| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-C | FOQ | 65.200 | 7.40 | - | AA | - | - | - | 44.50% | - | Bdcjqhya | KAQR | - | 175 | NYSL+175 | - | - |
| Gxz | BNE | 72.300 | - | - | OA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | GIM | 8.100 | 4.60 | - | KKK | - | - | - | - | - | Ifbjhqpv | XMGM | - | 110 | TDTS+110 | - | - |
| G-I | YLR | 93.700 | 4.80 | - | TTT- | - | - | - | 51.30% | - | Rrzoovxv | DMMA | - | 375 | LOUQ+375 | - | - |
| W-D | PYJ | 419.400 | 8.40 | - | RRR | - | - | - | 43.00% | - | Waylradk | PMEL | - | 128 | TXVF+128 | - | - |
| P-R | GLQ | 19.800 | 1.60 | - | XX- | - | - | - | 1.70% | - | Syodrbjy | SYPB | - | 725 | ETXP+725 | - | - |
| I-P | LOQ | 32.700 | 4.20 | - | N | - | - | - | 28.40% | - | Tmrroywd | GVNQ | - | 240 | HDMX+240 | - | - |
| W | NRT | 7.200 | 1.00 | - | O- | - | - | - | 6.90% | - | Deupmojv | GCKM | - | 798 | LVKB+798 | - | - |
Tranche Comments
D: Redemption: 2025-07-20; Registration: 144J/Dtj J;
W-D: Redemption: 2025-07-20; Registration: 144G/Bdp Y;
V-C: Redemption: 2025-07-20; Registration: 144E/Mkb J;
I-P: Redemption: 2025-07-20; Registration: 144Q/Tcn R;
G-I: Redemption: 2025-07-20; Registration: 144W/Lnr X;
P-R: Redemption: 2025-07-20; Registration: 144E/Tvf B;
W: Redemption: 2025-07-20; Registration: 144C/Gtz A;
Gxz: Redemption: 2025-07-20; Registration: 144Y/Wig J;
Deal Comments
Oubub. Jex Iovv Luphera 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 20, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1PW | AMV | 586.000 | 2.10 | Rbb | - | AG | - | - | 52.00% | - | Zskrqqok | 3vDXCE | - | 175 | 3cAUBZ+175 | - | - |
| Z-1SD | ZCO | 3.900 | 8.30 | Tww | - | DW | - | - | 67.00% | - | Rusmr | - | - | - | 5.78% | - | - |
| Igw | ZYQ | 29.290 | - | WT | - | LJ | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1I | YMF | 24.700 | 7.10 | CL | - | YY | - | - | 30.80% | - | Yroabmed | 3gKJJH | - | 260 | 3cBZHO+260 | - | - |
| V-Z | GBO | 7.600 | 49.10 | ZL | - | A- | - | - | 3.60% | - | Uxwceyuh | 3fAIKH | - | 927 | 3gHCKN+927 | - | - |
| G-2D | QHZ | 5.000 | 4.30 | MG | - | PPP | - | - | 40.00% | - | Fumqvqtc | 3qVWHZ | - | 210 | 3gIITB+210 | - | - |
| C-2L | UZK | 4.000 | 6.10 | EU | - | VV | - | - | 19.10% | - | Ekxwl | - | - | - | 6.54% | - | - |
| A-X | MYX | 46.000 | 7.10 | DP | - | W | - | - | 90.10% | - | Qjcaslad | 3mCEGF | - | 310 | 3oWJDF+310 | - | - |
| O-N | IJJ | 59.750 | 6.40 | CB | - | FFF- | - | - | 93.70% | - | Emjbqfbr | 3mIIUE | - | 525 | 3lNNVL+525 | - | - |
| V-G | IPK | 13.750 | 35.80 | HY | - | LL- | - | - | 3.00% | - | Nwbyzbhv | 3wYZHL | - | 773 | 3wWOAP+773 | - | - |
Tranche Comments
P-1PW: Redemption: 2025-09-07; Registration: 144A/Nnl V;
Z-1SD: Redemption: 2025-09-07; Registration: 144N/Qdd L;
G-2D: Redemption: 2025-09-07; Registration: 144K/Rld D;
W-1I: Redemption: 2025-09-07; Registration: 144W/Btk K;
C-2L: Redemption: 2025-09-07; Registration: 144Z/Evc A;
A-X: Redemption: 2025-09-07; Registration: 144C/Mxx W;
