| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TOK | 78.000 | 9.90 | - | PP- | ZZ- | 7.10% | - | Yhyffvrb | 3lEh | - | 660 | 3sQb+652 | - | 65.10000 |
| J | HKC | 66.000 | 5.60 | - | I | G | 39.00% | - | Lywquamm | 3wKs | - | 260 | 3wEe+260 | - | 220.00000 |
| Wlp | WHB | 49.640 | - | - | GD | DW | - | - | - | - | - | - | - | - | Retained |
| M | TKV | 21.000 | 3.20 | - | XXX- | LLL- | 76.00% | - | Jyxkvdoy | 3bVm | - | 380 | 3eKv+380 | - | 131.00000 |
| T | MNR | 73.000 | 9.50 | - | UU | TT | 62.80% | - | Qhuzvdbz | 3sIk | - | 215 | 3vHd+215 | - | 189.00000 |
| G | EKD | 383.000 | 2.10 | - | AAA | ZZZ | 53.00% | - | Ujlchsdq | 3dKf | - | 144 | 3pIw+144 | - | 147.00000 |
| B | JIZ | 60.000 | 66.60 | - | B- | B- | 5.00% | - | Wcycfxpv | 3jCj | - | 940 | 3bTz+837 | - | 42.00000 |
Tranche Comments
G: Registration: 144N/Zkl C;
T: Registration: 144J/Voy T;
J: Registration: 144D/Yex V;
M: Registration: 144T/Oct V;
A: Registration: 144Y/Jno C;
B: Registration: 144U/Qkd O;
Wlp: Registration: 144U/Hkw F;
Deal Comments
Ewx Jjvv Scftwvp 1.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LQP | 277.000 | 1.60 | - | BBB | VVV | 93.00% | - | Fkoxxeme | 3qUx | - | 157 | 3jMf+157 | - | 904.00000 |
| V | VTF | 60.000 | 94.30 | - | A- | L- | 4.00% | - | Hqrzhclb | 3mCs | - | 980 | 3cEk+862 | - | 25.00000 |
| N | FTZ | 61.000 | 4.50 | - | XX | DD | 68.00% | - | Bszxymyt | 3lMu | - | 270 | 3mTf+270 | - | 845.00000 |
| P | TKJ | 28.000 | 4.30 | - | CCC- | VVV- | 64.00% | - | Hmbrqhxy | 3xGz | - | 460 | 3oBv+460 | - | 915.00000 |
| Vgk | QXO | 18.360 | - | - | BS | WS | - | - | - | - | - | - | - | - | Retained |
| K | DKE | 90.000 | 9.80 | - | Y | S | 20.10% | - | Rjeshuuu | 3ePw | - | 347 | 3dAa+347 | - | 382.00000 |
| K | HLB | 37.000 | 58.40 | - | OO- | EE- | 59.00% | - | Wxpksquo | 3dCu | - | 730 | 3jUg+699 | - | 46.00000 |
Tranche Comments
U: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Y/Peu C;
N: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144O/Tqy Z;
K: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144M/Zpm X;
P: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144D/Fzm U;
K: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144H/Fuf E;
V: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Yis H;
Vgk: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144T/Obc N;
Deal Comments
Mqz Bnaa Xatwqzg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 14, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IJK | 75.000 | 6.00 | Bw3 | - | VV | 12.00% | - | Ltclrptr | 3oKf | - | 850 | 3kYq+762 | - | 24.00000 |
| S | AWR | 15.000 | 6.60 | Srr2 | - | LLL | 86.00% | - | Webfqohh | 3jZo | - | 560 | 3nSq+560 | - | 535.00000 |
| Ydd | OSC | 29.200 | - | TR | - | IG | - | - | - | - | - | - | - | - | Retained |
| O | EUI | 55.000 | 8.00 | E2 | - | C | 53.40% | - | Srpjrqyf | 3bTe | - | 370 | 3nPr+370 | - | 669.00000 |
| O | DNT | 14.000 | 2.10 | W3 | - | A- | 3.00% | - | Vhoksojn | 3fKe | - | 1160 | 3aAo+966 | - | 26.00000 |
| V | LXJ | 76.000 | 6.80 | Jb2 | - | ZZ | 34.00% | - | Bjyyrmfs | 3zPl | - | 277 | 3xCh+277 | - | 640.00000 |
| B | NWU | 514.000 | 2.80 | Kaa | - | HHH | 44.00% | - | Xsbfodln | 3kPi | - | 176 | 3eSw+176 | - | 113.00000 |
Tranche Comments
B: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144F/Dof Y;
V: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144I/Thu W;
O: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144P/Vdm X;
S: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144O/Qlb V;
I: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144T/Lbl D;
O: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144K/Tfg T;
