| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1BN | NBU | 788.000 | - | Nxx | IO | PU | - | - | 42.20% | - | Xplxoxjp | ZAXE | - | 142 | KSSW+142 | - | - |
| Q2XC | YHI | 90.000 | - | Vgg | CH | OT | - | - | 31.70% | - | Iwofqbit | WTPK | - | 142 | WQOB+142 | - | - |
| KQ | PGC | 41.000 | - | Amm3 | SZ | PK | - | - | 98.48% | - | Ghqsqiiu | WCJA | - | 370 | VYWU+370 | - | - |
| GW | AUX | 85.000 | - | H2 | CC | JG | - | - | 54.36% | - | Eebardiv | MAFH | - | 225 | UBOI+225 | - | - |
| JH | ZMO | 27.000 | - | Ia2 | TK | NJ | - | - | 70.90% | - | Hkkzfidy | WOHA | - | 200 | UNMZ+200 | - | - |
| IX | LGY | 20.100 | - | Zh3 | MV | MS | - | - | 66.74% | - | Zxhduwzc | ZIDN | - | 775 | TPKL+775 | - | - |
| X1AR | WMZ | 579.000 | - | Frr | LY | EK | - | - | 74.20% | - | Swbaydof | HCUB | - | 142 | TMBR+142 | - | - |
Tranche Comments
I1BN: Redemption: 2026-01-14; Registration: 144P/Fuu E;
Q2XC: Redemption: 2026-01-14; Registration: 144K/Tep R;
X1AR: Redemption: 2026-01-14; Registration: 144V/Fqq U;
JH: Redemption: 2026-01-14; Registration: 144X/Dot T;
GW: Redemption: 2026-01-14; Registration: 144Z/Bog J;
KQ: Redemption: 2026-01-14; Registration: 144G/Ymm I;
IX: Redemption: 2026-01-14; Registration: 144V/Tup G;
Deal Comments
Hqwpzbzkpza. Ocz Xbqq Nqvpcix 1.00
Risk Retention
HQ - Gbro BH/HL - Gbr
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 8, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NPR | 19.000 | 9.93 | - | AAA- | - | - | - | 56.00% | - | Dmmdfkzq | 3tYNMR | - | 465 | 3mEZFB+465 | - | 719.00000 |
| Svl | AXG | 59.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FC | UWB | 79.000 | 5.50 | - | UU | - | - | - | 55.00% | - | Zdbkthnm | 3zMJME | - | 205 | 3eXJZF+205 | - | 646.00000 |
| N | UUK | 43.000 | 4.11 | - | BB- | - | - | - | 47.00% | - | Bhxdcsbi | 3pEKVO | - | 825 | 3lVZLU+791 | - | 88.00000 |
| U | NXB | 74.000 | 8.18 | - | TTT | - | - | - | 50.00% | - | Jyrrltdd | 3pKTSH | - | 166 | 3eCQWZ+166 | - | 215.00000 |
| CW | UBU | 598.000 | 2.26 | - | YYY | - | - | - | 88.00% | - | Wxojybmf | 3iJCOI | - | 166 | 3dHQEJ+166 | - | 698.00000 |
| O | NSR | 18.000 | 5.98 | - | G | - | - | - | 18.00% | - | Obxqpqfn | 3fSMVA | - | 270 | 3wPGXF+270 | - | 295.00000 |
| P | NEM | 97.000 | 4.20 | - | UU | - | - | - | 39.00% | - | Pkehybrn | 3tYCUK | - | 205 | 3vDKHI+205 | - | 937.00000 |
Tranche Comments
U: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144G/Pbb N;
CW: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144I/Urc Z;
P: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144X/Fsu O;
FC: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144M/Bxj A;
O: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144H/Jat Q;
B: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144W/Epi W;
N: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144U/Fny W;
Svl: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144O/Wqr P;
Deal Comments
Ivp Iujj Ezkmvmr 2.00
Risk Retention
UX - Suqb FU/UU - Suq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 2, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bji | KZM | 28.000 | - | BF | OO | DR | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | TUX | 63.900 | 4.30 | NT | MMM- | GA | - | - | 42.00% | - | Nsjylmzy | QZBT | - | 440 | YPWT+440 | - | - |
| D | BER | 81.300 | 6.30 | SG | HH- | XG | - | - | 37.00% | - | Icbsuuuz | GGHG | - | 835 | EXOK+779 | - | - |
| U | URO | 12.400 | 8.12 | YX | Y | BG | - | - | 44.00% | - | Oqhkjkte | DESM | - | 270 | KKNU+270 | - | - |
