| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZBQ | 5.800 | 7.90 | - | AAA | - | - | - | - | - | Qlwbayjm | WHNK | - | 110 | UETI+110 | - | - |
| P-J | NJF | 459.800 | 6.50 | - | NNN | - | - | - | 64.00% | - | Brqjtziq | EGBB | - | 128 | SGOD+128 | - | - |
| W-X | ABU | 34.700 | 7.40 | - | NN- | - | - | - | 7.90% | - | Febfhftl | ALJA | - | 725 | KYGZ+725 | - | - |
| C | YUD | 9.100 | 2.00 | - | B- | - | - | - | 5.90% | - | Uumalrov | VBZS | - | 798 | VGMA+798 | - | - |
| A-K | ZHM | 51.200 | 4.50 | - | VVV- | - | - | - | 71.40% | - | Jjmoqopm | KOQJ | - | 375 | MMIW+375 | - | - |
| Jnl | CES | 51.400 | - | - | UR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-M | HQB | 27.800 | 1.40 | - | RR | - | - | - | 31.60% | - | Obmhrook | DOQR | - | 175 | DGAA+175 | - | - |
| U-V | TBR | 30.600 | 5.20 | - | S | - | - | - | 31.10% | - | Abloysis | MECK | - | 240 | UHTQ+240 | - | - |
Tranche Comments
O: Redemption: 2025-07-20; Registration: 144O/Has U;
P-J: Redemption: 2025-07-20; Registration: 144V/Onx J;
N-M: Redemption: 2025-07-20; Registration: 144M/Pfl L;
U-V: Redemption: 2025-07-20; Registration: 144J/Add Y;
A-K: Redemption: 2025-07-20; Registration: 144G/Xqq A;
W-X: Redemption: 2025-07-20; Registration: 144A/Tcs E;
C: Redemption: 2025-07-20; Registration: 144T/Kdi Q;
Jnl: Redemption: 2025-07-20; Registration: 144E/Ber K;
Deal Comments
Kuuup. Gxp Vamm Subpxeo 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-V | EFO | 38.610 | 2.30 | YS | - | XXX- | - | - | 86.10% | - | Rwxkadpn | 3kQKJK | - | 525 | 3zDQLL+525 | - | - |
| Btl | YRH | 21.810 | - | MD | - | HE | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1GG | OHY | 7.400 | 1.10 | Azz | - | PM | - | - | 10.00% | - | Qbypy | - | - | - | 5.78% | - | - |
| Z-V | HFZ | 24.000 | 8.90 | TG | - | T | - | - | 24.40% | - | Gcumukko | 3vLNED | - | 310 | 3nWWTP+310 | - | - |
| O-G | ROI | 9.300 | 58.20 | CL | - | U- | - | - | 3.50% | - | Hsedyudj | 3pQTMQ | - | 927 | 3mGTUC+927 | - | - |
| N-1W | VNZ | 25.700 | 6.60 | VA | - | MM | - | - | 99.60% | - | Zwhrlarr | 3nQHPY | - | 260 | 3lWOTH+260 | - | - |
| Q-2S | KVU | 5.000 | 8.90 | XK | - | UU | - | - | 74.80% | - | Qbvgb | - | - | - | 6.54% | - | - |
| W-1WT | XQQ | 798.000 | 1.30 | Uyy | - | PI | - | - | 13.00% | - | Yzcjeohl | 3xKCYM | - | 175 | 3oBQPG+175 | - | - |
| K-2X | RPF | 2.000 | 9.40 | LE | - | YYY | - | - | 27.00% | - | Wpfmwdlw | 3pXQXH | - | 210 | 3sMVXX+210 | - | - |
| X-A | BBR | 80.380 | 64.50 | ND | - | OO- | - | - | 1.00% | - | Irzdoiiv | 3oTGHR | - | 773 | 3eYXZH+773 | - | - |
Tranche Comments
W-1WT: Redemption: 2025-09-07; Registration: 144J/Axb Q;
Q-1GG: Redemption: 2025-09-07; Registration: 144I/Cad R;
K-2X: Redemption: 2025-09-07; Registration: 144Q/Ysl P;
N-1W: Redemption: 2025-09-07; Registration: 144F/Ims B;
Q-2S: Redemption: 2025-09-07; Registration: 144E/Ohy N;
Z-V: Redemption: 2025-09-07; Registration: 144Q/Ojj X;
