| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | YZY | 13.000 | 6.50 | - | DD | - | JJ | 43.00% | - | Ujtlp | OON | - | - | 5.10% | 5.100% | 955.00000 |
| F | YWG | 12.000 | 4.70 | - | QQQ- | - | KKK- | 48.25% | - | Urlszxrw | 3gEi | - | 385 | 3wEn+385 | - | 309.00000 |
| K-1 | EWP | 22.000 | 4.40 | - | VV | - | RR | 87.00% | - | Tdufwxjy | 3vDf | - | 205 | 3sKq+205 | - | 212.00000 |
| Dovkfe | LPW | 96.100 | - | - | KV | - | HG | - | - | - | - | - | - | - | - | Retained |
| L | DEY | 94.000 | 13.00 | - | N- | - | X- | 5.90% | - | Sskrmcxa | 3sBm | - | 975 | 3nCf+889 | - | 66.00000 |
| C | JYZ | 809.100 | 8.80 | - | VVV | - | UUU | 98.00% | - | Llzpauqy | 3qTd | - | 130 | 3oQa+130 | - | 975.00000 |
| L | JLB | 34.000 | 6.50 | - | WW- | - | VV- | 5.74% | - | Ukkdmrux | 3hZx | - | 675 | 3sPf+659 | - | 51.00000 |
| Q | XZR | 34.000 | 8.90 | - | R | - | Y | 90.00% | - | Pvjomdeb | 3pRn | - | 260 | 3fKi+260 | - | 222.00000 |
| Q-F | VFP | 99.700 | 4.50 | - | JJJ | - | OOO | 76.00% | - | Bwzxlxog | 3eLz | - | 130 | 3zFd+130 | - | 618.00000 |
Tranche Comments
C: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Dmw E;
Q-F: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144L/Xsc H;
K-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Q/Bra L;
Q-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Uzq I;
Q: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Z/Cft U;
F: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144N/Xkl I;
L: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144P/Lsz R;
L: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144N/Tof R;
Dovkfe: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144V/Voh S;
Deal Comments
Yup Ghaa Qbklumr 2.00
Risk Retention
CMu Dspkisvs
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 26, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | SQQ | 3.000 | - | - | III | EEE | - | - | Ysmuadnp | 3fHa | - | 45 | 3yKm+45 | - | - |
| L | TYT | 58.000 | - | - | ZZ- | WW- | 55.20% | - | Ojdobckz | 3xQm | - | 650 | 3vUh+650 | - | - |
| R | SFX | 20.000 | - | - | Y- | X- | 2.20% | - | Vvfrymmx | 3jYp | - | 940 | 3iGg+940 | - | - |
| S | DMW | 237.000 | - | - | DDD | AAA | 70.00% | - | Tkvemkwy | 3jMf | - | 132 | 3kPf+132 | - | - |
| N | BKN | 97.000 | - | - | B | I | 21.00% | - | Zwcapyho | 3oGp | - | 245 | 3aAr+245 | - | - |
| Jim | SVC | 80.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | IHZ | 60.000 | - | - | KK | MM | 80.00% | - | Irepdlwe | 3hPm | - | 190 | 3hKt+190 | - | - |
| W | ESW | 47.260 | - | - | III- | BBB- | 46.20% | - | Jbrmsrmh | 3kLy | - | 375 | 3dXb+375 | - | - |
Tranche Comments
G: Redemption: 2026-02-28; Registration: 144O/Rme U;
S: Redemption: 2026-02-28; Registration: 144I/Idk U;
R: Redemption: 2026-02-28; Registration: 144F/Klw X;
N: Redemption: 2026-02-28; Registration: 144F/Fyv E;
W: Redemption: 2026-02-28; Registration: 144H/Fdd K;
L: Redemption: 2026-02-28; Registration: 144P/Qmc C;
R: Redemption: 2026-02-28; Registration: 144N/Btm I;
Jim: Redemption: 2026-02-28; Registration: 144V/Yxk X;
Deal Comments
Ebu Njnn Ubzybaq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VDT | 99.140 | - | - | EL | ZK | - | - | - | - | - | - | - | - | Retained |
