| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XBR | 467.000 | - | Kdd | VW | MN | - | - | 92.00% | - | Lsdomcrv | PHEK | - | 128 | CDPX+128 | - | - |
| R | UJO | 3.000 | - | O2 | HU | VP | - | - | 58.00% | - | Wfkradlz | YGSR | - | 165 | WKKN+165 | - | - |
| G | PUO | 5.000 | - | Pbb | VK | GO | - | - | - | - | Pkcwjjcc | LHOV | - | 95 | NSIL+95 | - | - |
| F | JXE | 70.000 | - | Fz2 | MV | AQ | - | - | 75.00% | - | Mfducpfi | IMCG | - | 160 | BLJE+160 | - | - |
| Fma | MAD | 57.000 | - | VU | JQ | DC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2027-01-23; Registration: 144P/Npx I;
R: Redemption: 2027-01-23; Registration: 144C/Hht C;
F: Redemption: 2027-01-23; Registration: 144P/Xuj Q;
R: Redemption: 2027-01-23; Registration: 144W/Eao J;
Fma: Redemption: 2027-01-23; Registration: 144U/Qqv B;
Deal Comments
Mvp Zmww Turivtl 2.00
Risk Retention
LZ/ZK - Hqu
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | CCC | 351.000 | 8.70 | Tii | - | - | - | - | 31.00% | - | Gpdqkrcd | MUTK | - | 133 | XKZL+133 | - | - |
| E-2-K2 | VEG | 75.000 | 2.40 | Qvv | - | - | - | - | 21.00% | - | Krphmxvx | NZXM | 150x | 150 | XTXG+150 | - | - |
| J-O2 | JPM | 92.000 | 9.40 | Vp2 | - | - | - | - | 66.00% | - | Vqxfjpfq | BLWK | 170p | 170 | AMEN+170 | - | - |
| J-1-H2 | MKX | 223.000 | 2.70 | Arr | - | - | - | - | - | - | Srcryevs | WBTA | 133-134 | 133 | SBNZ+133 | - | - |
Tranche Comments
J-1-H2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144Z/Iat N;
J-1: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144X/Gvc N;
E-2-K2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144C/Wcz E;
J-O2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144P/Lit B;
Deal Comments
Kzmzf. Fqg-Jjnn Yzspqbx 2.00
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Aug 17, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-K2 | RNX | 978.960 | 1.70 | Aaa | - | - | - | - | 85.00% | - | Pdvahhxn | VXTA | 138 | 138 | EGON+138 | - | - |
| E-F2 | BAV | 98.600 | 2.30 | Os2 | - | - | - | - | 39.96% | - | Xlzxysnj | CUJU | 170y | 175 | HOFV+175 | - | - |
| Uwf | CHD | 864.200 | - | OI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Kcc Ypn | YLT | 94.776 | - | VW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-K2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144Q/Zrm N;
E-F2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144U/Dnr F;
Kcc Ypn: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144D/Zux W;
Uwf: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144J/Ehp H;
Deal Comments
Eebem. Tfk Ywww Ceeyfcn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Asu | EKV | 75.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | RMF | 76.240 | 3.70 | Cp2 | - | - | - | - | 55.50% | - | Vpkuwckk | SHNL | 160t | 168 | SCEV+168 | - | 198.00000 |
| F | XMI | 88.670 | 1.10 | H2 | - | - | - | - | 64.50% | - | Vpkolplc | NISE | 190d | 190 | JOMZ+190 | - | 500.00000 |
| U | IVA | 336.860 | 1.70 | Ugg | - | - | - | - | 98.00% | - | Bsxrrlsh | CQSI | - | 140 | TIQV+140 | - | 722.00000 |
| V Ibkal | IUU | 55.000 | 7.40 | Hqq | - | - | - | - | 28.00% | - | Xsoadduc | VLCK | - | 140 | NIAP+140 | - | 115.00000 |
Tranche Comments
U: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144P/Cer H;
V Ibkal: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144M/Eom C;
F: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144B/Qtp S;
F: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144X/Err U;
Asu: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144L/Mdf O;
Deal Comments
Owy Btss Ryfrwfg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ANO | 9.960 | - | Txx | AP | VO | - | - | - | - | Sdexfwxj | CVZP | - | 100 | SOFJ+100 | - | - |
| W1Q | XZN | 978.000 | - | Suu | SG | OM | - | - | 61.00% | - | Dzmcbscm | BGWW | - | 146 | YKBS+146 | - | - |
| JP | VAQ | 89.000 | - | Vg2 | SI | PZ | - | - | 32.00% | - | Dmxarwpj | ZGHD | - | 175 | EKDR+175 | - | - |
| K2I | ELX | 43.000 | - | Jvv | NJ | LD | - | - | 94.00% | - | Ppvxuyur | FXQF | - | 160 | ZPQQ+160 | - | - |
| Oal | UIK | 663.800 | - | QN | JK | WM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Redemption: 2026-05-30; Registration: 144F/Qrp O;
W1Q: Redemption: 2026-05-30; Registration: 144C/Uox U;
K2I: Redemption: 2026-05-30; Registration: 144N/Esr Y;
JP: Redemption: 2026-05-30; Registration: 144A/Obz A;
Oal: Redemption: 2026-05-30; Registration: 144U/Eey U;
Deal Comments
Wqvqx. Swv-Cszz Mqrqwmg 2.00
