EXHIBIT 99.6
! FBRSI_2005_1_MARKETING.CDI #CMOVER_3.0F ASSET_BACKED_HOMEEQUITY !
MAX_CF_VECTSIZE 620
!
!! Created by Intex Deal Maker v4.0.023 , subroutines 3.1b_p1
!! 07/28/2005 9:04 PM
!
DEAL_COMMENT _
“The collateral is split the following way: Group11 — conforming fixed, Group 12 — conforming
floating, Group21 — nonconforming fixed, and Group 22 — nonconforming floating. Collateral Group
3 is for modeling purposes only. Group 3 collateral assumptions need to be the same as those for
Groups 1 and 2.”
!
! Modeled in the Intex CMO Modeling Language, (AZUCKERMAN-3557)
! which is copyright (c) 2005 by Intex Solutions, Inc.
! Intex shall not be held liable for the accuracy of this data
! nor for the accuracy of information which is derived from this data.
!
COLLAT_GROUPS 1 2 3
GROUP 1 = “12” “11”
GROUP 2 = “22” “21”
GROUP 3 = “32” “31"
!
ifdef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “12” MAX_CPR 85 RAMP 2 4.545454545454546 7.0909090909090908
9.636363636363637 12.181818181818182 14.727272727272727 17.272727272727273 19.818181818181817
22.363636363636363 24.90909090909091 27.454545454545453 30 30 30 30 30 30 30 30 30 30 30 50 50 50
50 50 35
!
ifndef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “12” RAMP 2 4.545454545454546 7.0909090909090908 9.636363636363637
12.181818181818182 14.727272727272727 17.272727272727273 19.818181818181817 22.363636363636363
24.90909090909091 27.454545454545453 30 30 30 30 30 30 30 30 30 30 30 50 50 50 50 50 35
!
ifdef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “11” MAX_CPR 85 RAMP 4 5.454545454545454 6.909090909090909
8.363636363636363 9.818181818181818 11.272727272727273 12.727272727272727 14.181818181818182
15.636363636363637 17.0909090909090899 18.545454545454547 20
!
ifndef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “11” RAMP 4 5.454545454545454 6.909090909090909 8.363636363636363
9.818181818181818 11.272727272727273 12.727272727272727 14.181818181818182 15.636363636363637
17.0909090909090899 18.545454545454547 20
!
ifdef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “22” MAX_CPR 85 RAMP 2 4.545454545454546 7.0909090909090908
9.636363636363637 12.181818181818182 14.727272727272727 17.272727272727273 19.818181818181817
22.363636363636363 24.90909090909091 27.454545454545453 30 30 30 30 30 30 30 30 30 30 30 50 50 50
50 50 35
!
ifndef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “22” RAMP 2 4.545454545454546 7.0909090909090908 9.636363636363637
12.181818181818182 14.727272727272727 17.272727272727273 19.818181818181817 22.363636363636363
24.90909090909091 27.454545454545453 30 30 30 30 30 30 30 30 30 30 30 50 50 50 50 50 35
!
ifdef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “21” MAX_CPR 85 RAMP 4 5.454545454545454 6.909090909090909
8.363636363636363 9.818181818181818 11.272727272727273 12.727272727272727 14.181818181818182
15.636363636363637 17.0909090909090899 18.545454545454547 20
!
ifndef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “21” RAMP 4 5.454545454545454 6.909090909090909 8.363636363636363
9.818181818181818 11.272727272727273 12.727272727272727 14.181818181818182 15.636363636363637
17.0909090909090899 18.545454545454547 20
!
ifdef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “32” MAX_CPR 85 RAMP 2 4.545454545454546 7.0909090909090908
9.636363636363637 12.181818181818182 14.727272727272727 17.272727272727273 19.818181818181817
22.363636363636363 24.90909090909091 27.454545454545453 30 30 30 30 30 30 30 30 30 30 30 50 50 50
50 50 35
!
ifndef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “32” RAMP 2 4.545454545454546 7.0909090909090908 9.636363636363637
12.181818181818182 14.727272727272727 17.272727272727273 19.818181818181817 22.363636363636363
24.90909090909091 27.454545454545453 30 30 30 30 30 30 30 30 30 30 30 50 50 50 50 50 35
!
ifdef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “31” MAX_CPR 85 RAMP 4 5.454545454545454 6.909090909090909
8.363636363636363 9.818181818181818 11.272727272727273 12.727272727272727 14.181818181818182
15.636363636363637 17.0909090909090899 18.545454545454547 20
!
ifndef #CMOVER_3.1A1 _
DEFINE PREPAY PPC GROUP “31” RAMP 4 5.454545454545454 6.909090909090909 8.363636363636363
9.818181818181818 11.272727272727273 12.727272727272727 14.181818181818182 15.636363636363637
17.0909090909090899 18.545454545454547 20
!
!
DEFINE CONSTANT #OrigCollBal = 2338039930.38
DEFINE CONSTANT #OrigCollBal1 = 556725493.48
DEFINE CONSTANT #OrigCollBal12 = 491912588.38
DEFINE CONSTANT #OrigCollBal11 = 64812905.10
DEFINE CONSTANT #OrigCollBal2 = 612294471.71
DEFINE CONSTANT #OrigCollBal22 = 513980800.30
DEFINE CONSTANT #OrigCollBal21 = 98313671.41
DEFINE CONSTANT #OrigCollBal3 = 1169019965.19
DEFINE CONSTANT #OrigCollBal32 = 1005893388.68
DEFINE CONSTANT #OrigCollBal31 = 163126576.51
!
DEFINE CONSTANT #OrigBondBal = 2338039930.38
DEFINE CONSTANT #OrigBondBal1 = 541690000.00
DEFINE CONSTANT #OrigBondBal2 = 595760000.00
DEFINE CONSTANT #OrigBondBal3 = 1137450000.00
!
DEFINE CONSTANT #SpecSenEnhPct1 = 5.40000000000001%
DEFINE CONSTANT #AM1TargPct = 94.600000000000%
DEFINE CONSTANT #SpecSenEnhPct2 = 5.40000000000001%
DEFINE CONSTANT #AM2TargPct = 94.600000000000%
DEFINE CONSTANT #SpecSenEnhPct3 = 47.3%
DEFINE CONSTANT #CLN_AVTargPct = 52.700000000000%
DEFINE CONSTANT #CLN_M1TargPct = 63.900000000000%
DEFINE CONSTANT #CLN_M2TargPct = 70.500000000000%
DEFINE CONSTANT #CLN_M3TargPct = 74.100000000000%
DEFINE CONSTANT #CLN_M4TargPct = 77.400000000000%
DEFINE CONSTANT #CLN_M5TargPct = 80.700000000000%
DEFINE CONSTANT #CLN_M6TargPct = 83.600000000000%
DEFINE CONSTANT #CLN_B1TargPct = 86.200000000000%
DEFINE CONSTANT #CLN_B2TargPct = 88.500000000000%
DEFINE CONSTANT #CLN_B3TargPct = 90.600000000000%
DEFINE CONSTANT #CLN_B4TargPct = 94.600000000000%
DEFINE #BondBal1 = 541690000.00
DEFINE #BondBal2 = 595760000.00
DEFINE #BondBal3 = 1137450000.00
DEFINE #BondBal = 2274900000.00
!
FULL_DEALNAME: FBRSI 2005-1 Marketing
!
DEAL SIZE: 2274900000.00
PRICING SPEED: GROUP “12” PPC 100%
PRICING SPEED: GROUP “11” PPC 100%
PRICING SPEED: GROUP “22” PPC 100%
PRICING SPEED: GROUP “21” PPC 100%
PRICING SPEED: GROUP “32” PPC 100%
PRICING SPEED: GROUP “31” PPC 100%
! ISSUE DATE: 20050701
SETTLEMENT DATE: 20050816
!
Record date delay: 27
!
DEFINE TR_INDEXDEPS_ALL
!
DEFINE TRANCHE “EXP1”, “EXP2”, “CAP_IN11”, “A-1”, “A-2”, “CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”,
“CLN_M3”, “CLN_M4”, “CLN_M5”, “CLN_M6”, “CLN_B1”, “CLN_B2”, “CLN_B3”, “CLN_B4”, “GIC”, “FSA_AV”,
“FSA_M1”, “FSA_M2”, “FSA_M3”, “FSA_M4”, “FSA_M5”, “FSA_M6”, “FSA_B1”, “FSA_B2”, “FSA_B3”, “FSA_B4”,
“X”, “R_1”, “R_PP_1”, “R_2”, “R_PP_2”, “R_3”, “R_PP_3”
!
DEFINE VARNAMES #Coll_I1, #Coll_P1, #Coll_I2, #Coll_P2, #Coll_I3, #Coll_P3, #TrigDelinqFrac3,
#CumLossShft3, #TrigCumLossFrac3, #StepDown1, #StepDown2, #StepDown3
!
DEAL_CLOCK_INFO _
ISSUE_CDU_DATE 20050701 _
DEAL_FIRSTPAY_DATE 20050828
!
DEFINE TABLE “Cap11Notional” (42, 2) = “CURDATE” “Balance”
| | | | | |
| 20050828.1 | | | 0.00 | |
| 20050928.1 | | | 1126978113.17 | |
| 20051028.1 | | | 1114022877.01 | |
| 20051128.1 | | | 1098605236.82 | |
| 20051228.1 | | | 1080755538.57 | |
| 20060128.1 | | | 1060520038.36 | |
| 20060228.1 | | | 1037961969.56 | |
| 20060328.1 | | | 1013161081.92 | |
| 20060428.1 | | | 986217788.26 | |
| 20060528.1 | | | 957367761.70 | |
| 20060628.1 | | | 929342039.21 | |
| 20060728.1 | | | 902119924.20 | |
| 20060828.1 | | | 875678172.55 | |
| | | | | |
| 20060928.1 | | | 849994216.44 | |
| 20061028.1 | | | 825046144.53 | |
| 20061128.1 | | | 800812682.89 | |
| 20061228.1 | | | 777269619.63 | |
| 20070128.1 | | | 754400762.14 | |
| 20070228.1 | | | 732161358.75 | |
| 20070328.1 | | | 709768882.07 | |
| 20070428.1 | | | 672142250.64 | |
| 20070528.1 | | | 636552332.67 | |
| 20070628.1 | | | 602974942.19 | |
| 20070728.1 | | | 571227630.16 | |
| 20070828.1 | | | 541652665.86 | |
| 20070928.1 | | | 522900393.90 | |
| 20071028.1 | | | 504789268.31 | |
| 20071128.1 | | | 487290517.09 | |
| 20071228.1 | | | 470432051.08 | |
| 20080128.1 | | | 454140540.40 | |
| 20080228.1 | | | 438396492.81 | |
| 20080328.1 | | | 423181094.89 | |
| 20080428.1 | | | 408476195.19 | |
| 20080528.1 | | | 394266293.55 | |
| 20080628.1 | | | 380564509.72 | |
| 20080728.1 | | | 367320202.60 | |
| 20080828.1 | | | 354517722.00 | |
| 20080928.1 | | | 353525402.92 | |
| 20081028.1 | | | 342207818.32 | |
| 20081128.1 | | | 0.00 | |
| 20081228.1 | | | 0 | |
| 20090128.1 | | | 0 | |
!
DEFINE TABLE “Cap11RateSch” (40, 2) = “CURDATE” “Rate”
| | | | | |
| 20050828.1 | | | 0.000 | |
| 20050928.1 | | | 6.282 | |
| 20051028.1 | | | 6.498 | |
| 20051128.1 | | | 6.277 | |
| 20051228.1 | | | 6.492 | |
| 20060128.1 | | | 6.270 | |
| 20060228.1 | | | 6.265 | |
| 20060328.1 | | | 6.962 | |
| 20060428.1 | | | 6.254 | |
| 20060528.1 | | | 6.466 | |
| 20060628.1 | | | 6.241 | |
| 20060728.1 | | | 6.452 | |
| 20060828.1 | | | 6.226 | |
| 20060928.1 | | | 6.219 | |
| 20061028.1 | | | 6.430 | |
| 20061128.1 | | | 6.204 | |
| 20061228.1 | | | 6.414 | |
| 20070128.1 | | | 6.187 | |
| 20070228.1 | | | 6.179 | |
| 20070328.1 | | | 6.872 | |
| 20070428.1 | | | 6.192 | |
| 20070528.1 | | | 7.507 | |
| 20070628.1 | | | 7.225 | |
| 20070728.1 | | | 7.451 | |
| 20070828.1 | | | 7.167 | |
| | | | | |
| 20070928.1 | | | 7.150 | |
| 20071028.1 | | | 7.426 | |
| 20071128.1 | | | 8.192 | |
| 20071228.1 | | | 8.459 | |
| 20080128.1 | | | 8.145 | |
| 20080228.1 | | | 8.121 | |
| 20080328.1 | | | 8.697 | |
| 20080428.1 | | | 8.129 | |
| 20080528.1 | | | 9.457 | |
| 20080628.1 | | | 9.101 | |
| 20080728.1 | | | 9.394 | |
| 20080828.1 | | | 9.038 | |
| 20080928.1 | | | 9.012 | |
| 20081028.1 | | | 9.430 | |
| 20081128.1 | | | 0.000 | |
!
DEFINE DYNAMIC STICKY #CapBal11 = LOOKUP_TBL( “STEP”, Curdate, “Cap11Notional”, “CURDATE”,
“Balance” )
!
DEFINE DYNAMIC STICKY #CapBal11End = LOOKUP_TBL( “STEP”, Curdate + 30, “Cap11Notional”,
“CURDATE”, “Balance” )
!
DEFINE DYNAMIC STICKY #CapRate11 = LOOKUP_TBL( “STEP”, Curdate, “Cap11RateSch”, “CURDATE”,
“Rate” )
!
!
DEFINE #FloorCollat1 = .50% * #OrigCollBal1
DEFINE #SpecOCTarg1 = 2.7% * #OrigCollBal1
DEFINE STANDARDIZE OCT_INITVAL GROUP 1 CONSTANT #InitOCTarg1 = 2.7% * #OrigCollBal1
DEFINE STANDARDIZE OCT_STEPDOWN_FRAC GROUP 1 CONSTANT #StepOCFrac1 = 0.054
DEFINE STANDARDIZE OC_ACTUAL_VAL GROUP 1 #OC1 = 15035493.48
DEFINE STANDARDIZE OCT_STEPDOWN_MONTH GROUP 1 CONSTANT #StepDownDate1 = 37
DEFINE STANDARDIZE EXCESS_INTEREST GROUP 1 #XSSpread1 = 0
DEFINE STANDARDIZE OCT_FLOOR GROUP 1 CONSTANT #FloorOCTarg1 = #FloorCollat1
DEFINE STANDARDIZE OCT_VAL GROUP 1 DYNAMIC SLIPPERY #Octval1 = #SpecOCTarg1
!
DEFINE #FloorCollat2 = .50% * #OrigCollBal2
DEFINE #SpecOCTarg2 = 2.7% * #OrigCollBal2
DEFINE STANDARDIZE OCT_INITVAL GROUP 2 CONSTANT #InitOCTarg2 = 2.7% * #OrigCollBal2
DEFINE STANDARDIZE OCT_STEPDOWN_FRAC GROUP 2 CONSTANT #StepOCFrac2 = 0.054
DEFINE STANDARDIZE OC_ACTUAL_VAL GROUP 2 #OC2 = 16534471.71
DEFINE STANDARDIZE OCT_STEPDOWN_MONTH GROUP 2 CONSTANT #StepDownDate2 = 37
DEFINE STANDARDIZE EXCESS_INTEREST GROUP 2 #XSSpread2 = 0
DEFINE STANDARDIZE OCT_FLOOR GROUP 2 CONSTANT #FloorOCTarg2 = #FloorCollat2
DEFINE STANDARDIZE OCT_VAL GROUP 2 DYNAMIC SLIPPERY #Octval2 = #SpecOCTarg2
!
DEFINE #FloorCollat3 = .50% * #OrigCollBal3
DEFINE #SpecOCTarg3 = 2.7% * #OrigCollBal3
DEFINE STANDARDIZE OCT_INITVAL GROUP 3 CONSTANT #InitOCTarg3 = 2.7% * #OrigCollBal3
DEFINE STANDARDIZE OCT_STEPDOWN_FRAC GROUP 3 CONSTANT #StepOCFrac3 = 0.054
DEFINE STANDARDIZE OC_ACTUAL_VAL GROUP 3 #OC3 = 31569965.19
DEFINE STANDARDIZE OCT_STEPDOWN_MONTH GROUP 3 CONSTANT #StepDownDate3 = 37
DEFINE STANDARDIZE EXCESS_INTEREST GROUP 3 #XSSpread3 = 0
DEFINE STANDARDIZE OCT_FLOOR GROUP 3 CONSTANT #FloorOCTarg3 = #FloorCollat3
DEFINE STANDARDIZE OCT_VAL GROUP 3 DYNAMIC SLIPPERY #Octval3 = #SpecOCTarg3
!
DEFINE DYNAMIC STICKY #NetRate = ( COLL_I_MISC(“COUPON”) ) / COLL_PREV_BAL * 1200
DEFINE DYNAMIC STICKY #NetRate1 = ( COLL_I_MISC(“COUPON”,1) ) / COLL_PREV_BAL(1) * 1200
DEFINE DYNAMIC STICKY #NetRate2 = ( COLL_I_MISC(“COUPON”,2) ) / COLL_PREV_BAL(2) * 1200
DEFINE DYNAMIC STICKY #NetRate3 = ( COLL_I_MISC(“COUPON”,3) ) / COLL_PREV_BAL(3) * 1200
DEFINE DYNAMIC STICKY #NetRate12 = ( COLL_I_MISC(“COUPON”,“12”) ) / COLL_PREV_BAL(“12”)
* 1200
DEFINE DYNAMIC STICKY #NetRate11 = ( COLL_I_MISC(“COUPON”,“11”) ) / COLL_PREV_BAL(“11”)
* 1200
!
DEFINE DYNAMIC STICKY #NetRate22 = ( COLL_I_MISC(“COUPON”,“22”) ) / COLL_PREV_BAL(“22”)
* 1200
DEFINE DYNAMIC STICKY #NetRate21 = ( COLL_I_MISC(“COUPON”,“21”) ) / COLL_PREV_BAL(“21”)
* 1200
!
DEFINE DYNAMIC STICKY #NetRate32 = ( COLL_I_MISC(“COUPON”,“32”) ) / COLL_PREV_BAL(“32”)
* 1200
DEFINE DYNAMIC STICKY #NetRate31 = ( COLL_I_MISC(“COUPON”,“31”) ) / COLL_PREV_BAL(“31”)
* 1200
!
!
DEFINE DYNAMIC STICKY #NetRate1Actual360 = #Netrate1 * 30 / DAYS_DIFF(CURDATE,
MONTHS_ADD(CURDATE,-1))
!
DEFINE DYNAMIC STICKY #NetRate2Actual360 = #Netrate2 * 30 / DAYS_DIFF(CURDATE,
MONTHS_ADD(CURDATE,-1))
!
DEFINE DYNAMIC STICKY #NetRate3Actual360 = #Netrate3 * 30 / DAYS_DIFF(CURDATE,
MONTHS_ADD(CURDATE,-1))
!
