SEMT2004_11_Price - Price/Yield - XA1 | 1ML Libor | 2.10125 | ||||||||
6ML Libor | 2.49000 | |||||||||
Balance | 519,298,000 | Delay | 19 | WAC | 3.5005674 | WAM | 304 | |||
Coupon | 0.9563575 | Dated | 11/1/2004 | NET | 3.1456173 | WALA | 23 | |||
Settle | 11/23/2004 | First Payment | 12/20/2004 | |||||||
Price | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
| Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield |
2.28781 | 45.79 | 39.16 | 32.29 | 25.00 | 16.89 | 7.94 | (1.76) | (12.56) | (24.30) | (36.60) |
2.29781 | 45.56 | 38.93 | 32.07 | 24.78 | 16.66 | 7.71 | (1.99) | (12.79) | (24.53) | (36.83) |
2.30781 | 45.33 | 38.71 | 31.85 | 24.56 | 16.44 | 7.49 | (2.22) | (13.02) | (24.77) | (37.07) |
2.31781 | 45.10 | 38.49 | 31.63 | 24.35 | 16.22 | 7.26 | (2.45) | (13.25) | (25.00) | (37.30) |
2.32781 | 44.88 | 38.27 | 31.42 | 24.13 | 16.01 | 7.04 | (2.67) | (13.48) | (25.23) | (37.54) |
2.33781 | 44.65 | 38.05 | 31.20 | 23.92 | 15.79 | 6.82 | (2.89) | (13.71) | (25.46) | (37.77) |
2.34781 | 44.43 | 37.83 | 30.99 | 23.71 | 15.58 | 6.61 | (3.11) | (13.93) | (25.69) | (37.99) |
2.35781 | 44.21 | 37.62 | 30.78 | 23.50 | 15.37 | 6.39 | (3.33) | (14.15) | (25.92) | (38.22) |
2.36781 | 44.00 | 37.40 | 30.57 | 23.29 | 15.16 | 6.18 | (3.55) | (14.37) | (26.14) | (38.45) |
2.37781 | 43.78 | 37.19 | 30.36 | 23.08 | 14.95 | 5.96 | (3.77) | (14.59) | (26.37) | (38.67) |
2.38781 | 43.57 | 36.99 | 30.16 | 22.88 | 14.74 | 5.75 | (3.98) | (14.81) | (26.59) | (38.89) |
2.39781 | 43.36 | 36.78 | 29.95 | 22.68 | 14.54 | 5.54 | (4.19) | (15.03) | (26.81) | (39.11) |
2.40781 | 43.15 | 36.57 | 29.75 | 22.47 | 14.33 | 5.34 | (4.40) | (15.24) | (27.03) | (39.33) |
2.41781 | 42.94 | 36.37 | 29.55 | 22.27 | 14.13 | 5.13 | (4.61) | (15.46) | (27.24) | (39.55) |
2.42781 | 42.73 | 36.17 | 29.35 | 22.08 | 13.93 | 4.93 | (4.82) | (15.67) | (27.46) | (39.77) |
2.43781 | 42.53 | 35.97 | 29.16 | 21.88 | 13.73 | 4.72 | (5.03) | (15.88) | (27.67) | (39.98) |
2.44781 | 42.32 | 35.77 | 28.96 | 21.69 | 13.53 | 4.52 | (5.23) | (16.09) | (27.88) | (40.19) |
2.45781 | 42.12 | 35.57 | 28.77 | 21.49 | 13.34 | 4.32 | (5.44) | (16.30) | (28.09) | (40.41) |
2.46781 | 41.92 | 35.38 | 28.57 | 21.30 | 13.14 | 4.12 | (5.64) | (16.50) | (28.30) | (40.62) |
2.47781 | 41.72 | 35.18 | 28.38 | 21.11 | 12.95 | 3.93 | (5.84) | (16.71) | (28.51) | (40.82) |
2.48781 | 41.53 | 34.99 | 28.19 | 20.92 | 12.76 | 3.73 | (6.04) | (16.91) | (28.72) | (41.03) |
2.49781 | 41.33 | 34.80 | 28.01 | 20.73 | 12.57 | 3.54 | (6.24) | (17.11) | (28.92) | (41.24) |
2.50781 | 41.14 | 34.61 | 27.82 | 20.55 | 12.38 | 3.34 | (6.43) | (17.31) | (29.13) | (41.44) |
2.51781 | 40.95 | 34.42 | 27.64 | 20.36 | 12.19 | 3.15 | (6.63) | (17.51) | (29.33) | (41.65) |
2.52781 | 40.76 | 34.24 | 27.45 | 20.18 | 12.00 | 2.96 | (6.82) | (17.71) | (29.53) | (41.85) |
2.53781 | 40.57 | 34.05 | 27.27 | 20.00 | 11.82 | 2.77 | (7.02) | (17.91) | (29.73) | (42.05) |
