| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UK | QUH | 59.000 | 8.80 | - | VVV- | BBB- | 15.00% | - | Lrllxcmz | 3zDy | - | 350 | 3wVm+350 | - | 401.00000 |
| LD | DAC | 48.000 | 7.40 | - | QQ- | KK- | 4.90% | - | Hqwdddqw | 3iVw | - | 520 | 3rKj+520 | - | 243.00000 |
| SJ | QWS | 168.000 | 1.70 | - | TTT | LLL | 35.00% | - | Cuzkfhyy | 3aZe | - | 125 | 3oDk+125 | - | 447.00000 |
| CI | LQY | 29.000 | 1.50 | - | AA | DD | 66.00% | - | Zclyeznf | 3yAp | - | 175 | 3nYt+175 | - | 840.00000 |
| UW | SPT | 24.000 | 6.80 | - | J | S | 72.00% | - | Fbvkdrmr | 3wGt | - | 225 | 3jXx+225 | - | 814.00000 |
| CP | ACC | 79.000 | 7.30 | - | P- | R- | 8.00% | - | Cwhodzum | 3qFl | - | - | 3aSe+845 | - | - |
Tranche Comments
SJ: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144O/Xwg M;
CI: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144D/Clp I;
UW: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144Z/Aef R;
UK: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144P/Fls P;
LD: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144F/Rhq E;
CP: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144G/Nqp L;
Deal Comments
Kmjmu. Fot Mvzz Emyqoze 1.5
Risk Retention
AD/DW - Teuqyejurj
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Aug 28, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FFZ | 155.000 | 5.30 | - | NNN | CCC | 68.00% | - | Offcypwq | 3aFg | - | 130 | 3eUt+130 | - | 425.00000 |
| K | KYU | 39.000 | 85.30 | - | A- | S- | 9.18% | - | Dmuxxbhl | 3oKc | - | 940 | 3lMw+865 | - | 77.50000 |
| S-2 | WMX | 4.000 | 3.70 | - | PP | OO | 71.00% | - | Nrpiw | VJB | - | - | 5.00% | 5.000% | 672.00000 |
| E | JOL | 77.000 | 8.20 | - | NN- | UU- | 5.60% | - | Cyosobvd | 3mCb | - | 630 | 3rFt+623 | - | 61.70000 |
| F-1 | ICI | 94.000 | 1.90 | - | RR | SS | 33.00% | - | Xvrepxit | 3dDf | - | 200 | 3dAs+200 | - | 123.00000 |
| Nwz | WEK | 39.000 | - | - | JB | ZY | - | - | - | - | - | - | - | - | Retained |
| V | QNS | 61.000 | 7.00 | - | N | I | 79.00% | - | Dsklsrzi | 3fZq | - | 250 | 3wTr+250 | - | 812.00000 |
| O | CZU | 24.000 | 8.20 | - | NNN- | LLL- | 34.00% | - | Vjpypklc | 3iAc | - | 380 | 3jYg+380 | - | 137.00000 |
| T | ESI | 2.000 | - | - | YE | EE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-12-30; Registration: 144G/Efe S;
F-1: Redemption: 2026-12-30; Registration: 144N/Clk D;
S-2: Redemption: 2026-12-30; Registration: 144Y/Lnq B;
V: Redemption: 2026-12-30; Registration: 144L/Emp B;
O: Redemption: 2026-12-30; Registration: 144Q/Tfx A;
E: Redemption: 2026-12-30; Registration: 144Z/Gln X;
K: Redemption: 2026-12-30; Registration: 144M/Bxm G;
T: Redemption: 2026-12-30; Registration: 144E/Fbu C;
Nwz: Redemption: 2026-12-30; Registration: 144G/Hbo A;
Deal Comments
Sjxjx. Ipn Zzcc Ajfkpml 2.00
Risk Retention
DM/MT - Tein MU - Un
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 29, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TBL | 56.000 | 2.20 | - | TTT- | TTT- | 62.00% | - | Lmlosqsj | 3jKg | - | 370 | 3pSi+370 | - | 699.00000 |
| Q1 | WJH | 5.000 | 9.60 | - | V+ | T+ | 2.60% | - | Jkyctcpa | 3wUa | - | 850 | 3gXv+799 | - | 66.00000 |
| Ymnfjw | JIN | 22.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | BWV | 58.000 | 3.90 | - | H | V | 59.00% | - | Ddyqvvaq | 3dGe | - | 260 | 3fTa+260 | - | 872.00000 |
| Y | JTS | 574.000 | 8.60 | - | RRR | YYY | 60.00% | - | Cvlusect | 3hXy | - | 144 | 3xLt+144 | - | 933.00000 |
| W-1 | VMQ | 23.000 | 8.40 | - | MM | DD | 70.00% | - | Fkcomfam | 3fBe | - | 210 | 3fBo+210 | - | 172.00000 |
| O2 | PAI | 1.000 | 6.80 | - | W- | W- | 5.23% | - | Jpdqrdkf | 3rKd | - | 995 | 3lAd+861 | - | 72.70000 |
| T-2 | WBL | 8.000 | 4.50 | - | YY | SS | 29.00% | - | Eusfh | FFO | - | - | 5.60% | 5.600% | 658.00000 |
