| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TMX | 4.752 | 6.40 | Ess | - | - | - | - | - | - | Jcrcrsbn | MSFK | - | 90 | SPZL+90 | - | 230.00000 |
| H-K | BYJ | 14.000 | 1.75 | - | - | NN | - | - | 21.38% | - | Pskoqmbx | EBEX | - | 185 | BPKE+185 | - | 191.00000 |
| Punuue | KMA | 33.200 | - | II | - | DS | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-Y | VFZ | 85.500 | 7.14 | - | - | AAA- | - | - | 39.00% | - | Syhihaiy | XZTF | - | 320 | KJHB+320 | - | 613.00000 |
| I-V | UVD | 276.900 | 9.62 | Lkk | - | - | - | - | 56.00% | - | Cmzbjpnv | JCWW | - | 135 | KWOX+135 | - | 473.00000 |
| A-W | WPX | 64.400 | 5.46 | - | - | M | - | - | 69.10% | - | Jmhwshuk | PWOH | - | 215 | PDMK+215 | - | 424.00000 |
| A-L | CCK | 81.403 | 2.56 | Up3 | - | - | - | - | 5.00% | - | Ukcmqoaw | ATFM | - | 670 | CGWI+670 | - | 489.00000 |
Deal Comments
Tjfjv. Iyf Nbss Gjubycg 2.00
Reinvestment Period (YRS)
9.63
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CTP | 240.000 | 3.70 | Tkk | - | - | - | - | 45.00% | - | Wzswlddh | 3dF | - | 116 | 3xA+116 | - | - |
| Xg | HII | 64.000 | - | FQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | RNI | 95.200 | 98.40 | Cu3 | - | - | - | - | 9.00% | - | Tpzmoeyi | 3wC | - | 660 | 3pL+646 | - | - |
| V | ARR | 50.000 | 1.30 | T2 | - | - | - | - | 17.00% | - | Jlrrwubq | 3bE | - | 205 | 3xB+205 | - | - |
| W | UFL | 95.000 | 8.40 | Oi2 | - | - | - | - | 99.00% | - | Bkwedvjw | 3yC | - | 175 | 3nE+175 | - | - |
| R | HAI | 58.200 | 8.90 | Gtt3 | - | - | - | - | 13.50% | - | Djjxlibr | 3cS | - | 310 | 3rN+310 | - | - |
Tranche Comments
P: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144N/Ypj N;
W: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144I/Qfo U;
V: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144I/Fpr Z;
R: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144B/Nuz J;
H: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144U/Yfr Z;
Xg: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144W/Cqr I;
Deal Comments
Lvk Rgll Opstvzw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 1, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-A | BWD | 5.700 | 2.80 | - | HHH | - | - | - | - | - | Mfbylwaw | 3rT | - | 70 | 3nZ+70 | - | - |
| A-V | BZG | 14.000 | 2.30 | - | M | - | - | - | - | - | Euxdztkt | 3fY | - | 200 | 3dN+200 | - | - |
| Eeg | CQN | 14.000 | - | - | EH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-J | CWI | 29.800 | 8.60 | - | YY- | - | - | - | - | - | Aryofvsm | 3cW | - | 640 | 3aM+640 | - | - |
| Y-X | JCS | 36.000 | 5.70 | - | TTT- | - | - | - | - | - | Wwmoleir | 3zO | - | 305 | 3dP+305 | - | - |
| F-C | CCP | 17.000 | 2.40 | - | JJ | - | - | - | - | - | Szcdrmxa | 3bX | - | 160 | 3eT+160 | - | - |
| N-G | VVD | 254.000 | 6.50 | - | LLL | - | - | - | - | - | Cstmxtyj | 3zY | - | 110 | 3rV+110 | - | - |
Tranche Comments
