INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber -------------------------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 1998-7 -------------------------------------------------------------------------------- BOND SENSITIVTY TO PREPAYMENTS (continued) THE FOLLOWING TABLES RUN TO MATURITY: % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD @ 100.000 6.48% 6.45% 6.43% 6.41% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.72% 6.66% 6.64% 6.62% 6.59% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW (YEARS) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Imc Securities Inc
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber PAINEWEBBER 6 -------------------------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 19981997-7 -------------------------------------------------------------------------------- BOND SENSITIVTY SENSITIVITY TO PREPAYMENTS CLASS A-1 (continuedTO CALL) THE FOLLOWING TABLES RUN ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 8.22 1.44 1.06 0.85 0.72 0.63 Years to First Principal Payment 0.08 0.08 0.08 0.08 0.08 0.08 Years to Last Principal Payment 14.17 2.92 2.08 1.58 1.33 1.17 Principal Window (years) 14.17 2.92 2.08 1.58 1.33 1.17 CLASS A-2 (TO MATURITY: CALL) ----------------------------------------------------------------------------------------------------------------------------------- % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 14.56 3.76 2.60 2.00 1.63 1.38 Illustrative Yield @ 100.000 Par (30/360) 6.48% 6.456.41% 6.37% 6.33% 6.29% 6.25% Modified Duration (years) 9.19 3.24 2.32 1.82 1.50 1.28 Years to First Principal Payment 4.17 2.92 2.08 1.58 1.33 1.17 Years to Last Principal Payment 14.75 4.67 3.17 2.42 2.00 1.67 Principal Window (years) 0.67 1.83 1.17 0.92 0.75 0.58 CLASS A-3 (TO CALL) ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 14.83 5.92 4.00 3.00 2.39 2.00 Illustrative Yield @ Par (30/360) 6.52% 6.49% 6.46% 6.43% 6.416.40% 6.396.37% 6.36% DURATION 9.33 4.14 3.25 Modified Duration (years) 9.27 4.77 3.42 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD Years to First Principal Payment 14.75 4.67 3.17 2.42 2.00 1.67 Years to Last Principal Payment 14.92 7.50 5.00 3.67 2.92 2.42 Principal Window (years) 0.25 2.92 1.92 1.33 1.00 0.83 CLASS A-4 (TO CALL) ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 15.57 8.35 5.39 4.00 3.12 2.55 Illustrative Yield @ 100.000 6.72% 6.66Par (30/360) 6.65% 6.64% 6.626.61% 6.59% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW 6.54% Modified Duration (YEARSyears) 29.58 19.33 15.00 13.92 11.00 9.45 6.23 4.40 3.41 2.74 2.28 Years to First Principal Payment 14.92 7.50 5.00 3.67 2.92 2.42 Years to Last Principal Payment 17.00 9.17 ------------------------------------------------------------------------------------------------------------------5.92 4.33 3.42 2.75 Principal Window (years) 2.17 1.75 1.00 0.75 0.58 0.42
Appears in 1 contract
Samples: Imc Securities Inc
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber Xxxxx Xxxxxx -------------------------------------------------------------------------------- IMC NEW SOUTH HOME EQUITY LOAN OWNER TRUST 19981999-7 2 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE INFORMATION CONTAINED IN THE PROSPECTUS SUPPLEMENT -------------------------------------------------------------------------------- $225,000,000 (APPROXIMATE) OFFERING AMOUNT MBIA BOND SENSITIVTY TO PREPAYMENTS INSURED BOND SUMMARY --------------- ------------ ------------- -------- ------------ ------------- ------------ ------------------ FIRST LAST PRINCIPAL EXPECTED APPROXIMATE WAL PRINCIPAL PRINCIPAL WINDOW RATINGS CERTIFICATES SIZE COUPON (continuedD) THE FOLLOWING TABLES RUN TO MATURITY: % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD @ 100.000 6.48% 6.45% 6.43% 6.41% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.72% 6.66% 6.64% 6.62% 6.59% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW PAYMENT PAYMENT (YEARS) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------(XXXXX'X/S&P) (A) --------------- ------------ ------------- -------- ------------ ------------- ------------ ------------------ A-1 $88,390,000 Floating (b) 0.95 12/99 09/01 1.83 Aaa/AAA A-2 $15,656,000 Fixed (c) 2.00 09/01 02/02 0.50 Aaa/AAA A-3 $48,145,000 Fixed (c) 3.00 02/02 12/03 1.92 Aaa/AAA A-4 $24,301,000 Fixed (c) 5.00 12/03 03/06 2.33 Aaa/AAA A-5 $19,933,000 Fixed (c) 7.57 03/06 09/07 1.58 Aaa/AAA A-6 $22,500,000 Fixed (c) 6.20 12/02 09/07 4.83 Aaa/AAA B $6,075,000 Fixed (c) 2.32 04/01 11/02 1.67 NR/BBB- --------------- ------------ ------------- -------- ------------ ------------- ------------ ------------------ NOTES:
Appears in 1 contract
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber PAINEWEBBER BOND SENSITIVITY TO PREPAYMENTS PREPAYMENT SCENARIOS -------------------------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 1998-7 S-1 S-2 S-3 S-4 S-5 S-6 -------------------------------------------------------------------------------- Class A-1* 0% 50% 75% 100% 125% 150% -------------------------------------------------------------------------------- Class A-2** 0% 15% 20% 27% 35% 45% -------------------------------------------------------------------------------- Class A-3** 0% 15% 20% 27% 35% 45% -------------------------------------------------------------------------------- * As a percentage of the Prepayment Assumption (4% CPR increasing to 24% CPR over 12 months) ** CPR TO OPTIONAL REDEMPTION: -------------------------------------------------------------------- Class A-1 S-1 S-2 S-3 S-4 S-5 S-6 -------------------------------------------------------------------- AVERAGE LIFE 16.67 6.00 4.21 3.15 2.47 1.99 YIELD @ 100.00 7.34% 7.28% 7.24% 7.20% 7.16% 7.11% DURATION 8.79 4.27 3.26 2.59 2.11 1.74 FIRST PAY 07/99 07/99 07/99 07/99 07/99 07/99 LAST PAY 09/27 04/13 08/09 11/06 12/04 07/03 WINDOW (YEARS) 28.25 13.83 10.17 7.42 5.50 4.08 -------------------------------------------------------------------- -------------------------------------------------------------------- Class A-2 S-1 S-2 S-3 S-4 S-5 S-6 -------------------------------------------------------------------- AVERAGE LIFE 20.82 5.00 3.71 2.69 2.00 1.47 FIRST PAY 07/99 07/99 07/99 07/99 07/99 07/99 LAST PAY 03/28 04/13 08/09 11/06 12/04 07/03 WINDOW (YEARS) 28.75 13.83 10.17 7.42 5.50 4.08 -------------------------------------------------------------------- -------------------------------------------------------------------- Class A-3 S-1 S-2 S-3 S-4 S-5 S-6 -------------------------------------------------------------------- AVERAGE LIFE 20.75 5.00 3.71 2.69 2.00 1.47 FIRST PAY 07/99 07/99 07/99 07/99 07/99 07/99 LAST PAY 03/28 04/13 08/09 11/06 12/04 07/03 WINDOW (YEARS) 28.75 13.83 10.17 7.42 5.50 4.08 -------------------------------------------------------------------- BOND SENSITIVTY SENSITIVITY TO PREPAYMENTS (continued) THE FOLLOWING TABLES RUN TO MATURITY: % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG -------------------------------------------------------------------- Class A-1 S-1 S-2 S-3 S-4 S-5 S-6 -------------------------------------------------------------------- AVERAGE LIFE 16.86 5.64 4.14 3.22 2.61 2.18 16.67 6.43 4.60 3.51 2.80 2.31 YIELD @ 100.000 6.48100.00 7.34% 6.457.30% 6.437.27% 6.417.25 7.22% 6.39% 6.367.20% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 8.79 4.40 3.42 2.76 2.30 1.96 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 07/99 07/99 