2.54781 | 40.38 | 33.87 | 27.09 | 19.82 | 11.63 | 2.59 | (7.21) | (18.10) | (29.93) | (42.25) |
2.55781 | 40.20 | 33.69 | 26.91 | 19.64 | 11.45 | 2.40 | (7.40) | (18.30) | (30.13) | (42.45) |
2.56781 | 40.01 | 33.51 | 26.73 | 19.46 | 11.27 | 2.21 | (7.58) | (18.49) | (30.32) | (42.64) |
2.57781 | 39.83 | 33.33 | 26.56 | 19.28 | 11.09 | 2.03 | (7.77) | (18.68) | (30.52) | (42.84) |
2.58781 | 39.65 | 33.15 | 26.38 | 19.11 | 10.91 | 1.85 | (7.96) | (18.87) | (30.71) | (43.03) |
Mod Durn | 1.97 | 2.01 | 2.04 | 2.05 | 2.02 | 1.98 | 1.95 | 1.91 | 1.88 | 1.87 |
LIBOR_1MO | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 |
LIBOR_6MO | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 |
Prepay | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
Optional Redemption | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) |
swap | Mat 6mo 1yr 2yr 3yr 4yr 5yr 6yr 7yr 8yr 9yr 10yr | |||||||||
Yld 1.32 1.37 1.83 2.34 2.77 3.12 3.4 3.65 3.85 4.02 4.16 |
SEMT2004_11_Price - Price/Yield - XA2 | 1ML Libor | 2.10125 | ||||||||
6ML Libor | 2.49000 | |||||||||
Balance | 171,419,000 | Delay | 19 | WAC(3) | 3.304496 | WAM(3) | 211 | |||
Coupon | 0.883871 | Dated | 11/1/2004 | NET(3) | 3.044996 | WALA(3) | 89 | |||
Settle | 11/23/2004 | First Payment | 12/20/2004 | |||||||
Price | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
| Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield |
2.79923 | 45.17 | 38.58 | 31.83 | 24.74 | 16.91 | 8.26 | (1.16) | (11.66) | (23.13) | (35.25) |
2.80923 | 44.96 | 38.38 | 31.63 | 24.55 | 16.72 | 8.06 | (1.35) | (11.85) | (23.33) | (35.45) |
2.81923 | 44.76 | 38.18 | 31.44 | 24.36 | 16.53 | 7.87 | (1.55) | (12.05) | (23.53) | (35.65) |
2.82923 | 44.56 | 37.99 | 31.25 | 24.17 | 16.34 | 7.68 | (1.74) | (12.24) | (23.73) | (35.84) |
2.83923 | 44.36 | 37.79 | 31.06 | 23.98 | 16.15 | 7.49 | (1.93) | (12.44) | (23.93) | (36.04) |
2.84923 | 44.16 | 37.60 | 30.87 | 23.79 | 15.96 | 7.30 | (2.12) | (12.63) | (24.12) | (36.23) |
2.85923 | 43.97 | 37.41 | 30.68 | 23.61 | 15.78 | 7.12 | (2.31) | (12.82) | (24.31) | (36.43) |
2.86923 | 43.77 | 37.22 | 30.49 | 23.43 | 15.60 | 6.93 | (2.50) | (13.01) | (24.51) | (36.62) |
2.87923 | 43.58 | 37.03 | 30.31 | 23.24 | 15.41 | 6.75 | (2.68) | (13.20) | (24.70) | (36.81) |
2.88923 | 43.38 | 36.84 | 30.13 | 23.06 | 15.23 | 6.56 | (2.87) | (13.39) | (24.89) | (37.00) |
2.89923 | 43.19 | 36.65 | 29.94 | 22.88 | 15.05 | 6.38 | (3.05) | (13.57) | (25.08) | (37.19) |
2.90923 | 43.00 | 36.47 | 29.76 | 22.70 | 14.87 | 6.20 | (3.23) | (13.76) | (25.26) | (37.38) |
2.91923 | 42.81 | 36.28 | 29.58 | 22.53 | 14.69 | 6.02 | (3.42) | (13.95) | (25.45) | (37.57) |
2.92923 | 42.62 | 36.10 | 29.40 | 22.35 | 14.52 | 5.84 | (3.60) | (14.13) | (25.64) | (37.75) |
2.93923 | 42.44 | 35.92 | 29.23 | 22.17 | 14.34 | 5.66 | (3.78) | (14.31) | (25.82) | (37.94) |
2.94923 | 42.25 | 35.74 | 29.05 | 22.00 | 14.17 | 5.49 | (3.96) | (14.49) | (26.00) | (38.12) |
