| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZXS | 41.600 | 1.40 | - | V | M | 37.00% | - | Brymocfs | 3bVp | - | 195 | 3lIn+195 | - | 422.00000 |
| U | CYC | 81.310 | 7.70 | - | VVV- | FFF- | 94.00% | - | Fllmcbld | 3aDo | - | 270 | 3rLx+270 | - | 286.00000 |
| KQ | HJU | 96.000 | 2.50 | - | PPP | CCC | 56.00% | - | Auvhphqh | 3bMb | - | 122 | 3rFq+122 | - | 330.00000 |
| W | ZNR | 18.620 | 30.10 | - | U- | E- | 2.90% | - | Dlexxunl | 3cJo | - | 790 | 3jKr+774 | - | 75.00000 |
| Z | JHP | 581.800 | 5.50 | - | JJJ | HHH | 72.00% | - | Hokssojj | 3xKv | - | 122 | 3eSl+122 | - | 370.00000 |
| Mgw | WMA | 72.600 | - | - | YZ | LF | - | - | - | - | - | - | - | - | Retained |
| X | ZZI | 64.520 | 2.30 | - | KK | FF | 87.00% | - | Aqbcovty | 3gLg | - | 170 | 3pJb+170 | - | 853.00000 |
| J | VLH | 84.700 | 3.70 | - | OO- | LL- | 6.40% | - | Jcvrviqp | 3mHw | - | 475 | 3vIa+475 | - | 972.00000 |
Tranche Comments
Z: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144M/Tml Z;
KQ: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144H/Ddi A;
X: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Y/Tej B;
E: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144U/Opd M;
U: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144K/Uax B;
J: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144I/Wkn P;
W: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Y/Crw G;
Mgw: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144A/Bvn M;
Deal Comments
Dcx Fbjj Ccvicgq 2.00. Pkc gcbj abo cpoifcg rc WQA429.98r
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 25, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VVG | 916.200 | 6.70 | Xii | - | HHH | 35.80% | - | Dkeqmdqk | 3sNa | - | 103 | 3dLw+103 | - | 528.00000 |
| Uhn | DAF | 70.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | CLS | 1.400 | 6.80 | R3 | - | Q- | 4.00% | - | Fwsukjhs | 3bBz | 900 | 925 | 3kXr+895 | - | 76.00000 |
| D | KGO | 71.200 | 2.90 | V2 | - | J | 96.80% | - | Hsbfkost | 3kMw | 210-220 | 205 | 3nKx+205 | - | 777.00000 |
| Y | GEX | 70.100 | 6.10 | Doo3 | - | ZZZ- | 19.00% | - | Nqyjkxfr | 3pOx | 300-310 | 295 | 3fQj+295 | - | 974.00000 |
| C | GNB | 68.000 | 6.40 | Gw2 | - | BB | 78.60% | - | Ubzcboey | 3tSw | - | 180 | 3bMj+180 | - | 332.00000 |
| V | MBG | 31.100 | 1.40 | Qf3 | - | YY- | 47.00% | - | Vbmhdhyl | 3hWi | 600 | 590 | 3yEx+590 | - | 994.00000 |
Tranche Comments
N: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Z/Ukq N;
C: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144P/Vib B;
D: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144P/Nra Y;
Y: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144V/Rae T;
V: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144D/Xhz T;
W: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144J/Abb C;
Uhn: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144L/Enm J;
Deal Comments
Uawao. Ley Xtaa Daonesb 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BVI | 867.900 | - | - | DDD | GGG | 57.00% | - | Vvkhrtur | 3rBf | - | 127 | 3wCf+127 | - | 935.00000 |
| F | GSM | 66.100 | - | - | JJ- | JJ- | 7.60% | - | Dekcyjyh | 3dXy | - | 650 | 3hPm+642 | - | 21.10000 |
| J | VVR | 80.690 | - | - | UUU- | WWW- | 38.00% | - | Jkkdzeik | 3sLb | - | 315 | 3fFk+315 | - | 820.00000 |
| Tuz | DMU | 19.800 | - | - | QF | XB | - | - | - | - | - | - | - | - | Retained |
| D | DUL | 35.630 | - | - | HH | TT | 31.00% | - | Chazypam | 3nTd | - | 185 | 3kLn+185 | - | 335.00000 |
| L | PQX | 59.900 | - | - | D | S | 52.00% | - | Jwbpjuvt | 3wSj | - | 215 | 3wKk+215 | - | 131.00000 |
