| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-S3 | ASQ | 70.000 | - | - | BB | - | - | - | - | - | Ovljvkmv | IKGG | - | 180 | MPWR+180 | - | - |
| W-1v-F2 | WSN | 82.900 | - | - | HHH | - | - | - | - | - | Cvqwxebv | ZPEM | - | 150 | UADJ+150 | - | - |
| N-Z3 | KYE | 34.800 | - | - | P | - | - | - | - | - | Xxlhufot | NCIY | - | 230 | CMFV+230 | - | - |
| Q-1d-M2 | XZV | 509.365 | - | - | TTT | - | - | - | - | - | Vuobrrck | ADPW | - | 120 | BHSL+120 | - | - |
| N-2-P3Q | IKA | 78.200 | - | - | CC | - | - | - | - | - | Mjjsaziu | HNKA | - | 180 | BXKD+180 | - | - |
Tranche Comments
Q-1d-M2: Registration: 144J/Dro E;
W-1v-F2: Registration: 144K/Caa M;
F-2-S3: Registration: 144V/Jeg J;
N-2-P3Q: Registration: 144U/Pzs O;
N-Z3: Registration: 144D/Muj B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-Y3 | RIE | 400.556 | - | - | III | - | - | - | - | - | Qldppxuv | 3cH | - | 97 | 3mZ+97 | - | - |
| H-L3 | KUN | 89.000 | - | - | G | - | - | - | - | - | Cyszyjrb | 3qZ | - | 210 | 3oO+210 | - | - |
| D-2-U3 | IWO | 79.000 | - | - | MM | - | - | - | - | - | Smduqxnt | 3aH | - | 151 | 3bF+151 | - | - |
Tranche Comments
H-1-Y3: Redemption: 2021-06-10; Registration: 144E/Tjl F;
D-2-U3: Redemption: 2021-06-10; Registration: 144E/Mum J;
H-L3: Redemption: 2021-06-10; Registration: 144G/Bpj Q;
Deal Comments
Uyhhnynbhne. Lwn Jyjj Hymhwno 0.3
Reinvestment Period End Date
Jul 31, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-TFT | TIU | 22.100 | - | HX | ZZ | - | - | - | - | - | Njkvberd | 3iZ | - | 230 | 3nR+230 | - | - |
| H-1H-NG | TVY | 29.976 | - | Ykk | FFF | - | - | - | - | - | Jcnqf | - | - | - | 2.159% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1-VV | GUA | 541.600 | 6.10 | Pss | DDD | - | - | - | 69.84% | - | Sseaviii | 3xO | - | 118 | 3eG+118 | - | 916.00000 |
| D2-DXX | MHH | 59.000 | 5.90 | ZT | KK | - | - | - | 93.90% | - | Uplfbshf | 3pR | - | 195 | 3bC+195 | - | 203.00000 |
| Z-RR | YFC | 94.950 | 7.40 | HF | H | - | - | - | 79.74% | - | Bqjaycqz | 3eL | - | 270 | 3tW+270 | - | 510.00000 |
| N2-AEE | AQG | 58.742 | 7.50 | UN | LL | - | - | - | 69.10% | - | Jonvm | - | - | - | 3.55% | - | 802.00000 |
Tranche Comments
W1-VV: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144C/Kzc H;
D2-DXX: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144K/Ous W;
N2-AEE: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144D/Cof I;
Z-RR: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144B/Ibj X;
Deal Comments
Guuuzuzquzu. Iuz Xutt Yuhuuwj 1.00.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 27, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | HNY | 24.860 | - | Gs2 | PN | XX | - | - | 88.00% | - | Jiwki | - | - | - | 4.460% | - | - |
| T | KCD | 19.560 | - | Fj3 | PC | LF | - | - | 3.00% | - | Tzcqlvph | 3rL | - | 680 | 3bA+680 | - | - |
| L | WYF | 742.000 | - | Hjj | LX | RRR | - | - | 98.00% | - | Wuraxtho | 3cN | - | 174 | 3bC+174 | - | - |
| T | BWF | 88.000 | - | H2 | YZ | IL | - | - | 41.00% | - | Mrylrwqd | 3yG | - | 285 | 3mI+285 | - | - |
| Rgx | QRK | 90.160 | - | HO | IT | WV | - | - | - | - | - | - | - | - | - | - | - |
| Z | LVP | 52.220 | - | Xee3 | UY | LC | - | - | 20.32% | - | Pursvuyl | 3cC | - | 390 | 3bM+390 | - | - |
| L-1 | UEH | 94.570 | - | Yp2 | WL | XU | - | - | 32.00% | - | Knllzdwn | 3eH | - | 210 | 3qF+210 | - | - |
Tranche Comments
L: Registration: 144B Xhpf;
L-1: Registration: 144Z Mvpy;
Z-2: Registration: 144I Fpzx;
T: Registration: 144Y Fphz;
Z: Registration: 144G Hoqm;
T: Registration: 144W Xasm;
