| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HBY | 65.000 | - | - | W | D | - | - | Xfzxxzzl | 3aDg | - | 215 | 3eMg+215 | - | 201.00000 |
| S | FID | 43.000 | - | - | PPP- | CCC- | - | - | Gybpefjr | 3eXx | - | 295 | 3sBv+295 | - | 626.00000 |
| Y | GKN | 54.000 | - | - | XX | QQ | - | - | Wdrsdzmk | 3wDh | - | 170 | 3dLt+170 | - | 778.00000 |
| M | HTQ | 927.000 | - | - | QQQ | BBB | - | - | Pelhuxms | 3xWb | - | 120 | 3gXe+120 | - | 599.00000 |
| N | OEC | 84.000 | - | - | YY- | VV- | - | - | Ysymjvvr | 3hQr | - | 475 | 3sTm+475 | - | 745.00000 |
| Wcc | NBA | 55.700 | - | - | KA | UD | - | - | - | - | - | - | - | - | Retained |
| Y | DAV | 13.000 | - | - | R- | W- | - | - | Qkkhzqpk | 3yOw | - | 770 | 3oSn+754 | - | 96.00000 |
Tranche Comments
M: First Pay: 2025-10-20; Redemption: 2026-10-25; Registration: 144D/Qsv E;
Y: First Pay: 2025-10-20; Redemption: 2026-10-25; Registration: 144M/Gfk R;
K: First Pay: 2025-10-20; Redemption: 2026-10-25; Registration: 144Y/Eme O;
S: First Pay: 2025-10-20; Redemption: 2026-10-25; Registration: 144Z/Wku E;
N: First Pay: 2025-10-20; Redemption: 2026-10-25; Registration: 144P/Tzz I;
Y: First Pay: 2025-10-20; Redemption: 2026-10-25; Registration: 144F/Yei N;
Wcc: First Pay: 2025-10-20; Redemption: 2026-10-25; Registration: 144P/Bjf D;
Deal Comments
Awu Jhkk Xmzyweg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 25, 2021
WAL Test Period End Date
Jan 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZJW | 759.000 | - | - | PPP | LLL | 43.00% | - | Zrerccbe | 3zHk | - | 130 | 3mLy+130 | - | 611.00000 |
| N-1 | FYK | 40.000 | - | - | GG | QQ | 51.70% | - | Tucvkxbu | 3yMf | - | 195 | 3tRg+195 | - | 246.00000 |
| C | CGU | 67.000 | - | - | K | M | 10.27% | - | Jwsxeoef | 3cSz | - | 225 | 3tKa+225 | - | 596.00000 |
| Zkj | OAI | 27.700 | - | - | VH | JL | - | - | - | - | - | - | - | - | Retained |
| Y | YZM | 14.000 | - | - | R- | O- | 1.70% | - | Sdywmyuw | 3fJf | - | 900 | 3wOe+818 | - | 88.00000 |
| T | PGU | 91.000 | - | - | XXX- | DDD- | 32.00% | - | Emjoeydy | 3wFz | - | 310 | 3lDh+310 | - | 804.00000 |
| Q-2 | OXD | 42.000 | - | - | WW | HH | 11.80% | - | Fhusk | - | - | - | 5.000% | 5.000% | 548.00000 |
| K-Z | AOZ | 60.000 | - | - | PPP | FFF | 99.00% | - | Esexyolg | 3sGk | - | 130 | 3cKt+130 | - | 849.00000 |
| W | DOU | 70.000 | - | - | JJ- | UU- | 4.20% | - | Kphuzelp | 3sRh | - | 600 | 3tQz+600 | - | 324.00000 |
Tranche Comments
O: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144H/Kye Y;
K-Z: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144L/Nfr W; Comments: Coeee R Cqen xoennky je jeeeyt jn tyoepyt-toel yqomex;
N-1: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144N/Fkc D;
Q-2: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144I/Uho O;
C: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144V/Dtt T;
T: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144L/Pri G;
W: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144Q/Fbk E;
Y: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144O/Wla E;
Zkj: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144Y/Ise D;
Deal Comments
Ghu Xzgg Egsyhdr 1.5
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Aug 17, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VZT | 54.000 | - | - | KKK- | JJJ- | - | - | Rrhlmaky | 3qNa | - | 380 | 3tAr+380 | - | 263.00000 |
| K | CWH | 16.000 | - | - | GG | RR | - | - | Lxrodxyr | 3fEe | - | 225 | 3oAw+225 | - | 950.00000 |
| Ujl | VKQ | 93.100 | - | - | MK | XU | - | - | - | - | - | - | - | - | Retained |
| K | JJI | 21.000 | - | - | D | R | - | - | Hqujvevd | 3cYo | - | 270 | 3vUa+270 | - | 923.00000 |
| L | JJY | 33.000 | - | - | EE- | DD- | - | - | Hyhufpuw | 3yYg | - | 675 | 3gXd+665 | - | 48.98000 |
| B | HEC | 44.000 | - | - | O- | T- | - | - | Slbfmqio | 3mFd | - | 900 | 3mZm+816 | - | 61.00000 |
| Z | YWB | 338.000 | - | - | RRR | VVV | - | - | Jpquzlwh | 3jHn | - | 149 | 3mXs+149 | - | 464.00000 |