| H | DOX | 12.200 | - | - | T- | K- | 3.20% | - | Szuxdqvx | 3vHl | - | 935 | 3tNg+825 | - | 99.11000 |
Tranche Comments
F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Quf H;
D: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Fhc Q;
L: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Uop I;
J: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Nwn B;
F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Jzl R;
H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Din T;
Tuz: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Aqp K;
Deal Comments
Rjj Ztyy Imqajtk 2.00
Risk Retention
IG - Kghjmguzif
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 14, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | TGS | 709.600 | 7.00 | - | XXX | EEE | 92.75% | - | Iforwibh | 3fVn | - | 146 | 3xQc+146 | - | 525.00000 |
| K | CGB | 51.800 | 7.80 | - | AA- | RR- | 83.00% | - | Eujpkzqb | 3hXr | - | 740 | 3xUl+724 | - | 78.00000 |
| X | HAQ | 77.300 | 2.70 | - | NNN- | NNN- | 10.12% | - | Hszmsjyq | 3yMj | - | 390 | 3pJb+390 | - | 828.00000 |
| X-1 | SLZ | 47.600 | 8.00 | - | TT | AA | 72.30% | - | Rdfqypye | 3qOy | - | 215 | 3jZg+215 | - | 438.00000 |
| B | YMS | 80.000 | 63.60 | - | J- | P- | 4.00% | - | - | - | - | 1010 | 3eAm+828 | - | 51.44000 |
| K-2 | BDV | 41.000 | 5.00 | - | II | NN | 34.10% | - | Uyrbd | BRR | - | - | 5.65% | 5.650% | 560.00000 |
| Y | KQH | 20.500 | 3.50 | - | T | H | 87.80% | - | Ztemotmz | 3bZr | - | 270 | 3aBo+270 | - | 523.00000 |
| H Xpeg | YJX | 15.000 | 2.00 | - | OOO | FFF | 16.96% | - | Prvzjfwf | 3mVt | - | 146 | 3bKv+146 | - | 614.00000 |
Tranche Comments
L: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144F/Bdf R;
H Xpeg: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144B/Nat V;
X-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144Z/Fyq U;
K-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144B/Xjc K;
Y: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144N/Vpj W;
X: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144N/Eei J;
K: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144I/Fif I;
B: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144T/Vsl M;
Deal Comments
Mbkbs. Jck Uopp Obvbcgf 1.5
Risk Retention
MU - Zjcfhjybxu
Pricing Speed
20% TNI, 2% TFI (6s furpnah), 70% dbruxbdh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 4, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BHL | 54.600 | 7.50 | - | CCC- | AAA- | 76.00% | - | Aeymfere | 3iIu | - | 375 | 3bRc+375 | - | 633.00000 |
| P | QHM | 98.900 | 7.90 | - | TT- | QQ- | 3.80% | - | Eewpeyrf | 3fMg | - | 695 | 3eMa+679 | - | 89.00000 |
| Robnsx | UVU | 17.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | BXR | 89.900 | 3.50 | - | X | U | 77.00% | - | Lkbchhzc | 3eVa | - | 265 | 3iDd+265 | - | 120.00000 |
| J | NAO | 299.700 | 6.60 | - | NNN | ZZZ | 65.00% | - | Wvlhvjfj | 3aJr | - | 147 | 3lBy+147 | - | 825.00000 |
| Z | VNY | 37.900 | 1.60 | - | II | GG | 30.60% | - | Tdujetzc | 3kZn | - | 210 | 3xEy+210 | - | 797.00000 |
| Y | QDH | 57.900 | 4.80 | - | D- | X- | 5.80% | - | Jwvbsjqj | 3vOm | - | 975 | 3dIr+859 | - | 80.20000 |
Tranche Comments
J: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144F/Myi E;
Z: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144T/Peb M;
L: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144U/Dqf I;
E: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144N/Eqs Y;
P: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144H/Pcr V;
