EX-99.1 5 compmats2a2.htm COMPUTATIONAL MATERIALS DERIVED INFORMATION [12/1/2005]

DERIVED INFORMATION [12/1/2005]


$62,000,000

Classes 2-A-2

Senior Certificates Offered

(Approximate)


$781,600,100

Total Certificates Offered & Non-Offered


Home Equity Pass-Through Certificates, Series 2006-1


Credit Suisse First Boston Mortgage Securities Corp.

Depositor


[TBD]

Trustee


The information contained in the attached materials is referred to as the “Information”.

The Information has been provided by Credit Suisse First Boston. Neither the Issuer of the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the Information herein. The Information contained herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission.

The Information contained herein will be superseded by the description of the mortgage pool contained in the prospectus supplement relating to the certificates.

The Information addresses only certain aspects of the applicable certificate’s characteristics and thus does not provide a complete assessment. As such, the Information may not reflect the impact of all structural characteristics of the certificate. The assumptions underlying the Information, including structure and collateral, may be modified from time to time to reflect changed circumstances.

Although a registration statement (including the prospectus) relating to the certificates discussed in this communication has been filed with the Securities and Exchange Commission and is effective, the final prospectus supplement relating to the certificates discussed in this communication has not been filed with the Securities and Exchange Commission. This communication shall not constitute an offer to sell or the solicitation of an offer to buy nor shall there be any offer or sale of the certificates discussed in this communication in any state in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of any such state. Prospective purchasers are referred to the final prospectus and prospectus supplement relating to the certificates discussed in this communication for definitive Information on any matter discussed in this communication. Any investment decision should be based only on the data in the prospectus and the prospectus supplement (“Offering Documents”) and the then current version of the Information. Offering Documents contain data that is current as of their publication dates and after publication may no longer be complete or current. A final prospectus and prospectus supplement may be obtained by contacting the Credit Suisse First Boston Trading Desk at (212) 538-8373.


