cash flow

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Rating Scale

S&P Structured Ratings		Moody's Structured Ratings
Def Rate	Letter Grade	DIRR	Letter Grade
0	AAA	0	Aaa
0.0001	AA+	0.06	Aa1
0.00025	AA	0.67	Aa2
0.0075	AA-	1.3	Aa3
0.001	A+	2.7	A1
0.0025	A	5.2	A2
0.0075	A-	8.9	A3
0.1	BBB+	13	Baa1
0.25	BBB	19	Baa2
0.75	BBB-	27	Baa3
1	BB+	46	Ba1
2.5	BB	72	Ba2
7.5	BB-	106	Ba3
10	B+	143	B1
25	B	183	B2
75	B-	231	B3
100	CCC	311	Caa
	CC	2500	Ca

Deal

Variable Name	Value
Pool Initial Balance			Loss Curve	Parms	Prepayments	Parms	Recovery	Parms
Number of Loans			b		t0		tr
Average Loan Balance	ERROR:#DIV/0!		c		a	ERROR:#DIV/0!
Monthly Payment	ERROR:#DIV/0!		t0
Servicing Fees
Current Loan Defaults
Expected Loan Prepay
Loss Given Default			Asset														Liability
WAC (12*r)				Losses			Prepayments				Collections						Preliminaries					Level 1 of the Waterfall				Level 2 of the Waterfall				Level 3 of the Waterfall				Level 4 of the Waterfall				Level 5 of the Waterfall				Reserve Account Mechanics					Level 6 of the Waterfall		Reduction of Yield Calculations
WAM (T)		Time	Loss Curve	Trial Defaults	Def Loans	PP Curve	PP Loans	End Loans	Interest Coll	Reg Principal	Defaults	Recoveries	Prepayments	Principal Coll	End Pool Bal	Amortization	Avail. Funds	Beg Cl A Bal	Beg Cl B Bal	Tot Prin Due	Cum Prin Due	Svc Fee Due	Svc Fee Paid	Svc Fee Shrt	Avail. Funds	Cl A Int Due	Cl A Int Paid	Cl A Int Shrt	Avail. Funds	Cl B Int Due	Cl B Int Paid	Cl B Int Shrt	Avail. Funds	Cl A Prin Due	Cl A Prin Paid	Cl A Prin Shrt	Avail. Funds	Cl B Prin Due	Cl B Prin Paid	Cl B Prin Shrt	Avail. Funds	Reserve Draw	Avail. Collect.	Target Reserve	Res. Contrib.	End Res Acct	Avail. Funds	Residual Pmt	Tot Pmt Cl A	Tot Pmt Cl B
Advance Rate (alfa)		0
Class A Balance	$0	1
Class A Rate		2
Class B Balance	$0	3
Class B Rate		4
Total Residuals	ERROR:#DIV/0!	5
Delta IRR Class A	ERROR:#NUM!	6
Delta IRR Class B	ERROR:#NUM!	7
Monte Carlo Runs		8
Standard Deviation		9
Moodys Cl A Rating	Aa1	10
Moodys Cl B Rating	A3	11
Moodys Cl A DIRR		12
Moodys Cl B DIRR		13
Priority of Payment	please select	14
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