| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HVP | 870.200 | 7.80 | - | AAA | CCC | 17.00% | - | Hcojrcet | 3rJo | - | 122 | 3nPi+122 | - | 947.00000 |
| F | JAZ | 65.530 | 9.70 | - | GG | FF | 39.00% | - | Ufzjkysf | 3pPn | - | 170 | 3sSf+170 | - | 936.00000 |
| W | EGC | 51.550 | 5.80 | - | II- | AA- | 3.50% | - | Rcfupsmp | 3cUf | - | 475 | 3zPw+475 | - | 965.00000 |
| Y | KSM | 33.400 | 4.20 | - | Y | V | 61.00% | - | Gzyhkczy | 3mQx | - | 195 | 3mYj+195 | - | 223.00000 |
| Wis | IIX | 71.500 | - | - | UI | IE | - | - | - | - | - | - | - | - | Retained |
| AP | PWZ | 74.000 | 7.70 | - | TTT | DDD | 53.00% | - | Vfbdyzre | 3lBo | - | 122 | 3bLy+122 | - | 942.00000 |
| S | MHU | 55.820 | 9.30 | - | NNN- | FFF- | 79.00% | - | Ibozqopl | 3sPt | - | 270 | 3cVi+270 | - | 517.00000 |
| V | DJV | 15.750 | 62.20 | - | C- | Q- | 5.30% | - | Hmvwehxs | 3vLy | - | 790 | 3jZr+774 | - | 33.00000 |
Tranche Comments
O: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Y/Gng M;
AP: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144V/Aln E;
F: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144J/Eal E;
Y: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144I/Yxn A;
S: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144T/Nsl W;
W: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144L/Epz Z;
V: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144W/Zmf N;
Wis: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144W/Fzv Z;
Deal Comments
Zll Wkee Fqezlzv 2.00. Hlq zqke iky cfyzbqz el VGO429.98z
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 11, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VZT | 7.400 | 1.20 | U3 | - | C- | 1.00% | - | Uzvllaiv | 3jYg | 900 | 925 | 3tCl+895 | - | 11.00000 |
| X | DJP | 44.300 | 7.30 | U2 | - | O | 63.40% | - | Vckduetz | 3tCv | 210-220 | 205 | 3aWm+205 | - | 489.00000 |
| U | GLY | 672.400 | 7.70 | Qhh | - | ZZZ | 26.80% | - | Iwmlyhyj | 3hMu | - | 103 | 3mAd+103 | - | 759.00000 |
| Y | JNZ | 79.200 | 3.50 | Je3 | - | WW- | 93.00% | - | Gcpcrrpl | 3gUw | 600 | 590 | 3oIn+590 | - | 387.00000 |
| Euk | TYU | 13.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | BLL | 31.000 | 4.60 | Xf2 | - | NN | 78.80% | - | Sbkuciwx | 3bWv | - | 180 | 3zGz+180 | - | 494.00000 |
| T | FIE | 32.700 | 3.50 | Snn3 | - | LLL- | 89.00% | - | Zxjsshew | 3aSn | 300-310 | 295 | 3wNf+295 | - | 958.00000 |
Tranche Comments
U: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Y/Jtt E;
C: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Q/Chh T;
X: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144D/Ndf W;
T: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144J/Azi W;
Y: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144T/Ekj Y;
Y: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144K/Edo T;
Euk: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144F/Eya J;
Deal Comments
Ttptf. Zwh Etzz Btmowox 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | AQO | 450.400 | - | - | FFF | FFF | 45.00% | - | Xywbabpe | 3eZk | - | 127 | 3sOg+127 | - | 693.00000 |
| Q | BBJ | 90.700 | - | - | OO- | DD- | 8.10% | - | Qvejqseu | 3vSt | - | 650 | 3xEk+642 | - | 81.80000 |
| Q | SAU | 20.900 | - | - | R | H | 61.00% | - | Hbmrviqb | 3dYm | - | 215 | 3dOt+215 | - | 825.00000 |
| E | GKG | 51.500 | - | - | N- | T- | 7.90% | - | Mxuqqqpl | 3zHm | - | 935 | 3jUu+825 | - | 27.70000 |
| W | SLS | 75.860 | - | - | BB | RR | 36.00% | - | Ovzdwres | 3cIs | - | 185 | 3zOm+185 | - | 431.00000 |
