FBR Securitization Trust 2005-2
Disclaimer
COMPUTATIONAL MATERIALS
This presentation contains tables and other statistical analyses (the “Computational Materials”). These Computational Materials have been prepared by Friedman, Billings, Ramsey & Co., Inc. (“FBR”) in reliance upon information furnished by the issuer of the securities and its affiliates. These Computational Materials are furnished to you solely by FBR and not by the issuer of the securities. They may not be provided to any third party other than the addressee’s legal, tax, financial and/or accounting advisors for the purposes of evaluating said material.
Numerous assumptions were used in preparing the Computational Materials which may or may not be reflected therein. As such, no assurance can be given as to the Computational Materials’ accuracy, appropriateness or completeness in any particular context. In addition, no assurance can be given as to whether the Computational Materials and/or the assumptions upon which they are based reflect present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions or as legal, tax, financial or accounting advice.
Any weighted average lives, yields and principal payment periods shown in the Computational Materials are based on prepayment assumptions, and changes in such prepayment assumptions may dramatically affect such weighted average lives, yields and principal payment periods. In addition, it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the attached Computational Materials. Furthermore, unless otherwise provided, the Computational Materials assume no losses on the underlying assets and no interest shortfall.
If the Computational Materials were generated using a hypothetical group of mortgage loans, the specific characteristics of the securities may differ from those shown in the Computational Materials due to differences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. If these Computational Materials are based only on a statistical pool of mortgage loans expected to be included in the trust along with other mortgage loans on the closing date, the specific characteristics of these securities also may differ from those shown in the Computational Materials. A statistical pool may not necessarily represent a statistically relevant population, notwithstanding any contrary references herein. Although FBR believes the information with respect to the statistical pool will be representative of the final pool of mortgage loans, the collateral characteristics of the final pool may nonetheless vary from the collateral characteristics of the statistical pool. Certain mortgage loans contained in a statistical pool or the actual pool may be deleted from the final pool of mortgage loans delivered to the trust on the closing date.
The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither FBR nor any of its affiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yield on the securities.
LIBOR = 20
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | Bond | | | | Cap | | | | Effective | | | | Class AV1 | | | | Class AV2-1A | | | | Class AV2-1B1 | |
| | | | | | | Collat Bal | | | | Collat Int | | | | AFR | | | | Balance | | | | Pmt | | | | AFR | | | | Balance | | | | Balance | | | | Balance | |
0 | | 28-Sep-05 | | | 2,279,511,482.16 | | | | | | | | | | | | 2,268,010,000.00 | | | | | | | | | | | | 876,720,000.00 | | | | 211,360,000.00 | | | | 235,332,000.00 | |
1 | | 25-Oct-05 | | | 2,247,841,260.20 | | | | 11,677,892.24 | | | | 6.865 | % | | | 2,236,443,702.78 | | | | 26,850,594.89 | | | | 22.650 | % | | | 861,632,342.55 | | | | 204,705,322.14 | | | | 225,508,038.10 | |
2 | | 25-Nov-05 | | | 2,208,265,019.49 | | | | 11,520,979.07 | | | | 5.982 | % | | | 2,196,867,462.08 | | | | 30,747,987.01 | | | | 21.948 | % | | | 842,756,180.65 | | | | 196,345,872.68 | | | | 213,167,408.75 | |
3 | | 25-Dec-05 | | | 2,160,831,666.70 | | | | 11,326,610.42 | | | | 6.187 | % | | | 2,149,434,109.28 | | | | 29,614,429.74 | | | | 22.363 | % | | | 820,166,216.66 | | | | 186,313,203.00 | | | | 198,356,689.63 | |
4 | | 25-Jan-06 | | | 2,105,665,249.21 | | | | 11,085,207.54 | | | | 5.989 | % | | | 2,094,267,691.80 | | | | 30,388,281.95 | | | | 22.407 | % | | | 793,922,419.32 | | | | 174,633,190.40 | | | | 181,114,082.08 | |
5 | | 25-Feb-06 | | | 2,042,971,377.02 | | | | 10,803,579.82 | | | | 5.991 | % | | | 2,031,573,819.61 | | | | 30,107,659.30 | | | | 22.686 | % | | | 764,123,206.36 | | | | 161,349,123.04 | | | | 161,503,490.21 | |
6 | | 25-Mar-06 | | | 1,973,041,535.62 | | | | 10,483,374.91 | | | | 6.635 | % | | | 1,961,643,978.21 | | | | 26,879,696.47 | | | | 23.646 | % | | | 730,907,800.19 | | | | 146,522,490.33 | | | | 139,615,687.70 | |
7 | | 25-Apr-06 | | | 1,896,710,745.41 | | | | 10,126,780.46 | | | | 5.995 | % | | | 1,885,313,188.00 | | | | 29,344,663.36 | | | | 23.367 | % | | | 694,727,692.68 | | | | 130,308,175.11 | | | | 115,679,320.20 | |
8 | | 25-May-06 | | | 1,815,013,260.62 | | | | 9,758,728.43 | | | | 6.211 | % | | | 1,803,615,703.21 | | | | 27,932,373.00 | | | | 23.990 | % | | | 656,107,050.32 | | | | 112,912,169.51 | | | | 89,998,483.39 | |
9 | | 25-Jun-06 | | | 1,729,449,690.45 | | | | 9,369,960.84 | | | | 6.033 | % | | | 1,718,052,133.03 | | | | 28,317,262.23 | | | | 24.266 | % | | | 615,666,319.68 | | | | 94,689,915.38 | | | | 63,097,897.98 | |
10 | | 25-Jul-06 | | | 1,647,924,396.67 | | | | 8,929,705.87 | | | | 6.237 | % | | | 1,636,526,839.26 | | | | 26,813,970.83 | | | | 24.966 | % | | | 577,128,880.17 | | | | 77,329,846.45 | | | | 37,470,112.64 | |
11 | | 25-Aug-06 | | | 1,570,276,023.32 | | | | 8,509,729.25 | | | | 6.039 | % | | | 1,558,878,465.91 | | | | 27,037,097.49 | | | | 25.224 | % | | | 540,423,409.37 | | | | 60,795,603.86 | | | | 13,061,452.68 | |
12 | | 25-Sep-06 | | | 1,496,318,946.90 | | | | 8,109,689.61 | | | | 6.041 | % | | | 1,484,921,389.49 | | | | 26,307,811.83 | | | | 25.639 | % | | | 505,462,213.65 | | | | 45,047,639.97 | | | | 0.00 | |
13 | | 25-Oct-06 | | | 1,425,876,530.58 | | | | 7,729,160.08 | | | | 6.246 | % | | | 1,414,478,973.17 | | | | 24,699,596.87 | | | | 26.206 | % | | | 472,161,857.02 | | | | 30,048,316.84 | | | | | |
14 | | 25-Nov-06 | | | 1,358,782,038.08 | | | | 7,378,921.40 | | | | 6.058 | % | | | 1,347,384,480.67 | | | | 24,760,663.13 | | | | 26.387 | % | | | 440,443,961.52 | | | | 15,761,952.17 | | | | | |
15 | | 25-Dec-06 | | | 1,294,870,623.36 | | | | 7,050,068.57 | | | | 6.279 | % | | | 1,283,473,065.95 | | | | 23,245,399.35 | | | | 26.982 | % | | | 410,232,411.37 | | | | 2,152,713.43 | | | | | |
16 | | 25-Jan-07 | | | 1,233,993,668.01 | | | | 6,719,541.84 | | | | 6.080 | % | | | 1,222,596,110.60 | | | | 23,301,034.05 | | | | 27.163 | % | | | 381,454,399.68 | | | | 0.00 | | | | | |
17 | | 25-Feb-07 | | | 1,175,989,849.19 | | | | 6,404,333.65 | | | | 6.083 | % | | | 1,164,592,291.78 | | | | 22,602,414.37 | | | | 27.552 | % | | | 354,025,277.83 | | | | | | | | | |
18 | | 25-Mar-07 | | | 1,120,227,974.37 | | | | 6,103,927.15 | | | | 6.739 | % | | | 1,108,830,416.96 | | | | 19,802,134.56 | | | | 28.600 | % | | | 327,537,033.27 | | | | | | | | | |
19 | | 25-Apr-07 | | | 1,061,669,723.15 | | | | 5,814,167.75 | | | | 6.089 | % | | | 1,050,272,165.74 | | | | 21,264,588.65 | | | | 28.360 | % | | | 299,990,671.27 | | | | | | | | | |
20 | | 25-May-07 | | | 958,548,727.75 | | | | 5,521,638.28 | | | | 6.309 | % | | | 947,151,170.34 | | | | 19,958,991.51 | | | | 29.113 | % | | | 251,461,613.83 | | | | | | | | | |
21 | | 25-Jun-07 | | | 866,057,497.02 | | | | 5,114,401.98 | | | | 6.271 | % | | | 854,659,939.61 | | | | 20,002,304.85 | | | | 30.795 | % | | | 207,895,689.69 | | | | | | | | | |
22 | | 25-Jul-07 | | | 783,395,517.65 | | | | 5,835,476.08 | | | | 8.193 | % | | | 771,997,960.24 | | | | 16,903,425.09 | | | | 31.927 | % | | | 168,964,247.61 | | | | | | | | | |
23 | | 25-Aug-07 | | | 709,579,066.13 | | | | 5,263,571.73 | | | | 7.918 | % | | | 698,181,508.72 | | | | 16,923,123.53 | | | | 33.375 | % | | | 134,244,710.01 | | | | | | | | | |
24 | | 25-Sep-07 | | | 0.00 | | | | 4,753,574.24 | | | | 7.907 | % | | | 0.00 | | | | 16,094,405.30 | | | | 34.677 | % | | | 0.00 | | | | | | | | | |
[Additional columns below]
[Continued from above table, first column(s) repeated]
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | Class AV2-1B2 | | | | Class AV2-2 | | | | Class AV2-3 | | | | Class M1 | | | | Class M2 | | | | Class M3 | | | | Class M4 | | | | Class M5 | | | | Class M6 | | | | Class M7 | | | | Class M8 | | | | Class M9 | | | | Class M10 | |
| | | | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | | | | Balance | |
0 | | 28-Sep-05 | | | 76,688,000.00 | | | | 154,260,000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
1 | | 25-Oct-05 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
2 | | 25-Nov-05 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
3 | | 25-Dec-05 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
4 | | 25-Jan-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
5 | | 25-Feb-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
6 | | 25-Mar-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
7 | | 25-Apr-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
8 | | 25-May-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
9 | | 25-Jun-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
10 | | 25-Jul-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
11 | | 25-Aug-06 | | | 76,688,000.00 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
12 | | 25-Sep-06 | | | 66,501,535.88 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
13 | | 25-Oct-06 | | | 44,358,799.31 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
14 | | 25-Nov-06 | | | 23,268,566.98 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
15 | | 25-Dec-06 | | | 3,177,941.16 | | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
16 | | 25-Jan-07 | | | 0.00 | | | | 127491710.91 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
17 | | 25-Feb-07 | | | | | | | 96917013.95 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
18 | | 25-Mar-07 | | | | | | | 67643383.70 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
19 | | 25-Apr-07 | | | | | | | 36631494.47 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
20 | | 25-May-07 | | | | | | | 0.00 | | | | 279,779,556.51 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
21 | | 25-Jun-07 | | | | | | | �� | | | | 230,854,249.92 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
22 | | 25-Jul-07 | | | | | | | | | | | 187,123,712.63 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
23 | | 25-Aug-07 | | | | | | | | | | | 148,026,798.71 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
24 | | 25-Sep-07 | | | | | | | | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | |
This Series Term Sheet, including the computational materials herein, was prepared solely by FBR, is intended for use by the addressee only, and may not be provided to any third party other than the addressee’s legal, tax, financial and/or accounting advisors for the purposes of evaluating such information. This information is furnished to you solely by FBR and not by the Depositor, the Issuer of the securities or any of their affiliates. FBR is acting as underwriter and not acting as agent for the Depositor, the Issuer or their affiliates in connection with the proposed transaction. This material is provided for information purposes only, and does not constitute an offer to sell, nor a solicitation of an offer to buy, the referenced securities. It does not purport to be all-inclusive or to contain all of the information that a prospective investor may require to make a full analysis of the transaction. All information contained herein is preliminary and it is anticipated that such information will change. The information contained herein supersedes information contained in any prior series termsheet for this transaction. In addition, the information contained herein will be superseded by information contained in the prospectus and prospectus supplement for this transaction and in any other material subsequently filed with the Securities and Exchange Commission. An offering may be made only through the delivery of the prospectus and prospectus supplement. Any investment decision with respect to the referenced securities should be made by you solely upon all of the information contained in the prospectus and prospectus supplements.
