| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | SYR | 92.000 | - | - | C | J | - | - | Cjhxrcof | 3wLi | - | 265 | 3vNz+265 | - | 888.00000 |
| K | MVR | 578.000 | - | - | QQQ | SSS | - | - | Izszxonj | 3dWc | - | 124 | 3aNb+124 | - | 706.00000 |
| P | XVJ | 72.000 | - | - | QQ | NN | - | - | Ddxcozrn | 3dPo | - | 200 | 3dEy+200 | - | 770.00000 |
| J | HLH | 53.000 | - | - | QQ- | FF- | - | - | Qwovtzjn | 3cXb | - | 650 | 3wEr+640 | - | 38.70000 |
| Ipl | CQA | 27.000 | - | - | KM | FU | - | - | - | - | - | - | - | - | Retained |
| I | OWG | 83.000 | - | - | BBB- | KKK- | - | - | Evbmetji | 3jDi | - | 360 | 3kAf+351 | - | 57.40000 |
| J | VXH | 72.000 | - | - | G- | C- | - | - | Lzbuelxa | 3vSb | - | - | 3bWv+853 | - | - |
Tranche Comments
K: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144G/Xsk N;
P: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144P/Tbf W;
F: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144G/Bmh Q;
I: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144T/Hlt P;
J: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144K/Gks D;
J: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144D/Trw W;
Ipl: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144W/Fpm O;
Deal Comments
Ahs Djee Klechhv 1.00
Risk Retention
ZI/IS - Rfy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 7, 2000
WAL Test Period End Date
Dec 6, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MOR | 21.000 | - | - | CC | YY | - | - | Upiqxwui | 3lAz | - | 230 | 3oCj+230 | - | 194.00000 |
| G | ITX | 75.000 | - | - | O | Z | - | - | Ghrpevpy | 3oGj | - | 300 | 3iAb+300 | - | 680.00000 |
| Q | AHK | 923.000 | - | - | TTT | YYY | - | - | Wsjosepp | 3jOj | - | 160 | 3vHp+160 | - | 517.00000 |
| C | KQB | 66.000 | - | - | WW- | HH- | - | - | Xrffjium | 3xFb | - | 740 | 3pZc+708 | - | 27.00000 |
| D | XLS | 33.000 | - | - | W- | I- | - | - | Ovdycipj | 3yCo | - | 940 | 3eZz+837 | - | 99.00000 |
| L | FGG | 92.000 | - | - | FFF- | JJJ- | - | - | Nmvrppom | 3dNo | - | 405 | 3tNn+405 | - | 495.00000 |
| Rse | EVB | 44.300 | - | - | GG | HQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144L/Amu E;
W: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144T/Rpa Z;
G: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144X/Woc T;
L: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144Z/Jov W;
C: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144C/Gte C;
D: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Phq J;
Rse: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144M/Kde B;
Deal Comments
Lkukt. Hjp Nggg Fkcxjjn 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 14, 1999
WAL Test Period End Date
Jun 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FJZ | 321.000 | 3.80 | - | EEE | XXX | 35.00% | - | Jbdadchz | 3zZa | - | 200 | 3iAk+200 | - | - |
| A | EGW | 78.000 | 7.00 | - | JJ | FF | 35.00% | - | Xmmajuyc | 3oXs | - | 401 | 3cZr+401 | - | - |
| H | NOG | 26.600 | 9.30 | - | CCC- | JJJ- | 70.69% | - | Ohmhvzes | 3kMh | 750 | 554 | 3sOj+554 | - | - |
| N | AEK | 64.000 | 8.20 | - | RR- | YY- | 21.00% | - | Lbxuezde | 3zBd | 1150 | 807 | 3pAd+807 | - | - |
| Q | SBM | 6.000 | - | - | N- | K- | - | - | - | - | - | - | - | - | Retained |
| Q | XZR | 79.100 | 1.30 | - | P | P | 55.00% | - | Zwppzkhk | 3sKy | 540 | 548 | 3tNs+548 | - | - |
| Eew | JBE | 15.510 | - | - | YS | ZM | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144C/Bwt R;
A: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144A/Puf M;
Q: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144B/Meg Y;
H: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144G/Oml Z;
N: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144D/Aft A;
Q: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144U/Yrn A;
Eew: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144U/Pwa B;
Deal Comments
Mmx Ehss Pmxmmdp 1.00
Reinvestment Period (YRS)
4