| S | DDM | 13.160 | - | - | MMM- | EEE- | 84.00% | - | Cxdpbjkb | 3cXp | - | 315 | 3rWp+315 | - | 603.00000 |
| Jnk | AEP | 76.300 | - | - | FK | WR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Avr V;
W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144G/Coi A;
Q: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Bku U;
S: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Doi K;
Q: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144E/Knd A;
E: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144C/Gki W;
Jnk: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144V/Mxx A;
Deal Comments
Npq Dkmm Ztzupab 2.00
Risk Retention
WT - Pdpjfdmusy
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 4, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VCX | 70.200 | 1.50 | - | U | B | 35.50% | - | Rzqpaxlw | 3gBv | - | 270 | 3fXv+270 | - | 143.00000 |
| R | QPA | 35.200 | 3.10 | - | FFF- | FFF- | 65.21% | - | Kdwvzddw | 3zAg | - | 390 | 3mPs+390 | - | 144.00000 |
| J | DPJ | 205.300 | 4.00 | - | ZZZ | III | 29.93% | - | Qbzarhdm | 3wJf | - | 146 | 3rXl+146 | - | 175.00000 |
| C | FEB | 55.000 | 97.90 | - | P- | O- | 5.00% | - | - | - | - | 1010 | 3xQj+828 | - | 29.98000 |
| M Aiuq | XES | 87.000 | 4.00 | - | ZZZ | VVV | 35.24% | - | Pjukxmvq | 3zGo | - | 146 | 3lRn+146 | - | 846.00000 |
| B-1 | EZO | 90.200 | 6.00 | - | VV | BB | 38.50% | - | Cuqpolqb | 3aSl | - | 215 | 3zYs+215 | - | 447.00000 |
| N | ELT | 27.400 | 9.10 | - | EE- | KK- | 71.00% | - | Bfppmxyr | 3lAm | - | 740 | 3kLb+724 | - | 59.00000 |
| F-2 | YQG | 25.000 | 9.00 | - | VV | YY | 60.20% | - | Xnont | VZD | - | - | 5.65% | 5.650% | 181.00000 |
Tranche Comments
J: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144J/Pvc J;
M Aiuq: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144C/Wri K;
B-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144M/Qzk Q;
F-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144J/Jma F;
G: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144W/Qig N;
R: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144M/Krq V;
N: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144U/Adq W;
C: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144B/Gvr V;
Deal Comments
Hmmmv. Jet Qytt Lmhmefj 1.5
Risk Retention
IW - Owssjwvkxb
Pricing Speed
20% XSO, 2% XKO (6m usnsdgk), 70% frgsdrfk
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 10, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PJU | 48.400 | 6.10 | - | EE | FF | 86.60% | - | Cwhjhenv | 3gRw | - | 210 | 3sAp+210 | - | 927.00000 |
| D | AWI | 77.900 | 8.40 | - | EEE- | FFF- | 85.00% | - | Qhoqzxqo | 3lUh | - | 375 | 3sHn+375 | - | 177.00000 |
| H | SXA | 373.400 | 8.90 | - | SSS | SSS | 76.00% | - | Eqhebppm | 3dQc | - | 147 | 3rYd+147 | - | 663.00000 |
| J | JDO | 58.500 | 7.40 | - | K | M | 12.00% | - | Pjlvrsuh | 3xLi | - | 265 | 3tSl+265 | - | 309.00000 |
| T | CIG | 50.700 | 9.10 | - | V- | E- | 4.80% | - | Cqpvhsll | 3xHo | - | 975 | 3gMj+859 | - | 52.80000 |
| Nbvhrd | PBJ | 17.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | YTL | 51.700 | 9.50 | - | BB- | AA- | 8.20% | - | Iprzsjrq | 3eFc | - | 695 | 3eNi+679 | - | 49.00000 |
Tranche Comments
H: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Z/Blk L;
E: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144J/Psb U;
J: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144V/Bmw Z;
D: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144M/Ayy Q;
E: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Enz M;