LIBOR = 20
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | Bond | | | Cap | | | Effective | | | Class AV1 | | | Class AV2-1A | | | Class AV2-1B1 | | | Class AV2-1B2 |
| | | | | Collat Bal | | | Collat Int | | | AFR | | | Balance | | | Pmt | | | AFR | | | Balance | | | Balance | | | Balance | | | Balance |
0 | | 28-Sep-05 | | | 2,279,511,482.16 | | | | | | | | | | | | 2,268,010,000.00 | | | | | | | | | | | | 876,720,000.00 | | | | 211,360,000.00 | | | | 235,332,000.00 | | | | 76,688,000.00 | |
1 | | 25-Oct-05 | | | 2,247,841,260.20 | | | | 11,677,892.24 | | | | 6.865 | % | | | 2,236,443,702.78 | | | | 26,850,594.89 | | | | 22.650 | % | | | 861,632,342.55 | | | | 204,705,322.14 | | | | 225,508,038.10 | | | | 76,688,000.00 | |
2 | | 25-Nov-05 | | | 2,208,265,019.49 | | | | 11,520,979.07 | | | | 5.982 | % | | | 2,196,867,462.08 | | | | 30,747,987.01 | | | | 21.948 | % | | | 842,756,180.65 | | | | 196,345,872.68 | | | | 213,167,408.75 | | | | 76,688,000.00 | |
3 | | 25-Dec-05 | | | 2,160,831,666.70 | | | | 11,326,610.42 | | | | 6.187 | % | | | 2,149,434,109.28 | | | | 29,614,429.74 | | | | 22.363 | % | | | 820,166,216.66 | | | | 186,313,203.00 | | | | 198,356,689.63 | | | | 76,688,000.00 | |
4 | | 25-Jan-06 | | | 2,105,665,249.21 | | | | 11,085,207.54 | | | | 5.989 | % | | | 2,094,267,691.80 | | | | 30,388,281.95 | | | | 22.407 | % | | | 793,922,419.32 | | | | 174,633,190.40 | | | | 181,114,082.08 | | | | 76,688,000.00 | |
5 | | 25-Feb-06 | | | 2,042,971,377.02 | | | | 10,803,579.82 | | | | 5.991 | % | | | 2,031,573,819.61 | | | | 30,107,659.30 | | | | 22.686 | % | | | 764,123,206.36 | | | | 161,349,123.04 | | | | 161,503,490.21 | | | | 76,688,000.00 | |
6 | | 25-Mar-06 | | | 1,973,041,535.62 | | | | 10,483,374.91 | | | | 6.635 | % | | | 1,961,643,978.21 | | | | 26,879,696.47 | | | | 23.646 | % | | | 730,907,800.19 | | | | 146,522,490.33 | | | | 139,615,687.70 | | | | 76,688,000.00 | |
7 | | 25-Apr-06 | | | 1,896,710,745.41 | | | | 10,126,780.46 | | | | 5.995 | % | | | 1,885,313,188.00 | | | | 29,344,663.36 | | | | 23.367 | % | | | 694,727,692.68 | | | | 130,308,175.11 | | | | 115,679,320.20 | | | | 76,688,000.00 | |
8 | | 25-May-06 | | | 1,815,013,260.62 | | | | 9,758,728.43 | | | | 6.211 | % | | | 1,803,615,703.21 | | | | 27,932,373.00 | | | | 23.990 | % | | | 656,107,050.32 | | | | 112,912,169.51 | | | | 89,998,483.39 | | | | 76,688,000.00 | |
9 | | 25-Jun-06 | | | 1,729,449,690.45 | | | | 9,369,960.84 | | | | 6.033 | % | | | 1,718,052,133.03 | | | | 28,317,262.23 | | | | 24.266 | % | | | 615,666,319.68 | | | | 94,689,915.38 | | | | 63,097,897.98 | | | | 76,688,000.00 | |
10 | | 25-Jul-06 | | | 1,647,924,396.67 | | | | 8,929,705.87 | | | | 6.237 | % | | | 1,636,526,839.26 | | | | 26,813,970.83 | | | | 24.966 | % | | | 577,128,880.17 | | | | 77,329,846.45 | | | | 37,470,112.64 | | | | 76,688,000.00 | |
11 | | 25-Aug-06 | | | 1,570,276,023.32 | | | | 8,509,729.25 | | | | 6.039 | % | | | 1,558,878,465.91 | | | | 27,037,097.49 | | | | 25.224 | % | | | 540,423,409.37 | | | | 60,795,603.86 | | | | 13,061,452.68 | | | | 76,688,000.00 | |
12 | | 25-Sep-06 | | | 1,496,318,946.90 | | | | 8,109,689.61 | | | | 6.041 | % | | | 1,484,921,389.49 | | | | 26,307,811.83 | | | | 25.639 | % | | | 505,462,213.65 | | | | 45,047,639.97 | | | | 0.00 | | | | 66,501,535.88 | |
13 | | 25-Oct-06 | | | 1,425,876,530.58 | | | | 7,729,160.08 | | | | 6.246 | % | | | 1,414,478,973.17 | | | | 24,699,596.87 | | | | 26.206 | % | | | 472,161,857.02 | | | | 30,048,316.84 | | | | | | | | 44,358,799.31 | |
14 | | 25-Nov-06 | | | 1,358,782,038.08 | | | | 7,378,921.40 | | | | 6.058 | % | | | 1,347,384,480.67 | | | | 24,760,663.13 | | | | 26.387 | % | | | 440,443,961.52 | | | | 15,761,952.17 | | | | | | | | 23,268,566.98 | |
15 | | 25-Dec-06 | | | 1,294,870,623.36 | | | | 7,050,068.57 | | | | 6.279 | % | | | 1,283,473,065.95 | | | | 23,245,399.35 | | | | 26.982 | % | | | 410,232,411.37 | | | | 2,152,713.43 | | | | | | | | 3,177,941.16 | |
16 | | 25-Jan-07 | | | 1,233,993,668.01 | | | | 6,719,541.84 | | | | 6.080 | % | | | 1,222,596,110.60 | | | | 23,301,034.05 | | | | 27.163 | % | | | 381,454,399.68 | | | | 0.00 | | | | | | | | 0.00 | |
17 | | 25-Feb-07 | | | 1,175,989,849.19 | | | | 6,404,333.65 | | | | 6.083 | % | | | 1,164,592,291.78 | | | | 22,602,414.37 | | | | 27.552 | % | | | 354,025,277.83 | | | | | | | | | | | | | |
18 | | 25-Mar-07 | | | 1,120,227,974.37 | | | | 6,103,927.15 | | | | 6.739 | % | | | 1,108,830,416.96 | | | | 19,802,134.56 | | | | 28.600 | % | | | 327,537,033.27 | | | | | | | | | | | | | |
19 | | 25-Apr-07 | | | 1,061,669,723.15 | | | | 5,814,167.75 | | | | 6.089 | % | | | 1,050,272,165.74 | | | | 21,264,588.65 | | | | 28.360 | % | | | 299,990,671.27 | | | | | | | | | | | | | |
20 | | 25-May-07 | | | 958,548,727.75 | | | | 5,521,638.28 | | | | 6.309 | % | | | 947,151,170.34 | | | | 19,958,991.51 | | | | 29.113 | % | | | 251,461,613.83 | | | | | | | | | | | | | |
21 | | 25-Jun-07 | | | 866,057,497.02 | | | | 5,114,401.98 | | | | 6.271 | % | | | 854,659,939.61 | | | | 20,002,304.85 | | | | 30.795 | % | | | 207,895,689.69 | | | | | | | | | | | | | |
22 | | 25-Jul-07 | | | 783,395,517.65 | | | | 5,835,476.08 | | | | 8.193 | % | | | 771,997,960.24 | | | | 16,903,425.09 | | | | 31.927 | % | | | 168,964,247.61 | | | | | | | | | | | | | |
23 | | 25-Aug-07 | | | 709,579,066.13 | | | | 5,263,571.73 | | | | 7.918 | % | | | 698,181,508.72 | | | | 16,923,123.53 | | | | 33.375 | % | | | 134,244,710.01 | | | | | | | | | | | | | |
24 | | 25-Sep-07 | | | 645,905,275.57 | | | | 4,753,574.24 | | | | 7.907 | % | | | 634,507,718.16 | | | | 16,094,405.30 | | | | 34.677 | % | | | 104,178,964.67 | | | | | | | | | | | | | |
25 | | 25-Oct-07 | | | 610,378,457.05 | | | | 4,312,676.24 | | | | 8.156 | % | | | 598,980,899.64 | | | | 14,720,108.31 | | | | 35.995 | % | | | 87360740.40 | | | | | | | | | | | | | |
26 | | 25-Nov-07 | | | 576,970,960.21 | | | | 4,075,588.30 | | | | 7.902 | % | | | 565,573,402.80 | | | | 14,377,665.90 | | | | 35.777 | % | | | 71558474.75 | | | | | | | | | | | | | |
27 | | 25-Dec-07 | | | 545,458,202.90 | | | | 3,896,634.80 | | | | 8.268 | % | | | 534,060,645.49 | | | | 13,151,653.26 | | | | 36.172 | % | | | 56650253.79 | | | | | | | | | | | | | |
28 | | 25-Jan-08 | | | 515,765,381.45 | | | | 4,111,558.71 | | | | 8.940 | % | | | 504,367,824.04 | | | | 12,845,343.23 | | | | 36.872 | % | | | 42602996.71 | | | | | | | | | | | | | |
29 | | 25-Feb-08 | | | 487,744,938.29 | | | | 3,881,070.58 | | | | 8.936 | % | | | 476,347,380.88 | | | | 12,379,637.54 | | | | 37.440 | % | | | 29342870.57 | | | | | | | | | | | | | |
30 | | 25-Mar-08 | | | 461,303,063.83 | | | | 3,663,737.05 | | | | 9.548 | % | | | 449,905,506.42 | | | | 11,161,469.71 | | | | 38.635 | % | | | 16827382.01 | | | | | | | | | | | | | |
31 | | 25-Apr-08 | | | 0.00 | | | | 3,458,905.44 | | | | 8.928 | % | | | 0.00 | | | | 11,497,198.06 | | | | 38.605 | % | | | 0.00 | | | | | | | | | | | | | |
[Additional columns below]
[Continued from above table, first column(s) repeated]
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | Class AV2-2 | | | Class AV2-3 | | | Class M1 | | | Class M2 | | | Class M3 | | | Class M4 | | | Class M5 | | | Class M6 | | | Class M7 | | | Class M8 | | | Class M9 | | | Class M10 |
| | | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance |
0 | | 28-Sep-05 | | | 154,260,000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
1 | | 25-Oct-05 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
2 | | 25-Nov-05 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
3 | | 25-Dec-05 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
4 | | 25-Jan-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
5 | | 25-Feb-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
6 | | 25-Mar-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
7 | | 25-Apr-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
8 | | 25-May-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
9 | | 25-Jun-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
10 | | 25-Jul-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
11 | | 25-Aug-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
12 | | 25-Sep-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
13 | | 25-Oct-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
14 | | 25-Nov-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
15 | | 25-Dec-06 | | | 154260000.00 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
16 | | 25-Jan-07 | | | 127491710.91 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
17 | | 25-Feb-07 | | | 96917013.95 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
18 | | 25-Mar-07 | | | 67643383.70 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
19 | | 25-Apr-07 | | | 36631494.47 | | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
20 | | 25-May-07 | | | 0.00 | | | | 279,779,556.51 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
21 | | 25-Jun-07 | | | | | | | 230,854,249.92 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
22 | | 25-Jul-07 | | | | | | | 187,123,712.63 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
