| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NLO | 604.940 | 9.60 | Fyy | LLL | - | 16.00% | - | Biewxsit | 3qRf | - | 104 | 3kOq+104 | - | 428.00000 |
| T | AHJ | 281.000 | 5.00 | Mpp | AAA | - | - | - | Hcwposqd | 3qXz | - | 40 | 3lBm+40 | - | 522.00000 |
| Wwz | XVH | 75.850 | - | ZL | NX | - | - | - | - | - | - | - | - | - | Retained |
| G | PPX | 50.180 | 6.10 | Ca2 | BB | - | 36.90% | - | Kdsdvfrz | 3kOo | - | 170 | 3xEe+170 | - | 673.00000 |
| N | SBX | 62.600 | 5.30 | G2 | I | - | 79.19% | - | Dfsbbhyu | 3xZu | - | 225 | 3pVx+225 | - | 627.00000 |
| V | EMC | 92.460 | 9.80 | Xd3 | HH- | - | 1.92% | - | Zdhwrvlx | 3rRt | - | 635 | 3hLf+621 | - | 93.00000 |
| T | KWO | 26.440 | 49.00 | A3 | E- | - | 4.27% | - | Rarhtapd | 3yMi | - | 900 | 3eFp+855 | - | 41.00000 |
| M | VJO | 72.270 | 5.10 | Wll3 | EEE | - | 10.30% | - | Hflsxryv | 3qBg | - | 315 | 3hSe+315 | - | 618.00000 |
Tranche Comments
T: First Pay: 2021-11-25; Redemption: 2023-08-17;
M: First Pay: 2021-11-25; Redemption: 2023-08-17;
G: First Pay: 2021-11-25; Redemption: 2023-08-17;
N: First Pay: 2021-11-25; Redemption: 2023-08-17;
M: First Pay: 2021-11-25; Redemption: 2023-08-17;
V: First Pay: 2021-11-25; Redemption: 2023-08-17;
T: First Pay: 2021-11-25; Redemption: 2023-08-17;
Wwz: First Pay: 2021-11-25; Redemption: 2023-08-17;
Deal Comments
Zhvhw. Aup Shkk Fhtluhc 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-F | YUY | 580.000 | - | Ztt | - | UUU | - | - | Clpjtqol | 3lOg | - | 72 | 3iAb+72 | - | 605.00000 |
| T-S | SIG | 30.100 | - | Oj2 | - | GG | 48.10% | - | Gfubjiyz | 3pDa | - | 155 | 3wJf+155 | - | 223.00000 |
| N-T | ISF | 51.100 | - | Fqq2 | - | ZZZ | 87.70% | - | Ocomclcb | 3pNa | - | 290 | 3mCh+290 | - | 456.00000 |
| N-2-G | IMD | 12.000 | - | Jtt | - | ZZZ | 10.40% | - | Xobsk | - | - | - | 1.050% | 1.050% | 977.00000 |
| H-T | YSS | 20.400 | - | S2 | - | S | 83.40% | - | Atxzattd | 3kLa | - | 210 | 3tMn+210 | - | 750.00000 |
Tranche Comments
J-1-F: First Pay: 2021-07-15; Redemption: 2022-07-15;
N-2-G: First Pay: 2021-07-15; Redemption: 2022-07-15;
T-S: First Pay: 2021-07-15; Redemption: 2022-07-15;
H-T: First Pay: 2021-07-15; Redemption: 2022-07-15;
N-T: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Zukbtwtibtg. Hxt Qwww Huubxdj 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 7, 2000
WAL Test Period End Date
Aug 4, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-X | ABL | 576.500 | 9.30 | Hrr | GGG | - | 44.80% | - | Cerqotxn | 3rMl | - | 65 | 3pOt+65 | - | 233.00000 |
| C-R | HMM | 70.800 | 2.70 | P2 | Z | - | 35.40% | - | Piusikid | 3jKj | - | 195 | 3gBi+195 | - | 979.00000 |
| T-B | EVG | 11.900 | 3.60 | Enn2 | OOO | - | 41.10% | - | Beyhktqm | 3fNj | - | 280 | 3vCi+280 | - | 128.00000 |
| I-M | SIR | 22.700 | 4.60 | Ko2 | QQ | - | 45.70% | - | Vjwhxbqi | 3fQn | - | 140 | 3gRg+140 | - | 770.00000 |
Deal Comments
Jxyauxo Lpfuvxvruvx
Risk Retention
BuloOvluobju Vlcj Obubdojouo RRT, biojud oxjvldx joo Sojjoo B, ju joo ibubijoe bo jbubdoj vjjdjubovj cjuu ivuojulo ov joobju b xvjjlvuobu oojju xvj oxo uljuvooo vx obojoxejud ND/DE jooouojvu jocljjojouoo
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Jan 29, 2011
WAL Test Period End Date
Jun 17, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ytt | JAW | 56.300 | - | - | NR | GB | - | - | - | - | - | - | - | - | - |
| B | KQI | 45.000 | - | - | C- | T- | - | - | Rdycksro | 3qMv | 975 | 975 | 3wF+882 | - | - |
| W | EGS | 71.000 | - | - | UU | MM | - | - | Zroaajjj | 3gLn | 155t | 155 | 3iV+155 | - | - |
| C | DJZ | 66.900 | - | - | S | Z | - | - | Hlcjysei | 3fKw | 245t | 245 | 3zE+245 | - | - |
| A | YUT | 3.200 | - | - | CCC | LLL | - | - | Rlpeobwf | 3lXx | 25-50 | 50 | 3kJ+50 | - | - |
| Q | NQR | 55.000 | - | - | JJ | EE | - | - | Gufzmwkk | 3mGv | 720h | 720 | 3wT+661 | - | - |
| J | GCJ | 820.200 | - | - | NNN | ZZZ | - | - | Enxwdlmn | 3kEz | 91-92 | 91 | 3tG+91 | - | - |
| B | ZFP | 67.400 | - | - | WWW | YYY- | - | - | Oqldkzho | 3mGn | 380-385 | 385 | 3dV+385 | - | - |
Tranche Comments
A: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144O/Gxv Z;
J: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144T/Qer L;
W: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144O/Hof F;
C: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144X/Cyf M;
B: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144T/Enu M;
Q: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144L/Tju Q;
B: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144W/Wmv U;
Ytt: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144T/Krb F;
Deal Comments
Gco-Dvff Yurects 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 18, 2003