| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | NVG | 801.000 | - | - | KKK | FFF | - | - | Aeqvkjfe | 3wAa | - | 94 | 3qMl+94 | - | 569.00000 |
| I | IYF | 62.600 | - | - | EE- | OO- | - | - | Jvpwrmey | 3hDf | - | 775 | 3mQu+715 | - | 94.00000 |
| N-2 | IMW | 52.000 | - | - | TTT | PPP | - | - | Ywomdfuu | MJY | - | - | 3oUc+132 | - | 37.30000 |
| M | CTV | 78.000 | - | - | P | V | - | - | Yezsjvfe | 3gXe | - | 300 | 3cCg+300 | - | 831.00000 |
| Oob | ABG | 52.000 | - | - | EN | TR | - | - | - | - | - | - | - | - | Retained |
| C | ADL | 43.000 | - | - | GG | QQ | - | - | Rhompbse | 3vAl | - | 180 | 3dPe+180 | - | 342.00000 |
| F | AEQ | 79.300 | - | - | T- | J- | - | - | Mrojchjx | 3eDa | - | 1075 | 3oYr+993 | - | 35.00000 |
| X | OEX | 90.000 | - | - | LLL- | XXX- | - | - | Ocovcsig | 3xQi | - | 400 | 3bBa+400 | - | 170.00000 |
Tranche Comments
Y-1: First Pay: 2022-07-20; Redemption: 2023-09-22;
N-2: First Pay: 2022-07-20; Redemption: 2023-09-22;
C: First Pay: 2022-07-20; Redemption: 2023-09-22;
M: First Pay: 2022-07-20; Redemption: 2023-09-22;
X: First Pay: 2022-07-20; Redemption: 2023-09-22;
I: First Pay: 2022-07-20; Redemption: 2023-09-22;
F: First Pay: 2022-07-20; Redemption: 2023-09-22;
Oob: First Pay: 2022-07-20; Redemption: 2023-09-22;
Deal Comments
Shqhc. Gyl Mujj Zhllygk 1.00
Risk Retention
SQo Fqqgoxne
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 12, 2013
WAL Test Period End Date
Nov 13, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BBD | 88.600 | - | - | MMM- | WWW- | - | - | Auhotrtq | 3wVb | - | 370 | 3bBw+370 | - | 838.00000 |
| U | DQF | 88.800 | - | - | C | T | - | - | Qfpasinq | 3lAq | - | 245 | 3hEd+245 | - | 841.00000 |
| C | MCQ | 44.200 | - | - | R- | P- | - | - | Tdsxwlev | 3sNy | - | 940 | 3fAk+888 | - | 24.90000 |
| Ruz | IVX | 13.000 | - | - | XZ | HR | - | - | - | - | - | - | - | - | Retained |
| J-1 | SJS | 16.000 | - | - | PP | MM | - | - | Vvyyfvbl | 3sIb | - | 175 | 3vCn+175 | - | 488.00000 |
| Y-2 | TYL | 69.000 | - | - | ZZ | DD | - | - | Eigqn | BBA | - | - | 2.150% | 2.150% | 300.00000 |
| D | MAI | 595.000 | - | - | FFF | EEE | - | - | Yqryrwnw | 3zEq | - | 98 | 3wVn+98 | - | 531.00000 |
| T | KQV | 38.300 | - | - | VV- | SS- | - | - | Grxdwbfm | 3wLn | - | 665 | 3rAx+638 | - | 29.00000 |
Tranche Comments
D: First Pay: 2022-01-25; Redemption: 2023-11-16;
J-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
Y-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
U: First Pay: 2022-01-25; Redemption: 2023-11-16;
Y: First Pay: 2022-01-25; Redemption: 2023-11-16;
T: First Pay: 2022-01-25; Redemption: 2023-11-16;
C: First Pay: 2022-01-25; Redemption: 2023-11-16;
Ruz: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Fjzjj. Wvw Cbbb Wjxrvhq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 7, 1999
WAL Test Period End Date
May 19, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VZN | 893.000 | - | Tqq | - | QQQ | - | - | Uyyauqss | 3bEg | - | 85 | 3jMx+85 | - | 924.00000 |
| F-2 | KON | 12.000 | - | Vj2 | - | EE | - | - | Zmsnv | IRZ | - | - | 2.000% | 2.000% | 435.00000 |
| F-2 | XUA | 37.000 | - | P2 | - | Z | - | - | Jcfsw | RFO | - | - | 2.500% | 2.500% | 697.00000 |
| T | OXN | 71.000 | - | Ujj3 | - | YYY- | - | - | Csmafebp | 3lMn | - | 305 | 3tFj+305 | - | 803.00000 |
| Q-1 | AEV | 66.000 | - | Sj2 | - | FF | - | - | Hplsfbsk | 3dPr | - | 165 | 3jQc+165 | - | 187.00000 |
| E-1 | MDQ | 88.000 | - | B2 | - | S | - | - | Bpbozict | 3bXp | - | 205 | 3oAc+205 | - | 508.00000 |
Tranche Comments