DEFINE TABLE “OC_CUMLOSS3” (73, 2) = “MONTH” “OC_CUMLOSS_FRAC3”
| | | | | |
| 1.1 | | | 0 | |
| 2.1 | | | 0 | |
| 3.1 | | | 0 | |
| 4.1 | | | 0 | |
| 5.1 | | | 0 | |
| 6.1 | | | 0 | |
| 7.1 | | | 0 | |
| | | | | |
| 8.1 | | | 0 | |
| 9.1 | | | 0 | |
| 10.1 | | | 0 | |
| 11.1 | | | 0 | |
| 12.1 | | | 0 | |
| 13.1 | | | 0 | |
| 14.1 | | | 0 | |
| 15.1 | | | 0 | |
| 16.1 | | | 0 | |
| 17.1 | | | 0 | |
| 18.1 | | | 0 | |
| 19.1 | | | 0 | |
| 20.1 | | | 0 | |
| 21.1 | | | 0 | |
| 22.1 | | | 0 | |
| 23.1 | | | 0 | |
| 24.1 | | | 0 | |
| 25.1 | | | 0 | |
| 26.1 | | | 0 | |
| 27.1 | | | 0 | |
| 28.1 | | | 0 | |
| 29.1 | | | 0 | |
| 30.1 | | | 0 | |
| 31.1 | | | 0 | |
| 32.1 | | | 0 | |
| 33.1 | | | 0 | |
| 34.1 | | | 0 | |
| 35.1 | | | 0 | |
| 36.1 | | | 0 | |
| 37.1 | | | 0.0325 | |
| 38.1 | | | 0.03416666667 | |
| 39.1 | | | 0.03583333333 | |
| 40.1 | | | 0.0375 | |
| 41.1 | | | 0.03916666667 | |
| 42.1 | | | 0.04083333333 | |
| 43.1 | | | 0.0425 | |
| 44.1 | | | 0.04416666667 | |
| 45.1 | | | 0.04583333333 | |
| 46.1 | | | 0.0475 | |
| 47.1 | | | 0.04916666667 | |
| 48.1 | | | 0.05083333333 | |
| 49.1 | | | 0.0525 | |
| 50.1 | | | 0.05375 | |
| 51.1 | | | 0.055 | |
| 52.1 | | | 0.05625 | |
| 53.1 | | | 0.0575 | |
| 54.1 | | | 0.05875 | |
| 55.1 | | | 0.06 | |
| 56.1 | | | 0.06125 | |
| 57.1 | | | 0.0625 | |
| 58.1 | | | 0.06375 | |
| 59.1 | | | 0.065 | |
| 60.1 | | | 0.06625 | |
| 61.1 | | | 0.0675 | |
| 62.1 | | | 0.068125 | |
| 63.1 | | | 0.06875 | |
| | | | | |
| 64.1 | | | 0.069375 | |
| 65.1 | | | 0.07 | |
| 66.1 | | | 0.070625 | |
| 67.1 | | | 0.07125 | |
| 68.1 | | | 0.071875 | |
| 69.1 | | | 0.0725 | |
| 70.1 | | | 0.073125 | |
| 71.1 | | | 0.07375 | |
| 72.1 | | | 0.074375 | |
| 360.1 | | | 0.075 | |
!
DEFINE #OPTRED_Cleanup_1mon = 0
DEFINE #OPTRED_Cleanup_0mon = 0
!
! !
TOLERANCE WRITEDOWN_0LOSS 100.00
DEFINE DYNAMIC STICKY #days_in_period = IF CURMONTH EQ 1 THEN 9 ELSE DAYS_DIFF(CURDATE,
MONTHS_ADD(CURDATE,-1))
DEFINE DYNAMIC STICKY #AV1_FSA_Fee = (BBAL(“CLN_AV1#1”) + PRINCPMT(“CLN_AV1#1”)) *
( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.08 ELSE 0.08 ) * #days_in_period / 36000
DEFINE DYNAMIC STICKY #AV2_FSA_Fee = (BBAL(“CLN_AV2#1”) + PRINCPMT(“CLN_AV2#1”)) *
( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.08 ELSE 0.08 ) * #days_in_period / 36000
DEFINE DYNAMIC STICKY #WTD_AVG_FSA_FEE = OPTIMAL_INTPMT(“GIC#1”, “FSA_AV#1”, “FSA_M1#1”,
“FSA_M2#1”, “FSA_M3#1”, “FSA_M4#1”, “FSA_M5#1”, “FSA_M6#1”, “FSA_B1#1”, “FSA_B2#1”, “FSA_B3#1”,
“FSA_B4#1”)/ COLL_PREV_BAL(3) * 1200
DEFINE DYNAMIC STICKY #WTD_AVG_FSA_amt = OPTIMAL_INTPMT(“GIC#1”, “FSA_AV#1”, “FSA_M1#1”,
“FSA_M2#1”, “FSA_M3#1”, “FSA_M4#1”, “FSA_M5#1”, “FSA_M6#1”, “FSA_B1#1”, “FSA_B2#1”, “FSA_B3#1”,
“FSA_B4#1”)
DEFINE DYNAMIC STICKY #FSA_Sub_AV1 = MAX(0, (BBAL(“A-1#1”) + PRINCPMT(“A-1#1”)) -
(BBAL(“CLN_AV1#1”) + PRINCPMT(“CLN_AV1#1”)))
DEFINE DYNAMIC STICKY #FSA_Sub_AV2 = MAX(0, (BBAL(“A-2#1”) + PRINCPMT(“A-2#1”)) -
(BBAL(“CLN_AV2#1”) + PRINCPMT(“CLN_AV2#1”)))
DEFINE DYNAMIC STICKY #SUBBAL = BBAL(“CLN_M1#1”, “CLN_M2#1”, “CLN_M3#1”, “CLN_M4#1”, “CLN_M5#1”,
“CLN_M6#1”, “CLN_B1#1”, “CLN_B2#1”, “CLN_B3#1”, “CLN_B4#1”)
!
DEFINE DYNAMIC STICKY #WTAVGSUBMARGIN = (#FSA_Sub_AV1 * (1 * LIBOR_1MO + ( IF #OPTRED_Cleanup_1mon
THEN 0.48 ELSE 0.24 )) + #FSA_Sub_AV2 * (1 * LIBOR_1MO + ( IF #OPTRED_Cleanup_1mon THEN 0.48 ELSE
0.24 ))) / #SUBBAL
!!!DEFINE DYNAMIC STICKY #Net_WAC_Rate3 = MIN(COLL_I_MISC(“COUPON”, 1), COLL_I_MISC(“COUPON”, 2)) -
#WTD_AVG_FSA_FEE
DEFINE DYNAMIC STICKY #Net_WAC_Rate3 = (MIN(#NetRate1, #NetRate2) — #WTD_AVG_FSA_FEE) * 30 /
#days_in_period
DEFINE #AAA_SpecOCTarg = 0
!
DEFINE INDEX “_FSA_PREMIUM”
!
INITIAL INDEX LIBOR_1MO 3.5937
INITIAL INDEX LIBOR_6MO 3.9327
INITIAL INDEX _FSA_PREMIUM 0
! DEFINE MACRO #TotalPaybackDue[1] = TOTAL_PAYBACK_DUE({#1})
!
!
Tranche “EXP1” SEN_FEE_NO ! PAID_DOWN_WHEN (COLL_BAL LT 0.01);
Block 541690000.00 at 0. GROUP 1 NOTIONAL WITH BLOCK “A-1#1” _
DAYCOUNT 30360 FREQ M _
Delay 27 Dated 20050701 Next 20050828
!
Tranche “EXP2” SEN_FEE_NO ! PAID_DOWN_WHEN (COLL_BAL LT 0.01);
Block 595760000.00 at 0. GROUP 2 NOTIONAL WITH BLOCK “A-2#1” _
DAYCOUNT 30360 FREQ M _
Delay 27 Dated 20050701 Next 20050828
!
DEFINE DYNAMIC SLIPPERY #HedgeRestrictBal1 = BBAL(“A-1#1”,“A-2#1”)
!
DEFINE DYNAMIC STICKY #HedgeCapBeginBal11 = MIN( #HedgeRestrictBal1, #CapBal11 )
!
DEFINE DYNAMIC SLIPPERY #HedgeCapEndBal11 = MIN( #HedgeRestrictBal1, #CapBal11End )
!
Tranche “CAP_IN11” PSEUDO HEDGE
Block 0.01 at 3.5937 FLOAT NOTIONAL WITH FORMULA BEGIN ( #HedgeCapBeginBal11 );
END ( #HedgeCapEndBal11 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE FREQ M _
Delay 0 Dated 20050816 Next 20050828
((1 * MIN(10.5, LIBOR_1MO)) + (-1 * #CapRate11))
0 999
!
Tranche “A-1” SEN_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“A-1”} LT 0.01);
Block 541690000.00 GROUP 1 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF (((COLL_BAL(1) + COLL_BAL(2)) / (#OrigCollBal1 + #OrigCollBal2)) <
20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “A-2” SEN_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“A-2”} LT 0.01);
Block 595760000.00 GROUP 2 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF (((COLL_BAL(1) + COLL_BAL(2)) / (#OrigCollBal1 + #OrigCollBal2)) <
20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_AV1” SEN_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_AV1”} LT 0.01);
Block 425050000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_AV2” SEN_FLT_NO_PP ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_AV2”} LT 0.01);
Block 467490000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_M1” MEZ_FLT_NO_PP ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_M1”} LT 0.01);
Block 65460000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_M2” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_M2”} LT 0.01);
Block 38570000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_M3” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_M3”} LT 0.01);
Block 21040000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_M4” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_M4”} LT 0.01);
Block 19280000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_M5” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_M5”} LT 0.01);
Block 19280000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_M6” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_M6”} LT 0.01);
Block 16950000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_B1” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_B1”} LT 0.01);
Block 15190000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_B2” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_B2”} LT 0.01);
Block 13440000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_B3” MEZ_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_B3”} LT 0.01);
Block 12270000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “CLN_B4” JUN_FLT ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“CLN_B4”} LT 0.01);
Block 23430000.00 GROUP 3 FREQ M FLOAT RESET M _
COUPONCAP ( #Net_WAC_Rate3 ); _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(1 * LIBOR_1MO + ( IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.48 ELSE 0.24 ))
0 14
!
Tranche “GIC” SEN_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“GIC”} LT 0.01);
Block 244910000.00 at 0.045 GROUP 3 FREQ M NOTIONAL WITH BLOCK
“CLN_M1#1”&“CLN_M2#1”&“CLN_M3#1”&“CLN_M4#1”&“CLN_M5#1”&“CLN_M6#1”&“CLN_B1
#1”&“CLN_B2#1”& “CLN_B3#1”&” CLN_B4#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
!
Tranche “FSA_AV” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_AV”} LT 0.01);
Block 892540000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK
“CLN_AV1#1”&“CLN_AV2#1”_
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.08 ELSE 0.08 )
0 999
!
Tranche “FSA_M1” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_M1”} LT 0.01);
Block 65460000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK
“CLN_M1#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.795 ELSE 0.53 )
0 999
!
Tranche “FSA_M2” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_M2”} LT 0.01);
Block 38570000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_M2#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.855 ELSE 0.57 )
0 999
!
Tranche “FSA_M3” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_M3”} LT 0.01);
Block 21040000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_M3#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 0.885 ELSE 0.59 )
0 999
!
Tranche “FSA_M4” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_M4”} LT 0.01);
Block 19280000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_M4#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 1.08 ELSE 0.72 )
0 999
!
Tranche “FSA_M5” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_M5”} LT 0.01);
Block 19280000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_M5#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 1.14 ELSE 0.76 )
0 999
!
Tranche “FSA_M6” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_M6”} LT 0.01);
Block 16950000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_M6#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 1.20 ELSE 0.80 )
0 999
!
Tranche “FSA_B1” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_B1”} LT 0.01);
Block 15190000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_B1#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 2.025 ELSE 1.35 )
0 999
!
Tranche “FSA_B2” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_B2”} LT 0.01);
Block 13440000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_B2#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 2.25 ELSE 1.50 )
0 999
!
Tranche “FSA_B3” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_B3”} LT 0.01);
Block 12270000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_B3#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 3.075 ELSE 2.05 )
0 999
!
Tranche “FSA_B4” SEN_FLT_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“FSA_B4”} LT 0.01);
Block 23430000.00 GROUP 3 FREQ M FLOAT RESET M NOTIONAL WITH BLOCK “
CLN_B4#1” _
DAYCOUNT ACTUAL360 BUSINESS_DAY NONE _
Delay 0 Dated 20050816 Next 20050828
(IF ((COLL_BAL(3) / #OrigCollBal3) < 20%) THEN 3.75 ELSE 2.50 )
0 999
!
Tranche “X” JUN_WAC_IO ! PAID_DOWN_WHEN ({#TotalPaybackDue}{“X”} LT 0.01);
Block 1169019965.19 FLOAT GROUP 3 NOTIONAL WITH GROUP 3 _
DAYCOUNT 30360 BUSINESS_DAY NONE FREQ M _
Delay 27 Dated 20050701 Next 20050828
( ( COLL_I_MISC(“COUPON”, 3) -
(CAPPED_OPTIMAL_INTPMT(“CLN_AV1#1”,“CLN_AV2#1”,“CLN_M1#1”,“CLN_M2#1”,“CLN_M3#1”,“CLN_M4#1”,
“CLN_M5#1 ”,“CLN_M6#1”,“CLN_B1#1”,“CLN_B2#1”,“CLN_B3#1”,“CLN_B4#1”,“FSA_AV#1”,“FSA_M1#1”,“FSA_M2#1”,
“FSA_M3#1”,“FSA_M4#1”,“FSA_M5#1”,“FSA_M6#1”,“FSA_B1#1”,“FSA_B2#1”,“FSA_B3#1”,“FSA_B4#1”,“GIC#1”))) /
COLL_PREV_BAL(3) * 1200 * 30 / NDAYS_ACCRUE_INT(“X”))
0 999
!
Tranche “R_1” JUN_RES
Block 556725493.48 at 0 GROUP 1 NOTIONAL WITH GROUP 1 _
DAYCOUNT 30360 BUSINESS_DAY NONE _
FREQ M Delay 27 Dated 20050701 Next 20050828
!
Tranche “R_PP_1” JUN_PEN_NO
Block 556725493.48 at 0 GROUP 1 NOTIONAL WITH GROUP 1 _
DAYCOUNT 30360 BUSINESS_DAY NONE _
FREQ M Delay 27 Dated 20050701 Next 20050828
!
Tranche “R_2” JUN_RES
Block 612294471.71 at 0 GROUP 2 NOTIONAL WITH GROUP 2 _
DAYCOUNT 30360 BUSINESS_DAY NONE _
FREQ M Delay 27 Dated 20050701 Next 20050828
!
Tranche “R_PP_2” JUN_PEN_NO
Block 612294471.71 at 0 GROUP 2 NOTIONAL WITH GROUP 2 _
DAYCOUNT 30360 BUSINESS_DAY NONE _
FREQ M Delay 27 Dated 20050701 Next 20050828
!
Tranche “R_3” JUN_RES
Block 1169019965.19 at 0 GROUP 3 NOTIONAL WITH GROUP 3 _
DAYCOUNT 30360 BUSINESS_DAY NONE _
FREQ M Delay 27 Dated 20050701 Next 20050828
!
Tranche “R_PP_3” JUN_PEN_NO
Block 1169019965.19 at 0 GROUP 3 NOTIONAL WITH GROUP 3 _
DAYCOUNT 30360 BUSINESS_DAY NONE _
FREQ M Delay 27 Dated 20050701 Next 20050828
!
Tranche “#OC1” SYMVAR
Tranche “#SpecOCTarg1” SYMVAR
!
Tranche “#OC2” SYMVAR
Tranche “#SpecOCTarg2” SYMVAR
!
Tranche “#OC3” SYMVAR
Tranche “#SpecOCTarg3” SYMVAR
!
Tranche “DEAL_PLUGIN” PSEUDO
Block USE PCT 100.0 100.0 OF “A-1#1”
Block USE PCT 100.0 100.0 OF “A-2#1”
Block USE PCT 100.0 100.0 OF “CLN_AV1#1”
Block USE PCT 100.0 100.0 OF “CLN_AV2#1”
Block USE PCT 100.0 100.0 OF “CLN_M1#1”
Block USE PCT 100.0 100.0 OF “CLN_M2#1”
Block USE PCT 100.0 100.0 OF “CLN_M3#1”
Block USE PCT 100.0 100.0 OF “CLN_M4#1”
Block USE PCT 100.0 100.0 OF “CLN_M5#1”
Block USE PCT 100.0 100.0 OF “CLN_M6#1”
Block USE PCT 100.0 100.0 OF “CLN_B1#1”
Block USE PCT 100.0 100.0 OF “CLN_B2#1”
Block USE PCT 100.0 100.0 OF “CLN_B3#1”
Block USE PCT 100.0 100.0 OF “CLN_B4#1”
Block USE PCT 0.0 100.0 OF “R_1#1”
Block USE PCT 0.0 100.0 OF “R_2#1”
Block USE PCT 0.0 100.0 OF “R_3#1”
Block USE PCT 0.0 100.0 OF “X#1”
Block USE PCT 0.0 100.0 OF “FSA_AV#1”
Block USE PCT 0.0 100.0 OF “FSA_M1#1”
Block USE PCT 0.0 100.0 OF “FSA_M2#1”
Block USE PCT 0.0 100.0 OF “FSA_M3#1”
Block USE PCT 0.0 100.0 OF “FSA_M4#1”
Block USE PCT 0.0 100.0 OF “FSA_M5#1”
Block USE PCT 0.0 100.0 OF “FSA_M6#1”
Block USE PCT 0.0 100.0 OF “FSA_B1#1”
Block USE PCT 0.0 100.0 OF “FSA_B2#1”
Block USE PCT 0.0 100.0 OF “FSA_B3#1”
Block USE PCT 0.0 100.0 OF “FSA_B4#1”
Block USE PCT 0.0 100.0 OF “R_PP_3#1”
Block USE PCT 0.0 100.0 OF “R_PP_1#1”
Block USE PCT 0.0 100.0 OF “R_PP_2#1”
Block USE PCT 0.0 100.0 OF “GIC#1”
!
Tranche “#NetRate” SYMVAR
!
Tranche “#NetRate1” SYMVAR
!
Tranche “#NetRate1Actual360” SYMVAR
!
Tranche “#NetRate2” SYMVAR
!
Tranche “#NetRate2Actual360” SYMVAR
!
Tranche “#NetRate3” SYMVAR
!
Tranche “#NetRate3Actual360” SYMVAR
!
Tranche “#NetRate12” SYMVAR
!
Tranche “#NetRate11” SYMVAR
!
Tranche “#NetRate22” SYMVAR
!
Tranche “#NetRate21” SYMVAR
!
Tranche “#NetRate32” SYMVAR
!
Tranche “#NetRate31” SYMVAR
!
!
