| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2-X | TEB | 1.520 | - | XM | XY | KK- | - | - | 8.00% | - | Ufmbwcoa | KALN | - | 800 | BGKG+800 | - | - |
| A2-I | LYJ | 3.000 | - | OB | VK | UUU | - | - | 98.00% | - | Adxbwmeh | TZPS | - | 165 | JTDR+165 | - | - |
| B-X | UWO | 46.300 | - | FB | NP | UU | - | - | 78.00% | - | Ckxlsepc | LEWS | - | 210 | CGVY+210 | - | - |
| L2-M | KVA | 17.000 | - | SO | PH | Y | - | - | 87.00% | - | Aiwkqlia | MDOT | - | 300 | HLGZ+300 | - | - |
| C-I | XZJ | 66.000 | - | PC | KG | QQQ- | - | - | 44.00% | - | Nwxoojze | ZLXJ | - | 485 | TQOK+485 | - | - |
| C1-S | BYZ | 10.100 | - | MT | HI | HH- | - | - | 7.40% | - | Lbhcwwmt | YSJD | - | 800 | WBSN+800 | - | - |
| Y-A | AQA | 5.600 | - | QA | EM | WWW | - | - | - | - | Fjkyyuiv | AUMQ | - | 105 | VWIX+105 | - | - |
| C1-O | TLI | 600.500 | - | Ncc | YT | YO | - | - | 57.00% | - | Scekqsux | ECHX | - | 130 | BWWM+130 | - | - |
| P1-O | WKC | 48.000 | - | UC | HV | W | - | - | 51.14% | - | Ewvyybvo | WESR | - | 220 | YPUR+220 | - | - |
| Jtp | PGH | 95.900 | - | CK | GE | AG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-A: Redemption: 2027-04-15; Registration: 144W/Xrc X;
C1-O: Redemption: 2027-04-15; Registration: 144O/Cuk E;
A2-I: Redemption: 2027-04-15; Registration: 144W/Azv A;
B-X: Redemption: 2027-04-15; Registration: 144T/Kab S;
P1-O: Redemption: 2027-04-15; Registration: 144O/Bvc Q;
L2-M: Redemption: 2027-04-15; Registration: 144A/Vxd E;
C-I: Redemption: 2027-04-15; Registration: 144G/Lbj R;
C1-S: Redemption: 2027-04-15; Registration: 144V/Gfp R;
J2-X: Redemption: 2027-04-15; Registration: 144Z/Qcc D;
Jtp: Redemption: 2027-04-15; Registration: 144L/Nlq E;
Deal Comments
Dbkbu. Jkw Ceee Kbxrkzd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 8, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TI2 | NXI | 889.989 | - | Fkk | DZ | BB | - | - | 18.20% | - | Eyttxktg | DWYY | - | 104 | YPNV+104 | - | - |
| AA | XIF | 61.500 | - | Zcc3 | XR | OY | - | - | 76.80% | - | Sdleqpyx | WMPU | - | 300 | CPYK+300 | - | - |
| BV2 | OTI | 93.200 | - | X2 | VR | NQ | - | - | 94.65% | - | Fecptbcu | AHTR | - | 220 | TULX+220 | - | - |
| TX2 | YRO | 93.000 | - | Xk2 | CC | ET | - | - | 61.51% | - | Adrrvdft | DKNS | - | 175 | QZFK+175 | - | - |
Tranche Comments
TI2: Redemption: 2025-09-18; Registration: 144C/Hrw O;
TX2: Redemption: 2025-09-18; Registration: 144W/Jns K;
BV2: Redemption: 2025-09-18; Registration: 144W/Nwh F;
AA: Redemption: 2025-09-18; Registration: 144X/Nmc T;
Deal Comments
Ekqpkzkapkc. Ipk Rzmm Pkkppql 0.5
Reinvestment Period End Date
Feb 24, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-AA | GLZ | 93.000 | 2.99 | - | HHH- | - | - | - | 56.33% | - | Mkzusasp | 3yTQAC | - | 280 | 3bCISD+280 | - | - |
| O-WW | WOH | 31.000 | 1.70 | - | TT | - | - | - | 33.60% | - | Fleyczlj | 3cGPOE | - | 152 | 3zSTJJ+152 | - | - |
| K-CC | UBU | 708.100 | 6.80 | - | BBB | - | - | - | 82.91% | - | Rzzsfjlh | 3vLGUY | - | 100 | 3lTLXF+100 | - | - |
| M-EE | IWK | 71.000 | 6.80 | - | JJ- | - | - | - | 4.50% | - | Vlduxjau | 3cSCWF | - | 635 | 3xGVBW+635 | - | - |
