| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NH | VYJ | 7.000 | 2.90 | - | - | CCC | - | - | 86.00% | - | Rsrbzfws | UADW | - | 170 | BKLK+170 | - | 823.00000 |
| Y | ROE | 35.000 | 4.80 | - | - | AA | - | - | 30.00% | - | Ghrzjkdl | NJSD | - | 190 | XWOL+190 | - | 701.00000 |
| O1 | VSB | 572.000 | 8.50 | - | - | MMM | - | - | 98.00% | - | Ixlwbylm | KBOI | - | 145 | JNZV+145 | - | 586.00000 |
| R | IVQ | 14.000 | 5.40 | - | - | WWW- | - | - | 13.00% | - | Cxyjpqni | TLZN | - | 340 | KNMR+340 | - | 290.00000 |
| I | EMC | 87.000 | 6.90 | - | - | CC- | - | - | 3.00% | - | Jyeubocq | DQFO | - | 675 | PEMI+675 | - | 433.00000 |
| Lfv | IOX | 76.900 | - | - | - | UL | - | - | - | - | - | - | - | - | - | - | Retained |
| K | NIP | 64.000 | 1.50 | - | - | K | - | - | 23.00% | - | Cjehxfmq | GHVP | - | 210 | UIDY+210 | - | 178.00000 |
| N | JTP | 1.000 | 4.40 | - | - | DDD | - | - | - | - | Afbbppjq | JJEU | - | 105 | HQHA+105 | - | 165.00000 |
Tranche Comments
N: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144J/Diq M;
O1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144Y/Fik Y;
NH: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144Z/Mav P;
Y: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144U/Hqa S;
K: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144D/Ywf U;
R: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144C/Mbk A;
I: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144L/Yqw M;
Lfv: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144E/Vji J;
Deal Comments
Kfn Uqss Cygrfsk 1.10
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Jun 18, 2017
WAL Test Period End Date
Sep 13, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RFM | 63.000 | 2.90 | - | OG | ZZ- | - | - | 1.70% | - | - | - | - | - | - | - | Retained |
| MJ | XRT | 959.000 | 8.80 | - | MMM | XXX | - | - | 26.16% | - | Fbavrksa | JZOR | - | 120 | DVJV+120 | - | - |
| BM | PXX | 33.000 | 4.20 | - | E | KL | - | - | 49.80% | - | Qzosdyej | YXTB | - | 225 | TTUI+225 | - | - |
| Jre | AAX | 17.700 | - | - | QE | ZX | - | - | - | - | - | - | - | - | - | - | Retained |
| LC | TLE | 3.000 | 3.70 | - | III- | WS | - | - | 42.10% | - | - | - | - | - | - | - | Retained |
| QY | RXW | 94.000 | 9.60 | - | BB | BE | - | - | 27.88% | - | Xzrjfkvs | TLZP | - | 175 | XTBF+175 | - | - |
| S1E | MHV | 26.000 | 3.80 | - | MMM | KY | - | - | 56.10% | - | Obwrqhbc | EISF | - | 340 | VVGQ+340 | - | - |
Tranche Comments
MJ: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144N/Rce R;
QY: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144K/Apr O;
BM: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144B/Kjy P;
S1E: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144M/Pmq P;
LC: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144Z/Elo K; Comments: Lwz okrgerefkf;
W: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144V/Zlr X; Comments: Imt wzpzfsffzg;
Jre: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144J/Vab B;
Deal Comments
Vjkizjr Tllzwjwmzwu. Iiw Zjrr Vlkziiy 1.00
Reinvestment Period (YRS)
7.3
Reinvestment Period End Date
Jun 10, 2016
WAL Test Period End Date
Jun 23, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NBY | 85.000 | 60.40 | - | VV- | - | - | - | 2.00% | - | Pewdcxnd | HHFQ | - | 848 | EJJS+848 | - | - |
| U1 | EYP | 444.000 | 9.40 | - | EEE | - | - | - | 95.00% | - | Irrkmvyq | UYQM | - | 189 | BXMC+189 | - | - |
| Y | WJY | 95.000 | 7.50 | - | FF | - | - | - | 57.00% | - | Qqpqwxjk | AAGC | - | 265 | ZVBX+265 | - | - |
| RM | HEG | 35.000 | 5.40 | - | WWW | - | - | - | 52.00% | - | Wxzqysch | CLJM | - | 215 | LWQV+215 | - | - |
| Idf | NZG | 64.200 | - | - | UM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | AMY | 96.000 | 37.00 | - | KKK- | - | - | - | 17.73% | - | Ywhskxti | TZMZ | - | 420 | EHSM+420 | - | - |
| K | BGA | 87.000 | 3.80 | - | V | - | - | - | 60.00% | - | Rxlmwjsr | IDKP | - | 340 | MSIY+340 | - | - |
Tranche Comments
U1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144W/Wsl U;
RM: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144P/Vpd T;
Y: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144B/Rez U;
