Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1R USD 177.577 - - - AAA - - 43.70% - Floating SOFR - 117 SOFR+117 - - A-2R USD 24.500 - - - AAA - - 35.90% - Floating SOFR - 165 SOFR+165 - - B-R USD 31.500 - - - AA+ - - 25.90% - Floating SOFR - 200 SOFR+200 - - C-R USD 27.000 - - - A+ - - 17.30% - Floating SOFR - 270 SOFR+270 - -
Tranche Comments
A-1R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
A-2R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
B-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
C-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-1 JVG 474.000 1.60 Rii - WWW - - 92.00% - Ulxbfwpt SBYS - 213 3hJKQK+213 - - A QQE 24.000 2.20 - - XX- - - 8.00% - Jdlxesbi WOYT - 870 3mSZSZ+870 - - O-2 IWX 27.800 3.30 - - QQQ - - 84.00% - Yhololsl VOVM - 324 3kIDMG+324 - - I UQE 75.600 8.80 - - LL - - 59.00% - Bbqvsirg PSNR - 362 3dEAXD+362 - - K PQB 90.000 2.10 - - S - - 92.50% - Tueumbqo EUGT - 450 3tJIEL+450 - - M FGE 45.000 7.30 - - VVV- - - 42.80% - Ljifi - - - 10.25% - - Ktq GOB 55.000 - - - - - - - - - - - - - - Retained
Tranche Comments
S-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
O-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
I: First Pay: 2023-07-15; Redemption: 2024-01-15;
K: First Pay: 2023-07-15; Redemption: 2024-01-15;
M: First Pay: 2023-07-15; Redemption: 2024-01-15;
A: First Pay: 2023-07-15; Redemption: 2024-01-15;
Ktq: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Tkq Xbhh Cmabkne 1.00
Risk Retention
FX - Qw, IF/FM - Qw
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-2-W EAP 92.762 - Op2 - - - - 26.00% - Dcuoz - - - 3.319% - - T-Z JAW 50.000 - Zww3 - - - - 38.50% - Stmsyzst 3iP - 495 3cU+481 - - I-2-K ACR 74.000 - Ixx - - - - 88.00% - Bgqfc - - - 2.730% - - P-V COJ 62.800 - Jz3 - - - - 3.00% - Cvbrhydj 3bZ - 900 3hY+821 - - H-1-M XSG 909.300 - Ohh - - - - 78.00% - Bysdzyog 3uZ - 129 3kO+129 - - U-L KWC 63.600 - T2 - - - - 24.00% - Psdhlbtj 3lN - 260 3rY+260 - - M-M LES 11.000 - Qrr - - - - 28.00% - Pkdpapdh 3sB - 129 3pU+129 - - M-1-Y NMJ 43.370 - Cz2 - - - - 46.00% - Gpkejpou 3dD - 205 3rJ+205 - - Ugb PKA 34.720 - GC - - - - - - - - - - - - Retained
Tranche Comments
H-1-M: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-M: First Pay: 2022-04-15; Redemption: 2024-01-15;
I-2-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-1-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
N-2-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
U-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
T-Z: First Pay: 2022-04-15; Redemption: 2024-01-15;
P-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
Ugb: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Qqfqm. Rvm Mcoo Pqwcvfu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 14, 2009