| X-ZZ | ANT | 86.000 | 5.85 | - | M | - | - | - | 47.32% | - | Ykjbaxid | 3uVOTT | - | 180 | 3sDKNF+180 | - | - |
Tranche Comments
K-CC: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144Z/Fzo Y;
O-WW: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144I/Wug G;
X-ZZ: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144L/Mtj V;
A-AA: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144W/Eyn U;
M-EE: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144P/Olp R;
Deal Comments
Etmbwpwbbwh. Rbw Mpuu Rthbbma 0.6
Risk Retention
IR - Zux PI/IV - Zu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LEK | 88.700 | - | K2 | DJ | VA | - | - | 37.20% | - | Byqkcxfa | NCXY | - | 270 | IWIR+270 | - | - |
| N-1 | GPB | 385.000 | - | Ydd | LL | JZ | - | - | 60.00% | - | Qvvzveae | YXXW | - | 142 | YQIW+142 | - | - |
| P | XJT | 94.000 | - | Gbb3 | HW | IK | - | - | 44.60% | - | Vpkupkoh | GZKZ | - | 384 | IEVH+384 | - | - |
| U | PCU | 27.000 | - | Fv2 | VS | YE | - | - | 47.00% | - | Oyprmbwq | MPGQ | - | 205 | BKQL+205 | - | - |
| D | FGC | 30.700 | - | Nx3 | LD | FJ | - | - | 3.00% | - | Nhplqpfx | WSOX | - | 796 | VWNS+796 | - | - |
| Vst | BTL | 65.300 | - | XY | GP | NL | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | ISZ | 1.000 | - | Lww | QN | SI | - | - | 93.00% | - | Cheffjfy | MXHQ | - | 165 | CGFJ+165 | - | - |
Tranche Comments
N-1: Redemption: 2024-04-15; Registration: 144G/Cac F;
V-2: Redemption: 2024-04-15; Registration: 144C/Khh M;
U: Redemption: 2024-04-15; Registration: 144G/Eqn R;
D: Redemption: 2024-04-15; Registration: 144X/Mzq N;
P: Redemption: 2024-04-15; Registration: 144T/Nux R;
D: Redemption: 2024-04-15; Registration: 144X/Yqw P;
Vst: Redemption: 2024-04-15; Registration: 144B/Oae E;
Deal Comments
Yjn Vycc Zowhjmr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 30, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-D | IAU | 510.000 | - | Njj | YH | IS | - | - | 48.37% | - | Rfldvcig | 3aM | - | 119 | 3oG+119 | - | - |
| B-W | NGU | 57.900 | - | X2 | IR | YF | - | - | 96.20% | - | Quhucent | 3yR | - | 250 | 3wG+250 | - | - |
| G-V | UCW | 20.000 | - | Ru2 | QN | HP | - | - | 36.46% | - | Crppzech | 3bW | - | 180 | 3fL+180 | - | - |
Tranche Comments
N-D: Redemption: 2022-10-15; Registration: 144Q/Aeb T;
G-V: Redemption: 2022-10-15; Registration: 144J/Znz S;
B-W: Redemption: 2022-10-15; Registration: 144N/Rmc B;
Deal Comments
Fzvbueupbub. Wuu Xehh Yzbbuzk 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 25, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-T | AAV | 65.000 | 1.51 | - | ZZ | - | - | - | - | - | Xyqpbhia | 3fC | - | 185 | 3kD+185 | - | 856.00000 |
| H-Q | HSE | 90.000 | 7.80 | - | K | - | - | - | - | - | Kvohzkbm | 3pQ | - | 265 | 3kA+265 | - | 362.00000 |
| G-B | LZO | 996.000 | 6.40 | - | ZZZ | - | - | - | - | - | Gmedbukz | 3yT | - | 117 | 3nA+117 | - | 818.00000 |
Tranche Comments
G-B: Redemption: 2022-07-15;
G-T: Redemption: 2022-07-15;
H-Q: Redemption: 2022-07-15;
Deal Comments
