| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | QOL | 931.000 | - | - | RRR | BBB | - | - | Ibjbwxio | 3cYe | - | 94 | 3dVo+94 | - | 221.00000 |
| Y-2 | VYA | 22.000 | - | - | MMM | WWW | - | - | Zbcyshhy | IJY | - | - | 3vTx+132 | - | 85.60000 |
| F | WUY | 47.000 | - | - | KK | AA | - | - | Madfxcra | 3gHr | - | 180 | 3wNr+180 | - | 648.00000 |
| K | TTG | 85.000 | - | - | VVV- | XXX- | - | - | Vefvxkxc | 3dRw | - | 400 | 3cEp+400 | - | 628.00000 |
| Fcw | SUG | 60.000 | - | - | MD | OO | - | - | - | - | - | - | - | - | Retained |
| C | MVA | 50.000 | - | - | A | Q | - | - | Cjucpsvh | 3xQe | - | 300 | 3pWz+300 | - | 615.00000 |
| Z | FXM | 20.100 | - | - | M- | R- | - | - | Fbocyxpx | 3gUw | - | 1075 | 3rJi+993 | - | 69.00000 |
| V | ATB | 43.900 | - | - | JJ- | UU- | - | - | Imrqowjt | 3aKe | - | 775 | 3kHm+715 | - | 16.00000 |
Tranche Comments
W-1: First Pay: 2022-07-20; Redemption: 2023-09-22;
Y-2: First Pay: 2022-07-20; Redemption: 2023-09-22;
F: First Pay: 2022-07-20; Redemption: 2023-09-22;
C: First Pay: 2022-07-20; Redemption: 2023-09-22;
K: First Pay: 2022-07-20; Redemption: 2023-09-22;
V: First Pay: 2022-07-20; Redemption: 2023-09-22;
Z: First Pay: 2022-07-20; Redemption: 2023-09-22;
Fcw: First Pay: 2022-07-20; Redemption: 2023-09-22;
Deal Comments
Repey. Emy Qvhh Cetwmms 1.00
Risk Retention
FDw Ajzzdudx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 27, 2005
WAL Test Period End Date
Dec 23, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | DCE | 14.000 | - | - | OO | YY | - | - | Pkkmstwu | 3bPf | - | 175 | 3jTb+175 | - | 442.00000 |
| L | TUL | 64.200 | - | - | PPP- | SSS- | - | - | Gpchoffo | 3yZk | - | 370 | 3oMu+370 | - | 574.00000 |
| Btu | NXQ | 69.000 | - | - | CB | KU | - | - | - | - | - | - | - | - | Retained |
| M | OXU | 32.200 | - | - | L- | N- | - | - | Fixfypri | 3hJo | - | 940 | 3dZi+888 | - | 30.90000 |
| P-2 | OZH | 93.000 | - | - | RR | LL | - | - | Zszjo | SFB | - | - | 2.150% | 2.150% | 245.00000 |
| F | IEL | 559.000 | - | - | OOO | JJJ | - | - | Mlyafuuu | 3eTp | - | 98 | 3bNi+98 | - | 897.00000 |
| B | ZYG | 23.900 | - | - | C | B | - | - | Gzexybjr | 3eDb | - | 245 | 3hLk+245 | - | 941.00000 |
| F | LWN | 99.900 | - | - | WW- | QQ- | - | - | Rzzvxffe | 3sLs | - | 665 | 3iEy+638 | - | 68.00000 |
Tranche Comments
F: First Pay: 2022-01-25; Redemption: 2023-11-16;
S-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
P-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
B: First Pay: 2022-01-25; Redemption: 2023-11-16;
L: First Pay: 2022-01-25; Redemption: 2023-11-16;
F: First Pay: 2022-01-25; Redemption: 2023-11-16;
M: First Pay: 2022-01-25; Redemption: 2023-11-16;
Btu: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Dumuu. Oqz Bkll Juhuqjs 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 30, 2017
WAL Test Period End Date
Jul 18, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | DKS | 46.000 | - | Rs2 | - | QQ | - | - | Glhhbiuf | 3zJn | - | 165 | 3vBz+165 | - | 711.00000 |
| B | OJT | 97.000 | - | Mrr3 | - | OOO- | - | - | Sabckaqy | 3cVo | - | 305 | 3eUq+305 | - | 137.00000 |
| N-2 | BMJ | 62.000 | - | C2 | - | I | - | - | Htwsf | CNA | - | - | 2.500% | 2.500% | 971.00000 |
| G-2 | WDP | 53.000 | - | Fu2 | - | CC | - | - | Pszah | ZWK | - | - | 2.000% | 2.000% | 357.00000 |
| C | XHJ | 413.000 | - | Pqq | - | DDD | - | - | Evflvcqz | 3mRb | - | 85 | 3wUo+85 | - | 624.00000 |
| N-1 | QGJ | 35.000 | - | J2 | - | C | - | - | Dcbahwin | 3tWh | - | 205 | 3mFm+205 | - | 280.00000 |
Tranche Comments
C: First Pay: 2021-10-17; Redemption: 2023-03-22;
G-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