07/99 07/99 07/99 07/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 09/27 11/24 11/20 06/16 10/13 03/11 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG 28.25 25.42 21.42 17.00 14.33 11.75 -------------------------------------------------------------------- -------------------------------------------------------------------- Class A-2 S-1 S-2 S-3 S-4 S-5 S-6 -------------------------------------------------------------------- AVERAGE LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.72% 6.66% 6.64% 6.62% 6.59% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 20.88 5.36 4.02 2.91 2.16 1.58 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 07/99 07/99 07/99 07/99 07/99 07/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 05/29 09/25 02/21 09/15 07/11 04/08 WINDOW (YEARS) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------29.92 26.25 21.67 16.25 12.08 8.83 -------------------------------------------------------------------- -------------------------------------------------------------------- Class A-3 S-1 S-2 S-3 S-4 S-5 S-6 -------------------------------------------------------------------- AVERAGE LIFE 20.81 5.35 4.02 2.91 2.16 1.58 FIRST PAY 07/99 07/99 07/99 07/99 07/99 07/99 LAST PAY 05/29 08/25 02/21 09/15 07/11 04/08 WINDOW (YEARS) 29.92 26.17 21.67 16.25 12.08 8.83 -------------------------------------------------------------------- PRICING INFORMATION PRICING SPEEDS: 4% CPR, increasing to 24% CPR over 12 months (Fixed Rate Collateral) 27% CPR (Adjustable Rate Collateral)
Appears in 1 contract
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber -------------------------------------------------------------------------------- PAINEWEBBER --------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 19981997-7 -------------------------------------------------------------------------------- BOND SENSITIVTY TO PREPAYMENTS 8 --------------------------------------- ------------------------------------------------------------------------------------------------------ FEES SEASONING ------------------------------------------------------------------------------------------------------ % OF PRIN.BAL WAM % OF PRIN.BAL ------------------------------------------------------------------------------------------------------ Carve out N/A W. Ave. 356 Servicing 0.50 <300 0.81% Surety 0.14 300-340 0% Trustee 0.00375 341-350 .12% TOTAL 0.64375 351+ 99.07% ------------------------------------------------------------------------------------------------------ ORIGINATION LOAN PURPOSE ------------------------------------------------------------------------------------------------------ Low Documentation 21.24% Purchase 30.21% Stated Income 0% Refi 8.89% Full Documentation 78.76% Cash out 60.90% 100% 1st Liens Yes ------------------------------------------------------------------------------------------------------ PROPERTY TYPE LOCATION ------------------------------------------------------------------------------------------------------ % OF TOTAL STATE % OF TOTAL POOL ------------------------------------------------------------------------------------------------------ Owner occupied 93.47% CA 14.12% Inv 5.57% IL 7.59% 2nd Home .96% NY 6.91% Single Family 93.97% OH 5.35% 2-4 2.74% MI 5.31% Condo 1.62% Other 1.67% ------------------------------------------------------------------------------------------------------ CREDIT ENHANCEMENT ------------------------------------------------------------------------------------------------------ CREDIT ------------------------------------------------------------------------------------------------------ % OF TOTAL LTV NO OF LOANS MARGIN ------------------------------------------------------------------------------------------------------ A 