| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bqb | NME | 46.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2-W | PQJ | 63.000 | 4.10 | - | JJJ | - | - | - | 67.00% | - | Ydyajidj | 3oDHVB | - | 160 | 3gTFYF+160 | - | - |
| Y-X | BNO | 16.000 | 2.80 | - | II | - | - | - | 57.00% | - | Cwdmhykv | 3aTSDF | - | 180 | 3jJJLW+180 | - | - |
| Y-1-Y | QLH | 332.000 | 2.70 | - | DDD | - | - | - | 65.00% | - | Mprvmcix | 3tDNIK | - | 148 | 3iDOMR+148 | - | - |
| Y-1Y-M | VMJ | 67.000 | 1.10 | - | WWW | - | - | - | 86.00% | - | Ufomjdyc | 3hHPVX | - | 148 | 3iLNJE+148 | - | - |
| M-1A-J | QMS | 81.000 | 8.20 | - | RRR | - | - | - | 91.00% | - | Chpjbtyb | 3yJXNX | - | 148 | 3dKWGG+148 | - | - |
| B-Z | RSX | 68.000 | 8.30 | - | VVV- | - | - | - | 36.00% | - | Ikfkvxhe | 3jLPBO | - | 375 | 3cMHQX+375 | - | - |
| O-I | EIU | 13.000 | 8.70 | - | Q | - | - | - | 61.00% | - | Bzzremff | 3aBAAI | - | 225 | 3fYDGM+225 | - | - |
Tranche Comments
Y-1-Y: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144D/Nfe M;
Y-1Y-M: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144T/Wxe E;
M-1A-J: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144Y/Mxn Y;
P-2-W: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144Y/Gue E;
Y-X: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144B/Hcu I;
O-I: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144K/Gyg Z;
B-Z: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144Y/Ery V;
Bqb: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144T/Axw A;
Deal Comments
Ypqpo. Axt Lbtt Lproxrw 2.00
Risk Retention
VV - Uefo VV/VJ - Uef
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 15, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-S | UUO | 78.000 | 1.30 | - | K | - | - | - | 11.00% | - | Ulqjlcdu | 3oTVEJ | - | 265 | 3aWXMI+265 | - | - |
| HY | ZFW | 481.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1-O | ZUF | 116.200 | 4.60 | - | AAA | - | - | - | 65.00% | - | Bkzputlb | 3hHANX | - | 170 | 3gVGJD+170 | - | - |
| H-J | FRH | 57.300 | 8.60 | - | EEE- | - | - | - | 10.00% | - | Uqdosumf | 3qUWVQ | - | 435 | 3mIIGM+435 | - | - |
| V-2-N | YZR | 22.340 | 6.40 | - | PPP | - | - | - | 70.00% | - | Fhxmpfae | 3vUWZM | - | 185 | 3lYLSE+185 | - | - |
| F-Z | ZJT | 38.980 | 5.50 | - | SS | - | - | - | 39.00% | - | Tmuxqwre | 3kNYVQ | - | 195 | 3vKQIQ+195 | - | - |
Tranche Comments
B-1-O: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144Y/Lwc P;
V-2-N: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144I/Nnv T;
F-Z: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144Q/Dlu S;
B-S: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144L/Ipa Y;
H-J: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Iat I;
HY: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144G/Qad E;
Deal Comments
Thshh. Rys Nuww Nhrwysk 2.00
Risk Retention
DC - Zldm FD/DZ - Zld
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 22, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-GG | JWW | 92.000 | 6.10 | - | KKK | - | - | - | 75.00% | - | Dmoafyyi | 3tNLBO | - | 190 | 3iTVWX+190 | - | - |
| S-HH | YYG | 27.000 | 4.60 | - | JJJ- | - | - | - | 83.00% | - | Ahiblaiy | 3tIGVO | - | 435 | 3oLNDY+435 | - | - |
| Z-1-WWU | ROI | 88.000 | 6.60 | - | UUU | - | - | - | 55.00% | - | Dlosmhtb | 3fCNQV | - | 175 | 3zXAYZ+175 | - | - |
| YU | ONS | 88.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1-KK | BKL | 720.000 | 8.70 | - | SSS | - | - | - | 98.00% | - | Mkjczwph | 3lVDMR | - | 175 | 3tSKBJ+175 | - | - |
| Y-KK | LTP | 78.000 | 6.10 | - | GG | - | - | - | 74.00% | - | Hwlqxepr | 3rLZXG | - | 200 | 3sKMQJ+200 | - | - |
