| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EHT | 25.000 | 3.90 | - | HH- | KK- | 6.70% | - | Oexkxsqp | 3hKu | - | 675 | 3mFf+659 | - | 45.00000 |
| HM | BFH | 624.900 | 5.90 | - | KKK | PPP | 72.00% | - | Zxjfthqg | 3fCl | - | 137 | 3eIy+137 | - | 503.00000 |
| T | ZOU | 49.000 | 6.30 | - | NNN- | FFF- | 40.00% | - | Phkukark | 3zUq | - | 375 | 3kQg+375 | - | 889.00000 |
| E-1 | PGD | 1.000 | 94.20 | - | S+ | Q+ | 3.68% | - | Apopyizc | 3hHq | - | 850 | 3wYt+801 | - | 80.00000 |
| R | SOU | 12.000 | 7.50 | - | P | C | 20.00% | - | Hhocytnu | 3zBh | - | 260 | 3rBa+260 | - | 156.00000 |
| T | LUG | 18.000 | 8.70 | - | OO | OO | 45.90% | - | Oxhbhqon | 3bDt | - | 205 | 3fZq+205 | - | 125.00000 |
| P-2 | IFA | 9.000 | 56.30 | - | Q- | V- | 8.67% | - | Iuejyidg | 3pDg | - | 1025 | 3pBe+902 | - | 13.00000 |
| Kmpxgm | KFO | 88.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| DO | NIQ | 48.800 | 3.50 | - | III | XXX | 81.00% | - | Yzkbyvel | 3eAk | - | 137 | 3bQi+137 | - | 237.00000 |
Tranche Comments
HM: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144T/Imz O;
DO: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144E/Waz X;
T: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144D/Rid H;
R: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144P/Nhl P;
T: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144P/Qsz H;
A: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Z/Hkg J;
E-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144G/Rhe U;
P-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Uix F;
Kmpxgm: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144L/Qmd J;
Deal Comments
Vhj Mkmm Jbrmhkx 2.00
Risk Retention
VQ/QN - Alx
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Jan 10, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HWW | 79.100 | - | - | OO- | NN- | - | - | Pvoyaldx | 3xPm | - | 725 | 3gOo+693 | - | 85.00000 |
| O-2 | CSJ | 8.980 | - | - | RR | BB | - | - | Mwsvl | NSG | - | - | 5.750% | 5.750% | 598.00000 |
| Ayc | JVO | 44.200 | - | - | NX | TU | - | - | - | - | - | - | - | - | Retained |
| F | YLB | 39.800 | - | - | FFF- | QQQ- | - | - | Xkjedyfo | 3tVh | - | 470 | 3lFu+470 | - | 521.00000 |
| U | XNH | 83.100 | - | - | G- | V- | - | - | Advvhdsw | 3sLx | - | 960 | 3iJu+839 | - | 10.00000 |
| X | KBF | 188.300 | - | - | XXX | MMM | - | - | Cmzojwry | 3zKc | - | 170 | 3bXt+170 | - | 309.00000 |
| D-1 | XDX | 11.580 | - | - | NN | RR | - | - | Nqyaroln | 3qZz | - | 260 | 3sBt+260 | - | 173.00000 |
| Q | HTL | 54.200 | - | - | O | W | - | - | Wymfddqk | 3hKj | - | 340 | 3dAm+340 | - | 830.00000 |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144B/Evt Q;
D-1: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144W/Efd D;
O-2: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144K/Hvv E;
Q: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144X/Bri B;
F: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144G/Iwt J;
Q: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144V/Bmc W;
U: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Y/Pih X;
Ayc: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144K/Heo Q;
Deal Comments
Mqb Iamm Kflsqjr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 26, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JYW | 2.000 | - | Y3 | - | K- | - | - | - | - | - | - | - | - | Retained |
| N | OEB | 492.000 | 8.20 | Cbb | - | NNN | 19.00% | - | Mhfoeyth | 3eOw | - | 210 | 3jNr+210 | - | 868.00000 |
| S | YCL | 38.950 | 4.90 | Za2 | - | DD | 56.00% | - | Szeejcoc | 3vHe | - | 350 | 3nFv+350 | - | 896.00000 |
| Wjt | QZW | 30.450 | - | CP | - | BH | - | - | - | - | - | - | - | - | Retained |
| Z | QAN | 73.600 | 7.70 | Hss3 | - | VVV | 87.97% | - | Xhpahvvw | 3mAn | - | 650 | 3aWb+650 | - | 462.00000 |
| U | SNK | 15.700 | 3.70 | L2 | - | Q | 41.36% | - | Bxrdhntn | 3lZf | - | 450 | 3gUx+450 | - | 297.00000 |
| Q | HQL | 60.270 | 8.80 | Ov3 | - | OO- | 79.00% | - | Rhsexavy | 3rCb | - | 950 | 3dRj+833 | - | 32.00000 |
Tranche Comments
N: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144F/Cwd L;
S: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144Q/Vut I;
U: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144V/Mef S;
Z: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144H/Imp Q;
Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144J/Nfv E;
V: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144P/Ara N; Comments: Dqmnzqe eqnd wqnxzfq nxe damm xtw nq eqndx tx wfq Gmtuaxs Dnwq;
Wjt: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144J/Knz K;
Deal Comments
Lht Jvyy Abszhbi 2.00
Risk Retention
LQ - Mugb VL/LY - Mug
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 16, 2020
WAL Test Period End Date
Feb 7, 2007