DEFINE PSEUDO_TRANCHE COLLAT _
Delay 27 Dated 20050701 Next 20050828 Settle 20050816
DEFINE PSEUDO_TRANCHE COLLAT GROUP 1 _
Delay 27 Dated 20050701 Next 20050828 Settle 20050816
DEFINE PSEUDO_TRANCHE COLLAT GROUP 2 _
Delay 27 Dated 20050701 Next 20050828 Settle 20050816
DEFINE PSEUDO_TRANCHE COLLAT GROUP 3 _
Delay 27 Dated 20050701 Next 20050828 Settle 20050816
! RESERVE_FUND “YmRsvFnd1” FUNDING_FROM RULES
!
RESERVE_FUND “YmRsvFnd2” FUNDING_FROM RULES
!
RESERVE_FUND “YmRsvFnd3” FUNDING_FROM RULES
!
ifdef #_CMOVER_3.1a2 _
!
define MACRO #HB_CAP = BALANCE NOTIONAL WITH TRANCHE “CAP_IN11”
!
ifndef #_CMOVER_3.1a2 _
define MACRO #HB_CAP =
!
HEDGE “CAP” _
TYPE CAP {#HB_CAP} _
LEG “FLT” DEAL_RECEIVES OPTIMAL_INTPMT “CAP_IN11”
!
FINANCIAL_GUARANTY “FSA_A1” _
ON TRANCHE “A-1” _
COVERS DELINQ LOSSES _
COVERS INTEREST SHORTFALLS
!
FINANCIAL_GUARANTY “FSA_A2” _
ON TRANCHE “A-2” _
COVERS DELINQ LOSSES _
COVERS INTEREST SHORTFALLS
!
CREDIT_SUPPORT_BASIS GROUP_DEAL
!
CLASS “EXP1” NO_BUILD_TRANCHE _
= “EXP1”
CLASS “EXP2” NO_BUILD_TRANCHE _
= “EXP2”
CLASS “RESID_1” = “R_1#1” “R_PP_1#1”
CLASS “RESID_2” = “R_2#1” “R_PP_2#1”
CLASS “X3” NO_BUILD_TRANCHE _
= “X”
CLASS “X1” = “FSA_AV” “GIC” “FSA_B4” “FSA_B3” “FSA_B2” “FSA_B1” “FSA_M6” “FSA_M5”
“FSA_M4” “FSA_M3” “FSA_M2” “FSA_M1”
CLASS “RESID_3” = “R_3#1” “R_PP_3#1"
CLASS “A-1” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “A-1”
CLASS “A-2” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “A-2”
CLASS “CLN_AV1” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_AV1”
CLASS “CLN_AV2” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_AV2”
CLASS “CLN_M1” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_M1”
CLASS “CLN_M2” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_M2”
CLASS “CLN_M3” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_M3”
CLASS “CLN_M4” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_M4”
CLASS “CLN_M5” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_M5”
CLASS “CLN_M6” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_M6”
CLASS “CLN_B1” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_B1”
CLASS “CLN_B2” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_B2”
CLASS “CLN_B3” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_B3”
CLASS “CLN_B4” NO_BUILD_TRANCHE _
SHORTFALL_PAYBACK COUPONCAP TRUE _
SHORTFALL_EARN_INT COUPONCAP TRUE _
= “CLN_B4”
CLASS “CLN_AV” DISTRIB_CLASS PRORATA ALLOCATION _
= “CLN_AV1” “CLN_AV2”
!
!
CLASS “GRP1” _
WRITEDOWN_BAL RULES _
DISTRIB_CLASS RULES _
SHORTFALL_PAYBACK PRINCIPAL_LOSS TRUE _
= “EXP1” “A-1” “RESID_1”
CLASS “GRP2” _
WRITEDOWN_BAL RULES _
DISTRIB_CLASS RULES _
SHORTFALL_PAYBACK PRINCIPAL_LOSS TRUE _
= “EXP2” “A-2” “RESID_2”
CLASS “GRP3” _
WRITEDOWN_BAL RULES _
DISTRIB_CLASS RULES _
SHORTFALL_PAYBACK PRINCIPAL_LOSS TRUE _
SHORTFALL_PAYBACK ALLOCATION TRUE _
SHORTFALL_EARN_INT INTEREST TRUE _
= “CLN_AV” “CLN_M1” “CLN_M2” “CLN_M3” “CLN_M4” “CLN_M5” “CLN_M6” “CLN_B1” “CLN_B2” “CLN_B3”
“CLN_B4” “X1” “X3” “RESID_3”
!
CLASS “ROOT” ROOT_LIST = “GRP1” “GRP2” “GRP3”
!
GROUP 0 ROOT = 1 2 3
!
!
DEFINE PSEUDO_TRANCHE CLASS “CLN_AV” Delay 0 Dated 20050816 Next 20050828 DAYCOUNT
ACTUAL360 BUSINESS_DAY NONE
!
!
CROSSOVER When 0
!
ifdef #cmover_3.1b1 _
DEFINE MACRO #DelinqTrigType = TYPE CASHFLOW DELINQ
DEFINE MACRO #CumLossTrigType = TYPE CASHFLOW CUM_LOSS
!
ifndef #cmover_3.1b1 _
DEFINE MACRO #DelinqTrigType =
DEFINE MACRO #CumLossTrigType =
!
TRIGGER “StepUp-DlqRatio3” _
FULL_NAME “Group 3 Step Up Delinquency Trigger” _
{#DelinqTrigType} _
ORIG_TESTVAL 0.000% _
TESTVAL ( #TrigDelinqFrac3); _
ORIG_TARGETVAL 15.95% _
TARGETVAL (15.95%); _
TRIGVAL LODIFF
!
TRIGGER “StepUp-CumLoss3” _
FULL_NAME “Group 3 Step Up Cumulative Loss Trigger” _
{#CumLossTrigType} _
ORIG_TESTVAL 0.000% _
TESTVAL ( #TrigCumLossFrac3); _
ORIG_TARGETVAL 1.000% _
TARGETVAL (#CumLossShft3); _
TRIGVAL LODIFF
!
TRIGGER “STEPUP_TRIGGER3” _
FULL_NAME “Group 3 Step Up Trigger” _
DEFINITION “A Step Up Trigger exists, if_
;(1) the quotient of (A) the aggregate principal balance of all_
mortgage loans 90 or more days delinquent, averaged over previous 1 months _
and (B) the principal balance of the loans, exceeds 15.95%._
or;(2) a percentage calculated as the quotient of the amount of cumulative_
realized losses divided by the original collateral balance exceeds the target defined by a schedule;_
| | | | | |
| Month <= | | %; | |
| 1 | | | 0%; _ | |
| 2 | | | 0%; _ | |
| 3 | | | 0%; _ | |
| 4 | | | 0%; _ | |
| 5 | | | 0%; _ | |
| 6 | | | 0%; _ | |
| 7 | | | 0%; _ | |
| 8 | | | 0%; _ | |
| 9 | | | 0%; _ | |
| 10 | | | 0%; _ | |
| 11 | | | 0%; _ | |
| 12 | | | 0%; _ | |
| 13 | | | 0%; _ | |
| 14 | | | 0%; _ | |
| 15 | | | 0%; _ | |
| 16 | | | 0%; _ | |
| 17 | | | 0%; _ | |
| 18 | | | 0%; _ | |
| 19 | | | 0%; _ | |
| 20 | | | 0%; _ | |
| 21 | | | 0%; _ | |
| 22 | | | 0%; _ | |
| 23 | | | 0%; _ | |
| 24 | | | 0%; _ | |
| 25 | | | 0%; _ | |
| 26 | | | 0%; _ | |
| 27 | | | 0%; _ | |
| 28 | | | 0%; _ | |
| 29 | | | 0%; _ | |
| 30 | | | 0%; _ | |
| 31 | | | 0%; _ | |
| | | | | |
| 32 | | | 0%; _ | |
| 33 | | | 0%; _ | |
| 34 | | | 0%; _ | |
| 35 | | | 0%; _ | |
| 36 | | | 0%; _ | |
| 37 | | | 3.25%; _ | |
| 38 | | | 3.416666667%; _ | |
| 39 | | | 3.583333333%; _ | |
| 40 | | | 3.75%;_ | |
| 41 | | | 3.916666667%; _ | |
| 42 | | | 4.083333333%; _ | |
| 43 | | | 4.25%; _ | |
| 44 | | | 4.416666667%; _ | |
| 45 | | | 4.583333333%; _ | |
| 46 | | | 4.75%; _ | |
| 47 | | | 4.916666667%; _ | |
| 48 | | | 5.083333333%; _ | |
| 49 | | | 5.25%; _ | |
| 50 | | | 5.375%; _ | |
| 51 | | | 5.5%; _ | |
| 52 | | | 5.625%; _ | |
| 53 | | | 5.75%; _ | |
| 54 | | | 5.875%; _ | |
| 55 | | | 6%; _ | |
| 56 | | | 6.125%; _ | |
| 57 | | | 6.25%; _ | |
| 58 | | | 6.375%; _ | |
| 59 | | | 6.5%; _ | |
| 60 | | | 6.625%; _ | |
| 61 | | | 6.75%; _ | |
| 62 | | | 6.8125%; _ | |
| 63 | | | 6.875%; _ | |
| 64 | | | 6.9375%; _ | |
| 65 | | | 7%; _ | |
| 66 | | | 7.0625%; _ | |
| 67 | | | 7.125%; _ | |
| 68 | | | 7.1875%; _ | |
| 69 | | | 7.25%; _ | |
| 70 | | | 7.3125%; _ | |
| 71 | | | 7.375%; _ | |
| 72 | | | 7.4375%; _ | |
| 360 | | | 7.5%; _ | |
"_
IMPACT “If a Step Up Trigger is in effect the OC target will change to_
the last value before the trigger occurred if a stepdown has_
occurred. It has no effect if a stepdown has not occurred.” _
EFFECTIVE_WHEN (If #StepDown3 Then TRIG_EFFECTIVE_YES Else TRIG_EFFECTIVE_NO); _
TRIGVAL FORMULA ( min(TRIGGER(“StepUp-DlqRatio3”,“TRIGVAL”),
TRIGGER(“StepUp-CumLoss3”,“TRIGVAL”)));
!
OPTIONAL REDEMPTION: “Cleanup” _
COLL_FRAC 30% _
PRICE_P ( COLL_BAL ); _
DISTR_P RULES “OPTR_DEAL”
DEFINE DYNAMIC STICKY #OPTRED_Cleanup_0mon = OPTREDEEM (“Cleanup”, “REDEEMABLE”)
!
!
INTEREST_SHORTFALL GROUP 1 FULL_PREPAY Compensate Pro_rata _
PARTIAL_PREPAY Compensate Pro_rata _
LOSS NO_Compensate SUBORDINATED ACCUM
!
INTEREST_SHORTFALL GROUP 2 FULL_PREPAY Compensate Pro_rata _
PARTIAL_PREPAY Compensate Pro_rata _
LOSS NO_Compensate SUBORDINATED ACCUM
!
INTEREST_SHORTFALL GROUP 3 FULL_PREPAY Compensate Pro_rata _
PARTIAL_PREPAY Compensate Pro_rata _
LOSS NO_Compensate SUBORDINATED ACCUM
! DEFINE MACRO BLOCK #AM1_Prn =
{
from : CLASS ( “A-1” )
pay : SEQUENTIAL ( “A-1#1” )
}
DEFINE MACRO BLOCK #AM2_Prn =
{
from : CLASS ( “A-2” )
pay : SEQUENTIAL ( “A-2#1” )
}
DEFINE MACRO BLOCK #CLN_AV_Int =
{
from : CLASS ( “CLN_AV” )
pay : CLASS INTEREST PRO_RATA ( “CLN_AV1”; “CLN_AV2” )
}
DEFINE MACRO BLOCK #CLN_AV_InS =
{
from : CLASS ( “CLN_AV” )
pay : CLASS INTSHORT PRO_RATA ( “CLN_AV1”; “CLN_AV2” )
}
DEFINE MACRO BLOCK #CLN_AV_Prn =
{
calculate : #P_CLN_AV = BBAL(“CLN_AV1”,“CLN_AV2”) — BBAL(“CLN_AV”)
!!! CLN_AV1 & CLN_AV2 Principal Allocation
calculate : #P_CLN_AV1_1 = MIN(BBAL(“CLN_AV1”), (COLL_P(1) / (COLL_P(1) + COLL_P(2)) *
#P_CLN_AV))
calculate : #P_CLN_AV2_1 = MIN(BBAL(“CLN_AV2”), (COLL_P(2) / (COLL_P(1) + COLL_P(2)) *
#P_CLN_AV))
calculate : #P_CLN_AV_Rem = #P_CLN_AV — #P_CLN_AV1_1 — #P_CLN_AV2_1
calculate : #P_CLN_AV1_2 = MIN(BBAL(“CLN_AV1”) — #P_CLN_AV1_1, #P_CLN_AV_Rem)
calculate : #P_CLN_AV2_2 = MIN(BBAL(“CLN_AV2”) — #P_CLN_AV2_1, #P_CLN_AV_Rem)
calculate : #P_CLN_AV1 = #P_CLN_AV1_1 + #P_CLN_AV1_2
calculate : #P_CLN_AV2 = #P_CLN_AV2_1 + #P_CLN_AV2_2
from : CLASS ( “CLN_AV” )
pay : CLASS INTEREST SEQUENTIAL ( “CLN_AV1” )
pay : CLASS INTSHORT SEQUENTIAL ( “CLN_AV1” )
from : CLASS ( “CLN_AV” )
from : SUBACCOUNT ( #P_CLN_AV )
subject to : CEILING ( #P_CLN_AV1 )
pay : CLASS BALANCE SEQUENTIAL ( “CLN_AV1” )
from : CLASS ( “CLN_AV” )
pay : CLASS INTEREST SEQUENTIAL ( “CLN_AV2” )
pay : CLASS INTSHORT SEQUENTIAL ( “CLN_AV2” )
from : CLASS ( “CLN_AV” )
from : SUBACCOUNT ( #P_CLN_AV )
subject to : CEILING ( #P_CLN_AV2 )
pay : CLASS BALANCE SEQUENTIAL ( “CLN_AV2” )
!
from : CLASS ( “CLN_AV1” )
pay : SEQUENTIAL ( “CLN_AV1#1” )
from : CLASS ( “CLN_AV2” )
pay : SEQUENTIAL ( “CLN_AV2#1” )
DEFINE MACRO BLOCK #CLN_M1_Prn =
from : CLASS ( “CLN_M1” )
pay : SEQUENTIAL ( “CLN_M1#1” )
DEFINE MACRO BLOCK #CLN_M2_Prn =
from : CLASS ( “CLN_M2” )
pay : SEQUENTIAL ( “CLN_M2#1” )
DEFINE MACRO BLOCK #CLN_M3_Prn =
{
from : CLASS ( “CLN_M3” )
pay : SEQUENTIAL ( “CLN_M3#1” )
}
DEFINE MACRO BLOCK #CLN_M4_Prn =
{
from : CLASS ( “CLN_M4” )
pay : SEQUENTIAL ( “CLN_M4#1” )
}
DEFINE MACRO BLOCK #CLN_M5_Prn =
{
from : CLASS ( “CLN_M5” )
pay : SEQUENTIAL ( “CLN_M5#1” )
}
DEFINE MACRO BLOCK #CLN_M6_Prn =
{
from : CLASS ( “CLN_M6” )
pay : SEQUENTIAL ( “CLN_M6#1” )
}
DEFINE MACRO BLOCK #CLN_B1_Prn =
{
from : CLASS ( “CLN_B1” )
pay : SEQUENTIAL ( “CLN_B1#1” )
}
DEFINE MACRO BLOCK #CLN_B2_Prn =
{
from : CLASS ( “CLN_B2” )
pay : SEQUENTIAL ( “CLN_B2#1” )
}
DEFINE MACRO BLOCK #CLN_B3_Prn =
{
from : CLASS ( “CLN_B3” )
pay : SEQUENTIAL ( “CLN_B3#1” )
}
DEFINE MACRO BLOCK #CLN_B4_Prn =
{
from : CLASS ( “CLN_B4” )
pay : SEQUENTIAL ( “CLN_B4#1” )
}
!
!
CMO Block Payment Rules
from : CASH_ACCOUNT (100, GROUP 1)
subject to : CEILING ( (COLL(“PREPAYPENALTY”,1)) )
pay : CREDIT_ENHANCEMENT (“YmRsvFnd1”)
from : CASH_ACCOUNT (100, GROUP 2)
subject to : CEILING ( (COLL(“PREPAYPENALTY”,2)) )
pay : CREDIT_ENHANCEMENT (“YmRsvFnd2”)
from : CASH_ACCOUNT (100, GROUP 3)
subject to : CEILING ( (COLL(“PREPAYPENALTY”,3)) )
pay : CREDIT_ENHANCEMENT (“YmRsvFnd3”)
calculate : #HedgePaySave1 = 0.00
calculate : #HedgePaySave2 = 0.00
!!! FSA Premium Payment
calculate : #AAA_FSA_Premium = CAPPED_OPTIMAL_INTPMT(“GIC#1”, “FSA_M1#1”,“FSA_M2#1”,“FSA_M3#1”,“FSA_M4#1”,“FSA_M5#1”,“FSA_M6#1”,“FSA_B1#1”,“FSA_B2#1”,“FSA_B3#1”,” FSA_B4#1”) — INTSHORT_ACCUM(“GIC#1”, “FSA_AV#1”,“FSA_M1#1”,“FSA_M2#1”,“FSA_M3#1”,“FSA_M4#1”,“FSA_M5#1”,“FSA_M6#1”,“FSA_B1#1”,“FSA_B2#1”,” FSA_B3#1”,“FSA_B4#1”)
calculate : #AAA_FSA_Premium1 = #AAA_FSA_Premium * #FSA_Sub_AV1 / (#FSA_Sub_AV1 +
#FSA_Sub_AV2) + #AV1_FSA_Fee
calculate : #AAA_FSA_Premium2 = #AAA_FSA_Premium * #FSA_Sub_AV2 / (#FSA_Sub_AV1 +
#FSA_Sub_AV2) + #AV2_FSA_Fee
calculate : #FSA_Premium_Paid1 = MIN(COLL_I(1), #AAA_FSA_Premium1)
calculate : #FSA_Premium_Paid2 = MIN(COLL_I(2), #AAA_FSA_Premium2)
calculate : #FSA_Premium_UnPaid1 = #AAA_FSA_Premium1 — #FSA_Premium_Paid1
calculate : #FSA_Premium_UnPaid2 = #AAA_FSA_Premium2 — #FSA_Premium_Paid2
calculate : #G1_FSA_Premium_Paid_by_G2 = MIN(COLL_I(2) — #FSA_Premium_Paid2,
#FSA_Premium_UnPaid1)
calculate : #G2_FSA_Premium_Paid_by_G1 = MIN(COLL_I(1) — #FSA_Premium_Paid1,
#FSA_Premium_UnPaid2)
calculate : #AAA_FSA_Premium_Paid1 = #FSA_Premium_Paid1 + #G2_FSA_Premium_Paid_by_G1
calculate : #AAA_FSA_Premium_Paid2 = #FSA_Premium_Paid2 + #G1_FSA_Premium_Paid_by_G2
calculate : #AAA_FSA_Premium_Paid = #AAA_FSA_Premium_Paid1 + #AAA_FSA_Premium_Paid2
calculate : #Coll_I1 = COLL_I(1) — COLL_YM(1) + CF_REINV_INCOME *
COLL_CF(1)/COLL_CF + HEDGE(“CAP”,“ACTUAL_PMT”) — #AAA_FSA_Premium_Paid1
calculate : #Coll_P1 = COLL_P(1)
calculate : #Coll_I2 = COLL_I(2) — COLL_YM(2) + CF_REINV_INCOME *
COLL_CF(2)/COLL_CF + HEDGE(“CAP”,“ACTUAL_PMT”) — #AAA_FSA_Premium_Paid2
calculate : #Coll_P2 = COLL_P(2)
calculate : #Coll_I3 = COLL_I(3) — COLL_YM(3) + CF_REINV_INCOME *
COLL_CF(3)/COLL_CF
calculate : #Coll_P3 = COLL_P(3)
calculate : #Princ1 = COLL_P(1)
!