23 | | 25-Aug-07 | | | | | | | 148,026,798.71 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
24 | | 25-Sep-07 | | | | | | | 114,418,753.48 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
25 | | 25-Oct-07 | | | | | | | 95,710,159.24 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
26 | | 25-Nov-07 | | | | | | | 78,104,928.05 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
27 | | 25-Dec-07 | | | | | | | 61,500,391.70 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
28 | | 25-Jan-08 | | | | | | | 45,854,827.33 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
29 | | 25-Feb-08 | | | | | | | 31,094,510.31 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
30 | | 25-Mar-08 | | | | | | | 17,168,124.41 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
31 | | 25-Apr-08 | | | | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | |
This Series Term Sheet, including the computational materials herein, was prepared solely by FBR, is intended for use by the addressee only, and may not be provided to any third party other than the addressee’s legal, tax, financial and/or accounting advisors for the purposes of evaluating such information. This information is furnished to you solely by FBR and not by the Depositor, the Issuer of the securities or any of their affiliates. FBR is acting as underwriter and not acting as agent for the Depositor, the Issuer or their affiliates in connection with the proposed transaction. This material is provided for information purposes only, and does not constitute an offer to sell, nor a solicitation of an offer to buy, the referenced securities. It does not purport to be all-inclusive or to contain all of the information that a prospective investor may require to make a full analysis of the transaction. All information contained herein is preliminary and it is anticipated that such information will change. The information contained herein supersedes information contained in any prior series termsheet for this transaction. In addition, the information contained herein will be superseded by information contained in the prospectus and prospectus supplement for this transaction and in any other material subsequently filed with the Securities and Exchange Commission. An offering may be made only through the delivery of the prospectus and prospectus supplement.
LIBOR = 20
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | Bond | | | Cap | | | Effective | | | Class AV1 | | | Class AV2-1A | | | Class AV2-1B1 | | | Class AV2-1B2 | | | Class AV2-2 |
| | | | | Collat Bal | | | Collat Int | | | AFR | | | Balance | | | Pmt | | | AFR | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance |
0 | | 28-Sep-05 | | | 2,279,511,482.16 | | | | | | | | | | | | 2,268,010,000.00 | | | | | | | | | | | | 876,720,000.00 | | | | 211,360,000.00 | | | | 235,332,000.00 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
1 | | 25-Oct-05 | | | 2,247,841,260.20 | | | | 11,677,892.24 | | | | 6.865 | % | | | 2,236,443,702.78 | | | | 26,850,594.89 | | | | 22.650 | % | | | 861,632,342.55 | | | | 204,705,322.14 | | | | 225,508,038.10 | | | | 76,688,000.00 | | | | 154260000.00 | |
2 | | 25-Nov-05 | | | 2,208,265,019.49 | | | | 11,520,979.07 | | | | 5.982 | % | | | 2,196,867,462.08 | | | | 30,747,987.01 | | | | 21.948 | % | | | 842,756,180.65 | | | | 196,345,872.68 | | | | 213,167,408.75 | | | | 76,688,000.00 | | | | 154260000.00 | |
3 | | 25-Dec-05 | | | 2,160,831,666.70 | | | | 11,326,610.42 | | | | 6.187 | % | | | 2,149,434,109.28 | | | | 29,614,429.74 | | | | 22.363 | % | | | 820,166,216.66 | | | | 186,313,203.00 | | | | 198,356,689.63 | | | | 76,688,000.00 | | | | 154260000.00 | |
4 | | 25-Jan-06 | | | 2,105,665,249.21 | | | | 11,085,207.54 | | | | 5.989 | % | | | 2,094,267,691.80 | | | | 30,388,281.95 | | | | 22.407 | % | | | 793,922,419.32 | | | | 174,633,190.40 | | | | 181,114,082.08 | | | | 76,688,000.00 | | | | 154260000.00 | |
5 | | 25-Feb-06 | | | 2,042,971,377.02 | | | | 10,803,579.82 | | | | 5.991 | % | | | 2,031,573,819.61 | | | | 30,107,659.30 | | | | 22.686 | % | | | 764,123,206.36 | | | | 161,349,123.04 | | | | 161,503,490.21 | | | | 76,688,000.00 | | | | 154260000.00 | |
6 | | 25-Mar-06 | | | 1,973,041,535.62 | | | | 10,483,374.91 | | | | 6.635 | % | | | 1,961,643,978.21 | | | | 26,879,696.47 | | | | 23.646 | % | | | 730,907,800.19 | | | | 146,522,490.33 | | | | 139,615,687.70 | | | | 76,688,000.00 | | | | 154260000.00 | |
7 | | 25-Apr-06 | | | 1,896,710,745.41 | | | | 10,126,780.46 | | | | 5.995 | % | | | 1,885,313,188.00 | | | | 29,344,663.36 | | | | 23.367 | % | | | 694,727,692.68 | | | | 130,308,175.11 | | | | 115,679,320.20 | | | | 76,688,000.00 | | | | 154260000.00 | |
8 | | 25-May-06 | | | 1,815,013,260.62 | | | | 9,758,728.43 | | | | 6.211 | % | | | 1,803,615,703.21 | | | | 27,932,373.00 | | | | 23.990 | % | | | 656,107,050.32 | | | | 112,912,169.51 | | | | 89,998,483.39 | | | | 76,688,000.00 | | | | 154260000.00 | |
9 | | 25-Jun-06 | | | 1,729,449,690.45 | | | | 9,369,960.84 | | | | 6.033 | % | | | 1,718,052,133.03 | | | | 28,317,262.23 | | | | 24.266 | % | | | 615,666,319.68 | | | | 94,689,915.38 | | | | 63,097,897.98 | | | | 76,688,000.00 | | | | 154260000.00 | |
10 | | 25-Jul-06 | | | 1,647,924,396.67 | | | | 8,929,705.87 | | | | 6.237 | % | | | 1,636,526,839.26 | | | | 26,813,970.83 | | | | 24.966 | % | | | 577,128,880.17 | | | | 77,329,846.45 | | | | 37,470,112.64 | | | | 76,688,000.00 | | | | 154260000.00 | |
11 | | 25-Aug-06 | | | 1,570,276,023.32 | | | | 8,509,729.25 | | | | 6.039 | % | | | 1,558,878,465.91 | | | | 27,037,097.49 | | | | 25.224 | % | | | 540,423,409.37 | | | | 60,795,603.86 | | | | 13,061,452.68 | | | | 76,688,000.00 | | | | 154260000.00 | |
12 | | 25-Sep-06 | | | 1,496,318,946.90 | | | | 8,109,689.61 | | | | 6.041 | % | | | 1,484,921,389.49 | | | | 26,307,811.83 | | | | 25.639 | % | | | 505,462,213.65 | | | | 45,047,639.97 | | | | 0.00 | | | | 66,501,535.88 | | | | 154260000.00 | |
13 | | 25-Oct-06 | | | 1,425,876,530.58 | | | | 7,729,160.08 | | | | 6.246 | % | | | 1,414,478,973.17 | | | | 24,699,596.87 | | | | 26.206 | % | | | 472,161,857.02 | | | | 30,048,316.84 | | | | | | | | 44,358,799.31 | | | | 154260000.00 | |
14 | | 25-Nov-06 | | | 1,358,782,038.08 | | | | 7,378,921.40 | | | | 6.058 | % | | | 1,347,384,480.67 | | | | 24,760,663.13 | | | | 26.387 | % | | | 440,443,961.52 | | | | 15,761,952.17 | | | | | | | | 23,268,566.98 | | | | 154260000.00 | |
15 | | 25-Dec-06 | | | 1,294,870,623.36 | | | | 7,050,068.57 | | | | 6.279 | % | | | 1,283,473,065.95 | | | | 23,245,399.35 | | | | 26.982 | % | | | 410,232,411.37 | | | | 2,152,713.43 | | | | | | | | 3,177,941.16 | | | | 154260000.00 | |
16 | | 25-Jan-07 | | | 1,233,993,668.01 | | | | 6,719,541.84 | | | | 6.080 | % | | | 1,222,596,110.60 | | | | 23,301,034.05 | | | | 27.163 | % | | | 381,454,399.68 | | | | 0.00 | | | | | | | | 0.00 | | | | 127491710.91 | |
17 | | 25-Feb-07 | | | 1,175,989,849.19 | | | | 6,404,333.65 | | | | 6.083 | % | | | 1,164,592,291.78 | | | | 22,602,414.37 | | | | 27.552 | % | | | 354,025,277.83 | | | | | | | | | | | | | | | | 96917013.95 | |
18 | | 25-Mar-07 | | | 1,120,227,974.37 | | | | 6,103,927.15 | | | | 6.739 | % | | | 1,108,830,416.96 | | | | 19,802,134.56 | | | | 28.600 | % | | | 327,537,033.27 | | | | | | | | | | | | | | | | 67643383.70 | |
19 | | 25-Apr-07 | | | 1,061,669,723.15 | | | | 5,814,167.75 | | | | 6.089 | % | | | 1,050,272,165.74 | | | | 21,264,588.65 | | | | 28.360 | % | | | 299,990,671.27 | | | | | | | | | | | | | | | | 36631494.47 | |
20 | | 25-May-07 | | | 958,548,727.75 | | | | 5,521,638.28 | | | | 6.309 | % | | | 947,151,170.34 | | | | 19,958,991.51 | | | | 29.113 | % | | | 251,461,613.83 | | | | | | | | | | | | | | | | 0.00 | |
21 | | 25-Jun-07 | | | 866,057,497.02 | | | | 5,114,401.98 | | | | 6.271 | % | | | 854,659,939.61 | | | | 20,002,304.85 | | | | 30.795 | % | | | 207,895,689.69 | | | | | | | | | | | | | | | | | |
22 | | 25-Jul-07 | | | 783,395,517.65 | | | | 5,835,476.08 | | | | 8.193 | % | | | 771,997,960.24 | | | | 16,903,425.09 | | | | 31.927 | % | | | 168,964,247.61 | | | | | | | | | | | | | | | | | |
23 | | 25-Aug-07 | | | 709,579,066.13 | | | | 5,263,571.73 | | | | 7.918 | % | | | 698,181,508.72 | | | | 16,923,123.53 | | | | 33.375 | % | | | 134,244,710.01 | | | | | | | | | | | | | | | | | |
24 | | 25-Sep-07 | | | 645,905,275.57 | | | | 4,753,574.24 | | | | 7.907 | % | | | 634,507,718.16 | | | | 16,094,405.30 | | | | 34.677 | % | | | 104,178,964.67 | | | | | | | | | | | | | | | | | |
25 | | 25-Oct-07 | | | 610,378,457.05 | | | | 4,312,676.24 | | | | 8.156 | % | | | 598,980,899.64 | | | | 14,720,108.31 | | | | 35.995 | % | | | 87360740.40 | | | | | | | | | | | | | | | | | |
26 | | 25-Nov-07 | | | 576,970,960.21 | | | | 4,075,588.30 | | | | 7.902 | % | | | 565,573,402.80 | | | | 14,377,665.90 | | | | 35.777 | % | | | 71558474.75 | | | | | | | | | | | | | | | | | |
27 | | 25-Dec-07 | | | 545,458,202.90 | | | | 3,896,634.80 | | | | 8.268 | % | | | 534,060,645.49 | | | | 13,151,653.26 | | | | 36.172 | % | | | 56650253.79 | | | | | | | | | | | | | | | | | |
