| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | ICJ | 82.000 | 3.40 | - | WW | XX | 16.30% | - | Poqobjzc | 3gIs | - | 205 | 3jCz+205 | - | 668.00000 |
| V | HKZ | 55.000 | 2.10 | - | Z | Q | 82.40% | - | Xwdoudzq | 3kVv | - | 250 | 3kAp+250 | - | 581.00000 |
| H | BGE | 47.000 | 3.60 | - | CCC- | AAA- | 96.30% | - | Xwsejcyx | 3bKo | - | 335 | 3nFs+335 | - | 108.00000 |
| T | JII | 78.000 | 87.60 | - | KK- | AA- | 4.92% | - | Nkjasvcc | 3iRj | - | 570 | 3gWm+570 | - | 240.00000 |
| Emt | JIP | 70.520 | - | - | BS | SW | - | - | - | - | - | - | - | - | Retained |
| P | ZXW | 558.000 | 5.40 | - | LLL | PPP | 23.00% | - | Msvpwvwx | 3vZe | - | 131 | 3lHp+131 | - | 403.00000 |
| B-2 | ZZP | 90.000 | 3.70 | - | LL | VV | 29.70% | - | Qlrtp | NWQ | - | - | 4.90% | 4.900% | 608.00000 |
| I | MXS | 1.000 | 61.10 | - | M- | X- | 4.80% | - | Ppyjzyts | 3fLm | - | 875 | 3jPs+827 | - | 89.00000 |
Tranche Comments
P: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144O/Ziu G;
N-1: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144A/Efe L;
B-2: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144A/Drs P;
V: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144X/Jdf G;
H: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144U/Wnt S;
T: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144W/Oci A;
I: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144Q/Bug X;
Emt: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144Y/Rqw A;
Deal Comments
Vvgvt. Ojs Agee Ovrvjxn 2.00
Reinvestment Period (YRS)
7.3
Reinvestment Period End Date
Oct 21, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | CKI | 22.700 | 6.20 | - | TT | CC | 89.70% | - | Fkorvkcn | 3oRr | - | 210 | 3nWx+210 | - | 699.00000 |
| O Psio | KDM | 831.000 | 2.50 | - | EEE | BBB | 73.00% | - | Xyfzhezk | 3fAf | - | 145 | 3aHo+145 | - | 509.00000 |
| M | VWT | 94.000 | 6.60 | - | ZZZ- | NNN- | 53.30% | - | Mxkewuht | 3yYe | - | 375 | 3eXv+375 | - | 341.00000 |
| Q | JMP | 916.000 | 6.80 | - | RRR | OOO | 71.00% | - | Lemsdzpe | 3fKs | - | 145 | 3sEl+145 | - | 411.00000 |
| I-2 | HCP | 43.900 | 4.90 | - | VV | BB | 59.80% | - | Kaqgi | KAY | - | - | 5.65% | 5.650% | 385.00000 |
| Y | JWW | 99.000 | 9.10 | - | TT- | II- | 9.90% | - | Fpskkxip | 3oBw | - | 675 | 3tCw+668 | - | 82.40000 |
| D | EPO | 40.000 | - | - | B- | T- | 4.50% | - | - | - | - | - | - | - | - |
| S | MQD | 29.000 | 3.20 | - | Z | U | 11.00% | - | Qkdlbxvi | 3cLz | - | 265 | 3pZr+265 | - | 133.00000 |
| Ijdhkm | WPZ | 75.800 | - | - | UZ | WZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144J/Uvd Y;
O Psio: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144F/Cln O;
X-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144F/Tzn I;
I-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144T/Nfp P;
S: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144T/Muk X;
M: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144T/Int V;
Y: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144K/Joa M;
D: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144C/Xcx L; Comments: Jpii yy ukxqpxk pd biinpkp;
Ijdhkm: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144O/Vzh A;
Deal Comments
Qby Kutt Jpwpbzj 1.5
Risk Retention
MWc Sksikkhvtm
Reinvestment Period (YRS)
3.3
Reinvestment Period End Date
May 30, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FZ | YVC | 61.000 | - | - | XXX- | VVV- | 74.50% | - | Dyhotfdk | 3qEb | - | 400 | 3hWc+400 | - | 859.00000 |
| YQ | LAV | 90.000 | - | - | QQ- | JJ- | 76.20% | - | Pwjvstmk | 3tHa | - | 675 | 3wXo+659 | - | 86.00000 |
| QB | LAQ | 71.000 | - | - | U- | L- | 5.40% | - | Kesffxsa | 3tCj | - | 900 | 3eSf+815 | - | 75.00000 |
| LH | ITO | 592.000 | - | - | WWW | SSS | 75.00% | - | Vedmbahj | 3iLr | - | 160 | 3sKu+160 | - | 343.00000 |
| QH | WKX | 56.000 | - | - | D | J | 47.00% | - | Omwxardt | 3eYt | - | 300 | 3hXd+300 | - | 216.00000 |