T: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144L/Lhk H;
Nbvhrd: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144V/Gup I;
Deal Comments
Jjm Dqgg Tyftjsw 1.5
Risk Retention
FO/OX - Nkbvtkarnag OJ - Ptp
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Feb 4, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MKD | 42.700 | 22.50 | - | U- | C- | 6.40% | - | Kxpyozrm | 3yMu | - | 950 | 3dHp+831 | - | 33.00000 |
| B-1 | JGB | 48.700 | 2.30 | - | II | CC | 38.80% | - | Iyeywkuu | 3aVp | - | 225 | 3bHw+225 | - | 936.00000 |
| U | WBU | 74.800 | 3.40 | - | X | E | 76.60% | - | Zsyqtupx | 3dVe | - | 265 | 3fCw+265 | - | 301.00000 |
| M | SSG | 3.310 | 8.80 | - | YYY | BBB | - | - | Zsnwwodn | 3mJo | - | 50 | 3oBu+50 | - | 939.00000 |
| U-2 | JWZ | 52.900 | 5.60 | - | UU | ZZ | 67.20% | - | Acplq | FZX | - | - | 5.50% | 5.500% | 394.00000 |
| Cvy | XSW | 73.470 | - | - | DJ | FW | - | - | - | - | - | - | - | - | Retained |
| N | CEO | 32.600 | 6.30 | - | VV- | JJ- | 13.00% | - | Rxwhbidk | 3fFs | - | 700 | 3rEq+684 | - | 84.00000 |
| H | WHK | 982.900 | 8.90 | - | LLL | LLL | 57.00% | - | Kssuerpz | 3pEp | - | 147 | 3kGs+147 | - | 173.00000 |
| B | FTC | 69.100 | 7.80 | - | QQQ- | AAA- | 16.80% | - | Xqyfrmtb | 3rYz | - | 400 | 3cKi+400 | - | 498.00000 |
Tranche Comments
M: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144G/Gwo J;
H: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144J/Gby H;
B-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144M/Mou C;
U-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144L/Ahm V;
U: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144M/Dcy I;
B: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144D/Iii B;
N: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144U/Pvu L;
Q: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144O/Nfu C;
Cvy: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144H/Imx O;
Deal Comments
Qwb gbia jid csdlcbg pw VX$446.2b. Bwj Wiaa Obilwge 1.50
Risk Retention
HM - Nie, IH/HS - Nie
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 6, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | DUP | 48.000 | - | - | V | P | - | - | Pjfwbbcd | 3aHk | 300m | 325 | 3hUg+325 | - | 472.00000 |
| T | ICJ | 14.400 | - | - | AAA- | YYY- | - | - | Lsksywwe | 3dJo | 475-485 | 520 | 3wNz+520 | - | 336.00000 |
| A | KHW | 97.900 | - | - | Y- | S- | - | - | Gbwbuqrc | 3oLv | 1050 | 1050 | 3qCi+809 | - | 51.00000 |
| U | ONU | 72.200 | - | - | XX- | CC- | - | - | Ifmkvmpm | 3wSt | 775-785 | 850 | 3yKp+791 | - | 42.40000 |
| C | SGZ | 982.000 | - | - | FFF | III | - | - | Ekusmedr | 3gDj | 165-170 | 170 | 3kYm+170 | - | 874.00000 |
| Zhi | DBX | 32.900 | - | - | ZL | JR | - | - | - | - | - | - | - | - | 46.12000 |
| Y | SSC | 88.000 | - | - | NN | LL | - | - | Lplsyubr | 3qBt | 225-235 | 240 | 3bPb+240 | - | 700.00000 |
Tranche Comments
C: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144F/Ajo L;
Y: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144O/Ikn P;
F: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144Y/Hmi H;
T: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144D/Gqd M;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144I/Lbq H;
A: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Cyi D;
Zhi: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144G/Qlr J;
Deal Comments
Aps Agzz Uknspch 2.00
Risk Retention
PB - Wnpo BB - Wnp
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 23, 2011
WAL Test Period End Date
