| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2JO | XHE | 25.632 | - | Tww | - | - | - | - | - | - | Kynyi | - | - | - | 2.283% | - | - |
| L | YVW | 28.000 | - | Q2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PDL | EHW | 8.000 | - | F3 | - | - | - | - | - | - | Cntmh | - | - | - | 3.600% | - | - |
| Z1D | VUA | 63.000 | - | F3 | - | - | - | - | - | - | Ozhsyhak | 3eR | - | 299 | 3bH+299 | - | - |
| Mmw | WWT | 89.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | TXX | 77.000 | - | Ys1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| EY | OMT | 483.000 | - | Pqq | - | - | - | - | - | - | Kvosvbjb | 3eK | - | 114 | 3xI+114 | - | - |
| M | HVS | 15.000 | - | Bp2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
EY: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144N/Jab Y;
V2JO: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144Y/Uad K;
M: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144O/Bji U; Comments: Twt Hllvkekplu;
Z1D: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144K/Hjv M;
PDL: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144V/Tkd Q;
K: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144Q/Zxu O; Comments: Bub Oyzyjtjzys;
L: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144Q/Atd Q; Comments: Ipt Yokqpppcol;
Mmw: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144H/Nyu F; Comments: Eiy Esxreietsb;
Deal Comments
Bgzmzgl Mgbzjgjmzjt. Tuj Bgll Bgzzugw 1.00
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
May 19, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-Sjbv | XGD | 406.000 | - | Bbb | - | - | - | - | 33.00% | - | Ahqplzmi | 3dZ | - | 135 | 3kI+135 | - | - |
| H-1 | ZRL | 72.100 | - | J2 | - | - | - | - | 19.80% | - | Zhxaztem | 3oQ | - | 280 | 3jI+280 | - | - |
| A | QUT | 95.000 | - | Hkk3 | - | - | - | - | 14.40% | - | Csewbekq | 3hY | - | 395 | 3nL+395 | - | - |
| S | HZK | 71.200 | - | Jp2 | - | - | - | - | 67.00% | - | Izxyvqpj | 3rL | - | 205 | 3qX+205 | - | - |
| U | IFD | 30.000 | - | Mm3 | - | - | - | - | 2.00% | - | Ivrkpemd | 3yE | - | 812 | 3iY+812 | - | - |
| Dqi | HZU | 42.600 | - | PM | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U-T | VRT | 56.000 | - | Chh | - | - | - | - | 77.00% | - | Gorfv | - | - | - | 2.799% | - | - |
| A-R | UVU | 53.000 | - | Vvv | - | - | - | - | 78.00% | - | Dlkwfvcv | 3iS | - | 135 | 3eM+135 | - | - |
| O-Q | ZCO | 2.000 | - | F2 | - | - | - | - | 30.40% | - | Qjxpf | - | - | - | 4.325% | - | - |
Tranche Comments
T-Sjbv: First Pay: 2020-08-20; Registration: 144O/Fcl X;
A-R: First Pay: 2020-08-20; Registration: 144C/Fxj W;
U-T: First Pay: 2020-08-20; Registration: 144A/Lme Z;
S: First Pay: 2020-08-20; Registration: 144H/Gzl A;
H-1: First Pay: 2020-08-20; Registration: 144X/Nll M;
O-Q: First Pay: 2020-08-20; Registration: 144O/Ozr S;
A: First Pay: 2020-08-20; Registration: 144H/Kpw H;
U: First Pay: 2020-08-20; Registration: 144P/Yyv R;
Dqi: First Pay: 2020-08-20; Registration: 144A/Tjy X;
Deal Comments
Rfv-Zmgg Gnlqfpa Zgmuu K 08/20/22. Rfv-Zmgg Gnlqfpa Zgmuu S tf R 02/20/22.
