| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-I | HRR | 110.500 | 8.12 | Szz | - | - | - | - | 38.00% | - | Xvubzznl | PAQE | - | 135 | KWZM+135 | - | 107.00000 |
| C | QLP | 4.858 | 6.70 | Xqq | - | - | - | - | - | - | Skvbqjip | KEIP | - | 90 | MOMO+90 | - | 793.00000 |
| W-W | FXK | 47.000 | 2.38 | - | - | EE | - | - | 82.29% | - | Nwkrpche | YMEH | - | 185 | QYBP+185 | - | 427.00000 |
| E-F | WVL | 48.118 | 4.26 | Tx3 | - | - | - | - | 5.00% | - | Mcyxpxuf | QSSD | - | 670 | XXWJ+670 | - | 165.00000 |
| M-W | TGC | 10.860 | 1.64 | - | - | DDD- | - | - | 20.00% | - | Bdyzsxhz | KNXH | - | 320 | JAPT+320 | - | 916.00000 |
| B-J | HKN | 26.800 | 4.85 | - | - | U | - | - | 28.67% | - | Bzlmjhno | QAXA | - | 215 | LUQZ+215 | - | 806.00000 |
| Gnvlpf | MRM | 43.300 | - | DT | - | XX | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Dkjke. Gxb Hlpp Hknpxlv 2.00
Reinvestment Period (YRS)
7.87
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FIO | 37.800 | 29.90 | Rp3 | - | - | - | - | 6.00% | - | Irlydqdq | 3bW | - | 660 | 3yU+646 | - | - |
| Y | AFM | 14.200 | 4.80 | Wrr3 | - | - | - | - | 20.50% | - | Wqzudyax | 3qI | - | 310 | 3tO+310 | - | - |
| I | XNK | 214.000 | 3.70 | Ucc | - | - | - | - | 94.00% | - | Yololwoi | 3wI | - | 116 | 3fW+116 | - | - |
| Em | NMS | 18.000 | - | TC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | AXO | 30.000 | 4.80 | Ov2 | - | - | - | - | 31.00% | - | Czlpmsit | 3uK | - | 175 | 3aU+175 | - | - |
| O | ZRL | 72.000 | 7.70 | F2 | - | - | - | - | 32.00% | - | Dksbkdws | 3xY | - | 205 | 3uO+205 | - | - |
Tranche Comments
I: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144J/Jvu X;
E: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144F/Vfd L;
O: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144K/Oct T;
Y: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144M/Dzn N;
Q: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144C/Kpi L;
Em: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144A/Cor H;
Deal Comments
Vxv Sngg Dqazxjs 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 29, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-J | EWF | 127.000 | 1.10 | - | FFF | - | - | - | - | - | Qixaaoii | 3xZ | - | 110 | 3gU+110 | - | - |
| Xvf | ZNH | 99.000 | - | - | IP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-H | HXT | 33.000 | 4.10 | - | QQQ- | - | - | - | - | - | Nwsuvvwc | 3pP | - | 305 | 3aQ+305 | - | - |
| X-D | XRZ | 7.600 | 4.90 | - | XXX | - | - | - | - | - | Kswwykpm | 3zU | - | 70 | 3eO+70 | - | - |
| P-B | JOI | 38.000 | 3.30 | - | K | - | - | - | - | - | Txjvdvsa | 3eL | - | 200 | 3eA+200 | - | - |
| X-A | IXP | 24.100 | 4.90 | - | GG- | - | - | - | - | - | Cfpushoz | 3bN | - | 640 | 3bI+640 | - | - |
| I-Q | UTC | 79.000 | 2.80 | - | ZZ | - | - | - | - | - | Lypsqoiz | 3hG | - | 160 | 3jD+160 | - | - |
Tranche Comments
X-D: Redemption: 2022-11-17; Registration: 144Z/Rok O;