calculate : #Interest1 = COLL_I(1)
!
calculate : #Princ2 = COLL_P(2)
!
calculate : #Interest2 = COLL_I(2)
!
calculate : #Princ3 = COLL_P(3)
!
calculate : #Interest3 = COLL_I(3)
!!! FSA Collateral Cashflow
calculate : #AAA_Princ = COLL_P(1) + COLL_P(2)
calculate : #AAA_Interest = COLL_I(1) + COLL_I(2)
calculate : #AAA_COLL_BAL = COLL_BAL(1) + COLL_BAL(2)
calculate : #AAA_COLL_YM = COLL_YM(1) + COLL_YM(2)
calculate : #AAA_COLL_PREV_BAL = COLL_PREV_BAL(1) + COLL_PREV_BAL(2)
calculate : #AAA_OrigCollBal = #OrigCollBal1 + #OrigCollBal2
!!! Available Funds Calculation
calculate : #TrigDelinqFrac3 = AVG_COLL(“RATE”,-1,3,1,3)
calculate : #CumLossShft3 = LOOKUP_TBL( “STEP”, CURMONTH , “OC_CUMLOSS3”,
“MONTH”, “OC_CUMLOSS_FRAC3” )
calculate : #TrigCumLossFrac3 = DELINQ_LOSS_ACCUM(3) / #OrigCollBal3
calculate : #TrigEvent3 = TRIGGER(“STEPUP_TRIGGER3”)
calculate : #AAA_InitOCTarg = #AAA_OrigCollBal * 2.70%
calculate : #AAA_CurrentOC = MAX(0, #AAA_COLL_BAL — (BBAL(“A-1#1”, “A-2#1”) —
#AAA_Princ))
calculate : #AAA_XSSpread = #AAA_Interest — (#AAA_COLL_YM * (100% — 0%)) -
CAPPED_OPTIMAL_INTPMT(“A-1#1”, “A-2#1”) — INTSHORT_ACCUM(“A-1#1”, “A-2#1”) —
#AAA_FSA_Premium
calculate : #AAA_FloorOCTotal = #AAA_OrigCollBal * .50%
calculate : #AAA_StepOCTarg = #AAA_COLL_BAL * 5.40%
calculate : #AAA_StepDownDatePass = CURMONTH GE #StepDownDate1
calculate : #AAA_StepDownBal = #AAA_COLL_BAL < (#AAA_OrigCollBal * 50%)
calculate : #AAA_StepDown = #AAA_StepDown OR ( #AAA_StepDownDatePass AND
#AAA_StepDownBal )
calculate : #AAA_PrevSpecOC = IF CURMONTH EQ 1 THEN #AAA_InitOCTarg ELSE #AAA_SpecOCTarg
calculate : #AAA_TrigOCTargPost = #AAA_PrevSpecOC
calculate : #AAA_SpecOCTarg = IF #AAA_StepDown _
THEN IF #TrigEvent3 _
THEN MAX( MIN(#AAA_InitOCTarg,
#AAA_StepOCTarg), #AAA_TrigOCTargPost, #AAA_FloorOCTotal)_
ELSE MAX(#AAA_StepOCTarg, #AAA_FloorOCTotal)_
ELSE MAX(#AAA_InitOCTarg, #AAA_FloorOCTotal)
calculate : #AAA_SpecOCTarg = MIN (#AAA_SpecOCTarg, #AAA_COLL_BAL)
calculate : #AAA_OCDeficiency = MAX(0, #AAA_SpecOCTarg — #AAA_CurrentOC)
calculate : #AAA_OCSurplus = MINMAX(0, #AAA_CurrentOC — #AAA_SpecOCTarg, #AAA_Princ)
calculate : #AAA_PrincPmt = MAX(0, #AAA_Princ — #AAA_OCSurplus)
calculate : #AAA_Parity_Deficiency_Amt1 = MAX(0, BBAL(“A-1#1”) — (COLL_BAL(1) +
COLL_P(1)))
calculate : #AAA_Parity_Deficiency_Amt2 = MAX(0, BBAL(“A-2#1”) — (COLL_BAL(2) +
COLL_P(2)))
!!! Distribution Amount Calculations
!!! Aggregate (Group 3)
calculate : #PrevSpecOC3 = #SpecOCTarg3
calculate : #TrigOCTargPost3 = #PrevSpecOC3
calculate : #CurrentOC3 = MAX( 0, COLL_BAL(3) — (BBAL(“CLN_AV1#1”, “CLN_AV2#1”,
“CLN_M1#1”, “CLN_M2#1”, “CLN_M3#1”, “CLN_M4#1”, “CLN_M5#1”, “CLN_M6#1”, “CLN_B1#1”,
“CLN_B2#1”, “CLN_B3#1”, “CLN_B4#1”) — #Princ3))
calculate : #XSSpread3 = #Interest3 -
CAPPED_OPTIMAL_INTPMT(“CLN_AV1#1”,“CLN_AV2#1”,“GIC#1”, “CLN_M1#1”,“CLN_M2#1”,“CLN_M3#1”,“CLN_M4#1”,“CLN_M5#1”,“CLN_M6#1”,“CLN_B1#1”,
“CLN_B2#1”,“CLN_B3#1”,” CLN_B4#1”,“FSA_AV#1”,“FSA_M1#1”,“FSA_M2#1”,“FSA_M3#1”,“
FSA_M4#1”,“FSA_M5#1”,“FSA_M6#1”,“FSA_B1#1”,“F SA_B2#1”,“FSA_B3#1”,“FSA_B4#1”) -
INTSHORT_ACCUM(“CLN_AV1#1”,“CLN_AV2#1”,“CLN_M1#1”,“CLN_M2#1”,“CLN_M3#1”,“CLN_M4#1”,
“CLN_M5#1”,“CLN_M 6#1”,“CLN_B1#1”,“CLN_B2#1”,“CLN_B3#1”,“CLN_B4#1”,“FSA_AV#1”,
“FSA_M1#1”,“FSA_M2#1”,“FSA_M3#1”,“FSA_M4 #1”,“FSA_M5#1”,“FSA_M6#1”,“FSA_B1#1”,
“FSA_B2#1”,“FSA_B3#1”,“FSA_B4#1”)
calculate : #FloorOCTotal3 = #FloorOCTarg3
calculate : #StepOCTarg3 = COLL_BAL(3) * #StepOCFrac3
calculate : #StepDownDatePass3 = CURMONTH GE #StepDownDate3
calculate : #StepDownBal3 = #CurrentOC3 GE (5.40% * COLL_BAL(3))
calculate : #StepDown3 = #StepDown3 OR ( #StepDownDatePass3 AND #StepDownBal3 )
calculate : #SpecOCTarg3 = IF #StepDown3 _
THEN IF #TrigEvent3 _
THEN MAX( MIN( #InitOCTarg3, #StepOCTarg3 ) , #TrigOCTargPost3,
#FloorOCTotal3 ) _
ELSE MAX( MIN( #InitOCTarg3, #StepOCTarg3 ) , #FloorOCTotal3 ) _
ELSE MAX ( #InitOCTarg3, #FloorOCTotal3 )
calculate : #SpecOCTarg3 = MIN( #SpecOCTarg3, COLL_BAL(3) )
calculate : #SpecOCTarg3 = #Octval3
calculate : #OCDeficiency3 = MAX(0, #SpecOCTarg3 — #CurrentOC3)
calculate : #OCSurplus3 = MINMAX(0, #CurrentOC3 — #SpecOCTarg3, COLL_P(3))
calculate : #PrincPmt3 = MAX(0, COLL_P(3) — #OCSurplus3)
!!! Group 1
calculate : #PrevSpecOC1 = #SpecOCTarg1
calculate : #CurrentOC1 = MAX( 0, COLL_BAL(1) — (BBAL(“A-1#1”) — #Princ1))
calculate : #XSSpread1 = #Interest1 — ( COLL_YM(1) * (100% — 0%)) —
CAPPED_OPTIMAL_INTPMT(“A-1#1”) — INTSHORT_ACCUM(“A-1#1”) — #AAA_FSA_Premium_Paid1
calculate : #FloorOCTotal1 = #FloorOCTarg1
calculate : #StepOCTarg1 = COLL_BAL(1) * #StepOCFrac1
calculate : #StepDownDatePass1 = CURMONTH GE #StepDownDate1
calculate : #StepDownBal1 = #CurrentOC1 GE (5.40% * COLL_BAL(1))
calculate : #StepDown1 = #StepDown1 OR ( #StepDownDatePass1 AND #StepDownBal1 )
calculate : #SpecOCTarg1 = IF #AAA_StepDown _
THEN
#AAA_SpecOCTarg * COLL_BAL(1) / #AAA_COLL_BAL _
ELSE MAX
( #InitOCTarg1, #FloorOCTotal1 )
calculate : #SpecOCTarg1 = MIN( #SpecOCTarg1, COLL_BAL(1) )
calculate : #SpecOCTarg1 = #Octval1
calculate : #OCDeficiency1 = MAX(0, #SpecOCTarg1 — #CurrentOC1)
!!! Group 2
calculate : #PrevSpecOC2 = #SpecOCTarg2
calculate : #CurrentOC2 = MAX( 0, COLL_BAL(2) — (BBAL(“A-2#1”) — #Princ2))
calculate : #XSSpread2 = #Interest2 — ( COLL_YM(2) * (100% — 0%)) - CAPPED_OPTIMAL_INTPMT(“A-2#1”,“EXP2”) — INTSHORT_ACCUM(“A-2#1”,“EXP2”) — #AAA_FSA_Premium_Paid2
calculate : #FloorOCTotal2 = #FloorOCTarg2
calculate : #StepOCTarg2 = COLL_BAL(2) * #StepOCFrac2
calculate : #StepDownDatePass2 = CURMONTH GE #StepDownDate2
calculate : #StepDownBal2 = #CurrentOC2 GE (5.40% * COLL_BAL(2))
calculate : #StepDown2 = #StepDown2 OR ( #StepDownDatePass2 AND #StepDownBal2 )
calculate : #SpecOCTarg2 = IF #AAA_StepDown _
THEN
#AAA_SpecOCTarg * COLL_BAL(2) / #AAA_COLL_BAL _
ELSE MAX
( #InitOCTarg2, #FloorOCTotal2 )
calculate : #SpecOCTarg2 = MIN( #SpecOCTarg2, COLL_BAL(2) )
calculate : #SpecOCTarg2 = #Octval2
calculate : #OCDeficiency2 = MAX(0, #SpecOCTarg2 — #CurrentOC2)
!!! Group 1 and 2 OC Release Calculation
calculate : #OCSurplus1 = MINMAX(0, #CurrentOC1 — #SpecOCTarg1, COLL_P(1))
calculate : #OCSurplus2 = MINMAX(0, #CurrentOC2 — #SpecOCTarg2, COLL_P(2))
calculate : #OCSurplus1 = IF ( (#OCSurplus3 GE (#OCSurplus1+#OCSurplus2)) AND (#OCSurplus2-COLL_P(2) EQ 0.00) ) _
THEN MIN(#OCSurplus3 — #OCSurplus2, COLL_P(1)) _
ELSE #OCSurplus1
calculate : #OCSurplus2 = IF ( (#OCSurplus3 GE (#OCSurplus1+#OCSurplus2)) AND (#OCSurplus1-COLL_P(1) EQ 0.00) ) _
THEN MIN(#OCSurplus3 — #OCSurplus1, COLL_P(2)) _
ELSE #OCSurplus2
calculate : #PrincPmt1 = MAX(0, COLL_P(1) — #OCSurplus1)
calculate : #PrincPmt2 = MAX(0, COLL_P(2) — #OCSurplus2)
!
calculate : #XSIntRem1 = MAX( 0, #Interest1 — ( COLL_YM(1) * (100% — 0%)) — CAPPED_OPTIMAL_INTPMT(“A-1#1”,“EXP1”) — INTSHORT_ACCUM(“A-1#1”,“EXP1”) —
#AAA_FSA_Premium_Paid1 + #OCSurplus1)
calculate : #XSIntRem2 = MAX( 0, #Interest2 — (COLL_YM(2) * (100% — 0%)) — CAPPED_OPTIMAL_INTPMT(“A-2#1”,“EXP2”) — INTSHORT_ACCUM(“A-2#1”,“EXP2”) — #AAA_FSA_Premium_Paid2 + #OCSurplus2) calculate: #XSIntRem3 = MAX( 0, #Interest3 —
CAPPED_OPTIMAL_INTPMT(“CLN_AV1#1”,“CLN_AV2#1”,“CLN_M1#1”,“CLN_M2#1”,“CLN_M3#1”,“CLN_M4#1”,“CLN_M5#1”, “CLN_M6#1”,“CLN_B1#1”,“CLN_B2#1”,“CLN_B3#1”,“CLN_B4#1”,“FSA_AV#1”,“FSA_M1#1”,“FSA_M2#1”,“FSA_M3#1”, “FSA_M4#1”,“FSA_M5#1”,“FSA_M6#1”,“FSA_B1#1”,“FSA_B2#1”,“FSA_B3#1”,“FSA_B4#1”, “GIC#1”) —
INTSHORT_ACCUM(“CLN_AV1#1”,“CLN_AV2#1”,“CLN_M1#1”,“CLN_M2#1”,“CLN_M3#1”,“CLN_M4#1”,“CLN_M5#1”,“CLN_M 6#1”,“CLN_B1#1”,“CLN_B2#1”,“CLN_B3#1”,“CLN_B4#1”,“FSA_AV#1”,“FSA_M1#1”,“FSA_M2#1”,“FSA_M3#1”,“FSA_M4 #1”,“FSA_M5#1”,“FSA_M6#1”,“FSA_B1#1”,“FSA_B2#1”,“FSA_B3#1”,“FSA_B4#1”, “GIC#1”) + #OCSurplus3)
!
calculate : #SubDefic1 = MAX ( 0, ( BBAL(“GRP1”) — #Princ1 ) — COLL_BAL(1) )
calculate : #AddPrinc1 = MIN( #XSIntRem1, #SubDefic1, #BondBal1 )
calculate : #XSIntRem1 = MAX( 0, #XSIntRem1 — #AddPrinc1 )
calculate : #SubDefic2 = MAX ( 0, ( BBAL(“GRP2”) — #Princ2 ) — COLL_BAL(2) )
!
calculate : #AddPrinc2 = MIN( #XSIntRem2, #SubDefic2, #BondBal2 )
calculate : #XSIntRem2 = MAX( 0, #XSIntRem2 — #AddPrinc2 )
!
calculate : #SubDefic3 = MAX ( 0, ( BBAL(“GRP3”) — #Princ3 ) — COLL_BAL(3) )
!
calculate : #AddPrinc3 = MIN( #XSIntRem3, #SubDefic3, #BondBal3 )
calculate : #XSIntRem3 = MAX( 0, #XSIntRem3 — #AddPrinc3 )
!
calculate : #XtraPDA1 = MIN( #OCDeficiency1, #XSIntRem1 )
calculate : #XSIntRem1 = MAX( 0, #XSIntRem1 — #XtraPDA1 )
!
calculate : #XtraPDA2 = MIN( #OCDeficiency2, #XSIntRem2 )
calculate : #XSIntRem2 = MAX( 0, #XSIntRem2 — #XtraPDA2 )
!
!!! OC Deficiency Crossing
calculate : #OCDeficiency_Rem1 = MAX(0, (#OCDeficiency1 — #XtraPDA1) — #XSIntRem1)
calculate : #OCDeficiency_Rem2 = MAX(0, (#OCDeficiency2 — #XtraPDA2) — #XSIntRem2)
calculate : #G1_RemInt_to_G2_Defic = MIN(#OCDeficiency_Rem2, #XSIntRem1)
calculate : #G2_RemInt_to_G1_Defic = MIN(#OCDeficiency_Rem1, #XSIntRem2)
calculate : #XSIntRem1 = #XSIntRem1 — #G1_RemInt_to_G2_Defic
calculate : #XSIntRem2 = #XSIntRem2 — #G2_RemInt_to_G1_Defic
calculate : #XtraPDA3 = MIN( #OCDeficiency3, #XSIntRem3 )
calculate : #XSIntRem3 = MAX( 0, #XSIntRem3 — #XtraPDA3 )
calculate : #DistribAmt1 = #PrincPmt1 + #AddPrinc1 + #XtraPDA1 + #G2_RemInt_to_G1_Defic
calculate : #DistribAmt2 = #PrincPmt2 + #AddPrinc2 + #XtraPDA2 + #G1_RemInt_to_G2_Defic
calculate : #DistribAmt3 = #PrincPmt3 + #AddPrinc3 + #XtraPDA3
!!! Class PDA Calculations
calculate : #ClassAM1PDA = IF (#StepDown1 EQ 0.0) _
THEN #DistribAmt1 _
ELSE #DistribAmt1
!!! ELSE BBAL(“A-1”) _
!!! — MIN(COLL_BAL(1) — #FloorOCTotal1, #AM1TargPct * COLL_BAL(1))
calculate : #ClassAM1PDA = MAX( 0.0, MIN(BBAL(“A-1”), #ClassAM1PDA ))
calculate : #ClassAM1PDA = MAX( 0, MIN( #ClassAM1PDA, #DistribAmt1 ) )
!
!
calculate : #ClassAM2PDA = IF (#StepDown2 EQ 0.0) _
THEN #DistribAmt2 _
ELSE #DistribAmt2
!!! ELSE BBAL(“A-2”) _
!!! — MIN(COLL_BAL(2) — #FloorOCTotal2, #AM2TargPct * COLL_BAL(2))
calculate : #ClassAM2PDA = MAX( 0.0, MIN(BBAL(“A-2”), #ClassAM2PDA ))
calculate : #ClassAM2PDA = MAX( 0, MIN( #ClassAM2PDA, #DistribAmt2 ) )
!
!
calculate : #ClassCLN_AVPDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”) _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_AVTargPct * COLL_BAL(3))
calculate : #ClassCLN_AVPDA = MAX( 0.0, MIN(BBAL(“CLN_AV1”, “CLN_AV2”), #ClassCLN_AVPDA))
calculate : #ClassCLN_AVPDA = MAX( 0, MIN( #ClassCLN_AVPDA, #DistribAmt3 ) )
!
!
calculate : #ClassCLN_M1PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”) — #ClassCLN_AVPDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_M1TargPct * COLL_BAL(3))
calculate : #ClassCLN_M1PDA = MAX( 0.0, MIN(BBAL(“CLN_M1”), #ClassCLN_M1PDA ))
calculate : #ClassCLN_M1PDA = MAX( 0, MIN( #ClassCLN_M1PDA, #DistribAmt3 — #ClassCLN_AVPDA ) )
!
