First NLC Securitization Trust 2005-4
Issuer
First NLC Securitization, Inc.
Depositor
DISCLAIMER
The issuer has filed a registration statement (including a prospectus) with the Securities and Exchange Commission (“SEC”) for the offering to which this communication relates with a file number of 333-127919. Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting EDGAR on the SEC web site at www.sec.gov. Alternatively, the issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling (703) 469-1225.
COMPUTATIONAL MATERIALS
This presentation contains tables and other statistical analyses (the “Computational Materials”). These Computational Materials have been prepared by Friedman, Billings, Ramsey & Co., Inc. (“FBR”) in reliance upon information furnished by the issuer of the securities and its affiliates. These Computational Materials are furnished to you solely by FBR and not by the issuer of the securities. They may not be provided to any third party other than the addressee’s legal, tax, financial and/or accounting advisors for the purposes of evaluating said material.
Numerous assumptions were used in preparing the Computational Materials which may or may not be reflected therein. As such, no assurance can be given as to the Computational Materials’ appropriateness in any particular context. In addition, no assurance can be given as to whether the Computational Materials and/or the assumptions upon which they are based reflect present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions or as legal, tax, financial or accounting advice.
Any weighted average lives, yields and principal payment periods shown in the Computational Materials are based on prepayment assumptions, and changes in such prepayment assumptions may dramatically affect such weighted average lives, yields and principal payment periods. In addition, it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the attached Computational Materials. Furthermore, unless otherwise provided, the Computational Materials assume no losses on the underlying assets and no interest shortfall.
If the Computational Materials were generated using a hypothetical group of mortgage loans, the specific characteristics of the securities may differ from those shown in the Computational Materials due to differences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. If these Computational Materials are based only on a statistical pool of mortgage loans expected to be included in the trust along with other mortgage loans on the closing date, the specific characteristics of these securities also may differ from those shown in the Computational Materials. A statistical pool may not necessarily represent a statistically relevant population, notwithstanding any contrary references herein. Although FBR believes the information with respect to the statistical pool will be representative of the final pool of mortgage loans, the collateral characteristics of the final pool may nonetheless vary from the collateral characteristics of the statistical pool. Certain mortgage loans contained in a statistical pool or the actual pool may be deleted from the final pool of mortgage loans delivered to the trust on the closing date.
Deal Name: FNLC 2005-4
We would like to see the following data on the aggregate collateral and on all of the groups in the deal.
| Aggregate Pool | Fixed | ARM | ||||||||||
gross WAC (%) | 7.684 | % | 8.415 | % | 7.520 | % | ||||||
wtd avg FICO | 629 | 635 | 627 | |||||||||
FICO < 600 (%) | 28.39 | % | 24.24 | % | 29.32 | % | ||||||
FICO 600-650 (%) | 36.90 | % | 36.83 | % | 36.92 | % | ||||||
wtd avg CLTV (%) | 81.03 | % | 83.62 | % | 80.45 | % | ||||||
CLTV = 80 (%) | 41.17 | % | 16.77 | % | 46.64 | % | ||||||
CLTV > 80.01 (%) (include only 2nd liens in pool) | 32.16 | % | 51.10 | % | 27.91 | % | ||||||
LTV 95.01 -100 (%) | 9.72 | % | 30.74 | % | 5.01 | % | ||||||
Full Doc (%) | 42.82 | % | 52.89 | % | 40.57 | % | ||||||
Stated Doc (%) | 56.95 | % | 45.98 | % | 59.42 | % | ||||||
purch (%) | 39.92 | % | 29.84 | % | 42.18 | % | ||||||
CO refi (%) | 58.08 | % | 67.03 | % | 56.07 | % | ||||||
Own Occ (%) | 96.89 | % | 96.62 | % | 96.95 | % | ||||||
Prepay Penalty (%) | 71.42 | % | 70.21 | % | 71.70 | % | ||||||
wtd avg DTI (%) | 43.99 | % | 42.84 | % | 44.25 | % | ||||||
ARM ? (%) | 81.69 | % | 0.00 | % | 100.00 | % | ||||||
