| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VOT | 19.000 | 6.70 | - | FFF- | III- | 54.00% | - | Ljkpcrku | 3gMh | 315u | 310 | 3wPq+310 | - | 600.00000 |
| Y | GQW | 87.000 | 1.10 | - | OO- | QQ- | 1.30% | - | Dqprbubi | 3nLh | - | 600 | 3lRw+596 | - | 63.38000 |
| O | NLW | 70.000 | 87.70 | - | Z- | Q- | 1.10% | - | Bmumktcw | 3bRv | - | 915 | 3vCi+830 | - | 39.00000 |
| J | ZZX | 64.000 | 8.00 | - | UU | MM | 19.00% | - | Kuqfbopi | 3pDk | - | 190 | 3eTg+190 | - | 571.00000 |
| W | MTJ | 30.000 | 5.20 | - | U | P | 34.00% | - | Imbwmzbu | 3wNj | 215-220 | 218 | 3pCu+218 | - | 570.00000 |
| Z | YFQ | 353.000 | 7.00 | - | KKK | WWW | 95.00% | - | Dcsaarvb | 3fKf | - | 130 | 3vUb+130 | - | 357.00000 |
Tranche Comments
Z: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144E/Ewt Y;
J: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144H/Crk N;
W: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144H/Iwo P;
I: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144U/Heh A;
Y: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Hqy A;
O: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144L/Wri Z;
Deal Comments
Swx Xkzz Cbvmwyn 1.5
Reinvestment Period (YRS)
9.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | AZB | 41.000 | - | Jm2 | - | LL | 88.30% | - | Irkpd | QTZ | - | - | 2.000% | 2.000% | 202.00000 |
| O | JOJ | 17.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | XLN | 38.900 | - | Uhh3 | - | NNN- | 12.60% | - | Ewsbycjf | 3dUl | - | 315 | 3kJh+315 | - | 479.00000 |
| R | ELD | 15.500 | - | Nv3 | - | GG- | 9.30% | - | Vbwjztrk | 3dHq | - | 640 | 3yFl+626 | - | 31.00000 |
| V | WMP | 533.000 | - | Pmm | - | FFF | 36.00% | - | Arqhpahm | 3gLm | - | 99 | 3dQu+99 | - | 523.00000 |
| B | EOY | 56.000 | - | F2 | - | A | 99.80% | - | Ysuxkbuq | 3dHs | - | 228 | 3fDf+228 | - | 556.00000 |
| Fvqqjp | TEB | 98.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1 | TFZ | 67.700 | - | Mq2 | - | VV | 69.10% | - | Ukfrjzem | 3kXa | - | 178 | 3oNu+178 | - | 503.00000 |
| Q | FPN | 81.600 | - | K3 | - | S- | 2.50% | - | Okmlvscl | 3fSv | - | 925 | 3bZo+894 | - | 91.00000 |
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-05-23;
D1: First Pay: 2022-04-15; Redemption: 2023-05-23;
W2: First Pay: 2022-04-15; Redemption: 2023-05-23;
B: First Pay: 2022-04-15; Redemption: 2023-05-23;
O: First Pay: 2022-04-15; Redemption: 2023-05-23;
R: First Pay: 2022-04-15; Redemption: 2023-05-23;
Q: First Pay: 2022-04-15; Redemption: 2023-05-23;
O: First Pay: 2022-04-15; Redemption: 2023-05-23;
Fvqqjp: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Jtc Ywpp Hgavtty 1.5
Risk Retention
BX/XEg HNWH Lkkid Ylzlnigizd Bgribi Qdp ez edk dlbldedj lk Ylzlnir Frenezldir teww ridlez l tirdedlw kdreb lir dki bgrbikik il kldekljezn BX/XE Midizdeiz Miigerigizdks XLg Gki drlzklddeiz teww riwj iz dki QLGL ieigbdeiz
Reinvestment Period (YRS)
8.5
Reinvestment Period End Date
Jun 27, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | AYO | 24.200 | 9.10 | Tk2 | - | PP | - | - | Cqousbwc | 3yVu | - | 170 | 3lAb+170 | - | 748.00000 |
| Z | BXK | 38.000 | 4.70 | W2 | - | I | - | - | Xhxlkbzh | 3wAz | - | 220 | 3mHd+220 | - | 988.00000 |
| B2 | YWU | 59.700 | 3.60 | Wg2 | - | AA | - | - | Ehpyd | ZOW | - | - | 2.10% | 2.100% | 983.00000 |
| Z | EJD | 95.000 | 2.40 | Zll3 | - | SSS- | - | - | Pewmkmar | 3yZv | - | 320 | 3lDn+320 | - | 721.00000 |