!
calculate : #ClassCLN_M2PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”) — #ClassCLN_AVPDA — #ClassCLN_M1PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_M2TargPct * COLL_BAL(3))
calculate : #ClassCLN_M2PDA = MAX( 0.0, MIN(BBAL(“CLN_M2”), #ClassCLN_M2PDA ))
calculate : #ClassCLN_M2PDA = MAX( 0, MIN( #ClassCLN_M2PDA, #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA ) )
!
!
calculate : #ClassCLN_M3PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”) — #ClassCLN_AVPDA —
#ClassCLN_M1PDA — #ClassCLN_M2PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_M3TargPct * COLL_BAL(3))
calculate : #ClassCLN_M3PDA = MAX( 0.0, MIN(BBAL(“CLN_M3”), #ClassCLN_M3PDA ))
calculate : #ClassCLN_M3PDA = MAX( 0, MIN( #ClassCLN_M3PDA, #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA ) )
!
!
calculate : #ClassCLN_M4PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”, “CLN_M4”) — #ClassCLN_AVPDA —
#ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA _
- MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_M4TargPct * COLL_BAL(3))
calculate : #ClassCLN_M4PDA = MAX( 0.0, MIN(BBAL(“CLN_M4”), #ClassCLN_M4PDA ))
calculate : #ClassCLN_M4PDA = MAX( 0, MIN( #ClassCLN_M4PDA, #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA ) )
!
!
calculate : #ClassCLN_M5PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA —
#ClassCLN_M4PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”, “CLN_M4”, “CLN_M5”) —
#ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_M5TargPct * COLL_BAL(3))
calculate : #ClassCLN_M5PDA = MAX( 0.0, MIN(BBAL(“CLN_M5”), #ClassCLN_M5PDA ))
calculate : #ClassCLN_M5PDA = MAX( 0, MIN( #ClassCLN_M5PDA, #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA ) )
!
!
calculate : #ClassCLN_M6PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA —
#ClassCLN_M4PDA — #ClassCLN_M5PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”, “CLN_M4”, “CLN_M5”, “CLN_M6”) —
#ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA —
#ClassCLN_M5PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_M6TargPct * COLL_BAL(3))
calculate : #ClassCLN_M6PDA = MAX( 0.0, MIN(BBAL(“CLN_M6”), #ClassCLN_M6PDA ))
calculate : #ClassCLN_M6PDA = MAX( 0, MIN( #ClassCLN_M6PDA, #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA — #ClassCLN_M5PDA ) )
!
!
calculate : #ClassCLN_B1PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA —
#ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”, “CLN_M4”, “CLN_M5”, “CLN_M6”,
“CLN_B1”) — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA
— #ClassCLN_M5PDA — #ClassCLN_M6PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_B1TargPct * COLL_BAL(3))
calculate : #ClassCLN_B1PDA = MAX( 0.0, MIN(BBAL(“CLN_B1”), #ClassCLN_B1PDA ))
calculate : #ClassCLN_B1PDA = MAX( 0, MIN( #ClassCLN_B1PDA, #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA ) )
!
!
calculate : #ClassCLN_B2PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA —
#ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”, “CLN_M4”, “CLN_M5”, “CLN_M6”,
“CLN_B1”, “CLN_B2”) — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA —
#ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_B2TargPct * COLL_BAL(3))
calculate : #ClassCLN_B2PDA = MAX( 0.0, MIN(BBAL(“CLN_B2”), #ClassCLN_B2PDA ))
calculate : #ClassCLN_B2PDA = MAX( 0, MIN( #ClassCLN_B2PDA, #DistribAmt3 - #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA ) )
!
!
calculate : #ClassCLN_B3PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA —
#ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA — #ClassCLN_B2PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”, “CLN_M4”, “CLN_M5”, “CLN_M6”,
“CLN_B1”, “CLN_B2”, “CLN_B3”) — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA —
#ClassCLN_M3PDA — #ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA —
#ClassCLN_B2PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_B3TargPct * COLL_BAL(3))
calculate : #ClassCLN_B3PDA = MAX( 0.0, MIN(BBAL(“CLN_B3”), #ClassCLN_B3PDA ))
calculate : #ClassCLN_B3PDA = MAX( 0, MIN( #ClassCLN_B3PDA, #DistribAmt3 - #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA — #ClassCLN_B2PDA ) )
!
!
calculate : #ClassCLN_B4PDA = IF ((#StepDown3 EQ 0.0) OR #TrigEvent3) _
THEN #DistribAmt3 — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA —
#ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA — #ClassCLN_B2PDA —
#ClassCLN_B3PDA _
ELSE BBAL(“CLN_AV1”, “CLN_AV2”, “CLN_M1”, “CLN_M2”, “CLN_M3”, “CLN_M4”, “CLN_M5”, “CLN_M6”,
“CLN_B1”, “CLN_B2”, “CLN_B3”, “CLN_B4”) — #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA —
#ClassCLN_M3PDA — #ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA —
#ClassCLN_B2PDA — #ClassCLN_B3PDA _
— MIN(COLL_BAL(3) — #FloorOCTotal3, #CLN_B4TargPct * COLL_BAL(3))
calculate : #ClassCLN_B4PDA = MAX( 0.0, MIN(BBAL(“CLN_B4”), #ClassCLN_B4PDA ))
calculate : #ClassCLN_B4PDA = MAX( 0, MIN( #ClassCLN_B4PDA, #DistribAmt3 - #ClassCLN_AVPDA — #ClassCLN_M1PDA — #ClassCLN_M2PDA — #ClassCLN_M3PDA — #ClassCLN_M4PDA — #ClassCLN_M5PDA — #ClassCLN_M6PDA — #ClassCLN_B1PDA — #ClassCLN_B2PDA — #ClassCLN_B3PDA ) )
!
!
calculate : “A-1” _
NO_CHECK CUSTOM GROUP 1 AMOUNT = #ClassAM1PDA
!
calculate : “A-2” _
NO_CHECK CUSTOM GROUP 2 AMOUNT = #ClassAM2PDA
!
calculate : “CLN_AV” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_AVPDA
!
calculate : “CLN_M1” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_M1PDA
!
calculate : “CLN_M2” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_M2PDA
!
calculate : “CLN_M3” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_M3PDA
!
calculate : “CLN_M4” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_M4PDA
!
calculate : “CLN_M5” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_M5PDA
!
calculate : “CLN_M6” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_M6PDA
!
calculate : “CLN_B1” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_B1PDA
!
calculate : “CLN_B2” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_B2PDA
!
calculate : “CLN_B3” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_B3PDA
!
calculate : “CLN_B4” _
NO_CHECK CUSTOM GROUP 3 AMOUNT = #ClassCLN_B4PDA
!
from : CREDIT_ENHANCEMENT (“YmRsvFnd1”)
subject to : CEILING ( (COLL(“PREPAYPENALTY”,1)) )
pay : PREPAYPENALTY SEQUENTIAL(“R_PP_1#1”)
from : CREDIT_ENHANCEMENT (“YmRsvFnd2”)
subject to : CEILING ( (COLL(“PREPAYPENALTY”,2)) )
pay : PREPAYPENALTY SEQUENTIAL(“R_PP_2#1”)
!
Pay Interest to A-1 From Int
from : SUBACCOUNT ( #Coll_I1, CLASS “GRP1”)
pay : CLASS INTEREST SEQUENTIAL ( “A-1” )
!
Pay Interest to A-2 From Int
from : SUBACCOUNT ( #Coll_I2, CLASS “GRP2”)
pay : CLASS INTEREST SEQUENTIAL ( “A-2” )
!
Pay Interest to A-2 From Int
from : SUBACCOUNT ( #Coll_I1, CLASS “GRP1”)
pay : CLASS INTEREST SEQUENTIAL ( “A-2” )
Pay Interest to A-1 From Int
from : SUBACCOUNT ( #Coll_I2, CLASS “GRP2”)
pay : CLASS INTEREST SEQUENTIAL ( “A-1” )
Pay Principal to A-1 From Princ
from : SUBACCOUNT ( #Coll_P1, CLASS “GRP1”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “A-1” )
{#AM1_Prn}
Pay Principal to A-2 From Princ
from : SUBACCOUNT ( #Coll_P2, CLASS “GRP2”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “A-2” )
{#AM2_Prn}
Pay Principal to A-1 From Int
from : SUBACCOUNT ( #Coll_I1, CLASS “GRP1”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “A-1” )
{#AM1_Prn}
!
Pay Interest to A-1 From Princ
from : SUBACCOUNT ( #Coll_P1, CLASS “GRP1”)
pay : CLASS INTEREST SEQUENTIAL ( “A-1” )
!
Pay Interest to A-2 From Princ
from : SUBACCOUNT ( #Coll_P2, CLASS “GRP2”)
pay : CLASS INTEREST SEQUENTIAL ( “A-2” )
!
Pay Interest to A-2 From Princ
from : SUBACCOUNT ( #Coll_P1, CLASS “GRP1”)
pay : CLASS INTEREST SEQUENTIAL ( “A-2” )
!
Pay Interest to A-1 From Princ
from : SUBACCOUNT ( #Coll_P2, CLASS “GRP2”)
pay : CLASS INTEREST SEQUENTIAL ( “A-1” )
!
Pay Principal to A-1 From Int
from : SUBACCOUNT ( #Coll_I1, CLASS “GRP1”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “A-1” )
!
Pay Principal to A-2 From Int
from : SUBACCOUNT ( #Coll_I2, CLASS “GRP2”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “A-2” )
!
Pay Principal to A-2 From Int
from : SUBACCOUNT ( #Coll_I1, CLASS “GRP1”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “A-2” )
!
Pay Principal to A-1 From Int
from : SUBACCOUNT ( #Coll_I2, CLASS “GRP2”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “A-1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_I1, CLASS “GRP1”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-1#1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_I2, CLASS “GRP2”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-2#1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_P1, CLASS “GRP1”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-1#1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_P2, CLASS “GRP2”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-2#1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_I1, CLASS “GRP1”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-2#1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_I2, CLASS “GRP2”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-1#1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_P1, CLASS “GRP1”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-2#1” )
!
Payback Basis Risk Shortfall From Int
from : SUBACCOUNT ( #Coll_P2, CLASS “GRP2”)
pay : COUPONCAP_SHORT PRO_RATA ( “A-1#1” )
!
!
Pay Interest Shortfall to A-1 From Fund FSA_A1
from : CREDIT_ENHANCEMENT (“FSA_A1”)
pay : CLASS INTSHORT SEQUENTIAL ( “A-1” )
!
Pay Interest Shortfall to A-2 From Fund FSA_A2
from : CREDIT_ENHANCEMENT (“FSA_A2”)
pay : CLASS INTSHORT SEQUENTIAL ( “A-2” )
!!! Group 3 Waterfall
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST QUENTIAL ( “X1” )
!
Pay Interest to CLN_AV From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_AV” )
{#CLN_AV_Int}
!
Pay Interest to CLN_M1 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M1” )
!
Pay Interest to CLN_M2 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M2” )
!
Pay Interest to CLN_M3 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M3” )
!
Pay Interest to CLN_M4 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M4” )
!
Pay Interest to CLN_M5 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M5” )
!
Pay Interest to CLN_M6 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M6” )
!
Pay Interest to CLN_B1 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B1” )
!
Pay Interest to CLN_B2 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B2” )
!
Pay Interest to CLN_B3 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B3” )
!
Pay Interest to CLN_B4 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B4” )
!
Pay Principal to CLN_AV From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_AV” )
{#CLN_AV_Prn}
Pay Principal to CLN_AV From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_AV” )
{#CLN_AV_Prn}
!
Pay Principal to CLN_M1 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M1” )
{#CLN_M1_Prn}
Pay Principal to CLN_M1 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M1” )
{#CLN_M1_Prn}
!
Pay Principal to CLN_M2 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M2” )
{#CLN_M2_Prn}
Pay Principal to CLN_M2 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M2” )
{#CLN_M2_Prn}
!
Pay Principal to CLN_M3 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M3” )
{#CLN_M3_Prn}
Pay Principal to CLN_M3 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M3” )
{#CLN_M3_Prn}
!
Pay Principal to CLN_M4 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M4” )
{#CLN_M4_Prn}
Pay Principal to CLN_M4 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M4” )
{#CLN_M4_Prn}
!
Pay Principal to CLN_M5 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M5” )
{#CLN_M5_Prn}
Pay Principal to CLN_M5 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M5” )
{#CLN_M5_Prn}
!
Pay Principal to CLN_M6 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M6” )
{#CLN_M6_Prn}
Pay Principal to CLN_M6 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_M6” )
{#CLN_M6_Prn}
!
Pay Principal to CLN_B1 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B1” )
{#CLN_B1_Prn}
Pay Principal to CLN_B1 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B1” )
{#CLN_B1_Prn}
!
Pay Principal to CLN_B2 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B2” )
{#CLN_B2_Prn}
Pay Principal to CLN_B2 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B2” )
{#CLN_B2_Prn}
!
Pay Principal to CLN_B3 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B3” )
{#CLN_B3_Prn}
Pay Principal to CLN_B3 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B3” )
{#CLN_B3_Prn}
!
Pay Principal to CLN_B4 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B4” )
{#CLN_B4_Prn}
Pay Principal to CLN_B4 From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : CLASS PRINCIPAL SEQUENTIAL ( “CLN_B4” )
{#CLN_B4_Prn}
!
Pay Interest to CLN_AV From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_AV” )
{#CLN_AV_Int}
!
Pay Interest to CLN_M1 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M1” )
!
Pay Interest to CLN_M2 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M2” )
!
Pay Interest to CLN_M3 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M3” )
!
Pay Interest to CLN_M4 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M4” )
!
Pay Interest to CLN_M5 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M5” )
!
Pay Interest to CLN_M6 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_M6” )
!
Pay Interest to CLN_B1 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B1” )
!
Pay Interest to CLN_B2 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B2” )
!
Pay Interest to CLN_B3 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B3” )
!
Pay Interest to CLN_B4 From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : CLASS INTEREST SEQUENTIAL ( “CLN_B4” )
!
Payback Basis Risk Shortfall Prorata From Int
from : SUBACCOUNT ( #Coll_I3, CLASS “GRP3”)
pay : COUPONCAP_SHORT PRO_RATA ( “CLN_AV1#1”; “CLN_AV2#1”; “CLN_M1#1”; “CLN_M2#1”;
“CLN_M3#1”; “CLN_M4#1”; “CLN_M5#1”; “CLN_M6#1”; “CLN_B1#1”; “CLN_B2#1”; “CLN_B3#1”; “CLN_B4#1” )
!
Payback Basis Risk Shortfall Prorata From Princ
from : SUBACCOUNT ( #Coll_P3, CLASS “GRP3”)
pay : COUPONCAP_SHORT PRO_RATA ( “CLN_AV1#1”; “CLN_AV2#1”; “CLN_M1#1”; “CLN_M2#1”;
“CLN_M3#1”; “CLN_M4#1”; “CLN_M5#1”; “CLN_M6#1”; “CLN_B1#1”; “CLN_B2#1”; “CLN_B3#1”; “CLN_B4#1” )
!!! Hedge
from : HEDGE (“CAP”)
pay : COUPONCAP_SHORT PRO_RATA(“A-1#1”, “A-2#1”)
from : HEDGE (“CAP”)
pay : AS_INTEREST (“R_1#1”)
!! Residual
calculate: #resid1 = #coll_I1+#coll_p1
calculate: #resid2 = #coll_i2+#Coll_P2
from : CLASS ( “GRP1” )
subject to : CEILING (#resid1)
pay : AS_INTEREST (“R_1#1”)
from : CLASS ( “GRP2” )
subject to : CEILING (#resid2)
pay : AS_INTEREST (“R_2#1”)
from : CLASS ( “GRP3” )
pay : AS_INTEREST (“R_3#1”)
calculate: #Write_Aggregate = MAX(0.0, BBAL(“CLN_AV1#1”, “CLN_AV2#1”, “CLN_M1#1”, “CLN_M2#1”,
“CLN_M3#1”, “CLN_M4#1”, “CLN_M5#1”, “CLN_M6#1”, “CLN_B1#1”, “CLN_B2#1”, “CLN_B3#1”, “CLN_B4#1”) -
COLL_BAL(3))
calculate : #WriteDown3 = MAX(0.0,
BBAL(“CLN_AV1#1”,“CLN_AV2#1”,“CLN_M1#1”,“CLN_M2#1”,“CLN_M3#1”,“CLN_M4#1”,“CLN_M5#1”,“CLN_M6#1”,“CLN_
B1#1”,“CLN_B2#1”,“CLN_B3#1”,“CLN_B4#1”) — COLL_BAL(3))
!!! Group 3 Loss Writedown
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B4#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B3#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B2#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B1#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M6#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M5#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M4#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M3#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M2#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M1#1” )
!!! FSA reimbursement of prin losses
calculate : #Write1 = MIN(#Write_Aggregate, MAX(0.0, BBAL(“A-1#1”) — COLL_BAL(1)))
calculate : #CoverFG = #Write1
from : CREDIT_ENHANCEMENT (“FSA_A1”)
subject to : CEILING ( #CoverFG )
pay : PRO_RATA ( “A-1#1” )
calculate : #Write2 = MIN(#Write_Aggregate, MAX(0.0, BBAL(“A-2#1”) — COLL_BAL(2)))
calculate : #CoverFG = #Write2
from : CREDIT_ENHANCEMENT (“FSA_A2”)
subject to : CEILING ( #CoverFG )
pay : PRO_RATA ( “A-2#1” )
calculate : #BondBal1 = BBAL(“A-1#1”)
calculate : #OC1 = MAX( 0, COLL_BAL(1) — #BondBal1 )
calculate : #BondBal2 = BBAL(“A-2#1”)
calculate : #OC2 = MAX( 0, COLL_BAL(2) — #BondBal2 )
calculate : #BondBal3 =
BBAL(“CLN_AV1#1”,“CLN_AV2#1”,“CLN_M1#1”,“CLN_M2#1”,“CLN_M3#1”,“CLN_M4#1”,“CLN_M5#1”,“CLN_M6#1”,“CLN_
B1#1”,“CLN_B2#1”,“CLN_B3#1”,“CLN_B4#1”)
calculate : #OC3 = MAX( 0, COLL_BAL(3) — #BondBal3 )
calculate : #BondBal= #BondBal1 + #BondBal2 + #BondBal3
calculate : #OC= MAX(0, COLL_BAL — #BondBal)
calculate : #OPTRED_Cleanup_1mon = #OPTRED_Cleanup_0mon
calculate: #CallBalGrp1 = COLL_BAL(1)
calculate: #CallBalGrp2 = COLL_BAL(2)
calculate: #CallBalGrp3 = COLL_BAL(3)
SECTION: “OPTR_DEAL”
from : CASH_ACCOUNT (100)
subject to : CEILING ( #CallBalGrp1)
pay : CLASS BALANCE SEQUENTIAL ( “GRP1” )
pay : CLASS MORE_INTEREST SEQUENTIAL ( “GRP1” )
from : CLASS ( “GRP1” )
pay : PRO_RATA ( “A-1#1” )
from : CLASS ( “GRP1” )
pay : AS_INTEREST (“R_1#1”)
calculate : #WriteDown1 = BBAL(“GRP1”)
from : SUBACCOUNT ( #Writedown1 )
pay : WRITEDOWN SEQUENTIAL ( “A-1#1” )
calculate : #CallBalGrp1 = 0
from : CASH_ACCOUNT (100)
subject to : CEILING ( #CallBalGrp2)
pay : CLASS BALANCE SEQUENTIAL ( “GRP2” )
pay : CLASS MORE_INTEREST SEQUENTIAL ( “GRP2” )
from : CLASS ( “GRP2” )
pay : PRO_RATA ( “A-2#1” )
from : CLASS ( “GRP2” )
pay : AS_INTEREST (“R_2#1”)
calculate : #WriteDown2 = BBAL(“GRP2”)
from : SUBACCOUNT ( #Writedown2 )
pay : WRITEDOWN SEQUENTIAL ( “A-2#1” )
calculate : #CallBalGrp2 = 0
from : CASH_ACCOUNT (100)
subject to : CEILING ( #CallBalGrp3)
pay : CLASS BALANCE SEQUENTIAL ( “GRP3” )
pay : CLASS MORE_INTEREST SEQUENTIAL ( “GRP3” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_AV1#1”; “CLN_AV2#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_M1#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_M2#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_M3#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_M4#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_M5#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_M6#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_B1#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_B2#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_B3#1” )
from : CLASS ( “GRP3” )
pay : PRO_RATA ( “CLN_B4#1” )
from : CLASS ( “GRP3” )
pay : AS_INTEREST (“R_3#1”)
calculate : #WriteDown3 = BBAL(“GRP3”)
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B4#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B3#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B2#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_B1#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M6#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M5#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M4#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M3#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M2#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_M1#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_AV2#1” )
from : SUBACCOUNT ( #Writedown3 )
pay : WRITEDOWN SEQUENTIAL ( “CLN_AV1#1” )
calculate : #CallBalGrp3 = 0
!