O-N: Redemption: 2025-09-07; Registration: 144G/Ebg J;
V-G: Redemption: 2025-09-07; Registration: 144K/Fno P;
V-Z: Redemption: 2025-09-07; Registration: 144W/Ovo Q;
Igw: Redemption: 2025-09-07; Registration: 144D/Jda J;
Deal Comments
Jcpcc. Djo Lvnn Ccshjwd 2.00
Risk Retention
JL - Rpas ZJ/JZ - Rpa
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 2, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KGR | 463.000 | - | Pcc | - | QA | - | - | 89.00% | - | Cfwbysky | LMNK | - | 220 | XSHM+220 | - | - |
| P-2 | BKO | 66.370 | - | BR | - | BB | - | - | 93.00% | - | Uuufq | - | - | - | 6.957% | - | - |
| O | GUC | 49.000 | - | NG | - | A | - | - | 50.25% | - | Hcpmkwoq | JYPN | - | 400 | WLVF+400 | - | - |
| S-1 | EEQ | 44.150 | - | AM | - | BB | - | - | 44.00% | - | Jhlurjyq | HPNX | - | 300 | TPHS+300 | - | - |
| M | IAN | 37.000 | - | JL | - | OO- | - | - | 66.00% | - | Ahpakpkp | TDFD | - | 815 | JMNN+815 | - | - |
| Glz | ARZ | 14.570 | - | LG | - | TJ | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | FBS | 66.000 | - | IE | - | OOO+ | - | - | 42.30% | - | Hmucfhnc | EMKU | - | 584 | GSUV+584 | - | - |
| V-2 | ONU | 1.000 | - | MA | - | KKK- | - | - | 20.74% | - | Dywusmbm | XNHM | - | 694 | UBDV+694 | - | - |
Tranche Comments
F: First Pay: 2023-04-15; Redemption: 2024-12-16;
S-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
P-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
O: First Pay: 2023-04-15; Redemption: 2024-12-16;
F-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
V-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
M: First Pay: 2023-04-15; Redemption: 2024-12-16;
Glz: First Pay: 2023-04-15; Redemption: 2024-12-16;
Deal Comments
Jjv Uzss Yxksjpt 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 21, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WRQ | 51.000 | 3.80 | Hd2 | - | - | - | - | 37.00% | - | Hwvvxmww | ATPX | - | 195 | 3hILFQ+195 | - | 219.00000 |
| G-2 | YTO | 82.000 | 5.50 | Sdd | - | - | - | - | 97.00% | - | Jvfujzjz | LGYS | - | 170 | 3jUZWE+170 | - | 540.00000 |
| C | WPD | 38.000 | 1.00 | Zh3 | - | - | - | - | 5.00% | - | Pxwwypmz | KIBN | - | - | 3zEQJQ+763 | - | 92.00000 |
| W-1 | UEY | 138.000 | 7.50 | Fjj | - | - | - | - | 79.30% | - | Aqelfyzf | VXBD | - | - | 3dAWUQ+148 | - | 68.40000 |
| Nmromh | LMI | 78.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | NPF | 43.000 | 6.70 | Upp3 | - | - | - | - | 80.00% | - | Xflmcvfp | UAWV | - | 365 | 3sYTBJ+365 | - | 871.00000 |
| P | QSV | 16.000 | 9.30 | E2 | - | - | - | - | 74.00% | - | Smzstqlc | QYKV | - | 250 | 3vMVSX+250 | - | 139.00000 |
Tranche Comments
W-1: First Pay: 2022-10-15; Redemption: 2023-04-15;
G-2: First Pay: 2022-10-15; Redemption: 2023-04-15;
G: First Pay: 2022-10-15; Redemption: 2023-04-15;
P: First Pay: 2022-10-15; Redemption: 2023-04-15;
A: First Pay: 2022-10-15; Redemption: 2023-04-15;
C: First Pay: 2022-10-15; Redemption: 2023-04-15;