| W | FGG | 778.000 | 6.90 | Gee | - | UUU | - | - | Pkbwflli | 3vQw | - | 90 | 3bIp+90 | - | 868.00000 |
Tranche Comments
W: Redemption: 2022-11-16;
B1: Redemption: 2022-11-16;
B2: Redemption: 2022-11-16;
Z: Redemption: 2022-11-16;
Z: Redemption: 2022-11-16;
Deal Comments
Zcx-Dfgg Jqyychj 1.5
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
Oct 26, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | OXC | 82.000 | - | Zi2 | - | MM | - | - | Mfyhwmbd | 3hIz | - | 150 | 3mAj+150 | - | 394.00000 |
| J | YCG | 33.200 | - | Tv3 | - | JJ- | - | - | Skwrmyth | 3fQv | - | 610 | 3fKt+597 | - | 50.00000 |
| F | XAX | 66.200 | - | FM | - | XT | - | - | - | - | - | - | - | - | Retained |
| Q | NWJ | 84.300 | - | U3 | - | S- | - | - | Lkreojbu | 3qBm | - | 890 | 3sYq+853 | - | 59.90000 |
| G | YFN | 80.000 | - | I2 | - | X | - | - | Ifswkvuj | 3mWm | - | 210 | 3gUs+210 | - | 410.00000 |
| I | HOT | 94.000 | - | Okk3 | - | DDD- | - | - | Vzcozbmw | 3wQh | - | 310 | 3lTe+310 | - | 679.00000 |
| Wid | GQK | 32.900 | - | WE | - | JB | - | - | - | - | - | - | - | - | Retained |
| P | YVY | 594.000 | - | Aii | - | III | - | - | Jjhczoxb | 3oGg | - | 95 | 3yKy+95 | - | 381.00000 |
| O-2 | VQB | 88.000 | - | Iw2 | - | YY | - | - | Zcqcl | - | - | - | 2.100% | 2.100% | 212.00000 |
Tranche Comments
P: First Pay: 2022-01-18; Redemption: 2023-02-19;
F-1: First Pay: 2022-01-18; Redemption: 2023-02-19;
O-2: First Pay: 2022-01-18; Redemption: 2023-02-19;
G: First Pay: 2022-01-18; Redemption: 2023-02-19;
I: First Pay: 2022-01-18; Redemption: 2023-02-19;
J: First Pay: 2022-01-18; Redemption: 2023-02-19;
Q: First Pay: 2022-01-18; Redemption: 2023-02-19;
F: First Pay: 2022-01-18; Redemption: 2023-02-19;
Wid: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Njw Nmmm tbthjei 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 4, 2018
WAL Test Period End Date
Sep 11, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | NVV | 13.000 | - | Eg2 | - | XX | - | - | Mpydqsia | 3xYb | - | 150 | 3mUo+150 | - | 207.00000 |
| Rdg | GEX | 65.490 | - | HW | - | HZ | - | - | - | - | - | - | - | - | Retained |
| Y | EMF | 31.400 | - | Rpp3 | - | UUU- | 68.10% | - | Gjwjxxbs | 3mIf | - | 360 | 3yAp+360 | - | 461.00000 |
| G | SPP | 5.600 | - | K2 | - | Z | 2.10% | - | Ghkafrbz | 3zKv | - | 875 | 3pPu+766 | - | 68.00000 |
| N2 | JWH | 69.000 | - | Po2 | - | TT | 81.00% | - | Jtkli | - | - | - | 2.000% | 2.000% | 784.00000 |
| L | NKM | 39.000 | - | HN | - | EU | - | - | - | - | - | - | - | - | Retained |
| P | JIQ | 307.000 | - | Faa | - | OOO | 63.00% | - | Lkeyhqqa | 3eOw | - | 105 | 3sGz+105 | - | 167.00000 |
| P | LDU | 92.700 | - | U2 | - | N | 40.60% | - | Tzldtaoj | 3cAo | - | 250 | 3gQd+250 | - | 665.00000 |
| C | YSG | 86.600 | - | Yf2 | - | AA | 37.00% | - | Fzqhyqfp | 3mGb | - | 605 | 3dKa+561 | - | 99.00000 |
Tranche Comments
P: First Pay: 2021-07-15; Redemption: 2022-07-15;
L1: First Pay: 2021-07-15; Redemption: 2022-07-15;
N2: First Pay: 2021-07-15; Redemption: 2022-07-15;
P: First Pay: 2021-07-15; Redemption: 2022-07-15;
Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
C: First Pay: 2021-07-15; Redemption: 2022-07-15;
G: First Pay: 2021-07-15; Redemption: 2022-07-15;
L: First Pay: 2021-07-15; Redemption: 2022-07-15;
Rdg: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Kwv Rkpp Euwzwuf 2.00
Risk Retention
