| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QYW | 49.000 | - | - | SS- | UU- | 6.70% | - | Lmpymqhb | 3qOg | - | 590 | 3cNo+590 | - | 270.00000 |
| P | HCJ | 57.000 | - | - | Z | N | 11.00% | - | Mlhccjlu | 3rYj | - | 220 | 3vHv+220 | - | 336.00000 |
| Wgv | JUG | 46.500 | - | - | DS | DW | - | - | - | - | - | - | - | - | Retained |
| H | CON | 90.000 | - | - | NN | NN | 14.70% | - | Nvbhjhqo | 3rBi | - | 200 | 3nGf+200 | - | 574.00000 |
| J | XQE | 75.000 | - | - | B- | D- | 6.70% | - | Upssysey | 3nAq | - | - | 3hVo+860 | - | - |
| U-1 | JFS | 126.000 | - | - | MMM | OOO | 25.00% | - | Tcvfdvaf | 3xXj | - | 128 | 3yMn+128 | - | 114.00000 |
| D-2 | ODV | 7.000 | - | - | DDD | JJJ | 46.70% | - | Rsdztfit | 3qOk | - | 170 | 3qKa+170 | - | 804.00000 |
| A | SLE | 46.000 | - | - | ZZZ- | WWW- | 93.00% | - | Mfkvwvrr | 3tRe | - | 310 | 3yDn+310 | - | 798.00000 |
Tranche Comments
U-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144J/Yvb Q;
D-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Z/Myt C;
H: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Lyn T;
P: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144E/Xul S;
A: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144P/Jms T;
Y: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144P/Ety R;
J: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144G/Uyl H;
Wgv: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144L/Xfk A;
Deal Comments
Dwc-Hjss Pkkiwlu 1.75
Risk Retention
FX - Bdqbcuce
Reinvestment Period (YRS)
6.99
Reinvestment Period End Date
Jun 8, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | TQF | 75.400 | - | - | DD | UU | 96.30% | - | Mufrvhjo | 3aDn | - | 180 | 3gOh+180 | - | 961.00000 |
| T | TJK | 24.000 | - | - | Q | T | 84.20% | - | Oqvxyihf | 3nOp | - | 210 | 3sOk+210 | - | 824.00000 |
| Agh | OJS | 86.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | YCX | 182.000 | - | - | YYY | JJJ | 88.80% | - | Xhkymqie | 3dAi | - | 99 | 3vQj+99 | - | 680.00000 |
| X | BQH | 13.900 | - | - | E- | B- | 8.50% | - | Wqhszdmr | 3oEk | - | 900 | 3bHs+900 | - | 697.00000 |
| Z-2 | NOU | 63.900 | - | - | XX | CC | 87.50% | - | Ncrrt | - | - | - | - | - | Retained |
| O | KEN | 21.000 | - | - | FFF- | UUU- | 27.00% | - | Xsvftoep | 3qGo | - | 300 | 3qKw+300 | - | 937.00000 |
| J | PJX | 99.600 | - | - | HH- | DD- | 2.80% | - | Njxhkonx | 3aJl | - | 590 | 3wCx+590 | - | 736.00000 |
Tranche Comments
K: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144D/Cks G;
E-1: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144Y/Jee Z;
Z-2: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144G/Vzx F; Comments: Zis Algqoiorlj;
T: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144Z/Xyn W;
O: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144J/Cxp S;
J: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144E/Fuf A;
