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Field NameVariableUnitTypeDefinitionComment1-mo.CPRCPR1%computedOne month CPR3-mo.CPRCPR3%computedThree month CPR6-mo.CPRCPR6%computedSix month CPR12-mo.CPRCPR12%computedOne year CPR24-mo.CPRCPR24%computedTwo year CPRCPR lifeCPRLife%computedLife CPR1-mo.CDRCDR1%computed1 month CDR, where default is defined as the occurance of liquidation (see Volpp,Deflt&Liq Flags tab)1-mo.CLRCLR%computed1 month conditional loss rate, an annualized rate of loss rate, 100 * (1 - (1 - loss_amt/SBal1)^12)CDR LifeCDRLife%computedCDR since origination1-mo.CRRCRR1%computed1 month CRR, complement of CDR, where default is defined as the occurrence of liquidation (see Volpp,Deflt&Liq Flags tab). It is the constant repayment (Volpp) rate.CRR LifeCrrLife%computedCRR since origination1-mo.CDR_COCDR1_CO%computed1 month CDR, where default is defined as the occurance of charge-off (see Volpp,Deflt&Liq Flags tab)1-mo.CRR_COCRR1%computed1 month CRR, complement of CDR, where default is defined as the occurrence of charge-off (see Volpp,Deflt&Liq Flags tab) It is the constant repayment (Volpp) rate.Prev. 1mo. CPR1P1Cpr1%computedPrevous 1 mo CPR1Prev. 2mo. CPR1P2Cpr1%computedPrevous 2 mo CPR1Prev. 3mo. CPR1P3Cpr1%computedPrevous 3 mo CPR1Orig. BalanceORIG_AMT$providedORIG_AMTCurr. BalanceBALANCE$providedBALANCEPrev. Balnacebeg_bal$computedPrevious month's BALANCEInv. BalanceINV_BAL$providedINV_BALNew IssuanceNewIss$computedSum of BALANCE for loans issued in this month, i.e., pools' CLOSE_DATE is within the current monthOrig. Bal. FICO < 650OBal_FICO650$computedOriginal balance of loans with OFICO < 650Orig. Bal, LTV > 80OBal_LTV80$computedOriginal balance of loans with LTV > 80Orig. Bal. PpenaltyOBal_PP$computedOriginal balance of loans with prepayment penalty1mo Sch. BalSBal1$computed1 month scheduled balance3mo Sch. BalSBal3$computed3 month scheduled balance6mo Sch. BalSBal6$computed6 month scheduled balance12mo Sch. BalSBal12$computed12 month scheduled balance24mo Sch. BalSBal24$computed24 month scheduled balanceLife Sch. BalSBalLife$computedscheduled balance since originationFactorfactor%computedRatio of BALANCE to ORIG_AMTOrig. Note RateINIT_RATE%providedwt average of INIT_RATE, weighted by ORIG_AMTCurr. Note RateINT_RATE%providedwt average of INT_RATE, weighted by INV_BALOrig. CouponNET_RATE_ati%computedwt average of ATI (at issuance) value of NET_RATE, weighted by ORIG_AMTCurr. CouponNET_RATE%providedwt average of NET_RATE, weighted by INV_BALOrig. WAMTERMmo.providedwt average of TERM, weighted by ORIG_AMTCurr. putedfor FRM, calculated from the INV_BAL, INT_RATE, SCH_MNTH_P; for ARM, TERM - age, wt avg by INV_BALMarginMARGIN%providedwt average of MARGIN, weighted by INV_BALLifecapL_RATE_CAP%providedwt average of L_RATE_CAP, weighted by INV_BALLoan putednumber of months since FIRST_PMT, max(0, RelativeMonth(asofdt, FIRST_PMT/100))Orig. Loan SizeORIG_AMT$providedaverage of ORIG_AMT of all loansCurr Orig Loan SizeORIG_AMT$computedaverage of ORIG_AMT of active loans (INV_BAL > 0), aka AOLSCurr. Loan SizeINV_BAL$providedaverage of INV_BAL of active loans (INV_BAL > 0)Orig. RelLnSzrelnsz_ocomputedOriginal relative loan size, ORIG_AMT/CurrConformingLimit, weighted