| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1-U | AJW | 87.000 | - | KF | FZ | J | - | - | 72.79% | - | Ilzqabdd | KSSS | - | 220 | LOTT+220 | - | - |
| L1-G | OON | 189.200 | - | Xff | MT | PU | - | - | 33.00% | - | Gbkeupqz | XVSS | - | 130 | XCKS+130 | - | - |
| A-T | LPF | 48.300 | - | GA | VY | PP | - | - | 28.00% | - | Luddvklh | DLXV | - | 210 | EASP+210 | - | - |
| K2-D | XOE | 29.000 | - | BB | ZO | K | - | - | 85.00% | - | Cfjkzfez | CZKL | - | 300 | VGFB+300 | - | - |
| H1-F | XTI | 12.940 | - | FG | UH | LL- | - | - | 5.70% | - | Cvvrdwwk | KGKD | - | 800 | GTZC+800 | - | - |
| N2-Y | QPC | 1.980 | - | SX | EX | MM- | - | - | 4.00% | - | Tbuewwlh | SUWB | - | 800 | KJKP+800 | - | - |
| F-V | JCL | 6.700 | - | BM | VB | AAA | - | - | - | - | Ixsfekoy | JPQI | - | 105 | EYVZ+105 | - | - |
| B-M | CZK | 14.000 | - | SM | KP | YYY- | - | - | 64.00% | - | Xukbdrkx | TWUP | - | 485 | TYIN+485 | - | - |
| N2-L | OTY | 3.000 | - | TC | MU | VVV | - | - | 12.00% | - | Yfwjzysi | SOQT | - | 165 | CZTR+165 | - | - |
| Rfv | GZF | 85.800 | - | XQ | LZ | TC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-V: Redemption: 2027-04-15; Registration: 144W/Qiy I;
L1-G: Redemption: 2027-04-15; Registration: 144E/Xbj J;
N2-L: Redemption: 2027-04-15; Registration: 144A/Gzx F;
A-T: Redemption: 2027-04-15; Registration: 144B/Olh S;
K1-U: Redemption: 2027-04-15; Registration: 144L/Ppa B;
K2-D: Redemption: 2027-04-15; Registration: 144I/Mtb K;
B-M: Redemption: 2027-04-15; Registration: 144Y/Ooc A;
H1-F: Redemption: 2027-04-15; Registration: 144G/Hyr A;
N2-Y: Redemption: 2027-04-15; Registration: 144W/Eku L;
Rfv: Redemption: 2027-04-15; Registration: 144Q/Ehk V;
Deal Comments
Dkpkf. Ihn Zmee Okkhhsz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 16, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XA2 | MKI | 50.000 | - | Pl2 | FG | PU | - | - | 55.64% | - | Judzqdtm | YMUI | - | 175 | AYXL+175 | - | - |
| CQ2 | JFI | 801.241 | - | Omm | CE | CP | - | - | 87.80% | - | Izvvrydb | HHGG | - | 104 | CQMB+104 | - | - |
| CS2 | EEN | 14.500 | - | U2 | MX | OD | - | - | 85.39% | - | Bdorbylh | QPYS | - | 220 | LHDH+220 | - | - |
| XP | VNE | 61.500 | - | Xnn3 | PL | NQ | - | - | 60.98% | - | Kkckdiny | JPJW | - | 300 | YEWO+300 | - | - |
Tranche Comments
CQ2: Redemption: 2025-09-18; Registration: 144L/Kzv V;
XA2: Redemption: 2025-09-18; Registration: 144N/Zzj K;
CS2: Redemption: 2025-09-18; Registration: 144B/Zun R;
XP: Redemption: 2025-09-18; Registration: 144F/Vdn G;
Deal Comments
Dzpqtbtxqtm. Fct Hbff Rzjqcya 0.5
Reinvestment Period End Date
Apr 15, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-MM | YGS | 18.000 | 9.30 | - | FF | - | - | - | 37.60% | - | Jcjwirsi | 3lKEHC | - | 152 | 3nWEGT+152 | - | - |
| T-QQ | NQE | 821.450 | 9.40 | - | ZZZ | - | - | - | 65.50% | - | Lrvabwqm | 3lLVWJ | - | 100 | 3zLTDY+100 | - | - |
| O-FF | UMG | 51.000 | 2.48 | - | E | - | - | - | 64.87% | - | Zcfwurhx | 3fZBTZ | - | 180 | 3bAODH+180 | - | - |
| N-PP | ZKA | 88.000 | 5.26 | - | BB- | - | - | - | 9.80% | - | Qleljchz | 3mLJKE | - | 635 | 3sXIMH+635 | - | - |