51.52% 79.83% 1430 6.61% B 24.90% 78.38% 765 6.97% C 19.08% 73.09% 678 7.34% D 4.50% 65.09% 155 8.45% ------------------------------------------------------------------------------------------------------ % OVER COLLATERALIZATION INITIAL TARGET STEP DOWN FLOOR ------------------------------------------------------------------------------------------------------ 0 3.75% Month 30 .50% ------------------------------------------------------------------------------------------------------ MONOLINE WRAP ------------------------------------------------------------------------------------------------------ Who is bond insurer? MBIA Does wrap cover all credit events (continued) THE FOLLOWING TABLES RUN TO MATURITY: % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD @ 100.000 6.48% 6.45% 6.43% 6.41% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.72% 6.66% 6.64% 6.62% 6.59% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW (YEARS) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------bankruptcy,fraud etc)? Ultimate principal and timely interest Yes ------------------------------------------------------------------------------------------------------ TRANCHE DETAILS ------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Imc Securities Inc
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber -------------------------------------------------------------------------------- [GRAPHIC OMITTED] 6 --------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 1998-7 -------------------------------------------------------------------------------- 3 --------------------------------------------------------------- BOND SENSITIVTY SENSITIVITY TO PREPAYMENTS CLASS A-1 (continuedto call) THE FOLLOWING TABLES RUN TO MATURITY: ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD @ 100.000 6.480% 6.4550% 6.4375% 6.41100% 6.39125% 6.36150% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY ------------------------------------------------------------------------------------------------------------ Average Life (years) 0.81 0.45 0.38 0.33 0.30 0.27 First Principal Payment 07/98 07/98 07/98 07/98 07/98 07/98 Last Principal Payment 06/99 03/99 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW 12/98 11/98 11/98 Principal Window (YEARSyears) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ 1.00 0.75 0.58 0.50 0.42 0.42 CLASS A-2 (to call) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 9.99 1.65 1.23 1.00 0.86 0.76 Yield @ 100.000 6.72par 6.39% 6.666.21% 6.646.14% 6.626.08% 6.596.02% 6.565.97% DURATION 9.22 Modified Duration 7.08 1.52 1.15 0.94 0.82 0.73 First Principal Payment 11/02 03/99 01/99 12/98 11/98 11/98 Last Principal Payment 06/12 01/01 04/00 12/99 09/99 07/99 Principal Window (years) 9.67 1.92 1.33 1.08 0.92 0.75 CLASS A-3 (to call) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 14.70 3.71 2.58 2.00 1.64 1.40 Yield @ par 6.31% 6.24% 6.20% 6.16% 6.13% 6.09% Modified Duration 9.37 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW 2.32 1.83 1.52 1.31 First Principal Payment 06/12 01/01 04/00 12/99 09/99 07/99 Last Principal Payment 05/13 05/03 10/01 12/00 07/00 03/00 Principal Window (YEARSyears) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------1.00 2.42 1.58 1.08 0.92 0.75 CLASS A-4 (to call) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 15.68 5.89 3.99 3.00 2.42 2.02 Yield @ par 6.39% 6.35% 6.33% 6.30% 6.27% 6.24% Modified Duration 9.68 4.78 3.43 2.66 2.18 1.85 First Principal Payment 05/13 05/03 10/01 12/00 07/00 03/00 Last Principal Payment 06/16 05/05 02/03 12/01 03/01 09/00 Principal Window (years) 3.17 2.08 1.42 1.08 0.75 0.58
Appears in 1 contract
Samples: Imc Securities Inc
