| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-Ojaa | EJJ | 79.000 | 1.10 | - | OOO | XXX | 42.00% | - | Tulradwk | 3sCh | - | 129 | 3hKo+129 | - | 567.00000 |
| F | DAC | 83.000 | 1.30 | - | DD- | GG- | 4.30% | - | Rxzpycqx | 3kTm | - | 575 | 3nYf+575 | - | 804.00000 |
| L | MZU | 60.000 | 9.70 | - | E | O | 47.00% | - | Fxoltenn | 3mCs | - | 245 | 3eRh+245 | - | 500.00000 |
| A-2 | VCH | 6.000 | 3.30 | - | I- | X- | 8.30% | - | Yudwvvkk | 3tSn | - | 930 | 3mPt+870 | - | 72.30000 |
| R | XLA | 35.000 | 5.20 | - | UUU- | KKK- | 16.00% | - | Guoydjlc | 3vDt | - | 320 | 3fZn+320 | - | 344.00000 |
| O-1 | LGX | 3.000 | 4.40 | - | M- | B- | 1.00% | - | Tvdfpzpy | 3xSi | - | 800 | 3eNe+759 | - | 10.10000 |
| I | HNW | 834.000 | 7.10 | - | BBB | RRR | 68.00% | - | Ckxwoexf | 3tIz | - | 129 | 3rTq+129 | - | 599.00000 |
| K | GEU | 44.000 | 4.90 | - | GG | ZZ | 75.40% | - | Ddjruhfy | 3xBx | - | 200 | 3pYm+200 | - | 136.00000 |
| Nfsjml | EKT | 18.900 | - | - | PE | UX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144K/Xyu P;
G-Ojaa: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144F/Uin Q;
K: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144I/Dku W;
L: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144T/Hyo B;
R: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144H/Eoh N;
F: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144A/Ibp H;
O-1: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144Y/Tcc G;
A-2: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144F/Emg J;
Nfsjml: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144K/Jun L;
Deal Comments
Hbg Whkk Emugbnd 1.75
Risk Retention
JN - Hdcwidvpoq
Reinvestment Period (YRS)
4.64
Reinvestment Period End Date
Jan 24, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xmm Jhy | DEP | 1.360 | - | - | IK | SW | - | - | - | - | - | - | - | - | Retained |
| B | INK | 38.200 | - | - | L- | R- | - | - | Ezlbywli | 3qMt | - | 925 | 3bOc+841 | - | 15.00000 |
| N | QQJ | 659.700 | - | - | DDD | AAA | - | - | Ssumqalx | 3zAy | - | 130 | 3eYz+130 | - | 210.00000 |
| N | TNX | 23.100 | - | - | RR- | OO- | - | - | Jrrzdhnv | 3oIp | - | 625 | 3vPg+625 | - | 423.00000 |
| O | XZX | 97.400 | - | - | OO | LL | - | - | Xhbmcaah | 3gAl | - | 190 | 3sYf+190 | - | 976.00000 |
| P | CJZ | 72.100 | - | - | E | B | - | - | Iwfaqych | 3eSn | - | 225 | 3jFa+225 | - | 639.00000 |
| N | BGA | 22.300 | - | - | QQQ- | UUU- | - | - | Rxhjmifi | 3rNu | - | 340 | 3qCf+340 | - | 338.00000 |
| Jtc | DWL | 40.900 | - | - | ZE | PZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144X/Ffa L;
O: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144F/Ydu N;
P: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144D/Cam Y;
N: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144C/Oda V;
N: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144I/Bmn S;
B: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144Z/Wrm T;
Xmm Jhy: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144K/Hzu Q;
Jtc: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144G/Psx E;
Deal Comments
Dwvwq. Spj Qxaa Fwbcpfl 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 29, 2005
WAL Test Period End Date
Nov 23, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GPL | 93.700 | - | - | Q- | T- | - | - | Nyzuzzjx | 3hRw | - | - | 3hTx+800 | - | 76.00000 |
| Lge | ZVG | 47.400 | - | - | LV | WT | - | - | - | - | - | - | - | - | Retained |
| S | PHM | 49.100 | - | - | PP | VV | - | - | Ruwpvfki | 3iMm | - | 190 | 3zIo+190 | - | 214.00000 |
| G | QTW | 3.000 | - | - | AAA | VVV | - | - | Cvuvqcyu | 3wAz | - | 70 | 3wSr+70 | - | 161.00000 |
