| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1K | OWS | 130.293 | 4.52 | - | QQQ | - | - | - | 12.00% | - | - | - | - | - | - | - | - |
| Z-C | YKG | 37.420 | 2.98 | - | OOO- | - | - | - | 40.00% | - | - | - | - | - | - | - | - |
| J-X | XFB | 11.710 | 4.97 | - | QQ | - | - | - | 31.00% | - | - | - | - | - | - | - | - |
| S-X | QAV | 39.700 | 2.70 | - | II- | - | - | - | 63.60% | - | - | - | - | - | - | - | - |
| N-M | GPX | 10.900 | 6.62 | - | GGG | - | - | - | - | - | - | - | - | - | - | - | - |
| G-M | VWG | 31.280 | 2.40 | - | C | - | - | - | 25.00% | - | - | - | - | - | - | - | - |
| D-2C | BID | 94.487 | 7.53 | - | YYY | - | - | - | 98.00% | - | - | - | - | - | - | - | - |
Tranche Comments
N-M: Registration: 144J/Gnp H; Comments: Umf-Utobfv;
F-1K: Registration: 144V/Bcd V;
D-2C: Registration: 144C/Cjf Q;
J-X: Registration: 144E/Quu Z;
G-M: Registration: 144C/Pjw U;
Z-C: Registration: 144M/Jng N;
S-X: Registration: 144X/Xdp Z;
Deal Comments
Lqbqn. Wvw Ojnn Aqqivdg 2.00
Reinvestment Period (YRS)
1.69
Reinvestment Period End Date
Mar 5, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-XX | JXP | 96.710 | 7.23 | - | AAA- | - | - | - | 10.70% | - | Jfzuxuzj | NQTW | - | 385 | XQCY+385 | - | 474.00000 |
| A-NN | VLJ | 30.826 | 7.21 | - | LL- | - | - | - | 26.40% | - | Brqdafxh | PZYZ | - | 750 | IKZS+750 | - | 317.00000 |
| T-UU | REX | 509.700 | 9.90 | - | WWW | - | - | - | 15.00% | - | Cbwbvdhm | TZCN | - | 148 | GMYI+148 | - | 992.00000 |
| H-QQ | XHZ | 92.100 | 3.95 | - | Q | - | - | - | 73.00% | - | Hfubpuro | QUIK | - | 230 | HNDV+230 | - | 287.00000 |
| K | LZM | 94.300 | 1.28 | - | YYY | - | - | - | - | - | Rwpberdw | DETK | - | 105 | PZLE+105 | - | 401.00000 |
| O-GG | JPQ | 85.000 | 2.33 | - | WW | - | - | - | 54.00% | - | Gxlnkpdn | UAZW | - | 185 | WDPY+185 | - | 746.00000 |
Tranche Comments
K: Redemption: 2027-03-06; Registration: 144F/Jzh R;
T-UU: Redemption: 2027-03-06; Registration: 144H/Xtc J;
O-GG: Redemption: 2027-03-06; Registration: 144O/Hbl S;
H-QQ: Redemption: 2027-03-06; Registration: 144W/Lnp N;
Q-XX: Redemption: 2027-03-06; Registration: 144C/Nwn E;
A-NN: Redemption: 2027-03-06; Registration: 144G/Vsj E;
Deal Comments
Swewq. Egq Uxtt Iwpegbj 2.00
Risk Retention
GP - Dgra DG/GO - Dgr
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 23, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | RIO | 27.000 | 1.80 | - | II | - | - | - | 56.00% | - | Kfqkpmch | ASAI | 200-205 | 200 | SHBC+200 | - | 475.00000 |
| Uic | JHN | 41.220 | - | - | TB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | QFA | 1.000 | 1.30 | - | LLL | - | - | - | - | - | Ormexxel | VHZD | 120e | 120 | VOWD+120 | - | 559.00000 |
| G | ZAQ | 668.000 | 6.50 | - | III | - | - | - | 82.00% | - | Qjuszpxh | PSGM | 180n | 180 | ZMCY+180 | - | 273.00000 |
| O | EBI | 65.000 | 2.40 | - | L | - | - | - | 33.00% | - | Lbqvwsfy | IKZC | 275-285 | 275 | BNBB+275 | - | 311.00000 |
Tranche Comments
O: Redemption: 2026-07-09; Registration: 144Z/Ucl O;
G: Redemption: 2026-07-09; Registration: 144F/Iky R;
K: Redemption: 2026-07-09; Registration: 144W/Wry K;
O: Redemption: 2026-07-09; Registration: 144I/Ltx T;
Uic: Redemption: 2026-07-09; Registration: 144M/Avp R;
Deal Comments
Yxr Ngll Hferxjb 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 23, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EQO | 5.000 | - | - | TTT | - | - | - | - | - | Ueplmdlg | JJVY | 135 | 135 | DSIG+135 | - | - |
| D | KWQ | 20.000 | - | - | NNN- | - | - | - | 42.00% | - | Mxwqculp | XTVV | 550-565 | 565 | WUIM+565 | - | - |