2/28 (%) | 48.29 | % | 0.00 | % | 59.12 | % | ||||||
3/27 (%) | 32.51 | % | 0.00 | % | 39.79 | % | ||||||
1st Lien (%) | 95.10 | % | 73.24 | % | 100.00 | % | ||||||
Avg Loan Balance | $ | 181,457.00 | $ | 108,318.00 | $ | 213,824.00 | ||||||
# of Loans | 4,267 | 1,309 | 2,958 | |||||||||
Loan Bal < $100k (%) | 10.05 | % | 31.31 | % | 5.28 | % | ||||||
Mtg Rates > 12% (%) | 0.74 | % | 4.03 | % | 0.00 | % | ||||||
Manuf Housing (%) | 0.06 | % | 0.08 | % | 0.06 | % | ||||||
(%) & largest state code | CA | (28.94 | )% | CA | (23.75 | )% | CA | (30.11 | )% | |||
silent 2nd (%) | 32.84 | % | 5.21 | % | 39.03 | % | ||||||
IO loans (%) | 30.78 | % | 5.78 | % | 36.38 | % | ||||||
5yr IO (%) | 30.78 | % | 5.78 | % | 36.38 | % | ||||||
2 yr IO (%) | 0.00 | % | 0.00 | % | 0.00 | % | ||||||
IO: FICO | 657 | 666 | 657 | |||||||||
IO LTV (%) | 80.77 | % | 77.98 | % | 80.87 | % | ||||||
IO DTI (%) | 44.51 | % | 43.12 | % | 44.56 | % | ||||||
IO full doc (%) | 10.19 | % | 3.35 | % | 11.73 | % | ||||||
IO: purch (%) | 16.08 | % | 0.20 | % | 19.64 | % | ||||||
DTI buckets < 35% | 11.53 | % | 15.47 | % | 10.65 | % | ||||||
35-40% | 10.51 | % | 13.76 | % | 9.79 | % | ||||||
40-45% | 22.22 | % | 21.90 | % | 22.29 | % | ||||||
45-50% | 45.69 | % | 38.25 | % | 47.36 | % | ||||||
50-55% | 10.03 | % | 10.62 | % | 9.90 | % | ||||||
55+% | 0.01 | % | 0.00 | % | 0.01 | % | ||||||
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 (50 increment) | Full DOC | Limited Doc | Stated Doc | All Docs | Avg Prin Bal | Current LTV | ||||||
0 - 499 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||||||
500-550 | 7.80 | 0.00 | 3.38 | 11.18 | 160,617.16 | 74.41 | ||||||
551-600 | 9.84 | 0.00 | 7.37 | 17.21 | 181,078.71 | 80.58 | ||||||
601-650 | 13.54 | 0.00 | 22.55 | 36.18 | 177,423.02 | 81.58 | ||||||
651-700 | 8.97 | 0.00 | 15.96 | 25.02 | 192,155.53 | 82.54 | ||||||
701-750 | 2.24 | 0.00 | 5.87 | 8.15 | 197,813.44 | 83.41 | ||||||
751-800 | 0.42 | 0.00 | 1.64 | 2.06 | 199,448.49 | 82.77 | ||||||
801-850 | 0.01 | 0.00 | 0.19 | 0.20 | 254,904.95 | 85.44 | ||||||
Total | 42.82 | 0.00 | 56.95 | 100.00 | 181,457.25 | 81.03 | ||||||
LTV & FICO
Current LTV (10 increment) | FICO NA | FICO 500-550 | 551-600 | 601-650 | 651-700 | 701-750 | 751-800 | 801-850 | total | Avg Prin Bal | WAC | Gross Margin | ||||||||||||
.01 -10.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||||||||||||
10.01-20 | 0.00 | 0.00 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 86,218.50 | 7.332 | 6.600 | ||||||||||||
20.01-30 | 0.00 | 0.08 | 0.02 | 0.03 | 0.01 | 0.00 | 0.00 | 0.00 | 0.13 | 115,974.81 | 8.216 | 7.537 | ||||||||||||
30.01-40 | 0.00 | 0.08 | 0.10 | 0.12 | 0.03 | 0.00 | 0.00 | 0.00 | 0.33 | 107,755.85 | 7.635 | 7.469 | ||||||||||||
40.01-50 | 0.00 | 0.33 | 0.18 | 0.31 | 0.19 | 0.02 | 0.00 | 0.01 | 1.04 | 157,707.57 | 7.400 | 6.885 | ||||||||||||
50.01-60 | 0.00 | 0.68 | 0.56 | 0.57 | 0.32 | 0.09 | 0.08 | 0.00 | 2.30 | 176,181.32 | 7.368 | 6.791 | ||||||||||||
60.01-70 | 0.00 | 2.08 | 1.83 | 1.72 | 0.64 | 0.22 | 0.00 | 0.00 | 6.50 | 192,043.02 | 7.453 | 6.929 | ||||||||||||
70.01-80 | 0.00 | 6.32 | 7.25 | 22.34 | 15.20 | 5.05 | 1.28 | 0.08 | 57.52 | 211,162.30 | 7.388 | 6.720 | ||||||||||||
80.01-90 | 0.00 | 1.87 | 6.07 | 6.55 | 4.56 | 1.19 | 0.30 | 0.07 | 20.62 | 199,789.63 | 7.797 | 7.135 | ||||||||||||
90.01-100 | 0.00 | 0.03 | 1.68 | 4.46 | 3.60 | 1.41 | 0.32 | 0.04 | 11.54 | 98,186.66 | 9.171 | 7.277 | ||||||||||||
Total | 0.00 | 11.48 | 17.71 | 36.11 | 24.54 | 7.98 | 1.98 | 0.20 | 100.00 | 181,457.25 | 7.684 | 6.863 | ||||||||||||
| Prin Balance & FICO | ||||||||||||||||||||||||
Prin Balance (50,000 increments) | FICO NA | FICO 500-550 | 551-600 | 601-650 | 651-700 | 701-750 | 751-800 | 801-850 | total | Current LTV | WAC | Gross Margin | ||||||||||||
$1 - $50,000 | 0.00 | 0.04 | 0.07 | 0.86 | 0.34 | 0.13 | 0.05 | 0.00 | 1.50 | 95.85 | 10.717 | 7.886 | ||||||||||||
$50,001 - $100,000 | 0.00 | 1.55 | 1.75 | 3.00 | 1.82 | 0.50 | 0.16 | 0.02 | 8.80 | 84.60 | 8.901 | 7.556 | ||||||||||||
$100,001 - $150,000 | 0.00 | 2.53 | 2.92 | 4.75 | 2.69 | 0.67 | 0.08 | 0.00 | 13.64 | 80.38 | 7.920 | 7.151 | ||||||||||||
$150,001 - $200,000 | 0.00 | 2.34 | 2.83 | 5.14 | 3.11 | 1.32 | 0.31 | 0.00 | 15.05 | 80.37 | 7.740 | 6.937 | ||||||||||||
$200,001 - $250,000 | 0.00 | 1.43 | 2.72 | 5.10 | 4.10 | 1.24 | 0.21 | 0.06 | 14.87 | 80.35 | 7.447 | 6.881 | ||||||||||||
