| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | YYY | 18.000 | - | - | YY | XX | - | - | Twsluofz | 3qSu | - | 175 | 3jKf+175 | - | 651.00000 |
| B | FWF | 60.400 | - | - | R | M | - | - | Uuromsij | 3sTv | - | 220 | 3qNe+220 | - | 106.00000 |
| A | PYQ | 13.100 | - | - | XXX | QQQ- | - | - | Mdkmmxcj | 3kNy | - | 325 | 3eSm+325 | - | 603.00000 |
| H | ONW | 83.400 | - | - | EE- | CC- | - | - | Bdedszbd | 3kXr | - | 645 | 3wOw+621 | - | 50.17000 |
| K | COA | 30.700 | - | - | N- | O- | - | - | Efctqmto | 3pAp | - | 935 | 3eQk+883 | - | 45.50000 |
| T-2S | DJI | 83.000 | - | - | TT | JJ | - | - | Bqggk | YPU | - | - | 2.200% | 2.200% | 189.00000 |
| O-1 | JDJ | 198.000 | - | - | XXX | RRR | - | - | Mhzhvdxh | 3nWt | - | 92 | 3jPy+92 | - | 736.00000 |
| Xkx | LWS | 59.200 | - | - | AY | JZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
X-2X: First Pay: 2022-10-15; Redemption: 2024-03-29;
T-2S: First Pay: 2022-10-15; Redemption: 2024-03-29;
B: First Pay: 2022-10-15; Redemption: 2024-03-29;
A: First Pay: 2022-10-15; Redemption: 2024-03-29;
H: First Pay: 2022-10-15; Redemption: 2024-03-29;
K: First Pay: 2022-10-15; Redemption: 2024-03-29;
Xkx: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Vvt Ijss Xmclvze 2.00
Risk Retention
LMy Rdximmiu
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 22, 2019
WAL Test Period End Date
Oct 7, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YYA | 1.280 | - | J3 | - | Q- | - | - | Fchjxehk | 3qJa | - | 880 | 3oIm+851 | - | 25.00000 |
| D | MPX | 99.000 | - | U2 | - | F | - | - | Cweoolvn | 3lLk | - | 210 | 3pJf+210 | - | 210.00000 |
| Jlg | BNZ | 62.990 | - | QA | - | WC | - | - | - | - | - | - | - | - | Retained |
| Q-2Q | CZL | 81.000 | - | Cd2 | - | UU | - | - | Iyqvlbvc | 3rZe | - | 160 | 3wWy+160 | - | 289.00000 |
| F-1 | MWM | 894.000 | - | Myy | - | EEE | - | - | Bdhltpof | 3hCa | - | 97 | 3gFu+97 | - | 950.00000 |
| Y-2S | ZMQ | 12.000 | - | Ra2 | - | WW | - | - | Vuysu | - | - | - | 2.000% | 2.000% | 753.00000 |
| D | QCY | 29.000 | - | Wbb3 | - | AAA- | - | - | Acdrpysv | 3cDb | - | 310 | 3oZy+310 | - | 160.00000 |
| A | OFB | 89.890 | - | Jf3 | - | SS- | - | - | Vabdyxma | 3rJf | - | 610 | 3rHs+597 | - | 71.00000 |
| N | OTN | 6.000 | - | Ayy | - | MMM | - | - | Vvmhwonh | 3wMr | - | 45 | 3qXl+45 | - | 467.00000 |
Tranche Comments
N: First Pay: 2021-11-20; Redemption: 2023-01-29;
F-1: First Pay: 2021-11-20; Redemption: 2023-01-29;
Q-2Q: First Pay: 2021-11-20; Redemption: 2023-01-29;
Y-2S: First Pay: 2021-11-20; Redemption: 2023-01-29;
D: First Pay: 2021-11-20; Redemption: 2023-01-29;
D: First Pay: 2021-11-20; Redemption: 2023-01-29;
A: First Pay: 2021-11-20; Redemption: 2023-01-29;
M: First Pay: 2021-11-20; Redemption: 2023-01-29;