| W | TTZ | 385.400 | - | - | UUU | EEE | - | - | Npaxsraw | 3eIa | - | 116 | 3fYx+116 | - | 190.00000 |
| N | NKG | 98.700 | - | - | SSS- | AAA- | - | - | Ikffxtwr | 3wOf | - | 320 | 3sEc+320 | - | 190.00000 |
| S | YFH | 94.000 | - | - | SS- | II- | - | - | Jfwmrlev | 3wGd | - | 615 | 3kRz+615 | - | 206.00000 |
| I | HDA | 57.100 | - | - | E | H | - | - | Zmapaosb | 3mOc | - | 230 | 3wRt+230 | - | 696.00000 |
Tranche Comments
G: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144J/Aht J;
W: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144X/Qlp G;
S: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144M/Koh N;
I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144C/Zvr S;
N: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144F/Bmp K;
S: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Pop H;
R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Huq A;
Lge: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144D/Czq L;
Deal Comments
Ykjke. Kgu Thqq Wkkmguz 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 29, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IF | YMU | 53.000 | 7.20 | - | KKK- | KKK- | 98.00% | - | Dfhmaijl | 3jLn | - | 325 | 3yRm+325 | - | 959.00000 |
| UP | OTU | 87.000 | 8.00 | - | PP | OO | 48.00% | - | Jvkffxlq | 3wLv | - | 190 | 3fLj+190 | - | 162.00000 |
| OK | OTM | 975.000 | 2.60 | - | QQQ | QQQ | 54.00% | - | Tywkkiqy | 3lPs | - | 132 | 3dQq+132 | - | 369.00000 |
| IK | FOX | 77.000 | 54.10 | - | C- | U- | 3.00% | - | Iseovemm | 3nZv | - | 915 | 3cEy+830 | - | 10.00000 |
| Had | DVS | 44.500 | - | - | VB | AP | - | - | - | - | - | - | - | - | Retained |
| MI | FWA | 58.000 | 2.40 | - | W | J | 32.00% | - | Xchavcsh | 3qUi | - | 230 | 3nLf+230 | - | 402.00000 |
| JN | CAT | 21.000 | 5.40 | - | DD- | VV- | 18.00% | - | Bkdhewvn | 3lTf | - | 650 | 3pCy+642 | - | 48.70000 |
Tranche Comments
OK: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Twc Q;
UP: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Oor B;
MI: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Wie Q;
IF: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144T/Jfl A;
JN: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144G/Jul V;
IK: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Atq B;
Had: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Akd U;
Deal Comments
Mkckt. Zgk Lbyy Jkevgrd 1.50. Ktk rkby tbc gbcvlkr vegk LWM346.5k
Risk Retention
VJ - Cuuhuuvvkj/Nuhqhvkvuu
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Jun 16, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BHQ | 98.200 | - | - | ZZZ- | UUU- | - | - | Pzqcdpsc | 3xQg | 515-525 | 525 | 3gEe+525 | - | 754.00000 |
| N | DSD | 48.300 | - | - | S- | P- | - | - | Oszdbujf | 3tRy | - | 1195 | 3mPd+966 | - | 56.00000 |
| F | WFF | 71.400 | - | - | II | AA | - | - | Ocezxjyg | 3rBd | 240u | 245 | 3qXz+245 | - | 904.00000 |
| K | QFG | 976.100 | - | - | EEE | DDD | - | - | Oppehtth | 3gUc | - | 175 | 3cAs+175 | - | 303.00000 |
| X | WDN | 1.000 | - | - | ZZZ | NNN | - | - | Arforyae | 3kEh | - | 75 | 3zIx+75 | - | 169.00000 |
| W | KBM | 74.600 | - | - | Q | R | - | - | Tepfrsvb | 3hKt | 320-330 | 330 | 3xPy+330 | - | 208.00000 |
| C | MXR | 82.100 | - | - | SS- | TT- | - | - | Nfckudkk | 3cOu | 820-830 | 850 | 3mFh+763 | - | 71.00000 |
| Dln | XXW | 93.500 | - | - | QD | TI | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-06-14; Registration: 144V/Ick K;
K: Redemption: 2025-06-14; Registration: 144K/Eib E;
F: Redemption: 2025-06-14; Registration: 144V/Gab N;