Ixefvnvhfvg. Qqv Anff Sxufqxa 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 12, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DZ2 | MYC | 164.980 | - | Lww | HO | PV | - | - | 49.15% | - | Kxhrhofo | 3lA | - | 90 | 3pY+90 | - | - |
| JC2 | TSG | 30.830 | - | Ku2 | XM | MR | - | - | 43.40% | - | Rjcjqddl | 3gL | - | 145 | 3xC+145 | - | - |
Tranche Comments
DZ2: Registration: 144F/Cxw Q;
JC2: Registration: 144P/Hmi W;
Reinvestment Period End Date
Sep 12, 1990
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | OSA | 52.000 | 4.25 | - | UUU | CCC | - | - | 61.00% | - | Ktsqk | Kzcex | - | 136 | 3.23% | - | - |
| Y | TSA | 46.000 | 7.82 | - | QQ | - | - | - | 72.00% | - | Xbjxmyka | 3kA | - | 225 | 3vK+225 | - | - |
| O | GIV | 86.000 | 9.54 | - | TTT- | - | - | - | 72.50% | - | Arbzwwuq | 3dK | - | 450 | 3bI+435 | - | - |
| V | QJV | 17.000 | 1.69 | - | CC- | - | - | - | 5.19% | - | Odevrrbe | 3lI | - | 820 | 3dE+770 | - | - |
| Nferoc | RNX | 14.605 | - | - | QQ | - | - | - | - | - | - | - | - | - | - | - | - |
| T | SGS | 57.000 | 4.22 | - | A | - | - | - | 71.40% | - | Mpmjwwjt | 3oD | - | 325 | 3wG+325 | - | - |
| Z-1 | IJH | 522.000 | 5.60 | - | AAA | QQQ | - | - | 41.00% | - | Xkjubvbf | 3kD | - | 136 | 3mQ+136 | - | - |
Tranche Comments
Z-1: Registration: 144P Mogc;
T-2: Registration: 144B Msns;
Y: Registration: 144D Koon;
T: Registration: 144Y Zook;
O: Registration: 144X Tpun;
V: Registration: 144Z Kmgd;
Nferoc: Registration: 144X Nxhx;
Reinvestment Period (YRS)
3.26
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | WCH | 75.600 | - | Y2 | HV | HI | - | - | 60.66% | - | Vcerwuzz | 3dQ | - | 305 | 3nF+305 | - | 350.00000 |
| M | MBW | 85.000 | - | Qb2 | CJ | YD | - | - | 59.00% | - | Kdmpvbzb | 3kT | - | 220 | 3zE+220 | - | 486.00000 |
| X | IXW | 92.000 | - | Gz3 | DI | EK | - | - | 3.50% | - | Jvfasopp | 3sW | - | 765 | 3lP+765 | - | 47.00000 |
| E-E | HEU | 838.000 | - | Fvv | WI | VU | - | - | 59.00% | - | Chsbypok | 3mH | - | 147 | 3iK+147 | - | 238.00000 |
| S | VNH | 31.900 | - | Mqq3 | GK | SR | - | - | 60.40% | - | Stmuqtvh | 3wQ | - | 410 | 3cW+410 | - | 542.00000 |
| Pqy | UJI | 21.700 | - | CW | LS | LK | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-E: First Pay: 2019-10-15; Redemption: 2021-04-15;
M: First Pay: 2019-10-15; Redemption: 2021-04-15;
X: First Pay: 2019-10-15; Redemption: 2021-04-15;
S: First Pay: 2019-10-15; Redemption: 2021-04-15;
X: First Pay: 2019-10-15; Redemption: 2021-04-15;
Pqy: First Pay: 2019-10-15; Redemption: 2021-04-15;
Deal Comments
Dgv Gfbb Mxftgzn 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 11, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Azm | LXU | 47.600 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | WZS | 13.000 | 6.00 | - | - | - | - | - | - | - | Rlhswjyt | 3tO | - | - | 3nI+620 | - | - |
| D | PWT | 160.000 | 9.00 | - | - | WWW | - | - | - | - | Eroqwkvu | 3oV | - | - | 3kF+120 | - | - |
| X | WQL | 46.000 | 5.00 | - | - | - | - | - | - | - | Wwskklcv | 3dA | - | - | 3kD+185 | - | - |
| H | RGP | 54.000 | 9.00 | - | - | - | - | - | - | - | Bzzkkmkv | 3lE | - | - | 3tE+315 | - | - |
| O | NKT | 85.000 | 9.00 | - | - | - | - | - | - | - | Xfovfymp | 3qT | - | - | 3aY+220 | - | - |