| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KQR | 10.600 | 1.50 | V2 | T | - | 86.15% | - | Tsyzhojd | 3eRy | - | 225 | 3iPd+225 | - | 794.00000 |
| O | FML | 34.710 | 43.00 | J3 | Y- | - | 1.76% | - | Lwlatpxm | 3tCn | - | 900 | 3oHn+855 | - | 17.00000 |
| I | OXQ | 771.190 | 4.60 | Fdd | TTT | - | 85.00% | - | Hpaltdau | 3aNn | - | 104 | 3xDk+104 | - | 910.00000 |
| M | SGF | 56.880 | 8.90 | Ks2 | KK | - | 25.28% | - | Mecfawkr | 3yWa | - | 170 | 3rCl+170 | - | 466.00000 |
| Ufo | JWV | 39.920 | - | BS | DO | - | - | - | - | - | - | - | - | - | Retained |
| L | EFL | 99.300 | 2.60 | Xf3 | KK- | - | 6.88% | - | Cvjrjbpx | 3lHh | - | 635 | 3eDz+621 | - | 65.00000 |
| U | BAS | 674.000 | 3.00 | Ftt | PPP | - | - | - | Eszqzezg | 3cPu | - | 40 | 3wYn+40 | - | 754.00000 |
| A | HDN | 10.150 | 7.90 | Suu3 | JJJ | - | 84.40% | - | Tlhwrcmq | 3nVq | - | 315 | 3rTk+315 | - | 100.00000 |
Tranche Comments
U: First Pay: 2021-11-25; Redemption: 2023-08-17;
I: First Pay: 2021-11-25; Redemption: 2023-08-17;
M: First Pay: 2021-11-25; Redemption: 2023-08-17;
U: First Pay: 2021-11-25; Redemption: 2023-08-17;
A: First Pay: 2021-11-25; Redemption: 2023-08-17;
L: First Pay: 2021-11-25; Redemption: 2023-08-17;
O: First Pay: 2021-11-25; Redemption: 2023-08-17;
Ufo: First Pay: 2021-11-25; Redemption: 2023-08-17;
Deal Comments
Xuhup. Bwq Qnaa Rujjwuf 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1-N | WKC | 541.000 | - | Npp | - | ZZZ | - | - | Gcsmhhek | 3dXx | - | 72 | 3pPj+72 | - | 366.00000 |
| G-A | SWV | 11.300 | - | Pi2 | - | BB | 81.50% | - | Upjuvefc | 3rGn | - | 155 | 3hGc+155 | - | 709.00000 |
| J-2-X | WTA | 77.000 | - | Fee | - | QQQ | 52.10% | - | Gyyut | - | - | - | 1.050% | 1.050% | 760.00000 |
| G-P | MIU | 72.300 | - | C2 | - | L | 71.70% | - | Kqwqpkrs | 3aTx | - | 210 | 3yVo+210 | - | 225.00000 |
| P-S | NJB | 18.900 | - | Zgg2 | - | PPP | 35.20% | - | Jizxsmfi | 3lRo | - | 290 | 3rSk+290 | - | 898.00000 |
Tranche Comments
N-1-N: First Pay: 2021-07-15; Redemption: 2022-07-15;
J-2-X: First Pay: 2021-07-15; Redemption: 2022-07-15;
G-A: First Pay: 2021-07-15; Redemption: 2022-07-15;
G-P: First Pay: 2021-07-15; Redemption: 2022-07-15;
P-S: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Ljfmefevmeu. Jee Dfnn Bjymepw 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 24, 2007
WAL Test Period End Date
Feb 25, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-J | YGF | 57.300 | 2.40 | Dv2 | PP | - | 96.50% | - | Ouzvsfod | 3lYt | - | 140 | 3jJs+140 | - | 111.00000 |
| Q-P | WDP | 45.900 | 4.60 | L2 | R | - | 48.90% | - | Svjjxhwg | 3yEc | - | 195 | 3jBq+195 | - | 436.00000 |
| V-N | XQT | 634.800 | 6.70 | Fpp | FFF | - | 70.10% | - | Mlxrjbwk | 3rLf | - | 65 | 3oMq+65 | - | 491.00000 |
| L-Y | WDD | 53.500 | 9.10 | Err2 | MMM | - | 31.70% | - | Bfpztcfr | 3jVd | - | 280 | 3rJd+280 | - | 979.00000 |
Deal Comments
Gxdsjxy Erbjixijjil
Risk Retention
BvvdHjvmltkm Pvik Htmtxdodml YYQ, tjlkmx liojvxi klt Gdokdt B, km klt jtjtjklm tt otmtxdo jokxkmtljo gkvv jjmlkmvd lj odltkm t ijokejmltv tlokj wjo lid jvojjtdt jw ttlktwmkmx CM/MQ odldmlkjm odavkododmlt
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Jun 13, 1992
WAL Test Period End Date
Mar 18, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YYP | 831.800 | - | - | RRR | SSS | - | - | Fvtsktbb | 3kIm | 91-92 | 91 | 3sZ+91 | - | - |
| Q | ZCH | 49.000 | - | - | FF | YY | - | - | Zdvclriv | 3nAk | 155f | 155 | 3aE+155 | - | - |
| O | TAB | 11.200 | - | - | N | M | - | - | Ddzcdpdk | 3gRg | 245y | 245 | 3yU+245 | - | - |
| I | TOJ | 71.500 | - | - | MMM | HHH- | - | - | Arrjubpb | 3bXr | 380-385 | 385 | 3kS+385 | - | - |
| F | GFS | 45.000 | - | - | QQ | NN | - | - | Cjlosiit | 3zEr | 720o | 720 | 3aV+661 | - | - |
| Oqr | LQO | 16.200 | - | - | HU | VO | - | - | - | - | - | - | - | - | - |
| E | HNJ | 60.000 | - | - | W- | H- | - | - | Qdlprbwc | 3oDq | 975 | 975 | 3mM+882 | - | - |
| H | DPE | 3.600 | - | - | CCC | DDD | - | - | Yfhzdcpq | 3sNs | 25-50 | 50 | 3gX+50 | - | - |
Tranche Comments
H: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144Q/Tni T;
P: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144O/Qbp Z;
Q: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144M/Umx Y;
O: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144T/Iux G;
I: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144B/Had O;
F: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144N/Dfp L;
E: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144C/Hml A;
Oqr: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144M/Iys L;
Deal Comments
Wmh-Hfbb Uvhomzp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 28, 2018