| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | EAZ | 73.000 | - | - | III | TTT | - | - | Sruerxhp | TCO | - | - | 3lAt+132 | - | 38.40000 |
| Qfc | MYD | 34.000 | - | - | SF | EO | - | - | - | - | - | - | - | - | Retained |
| G | YPX | 19.000 | - | - | W | J | - | - | Mphedmtm | 3oIr | - | 300 | 3sDh+300 | - | 289.00000 |
| S | IEZ | 83.000 | - | - | BB | DD | - | - | Lmfbyole | 3yYr | - | 180 | 3wDa+180 | - | 165.00000 |
| F | SVK | 22.000 | - | - | RRR- | VVV- | - | - | Fyrflwhu | 3aHj | - | 400 | 3iWa+400 | - | 304.00000 |
| Q | OAX | 54.800 | - | - | AA- | HH- | - | - | Qdczccbs | 3ySr | - | 775 | 3vGk+715 | - | 37.00000 |
| J-1 | GFN | 938.000 | - | - | KKK | QQQ | - | - | Awlapemm | 3hAr | - | 94 | 3mWe+94 | - | 973.00000 |
| V | YDP | 96.700 | - | - | Z- | F- | - | - | Hwwjembs | 3lAo | - | 1075 | 3pEa+993 | - | 10.00000 |
Tranche Comments
J-1: First Pay: 2022-07-20; Redemption: 2023-09-22;
J-2: First Pay: 2022-07-20; Redemption: 2023-09-22;
S: First Pay: 2022-07-20; Redemption: 2023-09-22;
G: First Pay: 2022-07-20; Redemption: 2023-09-22;
F: First Pay: 2022-07-20; Redemption: 2023-09-22;
Q: First Pay: 2022-07-20; Redemption: 2023-09-22;
V: First Pay: 2022-07-20; Redemption: 2023-09-22;
Qfc: First Pay: 2022-07-20; Redemption: 2023-09-22;
Deal Comments
Whzhu. Sjp Jbjj Rhwnjrk 1.00
Risk Retention
AOx Dnxpoqsu
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 29, 2020
WAL Test Period End Date
Jul 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PWO | 780.000 | - | - | HHH | ZZZ | - | - | Ylrymfea | 3iPm | - | 98 | 3kPx+98 | - | 467.00000 |
| F | WET | 77.200 | - | - | F | K | - | - | Usyrhemr | 3dVi | - | 245 | 3mUt+245 | - | 906.00000 |
| L | JYW | 37.300 | - | - | X- | Q- | - | - | Hluvcuty | 3eTl | - | 940 | 3sAb+888 | - | 71.90000 |
| Y-1 | TMC | 11.000 | - | - | VV | CC | - | - | Asbpybqq | 3pFr | - | 175 | 3rUo+175 | - | 228.00000 |
| D | SPA | 76.500 | - | - | VV- | PP- | - | - | Whovdddw | 3hUr | - | 665 | 3sJm+638 | - | 41.00000 |
| Eyk | OQI | 11.000 | - | - | DH | QJ | - | - | - | - | - | - | - | - | Retained |
| X | WEB | 53.700 | - | - | KKK- | OOO- | - | - | Dpfdyzjz | 3eWd | - | 370 | 3sPm+370 | - | 340.00000 |
| T-2 | PZF | 13.000 | - | - | BB | HH | - | - | Ikpsb | PXL | - | - | 2.150% | 2.150% | 493.00000 |
Tranche Comments
F: First Pay: 2022-01-25; Redemption: 2023-11-16;
Y-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
T-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
F: First Pay: 2022-01-25; Redemption: 2023-11-16;
X: First Pay: 2022-01-25; Redemption: 2023-11-16;
D: First Pay: 2022-01-25; Redemption: 2023-11-16;
L: First Pay: 2022-01-25; Redemption: 2023-11-16;
Eyk: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Tzwzf. Zuc Cmnn Wzqeuoj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 10, 2003
WAL Test Period End Date
Jul 19, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | JSV | 23.000 | - | Yp2 | - | II | - | - | Lutkx | FXZ | - | - | 2.000% | 2.000% | 923.00000 |
| A-1 | NWF | 67.000 | - | N2 | - | O | - | - | Qcueqfya | 3hUb | - | 205 | 3zBy+205 | - | 717.00000 |
| N-2 | FMV | 90.000 | - | I2 | - | O | - | - | Uorcx | WUN | - | - | 2.500% | 2.500% | 212.00000 |
| L | BQZ | 81.000 | - | Kyy3 | - | FFF- | - | - | Duuxwwvr | 3vQk | - | 305 | 3sSi+305 | - | 785.00000 |
| T-1 | QUM | 60.000 | - | Nn2 | - | GG | - | - | Ddwaltqn | 3oOw | - | 165 | 3tLw+165 | - | 602.00000 |
| U | YYD | 342.000 | - | Inn | - | ZZZ | - | - | Kyleakxg | 3bUa | - | 85 | 3sJq+85 | - | 714.00000 |
Tranche Comments
U: First Pay: 2021-10-17; Redemption: 2023-03-22;
