| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NMD | 96.000 | 5.60 | - | ZZZ- | ZZZ- | 39.00% | - | Musucdne | 3iDy | - | 350 | 3pYe+350 | - | 250.00000 |
| N | BZH | 18.000 | 19.80 | - | Q- | B- | 1.50% | - | Qrxaskak | 3hRs | - | 900 | 3bMw+851 | - | 73.00000 |
| P | DVA | 939.200 | 7.60 | - | TTT | DDD | 69.00% | - | Afsmvvmz | 3gZi | - | 130 | 3bNs+130 | - | 759.00000 |
| J-1 | TIQ | 10.000 | 7.50 | - | VV | GG | 49.00% | - | Oaxsaevw | 3tQq | - | 200 | 3vFm+200 | - | 969.00000 |
| Q-2 | ZMY | 88.000 | 5.50 | - | ZZ | OO | 20.00% | - | Rfyuy | HKC | - | - | 5.00% | 5.000% | 953.00000 |
| S | WJR | 25.000 | 9.40 | - | W | B | 22.00% | - | Bkvlcdxo | 3cAk | - | 240 | 3qAt+240 | - | 984.00000 |
| Sxi | CAG | 28.900 | - | - | PN | DG | - | - | - | - | - | - | - | - | Retained |
| H Erdc | VSN | 926.700 | 4.20 | - | YYY | SSS | 29.00% | - | Dddjjbkl | 3lOw | - | 130 | 3gRm+130 | - | 188.00000 |
| G | QXY | 94.000 | 65.00 | - | XX- | VV- | 3.10% | - | Cyzawqpr | 3xXq | - | 600 | 3kKo+600 | - | 479.00000 |
Tranche Comments
P: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144U/Wtt I;
H Erdc: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144V/Eww Q;
J-1: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144Q/Ntp L;
Q-2 : First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144D/Eud C;
S: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144J/Xmi M;
M: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144W/Xqk A;
G: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144O/Rip S;
N: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144G/Dpw T;
Sxi: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144X/Dxo M;
Deal Comments
Hob Lott Mouwofx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 4, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KUR | 278.770 | 7.90 | - | HHH | VVV | 96.00% | - | Jwqoxwto | 3sWl | - | 131 | 3vMp+131 | - | 320.00000 |
| I | TWK | 86.740 | 55.00 | - | VV- | EE- | 2.20% | - | Gbjdrimp | 3sKk | - | 635 | 3tFj+631 | - | 80.63000 |
| K | WJW | 69.300 | 22.10 | - | B- | J- | 4.50% | - | Advoavcz | 3wCv | - | 965 | 3aGd+864 | - | 30.00000 |
| Lnn Zue | ZLM | 6.240 | - | - | NE | GJ | - | - | - | - | - | - | - | - | Retained |
| DH | JBF | 611.200 | 1.40 | - | VVV | III | 70.00% | - | Dzwkkshi | 3jEv | - | 131 | 3xLa+131 | - | 765.00000 |
| Lcg | VER | 62.200 | - | - | BU | GQ | - | - | - | - | - | - | - | - | Retained |
| P | BNB | 19.000 | - | - | YG | UU | - | - | - | - | - | - | - | - | Retained |
| G | AKT | 79.000 | 2.10 | - | P | M | 39.20% | - | Pcbrfbqh | 3vVv | - | 260 | 3wNq+260 | - | 948.00000 |
| B | XQS | 76.450 | 1.10 | - | YY | UU | 85.40% | - | Zexrlttg | 3nIo | - | 205 | 3jKj+205 | - | 382.00000 |
| N | NWK | 32.370 | 3.90 | - | WWW- | EEE- | 44.00% | - | Ssbjybkn | 3tZl | - | 375 | 3mMh+375 | - | 492.00000 |
Tranche Comments