I-A: Redemption: 2022-11-17; Registration: 144A/Vzq Q;
N-G: Redemption: 2022-11-17; Registration: 144P/Yun X;
F-C: Redemption: 2022-11-17; Registration: 144Y/Umk L;
A-V: Redemption: 2022-11-17; Registration: 144Z/Zsy G;
Y-X: Redemption: 2022-11-17; Registration: 144C/Dcs Z;
H-J: Redemption: 2022-11-17; Registration: 144D/Jmo Z;
Eeg: Redemption: 2022-11-17; Registration: 144L/Yce X;
Deal Comments
Zkuky. Stx Vvzz Fkextsm 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 1, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M Zbyg | VWP | 470.900 | - | Bzz | - | - | - | - | 19.00% | - | Xaqubaoh | 3rY | - | 117 | 3vH+117 | - | - |
| J | FJL | 22.600 | - | Ct2 | - | - | - | - | 41.80% | - | Macmdhqa | 3tB | 160-170 | 175 | 3dF+175 | - | - |
| Z | QJG | 40.100 | - | Nx3 | - | - | - | - | 6.00% | - | Okvetzlt | 3uX | 625-650 | 650 | 3gG+650 | - | - |
| L | GZZ | 497.700 | - | Ghh | - | - | - | - | 96.00% | - | Ahehwspk | 3qU | 115-117 | 117 | 3xM+117 | - | - |
| W | KHU | 73.900 | - | Pss3 | - | - | - | - | 98.60% | - | Slukfedb | 3yY | 305-315 | 305 | 3cN+305 | - | - |
| T | EWW | 53.000 | - | V2 | - | - | - | - | 16.10% | - | Sbywxsfk | 3kT | 195-205 | 200 | 3lI+200 | - | - |
| Pcllce | UYY | 45.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M Zbyg: First Pay: 2022-01-20; Redemption: 2023-07-20;
L: First Pay: 2022-01-20; Redemption: 2023-07-20;
J: First Pay: 2022-01-20; Redemption: 2023-07-20;
T: First Pay: 2022-01-20; Redemption: 2023-07-20;
W: First Pay: 2022-01-20; Redemption: 2023-07-20;
Z: First Pay: 2022-01-20; Redemption: 2023-07-20;
Pcllce: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Yhn Rfaa Aofshoz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-N | OJD | 88.400 | 4.00 | - | R | - | - | - | 36.00% | - | Gxfbupid | 3cN | - | 200 | 3kT+200 | - | - |
| S-N | NLA | 117.000 | 5.70 | - | ZZZ | - | - | - | 84.00% | - | Sbmojcvz | 3oF | - | 116 | 3uE+116 | - | - |
| J-F | OVU | 765.000 | 4.30 | - | NNN | - | - | - | 95.00% | - | Rwzpthjw | 3qW | - | 116 | 3oL+116 | - | - |
| M-V | JOS | 80.000 | 6.70 | - | UU | - | - | - | 27.00% | - | Hudblamw | 3kH | - | 170 | 3wG+170 | - | - |
| K-W | EZT | 87.900 | 5.30 | - | PPP- | - | - | - | 22.60% | - | Dbbvkasp | 3rY | - | 300 | 3nV+300 | - | - |
| V-N | ZLR | 84.000 | 60.70 | - | SS- | - | - | - | 9.60% | - | Pqzwrjec | 3fZ | - | 630 | 3lC+630 | - | - |
Tranche Comments
S-N: First Pay: 2021-10-15; Redemption: 2023-04-15;
J-F: First Pay: 2021-10-15; Redemption: 2023-04-15;
M-V: First Pay: 2021-10-15; Redemption: 2023-04-15;
W-N: First Pay: 2021-10-15; Redemption: 2023-04-15;
K-W: First Pay: 2021-10-15; Redemption: 2023-04-15;
V-N: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Uwkwc. Mtv-Btbb Xwxntxm 2.00.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JNL | 7.000 | - | - | PPP | XQ | - | - | - | - | Ghzovzol | 3kS | - | 75 | 3vR+75 | - | - |
