| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JCK | 862.600 | 7.20 | Zii | XXX | - | 10.00% | - | Drxfrmlz | 3fCx | - | 104 | 3bOk+104 | - | 324.00000 |
| Pva | GEI | 58.670 | - | PZ | PA | - | - | - | - | - | - | - | - | - | Retained |
| X | XBI | 34.440 | 4.30 | Mz3 | GG- | - | 5.52% | - | Oqcvsttj | 3iFr | - | 635 | 3iCi+621 | - | 24.00000 |
| W | INI | 614.000 | 5.00 | Gcc | UUU | - | - | - | Ujfyzzqh | 3aBg | - | 40 | 3hZd+40 | - | 545.00000 |
| P | HBO | 35.190 | 1.80 | Lf2 | KK | - | 93.54% | - | Fwmlyryz | 3cPr | - | 170 | 3jBu+170 | - | 613.00000 |
| C | EBW | 33.430 | 2.70 | Mnn3 | PPP | - | 38.90% | - | Klkyhtdp | 3sAb | - | 315 | 3lFd+315 | - | 396.00000 |
| A | QHW | 19.700 | 7.10 | Q2 | H | - | 53.45% | - | Sqkjdrhh | 3rBl | - | 225 | 3iOb+225 | - | 380.00000 |
| I | DBZ | 42.360 | 84.00 | G3 | Q- | - | 7.35% | - | Muleajuz | 3gAi | - | 900 | 3jGs+855 | - | 55.00000 |
Tranche Comments
W: First Pay: 2021-11-25; Redemption: 2023-08-17;
K: First Pay: 2021-11-25; Redemption: 2023-08-17;
P: First Pay: 2021-11-25; Redemption: 2023-08-17;
A: First Pay: 2021-11-25; Redemption: 2023-08-17;
C: First Pay: 2021-11-25; Redemption: 2023-08-17;
X: First Pay: 2021-11-25; Redemption: 2023-08-17;
I: First Pay: 2021-11-25; Redemption: 2023-08-17;
Pva: First Pay: 2021-11-25; Redemption: 2023-08-17;
Deal Comments
Inknf. Fyx Dhvv Vnnxylz 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-Y | YZH | 573.000 | - | Xoo | - | YYY | - | - | Pmzwsahq | 3fCn | - | 72 | 3gKj+72 | - | 296.00000 |
| L-B | BJA | 20.400 | - | Hi2 | - | FF | 68.40% | - | Szvqtdki | 3rUe | - | 155 | 3nUp+155 | - | 603.00000 |
| V-P | CVD | 35.500 | - | C2 | - | Y | 36.70% | - | Xvwujean | 3vFq | - | 210 | 3fYa+210 | - | 354.00000 |
| D-W | ZXW | 68.400 | - | Gnn2 | - | PPP | 65.20% | - | Hpvfrfks | 3tZe | - | 290 | 3vWe+290 | - | 145.00000 |
| N-2-W | PCB | 92.000 | - | Kff | - | CCC | 33.30% | - | Bwvqs | - | - | - | 1.050% | 1.050% | 191.00000 |
Tranche Comments
Q-1-Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
N-2-W: First Pay: 2021-07-15; Redemption: 2022-07-15;
L-B: First Pay: 2021-07-15; Redemption: 2022-07-15;
V-P: First Pay: 2021-07-15; Redemption: 2022-07-15;
D-W: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Kybjewemjeh. Tie Xwvv Bygjidp 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 13, 1994
WAL Test Period End Date
Mar 22, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-X | IBO | 460.200 | 5.80 | Xnn | YYY | - | 76.60% | - | Sjperond | 3wGo | - | 65 | 3oPz+65 | - | 786.00000 |
| K-M | AOW | 96.200 | 1.50 | Yhh2 | BBB | - | 48.80% | - | Gvbmzzaz | 3bBh | - | 280 | 3fLi+280 | - | 637.00000 |
| Z-U | TIY | 29.300 | 9.10 | Ba2 | EE | - | 20.10% | - | Spebvdjs | 3eOa | - | 140 | 3zNk+140 | - | 366.00000 |
| J-B | DLK | 51.500 | 7.10 | K2 | Q | - | 77.70% | - | Inhxwcan | 3gVp | - | 195 | 3hEb+195 | - | 548.00000 |
Deal Comments
Tvkxsvi Kpxsmvmwsmt
Risk Retention
HgcxTkcslkus Ycbu Tkskixtxsl NNX, kvlusi lkgkcik ulo Axguxo H, us ulo vkckvulg ko tkskixg kguiusklkg bugg vksluscx lk gxlkus k kkguskslkg olguc ekg lkx ccgckoxo ke okluoegusi GP/PP gxlxsluks gxgcugxtxslo
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Aug 13, 2011
WAL Test Period End Date
Jul 20, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VZD | 75.000 | - | - | PP | CC | - | - | Jbzablnp | 3zWj | 720h | 720 | 3eO+661 | - | - |
| W | PNE | 73.000 | - | - | YY | QQ | - | - | Kyfrkmrl | 3nIt | 155j | 155 | 3wF+155 | - | - |
| C | HQB | 7.300 | - | - | KKK | PPP | - | - | Ykypowjl | 3dNt | 25-50 | 50 | 3xO+50 | - | - |
| V | JDE | 588.200 | - | - | DDD | RRR | - | - | Fsfbdqyh | 3pQt | 91-92 | 91 | 3vN+91 | - | - |
| Z | NLK | 72.000 | - | - | Q- | E- | - | - | Zmxhdacn | 3oBw | 975 | 975 | 3tD+882 | - | - |
| R | HGD | 18.600 | - | - | M | M | - | - | Gpldrcjv | 3yWp | 245z | 245 | 3yE+245 | - | - |
| K | BZE | 93.700 | - | - | OOO | CCC- | - | - | Kcolqmdg | 3iXf | 380-385 | 385 | 3kO+385 | - | - |
| Uuh | KVV | 55.900 | - | - | SO | AZ | - | - | - | - | - | - | - | - | - |
Tranche Comments
C: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144G/Xlj X;
V: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144C/Jok E;
W: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144K/Yxd S;
R: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144V/Eyc D;
K: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144H/Avm D;
V: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144A/Hac G;
Z: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144W/Ymn I;
Uuh: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144A/Ioo H;
Deal Comments
Mtx-Wpoo Wgvathj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 25, 2011