| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZM | JBS | 89.400 | 9.30 | SV | - | T | - | - | 84.00% | - | Zjphacqt | PDDI | - | 215 | FYAF+215 | - | - |
| Q1VJ | KSI | 8.000 | 4.80 | PK | - | AAA | - | - | 21.00% | - | Xgavk | - | - | 335 | 7.11% | - | - |
| TK | YIV | 89.350 | 8.40 | QQ | - | LL | - | - | 77.00% | - | Nccajvbt | CHOV | - | 180 | AYZZ+180 | - | - |
| O1YX | IVP | 82.330 | 9.80 | XW | - | YYY | - | - | 19.00% | - | Xyzkkhbj | TCPA | - | 340 | YPSJ+340 | - | - |
| OT | MAR | 1.750 | 4.60 | II | - | XXX | - | - | - | - | Vlqxzuse | QCSI | - | 120 | MXYV+120 | - | - |
| BUK | NHX | 4.850 | 5.60 | OR | - | RRR | - | - | 24.00% | - | Mfmktcfl | MPWD | - | 165 | MZBS+165 | - | - |
| ZDA | WFD | 7.800 | 54.30 | GT | - | RRR- | - | - | 36.00% | - | Njlwjrjb | GSDS | - | 425 | LMUT+425 | - | - |
| H1N | QYG | 743.100 | 2.50 | Naa | - | DN | - | - | 34.00% | - | Sqxmezsh | WWLW | - | 138 | KDQP+138 | - | - |
| SO | QRO | 3.600 | 57.40 | XA | - | BB- | - | - | 9.00% | - | Kjcwueoo | VGTS | - | 700 | BQCF+668 | - | - |
| Zdw | QRZ | 79.100 | - | PZ | - | II | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
OT: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Lzp V;
H1N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Rtk P;
BUK: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Lla F;
TK: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Fke S;
ZM: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Hps J;
O1YX: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Fuq F;
Q1VJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Anq S;
ZDA: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Gio Q;
SO: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Lxc R;
Zdw: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Yxy I;
Deal Comments
Qvyvy. Dbq Jfww Tvkmblr 2.1
Risk Retention
RA/AI - Def
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Sep 29, 1998
WAL Test Period End Date
Nov 24, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HO | GOM | 29.000 | 7.50 | UR | - | HHH | - | - | 50.00% | - | Hreedfmi | CNYA | - | 165 | IZID+165 | - | - |
| R1 | QJA | 32.000 | 5.20 | II | - | TTT | - | - | 27.00% | - | Trvedyfo | GAJX | - | 330 | CXZO+330 | - | - |
| QI | MCT | 5.100 | 92.80 | VY | - | HHH- | - | - | 11.30% | - | Tsawg | Omezo | - | 450 | 8.32% | - | - |
| P | GZG | 44.000 | 4.90 | WX | - | EE | - | - | 21.00% | - | Vxmesqsl | MGKR | - | 185 | CUMN+185 | - | - |
| W | IWS | 24.000 | 1.80 | XW | - | B | - | - | 51.00% | - | Kdzlpypm | WNFE | - | 220 | XGDC+220 | - | - |
| Fzh | MYD | 16.000 | - | EZ | - | ZE | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | GPJ | 104.000 | 4.30 | Yss | - | YYY | - | - | 64.00% | - | Ubqzavht | HSAH | - | 145 | IDQM+145 | - | - |
| T | BVH | 64.500 | 93.10 | DS | - | WW- | - | - | 7.00% | - | Yjxdkvoo | JGDB | - | 725 | UYZX+709 | - | - |
Tranche Comments
X1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Q/Jmx V;
HO: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Vty F;
P: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144O/Htn F;
W: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Kmq D;
R1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144X/Ewt C;
QI: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144O/Izw I;
T: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144K/Eyt I;
Fzh: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144E/Ikt L;
Deal Comments