| A-2-G | USE | 24.400 | - | - | WU | CCC | - | - | - | - | Oqcxvhoj | 3pH | - | 135 | 3gF+135 | - | - |
| F-P | GZB | 69.550 | - | - | F | WQ | - | - | - | - | Zyortqik | 3iM | - | 205 | 3gY+205 | - | - |
| S-J | JOM | 35.200 | - | - | EE | EW | - | - | - | - | Mhxhpxhw | 3xK | - | 170 | 3eB+170 | - | - |
| I-1-Z | EHE | 458.700 | - | - | YYY | WWW | - | - | - | - | Avfrswky | 3eG | - | 112 | 3vS+112 | - | - |
| Q-X | MPP | 31.240 | - | - | RRR- | XC | - | - | - | - | Aewzjfon | 3hT | - | 310 | 3bH+310 | - | - |
| S-H | TOH | 92.500 | - | - | ZZ- | EX | - | - | - | - | Khkumuhg | 3sF | - | 660 | 3yP+660 | - | - |
Tranche Comments
B: First Pay: 2021-07-20; Redemption: 2022-04-20;
I-1-Z: First Pay: 2021-07-20; Redemption: 2022-04-20;
A-2-G: First Pay: 2021-07-20; Redemption: 2022-04-20;
S-J: First Pay: 2021-07-20; Redemption: 2022-04-20;
F-P: First Pay: 2021-07-20; Redemption: 2022-04-20;
Q-X: First Pay: 2021-07-20; Redemption: 2022-04-20;
S-H: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Swewt. Zyx Wuaa Owjryqg 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 27, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | QPW | 94.000 | - | Ka2 | - | - | - | - | 55.10% | - | Zzkzvlme | 3gG | - | 150 | 3vN+150 | - | 557.00000 |
| C | RMA | 797.000 | - | Wqq | - | - | - | - | 12.00% | - | Lqylacjg | 3nF | - | 110 | 3uU+110 | - | 407.00000 |
| V | KEJ | 11.000 | - | Tqq3 | - | - | - | - | 50.10% | - | Cqxoaehu | 3vW | - | 295 | 3vZ+295 | - | 227.00000 |
| H | AVX | 85.420 | - | Qu3 | - | - | - | - | 2.38% | - | Wbyravds | 3cD | - | 660 | 3yA+660 | - | 670.00000 |
| M | BNC | 3.910 | - | K3 | - | - | - | - | 9.00% | - | Tlurdxrl | 3zG | - | 690 | 3uW+690 | - | 319.00000 |
| B | XIJ | 62.000 | - | W2 | - | - | - | - | 62.60% | - | Twjoylxj | 3nU | - | 175 | 3lQ+175 | - | 405.00000 |
| Zmndls | GGN | 30.900 | - | HS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144G/Ozo D;
C: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144T/Ark I;
B: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144X/Yej J;
V: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Q/Nqg A;
H: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Y/Qjm R;
M: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Q/Mid O;
Zmndls: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144V/Erq X;
Deal Comments
Htq Vmcc Vhlfteo 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 8, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KBM | 32.000 | 2.30 | - | OO- | - | - | - | 75.70% | - | Fxfwehii | 3uF | - | 781 | 3xU+781 | - | - |
| Die | KZN | 80.700 | - | - | ZF | - | - | - | - | - | - | - | - | - | - | - | - |
| O | OSI | 511.000 | 7.70 | - | UUU | - | - | - | 79.00% | - | Sewoaqzk | 3fP | - | 205 | 3vG+205 | - | - |
| E | GOM | 86.000 | 3.30 | - | XXX- | - | - | - | 31.50% | - | Kkpqmuns | 3eM | - | 538 | 3fE+538 | - | - |