ESEC Prepay Vector #1


% CPR


Period

Fixed Rate

2/28 ARM

2/28 ARM IO

2/28 30/40 Balloon

3/27 ARM

5/25 ARM IO

5/25 ARM

1

5.00

5.00

5.00

5.00

5.00

5.00

5.00

2

6.18

7.00

6.55

6.55

7.00

6.18

6.55

3

7.36

9.00

8.09

8.09

9.00

7.36

8.09

4

8.55

11.00

9.64

9.64

11.00

8.55

9.64

5

9.73

13.00

11.18

11.18

13.00

9.73

11.18

6

10.91

15.00

12.73

12.73

15.00

10.91

12.73

7

12.09

17.00

14.27

14.27

17.00

12.09

14.27

8

13.27

19.00

15.82

15.82

19.00

13.27

15.82

9

14.45

21.00

17.36

17.36

21.00

14.45

17.36

10

15.64

23.00

18.91

18.91

23.00

15.64

18.91

11

16.82

25.00

20.45

20.45

25.00

16.82

20.45

12

18.00

27.00

22.00

22.00

27.00

18.00

22.00

13

13.00

27.00

22.00

22.00

27.00

18.00

22.00

14

13.00

27.00

22.00

22.00

27.00

18.00

22.00

15

13.00

27.00

22.00

22.00

27.00

18.00

22.00

16

13.00

27.00

22.00

22.00

27.00

18.00

22.00

17

13.00

27.00

22.00

22.00

27.00

18.00

22.00

18

13.00

27.00

22.00

22.00

27.00

18.00

22.00

19

13.00

27.00

22.00

22.00

27.00

18.00

22.00

20

13.00

27.00

22.00

22.00

27.00

18.00

22.00

21

13.00

27.00

22.00

22.00

27.00

18.00

22.00

22

13.00

27.00

22.00

22.00

27.00

18.00

22.00

23

13.00

27.00

22.00

22.00

27.00

18.00

22.00

24

13.00

40.00

40.00

40.00

27.00

18.00

22.00

25

13.00

40.00

40.00

40.00

27.00

18.00

22.00

26

13.00

40.00

40.00

40.00

27.00

18.00

22.00

27

13.00

40.00

40.00

40.00

27.00

18.00

22.00

28

13.00

40.00

40.00

40.00

27.00

18.00

22.00

29

13.00

25.00

25.00

25.00

27.00

18.00

22.00

30

13.00

25.00

25.00

25.00

27.00

18.00

22.00

31

13.00

25.00

25.00

25.00

27.00

18.00

22.00

32

13.00

25.00

25.00

25.00

27.00

18.00

22.00

33

13.00

25.00

25.00

25.00

27.00

18.00

22.00

34

13.00

25.00

25.00

25.00

27.00

18.00

22.00

35

13.00

25.00

25.00

25.00

27.00

18.00

22.00

36

13.00

25.00

25.00

25.00

40.00

18.00

22.00

37

13.00

25.00

25.00

25.00

40.00

18.00

22.00

38

13.00

25.00

25.00

25.00

40.00

18.00

22.00

39

13.00

25.00

25.00

25.00

40.00

18.00

22.00

40

13.00

25.00

25.00

25.00

40.00

18.00

22.00

41

13.00

25.00

25.00

25.00

25.00

18.00

22.00

42

13.00

25.00

25.00

25.00

25.00

18.00

22.00

43

13.00

25.00

25.00

25.00

25.00

18.00

22.00

44

13.00

25.00

25.00

25.00

25.00

18.00

22.00

45

13.00

25.00

25.00

25.00

25.00

18.00

22.00

46

13.00

25.00

25.00

25.00

25.00

18.00

22.00

47

13.00

25.00

25.00

25.00

25.00

18.00

22.00

48

13.00

25.00

25.00

25.00

25.00

18.00

22.00

49

13.00

25.00

25.00

25.00

25.00

18.00

22.00

50

13.00

25.00

25.00

25.00

25.00

18.00

22.00

51

13.00

25.00

25.00

25.00

25.00

18.00

22.00

52

13.00

25.00

25.00

25.00

25.00

18.00

22.00

53

13.00

25.00

25.00

25.00

25.00

18.00

22.00

54

13.00

25.00

25.00

25.00

25.00

18.00

22.00

55

13.00

25.00

25.00

25.00

25.00

18.00

22.00

56

13.00

25.00

25.00

25.00

25.00

18.00

22.00

57

13.00

25.00

25.00

25.00

25.00

18.00

22.00

58

13.00

25.00

25.00

25.00

25.00

18.00

22.00

59

13.00

25.00

25.00

25.00

25.00

18.00

22.00

60

13.00

25.00

25.00

25.00

25.00

18.00

22.00

61

13.00

25.00

25.00

25.00

25.00

18.00

22.00

62

13.00

25.00

25.00

25.00

25.00

18.00

22.00

63

13.00

25.00

25.00

25.00

25.00

18.00

22.00

64

13.00

25.00

25.00

25.00

25.00

18.00

22.00

65

13.00

25.00

25.00

25.00

25.00

18.00

22.00

66

13.00

25.00

25.00

25.00

25.00

18.00

22.00

67

13.00

25.00

25.00

25.00

25.00

18.00

22.00

68

13.00

25.00

25.00

25.00

25.00

18.00

22.00

69

13.00

25.00

25.00

25.00

25.00

18.00

22.00

70

13.00

25.00

25.00

25.00

25.00

18.00

22.00

71

13.00

25.00

25.00

25.00

25.00

18.00

22.00

72

13.00

25.00

25.00

25.00

25.00

18.00

22.00

73

13.00

25.00

25.00

25.00

25.00

18.00

22.00

74

13.00

25.00

25.00

25.00

25.00

18.00

22.00

75

13.00

25.00

25.00

25.00

25.00

18.00

22.00

76

13.00

25.00

25.00

25.00

25.00

18.00

22.00

77

13.00

25.00

25.00

25.00

25.00

18.00

22.00

78

13.00

25.00

25.00

25.00

25.00

18.00

22.00

79

13.00

25.00

25.00

25.00

25.00

18.00

22.00

80

13.00

25.00

25.00

25.00

25.00

18.00

22.00

81

13.00

25.00

25.00

25.00

25.00

18.00

22.00

82

13.00

25.00

25.00

25.00

25.00

18.00

22.00

83

13.00

25.00

25.00

25.00

25.00

18.00

22.00

84

13.00

25.00

25.00

25.00

25.00

18.00

22.00

85

13.00

25.00

25.00

25.00

25.00

18.00

22.00

86

13.00

25.00

25.00

25.00

25.00

18.00

22.00

87

13.00

25.00

25.00

25.00

25.00

18.00

22.00

88

13.00

25.00

25.00

25.00

25.00

18.00

22.00

89

13.00

25.00

25.00

25.00

25.00

18.00

22.00

90

13.00

25.00

25.00

25.00

25.00

18.00

22.00

91

13.00

25.00

25.00

25.00

25.00

18.00

22.00

92

13.00

25.00

25.00

25.00

25.00

18.00

22.00

93

13.00

25.00

25.00

25.00

25.00

18.00

22.00

94

13.00

25.00

25.00

25.00

25.00

18.00

22.00

95

13.00

25.00

25.00

25.00

25.00

18.00

22.00

96

13.00

25.00

25.00

25.00

25.00

18.00

22.00

97

13.00

25.00

25.00

25.00

25.00

18.00

22.00

98

13.00

25.00

25.00

25.00

25.00

18.00

22.00

99

13.00

25.00

25.00

25.00

25.00

18.00

22.00

100

13.00

25.00

25.00

25.00

25.00

18.00

22.00

101

13.00

25.00

25.00

25.00

25.00

18.00

22.00

102

13.00

25.00

25.00

25.00

25.00

18.00

22.00

103

13.00

25.00

25.00

25.00

25.00

18.00

22.00

104

13.00

25.00

25.00

25.00

25.00

18.00

22.00

105

13.00

25.00

25.00

25.00

25.00

18.00

22.00

106

13.00

25.00

25.00

25.00

25.00

18.00

22.00

107

13.00

25.00

25.00

25.00

25.00

18.00

22.00

108

13.00

25.00

25.00

25.00

25.00

18.00

22.00

109

13.00

25.00

25.00

25.00

25.00

18.00

22.00

110

13.00

25.00

25.00

25.00

25.00

18.00

22.00

111

13.00

25.00

25.00

25.00

25.00

18.00

22.00

112

13.00

25.00

25.00

25.00

25.00

18.00

22.00

113

13.00

25.00

25.00

25.00

25.00

18.00

22.00

114

13.00

25.00

25.00

25.00

25.00

18.00

22.00

115

13.00

25.00

25.00

25.00

25.00

18.00

22.00

116

13.00

25.00

25.00

25.00

25.00

18.00

22.00

117

13.00

25.00

25.00

25.00

25.00

18.00

22.00

118

13.00

25.00

25.00

25.00

25.00

18.00

22.00

119

13.00

25.00

25.00

25.00

25.00

18.00

22.00

120

13.00

25.00

25.00

25.00

25.00

18.00

22.00

121

13.00

25.00

25.00

25.00

25.00

18.00

22.00

122

13.00

25.00

25.00

25.00

25.00

18.00

22.00

123

13.00

25.00

25.00

25.00

25.00

18.00

22.00

124

13.00

25.00

25.00

25.00

25.00

18.00

22.00

125

13.00

25.00

25.00

25.00

25.00

18.00

22.00

126

13.00

25.00

25.00

25.00

25.00

18.00

22.00

127

13.00

25.00

25.00

25.00

25.00

18.00

22.00

128

13.00

25.00

25.00

25.00

25.00

18.00

22.00

129

13.00

25.00

25.00

25.00

25.00

18.00

22.00

130

13.00

25.00

25.00

25.00

25.00

18.00

22.00

131

13.00

25.00

25.00

25.00

25.00

18.00

22.00

132

13.00

25.00

25.00

25.00

25.00

18.00

22.00

133

13.00

25.00

25.00

25.00

25.00

18.00

22.00

134

13.00

25.00

25.00

25.00

25.00

18.00

22.00

135

13.00

25.00

25.00

25.00

25.00

18.00

22.00

136

13.00

25.00

25.00

25.00

25.00

18.00

22.00

137

13.00

25.00

25.00

25.00

25.00

18.00

22.00

138

13.00

25.00

25.00

25.00

25.00

18.00

22.00

139

13.00

25.00

25.00

25.00

25.00

18.00

22.00

140

13.00

25.00

25.00

25.00

25.00

18.00

22.00

141

13.00

25.00

25.00

25.00

25.00

18.00

22.00

142

13.00

25.00

25.00

25.00

25.00

18.00

22.00

143

13.00

25.00

25.00

25.00

25.00

18.00

22.00

144

13.00

25.00

25.00

25.00

25.00

18.00

22.00

145

13.00

25.00

25.00

25.00

25.00

18.00

22.00

146

13.00

25.00

25.00

25.00

25.00

18.00

22.00

147

13.00

25.00

25.00

25.00

25.00

18.00

22.00

148

13.00

25.00

25.00

25.00

25.00

18.00

22.00

149

13.00

25.00

25.00

25.00

25.00

18.00

22.00

150

13.00

25.00

25.00

25.00

25.00

18.00

22.00

151

13.00

25.00

25.00

25.00

25.00

18.00

22.00

152

13.00

25.00

25.00

25.00

25.00

18.00

22.00

153

13.00

25.00

25.00

25.00

25.00

18.00

22.00

154

13.00

25.00

25.00

25.00

25.00

18.00

22.00

155

13.00

25.00

25.00

25.00

25.00

18.00

22.00

156

13.00

25.00

25.00

25.00

25.00

18.00

22.00

157

13.00

25.00

25.00

25.00

25.00

18.00

22.00

158

13.00

25.00

25.00

25.00

25.00

18.00

22.00

159

13.00

25.00

25.00

25.00

25.00

18.00

22.00

160

13.00

25.00

25.00

25.00

25.00

18.00

22.00

161

13.00

25.00

25.00

25.00

25.00

18.00

22.00

162

13.00

25.00

25.00

25.00

25.00

18.00

22.00

163

13.00

25.00

25.00

25.00

25.00

18.00

22.00

164

13.00

25.00

25.00

25.00

25.00

18.00

22.00

165

13.00

25.00

25.00

25.00

25.00

18.00

22.00

166

13.00

25.00

25.00

25.00

25.00

18.00

22.00

167

13.00

25.00

25.00

25.00

25.00

18.00

22.00

168

13.00

25.00

25.00

25.00

25.00

18.00

22.00

169

13.00

25.00

25.00

25.00

25.00

18.00

22.00

170

13.00

25.00

25.00

25.00

25.00

18.00

22.00

171

13.00

25.00

25.00

25.00

25.00

18.00

22.00

172

13.00

25.00

25.00

25.00

25.00

18.00

22.00

173

13.00

25.00

25.00

25.00

25.00

18.00

22.00

174

13.00

25.00

25.00

25.00

25.00

18.00

22.00

175

13.00

25.00

25.00

25.00

25.00

18.00

22.00

176

13.00

25.00

25.00

25.00

25.00

18.00

22.00

177

13.00

25.00

25.00

25.00

25.00

18.00

22.00

178

13.00

25.00

25.00

25.00

25.00

18.00

22.00

179

13.00

25.00

25.00

25.00

25.00

18.00

22.00

180

13.00

25.00

25.00

25.00

25.00

18.00

22.00

181

13.00

25.00

25.00

25.00

25.00

18.00

22.00

182

13.00

25.00

25.00

25.00

25.00

18.00

22.00

183

13.00

25.00

25.00

25.00

25.00

18.00

22.00

184

13.00

25.00

25.00

25.00

25.00

18.00

22.00

185

13.00

25.00

25.00

25.00

25.00

18.00

22.00

186

13.00

25.00

25.00

25.00

25.00

18.00

22.00

187

13.00

25.00

25.00

25.00

25.00

18.00

22.00

188

13.00

25.00

25.00

25.00

25.00

18.00

22.00

189

13.00

25.00

25.00

25.00

25.00

18.00

22.00

190

13.00

25.00

25.00

25.00

25.00

18.00

22.00

191

13.00

25.00

25.00

25.00

25.00

18.00

22.00

192

13.00

25.00

25.00

25.00

25.00

18.00

22.00

193

13.00

25.00

25.00

25.00

25.00

18.00

22.00

194

13.00

25.00

25.00

25.00

25.00

18.00

22.00

195

13.00

25.00

25.00

25.00

25.00

18.00

22.00

196

13.00

25.00

25.00

25.00

25.00

18.00

22.00

197

13.00

25.00

25.00

25.00

25.00

18.00

22.00

198

13.00

25.00

25.00

25.00

25.00

18.00

22.00

199

13.00

25.00

25.00

25.00

25.00

18.00

22.00

200

13.00

25.00

25.00

25.00

25.00

18.00

22.00

201

13.00

25.00

25.00

25.00

25.00

18.00

22.00

202

13.00

25.00

25.00

25.00

25.00

18.00

22.00

203

13.00

25.00

25.00

25.00

25.00

18.00

22.00

204

13.00

25.00

25.00

25.00

25.00

18.00

22.00

205

13.00

25.00

25.00

25.00

25.00

18.00

22.00

206

13.00

25.00

25.00

25.00

25.00

18.00

22.00

207

13.00

25.00

25.00

25.00

25.00

18.00

22.00

208

13.00

25.00

25.00

25.00

25.00

18.00

22.00

209

13.00

25.00

25.00

25.00

25.00

18.00

22.00

210

13.00

25.00

25.00

25.00

25.00

18.00

22.00

211

13.00

25.00

25.00

25.00

25.00

18.00

22.00

212

13.00

25.00

25.00

25.00

25.00

18.00

22.00

213

13.00

25.00

25.00

25.00

25.00

18.00

22.00

214

13.00

25.00

25.00

25.00

25.00

18.00

22.00

215

13.00

25.00

25.00

25.00

25.00

18.00

22.00

216

13.00

25.00

25.00

25.00

25.00

18.00

22.00

217

13.00

25.00

25.00

25.00

25.00

18.00

22.00

218

13.00

25.00

25.00

25.00

25.00

18.00

22.00

219

13.00

25.00

25.00

25.00

25.00

18.00

22.00

220

13.00

25.00

25.00

25.00

25.00

18.00

22.00

221

13.00

25.00

25.00

25.00

25.00

18.00

22.00

222

13.00

25.00

25.00

25.00

25.00

18.00

22.00

223

13.00

25.00

25.00

25.00

25.00

18.00

22.00

224

13.00

25.00

25.00

25.00

25.00

18.00

22.00

225

13.00

25.00

25.00

25.00

25.00

18.00

22.00

226

13.00

25.00

25.00

25.00

25.00

18.00

22.00

227

13.00

25.00

25.00

25.00

25.00

18.00

22.00

228

13.00

25.00

25.00

25.00

25.00

18.00

22.00

229

13.00

25.00

25.00

25.00

25.00

18.00

22.00

230

13.00

25.00

25.00

25.00

25.00

18.00

22.00

231

13.00

25.00

25.00

25.00

25.00

18.00

22.00

232

13.00

25.00

25.00

25.00

25.00

18.00

22.00

233

13.00

25.00

25.00

25.00

25.00

18.00

22.00

234

13.00

25.00

25.00

25.00

25.00

18.00

22.00

235

13.00

25.00

25.00

25.00

25.00

18.00

22.00

236

13.00

25.00

25.00

25.00

25.00

18.00

22.00

237

13.00

25.00

25.00

25.00

25.00

18.00

22.00

238

13.00

25.00

25.00

25.00

25.00

18.00

22.00

239

13.00

25.00

25.00

25.00

25.00

18.00

22.00

240

13.00

25.00

25.00

25.00

25.00

18.00

22.00

241

13.00

25.00

25.00

25.00

25.00

18.00

22.00

242

13.00

25.00

25.00

25.00

25.00

18.00

22.00

243

13.00

25.00

25.00

25.00

25.00

18.00

22.00

244

13.00

25.00

25.00

25.00

25.00

18.00

22.00

245

13.00

25.00

25.00

25.00

25.00

18.00

22.00

246

13.00

25.00

25.00

25.00

25.00

18.00

22.00

247

13.00

25.00

25.00

25.00

25.00

18.00

22.00

248

13.00

25.00

25.00

25.00

25.00

18.00

22.00

249

13.00

25.00

25.00

25.00

25.00

18.00

22.00

250

13.00

25.00

25.00

25.00

25.00

18.00

22.00

251

13.00

25.00

25.00

25.00

25.00

18.00

22.00

252

13.00

25.00

25.00

25.00

25.00

18.00

22.00

253

13.00

25.00

25.00

25.00

25.00

18.00

22.00

254

13.00

25.00

25.00

25.00

25.00

18.00

22.00

255

13.00

25.00

25.00

25.00

25.00

18.00

22.00

256

13.00

25.00

25.00

25.00

25.00

18.00

22.00

257

13.00

25.00

25.00

25.00

25.00

18.00

22.00

258

13.00

25.00

25.00

25.00

25.00

18.00

22.00

259

13.00

25.00

25.00

25.00

25.00

18.00

22.00

260

13.00

25.00

25.00

25.00

25.00

18.00

22.00

261

13.00

25.00

25.00

25.00

25.00

18.00

22.00

262

13.00

25.00

25.00

25.00

25.00

18.00

22.00

263

13.00

25.00

25.00

25.00

25.00

18.00

22.00

264

13.00

25.00

25.00

25.00

25.00

18.00

22.00

265

13.00

25.00

25.00

25.00

25.00

18.00

22.00

266

13.00

25.00

25.00

25.00

25.00

18.00

22.00

267

13.00

25.00

25.00

25.00

25.00

18.00

22.00

268

13.00

25.00

25.00

25.00

25.00

18.00

22.00

269

13.00

25.00

25.00

25.00

25.00

18.00

22.00

270

13.00

25.00

25.00

25.00

25.00

18.00

22.00

271

13.00

25.00

25.00

25.00

25.00

18.00

22.00

272

13.00

25.00

25.00

25.00

25.00

18.00

22.00

273

13.00

25.00

25.00

25.00

25.00

18.00

22.00

274

13.00

25.00

25.00

25.00

25.00

18.00

22.00

275

13.00

25.00

25.00

25.00

25.00

18.00

22.00

276

13.00

25.00

25.00

25.00

25.00

18.00

22.00

277

13.00

25.00

25.00

25.00

25.00

18.00

22.00

278

13.00

25.00

25.00

25.00

25.00

18.00

22.00

279

13.00

25.00

25.00

25.00

25.00

18.00

22.00

280

13.00

25.00

25.00

25.00

25.00

18.00

22.00

281

13.00

25.00

25.00

25.00

25.00

18.00

22.00

282

13.00

25.00

25.00

25.00

25.00

18.00

22.00

283

13.00

25.00

25.00

25.00

25.00

18.00

22.00

284

13.00

25.00

25.00

25.00

25.00

18.00

22.00

285

13.00

25.00

25.00

25.00

25.00

18.00

22.00

286

13.00

25.00

25.00

25.00

25.00

18.00

22.00

287

13.00

25.00

25.00

25.00

25.00

18.00

22.00

288

13.00

25.00

25.00

25.00

25.00

18.00

22.00

289

13.00

25.00

25.00

25.00

25.00

18.00

22.00

290

13.00

25.00

25.00

25.00

25.00

18.00

22.00

291

13.00

25.00

25.00

25.00

25.00

18.00

22.00

292

13.00

25.00

25.00

25.00

25.00

18.00

22.00

293

13.00

25.00

25.00

25.00

25.00

18.00

22.00

294

13.00

25.00

25.00

25.00

25.00

18.00

22.00

295

13.00

25.00

25.00

25.00

25.00