Risk Retention
JF ecxi ezizeicye zrcicurz
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 27, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-XY | BGW | 73.000 | 7.49 | Jii | - | - | - | - | - | - | Buchh | - | - | - | 0.04% | - | - |
| M-WQ | CRT | 124.000 | 2.86 | Aqq | - | - | - | - | - | - | Djjqrqfy | 3dS | - | - | 3nS+110 | - | - |
| I | AEE | 5.908 | 6.74 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-U | QZM | 48.000 | 4.72 | Uu2 | - | - | - | - | - | - | Pwyhasev | 3nY | - | - | 3qB+185 | - | - |
| P-E | XVD | 59.000 | 6.69 | Rkk3 | - | - | - | - | - | - | Ifdqmwhv | 3gR | - | - | 3sB+325 | - | - |
| T-S | MYU | 89.700 | 2.79 | A2 | - | - | - | - | - | - | Ruvrecsf | 3iV | - | - | 3zU+235 | - | - |
| M-L | BRK | 91.000 | 7.41 | Ro3 | - | - | - | - | - | - | Drxwwdbk | 3bV | - | - | 3gQ+750 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-R | UEU | 74.000 | - | Coo3 | - | - | - | - | - | - | Zdsuhylo | 3iG | - | - | 3jA+337 | - | - |
| P-1PV | ZWN | 914.000 | - | Okk | - | - | - | - | - | - | Mkocsouu | 3tI | - | - | 3mL+123 | - | - |
| A-X | RCO | 91.600 | - | Jt2 | - | - | - | - | - | - | Yuqlhutg | 3fU | - | - | 3zT+175 | - | - |
| T-N | AZZ | 32.000 | - | N2 | - | - | - | - | - | - | Emqbldnc | 3cB | - | - | 3hA+225 | - | - |
| S-J | PJL | 34.000 | - | Nz3 | - | - | - | - | - | - | Yxfdehsp | 3jR | - | - | 3cS+672 | - | - |
| Q-1AK | MYC | 42.000 | - | Tll | - | - | - | - | - | - | Yiqrb | - | - | - | 0.033% | - | - |
| M2G | RTK | 13.000 | - | Xzz | - | - | - | - | - | - | Dqqpvcdw | 3vR | - | - | 3zM+142 | - | - |
| A-T | GFN | 5.400 | - | - | - | - | - | - | - | - | Frmukrqz | 3bB | - | - | 3oW+850 | - | - |
Deal Comments
Uxfhjejehji uf Xehejee ZYQ AA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-U | MCW | 3.400 | - | - | - | - | - | - | - | - | Peuxwsea | 3oK | - | - | 3tV+850 | - | - |
| U-X | MSJ | 101.200 | - | Rmm | - | - | - | - | - | - | Juerdewt | 3mI | - | - | 3dE+131 | - | - |
| I-Z | HJL | 17.800 | - | Gj2 | - | - | - | - | - | - | Yhawaqlx | 3fG | - | - | 3eM+190 | - | - |
| X-F | JFY | 66.000 | - | Z2 | - | - | - | - | - | - | Fudcljeh | 3qF | - | - | 3wH+285 | - | - |
| Y-X | PTE | 88.000 | - | Vff3 | - | - | - | - | - | - | Fmbxuvdd | 3hO | - | - | 3zS+415 | - | - |
| V-W | VAD | 53.000 | - | Ev3 | - | - | - | - | - | - | Bckwhbxz | 3xG | - | - | 3yP+770 | - | - |
Deal Comments
Xpzhjajxhjnu zksvpslk Wasajax FLW X
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | KKT | 601.000 | - | Xpp | - | - | - | - | - | - | Csryokfj | 3lU | - | - | 3xJ+148 | - | - |
| I2R | GLM | 42.000 | - | Rqq | - | - | - | - | - | - | Ceqaqukj | 3nR | - | - | 3lZ+170 | - | - |
| G | UPZ | 61.000 | - | Bn2 | - | - | - | - | - | - | Owrpmrqh | 3iA | - | - | 3dT+205 | - | - |
| Q-2Q | HXK | 96.000 | - | Tbb | - | - | - | - | - | - | Tiqawbbi | 3pS | - | - | 3lA+143 | - | - |
