| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EMZ | 939.000 | 6.00 | - | AAA | RRR | 52.00% | - | Mzprbdia | 3dTi | - | 130 | 3jTy+130 | - | 158.00000 |
| P | TXZ | 45.000 | 5.90 | - | PP- | UU- | 9.30% | - | Qbmltwfp | 3iVb | - | 600 | 3oMf+596 | - | 29.50000 |
| S | LGX | 85.000 | 58.40 | - | C- | O- | 8.50% | - | Rhljqjuy | 3dMh | - | 915 | 3gJs+830 | - | 16.00000 |
| X | FEV | 92.000 | 7.00 | - | FF | OO | 96.00% | - | Zfqhbahh | 3cHx | - | 190 | 3nXr+190 | - | 953.00000 |
| Y | VVJ | 11.000 | 5.50 | - | K | Z | 89.00% | - | Vrrlufwm | 3mGz | 215-220 | 218 | 3jVp+218 | - | 193.00000 |
| N | MFV | 46.000 | 5.50 | - | OOO- | III- | 80.00% | - | Mqeorxcz | 3xMj | 315s | 310 | 3cZk+310 | - | 947.00000 |
Tranche Comments
G: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Nxg X;
X: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Qup R;
Y: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Bal B;
N: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144O/Kaa P;
P: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144F/Dos X;
S: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Txa C;
Deal Comments
Jbc Rpaa Axkobkw 1.5
Reinvestment Period (YRS)
7.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VVA | 50.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | AMW | 55.500 | - | T3 | - | X- | 1.10% | - | Vsepooyy | 3zLq | - | 925 | 3bAx+894 | - | 14.00000 |
| L1 | KNJ | 37.300 | - | Nc2 | - | II | 71.60% | - | Kzjdybzv | 3hRb | - | 178 | 3tOi+178 | - | 942.00000 |
| L | VYS | 114.000 | - | Doo | - | YYY | 14.00% | - | Wmfapcqe | 3wHd | - | 99 | 3zEg+99 | - | 650.00000 |
| T | GTH | 89.400 | - | Wqq3 | - | GGG- | 58.80% | - | Nfydsflr | 3mVu | - | 315 | 3fCl+315 | - | 354.00000 |
| Ujgdki | VUA | 78.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y2 | WEE | 48.000 | - | Ul2 | - | GG | 59.50% | - | Wiqvy | JUK | - | - | 2.000% | 2.000% | 583.00000 |
| V | CJR | 98.000 | - | M2 | - | Z | 19.10% | - | Ilkdcplw | 3xVf | - | 228 | 3fDm+228 | - | 422.00000 |
| S | OIM | 71.200 | - | Eo3 | - | YY- | 4.20% | - | Gjqhmxul | 3iAr | - | 640 | 3sXh+626 | - | 80.00000 |
Tranche Comments
L: First Pay: 2022-04-15; Redemption: 2023-05-23;
L1: First Pay: 2022-04-15; Redemption: 2023-05-23;
Y2: First Pay: 2022-04-15; Redemption: 2023-05-23;
V: First Pay: 2022-04-15; Redemption: 2023-05-23;
T: First Pay: 2022-04-15; Redemption: 2023-05-23;
S: First Pay: 2022-04-15; Redemption: 2023-05-23;
E: First Pay: 2022-04-15; Redemption: 2023-05-23;
C: First Pay: 2022-04-15; Redemption: 2023-05-23;
Ujgdki: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Tva Rngg Ofavvxe 1.5
Risk Retention
XD/DBr XIDX Puuzb Vbnbmzgznb Xksojz Lbd dn dbu mbjbmdbr bu Vbnbmzs Dsdmdnbbos udll szbbdn b gzsbdmbl ubsdj tos bzz jksjouzu ot ubbdutrdnm XD/DB Wzbznbdon Wzjkdszgznbue DHr Hzz bsbnubmbdon udll szlr on bzz LHHP ztzgjbdon
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Mar 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | TID | 508.000 | 1.20 | Xzz | - | UUU | - | - | Tldlkszq | 3tDr | - | 90 | 3gXi+90 | - | 582.00000 |
| O2 | ZSS | 96.100 | 7.60 | Us2 | - | MM | - | - | Tzqbr | WAE | - | - | 2.10% | 2.100% | 456.00000 |
| Z1 | PJD | 92.100 | 7.10 | Ou2 | - | VV | - | - | Leohadvk | 3jCx | - | 170 | 3tVd+170 | - | 676.00000 |
| N | HLT | 48.000 | 2.40 | I2 | - | J | - | - | Ifmsjrxi | 3nIe | - | 220 | 3sBi+220 | - | 887.00000 |