F: First Pay: 2021-10-17; Redemption: 2023-03-22;
Q-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
F-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
E-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
F-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
T: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Bhkbnht Zkhnhpnnpa. Wbp Ahtt Bkknbxi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 5, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | ESG | 91.000 | - | Cf2 | GG | - | 54.90% | - | Iofac | TNX | - | - | 2.100% | 2.100% | 324.00000 |
| L-1 | TME | 88.000 | - | Wz2 | FF | - | 52.80% | - | Imwwzsno | 3wXe | 165 | 165 | 3xDx+165 | - | 288.00000 |
| J | ODN | 43.000 | - | Z3 | B- | - | 9.00% | - | Ercfazcu | 3nVl | 900y | 900 | 3lPx+855 | - | 80.00000 |
| U | YCD | 918.000 | - | Jss | RRR | - | 41.00% | - | Smpvtmpm | 3jYx | - | 89 | 3nYq+89 | - | 899.00000 |
| R | MHT | 67.600 | - | Gl3 | NN- | - | 95.00% | - | Lyhxpcyh | 3mOm | 625m | 640 | 3nRi+612 | - | 32.00000 |
| V | EEN | 35.000 | - | R2 | I | - | 68.50% | - | Ekowjzso | 3qXx | 230-240 | 240 | 3tSz+240 | - | 910.00000 |
| U | EPE | 13.900 | - | Crr3 | KKK | - | 72.40% | - | Pwfytvzk | 3eJq | 340-350 | 350 | 3zFd+350 | - | 231.00000 |
| Eop | AWT | 39.230 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144M/Uix J;
L-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Z/Koq X;
M-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144J/Tru D;
V: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Wbl Q;
U: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144O/Kpg U;
R: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144E/Hry F;
J: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144V/Lqm M;
Eop: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144L/Efj Z;
Deal Comments
Vchcj. Ltt Rccc Tcfetti 1.5.
Originator(s)
Ewbntonyajbn Bjxabjm Qjwjante
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Jul 21, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FCP | 298.000 | 4.70 | Vqq | - | TTT | - | - | Xxphfdyr | 3nXk | - | 71 | 3cAn+ 71 | - | 522.00000 |
Tranche Comments
X: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Sbpqtutfqtk. Bkt Kuaa Pbuqkth 1.00
Risk Retention
LQg Xeoekotwk iwoteo QZ Luowe Fwkk Fkkkmepeko Qg Xotmtkkowo/Lmutojh QZg Xeoekotwk iwoteo eeepo ow iwot Zuwottkkoet Qwoe tk kk kpwuko emuko ow ko oeko 5% wg oie yngkto kouey wg koo Pok L Qwoe tuet wk oie 2021 Xegtkkkptkm Fkoe k kk yneotmtoe iwotwkoko oettuko tkoeoeo
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Jul 21, 2013
WAL Test Period End Date
Sep 1, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IDZ | 761.000 | - | Ncc | EEE | - | - | - | Yyvaplzu | 3qJd | - | 80 | 3yQp+80 | - | 750.00000 |
| M | MJB | 53.000 | - | X3 | Y- | - | - | - | Gvksemjg | 3cWm | - | 950 | 3oYm+879 | - | 20.30000 |
| S-2 | NZQ | 93.000 | - | Dp2 | QQ | - | - | - | Vwjbx | - | - | - | 2.000% | 2.000% | 767.00000 |
| M-1 | MUU | 19.000 | - | Nx2 | KK | - | - | - | Mryvvies | 3lDl | - | 160 | 3qNw+160 | - | 552.00000 |
| R | FQP | 91.000 | - | Dff3 | FFF- | - | - | - | Juchpmfo | 3fDk | - | 375 | 3tGa+375 | - | 876.00000 |
| Dhl | IJA | 64.900 | - | VV | TB | - | - | - | - | - | - | - | - | - | Retained |
| S | PPL | 95.700 | - | X2 | O | - | - | - | Uslxcjip | 3pJu | - | 255 | 3yOy+255 | - | 273.00000 |
| U | NVR | 16.800 | - | Vo3 | EE- | - | - | - | Owszszac | 3yLk | - | 680 | 3hVo+636 | - | 84.00000 |
Tranche Comments
L: First Pay: 2021-07-22; Redemption: 2022-07-22;
M-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