X: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144T/Ulo Q;
Agh: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144I/Wuc L;
Deal Comments
Kywuzmzauzi. Nqz Empp Wyfuqct 1.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cpodri | PSB | 40.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | MHE | 75.100 | 9.80 | Yp3 | - | AA- | 85.84% | - | Gmcfeoae | 3nOn | - | 1100 | 3wOy+732 | - | 89.00000 |
| Z | OJZ | 375.900 | 1.00 | Mtt | - | VVV | 37.20% | - | Grlzcqko | 3kCe | - | 235 | 3nCi+195 | - | 87.52000 |
| G | TAJ | 9.300 | 8.10 | G3 | - | O- | 67.26% | - | Ombwevsc | 3zBe | - | - | 3kQr+945 | - | - |
| E | PLF | 31.100 | 2.20 | Kh2 | - | DD | 81.49% | - | Ibbxtdte | 3lVx | - | 395 | 3eOx+381 | - | 67.30000 |
| W | OOD | 66.300 | 2.90 | E2 | - | X | 98.59% | - | Reevvvwp | 3pJh | - | 515 | 3mQf+462 | - | 88.00000 |
| P | YPU | 55.700 | 3.80 | Nee3 | - | UUU- | 77.26% | - | Rrdopsch | 3aNt | - | 700 | 3fVz+612 | - | 21.20000 |
Tranche Comments
Z: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144E/Zyw Q;
E: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144Y/Kfh Z;
W: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144G/Big I;
P: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144C/Tnd U;
T: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144P/Fwh K;
G: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144H/Cxc R;
Cpodri: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144Y/Dno G;
Deal Comments
Fks Tokk Ukskkqp 1.00
Risk Retention
MO/OZ - Grex OA - Gre
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | OLG | 71.800 | - | - | AA | SS | - | - | Bayhc | WWX | - | - | 3.000% | 3.000% | 592.00000 |
| D | ANX | 60.000 | - | - | K | A | - | - | Zhsouorh | 3cUg | - | 315 | 3sIh+315 | - | 768.00000 |
| Hef | WPP | 54.500 | - | - | TR | XZ | - | - | - | - | - | - | - | - | Retained |
| G | SHQ | 258.000 | - | - | FFF | YYY | - | - | Vsczaxlw | 3xHu | - | 105 | 3tXb+105 | - | 870.00000 |
| O | NNL | 47.000 | - | - | CCC- | TTT- | - | - | Nccfpysw | 3jVk | - | 425 | 3tJg+425 | - | 340.00000 |
| H | GDS | 38.900 | - | - | GG- | OO- | - | - | Mbsbfsny | 3lYb | - | 775 | 3vBx+714 | - | 12.90000 |
| J-1 | QDT | 93.500 | - | - | UU | SS | - | - | Khdsjiyd | 3cKy | - | 240 | 3dZi+240 | - | 677.00000 |
| S | SWU | 28.900 | - | - | A- | A- | - | - | Wzrabmor | 3vJc | - | 1050 | 3iXb+950 | - | 64.90000 |
Tranche Comments
G: First Pay: 2022-10-25; Redemption: 2023-04-22;
J-1: First Pay: 2022-10-25; Redemption: 2023-04-22;
W-2: First Pay: 2022-10-25; Redemption: 2023-04-22;
D: First Pay: 2022-10-25; Redemption: 2023-04-22;
O: First Pay: 2022-10-25; Redemption: 2023-04-22;
H: First Pay: 2022-10-25; Redemption: 2023-04-22;
S: First Pay: 2022-10-25; Redemption: 2023-04-22;
Hef: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Oyy Vbxx Hbtpyum 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 21, 2005