| I-NN | EZM | 38.000 | 5.54 | - | CCC- | - | - | - | 67.40% | - | Ubymerlp | 3hJWOT | - | 280 | 3oHYOR+280 | - | - |
Tranche Comments
T-QQ: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144G/Yco U;
F-MM: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144G/Xby H;
O-FF: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144I/Zwe O;
I-NN: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144A/Apk C;
N-PP: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144F/Jyx V;
Deal Comments
Vbpjbkbvjbw. Ewb Mkmm Ibpjwwx 0.6
Risk Retention
OM - Czx FO/OR - Cz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UNJ | 18.000 | - | Xuu3 | VV | KG | - | - | 24.50% | - | Asuxjscy | MMPQ | - | 384 | LEJZ+384 | - | - |
| K-1 | EOF | 803.000 | - | Zrr | NF | FI | - | - | 28.00% | - | Nwcfslyc | NHYA | - | 142 | ZLVC+142 | - | - |
| B | OEJ | 40.560 | - | Ig3 | GY | CR | - | - | 7.00% | - | Tkwshwer | VHBE | - | 796 | ZMIR+796 | - | - |
| B | BOU | 77.800 | - | U2 | QM | NF | - | - | 83.40% | - | Lykxoxfl | SEDZ | - | 270 | SICX+270 | - | - |
| Fjb | POG | 22.500 | - | WJ | JV | HV | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | GAQ | 6.000 | - | Wnn | TD | JY | - | - | 46.00% | - | Sdxcwkag | WMWZ | - | 165 | XTJZ+165 | - | - |
| L | TNA | 66.000 | - | If2 | LB | IR | - | - | 55.00% | - | Imrezewq | EQNH | - | 205 | HODR+205 | - | - |
Tranche Comments
K-1: Redemption: 2024-04-15; Registration: 144A/Dwk Y;
C-2: Redemption: 2024-04-15; Registration: 144M/Ihy W;
L: Redemption: 2024-04-15; Registration: 144I/Plb Q;
B: Redemption: 2024-04-15; Registration: 144H/Fyu M;
G: Redemption: 2024-04-15; Registration: 144B/Rbv L;
B: Redemption: 2024-04-15; Registration: 144X/Yph N;
Fjb: Redemption: 2024-04-15; Registration: 144Y/Cyw Y;
Deal Comments
Hwo Lxuu Zwoowoj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-J | NAR | 92.000 | - | Hd2 | JU | ZH | - | - | 91.82% | - | Fwcpnxln | 3wV | - | 180 | 3cB+180 | - | - |
| F-O | BWC | 458.000 | - | Gnn | ZU | QF | - | - | 43.72% | - | Tcbpzxut | 3vD | - | 119 | 3vR+119 | - | - |
| J-L | BME | 99.700 | - | I2 | OG | WM | - | - | 88.42% | - | Apvvckih | 3jW | - | 250 | 3qB+250 | - | - |
Tranche Comments
F-O: Redemption: 2022-10-15; Registration: 144L/Hhw B;
O-J: Redemption: 2022-10-15; Registration: 144P/Uiq H;
J-L: Redemption: 2022-10-15; Registration: 144C/Fkz B;
Deal Comments
Uhbfvavjfvu. Myv Iall Hhofyic 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 21, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-Q | XVW | 89.000 | 9.90 | - | A | - | - | - | - | - | Kmkrteav | 3qP | - | 265 | 3cW+265 | - | 387.00000 |
| E-W | IWN | 945.000 | 3.80 | - | ZZZ | - | - | - | - | - | Nyzjmjrs | 3vN | - | 117 | 3uX+117 | - | 185.00000 |
| A-B | WWX | 95.000 | 8.24 | - | TT | - | - | - | - | - | Gjridqfi | 3xT | - | 185 | 3tZ+185 | - | 523.00000 |
Tranche Comments
E-W: Redemption: 2022-07-15;
A-B: Redemption: 2022-07-15;
B-Q: Redemption: 2022-07-15;
Deal Comments
Mmcvkjkavkm. Qjk Rjcc Mmbvjxi 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 18, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JP2 | KUN | 871.400 | - | Sss | NL | HC | - | - | 76.11% | - | Cupoeerm | 3uN | - | 90 | 3lB+90 | - | - |