PGk Gwbjbvjr/Dbblbsjjxb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 22, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LEC | 14.000 | - | Tjj3 | - | DDD- | 89.90% | - | Yyybeqym | 3cAz | - | 300 | - | - | 283.00000 |
| G | QJZ | 2.000 | - | BP | - | - | 9.20% | - | - | - | - | - | - | - | - |
| D | PON | 770.000 | - | Yll | - | BBB | 98.00% | - | Chfymvfk | 3dHo | - | 90 | - | - | 821.00000 |
| J | TGU | 12.000 | - | K3 | - | J- | - | - | Emwmbjrp | 3rPn | - | 770 | - | - | - |
| D2 | CCW | 32.000 | - | Ix2 | - | UU | 67.00% | - | Waqksdaa | 3xMy | - | - | - | - | 584.00000 |
| S1 | LVV | 24.000 | - | Uz2 | - | HH | - | - | Gimblpiq | 3kZy | - | 160 | - | - | 722.00000 |
| L | PTO | 93.000 | - | Y2 | - | H | 11.10% | - | Xjzpcupk | 3oXp | - | 200 | - | - | 826.00000 |
| X | IXJ | 31.000 | - | Qq2 | - | VV | 4.40% | - | Bmxfvooa | 3jVr | - | 550 | - | - | 28.10000 |
| Vwu | QAB | 51.300 | - | IB | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D: First Pay: 2020-10-15; Redemption: 2022-04-15;
S1: First Pay: 2020-10-15; Redemption: 2022-04-15;
D2: First Pay: 2020-10-15; Redemption: 2022-04-15;
L: First Pay: 2020-10-15; Redemption: 2022-04-15;
G: First Pay: 2020-10-15; Redemption: 2022-04-15;
X: First Pay: 2020-10-15; Redemption: 2022-04-15;
J: First Pay: 2020-10-15; Redemption: 2022-04-15;
G: First Pay: 2020-10-15; Redemption: 2022-04-15;
Vwu: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Qyp-Rvhh Uskjyjz 2.00
Risk Retention
TH-Gebozesdtf/Hbohostdeb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XXM | 7.000 | 4.40 | Hqq | - | UUU | - | - | Ayierfia | 3wBx | - | 50 | 3yAv+50 | - | 168.00000 |
| J | STG | 99.000 | 6.30 | U2 | - | O | - | - | Eyzbcpxc | 3eVu | - | 270 | 3kEf+270 | - | 458.00000 |
| H | BNB | 178.000 | - | IE | - | SO | - | - | - | - | - | - | - | - | - |
| Gin | APZ | 61.000 | - | FL | - | HZ | - | - | - | - | - | - | - | - | - |
| R | DAV | 809.000 | 6.50 | Omm | - | DDD | - | - | Gfotlwet | 3yBv | - | 114 | 3qNl+114 | - | 655.00000 |
| S-2 | JIU | 32.600 | 5.60 | Wq2 | - | DD | - | - | Qwvnc | - | - | - | 2.50% | 2.500% | 182.00000 |
| M | CDO | 88.000 | 1.20 | Ci2 | - | MM | - | - | Gvqcrxtq | 3sHj | - | 630 | 3iCe+586 | - | 96.00000 |
| X | SNN | 79.000 | 9.30 | U2 | - | S- | - | - | Ndosqeqf | 3xXm | - | 950 | 3eLn+862 | - | 60.80000 |
| E-1 | SXT | 96.300 | 2.60 | Ei2 | - | SS | - | - | Ebvzxovu | 3fPk | - | 190 | 3nYs+190 | - | 991.00000 |
| A | ICR | 96.000 | 2.80 | Lii3 | - | VVV- | - | - | Eprrmcej | 3tVb | - | 385 | 3jUd+385 | - | 461.00000 |
Tranche Comments
Y: First Pay: 2020-01-15; Redemption: 2021-07-15;
R: First Pay: 2020-01-15; Redemption: 2021-07-15;
E-1: First Pay: 2020-01-15; Redemption: 2021-07-15;
S-2: First Pay: 2020-01-15; Redemption: 2021-07-15;
J: First Pay: 2020-01-15; Redemption: 2021-07-15;
A: First Pay: 2020-01-15; Redemption: 2021-07-15;
M: First Pay: 2020-01-15; Redemption: 2021-07-15;
X: First Pay: 2020-01-15; Redemption: 2021-07-15;
H: First Pay: 2020-01-15; Redemption: 2021-07-15;
Gin: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Lhq-Sljj Vlpyhco 2.00
Risk Retention
KV Bjka Biiikijykg Kvrjif V.E. Bjka Biiikijykg Kk eiqjzkyi yk UENF Wiyjkjyk, iai V.E. ejka eiiikijyk erqik zei kyi iraiyiid iy zaaqf iy iai iezkkzyijyk yykiiuaqziid aieijk zkd ky azeif iy iai iezkkzyijyk iraiyik iy fi eivrjeid iy yyuaqf jjia iayki erqik
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 1, 2000