28 | | 25-Jan-08 | | | 515,765,381.45 | | | | 4,111,558.71 | | | | 8.940 | % | | | 504,367,824.04 | | | | 12,845,343.23 | | | | 36.872 | % | | | 42602996.71 | | | | | | | | | | | | | | | | | |
29 | | 25-Feb-08 | | | 487,744,938.29 | | | | 3,881,070.58 | | | | 8.936 | % | | | 476,347,380.88 | | | | 12,379,637.54 | | | | 37.440 | % | | | 29342870.57 | | | | | | | | | | | | | | | | | |
30 | | 25-Mar-08 | | | 461,303,063.83 | | | | 3,663,737.05 | | | | 9.548 | % | | | 449,905,506.42 | | | | 11,161,469.71 | | | | 38.635 | % | | | 16827382.01 | | | | | | | | | | | | | | | | | |
31 | | 25-Apr-08 | | | 436,343,355.03 | | | | 3,458,905.44 | | | | 8.928 | % | | | 424,945,797.61 | | | | 11,497,198.06 | | | | 38.605 | % | | | 5014758.99 | | | | | | | | | | | | | | | | | |
32 | | 25-May-08 | | | 412,786,917.14 | | | | 3,266,757.42 | | | | 9.225 | % | | | 401,389,359.73 | | | | 10,721,551.77 | | | | 39.501 | % | | | 0.00 | | | | | | | | | | | | | | | | | |
33 | | 25-Jun-08 | | | 390,554,558.23 | | | | 3,124,116.73 | | | | 9.039 | % | | | 379,157,000.82 | | | | 10,674,362.77 | | | | 39.921 | % | | | | | | | | | | | | | | | | | | | | |
34 | | 25-Jul-08 | | | 369,590,220.90 | | | | 3,264,449.17 | | | | 10.332 | % | | | 358,192,663.49 | | | | 9,952,284.62 | | | | 41.830 | % | | | | | | | | | | | | | | | | | | | | |
35 | | 25-Aug-08 | | | 349,797,398.46 | | | | 3,082,786.67 | | | | 9.995 | % | | | 338,399,841.05 | | | | 9,906,175.76 | | | | 42.111 | % | | | | | | | | | | | | | | | | | | | | |
36 | | 25-Sep-08 | | | 331,108,639.73 | | | | 2,910,425.49 | | | | 9.988 | % | | | 319,711,082.32 | | | | 9,537,940.91 | | | | 42.719 | % | | | | | | | | | | | | | | | | | | | | |
37 | | 25-Oct-08 | | | 313,455,172.41 | | | | 2,747,972.64 | | | | 10.314 | % | | | 302,057,615.00 | | | | 8,890,030.45 | | | | 43.682 | % | | | | | | | | | | | | | | | | | | | | |
38 | | 25-Nov-08 | | | 296,781,900.97 | | | | 2,594,796.30 | | | | 9.976 | % | | | 285,384,343.55 | | | | 9,182,892.22 | | | | 45.280 | % | | | | | | | | | | | | | | | | | | | | |
39 | | 25-Dec-08 | | | 281,035,264.38 | | | | 2,465,345.86 | | | | 10.366 | % | | | 269,637,706.97 | | | | 8,644,395.22 | | | | 46.715 | % | | | | | | | | | | | | | | | | | | | | |
40 | | 25-Jan-09 | | | 266,165,086.19 | | | | 2,509,298.47 | | | | 10.807 | % | | | 254,767,528.78 | | | | 8,642,852.81 | | | | 48.031 | % | | | | | | | | | | | | | | | | | | | | |
41 | | 25-Feb-09 | | | 252,116,848.82 | | | | 2,369,702.43 | | | | 10.802 | % | | | 240,719,291.41 | | | | 8,362,920.80 | | | | 48.922 | % | | | | | | | | | | | | | | | | | | | | |
42 | | 25-Mar-09 | | | 238,843,308.58 | | | | 2,237,642.83 | | | | 11.952 | % | | | 227,445,751.16 | | | | 7,309,926.64 | | | | 50.995 | % | | | | | | | | | | | | | | | | | | | | |
43 | | 25-Apr-09 | | | 0.00 | | | | 2,113,153.54 | | | | 10.789 | % | | | 0.00 | | | | 7,831,531.17 | | | | 50.775 | % | | | | | | | | | | | | | | | | | | | | |
[Additional columns below]
[Continued from above table, first column(s) repeated]
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | Class AV2-3 | | | Class M1 | | | Class M2 | | | Class M3 | | | Class M4 | | | Class M5 | | | Class M6 | | | Class M7 | | | Class M8 | | | Class M9 | | | Class M10 |
| | | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance |
0 | | 28-Sep-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
1 | | 25-Oct-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
2 | | 25-Nov-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
3 | | 25-Dec-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
4 | | 25-Jan-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
5 | | 25-Feb-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
6 | | 25-Mar-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
7 | | 25-Apr-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
8 | | 25-May-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
9 | | 25-Jun-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
10 | | 25-Jul-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
11 | | 25-Aug-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
12 | | 25-Sep-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
13 | | 25-Oct-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
14 | | 25-Nov-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
15 | | 25-Dec-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
16 | | 25-Jan-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
17 | | 25-Feb-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
18 | | 25-Mar-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
19 | | 25-Apr-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
20 | | 25-May-07 | | | 279,779,556.51 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
21 | | 25-Jun-07 | | | 230,854,249.92 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
22 | | 25-Jul-07 | | | 187,123,712.63 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
23 | | 25-Aug-07 | | | 148,026,798.71 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
24 | | 25-Sep-07 | | | 114,418,753.48 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
25 | | 25-Oct-07 | | | 95,710,159.24 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
26 | | 25-Nov-07 | | | 78,104,928.05 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
27 | | 25-Dec-07 | | | 61,500,391.70 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
28 | | 25-Jan-08 | | | 45,854,827.33 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
29 | | 25-Feb-08 | | | 31,094,510.31 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
30 | | 25-Mar-08 | | | 17,168,124.41 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
31 | | 25-Apr-08 | | | 4,021,038.62 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
32 | | 25-May-08 | | | 0 | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
33 | | 25-Jun-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 26,687,641.09 | |
34 | | 25-Jul-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 14,632,579.46 | | | | 8,190,724.30 | |
35 | | 25-Aug-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 13,441,815.63 | | | | 5,246,960.98 | | | | 7,141,704.71 | |
36 | | 25-Sep-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 16,751,719.70 | | | | 6,622,172.79 | | | | 4,966,629.60 | | | | 6,151,200.49 | |
37 | | 25-Oct-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 22,758,833.37 | | | | 7,522,924.14 | | | | 6,269,103.45 | | | | 4,701,827.59 | | | | 5,215,566.73 | |
38 | | 25-Nov-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 7,952,968.33 | | | | 7,122,765.62 | | | | 5,935,638.02 | | | | 4,451,728.51 | | | | 4,331,883.34 | |
39 | | 25-Dec-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 21,993,038.17 | | | | 7,306,916.87 | | | | 6,744,846.35 | | | | 5,620,705.29 | | | | 4,215,528.97 | | | | 3,497,311.60 | |
40 | | 25-Jan-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 9,174,944.56 | | | | 6,920,292.24 | | | | 6,387,962.07 | | | | 5,323,301.72 | | | | 3,992,476.29 | | | | 2,709,192.16 | |
41 | | 25-Feb-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 27,999,741.64 | | | | 7,815,622.31 | | | | 6,555,038.07 | | | | 6,050,804.37 | | | | 5,042,336.98 | | | | 3,781,752.73 | | | | 1,964,635.58 | |
42 | | 25-Mar-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 16,969,429.69 | | | | 7,404,142.57 | | | | 6,209,926.02 | | | | 5,732,239.41 | | | | 4,776,866.17 | | | | 3,582,649.63 | | | | 1,261,137.94 | |
43 | | 25-Apr-09 | | | | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | |
This Series Term Sheet, including the computational materials herein, was prepared solely by FBR, is intended for use by the addressee only, and may not be provided to any third party other than the addressee’s legal, tax, financial and/or accounting advisors for the purposes of evaluating such information. This information is furnished to you solely by FBR and not by the Depositor, the Issuer of the securities or any of their affiliates. FBR is acting as underwriter and not acting as agent for the Depositor, the Issuer or their affiliates in connection with the proposed transaction. This material is provided for information purposes only, and does not constitute an offer to sell, nor a solicitation of an offer to buy, the referenced securities. It does not purport to be all-inclusive or to contain all of the information that a prospective investor may require to make a full analysis of the transaction. All information contained herein is preliminary and it is anticipated that such information will change. The information contained herein supersedes information contained in any prior series termsheet for this transaction. In addition, the information contained herein will be superseded by information contained in the prospectus and prospectus supplement for this transaction and in any other material subsequently filed with the Securities and Exchange Commission. An offering may be made only through the delivery of the prospectus and prospectus supplement. Any investment decision with respect to the referenced securities should be made by you solely upon all of the information contained in the prospectus and prospectus supplements.
