RMBS-PAC

Document Sample
RMBS-PAC
Shared by: robert chambers
Categories
Stats
views:
56
posted:
4/1/2008
language:
English
pages:
57
Planned Amortization Structure (PAC)









Inputs



Mortgage Amount $ 50,000.00 900.00000000

Coupon Rate 5.0% 800.00000000









Cash Flows ($)

Term 120. 700.00000000

600.00000000

PSA Band 1 10.0%

500.00000000

PSA Band 2 15.0% 400.00000000

300.00000000

200.00000000

100.00000000

0.00000000

1 15









Monthly Coupon 0.



PSA 1 43. 0. 0.

PSA 2 34. 0. 0.

on Structure (PAC)









CP1

CP2

PAC









15 29 43 57 71 85 99 113

Time (In months)

Decimal 8

Results :



Month BMB Payment Interest

1 50000.00000000 717.35474201 500.00000000

2 49779.06051145 717.30308676 497.79060511

3 49552.41021720 717.19977721 495.52410217

4 49320.07657230 717.04482525 493.20076572

5 49082.08851486 716.83825379 490.82088515

6 48838.47646152 716.58009666 488.38476462

7 48589.27230232 716.27039865 485.89272302

8 48334.50939508 715.90921547 483.34509395

9 48074.22255911 715.49661372 480.74222559

10 47808.44806844 715.03267089 478.08448068

11 47537.22364448 714.51747530 475.37223644

12 47260.58844807 713.95112608 472.60588448

13 46978.58307105 713.33373312 469.78583071

14 46691.24952722 712.66541705 466.91249527

15 46398.63124278 711.94630916 463.98631243

16 46100.77304620 711.17655136 461.00773046

17 45797.72115757 710.35629613 457.97721158

18 45489.52317737 709.48570647 454.89523177

19 45176.22807477 708.56495580 451.76228075

20 44857.88617534 707.59422794 448.57886175

21 44534.54914825 706.57371699 445.34549148

22 44206.26999292 705.50362729 442.06269993

23 43873.10302525 704.38417332 438.73103025

24 43535.10386321 703.21557963 435.35103863

25 43192.32941199 701.99808074 431.92329412

26 42844.83784865 700.73192105 428.44837849

27 42492.68860628 699.41735475 424.92688606

28 42135.94235761 698.05464571 421.35942358

29 41774.66099826 696.64406740 417.74660998

30 41408.90762938 695.18590276 414.08907629

31 41038.74653989 693.68044407 410.38746540

32 40667.18545841 692.17807196 406.67185458

33 40294.21030961 690.67877630 402.94210310

34 39919.80691780 689.18254687 399.19806918

35 39543.96100626 687.68937335 395.43961006

36 39166.65819653 686.19924529 391.66658197

37 38787.88400772 684.71215215 387.87884008

38 38407.62385584 683.22808326 384.07623856

39 38025.86305309 681.74702781 380.25863053

40 37642.58680720 680.26897488 376.42586807

41 37257.78022070 678.79391337 372.57780221

42 36871.42829028 677.32183208 368.71428290

43 36483.51590610 675.85271960 364.83515906

44 36094.02785110 674.38656439 360.94027851

45 35702.94880035 672.92335470 357.02948800

46 35310.26332033 671.46307861 353.10263320

47 34915.95586835 670.00572401 349.15955868

48 34520.01079183 668.55127854 345.20010792

49 34122.41232764 667.09972966 341.22412328

50 33723.14460153 665.65106456 337.23144602

51 33322.19162742 664.20527019 333.22191627

52 32919.53730681 662.76233323 329.19537307

53 32515.16542816 661.32224007 325.15165428

54 32109.05966630 659.88497680 321.09059666

55 31701.20358183 658.45052919 317.01203582

56 31291.58062053 657.01888266 312.91580621

57 30880.17411285 655.59002226 308.80174113

58 30466.96727333 654.16393265 304.66967273

59 30051.94320009 652.74059809 300.51943200

60 29635.08487436 651.32000236 296.35084874

61 29216.37515995 649.90212879 292.16375160

62 28795.79680290 648.48696019 287.95796803

63 28373.33243096 647.07447881 283.73332431

64 27948.96455330 645.66466634 279.48964553

65 27522.67556010 644.25750381 275.22675560

66 27094.44772229 642.85297158 270.94447722

67 26664.26319129 641.45104929 266.64263191

68 26232.10399878 640.05171579 262.32103999

69 25797.95205654 638.65494906 257.97952057

70 25361.78915641 637.26072619 253.61789156

71 24923.59697022 635.86902326 249.23596970

72 24483.35704985 634.47981529 244.83357050

73 24041.05082738 633.09307610 240.41050827

74 23596.65961528 631.70877828 235.96659615

75 23150.16460680 630.32689301 231.50164607