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber PAINEWEBBER 8 -------------------------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 19981997-7 -------------------------------------------------------------------------------- BOND SENSITIVTY SENSITIVITY TO PREPAYMENTS (continuedCONTINUED) THE FOLLOWING TABLES RUN CLASS A-6 (TO MATURITY: ) ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 24.88 13.73 10.00 7.06 5.23 4.16 Illustrative Yield @ Par (30/360) 6.88% 6.87% 6.86% 6.84% 6.82% 6.80% Modified Duration (years) 11.64 8.65 7.02 5.42 4.26 3.51 Years to First Principal Payment 22.50 12.25 8.42 5.83 4.50 3.58 Years to Last Principal Payment 26.83 14.75 11.83 8.92 6.25 4.83 Principal Window (years) 4.42 2.58 3.50 3.17 1.83 1.33 CLASS A-7 BOND (TO MATURITY) ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 28.21 16.87 14.11 11.44 8.93 6.78 Illustrative Yield @ Par (30/360) 7.09% 7.10% 7.14% 7.16% 7.15% 7.12% Modified Duration (years) 11.97 9.55 8.67 7.58 6.36 5.16 Years to First Principal Payment 26.83 14.75 11.83 8.92 6.25 4.83 Years to Last Principal Payment 29.50 24.92 19.08 15.08 14.00 11.58 Principal Window (years) 2.75 10.25 7.33 6.25 7.83 6.83* * Indicates an interruption in receipt of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD principal CLASS A-8 NAS BOND (TO MATURITY) ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 11.84 7.78 7.00 6.47 6.08 5.77 Illustrative Yield @ 100.000 6.48% 6.45% 6.43% 6.41% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW Par (YEARS30/360) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.72% 6.666.70% 6.646.70% 6.626.70% 6.596.72% 6.566.75% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW Modified Duration (YEARSyears) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------7.82 5.79 5.35 5.04 4.79 4.60 Years to First Principal Payment 3.08 3.08 3.08 3.08 3.08 3.08 Years to Last Principal Payment 29.25 23.00 17.58 14.75 13.75 11.42 Principal Window (years) 26.25 20.00 14.58 11.75 10.75 8.42
Appears in 1 contract
Samples: Imc Securities Inc
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber -------------------------------------------------------------------------------- [GRAPHIC OMITTED] 7 --------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 1998-7 -------------------------------------------------------------------------------- 3 --------------------------------------------------------------- BOND SENSITIVTY SENSITIVITY TO PREPAYMENTS (continued) THE FOLLOWING TABLES RUN TO MATURITY: CLASS A-5 (to call) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 20.28 8.34 5.39 4.00 3.15 2.60 Yield @ 100.000 6.48par 6.52% 6.49% 6.47% 6.45% 6.436.42% 6.416.40% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW Modified Duration 11.01 6.27 4.43 3.43 2.77 2.33 First Principal Payment 06/16 05/05 02/03 12/01 03/01 09/00 Last Principal Payment 03/21 03/08 08/04 12/02 01/02 05/01 Principal Window (YEARSyears) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ 4.83 2.92 1.58 1.08 0.92 0.75 CLASS A-6 (to call) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 24.86 11.52 7.66 5.40 4.19 3.38 Yield @ 100.000 6.72% 6.66% 6.64% 6.62% 6.59par 6.57% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 6.54% 6.52% 6.50% 6.48% Modified Duration 12.01 7.88 5.86 4.43 3.56 2.95 First Principal Payment 03/21 03/08 08/04 12/02 01/02 05/01 Last Principal Payment 02/25 12/11 12/07 11/04 05/03 05/02 Principal Window (years) 4.00 3.83 3.42 2.00 1.42 1.08 CLASS A-7 (to call) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 27.22 14.36 10.35 7.70 5.94 4.77 Yield @ par 6.96% 6.95% 6.94% 6.93% 6.91% 6.90% Modified Duration 11.98 8.87 7.20 5.81 4.73 3.95 First Principal Payment 02/25 12/11 