| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-P | FCS | 54.000 | 7.67 | P2 | - | - | - | - | 45.35% | - | Hmlpxxqf | 3hAMZV | - | 210 | 3nTHEV+210 | - | 124.00000 |
| F-P | QKE | 601.000 | 4.88 | Paa | - | - | - | - | 94.99% | - | Whuespmk | 3xTNFX | - | 115 | 3jXQGV+115 | - | 139.00000 |
| T-1-T | YJI | 13.000 | 8.78 | Wr2 | - | - | - | - | 95.80% | - | Hmxuvbrm | 3fUUAX | - | 175 | 3aBBZW+175 | - | 926.00000 |
Tranche Comments
F-P: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144F/Myi X;
T-1-T: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144C/Kpg X;
G-P: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144X/Udn X;
Deal Comments
Davjzai Rikztatqztq. Gnt Jaii Divznby 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 25, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CZY | 49.000 | - | - | Y | - | - | - | 75.00% | - | Pexzbdik | XOIV | 230 | 230 | DHKR+230 | - | - |
| O | GYN | 92.100 | - | - | OO- | - | - | - | 6.00% | - | Hqdxbyff | LWTD | 725 | 725 | IIJJ+717 | - | - |
| K | TVQ | 923.000 | - | - | EEE | - | - | - | 46.00% | - | Bbvchulh | PADV | 142 | 142 | BZPU+142 | - | - |
| O | QJV | 75.000 | - | - | II | - | - | - | 79.00% | - | Lzblkoqr | NHVA | 185 | 185 | SQAR+185 | - | - |
| H-1 | KOE | 94.800 | - | - | VVV | - | - | - | 60.00% | - | Lvqhpkhy | VLMQ | 365 | 365 | QSBB+365 | - | - |
| Z-2 | YYT | 9.000 | - | - | TTT- | - | - | - | 72.00% | - | Nlqkrewb | QMTO | 440 | 440 | QAOA+440 | - | - |
| Ehd | QMO | 70.000 | - | - | SV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144W/Iwo O;
O: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144I/Zrd E;
P: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144E/Xcw X;
H-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144P/Vwe L;
Z-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Muq Z;
O: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Ieo P;
Ehd: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144W/Xly L;
Deal Comments
Fprxxrp. Wib Lqgg Yporira 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 7, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1-Z | CXA | 190.000 | 8.80 | - | DDD | - | - | - | 41.20% | - | Avcduusq | TJJK | 127j | 127 | YOIV+127 | - | - |
| L-Q | LNE | 59.000 | 9.30 | - | VV | - | - | - | 43.40% | - | Wpmqvkhq | DGCL | 170-175 | 185 | SZPY+185 | - | - |
| Q-Q | BRY | 30.000 | 2.80 | - | G | - | - | - | 25.10% | - | Ijluvmqz | BAUO | 220-230 | 220 | SWUD+220 | - | - |
| V-2-G | OCC | 37.000 | 1.60 | - | XXX | - | - | - | 91.80% | - | Mwerfqnq | CTNS | 155-160 | 160 | LMUD+160 | - | - |
Tranche Comments
S-1-Z: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144I/Gzd J;
V-2-G: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144O/Eee Q;
L-Q: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144B/Rdh U;
Q-Q: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144H/Xcv Z;
Deal Comments
Ozquazz Kvaawzwuawq. Zww-Ozzz Ovqawik 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 24, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NRN | 62.000 | - | - | BB | - | - | - | 77.00% | - | Suwphaqr | HISD | - | 210 | MCEY+210 | - | - |
| A2 | GPB | 7.000 | - | - | GGG | - | - | - | 49.00% | - | Rtpobvtq | SNKL | - | 175 | HVIC+175 | - | - |
| K | GBY | 16.000 | - | - | PP- | - | - | - | 2.93% | - | Sqfdtyiq | ULWS | - | 708 | TGEK+708 | - | - |
| W1 | ZJQ | 67.000 | - | - | HHH | - | - | - | 87.20% | - | Wuxazaxp | QWWS | - | 390 | ZKMZ+390 | - | - |
| Qpr | EIC | 24.000 | - | - | DE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | NQT | 398.000 | - | - | CCC | - | - | - | 22.00% | - | Vfxproor | CJTB | - | 160 | KTTI+160 | - | - |
| L | JWH | 96.000 | - | - | T | - | - | - | 30.00% | - | Ikpratww | BAGG | - | 260 | SSNC+260 | - | - |
| Q2 | WJB | 1.000 | - | - | GGG- | - | - | - | 28.00% | - | Mcwzskso | XNTC | - | 590 | LGEN+590 | - | - |
Tranche Comments
J1: Redemption: 2026-04-15; Registration: 144T/Jrq V;
A2: Redemption: 2026-04-15; Registration: 144T/Jey K;
M: Redemption: 2026-04-15; Registration: 144L/Ezn K;
L: Redemption: 2026-04-15; Registration: 144A/Ejr W;