2.95923 | 42.07 | 35.56 | 28.87 | 21.83 | 13.99 | 5.31 | (4.13) | (14.67) | (26.19) | (38.30) |
2.96923 | 41.89 | 35.38 | 28.70 | 21.66 | 13.82 | 5.14 | (4.31) | (14.85) | (26.37) | (38.49) |
2.97923 | 41.71 | 35.20 | 28.53 | 21.48 | 13.65 | 4.96 | (4.48) | (15.03) | (26.55) | (38.67) |
2.98923 | 41.53 | 35.03 | 28.36 | 21.32 | 13.48 | 4.79 | (4.66) | (15.21) | (26.73) | (38.85) |
2.99923 | 41.35 | 34.85 | 28.18 | 21.15 | 13.31 | 4.62 | (4.83) | (15.38) | (26.91) | (39.02) |
3.00923 | 41.17 | 34.68 | 28.02 | 20.98 | 13.14 | 4.45 | (5.00) | (15.56) | (27.08) | (39.20) |
3.01923 | 40.99 | 34.51 | 27.85 | 20.81 | 12.98 | 4.28 | (5.18) | (15.73) | (27.26) | (39.38) |
3.02923 | 40.82 | 34.34 | 27.68 | 20.65 | 12.81 | 4.11 | (5.35) | (15.90) | (27.43) | (39.55) |
3.03923 | 40.64 | 34.17 | 27.51 | 20.48 | 12.64 | 3.95 | (5.52) | (16.08) | (27.61) | (39.73) |
3.04923 | 40.47 | 34.00 | 27.35 | 20.32 | 12.48 | 3.78 | (5.68) | (16.25) | (27.78) | (39.90) |
3.05923 | 40.30 | 33.83 | 27.18 | 20.16 | 12.32 | 3.62 | (5.85) | (16.42) | (27.95) | (40.08) |
3.06923 | 40.13 | 33.66 | 27.02 | 20.00 | 12.16 | 3.45 | (6.02) | (16.59) | (28.13) | (40.25) |
3.07923 | 39.96 | 33.50 | 26.86 | 19.84 | 11.99 | 3.29 | (6.18) | (16.75) | (28.30) | (40.42) |
3.08923 | 39.79 | 33.33 | 26.70 | 19.68 | 11.83 | 3.13 | (6.35) | (16.92) | (28.47) | (40.59) |
3.09923 | 39.62 | 33.17 | 26.54 | 19.52 | 11.68 | 2.96 | (6.51) | (17.09) | (28.63) | (40.76) |
Mod Durn | 1.81 | 1.85 | 1.89 | 1.92 | 1.91 | 1.89 | 1.87 | 1.84 | 1.82 | 1.82 |
LIBOR_1MO | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 | 2.10125 |
LIBOR_6MO | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 | 2.49 |
Prepay | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
Optional Redemption | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) |
swap | Mat 6mo 1yr 2yr 3yr 4yr 5yr 6yr 7yr 8yr 9yr 10yr | |||||||||
Yld 1.32 1.37 1.83 2.34 2.77 3.12 3.4 3.65 3.85 4.02 4.16 |
SEMT2004_11_Price - Price/Yield - XA1 | 1ML Libor | Forward | ||||||||
6ML Libor | Forward | |||||||||
Balance | 519,298,000 | Delay | 19 | WAC | 3.5005674 | WAM | 304 | |||
Coupon | 0.9563575 | Dated | 11/1/2004 | NET | 3.1456173 | WALA | 23 | |||
Settle | 11/23/2004 | First Payment | 12/20/2004 | |||||||
Price | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
| Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield |
2.28781 | 35.97 | 29.57 | 23.03 | 16.21 | 7.96 | (1.17) | (11.28) | (22.34) | (34.32) | (46.75) |
2.29781 | 35.78 | 29.39 | 22.85 | 16.03 | 7.77 | (1.36) | (11.48) | (22.54) | (34.53) | (46.95) |
2.30781 | 35.58 | 29.20 | 22.66 | 15.85 | 7.59 | (1.55) | (11.67) | (22.74) | (34.73) | (47.16) |
2.31781 | 35.39 | 29.01 | 22.48 | 15.67 | 7.41 | (1.74) | (11.86) | (22.94) | (34.93) | (47.36) |
2.32781 | 35.21 | 28.83 | 22.30 | 15.49 | 7.23 | (1.93) | (12.06) | (23.13) | (35.13) | (47.56) |
2.33781 | 35.02 | 28.65 | 22.12 | 15.32 | 7.05 | (2.11) | (12.24) | (23.33) | (35.33) | (47.76) |