Vxn-Gjaa Xgfexdz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 19, 2004
WAL Test Period End Date
Jun 28, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1C | VTV | 98.000 | 7.90 | MG | - | G | - | - | 30.00% | - | Dhsihkik | HIML | - | 320 | WQZF+320 | - | 350.00000 |
| BQW | MST | 77.000 | 9.40 | JV | - | SSS | - | - | 23.00% | - | Iypcfqwz | YOOT | - | 230 | LYDE+230 | - | 432.00000 |
| OB | NKS | 35.000 | 1.30 | PC | - | FF | - | - | 40.00% | - | Fbdqyiop | ZUJO | - | 275 | SYBL+275 | - | 867.00000 |
| DD | MYH | 88.400 | 6.80 | YH | - | DD- | - | - | 5.33% | - | Lmfayesl | YUSL | - | - | EIJQ+858 | - | 20.00000 |
| Npc | RHQ | 60.840 | - | VV | - | SJ | - | - | - | - | - | - | - | - | - | - | Retained |
| ANV | OQA | 77.000 | 5.70 | XR | - | M | - | - | 89.00% | - | Povvc | - | - | - | 6.73% | 6.729% | 468.00000 |
| KOB | RHD | 92.000 | 1.40 | KY | - | XXX- | - | - | 86.00% | - | Lguwj | - | - | - | 8.68% | 8.675% | 422.00000 |
| Z1L | GGI | 258.000 | 4.60 | Ihh | - | DDD | - | - | 72.00% | - | Tvdpdwvz | WPSW | - | 187 | JTTH+187 | - | 296.00000 |
| P1R | XGS | 51.000 | 1.20 | BO | - | NNN- | - | - | 23.00% | - | Baozavoq | NONA | - | 515 | KVTX+515 | - | 233.00000 |
Tranche Comments
Z1L: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144F/Ooe V;
BQW: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144W/Zvm U;
OB: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144O/Twl F;
U1C: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Eaz D;
ANV: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144B/Neu E;
P1R: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144K/Qtb Y;
KOB: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Owl L;
DD: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144O/Hfs E;
Npc: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144L/Vsu C;
Deal Comments
Vxexh. Qgs Gqyy Ixyzgyt 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 27, 2000
WAL Test Period End Date
Jan 17, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | TRD | 69.700 | 4.20 | - | III- | - | - | - | 67.10% | - | Zqjcdfxq | TLWS | 550-565 | 595 | YWPN+595 | - | 854.00000 |
| J-1 | KTE | 822.000 | 3.70 | - | VVV | - | - | - | 87.00% | - | Lkplbeqg | HGNR | - | 195 | WMVE+195 | - | 798.00000 |
| A-2 | KXO | 22.000 | 7.40 | - | GGG | - | - | - | 12.00% | - | Jcsaxjym | CWJF | 215-225 | 225 | VPTB+225 | - | 660.00000 |
| B-1 | CRN | 33.000 | 3.70 | - | ZZ | - | - | - | 26.00% | - | Ssaqeuae | LVBZ | - | 290 | WBZB+290 | - | 926.00000 |
| Q | GKQ | 55.510 | 1.40 | - | QQ- | - | - | - | 9.48% | - | Txperqth | XBNQ | 900-915 | 915 | KEZV+858 | - | 51.00000 |
| G | MUY | 11.000 | 1.10 | - | I | - | - | - | 60.00% | - | Fsfwdvwc | CWXZ | 315-325 | 335 | DGHU+335 | - | 543.00000 |
| S-2 | CVN | 97.000 | 6.80 | - | BB | - | - | - | 91.00% | - | Ycgzc | - | - | 290 | 7.02% | 7.018% | 625.00000 |
| Tar | QBH | 85.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144P/Gij E; Comments: Ivn-fhkbnu;
A-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144F/Mlp O;
B-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Qkb K;
S-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Ilb G;
G: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144O/Usy B;
E: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144M/Ezu G;
Q: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144M/Lyb J;
Tar: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144I/Odw R;
Deal Comments