| S-EE | GJN | 22.000 | 8.20 | - | M | - | - | - | 96.00% | - | Wsqwxpae | 3tPJKU | - | 270 | 3vNLNA+270 | - | - |
Tranche Comments
Z-1-WWU: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144C/Ahs Y;
U-1-KK: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144L/Ckh L;
K-2-GG: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144E/Lcn N;
Y-KK: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144N/Idf A;
S-EE: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144H/Uxm E;
S-HH: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144E/Cjo F;
YU: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144G/Lla G;
Deal Comments
Yvgvz. Ufp Gpoo Ivtxfku 2.00
Risk Retention
XA - Zxlk JX/XO - Zxl
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 24, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-W | BAK | 783.000 | 6.40 | - | MMM | - | - | - | 69.00% | - | Foxwmony | 3wUDWW | - | 180 | 3gZDIP+180 | - | - |
| L-X | ERS | 74.000 | 4.20 | - | BB | - | - | - | 92.00% | - | Psbbpbdv | 3sJQKC | - | 210 | 3uKXYD+210 | - | - |
| E-2-X | EUL | 55.000 | 9.00 | - | DDD | - | - | - | 46.00% | - | Mruxmpxc | 3zDUTI | - | 195 | 3uVXEO+195 | - | - |
| IA | JXC | 93.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-C | YMG | 12.000 | 6.30 | - | C | - | - | - | 99.00% | - | Irukqcum | 3cGJNB | - | 285 | 3sOBFO+285 | - | - |
| D-B | XMV | 36.000 | 5.70 | - | EEE- | - | - | - | 98.00% | - | Wbexzduf | 3xXLEY | - | 450 | 3oDJQQ+450 | - | - |
Tranche Comments
Z-1-W: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144J/Wrc B;
E-2-X: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144T/Rml X;
L-X: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144B/Twb G;
N-C: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144X/Hzf L;
D-B: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144T/Ljp O;
IA: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144T/Esn E;
Deal Comments
Bhehb. Abf Nfkk Nhrfbzy 2.00
Risk Retention
NJ - Rqhv NN/NF - Rqh
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 27, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WBQ | 64.200 | 6.20 | - | CC | - | - | - | 66.00% | - | Nmoeavnc | 3gNMCQ | - | 260 | 3rABSA+260 | - | - |
| C-1 | VTL | 135.000 | 7.50 | - | GGG | - | - | - | 15.00% | - | Zedckreo | 3cCYKE | - | 205 | 3dUXMV+205 | - | - |
| G-1D | HOK | 538.000 | 5.80 | - | ZZZ | - | - | - | 47.00% | - | Ihoxmtvd | 3hTZWN | - | 205 | 3ySTEY+205 | - | - |
| K | RMB | 17.000 | 6.40 | - | JJJ- | - | - | - | 29.00% | - | Syeqmaeb | 3fKOSV | - | 525 | 3fKNKK+525 | - | - |
| DA | OYK | 31.746 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | QIT | 41.400 | 4.00 | - | III | - | - | - | 63.00% | - | Qumlclyc | 3kATQX | - | 230 | 3rEZKB+230 | - | - |
| T | LNN | 23.000 | 2.00 | - | V | - | - | - | 17.00% | - | Rsjvszyj | 3tPVBT | - | 335 | 3lTENX+335 | - | - |
Tranche Comments
C-1: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144H/Wsx L;
G-1D: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144V/Isr X;
W-2: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144G/Gsk W;
E: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144H/Juy R;
T: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144Q/Vck G;
K: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144D/Doh Z;
DA: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144I/Zsd U;
Deal Comments
Ejn Gwss Qcpyjwq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 16, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | XIQ | 67.400 | 7.70 | - | YY | - | - | - | 31.00% | - | Ppmps | - | - | 330 | 7.205% | - | - |
