| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1YQ | UGL | 167.000 | 2.20 | - | GGG | - | - | - | 98.00% | - | Tzzzskvd | IMWP | - | 155 | YZHA+155 | - | 744.00000 |
| J-L | JSM | 91.960 | 2.80 | - | V | - | - | - | 99.00% | - | Jiydvrxi | LMBY | 290z | 340 | GIUM+340 | - | 107.00000 |
| Z-M | CNR | 94.600 | 6.73 | - | NN- | - | - | - | 62.70% | - | Xjvewhsq | YSZZ | 800 | 800 | PVQA+782 | - | 47.00000 |
| E-2L | CFE | 55.164 | 6.52 | - | VVV | - | - | - | 90.00% | - | Vdeuouaf | WYZC | 195k | 195 | XMKF+195 | - | 824.00000 |
| Y-U | LGQ | 62.740 | 6.80 | - | PP | - | - | - | 13.00% | - | Dkpsjllz | GIYW | 225v | 225 | CSVC+225 | - | 805.00000 |
| J-X | UOZ | 47.800 | 5.82 | - | NNN | - | - | - | - | - | Aybvqifo | KUYH | 110h | 110 | LUAH+110 | - | 258.00000 |
| K-1G | LKP | 36.659 | 3.30 | - | SSS | - | - | - | 51.00% | - | Grmsckkc | SNPD | - | 155 | BSZM+155 | - | 829.00000 |
| K-C | FJG | 77.300 | 5.88 | - | FFF- | - | - | - | 41.00% | - | Aepyhoij | VJAU | 485x | 485 | YAVL+485 | - | 998.00000 |
Tranche Comments
J-X: Redemption: 2027-07-15; Registration: 144W/Fjr W; Comments: Egx-Etuaxl;
K-1G: Redemption: 2027-07-15; Registration: 144E/Luf P;
T-1YQ: Redemption: 2027-07-15; Registration: 144E/Ves M;
E-2L: Redemption: 2027-07-15; Registration: 144I/Drf T;
Y-U: Redemption: 2027-07-15; Registration: 144V/Zia A;
J-L: Redemption: 2027-07-15; Registration: 144F/Ytc V;
K-C: Redemption: 2027-07-15; Registration: 144B/Vby U;
Z-M: Redemption: 2027-07-15; Registration: 144T/Dsp P;
Deal Comments
Xzjzg. Svm Gwnn Ozhovxl 2.25
Reinvestment Period (YRS)
2.77
Reinvestment Period End Date
Apr 5, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-SS | HMW | 85.700 | 6.26 | - | Z | - | - | - | 39.00% | - | Vdooksvs | CAAC | - | 230 | UNSR+230 | - | 699.00000 |
| H-QQ | QZF | 797.600 | 6.20 | - | KKK | - | - | - | 13.00% | - | Nwheyhej | IGFX | - | 148 | PPGN+148 | - | 870.00000 |
| L-ZZ | HIS | 52.000 | 7.73 | - | BB | - | - | - | 92.00% | - | Ojcyoxnn | MQTA | - | 185 | UTZO+185 | - | 361.00000 |
| X | LUD | 38.100 | 1.90 | - | III | - | - | - | - | - | Kuwlttvo | NXKM | - | 105 | EWHF+105 | - | 548.00000 |
| V-MM | MXO | 67.450 | 4.57 | - | SSS- | - | - | - | 12.10% | - | Wyehqitf | EHFQ | - | 385 | LQIJ+385 | - | 984.00000 |
| C-SS | APA | 44.910 | 5.20 | - | UU- | - | - | - | 90.20% | - | Jlhetsdu | AVDP | - | 750 | GYYZ+750 | - | 247.00000 |
Tranche Comments
X: Redemption: 2027-03-06; Registration: 144A/Jaw A;
H-QQ: Redemption: 2027-03-06; Registration: 144V/Ehw E;
L-ZZ: Redemption: 2027-03-06; Registration: 144H/Rdc A;
B-SS: Redemption: 2027-03-06; Registration: 144K/Mzj H;
V-MM: Redemption: 2027-03-06; Registration: 144H/Mpb I;
C-SS: Redemption: 2027-03-06; Registration: 144T/Zvy X;
Deal Comments
Ywpwz. Bon Fyll Iwqyola 2.00
Risk Retention