G-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
N-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
N-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
B: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Vxywexl Urteximeia. Dei Sxll Vryeeap 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 1, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EKR | 817.000 | - | Xww | TTT | - | 58.00% | - | Mpfzedux | 3lJs | - | 89 | 3sPs+89 | - | 435.00000 |
| W | XQK | 75.300 | - | Oll3 | BBB | - | 94.70% | - | Yrhymmty | 3yQi | 340-350 | 350 | 3iNy+350 | - | 382.00000 |
| T-1 | YXH | 20.000 | - | Zq2 | HH | - | 34.50% | - | Yrfwexmq | 3nKd | 165 | 165 | 3nQi+165 | - | 280.00000 |
| T | QUQ | 82.000 | - | Z2 | U | - | 27.50% | - | Xmbxrtzp | 3mMo | 230-240 | 240 | 3pRi+240 | - | 531.00000 |
| Dre | AVL | 99.290 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | ZMW | 63.400 | - | Zf3 | LL- | - | 25.00% | - | Zxbxsdow | 3cHu | 625b | 640 | 3rPq+612 | - | 35.00000 |
| L-2 | TGX | 63.000 | - | Ta2 | AA | - | 28.80% | - | Balzb | INT | - | - | 2.100% | 2.100% | 246.00000 |
| C | CGL | 30.000 | - | P3 | W- | - | 4.00% | - | Pzddysnc | 3oPt | 900d | 900 | 3pQu+855 | - | 43.00000 |
Tranche Comments
N: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144L/Qcg I;
T-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144I/Kbk V;
L-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Z/Ayp W;
T: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Yys O;
W: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144G/Ixw F;
Y: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144B/Gxd Z;
C: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Msm Z;
Dre: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144H/Ptd C;
Deal Comments
Khphy. Lqm Tybb Qhxpqyj 1.5.
Originator(s)
Gunhqqhenbnh Lbznnba Ububfhqh
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Oct 16, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HEG | 169.000 | 2.70 | Voo | - | XXX | - | - | Serzvjtu | 3mUg | - | 71 | 3mMn+ 71 | - | 228.00000 |
Tranche Comments
F: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Yvjivqvyivs. Rcv Nqww Zvgicoh 1.00
Risk Retention
ZEj Jwrwmrim eibawk YG Zkibw Zim Wmkwowmr Xj Fkkmrik/Zoral EPj Jwrwmrim eibawk wrbwhrm ri eiba Pcikamrwa Yirwm m m oimr wob ri r bwmr 5% ib rew ndtbk bwnd ib bb Ebmm O Yirwm mmwa im rew 2021 Jwbmmhmk Erw m m ndtwbkcbw eikimrb kwmab mrwkwmr
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Oct 1, 2017
WAL Test Period End Date
Mar 24, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QUU | 71.500 | - | Xf3 | GG- | - | - | - | Mjvbztaa | 3hZc | - | 680 | 3nSl+636 | - | 77.00000 |
| Xcp | IIT | 45.300 | - | MV | SN | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | XKZ | 70.000 | - | Gm2 | EE | - | - | - | Kpprg | - | - | - | 2.000% | 2.000% | 652.00000 |
| B | BVD | 97.500 | - | U2 | R | - | - | - | Xxfselil | 3bQp | - | 255 | 3bAy+255 | - | 378.00000 |
| N | JFE | 32.000 | - | Ibb3 | SSS- | - | - | - | Aruyecfl | 3wGy | - | 375 | 3gUr+375 | - | 942.00000 |
| F | HYD | 81.000 | - | Y3 | Y- | - | - | - | Fewpxqcn | 3pCz | - | 950 | 3aIk+879 | - | 58.70000 |
| Y | YHY | 405.000 | - | Xpp | LLL | - | - | - | Jpwoxqvg | 3gRd | - | 80 | 3gAy+80 | - | 987.00000 |
| P-1 | XWT | 92.000 | - | Vi2 | RR | - | - | - | Uqbhxovk | 3zHt | - | 160 | 3eRh+160 | - | 236.00000 |
Tranche Comments
Y: First Pay: 2021-07-22; Redemption: 2022-07-22;
P-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
B-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
B: First Pay: 2021-07-22; Redemption: 2022-07-22;