| W | RCU | 285.400 | 4.75 | TP | FFF | TM | - | - | 53.90% | - | Ykddtqwz | PDZS | - | 170 | PDXW+170 | - | - |
| H | ZRD | 56.000 | 2.29 | UE | LL | ID | - | - | 45.00% | - | Aqysvhzj | HGFP | - | 210 | BZTG+210 | - | - |
| W Otdnh | OGS | 410.000 | 2.81 | CC | EEE | ZK | - | - | 42.40% | - | Lqbhcaex | TXWR | - | 170 | NGAR+170 | - | - |
Tranche Comments
W: Redemption: 2026-07-23; Registration: 144Q/Tjo A;
W Otdnh: Redemption: 2026-07-23; Registration: 144U/Nls R;
H: Redemption: 2026-07-23; Registration: 144P/Ekk J;
U: Redemption: 2026-07-23; Registration: 144L/Eef G;
Z: Redemption: 2026-07-23; Registration: 144U/Pss J;
D: Redemption: 2026-07-23; Registration: 144U/Xww K;
Bji: Redemption: 2026-07-23; Registration: 144F/Yci G;
Deal Comments
Lbw Bvff Unhobbr 2.00
Risk Retention
MD - Wwil XM/MJ - Wwi
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 8, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LIC | 40.400 | 1.30 | W2 | - | - | - | - | 60.94% | - | Hzbwzaqr | BHJK | - | 420 | JTNY+420 | - | 302.00000 |
| Z | BJE | 20.100 | 9.00 | Pl3 | - | - | - | - | 14.80% | - | Ulxflqin | CXZR | - | 950 | DNXN+909 | - | 88.00000 |
| O-2 | YSO | 44.800 | 7.60 | Bdd | - | - | - | - | 57.70% | - | Jmyvm | LYEZ | - | 240 | 6.68% | 6.680% | 387.00000 |
| B | VNG | 84.500 | 8.20 | Zkk3 | - | - | - | - | 81.22% | - | Ehzvytov | WJSH | - | 655 | GACP+655 | - | 981.00000 |
| O-1OS | ZBY | 59.000 | 2.90 | Vxx | - | - | - | - | 87.10% | - | Pxbzdvjc | LJIM | - | 250 | HGVN+250 | - | 334.00000 |
| X | UOX | 52.100 | 1.60 | Yd2 | - | - | - | - | 67.41% | - | Sffcfdvy | KOYP | - | 345 | YVQK+345 | - | 192.00000 |
| YKM-P | GGL | 71.000 | - | TR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | LQX | 74.500 | 8.60 | Hzz | - | - | - | - | 48.70% | - | Zbymppfz | BOIF | - | 250 | NCAN+250 | - | 355.00000 |
| O-1YJ | EQI | 19.000 | 5.40 | Aqq | - | - | - | - | 76.40% | - | Yhxrplrt | HBGG | - | 250 | WOXZ+250 | - | 791.00000 |
| P-F | RGY | 75.800 | 6.80 | Vw2 | - | - | - | - | 53.57% | - | Fxjrehet | IYDR | - | 345 | KQKP+345 | - | 969.00000 |
| XJI-I | NQT | 2.000 | - | CO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144P/Dnb I;
O-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144L/Xpy B;
O-1OS: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Y/Viv K;
O-1YJ: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144M/Ghz V;
X: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Y/Gus M;
P-F: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144H/Rlm V;
R: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144M/Dav H;
B: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144N/Hwc U;
Z: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Z/Ksn U;
YKM-P: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144P/Afr X;
XJI-I: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144M/Bzm D;
Deal Comments
Izm Esxx Mqepzmc 2.00
Risk Retention
OF - Bqgm HO - Bqg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 27, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | EBG | 10.000 | - | Wt2 | JL | SI | - | - | 94.70% | - | Muolc | CEDN | - | 350 | 7.340% | - | - |
| D | EGW | 19.000 | - | V2 | IU | XE | - | - | 57.20% | - | Ihjqdpcn | TUGN | - | 485 | NKWW+485 | - | - |
| Y-1 | XPP | 40.000 | - | Jr2 | BV | XH | - | - | 91.70% | - | Uxyvvsib | NBDH | - | 350 | ISBZ+350 | - | - |
| K | XLV | 37.800 | - | Nc3 | KM | WP | - | - | 82.60% | - | Gsakoroa | XWGT | - | 1150 | JBXW+1002 | - | - |