76 22701.54687637 628.94738999 227.01546876

77 22250.78738017 627.57023725 222.50787380

78 21797.86695687 626.19540103 217.97866957

79 21342.76632851 624.82284560 213.42766329

80 20885.46610154 623.45253305 208.85466102

81 20425.94676810 622.08442308 204.25946768

82 19964.18870749 620.71847276 199.64188707

83 19500.17218797 619.35463623 195.00172188

84 19033.87736875 617.99286440 190.33877369

85 18565.28430240 616.63310458 185.65284302

86 18094.37293764 615.27530006 180.94372938

87 17621.12312249 613.91938961 176.21123122

88 17145.51460801 612.56530700 171.45514608

89 16667.52705259 611.21298027 166.67527053

90 16187.14002688 609.86233109 161.87140027

91 15704.33301952 608.51327382 157.04333020

92 15219.08544382 607.16571452 152.19085444

93 14731.37664540 605.81954978 147.31376645

94 14241.18591120 604.47466529 142.41185911

95 13748.49247986 603.13093414 137.48492480

96 13253.27555400 601.78821483 132.53275554

97 12755.51431450 600.44634878 127.55514314

98 12255.18793738 599.10515737 122.55187937

99 11752.27561385 597.76443830 117.52275614

100 11246.75657408 596.42396101 112.46756574

101 10738.61011577 595.08346105 107.38610116

102 10227.81563860 593.74263289 102.27815639

103 9714.35268606 592.40112077 97.14352686

104 9198.20099684 591.05850684 91.98200997

105 8679.34056844 589.71429559 86.79340568

106 8157.75173688 588.36789307 81.57751737

107 7633.41527779 587.01857870 76.33415278

108 7106.31253646 585.66546620 71.06312536

109 6576.42559805 584.30744822 65.76425598

110 6043.73751447 582.94311580 60.43737514

111 5508.23261353 581.57063746 55.08232614

112 4969.89693151 580.18757111 49.69896932

113 4428.71883722 578.79055821 44.28718837

114 3884.68996666 577.37479940 38.84689967

115 3337.80668958 575.93309268 33.37806690

116 2788.07254920 574.45390935 27.88072549

117 2235.50264529 572.91706338 22.35502645

118 1680.13238214 571.28216014 16.80132382

119 1122.03783657 569.44815775 11.22037837

120 561.39672443 567.01069167 5.61396724

Amortized Prepayment Principal payment EMB

217.35474201 3.58474654 220.93948855 49779.06051145

219.51248165 7.13781260 226.65029425 49552.41021720

221.67567503 10.65796987 232.33364490 49320.07657230

223.84405953 14.14399791 237.98805744 49082.08851486

226.01736864 17.59468470 243.61205334 48838.47646152

228.19533205 21.00882714 249.20415919 48589.27230232

230.37767563 24.38523161 254.76290724 48334.50939508

232.56412152 27.72271445 260.28683597 48074.22255911

234.75438813 31.02010254 265.77449067 47808.44806844

236.94819020 34.27623376 271.22442397 47537.22364448

239.14523885 37.48995756 276.63519641 47260.58844807

241.34524160 40.66013543 282.00537702 46978.58307105

243.54790241 43.78564142 287.33354383 46691.24952722

245.75292178 46.86536266 292.61828444 46398.63124278

247.95999673 49.89819985 297.85819658 46100.77304620

250.16882089 52.88306774 303.05188864 45797.72115757

252.37908456 55.81889564 308.19798020 45489.52317737

254.59047469 58.70462790 313.29510260 45176.22807477

256.80267506 61.53922437 318.34189943 44857.88617534

259.01536619 64.32166091 323.33702710 44534.54914825

261.22822551 67.05092982 328.27915532 44206.26999292

263.44092736 69.72604031 333.16696767 43873.10302525

265.65314307 72.34601897 337.99916204 43535.10386321

267.86454100 74.90991022 342.77445122 43192.32941199

270.07478662 77.41677672 347.49156334 42844.83784865

272.28354256 79.86569981 352.14924238 42492.68860628

274.49046869 82.25577998 356.74624866 42135.94235761

276.69522214 84.58613721 361.28135935 41774.66099826

278.89745742 86.85591146 365.75336889 41408.90762938

281.09682646 89.06426302 370.16108948 41038.74653989

283.29297867 88.26810281 371.56108148 40667.18545841

285.50621737 87.46893143 372.97514880 40294.21030961

287.73667321 86.66671860 374.40339181 39919.80691780

289.98447770 85.86143385 375.84591154 39543.96100626

292.24976329 85.05304645 377.30280973 39166.65819653

294.53266333 84.24152548 378.77418881 38787.88400772