W1: Redemption: 2026-04-15; Registration: 144X/Znt R;
Q2: Redemption: 2026-04-15; Registration: 144K/Wzn I;
K: Redemption: 2026-04-15; Registration: 144J/Cvw M;
Qpr: Redemption: 2026-04-15; Registration: 144V/Xqv U;
Deal Comments
Byw Csaa Vymzyaj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 21, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ARK | 278.700 | 6.10 | - | MMM | - | - | - | 39.00% | - | Cchsybas | HXXP | - | 220 | ULQY+220 | - | - |
| I | HFY | 42.900 | 9.10 | - | TTT- | - | - | - | 78.00% | - | Ddmffmqk | KDIO | - | 595 | PSGS+583 | - | - |
| B | RLX | 55.500 | 1.40 | - | XX | - | - | - | 64.00% | - | Nxwoushn | TPGK | - | 300 | UEOD+300 | - | - |
| B | RFD | 84.130 | 30.00 | - | BB- | - | - | - | 6.70% | - | Pdvwaouc | SGAN | - | 950 | LMTY+881 | - | - |
| Pj | IPP | 57.700 | - | - | IC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | UQI | 33.000 | 8.60 | - | Y | - | - | - | 93.00% | - | Zevejhtb | WXHP | - | 375 | VZMS+375 | - | - |
Tranche Comments
V: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144M/Obn D;
B: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144V/Vqn E;
X: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144F/Dog D;
I: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144F/Ema L;
B: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144X/Zqx Q;
Pj: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144W/Wrl Z;
Deal Comments
Vhj Ojmm Hgfbhgo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GI | RHP | 30.000 | - | - | CCC | - | - | - | - | - | Dxzjduon | NGHH | - | 154 | 3cJDWP+154 | - | - |
| HJ | BAO | 96.000 | - | - | MMM | - | - | - | - | - | Zgqrw | - | - | - | 4.097% | - | - |
| Jmg | HVL | 11.400 | - | - | BY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | ERH | 353.000 | - | - | DDD | - | - | - | - | - | Hebrjora | SUHT | - | 154 | 3qXMVX+154 | - | - |
| Y | IMV | 81.770 | - | - | SS- | - | - | - | - | - | Jsyyshhw | KLKK | - | 810 | 3lAQYM+810 | - | - |
| IE | TOD | 1.612 | - | - | KKK- | - | - | - | - | - | Zyhzoqzj | KZDL | - | 573 | 3tZIOA+573 | - | - |
| F1 | ULW | 1.492 | - | - | JJ | - | - | - | - | - | Bdsrkvlp | MICW | - | 245 | 3qIBYM+245 | - | - |
| L | OGM | 31.642 | - | - | L | - | - | - | - | - | Qdoowzkj | MUNB | - | 300 | 3vYXHI+300 | - | - |
| U1 | RFR | 91.000 | - | - | MMM- | - | - | - | - | - | Wfxdrquv | VLFT | - | 406 | 3qDDLZ+406 | - | - |
| GI | ZGQ | 23.000 | - | - | MM | - | - | - | - | - | Gffcg | - | - | - | 4.991% | - | - |
Tranche Comments
V1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Djh D;
GI: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Pvn H;
HJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Etv U;
F1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Kjp Y;
GI: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Mpd A;
L: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Tpv A;
U1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Pin K;
IE: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Jnk J;
Y: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Hom A;
Jmg: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Haj I;
Deal Comments
Vcc Caww Wyuhcwt 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 2, 2011
WAL Test Period End Date
Dec 31, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-O | BHY | 212.000 | 4.80 | - | WWW | - | - | - | 96.00% | - | Yemssdpd | 3iZ | - | 120 | 3dO+120 | - | - |
| O-Y | EKH | 49.000 | 75.30 | - | CC- | - | - | - | 8.47% | - | Ffmqlxzd | 3xZ | - | 760 | 3dE+745 | - | - |
| Y-Z | XOO | 16.000 | 3.30 | - | HHH- | - | - | - | 35.90% | - | Wmkwlope | 3gL | - | 360 | 3zM+360 | - | - |
| J-H | MPA | 49.000 | 1.30 | - | VV | - | - | - | 72.00% | - | Vlzdfinx | 3tV | - | 180 | 3gI+180 | - | - |
| T-O | XZE | 59.000 | 1.80 | - | J | - | - | - | 20.00% | - | Sybhtrda | 3zT | - | 220 | 3sC+220 | - | - |
Tranche Comments
G-O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Pmg W;
J-H: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Afs O;
T-O : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Dar U;
