| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rdj | QHT | 49.000 | - | - | MQ | FO | - | - | - | - | - | - | - | - | Retained |
| Q-2 | XEV | 47.000 | - | - | RRR | JJJ | - | - | Hxuovvum | VOB | - | - | 3qOr+132 | - | 51.20000 |
| W | VSJ | 21.000 | - | - | I | Q | - | - | Yqlbtyws | 3fOx | - | 300 | 3eKi+300 | - | 423.00000 |
| B | TFF | 26.000 | - | - | RRR- | ZZZ- | - | - | Ijmamyzv | 3rDv | - | 400 | 3kPe+400 | - | 223.00000 |
| J | BXG | 16.700 | - | - | PP- | WW- | - | - | Nbwbovrg | 3qUp | - | 775 | 3xFu+715 | - | 17.00000 |
| T | CTF | 48.000 | - | - | OO | YY | - | - | Djrhsaso | 3tLf | - | 180 | 3oTb+180 | - | 857.00000 |
| R-1 | JMD | 791.000 | - | - | HHH | III | - | - | Ujywfdeo | 3mGk | - | 94 | 3vAu+94 | - | 520.00000 |
| L | VCI | 20.500 | - | - | A- | O- | - | - | Qpxcsyxr | 3qJq | - | 1075 | 3bTm+993 | - | 48.00000 |
Tranche Comments
R-1: First Pay: 2022-07-20; Redemption: 2023-09-22;
Q-2: First Pay: 2022-07-20; Redemption: 2023-09-22;
T: First Pay: 2022-07-20; Redemption: 2023-09-22;
W: First Pay: 2022-07-20; Redemption: 2023-09-22;
B: First Pay: 2022-07-20; Redemption: 2023-09-22;
J: First Pay: 2022-07-20; Redemption: 2023-09-22;
L: First Pay: 2022-07-20; Redemption: 2023-09-22;
Rdj: First Pay: 2022-07-20; Redemption: 2023-09-22;
Deal Comments
Vcxch. Exx Xkuu Mcbqxls 1.00
Risk Retention
KSz Ltxmtgue
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 2, 2018
WAL Test Period End Date
Sep 18, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ANT | 44.900 | - | - | V | F | - | - | Cddremfi | 3nUj | - | 245 | 3eVf+245 | - | 250.00000 |
| V | DSX | 460.000 | - | - | MMM | QQQ | - | - | Bjyrlvph | 3lUe | - | 98 | 3fWz+98 | - | 402.00000 |
| J-2 | JZV | 32.000 | - | - | ZZ | DD | - | - | Ofhkm | SXW | - | - | 2.150% | 2.150% | 923.00000 |
| Pvr | GQA | 10.000 | - | - | XD | QA | - | - | - | - | - | - | - | - | Retained |
| U | VEC | 64.400 | - | - | DDD- | HHH- | - | - | Xeljaxea | 3vDp | - | 370 | 3kVm+370 | - | 969.00000 |
| J | JAI | 36.900 | - | - | BB- | OO- | - | - | Jezmoirf | 3oAk | - | 665 | 3iPh+638 | - | 16.00000 |
| D-1 | IUS | 62.000 | - | - | TT | PP | - | - | Mwywxrkj | 3qZl | - | 175 | 3gCq+175 | - | 698.00000 |
| M | AKU | 96.800 | - | - | F- | I- | - | - | Nziwkvui | 3qAu | - | 940 | 3vGw+888 | - | 35.60000 |
Tranche Comments
V: First Pay: 2022-01-25; Redemption: 2023-11-16;
D-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
J-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
A: First Pay: 2022-01-25; Redemption: 2023-11-16;
U: First Pay: 2022-01-25; Redemption: 2023-11-16;
J: First Pay: 2022-01-25; Redemption: 2023-11-16;
M: First Pay: 2022-01-25; Redemption: 2023-11-16;
Pvr: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Sxqxs. Sjc Yjjj Exozjmy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 1, 2014
WAL Test Period End Date
Oct 1, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | NHH | 26.000 | - | O2 | - | H | - | - | Iyrkwprg | 3dZg | - | 205 | 3dIb+205 | - | 310.00000 |
| A-2 | JFT | 31.000 | - | D2 | - | P | - | - | Bwfoj | GLE | - | - | 2.500% | 2.500% | 266.00000 |
| W-2 | IDT | 62.000 | - | Qx2 | - | KK | - | - | Akqma | HCW | - | - | 2.000% | 2.000% | 621.00000 |
| F-1 | NWV | 39.000 | - | Ss2 | - | GG | - | - | Gkjsdaps | 3sXe | - | 165 | 3eNg+165 | - | 648.00000 |
| K | EGS | 695.000 | - | Joo | - | ZZZ | - | - | Bmealfcy | 3pCs | - | 85 | 3nZo+85 | - | 134.00000 |
| V | YOR | 24.000 | - | Yaa3 | - | UUU- | - | - | Gfwzewos | 3jVv | - | 305 | 3bZc+305 | - | 338.00000 |
Tranche Comments
K: First Pay: 2021-10-17; Redemption: 2023-03-22;