12/07 11/04 05/03 05/02 Last Principal Payment 09/25 11/12 12/09 02/08 WINDOW 11/08 05/06 09/04 07/03 Principal Window (YEARSyears) 29.58 19.33 0.67 1.00 1.00 1.58 1.42 1.25 CLASS A-8 NAS (to call) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 12.11 7.76 6.92 6.27 5.47 4.72 Yield @ par 6.47% 6.46% 6.45% 6.45% 6.44% 6.43% Modified Duration 8.06 5.85 5.37 4.98 4.47 3.96 First Principal Payment 07/01 07/01 07/01 07/01 07/01 07/01 Last Principal Payment 09/25 11/12 11/08 05/06 09/04 07/03 Principal Window (years) 24.25 11.42 7.42 4.92 3.25 2.08 ------------------------------------------------------------------------------- THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PAINEWEBBER INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. ------------------------------------------------------------------------------- [GRAPHIC OMITTED] 8 --------------------------------------------------------------- IMC HOME EQUITY LOAN TRUST 1998-3 --------------------------------------------------------------- BOND SENSITIVITY TO PREPAYMENTS (continued) CLASS A-7 (to maturity) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 28.24 16.38 12.69 9.71 7.35 5.62 Yield @ par 6.97% 6.98% 7.01% 7.01% 7.00% 6.97% Modified Duration 12.13 9.49 8.17 6.79 5.52 4.47 First Principal Payment 02/25 12/11 12/07 11/04 05/03 05/02 Last Principal Payment 02/28 03/24 03/18 10/13 12/11 08/09 Principal Window (years) 3.08 12.33 10.33 9.00 8.67 7.33 CLASS A-8 NAS (to maturity) ------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption 0% 50% 75% 100% 125% 150% ------------------------------------------------------------------------------------------------------------ Average Life (years) 12.11 7.76 6.97 6.44 6.03 5.71 Yield @ par 6.47% 6.46% 6.46% 6.46% 6.48% 6.52% Modified Duration 8.06 5.85 5.40 5.07 4.81 4.60 First Principal Payment 07/01 07/01 07/01 07/01 07/01 07/01 Last Principal Payment 12/27 06/22 05/13 05/13 10/11 05/09 Principal Window (years) 26.50 21.00 11.92 11.92 10.33 7.92 ------------------------------------------------------------------------------- THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PAINEWEBBER INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. ------------------------------------------------------------------------------- [GRAPHIC OMITTED] 9 --------------------------------------------------------------- IMC HOME EQUITY LOAN TRUST 1998-3 --------------------------------------------------------------- DESCRIPTION OF THE STATISTICAL POOL OF HOME EQUITY LOANS AS OF THE STATISTICAL CUT-OFF DATE Aggregate Field Description Count Balance$ Pool% State Alabama 8 345,256 0.05 Alaska 1 94,849 0.01 Arizona 70 4,235,926 0.58 Arkansas 35 1,516,702 0.21 California 354 39,063,448 5.34 Colorado 126 8,870,812 1.21 Connecticut 169 13,648,367 1.87 Delaware 39 2,284,814 0.31 District of Columbia 17 1,556,237 0.21 Florida 984 58,064,241 7.94 Georgia 392 27,040,033 3.70 Hawaii 19 3,059,993 0.42 Idaho 35 1,742,791 0.24 Illinois 431 28,038,320 3.84 Indiana 386 19,061,668 2.61 Iowa 38 1,892,203 0.26 Kansas 30 1,551,496 0.21 Kentucky 124 6,163,052 0.84 Louisiana 88 4,242,984 0.58 Maine 17 965,714 0.13 Maryland 410 27,731,833 3.79 Massachusetts 210 14,370,556 1.97 Michigan 1,015 60,482,676 8.27 Minnesota 104 7,055,357 0.97 Mississippi 86 3,862,443 0.53 Missouri 142 6,139,041 0.84 Montana 6 639,622 0.09 Nebraska 25 1,081,358 0.15 Nevada 36 2,973,095 0.41 New Hampshire 17 963,936 0.13 New Jersey 474 42,702,007 5.84 New Mexico 54 4,222,615 0.58 New York 1,338 108,905,896 14.90 North Carolina 551 32,525,267 4.45 North Dakota 3 205,876 0.03 Ohio 702 38,528,478 5.27 Oklahoma 40 1,701,950 0.23 Oregon 91 7,564,838 1.03 Pennsylvania 639 38,486,353 5.26 Rhode Island 50 3,575,209 