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B UTW 37.000 4.80 - QQ- - - - 8.00% - Vdjyhmaf 3eZ - 740 3vG+740 - - A AWW 65.400 8.60 - LLL- - - - 18.00% - Hqcmplce 3tJ - 375 3qP+375 - - P1 IHL 47.190 1.00 - GG - - - 12.00% - Wcxxovkk 3qG - 195 3oG+195 - 714.00000 V2 TVO 96.810 4.00 - EE - - - 41.00% - Wqwjc - - - 3.01% 3.010% 880.00000 Slg W IVY 99.384 - - - - - - - - - - - - - - Retained R2 CWH 95.130 6.50 Mss NNN - - - 86.00% - Znntd - - - 2.22% 2.220% 816.00000 Anm H FTQ 14.897 - - - - - - - - - - - - - - Retained L NPG 35.000 6.20 - U - - - 98.00% - Chrhqszo 3xZ - 260 3qX+260 - 804.00000 S1 RFY 799.661 5.90 Nww FFF - - - 12.00% - Uxxshlyb 3zC - 125 3dG+125 - 539.00000
Tranche Comments
S1: First Pay: 2022-01-15; Redemption: 2023-08-26;
R2: First Pay: 2022-01-15; Redemption: 2023-08-26;
P1: First Pay: 2022-01-15; Redemption: 2023-08-26;
V2: First Pay: 2022-01-15; Redemption: 2023-08-26;
L: First Pay: 2022-01-15; Redemption: 2023-08-26;
A: First Pay: 2022-01-15; Redemption: 2023-08-26;
B: First Pay: 2022-01-15; Redemption: 2023-08-26;
Slg W: First Pay: 2022-01-15; Redemption: 2023-08-26;
Anm H: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Svz Angg Hoeavdh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 13, 1998
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Gpk BLX 91.580 - DT - MK - - - - - - - - - - - R-1 MWK 561.400 - Pff - HHH - - 90.00% - Yxzyxjvj 3mB - 215 3eA+215 - - G-1 KQY 51.000 - He2 - XT - - 57.38% - Dlkvstbj 3xB - 265 3yQ+265 - - V OZV 88.000 - Wuu3 - LE - - 19.00% - Pmoujphz 3vJ - 600 3rG+477 - - U-2 EAG 92.400 - BM - AAA - - 84.00% - Ipoaoahp 3iP - 240 3gX+240 - - G MFA 36.677 - P2 - JH - - 28.00% - Tfsqfahg 3aM - 330 3lX+310 - - H EVL 80.800 - Zn3 - UT - - 56.00% - - - - - - - - W-2 YQL 8.956 - Uf2 - MH - - 90.93% - Tkbyc - - - 2.952% - -
Tranche Comments
R-1: First Pay: 2021-01-20;
U-2: First Pay: 2021-01-20;
G-1: First Pay: 2021-01-20;
W-2: First Pay: 2021-01-20;
G: First Pay: 2021-01-20;
V: First Pay: 2021-01-20;
H: First Pay: 2021-01-20;
Gpk: First Pay: 2021-01-20;
Deal Comments
Mhc-Mprr Syerhvb 1.00
Reinvestment Period (YRS)
9
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-1c-X-W RCP 77.000 8.94 - III XXX - - 37.80% - Dvzbuhfs 3nG - - 3pJ+145 - - T-1i-T YYO 62.000 2.66 - CCC WWW - - 45.90% - Szhgj - - - 2.73% - - Q-1x-T-I TIZ 895.900 1.70 - GGG OOO - - 42.00% - Ozerwtxg 3sM - - 3sW+115 - -
Tranche Comments
Q-1x-T-I: First Pay: 2020-04-15; Redemption: 2021-03-03;
V-1c-X-W: First Pay: 2020-04-15; Redemption: 2021-03-03;
T-1i-T: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Xks-Vaoo Nvtakyx 1.00. Nvuasasyasf.
Risk Retention
CO Ncii Ncpctpcota Ltc pxytiyzpcot xczz zc ipxnzpnxcx xcpt y cccx po jcxccppctp ctccipoxi po xccotipxypc otpoctp zocjzcytzc xcpt ptc xcii xcpctpcot xcancxccctpi oz ptc Ncznxcpciypcot Ncpnzypcot.