296.83331207 83.42683980 380.26015188 38407.62385584

299.15184470 82.60895805 381.76080275 38025.86305309

301.48839728 81.78784862 383.27624590 37642.58680720

303.84310680 80.96347970 384.80658650 37257.78022070

306.21611117 80.13581925 386.35193042 36871.42829028

308.60754918 79.30483500 387.91238418 36483.51590610

311.01756054 78.47049446 389.48805500 36094.02785110

313.44628588 77.63276488 391.07905076 35702.94880035

315.89386670 76.79161332 392.68548001 35310.26332033

318.36044541 75.94700657 394.30745198 34915.95586835

320.84616532 75.09891120 395.94507653 34520.01079183

323.35117063 74.24729356 397.59846418 34122.41232764

325.87560639 73.39211973 399.26772611 33723.14460153

328.41961855 72.53335557 400.95297411 33322.19162742

330.98335392 71.67096669 402.65432061 32919.53730681

333.56696016 70.80491848 404.37187865 32515.16542816

336.17058579 69.93517607 406.10576186 32109.05966630

338.79438014 69.06170433 407.85608448 31701.20358183

341.43849338 68.18446792 409.62296130 31291.58062053

344.10307645 67.30343122 411.40650768 30880.17411285

346.78828113 66.41855839 413.20683952 30466.96727333

349.49425992 65.52981332 415.02407324 30051.94320009

352.22116609 64.63715965 416.85832574 29635.08487436

354.96915361 63.74056079 418.70971440 29216.37515995

357.73837719 62.83997987 420.57835706 28795.79680290

360.52899216 61.93537978 422.46437194 28373.33243096

363.34115450 61.02672316 424.36787766 27948.96455330

366.17502080 60.11397239 426.28899320 27522.67556010

369.03074821 59.19708960 428.22783780 27094.44772229

371.90849436 58.27603664 430.18453100 26664.26319129

374.80841738 57.35077514 432.15919252 26232.10399878

377.73067580 56.42126643 434.15194224 25797.95205654

380.67542850 55.48747163 436.16290013 25361.78915641

383.64283463 54.54935156 438.19218619 24923.59697022

386.63305356 53.60686681 440.23992037 24483.35704985

389.64624479 52.65997769 442.30622248 24041.05082738

392.68256782 51.70864427 444.39121209 23596.65961528

395.74218212 50.75282635 446.49500848 23150.16460680

398.82524694 49.79248349 448.61773044 22701.54687637

401.93192123 48.82757498 450.75949620 22250.78738017

405.06236345 47.85805985 452.92042330 21797.86695687

408.21673146 46.88389690 455.10062836 21342.76632851

411.39518231 45.90504466 457.30022697 20885.46610154

414.59787203 44.92146141 459.51933344 20425.94676810

417.82495540 43.93310521 461.75806060 19964.18870749

421.07658568 42.93993384 464.01651952 19500.17218797

424.35291435 41.94190487 466.29481922 19033.87736875

427.65409072 40.93897563 468.59306635 18565.28430240

430.98026156 39.93110321 470.91136476 18094.37293764

434.33157068 38.91824447 473.24981515 17621.12312249

437.70815839 37.90035609 475.60851448 17145.51460801

441.11016092 36.87739450 477.98755542 16667.52705259

444.53770975 35.84931596 480.38702571 16187.14002688

447.99093083 34.81607653 482.80700735 15704.33301952

451.46994362 33.77763208 485.24757570 15219.08544382

454.97486008 32.73393834 487.70879842 14731.37664540

458.50578333 31.68495088 490.19073421 14241.18591120

462.06280618 30.63062516 492.69343133 13748.49247986

465.64600935 29.57091651 495.21692586 13253.27555400

469.25545929 28.50578021 497.76123951 12755.51431450

472.89120563 27.43517149 500.32637712 12255.18793738

476.55327800 26.35904554 502.91232353 11752.27561385

480.24168216 25.27735761 505.51903977 11246.75657408

483.95639527 24.19006303 508.14645830 10738.61011577

487.69735989 23.09711728 510.79447717 10227.81563860

491.46447651 21.99847604 513.46295254 9714.35268606

495.25759391 20.89409531 516.15168922 9198.20099684

499.07649688 19.78393152 518.86042840 8679.34056844

502.92088991 18.66794165 521.58883155 8157.75173688

506.79037571 17.54608339 524.33645910 7633.41527779

510.68442593 16.41831541 527.10274133 7106.31253646

514.60234084 15.28459757 529.88693840 6576.42559805

518.54319224 14.14489135 532.68808359 6043.73751447

522.50574065 12.99916029 535.50490094 5508.23261353

526.48831133 11.84737068 538.33568201 4969.89693151