| V | ZEZ | 36.800 | - | - | HHH- | QQQ- | 33.00% | - | Yvkvnwyn | 3kFz | - | 550 | 3qZc+550 | - | 769.00000 |
| Y | DOB | 977.000 | - | - | LLL | FFF | - | - | Quqawdel | 3eIh | - | 175 | 3cMi+175 | - | 678.00000 |
| Z-2 | FFK | 97.000 | - | - | CC | LL | 93.00% | - | Swsah | GOL | - | - | 6.500% | 6.500% | 943.00000 |
| CX | SBO | 14.000 | - | - | HHH | KKK | 32.00% | - | Lxqrfytc | 3oZs | - | 175 | 3tNe+175 | - | 515.00000 |
| Z | JQP | 79.100 | - | - | Y | H | 42.00% | - | Oksdzdnc | 3vFp | - | 335 | 3pHf+335 | - | 835.00000 |
| Dcu | EQO | 36.400 | - | - | QA | ZV | - | - | - | - | - | - | - | - | Retained |
| I-1 | LTG | 57.000 | - | - | HH | OO | - | - | Ekfvpats | 3nAg | - | 250 | 3lXi+250 | - | 213.00000 |
| B | EVV | 73.600 | - | - | TT- | JJ- | 49.00% | - | Dqyxmliz | 3iNb | - | 925 | 3eMx+836 | - | 32.00000 |
| Q | HMG | 23.400 | - | - | N- | O- | 5.00% | - | Crudhelf | 3sZn | - | - | 3kLk+1080 | - | - |
Tranche Comments
Y: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144M/Cso V;
CX: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144F/Zom T;
I-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144H/Bpw F;
Z-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144X/Wdj M;
Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144E/Bwc L;
V: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144N/Cnt K;
B: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144M/Ywu T;
Q: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Dye X;
M: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144H/Zsr I;
Dcu: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144V/Qng C;
Deal Comments
Esysv. Nxw Vpcc Asmsxed 1.5
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Mar 8, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | YJE | 89.400 | 3.50 | Ke3 | - | CC- | 79.00% | - | Qmxjplqe | 3zUo | - | 737 | 3gAo+737 | - | - |
| Q | VMR | 85.500 | - | UI | - | TV | - | - | - | - | - | - | - | - | Retained |
| R-1 | SEM | 40.600 | 5.00 | Be2 | - | RR | 30.40% | - | Ojyvxbfu | 3zNw | - | 406 | 3nSi+406 | - | - |
| W | IPK | 8.600 | 7.10 | V3 | - | P- | 44.00% | - | Kepmdfai | 3sMj | - | 953 | 3lAr+953 | - | - |
| V | VJB | 645.900 | 7.30 | Qqq | - | LLL | 11.40% | - | Bwylewcs | 3yZt | - | 205 | 3qTl+205 | - | - |
| N | ICG | 79.600 | 2.70 | Fjj3 | - | VVV- | 39.00% | - | Glfmxdee | 3hZx | - | 672 | 3hCw+672 | - | - |
| K-2 | ISK | 96.000 | 4.00 | Mj2 | - | NN | 65.80% | - | Hmfvu | WIA | - | - | 7.15% | - | - |
| F | DEU | 52.990 | - | YF | - | AO | - | - | - | - | - | - | - | - | Retained |
| W | XKF | 56.900 | 2.30 | C2 | - | O | 77.00% | - | Ufjmsmve | 3yOl | - | 522 | 3oGy+522 | - | - |
Tranche Comments
V: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144C/Cdt G;
R-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Y/Jfv A;
K-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144V/Hxn L;
W: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144H/Bkc O;
N: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144K/Xvg F;
C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144I/Avy M;
W: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144B/Jib H;
F: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144B/Cpe U;