Nmromh: First Pay: 2022-10-15; Redemption: 2023-04-15;
Deal Comments
Ivg Utss Vvugvon 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-Y | MPP | 368.890 | 6.39 | Nvv | - | NNN | - | - | 13.50% | - | Tqzolbyo | IIMP | - | 110 | 3iQYEM+110 | - | - |
Tranche Comments
P-Y: Redemption: 2022-08-28; Registration: 144V/Hzz E;
Deal Comments
Yvzuzezsuze. Izz Ueii Hvfuzby 0.6
Reinvestment Period End Date
Jul 19, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | TUB | 110.000 | 8.20 | Pbb | - | MMM | - | - | 97.00% | - | Ddvdehij | 3lL | - | 115 | 3nP+115 | - | - |
| W | FQP | 28.000 | 7.80 | Jtt3 | - | - | - | - | 31.00% | - | Fdcoqdhy | 3uX | - | 340 | 3wE+340 | - | - |
| Urg | RSO | 42.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | GPS | 74.000 | 3.20 | Rq2 | - | - | - | - | 21.00% | - | Mcdrurdg | 3lT | - | 165 | 3vQ+165 | - | - |
| P | IQV | 73.000 | 47.80 | Mf3 | - | - | - | - | 9.00% | - | Nmyphrbz | 3qM | - | 700 | 3zY+671 | - | - |
| K-2 | HXF | 61.000 | 3.90 | Hkk | - | - | - | - | 14.00% | - | Pyfqzvdj | 3yD | - | 140 | 3qX+140 | - | - |
| G | NLB | 30.000 | 3.40 | U2 | - | - | - | - | 43.00% | - | Fkpymtui | 3mV | - | 210 | 3lK+210 | - | - |
Tranche Comments
J-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144F/Pnt F;
K-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144T/Vbb D;
Q: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144N/Pil A;
G: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144J/Qxg G;
W: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144G/Pkg T;
P: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144N/Cyn S;
Urg: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144M/Zpu J;
Deal Comments
Hcu Gcee Nlyrcei 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 15, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-E3 | CVG | 383.746 | - | - | UUU | - | - | - | 83.70% | - | Cyjemrmk | 3vZ | 87 | 87 | 3zF+87 | - | 455.00000 |
| S-G3 | UBL | 95.200 | - | - | W | - | - | - | 73.00% | - | Emfcojea | 3cU | 200 | 200 | 3gV+200 | - | 355.00000 |
| N-C3 | LRM | 25.300 | - | - | LL | - | - | - | 84.60% | - | Nlyobzhi | 3yV | 150 | 150 | 3dY+150 | - | 315.00000 |
Tranche Comments
L-E3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144S Pckz;
N-C3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144K Hotf;
S-G3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144A Jrgx;
Deal Comments
Jzxafzl Xqpfmzmvfmk. Lfm Xzll Jqxfftb 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | AYU | 77.000 | 8.40 | Q2 | - | - | - | - | 87.00% | - | Fklawqfz | 3yQ | - | 205 | 3lF+205 | - | - |
| H-1 | IIB | 388.000 | 8.80 | Vii | - | MMM | - | - | 73.00% | - | Mbupjlxc | 3oT | - | 115 | 3uD+115 | - | - |
| A | WND | 49.000 | 52.60 | Ru3 | - | - | - | - | 7.00% | - | Ixhowkvc | 3fW | - | 675 | 3zC+661 | - | - |
| D-2 | WFT | 34.000 | 6.80 | Iqq | - | - | - | - | 50.00% | - | Jrejtjwx | 3dM | - | 140 | 3tJ+140 | - | - |
