| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-V-W | QTO | 64.000 | 2.51 | - | - | WWW | - | - | 44.00% | - | Hpyrkwir | CJSO | - | 160 | GHKC+160 | - | - |
| E-Z | CCH | 78.000 | 9.53 | - | - | K | - | - | 90.64% | - | Jfckmkxu | NGWS | - | 260 | BGSA+260 | - | - |
| E-1-E | TLH | 74.500 | 1.40 | - | - | FFF | - | - | 77.36% | - | Imdpkdkf | HHMQ | - | 370 | JKAM+370 | - | - |
| Y-1-U | YVH | 200.000 | 1.76 | - | - | SSS | - | - | 32.00% | - | Aviyejiv | YWWO | - | 160 | QZJY+160 | - | - |
| N-H | RSV | 28.600 | 5.43 | - | - | VV | - | - | 35.89% | - | Kpmjoarp | QGKF | - | 205 | EVLJ+205 | - | - |
| F-V | WBD | 20.600 | 6.57 | - | - | WW- | - | - | 4.61% | - | Bjzyfdtq | PUFN | - | 691 | TLLC+691 | - | - |
| Ifscdd | ILS | 45.410 | - | - | - | VS | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2-E | PXJ | 7.600 | 8.93 | - | - | ZZZ- | - | - | 96.30% | - | Thofcldf | CXYT | - | 550 | DETK+550 | - | - |
| K-2-N | YNC | 81.900 | 4.66 | - | - | EEE | - | - | 14.72% | - | Ajfcsfer | QICN | - | 185 | HTDG+185 | - | - |
Tranche Comments
Y-1-U: Redemption: 2027-05-01; Registration: 144Y/Clj C;
O-V-W: Redemption: 2027-05-01; Registration: 144Q/Efb P;
K-2-N: Redemption: 2027-05-01; Registration: 144I/Erw D;
N-H: Redemption: 2027-05-01; Registration: 144F/Yqt M;
E-Z: Redemption: 2027-05-01; Registration: 144X/Hqk B;
E-1-E: Redemption: 2027-05-01; Registration: 144G/Pej E;
B-2-E: Redemption: 2027-05-01; Registration: 144X/Wcf L;
F-V: Redemption: 2027-05-01; Registration: 144I/Xxk H;
Ifscdd: Redemption: 2027-05-01; Registration: 144M/Nqn A;
Deal Comments
Kqhqu. Sgz-Dfpp Lqttgcd 2.00
Reinvestment Period (YRS)
1.82
Reinvestment Period End Date
Dec 23, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | ULJ | 6.000 | 4.10 | - | - | D | - | - | 36.00% | - | Vlwnj | - | - | - | 5.84% | 5.839% | 809.00000 |
| D-1 | JRG | 665.000 | 8.80 | Bvv | - | - | - | - | 74.00% | - | Hswwlvfd | NPQU | - | 120 | INYI+120 | - | 964.00000 |
| Zfj | GJW | 59.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | ZSM | 99.000 | 8.90 | - | - | QQ | - | - | 96.19% | - | Zyadamoq | NOAZ | - | 165 | NYYR+165 | - | 662.00000 |
| V-1 | PQY | 57.000 | 8.30 | - | - | V | - | - | 87.15% | - | Szjaybuh | HCGB | - | 180 | IPLQ+180 | - | 692.00000 |
| I-1 | NUC | 57.000 | 8.50 | - | - | OOO- | - | - | 30.00% | - | Shsrdivz | YHGP | - | 275 | JJPH+275 | - | 518.00000 |
| E-2 | PTK | 70.000 | 4.00 | - | - | LLL | - | - | 78.79% | - | Ulrhbvvi | SODU | - | 145 | VIFO+145 | - | 795.00000 |
| V | ZRT | 73.000 | 50.90 | - | - | RR- | - | - | 3.00% | - | Pezfkmoc | DUHY | - | 500 | MWFK+500 | - | 999.00000 |
| W-2 | ZNF | 9.000 | 46.40 | - | - | QQQ- | - | - | 47.00% | - | Whoomqtv | CUHG | - | 385 | EAWJ+385 | - | 530.00000 |
Tranche Comments
D-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Nxx F;
E-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Wfp S;
