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The certificates are collateralized by two separate mortgage pools, Pool A and Pool B, consisting of conventional, one- to four-family, fully amortizing, fixed rate, mortgage loans secured by first liens on primary residential properties.
The mortgage pools are currently 55 months seasoned.
The subordinate certificates will be cross-collateralized and will receive interest and principal from available funds collected in the aggregate from all mortgage pools.
The mortgage pools from the above transactions consist of fixed-rate, closed-end home equity mortgage loans, secured by residential properties which have original terms to maturity of 15 or 30 years.
Distributions of principal and interest on the class A7, A8, M1, M2, M3, M4, M5, M6, M7 and B certificates will be based on collections from all mortgage pools.
Distributions of principal and interest on the class A5, M1, M2, M3, M4, M5, M6, M7, and B1 certificates will be based on collections from all mortgage pools.
The subordinate certificates will be cross-collateralized and will receive interest and/or principal from available funds collected in the aggregate from all mortgage pools.
Distributions of principal and interest on the class M1, M2, M3, M4, M5, M6 and B certificates will be based on collections from all mortgage pools.
Distributions of interest on the class A-SIO certificates will be based on collections from the combined mortgage pools.
Distributions of interest on the class A-IO certificates will be based on collections from the combined mortgage pools.
Distributions of interest on the class A3 and A-IO certificates will be based on collections from the combined mortgage pools.
1, 2004), the mortgage pool consists of fixed-rate mortgage loans, which have 15- and 30-year amortization terms, with an approximate balance of $1,209,053,971.

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