530.48860180 10.68949250 541.17809429 4428.71883722

534.50336984 9.52550072 544.02887056 3884.68996666

538.52789973 8.35537735 546.88327708 3337.80668958

542.55502579 7.17911459 549.73414038 2788.07254920

546.57318386 5.99672006 552.56990391 2235.50264529

550.56203692 4.80822622 555.37026315 1680.13238214

554.48083632 3.61370925 558.09454557 1122.03783657

558.22777939 2.41333275 560.64111214 561.39672443

561.39672443 1.20747898 562.60420341 -1.20747898

TP BMB1 Payment1 Interest1

720.93948855 50000.00000000 717.35474201 500.00000000

724.44089936 49779.81104121 717.31390170 497.79811041

727.85774707 49554.65177891 717.23222058 495.54651779

731.18882316 49324.53915860 717.10970501 493.24539159

734.43293849 49089.49113029 716.94636814 490.89491130

737.58892381 48849.52664754 716.74222996 488.49526648

740.65563026 48604.66566632 716.49731728 486.04665666

743.63192992 48354.92914349 716.21166368 483.54929143

746.51671626 48100.33903505 715.88530955 481.00339035

749.30890465 47840.91829406 715.51830205 478.40918294

752.00743286 47576.69086834 715.11069507 475.76690868

754.61126150 47307.68169780 714.66254927 473.07681698

757.11937454 47033.91671152 714.17393199 470.33916712

759.53077971 46755.42282459 713.64491728 467.55422825

761.84450901 46472.22793454 713.07558586 464.72227935

764.05961910 46184.36091767 712.46602505 461.84360918

766.17519177 45891.85162488 711.81632882 458.91851625

768.19033437 45594.73087740 711.12659769 455.94730877

770.10418018 45293.03046212 710.39693873 452.93030462

771.91588885 44986.78312670 709.62746549 449.86783127

773.62464681 44676.02257436 708.81829803 446.76022574

775.22966760 44360.78345841 707.96956279 443.60783458

776.73019230 44041.10137654 707.08139261 440.41101377

778.12548985 43717.01286471 706.15392668 437.17012865

779.41485746 43388.55539094 705.18731046 433.88555391

780.59762086 43055.76734868 704.18169566 430.55767349

781.67313472 42718.68804995 703.13724017 427.18688050

782.64078293 42377.35771830 702.05410804 423.77357718

783.49997887 42031.81748135 700.93246937 420.31817481

784.25016578 41682.10936318 699.77250030 416.82109363

781.94854688 41328.27627642 698.57438292 413.28276276

779.64700339 40972.70467998 697.37817871 409.72704680

777.34549491 40615.37823197 696.18388152 406.15378232

775.04398072 40256.28046104 694.99148513 402.56280461

772.74241980 39895.39476535 693.80098320 398.95394765

770.44077077 39532.70441160 692.61236931 395.32704412

768.13899196 39168.19253406 691.42563695 391.68192534

765.83704130 38801.84213351 690.24077947 388.01842134

763.53487643 38433.63607630 689.05779013 384.33636076

761.23245457 38063.55709334 687.87666205 380.63557093

758.92973262 37691.58777905 686.69738826 376.91587779

756.62666708 37317.71059042 685.51996161 373.17710590

754.32321406 36941.90784595 684.34437485 369.41907846

752.01932927 36564.16172466 683.17062055 365.64161725

749.71496802 36184.45426509 681.99869115 361.84454265

747.41008518 35802.76736428 680.82857891 358.02767364

745.10463521 35419.08277675 679.66027592 354.19082777

742.79857210 35033.38211351 678.49377409 350.33382114

740.49184939 34645.64684104 677.32906512 346.45646841

738.18442013 34255.85828030 676.16614053 342.55858280

735.87623689 33863.99760571 675.00499160 338.63997606

733.56725172 33470.04584417 673.84560938 334.70045844

731.25741614 33073.98387404 672.68798469 330.73983874

728.94668114 32675.79242419 671.53210807 326.75792424

726.63499711 32275.45207299 670.37796980 322.75452073

724.32231388 31872.94324735 669.22555985 318.72943247

722.00858065 31468.24622176 668.07486789 314.68246222

719.69374597 31061.34111734 666.92588325 310.61341117

717.37775774 30652.20790087 665.77859490 306.52207901

715.06056315 30240.82638392 664.63299144 302.40826384

712.74210866 29827.17622191 663.48906106 298.27176222

710.42233997 29411.23691319 662.34679150 294.11236913

708.10120197 28992.98779824 661.20617007 289.92987798

705.77863873 28572.40805877 660.06718355 285.72408059