| J-1 | PHH | 589.000 | 9.40 | - | EEE | - | - | - | 82.00% | - | Ixqzlrjk | 3kHWQE | - | 255 | 3xUYYH+255 | - | - |
| A-1 | MFI | 78.000 | 2.90 | - | J | - | - | - | 65.00% | - | Ecoksrem | 3kXPXH | - | 440 | 3wGPII+440 | - | - |
| M-2-T | JML | 7.000 | 6.00 | - | DDD | - | - | - | 94.30% | - | Pvfjq | - | - | 305 | 6.956% | - | - |
| R | EAF | 65.000 | 8.80 | - | PPP- | - | - | - | 40.00% | - | Rywkjplu | 3eBKSD | - | 660 | 3nLKHD+660 | - | - |
| X-2-X | AIC | 9.000 | 7.00 | - | HHH | - | - | - | 23.90% | - | Ipqjbirt | 3jTTFQ | - | 305 | 3zGHHB+305 | - | - |
| F-1 | TGQ | 9.000 | 4.20 | - | LL | - | - | - | 80.00% | - | Llohspil | 3uJXKW | - | 330 | 3dZJVI+330 | - | - |
| HQ | XAT | 48.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | OCM | 3.900 | 6.90 | - | M | - | - | - | 28.00% | - | Pmoih | - | - | 400 | 8.400% | - | - |
Tranche Comments
J-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144Z/Gks T;
X-2-X: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144T/Ecu G;
M-2-T: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144Q/Yuy H;
F-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144C/Pxk K;
V-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144M/Cmi E;
A-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144J/Rxg N;
Z-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144M/Mbh X;
R: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144H/Mbh W;
HQ: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144P/Woz A;
Deal Comments
Kcg Tujj Rbescbp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 13, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-O | OHO | 91.100 | 3.50 | - | GGG | - | - | - | 29.90% | - | Azyay | - | - | 310 | 6.84% | - | - |
| P-1-S | CBB | 55.000 | 2.80 | - | RR | - | - | - | 30.00% | - | Rbyjzdlu | 3iYUNI | - | 365 | 3qEJLS+365 | - | - |
| L-1-W | THY | 78.000 | 1.80 | - | Y | - | - | - | 54.00% | - | Ifkrpwej | 3gHGCC | - | 465 | 3dQNQG+465 | - | - |
| Cnkb | HIN | 11.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2-P | JLR | 31.500 | 6.40 | - | CC | - | - | - | 12.00% | - | Rjyys | - | - | 365 | 7.37% | - | - |
| X-2-M | HCO | 7.000 | 2.60 | - | M | - | - | - | 98.00% | - | Dqnzo | - | - | 465 | 8.34% | - | - |
| O-1-W | XFV | 369.000 | 8.50 | - | AAA | - | - | - | 42.00% | - | Lxdlblmy | 3jANEZ | - | 260 | 3xZWYH+260 | - | - |
| E-S | BLL | 57.000 | 8.10 | - | YYY- | - | - | - | 53.00% | - | Ccuqlyzp | 3hVLIH | - | 675 | 3uZVXS+639 | - | - |
Tranche Comments
O-1-W: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144I/Tof S;
Q-2-O: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144D/Vhn H;
P-1-S: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144E/Tlg W;
C-2-P: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144I/Mhq V;
L-1-W: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144E/Aye D;
X-2-M: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144Q/Trq T;
E-S: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144F/Rip F;
Cnkb: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144C/Cvv F;
Deal Comments
Suwul. Nht Epff Guxlhav 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | ASN | 6.000 | 4.90 | - | QQ | - | - | - | 94.00% | - | Avort | - | - | 380 | 7.10% | - | - |
| Y | BIZ | 44.000 | 8.20 | - | J | - | - | - | 68.00% | - | Dwbkdccg | VCUJ | - | 525 | 3pAASA+525 | - | - |
| Z | VSM | 80.000 | 7.60 | - | DDD- | - | - | - | 92.00% | - | Ecodwkha | MXOG | - | 730 | 3cUYKH+676 | - | - |
| Nnqq | MFI | 28.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E1 | GHN | 862.100 | 5.40 | - | JJJ | - | - | - | 56.50% | - | Jmjkykmr | ZVIG | - | 280 | 3dWWWI+280 | - | - |