PV - Xcsl OP/PB - Xcs
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 15, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LQT | 51.000 | 5.80 | - | F | - | - | - | 67.00% | - | Eusmdtru | ADSH | 275-285 | 275 | NPQS+275 | - | 545.00000 |
| Q | GVB | 626.000 | 7.80 | - | WWW | - | - | - | 99.00% | - | Cqomlbqe | GLSC | 180e | 180 | SUPR+180 | - | 625.00000 |
| T | LFB | 75.000 | 5.30 | - | YY | - | - | - | 51.00% | - | Xezrzvdx | VSCJ | 200-205 | 200 | ZQOS+200 | - | 285.00000 |
| S | NBT | 3.000 | 5.20 | - | GGG | - | - | - | - | - | Hsflbhqu | AXLV | 120b | 120 | JKTW+120 | - | 420.00000 |
| Cxq | XET | 61.670 | - | - | VZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2026-07-09; Registration: 144O/Gqb V;
Q: Redemption: 2026-07-09; Registration: 144X/Pdb I;
T: Redemption: 2026-07-09; Registration: 144C/Bus Q;
A: Redemption: 2026-07-09; Registration: 144E/Khl J;
Cxq: Redemption: 2026-07-09; Registration: 144H/Hkz Z;
Deal Comments
Xtn Isll Bxsktcq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 2, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FGV | 52.000 | - | - | AAA- | - | - | - | 28.00% | - | Wdsaacsg | JCZG | 550-565 | 565 | XIZW+565 | - | - |
| D | IBB | 13.000 | - | - | H | - | - | - | 41.00% | - | Slhyhzbl | DAQQ | 350 | 350 | ITNR+350 | - | - |
| N | YET | 540.000 | - | - | VVV | - | - | - | 61.00% | - | Adxbxhju | VQOA | 200 | 200 | EXTZ+200 | - | - |
| U | QUR | 3.000 | - | - | DDD | - | - | - | - | - | Lfxsrcxi | SOUH | 135 | 135 | MTNK+135 | - | - |
| J | CNA | 65.000 | - | - | MM- | - | - | - | 16.00% | - | Pjfzmrfy | HGVN | - | 829 | ZTLD+810 | - | - |
| Xuv | XRL | 65.760 | - | - | OT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HSO | 52.000 | - | - | ZZ | - | - | - | 79.00% | - | Erfuwtpe | LXUR | 245 | 245 | TBAC+245 | - | - |
Tranche Comments
U: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144J/Gsn C;
N: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144C/Woc W;
U: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144B/Kce J;
D: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144W/Arb T;
C: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144E/Nne L;
J: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144N/Tvw S;
Xuv: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144I/Aen J;
Deal Comments
Fmf Jjss Tzqhmwu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 21, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JEN | 52.000 | 6.30 | - | NN | - | - | - | - | - | Ixoxkxpf | 3oC | - | 200 | 3qC+200 | - | 468.00000 |
| T | ZQO | 34.200 | 3.90 | - | DD- | - | - | - | - | - | Mlrykjtg | 3zA | - | - | 3pV+875 | - | 10.00000 |
| F | XCF | 153.000 | 8.70 | - | JJJ | - | - | - | - | - | Tmfuassq | 3hD | - | 157 | 3cZ+157 | - | 512.00000 |
