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| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | LUI | 51.000 | - | - | GG | DD | 95.80% | - | Ihmzb | - | - | - | 5.000% | 5.000% | 193.00000 |
| P | PCC | 63.000 | - | - | SS- | QQ- | 4.20% | - | Omumkhhu | 3bGs | - | 600 | 3oIj+600 | - | 951.00000 |
| U | KEI | 70.000 | - | - | A- | U- | 4.10% | - | Jplprsei | 3bCq | - | 900 | 3pTv+818 | - | 31.00000 |
| I | TJE | 13.000 | - | - | ZZZ- | HHH- | 10.00% | - | Lldsrlbn | 3hBz | - | 310 | 3lJn+310 | - | 264.00000 |
| Owp | NLZ | 56.280 | - | - | QZ | SY | - | - | - | - | - | - | - | - | Retained |
| X | ZOP | 54.000 | - | - | E | Z | 83.26% | - | Llquoqdt | 3sOi | - | 225 | 3gWq+225 | - | 880.00000 |
| M | GAE | 186.000 | - | - | VVV | CCC | 20.00% | - | Pjckclrs | 3yEw | - | 130 | 3fWg+130 | - | 981.00000 |
| B-Q | KIN | 13.000 | - | - | QQQ | III | 72.00% | - | Ehesuimo | 3pZb | - | 130 | 3aCa+130 | - | 303.00000 |
| I-1 | ZEJ | 75.000 | - | - | CC | EE | 11.90% | - | Nyoymblc | 3lXt | - | 195 | 3iJz+195 | - | 613.00000 |
Tranche Comments
M: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144K/Ldp D;
B-Q: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Zdq L; Comments: Vqpss X Eapc zhpcgnj ts tsscjj tc jjqpkjj-jhph xahopz;
I-1: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144N/Iwi L;
C-2: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144G/Nxy P;
X: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144V/Rkv A;
I: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144C/Kop U;
P: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144E/Cnw R;
U: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144K/Euf X;
Owp: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144G/Hyh P;
Deal Comments
Gmw Cytt Zaokmyr 1.5
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Sep 3, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WOE | 46.000 | - | - | FF | VV | - | - | Daswayrm | 3tWj | - | 225 | 3iGg+225 | - | 120.00000 |
| O | MAE | 94.000 | - | - | N | Z | - | - | Rjxzisiz | 3oWq | - | 270 | 3lBu+270 | - | 453.00000 |
| B | SIV | 322.000 | - | - | SSS | VVV | - | - | Mymcwcaq | 3dCg | - | 149 | 3eBu+149 | - | 634.00000 |
| Lzl | KVK | 27.200 | - | - | CP | PD | - | - | - | - | - | - | - | - | Retained |
| Q | HJN | 39.000 | - | - | EEE- | BBB- | - | - | Dsjvlukq | 3dWv | - | 380 | 3qCx+380 | - | 819.00000 |
| N | KAA | 54.000 | - | - | S- | T- | - | - | Slfmfkrp | 3rEc | - | 900 | 3lDi+816 | - | 22.00000 |
| U | OKJ | 53.000 | - | - | AA- | LL- | - | - | Tzxatits | 3fUg | - | 675 | 3nGi+665 | - | 56.78000 |
Tranche Comments
B: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144K/Fki T;
D: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144X/Trj R;
O: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144M/Yjd Y;
Q: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144B/Tpq P;
U: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144O/Yjn P;
N: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144T/Udl A;
Lzl: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144W/Gno K;
Deal Comments
Nxn Fzaa Ywaxxol 1.5
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Jun 24, 2002
WAL Test Period End Date
Aug 10, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HXW | 66.800 | - | - | C- | X- | 8.00% | - | Xverdqxf | 3bOf | - | 800 | 3jDh+773 | - | 95.30000 |
| F | WTZ | 65.000 | 4.60 | - | VV- | ZZ- | 28.20% | - | Ahfymvif | 3fAe | - | 790 | 3aLk+722 | - | 41.00000 |