2.34781 | 34.83 | 28.47 | 21.95 | 15.15 | 6.87 | (2.29) | (12.43) | (23.52) | (35.52) | (47.95) |
2.35781 | 34.65 | 28.29 | 21.77 | 14.97 | 6.69 | (2.47) | (12.62) | (23.71) | (35.72) | (48.15) |
2.36781 | 34.47 | 28.11 | 21.60 | 14.80 | 6.52 | (2.65) | (12.81) | (23.90) | (35.91) | (48.35) |
2.37781 | 34.29 | 27.93 | 21.43 | 14.63 | 6.34 | (2.83) | (12.99) | (24.09) | (36.11) | (48.54) |
2.38781 | 34.11 | 27.76 | 21.26 | 14.47 | 6.17 | (3.01) | (13.17) | (24.28) | (36.30) | (48.73) |
2.39781 | 33.93 | 27.58 | 21.09 | 14.30 | 6.00 | (3.19) | (13.35) | (24.47) | (36.49) | (48.92) |
2.40781 | 33.75 | 27.41 | 20.92 | 14.13 | 5.83 | (3.36) | (13.53) | (24.65) | (36.68) | (49.11) |
2.41781 | 33.58 | 27.24 | 20.75 | 13.97 | 5.66 | (3.54) | (13.71) | (24.83) | (36.86) | (49.30) |
2.42781 | 33.40 | 27.07 | 20.58 | 13.81 | 5.49 | (3.71) | (13.89) | (25.02) | (37.05) | (49.49) |
2.43781 | 33.23 | 26.90 | 20.42 | 13.64 | 5.33 | (3.88) | (14.07) | (25.20) | (37.24) | (49.68) |
2.44781 | 33.06 | 26.73 | 20.26 | 13.48 | 5.16 | (4.05) | (14.24) | (25.38) | (37.42) | (49.86) |
2.45781 | 32.89 | 26.57 | 20.09 | 13.33 | 5.00 | (4.22) | (14.42) | (25.56) | (37.60) | (50.04) |
2.46781 | 32.72 | 26.40 | 19.93 | 13.17 | 4.84 | (4.39) | (14.59) | (25.74) | (37.78) | (50.23) |
2.47781 | 32.55 | 26.24 | 19.77 | 13.01 | 4.67 | (4.55) | (14.76) | (25.91) | (37.96) | (50.41) |
2.48781 | 32.39 | 26.08 | 19.61 | 12.85 | 4.51 | (4.72) | (14.93) | (26.09) | (38.14) | (50.59) |
2.49781 | 32.22 | 25.91 | 19.46 | 12.70 | 4.35 | (4.88) | (15.10) | (26.26) | (38.32) | (50.77) |
2.50781 | 32.06 | 25.75 | 19.30 | 12.55 | 4.20 | (5.05) | (15.27) | (26.44) | (38.50) | (50.94) |
2.51781 | 31.90 | 25.60 | 19.15 | 12.39 | 4.04 | (5.21) | (15.44) | (26.61) | (38.67) | (51.12) |
2.52781 | 31.73 | 25.44 | 18.99 | 12.24 | 3.88 | (5.37) | (15.61) | (26.78) | (38.85) | (51.30) |
2.53781 | 31.57 | 25.28 | 18.84 | 12.09 | 3.73 | (5.53) | (15.77) | (26.95) | (39.02) | (51.47) |
2.54781 | 31.41 | 25.13 | 18.69 | 11.94 | 3.57 | (5.69) | (15.94) | (27.12) | (39.19) | (51.65) |
2.55781 | 31.26 | 24.97 | 18.54 | 11.80 | 3.42 | (5.85) | (16.10) | (27.28) | (39.36) | (51.82) |
2.56781 | 31.10 | 24.82 | 18.39 | 11.65 | 3.27 | (6.00) | (16.26) | (27.45) | (39.53) | (51.99) |
2.57781 | 30.94 | 24.67 | 18.24 | 11.50 | 3.12 | (6.16) | (16.42) | (27.62) | (39.70) | (52.16) |
2.58781 | 30.79 | 24.52 | 18.09 | 11.36 | 2.97 | (6.31) | (16.58) | (27.78) | (39.87) | (52.33) |
Mod Durn | 2.33 | 2.38 | 2.44 | 2.49 | 2.42 | 2.35 | 2.27 | 2.22 | 2.17 | 2.16 |
LIBOR_1MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
LIBOR_6MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
Prepay | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
Optional Redemption | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) |
swap | Mat 6mo 1yr 2yr 3yr 4yr 5yr 6yr 7yr 8yr 9yr 10yr | |||||||||
Yld 1.32 1.37 1.83 2.34 2.77 3.12 3.4 3.65 3.85 4.02 4.16 |
SEMT2004_11_Price - Price/Yield - XA2 | 1ML Libor | Forward | ||||||||