G: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Xmo Y;
V-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Zxc U;
Z-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Ypv P;
I-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Lfo Z;
W-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Mxu K;
V: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Osw R;
Zfj: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Wtx D;
Deal Comments
Vjc Jhss Bzcpjzk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 11, 2010
WAL Test Period End Date
Sep 3, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2ZZ | RWW | 97.000 | 2.30 | - | - | MMM | - | - | 10.00% | - | Vcwoovas | SVKL | 150-155 | 150 | XXLG+150 | - | - |
| X-KK | OLG | 74.000 | 5.60 | - | - | V | - | - | 99.00% | - | Pssjqvlf | UYYT | 180-185 | 180 | QUZZ+180 | - | - |
| Z-PP | KAS | 79.000 | 3.70 | - | - | EEE- | - | - | 80.00% | - | Lbrzlkxa | EIGC | 285-295 | 285 | LHBH+285 | - | - |
| Jxy | EXP | 52.700 | - | - | - | BZ | - | - | - | - | - | - | - | - | - | - | Retained |
| B-XX | CGQ | 34.000 | 3.80 | - | - | VV- | - | - | 3.00% | - | Nzuaoerp | PCDD | 515-540 | 525 | XDYK+525 | - | - |
| J-1NN | PHT | 770.000 | 7.80 | - | XXX | HHH | - | - | 34.00% | - | Ejwessxj | JJDG | 125 | 125 | MJET+125 | - | - |
| V-1GG | TUR | 16.000 | 9.40 | - | - | OO | - | - | 28.00% | - | Nlezwibm | QSGY | 160-165 | 165 | SDPC+165 | - | - |
| H | XMI | 8.000 | 8.70 | - | - | III | - | - | - | - | Owxpoeql | GWEW | 95 | 95 | CQUL+95 | - | - |
Tranche Comments
H: Redemption: 2027-01-15; Registration: 144M/Rfq O;
J-1NN: Redemption: 2027-01-15; Registration: 144E/Dxv B;
Q-2ZZ: Redemption: 2027-01-15; Registration: 144I/Cyw R;
V-1GG: Redemption: 2027-01-15; Registration: 144U/Bij M;
X-KK: Redemption: 2027-01-15; Registration: 144G/Qzy U;
Z-PP: Redemption: 2027-01-15; Registration: 144Z/Ntb F;
B-XX: Redemption: 2027-01-15; Registration: 144Y/Lbj J;
Jxy: Redemption: 2027-01-15; Registration: 144E/Yua Y;
Deal Comments
Xxsxq. Rcf Zvee Fxepcgl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-W | LSV | 637.000 | 8.30 | - | - | KKK | - | - | 68.00% | - | Idxryayu | TAGO | - | 136 | XWVT+136 | - | - |
| X1-C | YAT | 19.000 | 4.80 | - | - | HHH | - | - | 79.00% | - | Lespdbwa | UZVV | - | 280 | ILNC+280 | - | - |
| Hjz | INS | 20.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N2-H | OGV | 4.000 | 58.90 | - | - | DDD- | - | - | 51.77% | - | Lmhrvhfc | CJXM | - | 400 | KSPB+400 | - | - |
| E1-X Gvkf | VOP | 42.000 | 7.40 | - | - | AAA | - | - | 30.00% | - | Zqpkmlcm | SHMS | - | 136 | KNGD+136 | - | - |
| F-L | JZP | 4.000 | 17.90 | - | - | N- | - | - | 1.00% | - | Qeqwbmlb | DUWW | - | 851 | EITI+800 | - | - |
| Z2-A | LOM | 23.000 | 4.20 | - | - | ZZZ | - | - | 71.00% | - | Reckwtvr | IHDZ | - | 159 | SNYJ+159 | - | - |
| N-T | LFG | 39.000 | 4.20 | - | - | OO | - | - | 55.00% | - | Pwbsfalq | MAPJ | - | 175 | COBE+175 | - | - |
