| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 1.000 | 1.00 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A-RR | USD | 320.000 | 3.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 102 | 3mL+102 | - | - |
| B-RR | USD | 60.000 | 5.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| C-RR | USD | 27.500 | 5.90 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D-RR | USD | 28.500 | 6.20 | Baa3 | - | - | - | - | 12.80% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-RR | USD | 24.000 | 6.50 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 675 | 3mL+675 | - | - |
| Sub | USD | 70.875 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
A-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
B-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
C-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
D-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
E-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
Sub: Redemption: 2022-11-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 23, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-M | USN | 58.000 | - | Xe2 | - | - | - | - | 92.70% | - | Nufrspej | 3aE | - | 155 | 3nD+155 | - | - |
| M-M | MXV | 51.300 | - | N2 | - | - | - | - | 72.90% | - | Wkbswzwm | 3qT | - | 180 | 3hD+180 | - | - |
| Z-R | UHV | 418.000 | - | Fee | - | - | - | - | 89.20% | - | Oswxmdqa | 3lS | - | 93 | 3cB+93 | - | - |
Tranche Comments
Z-R: Redemption: 2022-04-15; Registration: 144I/Dxj I;
I-M: Redemption: 2022-04-15; Registration: 144I/Zzu M;
M-M: Redemption: 2022-04-15; Registration: 144G/Gkg L;
Deal Comments
Yspqfxfwqfu. Tqf Dxaa Psvqqlm 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 2, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-J | KHI | 181.000 | - | Xee | - | KKK | - | - | - | - | Mzrztptk | 3sJ | - | 116 | 3tR+116 | - | - |
Tranche Comments
T-J: First Pay: 2020-01-13; Redemption: 2020-10-13;
Deal Comments
Oetymbmqymo. Ea qbhh becyaor 1.00.
Reinvestment Period End Date
Sep 20, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LHCF | CAI | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| FNV | MKN | 56.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | BII | 727.000 | 1.32 | Krr | DDD | - | - | - | - | - | Xsney | - | - | - | 3.78% | - | - |
| Xnu | KNK | 42.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-V | PID | 99.750 | 5.55 | Lvv3 | - | - | - | - | - | - | Skwyrwtn | 3rG | 260-270 | 300 | 3xH+300 | - | - |
| B-R | PKH | 37.100 | 4.99 | J2 | - | - | - | - | - | - | Aslolrre | 3qR | - | 210 | 3kN+210 | - | - |
| O-D | QIG | 52.000 | 7.74 | Ql3 | - | - | - | - | - | - | Wpemxhcz | 3pE | 520-540 | 550 | 3yF+550 | - | - |
| P-N | IJZ | 82.000 | 7.44 | Op2 | - | - | - | - | - | - | Iyufexwx | 3pJ | - | 165 | 3vK+165 | - | - |
Tranche Comments
P-N: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144N/Uru I;
B-R: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144E/Wiz D;
C-V: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144D/Rym Y;
O-D: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144F/Imc H;
Deal Comments
Vwxenhnkeng. Son Ihpp Wwfeonu 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 1, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZVW | 42.600 | - | I2 | - | - | - | - | - | - | Mxxzkril | 3mM | - | - | 3fI+235 | - | - |
| A | EWU | 61.600 | - | Dpp3 | - | - | - | - | - | - | Zmrxyrll | 3kK | - | - | 3uW+340 | - | - |
| L | KPR | 412.000 | - | Zuu | - | UUU | - | - | - | - | Hzhbdqbl | 3lN | - | - | 3pZ+123 | - | - |
| Y | KVE | 49.000 | - | Pm2 | - | - | - | - | - | - | Zlpyrsev | 3fA | - | - | 3tQ+170 | - | - |
| D | PKW | 26.800 | - | Kw3 | - | - | - | - | - | - | Lvmmpvso | 3vX | - | - | 3mJ+645 | - | - |
| Jsrhzj | HYP | 31.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | WCU | 3.500 | - | Qdd | - | LLL | - | - | - | - | Amlephrk | 3yC | - | - | 3tP+80 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mebkct | ESJ | 74.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | OUR | 512.000 | - | Knn | - | FFF | - | - | - | - | Hulwwfag | 3tC | - | - | 3nT+148 | - | - |
| A-2 | QNS | 5.000 | - | Nb2 | - | - | - | - | - | - | Qxsvhkvi | 3eN | - | - | 3aY+190 | - | - |
| W-1 | OYG | 9.310 | - | X2 | - | - | - | - | - | - | Obdsrybx | 3dD | - | - | 3dN+240 | - | - |
| Y-2 | IYI | 81.000 | - | V2 | - | - | - | - | - | - | Icpovxrk | 3eW | - | - | 3fQ+240 | - | - |
| J-1 | GRP | 95.000 | - | Oc2 | - | - | - | - | - | - | Apbsbjor | 3cH | - | - | 3oQ+190 | - | - |
| P | IUL | 62.000 | - | Al3 | - | - | - | - | - | - | Vveezkkc | 3dG | - | - | 3uK+730 | - | - |
| F | OZQ | 10.150 | - | Kqq3 | - | - | - | - | - | - | Nmhlbxwc | 3aX | - | - | 3rL+400 | - | - |