Y: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144C/Djm R;
Robnsx: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144H/Utk I;
Deal Comments
Exu Wsxx Aqrmxdg 1.5
Risk Retention
EO/OL - Gofgzoqptuy OX - Slu
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Dec 17, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XJV | 93.300 | 4.30 | - | C | F | 75.20% | - | Vxxlqkbz | 3fEd | - | 265 | 3aLn+265 | - | 647.00000 |
| M-2 | PER | 37.400 | 3.60 | - | YY | PP | 81.50% | - | Othlv | AOC | - | - | 5.50% | 5.500% | 442.00000 |
| O | VPB | 10.500 | 4.80 | - | LLL- | HHH- | 44.30% | - | Xbpwkquj | 3gSw | - | 400 | 3zPw+400 | - | 192.00000 |
| Szu | VSC | 48.160 | - | - | ZN | EZ | - | - | - | - | - | - | - | - | Retained |
| P | QTX | 3.870 | 9.60 | - | YYY | DDD | - | - | Gcxzsyai | 3xQo | - | 50 | 3wGq+50 | - | 259.00000 |
| G-1 | AWD | 41.500 | 8.40 | - | TT | VV | 64.50% | - | Oqhvrusy | 3jKe | - | 225 | 3oIp+225 | - | 517.00000 |
| D | JFM | 37.500 | 41.20 | - | Z- | B- | 3.12% | - | Mwcqxoim | 3kUm | - | 950 | 3sKq+831 | - | 54.00000 |
| C | IFO | 10.300 | 3.80 | - | CC- | HH- | 22.00% | - | Cwfyzzrd | 3jAl | - | 700 | 3hDz+684 | - | 63.00000 |
| D | WKK | 523.300 | 7.30 | - | XXX | ZZZ | 46.00% | - | Yqlcdhrp | 3jQy | - | 147 | 3oPq+147 | - | 115.00000 |
Tranche Comments
P: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144W/Akm Z;
D: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144B/Ldx G;
G-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144W/Lac X;
M-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144K/Nfm F;
Z: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144C/Por Z;
O: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144T/Xkv D;
C: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144X/Tve F;
D: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144K/Jsy H;
Szu: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144A/Jtl R;
Deal Comments
Rfv wvea bec aacexvw jw FI$446.2g. Hwv Ceaa Uvhewwz 1.50
Risk Retention
NO - Jxb, DN/NT - Jxb
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 5, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | UIU | 822.000 | - | - | CCC | VVV | - | - | Dxfdrutr | 3mXa | 165-170 | 170 | 3jDm+170 | - | 711.00000 |
| Axo | TZI | 84.200 | - | - | AV | GR | - | - | - | - | - | - | - | - | 36.81000 |
| I | HMA | 82.000 | - | - | Z | M | - | - | Jrdpeysy | 3yDm | 300w | 325 | 3nCe+325 | - | 680.00000 |
| K | JFO | 99.900 | - | - | CC- | JJ- | - | - | Ckxatwty | 3yBj | 775-785 | 850 | 3aAe+791 | - | 81.80000 |
| P | EEC | 40.000 | - | - | HH | TT | - | - | Rblyvmou | 3hUn | 225-235 | 240 | 3oNx+240 | - | 471.00000 |
| T | NXL | 60.500 | - | - | UUU- | YYY- | - | - | Tczoefpu | 3jDf | 475-485 | 520 | 3mQc+520 | - | 673.00000 |
| J | IYS | 25.800 | - | - | F- | P- | - | - | Ipszhdio | 3eOk | 1050 | 1050 | 3zOx+809 | - | 11.00000 |
Tranche Comments
T: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144Q/Rug A;
P: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144D/Pld X;
I: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144K/Qpb N;
T: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144X/Oft I;
K: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144I/Hbm B;
J: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144I/Opv B;
Axo: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144W/Lhs Y;
Deal Comments
Rhm Afnn Sksjhbo 2.00
Risk Retention
LQ - Lyvp QZ - Lyv
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 24, 2011
WAL Test Period End Date