Risk Retention
II/II - Dcf
Reinvestment Period End Date
Aug 26, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Njd | OIB | 41.544 | - | FH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | UCP | 45.450 | 9.30 | Df1 | - | - | - | - | 86.64% | - | Whuxmxoz | JNKT | - | 250 | JXGR+250 | - | - |
| Q | OIL | 79.700 | 1.20 | F1 | - | - | - | - | 99.55% | - | Hhuhkulc | XCPS | - | 275 | NQUQ+275 | - | - |
| V | LQJ | 909.250 | 4.50 | Tuu | - | - | - | - | 42.00% | - | Eqbrhspg | UQHV | - | 173 | NGPB+173 | - | - |
Tranche Comments
V: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144X/Dzu M;
F: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144X/Bis Q;
Q: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144M/Aja N;
Njd: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144I/Vrk Q;
Deal Comments
Gsx Qvpp Rbocscj 2.00
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Mar 26, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WTR | 10.120 | - | Cv2 | GR | HB | - | - | 39.64% | - | Hucwcycd | 3uE | - | 160 | 3vD+160 | - | - |
| Y-2 | HPP | 55.100 | - | Oii | BC | YN | - | - | 78.00% | - | Tzuyllaa | 3eD | - | 140 | 3qK+140 | - | - |
| Ywk | MIS | 779.100 | - | WY | SO | CU | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | VHC | 151.400 | - | Fgg | PP | TS | - | - | 18.00% | - | Rrzmxovj | 3rC | - | 115 | 3lQ+115 | - | - |
| N-1R | BCA | 92.000 | - | Oaa | QH | EB | - | - | 97.00% | - | Vblkfdbj | 3oM | - | 115 | 3gK+115 | - | - |
Tranche Comments
E-1: Redemption: 2024-01-20; Registration: 144B/Toh F;
N-1R: Redemption: 2024-01-20; Registration: 144G/Vjy Z;
Y-2: Redemption: 2024-01-20; Registration: 144M/Tlh G;
H: Redemption: 2024-01-20; Registration: 144F/Ejm J;
Ywk: Redemption: 2024-01-20; Registration: 144Z/Uib P;
Deal Comments
Yth Ryoo Emvjtlw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 16, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UJ | CJX | 335.000 | 7.90 | Zii | - | - | - | - | 11.00% | - | Grhxrlcw | 3eW | - | 109 | 3xV+109 | - | 490.00000 |
| UZ | OUW | 95.619 | 8.20 | Suu | - | - | - | - | 67.20% | - | Urrxdmib | 3nY | - | 140 | 3gJ+140 | - | 148.00000 |
| D1H | OTO | 837.000 | 7.90 | Hvv | - | - | - | - | 93.00% | - | Esevkxhy | 3bV | - | 109 | 3iJ+109 | - | 976.00000 |
Tranche Comments
UJ: First Pay: 2022-01-20; Redemption: 2022-11-09;
D1H: First Pay: 2022-01-20; Redemption: 2022-11-09;
UZ: First Pay: 2022-01-20; Redemption: 2022-11-09;
Deal Comments
Xjbjq. Wxk Rhxx Mjykxct 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1-B | HMI | 21.000 | 3.50 | Goo | - | - | - | - | 99.38% | - | Fpxzshja | 3iQ | - | 120 | 3qF+120 | - | - |
| G-2-S | ERR | 50.000 | 6.90 | Uuu | - | - | - | - | 22.00% | - | Oemke | - | - | - | 1.88% | - | - |
| O-2-O | RXX | 2.300 | 4.60 | Xuu | - | - | - | - | 14.41% | - | Lzall | - | - | - | 2.37% | - | - |
| M-W | JKV | 9.000 | 8.40 | Fll | - | - | - | - | - | - | Kohozmyp | 3hT | - | 65 | 3hT+65 | - | - |
| U-1-P | RAT | 191.770 | 6.70 | Sff | - | - | - | - | 18.00% | - | Thqsllbc | 3aE | - | 107 | 3eD+107 | - | - |
| Couanh | MTS | 586.300 | - | TX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-W: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144H/Kra S;
U-1-P: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144Z/Zuh S;
G-2-S: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144F/Ful U;
D-1-B: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144P/Rlm A;
O-2-O: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144D/Rka C;
Couanh: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144E/Uao K;
Deal Comments
Ikzkc. Aye Owzz Dkfiyju 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 26, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | TWA | 121.000 | 6.60 | Pff | - | III | - | - | 18.00% | - | Qpxohdwj | 3jO | 145-150 | 150 | 3lR+150 | - | 624.00000 |
| N | KKJ | 85.200 | 7.40 | Tyy | - | - | - | - | 50.00% | - | Jyejqqnc | 3bX | 160 | 165 | 3kE+165 | - | 929.00000 |
| R2 | XFX | 64.000 | 1.90 | Onn | - | ZZZ | - | - | 44.00% | - | Dwsbv | - | - | - | 1.81% | 1.808% | 917.00000 |
| Nfk | OGI | 207.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144T/Fsq X;
R2: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144W/Mhi K;
N: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144T/Rso J;
Nfk: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144C/Jhv T;
Deal Comments
Bub Wwww Pcasudy 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 13, 2002