703.45459340 28149.47671692 658.92981820 281.49476717

701.12900822 27724.17263446 657.79405970 277.24172634

698.80182443 27296.47451204 656.65989314 272.96474512

696.47298222 26866.36088849 655.52730290 268.66360888

694.14242069 26433.81014008 654.39627268 264.33810140

691.81007775 25998.80047997 653.26678539 259.98800480

689.47589007 25561.30995754 652.13882312 255.61309958

687.13979297 25121.31645795 651.01236703 251.21316458

684.80172037 24678.79770162 649.88739733 246.78797702

682.46160463 24233.73124388 648.76389314 242.33731244

680.11937650 23786.09447464 647.64183243 237.86094475

677.77496497 23335.86461820 646.52119191 233.35864618

675.42829710 22883.01873313 645.40194691 228.83018733

673.07929793 22427.53371225 644.28407123 224.27533712

670.72789025 21969.38628281 643.16753705 219.69386283

668.37399446 21508.55300674 642.05231471 215.08553007

666.01752828 21045.01028109 640.93837255 210.45010281

663.65840660 20578.73433868 639.82567672 205.78734339

661.29654110 20109.70124893 638.71419091 201.09701249

658.93184003 19637.88691896 637.60387612 196.37886919

656.56420779 19163.26709494 636.49469032 191.63267095

654.19354453 18685.81736376 635.38658813 186.85817364

651.81974570 18205.51315507 634.27952044 182.05513155

649.44270150 17722.32974374 633.17343389 177.22329744

647.06229624 17236.24225276 632.06827040 172.36242253

644.67840762 16747.22565675 630.96396655 167.47225657

642.29090590 16255.25478606 629.86045280 162.55254786

639.89965286 15760.30433166 628.75765275 157.60304332

637.50450066 15262.34885090 627.65548204 152.62348851

635.10529045 14761.36277431 626.55384726 147.61362774

632.70185066 14257.32041361 625.45264450 142.57320414

630.29399505 13750.19597126 624.35175768 137.50195971

627.88152026 13239.96355166 623.25105649 132.39963552

625.46420291 12726.59717463 622.15039395 127.26597175

623.04179591 12210.07079133 621.04960333 122.10070791

620.61402404 11690.35830346 619.94849440 116.90358303

618.18057833 11167.43358634 618.84684871 111.67433586

615.74110893 10641.27051695 617.74441360 106.41270517

613.29521608 10111.84300809 616.64089463 101.11843008

610.84243837 9579.12505051 615.53594569 95.79125051

608.38223724 9043.09076519 614.42915606 90.43090765

605.91397646 8503.71446907 613.32003312 85.03714469

603.43689411 7960.97075854 612.20797896 79.60970759

600.95006377 7414.83461705 611.09225784 74.14834617

598.45233957 6865.28155620 609.97195020 68.65281556

595.94227609 6312.28780388 608.84588575 63.12287804

593.41800815 5755.83056099 607.71254291 57.55830561

590.87706361 5195.88836078 606.56989256 51.95888361

588.31605893 4632.44158746 605.41514394 46.32441587

585.73017675 4065.47325321 604.24430886 40.65473253

583.11220727 3494.97021739 603.05140271 34.94970217

580.45062941 2920.92521493 601.82684598 29.20925215

577.72528960 2343.34049996 600.55386674 23.43340500

574.89586939 1762.23511725 599.19890549 17.62235117

571.86149051 1177.66182913 597.67802582 11.77661829

568.21817065 589.75777226 595.65534998 5.89757772

Amortized1 Prepayment1 Principal payment1

217.35474201 2.83421677 220.18895879

219.51579129 5.64347102 225.15926230

221.68570279 8.42691751 230.11262031

223.86431342 11.18371490 235.04802832

226.05145684 13.91302591 239.96448275

228.24696349 16.61401773 244.86098122

230.45066062 19.28586221 249.73652283

232.66237225 21.92773620 254.59010844

234.88191920 24.53882178 259.42074098

237.10911911 27.11830661 264.22742572

239.34378639 29.66538415 269.00917054

241.58573229 32.17925399 273.76498628

243.83476487 34.65912206 278.49388694

246.09068904 37.10420100 283.19489004

248.35330651 39.51371036 287.86701687

250.62241588 41.88687691 292.50929279

252.89781257 44.22293491 297.12074748

255.17928892 46.52112636 301.70041528

257.46663411 48.78070132 306.24733542

259.75963423 51.00091812 310.76055234

262.05807229 53.18104366 315.23911594

264.36172820 55.32035367 319.68208188

266.67037885 57.41813298 324.08851182

268.98379803 59.47367573 328.45747377