18.00

22.00

296

13.00

25.00

25.00

25.00

25.00

18.00

22.00

297

13.00

25.00

25.00

25.00

25.00

18.00

22.00

298

13.00

25.00

25.00

25.00

25.00

18.00

22.00

299

13.00

25.00

25.00

25.00

25.00

18.00

22.00

300

13.00

25.00

25.00

25.00

25.00

18.00

22.00

301

13.00

25.00

25.00

25.00

25.00

18.00

22.00

302

13.00

25.00

25.00

25.00

25.00

18.00

22.00

303

13.00

25.00

25.00

25.00

25.00

18.00

22.00

304

13.00

25.00

25.00

25.00

25.00

18.00

22.00

305

13.00

25.00

25.00

25.00

25.00

18.00

22.00

306

13.00

25.00

25.00

25.00

25.00

18.00

22.00

307

13.00

25.00

25.00

25.00

25.00

18.00

22.00

308

13.00

25.00

25.00

25.00

25.00

18.00

22.00

309

13.00

25.00

25.00

25.00

25.00

18.00

22.00

310

13.00

25.00

25.00

25.00

25.00

18.00

22.00

311

13.00

25.00

25.00

25.00

25.00

18.00

22.00

312

13.00

25.00

25.00

25.00

25.00

18.00

22.00

313

13.00

25.00

25.00

25.00

25.00

18.00

22.00

314

13.00

25.00

25.00

25.00

25.00

18.00

22.00

315

13.00

25.00

25.00

25.00

25.00

18.00

22.00

316

13.00

25.00

25.00

25.00

25.00

18.00

22.00

317

13.00

25.00

25.00

25.00

25.00

18.00

22.00

318

13.00

25.00

25.00

25.00

25.00

18.00

22.00

319

13.00

25.00

25.00

25.00

25.00

18.00

22.00

320

13.00

25.00

25.00

25.00

25.00

18.00

22.00

321

13.00

25.00

25.00

25.00

25.00

18.00

22.00

322

13.00

25.00

25.00

25.00

25.00

18.00

22.00

323

13.00

25.00

25.00

25.00

25.00

18.00

22.00

324

13.00

25.00

25.00

25.00

25.00

18.00

22.00

325

13.00

25.00

25.00

25.00

25.00

18.00

22.00

326

13.00

25.00

25.00

25.00

25.00

18.00

22.00

327

13.00

25.00

25.00

25.00

25.00

18.00

22.00

328

13.00

25.00

25.00

25.00

25.00

18.00

22.00

329

13.00

25.00

25.00

25.00

25.00

18.00

22.00

330

13.00

25.00

25.00

25.00

25.00

18.00

22.00

331

13.00

25.00

25.00

25.00

25.00

18.00

22.00

332

13.00

25.00

25.00

25.00

25.00

18.00

22.00

333

13.00

25.00

25.00

25.00

25.00

18.00

22.00

334

13.00

25.00

25.00

25.00

25.00

18.00

22.00

335

13.00

25.00

25.00

25.00

25.00

18.00

22.00

336

13.00

25.00

25.00

25.00

25.00

18.00

22.00

337

13.00

25.00

25.00

25.00

25.00

18.00

22.00

338

13.00

25.00

25.00

25.00

25.00

18.00

22.00

339

13.00

25.00

25.00

25.00

25.00

18.00

22.00

340

13.00

25.00

25.00

25.00

25.00

18.00

22.00

341

13.00

25.00

25.00

25.00

25.00

18.00

22.00

342

13.00

25.00

25.00

25.00

25.00

18.00

22.00

343

13.00

25.00

25.00

25.00

25.00

18.00

22.00

344

13.00

25.00

25.00

25.00

25.00

18.00

22.00

345

13.00

25.00

25.00

25.00

25.00

18.00

22.00

346

13.00

25.00

25.00

25.00

25.00

18.00

22.00

347

13.00

25.00

25.00

25.00

25.00

18.00

22.00

348

13.00

25.00

25.00

25.00

25.00

18.00

22.00

349

13.00

25.00

25.00

25.00

25.00

18.00

22.00

350

13.00

25.00

25.00

25.00

25.00

18.00

22.00

351

13.00

25.00

25.00

25.00

25.00

18.00

22.00

352

13.00

25.00

25.00

25.00

25.00

18.00

22.00

353

13.00

25.00

25.00

25.00

25.00

18.00

22.00

354

13.00

25.00

25.00

25.00

25.00

18.00

22.00

355

13.00

25.00

25.00

25.00

25.00

18.00

22.00

356

13.00

25.00

25.00

25.00

25.00

18.00

22.00

357

13.00

25.00

25.00

25.00

25.00

18.00

22.00

358

13.00

25.00

25.00

25.00

25.00

18.00

22.00

359

13.00

25.00

25.00

25.00

25.00

18.00

22.00

360

13.00

25.00

25.00

25.00

25.00

18.00

22.00



ESEC Prepay Vector #2


% CPR


Period

Fixed Rate

2/28 ARM

2/28 ARM IO

2/28 30/40 Balloon

3/27 ARM

5/25 ARM IO

5/25 ARM

1

5.00

5.00

5.00

5.00

5.00

5.00

5.00

2

5.91

6.55

6.18

6.55

6.55

6.18

6.55

3

6.82

8.09

7.36

8.09

8.09

7.36

8.09

4

7.73

9.64

8.55

9.64

9.64

8.55

9.64

5

8.64

11.18

9.73

11.18

11.18

9.73

11.18

6

9.55

12.73

10.91

12.73

12.73

10.91

12.73

7

10.45

14.27

12.09

14.27

14.27

12.09

14.27

8

11.36

15.82

13.27

15.82

15.82

13.27

15.82

9

12.27

17.36

14.45

17.36

17.36

14.45

17.36

10

13.18

18.91

15.64

18.91

18.91

15.64

18.91

11

14.09

20.45

16.82

20.45

20.45

16.82

20.45

12

15.00

22.00

18.00

22.00

22.00

18.00

22.00

13

13.00

22.00

18.00

22.00

22.00

18.00

22.00

14

13.00

22.00

18.00

22.00

22.00

18.00

22.00

15

13.00

22.00

18.00

22.00

22.00

18.00

22.00

16

13.00

22.00

18.00

22.00

22.00

18.00

22.00

17

13.00

22.00

18.00

22.00

22.00

18.00

22.00

18

13.00

22.00

18.00

22.00

22.00

18.00

22.00

19

13.00

22.00

18.00

22.00

22.00

18.00

22.00

20

13.00

22.00

18.00

22.00

22.00

18.00

22.00

21

13.00

22.00

18.00

22.00

22.00

18.00

22.00

22

13.00

22.00

18.00

22.00

22.00

18.00

22.00

23

13.00

22.00

18.00

22.00

22.00

18.00

22.00

24

13.00

40.00

40.00

40.00

22.00

18.00

22.00

25

13.00

40.00

40.00

40.00

22.00

18.00

22.00

26

13.00

40.00

40.00

40.00

22.00

18.00

22.00

27

13.00

40.00

40.00

40.00

22.00

18.00

22.00

28

13.00

40.00

40.00

40.00

22.00

18.00

22.00

29

13.00

22.00

23.00

25.00

22.00

18.00

22.00

30

13.00

22.00

23.00

25.00

22.00

18.00

22.00

31

13.00

22.00

23.00

25.00

22.00

18.00

22.00

32

13.00

22.00

23.00

25.00

22.00

18.00

22.00

33

13.00

22.00

23.00

25.00

22.00

18.00

22.00

34

13.00

22.00

23.00

25.00

22.00

18.00

22.00

35

13.00

22.00

23.00

25.00

22.00

18.00

22.00

36

13.00

22.00

23.00

25.00

40.00

18.00

22.00

37

13.00

22.00

23.00

25.00

40.00

18.00

22.00

38

13.00

22.00

23.00

25.00

40.00

18.00

22.00

39

13.00

22.00

23.00

25.00

40.00

18.00

22.00

40

13.00

22.00

23.00

25.00

40.00

18.00

22.00

41

13.00

22.00

23.00

25.00

22.00

18.00

22.00

42

13.00

22.00

23.00

25.00

22.00

18.00

22.00

43

13.00

22.00

23.00

25.00

22.00

18.00

22.00

44

13.00

22.00

23.00

25.00

22.00

18.00

22.00

45

13.00

22.00

23.00

25.00

22.00

18.00

22.00

46

13.00

22.00

23.00

25.00

22.00

18.00

22.00

47

13.00

22.00

23.00

25.00

22.00

18.00

22.00

48

13.00

22.00

23.00

25.00

22.00

18.00

22.00

49

13.00

22.00

23.00

25.00

22.00

18.00

22.00

50

13.00

22.00

23.00

25.00

22.00

18.00

22.00

51

13.00

22.00

23.00

25.00

22.00

18.00

22.00

52

13.00

22.00

23.00

25.00

22.00

18.00

22.00

53

13.00

22.00

23.00

25.00

22.00

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18.00

22.00

269

13.00

22.00

23.00

25.00

22.00

18.00

22.00

270

13.00

22.00

23.00

25.00

22.00

18.00

22.00

271

13.00

22.00

23.00

25.00

22.00

18.00

22.00

272

13.00

22.00

23.00

25.00

22.00

18.00

22.00

273

13.00

22.00

23.00

25.00

22.00

18.00

22.00

274

13.00

22.00

23.00

25.00

22.00

18.00

22.00

275

13.00

22.00

23.00

25.00

22.00

18.00

22.00

276

13.00

22.00

23.00

25.00

22.00

18.00

22.00

277

13.00

22.00

23.00

25.00

22.00

18.00

22.00

278

13.00

22.00

23.00

25.00

22.00

18.00

22.00

279

13.00

22.00

23.00

25.00

22.00

18.00

22.00

280

13.00

22.00

23.00

25.00

22.00

18.00

22.00

281

13.00

22.00

23.00

25.00

22.00

18.00

22.00

282

13.00

22.00

23.00

25.00

22.00

18.00

22.00

283

13.00

22.00

23.00

25.00

22.00

18.00

22.00

284

13.00

22.00

23.00

25.00

22.00

18.00

22.00

285

13.00

22.00

23.00

25.00

22.00

18.00

22.00

286

13.00

22.00

23.00

25.00

22.00

18.00

22.00

287

13.00

22.00

23.00

25.00

22.00

18.00

22.00

288

13.00

22.00

23.00

25.00

22.00

18.00

22.00

289

13.00

22.00

23.00

25.00

22.00

18.00

22.00

290

13.00

22.00

23.00

25.00

22.00

18.00

22.00

291

13.00

22.00

23.00

25.00

22.00

18.00

22.00

292

13.00

22.00

23.00

25.00

22.00

18.00

22.00

293

13.00

22.00

23.00

25.00

22.00

18.00

22.00

294

13.00

22.00

23.00

25.00

22.00

18.00

22.00

295

13.00

22.00

23.00

25.00

22.00

18.00

22.00

296

13.00

22.00

23.00

25.00

22.00

18.00

22.00

297

13.00

22.00

23.00

25.00

22.00

18.00

22.00

298

13.00

22.00

23.00

25.00

22.00

18.00

22.00

299

13.00

22.00

23.00

25.00

22.00

18.00

22.00

300

13.00

22.00

23.00

25.00

22.00

18.00

22.00

301

13.00

22.00

23.00

25.00

22.00

18.00

22.00

302

13.00

22.00

23.00

25.00

22.00

18.00

22.00

303

13.00

22.00

23.00

25.00

22.00

18.00

22.00

304

13.00

22.00

23.00

25.00

22.00

18.00

22.00

305

13.00

22.00

23.00

25.00

22.00

18.00

22.00

306

13.00

22.00

23.00

25.00

22.00

18.00

22.00

307

13.00

22.00

23.00

25.00

22.00

18.00

22.00

308

13.00

22.00

23.00

25.00

22.00

18.00

22.00

309

13.00

22.00

23.00

25.00

22.00

18.00

22.00

310

13.00

22.00

23.00

25.00

22.00

18.00

22.00

311

13.00

22.00

23.00

25.00

22.00

18.00

22.00

312

13.00

22.00

23.00

25.00

22.00

18.00

22.00

313

13.00

22.00

23.00

25.00

22.00

18.00

22.00

314

13.00

22.00

23.00

25.00

22.00

18.00

22.00

315

13.00

22.00

23.00

25.00

22.00

18.00

22.00

316

13.00

22.00

23.00

25.00

22.00

18.00

22.00

317

13.00

22.00

23.00

25.00

22.00

18.00

22.00

318

13.00

22.00

23.00

25.00

22.00

18.00

22.00

319

13.00

22.00

23.00

25.00

22.00

18.00

22.00

320

13.00

22.00

23.00

25.00

22.00

18.00

22.00

321

13.00

22.00

23.00

25.00

22.00

18.00

22.00

322

13.00

22.00

23.00

25.00

22.00

18.00

22.00

323

13.00

22.00

23.00

25.00

22.00

18.00

22.00

324

13.00

22.00

23.00

25.00

22.00

18.00

22.00

325

13.00

22.00

23.00

25.00

22.00

18.00

22.00

326

13.00

22.00

23.00

25.00

22.00

18.00

22.00

327

13.00

22.00

23.00

25.00

22.00

18.00

22.00

328

13.00

22.00

23.00

25.00

22.00

18.00

22.00

329

13.00

22.00

23.00

25.00

22.00

18.00

22.00

330

13.00

22.00

23.00

25.00

22.00

18.00

22.00

331

13.00

22.00

23.00

25.00

22.00

18.00

22.00

332

13.00

22.00

23.00

25.00

22.00

18.00

22.00

333

13.00

22.00

23.00

25.00

22.00

18.00

22.00

334

13.00

22.00

23.00

25.00

22.00

18.00

22.00

335

13.00

22.00

23.00

25.00

22.00

18.00

22.00

336

13.00

22.00

23.00

25.00

22.00

18.00

22.00

337

13.00

22.00

23.00

25.00

22.00

18.00

22.00

338

13.00

22.00

23.00

25.00

22.00

18.00

22.00

339

13.00

22.00

23.00

25.00

22.00

18.00

22.00

340

13.00

22.00

23.00

25.00

22.00

18.00

22.00

341

13.00

22.00

23.00

25.00

22.00

18.00

22.00

342

13.00

22.00

23.00

25.00

22.00

18.00

22.00

343

13.00

22.00

23.00

25.00

22.00

18.00

22.00

344

13.00

22.00

23.00

25.00

22.00

18.00

22.00

345

13.00

22.00

23.00

25.00

22.00

18.00

22.00

346

13.00

22.00

23.00

25.00

22.00

18.00

22.00

347

13.00

22.00

23.00

25.00

22.00

18.00

22.00

348

13.00

22.00

23.00

25.00

22.00

18.00

22.00

349

13.00

22.00

23.00

25.00

22.00

18.00

22.00

350

13.00

22.00

23.00

25.00

22.00

18.00

22.00

351

13.00

22.00

23.00

25.00

22.00

18.00

22.00

352

13.00

22.00

23.00

25.00

22.00

18.00

22.00

353

13.00

22.00

23.00

25.00

22.00

18.00

22.00

354

13.00

22.00

23.00

25.00

22.00

18.00

22.00

355

13.00

22.00

23.00

25.00

22.00

18.00

22.00

356

13.00

22.00

23.00

25.00

22.00

18.00

22.00

357

13.00

22.00

23.00

25.00

22.00

18.00

22.00

358

13.00

22.00

23.00

25.00

22.00

18.00

22.00

359

13.00

22.00

23.00

25.00

22.00

18.00

22.00

360

13.00

22.00

23.00

25.00

22.00

18.00

22.00



Cashflows to Class 2-A-2 assuming ESEC #1 Prepay Vectors, Forward Libor + 100bps & to Call


100bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .

100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1

Call (Y)

WAL

2.9324


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Accrued Interest

Total

 

62,000,000.00

10,820,235.25

72,820,235.25

 

0

0

 

0

 

10,820,235.25

            

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

173,152.22

2

25-Feb-06

0

302,181.11

302,181.11

62,000,000.00

0

0

0

0

0

302,181.11

3

25-Mar-06

0

278,724.44

278,724.44

62,000,000.00

0

0

0

0

0

278,724.44

4

25-Apr-06

0

311,791.11

311,791.11

62,000,000.00

0

0

0

0

0

311,791.11

5

25-May-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

306,383.33

6

25-Jun-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

320,333.33

7

25-Jul-06

0

307,416.67

307,416.67

62,000,000.00

0

0

0

0

0

307,416.67

8

25-Aug-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

320,333.33

9

25-Sep-06

0

321,401.11

321,401.11

62,000,000.00

0

0

0

0

0

321,401.11

10

25-Oct-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

306,383.33

11

25-Nov-06

0

318,197.78

318,197.78

62,000,000.00

0

0

0

0

0

318,197.78

12

25-Dec-06

0

307,933.33

307,933.33

62,000,000.00

0

0

0

0

0

307,933.33

13

25-Jan-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

14

25-Feb-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

15

25-Mar-07

0

284,511.11

284,511.11

62,000,000.00

0

0

0

0

0

284,511.11

16

25-Apr-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

17

25-May-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

302,766.67

18

25-Jun-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

19

25-Jul-07

0

302,250.00

302,250.00

62,000,000.00

0

0

0

0

0

302,250.00

20

25-Aug-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

312,325.00

21

25-Sep-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

312,325.00

22

25-Oct-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

302,766.67

23

25-Nov-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

24

25-Dec-07

0

303,283.33

303,283.33

62,000,000.00

0

0

0

0

0

303,283.33

25

25-Jan-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

26

25-Feb-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

27

25-Mar-08

0

294,172.78

294,172.78

62,000,000.00

0

0

0

0

0

294,172.78

28

25-Apr-08

1,328,944.17

314,460.56

1,643,404.73

60,671,055.83

0

0

0

0

0

314,460.56

29

25-May-08

5,738,704.89

298,299.36

6,037,004.25

54,932,350.94

0

0

0

0

0

298,299.36

30

25-Jun-08

5,608,831.88

279,086.86

5,887,918.74

49,323,519.06

0

0

0

0

0

279,086.86

31

25-Jul-08

5,481,967.46

243,329.36

5,725,296.82

43,841,551.60

0

0

0

0

0

243,329.36

32

25-Aug-08

5,358,040.96

223,494.49

5,581,535.44

38,483,510.64

0

0

0

0

0

223,494.49

33

25-Sep-08

5,236,983.39

196,180.39

5,433,163.78

33,246,527.25

0

0

0

0

0

196,180.39

34

25-Oct-08

5,118,133.92

164,293.26

5,282,427.18

28,128,393.33

0

0

0

0

0

164,293.26

35

25-Nov-08

4,994,086.23

143,634.52

5,137,720.75

23,134,307.10

0

0

0

0

0

143,634.52

36

25-Dec-08

5,036,369.08

114,514.82

5,150,883.90

18,097,938.01

0

0

0

0

0

114,514.82

37

25-Jan-09

0

92,882.64

92,882.64

18,097,938.01

0

0

0

0

0

92,882.64

38

25-Feb-09

0

92,882.64

92,882.64

18,097,938.01

0

0

0

0

0

92,882.64

39

25-Mar-09

0

83,894.00

83,894.00

18,097,938.01

0

0

0

0

0

83,894.00

40

25-Apr-09

2,602,809.33

92,882.64

2,695,691.97

15,495,128.68

0

0

0

0

0

92,882.64

41

25-May-09

2,488,581.81

77,088.27

2,565,670.08

13,006,546.87

0

0

0

0

0

77,088.27

42

25-Jun-09

2,433,085.84

66,864.49

2,499,950.33

10,573,461.02

0

0

0

0

0

66,864.49

43

25-Jul-09

2,378,869.95

52,691.08

2,431,561.03

8,194,591.07

0

0

0

0

0

52,691.08

44

25-Aug-09

2,325,893.64

42,268.16

2,368,161.80

5,868,697.43

0

0

0

0

0

42,268.16

45

25-Sep-09

2,274,128.13

30,271.07

2,304,399.20

3,594,569.30

0

0

0

0

0

30,271.07

46

25-Oct-09

2,223,522.90

18,002.80

2,241,525.70

1,371,046.40

0

0

0

0

0

18,002.80

47

25-Nov-09

1,371,046.40

7,095.55

1,378,141.95

0

0

0

0

0

0

7,095.55



Period

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

0

 

0

 

0

10,820,235.25

 

 

 

 

 

            