| J | ACB | 74.000 | 8.40 | - | FF | - | - | - | 93.40% | - | Tuvbjtra | 3nA | - | 263 | 3fJ+263 | - | - |
| C | PUF | 4.400 | 8.50 | - | YR | - | - | - | 1.70% | - | Gplfmfxn | 3iG | - | 880 | 3fB+880 | - | - |
| A | IQW | 30.110 | 6.20 | - | R | - | - | - | 56.10% | - | Dbovvukl | 3qQ | - | 354 | 3dS+354 | - | - |
Tranche Comments
O: First Pay: 2020-10-15; Redemption: 2021-04-15;
J: First Pay: 2020-10-15; Redemption: 2021-04-15;
A: First Pay: 2020-10-15; Redemption: 2021-04-15;
E: First Pay: 2020-10-15; Redemption: 2021-04-15;
P: First Pay: 2020-10-15; Redemption: 2021-04-15;
C: First Pay: 2020-10-15; Redemption: 2021-04-15;
Die: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Hqe-Dkmm Rteoqxf 1.00
Risk Retention
WH Ugbx Uygyjggujk bgkzngzkyn uggk u xgyu gu nykugg gjxybgukb gu nyuujbgkugy ujiugji nuunlgujny uggk gky kgbx kygyjgguj kygzgkyuyjgb uz WH kygyjgguj kygzgkyuyjgb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 21, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | CLY | 27.900 | 6.00 | - | BB | AL | - | - | 80.00% | - | Pfolufqb | 3oT | - | 190 | 3oW+190 | - | - |
| K | TAD | 356.000 | 8.70 | - | MMM | PPP | - | LLL | 34.00% | - | Gymzsuoz | 3xV | - | 136 | 3xL+136 | - | - |
| Ycj | SKS | 94.000 | - | - | VW | BQ | - | - | - | - | - | - | - | - | - | - | - |
| E | WGG | 13.000 | 5.90 | - | W | XW | - | - | 80.00% | - | Xsvlkckh | 3iZ | - | 280 | 3cB+280 | - | - |
| K | JHQ | 92.000 | 5.50 | - | BBB- | IG | - | - | 64.00% | - | Icejlwlj | 3rL | - | 390 | 3iV+390 | - | - |
| Y | ROR | 20.000 | 2.80 | - | SS- | QG | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| M-2 | FVM | 1.400 | 4.00 | - | WW | MX | - | - | 92.00% | - | Koxeb | - | - | 190 | 3.53% | - | - |
Tranche Comments
K: Redemption: 2021-10-25; Registration: 144K/Fqk G;
M-1: Redemption: 2021-10-25; Registration: 144F/Tam W;
M-2: Redemption: 2021-10-25; Registration: 144G/Zps P;
E: Redemption: 2021-10-25; Registration: 144V/Hzq A;
K: Redemption: 2021-10-25; Registration: 144D/Bjw B;
Y: Redemption: 2021-10-25; Registration: 144G/Doq K;
Ycj: Redemption: 2021-10-25; Registration: 144Z/Ibw Q;
Deal Comments
Qzu-Jfgg Telpzd Dudy 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 27, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BGV | 89.520 | 2.20 | NS | KK- | HF | - | - | - | - | Grvjtxeg | 3nV | - | 735 | 3hI+735 | - | 42.81532 |
| V | MKS | 17.590 | 3.63 | JR | P | LP | - | - | - | - | Uvtcehxt | 3aU | - | 275 | 3pJ+275 | - | 399.00000 |
| N | RFU | 34.800 | 2.56 | PW | GG | BT | - | - | - | - | Ovkwvmmm | 3cB | - | 195 | 3cT+195 | - | 222.00000 |
| L | UFW | 893.000 | 5.20 | AC | CCC | YN | - | - | - | - | Qdvlkbej | 3oF | - | 142 | 3hS+142 | - | 394.00000 |
| Nwk | GPS | 60.900 | - | LI | NA | ZG | - | - | - | - | - | - | - | - | - | - | - |
| I | AHZ | 20.420 | 6.21 | NX | ZZZ- | JH | - | - | - | - | Ghxcfomi | 3pZ | - | 390 | 3xT+390 | - | 549.00000 |
Reinvestment Period (YRS)
8.5