6ML Libor | Forward | |||||||||
Balance | 171,419,000 | Delay | 19 | WAC(3) | 3.304496 | WAM(3) | 211 | |||
Coupon | 0.883871 | Dated | 11/1/2004 | NET(3) | 3.044996 | WALA(3) | 89 | |||
Settle | 11/23/2004 | First Payment | 12/20/2004 | |||||||
Price | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
| Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield |
2.79923 | 35.93 | 29.55 | 23.07 | 16.37 | 8.47 | (0.32) | (10.10) | (20.83) | (32.54) | (44.78) |
2.80923 | 35.76 | 29.39 | 22.91 | 16.21 | 8.31 | (0.48) | (10.26) | (21.01) | (32.72) | (44.96) |
2.81923 | 35.59 | 29.22 | 22.75 | 16.05 | 8.15 | (0.65) | (10.43) | (21.18) | (32.89) | (45.13) |
2.82923 | 35.42 | 29.06 | 22.59 | 15.89 | 7.99 | (0.81) | (10.60) | (21.34) | (33.06) | (45.30) |
2.83923 | 35.25 | 28.89 | 22.43 | 15.74 | 7.83 | (0.97) | (10.76) | (21.51) | (33.23) | (45.47) |
2.84923 | 35.09 | 28.73 | 22.27 | 15.58 | 7.68 | (1.13) | (10.92) | (21.68) | (33.40) | (45.64) |
2.85923 | 34.92 | 28.57 | 22.11 | 15.43 | 7.52 | (1.29) | (11.09) | (21.84) | (33.57) | (45.81) |
2.86923 | 34.76 | 28.41 | 21.96 | 15.28 | 7.37 | (1.44) | (11.25) | (22.01) | (33.74) | (45.98) |
2.87923 | 34.59 | 28.25 | 21.80 | 15.13 | 7.21 | (1.60) | (11.41) | (22.17) | (33.90) | (46.15) |
2.88923 | 34.43 | 28.09 | 21.65 | 14.98 | 7.06 | (1.76) | (11.57) | (22.34) | (34.07) | (46.31) |
2.89923 | 34.27 | 27.93 | 21.49 | 14.83 | 6.91 | (1.91) | (11.73) | (22.50) | (34.23) | (46.48) |
2.90923 | 34.11 | 27.77 | 21.34 | 14.68 | 6.76 | (2.07) | (11.88) | (22.66) | (34.40) | (46.64) |
2.91923 | 33.95 | 27.62 | 21.19 | 14.53 | 6.61 | (2.22) | (12.04) | (22.82) | (34.56) | (46.81) |
2.92923 | 33.79 | 27.46 | 21.04 | 14.38 | 6.46 | (2.37) | (12.20) | (22.98) | (34.72) | (46.97) |
2.93923 | 33.63 | 27.31 | 20.89 | 14.24 | 6.31 | (2.52) | (12.35) | (23.14) | (34.88) | (47.13) |
2.94923 | 33.48 | 27.16 | 20.74 | 14.09 | 6.16 | (2.67) | (12.50) | (23.29) | (35.04) | (47.29) |
2.95923 | 33.32 | 27.01 | 20.60 | 13.95 | 6.02 | (2.82) | (12.66) | (23.45) | (35.20) | (47.45) |
2.96923 | 33.17 | 26.86 | 20.45 | 13.81 | 5.87 | (2.97) | (12.81) | (23.61) | (35.36) | (47.61) |
2.97923 | 33.01 | 26.71 | 20.30 | 13.66 | 5.73 | (3.12) | (12.96) | (23.76) | (35.52) | (47.77) |
2.98923 | 32.86 | 26.56 | 20.16 | 13.52 | 5.58 | (3.27) | (13.11) | (23.92) | (35.68) | (47.93) |
2.99923 | 32.71 | 26.41 | 20.01 | 13.38 | 5.44 | (3.41) | (13.26) | (24.07) | (35.83) | (48.08) |
3.00923 | 32.56 | 26.26 | 19.87 | 13.24 | 5.30 | (3.56) | (13.41) | (24.22) | (35.99) | (48.24) |
3.01923 | 32.41 | 26.12 | 19.73 | 13.10 | 5.16 | (3.70) | (13.56) | (24.37) | (36.14) | (48.39) |
3.02923 | 32.26 | 25.97 | 19.59 | 12.97 | 5.02 | (3.84) | (13.71) | (24.52) | (36.29) | (48.55) |
3.03923 | 32.11 | 25.83 | 19.45 | 12.83 | 4.88 | (3.99) | (13.85) | (24.67) | (36.45) | (48.70) |
3.04923 | 31.96 | 25.68 | 19.31 | 12.69 | 4.74 | (4.13) | (14.00) | (24.82) | (36.60) | (48.85) |