| V-1 | SGT | 21.400 | 2.50 | - | QQ | XX | 61.30% | - | Ndvxmkhf | 3rCa | - | 260 | 3kDj+260 | - | 164.00000 |
| H | BVT | 53.600 | 1.00 | - | FFF- | VVV- | 33.30% | - | Gdjrhxqx | 3hFc | - | 500 | 3xDw+500 | - | 813.00000 |
| D | ZPP | 887.000 | 8.80 | - | GGG | OOO | 68.00% | - | Oefspkda | 3tUu | - | 180 | 3yNl+ 180 | - | 169.00000 |
| F-2 | BHO | 23.000 | 4.70 | - | II | EE | 20.30% | - | Tchov | MHR | - | - | 6.60% | 6.600% | 489.00000 |
| Zjm | HUV | 26.550 | - | - | WN | OU | - | - | - | - | - | - | - | - | Retained |
| N | WBZ | 70.000 | 4.50 | - | M | B | 94.20% | - | Mzxrpkxe | 3dLf | - | 355 | 3dQq+355 | - | 899.00000 |
Tranche Comments
D: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144M/Jkv A;
V-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144L/Klo H;
F-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144C/Lpq V;
N: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144V/Vtj H;
H: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144V/Qla G;
F: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144U/Itx V;
S: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144C/Qar C; Comments: Hqmbag lw 2/16/2024. Vlmwo Qllqqawwaqr QNF;
Zjm: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144E/Kxa Y;
Deal Comments
Zpo Haaa Zuyapwe 1.5
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Dec 6, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CXQ | 846.900 | 4.40 | - | VVV | UUU | 29.40% | - | Weqkhxmc | 3fFk | - | 220 | 3oLw+220 | - | 240.00000 |
| J | QOJ | 96.600 | 9.00 | - | DDD- | UUU- | 95.50% | - | Cfxwdksm | 3tSo | - | 700 | 3cVz+655 | - | 91.70000 |
| M | GYD | 46.200 | 8.60 | - | AA- | QQ- | 88.80% | - | Nzsazqss | 3mKx | - | 980 | 3tUw+791 | - | 72.00000 |
| S | DGN | 97.800 | 1.40 | - | W | S | 21.60% | - | Jmxdeoid | 3lVm | - | 480 | 3kPx+454 | - | 10.90000 |
| X | XEJ | 72.700 | - | - | K- | W- | - | - | - | - | - | - | - | - | Retained |
| B-1 | GVR | 70.800 | 9.60 | - | KK | UU | 31.90% | - | Cxpjxaac | 3eXe | - | 400 | 3vPw+382 | - | 97.00000 |
| V-2 | NAA | 7.700 | 3.20 | - | ZZ | DD | 24.60% | - | Uphwd | UTZ | - | - | 6.88% | - | 63.00000 |
| Ozq | OYX | 19.300 | - | - | MQ | FU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Rpf N;
B-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Lyp S;
V-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144M/Dzp I;
S: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Thy U;
J: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Hqd I;
M: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Ajl O;
X: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Tar M;
Ozq: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144W/Jkl T;
Deal Comments
Fqp Abss Awjtqji 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 8, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XEZ | 45.000 | - | Mee3 | - | FFF- | - | - | Twqhvqcl | 3bYq | - | 340 | 3xRc+340 | - | 596.00000 |
| F | QFV | 929.000 | - | Tii | - | LLL | - | - | Flcjwsob | 3xOm | - | 94 | 3aGl+94 | - | 810.00000 |
| U | TZH | 64.000 | - | Q3 | - | E- | - | - | Jkvqqddq | 3oPj | - | 955 | 3hUv+909 | - | 24.00000 |
| O | NYR | 57.100 | - | Uw3 | - | BB- | - | - | Xxyvevaw | 3eFw | - | 645 | 3pHt+624 | - | 19.80000 |
| I | BNF | 75.000 | - | Gm2 | - | QQ | - | - | Zqetftqr | 3zEn | - | 178 | 3sHr+178 | - | 400.00000 |
| D | XVJ | 71.000 | - | Z2 | - | G | - | - | Xjbpzkax | 3vIt | - | 240 | 3pHf+240 | - | 269.00000 |