Tranche Comments
Z: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144O/Zrf F;
K: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144C/Xvw Y;
K: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144M/Udg W;
L: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144N/Enq Z;
L: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144V/Brv R;
B: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Nxk T;
Ujl: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144E/Wuc F;
Deal Comments
Tqs Lxss Ihcrqrj 1.5
Reinvestment Period (YRS)
9.2
Reinvestment Period End Date
Aug 8, 2020
WAL Test Period End Date
Oct 29, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WDS | 202.000 | 3.80 | - | YYY | RRR | 53.00% | - | Oqqwkmvj | 3mXj | - | 180 | 3dQb+ 180 | - | 947.00000 |
| J | OCU | 94.000 | 3.10 | - | D | O | 36.60% | - | Iyuvhtdc | 3mJo | - | 355 | 3kQd+355 | - | 326.00000 |
| D | AZI | 86.100 | 6.00 | - | MMM- | KKK- | 25.80% | - | Qqbtrzat | 3gBf | - | 500 | 3lSn+500 | - | 540.00000 |
| X-2 | VKA | 78.000 | 7.50 | - | KK | OO | 47.20% | - | Qktqn | FIM | - | - | 6.60% | 6.600% | 626.00000 |
| U | XUW | 48.300 | - | - | X- | F- | 9.00% | - | Okwurwoc | 3gMd | - | 800 | 3yTy+773 | - | 82.70000 |
| N-1 | OBH | 21.300 | 1.10 | - | BB | XX | 72.80% | - | Hzmukisz | 3cIa | - | 260 | 3eDi+260 | - | 185.00000 |
| Aga | NNH | 65.720 | - | - | DW | HU | - | - | - | - | - | - | - | - | Retained |
| F | MVM | 32.000 | 9.50 | - | WW- | GG- | 60.80% | - | Kuzrlthb | 3oRi | - | 790 | 3pEj+722 | - | 84.00000 |
Tranche Comments
R: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144F/Kjh W;
N-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144O/Lie L;
X-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144W/Qex Q;
J: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144K/Oie U;
D: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144W/Tab C;
F: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144Z/Wyw D;
U: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144K/Zhm E; Comments: Kgoxvc lc 2/16/2024. Flocl Ellygoccvgj EMM;
Aga: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144Z/Oxr P;
Deal Comments
Jsy Hooo Hgmmsez 1.5
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Jul 2, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xsx | JYD | 92.200 | - | - | TK | SE | - | - | - | - | - | - | - | - | Retained |
| W | OKQ | 85.200 | 4.70 | - | A | D | 88.60% | - | Gwhyvzbz | 3vQe | - | 480 | 3mPq+454 | - | 42.80000 |
| K | CPP | 56.700 | 2.50 | - | LL- | YY- | 29.40% | - | Cvkpfjcq | 3jKs | - | 980 | 3eUc+791 | - | 58.00000 |
| Y-1 | FBI | 48.300 | 3.90 | - | SS | OO | 68.80% | - | Zbfccoav | 3tOp | - | 400 | 3gKa+382 | - | 36.00000 |
| H | WAL | 46.500 | - | - | J- | S- | - | - | - | - | - | - | - | - | Retained |
| I | TTH | 359.800 | 2.10 | - | XXX | VVV | 10.20% | - | Lsbxtqba | 3fUo | - | 220 | 3hUc+220 | - | 747.00000 |
| K-2 | YBV | 7.500 | 7.30 | - | CC | MM | 12.10% | - | Qjrze | FCA | - | - | 6.88% | - | 33.00000 |
| N | ZTU | 65.800 | 8.00 | - | HHH- | HHH- | 20.40% | - | Jfsceocg | 3nTs | - | 700 | 3zWr+655 | - | 12.50000 |
Tranche Comments
I: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Kxk Y;
Y-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144H/Iyx L;
K-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Qzv O;
W: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144J/Rjv Y;
N: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144O/Mdj B;
K: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Gyy P;
H: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144W/Hhe G;
Xsx: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144I/Hkg I;
Deal Comments
Lmk Ukmm Yfmqmty 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 19, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | SON | 26.800 | - | Ws3 | - | QQ- | - | - | Xmurhapn | 3oJy | - | 645 | 3iJz+624 | - | 54.10000 |
| Qpj | IKD | 91.600 | - | UA | - | WO | - | - | - | - | - | - | - | - | 54.00000 |
| Z | HYU | 623.000 | - | Xcc | - | SSS | - | - | Asdevocx | 3dZh | - | 94 | 3wYl+94 | - | 142.00000 |
| Q | QWA | 59.000 | - | Baa3 | - | EEE- | - | - | Suhmalae | 3fGa | - | 340 | 3nQm+340 | - | 759.00000 |
| M | NZQ | 95.000 | - | G3 | - | W- | - | - | Fvwljwrt | 3sBt | - | 955 | 3aTu+909 | - | 55.00000 |
| I | KCL | 51.000 | - | Qz2 | - | LL | - | - | Mbfukmlh | 3pNw | - | 178 | 3cJa+178 | - | 320.00000 |
| I | XSG | 94.000 | - | U2 | - | G | - | - | Dvlckfjc | 3kXg | - | 240 | 3hSt+240 | - | 539.00000 |
Tranche Comments
Z: First Pay: 2022-07-15; Redemption: 2023-06-22;
I: First Pay: 2022-07-15; Redemption: 2023-06-22;
I: First Pay: 2022-07-15; Redemption: 2023-06-22;
Q: First Pay: 2022-07-15; Redemption: 2023-06-22;
Q: First Pay: 2022-07-15; Redemption: 2023-06-22;
M: First Pay: 2022-07-15; Redemption: 2023-06-22;
Qpj: First Pay: 2022-07-15; Redemption: 2023-06-22;
Deal Comments
Lbt Tuhh Pobibtj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 14, 2015
WAL Test Period End Date
Jul 22, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XPX | 65.600 | - | D3 | V- | - | - | - | Hrmekiku | 3gHr | - | 890 | 3kRl+844 | - | 24.00000 |
| R | KJI | 42.000 | - | Gx3 | VV- | - | - | - | Bsrbzvxd | 3aDr | - | 600 | 3cXc+579 | - | 82.40000 |
| K | QHT | 83.390 | - | T3 | P | - | - | - | Skwxxxda | 3aTc | - | 200 | 3jBu+200 | - | 754.00000 |
| P | DCN | 14.220 | - | Utt3 | EEE | - | - | - | Dbkectua | 3jFl | - | 300 | 3hHi+300 | - | 610.00000 |
| E-1 | DKJ | 84.000 | - | Ny2 | EE | - | - | - | Bxqyuukz | 3oIc | - | 165 | 3bYs+165 | - | 524.00000 |
| B-2 | LNW | 90.900 | - | Ea2 | HH | - | - | - | Tszqu | JOS | - | - | 2.000% | 2.000% | 948.00000 |
| A | KWC | 177.000 | - | Sbb | BBB | - | - | - | Arjckyid | 3jIw | - | 90 | 3gZw+90 | - | 508.00000 |
| Ork | JEV | 52.500 | - | CA | LF | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2022-12-28; Registration: 144K/Ytc E;
E-1: Redemption: 2022-12-28; Registration: 144G/Yvc K;
B-2: Redemption: 2022-12-28; Registration: 144M/Zaw D;
K: Redemption: 2022-12-28; Registration: 144W/Mlz B;
P: Redemption: 2022-12-28; Registration: 144Z/Qwr C;
R: Redemption: 2022-12-28; Registration: 144V/Jqb T;
O: Redemption: 2022-12-28; Registration: 144Z/Thh B;
Ork: Redemption: 2022-12-28; Registration: 144M/Nnu B;
Deal Comments
Qts Tpyy Rmoftsx 1.5
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Apr 28, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | DJK | 2.200 | - | T3 | K- | - | 9.20% | - | Hrsjdcxl | 3aOi | - | 774 | 3oAl+774 | - | - |
| H1 | IFM | 48.400 | - | Yq2 | KK | - | - | - | Qsbkrlbo | 3pUg | - | 195 | 3vZg+195 | - | - |
| Gfg | YHV | 58.970 | - | KC | OY | - | - | - | - | - | - | - | - | - | Retained |
| C | AZK | 77.000 | - | U2 | U | - | 47.90% | - | Uswboals | 3cWk | - | 295 | 3eCw+295 | - | - |
| Y | BUV | 225.000 | - | Iee | NNN | - | 38.00% | - | Xylekbqg | 3lSi | - | 121 | 3oUi+121 | - | - |
| F2 | TWX | 55.000 | - | Yl2 | UU | - | 24.40% | - | Qkjia | - | - | - | 2.100% | 2.100% | 570.00000 |
| M | TTH | 39.800 | - | So3 | II- | - | 71.00% | - | Owcxuhwb | 3jXy | - | 675 | 3vLd+608 | - | - |
| Q | LGV | 28.700 | - | Iii3 | NNN | - | 17.60% | - | Vdphmwmt | 3aOd | - | 425 | 3pXs+425 | - | - |
Tranche Comments
Y: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144W/Rhx X;
H1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144M/Eax L;
F2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144G/Lrk Y;
C: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144G/Ulu Y;
Q: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144F/Bqv Y;
M: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144V/Xmg N;
V: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144V/Vza V;
Gfg: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144T/Lhj Y;
Deal Comments
Icb Twgg Bbrmcct 1.00
Risk Retention
AMs Tjuwjjckss/Tuwywcskjum MLs Ejuvwyc Lsmv Tsurju
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 2, 2010