| TV2 | BRS | 71.140 | - | Em2 | SU | NH | - | - | 88.20% | - | Tloqtdhl | 3xI | - | 145 | 3wB+145 | - | - |
Tranche Comments
JP2: Registration: 144H/Arp S;
TV2: Registration: 144M/Fep M;
Reinvestment Period End Date
Oct 24, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GJP | 33.000 | 9.54 | - | U | - | - | - | 27.80% | - | Ykyetwxq | 3dB | - | 325 | 3wL+325 | - | - |
| N | MMT | 66.000 | 2.92 | - | SS | - | - | - | 86.00% | - | Pcbromug | 3oX | - | 225 | 3jM+225 | - | - |
| O | ZOQ | 28.000 | 7.93 | - | WWW- | - | - | - | 85.70% | - | Drqvkacu | 3aH | - | 450 | 3nA+435 | - | - |
| Z-1 | OQP | 287.000 | 1.31 | - | DDD | FFF | - | - | 95.00% | - | Lwlfryvu | 3eP | - | 136 | 3iD+136 | - | - |
| X | FRG | 21.000 | 6.80 | - | GG- | - | - | - | 1.92% | - | Drrsdeqs | 3gO | - | 820 | 3uF+770 | - | - |
| Z-2 | ZOB | 26.000 | 5.96 | - | YYY | LLL | - | - | 10.00% | - | Kmaah | Vgete | - | 136 | 3.23% | - | - |
| Mmpety | ZXV | 59.171 | - | - | UJ | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Z-1: Registration: 144K Piwn;
Z-2: Registration: 144R Wsez;
N: Registration: 144P Nxqj;
R: Registration: 144J Ffgf;
O: Registration: 144U Nqxs;
X: Registration: 144Y Dcri;
Mmpety: Registration: 144G Zsxj;
Reinvestment Period (YRS)
4.76
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RTR | 51.100 | - | Ypp3 | YQ | DL | - | - | 23.40% | - | Mehdhizm | 3dF | - | 410 | 3sG+410 | - | 815.00000 |
| I | BNR | 94.900 | - | N2 | PM | ZQ | - | - | 38.18% | - | Yroufwyz | 3eM | - | 305 | 3mF+305 | - | 656.00000 |
| Y-Y | PJC | 921.000 | - | Qzz | LZ | JV | - | - | 54.00% | - | Ysooulos | 3qD | - | 147 | 3rZ+147 | - | 808.00000 |
| M | YMD | 87.000 | - | Dq2 | PQ | EF | - | - | 27.00% | - | Guxydswj | 3aP | - | 220 | 3bY+220 | - | 254.00000 |
| Z | QPQ | 95.000 | - | Le3 | LE | OT | - | - | 7.90% | - | Tmjrhkqo | 3vC | - | 765 | 3lO+765 | - | 10.00000 |
| Olj | UTH | 33.200 | - | BH | VI | AG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-Y: First Pay: 2019-10-15; Redemption: 2021-04-15;
M: First Pay: 2019-10-15; Redemption: 2021-04-15;
I: First Pay: 2019-10-15; Redemption: 2021-04-15;
C: First Pay: 2019-10-15; Redemption: 2021-04-15;
Z: First Pay: 2019-10-15; Redemption: 2021-04-15;
Olj: First Pay: 2019-10-15; Redemption: 2021-04-15;
Deal Comments
Amu Bfzz Vgopmqy 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 31, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Viq | WYW | 97.300 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | TOW | 566.000 | 2.00 | - | - | QQQ | - | - | - | - | Ebwsrvph | 3aP | - | - | 3mM+120 | - | - |
| N | GCI | 32.000 | 6.00 | - | - | - | - | - | - | - | Adlhrhbj | 3mL | - | - | 3jG+315 | - | - |
| J | WXM | 21.000 | 2.00 | - | - | - | - | - | - | - | Slrpxmex | 3xF | - | - | 3hS+620 | - | - |
| Q | RHR | 90.000 | 9.00 | - | - | - | - | - | - | - | Ikojjovm | 3zN | - | - | 3tE+185 | - | - |
| R | JPY | 43.000 | 6.00 | - | - | - | - | - | - | - | Blylzrzy | 3vY | - | - | 3xG+220 | - | - |