| F-D | FMI | 42.000 | 65.80 | - | - | BB- | - | - | 8.00% | - | Erfvarts | FAYF | - | 570 | WJBP+570 | - | - |
| Z-W | GWI | 24.000 | 2.50 | - | - | D | - | - | 93.00% | - | Kwzuomux | XBYQ | - | 185 | KGHB+185 | - | - |
Tranche Comments
A1-W: Redemption: 2027-01-15; Registration: 144N/Laq H;
E1-X Gvkf: Redemption: 2027-01-15; Registration: 144D/Kzw V;
Z2-A: Redemption: 2027-01-15; Registration: 144H/Xwj V;
N-T: Redemption: 2027-01-15; Registration: 144L/Fqa T;
Z-W: Redemption: 2027-01-15; Registration: 144B/Msr H;
X1-C: Redemption: 2027-01-15; Registration: 144D/Fks F;
N2-H: Redemption: 2027-01-15; Registration: 144L/Aba O;
F-D: Redemption: 2027-01-15; Registration: 144D/Hbq C;
F-L: Redemption: 2027-01-15; Registration: 144B/Quv V;
Hjz: Redemption: 2027-01-15; Registration: 144W/Qnu B;
Deal Comments
Mokoz. Vxq-Mfaa Uogbxot 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 1, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | ETY | 34.000 | 7.60 | - | - | HHH- | - | - | 48.80% | - | Mompslog | UCWM | - | 310 | TYEP+310 | - | - |
| W | GHJ | 91.000 | 76.76 | - | - | LL- | - | - | 5.00% | - | Axbmltdi | LLXQ | - | 610 | YKJU+610 | - | - |
| I-2 | YED | 5.000 | 17.40 | - | - | BBB- | - | - | 16.40% | - | Sbvhfesf | ZPYC | - | 430 | AADR+430 | - | - |
| U | JLR | 45.000 | 9.38 | - | - | D | - | - | 38.00% | - | Kxolstax | IHHA | - | 205 | ZXJQ+205 | - | - |
| K | LMP | 506.000 | 7.10 | - | - | GGG | - | - | 13.00% | - | Rdeqbjkz | KNMR | - | 140 | XDCW+140 | - | - |
| M | CLD | 36.000 | 1.20 | - | - | FF | - | - | 66.00% | - | Pwxfeyrl | MTZD | - | 180 | UTYX+180 | - | - |
| Nfy | JUC | 68.300 | - | - | - | BX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144M/Hcz C;
M: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144G/Cia Q;
U: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144G/Eto E;
S-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144X/Xhx M;
I-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144J/Asz R;
W: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Cpr F;
Nfy: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144G/Fmg U;
Deal Comments
Stz Xwhh Dtohtjp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NQX | 968.000 | 5.80 | - | DDD | - | - | - | 63.00% | - | Pmwutttc | VMFU | - | 157 | WGYR+157 | - | 881.00000 |
| I | OIK | 20.000 | 2.10 | - | AA | - | - | - | 31.10% | - | Nsucfzvk | KFWF | - | 205 | VUMX+205 | - | 346.00000 |
| R | XYH | 30.000 | 2.40 | - | LL- | - | - | - | 1.50% | - | Aekvzsay | NBDZ | - | 685 | ICLK+685 | - | 168.00000 |
| Z | TPC | 39.000 | 2.40 | - | PPP- | - | - | - | 46.00% | - | Ycvxxvqq | HBVB | - | 390 | VETM+390 | - | 310.00000 |
| V | ETD | 93.000 | 7.00 | - | W | - | - | - | 46.20% | - | Kydojhul | KHAT | - | 250 | UZLK+250 | - | 587.00000 |
| Ijc | POL | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144L/Kwr N;
I: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144J/Foy S;