| Fly | BUQ | 89.800 | - | LE | - | DM | - | - | - | - | - | - | - | - | 61.00000 |
Tranche Comments
F: First Pay: 2022-07-15; Redemption: 2023-06-22;
I: First Pay: 2022-07-15; Redemption: 2023-06-22;
D: First Pay: 2022-07-15; Redemption: 2023-06-22;
K: First Pay: 2022-07-15; Redemption: 2023-06-22;
O: First Pay: 2022-07-15; Redemption: 2023-06-22;
U: First Pay: 2022-07-15; Redemption: 2023-06-22;
Fly: First Pay: 2022-07-15; Redemption: 2023-06-22;
Deal Comments
Jft Dhww Dnnvflj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 30, 2000
WAL Test Period End Date
Jun 15, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BOJ | 88.400 | - | Wpp3 | RRR | - | - | - | Glphatws | 3dEw | - | 300 | 3jGc+300 | - | 953.00000 |
| D | JST | 294.000 | - | Eii | ZZZ | - | - | - | Dusxsspo | 3wPl | - | 90 | 3mYd+90 | - | 350.00000 |
| D | OLO | 63.880 | - | I3 | H | - | - | - | Zhuzvzwz | 3eLm | - | 200 | 3jOd+200 | - | 338.00000 |
| Q | DBY | 39.000 | - | Nd3 | LL- | - | - | - | Sblcbiys | 3aXc | - | 600 | 3sHl+579 | - | 66.90000 |
| X | FPM | 17.500 | - | H3 | V- | - | - | - | Vserdtrz | 3jPu | - | 890 | 3sKl+844 | - | 61.00000 |
| B-2 | GXO | 84.600 | - | Kr2 | QQ | - | - | - | Kfpci | JSO | - | - | 2.000% | 2.000% | 760.00000 |
| Q-1 | OPP | 85.000 | - | Af2 | UU | - | - | - | Bxzbffxx | 3sWa | - | 165 | 3fAm+165 | - | 705.00000 |
| Svu | TGN | 17.600 | - | NQ | NG | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2022-12-28; Registration: 144D/Klp L;
Q-1: Redemption: 2022-12-28; Registration: 144I/Ezr N;
B-2: Redemption: 2022-12-28; Registration: 144Y/Oqc T;
D: Redemption: 2022-12-28; Registration: 144K/Xez A;
Z: Redemption: 2022-12-28; Registration: 144V/Uvh Y;
Q: Redemption: 2022-12-28; Registration: 144L/Tfa F;
X: Redemption: 2022-12-28; Registration: 144V/Qby V;
Svu: Redemption: 2022-12-28; Registration: 144G/Vss S;
Deal Comments
Kvg Fpcc Xttgvcw 1.5
Reinvestment Period (YRS)
2.8
Reinvestment Period End Date
Dec 4, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZUC | 45.600 | - | Xx3 | XX- | - | 78.00% | - | Usdarvkp | 3wFs | - | 675 | 3jEg+608 | - | - |
| U1 | EYR | 20.200 | - | Ab2 | TT | - | - | - | Fsehabjy | 3nDw | - | 195 | 3tTo+195 | - | - |
| A | ZON | 24.600 | - | Gbb3 | UUU | - | 90.40% | - | Sjejufkn | 3bTe | - | 425 | 3nWq+425 | - | - |
| Q | SWH | 505.000 | - | Eff | DDD | - | 91.00% | - | Wucfzdiz | 3yBm | - | 121 | 3oZx+121 | - | - |
| J | VLT | 8.900 | - | H3 | E- | - | 9.10% | - | Iyckvjez | 3aNp | - | 774 | 3fXe+774 | - | - |
| J2 | NMU | 66.000 | - | Kp2 | EE | - | 36.20% | - | Dvtsz | - | - | - | 2.100% | 2.100% | 531.00000 |
| B | DKR | 49.000 | - | Y2 | V | - | 96.20% | - | Ppovraad | 3hMx | - | 295 | 3pSu+295 | - | - |
| Ezl | CSI | 22.420 | - | OZ | JA | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144L/Jyn G;
U1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144O/Ayb C;
J2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144B/Hqg R;
B: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144I/Iyf J;
A: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144C/Ntp O;
N: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144M/Qtc B;
J: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Q/Oak H;
Ezl: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144D/Khq G;
Deal Comments
Aon Dzss Nmhyosk 1.00
Risk Retention
ZXy Vjvuxjpmzt/Evukupzmjvq XPy Njvcukp Pztc Vzvxjv
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 30, 2007