LIBOR = 20
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | Bond | | | Cap | | | Effective | | | Class AV1 | | | Class AV2-1A | | | Class AV2-1B1 | | | Class AV2-1B2 | | | Class AV2-2 |
| | | | | | | Collat Bal | | | Collat Int | | | AFR | | | Balance | | | Pmt | | | AFR | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance |
0 | | 28-Sep-05 | | | 2,279,511,482.16 | | | | | | | | | | | | 2,268,010,000.00 | | | | | | | | | | | | 876,720,000.00 | | | | 211,360,000.00 | | | | 235,332,000.00 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
1 | | 25-Oct-05 | | | 2,247,841,260.20 | | | | 11,677,892.24 | | | | 6.865 | % | | | 2,236,443,702.78 | | | | 26,850,594.89 | | | | 22.650 | % | | | 861,632,342.55 | | | | 204,705,322.14 | | | | 225,508,038.10 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
2 | | 25-Nov-05 | | | 2,208,265,019.49 | | | | 11,520,979.07 | | | | 5.982 | % | | | 2,196,867,462.08 | | | | 30,747,987.01 | | | | 21.948 | % | | | 842,756,180.65 | | | | 196,345,872.68 | | | | 213,167,408.75 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
3 | | 25-Dec-05 | | | 2,160,831,666.70 | | | | 11,326,610.42 | | | | 6.187 | % | | | 2,149,434,109.28 | | | | 29,614,429.74 | | | | 22.363 | % | | | 820,166,216.66 | | | | 186,313,203.00 | | | | 198,356,689.63 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
4 | | 25-Jan-06 | | | 2,105,665,249.21 | | | | 11,085,207.54 | | | | 5.989 | % | | | 2,094,267,691.80 | | | | 30,388,281.95 | | | | 22.407 | % | | | 793,922,419.32 | | | | 174,633,190.40 | | | | 181,114,082.08 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
5 | | 25-Feb-06 | | | 2,042,971,377.02 | | | | 10,803,579.82 | | | | 5.991 | % | | | 2,031,573,819.61 | | | | 30,107,659.30 | | | | 22.686 | % | | | 764,123,206.36 | | | | 161,349,123.04 | | | | 161,503,490.21 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
6 | | 25-Mar-06 | | | 1,973,041,535.62 | | | | 10,483,374.91 | | | | 6.635 | % | | | 1,961,643,978.21 | | | | 26,879,696.47 | | | | 23.646 | % | | | 730,907,800.19 | | | | 146,522,490.33 | | | | 139,615,687.70 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
7 | | 25-Apr-06 | | | 1,896,710,745.41 | | | | 10,126,780.46 | | | | 5.995 | % | | | 1,885,313,188.00 | | | | 29,344,663.36 | | | | 23.367 | % | | | 694,727,692.68 | | | | 130,308,175.11 | | | | 115,679,320.20 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
8 | | 25-May-06 | | | 1,815,013,260.62 | | | | 9,758,728.43 | | | | 6.211 | % | | | 1,803,615,703.21 | | | | 27,932,373.00 | | | | 23.990 | % | | | 656,107,050.32 | | | | 112,912,169.51 | | | | 89,998,483.39 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
9 | | 25-Jun-06 | | | 1,729,449,690.45 | | | | 9,369,960.84 | | | | 6.033 | % | | | 1,718,052,133.03 | | | | 28,317,262.23 | | | | 24.266 | % | | | 615,666,319.68 | | | | 94,689,915.38 | | | | 63,097,897.98 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
10 | | 25-Jul-06 | | | 1,647,924,396.67 | | | | 8,929,705.87 | | | | 6.237 | % | | | 1,636,526,839.26 | | | | 26,813,970.83 | | | | 24.966 | % | | | 577,128,880.17 | | | | 77,329,846.45 | | | | 37,470,112.64 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
11 | | 25-Aug-06 | | | 1,570,276,023.32 | | | | 8,509,729.25 | | | | 6.039 | % | | | 1,558,878,465.91 | | | | 27,037,097.49 | | | | 25.224 | % | | | 540,423,409.37 | | | | 60,795,603.86 | | | | 13,061,452.68 | | | | 76,688,000.00 | | | | 154,260,000.00 | |
12 | | 25-Sep-06 | | | 1,496,318,946.90 | | | | 8,109,689.61 | | | | 6.041 | % | | | 1,484,921,389.49 | | | | 26,307,811.83 | | | | 25.639 | % | | | 505,462,213.65 | | | | 45,047,639.97 | | | | 0.00 | | | | 66,501,535.88 | | | | 154,260,000.00 | |
13 | | 25-Oct-06 | | | 1,425,876,530.58 | | | | 7,729,160.08 | | | | 6.246 | % | | | 1,414,478,973.17 | | | | 24,699,596.87 | | | | 26.206 | % | | | 472,161,857.02 | | | | 30,048,316.84 | | | | | | | | 44,358,799.31 | | | | 154,260,000.00 | |
14 | | 25-Nov-06 | | | 1,358,782,038.08 | | | | 7,378,921.40 | | | | 6.058 | % | | | 1,347,384,480.67 | | | | 24,760,663.13 | | | | 26.387 | % | | | 440,443,961.52 | | | | 15,761,952.17 | | | | | | | | 23,268,566.98 | | | | 154,260,000.00 | |
15 | | 25-Dec-06 | | | 1,294,870,623.36 | | | | 7,050,068.57 | | | | 6.279 | % | | | 1,283,473,065.95 | | | | 23,245,399.35 | | | | 26.982 | % | | | 410,232,411.37 | | | | 2,152,713.43 | | | | | | | | 3,177,941.16 | | | | 154,260,000.00 | |
16 | | 25-Jan-07 | | | 1,233,993,668.01 | | | | 6,719,541.84 | | | | 6.080 | % | | | 1,222,596,110.60 | | | | 23,301,034.05 | | | | 27.163 | % | | | 381,454,399.68 | | | | 0.00 | | | | | | | | 0.00 | | | | 127,491,710.91 | |
17 | | 25-Feb-07 | | | 1,175,989,849.19 | | | | 6,404,333.65 | | | | 6.083 | % | | | 1,164,592,291.78 | | | | 22,602,414.37 | | | | 27.552 | % | | | 354,025,277.83 | | | | | | | | | | | | | | | | 96,917,013.95 | |
18 | | 25-Mar-07 | | | 1,120,227,974.37 | | | | 6,103,927.15 | | | | 6.739 | % | | | 1,108,830,416.96 | | | | 19,802,134.56 | | | | 28.600 | % | | | 327,537,033.27 | | | | | | | | | | | | | | | | 67,643,383.70 | |
19 | | 25-Apr-07 | | | 1,061,669,723.15 | | | | 5,814,167.75 | | | | 6.089 | % | | | 1,050,272,165.74 | | | | 21,264,588.65 | | | | 28.360 | % | | | 299,990,671.27 | | | | | | | | | | | | | | | | 36,631,494.47 | |
20 | | 25-May-07 | | | 958,548,727.75 | | | | 5,521,638.28 | | | | 6.309 | % | | | 947,151,170.34 | | | | 19,958,991.51 | | | | 29.113 | % | | | 251,461,613.83 | | | | | | | | | | | | | | | | 0.00 | |
21 | | 25-Jun-07 | | | 866,057,497.02 | | | | 5,114,401.98 | | | | 6.271 | % | | | 854,659,939.61 | | | | 20,002,304.85 | | | | 30.795 | % | | | 207,895,689.69 | | | | | | | | | | | | | | | | | |
22 | | 25-Jul-07 | | | 783,395,517.65 | | | | 5,835,476.08 | | | | 8.193 | % | | | 771,997,960.24 | | | | 16,903,425.09 | | | | 31.927 | % | | | 168,964,247.61 | | | | | | | | | | | | | | | | | |
23 | | 25-Aug-07 | | | 709,579,066.13 | | | | 5,263,571.73 | | | | 7.918 | % | | | 698,181,508.72 | | | | 16,923,123.53 | | | | 33.375 | % | | | 134,244,710.01 | | | | | | | | | | | | | | | | | |
24 | | 25-Sep-07 | | | 645,905,275.57 | | | | 4,753,574.24 | | | | 7.907 | % | | | 634,507,718.16 | | | | 16,094,405.30 | | | | 34.677 | % | | | 104,178,964.67 | | | | | | | | | | | | | | | | | |
25 | | 25-Oct-07 | | | 610,378,457.05 | | | | 4,312,676.24 | | | | 8.156 | % | | | 598,980,899.64 | | | | 14,720,108.31 | | | | 35.995 | % | | | 87360740.40 | | | | | | | | | | | | | | | | | |
26 | | 25-Nov-07 | | | 576,970,960.21 | | | | 4,075,588.30 | | | | 7.902 | % | | | 565,573,402.80 | | | | 14,377,665.90 | | | | 35.777 | % | | | 71558474.75 | | | | | | | | | | | | | | | | | |
27 | | 25-Dec-07 | | | 545,458,202.90 | | | | 3,896,634.80 | | | | 8.268 | % | | | 534,060,645.49 | | | | 13,151,653.26 | | | | 36.172 | % | | | 56650253.79 | | | | | | | | | | | | | | | | | |
28 | | 25-Jan-08 | | | 515,765,381.45 | | | | 4,111,558.71 | | | | 8.940 | % | | | 504,367,824.04 | | | | 12,845,343.23 | | | | 36.872 | % | | | 42602996.71 | | | | | | | | | | | | | | | | | |
29 | | 25-Feb-08 | | | 487,744,938.29 | | | | 3,881,070.58 | | | | 8.936 | % | | | 476,347,380.88 | | | | 12,379,637.54 | | | | 37.440 | % | | | 29342870.57 | | | | | | | | | | | | | | | | | |
30 | | 25-Mar-08 | | | 461,303,063.83 | | | | 3,663,737.05 | | | | 9.548 | % | | | 449,905,506.42 | | | | 11,161,469.71 | | | | 38.635 | % | | | 16827382.01 | | | | | | | | | | | | | | | | | |
31 | | 25-Apr-08 | | | 436,343,355.03 | | | | 3,458,905.44 | | | | 8.928 | % | | | 424,945,797.61 | | | | 11,497,198.06 | | | | 38.605 | % | | | 5014758.99 | | | | | | | | | | | | | | | | | |
32 | | 25-May-08 | | | 412,786,917.14 | | | | 3,266,757.42 | | | | 9.225 | % | | | 401,389,359.73 | | | | 10,721,551.77 | | | | 39.501 | % | | | 0.00 | | | | | | | | | | | | | | | | | |
33 | | 25-Jun-08 | | | 390,554,558.23 | | | | 3,124,116.73 | | | | 9.039 | % | | | 379,157,000.82 | | | | 10,674,362.77 | | | | 39.921 | % | | | | | | | | | | | | | | | | | | | | |
34 | | 25-Jul-08 | | | 369,590,220.90 | | | | 3,264,449.17 | | | | 10.332 | % | | | 358,192,663.49 | | | | 9,952,284.62 | | | | 41.830 | % | | | | | | | | | | | | | | | | | | | | |
35 | | 25-Aug-08 | | | 349,797,398.46 | | | | 3,082,786.67 | | | | 9.995 | % | | | 338,399,841.05 | | | | 9,906,175.76 | | | | 42.111 | % | | | | | | | | | | | | | | | | | | | | |
36 | | 25-Sep-08 | | | 331,108,639.73 | | | | 2,910,425.49 | | | | 9.988 | % | | | 319,711,082.32 | | | | 9,537,940.91 | | | | 42.719 | % | | | | | | | | | | | | | | | | | | | | |
37 | | 25-Oct-08 | | | 313,455,172.41 | | | | 2,747,972.64 | | | | 10.314 | % | | | 302,057,615.00 | | | | 8,890,030.45 | | | | 43.682 | % | | | | | | | | | | | | | | | | | | | | |
38 | | 25-Nov-08 | | | 296,781,900.97 | | | | 2,594,796.30 | | | | 9.976 | % | | | 285,384,343.55 | | | | 9,182,892.22 | | | | 45.280 | % | | | | | | | | | | | | | | | | | | | | |