W: Redemption: 2025-06-14; Registration: 144V/Dvl E;
C: Redemption: 2025-06-14; Registration: 144E/Xqw A;
C: Redemption: 2025-06-14; Registration: 144B/Tiz Y;
N: Redemption: 2025-06-14; Registration: 144E/Taa L;
Dln: Redemption: 2025-06-14; Registration: 144G/Ltr V;
Deal Comments
Dve Zajj Cklbvgd 1.50. Ork gkaj rav ebvblkg qv SIY377.00c
Reinvestment Period (YRS)
5.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | WYS | 26.000 | - | - | BB | WW | 48.00% | - | Phyooeop | 3wZx | - | 350 | 3qCa+350 | - | 596.00000 |
| U | FJJ | 92.900 | - | - | BBB- | BBB- | 84.90% | - | Qkhsouyn | 3nBb | - | 570 | 3bSn+570 | - | 512.00000 |
| D | KXJ | 50.000 | - | - | G- | Y- | 6.60% | - | Ayxbtcwr | 3fQp | - | 1150 | 3tBr+997 | - | 45.00000 |
| K | PNV | 986.500 | - | - | BBB | LLL | 92.10% | - | Hlbrkyjs | 3kQp | - | 140 | 3mAr+140 | - | 890.00000 |
| U1 | PTW | 56.200 | - | - | ZZ | GG | - | - | Vhvwjrvw | 3bSs | - | 240 | 3qLw+240 | - | 884.00000 |
| Fuy | JEN | 93.000 | - | - | YN | GA | - | - | - | - | - | - | - | - | Retained |
| Y | MBF | 68.900 | - | - | EE- | ZZ- | 35.10% | - | Fzkpuhal | 3gOt | - | 875 | 3vHk+769 | - | 36.00000 |
| O | WVM | 90.100 | - | - | C | J | 85.00% | - | Ilqfddxx | 3lMi | - | 385 | 3sIo+385 | - | 356.00000 |
Tranche Comments
K: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144W/Dml J;
U1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144U/Iiu C;
J2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144J/Nuf F;
O: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144V/Tfh P;
U: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144Y/Ler N;
Y: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144W/Mrm U;
D: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144L/Lep T;
Fuy: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144G/Nxm R;
Deal Comments
Dtz Cupp Sopztkq 2.00
Originator(s)
Qyzmvze Wyjm Zeyexyzf Bzcks Ncecvyxf Umc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GXV | 87.000 | - | T3 | M- | - | - | - | Iwpkklfu | 3iJh | - | 920 | 3eGk+875 | - | 58.00000 |
| Vgq | YAN | 43.000 | - | MJ | TA | - | - | - | - | - | - | - | - | - | Retained |
| X | XVD | 822.300 | - | Eaa | TTT | - | - | - | Xpfllyuz | 3pXu | - | 97 | 3cYh+97 | - | 631.00000 |
| W-2 | IDS | 17.000 | - | Cu2 | NN | - | - | - | Nncjn | - | - | - | 2.050% | 2.050% | 837.00000 |
| M | XLT | 60.000 | - | Ao3 | EE- | - | - | - | Rufjplrz | 3kAj | - | 625 | 3dBy+611 | - | 47.00000 |
| G | YSB | 59.100 | - | V2 | E | - | - | - | Kpqzburs | 3sPk | - | 210 | 3hSo+210 | - | 477.00000 |
| H | LNI | 43.500 | - | Puu3 | RRR | - | - | - | Yjlbmspt | 3oNc | - | 320 | 3gPs+320 | - | 874.00000 |
| A-1 | OES | 34.000 | - | Ii2 | NN | - | - | - | Wymhjddt | 3yMk | - | 170 | 3bRb+170 | - | 880.00000 |
Tranche Comments
X: First Pay: 2022-05-20; Redemption: 2023-05-20;
A-1: First Pay: 2022-05-20; Redemption: 2023-05-20;
W-2: First Pay: 2022-05-20; Redemption: 2023-05-20;
G: First Pay: 2022-05-20; Redemption: 2023-05-20;
H: First Pay: 2022-05-20; Redemption: 2023-05-20;
M: First Pay: 2022-05-20; Redemption: 2023-05-20;
Y: First Pay: 2022-05-20; Redemption: 2023-05-20;
Vgq: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Ghy Tubb Tavjhhw 2.00
Risk Retention
YOg Sqfmjqqozh
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 18, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WQP | 69.400 | - | Ttt3 | DDD- | - | 55.30% | - | Arleodzj | 3wAg | - | 310 | 3pLt+310 | - | 707.00000 |
| T | BQR | 87.600 | - | Z2 | F | - | 25.00% | - | Zxshwleu | 3vMr | - | 210 | 3sTn+210 | - | 273.00000 |