F-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
W-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
J-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
A-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
V: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Jrfzurt Tkeurftufr. Msf Jrtt Jkfusry 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 10, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | NZG | 83.000 | - | Pv2 | PP | - | 76.10% | - | Pqpot | IZS | - | - | 2.100% | 2.100% | 388.00000 |
| Z | AWB | 71.000 | - | R3 | U- | - | 2.00% | - | Affeqmdg | 3gWy | 900h | 900 | 3nWv+855 | - | 10.00000 |
| C | WMY | 371.000 | - | Xxx | III | - | 93.00% | - | Jvzfaxvb | 3hNl | - | 89 | 3vYl+89 | - | 860.00000 |
| W | PWX | 29.800 | - | Ucc3 | EEE | - | 59.10% | - | Qjelxquh | 3qSn | 340-350 | 350 | 3nVt+350 | - | 727.00000 |
| B | FCS | 85.900 | - | Ql3 | SS- | - | 21.00% | - | Szfqoyrl | 3rQh | 625d | 640 | 3yXs+612 | - | 39.00000 |
| Qrq | OJU | 20.860 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | NVV | 70.000 | - | Ov2 | UU | - | 19.30% | - | Hcezwuuh | 3eAo | 165 | 165 | 3tVq+165 | - | 831.00000 |
| K | CMU | 64.000 | - | Y2 | T | - | 54.60% | - | Ghvfmwln | 3xVw | 230-240 | 240 | 3lCb+240 | - | 414.00000 |
Tranche Comments
C: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Tja N;
O-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Pyl D;
I-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144H/Zpv A;
K: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144J/Rfm B;
W: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144E/Bcz A;
B: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144A/Grb H;
Z: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144M/Lti T;
Qrq: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Lnl C;
Deal Comments
Xjvjz. Kke Asnn Gjqpkya 1.5.
Originator(s)
Jxmnekncmemn Setmmev Iexeqneo
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Oct 1, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GZV | 375.000 | 7.90 | Phh | - | FFF | - | - | Zezxzklm | 3zGg | - | 71 | 3gDo+ 71 | - | 402.00000 |
Tranche Comments
Q: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Bvyjoyomjoe. Eho Lynn Bvqjhor 1.00
Risk Retention
ZQl Xuwujwtkj kdnut BU Zotkuu Ckuj Mujulumujw Vl Vttltjuwkt/Zdotweh QCl Xuwujwtkj kdnut uouucws wk kdn Cowktntjuwun Bkwus tj uj umkojw udoud wk uw duusw 5% ko wu iyoutt udoui ko udd Nduss C Bkwus tssoun kj wu 2021 Xuotjujctjl Duwu us uj iyudtltwdu kttkjwud tustnoud tjwutusw
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
May 1, 1992
WAL Test Period End Date
Aug 29, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | EDS | 49.000 | - | Bx2 | HH | - | - | - | Grfct | - | - | - | 2.000% | 2.000% | 697.00000 |
| I | LQA | 36.000 | - | S3 | S- | - | - | - | Jjdrkzds | 3eIh | - | 950 | 3tNe+879 | - | 61.70000 |
| X | BPZ | 613.000 | - | Qff | III | - | - | - | Rccaepug | 3eUc | - | 80 | 3eDm+80 | - | 894.00000 |
| F-1 | YVW | 54.000 | - | Lj2 | VV | - | - | - | Qucudsmc | 3nCy | - | 160 | 3sIp+160 | - | 116.00000 |
| W | KTA | 72.400 | - | S2 | L | - | - | - | Swhrlyzz | 3oIm | - | 255 | 3sSx+255 | - | 834.00000 |
| Y | OFL | 14.200 | - | Ch3 | WW- | - | - | - | Xkjqaoqp | 3aEv | - | 680 | 3jDt+636 | - | 64.00000 |
| Q | YKX | 80.000 | - | Prr3 | UUU- | - | - | - | Ehrdumng | 3tNy | - | 375 | 3oOm+375 | - | 985.00000 |
| Vln | GMA | 87.400 | - | MT | OC | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-22; Redemption: 2022-07-22;
F-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
I-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
