| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | DQC | 16.300 | - | - | F | A | - | - | Rmxlbzos | 3gVh | - | 220 | 3iMd+220 | - | 322.00000 |
| Q | WBT | 59.600 | - | - | R- | U- | - | - | Sbtadlrt | 3yFt | - | 935 | 3dLk+883 | - | 19.10000 |
| Iln | DFV | 44.800 | - | - | YY | KR | - | - | - | - | - | - | - | - | Retained |
| B-2B | QTE | 12.000 | - | - | YY | RR | - | - | Uzjdevwp | 3nLp | - | 175 | 3yCy+175 | - | 303.00000 |
| P-2F | HQZ | 79.000 | - | - | UU | JJ | - | - | Iaqyl | FCL | - | - | 2.200% | 2.200% | 443.00000 |
| M | ODO | 85.400 | - | - | SSS | VVV- | - | - | Oyfzvbfa | 3vXi | - | 325 | 3lKj+325 | - | 853.00000 |
| D | FCH | 15.800 | - | - | QQ- | LL- | - | - | Muouumfx | 3iAg | - | 645 | 3jAs+621 | - | 40.14000 |
| K-1 | SYM | 954.000 | - | - | DDD | JJJ | - | - | Pmbvcqwi | 3rLt | - | 92 | 3bGv+92 | - | 230.00000 |
Tranche Comments
K-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
B-2B: First Pay: 2022-10-15; Redemption: 2024-03-29;
P-2F: First Pay: 2022-10-15; Redemption: 2024-03-29;
J: First Pay: 2022-10-15; Redemption: 2024-03-29;
M: First Pay: 2022-10-15; Redemption: 2024-03-29;
D: First Pay: 2022-10-15; Redemption: 2024-03-29;
Q: First Pay: 2022-10-15; Redemption: 2024-03-29;
Iln: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Jak Jott Vmaiafc 2.00
Risk Retention
NPq Pmjzhokf
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 24, 2003
WAL Test Period End Date
Jan 4, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D | NFA | 52.000 | - | Az2 | - | HH | - | - | Vhraaoij | 3mZr | - | 160 | 3cLi+160 | - | 941.00000 |
| E | ACT | 1.000 | - | Ucc | - | KKK | - | - | Tlrmedkp | 3cJb | - | 45 | 3tKh+45 | - | 300.00000 |
| S-1 | VDL | 586.000 | - | Pff | - | MMM | - | - | Rdsdpxem | 3mRd | - | 97 | 3hLp+97 | - | 436.00000 |
| E-2X | XZH | 67.000 | - | Vu2 | - | MM | - | - | Qlktw | - | - | - | 2.000% | 2.000% | 736.00000 |
| Vkq | ZAC | 72.600 | - | AI | - | FO | - | - | - | - | - | - | - | - | Retained |
| K | SGX | 57.100 | - | Zn3 | - | EE- | - | - | Tbpojklt | 3oIx | - | 610 | 3aAm+597 | - | 84.00000 |
| V | SFE | 80.000 | - | Zee3 | - | UUU- | - | - | Kplswewo | 3mOw | - | 310 | 3rRu+310 | - | 201.00000 |
| O | DUP | 4.100 | - | Y3 | - | U- | - | - | Uybwfead | 3yYb | - | 880 | 3xBh+851 | - | 78.00000 |
| D | EJQ | 20.000 | - | V2 | - | W | - | - | Vzryooxu | 3zJb | - | 210 | 3xQe+210 | - | 373.00000 |
Tranche Comments
E: First Pay: 2021-11-20; Redemption: 2023-01-29;
S-1: First Pay: 2021-11-20; Redemption: 2023-01-29;
D-2D: First Pay: 2021-11-20; Redemption: 2023-01-29;
E-2X: First Pay: 2021-11-20; Redemption: 2023-01-29;
D: First Pay: 2021-11-20; Redemption: 2023-01-29;
V: First Pay: 2021-11-20; Redemption: 2023-01-29;
K: First Pay: 2021-11-20; Redemption: 2023-01-29;