| P | GBB | 48.000 | 4.20 | Mk2 | - | - | - | - | 77.00% | - | Skkvwyiz | 3dQ | - | 165 | 3hV+165 | - | - |
| Tpdwdy | FXS | 68.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | JXL | 91.000 | 3.30 | Cww3 | - | - | - | - | 50.00% | - | Heokdrrz | 3lF | - | 340 | 3yV+340 | - | - |
Tranche Comments
H-1: First Pay: 2022-04-15; Redemption: 2023-10-15;
D-2: First Pay: 2022-04-15; Redemption: 2023-10-15;
P: First Pay: 2022-04-15; Redemption: 2023-10-15;
M: First Pay: 2022-04-15; Redemption: 2023-10-15;
G: First Pay: 2022-04-15; Redemption: 2023-10-15;
A: First Pay: 2022-04-15; Redemption: 2023-10-15;
Tpdwdy: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Sou Fzqq Txsyoul 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 6, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | AIS | 814.000 | 3.20 | Qmm | - | - | - | - | 42.00% | - | Cdylehbv | 3lE | - | 117 | 3fI+117 | - | - |
| W | OHU | 89.900 | 8.70 | C2 | - | - | - | - | 96.10% | - | Ofpodtvn | 3cL | - | 200 | 3tO+200 | - | - |
| H | IWC | 53.000 | 89.90 | Is3 | - | - | - | - | 6.00% | - | Mcsscyiq | 3oR | - | 675 | 3xG+654 | - | - |
| E-2 | WHT | 45.000 | 8.40 | Xss | - | - | - | - | 85.00% | - | Kdfmvdcz | 3tJ | - | 135 | 3mN+135 | - | - |
| Jxcmdq | VVT | 99.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | EOU | 48.600 | 3.30 | Rtt3 | - | - | - | - | 95.00% | - | Rrmmxpok | 3oA | - | 335 | 3hV+335 | - | - |
| H | GCW | 92.000 | 2.10 | Bj2 | - | - | - | - | 53.00% | - | Mjxyhldq | 3vD | - | 160 | 3zS+160 | - | - |
Tranche Comments
Y-1: First Pay: 2022-01-20; Redemption: 2023-10-20;
E-2: First Pay: 2022-01-20; Redemption: 2023-10-20;
H: First Pay: 2022-01-20; Redemption: 2023-10-20;
W: First Pay: 2022-01-20; Redemption: 2023-10-20;
O: First Pay: 2022-01-20; Redemption: 2023-10-20;
H: First Pay: 2022-01-20; Redemption: 2023-10-20;
Jxcmdq: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Sug Uoaa Pxmhudr 2.00
Risk Retention
MC/CJ qxbuxcjrx
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 21, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KQM | 52.100 | 7.90 | D2 | - | - | - | - | 73.90% | - | Rqskoizk | 3xQ | 190-200 | 200 | 3hJ+200 | - | - |
| X | MBN | 70.100 | 8.70 | Qaa3 | - | - | - | - | 16.00% | - | Ysepjkih | 3xH | 300-310 | 320 | 3xR+320 | - | - |
| D | FEN | 578.000 | 8.70 | Byy | - | - | - | - | 55.00% | - | Qmowhmth | 3cZ | 112-114 | 114 | 3wH+114 | - | - |
| Zefzxe | PZC | 41.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | MJV | 93.000 | 7.10 | Sx2 | - | - | - | - | 90.00% | - | Blylklzl | 3zE | 160-165 | 165 | 3bT+165 | - | - |
| Z | RAK | 56.000 | 51.20 | Hd3 | - | - | - | - | 1.00% | - | Ajauofam | 3yJ | 625-650 | 635 | 3aY+635 | - | - |
Tranche Comments
D: First Pay: 2022-01-20; Redemption: 2023-07-20;
I: First Pay: 2022-01-20; Redemption: 2023-07-20;
H: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
Z: First Pay: 2022-01-20; Redemption: 2023-07-20;
Zefzxe: First Pay: 2022-01-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 3, 2005