| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | TEH | 49.000 | 3.30 | - | ZZ | UU | 21.00% | - | Cshafmzp | 3rEs | - | 178 | 3rMp+178 | - | 558.00000 |
| K | JFE | 105.000 | 3.30 | - | TTT | SSS | 52.00% | - | Tvupvqru | 3bGo | - | 98 | 3dNy+98 | - | 873.00000 |
| V | IWP | 64.000 | 5.40 | - | H | K | 85.29% | - | Xzxjxqou | 3nCs | - | 225 | 3jSi+225 | - | 849.00000 |
| V | TFS | 5.000 | 2.90 | - | KKK | LLL | - | - | Zvfrxxhm | 3wHc | - | 44 | 3cIg+44 | - | 251.00000 |
| Eva | KJI | 93.400 | - | - | NZ | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | LMY | 40.000 | 3.30 | - | QQ | JJ | 40.00% | - | Rmjpr | IQM | - | 2.00 | 2.00% | 2.000% | 931.00000 |
| W | DZO | 36.000 | 5.50 | - | NN- | XX | 7.53% | - | Ylzqzbuu | 3oXx | - | 640 | 3lNf+626 | - | 29.00000 |
| N | MJA | 20.000 | 5.20 | - | DDD | BBB | 60.67% | - | Dlujydrp | 3gIy | - | 300 | 3bNu+300 | - | 146.00000 |
| L | FVZ | 34.000 | 2.40 | - | H- | Z- | 8.25% | - | Tlxfstwf | 3bFq | - | 940 | 3gZc+893 | - | 30.00000 |
Tranche Comments
V: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144L/Ewj X;
K: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144V/Rwl T;
P-1: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Q/Cjg G;
O-2: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144V/Wzn R;
V: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144P/Bid M;
N: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144V/Gee Y;
W: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144H/Myt R;
L: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144W/Jwf C;
Eva: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Z/Yal L;
Deal Comments
Ojyjc. Uwt Cscc Qjtkwuv 2.00
Risk Retention
RU/UQl Yzuahwthnw Hhlnhlutw Hsnqlnu TJH, uatlnu uw hllulnuthl unq lwtwntlhn dhzqwl, klzz snqwltuhw th ahntlnsw th dhzq hn tdw Hzhwlnu Tutw hn un hnuhlnu wuwlw thl wh zhnu uw uny azuww ht nhtww lwuulnw hstwtunqlnu, u uutwlluz nwt wahnhula lntwlwwt ln tdw tllwt zhww tlunadw ht nht zwww tdun 5.0 nwl awnt. ht tdw nhulnuz uuzsw ht tdw wwaslltlwwq whnhwslww tdlhsud tdw nsladuww unq lwtwntlhn ht Hswhlqlnutwq Uhtww. UHl Yzuahwthnw Blwzunq Rtq unq Yzuahwthnw Hhlnhlutw Hsnqlnu TJH lntwnqw th lwzy hn tdw thlwlun tlunwuatlhn wutw dulwhsl whwuntlhn
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 1, 2019
WAL Test Period End Date
Jan 12, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zzc | OMO | 79.500 | - | - | LJ | CB | - | - | - | - | - | - | - | - | - |
| C | LDG | 39.270 | 2.80 | - | NN | UU | - | - | Icmbqkhs | 3pSb | - | 675 | 3tBd+624 | - | 17.10000 |
| Z-1 | DXZ | 620.000 | 6.20 | - | XXX | EEE | - | - | Ivchjbtu | 3aQn | - | 107 | 3eOq+107 | - | 285.00000 |
| E-2 | PMD | 7.000 | 2.00 | - | T | L | - | - | Uabwj | - | - | 3.1% | - | - | 586.00000 |
| V-2V | LHI | 64.900 | 4.80 | - | HH | SS | - | - | Acjyqjrm | 3hGb | - | 175 | 3sCc+175 | - | 908.00000 |
| U-2H | MDT | 60.100 | 3.80 | - | XX | VV | - | - | Kjyzm | - | - | 2.5% | - | - | 376.00000 |
| X | ZNQ | 97.400 | 8.80 | - | KKK | WWW | - | - | Uvsdqcjt | 3rNq | - | 390 | 3qFh+390 | - | 650.00000 |
| E | JFK | 1.000 | 1.60 | - | EEE | TTT | - | - | Hvwchdoq | 3nUu | - | 50 | 3zOt+50 | - | 292.00000 |
| O-1 | KPV | 41.000 | 4.00 | - | Y | W | - | - | Ivmpaqfw | 3iEw | - | 250 | 3qQi+250 | - | 698.00000 |
Tranche Comments
E: First Pay: 2020-04-22; Redemption: 2021-09-17;
Z-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
V-2V: First Pay: 2020-04-22; Redemption: 2021-09-17;
U-2H: First Pay: 2020-04-22; Redemption: 2021-09-17;
O-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
E-2: First Pay: 2020-04-22; Redemption: 2021-09-17;
X: First Pay: 2020-04-22; Redemption: 2021-09-17;
C: First Pay: 2020-04-22; Redemption: 2021-09-17;
Zzc: First Pay: 2020-04-22; Redemption: 2021-09-17;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 16, 2014
WAL Test Period End Date
Oct 7, 1999