| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 190.600 | - | Aaa | - | - | - | - | 52.35% | - | Fixed | - | - | - | 2.940% | - | - |
| B | USD | 58.000 | - | Aa3 | - | - | - | - | 37.85% | - | Fixed | - | - | - | 3.140% | - | - |
| C | USD | 17.600 | - | A3 | - | - | - | - | 33.45% | - | Fixed | - | - | - | 3.490% | - | - |
| D | USD | 23.600 | - | Baa3 | - | - | - | - | 27.55% | - | Fixed | - | - | - | 5.290% | - | - |
| E | USD | 11.200 | - | Ba2 | - | - | - | - | 24.75% | - | Fixed | - | - | - | 7.380% | - | - |
| Sub | USD | 108.000 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-12-22;
B: Redemption: 2023-12-22;
C: Redemption: 2023-12-22;
D: Redemption: 2023-12-22;
E: Redemption: 2023-12-22;
Sub: Redemption: 2023-12-22;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UHF | 92.000 | - | P3 | - | - | - | - | - | - | Gzvez | - | - | - | 4.540% | - | - |
| Fmq | RRG | 795.300 | - | UI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | FTT | 468.000 | - | Fmm | - | - | - | - | - | - | Xmzhv | - | - | - | 2.940% | - | - |
| I | ZXT | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | FGX | 38.000 | - | Zaa3 | - | - | - | - | - | - | Pxjxt | - | - | - | 6.140% | - | - |
| V | RNU | 15.000 | - | Pz3 | - | - | - | - | - | - | Xvlbb | - | - | - | 3.690% | - | - |
Tranche Comments
U: First Pay: 2021-04-25; Redemption: 2022-10-07;
V: First Pay: 2021-04-25; Redemption: 2022-10-07;
Z: First Pay: 2021-04-25; Redemption: 2022-10-07;
R: First Pay: 2021-04-25; Redemption: 2022-10-07;
I: First Pay: 2021-04-25; Redemption: 2022-10-07;
Fmq: First Pay: 2021-04-25; Redemption: 2022-10-07;
Deal Comments
Hpj-Rxpp Lbrmpqk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 31, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JBK | 89.800 | - | Pjj3 | - | - | - | - | - | - | Fmhbn | - | - | - | 6.890% | - | - |
| S | IXV | 330.600 | - | Lff | - | - | - | - | - | - | Daptp | - | - | - | 3.940% | - | - |
| X | QAB | 91.470 | - | W3 | - | - | - | - | - | - | Dvtkw | - | - | - | 5.540% | - | - |
| Mch | VZQ | 40.000 | - | TE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | FBK | 15.300 | - | Nf3 | - | - | - | - | - | - | Paluz | - | - | - | 4.540% | - | - |
Tranche Comments
S: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144R/Xsc R;
L: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144Y/Eys U;
X: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144W/Fhk R;
V: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144D/Fjh X;
Mch: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144O/Mwn D;
Deal Comments
Bgm-Snpp Hguygyk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 2, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KZM | 49.100 | - | Nd3 | - | - | - | - | - | - | Sqzce | - | - | - | 5.200% | - | - |
| I | KCU | 888.400 | - | Mii | - | - | - | - | - | - | Zzxfn | - | - | - | 4.600% | - | - |
| Lgz | QRG | 35.100 | - | NP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | MQZ | 88.200 | - | Yjj3 | - | - | - | - | - | - | Uqlns | - | - | - | 7.140% | - | - |
| X | BLX | 95.600 | - | U3 | - | - | - | - | - | - | Gkbrc | - | - | - | 6.200% | - | - |
Tranche Comments
I: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144X/Jnv B;
U: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144P/Dlz S;
X: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144J/Xhh P;
Q: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144A/Vxm T;
Lgz: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144W/Nkc W;
Deal Comments
Jsq-Ejxx Boxssup 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 1, 2020