271.30175655 61.48628572 332.78804227

273.62402217 63.45527655 337.07929872

275.95035968 65.37997198 341.33033165

278.28053086 67.25970610 345.54023695

280.61429456 69.09382361 349.70811817

282.95140667 70.88168009 353.83308675

285.29162016 70.27997629 355.57159644

287.65113191 69.67531610 357.32644801

290.03009920 69.06767173 359.09777093

292.42868052 68.45701517 360.88569569

294.84703554 67.84331820 362.69035374

297.28532520 67.22655235 364.51187755

299.74371161 66.60668894 366.35040055

302.22235813 65.98369907 368.20605721

304.72142936 65.35755360 370.07898296

307.24109112 64.72822317 371.96931429

309.78151047 64.09567816 373.87718863

312.34285571 63.45988876 375.80274447

314.92529639 62.82082490 377.74612129

317.52900330 62.17845626 379.70745957

320.15414850 61.53275231 381.68690081

322.80090527 60.88368226 383.68458753

325.46944815 60.23121509 385.70066324

328.15995295 59.57531951 387.73527247

330.87259671 58.91596403 389.78856074

333.60755773 58.25311686 391.86067459

336.36501554 57.58674600 393.95176154

339.14515094 56.91681919 396.06197013

341.94814595 56.24330390 398.19144985

344.77418383 55.56616737 400.34035120

347.62344907 54.88537657 402.50882564

350.49612738 54.20089821 404.69702559

353.39240568 53.51269875 406.90510443

356.31247208 52.82074439 409.13321647

359.25651589 52.12500105 411.38151695

362.22472760 51.42543441 413.65016202

365.21729884 50.72200988 415.93930872

368.23442237 50.01469258 418.24911495

371.27629208 49.30344739 420.57973947

374.34310296 48.58823889 422.93134185

377.43505103 47.86903143 425.30408246

380.55233336 47.14578905 427.69812241

383.69514802 46.41847554 430.11362355

386.86369401 45.68705439 432.55074840

390.05817128 44.95148884 435.00966012

393.27878059 44.21174183 437.49052243

396.52572354 43.46777605 439.99349959

399.79920245 42.71955387 442.51875633

403.09942032 41.96703743 445.06645774

406.42658070 41.21018853 447.63676924

409.78088769 40.44896875 450.22985644

413.16254573 39.68333934 452.84588508

416.57175957 38.91326130 455.48502088

420.00873411 38.13869533 458.14742944

423.47367422 37.35960185 460.83327607

426.96678464 36.57594101 463.54272565

430.48826974 35.78767267 466.27594241

434.03833333 34.99475641 469.03308975

437.61717842 34.19715154 471.81432997

441.22500693 33.39481709 474.61982402

444.86201937 32.58771181 477.44973118

448.52841450 31.77579419 480.30420869

452.22438889 30.95902244 483.18341133

455.95013645 30.13735453 486.08749098

459.70584788 29.31074813 489.01659601

463.49170998 28.47916071 491.97087069

467.30790494 27.64254946 494.95045440

471.15460943 26.80087133 497.95548076

475.03199353 25.95408306 500.98607659

478.94021952 25.10214118 504.04236070

482.87944037 24.24500199 507.12444236

486.84979796 23.38262163 510.23241959

490.85142097 22.51495606 513.36637703

494.88442220 21.64196110 516.52638330

498.94889542 20.76359246 519.71248787

503.04491137 19.87980575 522.92471712

507.17251284 18.99055655 526.16306939

511.33170843 18.09580043 529.42750886

515.52246455 17.19549303 532.71795758

519.74469518 16.28959013 536.03428532

523.99824840 15.37804771 539.37629612

528.28288843 14.46082211 542.74371054

532.59827137 13.53787011 546.13614148

536.94391167 12.60914918 549.55306085

541.31913464 11.67461768 552.99375232

545.72300771 10.73423518 556.45724289

550.15423730 9.78796291 559.94220021

554.61100896 8.83576436 563.44677332

559.09072806 7.87760619 566.96833425

563.58957633 6.91345949 570.50303582

568.10170054 5.94330193 574.04500247

572.61759383 4.96712114 577.58471497

577.12046174 3.98492097 581.10538271

581.57655432 2.99673380 584.57328812

585.90140753 2.00264935 587.90405687

589.75777226 1.00290082 590.76067308

EMB1 TP1 CP1

49779.81104121 720.18895879 0.75052977

49554.65177891 722.95737272 1.48352665

49324.53915860 725.65913810 2.19860897

49089.49113029 728.29341990 2.89540326

48849.52664754 730.85939405 3.57354444

48604.66566632 733.35624770 4.23267611

48354.92914349 735.78317949 4.87245077