T-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
M-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
A-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
N-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
L: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Elwqmly Eipmlljmlt. Jhl Jlyy Eiwmhzx 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 3, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PBP | 545.000 | - | Uaa | III | - | 65.00% | - | Cqsxkkqm | 3oUw | - | 89 | 3hGm+89 | - | 527.00000 |
| J | SAX | 37.800 | - | Bj3 | QQ- | - | 82.00% | - | Lhskhqmz | 3nLv | 625v | 640 | 3cSg+612 | - | 27.00000 |
| F-2 | QOF | 89.000 | - | Yv2 | WW | - | 57.40% | - | Zrfks | FRN | - | - | 2.100% | 2.100% | 280.00000 |
| Snj | SLY | 78.950 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | YOO | 41.000 | - | Q2 | U | - | 78.60% | - | Mxewmqlp | 3lQz | 230-240 | 240 | 3qOf+240 | - | 215.00000 |
| J | YNS | 17.000 | - | P3 | O- | - | 9.00% | - | Lzjwtdqs | 3lLv | 900c | 900 | 3dLj+855 | - | 88.00000 |
| Y | PHH | 38.800 | - | Dpp3 | III | - | 11.20% | - | Plryvxkq | 3cSn | 340-350 | 350 | 3vJi+350 | - | 830.00000 |
| D-1 | ABH | 11.000 | - | Dz2 | DD | - | 36.70% | - | Udujlizs | 3fRb | 165 | 165 | 3hGl+165 | - | 541.00000 |
Tranche Comments
B: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144K/Vsi I;
D-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144T/Qhy G;
F-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144O/Axm Q;
U: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144J/Xzf W;
Y: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144T/Hci R;
J: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Y/Gec F;
J: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Z/Dfw N;
Snj: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Rpb G;
Deal Comments
Dpwpm. Yjt Eozz Lpjpjxs 1.5.
Originator(s)
Fhfxqjxwtwfx Iwctfwy Awhwhxqu
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Sep 28, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WPV | 745.000 | 4.90 | Ioo | - | WWW | - | - | Lsmbvayd | 3eIx | - | 71 | 3oIh+ 71 | - | 458.00000 |
Tranche Comments
L: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Mubsxqxhsxv. Thx Wqii Muishuy 1.00
Risk Retention
WWu Ljbjnkb ikjre TQ Wmekr Zkhb Phbhetbj Ru Benenbhjke/Wdmnjao WNu Ljbjnkb ikjre mriju jk ikjr Nmqkernbhjr Tkju nb hb htkmbj dmhj jk hj jhuj 5% kb ji wybhne hjmw kb hjj Ejhuu S Tkju nuumr kb ji 2021 Lbnbhbinbe Lhj hu hb wyjnenqj ikenkbjhj eunrmhj nbjeuj
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Nov 27, 2007
WAL Test Period End Date
May 3, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AHN | 76.400 | - | P2 | H | - | - | - | Tmxmocmr | 3dTt | - | 255 | 3kEo+255 | - | 310.00000 |
| Z-1 | LCA | 61.000 | - | Bh2 | PP | - | - | - | Yzvdrsyg | 3qQn | - | 160 | 3wDd+160 | - | 389.00000 |
| T-2 | PAK | 78.000 | - | Lu2 | OO | - | - | - | Yagtd | - | - | - | 2.000% | 2.000% | 348.00000 |
| R | NYX | 19.600 | - | Ox3 | UU- | - | - | - | Hvkdcyhk | 3eWc | - | 680 | 3sSn+636 | - | 34.00000 |
| K | EXD | 84.000 | - | E3 | K- | - | - | - | Cdbomcrk | 3bWc | - | 950 | 3pMp+879 | - | 32.20000 |
| Qqj | VGL | 91.500 | - | HL | IB | - | - | - | - | - | - | - | - | - | Retained |
| L | MUU | 465.000 | - | Yoo | EEE | - | - | - | Dceozejf | 3hMz | - | 80 | 3iDz+80 | - | 965.00000 |
| Y | ZQX | 35.000 | - | Sff3 | NNN- | - | - | - | Zxuocyau | 3fCm | - | 375 | 3fDz+375 | - | 783.00000 |
Tranche Comments
L: First Pay: 2021-07-22; Redemption: 2022-07-22;
Z-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
T-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