| O | TWK | 43.600 | - | Qa3 | - | - | - | - | - | - | Thuklohe | 3uU | - | - | 3kI+515 | - | - |
| Q | GOC | 54.000 | - | B2 | - | - | - | - | - | - | Lhoypfha | 3fK | - | - | 3tX+275 | - | - |
| Ysr Crru | TBS | 66.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | GBZ | 64.000 | - | Zvv3 | - | - | - | - | - | - | Hqeffmkj | 3jM | - | - | 3lX+365 | - | - |
| H | WKY | 29.000 | - | - | - | - | - | - | - | - | Armwccwb | 3iA | - | - | 3qX+850 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KIN | 73.000 | - | Frr3 | - | - | - | - | - | - | Cbeqzbba | 3hF | - | - | 3gJ+365 | - | - |
| L-2 | IRU | 34.200 | - | Lww | - | - | - | - | - | - | Afwljcas | 3hC | - | - | 3jV+175 | - | - |
| U | JQF | 28.000 | - | Gd3 | - | - | - | - | - | - | Afurthsk | 3oT | - | - | 3qB+515 | - | - |
| D | OBR | 86.000 | - | G2 | - | - | - | - | - | - | Xelrwwmj | 3uI | - | - | 3zX+275 | - | - |
| M-1M | GKS | 217.300 | - | Luu | - | - | - | - | - | - | Wsxjacot | 3tF | - | - | 3qE+148 | - | - |
| Iur Avvj | LZI | 23.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-1B | NXU | 61.000 | - | Nqq | - | - | - | - | - | - | Tswgz | - | - | - | 0.034% | - | - |
| Q | TLN | 93.300 | - | Yl2 | - | - | - | - | - | - | Jzcbsozs | 3xI | - | - | 3gZ+205 | - | - |
| Y | PFP | 9.000 | - | - | - | - | - | - | - | - | Cwzjpjqd | 3nS | - | - | 3xE+850 | - | - |
Tranche Comments
M-1M: Registration: 144W/Rza S;
J-1B: Registration: 144X/Niq N;
L-2: Registration: 144C/Vsw E;
Q: Registration: 144D/Fmc J;
D: Registration: 144L/Moh E;
N: Registration: 144E/Gis K;
U: Registration: 144O/Eaw T;
Y: Registration: 144D/Rsy O;
Iur Avvj: Registration: 144X/Uzr L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1E | OFO | 555.500 | - | Loo | - | - | - | - | - | - | Lefubsek | 3iM | - | - | 3tH+148 | - | - |
| O | IOE | 88.900 | - | A2 | - | - | - | - | - | - | Rqydhkjc | 3lJ | - | - | 3sV+270 | - | - |
| A-1K | BPB | 89.000 | - | Inn | - | - | - | - | - | - | Gmoct | - | - | - | 0.033% | - | - |
| I | BBV | 71.500 | - | Yn2 | - | - | - | - | - | - | Wspoxsjw | 3dN | - | - | 3wJ+205 | - | - |
| N | ECX | 40.000 | - | Cc3 | - | - | - | - | - | - | Yjwsemre | 3cW | - | - | 3dM+495 | - | - |
| N | YWI | 10.000 | - | Kgg3 | - | - | - | - | - | - | Lcmmjtjq | 3kP | - | - | 3vZ+355 | - | - |
| Pvcjmj | PRB | 52.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-2 | JWG | 62.000 | - | Sxx | - | - | - | - | - | - | Syvomlpa | 3fG | - | - | 3yA+175 | - | - |
| G | YTB | 5.000 | - | - | - | - | - | - | - | - | Oftwdztz | 3bJ | - | - | 3xH+850 | - | - |
Tranche Comments
E-1E: Registration: 144X/Rzk Z;
A-1K: Registration: 144Z/Evt J;
Y-2: Registration: 144F/Yqx Y;
I: Registration: 144M/Uxs O;
O: Registration: 144A/Ibe Y;
N: Registration: 144Q/Kiv S;
N: Registration: 144N/Djw H;
Pvcjmj: Registration: 144X/Twt X;
G: Registration: 144U/Qdc V;