EX-99.1 2 exh991bb.htm


Exhibit 99.1


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$          VERSION: 3.01 (BLOOMBERG CMO BOND FILE)
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$          DEAL: wmalt059-gp4_bberg
$       PRICING: 100 PPC
$    SETTLEMENT: 20051031
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$                 BLOCK: 1
!{         TRANCHE NAME: 5A1 }
$       ORIGINAL_AMOUNT: 10500000.00
$        CURRENT_FACTOR: 1.000000000
$        CURRENT_COUPON: 5.5
$        PRINCIPAL_FREQ: 12
$         PAYMENT_DELAY: 24
$            DATED_DATE: 20051001
$    FIRST_PAYMENT_DATE: 20051125
$     NEXT_PAYMENT_DATE: 20051125
$        ACCRUAL_METHOD: THIRTY_360
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$                 BLOCK: 2
!{         TRANCHE NAME: 5A2 }
$       ORIGINAL_AMOUNT: 50000000.00
$        CURRENT_FACTOR: 1.000000000
$        CURRENT_COUPON: 4.1 Floater Bond
$        PRINCIPAL_FREQ: 12
$         PAYMENT_DELAY: 0
$            DATED_DATE: 20051025
$    FIRST_PAYMENT_DATE: 20051125
$     NEXT_PAYMENT_DATE: 20051125
$        ACCRUAL_METHOD: THIRTY_360
Additional Floater Information
$        FLOATER_INDEX: LIBOR1MO
$        FLOATER_RESET:    Freq: 12; Next: 20051125
$      FLOATER_FORMULA: 0.00000 1 .12
$ FLOATER_LIMITS:Thres: 20051025 Floor: .12 Cap: 10
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$                 BLOCK: 3
!{         TRANCHE NAME: 5A4 }
$       ORIGINAL_AMOUNT: 15300000.00
$        CURRENT_FACTOR: 1.000000000
$        CURRENT_COUPON: 5.5
$        PRINCIPAL_FREQ: 12
$         PAYMENT_DELAY: 24
$            DATED_DATE: 20051001
$    FIRST_PAYMENT_DATE: 20051125
$     NEXT_PAYMENT_DATE: 20051125
$        ACCRUAL_METHOD: THIRTY_360
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$                 BLOCK: 4
!{         TRANCHE NAME: SUB5 }
$       ORIGINAL_AMOUNT: 4200000.00
$        CURRENT_FACTOR: 1.000000000
$        CURRENT_COUPON: 5.5
$        PRINCIPAL_FREQ: 12
$         PAYMENT_DELAY: 24
$            DATED_DATE: 20051001
$    FIRST_PAYMENT_DATE: 20051125
$     NEXT_PAYMENT_DATE: 20051125
$        ACCRUAL_METHOD: THIRTY_360
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$               PHANTOM: 5
!{         TRANCHE NAME: 5A3 }
$       ORIGINAL_AMOUNT: 50000000.00
$        CURRENT_FACTOR: 1.000000000
$        CURRENT_COUPON: 1.4 Floater Bond
$        PRINCIPAL_FREQ: 12
$         PAYMENT_DELAY: 0
$            DATED_DATE: 20051025
$    FIRST_PAYMENT_DATE: 20051125
$     NEXT_PAYMENT_DATE: 20051125
$        ACCRUAL_METHOD: THIRTY_360
Additional Floater Information
$        FLOATER_INDEX: LIBOR1MO
$        FLOATER_RESET:    Freq: 12; Next: 20051125
$      FLOATER_FORMULA: 0.00000 -1 5.38
$ FLOATER_LIMITS:Thres: 20051025 Floor: 0 Cap: 5.38
--------------------------------------------------
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$               TRANCHE: 1
$                  NAME: 5A1
$                 CSORT: 1
$                  TYPE: NAS
$          RECORD_DELAY: 24
$    COMPOSITION: BLOCK: 1 PRIN: 100.000000000 INT: 100.000000000
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$               TRANCHE: 2
$                  NAME: 5A2
$                 CSORT: 2
$                  TYPE: FLT
$          RECORD_DELAY: 0
$    COMPOSITION: BLOCK: 2 PRIN: 100.000000000 INT: 100.000000000
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$               TRANCHE: 3
$                  NAME: 5A3
$                 CSORT: 3
$                  TYPE: FLT,NTL
$          RECORD_DELAY: 0
$              NOTIONAL:
$    COMPOSITION: BLOCK: 5 PRIN: 100.000000000 INT: 100.000000000
!  ( notional tranche name is 5A3 )
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$               TRANCHE: 4
$                  NAME: 5A4
$                 CSORT: 4
$                  TYPE:
$          RECORD_DELAY: 24
$    COMPOSITION: BLOCK: 3 PRIN: 100.000000000 INT: 100.000000000
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$               TRANCHE: 5
$                  NAME: SUB5
$                 CSORT: 5
$                  TYPE: SUB
$          RECORD_DELAY: 24
$    COMPOSITION: BLOCK: 4 PRIN: 100.000000000 INT: 100.000000000
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$     END_TRANCHES:
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     END OF BOND FILE
***************************************************
$         VERSION: 3.03 (BLOOMBERG CMO COLLATERAL FILE)
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$    AGENCY_LIST:     Type   Factor Date    P/Y Delay     BV Delay
                    WHOLE 20051001 55 54
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$     ASSUMED_POOLS:
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!G Loan Number  Loan Type    NET--CPN CURR--BALANCE ORIG--BALANCE  PY--WAC FIXED----PAYMENT BLN AGE
--------------------------------------------------------------------------------
 L        525 WHOLE     LPM  5.500000000   58000000.00   58000000.00  5.940000000            WAM=358 358 2
 L        525 WHOLE     LPM  5.500000000   22000000.00   22000000.00  6.090000000            WAM=358 358 2 (IO=118)