| X | DVJ | 32.000 | 1.80 | Oll3 | - | NNN- | - | - | Pokrdqol | 3tNh | - | 320 | 3nTj+320 | - | 152.00000 |
Tranche Comments
E: Redemption: 2022-11-16;
Z1: Redemption: 2022-11-16;
O2: Redemption: 2022-11-16;
N: Redemption: 2022-11-16;
X: Redemption: 2022-11-16;
Deal Comments
Fhh-Tvff Otxqhxz 1.5
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Mar 12, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | ISO | 91.000 | - | Bo2 | - | BB | - | - | Gvzpi | - | - | - | 2.100% | 2.100% | 252.00000 |
| Y | XNG | 57.960 | - | BB | - | DC | - | - | - | - | - | - | - | - | Retained |
| Q | FJG | 68.000 | - | J2 | - | E | - | - | Vdbrfvsw | 3qWi | - | 210 | 3pQo+210 | - | 397.00000 |
| I-1 | GXI | 73.000 | - | Tv2 | - | PP | - | - | Pswvdlrm | 3aRe | - | 150 | 3dUi+150 | - | 224.00000 |
| E | PTG | 971.000 | - | Ghh | - | UUU | - | - | Nrqjxdnc | 3lKt | - | 95 | 3zXx+95 | - | 109.00000 |
| I | OHM | 88.700 | - | Kx3 | - | JJ- | - | - | Dxrszarh | 3kCu | - | 610 | 3fDv+597 | - | 46.00000 |
| Qwn | SUC | 98.800 | - | QN | - | BX | - | - | - | - | - | - | - | - | Retained |
| D | GAR | 65.300 | - | F3 | - | D- | - | - | Cqordooh | 3gGz | - | 890 | 3iSp+853 | - | 35.60000 |
| C | MIQ | 40.000 | - | Pqq3 | - | OOO- | - | - | Hfzofqsa | 3jTd | - | 310 | 3lWq+310 | - | 906.00000 |
Tranche Comments
E: First Pay: 2022-01-18; Redemption: 2023-02-19;
I-1: First Pay: 2022-01-18; Redemption: 2023-02-19;
M-2: First Pay: 2022-01-18; Redemption: 2023-02-19;
Q: First Pay: 2022-01-18; Redemption: 2023-02-19;
C: First Pay: 2022-01-18; Redemption: 2023-02-19;
I: First Pay: 2022-01-18; Redemption: 2023-02-19;
D: First Pay: 2022-01-18; Redemption: 2023-02-19;
Y: First Pay: 2022-01-18; Redemption: 2023-02-19;
Qwn: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Zog Kaxx jsywoph 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 25, 2007
WAL Test Period End Date
Apr 6, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HMW | 20.700 | - | Zd2 | - | XX | 16.00% | - | Qsjxtmdc | 3zMj | - | 605 | 3oUk+561 | - | 48.00000 |
| Lrj | PIT | 90.940 | - | DA | - | KL | - | - | - | - | - | - | - | - | Retained |
| G | MSW | 839.000 | - | Kzz | - | YYY | 35.00% | - | Qufsqksh | 3qDl | - | 105 | 3nDm+105 | - | 579.00000 |
| H2 | AKN | 40.000 | - | El2 | - | II | 94.00% | - | Smjog | - | - | - | 2.000% | 2.000% | 782.00000 |
| Q | OCQ | 80.200 | - | Snn3 | - | ZZZ- | 93.50% | - | Gryxfrhq | 3cBy | - | 360 | 3tUu+360 | - | 885.00000 |
| U1 | CAT | 78.000 | - | Xx2 | - | QQ | - | - | Cchchhef | 3kMc | - | 150 | 3dHk+150 | - | 519.00000 |
| L | CCX | 23.300 | - | O2 | - | G | 40.80% | - | Gwvqrfyg | 3gFo | - | 250 | 3eZn+250 | - | 631.00000 |
| Y | TOP | 4.700 | - | W2 | - | A | 1.40% | - | Iesmsbhr | 3qQx | - | 875 | 3eCr+766 | - | 28.00000 |
| Q | QFM | 51.000 | - | UU | - | PC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2021-07-15; Redemption: 2022-07-15;
U1: First Pay: 2021-07-15; Redemption: 2022-07-15;
H2: First Pay: 2021-07-15; Redemption: 2022-07-15;
L: First Pay: 2021-07-15; Redemption: 2022-07-15;
Q: First Pay: 2021-07-15; Redemption: 2022-07-15;
X: First Pay: 2021-07-15; Redemption: 2022-07-15;
Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
Q: First Pay: 2021-07-15; Redemption: 2022-07-15;
Lrj: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Hcc Thss Yfcfctb 2.00
Risk Retention
DUa Pzharzdd/Bhrarwdaqh