0

0

0

0

0

0

0

0

0

0

0

0

1

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

0

0

0

0

0

302,181.11

5.66

5.66

6.5583

21.44838

5.49

3

0

0

0

0

0

278,724.44

5.78

5.78

7.2611

21.62401

5.61

4

0

0

0

0

0

311,791.11

5.84

5.84

6.5602

21.83586

5.67

5

0

0

0

0

0

306,383.33

5.93

5.93

6.779

22.08565

5.76

6

0

0

0

0

0

320,333.33

6

6

6.5604

22.37537

5.83

7

0

0

0

0

0

307,416.67

5.95

5.95

6.7792

22.70725

5.78

8

0

0

0

0

0

320,333.33

6

6

6.5606

23.08386

5.83

9

0

0

0

0

0

321,401.11

6.02

6.02

6.5608

23.50808

5.85

10

0

0

0

0

0

306,383.33

5.93

5.93

6.7841

23.98317

5.76

11

0

0

0

0

0

318,197.78

5.96

5.96

6.5654

24.51284

5.79

12

0

0

0

0

0

307,933.33

5.96

5.96

6.7844

25.10125

5.79

13

0

0

0

0

0

314,994.44

5.9

5.9

6.5658

25.68555

5.73

14

0

0

0

0

0

314,994.44

5.9

5.9

6.5666

26.28293

5.73

15

0

0

0

0

0

284,511.11

5.9

5.9

7.271

26.89367

5.73

16

0

0

0

0

0

312,858.89

5.86

5.86

6.5716

27.51804

5.69

17

0

0

0

0

0

302,766.67

5.86

5.86

6.7915

28.15633

5.69

18

0

0

0

0

0

312,858.89

5.86

5.86

6.5733

28.80886

5.69

19

0

0

0

0

0

302,250.00

5.85

5.85

6.7933

29.47591

5.68

20

0

0

0

0

0

312,325.00

5.85

5.85

6.575

30.15779

5.68

21

0

0

0

0

0

312,325.00

5.85

5.85

6.5759

30.85479

5.68

22

0

0

0

0

0

302,766.67

5.86

5.86

6.9229

31.56669

5.69

23

0

0

0

0

0

312,858.89

5.86

5.86

8.5385

32.28606

5.69

24

0

0

0

0

0

303,283.33

5.87

5.87

8.8199

33.48385

5.7

25

0

0

0

0

0

314,460.56

5.89

5.89

8.5257

34.72127

5.72

26

0

0

0

0

0

314,460.56

5.89

5.89

8.516

35.99938

5.72

27

0

0

0

0

0

294,172.78

5.89

5.89

9.0927

37.31921

5.72

28

0

0

0

0

0

314,460.56

5.89

5.89

8.5613

38.68161

5.72

29

0

0

0

0

0

298,299.36

5.9

5.9

9.5973

39.54903

5.73

30

0

0

0

0

0

279,086.86

5.9

5.9

9.2833

40.43521

5.73

31

0

0

0

0

0

243,329.36

5.92

5.92

9.5881

41.34056

5.75

32

0

0

0

0

0

223,494.49

5.92

5.92

9.2743

42.26547

5.75

33

0

0

0

0

0

196,180.39

5.92

5.92

9.2698

43.21031

5.75

34

0

0

0

0

0

164,293.26

5.93

5.93

9.6

44.17527

5.76

35

0

0

0

0

0

143,634.52

5.93

5.93

9.6329

45.15951

5.76

36

0

0

0

0

0

114,514.82

5.94

5.94

9.951

46.19692

5.77

37

0

0

0

0

0

92,882.64

5.96

5.96

9.6246

46.72963

5.79

38

0

0

0

0

0

92,882.64

5.96

5.96

9.6192

45.88722

5.79

39

0

0

0

0

0

83,894.00

5.96

5.96

10.6437

44.59656

5.79

40

0

0

0

0

0

92,882.64

5.96

5.96

9.6152

43.27844

5.79

41

0

0

0

0

0

77,088.27

5.97

5.97

9.9984

43.23388

5.8

42

0

0

0

0

0

66,864.49

5.97

5.97

9.6709

43.23323

5.8

43

0

0

0

0

0

52,691.08

5.98

5.98

9.9867

43.23257

5.81

44

0

0

0

0

0

42,268.16

5.99

5.99

9.6582

43.23191

5.82

45

0

0

0

0

0

30,271.07

5.99

5.99

9.6518

43.23125

5.82

46

0

0

0

0

0

18,002.80

6.01

6.01

9.9698

43.23057

5.84

47

0

0

0

0

0

7,095.55

6.01

6.01

9.6899

100

5.84




Cashflows to Class 2-A-2 assuming ESEC #1 Prepay Vectors, Forward Libor + 200bps & to Call



200bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .

100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1

Call (Y)

WAL

2.933


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Total

 

62,000,000.00

12,627,857.23

74,627,857.23

 

0

0

 

0

 

           

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

2

25-Feb-06

0

355,570.00

355,570.00

62,000,000.00

0

0

0

0

0

3

25-Mar-06

0

326,946.67

326,946.67

62,000,000.00

0

0

0

0

0

4

25-Apr-06

0

365,180.00

365,180.00

62,000,000.00

0

0

0

0

0

5

25-May-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

6

25-Jun-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

7

25-Jul-06

0

359,083.33

359,083.33

62,000,000.00

0

0

0

0

0

8

25-Aug-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

9

25-Sep-06

0

374,790.00

374,790.00

62,000,000.00

0

0

0

0

0

10

25-Oct-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

11

25-Nov-06

0

371,586.67

371,586.67

62,000,000.00

0

0

0

0

0

12

25-Dec-06

0

359,600.00

359,600.00

62,000,000.00

0

0

0

0

0

13

25-Jan-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

14

25-Feb-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

15

25-Mar-07

0

332,733.33

332,733.33

62,000,000.00

0

0

0

0

0

16

25-Apr-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

17

25-May-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

18

25-Jun-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

19

25-Jul-07

0

353,916.67

353,916.67

62,000,000.00

0

0

0

0

0

20

25-Aug-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

21

25-Sep-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

22

25-Oct-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

23

25-Nov-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

24

25-Dec-07

0

354,950.00

354,950.00

62,000,000.00

0

0

0

0

0

25

25-Jan-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

26

25-Feb-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

27

25-Mar-08

0

344,117.22

344,117.22

62,000,000.00

0

0

0

0

0

28

25-Apr-08

1,328,730.72

367,849.44

1,696,580.16

60,671,269.28

0

0

0

0

0

29

25-May-08

5,738,436.89

348,859.80

6,087,296.69

54,932,832.39

0

0

0

0

0

30

25-Jun-08

5,608,575.30

326,392.58

5,934,967.88

49,324,257.10

0

0

0

0

0

31

25-Jul-08

5,481,721.93

284,436.55

5,766,158.47

43,842,535.17

0

0

0

0

0

32

25-Aug-08

5,357,806.13

261,252.80

5,619,058.92

38,484,729.04

0

0

0

0

0

33

25-Sep-08

5,236,758.93

229,326.22

5,466,085.15

33,247,970.11

0

0

0

0

0

34

25-Oct-08

5,117,526.12

192,007.03

5,309,533.15

28,130,443.99

0

0

0

0

0

35

25-Nov-08

4,984,312.20

167,868.42

5,152,180.63

23,146,131.79

0

0

0

0

0

36

25-Dec-08

5,027,006.13

133,861.80

5,160,867.92

18,119,125.66

0

0

0

0

0

37

25-Jan-09

0

108,593.96

108,593.96

18,119,125.66

0

0

0

0

0

38

25-Feb-09

0

108,593.96

108,593.96

18,119,125.66

0

0

0

0

0

39

25-Mar-09

0

98,084.87

98,084.87

18,119,125.66

0

0

0

0

0

40

25-Apr-09

2,592,563.56

108,593.96

2,701,157.52

15,526,562.10

0

0

0

0

0

41

25-May-09

2,482,864.39

90,183.45

2,573,047.84

13,043,697.71

0

0

0

0

0

42

25-Jun-09

2,427,621.91

78,287.55

2,505,909.45

10,616,075.80

0

0

0

0

0

43

25-Jul-09

2,373,651.46

61,750.17

2,435,401.64

8,242,424.34

0

0

0

0

0

44

25-Aug-09

2,320,912.78

49,612.53

2,370,525.30

5,921,511.56

0

0

0

0

0

45

25-Sep-09

2,269,377.29

35,642.57

2,305,019.85

3,652,134.27

0

0

0

0

0

46

25-Oct-09

2,218,969.27

21,334.55

2,240,303.82

1,433,165.00

0

0

0

0

0

47

25-Nov-09

1,433,165.00

8,651.14

1,441,816.14

0

0

0

0

0

0



Period

Accrued Interest

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

12,627,857.23

0

 

248,234.93

 

248,234.93

12,379,622.30

 

 

 

 

 

             

0

0

0

0

0

0

0

0

0

0

0

0

0

1

173,152.22

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

355,570.00

0

0

5,427.35

0

5,427.35

350,142.65

6.66

6.66

6.5583

21.44838

6.49

3

326,946.67

0

0

0

0

0

326,946.67

6.78

6.78

7.2611

21.62401

6.61

4

365,180.00

0

0

14,937.58

0

14,937.58

350,242.42

6.84

6.84

6.5602

21.83586

6.67

5

358,050.00

0

0

7,802.85

0

7,802.85

350,247.15

6.93

6.93

6.779

22.08565

6.76

6

373,722.22

0

0

23,469.68

0

23,469.68

350,252.54

7

7

6.5604

22.37537

6.83

7

359,083.33

0

0

8,824.72

0

8,824.72

350,258.61

6.95

6.95

6.7792

22.70725

6.78

8

373,722.22

0

0

23,456.84

0

23,456.84

350,265.39

7

7

6.5606

23.08386

6.83

9

374,790.00

0

0

24,517.09

0

24,517.09

350,272.91

7.02

7.02

6.5608

23.50808

6.85

10

358,050.00

0

0

7,538.76

0

7,538.76

350,511.24

6.93

6.93

6.7841

23.98317

6.76

11

371,586.67

0

0

21,066.86

0

21,066.86

350,519.80

6.96

6.96

6.5654

24.51284

6.79

12

359,600.00

0

0

9,070.82

0

9,070.82

350,529.18

6.96

6.96

6.7844

25.10125

6.79

13

368,383.33

0

0

17,843.88

0

17,843.88

350,539.45

6.9

6.9

6.5658

25.68555

6.73

14

368,383.33

0

0

17,801.45

0

17,801.45

350,581.89

6.9

6.9

6.5666

26.28293

6.73

15

332,733.33

0

0

0

0

0

332,733.33

6.9

6.9

7.271

26.89367

6.73

16

366,247.78

0

0

15,394.40

0

15,394.40

350,853.38

6.86

6.86

6.5717

27.51804

6.69

17

354,433.33

0

0

3,535.92

0

3,535.92

350,897.42

6.86

6.86

6.7916

28.15633

6.69

18

366,247.78

0

0

15,305.56

0

15,305.56

350,942.22

6.86

6.86

6.5733

28.80886

6.69

19

353,916.67

0

0

2,928.87

0

2,928.87

350,987.80

6.85

6.85

6.7933

29.47591

6.68

20

365,713.89

0

0

14,679.73

0

14,679.73

351,034.16

6.85

6.85

6.575

30.15779

6.68

21

365,713.89

0

0

14,632.59

0

14,632.59

351,081.30

6.85

6.85

6.5759

30.85479

6.68

22

354,433.33

0

0

0

0

0

354,433.33

6.86

6.86

6.9242

31.56669

6.69

23

366,247.78

0

0

0

0

0

366,247.78

6.86

6.86

8.5398

32.28606

6.69

24

354,950.00

0

0

0

0

0

354,950.00

6.87

6.87

8.8212

33.48384

6.7

25

367,849.44

0

0

0

0

0

367,849.44

6.89

6.89

8.527

34.72126

6.72

26

367,849.44

0

0

0

0

0

367,849.44

6.89

6.89

8.5173

35.99937

6.72

27

344,117.22

0

0

0

0

0

344,117.22

6.89

6.89

9.0941

37.3192

6.72

28

367,849.44

0

0

0

0

0

367,849.44

6.89

6.89

8.5635

38.68158

6.72

29

348,859.80

0

0

0

0

0

348,859.80

6.9

6.9

9.6096

39.54893

6.73

30

326,392.58

0

0

0

0

0

326,392.58

6.9

6.9

9.2951

40.43504

6.73

31

284,436.55

0

0

0

0

0

284,436.55

6.92

6.92

9.6004

41.34031

6.75

32

261,252.80

0

0

0

0

0

261,252.80

6.92

6.92

9.2861

42.26513

6.75

33

229,326.22

0

0

0

0

0

229,326.22

6.92

6.92

9.2816

43.2099

6.75

34

192,007.03

0

0

0

0

0

192,007.03

6.93

6.93

9.6446

44.17468

6.76

35

167,868.42

0

0

0

0

0

167,868.42

6.93

6.93

10.1561

45.15686

6.76

36

133,861.80

0

0

0

0

0

133,861.80

6.94

6.94

10.4904

46.19211

6.77

37

108,593.96

0

0

0

0

0

108,593.96

6.96

6.96

10.1457

46.72333

6.79

38

108,593.96

0

0

0

0

0

108,593.96

6.96

6.96

10.1394

45.88287

6.79

39

98,084.87

0

0

0

0

0

98,084.87

6.96

6.96

11.2186

44.59483

6.79

40

108,593.96

0

0

0

0

0

108,593.96

6.96

6.96

10.1427

43.27943

6.79

41

90,183.45

0

0

0

0

0

90,183.45

6.97

6.97

10.7006

43.23166

6.8

42

78,287.55

0

0

0

0

0

78,287.55

6.97

6.97

10.3487

43.231

6.8

43

61,750.17

0

0

0

0

0

61,750.17

6.98

6.98

10.6853

43.23034

6.81

44

49,612.53

0

0

0

0

0

49,612.53

6.99

6.99

10.3325

43.22968

6.82

45

35,642.57

0

0

0

0

0

35,642.57

6.99

6.99

10.3243

43.22902

6.82

46

21,334.55

0

0

0

0

0

21,334.55

7.01

7.01

10.6662

43.22831

6.84

47

8,651.14

0

0

0

0

0

8,651.14

7.01

7.01

10.3854

100

6.84



Cashflows to Class 2-A-2 assuming ESEC #1 Prepay Vectors, Forward Libor + 100bps & to Maturity



100bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .


100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1


WAL

2.9324


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Total

 

62,000,000.00

10,820,235.25

72,820,235.25

 

0

0

 

0

 

           

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

2

25-Feb-06

0

302,181.11

302,181.11

62,000,000.00

0

0

0

0

0

3

25-Mar-06

0

278,724.44

278,724.44

62,000,000.00

0

0

0

0

0

4

25-Apr-06

0

311,791.11

311,791.11

62,000,000.00

0

0

0

0

0

5

25-May-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

6

25-Jun-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

7

25-Jul-06

0

307,416.67

307,416.67

62,000,000.00

0

0

0

0

0

8

25-Aug-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

9

25-Sep-06

0

321,401.11

321,401.11

62,000,000.00

0

0

0

0

0

10

25-Oct-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

11

25-Nov-06

0

318,197.78

318,197.78

62,000,000.00

0

0

0

0

0

12

25-Dec-06

0

307,933.33

307,933.33

62,000,000.00

0

0

0

0

0

13

25-Jan-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

14

25-Feb-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

15

25-Mar-07

0

284,511.11

284,511.11

62,000,000.00

0

0

0

0

0

16

25-Apr-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

17

25-May-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

18

25-Jun-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

19

25-Jul-07

0

302,250.00

302,250.00

62,000,000.00

0

0

0

0

0

20

25-Aug-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

21

25-Sep-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

22

25-Oct-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

23

25-Nov-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

24

25-Dec-07

0

303,283.33

303,283.33

62,000,000.00

0

0

0

0

0

25

25-Jan-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

26

25-Feb-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

27

25-Mar-08

0

294,172.78

294,172.78

62,000,000.00

0

0

0

0

0

28

25-Apr-08

1,328,944.17

314,460.56

1,643,404.73

60,671,055.83

0

0

0

0

0

29

25-May-08

5,738,704.89

298,299.36

6,037,004.25

54,932,350.94

0

0

0

0

0

30

25-Jun-08

5,608,831.88

279,086.86

5,887,918.74

49,323,519.06

0

0

0

0

0

31

25-Jul-08

5,481,967.46

243,329.36

5,725,296.82

43,841,551.60

0

0

0

0

0

32

25-Aug-08

5,358,040.96

223,494.49

5,581,535.44

38,483,510.64

0

0

0

0

0

33

25-Sep-08

5,236,983.39

196,180.39

5,433,163.78

33,246,527.25

0

0

0

0

0

34

25-Oct-08

5,118,133.92

164,293.26

5,282,427.18

28,128,393.33

0

0

0

0

0

35

25-Nov-08

4,994,086.23

143,634.52

5,137,720.75

23,134,307.10

0

0

0

0

0

36

25-Dec-08

5,036,369.08

114,514.82

5,150,883.90

18,097,938.01

0

0

0

0

0

37

25-Jan-09

0

92,882.64

92,882.64

18,097,938.01

0

0

0

0

0

38

25-Feb-09

0

92,882.64

92,882.64

18,097,938.01

0

0

0

0

0

39

25-Mar-09

0

83,894.00

83,894.00

18,097,938.01

0

0

0

0

0

40

25-Apr-09

2,602,809.33

92,882.64

2,695,691.97

15,495,128.68

0

0

0

0

0

41

25-May-09

2,488,581.81

77,088.27

2,565,670.08

13,006,546.87

0

0

0

0

0

42

25-Jun-09

2,433,085.84

66,864.49

2,499,950.33

10,573,461.02

0

0

0

0

0

43

25-Jul-09

2,378,869.95

52,691.08

2,431,561.03

8,194,591.07

0

0

0

0

0

44

25-Aug-09

2,325,893.64

42,268.16

2,368,161.80

5,868,697.43

0

0

0

0

0

45

25-Sep-09

2,274,128.13

30,271.07

2,304,399.20

3,594,569.30

0

0

0

0

0

46

25-Oct-09

2,223,522.90

18,002.80

2,241,525.70

1,371,046.40

0

0

0

0

0

47

25-Nov-09

1,371,046.40

7,095.55

1,378,141.95

0

0

0

0

0

0



Period

Accrued Interest

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

10,820,235.25

0

 

