| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LUH | 78.470 | - | - | M | - | - | - | 45.80% | - | Qlhyftbf | 3yH | 250-260 | 280 | 3jG+280 | - | - |
| P | WKZ | 5.181 | - | - | MMM | - | - | - | - | - | Xxeowijl | 3pK | 75a | 110 | 3zO+110 | - | - |
| Mte | YNH | 60.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | MHK | 187.000 | - | - | SSS | - | - | - | 11.00% | - | Fvloxprx | 3cE | - | 150 | 3sB+150 | - | - |
| Z-1 | FFJ | 50.000 | - | - | OOO- | - | - | - | 11.37% | - | Myezlojj | 3cZ | - | 450 | 3pF+450 | - | - |
| L-1 | PLX | 78.000 | - | - | NN | - | - | - | 72.00% | - | Mmdebawg | 3gC | 180-185 | 185 | 3gF+185 | - | - |
| B-2 | YEK | 67.000 | - | - | EEE | - | - | - | 41.00% | - | Kzpoe | Mquff | - | 150 | 1.863% | - | - |
| D-2 | NZU | 6.200 | - | - | BBB- | - | - | - | 20.49% | - | Iqwqpbqz | 3sU | - | 550 | 3jX+550 | - | - |
| I-2 | CQA | 6.000 | - | - | SS | - | - | - | 76.00% | - | Tvjfm | Gvfxj | 180-185 | 185 | 2.368% | - | - |
| V | QUP | 57.200 | - | - | XX- | - | - | - | 9.70% | - | Rkhottnu | 3gF | 775-800 | 825 | 3kK+788 | - | - |
Tranche Comments
Mte: First Pay: 2021-04-20; Registration: 144Y Hqpv;
O: First Pay: 2021-04-20; Registration: 144C Uuhr;
Z-1: First Pay: 2021-04-20; Registration: 144S Xdhx;
L-1: First Pay: 2021-04-20; Registration: 144W Duej;
I-1: First Pay: 2021-04-20; Registration: 144S Idvg;
V: First Pay: 2021-04-20; Registration: 144A Amit;
P: First Pay: 2021-04-20; Registration: 144J Lgon;
B-2: First Pay: 2021-04-20; Registration: 144W Gbqy;
D-2: First Pay: 2021-04-20; Registration: 144T Kkdo;
I-2: First Pay: 2021-04-20; Registration: 144T Ddfw;
Deal Comments
Ocy-Uqvv Duwlcmo 1.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-N | JLY | 71.200 | - | - | AAA | - | - | - | 97.00% | - | Awuvavkw | 3lO | - | 145 | 3lX+145 | - | - |
| D-A | FIX | 1.000 | - | - | RRR | - | - | - | - | - | Thfpvbra | 3cU | - | 75 | 3kZ+75 | - | - |
| Z-1-E | TEC | 635.800 | - | - | NNN | AAA | - | - | 42.00% | - | Jcublhsc | 3yB | - | 109 | 3pJ+109 | - | - |
| U-L | NOW | 13.600 | - | - | D | - | - | - | 60.00% | - | Xzzafawk | 3zN | - | 215 | 3bJ+215 | - | - |
| E-N | XER | 97.400 | - | - | FF- | - | - | - | 7.30% | - | Dqhrzwya | 3bW | - | 675 | 3cC+675 | - | - |
| C-K | WVH | 19.600 | - | - | MM | - | - | - | 43.00% | - | Pjxbwpcb | 3nN | - | 155 | 3sG+155 | - | - |
| N-O | NPG | 85.600 | - | - | SSS- | - | - | - | 82.40% | - | Cwsqyecy | 3fG | - | 315 | 3zJ+315 | - | - |
Tranche Comments
N-O: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144D Nevu;
E-N: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144F Bqlh;
H-2-N: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144M Uxci;
C-K: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144V Tvda;
D-A: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144K Scon;
Z-1-E: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144J Woar;
U-L: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144L Sbvk;
Deal Comments
Wqyqf. Dke-Ytjj Tqnhkbw 1.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 4, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | BHZ | 61.000 | 1.30 | EB | SS | - | - | - | - | - | Xflcztct | 3bA | - | 185 | 3jG+185 | - | 884.00000 |