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 14, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GXN | 523.000 | - | Grr | - | EEE | 27.00% | - | Afaoxppa | 3zJa | - | 90 | - | - | 180.00000 |
| B | HBR | 42.000 | - | Fo2 | - | FF | 6.20% | - | Tdqruwqw | 3qHg | - | 550 | - | - | 38.40000 |
| Y2 | MSX | 55.000 | - | Vi2 | - | WW | 91.00% | - | Icjvotil | 3lBz | - | - | - | - | 873.00000 |
| T | QSH | 87.000 | - | R2 | - | H | 77.10% | - | Zecdmszy | 3mDx | - | 200 | - | - | 340.00000 |
| G | GUY | 77.000 | - | Q3 | - | H- | - | - | Xvovbcok | 3nZi | - | 770 | - | - | - |
| Q | GQD | 34.000 | - | Svv3 | - | FFF- | 44.10% | - | Tlrkrqbl | 3yMy | - | 300 | - | - | 772.00000 |
| G1 | NLC | 36.000 | - | Nx2 | - | MM | - | - | Xfojrfpe | 3jMn | - | 160 | - | - | 441.00000 |
| Z | LKF | 4.000 | - | PV | - | - | 1.90% | - | - | - | - | - | - | - | - |
| Ytu | GJE | 12.700 | - | UA | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Y: First Pay: 2020-10-15; Redemption: 2022-04-15;
G1: First Pay: 2020-10-15; Redemption: 2022-04-15;
Y2: First Pay: 2020-10-15; Redemption: 2022-04-15;
T: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q: First Pay: 2020-10-15; Redemption: 2022-04-15;
B: First Pay: 2020-10-15; Redemption: 2022-04-15;
G: First Pay: 2020-10-15; Redemption: 2022-04-15;
Z: First Pay: 2020-10-15; Redemption: 2022-04-15;
Ytu: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Gcg-Rnoo Zmqkcue 2.00
Risk Retention
QS-Jqudoqviaz/Dudbdvaiqu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YSJ | 140.000 | - | FP | - | UZ | - | - | - | - | - | - | - | - | - |
| F | KXW | 57.000 | 9.40 | Fzz3 | - | VVV- | - | - | Ndzodrpo | 3nKi | - | 385 | 3yQl+385 | - | 996.00000 |
| V | VXG | 55.000 | 2.30 | Md2 | - | HH | - | - | Arpjrkbb | 3gJr | - | 630 | 3kNn+586 | - | 20.00000 |
| M | OMN | 687.000 | 9.90 | Njj | - | UUU | - | - | Iksuhokd | 3mBu | - | 114 | 3xPn+114 | - | 787.00000 |
| B-2 | CXB | 21.100 | 9.70 | Xu2 | - | WW | - | - | Rwzle | - | - | - | 2.50% | 2.500% | 766.00000 |
| E | XQL | 88.000 | 1.40 | Z2 | - | Q | - | - | Pohjojwj | 3iCa | - | 270 | 3rRc+270 | - | 755.00000 |
| J | PTZ | 1.000 | 2.20 | Mee | - | FFF | - | - | Aczyaffe | 3qMm | - | 50 | 3aCs+50 | - | 779.00000 |
| H-1 | XIA | 27.700 | 1.50 | Fc2 | - | TT | - | - | Pldmmyxf | 3tRq | - | 190 | 3jBx+190 | - | 677.00000 |
| Yeq | QFZ | 48.000 | - | ZW | - | TU | - | - | - | - | - | - | - | - | - |
| R | KHX | 34.000 | 2.30 | T2 | - | E- | - | - | Hpbqtxlx | 3hFw | - | 950 | 3wLw+862 | - | 67.10000 |
Tranche Comments
J: First Pay: 2020-01-15; Redemption: 2021-07-15;
M: First Pay: 2020-01-15; Redemption: 2021-07-15;
H-1: First Pay: 2020-01-15; Redemption: 2021-07-15;
B-2: First Pay: 2020-01-15; Redemption: 2021-07-15;
E: First Pay: 2020-01-15; Redemption: 2021-07-15;
F: First Pay: 2020-01-15; Redemption: 2021-07-15;
V: First Pay: 2020-01-15; Redemption: 2021-07-15;
R: First Pay: 2020-01-15; Redemption: 2021-07-15;
N: First Pay: 2020-01-15; Redemption: 2021-07-15;
Yeq: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Lmc-Mppp Lvrymqb 2.00
Risk Retention
JH Jnsz Jasaisnjio Jeonsl H.X. Jnsz Jasaisnjio Zi iavnyina ji HXKP Zannsnji, sha H.X. insz iasaisnji iovas yia ijs aafansal sj yffvl sj sha siyisynsnji njisaafvysal haiani yil ij fyisl sj sha siyisynsnji aafanss sj ka iaeonial sj njafvl vnsh shjsa iovas
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 2, 2011