3.05923 | 31.82 | 25.54 | 19.17 | 12.56 | 4.60 | (4.27) | (14.14) | (24.97) | (36.75) | (49.00) |
3.06923 | 31.67 | 25.40 | �� 19.03 | 12.42 | 4.47 | (4.41) | (14.29) | (25.12) | (36.90) | (49.16) |
3.07923 | 31.53 | 25.26 | 18.90 | 12.29 | 4.33 | (4.55) | (14.43) | (25.26) | (37.05) | (49.31) |
3.08923 | 31.38 | 25.12 | 18.76 | 12.16 | 4.19 | (4.69) | (14.57) | (25.41) | (37.20) | (49.45) |
3.09923 | 31.24 | 24.98 | 18.62 | 12.02 | 4.06 | (4.83) | (14.71) | (25.55) | (37.34) | (49.60) |
Mod Durn | 2.14 | 2.19 | 2.25 | 2.31 | 2.27 | 2.22 | 2.17 | 2.12 | 2.09 | 2.08 |
LIBOR_1MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
LIBOR_6MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
Prepay | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
Optional Redemption | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) |
swap | Mat 6mo 1yr 2yr 3yr 4yr 5yr 6yr 7yr 8yr 9yr 10yr | |||||||||
Yld 1.32 1.37 1.83 2.34 2.77 3.12 3.4 3.65 3.85 4.02 4.16 |
SEMT2004_11_Price - Price/Yield - XA1 | 1ML Libor | Forward+200 | ||||||||
6ML Libor | Forward+200 | |||||||||
Balance | $519,298,000 | Delay | 19 | WAC | 3.5005674 | WAM | 304 | |||
Coupon | 0.9563575 | Dated | 11/1/2004 | NET | 3.1456173 | WALA | 23 | |||
Settle | 11/23/2004 | First Payment | 12/20/2004 | |||||||
Price | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
| Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield |
2.28781 | 31.06 | 24.72 | 18.22 | 11.42 | 2.92 | (6.50) | (16.95) | (28.39) | (40.79) | (53.62) |
2.29781 | 30.90 | 24.56 | 18.07 | 11.27 | 2.77 | (6.66) | (17.11) | (28.56) | (40.96) | (53.79) |
2.30781 | 30.74 | 24.41 | 17.92 | 11.13 | 2.62 | (6.81) | (17.27) | (28.72) | (41.13) | (53.95) |
2.31781 | 30.59 | 24.26 | 17.78 | 10.98 | 2.47 | (6.96) | (17.43) | (28.88) | (41.29) | (54.12) |
2.32781 | 30.43 | 24.11 | 17.63 | 10.84 | 2.32 | (7.12) | (17.59) | (29.04) | (41.45) | (54.28) |
2.33781 | 30.28 | 23.96 | 17.48 | 10.70 | 2.18 | (7.27) | (17.74) | (29.20) | (41.62) | (54.44) |
2.34781 | 30.13 | 23.81 | 17.34 | 10.56 | 2.03 | (7.42) | (17.90) | (29.36) | (41.78) | (54.61) |
2.35781 | 29.98 | 23.66 | 17.20 | 10.42 | 1.89 | (7.57) | (18.05) | (29.52) | (41.94) | (54.77) |
2.36781 | 29.83 | 23.52 | 17.05 | 10.28 | 1.74 | (7.72) | (18.21) | (29.68) | (42.10) | (54.93) |
2.37781 | 29.68 | 23.37 | 16.91 | 10.14 | 1.60 | (7.87) | (18.36) | (29.83) | (42.26) | (55.08) |
2.38781 | 29.53 | 23.23 | 16.77 | 10.00 | 1.46 | (8.01) | (18.51) | (29.99) | (42.42) | (55.24) |
2.39781 | 29.38 | 23.09 | 16.63 | 9.86 | 1.31 | (8.16) | (18.66) | (30.14) | (42.57) | (55.40) |
2.40781 | 29.24 | 22.94 | 16.50 | 9.73 | 1.17 | (8.30) | (18.81) | (30.30) | (42.73) | (55.55) |
2.41781 | 29.09 | 22.80 | 16.36 | 9.59 | 1.03 | (8.45) | (18.96) | (30.45) | (42.88) | (55.71) |
2.42781 | 28.95 | 22.66 | 16.22 | 9.46 | 0.90 | (8.59) | (19.11) | (30.60) | (43.04) | (55.86) |
2.43781 | 28.81 | 22.52 | 16.09 | 9.33 | 0.76 | (8.73) | (19.26) | (30.75) | (43.19) | (56.02) |