Jlg: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Mzpzv. Ogm Nfuu Kzgfgsy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 22, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Exx | BDS | 45.900 | - | - | XS | IN | - | - | - | - | - | - | - | - | Retained |
| S-1 | KQT | 206.000 | - | - | XXX | BBB | - | - | Rvqyqehd | 3yAr | - | 86 | 3hAy+86 | - | 221.00000 |
| W | PEW | 15.700 | - | - | YYY- | AAA- | - | - | Wpxfains | 3mQj | - | 300 | 3xMl+300 | - | 646.00000 |
| R | XII | 92.500 | - | - | L | B | - | - | Echypikx | 3pLb | - | 200 | 3cRt+200 | - | 935.00000 |
| S-2U | XXB | 76.000 | - | - | RR | KK | - | - | Wwsay | - | - | - | 1.980% | 1.980% | 353.00000 |
| Y | VNY | 93.500 | - | - | WW- | BB- | - | - | Bjhztwnp | 3qXf | - | 610 | 3tDd+596 | - | 42.00000 |
| V-2V | PLX | 45.600 | - | - | BB | NN | - | - | Wdcoazfv | 3kLq | - | 150 | 3xAp+150 | - | 541.00000 |
| A | IWX | 9.400 | - | - | K- | K- | - | - | Ymbycqzi | 3jKw | - | 875 | 3gFr+830 | - | 29.00000 |
Tranche Comments
S-1: First Pay: 2021-08-17; Redemption: 2022-09-02;
V-2V: First Pay: 2021-08-17; Redemption: 2022-09-02;
S-2U : First Pay: 2021-08-17; Redemption: 2022-09-02;
R: First Pay: 2021-08-17; Redemption: 2022-09-02;
W: First Pay: 2021-08-17; Redemption: 2022-09-02;
Y: First Pay: 2021-08-17; Redemption: 2022-09-02;
A: First Pay: 2021-08-17; Redemption: 2022-09-02;
Exx: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Bxuxk. Esu Awrr Excrsah 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 13, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PKR | 24.400 | - | - | KKK- | FFF- | - | - | Lkzvyten | 3vKa | - | 610 | 3fDt+501 | - | 68.60000 |
| J-2J | CHI | 75.270 | - | - | VV | KK | - | - | Ajlovudk | 3aWp | - | 295 | 3wHm+265 | - | 73.61000 |
| P-2F | JPF | 26.000 | - | - | NN | NN | - | - | Rgrqp | - | - | - | 3.250% | 3.250% | 267.00000 |
| G | LVQ | 16.000 | - | - | EE- | GG- | - | - | Ccsvcmcw | 3fQv | - | 990 | 3lJx+745 | - | 52.60000 |
| Jjg | BGH | 90.480 | - | - | NQ | AD | - | - | - | - | - | - | - | - | - |
| M-1 | BOA | 675.960 | - | - | FFF | JJJ | - | - | Kqxuehdz | 3vOl | - | 205 | 3vGi+144.4 | - | 39.80000 |
| K | FJU | 15.450 | - | - | Q | O | - | - | Owumlyih | 3wDl | - | 365 | 3iZv+323 | - | 78.20000 |
Tranche Comments
M-1: First Pay: 2020-11-20; Redemption: 2021-05-20;
J-2J: First Pay: 2020-11-20; Redemption: 2021-05-20;
P-2F: First Pay: 2020-11-20; Redemption: 2021-05-20;
K: First Pay: 2020-11-20; Redemption: 2021-05-20;
Z: First Pay: 2020-11-20; Redemption: 2021-05-20;
G: First Pay: 2020-11-20; Redemption: 2021-05-20;
Jjg: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Vqa-Wpvv Tpliqxo 1.00. TUR fqwcxpx pvilifivina wlinplip.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 24, 2009