by ORIG_AMTCurr. RelLnSzrelnszcomputedCurrent relative loan size, BALANCE/CurrConformingLimit, weighted by BALANCEOrig. No.of LoansN/Acomputedcount of all loansCurr. No.of LoansN/Acomputedcount of active loans (INV_BAL > 0)Orig. Satoosatobpscomputedspread at origination, 100*(INIT_RATE - pmms30), where pmms30_o is FHLMC survey rate at ORIG_DATECurr. Satocsatobpscomputedcurrent spread at origination, 100*(INT_RATE - pmms30_o), where FHLMC survey rate at ORIG_DATEOrig. FICOFICOprovidedwt average of FICO, weighted by ORIG_AMTCurr Orig FICOFICOcomputedwt average of FICO, weighted by INV_BALOrig. CLTVLTV%providedwt average of LTV, weighted by ORIG_AMTCurr Orig LTVCO_LTV%computedwt average of Orig LTV, weighted by INV_BALMSA LTVMSALtv%computedcomputed based on quarterly MSA-level OFHEO HPI, weighted by INV_BAL. Intra-quarter HPI is interpolated based on constant HPA implied by two neighboring quarters' HPI. HPI is also exterpolated beyond last available historical data by using last available annual HPA.Curr. CLTVcltvi%computedcomputed based on OFHEO quarterly state-level HPI, weighted by INV_BAL. Intra-quarter HPI is interpolated based constant HPA implied by two neighboring quarters' HPI. HPI is also exterpolated beyond last available historical data by using last available annual HPA.Curr0. LTVcltv%computedcomputed based on OFHEO state-level HPI, weighted by INV_BAL. HPI assumes constant intra-quarter, i.e., zero-HPA intra-quarterOrig Comb LTVCOMB_LTV%providedwt average of COMB_LTV, weighted by ORIG_AMTCurr Orig Comb LTVOCLTV%computedwt average of COMB_LTV, weighted by INV_BALCurr Comb LTVCCLTV%computedwt average of curr comb LTV, which is based on MSA level HPA and current UPB, weighted by INV_BALCurr CS LTVcltv_cs%computedwt average of Client-Supplied curr comb LTV version 1, which is based on Client-Supplied HPI. When Client-Supplied HPI is not available, computed using OFHEO HPICurr Comb CS LTVCCLTV_cs%computedwt average of Client-Supplied curr LTV version 1, which is based on Client-Supplied HPI. When Client-Supplied HPI is not available, computed using OFHEO HPICurr CS2 LTVcltv_cs2%computedwt average of Client-Supplied curr comb LTV version 2, which is based on Client-Supplied HPI. When Client-Supplied HPI is not available, computed using OFHEO HPICurr Comb CS2 LTVCCLTV_cs2%computedwt average of Client-Supplied curr LTV version 2, which is based on Client-Supplied HPI. When Client-Supplied HPI is not available, computed using OFHEO HPIEff. LTVEFF_LTV%providedwt average of EFF_LTV, weighted by ORIG_AMT1st LTVFIRST_LTV%providedwt average of FIRST_LTV, weighted by ORIG_AMT2nd LTVSECOND_LTV%providedwt average of SECOND_LTV, weighted by ORIG_AMTSpreadeitbpscomputedeconomic incentive at T, 100*(INT_RATE - pmms30), where pmms30 is the FHLMC pmms30 lagged by 1.5 months. this could be customer-specifiedCould be customer-specifiedRatiorcpncomputedratio of wac, 1000 * (INT_RATE / pmms30 - 1), where pmms30 is FHLMC pmms30 lagged by 1.5 monthsCould be customer-specifiedNPVnpvcomputed1000*(pi / pi_r - 1), pi = INT_RATE /1200/(1-pow((1+INT_RATE /1200), -rterm)); pi_r = fhmrate30/1200/(1-pow((1+pmms30/1200), -rterm));Could be customer-specifiedSprd230yrsprd230bpscomputedspread