2.44781 | 28.67 | 22.39 | 15.95 | 9.19 | 0.62 | (8.88) | (19.40) | (30.90) | (43.34) | (56.17) |
2.45781 | 28.52 | 22.25 | 15.82 | 9.06 | 0.49 | (9.02) | (19.55) | (31.05) | (43.49) | (56.32) |
2.46781 | 28.39 | 22.11 | 15.68 | 8.93 | 0.35 | (9.16) | (19.69) | (31.20) | (43.64) | (56.47) |
2.47781 | 28.25 | 21.98 | 15.55 | 8.80 | 0.22 | (9.30) | (19.83) | (31.35) | (43.79) | (56.62) |
2.48781 | 28.11 | 21.84 | 15.42 | 8.67 | 0.08 | (9.43) | (19.98) | (31.49) | (43.94) | (56.77) |
2.49781 | 27.97 | 21.71 | 15.29 | 8.55 | (0.05) | (9.57) | (20.12) | (31.64) | (44.09) | (56.92) |
2.50781 | 27.84 | 21.58 | 15.16 | 8.42 | (0.18) | (9.71) | (20.26) | (31.78) | (44.24) | (57.06) |
2.51781 | 27.70 | 21.45 | 15.03 | 8.29 | (0.31) | (9.84) | (20.40) | (31.92) | (44.38) | (57.21) |
2.52781 | 27.57 | 21.32 | 14.91 | 8.17 | (0.44) | (9.98) | (20.54) | (32.07) | (44.53) | (57.35) |
2.53781 | 27.43 | 21.19 | 14.78 | 8.04 | (0.57) | (10.11) | (20.68) | (32.21) | (44.67) | (57.50) |
2.54781 | 27.30 | 21.06 | 14.65 | 7.92 | (0.70) | (10.24) | (20.81) | (32.35) | (44.82) | (57.64) |
2.55781 | 27.17 | 20.93 | 14.53 | 7.80 | (0.83) | (10.38) | (20.95) | (32.49) | (44.96) | (57.78) |
2.56781 | 27.04 | 20.80 | 14.40 | 7.67 | (0.96) | (10.51) | (21.09) | (32.63) | (45.10) | (57.93) |
2.57781 | 26.91 | 20.67 | 14.28 | 7.55 | (1.08) | (10.64) | (21.22) | (32.77) | (45.24) | (58.07) |
2.58781 | 26.78 | 20.55 | 14.16 | 7.43 | (1.21) | (10.77) | (21.36) | (32.91) | (45.38) | (58.21) |
Mod Durn | 2.82 | 2.89 | 2.97 | 3.02 | 2.92 | 2.82 | 2.73 | 2.67 | 2.62 | 2.63 |
Shock(bps) | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp |
LIBOR_1MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
LIBOR_6MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
Prepay | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
Optional Redemption | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) |
SEMT2004_11_Price - Price/Yield - XA2 | 1ML Libor | Forward+200 | ||||||||
6ML Libor | Forward+200 | |||||||||
Balance | 171,419,000 | Delay | 19 | WAC(3) | 3.304496 | WAM(3) | 211 | |||
Coupon | 0.883871 | Dated | 11/1/2004 | NET(3) | 3.044996 | WALA(3) | 89 | |||
Settle | 11/23/2004 | First Payment | 12/20/2004 | |||||||
Price | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
| Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield | Yield |
2.79923 | 32.53 | 26.21 | 19.78 | 13.13 | 5.09 | (3.88) | (13.85) | (24.81) | (36.73) | (49.15) |
2.80923 | 32.39 | 26.06 | 19.64 | 13.00 | 4.95 | (4.02) | (14.00) | (24.96) | (36.88) | (49.30) |
2.81923 | 32.24 | 25.92 | 19.50 | 12.86 | 4.81 | (4.16) | (14.15) | (25.10) | (37.04) | (49.45) |
2.82923 | 32.09 | 25.78 | 19.36 | 12.72 | 4.67 | (4.30) | (14.29) | (25.25) | (37.19) | (49.61) |
2.83923 | 31.95 | 25.63 | 19.22 | 12.59 | 4.53 | (4.44) | (14.43) | (25.40) | (37.34) | (49.75) |
2.84923 | 31.80 | 25.49 | 19.09 | 12.46 | 4.40 | (4.58) | (14.58) | (25.55) | (37.48) | (49.90) |