48100.33903505 738.13939988 5.49253004

47840.91829406 740.42413133 6.09258493

47576.69086834 742.63660866 6.67229599

47307.68169780 744.77607923 7.23135363

47033.91671152 746.84180325 7.76945825

46755.42282459 748.83305405 8.28632048

46472.22793454 750.74911829 8.78166142

46184.36091767 752.58929622 9.25521279

45891.85162488 754.35290196 9.70671713

45594.73087740 756.03926373 10.13592804

45293.03046212 757.64772405 10.54261032

44986.78312670 759.17764004 10.92654013

44676.02257436 760.62838361 11.28750524

44360.78345841 761.99934169 11.62530512

44041.10137654 763.28991646 11.93975114

43717.01286471 764.49952559 12.23066671

43388.55539094 765.62760242 12.49788744

43055.76734868 766.67359618 12.74126128

42718.68804995 767.63697221 12.96064865

42377.35771830 768.51721215 13.15592257

42031.81748135 769.31381414 13.32696879

41682.10936318 770.02629298 13.47368589

41328.27627642 770.65418039 13.59598539

40972.70467998 768.85435921 13.09418767

40615.37823197 767.05349481 12.59350858

40256.28046104 765.25155325 12.09394165

39895.39476535 763.44850030 11.59548042

39532.70441160 761.64430140 11.09811840

39168.19253406 759.83892166 10.60184911

38801.84213351 758.03232589 10.10666607

38433.63607630 756.22447854 9.61256276

38063.55709334 754.41534373 9.11953270

37691.58777905 752.60488522 8.62756935

37317.71059042 750.79306642 8.13666620

36941.90784595 748.97985038 7.64681671

36564.16172466 747.16519975 7.15801431

36184.45426509 745.34907681 6.67025245

35802.76736428 743.53144346 6.18352455

35419.08277675 741.71226117 5.69782401

35033.38211351 739.89149101 5.21314420

34645.64684104 738.06909360 4.72947850

34255.85828030 736.24502915 4.24682024

33863.99760571 734.41925739 3.76516274

33470.04584417 732.59173760 3.28449928

33073.98387404 730.76242857 2.80482315

32675.79242419 728.93128859 2.32612755

32275.45207299 727.09827544 1.84840570

31872.94324735 725.26334637 1.37165075

31468.24622176 723.42645806 0.89585582

31061.34111734 721.58756664 0.42101401

30652.20790087 719.74662764 0.00000000

30240.82638392 717.90359596 0.00000000

29827.17622191 716.05842586 0.00000000

29411.23691319 714.21107094 0.00000000

28992.98779824 712.36148408 0.00000000

28572.40805877 710.50961745 0.00000000

28149.47671692 708.65542244 0.00000000

27724.17263446 706.79884963 0.00000000

27296.47451204 704.93984876 0.00000000

26866.36088849 703.07836868 0.00000000

26433.81014008 701.21435729 0.00000000

25998.80047997 699.34776152 0.00000000

25561.30995754 697.47852723 0.00000000

25121.31645795 695.60659917 0.00000000

24678.79770162 693.73192091 0.00000000

24233.73124388 691.85443476 0.00000000

23786.09447464 689.97408168 0.00000000

23335.86461820 688.09080118 0.00000000

22883.01873313 686.20453126 0.00000000

22427.53371225 684.31520821 0.00000000

21969.38628281 682.42276656 0.00000000

21508.55300674 680.52713890 0.00000000

21045.01028109 678.62825572 0.00000000

20578.73433868 676.72604522 0.00000000

20109.70124893 674.82043313 0.00000000

19637.88691896 672.91134246 0.00000000

19163.26709494 670.99869321 0.00000000

18685.81736376 669.08240213 0.00000000

18205.51315507 667.16238232 0.00000000

17722.32974374 665.23854288 0.00000000

17236.24225276 663.31078842 0.00000000

16747.22565675 661.37901854 0.00000000

16255.25478606 659.44312726 0.00000000

15760.30433166 657.50300226 0.00000000

15262.34885090 655.55852407 0.00000000

14761.36277431 653.60956510 0.00000000

14257.32041361 651.65598844 0.00000000

13750.19597126 649.69764649 0.00000000

13239.96355166 647.73437931 0.00000000

12726.59717463 645.76601255 0.00000000

12210.07079133 643.79235505 0.00000000

11690.35830346 641.81319579 0.00000000

11167.43358634 639.82830015 0.00000000

10641.27051695 637.83740525 0.00000000

10111.84300809 635.84021403 0.00000000

9579.12505051 633.83638766 0.00000000

9043.09076519 631.82553582 0.00000000

8503.71446907 629.80720377 0.00000000

7960.97075854 627.78085523 0.00000000

7414.83461705 625.74584907 0.00000000