| G2 | UHT | 57.000 | 2.40 | - | TTT | - | - | - | 49.30% | - | Uwmfb | - | - | 275 | 6.18% | - | - |
| A1 | CQN | 56.200 | 8.60 | - | FF | - | - | - | 69.00% | - | Lhysesxx | SDEY | - | 390 | 3mBSIH+390 | - | - |
Tranche Comments
E1: First Pay: 2023-07-15; Redemption: 2025-03-08;
G2: First Pay: 2023-07-15; Redemption: 2025-03-08;
A1: First Pay: 2023-07-15; Redemption: 2025-03-08;
E2: First Pay: 2023-07-15; Redemption: 2025-03-08;
Y: First Pay: 2023-07-15; Redemption: 2025-03-08;
Z: First Pay: 2023-07-15; Redemption: 2025-03-08;
Nnqq: First Pay: 2023-07-15; Redemption: 2025-03-08;
Deal Comments
Ujg Cmyy Ecyvjdk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 27, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-H | TCZ | 28.100 | 4.30 | - | PPP | - | - | - | 43.00% | - | Wvjyvsev | EDIL | - | 215 | 3tKWIL+215 | - | - |
| J-2-S | XRV | 96.000 | 8.20 | - | XXX | - | - | - | 14.00% | - | Wbrna | - | - | 215 | 4.95% | - | - |
| O-1-I | GOP | 78.200 | 1.30 | - | F | - | - | - | 59.00% | - | Nzubpwvk | SKCQ | - | 420 | 3vGENL+420 | - | - |
| T-1-Y | MNQ | 75.000 | 8.10 | - | JJ | - | - | - | 28.00% | - | Ryoqrxye | DEYJ | - | 290 | 3gWVAR+290 | - | - |
| Xrao | FTF | 98.700 | - | - | QT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2-I | PUS | 83.700 | 2.60 | - | B | - | - | - | 85.00% | - | Gpczq | - | - | 410 | 6.89% | - | - |
| J-Z-I | IBS | 65.000 | 3.40 | - | EEE | - | - | - | 85.00% | - | Mexauhsw | HPKD | - | 215 | 3nJBET+215 | - | - |
| P-2-H | WQA | 5.700 | 2.40 | - | OO | - | - | - | 30.00% | - | Pnpvx | - | - | 280 | 5.59% | - | - |
| F-2-U | GGQ | 4.000 | 2.70 | - | YYY- | - | - | - | 80.00% | - | Fpqhq | - | - | 540 | 8.19% | - | - |
| E-1-Z | XXH | 92.700 | 5.60 | - | CCC- | - | - | - | 12.00% | - | Ylypcjkl | KBMF | - | 550 | 3kQYSN+514 | - | - |
Tranche Comments
J-Z-I: First Pay: 2022-10-17; Redemption: 2024-07-06;
I-1-H: First Pay: 2022-10-17; Redemption: 2024-07-06;
J-2-S: First Pay: 2022-10-17; Redemption: 2024-07-06;
T-1-Y: First Pay: 2022-10-17; Redemption: 2024-07-06;
P-2-H: First Pay: 2022-10-17; Redemption: 2024-07-06;
O-1-I: First Pay: 2022-10-17; Redemption: 2024-07-06;
Y-2-I: First Pay: 2022-10-17; Redemption: 2024-07-06;
E-1-Z: First Pay: 2022-10-17; Redemption: 2024-07-06;
F-2-U: First Pay: 2022-10-17; Redemption: 2024-07-06;
Xrao: First Pay: 2022-10-17; Redemption: 2024-07-06;
Deal Comments
Qjpjg. Qvj Qwee Ojokvzh 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 12, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | ACA | 831.000 | - | - | EEE | - | - | - | 82.10% | - | Grsyxilc | NMME | - | 195 | 3pCIBC+195 | - | - |
| Y-2 | OFX | 12.000 | - | - | KKK | - | - | - | 40.80% | - | Hgolf | GVDF | - | 185 | 4.410% | - | - |
| W | JNA | 18.100 | - | - | ZZZ- | - | - | - | 76.00% | - | Usoxtmnr | HVBU | - | 480 | 3sOUKO+480 | - | - |
| Rjry | ZNU | 46.200 | - | - | GJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | EIG | 61.900 | - | - | PP | - | - | - | 63.70% | - | Udxuhfrm | TGYP | - | 230 | 3pSMZL+230 | - | - |
| H | BSE | 85.600 | - | - | N | - | - | - | 60.00% | - | Cqdtmtqz | BMAJ | - | 330 | 3bNQFT+330 | - | - |
Tranche Comments
D-1: First Pay: 2022-10-15; Redemption: 2023-05-09;
Y-2: First Pay: 2022-10-15; Redemption: 2023-05-09;
G: First Pay: 2022-10-15; Redemption: 2023-05-09;
H: First Pay: 2022-10-15; Redemption: 2023-05-09;
W: First Pay: 2022-10-15; Redemption: 2023-05-09;
Rjry: First Pay: 2022-10-15; Redemption: 2023-05-09;
Deal Comments
Dst Xvmm Wzxsssf 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 16, 1999