Y-Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Mqn Z;
O-Y: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Qkx Z;
Deal Comments
Beaeh. Xbc Kzmm Ieciban 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 26, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RRN | 83.000 | - | C2 | - | - | - | - | 59.00% | - | Aofrqtou | 3yS | - | 240 | 3gF+240 | - | - |
| K | EWV | 81.000 | - | Pv3 | - | - | - | - | 1.00% | - | Jucsyjaf | 3hZ | - | 770 | 3iF+747 | - | - |
| Xojjgo | BYZ | 77.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | NHZ | 568.000 | - | Orr | - | - | - | - | 40.00% | - | Cljzcllg | 3sT | - | 122 | 3eJ+122 | - | - |
| K | AXN | 12.000 | - | Lvv3 | - | - | - | - | 25.00% | - | Qfsyewdt | 3mE | - | 350 | 3jT+350 | - | - |
| U-1 | MGR | 38.000 | - | Nr2 | - | - | - | - | 67.00% | - | Zjswbypx | 3wI | - | 180 | 3hF+180 | - | - |
| I-2 | ELS | 57.000 | - | Ds2 | - | - | - | - | 82.00% | - | Dogwt | - | - | 175 | 2.970% | - | - |
Tranche Comments
D: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Msr X;
U-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Z/Fto V;
I-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144N/Iua B;
H: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Kiu B;
K: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144G/Waq E;
K: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144W/Gvp E;
Xojjgo: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144C/Juw J;
Deal Comments
Ksy Kqgg Jhtisvn 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 1, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WB2 | PMZ | 87.000 | - | Yzz3 | - | - | - | - | - | - | Iadvacpm | 3eW | - | 363 | 3iW+363 | - | - |
| B1B2 | HTD | 474.000 | - | Guu | - | - | - | - | - | - | Oxbxrdyn | 3pZ | - | 120 | 3fK+120 | - | - |
| Q2Q2 | ILL | 41.460 | - | Xm2 | - | - | - | - | - | - | Geoewftn | 3iW | - | 185 | 3bK+185 | - | - |
| GA2 | WON | 38.200 | - | E2 | - | - | - | - | - | - | Gkwfozbt | 3qD | - | 245 | 3fJ+245 | - | - |
| Gid | WYS | 33.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1X2 | ZZU | 67.000 | - | Vss | - | - | - | - | - | - | Syfph | - | - | - | 2.125% | - | - |
| HY2 | NKS | 28.000 | - | Ua3 | - | - | - | - | - | - | Amuzebmh | 3mT | - | 835 | 3zU+835 | - | - |
| HL | ZMI | 8.600 | - | Juu | - | - | - | - | - | - | Vufkywts | 3wR | - | 80 | 3bT+80 | - | - |
| W2Q2 | VVF | 8.000 | - | Wt2 | - | - | - | - | - | - | Btvev | - | - | - | 2.927% | - | - |
Tranche Comments
HL: Redemption: 2023-09-14;
B1B2: Redemption: 2023-09-14;
V1X2: Redemption: 2023-09-14;
Q2Q2: Redemption: 2023-09-14;
W2Q2: Redemption: 2023-09-14;
GA2: Redemption: 2023-09-14;
WB2: Redemption: 2023-09-14;
HY2: Redemption: 2023-09-14;
Gid: Redemption: 2023-09-14;
Deal Comments
Mlqls. Xfg Kjnn Ulvhflz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-YY | MHP | 14.000 | - | - | EE | - | - | - | 33.00% | - | Wsqrnkpn | 3kN | - | 180 | 3qW+180 | - | - |
| Y-FF | OLR | 28.000 | - | - | QQQ- | - | - | - | 56.00% | - | Juxjcedw | 3dX | - | 355 | 3eN+355 | - | - |
| Q-XX | XHZ | 95.000 | - | - | BB- | - | - | - | 8.70% | - | Fxqqtorj | 3rV | - | 750 | 3aS+750 | - | - |
| N-XX | VKY | 636.000 | - | - | LLL | - | - | - | 23.80% | - | Yjooprby | 3vM | - | 117 | 3iC+117 | - | - |
| W-EE | HOQ | 6.000 | - | - | GGG | - | - | - | - | - | Xvioxzzi | 3vW | - | 70 | 3pM+70 | - | - |
| Z-II | RHL | 54.000 | - | - | H | - | - | - | 38.00% | - | Jbepbfux | 3qQ | - | 240 | 3tD+240 | - | - |
| Hhs | XJV | 22.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-EE : First Pay: 2021-07-28; Redemption: 2023-07-28;
N-XX: First Pay: 2021-07-28; Redemption: 2023-07-28;
M-YY: First Pay: 2021-07-28; Redemption: 2023-07-28;
Z-II: First Pay: 2021-07-28; Redemption: 2023-07-28;
Y-FF : First Pay: 2021-07-28; Redemption: 2023-07-28;
Q-XX: First Pay: 2021-07-28; Redemption: 2023-07-28;
Hhs : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Emkmt. Ksv Myll Vmxwsir 2.00
Risk Retention
APW ryxrbjv jc dcgw a zdvw zrjrdjdcd ddjrzrvj ecz xfzxcvrv ce jdr JS zdvw zrjrdjdcd zrcfdzrrrdjv
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 19, 2005