EX-99 2 exhibit991.htm EXHIBIT 99.1 Exhibit 99.1

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Input

Output

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PREPAY

 

300

100

200

400

500

600

800

1000

 

Av Life

3.781

9.050

5.376

2.990

2.530

2.226

1.832

1.585

Price

Window

1/06-7/15

1/06-8/28

1/06-9/20

1/06-8/12

1/06-3/11

1/06-5/10

1/06-5/09

1/06-10/08

98-10

Yield

5.977

5.773

5.874

6.070

6.152

6.225

6.356

6.472

98-10+

Yield

5.972

5.770

5.870

6.064

6.145

6.217

6.347

6.461

98-11

Yield

5.967

5.768

5.867

6.058

6.138

6.209

6.337

6.451

98-11+

Yield

5.962

5.765

5.863

6.052

6.131

6.201

6.328

6.440

98-12

Yield

5.957

5.763

5.859

6.046

6.124

6.193

6.318

6.429

98-12+

Yield

5.952

5.760

5.855

6.040

6.117

6.186

6.309

6.418

98-13

Yield

5.947

5.758

5.852

6.034

6.110

6.178

6.299

6.407

98-13+

Yield

5.943

5.755

5.848

6.028

6.103

6.170

6.290

6.396

98-14

Yield

5.938

5.753

5.844

6.022

6.096

6.162

6.280

6.385

98-14+

Yield

5.933

5.750

5.841

6.016

6.089

6.154

6.271

6.375

98-15

Yield

5.928

5.748

5.837

6.010

6.082

6.146

6.261

6.364

98-15+

Yield

5.923

5.745

5.833

6.004

6.075

6.138

6.252

6.353

98-16

Yield

5.918

5.743

5.829

5.998

6.068

6.130

6.243

6.342

98-16+

Yield

5.913

5.740

5.826

5.992

6.061

6.122

6.233

6.331

98-17

Yield

5.908

5.738

5.822

5.985

6.054

6.115

6.224

6.320

98-17+

Yield

5.903

5.735

5.818

5.979

6.047

6.107

6.214

6.310

98-18

Yield

5.898

5.733

5.815

5.973

6.040

6.099

6.205

6.299

98-18+

Yield

5.893

5.730

5.811

5.967

6.033

6.091

6.195

6.288

98-19

Yield

5.888

5.728

5.807

5.961

6.026

6.083

6.186

6.277

98-19+

Yield

5.883

5.725

5.804

5.955

6.019

6.075

6.176

6.266

98-20

Yield

5.878

5.723

5.800

5.949

6.012

6.067

6.167

6.256

98-20+

Yield

5.874

5.720

5.796

5.943

6.005

6.059

6.158

6.245

98-21

Yield

5.869

5.718

5.792

5.937

5.998

6.052

6.148

6.234

98-21+

Yield

5.864

5.715

5.789

5.931

5.991

6.044

6.139

6.223

98-22

Yield

5.859

5.713

5.785

5.925

5.984

6.036

6.129

6.212

98-22+

Yield

5.854

5.710

5.781

5.919

5.977

6.028

6.120

6.201

98-23

Yield

5.849

5.708

5.778

5.913

5.970

6.020

6.111

6.191

98-23+

Yield

5.844

5.705

5.774

5.907

5.963

6.012

6.101

6.180

98-24

Yield

5.839

5.703

5.770

5.901

5.956

6.004

6.092

6.169


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