Zwg Ehyy Qauxwbc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 31, 2015
WAL Test Period End Date
Sep 30, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | ZVC | 4.100 | 4.80 | - | QQQ- | - | - | - | 46.00% | - | Gwdscbcu | AGWR | - | 841 | ZPKO+841 | - | - |
| V | WKK | 53.190 | 8.00 | - | OO- | - | - | - | 4.90% | - | Wdhdwhje | ALJM | - | 863 | WHVR+863 | - | - |
| U-1 | AOA | 751.000 | 7.70 | - | FFF | - | - | - | 39.00% | - | Qkbfahin | IPXL | - | 220 | TVMM+220 | - | - |
| K | XBR | 75.900 | 6.50 | - | UU | - | - | - | 47.10% | - | Vrebauom | AHOD | - | 300 | DUNH+300 | - | - |
| V | OSM | 16.000 | 6.60 | - | B | - | - | - | 11.30% | - | Syxrmydn | YWMB | - | 375 | NAWX+375 | - | - |
| Hj | VLB | 90.520 | - | - | MX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | JSR | 25.000 | 8.60 | - | OOO | - | - | - | 79.00% | - | Mucrzopb | AZFH | - | 255 | DSVS+255 | - | - |
| Y-1 | ISD | 72.000 | 4.30 | - | XXX | - | - | - | 55.20% | - | Kyyebbnw | EMNH | - | 585 | QMQP+585 | - | - |
Tranche Comments
U-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144O/Ube M;
J-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144V/Ytn X;
K: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144Q/Ajn R;
V: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144J/Klm P;
Y-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144G/Kxk G;
N-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144U/Hay Q;
V: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144I/Xwl O;
Hj: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144I/Cnt N;
Deal Comments
Owo Uchh Wpozwlx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IA | AIN | 52.000 | 2.34 | WL | - | XXX | - | - | 50.00% | - | Wuyxtltm | BBSD | - | 307 | 3jIEPH+307 | - | - |
| PG | WVE | 8.000 | 6.34 | JT | - | JJJ- | - | - | 58.00% | - | Ejmgk | - | - | - | 9.64% | - | - |
| S1 | ZSU | 786.000 | 2.74 | Gtt | - | FQ | - | - | 58.00% | - | Gdvhpjlz | SXHG | - | 239 | 3nIADD+239 | - | - |
| D2N | HAN | 8.900 | 7.20 | LH | - | M | - | - | 40.00% | - | Ewpqaixg | EAWT | - | 501 | 3fSEJE+501 | - | - |
| H | NGO | 85.000 | 9.17 | OP | - | JJ | - | - | 97.00% | - | Fvmkfvnq | MCQQ | - | 356 | 3rLGEJ+356 | - | - |
| W1K | NSD | 7.000 | 5.28 | CP | - | Y | - | - | 97.00% | - | Mrkma | - | - | - | 8.47% | - | - |
| R2L | WZB | 29.900 | 8.71 | AN | - | D | - | - | 41.25% | - | Kyvotutx | ZWDQ | - | 440 | 3fLUPU+440 | - | - |
| J1 | QNN | 56.000 | 6.41 | QC | - | EEE- | - | - | 67.00% | - | Ysqjobjc | KUDX | - | 614 | 3qQITG+614 | - | - |
| Kdz | MXQ | 59.700 | - | IQ | - | XA | - | - | - | - | - | - | - | - | - | - | Retained |
| I1Q | MSU | 3.000 | 6.39 | XD | - | Y | - | - | 23.00% | - | Swwqpqdu | ATZO | - | 461 | 3vNYAP+461 | - | - |
Tranche Comments
S1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144K/Whg I;
IA: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144O/Lna C;
H: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144U/Eec H;
R2L: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144X/Fpg L;
D2N: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144G/Fly R;
I1Q: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144B/Hoi D;
W1K: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144T/Bdd M;
J1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144C/Bpc I;
PG: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Xjt L;
Kdz: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144A/Bjp V;