$250,001 - $300,000 | 0.00 | 1.24 | 2.29 | 4.57 | 3.73 | 1.28 | 0.24 | 0.00 | 13.36 | 80.45 | 7.414 | 6.815 | ||||||||||||
$300,001 - $350,000 | 0.00 | 0.83 | 1.58 | 3.56 | 1.89 | 0.74 | 0.26 | 0.04 | 8.91 | 80.01 | 7.316 | 6.761 | ||||||||||||
$350,001 - $400,000 | 0.00 | 0.71 | 1.25 | 2.82 | 2.26 | 0.72 | 0.29 | 0.00 | 8.06 | 80.54 | 7.400 | 6.707 | ||||||||||||
$400,001 - $450,000 | 0.00 | 0.55 | 0.89 | 1.99 | 1.82 | 0.60 | 0.11 | 0.00 | 5.97 | 80.25 | 7.359 | 6.639 | ||||||||||||
$450,001 - $500,000 | 0.00 | 0.25 | 0.62 | 2.29 | 1.62 | 0.48 | 0.13 | 0.00 | 5.39 | 80.63 | 7.223 | 6.409 | ||||||||||||
$500,001 - $550,000 | 0.00 | 0.00 | 0.48 | 1.01 | 0.27 | 0.07 | 0.07 | 0.00 | 1.89 | 83.05 | 7.338 | 6.766 | ||||||||||||
$550,001 - $600,000 | 0.00 | 0.00 | 0.29 | 0.67 | 0.30 | 0.22 | 0.08 | 0.07 | 1.63 | 82.62 | 7.058 | 6.536 | ||||||||||||
$600,001 - $650,000 | 0.00 | 0.00 | 0.00 | 0.25 | 0.40 | 0.00 | 0.00 | 0.00 | 0.65 | 76.56 | 7.169 | 6.697 | ||||||||||||
$650,001 - $700,000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.09 | 0.00 | 0.00 | 0.00 | 0.09 | 84.98 | 6.750 | 6.000 | ||||||||||||
$700,001 - $750,000 | 0.00 | 0.00 | 0.00 | 0.09 | 0.09 | 0.00 | 0.00 | 0.00 | 0.19 | 72.73 | 6.873 | 5.998 | ||||||||||||
total | 0.00 | 11.48 | 17.71 | 36.11 | 24.54 | 7.98 | 1.98 | 0.20 | 100.00 | 81.03 | 7.684 | 6.863 | ||||||||||||
Prepayment Penalty & FICO
Prepayment Penalty Term (whatever increments) | 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 | |||||||||||||
0 | 0.00 | 3.62 | 5.61 | 9.71 | 6.51 | 2.43 | 0.56 | 0.13 | 28.58 | 82.06 | 7.899 | 6.832 | 158,261.98 | |||||||||||||
12 | 0.00 | 0.74 | 0.86 | 2.73 | 1.98 | 0.74 | 0.16 | 0.00 | 7.22 | 80.84 | 7.643 | 6.795 | 238,016.80 | |||||||||||||
24 | 0.00 | 3.14 | 5.61 | 14.44 | 8.80 | 2.99 | 0.77 | 0.06 | 35.80 | 80.39 | 7.436 | 6.739 | 222,304.14 | |||||||||||||
36 | 0.00 | 3.97 | 5.63 | 9.22 | 7.25 | 1.82 | 0.49 | 0.01 | 28.40 | 80.83 | 7.790 | 7.167 | 158,529.66 | |||||||||||||
total | 0.00 | 11.48 | 17.71 | 36.11 | 24.54 | 7.98 | 1.98 | 0.20 | 100.00 | 81.03 | 7.684 | 6.863 | 181,457.25 | |||||||||||||
| Mortg Rates & FICO | ||||||||||||||||||||||||||
Mortg Rates (50 bps increment) | 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 | |||||||||||||
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 | 0.00 | 0.00 | |||||||||||||
5.001 - 5.500 | 0.00 | 0.00 | 0.00 | 0.04 | 0.08 | 0.05 | 0.00 | 0.00 | 0.16 | 80.00 | 5.500 | 4.985 | 424,498.12 | |||||||||||||
5.501 - 6.000 | 0.00 | 0.00 | 0.02 | 0.45 | 0.57 | 0.44 | 0.00 | 0.00 | 1.48 | 79.40 | 5.903 | 5.109 | 259,669.27 | |||||||||||||
6.001 - 6.500 | 0.00 | 0.24 | 0.70 | 2.89 | 3.59 | 1.52 | 0.34 | 0.00 | 9.27 | 77.37 | 6.360 | 5.770 | 245,026.24 | |||||||||||||
6.501 - 7.000 | 0.00 | 0.41 | 2.05 | 7.73 | 7.39 | 2.34 | 0.45 | 0.06 | 20.44 | 78.98 | 6.839 | 6.267 | 229,672.10 | |||||||||||||
7.001 - 7.500 | 0.00 | 0.93 | 3.70 | 8.25 | 5.87 | 1.62 | 0.71 | 0.12 | 21.19 | 79.46 | 7.302 | 6.759 | 225,655.01 | |||||||||||||
7.501 - 8.000 | 0.00 | 2.51 | 4.46 | 8.21 | 3.58 | 0.81 | 0.18 | 0.00 | 19.75 | 80.79 | 7.792 | 7.067 | 203,306.70 | |||||||||||||
8.001 - 8.500 | 0.00 | 2.46 | 2.65 | 3.67 | 1.20 | 0.30 | 0.04 | 0.01 | 10.33 | 81.54 | 8.296 | 7.628 | 175,786.53 | |||||||||||||
8.501 - 9.000 | 0.00 | 2.76 | 2.57 | 1.70 | 0.50 | 0.17 | 0.07 | 0.00 | 7.77 | 81.85 | 8.782 | 8.042 | 158,699.57 | |||||||||||||
9.001 - 9.500 | 0.00 | 1.29 | 0.82 | 0.73 | 0.26 | 0.14 | 0.02 | 0.00 | 3.25 | 85.06 | 9.296 | 8.309 | 125,322.84 | |||||||||||||
9.501 - 10.000 | 0.00 | 0.74 | 0.49 | 0.44 | 0.50 | 0.26 | 0.07 | 0.01 | 2.52 | 90.76 | 9.796 | 8.207 | 96,951.69 | |||||||||||||
10.001 - 10.500 | 0.00 | 0.10 | 0.11 | 0.39 | 0.47 | 0.17 | 0.08 | 0.00 | 1.33 | 97.50 | 10.264 | 7.796 | 68,014.91 | |||||||||||||
10.501 - 11.000 | 0.00 | 0.05 | 0.09 | 0.43 | 0.29 | 0.09 | 0.03 | 0.00 | 0.97 | 97.76 | 10.798 | 7.763 | 59,332.12 | |||||||||||||
11.001 - 11.500 | 0.00 | 0.00 | 0.00 | 0.30 | 0.10 | 0.02 | 0.00 | 0.00 | 0.43 | 99.30 | 11.304 | 0.000 | 52,534.16 | |||||||||||||
11.501 - 12.000 | 0.00 | 0.00 | 0.04 | 0.25 | 0.05 | 0.04 | 0.00 | 0.00 | 0.38 | 99.37 | 11.798 | 0.000 | 52,913.43 | |||||||||||||
12.001 - 12.500 | 0.00 | 0.00 | 0.01 | 0.47 | 0.05 | 0.00 | 0.00 | 0.00 | 0.53 | 99.95 | 12.241 | 0.000 | 44,335.91 | |||||||||||||
