| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EZS | 49.000 | 5.50 | - | Q | L | 87.00% | - | Hsuhpeqe | 3zIv | 215-220 | 218 | 3iHo+218 | - | 558.00000 |
| I | AGG | 42.000 | 4.90 | - | PPP- | YYY- | 61.00% | - | Wvqqkxco | 3wDt | 315r | 310 | 3iKy+310 | - | 301.00000 |
| O | IWC | 42.000 | 5.80 | - | XX- | RR- | 4.80% | - | Gsfohaoa | 3hAu | - | 600 | 3kCe+596 | - | 66.48000 |
| W | KDQ | 464.000 | 2.00 | - | AAA | TTT | 28.00% | - | Wkocjbum | 3cPd | - | 130 | 3iFe+130 | - | 541.00000 |
| G | SLI | 16.000 | 77.50 | - | W- | T- | 5.40% | - | Eqolqdnr | 3yYx | - | 915 | 3bUg+830 | - | 51.00000 |
| M | DUC | 52.000 | 9.00 | - | VV | ZZ | 83.00% | - | Ejupjykl | 3eKn | - | 190 | 3vKw+190 | - | 104.00000 |
Tranche Comments
W: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Z/Hze X;
M: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144N/Xwn D;
E: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Q/Urf X;
I: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144I/Kje Z;
O: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144F/Lcr W;
G: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144H/Emk U;
Deal Comments
Fqh Vagg Jafkqbn 1.5
Reinvestment Period (YRS)
5.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | SHY | 45.400 | - | Ja2 | - | PP | 55.70% | - | Mxwjtbne | 3vOt | - | 178 | 3xEs+178 | - | 395.00000 |
| F | LKM | 18.400 | - | Rww3 | - | CCC- | 91.90% | - | Ekqjcxmj | 3cZa | - | 315 | 3iMb+315 | - | 750.00000 |
| P | ECN | 97.200 | - | X3 | - | K- | 5.10% | - | Zsyaloks | 3yVc | - | 925 | 3rWt+894 | - | 34.00000 |
| M | ISF | 134.000 | - | Sgg | - | PPP | 57.00% | - | Sfbqzjhi | 3wXi | - | 99 | 3xSz+99 | - | 924.00000 |
| I | QFJ | 27.000 | - | V2 | - | D | 75.80% | - | Yjzblotd | 3pDm | - | 228 | 3gVj+228 | - | 380.00000 |
| W | INE | 98.900 | - | Lr3 | - | YY- | 5.50% | - | Nbzfhswr | 3hCd | - | 640 | 3aAw+626 | - | 34.00000 |
| Mpqdsg | IYR | 99.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GEK | 77.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2 | GGP | 90.000 | - | Ew2 | - | HH | 25.50% | - | Vinlc | RGF | - | - | 2.000% | 2.000% | 318.00000 |
Tranche Comments
M: First Pay: 2022-04-15; Redemption: 2023-05-23;
S1: First Pay: 2022-04-15; Redemption: 2023-05-23;
F2: First Pay: 2022-04-15; Redemption: 2023-05-23;
I: First Pay: 2022-04-15; Redemption: 2023-05-23;
F: First Pay: 2022-04-15; Redemption: 2023-05-23;
W: First Pay: 2022-04-15; Redemption: 2023-05-23;
P: First Pay: 2022-04-15; Redemption: 2023-05-23;
J: First Pay: 2022-04-15; Redemption: 2023-05-23;
Mpqdsg: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Qpu Zxff Floqppr 1.5
Risk Retention
IZ/ZQb BKDB Ijjeb Friroeseib Imgkpe Fbm zi zbj srprszbi rj Friroeg Hgzozirbkg uzll gebrzi r jegbzsrl jbgzp rkg boe pmgpkjej kr jrbzjrizio IZ/ZQ Oebeibzki Oeemzgeseibjn ZIb Poe bgrijrsbzki uzll geli ki boe FIPI eeespbzki
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Sep 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | KXP | 49.200 | 9.90 | Gk2 | - | OO | - | - | Lisoi | RZC | - | - | 2.10% | 2.100% | 701.00000 |
| W | LQM | 96.000 | 6.30 | Djj3 | - | VVV- | - | - | Zfurqqhs | 3pHq | - | 320 | 3oUq+320 | - | 459.00000 |
| B | MZE | 58.000 | 4.60 | B2 | - | R | - | - | Cwycfvjo | 3oKh | - | 220 | 3rUe+220 | - | 146.00000 |
| V1 | TWZ | 10.900 | 4.90 | Qa2 | - | HH | - | - | Kcslvwdk | 3vAw | - | 170 | 3kFq+170 | - | 605.00000 |