0

 

0

10,820,235.25

 

 

 

 

 

             

0

0

0

0

0

0

0

0

0

0

0

0

0

1

173,152.22

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

302,181.11

0

0

0

0

0

302,181.11

5.66

5.66

6.5583

21.44838

5.49

3

278,724.44

0

0

0

0

0

278,724.44

5.78

5.78

7.2611

21.62401

5.61

4

311,791.11

0

0

0

0

0

311,791.11

5.84

5.84

6.5602

21.83586

5.67

5

306,383.33

0

0

0

0

0

306,383.33

5.93

5.93

6.779

22.08565

5.76

6

320,333.33

0

0

0

0

0

320,333.33

6

6

6.5604

22.37537

5.83

7

307,416.67

0

0

0

0

0

307,416.67

5.95

5.95

6.7792

22.70725

5.78

8

320,333.33

0

0

0

0

0

320,333.33

6

6

6.5606

23.08386

5.83

9

321,401.11

0

0

0

0

0

321,401.11

6.02

6.02

6.5608

23.50808

5.85

10

306,383.33

0

0

0

0

0

306,383.33

5.93

5.93

6.7841

23.98317

5.76

11

318,197.78

0

0

0

0

0

318,197.78

5.96

5.96

6.5654

24.51284

5.79

12

307,933.33

0

0

0

0

0

307,933.33

5.96

5.96

6.7844

25.10125

5.79

13

314,994.44

0

0

0

0

0

314,994.44

5.9

5.9

6.5658

25.68555

5.73

14

314,994.44

0

0

0

0

0

314,994.44

5.9

5.9

6.5666

26.28293

5.73

15

284,511.11

0

0

0

0

0

284,511.11

5.9

5.9

7.271

26.89367

5.73

16

312,858.89

0

0

0

0

0

312,858.89

5.86

5.86

6.5716

27.51804

5.69

17

302,766.67

0

0

0

0

0

302,766.67

5.86

5.86

6.7915

28.15633

5.69

18

312,858.89

0

0

0

0

0

312,858.89

5.86

5.86

6.5733

28.80886

5.69

19

302,250.00

0

0

0

0

0

302,250.00

5.85

5.85

6.7933

29.47591

5.68

20

312,325.00

0

0

0

0

0

312,325.00

5.85

5.85

6.575

30.15779

5.68

21

312,325.00

0

0

0

0

0

312,325.00

5.85

5.85

6.5759

30.85479

5.68

22

302,766.67

0

0

0

0

0

302,766.67

5.86

5.86

6.9229

31.56669

5.69

23

312,858.89

0

0

0

0

0

312,858.89

5.86

5.86

8.5385

32.28606

5.69

24

303,283.33

0

0

0

0

0

303,283.33

5.87

5.87

8.8199

33.48385

5.7

25

314,460.56

0

0

0

0

0

314,460.56

5.89

5.89

8.5257

34.72127

5.72

26

314,460.56

0

0

0

0

0

314,460.56

5.89

5.89

8.516

35.99938

5.72

27

294,172.78

0

0

0

0

0

294,172.78

5.89

5.89

9.0927

37.31921

5.72

28

314,460.56

0

0

0

0

0

314,460.56

5.89

5.89

8.5613

38.68161

5.72

29

298,299.36

0

0

0

0

0

298,299.36

5.9

5.9

9.5973

39.54903

5.73

30

279,086.86

0

0

0

0

0

279,086.86

5.9

5.9

9.2833

40.43521

5.73

31

243,329.36

0

0

0

0

0

243,329.36

5.92

5.92

9.5881

41.34056

5.75

32

223,494.49

0

0

0

0

0

223,494.49

5.92

5.92

9.2743

42.26547

5.75

33

196,180.39

0

0

0

0

0

196,180.39

5.92

5.92

9.2698

43.21031

5.75

34

164,293.26

0

0

0

0

0

164,293.26

5.93

5.93

9.6

44.17527

5.76

35

143,634.52

0

0

0

0

0

143,634.52

5.93

5.93

9.6329

45.15951

5.76

36

114,514.82

0

0

0

0

0

114,514.82

5.94

5.94

9.951

46.19692

5.77

37

92,882.64

0

0

0

0

0

92,882.64

5.96

5.96

9.6246

46.72963

5.79

38

92,882.64

0

0

0

0

0

92,882.64

5.96

5.96

9.6192

45.88722

5.79

39

83,894.00

0

0

0

0

0

83,894.00

5.96

5.96

10.6437

44.59656

5.79

40

92,882.64

0

0

0

0

0

92,882.64

5.96

5.96

9.6152

43.27844

5.79

41

77,088.27

0

0

0

0

0

77,088.27

5.97

5.97

9.9984

43.23388

5.8

42

66,864.49

0

0

0

0

0

66,864.49

5.97

5.97

9.6709

43.23323

5.8

43

52,691.08

0

0

0

0

0

52,691.08

5.98

5.98

9.9867

43.23257

5.81

44

42,268.16

0

0

0

0

0

42,268.16

5.99

5.99

9.6582

43.23191

5.82

45

30,271.07

0

0

0

0

0

30,271.07

5.99

5.99

9.6518

43.23125

5.82

46

18,002.80

0

0

0

0

0

18,002.80

6.01

6.01

9.9698

43.23057

5.84

47

7,095.55

0

0

0

0

0

7,095.55

6.01

6.01

9.6899

100

5.84



Cashflows to Class 2-A-2 assuming ESEC #1 Prepay Vectors, Forward Libor + 200bps & to Maturity


200bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .


100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV1 / 100 *ESSEC_A228IO_cprV1 / 100 *ESSEC_A327_cprV1 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV1 / 100 *ESSEC_FXD_cprV1


WAL

2.933


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Accrued Interest

Total

 

62,000,000.00

12,627,857.23

74,627,857.23

 

0

0

 

0

 

12,627,857.23

            

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

173,152.22

2

25-Feb-06

0

355,570.00

355,570.00

62,000,000.00

0

0

0

0

0

355,570.00

3

25-Mar-06

0

326,946.67

326,946.67

62,000,000.00

0

0

0

0

0

326,946.67

4

25-Apr-06

0

365,180.00

365,180.00

62,000,000.00

0

0

0

0

0

365,180.00

5

25-May-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

358,050.00

6

25-Jun-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

373,722.22

7

25-Jul-06

0

359,083.33

359,083.33

62,000,000.00

0

0

0

0

0

359,083.33

8

25-Aug-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

373,722.22

9

25-Sep-06

0

374,790.00

374,790.00

62,000,000.00

0

0

0

0

0

374,790.00

10

25-Oct-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

358,050.00

11

25-Nov-06

0

371,586.67

371,586.67

62,000,000.00

0

0

0

0

0

371,586.67

12

25-Dec-06

0

359,600.00

359,600.00

62,000,000.00

0

0

0

0

0

359,600.00

13

25-Jan-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

14

25-Feb-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

15

25-Mar-07

0

332,733.33

332,733.33

62,000,000.00

0

0

0

0

0

332,733.33

16

25-Apr-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

17

25-May-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

354,433.33

18

25-Jun-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

19

25-Jul-07

0

353,916.67

353,916.67

62,000,000.00

0

0

0

0

0

353,916.67

20

25-Aug-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

365,713.89

21

25-Sep-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

365,713.89

22

25-Oct-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

354,433.33

23

25-Nov-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

24

25-Dec-07

0

354,950.00

354,950.00

62,000,000.00

0

0

0

0

0

354,950.00

25

25-Jan-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

26

25-Feb-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

27

25-Mar-08

0

344,117.22

344,117.22

62,000,000.00

0

0

0

0

0

344,117.22

28

25-Apr-08

1,328,730.72

367,849.44

1,696,580.16

60,671,269.28

0

0

0

0

0

367,849.44

29

25-May-08

5,738,436.89

348,859.80

6,087,296.69

54,932,832.39

0

0

0

0

0

348,859.80

30

25-Jun-08

5,608,575.30

326,392.58

5,934,967.88

49,324,257.10

0

0

0

0

0

326,392.58

31

25-Jul-08

5,481,721.93

284,436.55

5,766,158.47

43,842,535.17

0

0

0

0

0

284,436.55

32

25-Aug-08

5,357,806.13

261,252.80

5,619,058.92

38,484,729.04

0

0

0

0

0

261,252.80

33

25-Sep-08

5,236,758.93

229,326.22

5,466,085.15

33,247,970.11

0

0

0

0

0

229,326.22

34

25-Oct-08

5,117,526.12

192,007.03

5,309,533.15

28,130,443.99

0

0

0

0

0

192,007.03

35

25-Nov-08

4,984,312.20

167,868.42

5,152,180.63

23,146,131.79

0

0

0

0

0

167,868.42

36

25-Dec-08

5,027,006.13

133,861.80

5,160,867.92

18,119,125.66

0

0

0

0

0

133,861.80

37

25-Jan-09

0

108,593.96

108,593.96

18,119,125.66

0

0

0

0

0

108,593.96

38

25-Feb-09

0

108,593.96

108,593.96

18,119,125.66

0

0

0

0

0

108,593.96

39

25-Mar-09

0

98,084.87

98,084.87

18,119,125.66

0

0

0

0

0

98,084.87

40

25-Apr-09

2,592,563.56

108,593.96

2,701,157.52

15,526,562.10

0

0

0

0

0

108,593.96

41

25-May-09

2,482,864.39

90,183.45

2,573,047.84

13,043,697.71

0

0

0

0

0

90,183.45

42

25-Jun-09

2,427,621.91

78,287.55

2,505,909.45

10,616,075.80

0

0

0

0

0

78,287.55

43

25-Jul-09

2,373,651.46

61,750.17

2,435,401.64

8,242,424.34

0

0

0

0

0

61,750.17

44

25-Aug-09

2,320,912.78

49,612.53

2,370,525.30

5,921,511.56

0

0

0

0

0

49,612.53

45

25-Sep-09

2,269,377.29

35,642.57

2,305,019.85

3,652,134.27

0

0

0

0

0

35,642.57

46

25-Oct-09

2,218,969.27

21,334.55

2,240,303.82

1,433,165.00

0

0

0

0

0

21,334.55

47

25-Nov-09

1,433,165.00

8,651.14

1,441,816.14

0

0

0

0

0

0

8,651.14




Period

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

0

 

248,234.93

 

248,234.93

12,379,622.30

 

 

 

 

 

            

0

0

0

0

0

0

0

0

0

0

0

0

1

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

0

0

5,427.35

0

5,427.35

350,142.65

6.66

6.66

6.5583

21.44838

6.49

3

0

0

0

0

0

326,946.67

6.78

6.78

7.2611

21.62401

6.61

4

0

0

14,937.58

0

14,937.58

350,242.42

6.84

6.84

6.5602

21.83586

6.67

5

0

0

7,802.85

0

7,802.85

350,247.15

6.93

6.93

6.779

22.08565

6.76

6

0

0

23,469.68

0

23,469.68

350,252.54

7

7

6.5604

22.37537

6.83

7

0

0

8,824.72

0

8,824.72

350,258.61

6.95

6.95

6.7792

22.70725

6.78

8

0

0

23,456.84

0

23,456.84

350,265.39

7

7

6.5606

23.08386

6.83

9

0

0

24,517.09

0

24,517.09

350,272.91

7.02

7.02

6.5608

23.50808

6.85

10

0

0

7,538.76

0

7,538.76

350,511.24

6.93

6.93

6.7841

23.98317

6.76

11

0

0

21,066.86

0

21,066.86

350,519.80

6.96

6.96

6.5654

24.51284

6.79

12

0

0

9,070.82

0

9,070.82

350,529.18

6.96

6.96

6.7844

25.10125

6.79

13

0

0

17,843.88

0

17,843.88

350,539.45

6.9

6.9

6.5658

25.68555

6.73

14

0

0

17,801.45

0

17,801.45

350,581.89

6.9

6.9

6.5666

26.28293

6.73

15

0

0

0

0

0

332,733.33

6.9

6.9

7.271

26.89367

6.73

16

0

0

15,394.40

0

15,394.40

350,853.38

6.86

6.86

6.5717

27.51804

6.69

17

0

0

3,535.92

0

3,535.92

350,897.42

6.86

6.86

6.7916

28.15633

6.69

18

0

0

15,305.56

0

15,305.56

350,942.22

6.86

6.86

6.5733

28.80886

6.69

19

0

0

2,928.87

0

2,928.87

350,987.80

6.85

6.85

6.7933

29.47591

6.68

20

0

0

14,679.73

0

14,679.73

351,034.16

6.85

6.85

6.575

30.15779

6.68

21

0

0

14,632.59

0

14,632.59

351,081.30

6.85

6.85

6.5759

30.85479

6.68

22

0

0

0

0

0

354,433.33

6.86

6.86

6.9242

31.56669

6.69

23

0

0

0

0

0

366,247.78

6.86

6.86

8.5398

32.28606

6.69

24

0

0

0

0

0

354,950.00

6.87

6.87

8.8212

33.48384

6.7

25

0

0

0

0

0

367,849.44

6.89

6.89

8.527

34.72126

6.72

26

0

0

0

0

0

367,849.44

6.89

6.89

8.5173

35.99937

6.72

27

0

0

0

0

0

344,117.22

6.89

6.89

9.0941

37.3192

6.72

28

0

0

0

0

0

367,849.44

6.89

6.89

8.5635

38.68158

6.72

29

0

0

0

0

0

348,859.80

6.9

6.9

9.6096

39.54893

6.73

30

0

0

0

0

0

326,392.58

6.9

6.9

9.2951

40.43504

6.73

31

0

0

0

0

0

284,436.55

6.92

6.92

9.6004

41.34031

6.75

32

0

0

0

0

0

261,252.80

6.92

6.92

9.2861

42.26513

6.75

33

0

0

0

0

0

229,326.22

6.92

6.92

9.2816

43.2099

6.75

34

0

0

0

0

0

192,007.03

6.93

6.93

9.6446

44.17468

6.76

35

0

0

0

0

0

167,868.42

6.93

6.93

10.1561

45.15686

6.76

36

0

0

0

0

0

133,861.80

6.94

6.94

10.4904

46.19211

6.77

37

0

0

0

0

0

108,593.96

6.96

6.96

10.1457

46.72333

6.79

38

0

0

0

0

0

108,593.96

6.96

6.96

10.1394

45.88287

6.79

39

0

0

0

0

0

98,084.87

6.96

6.96

11.2186

44.59483

6.79

40

0

0

0

0

0

108,593.96

6.96

6.96

10.1427

43.27943

6.79

41

0

0

0

0

0

90,183.45

6.97

6.97

10.7006

43.23166

6.8

42

0

0

0

0

0

78,287.55

6.97

6.97

10.3487

43.231

6.8

43

0

0

0

0

0

61,750.17

6.98

6.98

10.6853

43.23034

6.81

44

0

0

0

0

0

49,612.53

6.99

6.99

10.3325

43.22968

6.82

45

0

0

0

0

0

35,642.57

6.99

6.99

10.3243

43.22902

6.82

46

0

0

0

0

0

21,334.55

7.01

7.01

10.6662

43.22831

6.84

47

0

0

0

0

0

8,651.14

7.01

7.01

10.3854

100

6.84



Cashflows to Class 2-A-2 assuming ESEC #2 Prepay Vectors, Forward Libor + 100bps & to Call



100bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .


