| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | BLL | 34.000 | 8.80 | - | - | CCC | - | - | 75.60% | - | Rmmkjrpk | UHNU | 180 | 180 | WOGG+180 | - | - |
| Nxccnq | JMI | 11.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | BKX | 62.000 | 8.50 | - | - | CC | - | - | 43.00% | - | Uqfyxvqu | ZWCL | 220 | 220 | YBTG+220 | - | - |
| Q | ZRM | 15.000 | 2.10 | - | - | AA- | - | - | 7.12% | - | Ljzuosvi | CBNA | 725-750 | 750 | HDOU+750 | - | - |
| W | QPU | 5.000 | 2.40 | X3 | - | - | - | - | 6.70% | - | - | - | - | - | - | - | Retained |
| L | XQZ | 37.000 | 1.70 | - | - | Y | - | - | 14.50% | - | Zxrqwtuy | SHZO | 270-280 | 270 | TZFY+270 | - | - |
| H | WTU | 38.000 | 4.90 | - | - | ZZZ- | - | - | 98.00% | - | Prjbfsah | MZUR | 425 | 425 | QAEO+425 | - | - |
| Y-1 | VAW | 547.000 | 6.10 | Ree | - | - | - | - | 11.00% | - | Rpflpckj | GAMU | 163 | 163 | SJSB+163 | - | - |
Tranche Comments
Y-1: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144K/Xzt E;
J-2: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144Z/Cua C;
D: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144J/Qqe P;
L: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144K/Eea R;
H: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144B/Woo B;
Q: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144N/Tzb I;
W: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144W/Dvk S;
Nxccnq: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144K/Tig M;
Deal Comments
Stj Mfaa Cyoatpw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 17, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | JPI | 28.000 | 1.80 | EY | - | D | - | - | 58.40% | - | Smcuh | - | - | - | 7.50% | - | - |
| K-1 | ZKI | 57.000 | 2.20 | QA | - | NNN- | - | - | 60.41% | - | Kbcbuzhr | ZADL | - | 516 | LKUE+500 | - | - |
| C-1 | MEJ | 18.000 | 7.60 | TR | - | O | - | - | 79.60% | - | Ccjcefst | DIKC | - | 360 | NEYH+360 | - | - |
| I | MFY | 1.300 | 75.10 | K3 | - | DG | - | - | 6.89% | - | Rafjauep | YDCJ | - | 1100 | QJYA+985 | - | - |
| I | FFB | 13.000 | 9.40 | Th2 | - | AG | - | - | 89.96% | - | Nccfkdxy | MIXU | - | 285 | EBJJ+285 | - | - |
| S-2 | NLJ | 2.000 | 7.50 | JO | - | GGG- | - | - | 93.16% | - | Uklyu | - | - | - | 9.00% | - | - |
| L | THG | 91.000 | 53.90 | EX | - | RR- | - | - | 29.00% | - | Dvohykcl | TVBF | - | 850 | JZBK+762 | - | - |
| J | JOQ | 261.000 | 2.80 | Crr | - | KK | - | - | 20.00% | - | Lzqmczun | GNXB | - | 190 | KTIS+190 | - | - |
| Lco | IVK | 24.600 | - | PV | - | CS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144M/Xhg L; Comments: Hkb-Hzrxbf;
I: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144J/Zsq Z; Comments: Jrg-Jrmvgn;
C-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144P/Xaw O;
H-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144Q/Hov I;
K-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144Y/Yhy Q;
S-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144K/Byw A;
L: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144Y/Qoh P;
I: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144M/Isj K;
Lco: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144G/Jnz V;
Deal Comments
Bqf Xhss Hgcoqvx 2.00
Risk Retention
XN/ND - Jnd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 19, 2003