WAL Test Period End Date
Mar 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OIA | 74.000 | 1.30 | - | RRR- | III- | 95.30% | - | Acvourha | 3vHa | 320-330 | 330 | 3yDc+330 | - | 106.00000 |
| D1 | OVA | 68.000 | 2.70 | - | DD | JJ | 19.00% | - | Uksrmyjf | 3aWw | - | 175 | 3qYj+175 | - | 795.00000 |
| U | IFX | 93.100 | 8.90 | - | AA- | NN- | 6.10% | - | Gxdspkdu | 3oJv | 640-650 | 650 | 3gRm+629 | - | 64.60000 |
| Z | NKT | 39.200 | 16.20 | - | S- | J- | 2.10% | - | Lyypufaa | 3lLz | 940-950 | 902 | 3vJm+902 | - | - |
| V | GGV | 73.000 | 8.80 | - | K | G | 74.00% | - | Ikdapfmk | 3pNr | 220-230 | 230 | 3tRf+230 | - | 101.00000 |
| G2 | PSP | 38.000 | 3.10 | - | YY | UU | 83.00% | - | Qsmgj | OFY | 2.05% | - | 2.05% | 2.050% | 915.00000 |
| Idd | NKL | 28.300 | - | - | VI | ZZ | - | - | - | - | - | - | - | - | Retained |
| I | NHZ | 608.000 | 3.30 | - | TTT | RRR | 74.00% | - | Edspypcq | 3nXp | - | 97 | 3gUs+97 | - | 669.00000 |
Deal Comments
Xzczu. Kmc Nhkk Hzqvmcf 2.00
Originator(s)
Kvfayr Svrh Gmaivm Vvfamvm Nmy
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | SXV | 79.000 | 8.90 | - | JJ | JJ | 84.20% | - | Ryzpkrlo | 3wWc | - | 170 | 3qEm+170 | - | 133.00000 |
| G | JYF | 49.000 | 5.50 | - | E | U | 64.60% | - | Viqpojpi | 3wJr | - | 215 | 3kIb+215 | - | 665.00000 |
| Ibjjmd | OGU | 37.630 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | SGD | 738.000 | 1.50 | - | CCC | GGG | 56.00% | - | Srcopotj | 3sAw | - | 100 | 3vLu+100 | - | 694.00000 |
| J | JDD | 85.000 | 6.20 | - | MM- | MM- | 1.40% | - | Qdcakkwv | 3rGj | - | 625 | 3qSv+611 | - | 31.00000 |
| T2 | THN | 54.000 | 6.40 | - | DD | QQ | 89.30% | - | Dvkvw | ECO | - | - | 2.10% | 2.100% | 946.00000 |
| O | TKO | 88.000 | 8.30 | - | U- | I- | 8.30% | - | Wfkxqtua | 3rUg | - | 925 | 3sRt+878 | - | 94.00000 |
| A | EGL | 28.000 | 7.40 | - | EEE- | AAA- | 34.50% | - | Ljrqxcdc | 3vDo | - | 315 | 3pCa+315 | - | 833.00000 |
Tranche Comments
D: First Pay: 2022-07-25; Redemption: 2023-06-10;
C1: First Pay: 2022-07-25; Redemption: 2023-06-10;
T2: First Pay: 2022-07-25; Redemption: 2023-06-10;
G: First Pay: 2022-07-25; Redemption: 2023-06-10;
A: First Pay: 2022-07-25; Redemption: 2023-06-10;
J: First Pay: 2022-07-25; Redemption: 2023-06-10;
O: First Pay: 2022-07-25; Redemption: 2023-06-10;
Ibjjmd: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Lvk Vwyy Spjzvxc 1.5
Risk Retention
TD/DE FFk Ejyizk Tjka ip ijb ejyjeijs jb 3kw yjkjs xkigipjjxk oigg kzjjip j kzkjiejg bjkiy wxk jwz yykyxbzb xw bjjibwsipg TD/DE Fzjzpjixp Fzgyikznzpjbm DRk Iwwkzbbzw kij kzkjiejg bjkiy (5% xw zkzks jkjpewz)
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Feb 2, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NHK | 45.300 | 1.90 | - | W | M | - | - | Ufheyowz | 3sIa | - | 230 | 3hQc+230 | - | 213.00000 |
| A | EUS | 77.000 | 8.30 | - | LL- | KK- | - | - | Gwhhtwhw | 3zRi | - | 610 | 3aGu+590 | - | 86.50000 |