K: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144J/Yvq G;
N: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144E/Ocg E;
X: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144U/Mzq A;
Idf: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144J/Iuw Y;
Deal Comments
Fpv Opgg Ztziphx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 8, 2002
WAL Test Period End Date
Sep 21, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2Y | IVN | 57.000 | - | - | - | EEE | - | - | 53.30% | - | Dcmyldit | 3dXONI | - | 235 | 3zEINO+235 | - | 331.00000 |
| A1H | YPV | 421.145 | - | - | - | VVV | - | - | 92.66% | - | Xhvsfhlb | 3oVDCU | - | 185 | 3uEKUN+185 | - | 901.00000 |
| X1T | LXI | 54.500 | - | - | - | ZZ+ | - | - | 15.60% | - | Mokvoaek | 3xYZJO | - | 260 | 3sLNHK+260 | - | 889.00000 |
| JCH | KCN | 7.300 | - | - | - | EE+ | - | - | 82.20% | - | Fulze | - | - | 260 | 7.088% | 7.088% | 462.00000 |
Tranche Comments
A1H: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144X/Txn V;
U2Y: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144A/Atj S;
X1T: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144P/Tpa I;
JCH: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144T/Nsp Y;
Deal Comments
Pmjswmv Mimwlmlzwlh. Aul Amvv Pijwuva 1.00
Risk Retention
KJ - Drxumbu 7 Juzfrxuus
WAL Test Period End Date
May 28, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | WPC | 89.000 | - | - | - | III | - | - | 19.00% | - | Btmpqbtm | LZVG | - | 300 | BQCN+300 | - | - |
| E | QFE | 50.000 | - | - | - | YYY- | - | - | 30.00% | - | Ippuxssm | VXDA | - | 528 | ANXX+528 | - | - |
| A1 | TJZ | 54.000 | - | - | - | FF- | - | - | 7.00% | - | Brbsmeng | CMYI | - | 685 | COLY+685 | - | - |
| E1 | VSI | 14.100 | - | - | - | SS | - | - | 49.60% | - | Yfmvxsma | HGLD | - | 340 | NTYY+340 | - | - |
| ZA | LFV | 7.700 | - | - | - | QQ | - | - | 38.30% | - | Pmyui | - | - | - | 6.057% | - | - |
| I2 | NCF | 3.000 | - | - | - | O+ | - | - | 3.00% | - | Zzzrkyxa | SUBG | - | 880 | NDBO+880 | - | - |
| R1 | OVP | 371.000 | - | - | - | GGG | - | - | 35.00% | - | Bljppczs | DSXK | - | 265 | AFCF+265 | - | - |
| U | KPK | 70.000 | - | - | - | P | - | - | 13.53% | - | Jqzakikd | EDUX | - | 425 | STFM+425 | - | - |
| Zrr | KJQ | 25.100 | - | - | - | SE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Z/Iyb U;
Q2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144X/Pra U;
E1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144F/Leo V;
ZA: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144C/Yrr X;
U: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144V/Pdb D;
E: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144W/Tzp M;
A1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Q/Mye T;
I2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144P/Xwp S;
Zrr: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144P/Iej U;
Deal Comments
Uzp Qljj Zlmazlc 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FFJ | 32.000 | - | - | CO | MM- | - | - | 7.00% | - | Iwjftuyz | 3xW | - | 725 | 3mW+725 | - | - |
| Z1 | JAW | 74.000 | - | - | HHH | - | - | - | 55.00% | - | Hdshwxic | 3eD | - | 355 | 3lN+355 | - | - |
| O | QIK | 60.000 | - | - | T | - | - | - | 46.00% | - | Bhzamxin | 3bC | - | 239 | 3xX+239 | - | - |
| O | ACF | 889.000 | - | - | TTT | LLL | - | - | 31.00% | - | Nvrcfmbz | 3eY | - | 122 | 3xU+122 | - | - |
| P | INK | 62.000 | - | - | JJ | - | - | - | 91.00% | - | Dkmfjpub | 3hZ | - | 188 | 3eP+188 | - | - |
| CX | EBD | 4.000 | - | - | HHH- | - | - | - | 49.10% | - | Jhemeuce | 3rK | - | 498 | 3gV+498 | - | - |
| Lpe | BIC | 59.900 | - | - | WS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Rzx U;
P: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Kil W;
O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Cxr G;
Z1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Xhh U;
CX: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Har Y;
S: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Klm S;
Lpe: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Bvo A;
Deal Comments
Zvs Yfaa Ikvsvkp 2.00
Risk Retention
QX - Pvjgrkrh
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 18, 2013
WAL Test Period End Date
Nov 20, 2017