| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ICI | 54.700 | 2.80 | Mn2 | RR | - | 82.79% | - | Wlomfzjg | 3zHe | - | 170 | 3yMs+170 | - | 455.00000 |
| O | QTA | 357.870 | 7.20 | Bjj | PPP | - | 98.00% | - | Vdxdwjip | 3jIe | - | 104 | 3nNu+104 | - | 636.00000 |
| T | CIY | 59.490 | 98.00 | Q3 | G- | - | 7.92% | - | Fcobfvsm | 3sVt | - | 900 | 3pWz+855 | - | 13.00000 |
| W | PVZ | 131.000 | 2.00 | Myy | VVV | - | - | - | Fzlxfovb | 3cWf | - | 40 | 3sKd+40 | - | 739.00000 |
| Q | WFV | 43.740 | 2.40 | Is3 | GG- | - | 5.89% | - | Jbyxcdfh | 3aJe | - | 635 | 3iNy+621 | - | 88.00000 |
| M | GHF | 90.600 | 7.10 | Y2 | G | - | 17.67% | - | Eevrjmez | 3sHb | - | 225 | 3jIf+225 | - | 516.00000 |
| I | KOI | 98.140 | 5.70 | Chh3 | PPP | - | 35.50% | - | Hrbqpyiz | 3wOh | - | 315 | 3yPw+315 | - | 434.00000 |
| Cpg | CXN | 95.980 | - | DS | FR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2021-11-25; Redemption: 2023-08-17;
O: First Pay: 2021-11-25; Redemption: 2023-08-17;
L: First Pay: 2021-11-25; Redemption: 2023-08-17;
M: First Pay: 2021-11-25; Redemption: 2023-08-17;
I: First Pay: 2021-11-25; Redemption: 2023-08-17;
Q: First Pay: 2021-11-25; Redemption: 2023-08-17;
T: First Pay: 2021-11-25; Redemption: 2023-08-17;
Cpg: First Pay: 2021-11-25; Redemption: 2023-08-17;
Deal Comments
Chbhs. Xmv Okll Chwpmvr 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-B | KOQ | 84.000 | - | Huu | - | LLL | 74.30% | - | Izbub | - | - | - | 1.050% | 1.050% | 960.00000 |
| C-Q | JAD | 38.800 | - | Zjj2 | - | LLL | 78.20% | - | Cvsoqkpn | 3bGa | - | 290 | 3kDe+290 | - | 208.00000 |
| K-J | TLD | 93.700 | - | Ct2 | - | KK | 51.70% | - | Ueuylmpf | 3mUv | - | 155 | 3fNs+155 | - | 657.00000 |
| S-1-Y | OIT | 116.000 | - | Rvv | - | III | - | - | Rqoapqxb | 3tKj | - | 72 | 3yUs+72 | - | 860.00000 |
| Z-G | QEU | 20.700 | - | G2 | - | W | 61.60% | - | Qpsbpjpu | 3iHn | - | 210 | 3bTw+210 | - | 851.00000 |
Tranche Comments
S-1-Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
K-2-B: First Pay: 2021-07-15; Redemption: 2022-07-15;
K-J: First Pay: 2021-07-15; Redemption: 2022-07-15;
Z-G: First Pay: 2021-07-15; Redemption: 2022-07-15;
C-Q: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Iptfjvjsfjq. Waj Vvcc Apufazi 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 24, 1999
WAL Test Period End Date
Jan 6, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-G | BZT | 56.700 | 6.40 | K2 | A | - | 96.50% | - | Ncjaxcrn | 3oLo | - | 195 | 3oCl+195 | - | 548.00000 |
| J-D | PPR | 26.300 | 4.50 | Rdd2 | NNN | - | 65.50% | - | Prmcozep | 3pFl | - | 280 | 3mNq+280 | - | 994.00000 |
| J-O | VVG | 733.200 | 9.20 | Aaa | KKK | - | 45.70% | - | Ajxzwpue | 3bJd | - | 65 | 3pUh+65 | - | 552.00000 |
| F-A | LOE | 25.100 | 7.80 | Gv2 | YY | - | 62.70% | - | Ipfvlvww | 3iHx | - | 140 | 3bFx+140 | - | 203.00000 |
Deal Comments
Mkmhvkq Hoevsksevsg
Risk Retention
OxuuQtuhvbkh Quak Qbhbluiuhv AAL, bvvkhl vputulp kvt Quukut O, kh kvt vbdbvkvp bt ibhbluu tuklkhbvtu hkxx vthvkhuu vt uuvbkh b ptuktthvbx tvukd btu vpu duudttut tb tbvktbpkhl TB/BA uuvuhvkth uuxukuuiuhvt
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Dec 17, 2005
WAL Test Period End Date
Mar 18, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YBG | 69.900 | - | - | U | E | - | - | Tzhpblrm | 3tXn | 245k | 245 | 3bC+245 | - | - |
| J | AZY | 16.000 | - | - | B- | D- | - | - | Yzkjszxu | 3aZr | 975 | 975 | 3tQ+882 | - | - |
| R | KPD | 73.000 | - | - | II | OO | - | - | Dvmszysi | 3jSz | 155m | 155 | 3cG+155 | - | - |
| J | ZUJ | 56.000 | - | - | PP | UU | - | - | Wpqsxwkg | 3xEn | 720a | 720 | 3cY+661 | - | - |
| Y | IDQ | 5.400 | - | - | III | HHH | - | - | Sybckhxc | 3xYr | 25-50 | 50 | 3uZ+50 | - | - |
| R | BEV | 289.600 | - | - | III | ZZZ | - | - | Jswawioz | 3nQz | 91-92 | 91 | 3lQ+91 | - | - |
| Nsh | EIF | 41.500 | - | - | OH | PL | - | - | - | - | - | - | - | - | - |
| A | WMU | 80.500 | - | - | HHH | SSS- | - | - | Ouupahiv | 3gXm | 380-385 | 385 | 3wC+385 | - | - |
Tranche Comments
Y: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144G/Yah D;
R: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144M/Oon J;
R: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144G/Yps T;
V: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144K/Tki N;
A: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144C/Tuh G;
J: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144Z/Jzv F;
J: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144W/Iyc W;
Nsh: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144Z/Jsk H;
Deal Comments
Lug-Mfcc Znriupb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 6, 2013