0.49 South Carolina 379 20,855,661 2.85 South Dakota 1 35,000 0.00 Tennessee 469 27,567,027 3.77 Texas 235 15,559,107 2.13 Utah 84 7,446,371 1.02 Vermont 8 518,366 0.07 Virginia 287 17,041,899 2.33 ------------------------------------------------------------------------------- THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PAINEWEBBER INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. ------------------------------------------------------------------------------- [GRAPHIC OMITTED] 10 --------------------------------------------------------------- IMC HOME EQUITY LOAN TRUST 1998-3 --------------------------------------------------------------- Washington 103 8,273,326 1.13 West Virginia 41 1,732,814 0.24 Wisconsin 96 4,723,646 0.65 Wyoming 4 161,366 0.02 ------ ----------- ------ Total 11,063 $731,071,895 100.00% DESCRIPTION OF THE STATISTICAL POOL OF HOME EQUITY LOANS AS OF THE STATISTICAL CUT-OFF DATE Aggregate Field Description Count Balance$ Pool% Combined LTV 5.01 to 10.00 4 76,171 0.01 10.01 to 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------13 296,376 0.04 15.01 to 20.00 19 444,685 0.06 20.01 to 25.00 50 1,542,791 0.21 25.01 to 30.00 62 2,527,813 0.35 30.01 to 35.00 83 3,123,038 0.43 35.01 to 40.00 128 6,179,521 0.85 40.01 to 45.00 142 6,258,760 0.86 45.01 to 50.00 239 11,490,323 1.57 50.01 to 55.00 229 13,529,426 1.85 55.01 to 60.00 404 21,386,347 2.93 60.01 to 65.00 676 40,524,426 5.54 65.01 to 70.00 1,038 61,819,420 8.46 70.01 to 75.00 1,574 104,742,599 14.33 75.01 to 80.00 2,955 226,732,383 31.01 80.01 to 85.00 1,554 117,888,440 16.13 85.01 to 90.00 1,219 89,627,166 12.26 90.01 to 95.00 177 6,732,655 0.92 95.01 to 100.00 497 16,149,555 2.21 ------ ----------- ------ Total 11,063 $731,071,895 100.00% Aggregate Field Description Count Balance$ Pool% Current Coupon 6.001 - 7.000 28 3,265,794 0.45 7.001 - 8.000 160 18,555,342 2.54 8.001 - 9.000 699 68,279,674 9.34 9.001 - 10.000 1,819 157,176,240 21.50 10.001 - 11.000 2,712 190,649,808 26.08 11.001 - 12.000 2,377 143,588,388 19.64 12.001 - 13.000 1,782 92,134,941 12.60 13.001 - 14.000 984 39,537,721 5.41 14.001 - 15.000 377 13,821,815 1.89 ------------------------------------------------------------------------------- THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PAINEWEBBER INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. ------------------------------------------------------------------------------- [GRAPHIC OMITTED] 11 --------------------------------------------------------------- IMC HOME EQUITY LOAN TRUST 1998-3 ---------------------------------------------------------------
Appears in 1 contract
Samples: Imc Securities Inc
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. 6 PaineWebber -------------------------------------------------------------------------------- IMC FREMONT HOME LOAN TRUST 1999-3 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE DESCRIPTION OF THE MORTGAGE LOANS CONTAINED IN THE PROSPECTUS SUPPLEMENT -------------------------------------------------------------------------------- DESCRIPTION OF HOME EQUITY LOAN OWNER TRUST 1998LOANS AS OF THE STATISTICAL CALCULATION DATE (8/25/99) POOL 1 INFORMATION (CONTINUED) -------------------------------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% --------------- ----------- ----- -------- ----- Remaining Term Less than 353 441 42,874,063 13.70 353 67 6,690,905 2.14 354 71 7,202,390 2.30 355 82 7,988,182 2.55 356 73 7,919,298 2.53 357 117 12,669,705 4.05 358 202 21,086,756 6.74 359 917 95,903,663 30.64 360 1,136 110,670,016 35.36 ------ ----------- ------ 3,106 $313,004,978 100.00% -------------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% --------------- ----------- ----- -------- ----- Occupancy