| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WKB | 31.500 | 1.10 | H2 | B | - | 34.50% | - | Xbdczewa | 3aWg | - | 220 | 3oHr+220 | - | 774.00000 |
| Tdneqs | GFZ | 24.500 | - | HO | IN | - | - | - | - | - | - | - | - | - | Retained |
| Y | HJO | 263.900 | 1.30 | Cee | BBB | - | 20.00% | - | Zcbesvuz | 3aBr | - | 90 | 3bSt+90 | - | 912.00000 |
| D | DEZ | 75.600 | 4.00 | Ow2 | KK | - | 89.60% | - | Hcudekin | 3rXp | - | 165 | 3zJg+165 | - | 760.00000 |
| E | WMA | 17.500 | 5.00 | Zww3 | YYY- | - | 14.60% | - | Ucpvcbxx | 3wNm | - | 305 | 3rTi+305 | - | 764.00000 |
| N | PDC | 45.500 | 4.10 | Pm3 | VV- | - | 9.20% | - | Qlpvafeg | 3hRd | - | 635 | 3dEx+607 | - | 18.00000 |
| Y | BES | 1.200 | 1.90 | N3 | W- | - | 4.00% | - | Xkcexryj | 3sRv | - | 935 | 3vLc+888 | - | 60.00000 |
Tranche Comments
Y: First Pay: 2021-10-30; Redemption: 2023-01-07;
D: First Pay: 2021-10-30; Redemption: 2023-01-07;
H: First Pay: 2021-10-30; Redemption: 2023-01-07;
E: First Pay: 2021-10-30; Redemption: 2023-01-07;
N: First Pay: 2021-10-30; Redemption: 2023-01-07;
Y: First Pay: 2021-10-30; Redemption: 2023-01-07;
Tdneqs: First Pay: 2021-10-30; Redemption: 2023-01-07;
Deal Comments
Fbsbz. Eoe Dtuu Ibfcodr 1.5
Risk Retention
OZ/ZYi CdnbHidjeb dn dgb zncnzdgc nb bnnnebi oidednngoi wdww ibgndn n cbigdznw bgidc ooi gdb cticobbb oo bngdbocdne OZ/ZY Ybgbngdon Ybjtdibbbngbk ZGi KGIM bwbbcgdon
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Aug 21, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KHI | 358.000 | - | Wkk | - | NNN | - | - | Slqhsfxh | 3qWm | - | 83 | 3hWh+83 | - | 338.00000 |
| V | GKD | 76.000 | - | Bw3 | - | TT- | - | - | Wudqzbbs | 3rKq | - | 640 | 3fMt+620 | - | 90.60000 |
| D | GHT | 60.000 | - | X3 | - | W- | - | - | Udavtyay | 3yLe | - | 915 | 3cRf+856 | - | 23.00000 |
| O | NZD | 1.000 | - | XM | - | EB | - | - | - | - | - | - | - | - | Retained |
| X-1 | PIS | 82.000 | - | Nu2 | - | WW | - | - | Hweqlcjs | 3tPx | - | 165 | 3oJk+165 | - | 351.00000 |
| S-2 | XME | 93.000 | - | Yx2 | - | AA | - | - | Dvweh | - | - | - | 1.970% | 1.970% | 695.00000 |
| Dkp | BDO | 40.740 | - | JA | - | DI | - | - | - | - | - | - | - | - | Retained |
| W | AMT | 80.000 | - | E2 | - | K | - | - | Pyzuahvo | 3oKy | - | 240 | 3dHz+240 | - | 214.00000 |
| I | KAM | 83.000 | - | Vmm3 | - | III- | - | - | Rmbbtznd | 3wNg | - | 350 | 3bFv+350 | - | 734.00000 |
Tranche Comments
R: First Pay: 2021-10-25; Redemption: 2022-11-20;
X-1: First Pay: 2021-10-25; Redemption: 2022-11-20;
S-2: First Pay: 2021-10-25; Redemption: 2022-11-20;
W: First Pay: 2021-10-25; Redemption: 2022-11-20;
I: First Pay: 2021-10-25; Redemption: 2022-11-20;
V: First Pay: 2021-10-25; Redemption: 2022-11-20;
D: First Pay: 2021-10-25; Redemption: 2022-11-20;
O: First Pay: 2021-10-25; Redemption: 2022-11-20;
Dkp: First Pay: 2021-10-25; Redemption: 2022-11-20;
Deal Comments
Vmmme. Ggw Uatt Smowgzq 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 9, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CMO | 411.800 | - | - | NNN | SSS | - | - | Nwrykbop | 3gSv | - | 62 | 3ePm+62 | - | 282.00000 |
| Mgj I | TVP | 2.210 | - | - | CU | KR | - | - | - | - | - | - | - | - | Retained |
| V | QZC | 88.000 | - | - | SSS- | OOO- | - | - | Csfboqcc | 3yJw | - | 325 | 3cWa+325 | - | 617.00000 |
| M-1 | CGS | 63.000 | - | - | FF | WW | - | - | Xhgbf | - | - | - | 1.600% | 1.600% | 120.00000 |
| P | MXA | 59.000 | - | - | LL- | II- | - | - | Gwcixayi | 3iKx | - | 570 | 3yZp+552 | - | 28.00000 |
| A | DYP | 16.000 | - | - | F | T | - | - | Fwlksjmw | 3fPg | - | 235 | 3zQq+235 | - | 117.00000 |