12.501 - 13.000 | 0.00 | 0.00 | 0.00 | 0.15 | 0.03 | 0.00 | 0.00 | 0.00 | 0.18 | 99.75 | 12.768 | 0.000 | 50,016.66 | |||||||||||||
13.001 - 13.500 | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 99.60 | 13.152 | 0.000 | 28,897.22 | |||||||||||||
13.501 - 14.000 | 0.00 | 0.00 | 0.00 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 0.02 | 100.00 | 13.671 | 0.000 | 45,876.67 | |||||||||||||
Total: | 0.00 | 11.48 | 17.71 | 36.11 | 24.54 | 7.98 | 1.98 | 0.20 | 100.00 | 81.03 | 7.684 | 6.863 | 181,457.25 | |||||||||||||
Mortg Rates & LTV
Mortg Rates (50 bps increment) | .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 | ||||||||||||||
5.001 - 5.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.12 | 0.04 | 0.00 | 0.16 | 666 | 4.985 | 424,498.12 | ||||||||||||||
5.501 - 6.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.08 | 1.22 | 0.15 | 0.02 | 1.48 | 673 | 5.109 | 259,669.27 | ||||||||||||||
6.001 - 6.500 | 0.00 | 0.00 | 0.00 | 0.03 | 0.13 | 0.41 | 0.84 | 6.52 | 1.29 | 0.06 | 9.27 | 661 | 5.770 | 245,026.24 | ||||||||||||||
6.501 - 7.000 | 0.00 | 0.01 | 0.03 | 0.07 | 0.31 | 0.53 | 1.40 | 13.68 | 3.34 | 1.06 | 20.44 | 652 | 6.267 | 229,672.10 | ||||||||||||||
7.001 - 7.500 | 0.00 | 0.00 | 0.02 | 0.05 | 0.26 | 0.41 | 1.59 | 14.06 | 3.72 | 1.07 | 21.19 | 640 | 6.759 | 225,655.01 | ||||||||||||||
7.501 - 8.000 | 0.00 | 0.01 | 0.00 | 0.07 | 0.12 | 0.56 | 1.14 | 11.41 | 5.15 | 1.29 | 19.75 | 615 | 7.067 | 203,306.70 | ||||||||||||||
8.001 - 8.500 | 0.00 | 0.00 | 0.02 | 0.07 | 0.11 | 0.15 | 0.66 | 5.30 | 2.76 | 1.27 | 10.33 | 597 | 7.628 | 175,786.53 | ||||||||||||||
8.501 - 9.000 | 0.00 | 0.00 | 0.05 | 0.05 | 0.06 | 0.20 | 0.57 | 3.47 | 2.16 | 1.22 | 7.77 | 579 | 8.042 | 158,699.57 | ||||||||||||||
9.001 - 9.500 | 0.00 | 0.00 | 0.02 | 0.00 | 0.00 | 0.03 | 0.14 | 1.12 | 1.29 | 0.65 | 3.25 | 582 | 8.309 | 125,322.84 | ||||||||||||||
9.501 - 10.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 0.01 | 0.07 | 0.51 | 0.51 | 1.38 | 2.52 | 613 | 8.207 | 96,951.69 | ||||||||||||||
10.001 - 10.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | 0.15 | 1.12 | 1.33 | 656 | 7.796 | 68,014.91 | ||||||||||||||
10.501 - 11.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.06 | 0.03 | 0.87 | 0.97 | 643 | 7.763 | 59,332.12 | ||||||||||||||
11.001 - 11.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.42 | 0.43 | 644 | 0.000 | 52,534.16 | ||||||||||||||
11.501 - 12.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.37 | 0.38 | 636 | 0.000 | 52,913.43 | ||||||||||||||
12.001 - 12.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.53 | 0.53 | 625 | 0.000 | 44,335.91 | ||||||||||||||
12.001 - 13.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.18 | 0.18 | 636 | 0.000 | 50,016.66 | ||||||||||||||
13.001 - 13.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.01 | 622 | 0.000 | 28,897.22 | ||||||||||||||
13.501 - 14.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.02 | 641 | 0.000 | 45,876.67 | ||||||||||||||
Total: | 0.00 | 0.02 | 0.13 | 0.33 | 1.04 | 2.30 | 6.50 | 57.52 | 20.62 | 11.54 | 100.00 | 629 | 6.863 | 181,457.25 | ||||||||||||||
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 (50 increment) | Full DOC | Limited Doc | Stated Doc | All Docs | Avg Prin Bal | Current LTV | ||||||
0 - 499 | 0.00 | 0.00 | 0.06 | 0.06 | 245,481.69 | 70.00 | ||||||
500-550 | 5.95 | 0.00 | 1.93 | 7.88 | 129,900.26 | 73.35 | ||||||
551-600 | 11.06 | 0.00 | 5.28 | 16.36 | 145,924.28 | 78.52 | ||||||
601-650 | 17.31 | 0.00 | 18.52 | 36.23 | 92,884.36 | 84.64 | ||||||
651-700 | 14.65 | 0.00 | 13.23 | 28.35 | 109,819.00 | 86.49 | ||||||
701-750 | 3.00 | 0.00 | 5.39 | 8.64 | 111,324.44 | 87.80 | ||||||
751-800 | 0.88 | 0.00 | 1.56 | 2.44 | 104,945.31 | 87.84 | ||||||
801-850 | 0.04 | 0.00 | 0.06 | 0.10 | 73,542.50 | 76.09 | ||||||
Total | 52.89 | 0.00 | 45.98 | 100.00 | 108,317.92 | 83.62 | ||||||
LTV & FICO
Current LTV (10 increment) | FICO NA | FICO 500-550 | 551-600 | 601-650 | 651-700 | 701-750 | 751-800 | 801-850 | total | Avg Prin Bal | WAC | Gross Margin | ||||||||||||
.01 - 10.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||||||||||||
10.01-20 | 0.00 | 0.00 | 0.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.07 | 92,438.00 | 7.750 | 0.000 | ||||||||||||
20.01-30 | 0.00 | 0.04 | 0.00 | 0.14 | 0.06 | 0.00 | 0.00 | 0.00 | 0.24 | 86,500.00 | 7.897 | 0.000 | ||||||||||||
