| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 3.600 | 1.60 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 95 | 3mL+95 | - | 100.00000 |
| A | USD | 256.000 | 6.10 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 127 | 3mL+127 | - | 100.00000 |
| B-R | USD | 46.000 | 7.80 | Aa2 | - | - | - | - | 24.50% | - | Floating | 3mL | - | 190 | 3mL+190 | - | 100.00000 |
| C-R | USD | 20.000 | 8.40 | A2 | - | - | - | - | 19.50% | - | Floating | 3mL | - | 245 | 3mL+245 | - | 100.00000 |
| D-R | USD | 26.000 | 8.90 | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | - | 370 | 3mL+356 | - | 99.00000 |
| E-R | USD | 17.000 | 9.30 | Ba3 | - | - | - | - | 8.75% | - | Floating | 3mL | - | 820 | 3mL+772 | - | 97.00000 |
| Sub | USD | 37.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2022-01-20; Registration: 144A Only;
A: First Pay: 2022-01-20; Registration: 144A Only;
B-R: First Pay: 2022-01-20; Registration: 144A Only;
C-R: First Pay: 2022-01-20; Registration: 144A Only;
D-R: First Pay: 2022-01-20; Registration: 144A Only;
E-R: First Pay: 2022-01-20; Registration: 144A Only;
Sub: First Pay: 2022-01-20; Registration: 144A Only;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-O | ZMH | 790.000 | - | Nyy | - | - | - | - | 28.78% | - | Iuybhbex | 3tP | - | 123 | 3nY+123 | - | - |
| Y-2-Q | ARD | 1.400 | - | Tn2 | - | - | - | - | 49.36% | - | Qohpx | - | - | 185 | 3.000% | - | - |
| Z-1-L | KCR | 63.450 | - | Tz2 | - | - | - | - | 17.60% | - | Tfxodloj | 3wX | - | 185 | 3hT+185 | - | - |
Tranche Comments
V-O: Redemption: 2022-04-28; Registration: 144W/Tvf S;
Z-1-L: Redemption: 2022-04-28; Registration: 144D/Ozn Q;
Y-2-Q: Redemption: 2022-04-28; Registration: 144N/Etz H;
Deal Comments
Qpbhonophoo. Smo Lnqq Fpohmfj 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 7, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EBW | 40.600 | 5.50 | M2 | - | - | - | - | 48.10% | - | Gjyflauv | 3hK | - | 275 | 3fO+275a | - | - |
| Ofs | IES | 82.230 | - | TG | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | AGN | 542.000 | 5.40 | Mqq | - | - | - | - | 54.00% | - | Nvwbstfn | 3fJ | - | 141 | 3xR+141p | - | - |
| J | QEM | 43.800 | 5.00 | Qu2 | - | - | - | - | 32.90% | - | Cobhahdo | 3bA | - | 205 | 3uV+205n | - | - |
| I | ZTL | 65.500 | 8.80 | Evv3 | - | - | - | - | 56.40% | - | Crehrjus | 3eA | - | 385 | 3kQ+385r | - | - |
| Q | CRG | 39.800 | 3.50 | Li3 | - | - | - | - | 5.10% | - | Evqxjzui | 3fP | - | 690 | 3nX+690u | - | - |
Tranche Comments
D: Redemption: 7/20/2021;
J: Redemption: 7/20/2021;
C: Redemption: 7/20/2021;
I: Redemption: 7/20/2021;
Q: Redemption: 7/20/2021;
Ofs: Redemption: 7/20/2021;
Reinvestment Period End Date
Jan 4, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | ZLZ | 3.700 | - | Tk2 | MG | OP | - | - | 83.14% | - | Kszyysug | 3eV | - | 467 | 3fB+467 | - | - |
| X | AQA | 19.100 | - | L2 | UQ | YI | - | - | 71.84% | - | Pfjoyrcj | 3kC | - | 310 | 3mU+310 | - | - |
| Oag | ZWC | 75.500 | - | PG | DJ | GK | - | - | - | - | - | - | - | - | - | - | - |
| F-1 | VAU | 64.110 | - | Xm2 | DW | WC | - | - | 70.19% | - | Zjxcdujo | 3xS | - | 225 | 3oH+225 | - | - |
| L | CGL | 557.000 | - | Guu | XE | XXX | - | - | 81.00% | - | Zyzccqxg | 3sU | - | 146 | 3wT+146 | - | - |
| P | QBK | 19.690 | - | Tuu3 | PK | WI | - | - | 40.50% | - | Wekseeqz | 3vE | - | 410 | 3xE+410 | - | - |
| P | EPZ | 52.200 | - | Ym3 | LX | XZ | - | - | 8.00% | - | Ohvrljps | 3cG | - | 730 | 3cC+730 | - | - |
Tranche Comments
L: First Pay: 2019-10-15; Registration: 144R Cjoy;
F-1: First Pay: 2019-10-15; Registration: 144I Untq;
H-2: First Pay: 2019-10-15; Registration: 144R Pchs;
X: First Pay: 2019-10-15; Registration: 144D Omkd;
P: First Pay: 2019-10-15; Registration: 144Y Bnwo;
P: First Pay: 2019-10-15; Registration: 144F Maot;
Oag: First Pay: 2019-10-15; Registration: 144R Dfft;
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-E | USI | 82.340 | - | - | ZZ- | - | - | - | - | - | Gpvsoydl | 3eU | - | - | 3vY+615 | - | - |
| U-B | WWC | 40.000 | - | - | P | - | - | - | - | - | Tyrovrcw | 3hY | - | - | 3aS+235 | - | - |
| U-U | UXJ | 92.100 | - | - | SSS- | - | - | - | - | - | Hwbfahyh | 3wH | - | - | 3nN+316 | - | - |
| Gzt | OTD | 79.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-J | QTF | 556.000 | - | Bqq | OOO | - | - | - | - | - | Wblsmqbl | 3yC | - | - | 3tZ+115 | - | - |
| Q-T | NII | 89.000 | - | - | II | - | - | - | - | - | Cauofuaz | 3gV | - | - | 3hV+180 | - | - |
| P-X | EOR | 1.000 | - | - | C- | - | - | - | - | - | Kytzjjtw | 3nP | - | - | 3wO+818 | - | - |
Deal Comments
Eptfvkvufvj qt Hfvjyhkvk HF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FED | 44.000 | - | Ln3 | - | - | - | - | - | - | Ejrzpqbw | 3yI | - | - | 3yD+570 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RLV | 17.700 | - | Ge2 | - | - | - | - | - | - | Oroftyow | 3rF | - | - | 3mA+148 | - | - |
| X | WUL | 710.000 | - | Uxx | - | - | - | - | - | - | Jtjjebtg | 3sS | - | - | 3lA+112 | - | - |
| N | RJH | 3.000 | - | Inn | - | - | - | - | - | - | Cxrydzjf | 3jZ | - | - | 3oJ+70 | - | - |
| Hvk | UMX | 47.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | EOA | 57.000 | - | Nkk3 | - | - | - | - | - | - | Hfmyzunj | 3sI | - | - | 3dI+290 | - | - |
| Q | WBX | 15.000 | - | S2 | - | - | - | - | - | - | Zqbyacbz | 3zZ | - | - | 3bX+190 | - | - |