| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2C | GFF | 73.000 | 8.70 | - | QQQ | - | - | - | 90.00% | - | Fxyuuuaj | 3nT | - | 135 | 3mZ+135 | - | - |
| M | XQC | 5.000 | 9.90 | - | TTT | - | - | - | - | - | Uwczjunj | 3dP | - | 100 | 3zE+100 | - | - |
| U | WAL | 54.620 | 8.20 | - | EE- | - | - | - | 7.81% | - | Ypwdyavh | 3yL | - | 705 | 3tJ+705 | - | - |
| V-2 | BNI | 93.000 | 2.70 | - | O | - | - | - | 11.00% | - | Wyhqa | Elokc | - | 225 | 3.77% | - | - |
| B-1 | CGU | 86.000 | 2.60 | - | F | - | - | - | 87.00% | - | Avklhtvm | 3kV | - | 230 | 3sY+230 | - | - |
| L-2 | BSW | 77.800 | 3.30 | - | KKK- | - | - | - | 69.00% | - | Jxpysmar | 3rR | - | 420 | 3cP+420 | - | - |
| Z-1D | MGO | 605.000 | 3.30 | - | YYY | - | - | - | 45.00% | - | Ouwjheel | 3sD | - | 114 | 3uD+114 | - | - |
| N-1 | AYB | 63.100 | 9.60 | - | III+ | - | - | - | 86.90% | - | Quxaezpu | 3zL | - | 335 | 3qI+335 | - | - |
| X2-c | UBN | 71.000 | 7.60 | - | QQ | - | - | - | 90.00% | - | Lxutrctm | 3rZ | - | 160 | 3cY+160 | - | - |
| A2-w | CBW | 32.000 | 3.40 | - | DD | - | - | - | 38.00% | - | Apuqq | Fvyft | - | 150 | 2.94% | - | - |
| Nvr P | OIA | 36.138 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Fhm H | CGX | 61.241 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-2: First Pay: 2021-07-15; Registration: 144X/Vic W;
Q-2C: First Pay: 2021-07-15; Registration: 144I/Cwd D;
Fhm H: First Pay: 2021-07-15; Registration: 144Q/Nrr W;
Z-1D: First Pay: 2021-07-15; Registration: 144Z/Wml W;
N-1: First Pay: 2021-07-15; Registration: 144P/Xnw P;
M: First Pay: 2021-07-15; Registration: 144W/Ybh Q;
B-1: First Pay: 2021-07-15; Registration: 144J/Jkd G;
X2-c: First Pay: 2021-07-15; Registration: 144B/Bzp V;
Nvr P: First Pay: 2021-07-15; Registration: 144Q/Hbw N;
V-2: First Pay: 2021-07-15; Registration: 144W/Tdu E;
A2-w: First Pay: 2021-07-15; Registration: 144L/Nqg C;
U: First Pay: 2021-07-15; Registration: 144U/Jfz A;
Deal Comments
Xkcku. Lys Ahhh Ukqiyxb 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1-H | EAX | 88.000 | - | - | A | - | - | - | - | - | Eycjsjnv | 3sG | - | 230 | 3kV+230 | - | - |
| N-2-L | VON | 63.000 | - | - | N | - | - | - | - | - | Htjxu | - | - | - | 3.400% | - | - |
| Hps | RKP | 11.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1-I | TLV | 887.000 | - | - | WWW | - | - | - | - | - | Smzzebzw | 3yU | - | 123 | 3uE+123 | - | - |
| L-I | WRR | 70.700 | - | - | YY- | - | - | - | - | - | Kbxsxmeb | 3jC | - | 686 | 3zY+686 | - | - |
| F-U | ZNI | 62.000 | - | - | CCC- | - | - | - | - | - | Plexrevr | 3aO | - | 365 | 3tO+365 | - | - |
| V-2-X | OWE | 31.000 | - | - | HH | - | - | - | - | - | Tfxflsdi | 3lM | - | 165 | 3fP+165 | - | - |
| J | MKD | 8.000 | - | - | JJJ | - | - | - | - | - | Ckqyoixj | 3uI | - | 85 | 3jJ+85 | - | - |
Tranche Comments
J: Redemption: 2023-03-17;
D-1-H: Redemption: 2023-03-17;
L-I: Redemption: 2023-03-17;
W-1-I: Redemption: 2023-03-17;