!
DEFINE DYNAMIC STICKY #YM_HE6MO80PCT = LOAN(“SCHAM_PREP_AMT”) * 80% * LOAN(“GROSSRATE”) / 1200
• 6
!
Collateral OVER
!
! Factor
Delay
! Type Date P/Y BV Use BV for 0
WL 20050701 9999 9999 FALSE
!
! Pool# TypeGrossCurrentOriginal —Fee— Maturity Orig ARM Gross #mos #mos
P#mos P#mos Life Reset Life Max Look
! Coupon Factor Balance P/Y BV P/Y BV Term Index
Margin ToRst RstPer ToRst RstPer Cap Cap Floor Negam Back
!! BEGINNING OF COLLATERAL
M 1 “2/28 ARM — 0 mo Penalty” WL 00 WAC 7.97437 (107557645.14 /
107557645.14 ); 107557645.14 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 6.47167 22 6 SYNC_INT 14.974371.49288
7.974370 0
ORIG_GROSSRATE 7.97437
GROUP “12” PREPAY_FLAG NONE ;
TEASER
M 2 “2/28 ARM — 6 mo Penalty” WL 00 WAC 7.79650 (8816212.11 / 8816212.11 ); 8816212.11 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 5.87385 22 6 SYNC_INT 14.796501.50000
7.796500 0
ORIG_GROSSRATE 7.79650
GROUP “12” PREPAY_FLAG YM FOR 6 NONE ; YM_FORMULA ( #YM_HE6MO80PCT);
TEASER
M 3 “2/28 ARM — 12 mo Penalty” WL 00 WAC 7.47613 (61066831.22 /
61066831.22 ); 61066831.22 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.57289 22 6 SYNC_INT 14.476131.50000
7.476130 0
ORIG_GROSSRATE 7.47613
GROUP “12” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT); TEASER
M 4 “2/28 ARM — 18 mo Penalty” WL 00 WAC 7.56091 (3609306.53 /
3609306.53 ); 3609306.53 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.98298 22 6 SYNC_INT 14.560911.50000
7.560910 0
ORIG_GROSSRATE 7.56091
GROUP “12” PREPAY_FLAG YM FOR 18 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 5 “2/28 ARM — 24 mo Penalty” WL 00 WAC 7.78896 ( 176740605.31 / 176740605.31 ); 176740605.31 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.37612 22 6 SYNC_INT 14.788961.50000 7.788960 0ORIG_GROSSRATE 7.78896
GROUP “12” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 6 “2/28 ARM — 30 mo Penalty” WL 00 WAC 7.66333 ( 5940708.15 / 5940708.15 ); 5940708.15 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.28781 22 6 SYNC_INT 14.663331.50000 7.663330 0ORIG_GROSSRATE 7.66333
GROUP “12” PREPAY_FLAG YM FOR 30 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 7 “2/28 ARM — 36 mo Penalty” WL 00 WAC 7.80859 ( 40988068.01 / 40988068.01 ); 40988068.01 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.35166 22 6 SYNC_INT 14.808591.50000 7.808590 0ORIG_GROSSRATE 7.80859
GROUP “12” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 8 “2/28 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.23503 ( 8612170.74 / 8612170.74 ); 8612170.74 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.80418 22 6 SYNC_INT 14.235031.50000 7.235030 0ORIG_GROSSRATE 7.23503
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG NONE ; TEASER
M 9 “2/28 ARM — IO — 60 month — 6 mo Penalty” WL 00 WAC 6.93613 ( 1400834.05 / 1400834.05 ); 1400834.05 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.18718 22 6 SYNC_INT 13.936131.50000 6.936130 0ORIG_GROSSRATE 6.93613
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 6 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 10 “2/28 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.73554 ( 7264945.39 / 7264945.39 ); 7264945.39 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.94925 22 6 SYNC_INT 13.735541.50000 6.735540 0ORIG_GROSSRATE 6.73554
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 11 “2/28 ARM — IO — 60 month — 18 mo Penalty” WL 00 WAC 6.37472 ( 553250.00 / 553250.00 ); 553250.00 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.87472 22 6 SYNC_INT 13.374721.50000 6.374720 0ORIG_GROSSRATE 6.37472
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 18 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 12 “2/28 ARM — IO — 60 month — 24 mo Penalty” WL 00 WAC 6.80516 ( 37772090.60 / 37772090.60 ); 37772090.60 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.37667 22 6 SYNC_INT 13.805161.50000 6.805160 0ORIG_GROSSRATE 6.80516
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 13 “2/28 ARM — IO — 60 month — 30 mo Penalty” WL 00 WAC 6.25000 ( 208620.00 / 208620.00 ); 208620.00 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.75000 22 6 SYNC_INT 13.250001.50000 6.250000 0ORIG_GROSSRATE 6.25000
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 30 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 14 “2/28 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.72443 ( 5760958.26 / 5760958.26 ); 5760958.26 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.30282 22 6 SYNC_INT 13.724431.50000 6.724430 0ORIG_GROSSRATE 6.72443
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 15 “3/27 ARM — 0 mo Penalty” WL 00 WAC 7.45282 ( 474605.35 / 474605.35 ); 474605.35 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.00540 34 6 SYNC_INT 14.452821.50000 7.452820 0ORIG_GROSSRATE 7.45282
GROUP “12” PREPAY_FLAG NONE ; TEASER
M 16 “3/27 ARM — 12 mo Penalty” WL 00 WAC 6.83167 ( 1016943.10 / 1016943.10 ); 1016943.10 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.39581 33 6 SYNC_INT 13.831671.50000 6.831670 0ORIG_GROSSRATE 6.83167
GROUP “12” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 17 “3/27 ARM — 24 mo Penalty” WL 00 WAC 9.28911 ( 130302.88 / 130302.88 ); 130302.88 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.78911 34 6 SYNC_INT 16.289111.50000 9.289110 0ORIG_GROSSRATE 9.28911
GROUP “12” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 18 “3/27 ARM — 36 mo Penalty” WL 00 WAC 8.04553 ( 16965239.75 / 16965239.75 ); 16965239.75 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.70133 33 6 SYNC_INT 15.045531.50000 8.045530 0ORIG_GROSSRATE 8.04553
GROUP “12” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 19 “3/27 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 8.70854 ( 323920.00 / 323920.00 ); 323920.00 .5275 .5275 358:2 358:2 360 NO_CHECK ARM LIBOR_6MO 7.20854 35 6 SYNC_INT 15.708541.50000 8.708540 0ORIG_GROSSRATE 8.70854
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 20 “3/27 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.99657 ( 3509319.27 / 3509319.27 ); 3509319.27 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.69160 34 6 SYNC_INT 13.996571.50000 6.996570 0ORIG_GROSSRATE 6.99657
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 21 “5/25 ARM — 0 mo Penalty” WL 00 WAC 7.93785 ( 297932.68 / 297932.68 ); 297932.68 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.73885 58 6 SYNC_INT 14.937851.50000 7.937850 0ORIG_GROSSRATE 7.93785
GROUP “12” PREPAY_FLAG NONE ; TEASER
M 22 “5/25 ARM — 24 mo Penalty” WL 00 WAC 8.49000 ( 210848.86 / 210848.86 ); 210848.86 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.99000 57 6 SYNC_INT 15.490001.50000 8.490000 0ORIG_GROSSRATE 8.49000
GROUP “12” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 23 “5/25 ARM — 36 mo Penalty” WL 00 WAC 7.28312 ( 661373.86 / 661373.86 ); 661373.86 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.84723 57 6 SYNC_INT 14.283121.50000 7.283120 0ORIG_GROSSRATE 7.28312
GROUP “12” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 24 “5/25 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.01025 ( 429200.00 / 429200.00 ); 429200.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.51025 57 6 SYNC_INT 14.010251.50000 7.010250 0ORIG_GROSSRATE 7.01025
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG NONE ; TEASER
M 25 “5/25 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 7.12500 ( 204000.00 / 204000.00 ); 204000.00 .5275 .5275 353:7 353:7 360 NO_CHECK ARM LIBOR_6MO 6.12500 54 6 SYNC_INT 14.125001.50000 7.125000 0ORIG_GROSSRATE 7.12500
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 26 “5/25 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.87010 ( 1062878.39 / 1062878.39 ); 1062878.39 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.37010 58 6 SYNC_INT 13.870101.50000 6.870100 0ORIG_GROSSRATE 6.87010
AMORT NONE FOR 60 GROUP “12” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 27 “6 Month ARM — 36 mo Penalty” WL 00 WAC 6.50000 ( 333778.73 / 333778.73 ); 333778.73 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.50000 4 6 SYNC_INT 12.500001.000006.50000 0 0ORIG_GROSSRATE 6.50000
GROUP “12” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 28 “Fixed 10yr — 0 mo Penalty” WL 00 WAC 8.25000 ( 49185.87 / 49185.87 ); 49185.87 .5275 .5275 117:3 117:3 120 NO_CHECK
GROUP “11” PREPAY_FLAG NONE ;
M 29 “Fixed 10yr — 12 mo Penalty“WL 00 WAC 5.95000 ( 213909.10 / 213909.10 ); 213909.10 .5275 .5275 117:3 117:3 120 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 30 “Fixed 10yr — 36 mo Penalty“WL 00 WAC 7.83074 ( 96373.94 / 96373.94 ); 96373.94 .5275 .5275 118:2 118:2 120 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 31 “Fixed 15yr — 0 mo Penalty” WL 00 WAC 7.81297 ( 1433116.15 / 1433116.15 ); 1433116.15 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “11” PREPAY_FLAG NONE ;
M 32 “Fixed 15yr — 6 mo Penalty” WL 00 WAC 6.60000 ( 33665.02 / 33665.02 ); 33665.02 .5275 .5275 178:2 178:2 180 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 6 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 33 “Fixed 15yr — 12 mo Penalty“WL 00 WAC 6.88468 ( 367595.65 / 367595.65 ); 367595.65 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 34 “Fixed 15yr — 36 mo Penalty“WL 00 WAC 6.66381 ( 1874175.14 / 1874175.14 ); 1874175.14 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 35 “Fixed 20yr — 0 mo Penalty” WL 00 WAC 7.82638 ( 581694.63 / 581694.63 ); 581694.63 .5275 .5275 237:3 237:3 240 NO_CHECK
GROUP “11” PREPAY_FLAG NONE ;
M 36 “Fixed 20yr — 6 mo Penalty” WL 00 WAC 8.09900 ( 45766.99 / 45766.99 ); 45766.99 .5275 .5275 238:2 238:2 240 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 6 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 37 “Fixed 20yr — 12 mo Penalty“WL 00 WAC 6.84858 ( 694419.46 / 694419.46 ); 694419.46 .5275 .5275 236:4 236:4 240 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 38 “Fixed 20yr — 24 mo Penalty“WL 00 WAC 8.36370 ( 120296.60 / 120296.60 ); 120296.60 .5275 .5275 238:2 238:2 240 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 39 “Fixed 20yr — 36 mo Penalty“WL 00 WAC 7.46104 ( 784033.47 / 784033.47 ); 784033.47 .5275 .5275 237:3 237:3 240 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 40 “Fixed 25yr — 0 mo Penalty” WL 00 WAC 7.99000 ( 65834.94 / 65834.94 ); 65834.94 .5275 .5275 298:2 298:2 300 NO_CHECK
GROUP “11” PREPAY_FLAG NONE ;
M 41 “Fixed 30yr — 0 mo Penalty” WL 00 WAC 7.98454 ( 11788873.37 / 11788873.37 ); 11788873.37 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “11” PREPAY_FLAG NONE ;
M 42 “Fixed 30yr — 6 mo Penalty” WL 00 WAC 7.55216 ( 1177165.46 / 1177165.46 ); 1177165.46 .5275 .5275 356:4 356:4 360 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 6 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 43 “Fixed 30yr — 12 mo Penalty“WL 00 WAC 7.03503 ( 19077650.26 / 19077650.26 ); 19077650.26 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 44 “Fixed 30yr — 18 mo Penalty“WL 00 WAC 6.89205 ( 553873.07 / 553873.07 ); 553873.07 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 18 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 45 “Fixed 30yr — 24 mo Penalty“WL 00 WAC 7.24777 ( 3875511.19 / 3875511.19 ); 3875511.19 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 46 “Fixed 30yr — 30 mo Penalty“WL 00 WAC 8.26127 ( 572551.26 / 572551.26 ); 572551.26 .5275 .5275 355:5 355:5 360 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 30 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 47 “Fixed 30yr — 36 mo Penalty“WL 00 WAC 7.44267 ( 19024570.42 / 19024570.42 ); 19024570.42 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “11” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 48 “Fixed 30yr — IO — 60 month — 0 mo Penalty“WL 00 WAC 6.87500 ( 231544.81 / 231544.81 ); 231544.81 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “11” PREPAY_FLAG NONE ;
M 49 “Fixed 30yr — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.58955 ( 536899.42 / 536899.42 ); 536899.42 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “11” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 50 “Fixed 30yr — IO — 60 month — 24 mo Penalty” WL 00 WAC 8.25900 ( 114999.48 / 114999.48 ); 114999.48 .5275 .5275 358:2 358:2 360 NO_CHECK
AMORT NONE FOR 60 GROUP “11” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 51 “Fixed 30yr — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.47512 ( 1499199.40 / 1499199.40 ); 1499199.40 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “11” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 52 “2/28 ARM — 0 mo Penalty” WL 00 WAC 7.78475 ( 62605023.63 / 62605023.63 ); 62605023.63 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.32138 22 6 SYNC_INT 14.784751.49310 7.784750 0ORIG_GROSSRATE 7.78475
GROUP “22” PREPAY_FLAG NONE ; TEASER
M 53 “2/28 ARM — 6 mo Penalty” WL 00 WAC 7.59650 ( 6838320.04 / 6838320.04 ); 6838320.04 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.82243 21 6 SYNC_INT 14.596501.50000 7.596500 0ORIG_GROSSRATE 7.59650
GROUP “22” PREPAY_FLAG YM FOR 6 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 54 “2/28 ARM — 12 mo Penalty” WL 00 WAC 7.25677 ( 76182437.36 / 76182437.36 ); 76182437.36 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.64743 22 6 SYNC_INT 14.256771.50000 7.256770 0ORIG_GROSSRATE 7.25677
GROUP “22” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 55 “2/28 ARM — 18 mo Penalty” WL 00 WAC 7.29560 ( 806033.00 / 806033.00 ); 806033.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.70211 21 6 SYNC_INT 14.295601.50000 7.295600 0ORIG_GROSSRATE 7.29560 GROUP “22” PREPAY_FLAG YM FOR 18 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 56 “2/28 ARM — 24 mo Penalty” WL 00 WAC 7.53707 ( 140821399.82 / 140821399.82 ); 140821399.82 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.15979 22 6 SYNC_INT 14.537071.50000 7.537070 0ORIG_GROSSRATE 7.53707
GROUP “22” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER M 57 “2/28 ARM — 30 mo Penalty” WL 00 WAC 7.86879 ( 1693981.94 / 1693981.94 ); 1693981.94 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.51193 22 6 SYNC_INT 14.868791.50000 7.868790 0ORIG_GROSSRATE 7.86879
GROUP “22” PREPAY_FLAG YM FOR 30 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 58 “2/28 ARM — 36 mo Penalty” WL 00 WAC 7.52504 ( 22281086.02 / 22281086.02 ); 22281086.02 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.15597 22 6 SYNC_INT 14.525041.50000 7.525040 0ORIG_GROSSRATE 7.52504
GROUP “22” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 59 “2/28 ARM — 42 mo Penalty” WL 00 WAC 7.99900 ( 169421.85 / 169421.85 ); 169421.85 .5275 .5275 355:5 355:5 360 NO_CHECK ARM LIBOR_6MO 6.99900 20 6 SYNC_INT 14.999001.50000 7.999000 0ORIG_GROSSRATE 7.99900
GROUP “22” PREPAY_FLAG YM FOR 42 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 60 “2/28 ARM — 48 mo Penalty” WL 00 WAC 7.28292 ( 844196.63 / 844196.63 ); 844196.63 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.78310 21 6 SYNC_INT 14.282921.50000 7.282920 0ORIG_GROSSRATE 7.28292 GROUP “22” PREPAY_FLAG YM FOR 48 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 61 “2/28 ARM — 60 mo Penalty” WL 00 WAC 7.71199 ( 31693079.17 / 31693079.17 ); 31693079.17 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.26763 22 6 SYNC_INT 14.711991.50000 7.711990 0ORIG_GROSSRATE 7.71199
GROUP “22” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER M 62 “2/28 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.17884 ( 10047039.21 / 10047039.21 ); 10047039.21 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.71027 22 6 SYNC_INT 14.178841.50000 7.178840 0ORIG_GROSSRATE 7.17884 AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG NONE ; TEASER
M 63 “2/28 ARM — IO — 60 month — 6 mo Penalty” WL 00 WAC 7.22261 ( 2963961.34 / 2963961.34 ); 2963961.34 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.60684 22 6 SYNC_INT 14.222611.50000 7.222610 0ORIG_GROSSRATE 7.22261
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 6 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 64 “2/28 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.92558 ( 22992555.15 / 22992555.15 ); 22992555.15 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.46135 22 6 SYNC_INT 13.925581.50000 6.925580 0ORIG_GROSSRATE 6.92558
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 65 “2/28 ARM — IO — 60 month — 18 mo Penalty” WL 00 WAC 6.80729 ( 497369.20 / 497369.20 ); 497369.20 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.30729 21 6 SYNC_INT 13.807291.50000 6.807290 0ORIG_GROSSRATE 6.80729
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 18 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 66 “2/28 ARM — IO — 60 month — 24 mo Penalty” WL 00 WAC 6.72104 ( 90550420.02 / 90550420.02 ); 90550420.02 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.34151 22 6 SYNC_INT 13.721041.50000 6.721040 0ORIG_GROSSRATE 6.72104
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 67 “2/28 ARM — IO — 60 month — 30 mo Penalty” WL 00 WAC 6.94571 ( 1133299.41 / 1133299.41 ); 1133299.41 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.57476 21 6 SYNC_INT 13.945711.50000 6.945710 0ORIG_GROSSRATE 6.94571