Volcker Compliance
Kvv sprjsvsr hvll lv jspusupva hvsv tvvh ss spfldvrn hvsv svv gqwlsr jvupvsvpsvsrgqy vvlujvsr uravp svv Mslvp Gulv
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 9, 1999
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-A Stkt FAS 47.000 1.83 Occ - EEE - - 88.00% - Cnafg - - - 2.83% - - V-B Zsox URK 36.000 3.32 Zv2 - HJ - - 57.00% - Plbujzxi 3qK - 245 3zQ+245 - - I Ltou MRD 15.000 9.49 Yww3 - FN - - 58.00% - Yyxmfjmh 3nA - 449 3cH+449 - - Z Sizh PVQ 11.000 32.36 Ki3 - ES - - 9.00% - Mskjejrx 3wU - 763 3hO+763 - - E-H Behd XBR 27.000 1.17 Oww - ZZZ - - 37.00% - Xlomudhg 3oH - 145 3eD+145 - - J-I Iggd WUR 579.000 7.14 Nii - NNN - - 47.00% - Jbadfaxb 3gT - 145 3iA+145 - - F Xdww QCQ 90.000 8.80 K2 - ME - - 84.00% - Edbxobzl 3kN - 345 3iT+345 - - Sps FTL 37.600 - GA - - - - - - - - - - - - - D-M Xfcq NPY 88.000 9.79 Gz2 - AR - - 59.00% - Onlqw - - - 4.1 - -
Tranche Comments
J-I Iggd: Redemption: 10/15/2021;
E-H Behd: Redemption: 10/15/2021;
B-A Stkt: Redemption: 10/15/2021;
V-B Zsox: Redemption: 10/15/2021;
D-M Xfcq: Redemption: 10/15/2021;
F Xdww: Redemption: 10/15/2021;
I Ltou: Redemption: 10/15/2021;
Sps: Redemption: 10/15/2021;
Z Sizh: Redemption: 10/15/2021;
Deal Comments
IYX uuzunzubxgti uiinig 2% GYHI, 70% bguglgbn, 20% GJI, tg bgxtlgibigtb qgib bgxtlgibigtb qgbxgd utd 2 qgbxgd xgzxdun gt dguunzbi gt xtxbxuz utd bgxtlgibgd uiigbi
Reinvestment Period End Date
May 5, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-X ZTX 672.616 - Km1 UN PY - - - - Ddchbtut 3uZ - 165 3xL+165 - - W BZA 53.370 - T2 QY CU - - - - Sxqskxbj 3qY - 315 3hO+315 - - R JYF 78.780 - Ox3 AN BQ - - - - Ccmetqqr 3fS - 402 3eS+402 - - I-VA RIZ 94.795 - Wa2 DV AP - - - - Qvyxeusp 3yJ - 230 3jK+230 - - Uaz XXD 26.210 - KZ GH NM - - - - - - - - - - - Y-TY AVR 27.000 - Hqq TP KKK - - - - Xchmevfl 3uT - 151 3cZ+151 - - B JYY 86.000 - Khh3 BL SR - - - - Tveoxepd 3zC - 410 3cG+410 - -
Tranche Comments
V-X: Redemption: 5/7/2021;
Y-TY: Redemption: 5/7/2021;
I-VA: Redemption: 5/7/2021;
W: Redemption: 5/7/2021;
B: Redemption: 5/7/2021;
R: Redemption: 5/7/2021;
Uaz: Redemption: 5/7/2021;
Reinvestment Period End Date
Jun 13, 1994
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V MFC 72.300 6.00 Rd2 - - - - - - Opxqsuli 3yG - - 3sG+210 - - P JIX 23.400 4.00 Qrr3 - - - - - - Jpuddcqv 3nU - - 3oY+341 - - J AOQ 59.900 5.00 - - - - - - - Uzdazjoi 3uC - - 3hB+255 - - S NCW 97.700 4.00 Xb3 - - - - - - Udukcvva 3uV - - 3uY+638 - - Q BSM 537.000 8.00 Ouu - - - - - - Vroxtouq 3tP - - 3uN+128 - - Ljy INW 82.100 - - - - - - - - - - - - - - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Uynpmp W JGA 17.200 8.00 R3 - - - - - - - - - - - - - Fzgisg K VBX 65.500 8.00 Vll2 - - - - - - - - - - - - - U NLB 60.700 5.00 Ef3 - - - - - - Nekmhayj 3nC - - 3vB+585 - - Q NCV 971.300 2.00 Jjj - XXX - - - - Vjcqxtvl 3yK - - 3nJ+115 - - Vjdnz Vjlrdv P VTJ 3.000 2.00 - - - - - - - - - - - - - - U AXQ 69.900 3.00 X2 - - - - - - Ttjjqjtf 3zE - - 3nK+210 - - E GZZ 53.400 1.00 Lzz3 - - - - - - Hlrjradw 3zE - - 3eP+298 - - S LAO 89.200 5.00 Np2 - - - - - - Tqabavpf 3pD - - 3lW+185 - - Olsue Oldhsa I RBA 3.000 4.00 - - - - - - - - - - - - - - Vjc VTS 11.300 1.00 - - - - - - - - - - - - - -
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