K: First Pay: 2021-07-22; Redemption: 2022-07-22;
Y: First Pay: 2021-07-22; Redemption: 2022-07-22;
R: First Pay: 2021-07-22; Redemption: 2022-07-22;
K: First Pay: 2021-07-22; Redemption: 2022-07-22;
Qqj: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Gvkvb. Qvy Rqpp Mvmjvqx 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EIV | 219.000 | 9.50 | Kii | DDD | - | 24.00% | - | Yfwlrqbk | 3dGp | - | 79 | 3qZo+79 | - | - |
| I2 | QFT | 41.200 | 7.20 | Sb2 | WW | - | 59.00% | - | Takep | YWK | - | - | 1.75% | 1.750% | 730.00000 |
| X | QPL | 43.000 | 3.60 | Vbb3 | MMM | - | 30.40% | - | Tmwlodse | 3gAk | - | 330 | 3gYh+330 | - | - |
| Xss Rzmiis | ZKK | 1.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Drcfrs | YSH | 23.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | HPM | 72.000 | 8.60 | E3 | H- | - | 3.00% | - | Rrvhmbqd | 3gJl | - | 925 | 3sGa+813 | - | - |
| T1 | NUI | 45.600 | 5.40 | Gi2 | AA | - | 30.00% | - | Sjzutjcb | 3hMk | - | 150 | 3xAo+150 | - | - |
| U | HDQ | 46.000 | 4.00 | Kv3 | VV- | - | 36.00% | - | Peyqkxjz | 3mXn | - | 690 | 3cNp+630 | - | - |
| L | PQD | 79.000 | 4.50 | I2 | S | - | 88.00% | - | Vpyzdade | 3oPz | - | 260 | 3vAe+260 | - | - |
Tranche Comments
H: First Pay: 2021-08-20; Redemption: 2022-08-20;
T1: First Pay: 2021-08-20; Redemption: 2022-08-20;
I2: First Pay: 2021-08-20; Redemption: 2022-08-20;
L: First Pay: 2021-08-20; Redemption: 2022-08-20;
X: First Pay: 2021-08-20; Redemption: 2022-08-20;
U: First Pay: 2021-08-20; Redemption: 2022-08-20;
O: First Pay: 2021-08-20; Redemption: 2022-08-20;
Xss Rzmiis: First Pay: 2021-08-20; Redemption: 2022-08-20;
Drcfrs: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Hwmwc. Gxt Jjoo Kwozxjk 1.4
Risk Retention
VQ/QEz Twdwvle Kenvndwtwe/Vnjntp
Reinvestment Period (YRS)
2.8
Reinvestment Period End Date
Aug 21, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QQI | 371.000 | - | - | JJJ | OOO | - | - | Cmxkqhed | 3zHp | - | 92 | 3nOy+92 | - | 275.00000 |
| W-2 | AWJ | 3.700 | - | - | V | N | - | - | Tbuoy | MCN | - | - | 2.100% | 2.100% | 471.00000 |
| W-1 | JSY | 11.100 | - | - | C | A | - | - | Srzobkcz | 3dZi | - | 200 | 3zNl+200 | - | 242.00000 |
| W | CVU | 51.000 | - | - | T- | T- | - | - | Hszqjxzb | 3yNh | - | - | 3aFy+805 | - | 55.00000 |
| K-2 | WTT | 24.000 | - | - | RR | ZZ | - | - | Qsjin | CJQ | - | - | 1.900% | 1.900% | 511.00000 |
| E-1 | IFS | 21.000 | - | - | CC | JJ | - | - | Ezbqetjh | 3vOy | - | 160 | 3fQo+160 | - | 853.00000 |
| I | PEJ | 58.000 | - | - | PPP | HHH- | - | - | Xixhbjli | 3wAv | - | 320 | 3wSu+320 | - | 243.00000 |
| N | IMJ | 74.000 | - | - | VR | IG | - | - | - | - | - | - | - | - | Retained |
| I | QLF | 9.000 | - | - | NNN | TTT | - | - | Osphukec | 3kUw | - | 35 | 3zFj+35 | - | 935.00000 |
| R | SLE | 14.000 | - | - | AA- | RR- | - | - | Efxmelus | 3lDy | - | 580 | 3hFs+532 | - | 95.40000 |
| Qmo | PZJ | 53.400 | - | - | ZS | OC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2020-10-15; Redemption: 2022-04-15;
N: First Pay: 2020-10-15; Redemption: 2022-04-15;
E-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
K-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
W-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
W-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
I: First Pay: 2020-10-15; Redemption: 2022-04-15;
R: First Pay: 2020-10-15; Redemption: 2022-04-15;
W: First Pay: 2020-10-15; Redemption: 2022-04-15;
N: First Pay: 2020-10-15; Redemption: 2022-04-15;
Qmo: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Etz-Vzcc Fzhbtxj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 10, 2000