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 30 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 68 “2/28 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.61266 ( 11254414.31 / 11254414.31 ); 11254414.31 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.18809 22 6 SYNC_INT 13.612661.50000 6.612660 0ORIG_GROSSRATE 6.61266
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 69 “2/28 ARM — IO — 60 month — 60 mo Penalty” WL 00 WAC 6.67857 ( 7755347.50 / 7755347.50 ); 7755347.50 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.27716 21 6 SYNC_INT 13.678571.50000 6.678570 0ORIG_GROSSRATE 6.67857
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 70 “3/27 ARM — 0 mo Penalty” WL 00 WAC 7.87123 ( 658852.94 / 658852.94 ); 658852.94 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.43228 34 6 SYNC_INT 14.871231.50000 7.871230 0ORIG_GROSSRATE 7.87123
GROUP “22” PREPAY_FLAG NONE ; TEASER
M 71 “3/27 ARM — 12 mo Penalty” WL 00 WAC 7.31215 ( 1612942.03 / 1612942.03 ); 1612942.03 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.81215 34 6 SYNC_INT 14.312151.50000 7.312150 0ORIG_GROSSRATE 7.31215
GROUP “22” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 72 “3/27 ARM — 30 mo Penalty” WL 00 WAC 7.25000 ( 235256.87 / 235256.87 ); 235256.87 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.25000 33 6 SYNC_INT 14.250001.50000 7.250000 0ORIG_GROSSRATE 7.25000
GROUP “22” PREPAY_FLAG YM FOR 30 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 73 “3/27 ARM — 36 mo Penalty” WL 00 WAC 7.87672 ( 7589298.93 / 7589298.93 ); 7589298.93 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.56719 33 6 SYNC_INT 14.876721.50000 7.876720 0ORIG_GROSSRATE 7.87672
GROUP “22” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 74 “3/27 ARM — 42 mo Penalty” WL 00 WAC 8.75000 ( 113734.75 / 113734.75 ); 113734.75 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.75000 34 6 SYNC_INT 15.750001.50000 8.750000 0ORIG_GROSSRATE 8.75000
GROUP “22” PREPAY_FLAG YM FOR 42 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 75 “3/27 ARM — 48 mo Penalty” WL 00 WAC 8.99000 ( 393542.08 / 393542.08 ); 393542.08 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.49000 34 6 SYNC_INT 15.990001.50000 8.990000 0ORIG_GROSSRATE 8.99000
GROUP “22” PREPAY_FLAG YM FOR 48 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 76 “3/27 ARM — 60 mo Penalty” WL 00 WAC 8.84198 ( 614211.05 / 614211.05 ); 614211.05 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.34198 34 6 SYNC_INT 15.841981.50000 8.841980 0ORIG_GROSSRATE 8.84198
GROUP “22” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 77 “3/27 ARM — IO — 36 month — 36 mo Penalty” WL 00 WAC 6.12500 ( 340000.00 / 340000.00 ); 340000.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.12500 33 6 SYNC_INT 13.125001.50000 6.125000 0ORIG_GROSSRATE 6.12500
AMORT NONE FOR 36 GROUP “22” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 78 “3/27 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.25000 ( 322400.00 / 322400.00 ); 322400.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.75000 33 6 SYNC_INT 14.250001.50000 7.250000 0ORIG_GROSSRATE 7.25000
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG NONE ; TEASER
M 79 “3/27 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.92170 ( 1015300.00 / 1015300.00 ); 1015300.00 .5275 .5275 355:5 355:5 360 NO_CHECK ARM LIBOR_6MO 5.42170 32 6 SYNC_INT 13.921701.50000 6.921700 0ORIG_GROSSRATE 6.92170
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 80 “3/27 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.47815 ( 2606830.90 / 2606830.90 ); 2606830.90 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.99286 34 6 SYNC_INT 13.478151.50000 6.478150 0ORIG_GROSSRATE 6.47815
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 81 “5/25 ARM — 0 mo Penalty” WL 00 WAC 6.99000 ( 382250.30 / 382250.30 ); 382250.30 .5275 .5275 358:2 358:2 360 NO_CHECK ARM LIBOR_6MO 5.49000 59 6 SYNC_INT 13.990001.50000 6.990000 0ORIG_GROSSRATE 6.99000 GROUP “22” PREPAY_FLAG NONE ; TEASER
M 82 “5/25 ARM — 36 mo Penalty” WL 00 WAC 7.28058 ( 871401.49 / 871401.49 ); 871401.49 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.14106 57 6 SYNC_INT 14.280581.50000 7.280580 0ORIG_GROSSRATE 7.28058
GROUP “22” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 83 “5/25 ARM — 48 mo Penalty” WL 00 WAC 7.89713 ( 291781.16 / 291781.16 ); 291781.16 .5275 .5275 355:5 355:5 360 NO_CHECK
ARM LIBOR_6MO 6.63238 56 6 SYNC_INT 14.897131.500007.897130 0 ORIG_GROSSRATE 7.89713 GROUP “22” PREPAY_FLAG YM FOR 48 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 84 “5/25 ARM — 60 mo Penalty” WL 00 WAC 8.44739 ( 2401006.09 / 2401006.09 ); 2401006.09 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.18890 58 6 SYNC_INT 15.447391.50000 8.447390 0ORIG_GROSSRATE 8.44739
GROUP “22” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER M 85 “5/25 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.41715 ( 549200.00 / 549200.00 ); 549200.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 4.91715 57 6 SYNC_INT 13.417151.50000 6.417150 0ORIG_GROSSRATE 6.41715
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 86 “5/25 ARM — IO — 60 month — 60 mo Penalty” WL 00 WAC 6.90923 ( 2584438.90 / 2584438.90 ); 2584438.90 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.65820 58 6 SYNC_INT 13.909231.50000 6.909230 0ORIG_GROSSRATE 6.90923
AMORT NONE FOR 60 GROUP “22” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 87 “6 Month ARM — 60 mo Penalty” WL 00 WAC 6.25000 ( 268967.21 / 268967.21 ); 268967.21 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.25000 4 6 SYNC_INT 12.250001.000006.25000 0 0ORIG_GROSSRATE 6.25000
GROUP “22” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT ); TEASER
M 88 “Balloon 30/15 — 12 mo Penalty” WL 00 WAC 8.62500 (152353.87 / 152353.87 ); 152353.87 .5275 .5275 354:6 354:6 360 NO_CHECK
BALLOON SCHED_BOTH 180 GROUP “21” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 89 “Balloon 30/15 — 60 mo Penalty” WL 00 WAC 7.39846 ( 345110.56 / 345110.56 ); 345110.56 .5275 .5275 354:6 354:6 360 NO_CHECK
BALLOON SCHED_BOTH 180 GROUP “21” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 90 “Fixed 10yr — 24 mo Penalty“WL 00 WAC 6.87500 ( 523153.40 / 523153.40 ); 523153.40 .5275 .5275 118:2 118:2 120 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 91 “Fixed 10yr — 60 mo Penalty“WL 00 WAC 7.57890 ( 373581.42 / 373581.42 ); 373581.42 .5275 .5275 115:5 115:5 120 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 92 “Fixed 15yr — 42 mo Penalty“WL 00 WAC 8.10000 ( 70954.79 / 70954.79 ); 70954.79 .5275 .5275 176:4 176:4 180 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 42 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 93 “Fixed 15yr — 60 mo Penalty“WL 00 WAC 7.45675 ( 2036590.22 / 2036590.22 ); 2036590.22 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 94 “Fixed 20yr — 48 mo Penalty“WL 00 WAC 9.12508 ( 107153.81 / 107153.81 ); 107153.81 .5275 .5275 236:4 236:4 240 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 48 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 95 “Fixed 20yr — 60 mo Penalty“WL 00 WAC 6.27119 ( 1160356.92 / 1160356.92 ); 1160356.92 .5275 .5275 236:4 236:4 240 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 96 “Fixed 25yr — 60 mo Penalty“WL 00 WAC 7.73251 ( 89701.54 / 89701.54 ); 89701.54 .5275 .5275 298:2 298:2 300 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 97 “Fixed 30yr — 0 mo Penalty” WL 00 WAC 7.39748 ( 1570040.11 / 1570040.11 ); 1570040.11 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “21” PREPAY_FLAG NONE ;
M 98 “Fixed 30yr — 12 mo Penalty“WL 00 WAC 6.78502 ( 10995430.50 / 10995430.50 ); 10995430.50 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 99 “Fixed 30yr — 24 mo Penalty“WL 00 WAC 7.21990 ( 399079.88 / 399079.88 ); 399079.88 .5275 .5275 357:3 357:3 360 NO_CHECK GROUP “21” PREPAY_FLAG YM FOR 24 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 100 “Fixed 30yr — 36 mo Penalty“WL 00 WAC 6.82539 ( 4459750.65 / 4459750.65 ); 4459750.65 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 101 “Fixed 30yr — 42 mo Penalty“WL 00 WAC 7.47020 ( 222324.94 / 222324.94 ); 222324.94 .5275 .5275 356:4 356:4 360 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 42 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 102 “Fixed 30yr — 48 mo Penalty“WL 00 WAC 7.29875 ( 790982.64 / 790982.64 ); 790982.64 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 48 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 103 “Fixed 30yr — 60 mo Penalty“WL 00 WAC 7.40105 ( 65272258.18 / 65272258.18 ); 65272258.18 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “21” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 104 “Fixed 30yr — IO — 60 month — 0 mo Penalty“WL 00 WAC 6.99000 ( 442878.59 / 442878.59 ); 442878.59 .5275 .5275 356:4 356:4 360 NO_CHECK
AMORT NONE FOR 60 GROUP “21” PREPAY_FLAG NONE ;
M 105 “Fixed 30yr — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.27010 ( 1280566.62 / 1280566.62 ); 1280566.62 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “21” PREPAY_FLAG YM FOR 12 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 106 “Fixed 30yr — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.66983 ( 2386720.00 / 2386720.00 ); 2386720.00 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “21” PREPAY_FLAG YM FOR 36 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 107 “Fixed 30yr — IO — 60 month — 42 mo Penalty” WL 00 WAC 6.49000 ( 196000.00 / 196000.00 ); 196000.00 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “21” PREPAY_FLAG YM FOR 42 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 108 “Fixed 30yr — IO — 60 month — 60 mo Penalty” WL 00 WAC 6.38516 ( 5438682.77 / 5438682.77 ); 5438682.77 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “21” PREPAY_FLAG YM FOR 60 NONE ; YM_FORMULA ( #YM_HE6MO80PCT );
M 109 “2/28 ARM — 0 mo Penalty” WL 00 WAC 7.97437 ( 107557645.14 / 107557645.14 ); 107557645.14 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.47167 22 6 SYNC_INT 14.974371.49288 7.974370 0ORIG_GROSSRATE 7.97437
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 110 “2/28 ARM — 6 mo Penalty” WL 00 WAC 7.79650 ( 8816212.11 / 8816212.11 ); 8816212.11 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.87385 22 6 SYNC_INT 14.796501.50000 7.796500 0ORIG_GROSSRATE 7.79650
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 111 “2/28 ARM — 12 mo Penalty” WL 00 WAC 7.47613 ( 61066831.22 / 61066831.22 ); 61066831.22 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.57289 22 6 SYNC_INT 14.476131.50000 7.476130 0ORIG_GROSSRATE 7.47613
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 112 “2/28 ARM — 18 mo Penalty” WL 00 WAC 7.56091 ( 3609306.53 / 3609306.53 ); 3609306.53 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.98298 22 6 SYNC_INT 14.560911.50000 7.560910 0ORIG_GROSSRATE 7.56091
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 113 “2/28 ARM — 24 mo Penalty” WL 00 WAC 7.78896 ( 176740605.31 / 176740605.31 ); 176740605.31 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.37612 22 6 SYNC_INT 14.788961.50000 7.788960 0ORIG_GROSSRATE 7.78896
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 114 “2/28 ARM — 30 mo Penalty” WL 00 WAC 7.66333 ( 5940708.15 / 5940708.15 ); 5940708.15 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.28781 22 6 SYNC_INT 14.663331.50000 7.663330 0ORIG_GROSSRATE 7.66333
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 115 “2/28 ARM — 36 mo Penalty” WL 00 WAC 7.80859 ( 40988068.01 / 40988068.01 ); 40988068.01 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.35166 22 6 SYNC_INT 14.808591.50000 7.808590 0ORIG_GROSSRATE 7.80859
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 116 “2/28 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.23503 ( 8612170.74 / 8612170.74 ); 8612170.74 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.80418 22 6 SYNC_INT 14.235031.50000 7.235030 0ORIG_GROSSRATE 7.23503
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 117 “2/28 ARM — IO — 60 month — 6 mo Penalty” WL 00 WAC 6.93613 ( 1400834.05 / 1400834.05 ); 1400834.05 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.18718 22 6 SYNC_INT 13.936131.50000 6.936130 0ORIG_GROSSRATE 6.93613
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 118 “2/28 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.73554 ( 7264945.39 / 7264945.39 ); 7264945.39 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.94925 22 6 SYNC_INT 13.735541.50000 6.735540 0ORIG_GROSSRATE 6.73554
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 119 “2/28 ARM — IO — 60 month — 18 mo Penalty” WL 00 WAC 6.37472 ( 553250.00 / 553250.00 ); 553250.00 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.87472 22 6 SYNC_INT 13.374721.50000 6.374720 0ORIG_GROSSRATE 6.37472
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 120 “2/28 ARM — IO — 60 month — 24 mo Penalty” WL 00 WAC 6.80516 ( 37772090.60 / 37772090.60 ); 37772090.60 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.37667 22 6 SYNC_INT 13.805161.50000 6.805160 0ORIG_GROSSRATE 6.80516
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 121 “2/28 ARM — IO — 60 month — 30 mo Penalty” WL 00 WAC 6.25000 ( 208620.00 / 208620.00 ); 208620.00 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.75000 22 6 SYNC_INT 13.250001.50000 6.250000 0ORIG_GROSSRATE 6.25000
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 122 “2/28 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.72443 ( 5760958.26 / 5760958.26 ); 5760958.26 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.30282 22 6 SYNC_INT 13.724431.50000 6.724430 0ORIG_GROSSRATE 6.72443
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 123 “3/27 ARM — 0 mo Penalty” WL 00 WAC 7.45282 ( 474605.35 / 474605.35 ); 474605.35 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.00540 34 6 SYNC_INT 14.452821.50000 7.452820 0ORIG_GROSSRATE 7.45282
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 124 “3/27 ARM — 12 mo Penalty” WL 00 WAC 6.83167 ( 1016943.10 / 1016943.10 ); 1016943.10 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.39581 33 6 SYNC_INT 13.831671.50000 6.831670 0ORIG_GROSSRATE 6.83167
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 125 “3/27 ARM — 24 mo Penalty” WL 00 WAC 9.28911 ( 130302.88 / 130302.88 ); 130302.88 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.78911 34 6 SYNC_INT 16.289111.50000 9.289110 0ORIG_GROSSRATE 9.28911
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 126 “3/27 ARM — 36 mo Penalty” WL 00 WAC 8.04553 ( 16965239.75 / 16965239.75 ); 16965239.75 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.70133 33 6 SYNC_INT 15.045531.50000 8.045530 0ORIG_GROSSRATE 8.04553
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 127 “3/27 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 8.70854 ( 323920.00 / 323920.00 ); 323920.00 .5275 .5275 358:2 358:2 360 NO_CHECK ARM LIBOR_6MO 7.20854 35 6 SYNC_INT 15.708541.50000 8.708540 0ORIG_GROSSRATE 8.70854
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 128 “3/27 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.99657 ( 3509319.27 / 3509319.27 ); 3509319.27 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.69160 34 6 SYNC_INT 13.996571.50000 6.996570 0ORIG_GROSSRATE 6.99657
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 129 “5/25 ARM — 0 mo Penalty” WL 00 WAC 7.93785 ( 297932.68 / 297932.68 ); 297932.68 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.73885 58 6 SYNC_INT 14.937851.50000 7.937850 0ORIG_GROSSRATE 7.93785
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 130 “5/25 ARM — 24 mo Penalty” WL 00 WAC 8.49000 ( 210848.86 / 210848.86 ); 210848.86 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.99000 57 6 SYNC_INT 15.490001.50000 8.490000 0ORIG_GROSSRATE 8.49000
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 131 “5/25 ARM — 36 mo Penalty” WL 00 WAC 7.28312 ( 661373.86 / 661373.86 ); 661373.86 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.84723 57 6 SYNC_INT 14.283121.50000 7.283120 0ORIG_GROSSRATE 7.28312
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 132 “5/25 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.01025 ( 429200.00 / 429200.00 ); 429200.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.51025 57 6 SYNC_INT 14.010251.50000 7.010250 0ORIG_GROSSRATE 7.01025
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 133 “5/25 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 7.12500 ( 204000.00 / 204000.00 ); 204000.00 .5275 .5275 353:7 353:7 360 NO_CHECK ARM LIBOR_6MO 6.12500 54 6 SYNC_INT 14.125001.50000 7.125000 0ORIG_GROSSRATE 7.12500
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 134 “5/25 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.87010 ( 1062878.39 / 1062878.39 ); 1062878.39 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.37010 58 6 SYNC_INT 13.870101.50000 6.870100 0ORIG_GROSSRATE 6.87010
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 135 “6 Month ARM — 36 mo Penalty” WL 00 WAC 6.50000 ( 333778.73 / 333778.73 ); 333778.73 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.50000 4 6 SYNC_INT 12.500001.000006.50000 0 0ORIG_GROSSRATE 6.50000