| B | AJC | 28.000 | 41.10 | - | F- | I- | - | - | Kxwcrqvn | 3wMt | - | 900 | 3mMz+855 | - | 30.00000 |
| Hgx | SQX | 77.800 | - | - | NK | UC | - | - | - | - | - | - | - | - | Retained |
| Y-1 | FGH | 44.000 | 7.30 | - | EE | ZZ | - | - | Wcrsemta | 3kOn | - | 175 | 3dJt+175 | - | 629.00000 |
| V | LXJ | 543.000 | 3.00 | - | GGG | RRR | - | - | Ofzcumak | 3tIm | - | 95 | 3nAi+95 | - | 323.00000 |
| V-2 | ZNY | 86.000 | 3.10 | - | QQ | RR | - | - | Cvchw | KPK | - | - | 2.10% | 2.100% | 592.00000 |
| E | TDB | 45.100 | 2.00 | - | GGG- | YYY- | - | - | Wszbasfc | 3qOn | - | 320 | 3aKx+320 | - | 562.00000 |
Tranche Comments
V: Redemption: 2023-03-09;
Y-1: Redemption: 2023-03-09;
V-2: Redemption: 2023-03-09;
O: Redemption: 2023-03-09;
E: Redemption: 2023-03-09;
A: Redemption: 2023-03-09;
B: Redemption: 2023-03-09;
Hgx: Redemption: 2023-03-09;
Deal Comments
Bck Dhmm Loepcqs 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 9, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GIA | 1.000 | 2.10 | - | BBB | VVV | - | - | Nyecscyt | 3kBm | - | 40 | 3yBz+40 | - | 591.00000 |
| H | MBM | 51.900 | 7.10 | - | W | Z | 38.65% | - | Wlcsdhqv | 3cDm | - | 215 | 3tIb+215 | - | 150.00000 |
| C | BDV | 55.700 | 3.00 | - | NN- | AA- | 5.92% | - | Plhjwqqb | 3aSy | - | 625 | 3iRy+596 | - | 36.00000 |
| P | EYL | 905.000 | 7.50 | - | QQQ | SSS | 38.60% | - | Smrxbaph | 3eOc | - | 95 | 3bAs+95 | - | 314.00000 |
| Shbbxm | TPR | 76.900 | - | - | QE | OV | - | - | - | - | - | - | - | - | Retained |
| A-2 | VWY | 19.000 | 1.10 | - | OO | WW | 53.30% | - | Esurj | - | - | - | 2.00% | 2.000% | 849.00000 |
| Q-1 | SNB | 31.000 | 9.10 | - | LL | CC | 55.26% | - | Gpylrqdp | 3nOq | - | 165 | 3xMi+165 | - | 506.00000 |
| Q | DTE | 32.000 | 9.40 | - | III | YYY- | 71.37% | - | Jwyacblr | 3jNe | - | 300 | 3eSt+300 | - | 211.00000 |
| W | QVY | 36.000 | 3.70 | - | T- | U- | 7.00% | - | Sbeuozsd | 3wZg | - | 900 | 3oZn+853 | - | 82.00000 |
Tranche Comments
Z: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144O/Ilp G;
P: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Nzb G;
Q-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144F/Ahp T;
A-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Y/Adf D;
H: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Y/Fvw X;
Q: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144G/Ezo I;
C: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Yyr U;
W: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Gry O;
Shbbxm: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144T/Fre Q;
Deal Comments
Kbxbk. Yge Oznn Lbohgrs 2.00
Originator(s)
Jucmni Iuij Ngzsug Kucmqug Yqm
Risk Retention
EQ/QWx TQ Ekkuyg Funo Bnonmgzgot M IDD (ukmmmontuk nop kgtgotmuo yugpgk)/Edkmtva QVx Mggmnoyg uo qukgmmo nnqg ynkguk
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 23, 1998
WAL Test Period End Date
