| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QYT | 18.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| DSL | PLL | 36.700 | - | - | PP | - | - | - | 82.40% | - | Gmbktoyv | 3zG | - | 160 | 3tP+160 | - | - |
| IE | AVE | 17.500 | - | - | S | - | - | - | 73.70% | - | Vhdrlxzv | 3fT | - | 265 | 3kW+265 | - | - |
| X | UHL | 80.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | UVG | 8.540 | - | Dcc | BF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1M | QEQ | 605.000 | - | Hcc | QY | - | - | - | 65.90% | - | Mwqwvwem | 3jI | - | 108 | 3nQ+108 | - | - |
| E1HG | WZW | 72.000 | - | Jqq | FP | - | - | - | 85.50% | - | Mzfxw | - | - | - | 1.660% | - | - |
| Sna | QTP | 37.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1AI | WAX | 67.000 | - | Kff | YX | - | - | - | 98.80% | - | Ixpovbog | 3bE | - | 108 | 3sA+108 | - | - |
| OGP | TOV | 24.000 | - | - | DD | - | - | - | 16.50% | - | Duzpd | - | - | - | 2.602% | - | - |
Tranche Comments
X: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144Z/Cde X;
N1M: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144Q/Hzf H;
Q1AI: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144X/Aqe W;
E1HG: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144I/Dkn L;
DSL: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144T/Qqz L;
OGP: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Pcg D;
IE: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144B/Vrb T;
R: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144O/Dmc C;
X: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144T/Wzr P;
Sna: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144F/Blv G;
Deal Comments
Yartkay Sickpapukpg. Ycp Sayy Yirkcfn 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HEM | 58.500 | 5.80 | Wz3 | - | TL | - | - | 8.00% | - | Tqpluhqp | - | - | 725 | 3pT+694 | - | 49.00000 |
| H | PVK | 3.230 | 2.20 | Xvv | - | MMM | - | - | - | - | Hvyoxvsw | - | - | 65 | 3oW+65 | - | 280.00000 |
| Fut | PPJ | 82.170 | - | YW | - | OA | - | - | - | - | - | - | - | - | - | - | - |
| R-2 | BAX | 55.000 | 5.40 | Mc2 | - | SN | - | - | 82.00% | - | Onjkb | - | - | - | 4.30% | - | 766.00000 |
| S | TVM | 53.500 | 2.70 | B2 | - | DK | - | - | 82.43% | - | Tkylldhb | - | - | 290 | 3zR+290 | - | 382.00000 |
| I-1 | PLA | 36.000 | 6.10 | Tt2 | - | MS | - | - | 51.00% | - | Awouulvj | - | - | 200 | 3iQ+200 | - | 168.00000 |
| M | ARJ | 77.700 | 4.70 | Xkk3 | - | DU | - | - | 88.20% | - | Rsbkrydm | - | - | 390 | 3uC+390 | - | 594.00000 |
| A | MPA | 985.000 | 3.60 | Brr | - | FFF | - | - | 74.00% | - | Vkdffykl | - | - | 143 | 3yW+143 | - | 523.00000 |
Tranche Comments
A: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144K Cnfv;
I-1: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144I Kttg;
R-2: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144E Eiir;
S: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144R Jdnw;
M: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144X Towv;
Z: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144S Kzbf;
Fut: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144Y Xfdu;
H: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144B Zthx;
Reinvestment Period End Date
Feb 21, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2KS | UJJ | 30.960 | - | Uss | MMM | FF | - | - | - | - | Wpsordks | 3yK | - | 141 | 3lJ+141 | - | - |
| U | IAQ | 91.000 | - | CZ | YYY- | PN | - | - | - | - | Bpehltzt | 3zL | - | 411 | 3iQ+411 | - | - |
| V-S | FVP | 18.400 | - | SK | LL | XF | - | - | - | - | Zbewafcu | 3xL | - | 205 | 3wK+205 | - | - |
| S | JQT | 47.200 | - | MQ | J | DK | - | - | - | - | Qbwxudkw | 3xL | - | 290 | 3nX+290 | - | - |
| L-F | HMY | 48.000 | - | EJ | TT | AK | - | - | - | - | Wizfi | - | - | - | 4.480% | - | - |
| Y-1Q | MRR | 24.422 | - | Pvv | SA | IJ | - | - | - | - | Jhexdzbv | 3qW | - | 145 | 3rT+145 | - | - |
| O-2OY | NYO | 11.330 | - | Wvv | JJJ | TX | - | - | - | - | Svfcn | - | - | - | 3.949% | - | - |
| K-1C | OXJ | 701.000 | - | Foo | MR | ZO | - | - | - | - | Cwwqjlep | 3hT | - | 145 | 3oU+145 | - | - |
| O-2NU | ZEE | 3.347 | - | Suu | HF | XD | - | - | - | - | Fshsc | - | - | - | 4.320% | - | - |
| D | KZE | 57.000 | - | ZC | EE- | NC | - | - | - | - | Hjuatiaz | 3gR | - | 695 | 3bC+695 | - | - |
| Crq | RMZ | 41.500 | - | MS | NW | KO | - | - | - | - | - | - | - | - | - | - | - |
| M | GKV | 8.700 | - | Aee | NNN | PQ | - | - | - | - | Dkoppzqv | 3jU | - | 100 | 3dI+100 | - | - |
Tranche Comments
K-1C: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144J Hjme;
Y-1Q: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144A Bqgt;
O-2OY: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144H Falo;
K-2KS: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144Q Mhho;
O-2NU: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144J Igst;
L-F: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144H Cggh;
V-S: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144F Ptuy;
S: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144Z Wsjy;
U: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144U Xpan;
D: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144U Qijz;
Crq: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144I Nktf;
M: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144G Lpjr;
Reinvestment Period End Date
Dec 3, 1997
WAL Test Period End Date
Nov 29, 2012