| Riq | LWM | 31.940 | - | - | GI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | UEI | 91.000 | - | - | T | - | - | - | 53.00% | - | Uqboorra | LDND | 350 | 350 | KJWC+350 | - | - |
| K | UVW | 50.000 | - | - | EE | - | - | - | 14.00% | - | Pjrrkfwb | HBXL | 245 | 245 | SEVZ+245 | - | - |
| P | LZV | 99.000 | - | - | GG- | - | - | - | 95.00% | - | Omsxovec | ASEX | - | 829 | GDZD+810 | - | - |
| P | EVR | 124.000 | - | - | HHH | - | - | - | 11.00% | - | Yujomofc | PJEB | 200 | 200 | XTPG+200 | - | - |
Tranche Comments
S: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144H/Afi O;
P: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144Z/Zjm P;
K: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144L/Xxj F;
D: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Mvo D;
D: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144V/Ajz H;
P: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144Z/Htt Q;
Riq: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144B/Bck V;
Deal Comments
Vth Qxkk Vvzqtlp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 28, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kdb | PIF | 72.000 | - | - | QM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-P | QNC | 2.200 | 1.70 | - | JJJ | - | - | - | - | - | Cxpvkulf | 3tB | - | 120 | 3tU+120 | - | 120.00000 |
| O | WFN | 291.000 | 5.70 | - | EEE | - | - | - | - | - | Pqsbbrqa | 3iS | - | 157 | 3kP+157 | - | 750.00000 |
| I | CLE | 31.000 | 8.00 | - | Z | - | - | - | - | - | Mlvobmyc | 3kV | - | 285 | 3aR+285 | - | 197.00000 |
| G | THI | 51.000 | 1.20 | - | XX | - | - | - | - | - | Xlblluzw | 3uF | - | 200 | 3gH+200 | - | 143.00000 |
| Z | TMO | 13.500 | 3.90 | - | NN- | - | - | - | - | - | Euxxqxow | 3yV | - | - | 3hE+875 | - | 16.00000 |
| R | CBY | 70.400 | 3.50 | - | HHH- | - | - | - | - | - | Ruxwqkpw | 3tR | - | 400 | 3vK+400 | - | 304.00000 |
Tranche Comments
W-P: Redemption: 2024-01-15;
O: Redemption: 2024-01-15;
G: Redemption: 2024-01-15;
I: Redemption: 2024-01-15;
R: Redemption: 2024-01-15;
Z: Redemption: 2024-01-15;
Kdb: Redemption: 2024-01-15;
Deal Comments
Whs Olqq Vjelhxo 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 27, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Erb | BQJ | 58.900 | - | - | AO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| DX | TAM | 579.400 | - | - | EE | - | - | - | - | - | Pqwwqlzi | 3wH | - | 161 | 3xG+161 | - | 305.00000 |
| IN | CAE | 88.687 | - | - | HH | - | - | - | - | - | Ckloqowb | 3jR | - | 185 | 3wO+185 | - | 969.00000 |
| HCA | HBW | 7.177 | - | - | TT | - | - | - | - | - | Ppbvmbsy | 3gJ | - | 161 | 3uW+161 | - | 688.00000 |
| IN | PWQ | 78.470 | - | - | YYY- | - | - | - | - | - | Xbhlfqur | 3jW | - | 400 | 3lX+400 | - | 952.00000 |
| V | JTD | 49.690 | - | - | BB- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| IS | HMR | 86.652 | - | - | SSS | - | - | - | - | - | Qlkbmzol | 3lL | - | 156 | 3kU+156 | - | 782.00000 |
| OJ | IUF | 49.000 | - | - | U | - | - | - | - | - | Zwlpzoey | 3wA | - | 285 | 3iL+285 | - | 976.00000 |
Tranche Comments
IS: Redemption: 2023-07-15;
DX: Redemption: 2023-07-15;
HCA: Redemption: 2023-07-15;
IN: Redemption: 2023-07-15;
OJ: Redemption: 2023-07-15;
Deal Comments
Qvtznpncznw. Dvn Npgg Fvyzvce 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 12, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YUE | 55.000 | - | - | YY | - | - | - | - | - | Wpdlferv | 3dH | - | 839 | 3sA+750 | - | 68.00000 |
| F | XZY | 202.600 | - | - | KKK | - | - | - | - | - | Vzbykfqz | 3pF | - | 170 | 3aR+170 | - | 358.00000 |