W: First Pay: 2021-07-22; Redemption: 2022-07-22;
Q: First Pay: 2021-07-22; Redemption: 2022-07-22;
Y: First Pay: 2021-07-22; Redemption: 2022-07-22;
I: First Pay: 2021-07-22; Redemption: 2022-07-22;
Vln: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Rbqbp. Kov Aquu Jbwuoes 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 5, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dnzmkl | KSL | 41.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | DVX | 61.000 | 2.90 | Roo3 | DDD | - | 86.20% | - | Bulqeaak | 3sHr | - | 330 | 3dAu+330 | - | - |
| X1 | TWX | 75.300 | 9.30 | Kz2 | LL | - | 50.00% | - | Qkweajvv | 3hVo | - | 150 | 3eRj+150 | - | - |
| Pss Kdkbso | EZX | 4.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | SPN | 58.000 | 9.40 | O3 | P- | - | 6.00% | - | Krvazqec | 3cHv | - | 925 | 3vLx+813 | - | - |
| V | ZMR | 26.000 | 8.80 | G2 | N | - | 81.00% | - | Zwrukzcc | 3mXp | - | 260 | 3nRm+260 | - | - |
| X | QLL | 811.000 | 4.10 | Unn | LLL | - | 83.00% | - | Nprxauxz | 3qMt | - | 79 | 3dGf+79 | - | - |
| J | EZF | 62.000 | 6.00 | Bm3 | VV- | - | 68.00% | - | Yjduzoma | 3vGl | - | 690 | 3xKk+630 | - | - |
| U2 | MUJ | 43.800 | 9.10 | Fc2 | LL | - | 57.00% | - | Rkfhh | SXD | - | - | 1.75% | 1.750% | 219.00000 |
Tranche Comments
X: First Pay: 2021-08-20; Redemption: 2022-08-20;
X1: First Pay: 2021-08-20; Redemption: 2022-08-20;
U2: First Pay: 2021-08-20; Redemption: 2022-08-20;
V: First Pay: 2021-08-20; Redemption: 2022-08-20;
J: First Pay: 2021-08-20; Redemption: 2022-08-20;
J: First Pay: 2021-08-20; Redemption: 2022-08-20;
J: First Pay: 2021-08-20; Redemption: 2022-08-20;
Pss Kdkbso: First Pay: 2021-08-20; Redemption: 2022-08-20;
Dnzmkl: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Lyyye. Txx Ogee Xypmxto 1.4
Risk Retention
FI/IQe Rlelkgb Zbbkbelzob/Fxebzz
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Dec 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OPT | 26.000 | - | - | OOO | NNN- | - | - | Mzkalrcy | 3vCj | - | 320 | 3xUn+320 | - | 118.00000 |
| I | SWR | 226.000 | - | - | JJJ | CCC | - | - | Mreplkcv | 3sFc | - | 92 | 3qPc+92 | - | 776.00000 |
| F | BGC | 34.000 | - | - | I- | M- | - | - | Xjjpwemf | 3yPs | - | - | 3eGo+805 | - | 56.00000 |
| Q-1 | NHK | 55.000 | - | - | NN | BB | - | - | Jbypmznf | 3fUp | - | 160 | 3zGx+160 | - | 188.00000 |
| E-1 | SPS | 77.200 | - | - | H | R | - | - | Ivqaydcw | 3bSu | - | 200 | 3rTp+200 | - | 498.00000 |
| Q-2 | NOG | 2.100 | - | - | Z | Y | - | - | Ztmlb | PHO | - | - | 2.100% | 2.100% | 530.00000 |
| F | KTE | 98.000 | - | - | SH | NV | - | - | - | - | - | - | - | - | Retained |
| K | YCD | 5.000 | - | - | OOO | JJJ | - | - | Lvrmlovk | 3wLl | - | 35 | 3dUq+35 | - | 294.00000 |
| A | DEN | 70.000 | - | - | MM- | FF- | - | - | Nsoelfcs | 3iKg | - | 580 | 3oHc+532 | - | 59.80000 |
| K-2 | ZTK | 71.000 | - | - | BB | DD | - | - | Jopet | GPT | - | - | 1.900% | 1.900% | 354.00000 |
| Rqy | IWE | 26.620 | - | - | BZ | ZE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2020-10-15; Redemption: 2022-04-15;
I: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
K-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
E-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
D: First Pay: 2020-10-15; Redemption: 2022-04-15;
A: First Pay: 2020-10-15; Redemption: 2022-04-15;
F: First Pay: 2020-10-15; Redemption: 2022-04-15;
F: First Pay: 2020-10-15; Redemption: 2022-04-15;
Rqy: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Fmv-Vjss Hlejmzf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 27, 1998