30.01-40 | 0.00 | 0.06 | 0.22 | 0.35 | 0.09 | 0.00 | 0.00 | 0.00 | 0.71 | 111,931.67 | 7.100 | 0.000 | ||||||||||||
40.01-50 | 0.00 | 0.32 | 0.21 | 0.42 | 0.68 | 0.10 | 0.00 | 0.04 | 1.77 | 139,586.37 | 7.013 | 0.000 | ||||||||||||
50.01-60 | 0.00 | 0.46 | 0.41 | 1.03 | 0.72 | 0.33 | 0.42 | 0.00 | 3.37 | 149,327.54 | 7.408 | 0.000 | ||||||||||||
60.01-70 | 0.00 | 1.48 | 2.16 | 3.52 | 1.61 | 0.64 | 0.00 | 0.00 | 9.42 | 180,486.91 | 7.300 | 0.000 | ||||||||||||
70.01-80 | 0.00 | 4.75 | 8.59 | 10.84 | 7.11 | 1.97 | 0.06 | 0.00 | 33.32 | 152,390.02 | 7.554 | 0.000 | ||||||||||||
80.01-90 | 0.00 | 0.85 | 5.13 | 4.05 | 6.56 | 1.27 | 0.61 | 0.00 | 18.48 | 155,947.73 | 7.672 | 0.000 | ||||||||||||
90.01-100 | 0.00 | 0.00 | 1.07 | 14.90 | 11.20 | 4.20 | 1.19 | 0.06 | 32.62 | 66,746.24 | 10.252 | 0.000 | ||||||||||||
Total | 0.00 | 7.96 | 17.86 | 35.26 | 28.04 | 8.51 | 2.28 | 0.10 | 100.00 | 108,317.92 | 8.415 | 0.000 | ||||||||||||
| Prin Balance & FICO | ||||||||||||||||||||||||
Prin Balance (50,000 increments) | FICO NA | FICO 500-550 | 551-600 | 601-650 | 651-700 | 701-750 | 751-800 | 801-850 | total | Current LTV | WAC | Gross Margin | ||||||||||||
$1 - $50,000 | 0.00 | 0.09 | 0.21 | 4.50 | 1.84 | 0.62 | 0.29 | 0.00 | 7.55 | 97.68 | 10.874 | 0.000 | ||||||||||||
$50,001 - $100,000 | 0.00 | 1.95 | 3.38 | 9.44 | 6.57 | 2.07 | 0.81 | 0.10 | 24.32 | 88.96 | 9.591 | 0.000 | ||||||||||||
$100,001 - $150,000 | 0.00 | 2.07 | 3.66 | 6.34 | 5.56 | 1.51 | 0.07 | 0.00 | 19.22 | 82.56 | 8.187 | 0.000 | ||||||||||||
$150,001 - $200,000 | 0.00 | 2.12 | 2.71 | 5.54 | 4.58 | 1.91 | 0.13 | 0.00 | 16.98 | 81.81 | 8.065 | 0.000 | ||||||||||||
$200,001 - $250,000 | 0.00 | 0.61 | 3.24 | 3.90 | 2.79 | 1.39 | 0.15 | 0.00 | 12.08 | 79.28 | 7.317 | 0.000 | ||||||||||||
$250,001 - $300,000 | 0.00 | 0.59 | 2.38 | 1.59 | 1.57 | 0.78 | 0.00 | 0.00 | 6.91 | 75.98 | 7.357 | 0.000 | ||||||||||||
$300,001 - $350,000 | 0.00 | 0.22 | 1.58 | 1.19 | 1.15 | 0.24 | 0.24 | 0.00 | 4.61 | 77.47 | 7.140 | 0.000 | ||||||||||||
$350,001 - $400,000 | 0.00 | 0.00 | 0.00 | 0.82 | 1.28 | 0.00 | 0.27 | 0.00 | 2.38 | 73.85 | 7.069 | 0.000 | ||||||||||||
$400,001 - $450,000 | 0.00 | 0.31 | 0.32 | 1.20 | 0.89 | 0.00 | 0.30 | 0.00 | 3.02 | 78.37 | 7.353 | 0.000 | ||||||||||||
$450,001 - $500,000 | 0.00 | 0.00 | 0.00 | 0.35 | 1.36 | 0.00 | 0.00 | 0.00 | 1.72 | 83.42 | 6.967 | 0.000 | ||||||||||||
$500,001 - $550,000 | 0.00 | 0.00 | 0.39 | 0.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.77 | 72.44 | 7.373 | 0.000 | ||||||||||||
$550,001 - $600,000 | — | — | — | — | — | — | — | — | — | — | — | — | ||||||||||||
$600,001 - $650,000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.45 | 0.00 | 0.00 | 0.00 | 0.45 | 74.91 | 6.90 | 0.00 | ||||||||||||
total | 0.00 | 7.96 | 17.86 | 35.26 | 28.04 | 8.51 | 2.28 | 0.10 | 100.00 | 83.62 | 8.415 | 0.000 | ||||||||||||
Prepayment Penalty & FICO
Prepayment Penalty Term (whatever increments) | 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 | |||||||||||||
0 | 0.00 | 2.46 | 6.37 | 10.90 | 7.35 | 2.17 | 0.53 | 0.00 | 29.79 | 85.65 | 8.809 | 0.000 | 84,651.10 | |||||||||||||
12 | 0.00 | 0.22 | 0.64 | 0.93 | 0.81 | 0.12 | 0.30 | 0.00 | 3.02 | 85.40 | 9.152 | 0.000 | 112,833.38 | |||||||||||||
24 | 0.00 | 0.41 | 1.05 | 4.20 | 2.47 | 0.91 | 0.19 | 0.06 | 9.29 | 88.08 | 9.057 | 0.000 | 104,539.11 | |||||||||||||
36 | 0.00 | 4.86 | 9.80 | 19.22 | 17.41 | 5.31 | 1.25 | 0.04 | 57.89 | 81.76 | 8.071 | 0.000 | 127,070.68 | |||||||||||||
total | 0.00 | 7.96 | 17.86 | 35.26 | 28.04 | 8.51 | 2.28 | 0.10 | 100.00 | 83.62 | 8.415 | 0.000 | 108,317.92 | |||||||||||||
| Mortg Rates & FICO | ||||||||||||||||||||||||||
Mortg Rates (50 bps increment) | 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 | |||||||||||||
5.501 - 6.000 | 0.00 | 0.00 | 0.00 | 0.25 | 0.12 | 0.11 | 0.00 | 0.00 | 0.48 | 78.92 | 5.966 | 0.000 | 227,379.08 | |||||||||||||
6.001 - 6.500 | 0.00 | 0.08 | 0.73 | 2.43 | 3.15 | 1.32 | 0.52 | 0.00 | 8.23 | 74.12 | 6.411 | 0.000 | 216,113.51 | |||||||||||||
6.501 - 7.000 | 0.00 | 0.35 | 1.56 | 5.75 | 8.63 | 1.57 | 0.13 | 0.00 | 17.99 | 75.25 | 6.830 | 0.000 | 178,354.51 | |||||||||||||
7.001 - 7.500 | 0.00 | 0.52 | 3.50 | 5.03 | 3.55 | 1.14 | 0.44 | 0.00 | 14.19 | 76.18 | 7.320 | 0.000 | 163,517.55 | |||||||||||||
7.501 - 8.000 | 0.00 | 1.17 | 4.98 | 4.98 | 1.66 | 0.20 | 0.15 | 0.00 | 13.14 | 79.98 | 7.781 | 0.000 | 153,933.06 | |||||||||||||
