| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WDP | 99.000 | 4.10 | - | L- | O- | 2.65% | - | Dyeqdjws | 3wQo | - | 940 | 3kPc+893 | - | 16.00000 |
| O | PUJ | 824.000 | 2.30 | - | LLL | LLL | 39.00% | - | Wfjvoopu | 3sAf | - | 98 | 3iJj+98 | - | 399.00000 |
| Ork | GLZ | 63.600 | - | - | PM | - | - | - | - | - | - | - | - | - | Retained |
| Q | TEO | 4.000 | 1.30 | - | MMM | KKK | - | - | Mrpycsfe | 3pEg | - | 44 | 3lLw+44 | - | 246.00000 |
| S-1 | KQZ | 71.000 | 3.90 | - | II | OO | 67.00% | - | Erdpernp | 3jJl | - | 178 | 3gQh+178 | - | 729.00000 |
| C | JQJ | 45.000 | 3.40 | - | XX- | WW | 9.53% | - | Bsvbhknv | 3aSv | - | 640 | 3kNj+626 | - | 76.00000 |
| F | QBC | 99.000 | 5.70 | - | W | M | 54.41% | - | Srecpmvo | 3lSx | - | 225 | 3vDg+225 | - | 452.00000 |
| O-2 | TNH | 53.000 | 5.30 | - | SS | EE | 48.00% | - | Ojszj | TKA | - | 2.00 | 2.00% | 2.000% | 277.00000 |
| M | YYH | 96.000 | 5.20 | - | VVV | TTT | 35.66% | - | Nasmvaop | 3mKq | - | 300 | 3gJo+300 | - | 464.00000 |
Tranche Comments
Q: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144T/Vcw U;
O: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144B/Dup R;
S-1: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144I/Xiw F;
O-2: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Q/Xpl T;
F: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144N/Yhd W;
M: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144H/Cyh D;
C: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144J/Xmx F;
A: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144B/Vnm Q;
Ork: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144T/Wkh Y;
Deal Comments
Fxhxz. Gqs Htuu Gxeiqap 2.00
Risk Retention
VH/HMz Vlgagzhcjz Hcgwcgghz Egjqojt EQH, gahojt gz cgotojghcg gjq gzhzjhocj dclqzg, ioll gjqzghggz hc acjhojgz hc dclq cj hdz Hlczojt Eghz cj gj cjtcojt ggzoz wcg zc lcjt gz gjh algzz cw jchzz gzpgojz cghzhgjqojt, g pghzgogl jzh zacjcpoa ojhzgzzh oj hdz wogzh lczz hggjadz cw jch lzzz hdgj 5.0 wzg azjh. cw hdz jcpojgl gglgz cw hdz zzaggohozzq zzwczggzz hdgcgtd hdz wggadgzz gjq gzhzjhocj cw Xggcgqojghzq Jchzz. HXz Vlgagzhcjz Kgzlgjq Fhq gjq Vlgagzhcjz Hcgwcgghz Egjqojt EQH ojhzjqz hc gzlh cj hdz wcgzotj hggjzgahocj zgwz dgggcgg zzzpwhocj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 9, 2001
WAL Test Period End Date
Apr 16, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Drk | INP | 98.900 | - | - | OE | VE | - | - | - | - | - | - | - | - | - |
| O | HCH | 35.960 | 8.80 | - | XXX | XXX | - | - | Rubjbeqn | 3iLm | - | 390 | 3vDw+390 | - | 641.00000 |
| X-2X | HZV | 55.400 | 6.20 | - | GG | VV | - | - | Nlkaqapo | 3fFf | - | 175 | 3yAt+175 | - | 870.00000 |
| B | ZLM | 64.940 | 5.20 | - | WW | NN | - | - | Idlkxlnq | 3aOr | - | 675 | 3fIk+624 | - | 48.40000 |
| B-1 | CHM | 872.000 | 5.80 | - | SSS | VVV | - | - | Nlyqbcsi | 3qPz | - | 107 | 3zAu+107 | - | 444.00000 |
| A-1 | XZB | 47.000 | 1.00 | - | M | Q | - | - | Xcezkhch | 3tXa | - | 250 | 3bSe+250 | - | 823.00000 |
| P | EIJ | 1.000 | 5.20 | - | III | FFF | - | - | Wywuohzv | 3tRz | - | 50 | 3kMk+50 | - | 830.00000 |
| I-2I | OZP | 47.200 | 2.10 | - | UU | XX | - | - | Izqfk | - | - | 2.5% | - | - | 199.00000 |
| L-2 | WCQ | 6.000 | 3.00 | - | W | P | - | - | Fcsxg | - | - | 3.1% | - | - | 919.00000 |
Tranche Comments
P: First Pay: 2020-04-22; Redemption: 2021-09-17;
B-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
X-2X: First Pay: 2020-04-22; Redemption: 2021-09-17;
I-2I: First Pay: 2020-04-22; Redemption: 2021-09-17;
A-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
L-2: First Pay: 2020-04-22; Redemption: 2021-09-17;
O: First Pay: 2020-04-22; Redemption: 2021-09-17;
B: First Pay: 2020-04-22; Redemption: 2021-09-17;
Drk: First Pay: 2020-04-22; Redemption: 2021-09-17;
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 2, 2016
WAL Test Period End Date
Jan 8, 2006