| N | TMA | 56.000 | 5.00 | - | K | - | - | - | - | - | Vxqusotl | 3wB | - | 285 | 3yS+285 | - | 169.00000 |
| O-E | RND | 4.700 | 6.40 | - | SSS | - | - | - | - | - | Veyxosnj | 3eZ | - | 120 | 3nN+120 | - | 763.00000 |
| T | UBS | 54.600 | 7.90 | - | OOO- | - | - | - | - | - | Pczydtyf | 3bJ | - | 400 | 3yI+400 | - | 370.00000 |
| Asn | PKH | 50.000 | - | - | UY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-E: Redemption: 2024-01-15;
F: Redemption: 2024-01-15;
L: Redemption: 2024-01-15;
N: Redemption: 2024-01-15;
T: Redemption: 2024-01-15;
T: Redemption: 2024-01-15;
Asn: Redemption: 2024-01-15;
Deal Comments
Ykx Bqss Znemkwb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 23, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PMJ | 49.940 | - | - | SS- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OW | YOG | 42.878 | - | - | ZZZ | - | - | - | - | - | Khdfkwdy | 3yO | - | 156 | 3wK+156 | - | 453.00000 |
| ZP | XUJ | 766.700 | - | - | EE | - | - | - | - | - | Zjjmthhg | 3vU | - | 161 | 3sD+161 | - | 212.00000 |
| EIR | FNR | 8.801 | - | - | LL | - | - | - | - | - | Spmamxvc | 3xW | - | 161 | 3jO+161 | - | 506.00000 |
| KC | BAO | 15.477 | - | - | JJ | - | - | - | - | - | Irzqewog | 3fH | - | 185 | 3iI+185 | - | 979.00000 |
| Ovp | GUQ | 61.700 | - | - | MK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XV | MHS | 11.000 | - | - | I | - | - | - | - | - | Gyuhmjbx | 3dG | - | 285 | 3mE+285 | - | 866.00000 |
| HD | IUI | 77.850 | - | - | QQQ- | - | - | - | - | - | Qmjfveyk | 3yI | - | 400 | 3mZ+400 | - | 391.00000 |
Tranche Comments
OW: Redemption: 2023-07-15;
ZP: Redemption: 2023-07-15;
EIR: Redemption: 2023-07-15;
KC: Redemption: 2023-07-15;
XV: Redemption: 2023-07-15;
Deal Comments
Lvhsqtqysqy. Ruq Atvv Fvcsuxn 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IMS | 177.500 | - | - | BBB | - | - | - | - | - | Recpvieh | 3dI | - | 170 | 3cJ+170 | - | 831.00000 |
| K | HOK | 13.000 | - | - | MM | - | - | - | - | - | Xremuift | 3aA | - | 839 | 3fB+750 | - | 21.00000 |
| Ocg | NWO | 33.189 | - | - | GW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-I | GCR | 5.600 | - | - | OOO | - | - | - | - | - | Jcccdufj | 3qG | - | 95 | 3nK+95 | - | 155.00000 |
| F | AGF | 54.000 | - | - | J | - | - | - | - | - | Xurvvuxe | 3vK | - | 290 | 3eB+290 | - | 375.00000 |
| G | PZY | 10.300 | - | - | VVV | - | - | - | - | - | Zhhrvztk | 3xW | - | 395 | 3oP+395 | - | 277.00000 |
| Y | OXU | 61.400 | - | - | SS | - | - | - | - | - | Jwzbljof | 3bG | - | 210 | 3jE+210 | - | 707.00000 |
Tranche Comments
P-I: Redemption: 2023-04-15;
L: Redemption: 2023-04-15;
Y: Redemption: 2023-04-15;
F: Redemption: 2023-04-15;
G: Redemption: 2023-04-15;
K: Redemption: 2023-04-15;
Ocg: Redemption: 2023-04-15;
Deal Comments
Rtw Evll Iqgytif 2.00
Risk Retention
Qlzlbyj qwmm jywlwz 5% pyjwwnlm ijj jwlm jywyzwwjz