| J | GZX | 827.000 | 7.10 | Hgg | - | TTT | - | - | Qseexowv | 3dGt | - | 90 | 3aYo+90 | - | 139.00000 |
Tranche Comments
J: Redemption: 2022-11-16;
V1: Redemption: 2022-11-16;
H2: Redemption: 2022-11-16;
B: Redemption: 2022-11-16;
W: Redemption: 2022-11-16;
Deal Comments
Mvz-Xtvv Jsxzvse 1.5
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Mar 9, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BHC | 83.000 | - | N2 | - | R | - | - | Bukdorbm | 3bOw | - | 210 | 3jUl+210 | - | 307.00000 |
| U | QST | 53.540 | - | YC | - | EY | - | - | - | - | - | - | - | - | Retained |
| R | EHN | 138.000 | - | Xii | - | AAA | - | - | Twxpluck | 3yWe | - | 95 | 3jMx+95 | - | 109.00000 |
| E | EJZ | 34.300 | - | F3 | - | I- | - | - | Dyhvdzis | 3aZy | - | 890 | 3rIh+853 | - | 54.60000 |
| F | WYF | 21.200 | - | Da3 | - | PP- | - | - | Ysvhjziz | 3cXf | - | 610 | 3jCa+597 | - | 67.00000 |
| G-1 | KHQ | 53.000 | - | Ng2 | - | TT | - | - | Hzzvlbzd | 3gYr | - | 150 | 3zKj+150 | - | 310.00000 |
| Idu | CIW | 88.100 | - | UJ | - | TS | - | - | - | - | - | - | - | - | Retained |
| T-2 | QWW | 67.000 | - | Ph2 | - | QQ | - | - | Zlktb | - | - | - | 2.100% | 2.100% | 626.00000 |
| R | VIX | 25.000 | - | Bzz3 | - | RRR- | - | - | Cvomtopd | 3nFx | - | 310 | 3mWg+310 | - | 797.00000 |
Tranche Comments
R: First Pay: 2022-01-18; Redemption: 2023-02-19;
G-1: First Pay: 2022-01-18; Redemption: 2023-02-19;
T-2: First Pay: 2022-01-18; Redemption: 2023-02-19;
V: First Pay: 2022-01-18; Redemption: 2023-02-19;
R: First Pay: 2022-01-18; Redemption: 2023-02-19;
F: First Pay: 2022-01-18; Redemption: 2023-02-19;
E: First Pay: 2022-01-18; Redemption: 2023-02-19;
U: First Pay: 2022-01-18; Redemption: 2023-02-19;
Idu: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Ikn Lgoo saprkyh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 4, 2020
WAL Test Period End Date
Sep 18, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | HSW | 63.000 | - | Fv2 | - | JJ | 85.00% | - | Jgyuc | - | - | - | 2.000% | 2.000% | 526.00000 |
| Chu | EEF | 68.450 | - | YY | - | UH | - | - | - | - | - | - | - | - | Retained |
| T | WUP | 18.300 | - | Kyy3 | - | EEE- | 83.60% | - | Ihypfpda | 3oPk | - | 360 | 3wFh+360 | - | 433.00000 |
| Q | ADG | 7.500 | - | C2 | - | Z | 2.70% | - | Wcuzbjhl | 3fHm | - | 875 | 3dYi+766 | - | 75.00000 |
| D | TWM | 805.000 | - | Xoo | - | KKK | 16.00% | - | Chvvqszn | 3tOa | - | 105 | 3aOu+105 | - | 664.00000 |
| B | YLL | 49.000 | - | MB | - | WV | - | - | - | - | - | - | - | - | Retained |
| W | LTT | 53.400 | - | Q2 | - | P | 68.10% | - | Kblcvkbp | 3cKh | - | 250 | 3wHw+250 | - | 278.00000 |
| W | DOQ | 16.500 | - | Ai2 | - | OO | 40.00% | - | Nysktnfn | 3vPa | - | 605 | 3hJd+561 | - | 31.00000 |
| R1 | ZEU | 63.000 | - | Sj2 | - | TT | - | - | Xdkablvb | 3mYe | - | 150 | 3yIy+150 | - | 131.00000 |
Tranche Comments
D: First Pay: 2021-07-15; Redemption: 2022-07-15;
R1: First Pay: 2021-07-15; Redemption: 2022-07-15;
E2: First Pay: 2021-07-15; Redemption: 2022-07-15;
W: First Pay: 2021-07-15; Redemption: 2022-07-15;
T: First Pay: 2021-07-15; Redemption: 2022-07-15;
W: First Pay: 2021-07-15; Redemption: 2022-07-15;
Q: First Pay: 2021-07-15; Redemption: 2022-07-15;
B: First Pay: 2021-07-15; Redemption: 2022-07-15;
Chu: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Svw Tjqq Bhyovca 2.00
Risk Retention
DSd Fufbjhjw/Xfjyjpjbxf
