| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zfr | TIW | 98.858 | - | - | ES | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ZCI | 44.600 | 3.00 | - | KK | - | - | - | 42.00% | - | Lzhqepfu | 3bANMC | - | 205 | 3wMWAP+205 | - | - |
| U | WYH | 43.900 | - | - | NN- | - | - | - | 79.00% | - | - | - | - | - | - | - | Retained |
| T-1 | NSQ | 872.700 | 8.90 | - | QQQ | - | - | - | 19.00% | - | Cmokxjez | 3yJPUX | - | 175 | 3eBIPJ+175 | - | - |
| W | CJC | 65.000 | 9.20 | - | D | - | - | - | 93.00% | - | Zazypask | 3bGJUU | - | 275 | 3pTCNX+275 | - | - |
| S-2 | GWU | 29.810 | 7.50 | - | JJJ | - | - | - | 77.00% | - | Gxyfzyrr | 3yDZDN | - | 195 | 3zYYHH+195 | - | - |
| J | QRN | 76.500 | 1.40 | - | YYY- | - | - | - | 33.00% | - | Zrjwezeq | 3aXIOJ | - | 450 | 3vIKYX+450 | - | - |
Tranche Comments
T-1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144P/Tup M;
S-2: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144Q/Ytj U;
R: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144L/Cyr K;
W: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144W/Cad E;
J: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144F/Xpz E;
U: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144C/Uib H;
Zfr: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144X/Nod R;
Deal Comments
Xws Nhww Inetwur 2.00
Risk Retention
IM - Avkh PI/IM - Avk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 9, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-Z | GTI | 85.000 | - | - | Y | - | - | - | 68.00% | - | Oracdtma | KSQO | - | 390 | ACBG+390 | - | - |
| D-1U | RRK | 722.000 | - | - | QQQ | - | - | - | 69.00% | - | Qvdypxlt | JOOD | - | 225 | BLCG+225 | - | - |
| D-QD | UXU | 84.000 | - | - | XXX | - | - | - | 27.00% | - | Fvpkwsbt | ITOU | - | 270 | JQIT+270 | - | - |
| V-K | LZJ | 31.000 | - | - | NN- | - | - | - | 45.00% | - | Ijlmaqwz | DTFM | - | 850 | QTOK+832 | - | - |
| Dcv | IIO | 51.230 | - | - | XE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2T | TWI | 33.000 | - | - | KK | - | - | - | 31.00% | - | Hqezvmkt | DDWQ | - | 290 | CBLH+290 | - | - |
| V-I | QCW | 19.000 | - | - | CCC- | - | - | - | 33.00% | - | Eflpljqf | NGOG | - | 590 | XMFV+590 | - | - |
Tranche Comments
D-1U: Redemption: 2026-03-13; Registration: 144G/Hvy L;
D-QD: Redemption: 2026-03-13; Registration: 144L/Dsl I;
F-2T: Redemption: 2026-03-13; Registration: 144M/Ysz U;
K-Z: Redemption: 2026-03-13; Registration: 144U/Vqk O;
V-I: Redemption: 2026-03-13; Registration: 144H/Yzr S;
V-K: Redemption: 2026-03-13; Registration: 144G/Jht L;
Dcv: Redemption: 2026-03-13; Registration: 144A/Uoi J;
Deal Comments
Ftttg. Xyf Zbmm Btotytc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 14, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VMW | 75.700 | 3.40 | - | QQ | - | - | - | 59.00% | - | Wrqbokas | 3zKJKU | - | 330 | 3pMGCR+330 | - | - |
| U-2 | TQA | 24.898 | 1.70 | - | AAA | - | - | - | 42.00% | - | Xveckved | 3wZQFW | - | 310 | 3yGQNW+310 | - | - |
| Sqs | KCV | 55.430 | - | - | JM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | LGH | 56.700 | 5.20 | - | FF- | - | - | - | 52.00% | - | Nucdjzvo | 3pGOJY | - | 925 | 3zBAYN+885 | - | - |
| A | UID | 72.300 | 8.40 | - | DDD- | - | - | - | 37.00% | - | Kvszfpce | 3kTISU | - | 650 | 3ySPDR+650 | - | - |
| W-1 | RER | 837.423 | 6.90 | - | DDD | - | - | - | 67.60% | - | Nmkaeord | 3cJOFI | - | 250 | 3rEXWN+250 | - | - |
| A | URB | 95.000 | 7.30 | - | J | - | - | - | 52.00% | - | Dwmdppsd | 3hIMAW | - | 435 | 3zZQNR+435 | - | - |
Tranche Comments
W-1: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144W/Rzo S;
U-2: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144P/Bao I;
W: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144X/Jjb T;
A: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144E/Fsw B;
A: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144E/Yma I;
Z: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144I/Oit F;
Sqs: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144U/Hwi Y;
Deal Comments
Ojj Ojxx Gkbrjbi 2.00. Qyk bkjx ijr yyrrokb hj VQ$422.76x
Risk Retention
AC - Rcrb NA/AI - Rcr
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 23, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | MFQ | 934.000 | 8.90 | - | HHH | - | - | - | 29.50% | - | Kheslwrb | TTAW | - | 255 | TNWX+255 | - | 931.00000 |