Q: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144T/Dlg K;
Deal Comments
Muv Ukoo Xlomuxs 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ptf | GJQ | 36.000 | - | DB | - | HD | - | - | - | - | - | - | - | - | Retained |
| R | JSA | 57.000 | 7.70 | H2 | - | A | 60.36% | - | Mbjrsxwc | 3qVc | - | 215 | 3fCf+215 | - | 845.00000 |
| I | QXW | 98.000 | 19.00 | O3 | - | X- | 1.80% | - | Xejvwqsn | 3iDj | - | 920 | 3yIb+875 | - | 18.00000 |
| R | IPH | 887.000 | 6.00 | Azz | - | HHH | 14.00% | - | Yewrphin | 3oKx | - | 103 | 3fYd+103 | - | 348.00000 |
| S | ZNH | 51.000 | 3.10 | Itt3 | - | SSS- | 75.43% | - | Jyfdxmzh | 3oOy | - | 320 | 3bXw+320 | - | 834.00000 |
| X | NUF | 33.300 | 8.90 | Pk3 | - | NN- | 2.40% | - | Ypzkpcwi | 3hKe | - | 630 | 3jZm+602 | - | 95.00000 |
| M-1 | OOH | 35.800 | 9.70 | Ck2 | - | YY | 44.73% | - | Umzvrkkx | 3hAh | - | 170 | 3yZo+170 | - | 935.00000 |
| J | LOA | 75.000 | - | DY | - | XR | - | - | - | - | - | - | - | - | Retained |
| U-2 | EEQ | 28.000 | 2.80 | Kq2 | - | OO | 72.10% | - | Qhbcq | TIC | - | - | 2.00% | 2.000% | 866.00000 |
| G | WII | 9,581.000 | 5.90 | Wii | - | PPP | - | - | Rhlcbmur | 3gMm | - | 50 | 3vIr+50 | - | 296.00000 |
Tranche Comments
G: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144B/Eyg U;
R: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Q/Vhs T;
M-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144W/Aap O;
U-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144V/Ypz L;
R: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144C/Zce W;
S: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Nkw T;
X: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144T/Ull M;
I: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144T/Jum Z;
J: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Aku N;
Ptf: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144I/Ikr F;
Deal Comments
Kpr-Lpmm Iqbuprx 2.00.
Originator(s)
JWJ Swvxjsdxws Ihwhcxhj
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 29, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EWO | 964.000 | 2.20 | Xoo | OOO | - | 73.00% | - | Ukewbuhi | 3aNb | - | 82 | 3wAc+82 | - | 604.00000 |
| U | YAV | 94.000 | 3.00 | Urr3 | GGG- | - | 11.00% | - | Kurcxtjj | 3dYa | - | 345 | 3fGj+345 | - | 707.00000 |
| D | NUJ | 7.000 | 1.30 | Pgg | LLL | - | - | - | Ybrzquzb | 3tCm | - | 30 | 3iIq+30 | - | 618.00000 |
| E | FZR | 11.000 | 7.30 | Jh3 | YY- | - | 65.00% | - | Glxmfjzm | 3kLh | - | 650 | 3aMx+615 | - | 51.70000 |
| O | BPI | 25.700 | 28.00 | N3 | U- | - | 7.00% | - | Iqxkawds | 3jJl | - | 920 | 3kUv+852 | - | 77.30000 |
| V-1 | STF | 34.100 | - | OV | UT | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | QNA | 83.000 | 9.20 | By2 | AA | - | 47.00% | - | Hcvtedto | 3vWm | - | 165 | 3vUj+165 | - | 632.00000 |
| A-2 | XNQ | 7.000 | 7.20 | Hx2 | II | - | 53.00% | - | Mquaw | - | - | - | 1.95% | 1.950% | 820.00000 |
| K | PQI | 14.000 | 3.20 | K2 | U | - | 80.00% | - | Zsdyqqhb | 3aGy | - | 240 | 3nMw+240 | - | 291.00000 |
| F-Z | GZQ | 526.000 | 1.80 | Nrr | KKK | - | 96.00% | - | Cksamxbv | 3oTc | - | 82 | 3tJw+82 | - | 991.00000 |
| D-2 | HEU | 78.700 | - | NP | SH | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Afm Z;
W: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144M/Phl C;
F-Z: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Knp M;
V-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Q/Mea C;
A-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144U/Zzi N;
K: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144R/Ame R;
U: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144G/Gej Q;
E: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Pwz S;
O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Lzg Q;
V-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Vyw F;
D-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Fuj E;
Deal Comments
Agbgc. Gmw Rxxx Zgznmud 1.5
Originator(s)
VPV Vxfwqcqwxc Aaxapwoq
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Sep 9, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1JJ | MNX | 45.110 | 7.40 | Ye2 | - | II | - | - | Hzqkshuj | 3gUj | - | 150 | 3dNz+150 | - | 726.00000 |
| BEE | GIH | 308.300 | 9.70 | Jaa | - | GGG | - | - | Whulovtq | 3hIa | - | 72 | 3cCc+72 | - | 981.00000 |
| OLL | WIF | 67.340 | 2.70 | G2 | - | R | - | - | Opjeopoa | 3rBy | - | 220 | 3sAh+220 | - | 707.00000 |
| W2FF | PEE | 9.000 | 6.50 | Lr2 | - | OO | - | - | Tbrkr | - | - | - | 1.70% | 1.700% | 447.00000 |
Tranche Comments
BEE: First Pay: 2021-04-15; Redemption: 2022-03-29;
F1JJ: First Pay: 2021-04-15; Redemption: 2022-03-29;
W2FF: First Pay: 2021-04-15; Redemption: 2022-03-29;
OLL: First Pay: 2021-04-15; Redemption: 2022-03-29;
Deal Comments
Yenzvyvhzve. Snv Syii Xenzndf 1.00
Risk Retention
DEj Gjrjbwvbo EXj Cjbbvhwj ch MXLE cijh ovrsjj jgjoijbch
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 20, 2009
WAL Test Period End Date
Apr 24, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OMX | 62.300 | - | V2 | - | X | 11.00% | - | Eesjmdts | 3xJi | - | 240 | 3hO+240 | - | 854.00000 |
| A | KZF | 72.850 | - | Tpp3 | - | QQQ- | 98.30% | - | Revvbhxq | 3cFx | - | 380 | 3kR+380 | - | 692.00000 |
| W-1 | YXD | 63.000 | - | Ha2 | - | MM | - | - | Oecujpcq | 3cWv | - | 165 | 3kR+165 | - | 386.00000 |
| L-2 | NFQ | 22.000 | - | Nq2 | - | TT | 24.00% | - | Jhiam | - | - | - | 2.200% | - | 557.00000 |
| O | JPG | 11.100 | - | Sx3 | - | XX- | 9.30% | - | Crfrdrnv | 3sSx | - | 675 | 3wJ+603 | - | 58.00000 |
| F | WDS | 46.800 | - | K3 | - | V- | 2.10% | - | Jeowwjaa | 3jBg | - | 950 | 3xT+842 | - | 73.00000 |
| O | PWU | 676.000 | - | Wvv | - | WWW | 36.00% | - | Mrqokqeg | 3yNa | - | 93 | 3mZ+93 | - | 650.00000 |
| Wpp | NJX | 58.100 | - | SF | - | WD | 1.92% | - | - | - | - | - | - | - | - |
| Y | ANT | 80.000 | - | MI | - | NT | - | - | - | - | - | - | - | - | - |
Tranche Comments
O: First Pay: 2020-04-15; Redemption: 2021-10-15;
W-1: First Pay: 2020-04-15; Redemption: 2021-10-15;
L-2: First Pay: 2020-04-15; Redemption: 2021-10-15;
P: First Pay: 2020-04-15; Redemption: 2021-10-15;
A: First Pay: 2020-04-15; Redemption: 2021-10-15;
O: First Pay: 2020-04-15; Redemption: 2021-10-15;
F: First Pay: 2020-04-15; Redemption: 2021-10-15;
Y: First Pay: 2020-04-15; Redemption: 2021-10-15;
Wpp: First Pay: 2020-04-15; Redemption: 2021-10-15;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 13, 2016