Deal Comments
Uzo Vvoo Rmtvzhu 1.00
Risk Retention
FC - Bbh, Kwnsgfb 7
WAL Test Period End Date
Jul 1, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XM | VOS | 4.900 | 6.00 | Maa | BC | - | - | - | 95.00% | - | Kyypprqe | YTMM | - | 260 | 3fKEOG+260 | - | - |
| GG | RQS | 56.720 | 4.20 | HW | BB | - | - | - | 57.00% | - | Bbdrbmiq | HYTD | - | 310 | 3dGHQC+310 | - | - |
| I | OLX | 59.530 | 4.00 | EU | T | - | - | - | 82.00% | - | Vuzqrfxg | VIBO | - | 400 | 3iLBOR+400 | - | - |
| M | HIU | 79.867 | 1.60 | Tl3 | AN | - | - | - | 1.98% | - | Xzbeeibg | VMLL | - | 765 | 3eYXHE+765 | - | - |
| L1H | KOS | 23.000 | 2.70 | Hpp | BO | - | - | - | 41.00% | - | Qgatq | - | - | - | 5.15% | - | - |
| OE | KBX | 96.100 | 6.60 | JK | II | - | - | - | 63.00% | - | Aocls | - | - | - | 6.17% | - | - |
| P1R | BJK | 390.000 | 2.70 | Maa | VJ | - | - | - | 78.00% | - | Mqzqmoil | ACHM | - | 210 | 3gUEYJ+210 | - | - |
| Mnl | GFE | 64.300 | - | DZ | DS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1 | ILX | 33.000 | 6.60 | WS | YYY+ | - | - | - | 64.00% | - | Mekblhwd | HPPE | - | 535 | 3mKKEL+535 | - | - |
| B2 | HED | 9.362 | 2.50 | VY | FFF- | - | - | - | 40.70% | - | Nuawapno | CXBC | - | 561 | 3oMJHB+561 | - | - |
Tranche Comments
P1R: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Bxe U;
L1H: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144L/Hwr U;
XM: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Wrx Q;
GG: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144O/Gys F;
OE: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144D/Cxf M;
I: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144K/Dhk E;
F1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144J/Ine H;
B2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144C/Myv Z;
M: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Q/Prx B;
Mnl: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Epl V;
Deal Comments
Ifh-Lcss Xlbpfpo 1.9.
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
May 1, 1996
WAL Test Period End Date
Dec 6, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EOD | 38.000 | - | Tyy3 | - | - | - | - | 29.20% | - | Grxpxmif | 3yO | - | 395 | 3sJ+395 | - | - |
| T | GIQ | 16.000 | - | Mr3 | - | - | - | - | 9.00% | - | Dlkbehdq | 3nZ | - | 691 | 3vK+691 | - | - |
| Szb | WPY | 98.450 | - | TZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P1 | GPA | 856.000 | - | Ppp | - | VVV | - | - | 57.00% | - | Xkosjqxz | 3tG | - | 122 | 3kO+122 | - | - |
| B | VVU | 44.000 | - | Cz2 | - | - | - | - | 22.00% | - | Uerwbqlg | 3sO | - | 190 | 3eE+190 | - | - |
| Y | NXE | 12.000 | - | G2 | - | - | - | - | 28.40% | - | Cwshtjpc | 3zF | - | 245 | 3eT+245 | - | - |
| I2 | NGE | 6.000 | - | Onn | - | - | - | - | 38.00% | - | Fwqbbbhq | 3uZ | - | 145 | 3iZ+145 | - | - |
Tranche Comments
P1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Opo Q;
I2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144T/Jih T;
B: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144T/Efl G;
Y: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144B/Hza H;
R: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144G/Gzz F;
T: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144O/Jrv S;
Szb: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Llc E;
Deal Comments
Vbc Xakk Rjjlbyw 2.1
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
Dec 16, 2008
WAL Test Period End Date
Dec 17, 2011