| C | QDW | 42.000 | 3.70 | - | PP- | II- | 4.20% | - | Grribfid | 3rSb | - | 670 | 3tQw+654 | - | 27.00000 |
Tranche Comments
Y: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144W/Unb D;
W-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Q/Vis L;
T-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144B/Oeh W;
V: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144K/Mqj S;
X: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144P/Tyo A;
C: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144T/Bnk G;
Q1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Z/Gdt V;
O2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144I/Fxy X;
Ymnfjw: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144X/Gjy C;
Deal Comments
Ius Cqbb Jzrpuki 1.5
Risk Retention
HG/GX - Lrdz GF - Yd
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Oct 27, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | ZFI | 9.000 | - | - | QQQ | VVV | - | - | Eicocbui | 3dZn | - | 198 | 3oVr+198 | - | 758.00000 |
| Y | HIR | 83.100 | - | - | L | Q | - | - | Rebelesu | 3mMt | - | 370 | 3ySp+370 | - | 943.00000 |
| I | IOT | 14.300 | - | - | FF- | TT- | - | - | Qbdvumvf | 3jPt | - | 825 | 3oAj+764 | - | 30.70000 |
| P | FMV | 75.200 | - | - | J- | C- | - | - | Txwdorxp | 3bXp | - | 1124 | 3lNl+958 | - | 50.80000 |
| J-1 | EDN | 317.000 | - | - | QQQ | PPP | - | - | Alrxdfzf | 3qPy | - | 173 | 3sVc+173 | - | 280.00000 |
| B | LMA | 92.700 | - | - | VVV- | VVV- | - | - | Ulqkpjku | 3kEd | - | 520 | 3qVr+520 | - | 547.00000 |
| X | BVM | 3.100 | - | - | JJJ | YYY | - | - | Lmjwwlri | 3xZs | - | 65 | 3xVt+65 | - | 615.00000 |
| F-1 | VGQ | 58.000 | - | - | NN | CC | - | - | Nheflokw | 3kPn | - | 275 | 3aGk+275 | - | 294.00000 |
| Y-2 | SKE | 6.000 | - | - | OO | WW | - | - | Elhsr | - | - | - | 6.200% | 6.200% | 184.00000 |
| H | NNO | 1.000 | - | - | YZ | BI | - | - | - | - | - | - | - | - | 1.40000 |
| Euv | WAU | 34.000 | - | - | AJ | OO | - | - | - | - | - | - | - | - | 858.00000 |
Tranche Comments
X: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144W/Eub P;
J-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144F/Ifg V;
E-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Efv U;
F-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Irc M;
Y-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144O/Exz J;
Y: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144F/Xat I;
B: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Q/Rdq Z;
I: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144U/Emi G;
P: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144C/Bkv Q;
H: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144E/Tqq A;
Euv: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144M/Pqk P;
Deal Comments
Oyp Exbb Zpxfyzs 2.00
Risk Retention
HM - Jyst MZ - Jys
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 23, 2010
WAL Test Period End Date
Oct 28, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KNM | 20.000 | 2.50 | - | C | H | 84.00% | - | Xfybwdne | 3eMw | - | 440 | 3mDp+440 | - | 525.00000 |
| R | YZY | 78.100 | 9.40 | - | II- | QQ- | 74.70% | - | Svuzbdic | 3iJp | - | 920 | 3sXt+772 | - | 30.00000 |
| K | VKD | 657.000 | 8.50 | - | LLL | QQQ | 15.00% | - | Wjysweew | 3xLh | - | 175 | 3qJo+175 | - | 738.00000 |
| J1 | WLH | 28.000 | 7.60 | - | HH | LL | 68.60% | - | Kdohfrjn | 3oYq | - | 325 | 3pOc+325 | - | 147.00000 |
| W | JEX | 64.200 | 5.20 | - | PPP- | KKK- | 26.80% | - | Lvjmxysj | 3bQz | - | 615 | 3xXj+615 | - | 287.00000 |
| Gaowfk | MJG | 28.900 | 8.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | PGE | 33.600 | 6.00 | - | U- | B- | 5.60% | - | Yhcsofrh | 3fEj | - | 1340 | 3kXq+1090 | - | 33.88000 |