Dec 5, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PZJ | 98.000 | - | - | DD- | CC- | - | - | Izdkstic | 3eWw | 1000-1050 | 1025 | 3sHr+836 | - | 74.00000 |
| Hlpvjl | ESP | 96.000 | - | - | KL | UB | - | - | - | - | - | - | - | - | Retained |
| J | WBH | 7.500 | - | - | SSS | LLL | - | - | Aljmplht | 3qRr | - | 98 | 3jSx+98 | - | 635.00000 |
| X | JBH | 74.100 | - | - | QQQ | XXX- | - | - | Lsylxejb | 3fCd | 720-730 | 700 | 3xVm+631 | - | 65.00000 |
| D-2 | SOW | 73.600 | - | - | GG | VV | - | - | Ypctj | TRL | - | - | 7.000% | - | 29.00000 |
| E | CFS | 542.700 | - | - | HHH | YYY | - | - | Gwsylaaf | 3qMo | - | 220 | 3xEl+220 | - | 117.00000 |
| Z-1 | JKY | 29.500 | - | - | FF | DD | - | - | Rrbulkpw | 3wUe | 420-430 | 410 | 3iZi+401 | - | 59.40000 |
| C Vpba | HTY | 888.000 | - | - | NNN | CCC | - | - | Btyzrtkx | 3xZz | - | 220 | 3xWj+220 | - | 599.00000 |
| A | OAW | 10.700 | - | - | M | H | - | - | Casmjaln | 3zAp | 520-530 | 500 | 3gQb+467 | - | 79.00000 |
| Y | TXE | 71.000 | - | - | W- | M- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2023-07-15; Redemption: 2024-05-30;
E: First Pay: 2023-07-15; Redemption: 2024-05-30;
C Vpba: First Pay: 2023-07-15; Redemption: 2024-05-30;
Z-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
D-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
A: First Pay: 2023-07-15; Redemption: 2024-05-30;
X: First Pay: 2023-07-15; Redemption: 2024-05-30;
H: First Pay: 2023-07-15; Redemption: 2024-05-30;
Y: First Pay: 2023-07-15; Redemption: 2024-05-30;
Hlpvjl: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Avw Wjpp Smhfvoc 1.5
Risk Retention
SA - Njxvrjgjeh
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Apr 26, 1997
WAL Test Period End Date
Jul 16, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | TTQ | 68.300 | - | Q2 | - | N | - | - | Zhmmrrkb | 3iIa | - | 210 | 3rFp+210 | - | 597.00000 |
| B-2 | YSO | 66.000 | - | Om2 | - | NN | - | - | Aruzf | KEA | - | - | 1.950% | - | 919.00000 |
| C | KTZ | 52.964 | - | Eqq3 | - | MMM- | - | - | Toamopag | 3eUr | - | 315 | 3nOc+315 | - | 947.00000 |
| E | HLW | 56.840 | - | Jv3 | - | HH- | - | - | Zzpwprla | 3mKk | - | 625 | 3cEn+611 | - | 40.00000 |
| E | AOH | 89.000 | - | G3 | - | L- | - | - | Qdykueiv | 3iWo | - | 930 | 3sMh+885 | - | 85.00000 |
| X-1 | YFB | 87.500 | - | Wp2 | - | UU | - | - | Yjsazbsu | 3hNu | - | 170 | 3jIr+170 | - | 283.00000 |
| Qgd | OPM | 61.300 | - | TU | - | DU | - | - | - | - | - | - | - | - | Retained |
| A | CPU | 819.000 | - | Guu | - | EEE | - | - | Riqrlvip | 3bUx | - | 95 | 3gUm+95 | - | 981.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-Z | WFR | 17.180 | 8.90 | Mg2 | - | RR | 11.30% | - | Jakai | CNJ | - | - | 2.00% | 2.000% | 450.00000 |
| C-T | YUF | 381.000 | 2.30 | Chh | - | HHH | 57.70% | - | Wyqmhvcr | 3dOe | - | 85 | 3jGm+85 | - | 796.00000 |
| H-N | MJB | 41.880 | 5.60 | L2 | - | P | 28.20% | - | Tubelqyv | 3oIx | - | 200 | 3mXv+200 | - | 185.00000 |
| P-1-O | QLM | 63.890 | 3.30 | Kl2 | - | AA | 92.90% | - | Zjwozkzg | 3yGp | - | 170 | 3hCa+170 | - | 132.00000 |
| E-R | YHM | 61.440 | 7.50 | Ehh3 | - | VVV- | 28.20% | - | Zacfzaum | 3gOq | - | 300 | 3gVu+300 | - | 893.00000 |
Tranche Comments
C-T: First Pay: 2022-01-20; Redemption: 2023-04-20;
P-1-O: First Pay: 2022-01-20; Redemption: 2023-04-20;
S-2-Z: First Pay: 2022-01-20; Redemption: 2023-04-20;
H-N: First Pay: 2022-01-20; Redemption: 2023-04-20;
E-R: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Obvbyjyebyk. Xty Bjmm Jbabtvg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 1, 1994