N-V: Redemption: 2025-09-07; Registration: 144C/Qvc Y;
X-A: Redemption: 2025-09-07; Registration: 144F/Xde G;
O-G: Redemption: 2025-09-07; Registration: 144L/Yee X;
Btl: Redemption: 2025-09-07; Registration: 144F/Trv I;
Deal Comments
Okpkv. Gzj Fgtt Bkabzjx 2.00
Risk Retention
SP - Sycd VS/SO - Syc
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | FSV | 50.540 | - | OQ | - | FF | - | - | 97.00% | - | Mcruo | - | - | - | 6.957% | - | - |
| K | KKI | 213.000 | - | Zss | - | FQ | - | - | 52.00% | - | Yeqyhsfh | EKBI | - | 220 | BEKA+220 | - | - |
| Urw | QII | 59.990 | - | IE | - | UA | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | PCW | 26.000 | - | AP | - | NNN+ | - | - | 69.10% | - | Fvopxozb | IOYS | - | 584 | QBUT+584 | - | - |
| A-2 | PQQ | 9.000 | - | GJ | - | NNN- | - | - | 30.94% | - | Rkmwyfvc | MMSN | - | 694 | IPYM+694 | - | - |
| H-1 | BAC | 89.840 | - | MC | - | FF | - | - | 75.00% | - | Peosqaxv | GNDM | - | 300 | WBSM+300 | - | - |
| S | EFQ | 61.000 | - | SJ | - | PP- | - | - | 56.00% | - | Obzdkros | POPW | - | 815 | YWWJ+815 | - | - |
| C | USE | 33.000 | - | OW | - | S | - | - | 14.88% | - | Mukksfrm | YLKA | - | 400 | BMJW+400 | - | - |
Tranche Comments
K: First Pay: 2023-04-15; Redemption: 2024-12-16;
H-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
H-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
C: First Pay: 2023-04-15; Redemption: 2024-12-16;
W-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
A-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
S: First Pay: 2023-04-15; Redemption: 2024-12-16;
Urw: First Pay: 2023-04-15; Redemption: 2024-12-16;
Deal Comments
Wcp Tuyy Lzjfcer 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 16, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GPN | 90.000 | 1.20 | Ipp3 | - | - | - | - | 39.00% | - | Swfdlmbg | ZUIR | - | 365 | 3nAGFG+365 | - | 397.00000 |
| S-2 | HOO | 83.000 | 2.10 | Maa | - | - | - | - | 99.00% | - | Syczuklv | BHJB | - | 170 | 3yPDGJ+170 | - | 639.00000 |
| E | HRZ | 56.000 | 8.90 | Hv2 | - | - | - | - | 50.00% | - | Mppshker | HUZD | - | 195 | 3lSMLJ+195 | - | 193.00000 |
| Irmokn | MFP | 37.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | CVG | 647.000 | 6.90 | Kzz | - | - | - | - | 31.40% | - | Orqbqkvl | ZPXI | - | - | 3lKQFL+148 | - | 20.51000 |
| W | MWZ | 58.000 | 8.30 | H2 | - | - | - | - | 84.00% | - | Qkkqaxhn | ZCBG | - | 250 | 3qDYPA+250 | - | 781.00000 |
| K | FCM | 90.000 | 1.00 | Zb3 | - | - | - | - | 9.00% | - | Msejvtfu | ATKF | - | - | 3uELJN+763 | - | 78.00000 |
Tranche Comments
Q-1: First Pay: 2022-10-15; Redemption: 2023-04-15;
S-2: First Pay: 2022-10-15; Redemption: 2023-04-15;
E: First Pay: 2022-10-15; Redemption: 2023-04-15;
W: First Pay: 2022-10-15; Redemption: 2023-04-15;
E: First Pay: 2022-10-15; Redemption: 2023-04-15;
K: First Pay: 2022-10-15; Redemption: 2023-04-15;
Irmokn: First Pay: 2022-10-15; Redemption: 2023-04-15;
Deal Comments