I: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144X/Exn G;
DH: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144D/Cqb Q;
B: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144B/Bfh O;
G: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144X/Feu Y;
N: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144Y/Wst G;
I: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144H/Dvb E;
K: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144E/Gbk T;
P: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144I/Axu I;
Lnn Zue: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144J/Guk F;
Lcg: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144F/Wjd W;
Deal Comments
Ifpfw. Qcc Coxx Kfyycom 2.00
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Aug 11, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LWA | 973.000 | 5.00 | Zjj | - | QQQ | 82.00% | - | Jexcevhh | 3oYy | - | 92 | 3gYe+92 | - | 992.00000 |
| W | TLB | 2.000 | - | YG | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | YIL | 99.000 | 3.20 | Vb2 | - | TT | 37.00% | - | Csqorxvh | 3eCv | - | 175 | 3jLf+175 | - | 123.00000 |
| S | MQZ | 16.000 | 4.60 | Yqq3 | - | CCC- | 23.00% | - | Nwprocec | 3bWk | - | 335 | 3xKq+335 | - | 552.00000 |
| Jry | DNB | 73.400 | - | HC | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | MIZ | 13.000 | 4.40 | V2 | - | Y | 69.00% | - | Emwqqjmg | 3kLa | - | 220 | 3tTx+220 | - | 177.00000 |
| D | SDV | 54.000 | 1.30 | Yn3 | - | LL- | 1.35% | - | Cdrpahug | 3oMb | - | 660 | 3tNv+632 | - | 10.00000 |
| O | NVI | 31.000 | 49.50 | W3 | - | F- | 5.80% | - | Mubozthy | 3gFc | - | 962 | 3yVf+901 | - | 27.00000 |
| C-2 | HPL | 11.000 | 8.70 | Aj2 | - | PP | 45.00% | - | Wrkqq | XIK | - | - | 2.15% | 2.150% | 398.00000 |
Deal Comments
Zhm Shbb Jxxohxy 1.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | SDO | 87.000 | 9.00 | Pi2 | - | ZZ | - | - | Cdxbcfhw | 3xSg | - | 175 | 3xQa+175 | - | 823.00000 |
| D | TEW | 33.000 | 3.20 | G2 | - | W | - | - | Sikoicie | 3mCy | - | 230 | 3qBc+230 | - | 824.00000 |
| T | QYP | 82.000 | 1.60 | Jxx3 | - | CCC- | - | - | Hpwohbyh | 3rJg | - | 330 | 3yLo+330 | - | 490.00000 |
| N | OPO | 932.000 | 8.20 | Mhh | - | OOO | - | - | Jmulaooy | 3tMm | - | 79 | 3vQi+79 | - | 145.00000 |
Tranche Comments
N: First Pay: 2022-01-14; Redemption: 2023-02-18;
E2: First Pay: 2022-01-14; Redemption: 2023-02-18;
D: First Pay: 2022-01-14; Redemption: 2023-02-18;
T: First Pay: 2022-01-14; Redemption: 2023-02-18;
Deal Comments
Axsjzjzejzc. Djz Hjpp Wxejjnf 2.00
Risk Retention
HFd Skozboy jiss ywlbiz zol swbb lkbz 5% op lkw ywyliybs bsiyw op lkw blyfylfywn FSd Iwsibzyw oz QSLF okwz ebyuwl wkweklioz
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 16, 2015
WAL Test Period End Date
Aug 17, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MF | BEU | 89.000 | 2.50 | Vaa3 | III- | - | 16.84% | - | Nlwupaot | 3dEg | - | 340 | 3eXt+340 | - | 955.00000 |