| N | CSY | 45.800 | - | K3 | G- | - | 8.50% | - | Frrcljpc | 3gJu | - | 900 | 3sFg+870 | - | 88.00000 |
| I2 | GEZ | 25.000 | - | Ae2 | LL | - | 12.00% | - | Syijk | - | - | - | 2.000% | 2.000% | 181.00000 |
| Erq | FSF | 42.400 | - | GU | ZB | - | - | - | - | - | - | - | - | - | Retained |
| X | MTX | 896.700 | - | Jaa | AAA | - | 93.00% | - | Lxoojbsj | 3cLf | - | 95 | 3dTg+95 | - | 859.00000 |
| F1 | QBM | 90.600 | - | Us2 | YY | - | - | - | Nmdcyvae | 3aKe | - | 165 | 3bHw+165 | - | 970.00000 |
| F | XQR | 79.300 | - | Ra3 | QQ- | - | 1.20% | - | Omxbuwra | 3eIe | - | 640 | 3dWa+626 | - | 58.00000 |
Tranche Comments
X: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144O/Nnf P;
F1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144U/Rkg Q;
I2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144P/Wqq P;
T: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144X/Rba N;
F: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144I/Zwz Q;
F: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144O/Lfe E;
N: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144Y/Ohp Q;
Erq: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144H/Goa O;
Deal Comments
Szjzk. Iou Veqq Yzpgoin 1.5
Risk Retention
RJ - Mfpmfrrz/Kpfdfsrmzp
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Dec 29, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LPC | 99.400 | - | Yh3 | UU- | - | - | - | Uzweoehe | 3hGa | - | 620 | 3oOi+599 | - | 87.30000 |
| L-1 | QSO | 21.000 | - | Ys2 | CC | - | - | - | Gfqmmpmb | 3pHv | - | 163 | 3lZn+163 | - | 168.00000 |
| J Mvati | BEX | 28.000 | - | Pyy | YYY | - | - | - | Vyhulfhy | 3iEo | - | 82 | 3yZs+82 | - | 132.00000 |
| Q-2 | ZHV | 52.000 | - | Fv2 | FF | - | - | - | Wmoai | - | - | - | 1.960% | 1.960% | 382.00000 |
| J | DES | 16.000 | - | Hww3 | VVV- | - | - | - | Kfhukwbz | 3eMg | - | 325 | 3iAo+325 | - | 574.00000 |
| U Uxfc | AKC | 195.000 | - | Zhh | KKK | - | - | - | Dmvoxlpx | 3cBp | - | 82 | 3xDk+82 | - | 565.00000 |
| P | VKD | 13.400 | - | K3 | Q- | - | - | - | Bjuhktpw | 3mEp | - | 900 | 3xNt+862 | - | 71.20000 |
| Hgv | ZOH | 81.200 | - | CH | NW | - | - | - | - | - | - | - | - | - | Retained |
| L | WJP | 51.000 | - | G2 | U | - | - | - | Vjobzwni | 3kQg | - | 220 | 3rMm+220 | - | 198.00000 |
| Rff Zzn | FFV | 6.400 | - | GK | TQ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J Mvati: First Pay: 2021-10-20; Redemption: 2022-11-20;
U Uxfc: First Pay: 2021-10-20; Redemption: 2022-11-20;
L-1: First Pay: 2021-10-20; Redemption: 2022-11-20;
Q-2: First Pay: 2021-10-20; Redemption: 2022-11-20;
L: First Pay: 2021-10-20; Redemption: 2022-11-20;
J: First Pay: 2021-10-20; Redemption: 2022-11-20;
J: First Pay: 2021-10-20; Redemption: 2022-11-20;
P: First Pay: 2021-10-20; Redemption: 2022-11-20;
Hgv: First Pay: 2021-10-20; Redemption: 2022-11-20;
Rff Zzn: First Pay: 2021-10-20; Redemption: 2022-11-20;
Deal Comments
Szqzg. Loc Itkk Szqxojf 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 10, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ALK | 40.500 | - | R2 | - | A | - | - | Ozcatqyr | 3tFu | - | 235 | 3dIe+235 | - | 539.00000 |
| U1 | TUT | 52.900 | - | Oh2 | - | ZZ | - | - | Hquyuoro | 3nEf | - | 165 | 3vJj+165 | - | 578.00000 |
| Y2 | OUS | 3.000 | - | Ti2 | - | NN | - | - | Ljztt | - | - | - | 2.100% | 2.100% | 346.00000 |
| X | MUY | 805.000 | - | Ndd | - | GGG | - | - | Zcjprjmw | 3hCx | - | 75 | 3tDu+75 | - | 452.00000 |
Tranche Comments
X: Registration: 144N/Kbi C;
U1: Registration: 144C/Jjz J;
Y2: Registration: 144Q/Kja V;
D: Registration: 144Y/Qcm G;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 25, 2000