Mjo Dztt Lybfjfk 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 30, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-H | FQD | 976.230 | 6.67 | Loo | - | QQQ | - | - | 31.96% | - | Vddqtcze | QIYO | - | 110 | 3oLTOS+110 | - | - |
Tranche Comments
C-H: Redemption: 2022-08-28; Registration: 144V/Ekw S;
Deal Comments
Tktzkvkpzkm. Gjk Wvqq Xkuzjmc 0.6
Reinvestment Period End Date
May 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | XSJ | 34.000 | 5.90 | Oll | - | - | - | - | 54.00% | - | Nzqozfap | 3kD | - | 140 | 3pN+140 | - | - |
| B | PRN | 21.000 | 4.10 | U2 | - | - | - | - | 75.00% | - | Uyjopahf | 3hD | - | 210 | 3lV+210 | - | - |
| I | OLP | 92.000 | 1.10 | Ucc3 | - | - | - | - | 23.00% | - | Vwejdxcc | 3xP | - | 340 | 3wQ+340 | - | - |
| P | GXZ | 23.000 | 77.80 | Pp3 | - | - | - | - | 5.00% | - | Xdbscvkt | 3hB | - | 700 | 3xU+671 | - | - |
| Ivj | KLX | 52.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | EVV | 30.000 | 1.80 | Bq2 | - | - | - | - | 67.00% | - | Jbxypubp | 3wJ | - | 165 | 3gQ+165 | - | - |
| W-1 | TKU | 663.000 | 7.90 | Ptt | - | XXX | - | - | 97.00% | - | Exyopjwm | 3qJ | - | 115 | 3hR+115 | - | - |
Tranche Comments
W-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Y/Vna S;
H-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144U/Vxu K;
A: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144X/Dyw N;
B: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Y/Rww C;
I: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Y/Pnn V;
P: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144L/Uiu F;
Ivj: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144T/Gvi E;
Deal Comments
Koa Awbb Hsgmoap 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 1, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-G3 | JOX | 10.500 | - | - | L | - | - | - | 21.00% | - | Rcusywku | 3sL | 200 | 200 | 3jN+200 | - | 110.00000 |
| W-D3 | VNZ | 559.421 | - | - | EEE | - | - | - | 57.30% | - | Ksjdewfp | 3bP | 87 | 87 | 3dD+87 | - | 567.00000 |
| M-F3 | XPX | 10.500 | - | - | DD | - | - | - | 36.90% | - | Plorbppo | 3cD | 150 | 150 | 3iO+150 | - | 873.00000 |
Tranche Comments
W-D3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144W Pvsn;
M-F3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144P Kuai;
Z-G3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144H Fdmz;
Deal Comments
Gxmpvxy Bshvyxymvyf. Pty Pxyy Gsmvtmk 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VAM | 75.000 | 8.10 | P2 | - | - | - | - | 34.00% | - | Rcccsyqp | 3vZ | - | 205 | 3mC+205 | - | - |
| Bohswd | ZBO | 78.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | BOG | 26.000 | 4.70 | Pzz3 | - | - | - | - | 95.00% | - | Smvozirw | 3oS | - | 340 | 3oR+340 | - | - |
| Y-2 | CXV | 71.000 | 9.30 | Wmm | - | - | - | - | 58.00% | - | Necyhaqi | 3bS | - | 140 | 3sZ+140 | - | - |
| W | RHQ | 65.000 | 86.20 | Uk3 | - | - | - | - | 6.00% | - | Kykzwuar | 3sV | - | 675 | 3mR+661 | - | - |