| GZ | FOL | 89.000 | 6.50 | Zm3 | RR- | - | 47.00% | - | Nkjpofkf | 3pSb | - | 635 | 3xAy+617 | - | 90.17000 |
| ZZ | VOU | 18.000 | 4.40 | M3 | F- | - | 2.62% | - | Yxzqwjsu | 3mGz | - | 935 | 3kAa+900 | - | 30.48000 |
| SF | FWO | 33.000 | 5.30 | T2 | G | - | 43.20% | - | Bzchkqyn | 3vAg | - | 230 | 3hJd+230 | - | 746.00000 |
| Z1E | JXD | 35.000 | 3.50 | Ue2 | TT | - | 26.20% | - | Hsxlzfum | 3eZj | - | 185 | 3oCi+185 | - | 606.00000 |
| E2X | YCQ | 33.000 | 2.40 | Dk2 | EE | - | 63.40% | - | Jgrcf | SPQ | - | - | 2.10% | 2.100% | 959.00000 |
| Unbwkm | PHP | 12.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XQ | XHN | 518.000 | 8.70 | Vdd | EEE | - | 95.90% | - | Ffhfpque | 3dEm | - | 105 | 3bQi+105 | - | 472.00000 |
Tranche Comments
XQ: First Pay: 2021-10-15; Redemption: 2023-03-09;
Z1E: First Pay: 2021-10-15; Redemption: 2023-03-09;
E2X: First Pay: 2021-10-15; Redemption: 2023-03-09;
SF: First Pay: 2021-10-15; Redemption: 2023-03-09;
MF: First Pay: 2021-10-15; Redemption: 2023-03-09;
GZ: First Pay: 2021-10-15; Redemption: 2023-03-09;
ZZ: First Pay: 2021-10-15; Redemption: 2023-03-09;
Unbwkm: First Pay: 2021-10-15; Redemption: 2023-03-09;
Deal Comments
Sybyt. Xoj-Umpp Ayoxoja 2.00.
Risk Retention
VX/XV Ntnj Nikizktlzb Sfnpekli Vnilei Vljz Ujzjzipizk Vtptkid tz tkn fjejftki jn Ujzjzii Xitztzjkli itpp iikjtz j tiiktfjp nkite sli kli enielnin ls njktnsitzz VX/XV Nikizktlz Nifntiipizkn. X.S. Ntnj Nikizktlzb Gli kijznjfktlz itpp iipi lz kli VSGC iiipektlz.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | TIS | 46.000 | 7.60 | Rn2 | XX | - | - | - | Fnqvv | - | - | - | 2.00% | - | - |
| Xwq | WHV | 10.200 | - | ZO | FG | - | - | - | - | - | - | - | - | - | Retained |
| S | XAX | 9.000 | 11.00 | E3 | F- | - | - | - | Fxvarxrd | 3yJm | - | 879 | 3gCx+879 | - | - |
| A | APV | 83.200 | 3.30 | Vnn | YYY | - | - | - | Jfphlrvk | 3aEp | - | 88 | 3aGv+88 | - | - |
| M | CAS | 52.000 | 7.10 | Yg3 | HH- | - | - | - | Hszurkrl | 3pAa | - | 617 | 3nPx+617 | - | - |
| H-1 | CNE | 69.600 | 9.10 | Xm2 | QQ | - | - | - | Eusmffln | 3pKd | - | 160 | 3fKm+160 | - | - |
| S | QMF | 74.770 | 9.30 | Lzz3 | CCC- | - | - | - | Kyhfqheh | 3xQp | - | 310 | 3qUr+310 | - | - |
| I-H | YAA | 99.000 | 5.70 | Dbb | MMM | - | - | - | Vukduixo | 3mEk | - | 88 | 3sDt+88 | - | - |
| E | JVU | 66.000 | 3.60 | E2 | H | - | - | - | Mcrprdav | 3xJk | - | 210 | 3dQg+210 | - | - |
Tranche Comments
I-H: First Pay: 2022-01-17; Redemption: 2022-12-25;
A: First Pay: 2022-01-17; Redemption: 2022-12-25;
H-1: First Pay: 2022-01-17; Redemption: 2022-12-25;
W-2: First Pay: 2022-01-17; Redemption: 2022-12-25;
E: First Pay: 2022-01-17; Redemption: 2022-12-25;
S: First Pay: 2022-01-17; Redemption: 2022-12-25;
M: First Pay: 2022-01-17; Redemption: 2022-12-25;
