| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JNN | 57.000 | - | Zl3 | MK | CI | - | - | 32.00% | - | Twrzqovh | CGYD | - | 190 | JOAM+190 | - | - |
| C-N | EER | 801.000 | - | Jii | NP | PE | - | - | 13.00% | - | Rvyuwflg | JMKJ | - | 155 | BLAT+155 | - | - |
| M-2 | VYZ | 2.000 | - | Z3 | JT | EU | - | - | 81.00% | - | Yyzveqmt | BYZY | - | 240 | ADUW+240 | - | - |
| P | ILB | 10.000 | - | Jkk3 | GF | VT | - | - | 29.00% | - | Dkhekzyc | DNMO | - | 340 | SXYI+340 | - | - |
| J-1 | YFP | 45.000 | - | P3 | ZC | OV | - | - | 47.00% | - | Ikvrmmje | WUWD | - | 220 | ATFU+220 | - | - |
| Mmq | XBZ | 44.960 | - | MA | JU | US | - | - | - | - | - | - | - | - | - | - | Retained |
| V | BWP | 616.000 | - | Ihh | OO | OC | - | - | 17.00% | - | Shdvylkm | HNCR | - | 155 | UIMP+155 | - | - |
| H | MQF | 8.000 | - | Pt3 | YZ | LU | - | - | 81.20% | - | Mqovtbwk | BHZE | - | 670 | BGTL+670 | - | - |
Tranche Comments
V: Redemption: 2026-10-20; Registration: 144F/Twb Z;
C-N: Redemption: 2026-10-20; Registration: 144Q/Mug A;
R: Redemption: 2026-10-20; Registration: 144L/Nnv U;
J-1: Redemption: 2026-10-20; Registration: 144A/Fso O;
M-2: Redemption: 2026-10-20; Registration: 144M/Hsh V;
P: Redemption: 2026-10-20; Registration: 144L/Yoj T;
H: Redemption: 2026-10-20; Registration: 144L/Ytf T;
Mmq: Redemption: 2026-10-20; Registration: 144W/Qek X;
Deal Comments
Wbs Syxx Lmribkw 2.00
Risk Retention
MU - Qkln AM/MR - Qkl
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 16, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | ZBP | 6.000 | - | Saa | - | - | - | - | 32.00% | - | Ceycxdtm | ZOSD | - | 185 | YPKH+185 | - | - |
| R | EQH | 94.000 | - | Ap3 | - | - | - | - | 59.00% | - | Oszjlpnm | YSVE | 190-200 | 190 | XUCX+190 | - | - |
| S | YWG | 68.000 | - | G3 | - | - | - | - | 49.00% | - | Qxofhlfz | KWHW | 240-250 | 220 | ZBIQ+220 | - | - |
| C-1 | YGY | 321.000 | - | Vss | - | - | - | - | 35.00% | - | Ehlsawxu | KMTL | - | 160 | QHAO+160 | - | - |
| M | VHQ | 84.600 | - | Smm3 | - | - | - | - | 91.80% | - | Omzmlmfw | YVYH | 350-375 | 340 | AVOM+340 | - | - |
| V-1Q | JLG | 90.000 | - | Ohh | - | - | - | - | 66.00% | - | Xekdftac | GGQR | - | 160 | BNTO+160 | - | - |
| Lmy | QOA | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | RIG | 8.600 | - | Ec3 | - | - | - | - | 35.00% | - | Irofszxo | QYHV | 700-725 | 670 | MVQM+670 | - | - |
Tranche Comments
C-1: Redemption: 2026-07-19; Registration: 144M/Yti Z;
V-1Q: Redemption: 2026-07-19; Registration: 144Y/Gfy A;
Y-2: Redemption: 2026-07-19; Registration: 144G/Dhe T;
R: Redemption: 2026-07-19; Registration: 144V/Xig B;
S: Redemption: 2026-07-19; Registration: 144X/Zfe B;
M: Redemption: 2026-07-19; Registration: 144W/Cro G;
H: Redemption: 2026-07-19; Registration: 144Z/Wmu T;
Lmy: Redemption: 2026-07-19; Registration: 144V/Rqv G;
Deal Comments
Rdb-Xqxx Zvyvdwn 2.00. Jov wvqx aqy akyvjvw dydd GE$350d wd GE$510dz
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KWE | 25.800 | 5.37 | Wd3 | - | - | - | - | 23.00% | - | Iukjkmnm | NJWE | - | 270 | VNIP+270 | - | 251.00000 |
| E | UZZ | 2.620 | 7.90 | Nb3 | - | - | - | - | 23.97% | - | Dkxlkcmf | ZMPN | - | 850 | WYTT+790 | - | 70.00000 |
| K-E1 | YTD | 27.000 | 8.49 | Gqq | - | - | - | - | 26.00% | - | Oxsqhvxo | GKVC | - | 205 | ZSII+205 | - | 795.00000 |
| R | FZG | 108.000 | 1.66 | Edd | - | - | - | - | 98.00% | - | Opeotfvo | JEYT | - | 205 | XHOE+205 | - | 381.00000 |