N-2-L: Redemption: 2023-03-17;
F-U: Redemption: 2023-03-17;
V-2-X: Redemption: 2023-03-17;
Hps: Redemption: 2023-03-17;
Deal Comments
Zogot. Obt Aoxx Nomybid 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 17, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1-C | MEB | 861.000 | - | Loo | LLL | - | - | - | - | - | Tpoufusw | 3tL | - | 129 | 3rV+129 | - | - |
| F-2-S | XTG | 73.500 | - | BE | DD | - | - | - | - | - | Ivqplrlw | 3cD | - | 185 | 3zT+185 | - | - |
| I-V | RMU | 5.710 | - | Igg | LLL | - | - | - | - | - | Eqdqebjm | 3qW | - | 50 | 3bU+50 | - | - |
| Y-R | HNI | 17.400 | - | JV | T | - | - | - | - | - | Jxbkqmew | 3nO | - | 245 | 3qG+245 | - | - |
| Zht | OTN | 43.500 | - | IH | AT | - | - | - | - | - | - | - | - | - | - | - | - |
| V-S | ZKE | 2.600 | - | HP | S- | - | - | - | - | - | Cebpuich | 3bG | - | 874 | 3kT+874 | - | - |
| Y-E | KKI | 98.100 | - | LB | UU- | - | - | - | - | - | Lqspljef | 3rU | - | 692 | 3rG+692 | - | - |
| I-J | GVA | 73.600 | - | PZ | TTT- | - | - | - | - | - | Swpsacte | 3kZ | - | 335 | 3iB+335 | - | - |
Tranche Comments
V-S: Redemption: 2022-04-22; Registration: 144L Tvbi;
O-1-C: Redemption: 2022-04-22; Registration: 144W Yehk;
Zht: Redemption: 2022-04-22; Registration: 144B Vipb;
F-2-S: Redemption: 2022-04-22; Registration: 144Q Vrcp;
I-J: Redemption: 2022-04-22; Registration: 144K Umcu;
I-V: Redemption: 2022-04-22; Registration: 144T Leri;
Y-E: Redemption: 2022-04-22; Registration: 144Q Gogu;
Y-R: Redemption: 2022-04-22; Registration: 144B Hemw;
Deal Comments
Ixsxk. Fyk-Gxmm Axxlywh 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 3, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | KPA | 744.000 | - | Coo | BBB | MY | - | - | 37.00% | - | Weefxkue | 3vW | - | 137 | 3jD+137 | - | 135.00000 |
| G | MAO | 58.000 | - | QH | I | IM | - | - | 32.00% | - | Ojywxjwz | 3nS | 280-285 | 295 | 3mL+295 | - | 333.00000 |
| A | ZMK | 86.000 | - | LX | BBB- | GB | - | - | 26.00% | - | Zzvzdksr | 3yK | 390-395 | 405 | 3bJ+405 | - | - |
| Y-2 | VFT | 59.000 | - | JF | PP | IY | - | - | 86.00% | - | Pbuzfpwn | 3uH | 195 | 195 | 3gI+195 | - | 527.00000 |
| Cx Cqx | HZQ | 25.900 | - | XY | IE | FP | - | - | 8.30% | - | - | - | - | - | - | - | - |
| Ak Kcx | KMJ | 31.720 | - | WY | KH | LB | - | - | - | - | - | - | - | - | - | - | Retained |
| P | FOJ | 56.900 | - | JM | SS- | XR | - | - | 3.50% | - | Wpftzyte | 3jM | 725 | 740 | 3jK+740 | - | - |
Tranche Comments
G-1: First Pay: 2019-10-17; Registration: 144Q/Xsc W;
Y-2: First Pay: 2019-10-17; Registration: 144M/Thm U;
G: First Pay: 2019-10-17; Registration: 144X/Cmx H;
A: First Pay: 2019-10-17; Registration: 144X/Dxw M;
P: First Pay: 2019-10-17; Registration: 144N/Nul Y;
Cx Cqx: First Pay: 2019-10-17; Registration: 144E/Maa C; Comments: Rgr-Rikyrs;
Ak Kcx: First Pay: 2019-10-17; Registration: 144Y/Xkh M;
Deal Comments
Yquttkq. Cnqsuw qxtdxwquqxw rqwqrt dnq kdtqs nx $500u nz Rdnsqw Uxuwudr Xdn Lunkxw.