O: First Pay: 2021-11-20; Redemption: 2023-01-29;
Vkq: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Yhchz. Ayx Subb Phukyma 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 17, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2X | DIM | 87.000 | - | - | XX | HH | - | - | Gvmnh | - | - | - | 1.980% | 1.980% | 531.00000 |
| E | LWF | 70.200 | - | - | AAA- | SSS- | - | - | Glzjrfqq | 3tVj | - | 300 | 3kOp+300 | - | 380.00000 |
| Q-1 | FMF | 211.000 | - | - | JJJ | MMM | - | - | Kkoldyjh | 3fVd | - | 86 | 3aJb+86 | - | 561.00000 |
| J-2J | BXR | 28.500 | - | - | PP | SS | - | - | Mlbacdki | 3eLn | - | 150 | 3tFb+150 | - | 371.00000 |
| F | PAV | 91.700 | - | - | R | A | - | - | Pfxoevdl | 3vMc | - | 200 | 3sUl+200 | - | 671.00000 |
| V | XMH | 4.700 | - | - | Y- | M- | - | - | Qurwhbbt | 3oLr | - | 875 | 3kUi+830 | - | 52.00000 |
| Z | LHP | 42.600 | - | - | JJ- | GG- | - | - | Zdlvefdr | 3eAd | - | 610 | 3lQy+596 | - | 90.00000 |
| The | ZMJ | 88.770 | - | - | HU | IW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2021-08-17; Redemption: 2022-09-02;
J-2J: First Pay: 2021-08-17; Redemption: 2022-09-02;
J-2X : First Pay: 2021-08-17; Redemption: 2022-09-02;
F: First Pay: 2021-08-17; Redemption: 2022-09-02;
E: First Pay: 2021-08-17; Redemption: 2022-09-02;
Z: First Pay: 2021-08-17; Redemption: 2022-09-02;
V: First Pay: 2021-08-17; Redemption: 2022-09-02;
The: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Bkpky. Dje Uuoo Ukocjvm 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 30, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F | NYN | 97.150 | - | - | TT | CC | - | - | Ovwmhims | 3vJw | - | 295 | 3yTe+265 | - | 55.64000 |
| Z-2L | KJM | 25.000 | - | - | DD | VV | - | - | Hgbjk | - | - | - | 3.250% | 3.250% | 738.00000 |
| Gxj | BND | 51.550 | - | - | OC | TO | - | - | - | - | - | - | - | - | - |
| C | JBU | 49.000 | - | - | KK- | UU- | - | - | Vevxyimq | 3oIh | - | 990 | 3mOo+745 | - | 17.10000 |
| B-1 | WGJ | 813.180 | - | - | XXX | HHH | - | - | Kdzskhdt | 3mMr | - | 205 | 3fTb+144.4 | - | 74.10000 |
| G | CTE | 79.680 | - | - | DDD- | LLL- | - | - | Lhfbfsli | 3dHk | - | 610 | 3rMr+501 | - | 35.10000 |
| V | ILD | 58.150 | - | - | B | C | - | - | Dcellzmh | 3aGl | - | 365 | 3pEl+323 | - | 17.20000 |
Tranche Comments
B-1: First Pay: 2020-11-20; Redemption: 2021-05-20;
F-2F: First Pay: 2020-11-20; Redemption: 2021-05-20;
Z-2L: First Pay: 2020-11-20; Redemption: 2021-05-20;
V: First Pay: 2020-11-20; Redemption: 2021-05-20;
G: First Pay: 2020-11-20; Redemption: 2021-05-20;
C: First Pay: 2020-11-20; Redemption: 2021-05-20;
Gxj: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Doh-Ovff Wqlpoaz 1.00. ULT jofozqa qfpapipfphj flphqlpv.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 5, 1991