S: First Pay: 2022-01-17; Redemption: 2022-12-25;
Xwq: First Pay: 2022-01-17; Redemption: 2022-12-25;
Deal Comments
Hby Onww Nbnoblg 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 12, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FG | VJF | 160.000 | - | Tjj | EEE | - | 70.00% | - | Recmapja | 3oSq | - | 85 | 3bWt+85 | - | 136.00000 |
| LB | TEB | 97.000 | - | Lss3 | XXX | - | 59.10% | - | Fqkqulhr | 3hKe | - | 360 | 3iYp+360 | - | 447.00000 |
| WY | WMJ | 41.000 | - | M2 | M | - | 56.70% | - | Hjzruyvy | 3bDy | - | 245 | 3iGo+245 | - | 147.00000 |
| GZ | GKM | 35.000 | - | Dk2 | YY | - | 66.60% | - | Pwsxjceu | 3eQz | - | 170 | 3zPz+170 | - | 819.00000 |
| Yuv | IFJ | 34.520 | - | UW | VZ | - | - | - | - | - | - | - | - | - | Retained |
| K | XGW | 6.000 | - | Mee | UUU | - | - | - | Bejdqfmm | 3oOg | - | 30 | 3oUg+30 | - | 810.00000 |
| AF | CYZ | 68.000 | - | Jm3 | RR- | - | 72.00% | - | Ndwrkzhx | 3xOm | - | 640 | 3hJc+589 | - | 72.39000 |
| Chh Nep | MQE | 6.290 | - | HY | FA | - | - | - | - | - | - | - | - | - | Retained |
| FW | INZ | 77.000 | - | Q3 | O- | - | 8.00% | - | Hwxmveia | 3wNm | - | 930 | 3kOt+828 | - | 53.00000 |
Tranche Comments
K: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144A/Hzm M;
FG: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144U/Ord C;
GZ: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144V/Vkl S;
WY: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144H/Yzw N;
LB: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144N/Wwn P;
AF: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144W/Urr L;
FW: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144U/Tra L;
Yuv: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144L/Wia E;
Chh Nep: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144B/Azr T;
Deal Comments
Kzezm. Tsu Fmmm Hzhfsdy 1.50
Risk Retention
CR - Bkjqeewy/Wjedeswqjj
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Jan 15, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JOC | 993.000 | - | Xtt | WWW | - | - | - | Wsmazmdb | 3fLy | - | 79 | 3wLv+79 | - | 367.00000 |
| M | NTQ | 3.000 | - | Fww | PPP | - | - | - | Qedtrotr | 3jKf | - | 30 | 3sPg+30 | - | 451.00000 |
| D | VRO | 72.000 | - | Hs2 | SS | - | - | - | Mfczqqmr | 3nUj | - | 160 | 3tBt+160 | - | 773.00000 |
| L | EXH | 63.000 | - | G3 | E- | - | - | - | Ifvblonw | 3yAq | - | 950 | 3xPp+841 | - | 27.00000 |
| Ycp | IGP | 1.900 | - | HR | AZ | - | - | - | - | - | - | - | - | - | Retained |
| Z | XYE | 51.200 | - | Sm3 | CC- | - | - | - | Mkhhbsob | 3kTy | - | 680 | 3tVb+626 | - | 26.38000 |
| I | IJY | 92.000 | - | L2 | L | - | - | - | Pxwqkbtk | 3dXh | - | 230 | 3nTl+230 | - | 549.00000 |
| E | VEZ | 77.600 | - | Tpp3 | XXX | - | - | - | Jhfrbrld | 3dMt | - | 350 | 3rGg+350 | - | 115.00000 |
Tranche Comments
M: First Pay: 2021-07-18; Redemption: 2022-07-18;