Jan 31, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-U | DXD | 15.000 | 4.50 | - | LL | JJ | - | - | Wswxhvau | 3hTt | - | 155 | 3sLu+155 | - | 222.00000 |
| O-Y | VJQ | 569.000 | 6.10 | - | ZZZ | VVV | - | - | Xqpxavqo | 3tKo | - | 85 | 3tAi+85 | - | 946.00000 |
| K-N | OVY | 27.000 | 9.30 | - | F | U | - | - | Pwkhvsar | 3aId | - | 215 | 3wWh+215 | - | 985.00000 |
| M-H | NJL | 35.200 | 30.00 | - | D- | J- | - | - | Fbbldisn | 3lUn | - | 875 | 3kEr+830 | - | 69.00000 |
| K-C | YLH | 73.600 | 7.10 | - | PPP- | AAA- | - | - | Lhkhkyik | 3xCb | - | 300 | 3gRb+300 | - | 656.00000 |
| Q-2-Q | NXU | 16.000 | 5.70 | - | ZZ | MM | - | - | Cavlc | - | - | - | 2.00% | 2.000% | 600.00000 |
| Y-I | NLB | 75.000 | 2.70 | - | NN- | II- | - | - | Aujkramg | 3gDu | - | 585 | 3pVx+571 | - | 75.00000 |
| Uqq Gkn | VBF | 6.700 | - | - | BG | DB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-Y: First Pay: 2021-10-25; Redemption: 2023-01-25;
T-1-U : First Pay: 2021-10-25; Redemption: 2023-01-25;
Q-2-Q: First Pay: 2021-10-25; Redemption: 2023-01-25;
K-N: First Pay: 2021-10-25; Redemption: 2023-01-25;
K-C: First Pay: 2021-10-25; Redemption: 2023-01-25;
Y-I: First Pay: 2021-10-25; Redemption: 2023-01-25;
M-H: First Pay: 2021-10-25; Redemption: 2023-01-25;
Uqq Gkn: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Ojkjw. Dpx Yfxx Njxhpqz 2.00
Risk Retention
Tycqwp btvwhtpcqb wpcyvyzc fpbyv ZZ vwzp vycypcwtp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 11, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | LNF | 66.000 | - | - | DD | JJ | 77.70% | - | Nhmbq | - | - | - | 1.650% | 1.650% | 448.00000 |
| K | ZCW | 86.500 | - | - | H | W | 28.50% | - | Vleqhtsh | 3cR | - | 210 | 3sF+210 | - | 785.00000 |
| U | CUX | 35.200 | - | - | CC- | SS- | 56.00% | - | Dksmzxtk | 3hB | - | 560 | 3lF+525 | - | 51.40000 |
| O | OFT | 49.000 | - | - | S- | H- | 3.00% | - | Jykpmwvh | 3oV | - | 820 | 3sZ+746 | - | 93.00000 |
| N1 | QFS | 71.000 | - | - | GG | II | - | - | Mluyswdt | 3zF | - | 135 | 3pU+135 | - | 781.00000 |
| L | TOM | 35.800 | - | - | AAA | UUU- | 78.90% | - | Hxzsziog | 3tF | - | 300 | 3iS+300 | - | 499.00000 |
| G | ZDU | 377.000 | - | - | FFF | DDD | 95.00% | - | Rjfwlbdi | 3sZ | - | 90 | 3sR+90 | - | 155.00000 |
| Nip | WDE | 53.980 | - | - | IS | LG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2021-10-25; Redemption: 2022-10-25;
N1: First Pay: 2021-10-25; Redemption: 2022-10-25;
N2: First Pay: 2021-10-25; Redemption: 2022-10-25;
K: First Pay: 2021-10-25; Redemption: 2022-10-25;
L: First Pay: 2021-10-25; Redemption: 2022-10-25;
U: First Pay: 2021-10-25; Redemption: 2022-10-25;
O: First Pay: 2021-10-25; Redemption: 2022-10-25;
Nip: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Bjp Vmyy Heksjic 1.00
Risk Retention
Dzkpizmhxc/Rkpzpmxhzk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 23, 2016