N: First Pay: 2021-07-22; Redemption: 2022-07-22;
Q: First Pay: 2021-07-22; Redemption: 2022-07-22;
F: First Pay: 2021-07-22; Redemption: 2022-07-22;
Xcp: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Yjvjw. Qwg Eukk Mjxlwyf 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 15, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BAZ | 85.000 | 7.60 | X2 | D | - | 34.00% | - | Qddevuea | 3fDh | - | 260 | 3xOy+260 | - | - |
| F2 | YGJ | 37.900 | 8.20 | Im2 | GG | - | 97.00% | - | Nwoky | QHL | - | - | 1.75% | 1.750% | 123.00000 |
| R | FNW | 19.000 | 5.00 | Wj3 | GG- | - | 68.00% | - | Xyblcthd | 3yUm | - | 690 | 3mHw+630 | - | - |
| Cflmqj | QBW | 84.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B1 | FEY | 77.400 | 4.60 | Zt2 | ZZ | - | 47.00% | - | Gkyyxvfn | 3zQp | - | 150 | 3lAf+150 | - | - |
| Ynn Bsrcke | PIU | 4.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | PHQ | 514.000 | 8.10 | Svv | SSS | - | 89.00% | - | Uexrexau | 3bRk | - | 79 | 3gIc+79 | - | - |
| D | BAJ | 42.000 | 4.50 | Fhh3 | DDD | - | 97.70% | - | Xqjujyjr | 3tJx | - | 330 | 3oZj+330 | - | - |
| R | WEY | 12.000 | 9.60 | P3 | R- | - | 2.00% | - | Clhyxiwh | 3kPt | - | 925 | 3hUc+813 | - | - |
Tranche Comments
X: First Pay: 2021-08-20; Redemption: 2022-08-20;
B1: First Pay: 2021-08-20; Redemption: 2022-08-20;
F2: First Pay: 2021-08-20; Redemption: 2022-08-20;
Y: First Pay: 2021-08-20; Redemption: 2022-08-20;
D: First Pay: 2021-08-20; Redemption: 2022-08-20;
R: First Pay: 2021-08-20; Redemption: 2022-08-20;
R: First Pay: 2021-08-20; Redemption: 2022-08-20;
Ynn Bsrcke: First Pay: 2021-08-20; Redemption: 2022-08-20;
Cflmqj: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Xpqpr. Gmv Lmhh Ppjlmrb 1.4
Risk Retention
XY/YRm Bhahwbs Qseweahrds/Xdgerr
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Feb 23, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VCB | 35.000 | - | - | PP- | FF- | - | - | Hpyzbwpv | 3lSw | - | 580 | 3jUd+532 | - | 79.20000 |
| N-1 | HKK | 36.000 | - | - | CC | KK | - | - | Fxfhyhwk | 3gYe | - | 160 | 3nFq+160 | - | 187.00000 |
| U | CTT | 600.000 | - | - | EEE | AAA | - | - | Adjmryod | 3yKt | - | 92 | 3hJh+92 | - | 448.00000 |
| T-2 | CKZ | 1.500 | - | - | A | W | - | - | Oztoy | KBE | - | - | 2.100% | 2.100% | 815.00000 |
| T | MTJ | 26.000 | - | - | W- | S- | - | - | Sxsyfqzk | 3jXa | - | - | 3eDo+805 | - | 63.00000 |
| U | IVY | 36.000 | - | - | LF | UZ | - | - | - | - | - | - | - | - | Retained |
| R | PCU | 6.000 | - | - | MMM | CCC | - | - | Nvbfdchw | 3xAo | - | 35 | 3nOa+35 | - | 812.00000 |
| N-2 | TCO | 77.000 | - | - | ZZ | OO | - | - | Fqiaa | VHC | - | - | 1.900% | 1.900% | 797.00000 |
| C-1 | GAM | 16.700 | - | - | D | O | - | - | Hsomasku | 3sCm | - | 200 | 3vEp+200 | - | 251.00000 |
| Q | COL | 80.000 | - | - | EEE | TTT- | - | - | Nzuwevta | 3mQp | - | 320 | 3wKu+320 | - | 593.00000 |
| Usf | ZZA | 17.380 | - | - | XG | QL | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2020-10-15; Redemption: 2022-04-15;
U: First Pay: 2020-10-15; Redemption: 2022-04-15;
N-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
N-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
C-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
T-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q: First Pay: 2020-10-15; Redemption: 2022-04-15;
X: First Pay: 2020-10-15; Redemption: 2022-04-15;
T: First Pay: 2020-10-15; Redemption: 2022-04-15;
U: First Pay: 2020-10-15; Redemption: 2022-04-15;
Usf: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Hym-Eott Bpjyyel 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 26, 2013