| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WKD | 21.000 | 7.70 | - | T | L | 11.70% | - | Yvudkzqj | 3fMc | - | 250 | 3dYj+250 | - | 344.00000 |
| X | NPL | 562.000 | 7.30 | - | RRR | QQQ | 58.00% | - | Pdxrhwkl | 3kXc | - | 131 | 3hTy+131 | - | 114.00000 |
| T-1 | OOD | 79.000 | 2.30 | - | QQ | YY | 69.30% | - | Pjyyvsyh | 3wEf | - | 205 | 3wFl+205 | - | 436.00000 |
| D | MCJ | 45.000 | 3.10 | - | KKK- | DDD- | 75.30% | - | Qwplsetx | 3vFg | - | 335 | 3nGk+335 | - | 838.00000 |
| G-2 | XFW | 56.000 | 2.60 | - | KK | II | 90.70% | - | Uyabe | BBC | - | - | 4.90% | 4.900% | 803.00000 |
| Qnz | HLB | 74.200 | - | - | XY | WX | - | - | - | - | - | - | - | - | Retained |
| G | PEL | 95.000 | 21.30 | - | PP- | KK- | 4.80% | - | Xydlsfcn | 3sVl | - | 570 | 3rSu+570 | - | 214.00000 |
| E | JWQ | 3.000 | 31.20 | - | B- | H- | 6.30% | - | Lfbbcmsm | 3fOj | - | 875 | 3cGv+827 | - | 58.00000 |
Tranche Comments
X: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144Q/Aet G;
T-1: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144I/Dja Q;
G-2: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144J/Dec I;
O: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144O/Edj G;
D: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144A/Rru Q;
G: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144A/Ryl K;
E: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144J/Ltg P;
Qnz: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144J/Fxq E;
Deal Comments
Qjjjg. Fky Kgee Wjygkpq 2.00
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Nov 18, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | ZFA | 31.400 | 3.40 | - | PP | FF | 27.60% | - | Nflpb | UXS | - | - | 5.65% | 5.650% | 449.00000 |
| Q | ZPW | 59.000 | 8.50 | - | K | R | 67.00% | - | Ofzyvkjv | 3iKk | - | 265 | 3eBi+265 | - | 473.00000 |
| Boezwo | GJV | 48.200 | - | - | UR | KN | - | - | - | - | - | - | - | - | Retained |
| H Ybyv | BMD | 722.000 | 2.50 | - | UUU | AAA | 72.00% | - | Lzdkqzkm | 3hUa | - | 145 | 3eKm+145 | - | 496.00000 |
| M | DAB | 11.000 | 2.70 | - | HH- | JJ- | 5.80% | - | Xwmoqkem | 3xVw | - | 675 | 3sVm+668 | - | 96.60000 |
| F | FBI | 89.000 | - | - | M- | T- | 4.90% | - | - | - | - | - | - | - | - |
| L | QED | 400.000 | 2.90 | - | JJJ | TTT | 34.00% | - | Gpjvklqx | 3bFd | - | 145 | 3hZr+145 | - | 920.00000 |
| D | EHC | 10.000 | 9.80 | - | TTT- | YYY- | 50.50% | - | Oxsblvkx | 3xFj | - | 375 | 3jNu+375 | - | 832.00000 |
| G-1 | OGX | 95.800 | 3.60 | - | II | TT | 70.40% | - | Wvhyuutp | 3tOh | - | 210 | 3vFr+210 | - | 613.00000 |
Tranche Comments
L: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Z/Eej L;
H Ybyv: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144V/Tah Q;
G-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144I/Ulo I;
Y-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144P/Zlm S;
Q: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Z/Qrt S;
D: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144G/Miq D;
M: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144J/Psq W;
F: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144G/Ykm Z; Comments: Vfdd aq ppxmemp ek uddafpv;
Boezwo: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144J/Zcj Y;
Deal Comments
Hyu Vnss Rhveysk 1.5
Risk Retention
RZh Yxpfexirps
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Feb 2, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GK | KWH | 748.000 | - | - | SSS | VVV | 83.00% | - | Ccjypmwr | 3xGm | - | 160 | 3eGs+160 | - | 604.00000 |
| AG | FOC | 85.000 | - | - | BB | WW | 57.00% | - | Olqluvxx | 3nTl | - | 250 | 3wUi+250 | - | 860.00000 |
| OQ | FLX | 24.000 | - | - | KKK- | ZZZ- | 14.60% | - | Kbedftrk | 3vMl | - | 400 | 3aJl+400 | - | 555.00000 |
| NX | NTL | 35.000 | - | - | P- | Q- | 2.50% | - | Ylqcwoil | 3yNh | - | 900 | 3mPw+815 | - | 23.00000 |
| KA | THL | 25.000 | - | - | S | Y | 53.00% | - | Xuolhvxo | 3sBv | - | 300 | 3wHq+300 | - | 598.00000 |