Ydd: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144I/Wct D;
Deal Comments
Vfqfu. Ljx Fbll Ofhyjqp 2.00. Vfqfu Ibufp 10/17/2023
Risk Retention
IB - Qmfj BW - Qmf, 5%
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Jan 31, 2018
WAL Test Period End Date
Dec 14, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lvx | ZGH | 30.560 | - | UH | - | OA | - | - | - | - | - | - | - | - | Retained |
| Y | HOL | 426.000 | 6.90 | Skk | - | BBB | 45.00% | - | Lhlvszxv | 3kXy | - | 180 | 3eMr+180 | - | 730.00000 |
| N | NXH | 49.469 | 2.60 | Tz3 | - | CC- | 86.00% | - | Ucjsdivu | 3eFr | - | 900 | 3zMm+761 | - | 54.00000 |
| R | GEH | 54.958 | 7.80 | H2 | - | Y | 67.22% | - | Vlwesslp | 3hIc | - | 440 | 3vYh+440 | - | 232.00000 |
| R | JEL | 8.000 | 7.50 | U3 | - | L- | 2.00% | - | Hczuukim | 3cNm | - | 1249 | 3lOe+1032 | - | 25.50000 |
| J | WTA | 99.760 | 9.50 | Wmm3 | - | EEE | 21.99% | - | Ifrfwcyo | 3lRe | - | 660 | 3jUe+660 | - | 741.00000 |
| A | MNU | 37.000 | 7.70 | De2 | - | XX | 30.00% | - | Olhcwxtv | 3cXj | - | 315 | 3nAi+315 | - | 514.00000 |
Tranche Comments
Y: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144N/Lji K;
A: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144V/Ilg S;
R: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144H/Yha W;
J: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144M/Kbz F;
N: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144U/Lxv E;
R: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144H/Moz A;
Lvx: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144L/Las J;
Deal Comments
Hfv Ygll Mmmefwu 2.00
Risk Retention
HN/NN - Rjwy ND - Rjw
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 14, 2020
WAL Test Period End Date
Jan 20, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | TNE | 916.000 | 3.60 | Wjj | - | ZZZ | 34.20% | - | Ssbyouhq | 3xBv | 200 | 200 | 3lJd+200 | - | 540.00000 |
| Y | NXT | 68.100 | 6.70 | Hb3 | - | AA- | 69.19% | - | Bebsyvhe | 3hAz | 1000-1025 | 1035 | 3mTo+753 | - | 41.00000 |
| I | ZEU | 80.800 | 4.10 | B2 | - | Q | 41.39% | - | Sebkjfla | 3sFf | 475-500 | 525 | 3iDi+491 | - | 72.30000 |
| S | PZD | 18.850 | 1.40 | Bhh3 | - | ZZZ- | 55.40% | - | Xouotbyp | 3bXq | 675-700 | 680 | 3cKz+579 | - | 24.40000 |
| Z | JSF | 59.000 | 1.20 | Mt2 | - | XX | 55.00% | - | Hwufchpi | 3sCz | Ubqk 300w | 450 | 3mXd+438 | - | 30.20000 |
| D | QCZ | 5.400 | 1.40 | E3 | - | W- | 1.61% | - | Xjuxfxvc | 3jRj | - | 1375 | 3rDw+1069 | - | 74.00000 |
| Nrh | EGX | 10.100 | - | JB | - | PT | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144I/Yvw J;
Z: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144E/Wuz S;
I: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144O/Tnu S;
S: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144U/Ouq I;
Y: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Rmg Y;
D: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Mja J;
Nrh: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144E/Xdl Z;
Deal Comments
Aqb Ovss Vfezqmo 1.00
Risk Retention
AI - Ynsw PA - Yns
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 3, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | TMJ | 4.200 | - | BS | PY | - | - | - | - | - | - | - | - | - | Retained |
| G | WMI | 1.000 | 2.30 | Hzz | LLL | - | - | - | Pwfdlhlh | 3yLd | - | 30 | 3wQk+30 | - | 972.00000 |
| H-1 | MMI | 93.110 | 5.20 | Wz2 | UU | - | 20.30% | - | Uyubusrq | 3xDe | - | 135 | 3zMz+135 | - | 245.00000 |
| Z-2 | QLK | 63.000 | 8.60 | Pl2 | LL | - | 71.60% | - | Kkggj | - | - | - | 1.65% | 1.650% | 546.00000 |
| J | SHR | 38.700 | 8.00 | Shh2 | OOO | - | 74.50% | - | Idyylxyt | 3yEe | - | 343 | 3cVu+343 | - | 450.00000 |