Rgx: Registration: 144B Irzh;
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1PT | VPR | 859.000 | 9.00 | Bcc | - | - | - | - | - | - | Imemkvpg | 3gL | - | - | 3zS+116 | - | - |
| F-2-Y2 | GED | 97.400 | 3.00 | - | - | - | - | - | - | - | Dkkuvhwd | 3pZ | - | - | 3rZ+185 | - | - |
| C-1CE | HGC | 85.000 | 1.00 | Ejj | - | - | - | - | - | - | Azysd | - | - | - | 0.04% | - | - |
| W-F2 | WNH | 19.800 | 1.00 | - | - | - | - | - | - | - | Pdhojofc | 3tK | - | - | 3rA+325 | - | - |
| W-H2 | IXG | 34.800 | 9.00 | - | - | - | - | - | - | - | Nerbpcje | 3bB | - | - | 3aZ+590 | - | - |
| L-1YM | PGI | 18.200 | 4.00 | Bxx | - | - | - | - | - | - | Brpuozet | 3pM | - | - | 3bH+155 | - | - |
| J-2NF | AGJ | 47.000 | 1.00 | - | - | - | - | - | - | - | Lsjzi | - | - | - | 0.05% | - | - |
| C-K2 | PWK | 20.700 | 3.00 | - | - | - | - | - | - | - | Pyrkpuer | 3vW | - | - | 3yX+225 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Gngoci | IIT | 51.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E-O | KWO | 19.000 | - | - | S- | - | - | - | - | - | Bwfjyjyz | 3jX | - | - | 3fN+900 | - | - |
| D-1B | JSF | 11.410 | - | - | ZZ- | - | - | - | - | - | Srweotjj | 3tH | - | - | 3mG+630 | - | - |
| Z-2N | VLB | 59.840 | - | - | DD- | - | - | - | - | - | Exkavzya | 3bU | - | - | 3pO+725 | - | - |
| J | GLO | 588.200 | - | - | OOO | - | - | - | - | - | Xeyflobm | 3aH | - | - | 3eG+65 | - | - |
| N-1G | ILC | 71.000 | - | Imm | XXX | - | - | - | - | - | Gmzzyzop | 3iP | - | - | 3mI+125 | - | - |
| A-X | KOM | 31.000 | - | - | H | - | - | - | - | - | Kzpezkrf | 3eQ | - | - | 3fK+220 | - | - |
| T-R | FYE | 83.000 | - | - | UUU | - | - | - | - | - | Rwlsjsro | 3pY | - | - | 3gO+335 | - | - |
| C2M | JNB | 5.400 | - | - | VV | - | - | - | - | - | Myomduax | 3tX | - | - | 3kR+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1U2 | PPC | 933.000 | - | Wtt | ZZZ | - | - | - | - | - | Gdjsoexn | 3pR | - | - | 3yM+123 | - | - |
| S-K2 | JQH | 18.500 | - | - | HHH | - | - | - | - | - | Imosjfal | 3cI | - | - | 3uF+360 | - | - |
| Z-T2 | OBA | 23.000 | - | - | FF | - | - | - | - | - | Gjjkyjxs | 3hL | - | - | 3vM+667 | - | - |
| Y | EKR | 7.000 | - | Eff | SSS | - | - | - | - | - | Qyhkqlws | 3eZ | - | - | 3nF+90 | - | - |
| C-W2 | YPU | 29.000 | - | - | H | - | - | - | - | - | Dedbspmm | 3lD | - | - | 3xR+705 | - | - |
| T2H2 | EKH | 95.000 | - | - | AA | - | - | - | - | - | Euzzmuet | 3oV | - | - | 3rN+185 | - | - |
| M-H2 | XQS | 43.000 | - | - | J | - | - | - | - | - | Sqyoyxhq | 3iL | - | - | 3jX+230 | - | - |
Deal Comments
Qlwvpv mlzwpupwwpv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2L | WUC | 92.230 | - | - | HH | - | - | - | - | - | Zcjazeyf | 3uW | - | - | 3zU+155 | - | - |
| Q-1H | VJV | 300.300 | - | Rkk | RRR | - | - | - | - | - | Fqlchkpn | 3rS | - | - | 3pR+113 | - | - |
| Q-J | SGS | 36.190 | - | - | D | - | - | - | - | - | Emdrkebu | 3aP | - | - | 3gY+235 | - | - |
| M-W | QEC | 81.160 | - | - | UUU | - | - | - | - | - | Emyodxmu | 3tA | - | - | 3gQ+345 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-J | FWI | 39.000 | - | - | UU | - | - | - | - | - | Zfasjhai | 3uS | - | - | 3uP+810 | - | - |
| V2Q | WWL | 10.220 | - | - | UU | - | - | - | - | - | Vaqvyoav | 3rD | - | - | 3iE+210 | - | - |
| G-I | HSG | 77.590 | - | - | M | - | - | - | - | - | Qrsafueu | 3lK | - | - | 3aA+300 | - | - |
| L-A | TPV | 36.300 | - | - | WWW | - | - | - | - | - | Kmlotivn | 3oY | - | - | 3dE+440 | - | - |
| E-1A | COD | 270.600 | - | Quu | BBB | - | - | - | - | - | Ghbqrlsx | 3iY | - | - | 3dV+155 | - | - |