Owner Occupied 2,800 290,334,769 92.76 Non-7 -------------------------------------------------------------------------------- BOND SENSITIVTY TO PREPAYMENTS (continued) THE FOLLOWING TABLES RUN TO MATURITY: Owner Occupied 306 22,670,209 7.24 ------ ----------- ------ 3,106 $313,004,978 100.00% of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD @ 100.000 6.48-------------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% --------------- ----------- ----- -------- ----- Credit Grade A 461 47,977,930 15.33 A- 1,006 115,549,041 36.92 B 865 85,311,618 27.26 C 593 50,256,088 16.06 C- 120 9,306,360 2.97 D 61 4,603,941 1.47 ------ ----------- ------ 3,106 $313,004,978 100.00% 6.45% 6.43% 6.41% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.72% 6.66% 6.64% 6.62% 6.59% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW (YEARS) 29.58 19.33 15.00 13.92 11.00 9.17 --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber PAINEWEBBER 7 -------------------------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 19981997-7 -------------------------------------------------------------------------------- BOND SENSITIVTY SENSITIVITY TO PREPAYMENTS (continuedCONTINUED) THE FOLLOWING TABLES RUN CLASS A-5 (TO MATURITY: CALL) ----------------------------------------------------------------------------------------------------------------------------------- % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 19.46 10.63 6.95 5.00 3.89 3.12 Illustrative Yield @ 100.000 6.48Par (30/360) 6.75% 6.456.74% 6.436.72% 6.416.70% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.726.68% 6.66% 6.64Modified Duration (years) 10.55 7.37 5.38 4.12 3.32 2.73 Years to First Principal Payment 17.00 9.17 5.92 4.33 3.42 2.75 Years to Last Principal Payment 22.50 12.25 8.42 5.83 4.50 3.58 Principal Window (years) 5.58 3.17 2.58 1.58 1.17 0.92 CLASS A-6 (TO CALL) ----------------------------------------------------------------------------------------------------------------------------------- % 6.62OF PREPAYMENT ASSUMPTION 0% 6.5950% 6.5675% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (YEARSyears) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------24.70 13.70 9.86 7.00 5.23 4.16 Illustrative Yield @ Par (30/360) 6.88% 6.86% 6.85% 6.84% 6.82% 6.80% Modified Duration (years) 11.61 8.64 6.96 5.39 4.26 3.51 Years to First Principal Payment 22.50 12.25 8.42 5.83 4.50 3.58 Years to Last Principal Payment 25.75 14.50 10.75 8.17 6.25 4.83 Principal Window (years) 3.33 2.33 2.42 2.42 1.83 1.33 CLASS A-7 (TO CALL) ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 25.74 14.49 10.74 8.15 6.48 5.26 Illustrative Yield @ Par (30/360) 7.07% 7.06% 7.05% 7.04% 7.03% 7.01% Modified Duration (years) 11.59 8.83 7.32 6.02 5.05 4.26 Years to First Principal Payment 25.75 14.50 10.75 8.17 6.25 4.83 Years to Last Principal Payment 25.75 14.50 10.75 8.17 6.50 5.33 Principal Window (years) 0.08 0.08 0.08 0.08 0.33 0.58 CLASS A-8 NAS XXXX (XX CALL) ----------------------------------------------------------------------------------------------------------------------------------- % OF PREPAYMENT ASSUMPTION 0% 50% 75% 100% 125% 150% ----------------------------------------------------------------------------------------------------------------------------------- Average Life (years) 11.84 7.78 6.95 6.32 5.59 4.87 Illustrative Yield @ Par (30/360) 6.72% 6.70% 6.69% 6.69% 6.68% 6.67% Modified Duration (years) 7.82 5.78 5.33 4.96 4.50 4.03 Years to First Principal Payment 3.08 3.08 3.08 3.08 3.08 3.08 Years to Last Principal Payment 25.75 14.50 10.75 8.17 6.50 5.33 Principal Window (years) 22.75 11.50 7.75 5.17 3.50 2.33
Appears in 1 contract
Samples: Imc Securities Inc