to pmms30, 100 * (INT_RATE - pmms30), pmms30 is the FHLMC pmms30 lagged by 1.5 monthsCould be customer-specifiedSprd215yrsprd215bpscomputedspread to pmms15, 100 * (INT_RATE - pmms15), pmms15 is the FHLMC pmms15 lagged by 1.5 monthsCould be customer-specifiedSprd2shr31sprdshr31bpscomputedspread to synthetic hybrid 5/1 rate: 100 * (INT_RATE - 0.25 * pmms1yr - 0.75 * pmms30)Could be customer-specifiedSprd2shr51sprdshr51bpscomputedspread to synthetic hybrid 5/1 rate: 100 * (INT_RATE - 0.2 * pmms1yr - 0.8 * pmms30)Could be customer-specifiedSprd2shr71sprdshr71bpscomputedspread to synthetic hybrid 7/1 rate: 100 * (INT_RATE - 0.15 * pmms1yr - 0.85 * pmms30)Could be customer-specifiedSprd2shr101sprdshr101bpscomputedspread to synthetic hybrid 10/1 rate: 100 * (INT_RATE - 0.1 * pmms1yr - 0.9 * pmms30)Could be customer-specifiedSato Adj IncentNAbpscomputedrate incentive adjusted by orig SATO, Spread - OSATO, weighted by BALANCESprd2ARMsprd2armbpscomputedspread to PMMS ARM1Yr rate, 100 * (INT_RATE - arm1yr), arm1yr is the FHLMC ARM 1yr rate, lagged by 1.5 monthsCould be customer-specifiedYC30_15yc30_15bpscomputedyield curve, 100 * (pmms30 - pmms15)YC30_armyc30_armbpscomputedyield curve, 100 * (pmms30 - pmms1yr)YC10_2yc10_2bpscomputedyield curve, 100 * (cmt10 - cmt2), where cmt10 and cmt2 are the 10 and 2 year Constant Maturity Treasury note rates, lagged by 1.5 monthsYCSwap10_2YCSwap10_2bpscomputedyield curve, 100 * (swap10 - swap2), lagged by 1.5 puted(see Curr. WAM)Front End D2IUNDER_RAT2%providedwt average of UNDER_RAT2 by BALANCE, ratio of the borrower's monthly housing expenses (PITI) divided by his or her gross monthly incomeBack End D2IUNDER_RAT1%providedwt average of UNDER_RAT1 by BALANCE, ratio of the borrower's total of monthly debts due on credit obligations (PITI, credit card, child support, etc) divided by his or her gross monthly incomeOrig. Front End D2IOFrontD2I%computedwt average of front-end ratio,UNDER_RAT2, by ORIG_AMTOrig. Back End D2IOBackD2I%computedwt average of back-end ratio, UNDER_RAT1, by ORIG_AMTServ FeeSERV_FEE_R%providedwt average of SERV_FEE_R by INV_BALOrig. Serv FeeOSFee%computedwt average of SERV_FEE_R by ORIG_AMTCumLossCumLoss$computedcumulative loss amount, sumif(lossmo >= 0, lossamt)%CumLossPctCumLoss%computed100 * CumLoss / sum(ORIG_AMT), among all loans with reported lossCumDefaultCumDefault$computedcumulative default amount, sumif(liqmo >= 0, pifamt)%CumDefaultPctCumDefault%computed100 * CumDefault / sum(ORIG_AMT)CumVolppCumVolpp$computedcumulative voluntary prepayment amount, sumif(volmo >= 0, pifamt)%CumVolppPctCumVolpp%computed100 * CumVolpp / sum(ORIG_AMT)CumLossSeverityCumLossSev%computedcumulative average of loss severity in percent, 100 * CumLoss / sum(pifamt) among loans with lossmo>=0Periodic Lossloss$computedloss amount at current asofdate with lossmo = 0Loss Severityloss_severity%computedthe percent of loss of the liquidation balance, 100* sum(lossamt) / sum(pifamt) for loans with lossSeverity AllAllSeverity%computedthe percent of loss of the liquidation balance, 100* sum(lossamt) / sum(pifamt) among all default loans, with or without loss ................
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