| Ley | FQA | 76.500 | - | - | GL | NV | - | - | - | - | - | - | - | - | Retained |
| EI | IFK | 33.000 | - | - | MM | GG | 56.00% | - | Ofekxmtx | 3yQw | - | 250 | 3jMd+250 | - | 312.00000 |
Tranche Comments
LH: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144H/Fhx E;
EI: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144L/Jbr C;
QH: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144U/Nwt I;
FZ: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144H/Dbm W;
YQ: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144I/Qni F;
QB: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144V/Ubh S;
Ley: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144P/Ttu K;
Deal Comments
Lgtgp. Yth Kaaa Igbbtax 1.50
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 16, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NMO | 98.000 | 2.20 | - | X | M | 38.00% | - | Hxmdywfg | 3yYy | - | 310 | 3oPr+310 | - | 698.00000 |
| F-2 | THP | 54.500 | 1.10 | - | SS | DD | 26.00% | - | Xwtho | VHB | - | - | 6.70% | 6.700% | 618.00000 |
| M-1 | ZKS | 12.800 | 5.90 | - | DD | RR | - | - | Ovlpsttf | 3aIh | - | 240 | 3eRp+240 | - | 294.00000 |
| Y | SQR | 424.000 | 1.00 | - | HHH | KKK | 92.00% | - | Juqbyidq | 3gBu | - | 170 | 3zFp+170 | - | 735.00000 |
| Jqf | JDY | 38.800 | - | - | ER | XF | - | - | - | - | - | - | - | - | Retained |
| U | ZXJ | 59.000 | - | - | Y- | J- | 3.00% | - | Pduurcfj | 3eSy | - | 920 | 3qJj+839 | - | 13.00000 |
| J | YUE | 26.000 | 9.60 | - | LLL- | MMM- | 34.00% | - | Jdoockzl | 3mIf | - | 525 | 3mMf+525 | - | 469.00000 |
| C | NEZ | 74.000 | 79.90 | - | UU- | UU- | 65.50% | - | Udvjmhdq | 3oEa | - | 825 | 3kNm+765 | - | 88.70000 |
Tranche Comments
Y: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144T/Urh X;
M-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144H/Pfj T;
F-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144A/Wnt U;
X: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144J/Ffj H;
J: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Y/Hkt C;
C: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144E/Mny R;
U: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Z/Gjk C; Comments: Yvlfrq ht 2/6/2024;
Jqf: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144E/Zap C;
Deal Comments
Qmk Bzyy Juoumnf 2.00
Risk Retention
BW - Cexddeyrwy/Cxdkdywrex
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 25, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OPL | 31.000 | 5.50 | - | K | G | 81.28% | - | Rshdccsl | 3pWt | 380-390 | 365 | 3oUi+365 | - | 953.00000 |
| U-1 | CKJ | 57.660 | 4.20 | - | NN | DD | 24.57% | - | Bpjbxrcr | 3mEw | - | 325 | 3cOo+325 | - | 425.00000 |
| B | SGI | 67.760 | 2.50 | - | FF- | YY- | 56.57% | - | Sbkluovs | 3oLf | 875-890 | 865 | 3jHm+759 | - | 59.00000 |
| H | KDD | 856.000 | 3.10 | - | MMM | MMM | 90.00% | - | Sexjsszt | 3dUw | - | 190 | 3cZt+190 | - | 924.00000 |
| G-2 | FQW | 25.000 | 7.90 | - | OO | AA | 49.81% | - | Ovtop | AEQ | - | - | 7.00% | 7.000% | 744.00000 |
| Z | QEC | 24.900 | 4.60 | - | PPP- | WWW- | 88.94% | - | Rsjdydox | 3qCr | 630m | 620 | 3pOd+620 | - | 354.00000 |
| M | NMA | 2.000 | - | - | GG- | F- | - | - | Bkodapjd | 3wEu | - | - | - | - | Retained |
| Ncg | XYB | 23.330 | - | - | AR | KK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144X/Mxk H; Comments: WCK165.03y gxntw/WCK80.97y vxrg;
U-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144K/Jlt X;
G-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144J/Rph S;
R: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144A/Cen G;
Z: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144D/Gmk T;
B: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144B/Zah D;
M: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144C/Cks C; Comments: Wimsqix xdsv kdsfcyi;
Ncg: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144C/Vbr E;
Deal Comments
Gkq Mvqq Pjkxkgt 1.5
Reinvestment Period (YRS)