100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSE


Call (Y)


WAL

3.3139


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Accrued Interest

Total

 

62,000,000.00

12,252,440.92

74,252,440.92

 

0

0

 

0

 

12,252,440.92

            

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

173,152.22

2

25-Feb-06

0

302,181.11

302,181.11

62,000,000.00

0

0

0

0

0

302,181.11

3

25-Mar-06

0

278,724.44

278,724.44

62,000,000.00

0

0

0

0

0

278,724.44

4

25-Apr-06

0

311,791.11

311,791.11

62,000,000.00

0

0

0

0

0

311,791.11

5

25-May-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

306,383.33

6

25-Jun-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

320,333.33

7

25-Jul-06

0

307,416.67

307,416.67

62,000,000.00

0

0

0

0

0

307,416.67

8

25-Aug-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

320,333.33

9

25-Sep-06

0

321,401.11

321,401.11

62,000,000.00

0

0

0

0

0

321,401.11

10

25-Oct-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

306,383.33

11

25-Nov-06

0

318,197.78

318,197.78

62,000,000.00

0

0

0

0

0

318,197.78

12

25-Dec-06

0

307,933.33

307,933.33

62,000,000.00

0

0

0

0

0

307,933.33

13

25-Jan-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

14

25-Feb-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

15

25-Mar-07

0

284,511.11

284,511.11

62,000,000.00

0

0

0

0

0

284,511.11

16

25-Apr-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

17

25-May-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

302,766.67

18

25-Jun-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

19

25-Jul-07

0

302,250.00

302,250.00

62,000,000.00

0

0

0

0

0

302,250.00

20

25-Aug-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

312,325.00

21

25-Sep-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

312,325.00

22

25-Oct-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

302,766.67

23

25-Nov-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

24

25-Dec-07

0

303,283.33

303,283.33

62,000,000.00

0

0

0

0

0

303,283.33

25

25-Jan-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

26

25-Feb-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

27

25-Mar-08

0

294,172.78

294,172.78

62,000,000.00

0

0

0

0

0

294,172.78

28

25-Apr-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

29

25-May-08

0

304,833.33

304,833.33

62,000,000.00

0

0

0

0

0

304,833.33

30

25-Jun-08

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

31

25-Jul-08

0

305,866.67

305,866.67

62,000,000.00

0

0

0

0

0

305,866.67

32

25-Aug-08

4,380,222.57

316,062.22

4,696,284.79

57,619,777.43

0

0

0

0

0

316,062.22

33

25-Sep-08

5,112,196.85

293,732.82

5,405,929.67

52,507,580.58

0

0

0

0

0

293,732.82

34

25-Oct-08

5,008,970.53

259,474.96

5,268,445.50

47,498,610.05

0

0

0

0

0

259,474.96

35

25-Nov-08

4,898,912.02

242,546.37

5,141,458.40

42,599,698.03

0

0

0

0

0

242,546.37

36

25-Dec-08

5,043,941.21

210,868.51

5,254,809.72

37,555,756.81

0

0

0

0

0

210,868.51

37

25-Jan-09

2,889,380.85

192,744.49

3,082,125.34

34,666,375.96

0

0

0

0

0

192,744.49

38

25-Feb-09

2,778,486.65

177,915.55

2,956,402.19

31,887,889.32

0

0

0

0

0

177,915.55

39

25-Mar-09

2,717,372.10

147,818.08

2,865,190.19

29,170,517.22

0

0

0

0

0

147,818.08

40

25-Apr-09

2,657,639.82

149,709.58

2,807,349.40

26,512,877.39

0

0

0

0

0

149,709.58

41

25-May-09

2,485,685.13

131,901.57

2,617,586.69

24,027,192.27

0

0

0

0

0

131,901.57

42

25-Jun-09

2,436,062.22

123,519.79

2,559,582.01

21,591,130.05

0

0

0

0

0

123,519.79

43

25-Jul-09

2,387,459.11

107,595.80

2,495,054.91

19,203,670.94

0

0

0

0

0

107,595.80

44

25-Aug-09

2,339,842.19

99,053.60

2,438,895.79

16,863,828.75

0

0

0

0

0

99,053.60

45

25-Sep-09

2,293,191.22

86,984.57

2,380,175.78

14,570,637.53

0

0

0

0

0

86,984.57

46

25-Oct-09

2,247,460.35

72,974.61

2,320,434.96

12,323,177.18

0

0

0

0

0

72,974.61

47

25-Nov-09

2,202,133.57

63,775.87

2,265,909.44

10,121,043.61

0

0

0

0

0

63,775.87

48

25-Dec-09

2,158,275.22

50,773.90

2,209,049.12

7,962,768.39

0

0

0

0

0

50,773.90

49

25-Jan-10

2,115,314.53

41,415.24

2,156,729.78

5,847,453.86

0

0

0

0

0

41,415.24

50

25-Feb-10

2,073,224.07

30,463.61

2,103,687.68

3,774,229.79

0

0

0

0

0

30,463.61

51

25-Mar-10

2,031,985.98

17,759.85

2,049,745.83

1,742,243.81

0

0

0

0

0

17,759.85

52

25-Apr-10

1,742,243.81

9,076.61

1,751,320.41

0

0

0

0

0

0

9,076.61




Period

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

0

 

0

 

0

12,252,440.92

 

 

 

 

 

            

0

0

0

0

0

0

0

0

0

0

0

0

1

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

0

0

0

0

0

302,181.11

5.66

5.66

6.5583

21.44105

5.49

3

0

0

0

0

0

278,724.44

5.78

5.78

7.2611

21.60158

5.61

4

0

0

0

0

0

311,791.11

5.84

5.84

6.5602

21.79006

5.67

5

0

0

0

0

0

306,383.33

5.93

5.93

6.779

22.0076

5.76

6

0

0

0

0

0

320,333.33

6

6

6.5604

22.25545

5.83

7

0

0

0

0

0

307,416.67

5.95

5.95

6.7792

22.53503

5.78

8

0

0

0

0

0

320,333.33

6

6

6.5606

22.8479

5.83

9

0

0

0

0

0

321,401.11

6.02

6.02

6.5607

23.19584

5.85

10

0

0

0

0

0

306,383.33

5.93

5.93

6.784

23.58075

5.76

11

0

0

0

0

0

318,197.78

5.96

5.96

6.5653

24.00484

5.79

12

0

0

0

0

0

307,933.33

5.96

5.96

6.7843

24.47051

5.79

13

0

0

0

0

0

314,994.44

5.9

5.9

6.5656

24.93838

5.73

14

0

0

0

0

0

314,994.44

5.9

5.9

6.566

25.41508

5.73

15

0

0

0

0

0

284,511.11

5.9

5.9

7.27

25.90078

5.73

16

0

0

0

0

0

312,858.89

5.86

5.86

6.5703

26.39564

5.69

17

0

0

0

0

0

302,766.67

5.86

5.86

6.7897

26.89983

5.69

18

0

0

0

0

0

312,858.89

5.86

5.86

6.5711

27.41354

5.69

19

0

0

0

0

0

302,250.00

5.85

5.85

6.7906

27.93694

5.68

20

0

0

0

0

0

312,325.00

5.85

5.85

6.572

28.4702

5.68

21

0

0

0

0

0

312,325.00

5.85

5.85

6.5724

29.0135

5.68

22

0

0

0

0

0

302,766.67

5.86

5.86

6.92

29.56651

5.69

23

0

0

0

0

0

312,858.89

5.86

5.86

8.5593

30.12209

5.69

24

0

0

0

0

0

303,283.33

5.87

5.87

8.843

31.24156

5.7

25

0

0

0

0

0

314,460.56

5.89

5.89

8.5479

32.39814

5.72

26

0

0

0

0

0

314,460.56

5.89

5.89

8.5378

33.59279

5.72

27

0

0

0

0

0

294,172.78

5.89

5.89

9.1158

34.8265

5.72

28

0

0

0

0

0

314,460.56

5.89

5.89

8.5832

36.10005

5.72

29

0

0

0

0

0

304,833.33

5.9

5.9

9.6295

36.82771

5.73

30

0

0

0

0

0

314,994.44

5.9

5.9

9.3157

37.5698

5.73

31

0

0

0

0

0

305,866.67

5.92

5.92

9.623

38.32658

5.75

32

0

0

0

0

0

316,062.22

5.92

5.92

9.3094

39.09836

5.75

33

0

0

0

0

0

293,732.82

5.92

5.92

9.3061

39.88539

5.75

34

0

0

0

0

0

259,474.96

5.93

5.93

9.6397

40.68775

5.76

35

0

0

0

0

0

242,546.37

5.93

5.93

9.6813

41.50456

5.76

36

0

0

0

0

0

210,868.51

5.94

5.94

10.0031

42.37982

5.77

37

0

0

0

0

0

192,744.49

5.96

5.96

9.677

43.1776

5.79

38

0

0

0

0

0

177,915.55

5.96

5.96

9.6736

43.19482

5.79

39

0

0

0

0

0

147,818.08

5.96

5.96

10.7063

43.19369

5.79

40

0

0

0

0

0

149,709.58

5.96

5.96

9.6742

43.19252

5.79

41

0

0

0

0

0

131,901.57

5.97

5.97

10.0649

43.1567

5.8

42

0

0

0

0

0

123,519.79

5.97

5.97

9.7374

43.15644

5.8

43

0

0

0

0

0

107,595.80

5.98

5.98

10.0575

43.15618

5.81

44

0

0

0

0

0

99,053.60

5.99

5.99

9.7287

43.15593

5.82

45

0

0

0

0

0

86,984.57

5.99

5.99

9.7244

43.15567

5.82

46

0

0

0

0

0

72,974.61

6.01

6.01

10.047

43.15539

5.84

47

0

0

0

0

0

63,775.87

6.01

6.01

9.7689

43.15496

5.84

48

0

0

0

0

0

50,773.90

6.02

6.02

10.0914

43.1547

5.85

49

0

0

0

0

0

41,415.24

6.04

6.04

9.7613

43.15444

5.87

50

0

0

0

0

0

30,463.61

6.05

6.05

9.7568

43.15418

5.88

51

0

0

0

0

0

17,759.85

6.05

6.05

10.7972

43.15393

5.88

52

0

0

0

0

0

9,076.61

6.05

6.05

9.75

100

5.88



Cashflows to Class 2-A-2 assuming ESEC #2 Prepay Vectors, Forward Libor + 200bps & to Call



200bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .


100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSE


Call (Y)


WAL

3.3151


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Accrued Interest

Total

 

62,000,000.00

14,303,164.53

76,303,164.53

 

0

0

 

0

 

14,303,164.53

            

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

173,152.22

2

25-Feb-06

0

355,570.00

355,570.00

62,000,000.00

0

0

0

0

0

355,570.00

3

25-Mar-06

0

326,946.67

326,946.67

62,000,000.00

0

0

0

0

0

326,946.67

4

25-Apr-06

0

365,180.00

365,180.00

62,000,000.00

0

0

0

0

0

365,180.00

5

25-May-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

358,050.00

6

25-Jun-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

373,722.22

7

25-Jul-06

0

359,083.33

359,083.33

62,000,000.00

0

0

0

0

0

359,083.33

8

25-Aug-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

373,722.22

9

25-Sep-06

0

374,790.00

374,790.00

62,000,000.00

0

0

0

0

0

374,790.00

10

25-Oct-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

358,050.00

11

25-Nov-06

0

371,586.67

371,586.67

62,000,000.00

0

0

0

0

0

371,586.67

12

25-Dec-06

0

359,600.00

359,600.00

62,000,000.00

0

0

0

0

0

359,600.00

13

25-Jan-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

14

25-Feb-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

15

25-Mar-07

0

332,733.33

332,733.33

62,000,000.00

0

0

0

0

0

332,733.33

16

25-Apr-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

17

25-May-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

354,433.33

18

25-Jun-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

19

25-Jul-07

0

353,916.67

353,916.67

62,000,000.00

0

0

0

0

0

353,916.67

20

25-Aug-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

365,713.89

21

25-Sep-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

365,713.89

22

25-Oct-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

354,433.33

23

25-Nov-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

24

25-Dec-07

0

354,950.00

354,950.00

62,000,000.00

0

0

0

0

0

354,950.00

25

25-Jan-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

26

25-Feb-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

27

25-Mar-08

0

344,117.22

344,117.22

62,000,000.00

0

0

0

0

0

344,117.22

28

25-Apr-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

29

25-May-08

0

356,500.00

356,500.00

62,000,000.00

0

0

0

0

0

356,500.00

30

25-Jun-08

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

31

25-Jul-08

0

357,533.33

357,533.33

62,000,000.00

0

0

0

0

0

357,533.33

32

25-Aug-08

4,378,869.79

369,451.11

4,748,320.90

57,621,130.21

0

0

0

0

0

369,451.11

33

25-Sep-08

5,111,942.38

343,357.91

5,455,300.30

52,509,187.82

0

0

0

0

0

343,357.91

34

25-Oct-08

5,008,289.57

303,240.56

5,311,530.13

47,500,898.25

0

0

0

0

0

303,240.56

35

25-Nov-08

4,888,022.11

283,461.61

5,171,483.72

42,612,876.14

0

0

0

0

0

283,461.61

36

25-Dec-08

5,033,444.61

246,444.47

5,279,889.08

37,579,431.53

0

0

0

0

0

246,444.47

37

25-Jan-09

2,894,390.44

225,226.06

3,119,616.50

34,685,041.09

0

0

0

0

0

225,226.06

38

25-Feb-09

2,772,875.63

207,879.01

2,980,754.64

31,912,165.46

0

0

0

0

0

207,879.01

39

25-Mar-09

2,711,969.85

172,751.19

2,884,721.04

29,200,195.61

0

0

0

0

0

172,751.19

40

25-Apr-09

2,652,345.76

175,006.51

2,827,352.27

26,547,849.85

0

0

0

0

0

175,006.51

41

25-May-09

2,479,137.54

154,198.76

2,633,336.30

24,068,712.31

0

0

0

0

0

154,198.76

42

25-Jun-09

2,429,764.34

144,459.07

2,574,223.42

21,638,947.97

0

0

0

0

0

144,459.07

43

25-Jul-09

2,381,404.11

125,866.55

2,507,270.66

19,257,543.86

0

0

0

0

0

125,866.55

44

25-Aug-09

2,334,023.39

115,914.37

2,449,937.76

16,923,520.47

0

0

0

0

0

115,914.37

45

25-Sep-09

2,287,602.10

101,865.49

2,389,467.59

14,635,918.36

0

0

0

0

0

101,865.49

46

25-Oct-09

2,242,064.33

85,498.16

2,327,562.48

12,393,854.03

0

0

0

0

0

85,498.16

47

25-Nov-09

2,196,754.22

74,814.12

2,271,568.34

10,197,099.82

0

0

0

0

0

74,814.12

48

25-Dec-09

2,153,114.84

59,653.03

2,212,767.88

8,043,984.97

0

0

0

0

0

59,653.03

49

25-Jan-10

2,110,367.03

48,764.42

2,159,131.45

5,933,617.94

0

0

0

0

0

48,764.42

50

25-Feb-10

2,068,483.49

36,022.01

2,104,505.50

3,865,134.45

0

0

0

0

0

36,022.01

51

25-Mar-10

2,027,446.51

21,193.82

2,048,640.33

1,837,687.94

0

0

0

0

0

21,193.82

52

25-Apr-10

1,837,687.94

11,156.30

1,848,844.24

0

0

0

0

0

0

11,156.30




Period

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

0

 

