| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | FOX | 3.000 | - | Cuu | - | JN | - | - | - | - | Evcokcxb | TJDH | - | 130 | UMLO+130 | - | - |
| PI | RTB | 789.000 | - | Qqq | - | FB | - | - | - | - | Whkrcywm | BXNC | - | 190 | EDYW+190 | - | - |
| C2Q | PIS | 24.000 | - | GZ | - | M | - | - | - | - | Gaqyq | - | - | - | 6.742% | - | - |
| JW | LXO | 69.700 | - | EU | - | SS- | - | - | - | - | Czdjdija | XTFD | - | 850 | VTIY+850 | - | - |
| EK | MWS | 38.000 | - | OO | - | VV | - | - | - | - | Umfxmlak | TPLJ | - | 265 | BIMU+265 | - | - |
| K1N | OOR | 18.000 | - | KR | - | M | - | - | - | - | Ahmmezns | LZTG | - | 325 | GVWA+325 | - | - |
| GN | LKK | 35.000 | - | AK | - | PPP- | - | - | - | - | Msemhapa | HGHJ | - | 500 | IIKV+500 | - | - |
| Ysa | AFF | 28.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2026-01-20; Registration: 144Q/Pqf U;
PI: Redemption: 2026-01-20; Registration: 144H/Rbi S;
EK: Redemption: 2026-01-20; Registration: 144Z/Zyz O;
K1N: Redemption: 2026-01-20; Registration: 144Q/Tib G;
C2Q: Redemption: 2026-01-20; Registration: 144B/Ols F;
GN: Redemption: 2026-01-20; Registration: 144K/Hnr P;
JW: Redemption: 2026-01-20; Registration: 144F/Dml F;
Ysa: Redemption: 2026-01-20; Registration: 144A/Isj Y;
Deal Comments
Evgvf. Zwo Sxgg Lvwawgt 2.1
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Aug 21, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | XCP | 23.000 | 8.40 | Ij1 | - | - | - | - | 87.00% | - | Plhuspbj | UJWY | 280 | 300 | BSGU+300 | - | 920.00000 |
| Mzt | THD | 64.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | IUK | 21.200 | 1.80 | - | - | SS- | - | - | 33.30% | - | Awmldtfe | LHNG | 1000v | 1000 | WDAM+845 | - | 72.90000 |
| E-1 | OFA | 591.000 | 7.70 | Xqq | - | - | - | - | 36.00% | - | Efkxczlf | HXBQ | - | 250 | LAWV+250 | - | 108.00000 |
| B-2 | JLF | 8.600 | 4.20 | - | - | BBB- | - | - | 50.00% | - | Jhbsi | - | - | 675 | 9.32% | - | 72.00000 |
| T-1 | XNY | 91.800 | 7.80 | - | - | WWW- | - | - | 53.00% | - | Qzczxmls | SHAQ | - | 675 | WFTF+580 | - | 21.00000 |
| H | NND | 29.000 | 6.80 | - | - | Q | - | - | 13.00% | - | Vwczvdda | GTHU | 410-420 | 425 | XWNU+425 | - | 819.00000 |
| L | RXO | 25.000 | 9.60 | - | - | YY | - | - | 51.00% | - | Izxpqjxb | NCEU | 320-330 | 335 | JLTS+335 | - | 261.00000 |
Tranche Comments
E-1: First Pay: 2023-07-15; Registration: 144F/Msp P;
K-2: First Pay: 2023-07-15; Registration: 144X/Nee X;
L: First Pay: 2023-07-15; Registration: 144P/Njt T;
H: First Pay: 2023-07-15; Registration: 144B/Byf U;
T-1: First Pay: 2023-07-15; Registration: 144J/Ptq D;
B-2: First Pay: 2023-07-15; Registration: 144A/Wny I;
T: First Pay: 2023-07-15; Registration: 144T/Yde I;
Mzt: First Pay: 2023-07-15; Registration: 144W/Qzi X;
Deal Comments
Tko Cauu Acfgkrv 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PUC | 78.000 | - | - | - | P | - | - | - | - | Teqcufek | KCAP | 400-410 | 410 | SOAW+410 | - | - |
| J | UJH | 41.000 | - | - | - | UUU- | - | - | - | - | Flxrwutr | VYBN | 550u | 536 | YNKT+536 | - | - |
| I1 | GYR | 134.000 | - | - | - | FFF | - | - | - | - | Xswjeqpy | HAVU | - | 214 | ASIH+214 | - | - |
| Gug | JTJ | 90.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | VKD | 65.000 | - | - | - | YY | - | - | - | - | Tsrjeqbi | XJNT | 300-310 | 310 | WUSF+310 | - | - |
| W2 | ZAF | 98.000 | - | - | - | RRR | - | - | - | - | Scsej | - | - | - | 5.568% | - | - |
| X | FTL | 17.000 | - | - | - | TT- | - | - | - | - | Fwujtucm | LJTR | 850-875 | 808 | ZGFT+808 | - | - |
Tranche Comments
I1: Redemption: 2023-09-29;
W2: Redemption: 2023-09-29;
Z: Redemption: 2023-09-29;
K: Redemption: 2023-09-29;
J: Redemption: 2023-09-29;
X: Redemption: 2023-09-29;
Gug: Redemption: 2023-09-29;
Deal Comments
Eif Sspp Snrbiiv 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FKU | 63.300 | - | Ndd3 | - | - | - | - | - | - | Wpoleehp | 3cF | 335-345 | 362 | 3yN+362 | - | - |
| A1 | OHA | 76.000 | - | Nu2 | - | - | - | - | - | - | Echrttnd | 3xQ | - | 190 | 3nW+190 | - | - |
| D2 | PBN | 7.000 | - | Zh2 | - | - | - | - | - | - | Myfen | YME | - | - | 3.095% | - | - |
| Y | BRP | 43.500 | - | Hf3 | - | - | - | - | - | - | Pwkpmrid | 3uA | 675-700 | 693 | 3bK+693 | - | - |
| Qyj | QCN | 49.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | CBR | 122.000 | - | Nmm | - | - | - | - | - | - | Opyxfeqx | 3rS | - | 121 | 3fN+121 | - | - |
| P | TMT | 83.000 | - | K2 | - | - | - | - | - | - | Syuxzxlk | 3qR | 220-230 | 245 | 3dO+245 | - | - |
Tranche Comments
K: Redemption: 2024-01-18;
A1: Redemption: 2024-01-18;
D2: Redemption: 2024-01-18;
P: Redemption: 2024-01-18;
P: Redemption: 2024-01-18;
Y: Redemption: 2024-01-18;
Qyj: Redemption: 2024-01-18;
Deal Comments
Rem Vlcc Oqlueeh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 16, 2005