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | IIN | 34.600 | 4.10 | - | - | - | - | - | - | - | Ahweruyu | 3zQ | - | - | 3lX+315 | - | - |
| M | NBW | 6.700 | 7.90 | - | - | - | - | - | - | - | Rfueexjh | 3jI | - | - | 3pQ+715 | - | - |
| G | VGL | 5.500 | 5.50 | - | - | - | - | - | - | - | Qifauxio | 3dA | - | - | 3yS+65 | - | - |
| Nfi | IZV | 68.500 | 6.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-1 | WWO | 419.000 | 3.50 | Lhh | - | - | - | - | - | - | Ouvfbese | 3tZ | - | - | 3rX+111 | - | - |
| C | MCS | 38.600 | 6.80 | - | - | - | - | - | - | - | Fejmmluz | 3jW | - | - | 3aI+225 | - | - |
| D-2 | XLF | 21.800 | 2.70 | - | - | - | - | - | - | - | Eczvzvmn | 3dL | - | - | 3hA+165 | - | - |
| G | VCC | 79.800 | 1.50 | - | - | - | - | - | - | - | Kjbcolyx | 3yR | - | - | 3gG+550 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tvf | TEB | 66.000 | 5.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X-2 | GZB | 97.900 | 9.13 | - | - | - | - | - | - | - | Clxfyzku | 3iA | - | - | 3qR+190 | - | - |
| D | UTH | 64.000 | 8.45 | - | - | - | - | - | - | - | Gsjdbdmv | 3wH | - | - | 3xM+325 | - | - |
| U | LFG | 43.000 | 8.99 | - | - | - | - | - | - | - | Sxmjevyz | 3fC | - | - | 3qL+230 | - | - |
| L-1 | INE | 367.900 | 8.72 | Ill | - | - | - | - | - | - | Zuzfwhxm | 3wI | - | - | 3qA+118 | - | - |
| O | NFI | 45.900 | 9.29 | - | - | - | - | - | - | - | Ipuzxreq | 3eJ | - | - | 3iW+593 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | KZL | 33.400 | 9.00 | - | UU | - | - | - | - | - | Tcozdwah | 3aP | - | - | 3aX+163 | - | 272.00000 |
| U | MUD | 23.400 | 7.00 | - | CC- | - | - | - | - | - | Yufqrodj | 3dC | - | - | 3uO+575 | - | 890.00000 |
| Lqsvbm | RVX | 41.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | BAP | 66.300 | 9.00 | - | E | - | - | - | - | - | Dphqypcx | 3dS | - | - | 3dM+195 | - | 274.00000 |
| J | BUT | 95.100 | 6.00 | - | FFF- | - | - | - | - | - | Shewmies | 3tQ | - | - | 3vA+295 | - | 433.00000 |
| D-1 | KCI | 605.200 | 4.00 | Hgg | III | - | - | - | - | - | Tjjsmjhr | 3gJ | - | - | 3bN+103 | - | 378.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VAG | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1H | HBT | 568.000 | - | Vbb | - | - | - | - | - | - | Dussvbom | 3wV | - | - | 3dZ+116 | - | - |
| M-R | GHG | 23.800 | - | - | - | - | - | - | - | - | Edslflll | 3vM | - | - | 3xO+200 | - | - |
| Q | WCQ | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A-A | FZJ | 59.000 | - | - | - | - | - | - | - | - | Yvioxyiu | 3jJ | - | - | 3fZ+300 | - | - |
| O | ABB | 4.900 | - | - | - | - | - | - | - | - | Gwdyrmwm | 3lJ | - | - | 3iU+65 | - | - |
| B-A | YIS | 45.000 | - | - | - | - | - | - | - | - | Yhmsruvw | 3mT | - | - | 3gO+585 | - | - |
| H-2-R | OQP | 241.000 | - | - | - | - | - | - | - | - | Tpqxkkrq | 3zX | - | - | 3qW+168 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-O | VFM | 16.800 | - | - | I | - | - | - | - | - | Gqcrflrt | 3kT | - | - | 3xP+215 | - | - |
| P2T | QIZ | 96.500 | - | - | GG | - | - | - | - | - | Rfpdsvvy | 3wX | - | - | 3hT+170 | - | - |
| Rflbmj | KCV | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-A | RWU | 57.800 | - | - | VV- | - | - | - | - | - | Ncbpxdhl | 3vV | - | - | 3jN+635 | - | - |
| M | POT | 2.600 | - | Eww | ZZZ | - | - | - | - | - | Mswbqyvu | 3fU | - | - | 3bA+70 | - | - |
| O-1R | MNY | 813.000 | - | Kpp | GGG | - | - | - | - | - | Hhxudqxm | 3lT | - | - | 3nK+123 | - | - |
| A-A | NTS | 72.500 | - | - | TTT- | - | - | - | - | - | Nvxxfqvf | 3dT | - | - | 3lW+305 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-Y | WBH | 15.940 | - | - | III | - | - | - | - | - | Evphtryh | 3qW | - | - | 3fI+320 | - | - |
| H2C | YVL | 59.000 | - | - | NN | - | - | - | - | - | Ldolksbs | 3zU | - | - | 3yX+150 | - | - |
| B-1M | OFF | 424.150 | - | Kdd | LLL | - | - | - | - | - | Akvuhlsl | 3hK | - | - | 3sP+111 | - | - |
| X-I | WCO | 27.410 | - | - | O | - | - | - | - | - | Hrxyopvu | 3sG | - | - | 3cH+205 | - | - |