00
7.501 - 8.000		0.00		2.16		3.10		4.59		2.24		0.62		0.21		0.00		12.92		84.71		7.77		5.73		222007.00
8.001 - 8.500		0.00		1.05		2.25		2.11		0.79		0.31		0.08		0.00		6.58		86.45		8.27		5.86		208364.00
8.501 - 9.000		0.00		1.37		1.46		1.69		0.58		0.12		0.05		0.00		5.26		88.37		8.77		5.81		216028.00
9.001 - 9.500		0.00		0.38		0.99		0.59		0.05		0.13		0.01		0.00		2.14		88.88		9.24		5.73		181567.00
9.501 - 10.000		0.00		0.23		0.35		0.13		0.04		0.02		0.03		0.00		0.81		85.96		9.72		5.85		164578.00
10.001 - 10.500		0.00		0.14		0.18		0.07		0.05		0.01		0.00		0.00		0.45		81.34		10.33		6.00		133904.00
10.501 - 11.000		0.00		0.19		0.05		0.15		0.13		0.20		0.02		0.00		0.73		90.88		10.74		6.00		102561.00
11.001 - 11.500		0.00		0.01		0.00		0.06		0.20		0.01		0.00		0.00		0.27		99.38		11.23		6.00		71348.00
11.501 - 12.000		0.00		0.03		0.00		0.22		0.01		0.00		0.00		0.00		0.26		96.41		11.86		6.00		71427.00
12.001 - 12.500		0.00		0.00		0.00		0.07		0.00		0.00		0.00		0.00		0.07		99.99		12.16		0.00		63628.00
Total:		0.00		8.99		17.05		32.87		25.88		10.81		4.20		0.19		100.00		80.64		7.02		5.82		250914.00

Mortg Rates & LTV

Mortg Rates	.01-10		10.01-20		20.01-30		30.01-40		40.01-50		50.01-60		60.01-70		70.01-80		80.01-90		90.01-100		total		avg FICO		Gross Margin		Avg Prin Bal
(50 bps increment)
4.501 - 5.000		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0		0.0		0.0
5.001 - 5.500		0.00		0.00		0.10		0.24		0.23		0.91		1.23		2.95		0.65		0.05		6.35		705		5.9		412712.0
5.501 - 6.000		0.00		0.00		0.07		0.00		0.13		0.71		1.90		9.35		1.93		0.15		14.26		655		5.9		322983.0
6.001 - 6.500		0.00		0.00		0.02		0.04		0.21		0.63		1.11		11.96		2.06		0.26		16.28		652		5.8		289578.0
6.501 - 7.000		0.00		0.01		0.01		0.07		0.03		0.44		0.99		14.04		2.82		1.08		19.49		644		5.8		259942.0
7.001 - 7.500		0.00		0.00		0.01		0.03		0.09		0.33		0.53		8.56		3.46		1.12		14.13		633		5.8		243915.0
7.501 - 8.000		0.00		0.00		0.00		0.02		0.02		0.18		0.59		4.94		3.88		3.29		12.92		611		5.7		222007.0
8.001 - 8.500		0.00		0.01		0.00		0.00		0.01		0.12		0.40		1.49		2.38		2.17		6.58		603		5.8		208364.0
8.501 - 9.000		0.00		0.00		0.00		0.01		0.00		0.02		0.19		0.95		2.10		2.00		5.26		593		5.9		216028.0
9.001 - 9.500		0.00		0.00		0.00		0.00		0.01		0.04		0.11		0.27		0.65		1.06		2.14		591		5.8		181567.0
9.501 - 10.000		0.00		0.00		0.00		0.00		0.00		0.01		0.10		0.19		0.28		0.23		0.81		583		5.9		164578.0
10.001 - 10.500		0.00		0.00		0.00		0.00		0.00		0.08		0.08		0.02		0.12		0.15		0.45		585		5.8		133904.0
10.501 - 11.000		0.00		0.00		0.00		0.00		0.00		0.00		0.15		0.04		0.04		0.49		0.73		637		5.9		102561.0
11.001 - 11.500		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.01		0.00		0.26		0.27		652		6.0		71348.0
11.501 - 12.000		0.00		0.00		0.00		0.00		0.00		0.01		0.02		0.00		0.00		0.24		0.26		624		6.0		71427.0
12.001 - 12.500		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.00		0.07		0.07		636		0.0		63628.0
Total:		0.00		0.02		0.20		0.41		0.73		3.49		7.40		54.77		20.36		12.62		100.00		638		5.8		250914.0