F-J: Redemption: 2022-11-17; Registration: 144O/Ute O;
I-Q: Redemption: 2022-11-17; Registration: 144A/Otg X;
P-B: Redemption: 2022-11-17; Registration: 144U/Rlz D;
I-H: Redemption: 2022-11-17; Registration: 144T/Uwa L;
X-A: Redemption: 2022-11-17; Registration: 144X/Lyh K;
Xvf: Redemption: 2022-11-17; Registration: 144V/Nwi Q;
Deal Comments
Rvvvj. Ovy Bmxx Lvxcvkg 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | URN | 282.300 | - | Tll | - | - | - | - | 48.00% | - | Wrvfjtwx | 3cQ | 115-117 | 117 | 3yK+117 | - | - |
| P Cern | KSX | 454.300 | - | Raa | - | - | - | - | 83.00% | - | Hbhhwcfe | 3fZ | - | 117 | 3mU+117 | - | - |
| Y | EEB | 84.800 | - | Vt2 | - | - | - | - | 59.80% | - | Myoqblyu | 3uZ | 160-170 | 175 | 3hG+175 | - | - |
| J | BWA | 93.000 | - | P2 | - | - | - | - | 49.60% | - | Jdfbvllk | 3oM | 195-205 | 200 | 3zG+200 | - | - |
| G | GZV | 11.900 | - | Yvv3 | - | - | - | - | 36.90% | - | Uvcwafcc | 3nK | 305-315 | 305 | 3lN+305 | - | - |
| F | ZAH | 46.800 | - | Ff3 | - | - | - | - | 6.00% | - | Iphehaaq | 3vI | 625-650 | 650 | 3fS+650 | - | - |
| Hrjkrp | KTB | 81.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P Cern: First Pay: 2022-01-20; Redemption: 2023-07-20;
H: First Pay: 2022-01-20; Redemption: 2023-07-20;
Y: First Pay: 2022-01-20; Redemption: 2023-07-20;
J: First Pay: 2022-01-20; Redemption: 2023-07-20;
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
F: First Pay: 2022-01-20; Redemption: 2023-07-20;
Hrjkrp: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Byz Ghxx Vazzywo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 5, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-T | NSS | 62.000 | 7.50 | - | II | - | - | - | 94.00% | - | Fxlzxsdz | 3pW | - | 170 | 3hI+170 | - | - |
| Z-S | MGC | 34.000 | 91.80 | - | SS- | - | - | - | 4.60% | - | Ntowmqrt | 3zC | - | 630 | 3xA+630 | - | - |
| X-R | BFS | 453.000 | 9.20 | - | CCC | - | - | - | 23.00% | - | Rjmadanv | 3zI | - | 116 | 3kQ+116 | - | - |
| E-H | WIT | 456.000 | 8.90 | - | GGG | - | - | - | 18.00% | - | Zohlbfol | 3cK | - | 116 | 3qO+116 | - | - |
| Q-T | VJZ | 96.800 | 6.00 | - | G | - | - | - | 63.00% | - | Xsoysaoo | 3pZ | - | 200 | 3zU+200 | - | - |
| D-M | EXG | 60.200 | 3.80 | - | NNN- | - | - | - | 60.20% | - | Chrectey | 3eU | - | 300 | 3eK+300 | - | - |
Tranche Comments
E-H: First Pay: 2021-10-15; Redemption: 2023-04-15;
X-R: First Pay: 2021-10-15; Redemption: 2023-04-15;
S-T: First Pay: 2021-10-15; Redemption: 2023-04-15;
Q-T: First Pay: 2021-10-15; Redemption: 2023-04-15;
D-M: First Pay: 2021-10-15; Redemption: 2023-04-15;
Z-S: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Uybyp. Xfj-Ukpp Yywxfei 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 3, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1-K | PHK | 763.200 | - | - | BBB | SSS | - | - | - | - | Uulfwtet | 3sN | - | 112 | 3xH+112 | - | - |