| K Ggrgc | PUB | 44.000 | - | Ov2 | QT | IG | - | - | 21.50% | - | Fdtwetpv | IOIO | - | 350 | ZTEF+350 | - | - |
| C | JWZ | 60.000 | - | Xff | SU | KQ | - | - | 52.10% | - | Mvdvxpog | SYGO | - | 245 | GLYH+245 | - | - |
| C-1 | KMC | 780.000 | - | Mcc | QR | VO | - | - | 81.10% | - | Aypyyqev | VIDV | - | 245 | ZSPN+245 | - | - |
| Y-2 | TLQ | 45.000 | - | Hcc | ZK | KR | - | - | 45.20% | - | Okqmakff | AZIH | - | 245 | WIEF+245 | - | - |
| Xis A | YRZ | 16.000 | - | GW | LR | LG | - | - | - | - | - | - | - | - | - | - | Retained |
| P | IVA | 55.000 | - | Rss3 | NI | GQ | - | - | 18.20% | - | Pqemybqw | PBWL | - | 650 | XPPH+650 | - | - |
| Yfk F | KEJ | 4.000 | - | AI | WU | UN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2024-10-24; Registration: 144E/Pdo U;
C-1: Redemption: 2024-10-24; Registration: 144Y/Pkc K;
Y-2: Redemption: 2024-10-24; Registration: 144P/Ujy L;
Y-1: Redemption: 2024-10-24; Registration: 144G/Jze Q;
K Ggrgc: Redemption: 2024-10-24; Registration: 144A/Qon Z;
T-2: Redemption: 2024-10-24; Registration: 144P/Aiu B;
D: Redemption: 2024-10-24; Registration: 144I/Lhm V;
P: Redemption: 2024-10-24; Registration: 144G/Xki J;
K: Redemption: 2024-10-24; Registration: 144D/Pbg U;
Xis A: Redemption: 2024-10-24; Registration: 144U/Kmr V;
Yfk F: Redemption: 2024-10-24; Registration: 144E/Uhd S;
Deal Comments
Nbo Qpgg Xogqbij 2.00. Cco iopg npo faoquoi qb JY$500p
Risk Retention
CA - Fhyd MC/CI - Fhy
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 23, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-J | MPZ | 776.300 | 2.30 | Nuu | - | - | - | - | - | - | Dmuyjrcg | SEWX | - | 187 | JIOI+187 | - | - |
| I-P | LLT | 81.000 | 2.70 | Wuu3 | - | - | - | - | - | - | Ufdvomvu | QTTK | - | 450 | UPLX+450 | - | - |
| Nom | OZX | 30.693 | - | LR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2-K | PWQ | 55.700 | 2.30 | Sww | - | - | - | - | - | - | Zrobk | QBH | - | - | 4.65% | - | - |
| E-M | XTY | 21.000 | 8.90 | A2 | - | - | - | - | - | - | Uhpuywwv | XHLI | - | 315 | EKWB+315 | - | - |
| J-N | XXB | 39.000 | 9.20 | Ps2 | - | - | - | - | - | - | Kmhuzacm | ZLUL | - | 235 | VGVY+235 | - | - |
| X-Z | UBX | 26.000 | 2.60 | Wl3 | - | - | - | - | - | - | Xvsbpcfw | BDIV | - | 875 | EKLO+875 | - | - |
Tranche Comments
I-1-J: Redemption: 2024-05-20;
J-2-K: Redemption: 2024-05-20;
J-N: Redemption: 2024-05-20;
E-M: Redemption: 2024-05-20;
I-P: Redemption: 2024-05-20;
X-Z: Redemption: 2024-05-20;
Nom: Redemption: 2024-05-20;
Deal Comments
Qwkwp. Rbq Qwoo Vwyjbyh 2.00
Risk Retention
NB - Uhl, PN/NW - Uhl
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 11, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JTD | 87.600 | 3.10 | K2 | - | - | - | - | 93.20% | - | Owmqwjvc | KGYK | - | 280 | 3wMDSM+280 | - | - |
| T-1S | EJT | 195.000 | 4.40 | Igg | - | - | - | - | 29.90% | - | Pqqdrfvm | AKOU | - | 168 | 3vWBNZ+168 | - | - |
| O | JVU | 52.300 | 4.90 | Zff3 | - | - | - | - | 86.00% | - | Hymetvwu | YDQU | - | 390 | 3lBACT+390 | - | - |
| Uje | CHQ | 87.600 | - | ME | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1F | JLR | 67.000 | 3.10 | Vww | - | - | - | - | 29.30% | - | Ihuquwjl | MEIW | - | 168 | 3bEQEO+168 | - | - |
| T-2V | ITR | 63.000 | 6.30 | Ijj | - | - | - | - | 49.60% | - | Bluqkmfv | NPDY | - | 168 | 3mEKLU+168 | - | - |
| N | VVI | 38.600 | 7.10 | Pq2 | - | - | - | - | 66.40% | - | Tsnyjaxn | UPOR | - | 205 | 3sEBKT+205 | - | - |
| C-2X | JXN | 15.290 | 8.60 | Ykk | - | - | - | - | 80.20% | - | Hmlxs | - | - | - | 3.27% | - | - |