6865.28155620 623.70140702 0.00000000

6312.28780388 621.64656789 0.00000000

5755.83056099 619.58012093 0.00000000

5195.88836078 617.50050582 0.00000000

4632.44158746 615.40565693 0.00000000

4065.47325321 613.29275013 0.00000000

3494.97021739 611.15776835 0.00000000

2920.92521493 608.99470464 0.00000000

2343.34049996 606.79396712 0.00000000

1762.23511725 604.53878771 0.00000000

1177.66182913 602.19563929 0.00000000

589.75777226 599.68067517 0.00000000

-1.00290082 596.65825080 0.00000000

PAC CP2

720.18895879 0.00000000

722.95737272 0.00000000

725.65913810 0.00000000

728.29341990 0.00000000

730.85939405 0.00000000

733.35624770 0.00000000

735.78317949 0.00000000

738.13939988 0.00000000

740.42413133 0.00000000

742.63660866 0.00000000

744.77607923 0.00000000

746.84180325 0.00000000

748.83305405 0.00000000

750.74911829 0.00000000

752.58929622 0.00000000

754.35290196 0.00000000

756.03926373 0.00000000

757.64772405 0.00000000

759.17764004 0.00000000

760.62838361 0.00000000

761.99934169 0.00000000

763.28991646 0.00000000

764.49952559 0.00000000

765.62760242 0.00000000

766.67359618 0.00000000

767.63697221 0.00000000

768.51721215 0.00000000

769.31381414 0.00000000

770.02629298 0.00000000

770.65418039 0.00000000

768.85435921 0.00000000

767.05349481 0.00000000

765.25155325 0.00000000

763.44850030 0.00000000

761.64430140 0.00000000

759.83892166 0.00000000

758.03232589 0.00000000

756.22447854 0.00000000

754.41534373 0.00000000

752.60488522 0.00000000

750.79306642 0.00000000

748.97985038 0.00000000

747.16519975 0.00000000

745.34907681 0.00000000

743.53144346 0.00000000

741.71226117 0.00000000

739.89149101 0.00000000

738.06909360 0.00000000

736.24502915 0.00000000

734.41925739 0.00000000

732.59173760 0.00000000

730.76242857 0.00000000

728.93128859 0.00000000

727.09827544 0.00000000

725.26334637 0.00000000

723.42645806 0.00000000

721.58756664 0.00000000

719.69374597 0.05288167

717.37775774 0.52583822

715.06056315 0.99786271

712.74210866 1.46896228

710.42233997 1.93914411

708.10120197 2.40841548

705.77863873 2.87678371

703.45459340 3.34425622

701.12900822 3.81084053

698.80182443 4.27654425

696.47298222 4.74137507

694.14242069 5.20534082

691.81007775 5.66844947

689.47589007 6.13070910

687.13979297 6.59212793

684.80172037 7.05271439

682.46160463 7.51247705

680.11937650 7.97142468

677.77496497 8.42956629

675.42829710 8.88691111

673.07929793 9.34346863

670.72789025 9.79924865

668.37399446 10.25426126

666.01752828 10.70851694

663.65840660 11.16202654

661.29654110 11.61480136

658.93184003 12.06685318

656.56420779 12.51819434

654.19354453 12.96883780

651.81974570 13.41879718

649.44270150 13.86808692

647.06229624 14.31672230

644.67840762 14.76471964

642.29090590 15.21209636

639.89965286 15.65887122

637.50450066 16.10506444

635.10529045 16.55069799

632.70185066 16.99579584

630.29399505 17.44038426

627.88152026 17.88449228

625.46420291 18.32815214

623.04179591 18.77139988

620.61402404 19.21427611

618.18057833 19.65682692

615.74110893 20.09910510

613.29521608 20.54117158

610.84243837 20.98309746

608.38223724 21.42496653

605.91397646 21.86687877

603.43689411 22.30895496

600.95006377 22.75134325

598.45233957 23.19422832

595.94227609 23.63784484

593.41800815 24.08249767

590.87706361 24.52859332

588.31605893 24.97669119

585.73017675 25.42759160

583.11220727 25.88249737

580.45062941 26.34333771

577.72528960 26.81349811

574.89586939 27.29976990

571.86149051 27.81918466

568.21817065 28.44008015

Explanation





This calculator demonstrates the cash flows in PAC bonds and companion bonds.

PACs have a principle payment schedule that can be maintained over a range of

prepayment rates.

Taking the minimum of two schedules creates PAC redemption schedules.The two

schedules correspond to the principal cash flows available from the underlying

collateral when it is amortized at two prepayment rates knoen as PAC band.


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