| F-2 | TAF | 67.200 | 3.70 | Sff | PPP | - | - | - | - | - | Eummi | - | - | - | 3.15% | 3.149% | 957.00000 |
| Isdirt | LJY | 13.200 | - | SY | AS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | WYS | 41.000 | 3.00 | ET | Q | - | - | - | - | - | Fqbldoid | 3aG | - | 275 | 3cQ+275 | - | 728.00000 |
| D | TGF | 62.000 | 8.60 | TU | XXX- | - | - | - | - | - | Ekcetpux | 3uM | - | 380 | 3qM+380 | - | 228.00000 |
| D | MNE | 34.000 | 10.90 | FI | OO- | - | - | - | - | - | Mvbmmdvv | 3kX | - | 694 | 3dT+725 | - | 93.00000 |
| Q-1 | NCT | 747.100 | 6.30 | Ycc | JJJ | - | - | - | - | - | Lvvrtsaf | 3xI | - | 137 | 3eR+137 | - | 816.00000 |
| W-2 | GZZ | 47.000 | 3.70 | JA | NN | - | - | - | - | - | Hhwzc | - | - | - | 3.73% | 3.734% | 522.00000 |
Tranche Comments
Q-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144G/Out P;
F-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144K/Rrl D;
O-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144L/Rrw I;
W-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144W/Cfi Y;
J: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144Z/Taf D;
D: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144I/Ead D;
D: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144Q/Ekh O;
Isdirt: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144O/Dsz N;
Deal Comments
Luc-Oxbb Fjevutf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MYY | 84.000 | - | Gb2 | - | - | - | - | 54.80% | - | Bkvxarkx | 3dN | - | 205 | 3wG+205 | - | - |
| T | URS | 59.200 | - | Nuu3 | - | - | - | - | 53.60% | - | Mdfroiov | 3xQ | - | 400 | 3qQ+400 | - | - |
| Nkq | AOQ | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | ZYW | 82.900 | - | F2 | - | - | - | - | 82.30% | - | Awxdoqjb | 3bA | - | 295 | 3qS+295 | - | - |
| D | RVJ | 48.700 | - | Eu3 | - | - | - | - | 1.00% | - | Gfwzmcuw | 3nT | - | 735 | 3lQ+706 | - | - |
| M-2 | ETM | 2.000 | - | - | TTT | - | - | - | 56.00% | - | Xepzmvdj | 3dD | - | 185 | 3tK+185 | - | - |
| E-1 | XEO | 242.000 | - | Kpp | VVV | - | - | - | 40.00% | - | Acdhdoco | 3dP | - | 135 | 3iC+135 | - | - |
Tranche Comments
O: First Pay: 2020-01-22; Registration: 144Q Seou;
M-2: First Pay: 2020-01-22; Registration: 144N Kuwj;
Nkq: First Pay: 2020-01-22; Registration: 144Z Mrrh;
D: First Pay: 2020-01-22; Registration: 144M Neki;
E-1: First Pay: 2020-01-22; Registration: 144B Bfxr;
T: First Pay: 2020-01-22; Registration: 144Y Scud;
M: First Pay: 2020-01-22; Registration: 144U Wklu;
Reinvestment Period End Date
Jan 11, 2009
WAL Test Period End Date
Aug 14, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nem | OVN | 70.600 | 5.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | GQW | 30.000 | 3.90 | Ct3 | - | - | - | - | - | - | Wjpshhbc | 3xH | - | - | 3tB+601 | - | - |
| F-1 | ISX | 27.000 | 9.30 | D2 | - | - | - | - | - | - | Lezkwesn | 3pQ | - | - | 3eO+235 | - | - |
| I | HIE | 92.000 | 8.30 | Sn2 | - | - | - | - | - | - | Lsscviql | 3zC | - | - | 3rR+175 | - | - |
| P-2 | MSX | 19.000 | 7.50 | L2 | - | - | - | - | - | - | Zglpb | - | - | - | 0.05% | - | - |
| R | KQU | 480.000 | 5.30 | Epp | - | - | - | - | - | - | Wfraxayj | 3pG | - | - | 3qW+118 | - | - |
| G | UOT | 56.000 | 6.10 | Ynn3 | - | - | - | - | - | - | Cqhvukik | 3iL | - | - | 3zB+335 | - | - |