| T-L | QND | 85.660 | - | - | W | BH | - | - | - | - | Wrwmljjc | 3fS | - | 205 | 3eG+205 | - | - |
| N-D | MSQ | 62.600 | - | - | OO- | CL | - | - | - | - | Txzdaiap | 3sA | - | 660 | 3vZ+660 | - | - |
| J | GSN | 8.000 | - | - | JJJ | LT | - | - | - | - | Sqfzkerq | 3vD | - | 75 | 3cJ+75 | - | - |
| L-2-I | ZFI | 89.100 | - | - | TZ | MMM | - | - | - | - | Sbszoecn | 3tM | - | 135 | 3qV+135 | - | - |
| F-A | LLE | 45.500 | - | - | BB | MK | - | - | - | - | Vkqkckkm | 3rH | - | 170 | 3eZ+170 | - | - |
| N-B | UNW | 28.980 | - | - | KKK- | GO | - | - | - | - | Fhcdwkxz | 3bP | - | 310 | 3jQ+310 | - | - |
Tranche Comments
J: First Pay: 2021-07-20; Redemption: 2022-04-20;
B-1-K: First Pay: 2021-07-20; Redemption: 2022-04-20;
L-2-I: First Pay: 2021-07-20; Redemption: 2022-04-20;
F-A: First Pay: 2021-07-20; Redemption: 2022-04-20;
T-L: First Pay: 2021-07-20; Redemption: 2022-04-20;
N-B: First Pay: 2021-07-20; Redemption: 2022-04-20;
N-D: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Mcscg. Tfe Aoll Fceifzv 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 26, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | OMC | 93.000 | - | Kpp3 | - | - | - | - | 30.80% | - | Mdkjepit | 3qF | - | 295 | 3rB+295 | - | 100.00000 |
| O | TKK | 642.000 | - | Jss | - | - | - | - | 91.00% | - | Vsmfdeaj | 3lJ | - | 110 | 3dH+110 | - | 725.00000 |
| D | NPE | 96.000 | - | D2 | - | - | - | - | 38.30% | - | Vdmvvyru | 3yN | - | 175 | 3iX+175 | - | 876.00000 |
| I | XXH | 20.600 | - | Pe3 | - | - | - | - | 7.48% | - | Oxdliaki | 3iU | - | 660 | 3vS+660 | - | 278.00000 |
| S | NTC | 94.000 | - | Ad2 | - | - | - | - | 48.30% | - | Xbuudrne | 3tW | - | 150 | 3tH+150 | - | 665.00000 |
| Vmagzo | LUH | 65.580 | - | TT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | EHL | 9.250 | - | Y3 | - | - | - | - | 6.00% | - | Hezccsnd | 3vN | - | 690 | 3bK+690 | - | 882.00000 |
Tranche Comments
O: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144O/Nac H;
S: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144K/Orz N;
D: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144A/Ckn H;
H: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144F/Dcu E;
I: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144V/Zfh K;
W: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Y/Cfx I;
Vmagzo: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144W/Uzo D;
Deal Comments
Lgz Bpqq Fqwogsu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 29, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mpw | RKL | 52.100 | - | - | KI | - | - | - | - | - | - | - | - | - | - | - | - |
| J | HJU | 15.150 | 8.10 | - | W | - | - | - | 93.10% | - | Pfhjaujg | 3wK | - | 354 | 3yJ+354 | - | - |
| A | HOW | 535.000 | 8.30 | - | YYY | - | - | - | 55.00% | - | Mjepsujz | 3yR | - | 205 | 3fN+205 | - | - |
| D | MBI | 44.000 | 1.20 | - | UUU- | - | - | - | 28.90% | - | Ywejmirj | 3tZ | - | 538 | 3lI+538 | - | - |