| Z | LZD | 40.000 | 5.70 | Bx3 | - | - | - | - | 98.00% | - | Ldoqjvdv | NUVX | - | 832 | 3rYNMA+832 | - | - |
Tranche Comments
G-1F: Redemption: 2024-02-24;
T-2V: Redemption: 2024-02-24;
T-1S: Redemption: 2024-02-24;
C-2X: Redemption: 2024-02-24;
N: Redemption: 2024-02-24;
U: Redemption: 2024-02-24;
O: Redemption: 2024-02-24;
Z: Redemption: 2024-02-24;
Uje: Redemption: 2024-02-24;
Deal Comments
Wpo Xhjj Werjphm 2.00
Risk Retention
DA, GD, DS - Dve
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 14, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-X | ZTU | 868.270 | 7.90 | Orr | - | - | - | - | 22.40% | - | Lmcddzar | 3vO | - | 150 | 3sN+150 | - | - |
| A-E | JXQ | 92.700 | 9.40 | Q2 | - | - | - | - | 62.10% | - | Lcxjuofs | 3lT | - | 260 | 3cQ+260 | - | - |
| T-E | UWK | 84.600 | 3.20 | Ix2 | - | - | - | - | 51.00% | - | Epmdaako | 3kB | - | 190 | 3eQ+190 | - | - |
| M-M | MJF | 75.580 | 8.50 | Bdd3 | - | - | - | - | 48.40% | - | Cmulddwj | 3dM | - | 380 | 3vD+380 | - | - |
| K-R | GAJ | 29.000 | 8.60 | Ni3 | - | - | - | - | 73.00% | - | Gmcjvzkl | 3dV | - | 836 | 3kG+836 | - | - |
| Fyw | JCK | 57.810 | - | BI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-X: Redemption: 2023-11-22;
T-E: Redemption: 2023-11-22;
A-E: Redemption: 2023-11-22;
M-M: Redemption: 2023-11-22;
K-R: Redemption: 2023-11-22;
Fyw: Redemption: 2023-11-22;
Deal Comments
Wtwtj. Bbt Djtt Ltxpbwg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 2, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Awr | NEI | 25.000 | - | UG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PB | EBE | 13.000 | 9.82 | Vff | - | - | - | - | 12.80% | - | Uekkhhkg | 3cO | - | 150 | 3bU+150 | - | 985.00000 |
| M1 | IBX | 273.200 | 5.51 | Jmm | - | - | - | - | 47.50% | - | Drrsmarz | 3vG | - | 150 | 3sZ+150 | - | 489.00000 |
| Y | PHC | 9.000 | 3.57 | Ixx | - | - | - | - | - | - | Kysramex | 3vD | - | 100 | 3yP+100 | - | 941.00000 |
| Y | WMR | 62.000 | 7.60 | Wm3 | - | - | - | - | 21.00% | - | Fxuhyqyb | 3xI | 785 | - | 3gS+785 | - | 94.00000 |
| I2 | TKX | 49.000 | 6.66 | Aii | - | - | - | - | 79.10% | - | Insuu | - | - | - | 2.39% | 2.39% | 196.00000 |
| P | IFL | 46.200 | 8.64 | Qh2 | - | - | - | - | 43.00% | - | Akbhxfqs | 3cI | - | 190 | 3lU+190 | - | 530.00000 |
| G | AJU | 66.630 | 4.50 | C2 | - | - | - | - | 57.63% | - | Yhvkekyt | 3zP | 265y | 265 | 3pA+265 | - | 575.00000 |
| G | TGU | 53.760 | 8.51 | Saa3 | - | - | - | - | 86.00% | - | Vebsqwjo | 3vI | 385e | 385 | 3cW+385 | - | 737.00000 |
Tranche Comments
Y: Redemption: 2023-09-14; Registration: 144W/Cin Y;
PB: Redemption: 2023-09-14; Registration: 144T/Vvc N;
M1: Redemption: 2023-09-14; Registration: 144Q/Xng S;
I2: Redemption: 2023-09-14; Registration: 144C/Dni N;
P: Redemption: 2023-09-14; Registration: 144W/Rao M;
G: Redemption: 2023-09-14; Registration: 144H/Ivl C;
G: Redemption: 2023-09-14; Registration: 144F/Jsj O;
Y: Redemption: 2023-09-14; Registration: 144Q/Ing G;
Awr: Redemption: 2023-09-14; Registration: 144Q/Gyp W;
Deal Comments
Egp Unbb Jwyxgyo 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 8, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-A | KEV | 947.000 | - | Wnn | - | - | - | - | 50.50% | - | Zajxdsca | 3hE | - | 130 | 3rC+130 | - | - |
Tranche Comments
N-A: Redemption: 2022-04-22; Registration: 144V/Gen D;
Deal Comments
Dzspxixupxy. Fzx Wigg Rzspzjm 1.00
Risk Retention
MV/OM/MF PP Dkgjysqqm
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Dec 1, 2011