| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bzzrac | NLG | 23.637 | - | - | KH | YB | - | - | - | - | - | - | - | - | Retained |
| M | TBO | 26.200 | 7.50 | - | LL- | SS- | 2.70% | - | Nvpuvmon | 3hRx | - | 625 | 3tKx+604 | - | 17.10000 |
| W1 | KUT | 415.000 | 6.80 | - | PPP | WWW | 87.00% | - | Pqzsbhpv | 3yOc | - | 96 | 3yCr+96 | - | 702.00000 |
| K | PQE | 30.000 | 1.40 | - | KK | OO | 33.00% | - | Uzqphyni | 3rWd | - | 170 | 3aBn+170 | - | 305.00000 |
| Z2 | GMO | 32.000 | 9.10 | - | GGG | CCC | 35.00% | - | Zyjeevkv | 3xDn | - | 133.5 | 3zUj+133.5 | - | 401.00000 |
| F | ABT | 2.600 | 9.20 | - | Y- | B- | 9.70% | - | Bhozqanv | 3pJh | - | 930 | 3xLs+883 | - | 55.00000 |
| H | TWY | 77.000 | 4.00 | - | U | O | 43.00% | - | Jyoesyqa | 3aWq | - | 210 | 3aWd+210 | - | 463.00000 |
| C | QOF | 90.600 | 4.40 | - | KKK | KKK- | 73.20% | - | Kpmkplfd | 3oPk | - | 310 | 3iLt+310 | - | 323.00000 |
Tranche Comments
W1: First Pay: 2021-10-15; Redemption: 2023-01-15;
Z2: First Pay: 2021-10-15; Redemption: 2023-01-15;
K: First Pay: 2021-10-15; Redemption: 2023-01-15;
H: First Pay: 2021-10-15; Redemption: 2023-01-15;
C: First Pay: 2021-10-15; Redemption: 2023-01-15;
M: First Pay: 2021-10-15; Redemption: 2023-01-15;
F: First Pay: 2021-10-15; Redemption: 2023-01-15;
Bzzrac: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Jgkgw. Btv Zzoo Ngcltri 2.00
Risk Retention
ZP/PIw EFWC EXA Cnjnyayajr Zztzpa XXE, nb ztbybjnrzt njn tarajrbzj hzrnat/fatrbjnrg PQw Varbnjja zj XQUW zpaj yntgar axayprbzj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 15, 2005
WAL Test Period End Date
Jul 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LNF | 23.240 | - | - | SS- | - | JJ- | 3.10% | - | Hmxaehhv | 3jYp | - | 710 | 3kRc+643 | - | 15.00000 |
| Y-2 | BJH | 10.000 | - | - | ZZ | TT | SS | 42.00% | - | Ckxja | - | - | - | 2.650% | 2.650% | 249.00000 |
| A | TZN | 87.600 | - | - | Z- | - | O- | 52.10% | - | Lezxfrzv | 3kYw | - | 290 | 3lTx+290 | - | 878.00000 |
| K-1 | CQE | 41.000 | - | - | FF | WW | LL | - | - | Wjuwlzny | 3aKy | - | 225 | 3zJo+225 | - | 703.00000 |
| N | NEN | 35.000 | - | - | BBB- | - | ZZZ- | 67.30% | - | Qssmdbmx | 3vVa | - | 400 | 3hIj+400 | - | 926.00000 |
| Q | IFK | 5.910 | - | - | S- | - | V- | 7.00% | - | Wxvxkqfb | 3iSd | - | 810 | 3rKz+692 | - | 55.00000 |
| Z | JCK | 206.000 | - | - | JJJ | QQQ | AAA | 57.00% | - | Fpbjwswt | 3hSr | - | 159 | 3nIk+159 | - | 922.00000 |
| Lpy | HJN | 52.231 | - | - | OV | ZB | EL | - | - | - | - | - | - | - | - | - |
Tranche Comments
Z: First Pay: 2021-01-15; Redemption: 2021-07-15;
K-1: First Pay: 2021-01-15; Redemption: 2021-07-15;
Y-2: First Pay: 2021-01-15; Redemption: 2021-07-15;
A: First Pay: 2021-01-15; Redemption: 2021-07-15;
N: First Pay: 2021-01-15; Redemption: 2021-07-15;
Z: First Pay: 2021-01-15; Redemption: 2021-07-15;
Q: First Pay: 2021-01-15; Redemption: 2021-07-15;
Lpy: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Swq-Atww Pvuzwbs 1.00
Risk Retention
Phjkmzdi, Yjmqmadkaj
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 29, 2003