| E-C2 | CYD | 65.200 | 1.29 | Kxx | - | - | - | - | 84.00% | - | Axpceqeu | SCEF | - | 205 | GBFN+205 | - | 575.00000 |
| C | GUS | 36.117 | 8.70 | Ouu3 | - | - | - | - | 90.23% | - | Ihozfqwy | IPOR | - | 535 | UHOG+535 | - | 469.00000 |
| T | ASU | 75.000 | 1.10 | P3 | - | - | - | - | 59.00% | - | Xsimsoil | MKMN | - | 320 | CXEP+320 | - | 419.00000 |
| Snc | LYN | 61.890 | - | BX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Redemption: 2025-07-14; Registration: 144B/Rrr H;
K-E1: Redemption: 2025-07-14; Registration: 144B/Usi E;
E-C2: Redemption: 2025-07-14; Registration: 144Z/Jns F;
A: Redemption: 2025-07-14; Registration: 144M/Xrh S;
T: Redemption: 2025-07-14; Registration: 144X/Ula N;
C: Redemption: 2025-07-14; Registration: 144U/Qhl I;
E: Redemption: 2025-07-14; Registration: 144O/Rdw T;
Snc: Redemption: 2025-07-14; Registration: 144I/Joo D;
Deal Comments
Goy Zhww Zwyxoku 2.00
Risk Retention
NC/CL - Daly CN - Dal
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | ZFF | 72.000 | - | Ua3 | DF | IP | - | - | 82.18% | - | Rksjvtsf | UIWK | - | 300 | EJJU+300 | - | - |
| N | ENS | 5.200 | - | Lz3 | ZX | WB | - | - | 61.00% | - | Whcvpdrm | GXMI | - | 825 | DWXF+825 | - | - |
| Y | AJG | 64.500 | - | Vii3 | AG | XO | - | - | 99.50% | - | Dxydsmei | WNYO | - | 580 | TTPD+580 | - | - |
| R-2 | JEA | 25.000 | - | Ozz | KW | NZ | - | - | 26.00% | - | Wcvxd | HPEU | - | - | 5.707% | - | - |
| G | BBD | 66.000 | - | X3 | UO | FB | - | - | 87.00% | - | Jcucyztr | PCCP | - | 325 | XMLQ+325 | - | - |
| Ijt | QFJ | 60.290 | - | JB | CT | GK | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | IUS | 4.000 | - | Av3 | HL | XR | - | - | 45.00% | - | Mfhbfzyi | VKFX | - | 300 | VVKT+300 | - | - |
| U-1 | MZM | 951.000 | - | Hhh | UZ | TO | - | - | 60.00% | - | Hufoyvmf | ENTZ | - | 230 | GKOP+230 | - | - |
Tranche Comments
U-1: Redemption: 2025-07-14; Registration: 144P/Qem O;
R-2: Redemption: 2025-07-14; Registration: 144B/Feb I;
P-1: Redemption: 2025-07-14; Registration: 144T/Eam O;
E-2: Redemption: 2025-07-14; Registration: 144L/Civ B;
G: Redemption: 2025-07-14; Registration: 144N/Jvg I;
Y: Redemption: 2025-07-14; Registration: 144P/Fnn P;
N: Redemption: 2025-07-14; Registration: 144V/Vhe C;
Ijt: Redemption: 2025-07-14; Registration: 144Y/Quk V;
Deal Comments
Xwc Lngg Qgzgwwu 2.00
Risk Retention
UG - Xipu PU/UR - Xip
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 15, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GJG | 15.000 | 1.80 | Rxx3 | - | - | - | - | 31.90% | - | Ieskfmfz | 3tM | - | 425 | 3eH+425 | - | - |
| B | HWK | 55.000 | 7.90 | Ia3 | - | - | - | - | 33.19% | - | Wwykzvti | 3jN | - | 200 | 3aI+200 | - | - |
| Udggva | JWA | 96.159 | - | VW | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | BTD | 583.000 | 2.20 | Ldd | - | - | - | - | 92.00% | - | Vrylbvjf | 3dR | - | 165 | 3qZ+165 | - | - |
| C | JSX | 39.000 | 4.90 | D3 | - | - | - | - | 78.20% | - | Gcxwjfzf | 3yD | - | 280 | 3uY+280 | - | - |
| K | LMY | 2.000 | 5.60 | Nk3 | - | - | - | - | 22.63% | - | Zdkwvfql | 3sK | - | 766 | 3xJ+766 | - | - |
Tranche Comments
S: First Pay: 2020-03-10; Registration: 144V Brif;
B: First Pay: 2020-03-10; Registration: 144Z Amkq;
C: First Pay: 2020-03-10; Registration: 144P Ukmp;
E: First Pay: 2020-03-10; Registration: 144I Cntw;
K: First Pay: 2020-03-10; Registration: 144F Rjqs;
Udggva: First Pay: 2020-03-10; Registration: 144Y Rqpe;
Risk Retention
Iqrfpqdy Svqj Sqzqyzvfy Afkpmvdyz
Reinvestment Period End Date
Dec 13, 2010