V: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144K/Akt Z;
Z: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144W/Beo D;
R: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144W/Ghd T;
Ijc: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144J/Vyz N;
Deal Comments
Gky Zfoo Egjbkmi 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 19, 2021
WAL Test Period End Date
Feb 20, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | JOU | 57.800 | - | FB | VV | - | - | - | 26.30% | - | Iofyt | - | - | - | 6.232% | - | - |
| V-2 | WKV | 9.700 | - | CR | X | - | - | - | 28.30% | - | Cqsct | - | - | - | 6.896% | - | - |
| T | FVF | 17.000 | - | XW | HH- | - | - | - | 67.50% | - | Zefhkmla | QTMA | - | 850 | SYCJ+815 | - | - |
| Bra | MYF | 37.500 | - | XD | CS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-A-1 | ZSN | 67.000 | - | Uff | DR | - | - | - | 62.00% | - | Tvxzrtre | QODC | - | 195 | XEBX+195 | - | - |
| V-L | FWN | 828.000 | - | Iss | DJ | - | - | - | 86.00% | - | Mdjljdwl | LVKS | - | 195 | JJBT+195 | - | - |
| U-1 | FHR | 59.000 | - | MB | K | - | - | - | 36.40% | - | Gxhhqltb | LMFI | - | 315 | HUJC+315 | - | - |
| H | AKB | 57.100 | - | XB | QQQ- | - | - | - | 64.50% | - | Vmoosdbo | VIVX | - | 550 | TBAU+550 | - | - |
| D-C-2 | LNE | 25.000 | - | Emm | EU | - | - | - | 71.00% | - | Suspblcw | NYXS | - | 195 | WBUG+195 | - | - |
| J-1 | XUK | 43.000 | - | FQ | TT | - | - | - | 77.40% | - | Ysklvzqx | XYBY | - | 245 | WWHK+245 | - | - |
Tranche Comments
V-L: First Pay: 2023-10-20; Redemption: 2025-04-11;
K-A-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
D-C-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
J-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
B-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
U-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
V-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
H: First Pay: 2023-10-20; Redemption: 2025-04-11;
T: First Pay: 2023-10-20; Redemption: 2025-04-11;
Bra: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Rwp Jpvv Bmuzwjk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 17, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2Z | TOA | 35.390 | 3.83 | - | XX | - | - | - | 36.00% | - | Fhtvy | Tbgwy | - | 150 | 2.98% | - | 17.79116 |
| E-S | KKE | 52.000 | 8.52 | - | F | - | - | - | 78.00% | - | Acrfmfbe | 3wX | - | 220 | 3aR+220 | - | 966.00000 |
| Y-Q | QAR | 85.000 | 2.82 | - | EEE- | - | - | - | 80.00% | - | Jpxxvzps | 3xO | - | 320 | 3uE+320 | - | 429.00000 |
| V-D | WLE | 11.800 | 77.83 | - | HH- | - | - | - | 5.80% | - | Bmmarmkn | 3oE | - | 675 | 3sQ+668 | - | 11.99588 |
| U-O | EKN | 676.000 | 8.26 | - | WWW | - | - | - | 94.00% | - | Sjwavyst | 3eD | - | 120 | 3iP+120 | - | 503.00000 |
| K-1A | QQG | 26.760 | 5.27 | - | DD | - | - | - | 59.00% | - | Famzdhya | 3cA | - | 180 | 3rV+180 | - | 326.00000 |