| J-Q | MTQ | 9.700 | - | - | LLL | - | - | - | - | - | Krwuqsym | 3wF | - | 95 | 3wQ+95 | - | 944.00000 |
| I | OPO | 88.000 | - | - | F | - | - | - | - | - | Cpwvrmnz | 3oP | - | 290 | 3gY+290 | - | 223.00000 |
| Fem | ZRE | 83.845 | - | - | ZJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | TJR | 42.800 | - | - | ZZZ | - | - | - | - | - | Byeydvtn | 3yQ | - | 395 | 3oU+395 | - | 355.00000 |
| V | VJB | 57.700 | - | - | OO | - | - | - | - | - | Duhqhkav | 3hL | - | 210 | 3jT+210 | - | 759.00000 |
Tranche Comments
J-Q: Redemption: 2023-04-15;
F: Redemption: 2023-04-15;
V: Redemption: 2023-04-15;
I: Redemption: 2023-04-15;
S: Redemption: 2023-04-15;
J: Redemption: 2023-04-15;
Fem: Redemption: 2023-04-15;
Deal Comments
Icj Dfff Cuzacar 2.00
Risk Retention
Glflhhb bbmm bhmlbf 5% ahbmbllm nvb bbuf bhmhfmbvf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 23, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-S | OKJ | 901.800 | - | - | II | DL | - | - | - | - | Jyfflilt | 3cX | - | 192 | 3pV+192 | - | - |
| U | RXO | 49.550 | - | - | LL- | YA | - | - | - | - | Gvmjypir | 3gT | - | - | 3fZ+800 | - | - |
| R-U | JST | 4.725 | - | - | NN | OC | - | - | - | - | Irvezwrl | 3gY | - | 192 | 3vS+192 | - | - |
| U | LCV | 82.000 | - | - | D | JV | - | - | - | - | Djtxwllt | 3aG | - | 360 | 3mN+360 | - | - |
| Nnw | CHO | 88.800 | - | - | SI | MR | - | - | - | - | - | - | - | - | - | - | - |
| W | IGK | 74.738 | - | - | NNN | RRR | - | - | - | - | Jixxptio | 3wF | - | 174 | 3kZ+174 | - | - |
| X | KKQ | 16.561 | - | - | XX | MB | - | - | - | - | Gpfbrfpv | 3eQ | - | 260 | 3mB+260 | - | - |
| P | FJZ | 87.740 | - | - | MMM- | JO | - | - | - | - | Rjwvdqup | 3rH | - | 475 | 3dY+475 | - | - |
Tranche Comments
W: First Pay: 2019-10-15; Redemption: 7/15/2021;
C-S: First Pay: 2019-10-15; Redemption: 7/15/2021;
R-U: First Pay: 2019-10-15; Redemption: 7/15/2021;
X: First Pay: 2019-10-15; Redemption: 7/15/2021;
U: First Pay: 2019-10-15; Redemption: 7/15/2021;
P: First Pay: 2019-10-15; Redemption: 7/15/2021;
U: First Pay: 2019-10-15; Redemption: 7/15/2021;
Nnw: First Pay: 2019-10-15; Redemption: 7/15/2021;
Reinvestment Period End Date
Jan 8, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-S | EAA | 39.000 | - | Hss3 | - | - | - | - | - | - | Ypamawdc | 3uF | - | - | 3iF+390 | - | - |
| E-O | SWS | 74.200 | - | Qe2 | - | - | - | - | - | - | Imvsmvsg | 3xN | - | - | 3uY+185 | - | - |
| Q-I | TAJ | 492.800 | - | Czz | - | - | - | - | - | - | Rxwctcel | 3rZ | - | - | 3oR+153 | - | - |
| E-B | TYS | 49.800 | - | Av3 | - | - | - | - | - | - | Zqdrmqfd | 3xC | - | - | 3bI+736 | - | - |
| Y-W | AWH | 5.600 | - | A3 | - | - | - | - | - | - | Hrhfjdws | 3dL | - | - | 3dZ+1000 | - | - |
| G | HNP | 3.800 | - | Ytt | - | - | - | - | - | - | Aumpbapy | 3bG | - | - | 3pV+60 | - | - |
| X-V | BOR | 27.500 | - | K2 | - | - | - | - | - | - | Dzzwphcj | 3oN | - | - | 3sW+250 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-P | HRB | 84.700 | - | G2 | - | - | - | - | - | - | Dfrhwymj | 3sB | - | - | 3rJ+270 | - | - |
| Ltkcft | YSA | 1.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-D | NJR | 663.900 | - | Hdd | MMM | - | - | - | - | - | Cdqqsqbv | 3lO | - | - | 3tA+162 | - | - |
| H-U | FGU | 57.700 | - | Wee2 | - | - | - | - | - | - | Gjlorbkd | 3zF | - | - | 3xG+400 | - | - |
| J-R | WYM | 83.900 | - | Kt2 | - | - | - | - | - | - | Ewheyuwe | 3eP | - | - | 3eS+200 | - | - |
| L-J | OQD | 42.900 | - | Tl2 | - | - | - | - | - | - | Tmzxsjfz | 3fT | - | - | 3uD+750 | - | - |
| J-W | LOF | 10.700 | - | I3 | - | - | - | - | - | - | Ajpmpaho | 3jN | - | - | 3oZ+1000 | - | - |