S-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
S: First Pay: 2021-07-22; Redemption: 2022-07-22;
R: First Pay: 2021-07-22; Redemption: 2022-07-22;
U: First Pay: 2021-07-22; Redemption: 2022-07-22;
M: First Pay: 2021-07-22; Redemption: 2022-07-22;
Dhl: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Zmbmt. Bwu Esff Hmjfwxy 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | EQZ | 24.600 | 3.40 | Mu2 | HH | - | 69.00% | - | Avmeycbe | 3aJg | - | 150 | 3tOm+150 | - | - |
| W2 | GIW | 10.700 | 6.10 | Am2 | HH | - | 23.00% | - | Zsamy | FQI | - | - | 1.75% | 1.750% | 343.00000 |
| D | XLK | 10.000 | 6.10 | C3 | U- | - | 2.00% | - | Ddlozlxc | 3wYe | - | 925 | 3tFl+813 | - | - |
| T | FBJ | 76.000 | 8.60 | F2 | H | - | 72.00% | - | Qxlkoixw | 3qDj | - | 260 | 3pGq+260 | - | - |
| F | VVM | 38.000 | 6.00 | Xb3 | KK- | - | 44.00% | - | Wzrylvmj | 3iHj | - | 690 | 3aHm+630 | - | - |
| K | OGM | 667.000 | 5.80 | Rnn | AAA | - | 99.00% | - | Zpvmoute | 3zIy | - | 79 | 3bCu+79 | - | - |
| Mbb Puqvue | GJT | 7.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | DUK | 84.000 | 4.50 | Ott3 | ZZZ | - | 44.90% | - | Rmrfxwwj | 3sNn | - | 330 | 3kEo+330 | - | - |
| Uxfljm | DLQ | 86.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2021-08-20; Redemption: 2022-08-20;
B1: First Pay: 2021-08-20; Redemption: 2022-08-20;
W2: First Pay: 2021-08-20; Redemption: 2022-08-20;
T: First Pay: 2021-08-20; Redemption: 2022-08-20;
L: First Pay: 2021-08-20; Redemption: 2022-08-20;
F: First Pay: 2021-08-20; Redemption: 2022-08-20;
D: First Pay: 2021-08-20; Redemption: 2022-08-20;
Mbb Puqvue: First Pay: 2021-08-20; Redemption: 2022-08-20;
Uxfljm: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Hqfqy. Tjm Eztt Sqozjwx 1.4
Risk Retention
SZ/ZVg Tgkgdgg Zgdddkgmsg/Sxxdmn
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Nov 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OHK | 2.000 | - | - | DDD | FFF | - | - | Iffmeahe | 3iDh | - | 35 | 3kOz+35 | - | 462.00000 |
| F | NJC | 13.000 | - | - | VVV | QQQ- | - | - | Cfqjxmwq | 3bQc | - | 320 | 3rEh+320 | - | 816.00000 |
| S-1 | ZAA | 51.000 | - | - | UU | NN | - | - | Trcyswoh | 3zXd | - | 160 | 3dRu+160 | - | 835.00000 |
| S | MFQ | 565.000 | - | - | CCC | QQQ | - | - | Urbzpaca | 3aWn | - | 92 | 3hSm+92 | - | 412.00000 |
| I-1 | SAT | 52.700 | - | - | C | Z | - | - | Duhouwli | 3rZw | - | 200 | 3lIv+200 | - | 670.00000 |
| O | WFK | 51.000 | - | - | YW | TL | - | - | - | - | - | - | - | - | Retained |
| X | YXQ | 96.000 | - | - | PP- | II- | - | - | Slbzqidj | 3qTt | - | 580 | 3xNb+532 | - | 39.70000 |
| T-2 | MYL | 9.900 | - | - | U | N | - | - | Ashii | WYJ | - | - | 2.100% | 2.100% | 142.00000 |
| A | YIU | 71.000 | - | - | Q- | J- | - | - | Adxwjotw | 3jEi | - | - | 3rGi+805 | - | 25.00000 |
| Q-2 | EYI | 67.000 | - | - | ZZ | PP | - | - | Cmoyx | ZEX | - | - | 1.900% | 1.900% | 661.00000 |
| Gws | IOV | 66.130 | - | - | XI | FF | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2020-10-15; Redemption: 2022-04-15;
S: First Pay: 2020-10-15; Redemption: 2022-04-15;
S-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
I-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
T-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
F: First Pay: 2020-10-15; Redemption: 2022-04-15;
X: First Pay: 2020-10-15; Redemption: 2022-04-15;
A: First Pay: 2020-10-15; Redemption: 2022-04-15;
O: First Pay: 2020-10-15; Redemption: 2022-04-15;
Gws: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Rxh-Tmjj Wangxge 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 28, 2010