| Y | BCJ | 4.800 | 2.50 | R3 | - | - | - | - | - | - | Idvrqlwg | 3qW | - | - | 3wT+778 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-FF | GAV | 85.400 | 2.10 | Pbb3 | - | - | - | - | - | - | Fdldpiul | 3aR | - | - | 3sK+301 | - | - |
| Y-LL | RED | 405.600 | 7.40 | Mbb | - | - | - | - | - | - | Xpjbdksq | 3vJ | - | - | 3yS+112 | - | - |
| S-OO | WWE | 35.000 | 5.60 | Cc2 | - | - | - | - | - | - | Qwxuhzxy | 3gH | - | - | 3bP+165 | - | - |
| N-SS | RYZ | 98.000 | 2.70 | V2 | - | - | - | - | - | - | Mvdkjpqg | 3zD | - | - | 3kV+210 | - | - |
| U-QQ | LHE | 2.200 | 8.50 | Z3 | - | - | - | - | - | - | Lqsapkvf | 3dF | - | - | 3mL+790 | - | - |
| S-NN | KFK | 26.000 | 4.60 | If3 | - | - | - | - | - | - | Jqkajjuj | 3sT | - | - | 3bJ+558 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-I | HPW | 15.000 | - | Cd3 | - | - | - | - | - | - | Iqlsmdsf | 3zR | - | - | 3cI+565 | - | - |
| X-T | WSX | 50.800 | - | Dgg3 | - | - | - | - | - | - | Esodfvnh | 3tN | - | - | 3lY+260 | - | - |
| S | JTY | 36.100 | - | F3 | - | - | - | - | - | - | Ekmpuwjr | 3tP | - | - | 3bC+725 | - | - |
| K-E | GIG | 16.600 | - | Nb2 | - | - | - | - | - | - | Zzzezphu | 3uI | - | - | 3qS+145 | - | - |
| N-V | LOW | 71.000 | - | L2 | - | - | - | - | - | - | Ijvmbtej | 3kT | - | - | 3hV+185 | - | - |
| Zooszi | OTI | 42.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W-V | FYX | 311.000 | - | Zll | HHH | - | - | - | - | - | Cucwrfkj | 3bJ | - | - | 3jD+115 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-X | BFW | 590.100 | - | Kpp | - | - | - | - | - | - | Musrphnl | 3mL | - | - | 3mD+125 | - | - |
| U-Q | CFU | 61.910 | - | Is2 | - | - | - | - | - | - | Lsrauurz | 3aC | - | - | 3uV+175 | - | - |
| O-B | WYX | 43.640 | - | R2 | - | - | - | - | - | - | Cswjmofo | 3cA | - | - | 3dG+245 | - | - |
| L-W | TCH | 18.840 | - | Tmm3 | - | - | - | - | - | - | Wbybyryi | 3hV | - | - | 3iN+360 | - | - |
| U-C | XOE | 41.470 | - | Ye3 | - | - | - | - | - | - | Thbvpbzo | 3iR | - | - | 3sP+640 | - | - |
| Q-I | XZF | 6.490 | - | E3 | - | - | - | - | - | - | Ovwmhcmj | 3lS | - | - | 3bP+725 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-H | YZS | 976.000 | - | Wxx | - | - | - | - | - | - | Ojxetudj | 3gD | - | - | 3jY+115 | - | - |
| N-X | IGF | 42.100 | - | Grr3 | - | - | - | - | - | - | Lpxaovfz | 3bS | - | - | 3gG+340 | - | - |
| S-E | RXU | 82.000 | - | U2 | - | - | - | - | - | - | Dcmdyvsc | 3kI | - | - | 3fW+235 | - | - |
| O-C | KXI | 29.000 | - | Ic2 | - | - | - | - | - | - | Lfpaekct | 3wX | - | - | 3wH+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WGP | 553.000 | - | Xzz | - | PPP | - | - | - | - | Zxxpfkya | 3qN | - | - | 3vC+163 | - | - |
| F | YFP | 57.000 | - | B2 | - | - | - | - | - | - | Rrrdszdg | 3qV | - | - | 3mJ+305 | - | - |
| Y | VYZ | 33.000 | - | Sb2 | - | - | - | - | - | - | Iwdcurub | 3dV | - | - | 3zP+223 | - | - |
| Efxwmv | YPY | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | XJC | 47.000 | - | Ob3 | - | - | - | - | - | - | Dezofvsc | 3sH | - | - | 3vA+840 | - | - |
| Q | ULL | 1.000 | - | Okk | - | GGG | - | - | - | - | Vpbluwve | 3tI | - | - | 3xE+100 | - | - |
| G | FNJ | 26.000 | - | Ckk3 | - | - | - | - | - | - | Tlqldtql | 3rX | - | - | 3nS+478 | - | - |