39 | | 25-Dec-08 | | | 281,035,264.38 | | | | 2,465,345.86 | | | | 10.366 | % | | | 269,637,706.97 | | | | 8,644,395.22 | | | | 46.715 | % | | | | | | | | | | | | | | | | | | | | |
40 | | 25-Jan-09 | | | 266,165,086.19 | | | | 2,509,298.47 | | | | 10.807 | % | | | 254,767,528.78 | | | | 8,642,852.81 | | | | 48.031 | % | | | | | | | | | | | | | | | | | | | | |
41 | | 25-Feb-09 | | | 252,116,848.82 | | | | 2,369,702.43 | | | | 10.802 | % | | | 240,719,291.41 | | | | 8,362,920.80 | | | | 48.922 | % | | | | | | | | | | | | | | | | | | | | |
42 | | 25-Mar-09 | | | 238,843,308.58 | | | | 2,237,642.83 | | | | 11.952 | % | | | 227,445,751.16 | | | | 7,309,926.64 | | | | 50.995 | % | | | | | | | | | | | | | | | | | | | | |
43 | | 25-Apr-09 | | | 226,299,936.70 | | | | 2,113,153.54 | | | | 10.789 | % | | | 214,902,379.29 | | | | 7,831,531.17 | | | | 50.775 | % | | | | | | | | | | | | | | | | | | | | |
44 | | 25-May-09 | | | 214,446,002.56 | | | | 1,995,786.41 | | | | 11.144 | % | | | 203,048,445.15 | | | | 7,334,253.60 | | | | 52.098 | % | | | | | | | | | | | | | | | | | | | | |
45 | | 25-Jun-09 | | | 203,242,746.90 | | | | 1,888,157.14 | | | | 10.799 | % | | | 191,845,189.48 | | | | 7,335,072.01 | | | | 52.750 | % | | | | | | | | | | | | | | | | | | | | |
46 | | 25-Jul-09 | | | 192,653,730.69 | | | | 1,796,232.03 | | | | 11.236 | % | | | 181,256,173.28 | | | | 6,870,740.61 | | | | 54.212 | % | | | | | | | | | | | | | | | | | | | | |
47 | | 25-Aug-09 | | | 182,642,964.54 | | | | 1,697,241.20 | | | | 10.874 | % | | | 171,245,407.13 | | | | 6,871,751.72 | | | | 54.901 | % | | | | | | | | | | | | | | | | | | | | |
48 | | 25-Sep-09 | | | 173,178,067.97 | | | | 1,603,588.60 | | | | 10.875 | % | | | 161,780,510.56 | | | | 6,652,283.28 | | | | 55.987 | % | | | | | | | | | | | | | | | | | | | | |
49 | | 25-Oct-09 | | | 164,228,190.39 | | | | 1,515,271.05 | | | | 11.239 | % | | | 152,830,632.98 | | | | 6,232,075.53 | | | | 57.466 | % | | | | | | | | | | | | | | | | | | | | |
50 | | 25-Nov-09 | | | 155,764,256.66 | | | | 1,431,978.00 | | | | 10.881 | % | | | 144,366,699.24 | | | | 6,234,158.37 | | | | 58.251 | % | | | | | | | | | | | | | | | | | | | | |
51 | | 25-Dec-09 | | | 147,758,947.46 | | | | 1,354,129.43 | | | | 11.256 | % | | | 136,361,390.05 | | | | 5,840,949.33 | | | | 59.807 | % | | | | | | | | | | | | | | | | | | | | |
52 | | 25-Jan-10 | | | 140,186,556.80 | | | | 1,281,860.38 | | | | 10.917 | % | | | 128,788,999.39 | | | | 5,843,250.57 | | | | 60.679 | % | | | | | | | | | | | | | | | | | | | | |
53 | | 25-Feb-10 | | | 133,022,617.40 | | | | 1,211,933.05 | | | | 10.928 | % | | | 121,625,059.99 | | | | 5,657,841.66 | | | | 61.945 | % | | | | | | | | | | | | | | | | | | | | |
54 | | 25-Mar-10 | | | 126,244,112.24 | | | | 1,145,832.32 | | | | 12.113 | % | | | 114,846,554.83 | | | | 4,948,667.11 | | | | 64.426 | % | | | | | | | | | | | | | | | | | | | | |
55 | | 25-Apr-10 | | | 119,829,566.05 | | | | 1,083,465.39 | | | | 10.956 | % | | | 108,432,008.63 | | | | 5,305,215.62 | | | | 64.600 | % | | | | | | | | | | | | | | | | | | | | |
56 | | 25-May-10 | | | 113,758,484.52 | | | | 1,024,636.08 | | | | 11.339 | % | | | 102,360,927.11 | | | | 4,971,825.30 | | | | 66.362 | % | | | | | | | | | | | | | | | | | | | | |
57 | | 25-Jun-10 | | | 108,009,435.57 | | | | 969,227.68 | | | | 10.996 | % | | | 96,611,878.16 | | | | 4,975,501.21 | | | | 67.443 | % | | | | | | | | | | | | | | | | | | | | |
58 | | 25-Jul-10 | | | 102,564,637.89 | | | | 917,685.01 | | | | 11.398 | % | | | 91,167,080.48 | | | | 4,663,482.54 | | | | 69.323 | % | | | | | | | | | | | | | | | | | | | | |
59 | | 25-Aug-10 | | | 97,409,357.30 | | | | 868,400.33 | | | | 11.062 | % | | | 86,011,799.88 | | | | 4,667,360.10 | | | | 70.515 | % | | | | | | | | | | | | | | | | | | | | |
60 | | 25-Sep-10 | | | 92,527,638.78 | | | | 821,612.89 | | | | 11.093 | % | | | 81,130,081.37 | | | | 4,510,657.81 | | | | 71.994 | % | | | | | | | | | | | | | | | | | | | | |
61 | | 25-Oct-10 | | | 87,904,326.31 | | | | 777,445.19 | | | | 11.499 | % | | | 76,506,768.90 | | | | 0.00 | | | | 11.499 | % | | | | | | | | | | | | | | | | | | | | |
62 | | 25-Nov-10 | | | 83,525,130.99 | | | | 735,755.12 | | | | 11.168 | % | | | 72,127,573.58 | | | | 0.00 | | | | 11.168 | % | | | | | | | | | | | | | | | | | | | | |
63 | | 25-Dec-10 | | | 79,376,586.63 | | | | 696,447.76 | | | | 11.587 | % | | | 67,979,029.22 | | | | 0.00 | | | | 11.587 | % | | | | | | | | | | | | | | | | | | | | |
64 | | 25-Jan-11 | | | 75,446,032.67 | | | | 659,655.81 | | | | 11.269 | % | | | 64,048,475.26 | | | | 0.00 | | | | 11.269 | % | | | | | | | | | | | | | | | | | | | | |
65 | | 25-Feb-11 | | | 71,721,430.61 | | | | 624,578.10 | | | | 11.324 | % | | | 60,323,873.20 | | | | 0.00 | | | | 11.324 | % | | | | | | | | | | | | | | | | | | | | |
66 | | 25-Mar-11 | | | 68,191,470.34 | | | | 591,387.47 | | | | 12.605 | % | | | 56,793,912.93 | | | | 0.00 | | | | 12.605 | % | | | | | | | | | | | | | | | | | | | | |
67 | | 25-Apr-11 | | | 64,845,492.15 | | | | 560,036.33 | | | | 11.451 | % | | | 53,447,934.74 | | | | 0.00 | | | | 11.451 | % | | | | | | | | | | | | | | | | | | | | |
68 | | 25-May-11 | | | 61,673,441.15 | | | | 530,425.50 | | | | 11.909 | % | | | 50,275,883.74 | | | | 0.00 | | | | 11.909 | % | | | | | | | | | | | | | | | | | | | | |
69 | | 25-Jun-11 | | | 58,665,835.72 | | | | 502,488.24 | | | | 11.607 | % | | | 47,268,278.31 | | | | 0.00 | | | | 11.607 | % | | | | | | | | | | | | | | | | | | | | |
70 | | 25-Jul-11 | | | 55,813,751.09 | | | | 476,314.15 | | | | 12.092 | % | | | 44,416,193.68 | | | | 0.00 | | | | 12.092 | % | | | | | | | | | | | | | | | | | | | | |
71 | | 25-Aug-11 | | | 53,108,712.45 | | | | 451,351.89 | | | | 11.801 | % | | | 41,711,155.04 | | | | 0.00 | | | | 11.801 | % | | | | | | | | | | | | | | | | | | | | |
72 | | 25-Sep-11 | | | 50,542,745.90 | | | | 427,718.66 | | | | 11.908 | % | | | 39,145,188.49 | | | | 0.00 | | | | 11.908 | % | | | | | | | | | | | | | | | | | | | | |
73 | | 25-Oct-11 | | | 48,108,331.28 | | | | 405,380.49 | | | | 12.427 | % | | | 36,710,773.87 | | | | 0.00 | | | | 12.427 | % | | | | | | | | | | | | | | | | | | | | |
74 | | 25-Nov-11 | | | 45,798,370.93 | | | | 384,263.94 | | | | 12.156 | % | | | 34,400,813.52 | | | | 0.00 | | | | 12.156 | % | | | | | | | | | | | | | | | | | | | | |
75 | | 25-Dec-11 | | | 43,606,167.21 | | | | 364,318.25 | | | | 12.708 | % | | | 32,208,609.80 | | | | 0.00 | | | | 12.708 | % | | | | | | | | | | | | | | | | | | | | |
76 | | 25-Jan-12 | | | 41,525,401.04 | | | | 345,509.57 | | | | 12.457 | % | | | 30,127,843.63 | | | | 0.00 | | | | 12.457 | % | | | | | | | | | | | | | | | | | | | | |
77 | | 25-Feb-12 | | | 39,550,096.25 | | | | 327,680.90 | | | | 12.631 | % | | | 28,152,538.84 | | | | 0.00 | | | | 12.631 | % | | | | | | | | | | | | | | | | | | | | |
78 | | 25-Mar-12 | | | 37,674,612.27 | | | | 310,791.70 | | | | 13.704 | % | | | 26,277,054.86 | | | | 0.00 | | | | 13.704 | % | | | | | | | | | | | | | | | | | | | | |
79 | | 25-Apr-12 | | | 35,893,625.79 | | | | 294,816.52 | | | | 13.029 | % | | | 24,496,068.38 | | | | 0.00 | | | | 13.029 | % | | | | | | | | | | | | | | | | | | | | |
80 | | 25-May-12 | | | 34,202,109.59 | | | | 279,704.00 | | | | 13.702 | % | | | 22,804,552.18 | | | | 0.00 | | | | 13.702 | % | | | | | | | | | | | | | | | | | | | | |
81 | | 25-Jun-12 | | | 32,595,315.90 | | | | 265,409.17 | | | | 13.516 | % | | | 21,197,758.49 | | | | 0.00 | | | | 13.516 | % | | | | | | | | | | | | | | | | | | | | |
82 | | 25-Jul-12 | | | 31,068,761.66 | | | | 251,903.16 | | | | 14.260 | % | | | 19,671,204.25 | | | | 0.00 | | | | 14.260 | % | | | | | | | | | | | | | | | | | | | | |
83 | | 25-Aug-12 | | | 29,618,207.51 | | | | 239,097.60 | | | | 14.115 | % | | | 18,220,650.10 | | | | 0.00 | | | | 14.115 | % | | | | | | | | | | | | | | | | | | | | |
84 | | 25-Sep-12 | | | 28,239,650.57 | | | | 226,977.30 | | | | 14.466 | % | | | 16,842,093.16 | | | | 0.00 | | | | 14.466 | % | | | | | | | | | | | | | | | | | | | | |
85 | | 25-Oct-12 | | | 26,929,308.55 | | | | 215,504.06 | | | | 15.355 | % | | | 15,531,751.14 | | | | 0.00 | | | | 15.355 | % | | | | | | | | | | | | | | | | | | | | |
86 | | 25-Nov-12 | | | 25,683,607.19 | | | | 204,641.89 | | | | 15.301 | % | | | 14,286,049.78 | | | | 0.00 | | | | 15.301 | % | | | | | | | | | | | | | | | | | | | | |
87 | | 25-Dec-12 | | | 24,499,168.46 | | | | 194,356.84 | | | | 16.326 | % | | | 13,101,611.04 | | | | 0.00 | | | | 16.326 | % | | | | | | | | | | | | | | | | | | | | |
88 | | 25-Jan-13 | | | 23,372,799.35 | | | | 184,616.93 | | | | 16.364 | % | | | 11,975,241.94 | | | | 0.00 | | | | 16.364 | % | | | | | | | | | | | | | | | | | | | | |
89 | | 25-Feb-13 | | | 22,301,481.46 | | | | 175,391.99 | | | | 17.009 | % | | | 10,903,924.05 | | | | 0.00 | | | | 17.009 | % | | | | | | | | | | | | | | | | | | | | |
90 | | 25-Mar-13 | | | 21,282,361.06 | | | | 166,653.57 | | | | 19.651 | % | | | 9,884,803.65 | | | | 0.00 | | | | 19.651 | % | | | | | | | | | | | | | | | | | | | | |
