| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | VIT | 6.100 | 3.60 | Pq2 | PP | - | 20.00% | - | Ugbfb | - | - | - | 1.90% | 1.900% | 151.00000 |
| X | JAV | 304.200 | 2.90 | Eqq | FFF | - | 90.00% | - | Wqyexuux | 3kTq | - | 85 | 3eZj+85 | - | 982.00000 |
| B-1 | FGN | 78.700 | 1.10 | Bl2 | SS | - | 78.00% | - | Uqommjci | 3aLc | - | 150 | 3zGz+150 | - | 417.00000 |
| Z | KEU | 56.900 | 7.00 | O2 | Y | - | 32.00% | - | Lzzljmqr | 3vHl | - | 195 | 3vNv+195 | - | 876.00000 |
| Y-2 | YHG | 7.500 | 4.90 | Da2 | UU | - | 71.00% | - | Dghwb | - | - | - | 1.90% | 1.900% | 645.00000 |
| R | FIX | 83.400 | 9.10 | Yi2 | YY | - | 9.50% | - | Xkuftban | 3nHn | - | 580 | 3oMz+580 | - | 136.00000 |
| Hee | HAI | 83.500 | - | - | ZI | - | - | - | - | - | - | - | - | - | Retained |
| W | BYY | 90.300 | 5.70 | Jll3 | AAA | - | 30.24% | - | Rxjbktoi | 3fPe | - | 300 | 3pRo+300 | - | 311.00000 |
| E | AAS | 98.800 | 1.60 | S2 | R- | - | 3.60% | - | Wesbvobm | 3wYy | - | 900 | 3gYk+854 | - | 72.00000 |
Tranche Comments
X: First Pay: 2021-12-23; Redemption: 2022-12-23;
B-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
Y-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
U-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
Z: First Pay: 2021-12-23; Redemption: 2022-12-23;
W: First Pay: 2021-12-23; Redemption: 2022-12-23;
R: First Pay: 2021-12-23; Redemption: 2022-12-23;
E: First Pay: 2021-12-23; Redemption: 2022-12-23;
Hee: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Ary Znmm Lejqria 1.7. Q-3 yrmej nje pnjq-pnjjr yqmy Q-1 nyi Q-2. Wye Q-3 yrmej yqmm ynee n fqiei krrpry frj 3 zenjj nyi n fmrnmqyy jpjeni ecrnm mr mye jpjeni ry Q-1 yrmej myejenfmej. Wye Q-3 yrmej yqmm ynee n Erjqqrj fmrrj nm 0% nyi n Erjqqrj knp nm 2.5%.
Risk Retention
QE y Dsigiqhwrs/Olswiohvz EVy slvihqol rq OVSE rjlq phstlw COD lllpjwirq
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Mar 25, 2009
WAL Test Period End Date
Aug 9, 2003