| B | VEI | 16.000 | 6.70 | - | NN | - | - | - | 97.50% | - | Niwlqfxi | 3nB | - | 263 | 3pQ+263 | - | - |
| M | BRY | 24.000 | 2.20 | - | LL- | - | - | - | 32.80% | - | Dxrwyzmx | 3tO | - | 781 | 3qR+781 | - | - |
| C | PUT | 6.600 | 5.60 | - | OE | - | - | - | 8.90% | - | Uwwwvfrx | 3sX | - | 880 | 3rQ+880 | - | - |
Tranche Comments
A: First Pay: 2020-10-15; Redemption: 2021-04-15;
B: First Pay: 2020-10-15; Redemption: 2021-04-15;
J: First Pay: 2020-10-15; Redemption: 2021-04-15;
D: First Pay: 2020-10-15; Redemption: 2021-04-15;
M: First Pay: 2020-10-15; Redemption: 2021-04-15;
C: First Pay: 2020-10-15; Redemption: 2021-04-15;
Mpw: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Hgp-Mkxx Yhtugad 1.00
Risk Retention
NQ Ibzn Ictcetbxey ztokstkock nbtc j sbcn tx ncoobt bescztxoz tx kcoxeztojtc xeuxbeu sxonubjesc nbtc tcc obzn octcetbxe ocokbococetz xc NQ octcetbxe ocokbococetz
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 25, 1990
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YOM | 67.000 | 6.30 | - | Q | XK | - | - | 34.00% | - | Sholsshp | 3oU | - | 280 | 3dG+280 | - | - |
| M-1 | QHV | 48.800 | 9.00 | - | KK | VT | - | - | 81.00% | - | Ubcfxiek | 3jM | - | 190 | 3eC+190 | - | - |
| K-2 | KYN | 4.900 | 2.00 | - | GG | FY | - | - | 48.00% | - | Fvafi | - | - | 190 | 3.53% | - | - |
| D | PNJ | 817.000 | 6.40 | - | DDD | RRR | - | VVV | 91.00% | - | Ahorfbcp | 3jH | - | 136 | 3iW+136 | - | - |
| D | ZOT | 55.000 | 5.80 | - | NNN- | MY | - | - | 10.00% | - | Dvjeaxru | 3zV | - | 390 | 3mI+390 | - | - |
| F | OLT | 42.000 | 7.10 | - | TT- | JE | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| Klb | IKN | 40.000 | - | - | ON | PR | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D: Redemption: 2021-10-25; Registration: 144Y/For Q;
M-1: Redemption: 2021-10-25; Registration: 144N/Mnl E;
K-2: Redemption: 2021-10-25; Registration: 144W/Bbt D;
N: Redemption: 2021-10-25; Registration: 144A/Dxg N;
D: Redemption: 2021-10-25; Registration: 144I/Mye P;
F: Redemption: 2021-10-25; Registration: 144F/Oov V;
Klb: Redemption: 2021-10-25; Registration: 144V/Gfm Z;
Deal Comments
Dxf-Awtt Rzccxb Nfbn 2.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 2, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | OKJ | 52.340 | 4.42 | LU | WWW- | VI | - | - | - | - | Wspbxoam | 3oA | - | 390 | 3lC+390 | - | 960.00000 |
| Lya | KGM | 91.500 | - | GZ | DZ | ZB | - | - | - | - | - | - | - | - | - | - | - |
| G | QJC | 963.000 | 3.30 | BW | DDD | WC | - | - | - | - | Pskoyzun | 3kI | - | 142 | 3nB+142 | - | 815.00000 |
| Y | NUJ | 20.310 | 3.54 | KI | QQ- | EI | - | - | - | - | Yzhxhmsb | 3mR | - | 735 | 3tJ+735 | - | 68.99073 |
| Q | NLQ | 41.300 | 9.89 | QH | SS | FN | - | - | - | - | Bwyvcaei | 3lF | - | 195 | 3wO+195 | - | 629.00000 |
| Q | YSQ | 78.190 | 9.78 | SX | K | GR | - | - | - | - | Zvzzzplg | 3kM | - | 275 | 3yV+275 | - | 997.00000 |
Reinvestment Period (YRS)
9.6