91 | | 25-Apr-13 | | | 20,312,739.78 | | | | 158,374.86 | | | | 18.606 | % | | | 8,915,182.36 | | | | 0.00 | | | | 18.606 | % | | | | | | | | | | | | | | | | | | | | |
92 | | 25-May-13 | | | 19,390,065.85 | | | | 150,530.56 | | | | 20.262 | % | | | 7,992,508.44 | | | | 0.00 | | | | 20.262 | % | | | | | | | | | | | | | | | | | | | | |
93 | | 25-Jun-13 | | | 18,511,925.85 | | | | 143,096.81 | | | | 20.792 | % | | | 7,114,368.44 | | | | 0.00 | | | | 20.792 | % | | | | | | | | | | | | | | | | | | | | |
94 | | 25-Jul-13 | | | 17,676,036.89 | | | | 136,051.12 | | | | 22.948 | % | | | 6,278,479.48 | | | | 0.00 | | | | 22.948 | % | | | | | | | | | | | | | | | | | | | | |
95 | | 25-Aug-13 | | | 16,880,239.29 | | | | 129,372.26 | | | | 23.929 | % | | | 5,482,681.88 | | | | 0.00 | | | | 23.929 | % | | | | | | | | | | | | | | | | | | | | |
96 | | 25-Sep-13 | | | 16,122,489.66 | | | | 123,040.21 | | | | 26.061 | % | | | 4,724,932.25 | | | | 0.00 | | | | 26.061 | % | | | | | | | | | | | | | | | | | | | | |
97 | | 25-Oct-13 | | | 15,400,854.39 | | | | 117,036.07 | | | | 29.724 | % | | | 4,003,296.98 | | | | 0.00 | | | | 29.724 | % | | | | | | | | | | | | | | | | | | | | |
98 | | 25-Nov-13 | | | 14,713,503.52 | | | | 111,342.03 | | | | 32.298 | % | | | 3,315,946.11 | | | | 0.00 | | | | 32.298 | % | | | | | | | | | | | | | | | | | | | | |
99 | | 25-Dec-13 | | | 14,058,704.93 | | | | 105,941.27 | | | | 38.339 | % | | | 2,661,147.52 | | | | 0.00 | | | | 38.339 | % | | | | | | | | | | | | | | | | | | | | |
100 | | 25-Jan-14 | | | 13,434,818.90 | | | | 100,817.90 | | | | 43.996 | % | | | 2,037,261.48 | | | | 0.00 | | | | 43.996 | % | | | | | | | | | | | | | | | | | | | | |
101 | | 25-Feb-14 | | | 12,840,292.95 | | | | 95,956.97 | | | | 54.698 | % | | | 1,442,735.54 | | | | 0.00 | | | | 54.698 | % | | | | | | | | | | | | | | | | | | | | |
102 | | 25-Mar-14 | | | 12,273,657.03 | | | | 91,344.31 | | | | 81.403 | % | | | 876,099.62 | | | | 0.00 | | | | 81.403 | % | | | | | | | | | | | | | | | | | | | | |
103 | | 25-Apr-14 | | | 11,733,518.93 | | | | 86,966.60 | | | | 115.276 | % | | | 335,961.52 | | | | 0.00 | | | | 115.276 | % | | | | | | | | | | | | | | | | | | | | |
104 | | 25-May-14 | | | 11,218,559.96 | | | | 82,811.22 | | | | 295.788 | % | | | 0.00 | | | | 0.00 | | | | 295.788 | % | | | | | | | | | | | | | | | | | | | | |
[Additional columns below]
[Continued from above table, first column(s) repeated]
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | Class AV2-3 | | | Class M1 | | | Class M2 | | | Class M3 | | | Class M4 | | | Class M5 | | | Class M6 | | | Class M7 | | | Class M8 | | | Class M9 | | | Class M10 |
| | | | | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance | | | Balance |
0 | | 28-Sep-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
1 | | 25-Oct-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
2 | | 25-Nov-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
3 | | 25-Dec-05 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
4 | | 25-Jan-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
5 | | 25-Feb-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
6 | | 25-Mar-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
7 | | 25-Apr-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
8 | | 25-May-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
9 | | 25-Jun-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
10 | | 25-Jul-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
11 | | 25-Aug-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
12 | | 25-Sep-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
13 | | 25-Oct-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
14 | | 25-Nov-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
15 | | 25-Dec-06 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
16 | | 25-Jan-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
17 | | 25-Feb-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
18 | | 25-Mar-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
19 | | 25-Apr-07 | | | 297,740,000.00 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
20 | | 25-May-07 | | | 279,779,556.51 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
21 | | 25-Jun-07 | | | 230,854,249.92 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
22 | | 25-Jul-07 | | | 187,123,712.63 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
23 | | 25-Aug-07 | | | 148,026,798.71 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
24 | | 25-Sep-07 | | | 114,418,753.48 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
25 | | 25-Oct-07 | | | 95,710,159.24 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
26 | | 25-Nov-07 | | | 78,104,928.05 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
27 | | 25-Dec-07 | | | 61,500,391.70 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
28 | | 25-Jan-08 | | | 45,854,827.33 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
29 | | 25-Feb-08 | | | 31,094,510.31 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
30 | | 25-Mar-08 | | | 17,168,124.41 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
31 | | 25-Apr-08 | | | 4,021,038.62 | | | | 83,200,000.00 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
32 | | 25-May-08 | | | 0.00 | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 48,920,000.00 | |
33 | | 25-Jun-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 17,100,000.00 | | | | 26,687,641.09 | |
34 | | 25-Jul-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 22,800,000.00 | | | | 14,632,579.46 | | | | 8,190,724.30 | |
35 | | 25-Aug-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 27,350,000.00 | | | | 13,441,815.63 | | | | 5,246,960.98 | | | | 7,141,704.71 | |
36 | | 25-Sep-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 29,630,000.00 | | | | 16,751,719.70 | | | | 6,622,172.79 | | | | 4,966,629.60 | | | | 6,151,200.49 | |
37 | | 25-Oct-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 22,758,833.37 | | | | 7,522,924.14 | | | | 6,269,103.45 | | | | 4,701,827.59 | | | | 5,215,566.73 | |
38 | | 25-Nov-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 35,330,000.00 | | | | 7,952,968.33 | | | | 7,122,765.62 | | | | 5,935,638.02 | | | | 4,451,728.51 | | | | 4,331,883.34 | |
39 | | 25-Dec-08 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 21,993,038.17 | | | | 7,306,916.87 | | | | 6,744,846.35 | | | | 5,620,705.29 | | | | 4,215,528.97 | | | | 3,497,311.60 | |
40 | | 25-Jan-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 38,750,000.00 | | | | 9,174,944.56 | | | | 6,920,292.24 | | | | 6,387,962.07 | | | | 5,323,301.72 | | | | 3,992,476.29 | | | | 2,709,192.16 | |
41 | | 25-Feb-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 27,999,741.64 | | | | 7,815,622.31 | | | | 6,555,038.07 | | | | 6,050,804.37 | | | | 5,042,336.98 | | | | 3,781,752.73 | | | | 1,964,635.58 | |
42 | | 25-Mar-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 41,030,000.00 | | | | 16,969,429.69 | | | | 7,404,142.57 | | | | 6,209,926.02 | | | | 5,732,239.41 | | | | 4,776,866.17 | | | | 3,582,649.63 | | | | 1,261,137.94 | |
43 | | 25-Apr-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 39,881,689.82 | | | | 7,694,197.85 | | | | 7,015,298.04 | | | | 5,883,798.35 | | | | 5,431,198.48 | | | | 4,525,998.73 | | | | 3,394,499.05 | | | | 596,339.23 | |
44 | | 25-May-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 30,434,104.31 | | | | 7,291,164.09 | | | | 6,647,826.08 | | | | 5,575,596.07 | | | | 5,146,704.06 | | | | 4,288,920.05 | | | | 3,184,770.76 | | | | 0 | |
45 | | 25-Jun-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 21,505,109.54 | | | | 6,910,253.39 | | | | 6,300,525.15 | | | | 5,284,311.42 | | | | 4,877,825.93 | | | | 4,064,854.94 | | | | 2,422,949.38 | | | | | |
46 | | 25-Jul-09 | | | | | | | 68,679,359.73 | | | | 71,800,000.00 | | | | 13,065,663.63 | | | | 6,550,226.84 | | | | 5,972,265.65 | | | | 5,008,997.00 | | | | 4,623,689.54 | | | | 3,853,074.61 | | | | 1,702,896.28 | | | | | |
47 | | 25-Aug-09 | | | | | | | 68,679,359.73 | | | | 70,311,936.28 | | | | 6,575,146.72 | | | | 6,209,860.79 | | | | 5,661,931.90 | | | | 4,748,717.08 | | | | 4,383,431.15 | | | | 3,652,859.29 | | | | 1,022,164.18 | | | | | |
48 | | 25-Sep-09 | | | | | | | 68,679,359.73 | | | | 63,109,150.00 | | | | 6,234,410.45 | | | | 5,888,054.31 | | | | 5,368,520.11 | | | | 4,502,629.77 | | | | 4,156,273.63 | | | | 3,463,561.36 | | | | 378,551.21 | | | | | |
49 | | 25-Oct-09 | | | | | | | 68,679,359.73 | | | | 56,298,293.16 | | | | 5,912,214.85 | | | | 5,583,758.47 | | | | 5,091,073.90 | | | | 4,269,932.95 | | | | 3,941,476.57 | | | | 3,054,523.34 | | | | 0 | | | | | |
50 | | 25-Nov-09 | | | | | | | 68,679,359.73 | | | | 49,857,239.58 | | | | 5,607,513.24 | | | | 5,295,984.73 | | | | 4,828,691.96 | | | | 4,049,870.67 | | | | 3,738,342.16 | | | | 2,309,697.17 | | | | | | | | | |