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 2, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-X | MTC | 4.498 | - | - | DD | QU | - | - | - | - | Fjxcqirj | 3rC | - | 192 | 3xU+192 | - | - |
| P | GNB | 54.000 | - | - | A | SS | - | - | - | - | Nxozaenz | 3vE | - | 360 | 3eZ+360 | - | - |
| Mgq | WVI | 81.600 | - | - | QG | WW | - | - | - | - | - | - | - | - | - | - | - |
| R | RUT | 97.477 | - | - | LLL | YYY | - | - | - | - | Fycfdpav | 3hU | - | 174 | 3zU+174 | - | - |
| H-X | EGJ | 409.100 | - | - | WW | KU | - | - | - | - | Ajkswvzf | 3hN | - | 192 | 3hO+192 | - | - |
| P | IFZ | 66.330 | - | - | ZZ- | OE | - | - | - | - | Ejefwjmh | 3eQ | - | - | 3qY+800 | - | - |
| R | RSI | 83.354 | - | - | SS | ZI | - | - | - | - | Jmqutbkb | 3fL | - | 260 | 3wK+260 | - | - |
| A | GGG | 35.450 | - | - | DDD- | AY | - | - | - | - | Xdmjvtln | 3tD | - | 475 | 3qR+475 | - | - |
Tranche Comments
R: First Pay: 2019-10-15; Redemption: 7/15/2021;
H-X: First Pay: 2019-10-15; Redemption: 7/15/2021;
K-X: First Pay: 2019-10-15; Redemption: 7/15/2021;
R: First Pay: 2019-10-15; Redemption: 7/15/2021;
P: First Pay: 2019-10-15; Redemption: 7/15/2021;
A: First Pay: 2019-10-15; Redemption: 7/15/2021;
P: First Pay: 2019-10-15; Redemption: 7/15/2021;
Mgq: First Pay: 2019-10-15; Redemption: 7/15/2021;
Reinvestment Period End Date
Dec 22, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-G | UQL | 273.400 | - | Xww | - | - | - | - | - | - | Uzuxjvwr | 3jQ | - | - | 3tS+153 | - | - |
| A-E | FOL | 83.700 | - | Rg2 | - | - | - | - | - | - | Mzsoapmf | 3cQ | - | - | 3zY+185 | - | - |
| B-P | UWW | 13.000 | - | Ukk3 | - | - | - | - | - | - | Vbowsttc | 3bZ | - | - | 3rC+390 | - | - |
| V-Y | OEG | 31.600 | - | Gg3 | - | - | - | - | - | - | Ppwcbees | 3xC | - | - | 3gR+736 | - | - |
| B | QRI | 7.800 | - | Yqq | - | - | - | - | - | - | Evwuyxxc | 3sQ | - | - | 3aD+60 | - | - |
| T-S | ZSQ | 31.500 | - | E2 | - | - | - | - | - | - | Fjyvonrn | 3eR | - | - | 3iF+250 | - | - |
| Q-M | XIY | 7.300 | - | J3 | - | - | - | - | - | - | Tsuqdbml | 3wP | - | - | 3eC+1000 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-C | KAL | 62.800 | - | H2 | - | - | - | - | - | - | Tqpvlouu | 3sM | - | - | 3eF+270 | - | - |
| B-I | QND | 15.100 | - | H3 | - | - | - | - | - | - | Npepkssk | 3mO | - | - | 3wQ+1000 | - | - |
| Q-P | MSI | 87.100 | - | Oyy2 | - | - | - | - | - | - | Nwdvmrvm | 3rG | - | - | 3dV+400 | - | - |
| D-B | CEB | 721.700 | - | Edd | BBB | - | - | - | - | - | Wkuhbadz | 3xK | - | - | 3cR+162 | - | - |
| Uamuup | WWO | 9.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-L | UQV | 87.700 | - | Sf2 | - | - | - | - | - | - | Oucscrvy | 3vY | - | - | 3gW+750 | - | - |
| L-Y | URJ | 44.300 | - | Vb2 | - | - | - | - | - | - | Wevrklff | 3pS | - | - | 3fJ+200 | - | - |