8.001 - 8.500 | 0.00 | 1.81 | 2.08 | 2.36 | 1.45 | 0.28 | 0.00 | 0.04 | 8.02 | 81.61 | 8.314 | 0.000 | 132,267.50 | |||||||||||||
8.501 - 9.000 | 0.00 | 1.42 | 2.69 | 0.98 | 0.45 | 0.46 | 0.00 | 0.00 | 6.00 | 81.24 | 8.786 | 0.000 | 123,311.87 | |||||||||||||
9.001 - 9.500 | 0.00 | 1.25 | 0.91 | 1.01 | 0.84 | 0.27 | 0.08 | 0.00 | 4.36 | 86.52 | 9.324 | 0.000 | 92,362.73 | |||||||||||||
9.501 - 10.000 | 0.00 | 0.95 | 0.63 | 1.71 | 2.68 | 1.43 | 0.36 | 0.06 | 7.82 | 95.91 | 9.822 | 0.000 | 79,210.87 | |||||||||||||
10.001 - 10.500 | 0.00 | 0.22 | 0.18 | 1.94 | 2.57 | 0.86 | 0.46 | 0.00 | 6.24 | 98.92 | 10.273 | 0.000 | 64,538.78 | |||||||||||||
10.501 - 11.000 | 0.00 | 0.19 | 0.33 | 2.34 | 1.57 | 0.51 | 0.14 | 0.00 | 5.08 | 98.40 | 10.804 | 0.000 | 59,483.80 | |||||||||||||
11.001 - 11.500 | 0.00 | 0.00 | 0.00 | 1.65 | 0.56 | 0.12 | 0.00 | 0.00 | 2.33 | 99.30 | 11.304 | 0.000 | 52,534.16 | |||||||||||||
11.501 - 12.000 | 0.00 | 0.00 | 0.19 | 1.39 | 0.29 | 0.22 | 0.00 | 0.00 | 2.09 | 99.37 | 11.798 | 0.000 | 52,913.43 | |||||||||||||
12.001 - 12.500 | 0.00 | 0.00 | 0.07 | 2.55 | 0.30 | 0.00 | 0.00 | 0.00 | 2.91 | 99.95 | 12.241 | 0.000 | 44,335.91 | |||||||||||||
12.501 - 13.000 | 0.00 | 0.00 | 0.02 | 0.81 | 0.16 | 0.00 | 0.00 | 0.00 | 0.99 | 99.75 | 12.768 | 0.000 | 50,016.66 | |||||||||||||
13.001 - 13.500 | 0.00 | 0.00 | 0.00 | 0.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 99.60 | 13.152 | 0.000 | 28,897.22 | |||||||||||||
13.501 - 14.000 | 0.00 | 0.00 | 0.00 | 0.04 | 0.06 | 0.00 | 0.00 | 0.00 | 0.10 | 100.00 | 13.671 | 0.000 | 45,876.67 | |||||||||||||
Total: | 0.00 | 7.96 | 17.86 | 35.26 | 28.04 | 8.51 | 2.28 | 0.10 | 100.00 | 83.62 | 8.415 | 0.000 | 108,317.92 | |||||||||||||
| Mortg Rates & LTV | ||||||||||||||||||||||||||||
Mortg Rates (50 bps increment) | .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 | ||||||||||||||
5.501 - 6.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.37 | 0.00 | 0.11 | 0.48 | 672 | 0.000 | 227,379.08 | ||||||||||||||
6.001 - 6.500 | 0.00 | 0.00 | 0.00 | 0.07 | 0.34 | 0.80 | 1.28 | 4.01 | 1.72 | 0.00 | 8.23 | 663 | 0.000 | 216,113.51 | ||||||||||||||
6.501 - 7.000 | 0.00 | 0.00 | 0.06 | 0.34 | 0.75 | 0.53 | 3.39 | 7.61 | 4.86 | 0.44 | 17.99 | 654 | 0.000 | 178,354.51 | ||||||||||||||
7.001 - 7.500 | 0.00 | 0.00 | 0.11 | 0.14 | 0.50 | 0.95 | 2.05 | 6.32 | 3.14 | 0.98 | 14.19 | 633 | 0.000 | 163,517.55 | ||||||||||||||
7.501 - 8.000 | 0.00 | 0.07 | 0.00 | 0.12 | 0.03 | 0.34 | 1.36 | 6.06 | 3.57 | 1.60 | 13.14 | 609 | 0.000 | 153,933.06 | ||||||||||||||
8.001 - 8.500 | 0.00 | 0.00 | 0.00 | 0.04 | 0.04 | 0.24 | 0.38 | 4.27 | 1.73 | 1.33 | 8.02 | 604 | 0.000 | 132,267.50 | ||||||||||||||
8.501 - 9.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.12 | 0.31 | 0.52 | 2.55 | 1.52 | 0.99 | 6.00 | 592 | 0.000 | 123,311.87 | ||||||||||||||
9.001 - 9.500 | 0.00 | 0.00 | 0.07 | 0.00 | 0.00 | 0.14 | 0.35 | 1.00 | 0.92 | 1.89 | 4.36 | 607 | 0.000 | 92,362.73 | ||||||||||||||
9.501 - 10.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | 0.03 | 0.73 | 0.72 | 6.29 | 7.82 | 653 | 0.000 | 79,210.87 | ||||||||||||||
10.001 - 10.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 0.16 | 5.92 | 6.24 | 667 | 0.000 | 64,538.78 | ||||||||||||||
10.501 - 11.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.06 | 0.23 | 0.05 | 4.74 | 5.08 | 647 | 0.000 | 59,483.80 | ||||||||||||||
11.001 - 11.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.04 | 2.27 | 2.33 | 644 | 0.000 | 52,534.16 | ||||||||||||||
11.501 - 12.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | 2.03 | 2.09 | 636 | 0.000 | 52,913.43 | ||||||||||||||
12.001 - 12.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.91 | 2.91 | 625 | 0.000 | 44335.91 | ||||||||||||||
12.501 - 13.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.99 | 0.99 | 636 | 0.000 | 50016.66 | ||||||||||||||
13.001 - 13.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 0.04 | 622 | 0.000 | 28897.22 | ||||||||||||||
13.501 - 14.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 641 | 0.000 | 45876.67 | ||||||||||||||
Total: | 0.00 | 0.07 | 0.24 | 0.71 | 1.77 | 3.37 | 9.42 | 33.32 | 18.48 | 32.62 | 100.00 | 635 | 0.000 | 108,317.92 | ||||||||||||||
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 (50 increment) | Full DOC | Limited Doc | Stated Doc | All Docs | Avg Prin Bal | Current LTV | ||||||