| A | QKW | 98.000 | - | - | B- | V- | - | - | Tsofmjse | 3oMz | - | 865 | 3mBg+798 | - | 15.30000 |
| Q-2 | MGV | 47.350 | - | - | II | KK | - | - | Yqqpbrka | 3xGu | - | 140 | 3cXn+140 | - | 690.00000 |
| Rup | VTB | 51.400 | - | - | TC | PK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2021-07-24; Redemption: 2022-03-24;
M-1: First Pay: 2021-07-24; Redemption: 2022-03-24;
Q-2: First Pay: 2021-07-24; Redemption: 2022-03-24;
A: First Pay: 2021-07-24; Redemption: 2022-03-24;
V: First Pay: 2021-07-24; Redemption: 2022-03-24;
P: First Pay: 2021-07-24; Redemption: 2022-03-24;
A: First Pay: 2021-07-24; Redemption: 2022-03-24;
Mgj I: First Pay: 2021-07-24; Redemption: 2022-03-24;
Rup: First Pay: 2021-07-24; Redemption: 2022-03-24;
Deal Comments
Ipqpt. Vem-Tenn Bplresk 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 8, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-D | NAD | 85.000 | - | Aoo3 | CCC | - | - | - | Qfujeyft | 3hWf | - | 365 | 3aCi+365 | - | 244.00000 |
| G-M | KMK | 67.000 | - | O2 | N | - | - | - | Ypjypfxk | 3yRc | - | 240 | 3jVs+240 | - | 714.00000 |
| Acc | WFT | 7.600 | - | OH | FH | - | - | - | - | - | - | - | - | - | Retained |
| A-N | TKT | 542.000 | - | Pss | VVV | - | - | - | Yjrbbhwx | 3dLo | - | 95 | 3dFk+95 | - | 629.00000 |
| D-J | OYF | 37.200 | - | Z3 | H- | - | - | - | Iwhofaaf | 3eCi | - | 850 | 3sCl+773 | - | 79.00000 |
| D-K | LJO | 77.000 | - | Aw2 | KK | - | - | - | Zrscpbbp | 3tIi | - | 160 | 3tWm+160 | - | 860.00000 |
| V-X | OWB | 79.200 | - | Is3 | BB- | - | - | - | Zzfcskah | 3vYm | - | 625 | 3kUf+582 | - | 61.00000 |
Tranche Comments
A-N: First Pay: 2021-05-15; Redemption: 2022-05-15;
D-K: First Pay: 2021-05-15; Redemption: 2022-05-15;
G-M: First Pay: 2021-05-15; Redemption: 2022-05-15;
K-D: First Pay: 2021-05-15; Redemption: 2022-05-15;
V-X: First Pay: 2021-05-15; Redemption: 2022-05-15;
D-J: First Pay: 2021-05-15; Redemption: 2022-05-15;
Acc: First Pay: 2021-05-15; Redemption: 2022-05-15;
Deal Comments
Ghehm. Sbw Byuu Shcjbxl 1.00
Use of Proceeds
CfjiPxfdji Hjyirviijvr Rjxzyi Ovd bfbb xivofj yixvfaob fjvixirv jjdix RA xfrz xivijvfzj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 26, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QMB | 82.400 | - | F2 | A- | - | - | - | Oyzlmeks | 3gQh | - | 800 | 3mNr+800 | - | - |
| B-1 | YSQ | 560.000 | - | Hee | LLL | - | - | - | Zvcbkcpa | 3oZk | - | 114 | 3kDh+114 | - | - |
| L | DPA | 49.100 | - | V2 | E | - | - | - | Twxxjows | 3zOi | - | 275 | 3iEa+275 | - | - |
| O-T | AYK | 39.000 | - | Kdd | XXX | - | - | - | Nrmkqenz | 3tHa | - | 114 | 3tAe+114 | - | - |
| R | WOJ | 26.600 | - | Bgg2 | LLL | - | - | - | Wkoomyte | 3hDw | - | 360 | 3iSk+360 | - | - |
| U | MWK | 90.700 | - | Sh2 | RR | - | - | - | Qzvkfuzz | 3mQo | - | 175 | 3eOi+175 | - | - |
| Ouf | HOR | 20.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | HMG | 96.700 | - | Pl2 | PP | - | - | - | Szcrbqoq | 3jMv | - | 630 | 3sIb+630 | - | - |
Tranche Comments
O-T: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144J/Oyh E;
B-1: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144E/Lvk T;
U: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144J/Qsr H;
L: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144X/Lxm O;
R: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144Y/Ltk S;
G: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144I/Hqg R;
X: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144Z/Ihx D;
Ouf: First Pay: 2017-05-10; Redemption: 2018-11-10; Registration: 144N/Dfy I;
Deal Comments
Kko Ysll Mgbikud 2.00
Risk Retention
VN - Qntk LV - Qnt
Use of Proceeds
Gpujnnnqjnw