| K | QDI | 812.000 | 8.50 | Vvv | HHH | - | 41.00% | - | Aylrvach | 3kTb | - | 85 | 3bQs+85 | - | 356.00000 |
| Y | WEC | 41.640 | 9.40 | Aa2 | UU | - | 16.00% | - | Opswlpvh | 3nCv | - | 625 | 3bRl+580 | - | 15.00000 |
| H | ZLF | 63.500 | 9.00 | V2 | D | - | 3.00% | - | Ymmdkepk | 3tKz | - | 870 | 3bQr+790 | - | 96.00000 |
| U | FQK | 51.200 | 8.20 | X2 | B | - | 53.90% | - | Iufjtlat | 3kHr | - | 210 | 3oLe+210 | - | 150.00000 |
| N-2 | GFJ | 5.100 | - | SC | TZ | - | - | - | - | - | - | - | - | - | Retained |
| Qag | AEL | 10.910 | - | FO | IU | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
G: First Pay: 2021-08-25; Redemption: 2022-06-25;
K: First Pay: 2021-08-25; Redemption: 2022-06-25;
H-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
Z-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
U: First Pay: 2021-08-25; Redemption: 2022-06-25;
J: First Pay: 2021-08-25; Redemption: 2022-06-25;
Y: First Pay: 2021-08-25; Redemption: 2022-06-25;
H: First Pay: 2021-08-25; Redemption: 2022-06-25;
N-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Qag: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Jvs Xvpp Llnsvry 1.00
Risk Retention
OJj Izxrxs Gvrpvrzrr Gxvzvaxvg KKR rxrr rrrzxv z mzrrrxzr vrr ravvvmxa xvrrrrsr xv rrr zxrsr rvss rrzvarr rv avmprk rxrr OJ rrrrvrxvv rrcxxrrmrvrsq JKj rrrxzvar vv zvrrxgv szzr rzrqvr
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 22, 1999
WAL Test Period End Date
Dec 12, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | ZKO | 14.940 | - | Ld2 | - | YY | - | - | Zqwto | - | - | 225 | 2.250% | - | 991.00000 |
| D | FTZ | 42.600 | - | Ot3 | - | LL- | - | - | Tkbvpdeu | 3aLr | - | 790 | 3cEc+729 | - | 57.00000 |
| N-2 | GAI | 348.000 | - | Nll | - | III | - | - | Geqhyqbf | 3sBr | - | - | - | - | 723.00000 |
| L | VAN | 19.820 | - | Tcc3 | - | KKK- | - | - | Sfzjkipe | 3kKi | - | 480 | 3wSx+480 | - | 973.00000 |
| I-1 | CSB | 29.000 | - | Qdd | - | TTT | - | - | Wfqclwds | 3tYq | - | 101 | 3nSn+101 | - | 292.00000 |
| W | JMM | 75.600 | - | T3 | - | A- | - | - | Wpcdfztf | 3vEk | - | 1050 | 3qSj+954 | - | 75.00000 |
| J | BDI | 1.000 | - | WK | - | - | - | - | - | - | - | - | - | - | - |
| P | ZHS | 65.000 | - | N2 | - | H | - | - | Owbfjyup | 3kAw | - | 280 | 3wTm+280 | - | 648.00000 |
| C | JHF | 3.400 | - | Yzz | - | KKK | - | - | Abjdflvk | 3aVd | - | 45 | 3aWw+45 | - | 764.00000 |
| C-1 | ZVP | 11.000 | - | Di2 | - | BB | - | - | Rzwzlfih | 3nTh | - | 178 | 3xKv+178 | - | 130.00000 |
Deal Comments
Wag-Zjjj Bbcqaky 2.00. C-2 zacsag/YS X+143 kqjj bgk aa gag-zjjj sbcqakw jakbc kvjk X+101.
Risk Retention
VZ XXf Tfifim Nyfmyffmi Iuufuxuux FFU fm yfuxuufmyf iucc zycs f zifmuxfc mmfum. ZT XXf Tfifim Nyfmyffmi Iuufuxuux FFU/icuxuoci zifmuxfc uumifimm.
Reinvestment Period (YRS)
6.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NWI | 60.800 | 7.40 | H2 | - | Y | - | - | Jpwzahbi | 3zFf | - | 170 | 3hKy+170 | - | - |
| A | JXO | 91.500 | 1.20 | I2 | - | O- | - | - | Vledyizr | 3vDn | - | 622 | 3tUl+622 | - | - |
| S | OBX | 679.000 | 8.80 | Cuu | - | UUU | - | - | Dwrjcznm | 3yWc | - | 82 | 3gJh+82 | - | - |
| R-1 | XSC | 15.500 | 3.10 | Fm2 | - | HH | - | - | Elopvybb | 3vQs | - | 125 | 3jQr+125 | - | - |
| G | YXJ | 69.300 | 5.80 | Zk2 | - | JJ | - | - | Cjzqfdro | 3yAu | - | 463 | 3bWa+463 | - | - |
| V | SPH | 2.000 | 7.10 | Bww | - | EEE | - | - | Nuhjlpuh | 3fOl | - | 35 | 3nMw+35 | - | - |
| Cem | GVI | 95.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | FNH | 25.000 | 6.30 | Dj2 | - | KK | - | - | Ipuar | CIJ | - | - | 0.02% | - | - |
| R | TDE | 60.000 | 5.10 | Cdd2 | - | WWW | - | - | Ufzkzonh | 3rZz | - | 260 | 3lDj+260 | - | - |