249,059.26

 

249,059.26

14,054,105.27

 

 

 

 

 

            

0

0

0

0

0

0

0

0

0

0

0

0

1

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

0

0

5,427.35

0

5,427.35

350,142.65

6.66

6.66

6.5583

21.44105

6.49

3

0

0

0

0

0

326,946.67

6.78

6.78

7.2611

21.60158

6.61

4

0

0

14,937.90

0

14,937.90

350,242.10

6.84

6.84

6.5602

21.79006

6.67

5

0

0

7,803.50

0

7,803.50

350,246.50

6.93

6.93

6.779

22.0076

6.76

6

0

0

23,470.79

0

23,470.79

350,251.44

7

7

6.5604

22.25545

6.83

7

0

0

8,826.42

0

8,826.42

350,256.91

6.95

6.95

6.7792

22.53503

6.78

8

0

0

23,459.27

0

23,459.27

350,262.95

7

7

6.5606

22.8479

6.83

9

0

0

24,520.42

0

24,520.42

350,269.58

7.02

7.02

6.5607

23.19584

6.85

10

0

0

7,542.50

0

7,542.50

350,507.50

6.93

6.93

6.784

23.58075

6.76

11

0

0

21,071.69

0

21,071.69

350,514.98

6.96

6.96

6.5653

24.00484

6.79

12

0

0

9,076.91

0

9,076.91

350,523.09

6.96

6.96

6.7843

24.47051

6.79

13

0

0

17,851.47

0

17,851.47

350,531.87

6.9

6.9

6.5656

24.93838

6.73

14

0

0

17,830.11

0

17,830.11

350,553.22

6.9

6.9

6.566

25.41508

6.73

15

0

0

0

0

0

332,733.33

6.9

6.9

7.27

25.90078

6.73

16

0

0

15,464.69

0

15,464.69

350,783.09

6.86

6.86

6.5703

26.39564

6.69

17

0

0

3,628.40

0

3,628.40

350,804.94

6.86

6.86

6.7898

26.89983

6.69

18

0

0

15,420.68

0

15,420.68

350,827.09

6.86

6.86

6.5712

27.41354

6.69

19

0

0

3,067.11

0

3,067.11

350,849.56

6.85

6.85

6.7906

27.93694

6.68

20

0

0

14,841.57

0

14,841.57

350,872.32

6.85

6.85

6.572

28.4702

6.68

21

0

0

14,818.49

0

14,818.49

350,895.40

6.85

6.85

6.5724

29.0135

6.68

22

0

0

0

0

0

354,433.33

6.86

6.86

6.9214

29.56651

6.69

23

0

0

0

0

0

366,247.78

6.86

6.86

8.5607

30.12209

6.69

24

0

0

0

0

0

354,950.00

6.87

6.87

8.8444

31.24155

6.7

25

0

0

0

0

0

367,849.44

6.89

6.89

8.5492

32.39813

6.72

26

0

0

0

0

0

367,849.44

6.89

6.89

8.5392

33.59278

6.72

27

0

0

0

0

0

344,117.22

6.89

6.89

9.1172

34.82648

6.72

28

0

0

0

0

0

367,849.44

6.89

6.89

8.5855

36.10002

6.72

29

0

0

0

0

0

356,500.00

6.9

6.9

9.6421

36.82762

6.73

30

0

0

0

0

0

368,383.33

6.9

6.9

9.3279

37.56963

6.73

31

0

0

0

0

0

357,533.33

6.92

6.92

9.6356

38.32634

6.75

32

0

0

0

0

0

369,451.11

6.92

6.92

9.3215

39.09804

6.75

33

0

0

0

0

0

343,357.91

6.92

6.92

9.3183

39.885

6.75

34

0

0

0

0

0

303,240.56

6.93

6.93

9.6851

40.68719

6.76

35

0

0

0

0

0

283,461.61

6.93

6.93

10.2165

41.50206

6.76

36

0

0

0

0

0

246,444.47

6.94

6.94

10.5553

42.3753

6.77

37

0

0

0

0

0

225,226.06

6.96

6.96

10.2112

43.17167

6.79

38

0

0

0

0

0

207,879.01

6.96

6.96

10.2075

43.193

6.79

39

0

0

0

0

0

172,751.19

6.96

6.96

11.297

43.19186

6.79

40

0

0

0

0

0

175,006.51

6.96

6.96

10.2167

43.19064

6.79

41

0

0

0

0

0

154,198.76

6.97

6.97

10.7839

43.15441

6.8

42

0

0

0

0

0

144,459.07

6.97

6.97

10.432

43.15415

6.8

43

0

0

0

0

0

125,866.55

6.98

6.98

10.774

43.15388

6.81

44

0

0

0

0

0

115,914.37

6.99

6.99

10.4209

43.15362

6.82

45

0

0

0

0

0

101,865.49

6.99

6.99

10.4154

43.15335

6.82

46

0

0

0

0

0

85,498.16

7.01

7.01

10.7633

43.15305

6.84

47

0

0

0

0

0

74,814.12

7.01

7.01

10.486

43.15255

6.84

48

0

0

0

0

0

59,653.03

7.02

7.02

10.831

43.15228

6.85

49

0

0

0

0

0

48,764.42

7.04

7.04

10.4759

43.15202

6.87

50

0

0

0

0

0

36,022.01

7.05

7.05

10.4701

43.15176

6.88

51

0

0

0

0

0

21,193.82

7.05

7.05

11.5854

43.1515

6.88

52

0

0

0

0

0

11,156.30

7.05

7.05

10.4607

100

6.88



Cashflows to Class 2-A-2 assuming ESEC #2 Prepay Vectors, Forward Libor + 100bps & to Maturity



100bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .


100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSE


WAL

3.3139


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Accrued Interest

Total

 

62,000,000.00

12,252,440.92

74,252,440.92

 

0

0

 

0

 

12,252,440.92

            

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

173,152.22

2

25-Feb-06

0

302,181.11

302,181.11

62,000,000.00

0

0

0

0

0

302,181.11

3

25-Mar-06

0

278,724.44

278,724.44

62,000,000.00

0

0

0

0

0

278,724.44

4

25-Apr-06

0

311,791.11

311,791.11

62,000,000.00

0

0

0

0

0

311,791.11

5

25-May-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

306,383.33

6

25-Jun-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

320,333.33

7

25-Jul-06

0

307,416.67

307,416.67

62,000,000.00

0

0

0

0

0

307,416.67

8

25-Aug-06

0

320,333.33

320,333.33

62,000,000.00

0

0

0

0

0

320,333.33

9

25-Sep-06

0

321,401.11

321,401.11

62,000,000.00

0

0

0

0

0

321,401.11

10

25-Oct-06

0

306,383.33

306,383.33

62,000,000.00

0

0

0

0

0

306,383.33

11

25-Nov-06

0

318,197.78

318,197.78

62,000,000.00

0

0

0

0

0

318,197.78

12

25-Dec-06

0

307,933.33

307,933.33

62,000,000.00

0

0

0

0

0

307,933.33

13

25-Jan-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

14

25-Feb-07

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

15

25-Mar-07

0

284,511.11

284,511.11

62,000,000.00

0

0

0

0

0

284,511.11

16

25-Apr-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

17

25-May-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

302,766.67

18

25-Jun-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

19

25-Jul-07

0

302,250.00

302,250.00

62,000,000.00

0

0

0

0

0

302,250.00

20

25-Aug-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

312,325.00

21

25-Sep-07

0

312,325.00

312,325.00

62,000,000.00

0

0

0

0

0

312,325.00

22

25-Oct-07

0

302,766.67

302,766.67

62,000,000.00

0

0

0

0

0

302,766.67

23

25-Nov-07

0

312,858.89

312,858.89

62,000,000.00

0

0

0

0

0

312,858.89

24

25-Dec-07

0

303,283.33

303,283.33

62,000,000.00

0

0

0

0

0

303,283.33

25

25-Jan-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

26

25-Feb-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

27

25-Mar-08

0

294,172.78

294,172.78

62,000,000.00

0

0

0

0

0

294,172.78

28

25-Apr-08

0

314,460.56

314,460.56

62,000,000.00

0

0

0

0

0

314,460.56

29

25-May-08

0

304,833.33

304,833.33

62,000,000.00

0

0

0

0

0

304,833.33

30

25-Jun-08

0

314,994.44

314,994.44

62,000,000.00

0

0

0

0

0

314,994.44

31

25-Jul-08

0

305,866.67

305,866.67

62,000,000.00

0

0

0

0

0

305,866.67

32

25-Aug-08

4,380,222.57

316,062.22

4,696,284.79

57,619,777.43

0

0

0

0

0

316,062.22

33

25-Sep-08

5,112,196.85

293,732.82

5,405,929.67

52,507,580.58

0

0

0

0

0

293,732.82

34

25-Oct-08

5,008,970.53

259,474.96

5,268,445.50

47,498,610.05

0

0

0

0

0

259,474.96

35

25-Nov-08

4,898,912.02

242,546.37

5,141,458.40

42,599,698.03

0

0

0

0

0

242,546.37

36

25-Dec-08

5,043,941.21

210,868.51

5,254,809.72

37,555,756.81

0

0

0

0

0

210,868.51

37

25-Jan-09

2,889,380.85

192,744.49

3,082,125.34

34,666,375.96

0

0

0

0

0

192,744.49

38

25-Feb-09

2,778,486.65

177,915.55

2,956,402.19

31,887,889.32

0

0

0

0

0

177,915.55

39

25-Mar-09

2,717,372.10

147,818.08

2,865,190.19

29,170,517.22

0

0

0

0

0

147,818.08

40

25-Apr-09

2,657,639.82

149,709.58

2,807,349.40

26,512,877.39

0

0

0

0

0

149,709.58

41

25-May-09

2,485,685.13

131,901.57

2,617,586.69

24,027,192.27

0

0

0

0

0

131,901.57

42

25-Jun-09

2,436,062.22

123,519.79

2,559,582.01

21,591,130.05

0

0

0

0

0

123,519.79

43

25-Jul-09

2,387,459.11

107,595.80

2,495,054.91

19,203,670.94

0

0

0

0

0

107,595.80

44

25-Aug-09

2,339,842.19

99,053.60

2,438,895.79

16,863,828.75

0

0

0

0

0

99,053.60

45

25-Sep-09

2,293,191.22

86,984.57

2,380,175.78

14,570,637.53

0

0

0

0

0

86,984.57

46

25-Oct-09

2,247,460.35

72,974.61

2,320,434.96

12,323,177.18

0

0

0

0

0

72,974.61

47

25-Nov-09

2,202,133.57

63,775.87

2,265,909.44

10,121,043.61

0

0

0

0

0

63,775.87

48

25-Dec-09

2,158,275.22

50,773.90

2,209,049.12

7,962,768.39

0

0

0

0

0

50,773.90

49

25-Jan-10

2,115,314.53

41,415.24

2,156,729.78

5,847,453.86

0

0

0

0

0

41,415.24

50

25-Feb-10

2,073,224.07

30,463.61

2,103,687.68

3,774,229.79

0

0

0

0

0

30,463.61

51

25-Mar-10

2,031,985.98

17,759.85

2,049,745.83

1,742,243.81

0

0

0

0

0

17,759.85

52

25-Apr-10

1,742,243.81

9,076.61

1,751,320.41

0

0

0

0

0

0

9,076.61



Period

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

0

 

0

 

0

12,252,440.92

 

 

 

 

 

            