0 - 499 | — | — | — | — | — | — | ||||||
500-550 | 8.22 | 0.00 | 3.71 | 11.92 | 166,448.63 | 74.57 | ||||||
551-600 | 9.57 | 0.00 | 7.83 | 17.40 | 190,765.98 | 81.01 | ||||||
601-650 | 12.70 | 0.00 | 23.46 | 36.17 | 222,988.20 | 80.89 | ||||||
651-700 | 7.70 | 0.00 | 16.57 | 24.27 | 239,095.04 | 81.50 | ||||||
701-750 | 2.07 | 0.00 | 5.97 | 8.04 | 243,333.97 | 82.35 | ||||||
751-800 | 0.32 | 0.00 | 1.66 | 1.98 | 265,801.78 | 81.36 | ||||||
801-850 | 0.00 | 0.00 | 0.22 | 0.22 | 345,586.18 | 86.44 | ||||||
Total | 40.57 | 0.00 | 59.42 | 100.00 | 213,823.51 | 80.45 | ||||||
LTV & FICO
Current LTV (10 increment) | FICO NA | FICO 500-550 | 551-600 | 601-650 | 651-700 | 701-750 | 751-800 | 801-850 | total | Avg Prin Bal | WAC | Gross Margin | ||||||||||||
.01 - 10.00 | — | — | — | — | — | — | — | — | — | — | — | — | ||||||||||||
10.01-20 | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 79,999.00 | 6.850 | 6.600 | ||||||||||||
20.01-30 | 0.00 | 0.09 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.11 | 139,554.65 | 8.373 | 7.537 | ||||||||||||
30.01-40 | 0.00 | 0.08 | 0.08 | 0.07 | 0.02 | 0.00 | 0.00 | 0.00 | 0.25 | 105,250.36 | 7.976 | 7.469 | ||||||||||||
40.01-50 | 0.00 | 0.34 | 0.17 | 0.29 | 0.08 | 0.00 | 0.00 | 0.00 | 0.87 | 167,591.86 | 7.575 | 6.885 | ||||||||||||
50.01-60 | 0.00 | 0.73 | 0.60 | 0.47 | 0.23 | 0.04 | 0.00 | 0.00 | 2.06 | 188,635.25 | 7.353 | 6.791 | ||||||||||||
60.01-70 | 0.00 | 2.22 | 1.76 | 1.32 | 0.43 | 0.12 | 0.00 | 0.00 | 5.84 | 196,591.71 | 7.508 | 6.929 | ||||||||||||
70.01-80 | 0.00 | 6.67 | 6.95 | 24.91 | 17.01 | 5.74 | 1.56 | 0.09 | 62.94 | 221,289.82 | 7.368 | 6.720 | ||||||||||||
80.01-90 | 0.00 | 2.10 | 6.28 | 7.11 | 4.11 | 1.18 | 0.24 | 0.09 | 21.10 | 211,462.28 | 7.821 | 7.135 | ||||||||||||
90.01-100 | 0.00 | 0.03 | 1.82 | 2.12 | 1.89 | 0.79 | 0.12 | 0.04 | 6.81 | 198,593.17 | 8.012 | 7.277 | ||||||||||||
Total | 0.00 | 12.27 | 17.67 | 36.30 | 23.76 | 7.86 | 1.92 | 0.22 | 100.00 | 213,823.51 | 7.520 | 6.863 | ||||||||||||
| Prin Balance & FICO | ||||||||||||||||||||||||
Prin Balance (50,000 increments) | FICO NA | FICO 500-550 | 551-600 | 601-650 | 651-700 | 701-750 | 751-800 | 801-850 | total | Current LTV | WAC | Gross Margin | ||||||||||||
$1 - $50,000 | 0.00 | 0.03 | 0.04 | 0.04 | 0.01 | 0.02 | 0.00 | 0.00 | 0.15 | 74.74 | 8.907 | 7.886 | ||||||||||||
$50,001 - $100,000 | 0.00 | 1.46 | 1.39 | 1.56 | 0.76 | 0.15 | 0.02 | 0.00 | 5.32 | 80.13 | 8.195 | 7.556 | ||||||||||||
$100,001 - $150,000 | 0.00 | 2.63 | 2.76 | 4.39 | 2.05 | 0.49 | 0.08 | 0.00 | 12.40 | 79.62 | 7.827 | 7.151 | ||||||||||||
$150,001 - $200,000 | 0.00 | 2.39 | 2.86 | 5.05 | 2.79 | 1.18 | 0.35 | 0.00 | 14.62 | 80.00 | 7.656 | 6.937 | ||||||||||||
$200,001 - $250,000 | 0.00 | 1.62 | 2.60 | 5.37 | 4.39 | 1.21 | 0.22 | 0.08 | 15.49 | 80.54 | 7.470 | 6.881 | ||||||||||||
$250,001 - $300,000 | 0.00 | 1.39 | 2.27 | 5.24 | 4.22 | 1.39 | 0.30 | 0.00 | 14.81 | 80.92 | 7.420 | 6.815 | ||||||||||||
$300,001 - $350,000 | 0.00 | 0.97 | 1.58 | 4.09 | 2.05 | 0.86 | 0.26 | 0.06 | 9.87 | 80.28 | 7.335 | 6.761 | ||||||||||||
$350,001 - $400,000 | 0.00 | 0.87 | 1.53 | 3.27 | 2.48 | 0.88 | 0.30 | 0.00 | 9.34 | 80.92 | 7.419 | 6.707 | ||||||||||||
$400,001 - $450,000 | 0.00 | 0.60 | 1.02 | 2.17 | 2.03 | 0.74 | 0.07 | 0.00 | 6.63 | 80.44 | 7.359 | 6.639 | ||||||||||||
$450,001 - $500,000 | 0.00 | 0.30 | 0.76 | 2.73 | 1.67 | 0.59 | 0.15 | 0.00 | 6.21 | 80.46 | 7.239 | 6.409 | ||||||||||||
$500,001 - $550,000 | 0.00 | 0.00 | 0.50 | 1.16 | 0.33 | 0.08 | 0.08 | 0.00 | 2.14 | 83.90 | 7.335 | 6.766 | ||||||||||||
$550,001 - $600,000 | 0.00 | 0.00 | 0.36 | 0.82 | 0.37 | 0.27 | 0.09 | 0.09 | 2.00 | 82.62 | 7.058 | 6.536 | ||||||||||||
$600,001 - $650,000 | 0.00 | 0.00 | 0.00 | 0.30 | 0.39 | 0.00 | 0.00 | 0.00 | 0.69 | 76.80 | 7.207 | 6.697 | ||||||||||||
$650,001 - $700,000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.11 | 0.00 | 0.00 | 0.00 | 0.11 | 84.98 | 6.750 | 6.000 | ||||||||||||
$700,001 - $750,000 | 0.00 | 0.00 | 0.00 | 0.11 | 0.11 | 0.00 | 0.00 | 0.00 | 0.23 | 72.73 | 6.873 | 5.998 | ||||||||||||
total | 0.00 | 12.27 | 17.67 | 36.30 | 23.76 | 7.86 | 1.92 | 0.22 | 100.00 | 80.45 | 7.520 | 6.863 | ||||||||||||
Prepayment Penalty & FICO
Prepayment Penalty Term (whatever increments) | 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 | |||||||||||||