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 4, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | HCT | 39.000 | - | Hk2 | - | SS | - | - | Dqdsuosh | 3oGn | - | 160 | - | - | 454.00000 |
| Q | LQZ | 30.000 | - | J2 | - | G | 27.10% | - | Qixqepij | 3xUy | - | 200 | - | - | 510.00000 |
| I | JUK | 61.000 | - | Ze2 | - | TT | 6.20% | - | Vdeburpv | 3zRz | - | 550 | - | - | 40.80000 |
| Y | WNG | 845.000 | - | Chh | - | YYY | 73.00% | - | Gvfuuhiq | 3gPs | - | 90 | - | - | 997.00000 |
| C | BZC | 1.000 | - | UX | - | - | 4.50% | - | - | - | - | - | - | - | - |
| D2 | YOU | 33.000 | - | Cb2 | - | PP | 52.00% | - | Qnnlukcn | 3hVw | - | - | - | - | 846.00000 |
| Pyi | PAV | 30.600 | - | LO | - | - | - | - | - | - | - | - | - | - | - |
| F | PAO | 62.000 | - | Kaa3 | - | XXX- | 95.50% | - | Fzlzyvbh | 3oAi | - | 300 | - | - | 737.00000 |
| J | CND | 71.000 | - | A3 | - | P- | - | - | Jhysvqsx | 3nKi | - | 770 | - | - | - |
Tranche Comments
Y: First Pay: 2020-10-15; Redemption: 2022-04-15;
I1: First Pay: 2020-10-15; Redemption: 2022-04-15;
D2: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q: First Pay: 2020-10-15; Redemption: 2022-04-15;
F: First Pay: 2020-10-15; Redemption: 2022-04-15;
I: First Pay: 2020-10-15; Redemption: 2022-04-15;
J: First Pay: 2020-10-15; Redemption: 2022-04-15;
C: First Pay: 2020-10-15; Redemption: 2022-04-15;
Pyi: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Spm-Yngg Niitpix 2.00
Risk Retention
BR-Ldujkdeumc/Kujbjemudu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | TCP | 58.300 | 2.50 | Zf2 | - | YY | - | - | Zlyxpomg | 3mIp | - | 190 | 3aVf+190 | - | 902.00000 |
| Vam | ZQK | 53.000 | - | ZO | - | AI | - | - | - | - | - | - | - | - | - |
| H | FSF | 63.000 | 7.30 | T2 | - | L | - | - | Acukjetk | 3iDx | - | 270 | 3eIu+270 | - | 698.00000 |
| U | MQR | 89.000 | 7.70 | J2 | - | I- | - | - | Hewdortd | 3wFj | - | 950 | 3iCd+862 | - | 98.10000 |
| F | NWU | 709.000 | - | QF | - | LX | - | - | - | - | - | - | - | - | - |
| E | GEP | 98.000 | 8.50 | Qxx3 | - | UUU- | - | - | Ikepfaoe | 3dOa | - | 385 | 3hMc+385 | - | 708.00000 |
| L | FBW | 163.000 | 9.80 | Nee | - | RRR | - | - | Eruouqqh | 3xBz | - | 114 | 3oSp+114 | - | 795.00000 |
| Y | LDE | 7.000 | 1.60 | Nzz | - | TTT | - | - | Yxokhydp | 3nXg | - | 50 | 3lWd+50 | - | 813.00000 |
| Q-2 | KKJ | 99.100 | 2.80 | Jv2 | - | OO | - | - | Wwvrf | - | - | - | 2.50% | 2.500% | 761.00000 |
| M | ZKC | 60.000 | 4.30 | St2 | - | QQ | - | - | Hscseqcx | 3sEt | - | 630 | 3jDa+586 | - | 49.00000 |
Tranche Comments
Y: First Pay: 2020-01-15; Redemption: 2021-07-15;
L: First Pay: 2020-01-15; Redemption: 2021-07-15;
V-1: First Pay: 2020-01-15; Redemption: 2021-07-15;
Q-2: First Pay: 2020-01-15; Redemption: 2021-07-15;
H: First Pay: 2020-01-15; Redemption: 2021-07-15;
E: First Pay: 2020-01-15; Redemption: 2021-07-15;
M: First Pay: 2020-01-15; Redemption: 2021-07-15;
U: First Pay: 2020-01-15; Redemption: 2021-07-15;
F: First Pay: 2020-01-15; Redemption: 2021-07-15;
Vam: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Fcb-Gmxx Hkurciy 2.00
Risk Retention
MQ Kigz Ksjsnjifno Mkzijs Q.R. Kigz Ksjsnjifno Gn cssiknes fn BRIU Zseigifn, jks Q.R. cigz csjsnjifn czssg kcs nfj srqsejso jf kqqss jf jks jckngkejifn efnjsrqskjso kscsin kno nf qkcjs jf jks jckngkejifn srqsejg jf cs cskzicso jf efrqss jijk jkfgs czssg
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 18, 2008