51 | | 25-Dec-09 | | | | | | | 68,679,359.73 | | | | 43,765,199.29 | | | | 5,319,322.11 | | | | 5,023,804.21 | | | | 4,580,527.37 | | | | 3,841,732.63 | | | | 3,546,214.74 | | | | 1,605,229.97 | | | | | | | | | |
52 | | 25-Jan-10 | | | | | | | 68,679,359.73 | | | | 38,002,610.00 | | | | 5,046,716.04 | | | | 4,766,342.93 | | | | 4,345,783.26 | | | | 3,644,850.48 | | | | 3,364,477.36 | | | | 938,859.59 | | | | | | | | | |
53 | | 25-Feb-10 | | | | | | | 68,679,359.73 | | | | 32,550,852.11 | | | | 4,788,814.23 | | | | 4,522,768.99 | | | | 4,123,701.14 | | | | 3,458,588.05 | | | | 3,192,542.82 | | | | 308,432.92 | | | | �� | | | | | |
54 | | 25-Mar-10 | | | | | | | 68,679,359.73 | | | | 27,392,409.68 | | | | 4,544,788.04 | | | | 4,292,299.82 | | | | 3,913,567.48 | | | | 3,282,346.92 | | | | 2,741,783.16 | | | | 0 | | | | | | | | | |
55 | | 25-Apr-10 | | | | | | | 68,679,359.73 | | | | 22,510,940.03 | | | | 4,313,864.38 | | | | 4,074,205.25 | | | | 3,714,716.55 | | | | 3,115,568.72 | | | | 2,023,353.99 | | | | | | | | | | | | | |
56 | | 25-May-10 | | | | | | | 68,679,359.73 | | | | 17,890,846.99 | | | | 4,095,305.44 | | | | 3,867,788.47 | | | | 3,526,513.02 | | | | 2,957,720.60 | | | | 1,343,392.86 | | | | | | | | | | | | | |
57 | | 25-Jun-10 | | | | | | | 68,679,359.73 | | | | 13,515,820.73 | | | | 3,888,339.68 | | | | 3,672,320.81 | | | | 3,348,292.50 | | | | 2,808,245.32 | | | | 699,499.37 | | | | | | | | | | | | | |
58 | | 25-Jul-10 | | | | | | | 68,679,359.73 | | | | 9,372,329.70 | | | | 3,692,326.96 | | | | 3,487,197.69 | | | | 3,179,503.77 | | | | 2,666,680.59 | | | | 89,682.03 | | | | | | | | | | | | | |
59 | | 25-Aug-10 | | | | | | | 67,991,731.39 | | | | 6,136,789.51 | | | | 3,506,736.86 | | | | 3,311,918.15 | | | | 3,019,690.08 | | | | 2,044,933.90 | | | | 0 | | | | | | | | | | | | | |
60 | | 25-Sep-10 | | | | | | | 64,584,291.87 | | | | 5,829,241.24 | | | | 3,330,995.00 | | | | 3,145,939.72 | | | | 2,868,356.80 | | | | 1,371,256.74 | | | | | | | | | | | | | | | | | |
61 | | 25-Oct-10 | | | | | | | 61,357,219.76 | | | | 5,537,972.56 | | | | 3,164,555.75 | | | | 2,988,747.09 | | | | 2,725,034.12 | | | | 733,239.62 | | | | | | | | | | | | | | | | | |
62 | | 25-Nov-10 | | | | | | | 58,300,541.43 | | | | 5,262,083.25 | | | | 3,006,904.72 | | | | 2,839,854.45 | | | | 2,589,279.06 | | | | 128,910.67 | | | | | | | | | | | | | | | | | |
63 | | 25-Dec-10 | | | | | | | 55,404,857.47 | | | | 5,000,724.96 | | | | 2,857,557.12 | | | | 2,698,803.95 | | | | 2,017,085.73 | | | | 0 | | | | | | | | | | | | | | | | | |
64 | | 25-Jan-11 | | | | | | | 52,661,330.81 | | | | 4,753,100.06 | | | | 2,716,057.18 | | | | 2,565,165.11 | | | | 1,352,822.11 | | | | 0 | | | | | | | | | | | | | | | | | |
65 | | 25-Feb-11 | | | | | | | 50,061,558.56 | | | | 4,518,450.13 | | | | 2,581,971.50 | | | | 2,438,528.64 | | | | 723,364.36 | | | | 0 | | | | | | | | | | | | | | | | | |
66 | | 25-Mar-11 | | | | | | | 47,597,646.30 | | | | 4,296,062.63 | | | | 2,454,892.93 | | | | 2,318,509.99 | | | | 126,801.08 | | | | 0 | | | | | | | | | | | | | | | | | |
67 | | 25-Apr-11 | | | | | | | 45,262,153.52 | | | | 4,085,266.01 | | | | 2,334,437.72 | | | | 1,766,077.50 | | | | 0.00 | | | | 0 | | | | | | | | | | | | | | | | | |
68 | | 25-May-11 | | | | | | | 43,048,061.92 | | | | 3,885,426.79 | | | | 2,220,243.88 | | | | 1,122,151.14 | | | | 0.00 | | | | 0 | | | | | | | | | | | | | | | | | |
69 | | 25-Jun-11 | | | | | | | 40,948,753.33 | | | | 3,695,947.65 | | | | 2,111,970.09 | | | | 511,607.24 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
70 | | 25-Jul-11 | | | | | | | 38,957,998.26 | | | | 3,516,266.32 | | | | 1,941,929.10 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
71 | | 25-Aug-11 | | | | | | | 37,069,881.29 | | | | 3,345,848.88 | | | | 1,295,424.87 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
72 | | 25-Sep-11 | | | | | | | 35,278,836.64 | | | | 3,184,192.99 | | | | 682,158.86 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
73 | | 25-Oct-11 | | | | | | | 33,579,615.23 | | | | 3,030,824.87 | | | | 100,333.77 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
74 | | 25-Nov-11 | | | | | | | 31,967,262.91 | | | | 2,433,550.61 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
75 | | 25-Dec-11 | | | | | | | 30,437,104.72 | | | | 1,771,505.09 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
76 | | 25-Jan-12 | | | | | | | 28,984,729.92 | | | | 1,143,113.70 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
77 | | 25-Feb-12 | | | | | | | 27,605,967.19 | | | | 546,571.66 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
78 | | 25-Mar-12 | | | | | | | 26,277,054.86 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
79 | | 25-Apr-12 | | | | | | | 24,496,068.38 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
80 | | 25-May-12 | | | | | | | 22,804,552.18 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
81 | | 25-Jun-12 | | | | | | | 21,197,758.49 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
82 | | 25-Jul-12 | | | | | | | 19,671,204.25 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
83 | | 25-Aug-12 | | | | | | | 18,220,650.10 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
84 | | 25-Sep-12 | | | | | | | 16,842,093.16 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
85 | | 25-Oct-12 | | | | | | | 15,531,751.14 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
86 | | 25-Nov-12 | | | | | | | 14,286,049.78 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
87 | | 25-Dec-12 | | | | | | | 13,101,611.04 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
88 | | 25-Jan-13 | | | | | | | 11,975,241.94 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
89 | | 25-Feb-13 | | | | | | | 10,903,924.05 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
90 | | 25-Mar-13 | | | | | | | 9,884,803.65 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
91 | | 25-Apr-13 | | | | | | | 8,915,182.36 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
92 | | 25-May-13 | | | | | | | 7,992,508.44 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
93 | | 25-Jun-13 | | | | | | | 7,114,368.44 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
94 | | 25-Jul-13 | | | | | | | 6,278,479.48 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
95 | | 25-Aug-13 | | | | | | | 5,482,681.88 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
96 | | 25-Sep-13 | | | | | | | 4,724,932.25 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
97 | | 25-Oct-13 | | | | | | | 4,003,296.98 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
98 | | 25-Nov-13 | | | | | | | 3,315,946.11 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
99 | | 25-Dec-13 | | | | | | | 2,661,147.52 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
100 | | 25-Jan-14 | | | | | | | 2,037,261.48 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
101 | | 25-Feb-14 | | | | | | | 1,442,735.54 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
102 | | 25-Mar-14 | | | | | | | 876,099.62 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
103 | | 25-Apr-14 | | | | | | | 335,961.52 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
104 | | 25-May-14 | | | | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | 0 | | | | | | | | | | | | | | | | | |
This Series Term Sheet, including the computational materials herein, was prepared solely by FBR, is intended for use by the addressee only, and may not be provided to any third party other than the addressee’s legal, tax, financial and/or accounting advisors for the purposes of evaluating such information. This information is furnished to you solely by FBR and not by the Depositor, the Issuer of the securities or any of their affiliates. FBR is acting as underwriter and not acting as agent for the Depositor, the Issuer or their affiliates in connection with the proposed transaction. This material is provided for information purposes only, and does not constitute an offer to sell, nor a solicitation of an offer to buy, the referenced securities. It does not purport to be all-inclusive or to contain all of the information that a prospective investor may require to make a full analysis of the transaction. All information contained herein is preliminary and it is anticipated that such information will change. The information contained herein supersedes information contained in any prior series termsheet for this transaction. In addition, the information contained herein will be superseded by information contained in the prospectus and prospectus supplement for this transaction and in any other material subsequently filed with the Securities and Exchange Commission. An offering may be made only through the delivery of the prospectus and prospectus supplement. Any investment decision with respect to the referenced securities should be made by you solely upon all of the information contained in the prospectus and prospectus supplements.