0 | 0.00 | 3.88 | 5.43 | 9.45 | 6.32 | 2.49 | 0.57 | 0.16 | 28.30 | 81.22 | 7.684 | 6.832 | 199,120.52 | |||||||||||||
12 | 0.00 | 0.86 | 0.91 | 3.14 | 2.25 | 0.88 | 0.13 | 0.00 | 8.17 | 80.46 | 7.518 | 6.795 | 262,163.86 | |||||||||||||
24 | 0.00 | 3.75 | 6.63 | 16.74 | 10.22 | 3.45 | 0.90 | 0.06 | 41.75 | 80.01 | 7.355 | 6.739 | 235,540.89 | |||||||||||||
36 | 0.00 | 3.77 | 4.70 | 6.98 | 4.98 | 1.04 | 0.32 | 0.00 | 21.79 | 80.28 | 7.622 | 7.167 | 185,955.43 | |||||||||||||
total | 0.00 | 12.27 | 17.67 | 36.30 | 23.76 | 7.86 | 1.92 | 0.22 | 100.00 | 80.45 | 7.520 | 6.863 | 213,823.51 | |||||||||||||
| Mortg Rates & FICO | ||||||||||||||||||||||||||
Mortg Rates (50 bps increment) | 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 | |||||||||||||
5.001 - 5.500 | 0.00 | 0.00 | 0.00 | 0.05 | 0.09 | 0.06 | 0.00 | 0.00 | 0.20 | 80.00 | 5.500 | 4.985 | 424,498.12 | |||||||||||||
5.501 - 6.000 | 0.00 | 0.00 | 0.02 | 0.49 | 0.67 | 0.51 | 0.00 | 0.00 | 1.70 | 79.43 | 5.899 | 5.109 | 262,031.96 | |||||||||||||
6.001 - 6.500 | 0.00 | 0.27 | 0.69 | 2.99 | 3.69 | 1.56 | 0.30 | 0.00 | 9.51 | 78.00 | 6.350 | 5.770 | 251,558.83 | |||||||||||||
6.501 - 7.000 | 0.00 | 0.42 | 2.16 | 8.17 | 7.12 | 2.51 | 0.53 | 0.08 | 20.99 | 79.70 | 6.840 | 6.267 | 243,112.42 | |||||||||||||
7.001 - 7.500 | 0.00 | 1.02 | 3.75 | 8.98 | 6.38 | 1.72 | 0.77 | 0.14 | 22.76 | 79.92 | 7.300 | 6.759 | 238,308.83 | |||||||||||||
7.501 - 8.000 | 0.00 | 2.80 | 4.35 | 8.93 | 4.02 | 0.94 | 0.18 | 0.00 | 21.23 | 80.90 | 7.793 | 7.067 | 212,774.55 | |||||||||||||
8.001 - 8.500 | 0.00 | 2.61 | 2.77 | 3.97 | 1.14 | 0.31 | 0.05 | 0.00 | 10.85 | 81.52 | 8.293 | 7.628 | 185,929.17 | |||||||||||||
8.501 - 9.000 | 0.00 | 3.06 | 2.54 | 1.86 | 0.51 | 0.11 | 0.09 | 0.00 | 8.16 | 81.95 | 8.781 | 8.042 | 166,576.19 | |||||||||||||
9.001 - 9.500 | 0.00 | 1.30 | 0.80 | 0.66 | 0.12 | 0.11 | 0.00 | 0.00 | 3.00 | 84.58 | 9.287 | 8.309 | 141,802.90 | |||||||||||||
9.501 - 10.000 | 0.00 | 0.69 | 0.46 | 0.16 | 0.01 | 0.00 | 0.00 | 0.00 | 1.33 | 83.95 | 9.762 | 8.207 | 137,668.33 | |||||||||||||
10.001 - 10.500 | 0.00 | 0.07 | 0.10 | 0.04 | 0.00 | 0.02 | 0.00 | 0.00 | 0.23 | 88.73 | 10.209 | 7.796 | 102,031.26 | |||||||||||||
10.501 - 11.000 | 0.00 | 0.02 | 0.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | 84.24 | 10.668 | 7.763 | 56,273.12 | |||||||||||||
Total: | 0.00 | 12.27 | 17.67 | 36.30 | 23.76 | 7.86 | 1.92 | 0.22 | 100.00 | 80.45 | 7.520 | 6.863 | 213,823.51 | |||||||||||||
Mortg Rates & LTV
Mortg Rates (50 bps increment) | .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 | ||||||||||||||
5.001 - 5.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.15 | 0.05 | 0.00 | 0.20 | 666 | 4.985 | 424,498.12 | ||||||||||||||
5.501 - 6.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.10 | 1.41 | 0.18 | 0.00 | 1.70 | 673 | 5.109 | 262,031.96 | ||||||||||||||
6.001 - 6.500 | 0.00 | 0.00 | 0.00 | 0.02 | 0.08 | 0.33 | 0.75 | 7.08 | 1.19 | 0.07 | 9.51 | 661 | 5.770 | 251,558.83 | ||||||||||||||
6.501 - 7.000 | 0.00 | 0.01 | 0.02 | 0.01 | 0.22 | 0.53 | 0.95 | 15.04 | 3.00 | 1.20 | 20.99 | 652 | 6.267 | 243,112.42 | ||||||||||||||
7.001 - 7.500 | 0.00 | 0.00 | 0.00 | 0.04 | 0.21 | 0.29 | 1.48 | 15.80 | 3.85 | 1.09 | 22.76 | 641 | 6.759 | 238,308.83 | ||||||||||||||
7.501 - 8.000 | 0.00 | 0.00 | 0.00 | 0.06 | 0.15 | 0.61 | 1.09 | 12.60 | 5.50 | 1.22 | 21.23 | 616 | 7.067 | 212,774.55 | ||||||||||||||
8.001 - 8.500 | 0.00 | 0.00 | 0.02 | 0.08 | 0.13 | 0.13 | 0.72 | 5.53 | 2.99 | 1.25 | 10.85 | 596 | 7.628 | 185,929.17 | ||||||||||||||
8.501 - 9.000 | 0.00 | 0.00 | 0.06 | 0.06 | 0.05 | 0.17 | 0.58 | 3.67 | 2.30 | 1.28 | 8.16 | 577 | 8.042 | 166,576.19 | ||||||||||||||
9.001 - 9.500 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.10 | 1.15 | 1.37 | 0.38 | 3.00 | 574 | 8.309 | 141,802.90 | ||||||||||||||
9.501 - 10.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | 0.00 | 0.08 | 0.46 | 0.47 | 0.28 | 1.33 | 560 | 8.207 | 137,668.33 | ||||||||||||||
10.001 - 10.500 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.15 | 0.05 | 0.23 | 586 | 7.796 | 102,031.26 | ||||||||||||||
10.501 - 11.000 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.03 | 0.00 | 0.05 | 551 | 7.763 | 56,273.12 | ||||||||||||||
Total: | 0.00 | 0.01 | 0.11 | 0.25 | 0.87 | 2.06 | 5.84 | 62.94 | 21.10 | 6.81 | 100.00 | 627 | 6.863 | 213,823.51 | ||||||||||||||