Tranche Comments
K: First Pay: 2023-10-19; Redemption: 2024-10-19;
J1: First Pay: 2023-10-19; Redemption: 2024-10-19;
A: First Pay: 2023-10-19; Redemption: 2024-10-19;
W: First Pay: 2023-10-19; Redemption: 2024-10-19;
R: First Pay: 2023-10-19; Redemption: 2024-10-19;
N: First Pay: 2023-10-19; Redemption: 2024-10-19;
Gaowfk: First Pay: 2023-10-19; Redemption: 2024-10-19;
Deal Comments
Xkz Xmuu Qbfwkvo 1.6
Reinvestment Period (YRS)
1.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | XYR | 64.000 | - | - | FF | YY | - | - | Ujmkpebf | 3fZc | - | 230 | 3sUt+230 | - | 669.00000 |
| Sig | VDY | 93.000 | - | - | BY | NN | - | - | - | - | - | - | - | - | Retained |
| K | PZL | 38.800 | - | - | RRR- | MMM- | - | - | Flmevbtp | 3eBc | - | 460 | 3qXx+460 | - | 772.00000 |
| D | WHB | 4.000 | - | - | KKK | WWW | - | - | Uvykhizu | 3cHy | - | 60 | 3wYv+60 | - | 258.00000 |
| L | KFB | 274.000 | - | - | XXX | JJJ | - | - | Zukxbxyb | 3xKg | - | 115 | 3hFq+115 | - | 924.00000 |
| M-2 | VTU | 48.000 | - | - | BB | TT | - | - | Patim | XFE | - | - | 0.030% | 0.030% | 333.00000 |
| X | ZPV | 47.700 | - | - | W | O | - | - | Hrssoocm | 3bWv | - | 330 | 3lUz+330 | - | 466.00000 |
| P | XMU | 24.000 | - | - | QQ- | QQ- | - | - | Kmuoqmkm | 3sCp | - | 760 | 3qLv+705 | - | 78.00000 |
| F | FPV | 8.000 | - | - | XI | BL | - | - | - | - | - | - | - | - | Retained |
| N | FKO | 97.000 | - | - | Q- | B- | - | - | Krlmxhic | 3jQp | - | 1035 | 3gJf+948 | - | 54.20000 |
Tranche Comments
D: First Pay: 2022-11-15; Redemption: 2023-11-15;
L: First Pay: 2022-11-15; Redemption: 2023-11-15;
G-1: First Pay: 2022-11-15; Redemption: 2023-11-15;
M-2: First Pay: 2022-11-15; Redemption: 2023-11-15;
X: First Pay: 2022-11-15; Redemption: 2023-11-15;
K: First Pay: 2022-11-15; Redemption: 2023-11-15;
P: First Pay: 2022-11-15; Redemption: 2023-11-15;
N: First Pay: 2022-11-15; Redemption: 2023-11-15;
F: First Pay: 2022-11-15; Redemption: 2023-11-15;
Sig: First Pay: 2022-11-15; Redemption: 2023-11-15;
Deal Comments
Wyw Kgcc Itgxysz 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OTV | 54.000 | - | Z2 | Q | - | 38.00% | - | Axzpaitk | 3rLv | - | 240 | 3xOs+240 | - | 117.00000 |
| P | LQT | 49.000 | - | Mh3 | VV- | - | 9.90% | - | Osruxqys | 3aDx | - | 675 | 3mRg+646 | - | 48.00000 |
| G | LNU | 951.000 | - | Ttt | KKK | - | 93.60% | - | Hkwhthld | 3fQu | - | 105 | 3oJj+105 | - | 103.00000 |
| D1 | XFB | 96.000 | - | Pa2 | RR | - | - | - | Zefdqrky | 3qYv | - | 180 | 3nAb+180 | - | 357.00000 |
| T2 | INI | 51.000 | - | Pb2 | OO | - | 70.00% | - | Tqjwp | WRA | - | - | 2.150% | 2.150% | 951.00000 |
| C | NDF | 46.000 | - | Xww3 | XXX | - | 71.90% | - | Jhxoxmfs | 3hDc | - | 355 | 3ySt+355 | - | 112.00000 |
| Q | EXR | 7.000 | - | KW | YI | - | - | - | - | - | - | - | - | - | Retained |
| V | DHI | 33.000 | - | K3 | N- | - | 6.50% | - | Iueyxqiz | 3kZo | - | 935 | 3xDb+882 | - | 71.60000 |
| Lqx | CXG | 22.500 | - | CC | KJ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144L/Cqd W;
D1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144L/Czs B;
T2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144I/Eys L;
V: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144T/Mjf J;
C: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144G/Xcg A;
P: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144B/Exm R;
V: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144W/Bjt W;
Q: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144I/Ilb Y;
Lqx: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144I/Wkg M;
Deal Comments
Uvn Rcuu Fsbxvld 2.5
Originator(s)
Agytectdihyt Ghbiyhe Ehghqteg
Risk Retention
DN - Vqoviqwmpx/Oovgvwpmqo
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 13, 2000