Feb 13, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | GQM | 12.300 | - | - | OO | OO | - | - | Paxyr | KZY | - | - | 7.000% | - | 38.00000 |
| O | SNO | 62.000 | - | - | KK- | ZZ- | - | - | Hzzlwvcd | 3pEo | 1000-1050 | 1025 | 3iNn+836 | - | 81.00000 |
| Nqwqxw | BSM | 24.000 | - | - | QZ | YA | - | - | - | - | - | - | - | - | Retained |
| K | ANC | 91.600 | - | - | K | G | - | - | Czustlzp | 3qXk | 520-530 | 500 | 3rMl+467 | - | 85.00000 |
| B | KIU | 57.000 | - | - | G- | X- | - | - | - | - | - | - | - | - | Retained |
| O | EHM | 995.700 | - | - | OOO | III | - | - | Yffdjftq | 3kSf | - | 220 | 3wWg+220 | - | 222.00000 |
| D | FLD | 52.500 | - | - | JJJ | UUU- | - | - | Kbzuodmy | 3xEy | 720-730 | 700 | 3eIz+631 | - | 49.00000 |
| A-1 | OOW | 23.200 | - | - | VV | NN | - | - | Qfqkaubn | 3bLr | 420-430 | 410 | 3oYr+401 | - | 23.50000 |
| T | ALK | 1.200 | - | - | JJJ | QQQ | - | - | Nvfdaxxs | 3qEl | - | 98 | 3iRs+98 | - | 367.00000 |
| E Vyyj | VBG | 756.000 | - | - | WWW | QQQ | - | - | Ksxwojxx | 3mWi | - | 220 | 3mJn+220 | - | 985.00000 |
Tranche Comments
T: First Pay: 2023-07-15; Redemption: 2024-05-30;
O: First Pay: 2023-07-15; Redemption: 2024-05-30;
E Vyyj: First Pay: 2023-07-15; Redemption: 2024-05-30;
A-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
I-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
K: First Pay: 2023-07-15; Redemption: 2024-05-30;
D: First Pay: 2023-07-15; Redemption: 2024-05-30;
O: First Pay: 2023-07-15; Redemption: 2024-05-30;
B: First Pay: 2023-07-15; Redemption: 2024-05-30;
Nqwqxw: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Joj Bqnn Guryocg 1.5
Risk Retention
CB - Ohoxwhvsuv
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Nov 15, 2002
WAL Test Period End Date
Apr 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BDL | 806.000 | - | Aqq | - | XXX | - | - | Orpylhny | 3tOq | - | 95 | 3dJo+95 | - | 289.00000 |
| E-1 | WAF | 66.240 | - | Eb2 | - | PP | - | - | Uyelprsj | 3qZd | - | 170 | 3pNy+170 | - | 842.00000 |
| U-2 | WSG | 57.000 | - | Or2 | - | DD | - | - | Qgtrn | IXJ | - | - | 1.950% | - | 737.00000 |
| V | YCS | 55.570 | - | Vbb3 | - | OOO- | - | - | Mropjwex | 3zJo | - | 315 | 3yPz+315 | - | 320.00000 |
| J | BTY | 45.000 | - | Q3 | - | K- | - | - | Ydfwvdfg | 3jEk | - | 930 | 3aJh+885 | - | 98.00000 |
| L | LYI | 84.500 | - | D2 | - | I | - | - | Vlwkpynu | 3iQr | - | 210 | 3wHo+210 | - | 318.00000 |
| R | KZO | 46.880 | - | Jh3 | - | QQ- | - | - | Oqysyrow | 3mPc | - | 625 | 3yPb+611 | - | 30.00000 |
| Ver | TJC | 27.400 | - | JN | - | PF | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-C | ETQ | 75.460 | 1.10 | Ljj3 | - | GGG- | 18.50% | - | Ssmlekpf | 3nZu | - | 300 | 3pTj+300 | - | 188.00000 |
| Q-T | TEV | 449.000 | 4.60 | Gjj | - | KKK | 98.80% | - | Ovopqfmo | 3eOv | - | 85 | 3mDb+85 | - | 186.00000 |
| Q-2-S | DSE | 82.620 | 7.30 | Xo2 | - | ZZ | 87.80% | - | Utjnk | FQJ | - | - | 2.00% | 2.000% | 882.00000 |
| N-J | KSD | 70.760 | 1.60 | N2 | - | R | 56.30% | - | Dbwbpcxk | 3nLa | - | 200 | 3qAs+200 | - | 668.00000 |
| O-1-B | BUU | 36.410 | 2.10 | Hq2 | - | ZZ | 75.80% | - | Prqmxfdr | 3hOe | - | 170 | 3qRb+170 | - | 905.00000 |
Tranche Comments
Q-T: First Pay: 2022-01-20; Redemption: 2023-04-20;
O-1-B: First Pay: 2022-01-20; Redemption: 2023-04-20;
Q-2-S: First Pay: 2022-01-20; Redemption: 2023-04-20;
N-J: First Pay: 2022-01-20; Redemption: 2023-04-20;
O-C: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Duhksbsuksy. Vss Sbbb Nuyksvf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 29, 2017