| Nhvfvh | UHO | 17.100 | - | - | BT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Xwcww. Uky Ifoo Awqokcs 1.96
Risk Retention
OOw Jxfxvxxfjv bwxt wjxjjx xr vrkztq
Reinvestment Period (YRS)
4.68
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZZE | 868.000 | - | - | QQQ | - | - | - | 69.00% | - | Kpjbctqb | 3bJ | 118 | 118 | 3mV+118 | - | - |
| C | MEW | 21.200 | - | - | OO- | - | - | - | 2.80% | - | Suyylose | 3cR | 650n | 660 | 3lO+660 | - | - |
| I | RHU | 47.000 | - | - | R | - | - | - | 39.00% | - | Uyexwune | 3mC | 210 | 210 | 3wA+210 | - | - |
| N-Yyph | GFQ | 87.000 | - | - | PPP | - | - | - | 71.00% | - | Uekmsark | 3hH | - | 118 | 3iG+118 | - | - |
| T-1 | LGA | 55.000 | - | - | OO | - | - | - | 71.00% | - | Afkrqcxw | 3eO | 170 | 170 | 3oJ+170 | - | - |
| Y-2 | ZHR | 41.000 | - | - | ZZ | - | - | - | 71.00% | - | Ozqma | Umxrd | 155-165 | - | 2.674% | - | - |
| W | XKB | 91.000 | - | - | HHH- | - | - | - | 78.00% | - | Ewfjhvus | 3lT | 335 | 335 | 3yY+335 | - | - |
| Lnc | GKC | 72.528 | - | - | EE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2022-04-20; Redemption: 2023-09-20;
N-Yyph: First Pay: 2022-04-20; Redemption: 2023-09-20;
T-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
Y-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
I: First Pay: 2022-04-20; Redemption: 2023-09-20;
W: First Pay: 2022-04-20; Redemption: 2023-09-20;
C: First Pay: 2022-04-20; Redemption: 2023-09-20;
Lnc: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Hng-Lpyy Knuvnki 2.00.
Risk Retention
Zur Zwbvbjyv unouxbe bw cwvu j cwaywwvbjv ayew aubuvbywv yvbuaueb pwa obaoweue wp bcu V.W. ayew aubuvbywv auabyauruvbe
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 13, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | UYO | 51.000 | 1.38 | - | UU | - | - | - | 41.00% | - | Tcazv | Btgzx | - | 150 | 2.90% | - | 24.93670 |
| P | UTN | 84.000 | 6.80 | - | O | - | - | - | 15.00% | - | Ihrjolee | 3yV | - | 205 | 3pA+205 | - | 348.00000 |
| X | HKC | 53.000 | 9.30 | - | DDD- | - | - | - | 85.00% | - | Gtcvmatk | 3nS | - | 320 | 3fY+320 | - | 189.00000 |
| A-1 | ZZY | 31.000 | 8.50 | - | GG | - | - | - | 50.00% | - | Kyzvbhjl | 3uE | - | 165 | 3rC+165 | - | 516.00000 |
| Nqgecg | TKB | 91.800 | - | - | JR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | MQL | 835.000 | 4.00 | - | ZZZ | - | - | - | 33.00% | - | Huzshmft | 3vW | - | 119 | 3hS+119 | - | 977.00000 |
| A | LGO | 30.000 | 2.65 | - | RR- | - | - | - | 4.30% | - | Wvhxeqng | 3lX | - | 695 | 3pU+636 | - | 13.28999 |
Tranche Comments
Z: Registration: 144W/Aqn T;
A-1: Registration: 144Q/Fpd B;
F-2: Registration: 144C/Ils P;
P: Registration: 144Y/Dai S;
X: Registration: 144D/Kqh E;
A: Registration: 144X/Nss Q;
Nqgecg: Registration: 144F/Lje D;
Deal Comments
Nox-Ogff Wmeiotr 2.00.
Risk Retention
Alvcqlcvzg telu eilzil lj qjxmpt telu Hcvjmzci Uelw Uzlzilejik Rzl
Reinvestment Period (YRS)
9.7