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 136 “Fixed 10yr — 0 mo Penalty” WL 00 WAC 8.25000 ( 49185.87 / 49185.87 ); 49185.87 .5275 .5275 117:3 117:3 120 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 137 “Fixed 10yr — 12 mo Penalty“WL 00 WAC 5.95000 ( 213909.10 / 213909.10 ); 213909.10 .5275 .5275 117:3 117:3 120 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 138 “Fixed 10yr — 36 mo Penalty“WL 00 WAC 7.83074 ( 96373.94 / 96373.94 ); 96373.94 .5275 .5275 118:2 118:2 120 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 139 “Fixed 15yr — 0 mo Penalty” WL 00 WAC 7.81297 ( 1433116.15 / 1433116.15 ); 1433116.15 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 140 “Fixed 15yr — 6 mo Penalty” WL 00 WAC 6.60000 ( 33665.02 / 33665.02 ); 33665.02 .5275 .5275 178:2 178:2 180 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 141 “Fixed 15yr — 12 mo Penalty“WL 00 WAC 6.88468 ( 367595.65 / 367595.65 ); 367595.65 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 142 “Fixed 15yr — 36 mo Penalty“WL 00 WAC 6.66381 ( 1874175.14 / 1874175.14 ); 1874175.14 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 143 “Fixed 20yr — 0 mo Penalty” WL 00 WAC 7.82638 ( 581694.63 / 581694.63 ); 581694.63 .5275 .5275 237:3 237:3 240 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 144 “Fixed 20yr — 6 mo Penalty” WL 00 WAC 8.09900 ( 45766.99 / 45766.99 ); 45766.99 .5275 .5275 238:2 238:2 240 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 145 “Fixed 20yr — 12 mo Penalty“WL 00 WAC 6.84858 ( 694419.46 / 694419.46 ); 694419.46 .5275 .5275 236:4 236:4 240 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 146 “Fixed 20yr — 24 mo Penalty“WL 00 WAC 8.36370 ( 120296.60 / 120296.60 ); 120296.60 .5275 .5275 238:2 238:2 240 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 147 “Fixed 20yr — 36 mo Penalty“WL 00 WAC 7.46104 ( 784033.47 / 784033.47 ); 784033.47 .5275 .5275 237:3 237:3 240 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 148 “Fixed 25yr — 0 mo Penalty” WL 00 WAC 7.99000 ( 65834.94 /
65834.94 ); 65834.94 .5275 .5275 298:2 298:2 300 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 149 “Fixed 30yr — 0 mo Penalty” WL 00 WAC 7.98454 ( 11788873.37 /
11788873.37 ); 11788873.37 .5275 .5275 357:3 357:3 360
NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 150 “Fixed 30yr — 6 mo Penalty” WL 00 WAC 7.55216 ( 1177165.46 /
1177165.46 ); 1177165.46 .5275 .5275 356:4 356:4 360
NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 151 “Fixed 30yr — 12 mo Penalty“WL 00 WAC 7.03503 ( 19077650.26 /
19077650.26 ); 19077650.26 .5275 .5275 357:3 357:3 360
NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 152 “Fixed 30yr — 18 mo Penalty“WL 00 WAC 6.89205 ( 553873.07 /
553873.07 ); 553873.07 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 153 “Fixed 30yr — 24 mo Penalty“WL 00 WAC 7.24777 ( 3875511.19 /
3875511.19 ); 3875511.19 .5275 .5275 357:3 357:3 360
NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 154 “Fixed 30yr — 30 mo Penalty“WL 00 WAC 8.26127 ( 572551.26 /
572551.26 ); 572551.26 .5275 .5275 355:5 355:5 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 155 “Fixed 30yr — 36 mo Penalty“WL 00 WAC 7.44267 ( 19024570.42 /
19024570.42 ); 19024570.42 .5275 .5275 357:3 357:3 360
NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 156 “Fixed 30yr — IO — 60 month — 0 mo Penalty“WL 00 WAC 6.87500 (
231544.81 / 231544.81 ); 231544.81 .5275 .5275 357:3 357:3
360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 157 “Fixed 30yr — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.58955 (
536899.42 / 536899.42 ); 536899.42 .5275 .5275 357:3 357:3
360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 158 “Fixed 30yr — IO — 60 month — 24 mo Penalty” WL 00 WAC 8.25900 (
114999.48 / 114999.48 ); 114999.48 .5275 .5275 358:2 358:2
360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 159 “Fixed 30yr — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.47512 (
1499199.40 / 1499199.40 ); 1499199.40 .5275 .5275 357:3 357:3
360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 160 “2/28 ARM — 0 mo Penalty” WL 00 WAC 7.78475 ( 62605023.63 /
62605023.63 ); 62605023.63 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 6.32138 22 6 SYNC_INT 14.78475 1.49310
7.78475 0 0 ORIG_GROSSRATE 7.78475
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 161 “2/28 ARM — 6 mo Penalty” WL 00 WAC 7.59650 ( 6838320.04 /
6838320.04 ); 6838320.04 .5275 .5275 356:4 356:4 360
NO_CHECK ARM LIBOR_6MO 5.82243 21 6 SYNC_INT 14.596501.50000
7.59650 0 0 ORIG_GROSSRATE 7.59650
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 162 “2/28 ARM — 12 mo Penalty” WL 00 WAC 7.25677 ( 76182437.36 /
76182437.36 ); 76182437.36 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 5.64743 22 6 SYNC_INT 14.25677 1.50000
7.25677 0 0 ORIG_GROSSRATE 7.25677
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 163 “2/28 ARM — 18 mo Penalty” WL 00 WAC 7.29560 ( 806033.00 /
806033.00 ); 806033.00 .5275 .5275 356:4 356:4 360 NO_CHECK
ARM LIBOR_6MO 5.70211 21 6 SYNC_INT 14.29560 1.50000 7.29560
0 0 ORIG_GROSSRATE 7.29560 GROUP
“32” PREPAY_FLAG NONE ; TEASER
M 164 “2/28 ARM — 24 mo Penalty” WL 00 WAC 7.53707 ( 140821399.82
/ 140821399.82 ); 140821399.82 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 6.15979 22 6 SYNC_INT 14.53707 1.50000
7.53707 0 0 ORIG_GROSSRATE 7.53707
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 165 “2/28 ARM — 30 mo Penalty” WL 00 WAC 7.86879 ( 1693981.94 /
1693981.94 ); 1693981.94 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 6.51193 22 6 SYNC_INT 14.86879 1.50000
7.86879 0 0 ORIG_GROSSRATE 7.86879
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 166 “2/28 ARM — 36 mo Penalty” WL 00 WAC 7.52504 ( 22281086.02 /
22281086.02 ); 22281086.02 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 6.15597 22 6 SYNC_INT 14.52504 1.50000
7.52504 0 0 ORIG_GROSSRATE 7.52504
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 167 “2/28 ARM — 42 mo Penalty” WL 00 WAC 7.99900 ( 169421.85 /
169421.85 ); 169421.85 .5275 .5275 355:5 355:5 360 NO_CHECK
ARM LIBOR_6MO 6.99900 20 6 SYNC_INT 14.99900 1.50000 7.99900
0 0 ORIG_GROSSRATE 7.99900 GROUP
“32” PREPAY_FLAG NONE ; TEASER
M 168 “2/28 ARM — 48 mo Penalty” WL 00 WAC 7.28292 ( 844196.63 /
844196.63 ); 844196.63 .5275 .5275 356:4 356:4 360 NO_CHECK
ARM LIBOR_6MO 5.78310 21 6 SYNC_INT 14.28292 1.50000 7.28292
0 0 ORIG_GROSSRATE 7.28292 GROUP
“32” PREPAY_FLAG NONE ; TEASER
M 169 “2/28 ARM — 60 mo Penalty” WL 00 WAC 7.71199 ( 31693079.17 /
31693079.17 ); 31693079.17 .5275 .5275 357:3 357:3 360
NO_CHECK ARM LIBOR_6MO 6.26763 22 6 SYNC_INT 14.71199 1.50000
7.71199 0 0 ORIG_GROSSRATE 7.71199
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 170 “2/28 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.17884 (
10047039.21 / 10047039.21 ); 10047039.21 .5275 .5275 357:3 357:3
360 NO_CHECK ARM LIBOR_6MO 5.71027 22 6 SYNC_INT 14.17884
1.50000 7.17884 0 0 ORIG_GROSSRATE 7.17884
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 171 “2/28 ARM — IO — 60 month — 6 mo Penalty” WL 00 WAC 7.22261 (
2963961.34 / 2963961.34 ); 2963961.34 .5275 .5275 357:3 357:3
360 NO_CHECK ARM LIBOR_6MO 5.60684 22 6 SYNC_INT 14.22261
1.50000 7.22261 0 0 ORIG_GROSSRATE 7.22261
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 172 “2/28 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.92558 (
22992555.15 / 22992555.15 ); 22992555.15 .5275 .5275 357:3 357:3
360 NO_CHECK ARM LIBOR_6MO 5.46135 22 6 SYNC_INT 13.92558
1.50000 6.92558 0 0 ORIG_GROSSRATE 6.92558
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 173 “2/28 ARM — IO — 60 month — 18 mo Penalty” WL 00 WAC 6.80729 ( 497369.20 / 497369.20 ); 497369.20 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.30729 21 6 SYNC_INT 13.807291.50000 6.80729 0 0 ORIG_GROSSRATE 6.80729
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 174 “2/28 ARM — IO — 60 month — 24 mo Penalty” WL 00 WAC 6.72104 ( 90550420.02 / 90550420.02 ); 90550420.02 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.34151 22 6 SYNC_INT 13.721041.50000 6.72104 0 0 ORIG_GROSSRATE 6.72104
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 175 “2/28 ARM — IO — 60 month — 30 mo Penalty” WL 00 WAC 6.94571 ( 1133299.41 / 1133299.41 ); 1133299.41 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.57476 21 6 SYNC_INT 13.945711.50000 6.94571 0 0 ORIG_GROSSRATE 6.94571
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 176 “2/28 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.61266 ( 11254414.31 / 11254414.31 ); 11254414.31 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.18809 22 6 SYNC_INT 13.612661.50000 6.61266 0 0 ORIG_GROSSRATE 6.61266
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 177 “2/28 ARM — IO — 60 month — 60 mo Penalty” WL 00 WAC 6.67857 ( 7755347.50 / 7755347.50 ); 7755347.50 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.27716 21 6 SYNC_INT 13.678571.50000 6.67857 0 0 ORIG_GROSSRATE 6.67857
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 178 “3/27 ARM — 0 mo Penalty” WL 00 WAC 7.87123 ( 658852.94 / 658852.94 ); 658852.94 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 6.43228 34 6 SYNC_INT 14.871231.50000 7.87123 0 0 ORIG_GROSSRATE 7.87123
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 179 “3/27 ARM — 12 mo Penalty” WL 00 WAC 7.31215 ( 1612942.03 / 1612942.03 ); 1612942.03 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.81215 34 6 SYNC_INT 14.312151.50000 7.31215 0 0 ORIG_GROSSRATE 7.31215
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 180 “3/27 ARM — 30 mo Penalty” WL 00 WAC 7.25000 ( 235256.87 / 235256.87 ); 235256.87 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.25000 33 6 SYNC_INT 14.250001.50000 7.25000 0 0 ORIG_GROSSRATE 7.25000
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 181 “3/27 ARM — 36 mo Penalty” WL 00 WAC 7.87672 ( 7589298.93 / 7589298.93 ); 7589298.93 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.56719 33 6 SYNC_INT 14.876721.50000 7.87672 0 0 ORIG_GROSSRATE 7.87672
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 182 “3/27 ARM — 42 mo Penalty” WL 00 WAC 8.75000 ( 113734.75 / 113734.75 ); 113734.75 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.75000 34 6 SYNC_INT 15.750001.50000 8.75000 0 0 ORIG_GROSSRATE 8.75000
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 183 “3/27 ARM — 48 mo Penalty” WL 00 WAC 8.99000 ( 393542.08 / 393542.08 ); 393542.08 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.49000 34 6 SYNC_INT 15.990001.50000 8.99000 0 0 ORIG_GROSSRATE 8.99000
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 184 “3/27 ARM — 60 mo Penalty” WL 00 WAC 8.84198 ( 614211.05 / 614211.05 ); 614211.05 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.34198 34 6 SYNC_INT 15.841981.50000 8.841980 0ORIG_GROSSRATE 8.84198
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 185 “3/27 ARM — IO — 36 month — 36 mo Penalty” WL 00 WAC 6.12500 ( 340000.00 / 340000.00 ); 340000.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.12500 33 6 SYNC_INT 13.125001.50000 6.125000 0ORIG_GROSSRATE 6.12500
AMORT NONE FOR 36 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 186 “3/27 ARM — IO — 60 month — 0 mo Penalty” WL 00 WAC 7.25000 ( 322400.00 / 322400.00 ); 322400.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 5.75000 33 6 SYNC_INT 14.250001.50000 7.250000 0ORIG_GROSSRATE 7.25000
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 187 “3/27 ARM — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.92170 ( 1015300.00 / 1015300.00 ); 1015300.00 .5275 .5275 355:5 355:5 360 NO_CHECK ARM LIBOR_6MO 5.42170 32 6 SYNC_INT 13.921701.50000 6.921700 0ORIG_GROSSRATE 6.92170
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 188 “3/27 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.47815 ( 2606830.90 / 2606830.90 ); 2606830.90 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 4.99286 34 6 SYNC_INT 13.478151.50000 6.478150 0ORIG_GROSSRATE 6.47815
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 189 “5/25 ARM — 0 mo Penalty” WL 00 WAC 6.99000 ( 382250.30 / 382250.30 ); 382250.30 .5275 .5275 358:2 358:2 360 NO_CHECK ARM LIBOR_6MO 5.49000 59 6 SYNC_INT 13.990001.50000 6.990000 0ORIG_GROSSRATE 6.99000
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 190 “5/25 ARM — 36 mo Penalty” WL 00 WAC 7.28058 ( 871401.49 / 871401.49 ); 871401.49 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 6.14106 57 6 SYNC_INT 14.280581.50000 7.280580 0ORIG_GROSSRATE 7.28058
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 191 “5/25 ARM — 48 mo Penalty” WL 00 WAC 7.89713 ( 291781.16 / 291781.16 ); 291781.16 .5275 .5275 355:5 355:5 360 NO_CHECK ARM LIBOR_6MO 6.63238 56 6 SYNC_INT 14.897131.50000 7.897130 0ORIG_GROSSRATE 7.89713
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 192 “5/25 ARM — 60 mo Penalty” WL 00 WAC 8.44739 ( 2401006.09 / 2401006.09 ); 2401006.09 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 7.18890 58 6 SYNC_INT 15.447391.50000 8.447390 0ORIG_GROSSRATE 8.44739
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 193 “5/25 ARM — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.41715 ( 549200.00 / 549200.00 ); 549200.00 .5275 .5275 356:4 356:4 360 NO_CHECK ARM LIBOR_6MO 4.91715 57 6 SYNC_INT 13.417151.50000 6.417150 0ORIG_GROSSRATE 6.41715
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 194 “5/25 ARM — IO — 60 month — 60 mo Penalty” WL 00 WAC 6.90923 ( 2584438.90 / 2584438.90 ); 2584438.90 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.65820 58 6 SYNC_INT 13.909231.50000 6.909230 0ORIG_GROSSRATE 6.90923
AMORT NONE FOR 60 GROUP “32” PREPAY_FLAG NONE ; TEASER
M 195 “6 Month ARM — 60 mo Penalty” WL 00 WAC 6.25000 ( 268967.21 / 268967.21 ); 268967.21 .5275 .5275 357:3 357:3 360 NO_CHECK ARM LIBOR_6MO 5.25000 4 6 SYNC_INT 12.25000 1.00000 6.25000 0 0 ORIG_GROSSRATE 6.25000
GROUP “32” PREPAY_FLAG NONE ; TEASER
M 196 “Balloon 30/15 — 12 mo Penalty” WL 00 WAC 8.62500 ( 152353.87 / 152353.87 ); 152353.87 .5275 .5275 354:6 354:6 360 NO_CHECK
BALLOON SCHED_BOTH 180 GROUP “31” PREPAY_FLAG NONE ;
M 197 “Balloon 30/15 — 60 mo Penalty” WL 00 WAC 7.39846 ( 345110.56 / 345110.56 ); 345110.56 .5275 .5275 354:6 354:6 360 NO_CHECK
BALLOON SCHED_BOTH 180 GROUP “31” PREPAY_FLAG NONE ;
M 198 “Fixed 10yr — 24 mo Penalty” WL 00 WAC 6.87500 ( 523153.40 / 523153.40 ); 523153.40 .5275 .5275 118:2 118:2 120 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 199 “Fixed 10yr — 60 mo Penalty” WL 00 WAC 7.57890 ( 373581.42 / 373581.42 ); 373581.42 .5275 .5275 115:5 115:5 120 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 200 “Fixed 15yr — 42 mo Penalty” WL 00 WAC 8.10000 ( 70954.79 / 70954.79 ); 70954.79 .5275 .5275 176:4 176:4 180 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 201 “Fixed 15yr — 60 mo Penalty” WL 00 WAC 7.45675 ( 2036590.22 / 2036590.22 ); 2036590.22 .5275 .5275 177:3 177:3 180 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 202 “Fixed 20yr — 48 mo Penalty” WL 00 WAC 9.12508 ( 107153.81 / 107153.81 ); 107153.81 .5275 .5275 236:4 236:4 240 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 203 “Fixed 20yr — 60 mo Penalty” WL 00 WAC 6.27119 ( 1160356.92 / 1160356.92 ); 1160356.92 .5275 .5275 236:4 236:4 240 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 204 “Fixed 25yr — 60 mo Penalty” WL 00 WAC 7.73251 ( 89701.54 / 89701.54 ); 89701.54 .5275 .5275 298:2 298:2 300 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 205 “Fixed 30yr — 0 mo Penalty” WL 00 WAC 7.39748 ( 1570040.11 / 1570040.11 ); 1570040.11 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 206 “Fixed 30yr — 12 mo Penalty” WL 00 WAC 6.78502 ( 10995430.50 / 10995430.50 ); 10995430.50 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 207 “Fixed 30yr — 24 mo Penalty” WL 00 WAC 7.21990 ( 399079.88 / 399079.88 ); 399079.88 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 208 “Fixed 30yr — 36 mo Penalty” WL 00 WAC 6.82539 ( 4459750.65 / 4459750.65 ); 4459750.65 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 209 “Fixed 30yr — 42 mo Penalty” WL 00 WAC 7.47020 ( 222324.94 / 222324.94 ); 222324.94 .5275 .5275 356:4 356:4 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 210 “Fixed 30yr — 48 mo Penalty” WL 00 WAC 7.29875 ( 790982.64 / 790982.64 ); 790982.64 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 211 “Fixed 30yr — 60 mo Penalty“WL 00 WAC 7.40105 ( 65272258.18 / 65272258.18 ); 65272258.18 .5275 .5275 357:3 357:3 360 NO_CHECK
GROUP “31” PREPAY_FLAG NONE ;
M 212 “Fixed 30yr — IO — 60 month — 0 mo Penalty“WL 00 WAC 6.99000 ( 442878.59 / 442878.59 ); 442878.59 .5275 .5275 356:4 356:4 360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 213 “Fixed 30yr — IO — 60 month — 12 mo Penalty” WL 00 WAC 6.27010 ( 1280566.62 / 1280566.62 ); 1280566.62 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 214 “Fixed 30yr — IO — 60 month — 36 mo Penalty” WL 00 WAC 6.66983 ( 2386720.00 / 2386720.00 ); 2386720.00 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 215 “Fixed 30yr — IO — 60 month — 42 mo Penalty” WL 00 WAC 6.49000 ( 196000.00 / 196000.00 ); 196000.00 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
M 216 “Fixed 30yr — IO — 60 month — 60 mo Penalty” WL 00 WAC 6.38516 ( 5438682.77 / 5438682.77 ); 5438682.77 .5275 .5275 357:3 357:3 360 NO_CHECK
AMORT NONE FOR 60 GROUP “31” PREPAY_FLAG NONE ;