0

0

0

0

0

0

0

0

0

0

0

0

1

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

0

0

0

0

0

302,181.11

5.66

5.66

6.5583

21.44105

5.49

3

0

0

0

0

0

278,724.44

5.78

5.78

7.2611

21.60158

5.61

4

0

0

0

0

0

311,791.11

5.84

5.84

6.5602

21.79006

5.67

5

0

0

0

0

0

306,383.33

5.93

5.93

6.779

22.0076

5.76

6

0

0

0

0

0

320,333.33

6

6

6.5604

22.25545

5.83

7

0

0

0

0

0

307,416.67

5.95

5.95

6.7792

22.53503

5.78

8

0

0

0

0

0

320,333.33

6

6

6.5606

22.8479

5.83

9

0

0

0

0

0

321,401.11

6.02

6.02

6.5607

23.19584

5.85

10

0

0

0

0

0

306,383.33

5.93

5.93

6.784

23.58075

5.76

11

0

0

0

0

0

318,197.78

5.96

5.96

6.5653

24.00484

5.79

12

0

0

0

0

0

307,933.33

5.96

5.96

6.7843

24.47051

5.79

13

0

0

0

0

0

314,994.44

5.9

5.9

6.5656

24.93838

5.73

14

0

0

0

0

0

314,994.44

5.9

5.9

6.566

25.41508

5.73

15

0

0

0

0

0

284,511.11

5.9

5.9

7.27

25.90078

5.73

16

0

0

0

0

0

312,858.89

5.86

5.86

6.5703

26.39564

5.69

17

0

0

0

0

0

302,766.67

5.86

5.86

6.7897

26.89983

5.69

18

0

0

0

0

0

312,858.89

5.86

5.86

6.5711

27.41354

5.69

19

0

0

0

0

0

302,250.00

5.85

5.85

6.7906

27.93694

5.68

20

0

0

0

0

0

312,325.00

5.85

5.85

6.572

28.4702

5.68

21

0

0

0

0

0

312,325.00

5.85

5.85

6.5724

29.0135

5.68

22

0

0

0

0

0

302,766.67

5.86

5.86

6.92

29.56651

5.69

23

0

0

0

0

0

312,858.89

5.86

5.86

8.5593

30.12209

5.69

24

0

0

0

0

0

303,283.33

5.87

5.87

8.843

31.24156

5.7

25

0

0

0

0

0

314,460.56

5.89

5.89

8.5479

32.39814

5.72

26

0

0

0

0

0

314,460.56

5.89

5.89

8.5378

33.59279

5.72

27

0

0

0

0

0

294,172.78

5.89

5.89

9.1158

34.8265

5.72

28

0

0

0

0

0

314,460.56

5.89

5.89

8.5832

36.10005

5.72

29

0

0

0

0

0

304,833.33

5.9

5.9

9.6295

36.82771

5.73

30

0

0

0

0

0

314,994.44

5.9

5.9

9.3157

37.5698

5.73

31

0

0

0

0

0

305,866.67

5.92

5.92

9.623

38.32658

5.75

32

0

0

0

0

0

316,062.22

5.92

5.92

9.3094

39.09836

5.75

33

0

0

0

0

0

293,732.82

5.92

5.92

9.3061

39.88539

5.75

34

0

0

0

0

0

259,474.96

5.93

5.93

9.6397

40.68775

5.76

35

0

0

0

0

0

242,546.37

5.93

5.93

9.6813

41.50456

5.76

36

0

0

0

0

0

210,868.51

5.94

5.94

10.0031

42.37982

5.77

37

0

0

0

0

0

192,744.49

5.96

5.96

9.677

43.1776

5.79

38

0

0

0

0

0

177,915.55

5.96

5.96

9.6736

43.19482

5.79

39

0

0

0

0

0

147,818.08

5.96

5.96

10.7063

43.19369

5.79

40

0

0

0

0

0

149,709.58

5.96

5.96

9.6742

43.19252

5.79

41

0

0

0

0

0

131,901.57

5.97

5.97

10.0649

43.1567

5.8

42

0

0

0

0

0

123,519.79

5.97

5.97

9.7374

43.15644

5.8

43

0

0

0

0

0

107,595.80

5.98

5.98

10.0575

43.15618

5.81

44

0

0

0

0

0

99,053.60

5.99

5.99

9.7287

43.15593

5.82

45

0

0

0

0

0

86,984.57

5.99

5.99

9.7244

43.15567

5.82

46

0

0

0

0

0

72,974.61

6.01

6.01

10.047

43.15539

5.84

47

0

0

0

0

0

63,775.87

6.01

6.01

9.7689

43.15496

5.84

48

0

0

0

0

0

50,773.90

6.02

6.02

10.0914

43.1547

5.85

49

0

0

0

0

0

41,415.24

6.04

6.04

9.7613

43.15444

5.87

50

0

0

0

0

0

30,463.61

6.05

6.05

9.7568

43.15418

5.88

51

0

0

0

0

0

17,759.85

6.05

6.05

10.7972

43.15393

5.88

52

0

0

0

0

0

9,076.61

6.05

6.05

9.75

100

5.88



Cashflows to Class 2-A-2 assuming ESEC #2 Prepay Vectors, Forward Libor + 200bps & to Maturity



200bp, LIBOR_1MO=4.49 . . ., LIBOR_6MO=4.73 . . .


100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525IO_cprV1 / 100 *ESSEC_A228_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSEC_A327_cprV2 / 100 *ESSEC_A525_cprV1 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_FXD_cprV2 / 100 *ESSEC_A228IO_cprV2 / 100 *ESSE


WAL

3.3151


Period

Date

Principal

Interest

Cash Flow

Balance

Prepay Penalty

Princ Writedown

Accum Princ Writedown

Gross Writedown

Accum Gross Writedown

Accrued Interest

Total

 

62,000,000.00

14,303,164.53

76,303,164.53

 

0

0

 

0

 

14,303,164.53

            

0

3-Jan-06

0

0

0

62,000,000.00

0

0

0

0

0

0

1

25-Jan-06

0

173,152.22

173,152.22

62,000,000.00

0

0

0

0

0

173,152.22

2

25-Feb-06

0

355,570.00

355,570.00

62,000,000.00

0

0

0

0

0

355,570.00

3

25-Mar-06

0

326,946.67

326,946.67

62,000,000.00

0

0

0

0

0

326,946.67

4

25-Apr-06

0

365,180.00

365,180.00

62,000,000.00

0

0

0

0

0

365,180.00

5

25-May-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

358,050.00

6

25-Jun-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

373,722.22

7

25-Jul-06

0

359,083.33

359,083.33

62,000,000.00

0

0

0

0

0

359,083.33

8

25-Aug-06

0

373,722.22

373,722.22

62,000,000.00

0

0

0

0

0

373,722.22

9

25-Sep-06

0

374,790.00

374,790.00

62,000,000.00

0

0

0

0

0

374,790.00

10

25-Oct-06

0

358,050.00

358,050.00

62,000,000.00

0

0

0

0

0

358,050.00

11

25-Nov-06

0

371,586.67

371,586.67

62,000,000.00

0

0

0

0

0

371,586.67

12

25-Dec-06

0

359,600.00

359,600.00

62,000,000.00

0

0

0

0

0

359,600.00

13

25-Jan-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

14

25-Feb-07

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

15

25-Mar-07

0

332,733.33

332,733.33

62,000,000.00

0

0

0

0

0

332,733.33

16

25-Apr-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

17

25-May-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

354,433.33

18

25-Jun-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

19

25-Jul-07

0

353,916.67

353,916.67

62,000,000.00

0

0

0

0

0

353,916.67

20

25-Aug-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

365,713.89

21

25-Sep-07

0

365,713.89

365,713.89

62,000,000.00

0

0

0

0

0

365,713.89

22

25-Oct-07

0

354,433.33

354,433.33

62,000,000.00

0

0

0

0

0

354,433.33

23

25-Nov-07

0

366,247.78

366,247.78

62,000,000.00

0

0

0

0

0

366,247.78

24

25-Dec-07

0

354,950.00

354,950.00

62,000,000.00

0

0

0

0

0

354,950.00

25

25-Jan-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

26

25-Feb-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

27

25-Mar-08

0

344,117.22

344,117.22

62,000,000.00

0

0

0

0

0

344,117.22

28

25-Apr-08

0

367,849.44

367,849.44

62,000,000.00

0

0

0

0

0

367,849.44

29

25-May-08

0

356,500.00

356,500.00

62,000,000.00

0

0

0

0

0

356,500.00

30

25-Jun-08

0

368,383.33

368,383.33

62,000,000.00

0

0

0

0

0

368,383.33

31

25-Jul-08

0

357,533.33

357,533.33

62,000,000.00

0

0

0

0

0

357,533.33

32

25-Aug-08

4,378,869.79

369,451.11

4,748,320.90

57,621,130.21

0

0

0

0

0

369,451.11

33

25-Sep-08

5,111,942.38

343,357.91

5,455,300.30

52,509,187.82

0

0

0

0

0

343,357.91

34

25-Oct-08

5,008,289.57

303,240.56

5,311,530.13

47,500,898.25

0

0

0

0

0

303,240.56

35

25-Nov-08

4,888,022.11

283,461.61

5,171,483.72

42,612,876.14

0

0

0

0

0

283,461.61

36

25-Dec-08

5,033,444.61

246,444.47

5,279,889.08

37,579,431.53

0

0

0

0

0

246,444.47

37

25-Jan-09

2,894,390.44

225,226.06

3,119,616.50

34,685,041.09

0

0

0

0

0

225,226.06

38

25-Feb-09

2,772,875.63

207,879.01

2,980,754.64

31,912,165.46

0

0

0

0

0

207,879.01

39

25-Mar-09

2,711,969.85

172,751.19

2,884,721.04

29,200,195.61

0

0

0

0

0

172,751.19

40

25-Apr-09

2,652,345.76

175,006.51

2,827,352.27

26,547,849.85

0

0

0

0

0

175,006.51

41

25-May-09

2,479,137.54

154,198.76

2,633,336.30

24,068,712.31

0

0

0

0

0

154,198.76

42

25-Jun-09

2,429,764.34

144,459.07

2,574,223.42

21,638,947.97

0

0

0

0

0

144,459.07

43

25-Jul-09

2,381,404.11

125,866.55

2,507,270.66

19,257,543.86

0

0

0

0

0

125,866.55

44

25-Aug-09

2,334,023.39

115,914.37

2,449,937.76

16,923,520.47

0

0

0

0

0

115,914.37

45

25-Sep-09

2,287,602.10

101,865.49

2,389,467.59

14,635,918.36

0

0

0

0

0

101,865.49

46

25-Oct-09

2,242,064.33

85,498.16

2,327,562.48

12,393,854.03

0

0

0

0

0

85,498.16

47

25-Nov-09

2,196,754.22

74,814.12

2,271,568.34

10,197,099.82

0

0

0

0

0

74,814.12

48

25-Dec-09

2,153,114.84

59,653.03

2,212,767.88

8,043,984.97

0

0

0

0

0

59,653.03

49

25-Jan-10

2,110,367.03

48,764.42

2,159,131.45

5,933,617.94

0

0

0

0

0

48,764.42

50

25-Feb-10

2,068,483.49

36,022.01

2,104,505.50

3,865,134.45

0

0

0

0

0

36,022.01

51

25-Mar-10

2,027,446.51

21,193.82

2,048,640.33

1,837,687.94

0

0

0

0

0

21,193.82

52

25-Apr-10

1,837,687.94

11,156.30

1,848,844.24

0

0

0

0

0

0

11,156.30




Period

Interest Shortfall

Accum Interest Shortfall

Couponcap Shortfall

Couponcap Accum Shortfall

Couponcap Shortfall Payback

Capped Optimal Interest

Coupon

Effective Coupon

Couponcap Rate

Credit Support

LIBOR_1MO

Total

0

 

249,059.26

 

249,059.26

14,054,105.27

 

 

 

 

 

            

0

0

0

0

0

0

0

0

0

0

0

0

1

0

0

0

0

0

173,152.22

4.57

4.57

9.2412

21.30748

4.4

2

0

0

5,427.35

0

5,427.35

350,142.65

6.66

6.66

6.5583

21.44105

6.49

3

0

0

0

0

0

326,946.67

6.78

6.78

7.2611

21.60158

6.61

4

0

0

14,937.90

0

14,937.90

350,242.10

6.84

6.84

6.5602

21.79006

6.67

5

0

0

7,803.50

0

7,803.50

350,246.50

6.93

6.93

6.779

22.0076

6.76

6

0

0

23,470.79

0

23,470.79

350,251.44

7

7

6.5604

22.25545

6.83

7

0

0

8,826.42

0

8,826.42

350,256.91

6.95

6.95

6.7792

22.53503

6.78

8

0

0

23,459.27

0

23,459.27

350,262.95

7

7

6.5606

22.8479

6.83

9

0

0

24,520.42

0

24,520.42

350,269.58

7.02

7.02

6.5607

23.19584

6.85

10

0

0

7,542.50

0

7,542.50

350,507.50

6.93

6.93

6.784

23.58075

6.76

11

0

0

21,071.69

0

21,071.69

350,514.98

6.96

6.96

6.5653

24.00484

6.79

12

0

0

9,076.91

0

9,076.91

350,523.09

6.96

6.96

6.7843

24.47051

6.79

13

0

0

17,851.47

0

17,851.47

350,531.87

6.9

6.9

6.5656

24.93838

6.73

14

0

0

17,830.11

0

17,830.11

350,553.22

6.9

6.9

6.566

25.41508

6.73

15

0

0

0

0

0

332,733.33

6.9

6.9

7.27

25.90078

6.73

16

0

0

15,464.69

0

15,464.69

350,783.09

6.86

6.86

6.5703

26.39564

6.69

17

0

0

3,628.40

0

3,628.40

350,804.94

6.86

6.86

6.7898

26.89983

6.69

18

0

0

15,420.68

0

15,420.68

350,827.09

6.86

6.86

6.5712

27.41354

6.69

19

0

0

3,067.11

0

3,067.11

350,849.56

6.85

6.85

6.7906

27.93694

6.68

20

0

0

14,841.57

0

14,841.57

350,872.32

6.85

6.85

6.572

28.4702

6.68

21

0

0

14,818.49

0

14,818.49

350,895.40

6.85

6.85

6.5724

29.0135

6.68

22

0

0

0

0

0

354,433.33

6.86

6.86

6.9214

29.56651

6.69

23

0

0

0

0

0

366,247.78

6.86

6.86

8.5607

30.12209

6.69

24

0

0

0

0

0

354,950.00

6.87

6.87

8.8444

31.24155

6.7

25

0

0

0

0

0

367,849.44

6.89

6.89

8.5492

32.39813

6.72

26

0

0

0

0

0

367,849.44

6.89

6.89

8.5392

33.59278

6.72

27

0

0

0

0

0

344,117.22

6.89

6.89

9.1172

34.82648

6.72

28

0

0

0

0

0

367,849.44

6.89

6.89

8.5855

36.10002

6.72

29

0

0

0

0

0

356,500.00

6.9

6.9

9.6421

36.82762

6.73

30

0

0

0

0

0

368,383.33

6.9

6.9

9.3279

37.56963

6.73

31

0

0

0

0

0

357,533.33

6.92

6.92

9.6356

38.32634

6.75

32

0

0

0

0

0

369,451.11

6.92

6.92

9.3215

39.09804

6.75

33

0

0

0

0

0

343,357.91

6.92

6.92

9.3183

39.885

6.75

34

0

0

0

0

0

303,240.56

6.93

6.93

9.6851

40.68719

6.76

35

0

0

0

0

0

283,461.61

6.93

6.93

10.2165

41.50206

6.76

36

0

0

0

0

0

246,444.47

6.94

6.94

10.5553

42.3753

6.77

37

0

0

0

0

0

225,226.06

6.96

6.96

10.2112

43.17167

6.79

38

0

0

0

0

0

207,879.01

6.96

6.96

10.2075

43.193

6.79

39

0

0

0

0

0

172,751.19

6.96

6.96

11.297

43.19186

6.79

40

0

0

0

0

0

175,006.51

6.96

6.96

10.2167

43.19064

6.79

41

0

0

0

0

0

154,198.76

6.97

6.97

10.7839

43.15441

6.8

42

0

0

0

0

0

144,459.07

6.97

6.97

10.432

43.15415

6.8

43

0

0

0

0

0

125,866.55

6.98

6.98

10.774

43.15388

6.81

44

0

0

0

0

0

115,914.37

6.99

6.99

10.4209

43.15362

6.82

45

0

0

0

0

0

101,865.49

6.99

6.99

10.4154

43.15335

6.82

46

0

0

0

0

0

85,498.16

7.01

7.01

10.7633

43.15305

6.84

47

0

0

0

0

0

74,814.12

7.01

7.01

10.486

43.15255

6.84

48

0

0

0

0

0

59,653.03

7.02

7.02

10.831

43.15228

6.85

49

0

0

0

0

0

48,764.42

7.04

7.04

10.4759

43.15202

6.87

50

0

0

0

0

0

36,022.01

7.05

7.05

10.4701

43.15176

6.88

51

0

0

0

0

0

21,193.82

7.05

7.05

11.5854

43.1515

6.88

52

0

0

0

0

0

11,156.30

7.05

7.05

10.4607

100

6.88