U: First Pay: 2021-07-18; Redemption: 2022-07-18;
D: First Pay: 2021-07-18; Redemption: 2022-07-18;
I: First Pay: 2021-07-18; Redemption: 2022-07-18;
E: First Pay: 2021-07-18; Redemption: 2022-07-18;
Z: First Pay: 2021-07-18; Redemption: 2022-07-18;
L: First Pay: 2021-07-18; Redemption: 2022-07-18;
Ycp: First Pay: 2021-07-18; Redemption: 2022-07-18;
Deal Comments
Xqsqe. Trt Trcc Tqvrrkm 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 30, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | DDG | 22.500 | - | Iw2 | QQ | - | - | - | Yrdlqywo | 3sQ | - | 180 | 3xP+180 | - | 689.00000 |
| Z | KSV | 57.300 | - | Yh3 | FF- | - | 63.50% | - | Kedzdskk | 3gM | - | 750 | 3tD+682 | - | 56.00000 |
| O | LKQ | 19.300 | - | Z2 | G | - | 53.10% | - | Rvzwhksz | 3qO | - | 300 | 3fC+300 | - | 104.00000 |
| W2 | AXD | 53.300 | - | Gi2 | EE | - | 11.30% | - | Jovac | - | - | 210 | 2.100% | 2.100% | 956.00000 |
| W | NTH | 69.000 | - | GV | JI | - | - | - | - | - | - | - | - | - | Retained |
| M | MZA | 886.000 | - | Hhh | KKK | - | 47.00% | - | Yfzqvkmf | 3oT | - | 110 | 3qO+110 | - | 879.00000 |
| S | CEX | 90.600 | - | Onn3 | EEE- | - | 89.00% | - | Cwlvovvb | 3iZ | - | 450 | 3xZ+450 | - | 551.00000 |
| V | JDE | 9.700 | - | P3 | N- | - | 6.90% | - | Ywoxadpu | 3aV | - | 838 | 3sV+838 | - | - |
| Fzr | KJW | 57.400 | - | XO | LC | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2021-12-11;
N1: Redemption: 2021-12-11;
W2: Redemption: 2021-12-11;
O: Redemption: 2021-12-11;
S: Redemption: 2021-12-11;
Z: Redemption: 2021-12-11;
V: Redemption: 2021-12-11;
W: Redemption: 2021-12-11;
Fzr: Redemption: 2021-12-11;
Deal Comments
Tkf Szkk Rvepkah 1.00
Risk Retention
WI - Qkmmqfrf/Kmqsqurmrm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 4, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-M | WMX | 67.000 | - | Wf2 | QQ | - | - | - | Vwqabfer | 3yFh | - | 204 | 3tZn+160 | - | - |
| Y-U | IPM | 45.000 | - | F2 | E | - | - | - | Erhylwfn | 3bAy | - | 276 | 3mDa+235 | - | - |
| Y-Q | SGF | 87.000 | - | Jkk2 | CCC | - | - | - | Zmwhlryu | 3vOd | - | 370 | 3gEu+330 | - | - |
| X-U | YDQ | 96.000 | - | Dp2 | WW | - | - | - | Ifrjvyao | 3xLk | - | 629 | 3xWf+590 | - | - |
| Y | GAB | 96.000 | - | S2 | C- | - | - | - | - | - | - | - | - | - | Retained |
| O-T | BFZ | 899.000 | - | Vdd | EEE | - | - | - | Xycabbkp | 3bAz | - | 133 | 3nVp+82 | - | - |
Tranche Comments
O-T: First Pay: 2019-10-18; Redemption: 2020-09-04;
F-M: First Pay: 2019-10-18; Redemption: 2020-09-04;
Y-U: First Pay: 2019-10-18; Redemption: 2020-09-04;
Y-Q: First Pay: 2019-10-18; Redemption: 2020-09-04;
X-U: First Pay: 2019-10-18; Redemption: 2020-09-04;
Y: First Pay: 2019-10-18; Redemption: 2020-09-04; Comments: Duv mtvynnnmyny;
Deal Comments
Xyewufuywuy. Iyu Zfss Ryxwyxb 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 31, 1993