2.85923 | 31.66 | 25.35 | 18.95 | 12.32 | 4.26 | (4.72) | (14.72) | (25.69) | (37.63) | (50.05) |
2.86923 | 31.51 | 25.21 | 18.82 | 12.19 | 4.13 | (4.86) | (14.86) | (25.84) | (37.78) | (50.20) |
2.87923 | 31.37 | 25.07 | 18.68 | 12.06 | 3.99 | (4.99) | (15.00) | (25.98) | (37.93) | (50.35) |
2.88923 | 31.23 | 24.94 | 18.55 | 11.93 | 3.86 | (5.13) | (15.14) | (26.12) | (38.07) | (50.49) |
2.89923 | 31.09 | 24.80 | 18.41 | 11.80 | 3.73 | (5.27) | (15.28) | (26.27) | (38.22) | (50.64) |
2.90923 | 30.95 | 24.66 | 18.28 | 11.67 | 3.59 | (5.40) | (15.42) | (26.41) | (38.36) | (50.78) |
2.91923 | 30.81 | 24.53 | 18.15 | 11.54 | 3.46 | (5.54) | (15.56) | (26.55) | (38.50) | (50.92) |
2.92923 | 30.67 | 24.39 | 18.02 | 11.41 | 3.33 | (5.67) | (15.70) | (26.69) | (38.64) | (51.07) |
2.93923 | 30.53 | 24.26 | 17.89 | 11.29 | 3.20 | (5.80) | (15.83) | (26.83) | (38.79) | (51.21) |
2.94923 | 30.40 | 24.13 | 17.76 | 11.16 | 3.07 | (5.93) | (15.97) | (26.97) | (38.93) | (51.35) |
2.95923 | 30.26 | 23.99 | 17.63 | 11.04 | 2.95 | (6.07) | (16.10) | (27.10) | (39.07) | (51.49) |
2.96923 | 30.13 | 23.86 | 17.50 | 10.91 | 2.82 | (6.20) | (16.24) | (27.24) | (39.21) | (51.63) |
2.97923 | 29.99 | 23.73 | 17.38 | 10.79 | 2.69 | (6.33) | (16.37) | (27.38) | (39.35) | (51.77) |
2.98923 | 29.86 | 23.60 | 17.25 | 10.66 | 2.57 | (6.46) | (16.50) | (27.51) | (39.48) | (51.91) |
2.99923 | 29.73 | 23.47 | 17.12 | 10.54 | 2.44 | (6.58) | (16.63) | (27.65) | (39.62) | (52.05) |
3.00923 | 29.59 | 23.34 | 17.00 | 10.42 | 2.32 | (6.71) | (16.77) | (27.78) | (39.76) | (52.18) |
3.01923 | 29.46 | 23.22 | 16.88 | 10.30 | 2.19 | (6.84) | (16.90) | (27.92) | (39.89) | (52.32) |
3.02923 | 29.33 | 23.09 | 16.75 | 10.18 | 2.07 | (6.97) | (17.03) | (28.05) | (40.03) | (52.46) |
3.03923 | 29.20 | 22.96 | 16.63 | 10.06 | 1.95 | (7.09) | (17.16) | (28.18) | (40.16) | (52.59) |
3.04923 | 29.07 | 22.84 | 16.51 | 9.94 | 1.83 | (7.22) | (17.28) | (28.31) | (40.30) | (52.73) |
3.05923 | 28.95 | 22.71 | 16.39 | 9.82 | 1.70 | (7.34) | (17.41) | (28.45) | (40.43) | (52.86) |
3.06923 | 28.82 | 22.59 | 16.27 | 9.70 | 1.58 | (7.46) | (17.54) | (28.58) | (40.56) | (52.99) |
3.07923 | 28.69 | 22.47 | 16.15 | 9.59 | 1.46 | (7.59) | (17.67) | (28.71) | (40.70) | (53.13) |
3.08923 | 28.57 | 22.34 | 16.03 | 9.47 | 1.34 | (7.71) | (17.79) | (28.83) | (40.83) | (53.26) |
3.09923 | 28.44 | 22.22 | 15.91 | 9.36 | 1.23 | (7.83) | (17.92) | (28.96) | (40.96) | (53.39) |
Mod Durn | 2.45 | 2.51 | 2.58 | 2.65 | 2.59 | 2.53 | 2.46 | 2.41 | 2.37 | 2.36 |
Shock(bps) | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp | 200bp |
LIBOR_1MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
LIBOR_6MO | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd | Fwd |
Prepay | 5 CPR | 10 CPR | 15 CPR | 20 CPR | 25 CPR | 30 CPR | 35 CPR | 40 CPR | 45 CPR | 50 CPR |
Optional Redemption | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) | Call (Y) |