6.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | DGB | 972.000 | - | - | EEE | UUU | 86.00% | - | Dfucfqwk | 3rYr | - | 220 | 3hVb+220 | - | - |
| R | CKX | 29.000 | - | - | PP- | WW- | 43.00% | - | Ibddkcyj | - | - | - | - | - | Retained |
| C-2 | GPV | 28.000 | - | - | KKK | WWW | 95.20% | - | Xsuubvqh | 3oUr | - | 320 | 3nTl+320 | - | - |
| G | ZUY | 98.000 | - | - | NN | VV | 52.60% | - | Tccskarg | 3yHm | - | 415 | 3dTf+415 | - | - |
| X | YZE | 76.000 | - | - | A | W | 53.00% | - | Qvqyftpz | 3iSu | - | 441 | 3hJp+441 | - | - |
| Rta | JUV | 72.600 | - | - | UK | VC | - | - | - | - | - | - | - | - | Retained |
| Y | TOL | 43.000 | - | - | MMM- | UUU- | 13.00% | - | Qsdjszmo | 3ePl | - | 626 | 3dIu+626 | - | - |
Tranche Comments
T-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144X/Fso S;
C-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144H/Nyt B;
G: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144K/Dvd J;
X: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144N/Qim V;
Y: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144D/Omd C;
R: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144J/Trg P; Comments: Kbekbbf gxxskkjb oekkjtb;
Rta: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144G/Diw I;
Deal Comments
Kxq Bpzz Tuauxxg 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GAS | 43.000 | - | Tx3 | YY- | - | - | - | Ipryckka | 3iUf | - | 625 | 3dVz+596 | - | 31.00000 |
| Y | NFE | 7.600 | - | S3 | L- | - | - | - | Shwdamoo | 3iKj | - | 900 | 3gXg+853 | - | 52.00000 |
| R-2 | EMV | 98.000 | - | Naa | EEE | - | - | - | Zllmcaet | 3hNl | - | 130 | 3jOi+130 | - | 187.00000 |
| J-1 | WTP | 909.000 | - | Fll | OOO | - | - | - | Fdvswjlm | 3nSt | - | 93 | 3tFo+93 | - | 277.00000 |
| Fqo | CHT | 50.500 | - | BY | SY | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | HDL | 92.000 | - | Wo2 | XX | - | - | - | Iudslijs | 3lFm | - | 167 | 3lNs+167 | - | 193.00000 |
| F | SJL | 14.300 | - | Q3 | X | - | - | - | Lrrjhbav | 3fMi | - | 207 | 3aOz+207 | - | 423.00000 |
| C | NJL | 34.000 | - | Sbb3 | CCC | - | - | - | Zzddwwrp | 3jCw | - | 300 | 3tXt+300 | - | 677.00000 |
| F-2 | IWF | 79.000 | - | Je2 | NN | - | - | - | Obiqb | - | - | - | 1.970% | 1.970% | 312.00000 |
Tranche Comments
J-1: Redemption: 2023-01-15;
R-2: Redemption: 2023-01-15;
U-1: Redemption: 2023-01-15;
F-2: Redemption: 2023-01-15;
F : Redemption: 2023-01-15;
C: Redemption: 2023-01-15;
L: Redemption: 2023-01-15;
Y: Redemption: 2023-01-15;
Fqo: Redemption: 2023-01-15;
Deal Comments
Q-2 Wvgwt fzw ottqws eogj 2.1% kft vv Oqzofvz. Wvv Bfww Owzovsx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 5, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CJS | 929.000 | 7.30 | Ess | TTT | - | 71.00% | - | Qfkrkran | 3nAa | - | 87 | 3tLa+87 | - | 304.00000 |
| T | HMJ | 94.600 | 5.60 | Ro3 | RR | - | 65.00% | - | Dckzmknl | 3rRr | - | 600 | 3yMb+571 | - | 11.00000 |
| Osawdx | MXC | 31.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | ZLB | 75.800 | 2.40 | K2 | Q | - | 66.50% | - | Smwrtoer | 3nHd | - | 220 | 3rWm+220 | - | 556.00000 |
| A | VZU | 12.200 | 7.20 | Knn3 | OOO | - | 95.20% | - | Urysqlou | 3wWm | - | 315 | 3xXw+315 | - | 968.00000 |
| Y | AIP | 99.000 | 8.70 | Oz2 | PP | - | 59.00% | - | Tcsocyap | 3yWi | - | 135 | 3oDr+135 | - | 317.00000 |
| O | ODC | 82.200 | 2.10 | G3 | Z- | - | 7.00% | - | Svumrklf | 3kVb | - | 825 | 3sOd+779 | - | 35.00000 |
Tranche Comments
E: First Pay: 2021-10-15; Redemption: 2022-09-18;
Y: First Pay: 2021-10-15; Redemption: 2022-09-18;
M: First Pay: 2021-10-15; Redemption: 2022-09-18;
A: First Pay: 2021-10-15; Redemption: 2022-09-18;
T: First Pay: 2021-10-15; Redemption: 2022-09-18;
O: First Pay: 2021-10-15; Redemption: 2022-09-18;
Osawdx: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Rkb Qypp Uztvkhd 1.5
Risk Retention
CU/UGq Vwhwxne Deexehwbqe/Yqeexqhbwc mbeer
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Sep 23, 2011