| B-1 | AYN | 495.000 | 9.50 | Azz | - | RRR | - | - | 71.00% | - | Bvkbcdtx | 3gC | - | 115 | 3wB+115 | - | - |
| V | PAQ | 86.000 | 9.90 | Kr2 | - | - | - | - | 58.00% | - | Lpumvjop | 3zW | - | 165 | 3bO+165 | - | - |
Tranche Comments
B-1: First Pay: 2022-04-15; Redemption: 2023-10-15;
Y-2: First Pay: 2022-04-15; Redemption: 2023-10-15;
V: First Pay: 2022-04-15; Redemption: 2023-10-15;
J: First Pay: 2022-04-15; Redemption: 2023-10-15;
D: First Pay: 2022-04-15; Redemption: 2023-10-15;
W: First Pay: 2022-04-15; Redemption: 2023-10-15;
Bohswd: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Hxk Vxtt Coquxtj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 16, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | TKA | 429.000 | 1.80 | Zgg | - | - | - | - | 13.00% | - | Gdvpytkr | 3yO | - | 117 | 3hB+117 | - | - |
| U | OQN | 64.100 | 1.70 | R2 | - | - | - | - | 48.10% | - | Gjmuccdw | 3uK | - | 200 | 3pX+200 | - | - |
| H-2 | IQG | 49.000 | 3.20 | Yxx | - | - | - | - | 87.00% | - | Qfpmcdrl | 3oI | - | 135 | 3wC+135 | - | - |
| L | QAP | 22.000 | 5.30 | So2 | - | - | - | - | 37.00% | - | Jsfpyupa | 3cI | - | 160 | 3qK+160 | - | - |
| Dcukjq | VGA | 71.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | OSB | 29.000 | 96.70 | Kp3 | - | - | - | - | 5.00% | - | Bdelkjmq | 3zN | - | 675 | 3pJ+654 | - | - |
| V | NHN | 56.700 | 1.90 | Njj3 | - | - | - | - | 80.00% | - | Mdcqsuzs | 3kS | - | 335 | 3mJ+335 | - | - |
Tranche Comments
V-1: First Pay: 2022-01-20; Redemption: 2023-10-20;
H-2: First Pay: 2022-01-20; Redemption: 2023-10-20;
L: First Pay: 2022-01-20; Redemption: 2023-10-20;
U: First Pay: 2022-01-20; Redemption: 2023-10-20;
V: First Pay: 2022-01-20; Redemption: 2023-10-20;
R: First Pay: 2022-01-20; Redemption: 2023-10-20;
Dcukjq: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Afw Hnuu Gchifxy 2.00
Risk Retention
CZ/ZC qwmdpzomo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 20, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZXI | 61.400 | 7.50 | J2 | - | - | - | - | 13.50% | - | Xxlyfeli | 3gV | 190-200 | 200 | 3gE+200 | - | - |
| B | KYV | 35.800 | 7.50 | Jee3 | - | - | - | - | 90.00% | - | Wbzekxul | 3cK | 300-310 | 320 | 3wE+320 | - | - |
| Xbjcjk | TBX | 47.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BSL | 732.000 | 2.60 | Yii | - | - | - | - | 35.00% | - | Hpmsjeec | 3nN | 112-114 | 114 | 3gA+114 | - | - |
| C | ZIN | 41.000 | 69.40 | Ql3 | - | - | - | - | 4.00% | - | Zmpxkxlg | 3lI | 625-650 | 635 | 3sA+635 | - | - |
| X | VCM | 49.000 | 2.50 | Ur2 | - | - | - | - | 31.00% | - | Mzqzsmhm | 3kR | 160-165 | 165 | 3mW+165 | - | - |
Tranche Comments
B: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
S: First Pay: 2022-01-20; Redemption: 2023-07-20;
B: First Pay: 2022-01-20; Redemption: 2023-07-20;
C: First Pay: 2022-01-20; Redemption: 2023-07-20;
Xbjcjk: First Pay: 2022-01-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 4, 2023