| VY | EST | 66.000 | - | - | II- | TT- | 37.40% | - | Rkzdpmuv | 3sFm | - | 675 | 3iRl+659 | - | 57.00000 |
| Jei | LAL | 59.200 | - | - | YC | PF | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
GK: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144W/Cnn W;
AG: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144E/Axg U;
KA: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144J/Qor G;
OQ: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144O/Eiv D;
VY: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144O/Xjy A;
NX: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144P/Nfi K;
Jei: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144H/Moq K;
Deal Comments
Dzjzc. Aoh Cspp Gzowocy 1.50
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 8, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QPT | 27.000 | 5.40 | - | J | I | 54.00% | - | Yuxjrzqh | 3pUi | - | 310 | 3lJv+310 | - | 317.00000 |
| Q | KQM | 181.000 | 5.00 | - | YYY | SSS | 83.00% | - | Fhajaoai | 3sDe | - | 170 | 3hCm+170 | - | 169.00000 |
| G | KOX | 68.000 | - | - | E- | B- | 4.00% | - | Xdyxwmmu | 3tNm | - | 920 | 3yZy+839 | - | 32.00000 |
| M-1 | DBZ | 71.700 | 1.90 | - | HH | LL | - | - | Ecxowkwm | 3nOs | - | 240 | 3bKv+240 | - | 182.00000 |
| A | ANR | 34.000 | 43.90 | - | UU- | MM- | 15.80% | - | Vwvlbmay | 3tGt | - | 825 | 3bZo+765 | - | 62.30000 |
| L | BIY | 35.000 | 6.30 | - | LLL- | NNN- | 69.00% | - | Owlkmtyj | 3nBq | - | 525 | 3eIm+525 | - | 510.00000 |
| Ksv | QFX | 45.800 | - | - | UU | IU | - | - | - | - | - | - | - | - | Retained |
| K-2 | TNP | 86.500 | 6.70 | - | XX | OO | 28.00% | - | Siwbp | MHU | - | - | 6.70% | 6.700% | 241.00000 |
Tranche Comments
Q: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Q/Zvf R;
M-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144U/Rsw J;
K-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144A/Fvs Y;
O: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144N/Mbt S;
L: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144C/Fxq B;
A: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144L/Lfb Y;
G: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144O/Ivl O; Comments: Tlsuip kg 2/6/2024;
Ksv: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144K/Oek Q;
Deal Comments
Bfk Vbvv Qxltfwc 2.00
Risk Retention
TF - Xvkrpvchwk/Mkrurcwhvk
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 1, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | VZL | 43.230 | 3.80 | - | II | GG | 14.68% | - | Sfpvtenm | 3ySr | - | 325 | 3kKj+325 | - | 225.00000 |
| E | GDK | 687.000 | 8.60 | - | NNN | LLL | 46.00% | - | Ikyblwxh | 3gNr | - | 190 | 3eUc+190 | - | 180.00000 |
| N-2 | AOT | 13.000 | 3.90 | - | TT | PP | 11.30% | - | Gfwgf | MJQ | - | - | 7.00% | 7.000% | 229.00000 |
| Y | DKE | 50.500 | 1.60 | - | ZZZ- | EEE- | 97.57% | - | Mufvjqyw | 3iTf | 630k | 620 | 3tXd+620 | - | 197.00000 |
| E | ZEH | 50.670 | 9.60 | - | TT- | OO- | 43.35% | - | Mxdrmwmk | 3qNg | 875-890 | 865 | 3tIz+759 | - | 18.00000 |
| W | WBF | 7.000 | - | - | PP- | N- | - | - | Ndfkcbhw | 3xMk | - | - | - | - | Retained |
| H | DUE | 99.000 | 3.20 | - | D | W | 44.82% | - | Bbpyejoa | 3kZg | 380-390 | 365 | 3rHn+365 | - | 965.00000 |
| Svw | QBP | 86.690 | - | - | DN | EV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144U/Xap A; Comments: MXL165.03k ijbfd/MXL80.97k njvi;
F-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144V/Gkp M;
N-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144L/Xxj Y;
H: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144K/Ifv K;
Y: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144K/Zho L;
E: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144X/Lnh M;
W: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144I/Tcj R; Comments: Ubxlkby ysly lslqusb;
Svw: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144X/Cng J;
Deal Comments
Rzh Tmss Mahwzdv 1.5
Reinvestment Period (YRS)
6.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | AAK | 81.000 | - | - | QQQ- | QQQ- | 65.00% | - | Tqvxxwle | 3pYw | - | 626 | 3cGd+626 | - | - |
| N-1 | WTL | 118.000 | - | - | QQQ | MMM | 40.00% | - | Nbrybupe | 3iOm | - | 220 | 3jLw+220 | - | - |
| J | SIY | 14.000 | - | - | VV | NN | 74.60% | - | Nhuhrook | 3cXb | - | 415 | 3oEf+415 | - | - |
| Koh | CBZ | 86.400 | - | - | NV | FJ | - | - | - | - | - | - | - | - | Retained |
| P | IJN | 51.000 | - | - | S | Z | 20.00% | - | Cyexshqh | 3gAs | - | 441 | 3aJm+441 | - | - |
| N | ZQC | 27.000 | - | - | HH- | FF- | 61.00% | - | Quxahaaz | - | - | - | - | - | Retained |
| A-2 | QYR | 11.000 | - | - | NNN | JJJ | 21.40% | - | Pdpvqiqm | 3xQi | - | 320 | 3pJk+320 | - | - |
Tranche Comments
N-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144A/Csz T;
A-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Y/Rzr S;
J: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Z/Fjs J;
P: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Q/Zwl O;
R: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144W/Dsy J;
N: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144C/Vvr C; Comments: Logxyob piikxwao amxwavo;
Koh: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144L/Wie Z;
Deal Comments
Ewm Dkoo Uazkwpu 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | SOZ | 1.500 | - | Q3 | Y- | - | - | - | Xjsshrtr | 3wTg | - | 900 | 3yYn+853 | - | 51.00000 |
| C | KPS | 52.000 | - | Qr3 | WW- | - | - | - | Zhsknbzn | 3zAx | - | 625 | 3fVg+596 | - | 10.00000 |
| S | MER | 98.500 | - | P3 | H | - | - | - | Wyfohqsq | 3hTs | - | 207 | 3bPi+207 | - | 840.00000 |
| D-1 | TGS | 680.000 | - | Mpp | BBB | - | - | - | Mfxdecsf | 3oWz | - | 93 | 3hYd+93 | - | 827.00000 |
| X | JWA | 88.000 | - | Smm3 | BBB | - | - | - | Bwypsalt | 3tAp | - | 300 | 3rGx+300 | - | 925.00000 |
| C-1 | WBZ | 10.000 | - | Cb2 | KK | - | - | - | Zckqoqdv | 3mQx | - | 167 | 3bYm+167 | - | 165.00000 |
| Q-2 | HUE | 24.000 | - | Prr | YYY | - | - | - | Asvashen | 3hGf | - | 130 | 3hVp+130 | - | 150.00000 |
| I-2 | DPK | 68.000 | - | Na2 | MM | - | - | - | Dkucr | - | - | - | 1.970% | 1.970% | 741.00000 |
| Ahu | FWY | 12.400 | - | BY | CQ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: Redemption: 2023-01-15;
Q-2: Redemption: 2023-01-15;
C-1: Redemption: 2023-01-15;
I-2: Redemption: 2023-01-15;
S : Redemption: 2023-01-15;
X: Redemption: 2023-01-15;
C: Redemption: 2023-01-15;
G: Redemption: 2023-01-15;
Ahu: Redemption: 2023-01-15;
Deal Comments
A-2 Xyyvx qvv zxxmvj yzyq 2.1% sqm yi Tmvzmyv. Xyi Gqyy Hvvzyjn 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 23, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LAW | 65.500 | 4.90 | P3 | Z- | - | 5.00% | - | Rhkscpjx | 3bQo | - | 825 | 3oEr+779 | - | 70.00000 |
| Q | JAT | 116.000 | 3.70 | Iqq | YYY | - | 80.00% | - | Wuzlsrck | 3iNc | - | 87 | 3cCi+87 | - | 387.00000 |
| G | ADD | 62.600 | 6.10 | Jss3 | PPP | - | 70.90% | - | Dfyebdfp | 3yFl | - | 315 | 3kUv+315 | - | 457.00000 |
| C | HWA | 37.500 | 2.50 | T2 | H | - | 21.60% | - | Nqplpyfe | 3eHt | - | 220 | 3lFm+220 | - | 723.00000 |
| Nvzkqh | LVY | 52.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | LEE | 49.000 | 4.50 | Ut2 | QQ | - | 65.00% | - | Qlvatedq | 3bDv | - | 135 | 3fFf+135 | - | 450.00000 |
| K | JIN | 66.700 | 8.10 | Ax3 | LL | - | 57.00% | - | Vdllhchq | 3kDe | - | 600 | 3cSr+571 | - | 31.00000 |
Tranche Comments
Q: First Pay: 2021-10-15; Redemption: 2022-09-18;
J: First Pay: 2021-10-15; Redemption: 2022-09-18;
C: First Pay: 2021-10-15; Redemption: 2022-09-18;
G: First Pay: 2021-10-15; Redemption: 2022-09-18;
K: First Pay: 2021-10-15; Redemption: 2022-09-18;
Y: First Pay: 2021-10-15; Redemption: 2022-09-18;
Nvzkqh: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Exq Oqgg Rkmtxwo 1.5
Risk Retention
IL/LRf Pkaknga Aaunuakhya/Hyaucyahkk fhauc
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Mar 16, 2006