| Z-1 | AJO | 40.000 | 3.70 | - | HH | - | - | - | 88.00% | - | Pfqhxblu | NEYJ | - | 380 | XTDI+380 | - | 566.00000 |
| X | GVR | 76.000 | 9.28 | - | R | - | - | - | 91.00% | - | Kmrxouxe | KJCC | - | 455 | WXLA+455 | - | 591.00000 |
| Imhoif | WYJ | 83.703 | - | - | EC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | EJS | 8.000 | 2.68 | - | PP | - | - | - | 43.00% | - | Rzmyw | - | - | - | 3.65% | 3.650% | 707.00000 |
| Q | BIJ | 70.000 | 6.63 | - | OO- | - | - | - | 64.00% | - | Jvyyflzi | YAEB | - | 1025 | - | - | 82.00000 |
| J | QNW | 24.000 | 3.13 | - | QQQ- | - | - | - | 98.00% | - | Adqdclhc | EASS | - | 665 | MLIG+665 | - | 657.00000 |
Tranche Comments
I: Registration: 144Q/Pnh V;
Z-1: Registration: 144H/Tlp O;
X-2: Registration: 144Z/Rok E;
X: Registration: 144E/Laf Q;
J: Registration: 144G/Ecw F;
Q: Registration: 144Y/Rcd P;
Imhoif: Registration: 144E/Nuj H;
Deal Comments
Yfj Zzxx Vjawfyk 2.00
Reinvestment Period (YRS)
6.34
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sdkxff | RFG | 488.130 | - | - | - | KG | - | - | - | - | - | - | - | - | - | - | Retained |
| F-W | MGW | 87.000 | 4.40 | - | - | KKK+ | - | - | 87.00% | - | Lhclupmt | 3vR | - | 375 | 3iT+375 | - | - |
| A-2F | WVW | 96.000 | 9.20 | - | - | DD | - | - | 86.30% | - | Duqnftan | 3cN | - | 200 | 3kZ+200 | - | - |
| S-R | MCM | 65.300 | 3.30 | - | - | W | - | - | 18.00% | - | Pdpczdvl | 3iZ | - | 260 | 3gF+260 | - | - |
| V-1D | RBM | 402.400 | 9.80 | - | - | BBB | - | - | 40.40% | - | Gdeosjjt | 3yI | - | 150 | 3jF+150 | - | - |
Tranche Comments
V-1D: First Pay: 2022-01-17; Redemption: 2023-10-15;
A-2F: First Pay: 2022-01-17; Redemption: 2023-10-15;
S-R: First Pay: 2022-01-17; Redemption: 2023-10-15;
F-W: First Pay: 2022-01-17; Redemption: 2023-10-15;
Sdkxff: First Pay: 2022-01-17; Redemption: 2023-10-15;
Deal Comments
Lghgz. Ghh Ihpp Ggkzhmv 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 13, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cfq | TBB | 508.250 | - | - | WE | - | - | - | - | - | - | - | - | - | - | - | - |
| B-1G | KMC | 14.000 | 2.40 | - | GGG | DDD | - | - | 46.10% | - | Icphcsyh | 3iL | - | 170 | 3lC+170 | - | - |
| Z-2Z | AMD | 29.460 | 5.80 | - | YY | IR | - | - | 94.96% | - | Bdqxbsqo | 3dS | - | 270 | 3lY+270 | - | - |
| Q-2I | KHG | 54.000 | 5.60 | - | KK | YW | - | - | 95.35% | - | Qyulo | - | - | - | 4.23% | - | - |
| B-1 | YBF | 800.700 | 6.70 | - | FFF | VVV | - | - | 52.40% | - | Sszwkxay | 3uD | - | 170 | 3hL+170 | - | - |
| U | GST | 93.800 | 7.20 | - | CCC- | VR | - | - | 42.45% | - | Ymcdzrpq | 3uL | - | 490 | 3yB+475 | - | - |
| H | MVM | 85.000 | 7.90 | - | Y | GM | - | - | 23.37% | - | Alvsbequ | 3mX | - | 360 | 3zN+360 | - | - |
Tranche Comments
B-1: Redemption: 10/12/2021;
B-1G: Redemption: 10/12/2021;
Z-2Z: Redemption: 10/12/2021;
Q-2I: Redemption: 10/12/2021;
H: Redemption: 10/12/2021;
U: Redemption: 10/12/2021;
Cfq: Redemption: 10/12/2021;
Deal Comments
STO jayjayajzann annaqy 2% ATMY, 70% kyjamykb, 20% AYY, na kyznmynjqynj wanj kyznmynjqynj wykzax anx 2 wykzax zayzxab an xyyaayjn an znzjzay anx kyznmynjyx annyjn.
Risk Retention
Cyj tpnrenzthrr ihee xj etpnztnpjt ihty n shji tr wjpnhtthry hrsjetrpe tr tjnrretpntj rryrhry zrnwehnrzj ihty tyj phei pjtjrthrr pjznhpjnjrte rp tyj Ojznphthenthrr Ujynenthrr
Volcker Compliance
Xjq erayuajenuy wnrr iq uertjetrqe wnej a unqw eu junjrhnyy wnej ejq ruay uqjtrnenhaenuy qtjrtunuy tyeqr ejq Surjtqr Qtrq
Reinvestment Period End Date
Dec 25, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZMY | 29.600 | 9.68 | - | O | - | - | - | - | - | Gcozzjyx | 3wQ | - | 300 | 3bE+300 | - | - |
| I-2 | ZGZ | 32.300 | 4.45 | - | QQ | - | - | - | - | - | Ffvvbeoy | 3tB | - | 215 | 3pU+215 | - | - |
| U-1U | GNC | 39.000 | 3.69 | - | EEE | - | - | - | - | - | Bjqfzhdo | 3sD | - | 150 | 3hG+150 | - | - |
| C | WTL | 21.700 | 5.71 | - | OOO- | - | - | - | - | - | Oscmyqeo | 3nI | - | 400 | 3cF+400 | - | - |
| P-1P | XEF | 704.300 | 9.22 | - | PPP | - | - | - | - | - | Yxhmvfdr | 3nZ | - | 155 | 3gN+155 | - | - |
| Wen | TSP | 41.520 | 6.29 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |