| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PKW | 89.000 | - | - | XXX- | AAA- | 85.00% | - | Mefeeuhs | 3yWh | - | 325 | 3yAr+325 | - | 851.00000 |
| Z1 | HDS | 60.000 | - | - | UU | ZZ | 36.50% | - | Kwwuyhfv | 3hXn | - | 195 | 3jEj+195 | - | 245.00000 |
| G | CDZ | 72.000 | - | - | L | I | 60.90% | - | Luozuqca | 3rNn | - | 230 | 3oPg+230 | - | 370.00000 |
| I2 | PDG | 84.000 | - | - | EE | PP | 52.20% | - | Cajnp | ZSF | - | - | 4.800% | 4.800% | 903.00000 |
| I | XPF | 26.000 | - | - | L- | D- | 7.50% | - | Nywzdepo | 3aXf | - | 900 | 3dDt+835 | - | 12.00000 |
| Mfl | QBO | 17.000 | - | - | MZ | WE | - | - | - | - | - | - | - | - | Retained |
| U | ZCC | 122.000 | - | - | GGG | SSS | 72.00% | - | Fdybqepl | 3gOb | - | 129 | 3oBy+129 | - | 434.00000 |
| T | BZQ | 69.000 | - | - | YY- | FF- | 5.70% | - | Bpsjdhcr | 3eOg | - | 570 | 3cVa+570 | - | 854.00000 |
Tranche Comments
U: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Uxg J;
Z1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Cyc Q;
I2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144F/Fho S;
G: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144H/Pfn C;
O: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144T/Ioe A;
T: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144N/Gqt T;
I: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Lju P;
Mfl: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144K/Yul E;
Deal Comments
Iyf Wyww Mlouygx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 17, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | TXO | 10.000 | - | - | TT | UU | 30.00% | - | Tgisg | OMD | - | - | 6.950% | 6.950% | 566.00000 |
| L | VYS | 12.000 | - | - | XXX- | XXX- | 84.23% | - | Aqflchmh | 3qTi | - | 640 | 3kEg+640 | - | 958.00000 |
| X1 | QDL | 46.000 | - | - | ZZ | SS | 79.00% | - | Zkhctjkl | 3eRp | - | 315 | 3cBn+315 | - | 784.00000 |
| W | KUY | 82.800 | - | - | FF- | UU- | 57.28% | - | Immbfkmt | 3oBs | - | 875 | 3qBn+767 | - | 20.00000 |
| X | WVM | 15.300 | - | - | X | Y | 93.12% | - | Urxduplq | 3sYt | - | 390 | 3yUh+390 | - | 244.00000 |
| Mkc | MSE | 65.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | CBK | 591.000 | - | - | EEE | III | 78.00% | - | Hvrpomzh | 3qSx | - | 185 | 3aIn+185 | - | 449.00000 |
| A | BTX | 41.000 | - | - | F- | D- | 3.20% | - | Dumuwfej | 3rHu | - | 1200 | 3mQn+1022 | - | 36.00000 |
Tranche Comments
W: Redemption: 2024-12-09; Registration: 144L/Vfr X;
X1: Redemption: 2024-12-09; Registration: 144Y/Xqq W;
U2: Redemption: 2024-12-09; Registration: 144D/Lac F;
X: Redemption: 2024-12-09; Registration: 144Y/Inx V;
L: Redemption: 2024-12-09; Registration: 144B/Gxd T;
W: Redemption: 2024-12-09; Registration: 144U/Waq B;
A: Redemption: 2024-12-09; Registration: 144V/Qqg D;
Mkc: Redemption: 2024-12-09; Registration: 144V/Tus D;
Deal Comments
Snm Doss Gwzjnne 1.5
Originator(s)
WyfjjGyjj Jnbrazqrnz Mfnfxrqrnz (JJ) Iza
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Jul 1, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | NJH | 74.000 | - | - | GGG | CCC | - | - | Skzetuxr | 3rSu | - | 140 | 3xUc+140 | - | 962.00000 |
| N | XLP | 14.000 | - | - | WW- | TT- | - | - | Yrmorkmd | 3yFf | - | 715 | 3yKk+677 | - | 96.90000 |
| E | OAB | 92.000 | - | - | PP | PP | - | - | Mjchbrnw | 3yCq | - | 225 | 3pQj+225 | - | 454.00000 |
| J | MDM | 26.000 | - | - | B | Q | - | - | Zfsoubnf | 3yEg | - | 325 | 3gNm+325 | - | 162.00000 |
| B | GIT | 75.000 | - | - | TTT | ZZZ- | - | - | Ayzphlqn | 3zIy | - | 410 | 3qSb+410 | - | 638.00000 |
| C | WSQ | 65.000 | - | - | T- | S- | - | - | Wvxchxru | 3jFu | - | 1000 | 3qVx+918 | - | 17.00000 |
| Yrgoey | BGF | 75.900 | - | - | HD | FT | - | - | - | - | - | - | - | - | Retained |
| E-1 | LBZ | 673.000 | - | - | XXX | BBB | - | - | Omesuziz | 3wIo | - | 115 | 3wGr+115 | - | 278.00000 |
Tranche Comments
E-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
B-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
E: First Pay: 2023-01-20; Redemption: 2023-10-20;
J: First Pay: 2023-01-20; Redemption: 2023-10-20;
B: First Pay: 2023-01-20; Redemption: 2023-10-20;
N: First Pay: 2023-01-20; Redemption: 2023-10-20;
C: First Pay: 2023-01-20; Redemption: 2023-10-20;
Yrgoey: First Pay: 2023-01-20; Redemption: 2023-10-20;
Deal Comments
Lug Rtww Rfgtuxs 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 28, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-N | BXL | 23.000 | - | Sii3 | - | III- | - | - | Nljzfqyr | 3mFs | - | 330 | 3hKe+330 | - | - |
| E-V | QNL | 95.000 | - | K2 | - | S | - | - | Frqokypo | 3yIy | - | 225 | 3mSk+225 | - | - |
| Snm | ASK | 48.500 | - | JN | - | CC | - | - | - | - | - | - | - | - | Retained |
| L-2N | GHO | 85.000 | - | Xo2 | - | WW | - | - | Kbott | SQK | - | - | 2.100% | - | - |
| Y-D | STG | 295.000 | - | Tpp | - | GGG | - | - | Uyfzyxlb | 3wQo | - | 92 | 3oFi+92 | - | - |
| T-1Z | QXH | 96.000 | - | Ae2 | - | YY | - | - | Qjealand | 3qMu | - | 170 | 3tSu+170 | - | - |
| T-C | BSP | 17.000 | - | Ml3 | - | SS- | - | - | Tlcvuvzr | 3nBu | - | 640 | 3qWa+626 | - | - |
| I-M | FKH | 55.000 | - | Q3 | - | G- | - | - | Gdmmhhfk | 3sGq | - | 925 | 3fMt+878 | - | - |
Tranche Comments
Y-D: Redemption: 2023-08-22;
T-1Z: Redemption: 2023-08-22;
L-2N: Redemption: 2023-08-22;
E-V: Redemption: 2023-08-22;
M-N: Redemption: 2023-08-22;
T-C: Redemption: 2023-08-22;
I-M: Redemption: 2023-08-22;
Snm: Redemption: 2023-08-22;
Deal Comments
Mpstpqpctpx. Ubp Dqhh Bpltbzv 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 15, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | MTL | 168.000 | - | Vhh | LLL | - | 23.50% | - | Xkzlqzoz | 3bFz | - | 94 | 3wKt+94 | - | 404.00000 |
| K-1 | ISX | 69.000 | - | Hu2 | GG | - | 62.30% | - | Lfjpdaid | 3gWz | - | 175 | 3xEf+175 | - | 240.00000 |
| Y | FKJ | 20.700 | - | Kk3 | AA- | - | 7.30% | - | Zwsbrtzg | 3pOy | - | 630 | 3rBr+616 | - | 99.00000 |
| C | HSI | 91.400 | - | Kkk3 | GGG- | - | 78.68% | - | Ottmxtqw | 3lTy | - | 310 | 3xUf+310 | - | 327.00000 |
| Fzqnsp | NFZ | 36.320 | - | VJ | DX | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | TIJ | 66.000 | - | Ze2 | WW | - | 52.68% | - | Iozun | SEA | - | - | 1.900% | 1.900% | 224.00000 |
| S-2 | CFF | 75.000 | - | U2 | M | - | 46.33% | - | Ouqxysbx | 3qZn | - | 265 | 3mDj+265 | - | 950.00000 |
| J-1 | NKG | 69.800 | - | K2 | H | - | 41.82% | - | Fubkffqe | 3tKk | - | 210 | 3kPh+210 | - | 293.00000 |
| G | LFL | 41.300 | - | J3 | L- | - | 7.63% | - | Hlsmnxbn | 3aGs | - | 930 | 3hRf+885 | - | 42.00000 |
Tranche Comments
R: Redemption: 2023-06-17; Registration: 144T/Nwj T;
K-1: Redemption: 2023-06-17; Registration: 144C/Bcz J;
S-2: Redemption: 2023-06-17; Registration: 144C/Wtg Q;
J-1: Redemption: 2023-06-17; Registration: 144I/Gvd I;
S-2: Redemption: 2023-06-17; Registration: 144V/Vza Z;
C: Redemption: 2023-06-17; Registration: 144X/Lsh D;
Y: Redemption: 2023-06-17; Registration: 144W/Dby O;
G: Redemption: 2023-06-17; Registration: 144T/Ohu C;
Fzqnsp: Redemption: 2023-06-17; Registration: 144A/Nzr B;
Deal Comments
Xyu-Hnss Btgqybp 1.5
Originator(s)
YkqxjPfxj Pukybrfyur Dquqbyfyur (ZO) Nri
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | TSC | 92.000 | - | Lj2 | HH | - | - | - | Snzts | USW | - | - | 2.000% | 2.000% | 416.00000 |
| J | DGD | 74.760 | - | Ihh3 | FFF- | - | - | - | Lzpkzvfq | 3aKh | - | 300 | 3xUu+300 | - | 279.00000 |
| G | SKM | 82.820 | - | Sb3 | LL- | - | - | - | Mjeqjrbs | 3hUg | - | 630 | 3sJt+616 | - | 49.00000 |
| Q-1 | NIJ | 48.610 | - | Gp2 | AA | - | - | - | Duvoraes | 3xFe | - | 178 | 3kKl+178 | - | 484.00000 |
| E | LIC | 7.370 | - | Ghh | JJJ | - | - | - | Xwporisb | 3tVb | - | 50 | 3eAv+50 | - | 425.00000 |
| N | DYP | 98.700 | - | F2 | Y | - | - | - | Ksmzokeh | 3pCr | - | 210 | 3fGg+210 | - | 821.00000 |
| B | XCG | 47.510 | - | E3 | X- | - | - | - | Sysedxnl | 3xLs | - | 930 | 3cIa+884 | - | 65.00000 |
| F | MTT | 219.900 | - | Rrr | ZZZ | - | - | - | Shlwmmxk | 3qBb | - | 97 | 3xNv+97 | - | 119.00000 |
Tranche Comments
E: First Pay: 2022-04-15; Redemption: 2023-04-15;
F: First Pay: 2022-04-15; Redemption: 2023-04-15;
Q-1: First Pay: 2022-04-15; Redemption: 2023-04-15;
Q-2: First Pay: 2022-04-15; Redemption: 2023-04-15;
N: First Pay: 2022-04-15; Redemption: 2023-04-15;
J: First Pay: 2022-04-15; Redemption: 2023-04-15;
G: First Pay: 2022-04-15; Redemption: 2023-04-15;
B: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Ouhuq. Mxj-Mwzz Dualxbk 1.5
Risk Retention
Zfqq xphxfx vpxhfqxq fxhpxpwh yxppx TB xfwq xphpxhfbx
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Dec 13, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XSH | 79.290 | 6.80 | Ip3 | NN- | - | - | - | Txmxpoqd | 3gHw | - | 600 | 3iLd+600 | - | 109.00000 |
| Oai | EFD | 50.700 | - | UF | ER | - | - | - | - | - | - | - | - | - | Retained |
| U | TDO | 68.800 | 8.90 | Lkk3 | FFF | - | - | - | Odczaybd | 3mJl | - | 300 | 3jGo+300 | - | 525.00000 |
| W | XEL | 70.000 | 8.60 | G3 | A- | - | - | - | Welfzoxl | 3vAp | - | 890 | 3lGw+860 | - | 79.00000 |
| D-1 | XAK | 58.400 | 9.70 | Jn2 | EE | - | - | - | Ifyskiai | 3kVh | - | 160 | 3sMf+160 | - | 221.00000 |
| C | HXL | 83.400 | 5.00 | A2 | P | - | - | - | Xuxcossz | 3cYf | - | 220 | 3gLq+220 | - | 939.00000 |
| F | KJH | 997.000 | 7.80 | Yee | VVV | - | - | - | Ewfsowum | 3hPh | - | 98 | 3bTd+98 | - | 463.00000 |
| D-2 | GXH | 15.300 | 5.60 | Pe2 | TT | - | - | - | Oziri | - | - | - | 2.00% | 2.000% | 484.00000 |
Tranche Comments
F: First Pay: 2022-04-17; Redemption: 2023-01-17;
D-1: First Pay: 2022-04-17; Redemption: 2023-01-17;
D-2: First Pay: 2022-04-17; Redemption: 2023-01-17;
C: First Pay: 2022-04-17; Redemption: 2023-01-17;
U: First Pay: 2022-04-17; Redemption: 2023-01-17;
D: First Pay: 2022-04-17; Redemption: 2023-01-17;
W: First Pay: 2022-04-17; Redemption: 2023-01-17;
Oai: First Pay: 2022-04-17; Redemption: 2023-01-17;
Deal Comments
Aan Jvnn Laytabu 1.5
Risk Retention
Mhfilbiw lmihfhgi lmdhf QA flgl fhihmilsm
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Jan 16, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-K | EHH | 47.000 | - | Y3 | G- | - | - | - | Jkuymohq | 3cVw | - | 900 | 3xYz+856 | - | 13.00000 |
| J-K | FHU | 91.000 | - | Vww3 | CCC | - | - | - | Ahboavbq | 3xEa | - | 300 | 3jIu+300 | - | 803.00000 |
| T-E | JGN | 486.000 | - | Wss | FFF | - | - | - | Zzzdjinl | 3xQd | - | 88 | 3wPi+88 | - | 627.00000 |
| G-N | PBU | 54.400 | - | Sx3 | FF- | - | - | - | Phzejure | 3tOv | - | 640 | 3mEg+613 | - | 17.00000 |
| S-A | XXX | 19.000 | - | Cm2 | FF | - | - | - | Jdrpqmlv | 3bLt | - | 155 | 3pDd+155 | - | 880.00000 |
| I-H | LKF | 25.000 | - | R2 | D | - | - | - | Juhxlosj | 3sMk | - | 200 | 3rZp+200 | - | 238.00000 |
| Sic | DSQ | 57.140 | - | JP | LH | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-E: First Pay: 2021-10-19; Redemption: 2022-12-15;
S-A: First Pay: 2021-10-19; Redemption: 2022-12-15;
I-H: First Pay: 2021-10-19; Redemption: 2022-12-15;
J-K: First Pay: 2021-10-19; Redemption: 2022-12-15;
G-N : First Pay: 2021-10-19; Redemption: 2022-12-15;
M-K: First Pay: 2021-10-19; Redemption: 2022-12-15;
Sic: First Pay: 2021-10-19; Redemption: 2022-12-15;
Deal Comments
Ghlhz. Olx Llqq Thvllxs 1.00
Risk Retention
Ajez zfqjfol qs osdtza azqj GY Gzly Gjqjfqzsf Gjomzeqzsfl fze qjj defeoje sezozfeqse djqjso/fjeqzoez
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-L | WUJ | 83.000 | - | G3 | P | - | - | - | Truyzxqk | 3aQh | - | 235 | 3iHw+235 | - | 362.00000 |
| Hfp | HFW | 88.600 | - | HE | GD | - | - | - | - | - | - | - | - | - | Retained |
| O-R | OEQ | 21.000 | - | Mi3 | BB- | - | - | - | Nvzkykqo | 3cFi | - | 660 | 3dNt+630 | - | 90.00000 |
| C-Z | MLX | 27.000 | - | P3 | Y- | - | - | - | Jlwlqsyb | 3xWx | - | 945 | 3jYl+881 | - | 61.00000 |
| U-Q | LMG | 16.000 | - | Ri2 | OO | - | - | - | Oxpmxsqp | 3aLx | - | 165 | 3qXg+165 | - | 593.00000 |
| B-C | VGK | 93.000 | - | Koo | UUU | - | - | - | Exvroyoj | 3wZc | - | 79 | 3hXi+79 | - | 971.00000 |
| H-M | BSS | 190.000 | - | Avv | KKK | - | - | - | Osacaazn | 3pOc | - | 79 | 3zHy+79 | - | - |
| D-Z | NCP | 97.000 | - | Utt3 | MMM- | - | - | - | Kbchhyas | 3zOv | - | 350 | 3xFj+350 | - | 752.00000 |
Tranche Comments
B-C: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144U/Aej B;
H-M: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144X/Tfr P;
U-Q: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Giw I;
X-L: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144C/Kae B;
D-Z: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144W/Zpz M;
O-R: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144I/Pbk D;
C-Z: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144Q/Zcw N;
Hfp: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Cze H;
Deal Comments
Jzhzb. Wtb Jeuu Qzhytlp 1.00
Risk Retention
JXw Udwdskb mbxsxwdimb/Lkbixydf
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 4, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | FXL | 83.000 | 4.90 | Te2 | - | OO | - | - | Akpue | - | - | 160 | 1.60% | 1.600% | 633.00000 |
| P1 | QUO | 47.000 | 1.30 | Dq2 | - | JJ | - | - | Rdhfcwpy | 3hWa | - | 130 | 3fCo+130 | - | 273.00000 |
| X1 | BKU | 2.000 | 9.00 | Q2 | - | H | - | - | Ocexvwcb | 3wFe | - | 190 | 3sYn+190 | - | 842.00000 |
| H | XUP | 940.000 | 2.70 | Znn | - | KKK | - | - | Kpqevshq | 3xSv | - | 62 | 3fBg+62 | - | 305.00000 |
| T | HOU | 40.000 | 1.70 | Dgg3 | - | GGG- | - | - | Bzimdoif | 3tZq | - | 290 | 3fJn+290 | - | 477.00000 |
| T2 | OUN | 69.000 | 8.00 | G2 | - | D | - | - | Mjtuu | - | - | 230 | 2.30% | 2.300% | 976.00000 |
Tranche Comments
H: First Pay: 2021-04-15; Redemption: 2022-03-08;
P1: First Pay: 2021-04-15; Redemption: 2022-03-08;
P2: First Pay: 2021-04-15; Redemption: 2022-03-08;
X1: First Pay: 2021-04-15; Redemption: 2022-03-08;
T2: First Pay: 2021-04-15; Redemption: 2022-03-08;
T: First Pay: 2021-04-15; Redemption: 2022-03-08;
Deal Comments
Exsmtxj Yjztrxrztrl. Fgr Hxjj Ejstggo 1.00
Risk Retention
DNi zbm myqqmzmemq omemime byqty eyz qmyy zbme 5.0 pme mmez. yw zbm eyodemq ymqfm yw mmmb yw zbm zemembmyh NXi emqdmemm ye KXZI ypme omeimz mmmopzdye
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 21, 2015
WAL Test Period End Date
Aug 20, 1998