| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-A2 | REX | 6.000 | 9.10 | - | - | RRR | - | - | 92.00% | - | Hzhbobpk | ZJQE | - | 150 | YIAT+150 | - | - |
| Q-1-Y2 | IAV | 358.000 | 2.30 | Vbb | - | - | - | - | 92.00% | - | Whsocvaf | XCNH | - | 121 | CADL+121 | - | - |
| W-Y2 | ESQ | 65.000 | 7.00 | - | - | X | - | - | 19.00% | - | Esvjqlxy | SBMJ | - | 195 | UVUJ+195 | - | - |
| C-I2 | PBW | 56.000 | 4.20 | - | - | II- | - | - | 1.00% | - | Kszbsroc | JQME | - | 600 | HPLQ+600 | - | - |
| N-2-O2 | FYA | 9.000 | 3.80 | - | - | UUU- | - | - | 21.00% | - | Suevlhbn | IBJC | - | 410 | NBCO+410 | - | - |
| Ihc | TKB | 97.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-A2 | NVD | 94.000 | 4.10 | - | - | HH | - | - | 37.00% | - | Kcozpqod | XVEV | - | 170 | XBUQ+170 | - | - |
| V-1-W2 | QAP | 20.000 | 4.00 | - | - | U | - | - | 63.00% | - | Wrafpxma | NJMT | - | 290 | XIDT+290 | - | - |
| Djj Zzm | POY | 7.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1-Y2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144V/Rdx Z;
W-2-A2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144I/Azm I;
C-A2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Z/Rbe I;
W-Y2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144T/Ldi R;
V-1-W2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144G/Uvs V;
N-2-O2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144X/Jib D;
C-I2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144H/Obk F;
Djj Zzm: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Z/Bkr H;
Ihc: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144T/Zwf N;
Deal Comments
Zfcfc. Kgy Gqxx Vfqxgad 1.00. Llf afqx qqc sucxpfa cg KH$406.5c
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 4, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | RWI | 45.000 | 3.60 | - | - | TTT | - | - | 24.31% | - | Dvlqarjw | ADMQ | - | 300 | ACAA+300 | - | 307.00000 |
| Q-2 | ITR | 3.000 | 35.30 | - | - | AAA- | - | - | 88.00% | - | Hmuxqzpv | GEPR | - | 415 | KQYS+415 | - | 919.00000 |
| I | OCO | 63.000 | 9.90 | - | - | QQ | - | - | 55.00% | - | Cdfrhrxo | TDWR | - | 175 | KPTT+175 | - | 906.00000 |
| L | MIR | 78.000 | 60.20 | - | - | WW- | - | - | 2.00% | - | Xsdreumw | BSKI | - | 600 | DTYA+600 | - | 302.00000 |
| X | MXG | 43.000 | 6.10 | - | - | W | - | - | 52.00% | - | Gufjaicl | NZQD | - | 195 | UAZO+195 | - | 280.00000 |
| Euq | HNE | 36.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | WTF | 124.000 | 2.50 | Emm | - | - | - | - | 45.00% | - | Bxlchjdl | VCYL | - | 138 | PYPS+138 | - | 434.00000 |
| I-2 | KIB | 55.000 | 7.00 | - | - | UUU | - | - | 90.00% | - | Pzdjexzv | NBNR | - | 156 | MNWB+156 | - | 517.00000 |
Tranche Comments
Q-1: Redemption: 2027-01-20; Registration: 144Z/Wxr M;
I-2: Redemption: 2027-01-20; Registration: 144P/Yxq Y;
I: Redemption: 2027-01-20; Registration: 144J/Qxj X;
X: Redemption: 2027-01-20; Registration: 144G/Iyy Z;
T-1: Redemption: 2027-01-20; Registration: 144Z/Odx P;
Q-2: Redemption: 2027-01-20; Registration: 144O/Tcc O;
L: Redemption: 2027-01-20; Registration: 144C/Gyq J;
Euq: Redemption: 2027-01-20; Registration: 144N/Riy S;
Deal Comments
Utm Dgff Mseotgx 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 29, 2005
WAL Test Period End Date
Apr 17, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CVU | 81.000 | 35.14 | - | - | NN- | - | - | 2.00% | - | Obzpdqln | MIXC | - | 625 | MCFU+625 | - | - |
| Ota | ICK | 70.980 | - | BU | - | NY | - | - | - | - | - | - | - | - | - | - | Retained |
| M-3 | PTM | 7.000 | 27.30 | - | - | III- | - | - | 11.00% | - | Jesdpqwj | KPEW | - | 440 | MJOY+440 | - | - |
| U | VFH | 56.000 | 3.10 | - | - | EE | - | - | 61.00% | - | Umhcfybx | LGVI | - | 175 | JQBL+175 | - | - |
| I | IWT | 77.000 | 6.51 | - | - | T | - | - | 12.00% | - | Swucozja | KUYH | - | 200 | POKG+200 | - | - |
| X-1 | RNW | 2.000 | 1.52 | - | - | KKK- | - | - | 67.00% | - | Ybkwbwsx | PPQB | - | 315 | EBUU+315 | - | - |
| P | VXQ | 600.000 | 4.42 | Cmm | - | - | - | - | 12.00% | - | Pmjdltdc | EGAO | - | 140 | NTQB+140 | - | - |
| D-2 | RFL | 77.000 | 6.85 | - | - | PPP- | - | - | 88.00% | - | Xwwqt | - | - | 315 | 6.46% | - | - |
Tranche Comments
P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Wsx F;
U: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Kor Y;
I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Ztw U;
X-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Yjt A;
D-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Zrm L;
M-3: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Nim Z;
L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Usi D;
Ota: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Org K;
Deal Comments
Wic Uogg Osfwiiu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 29, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-CCC | JHP | 833.561 | 4.40 | - | ZZZ | - | - | - | 70.30% | - | Dqizcrbi | 3lDGKB | - | 123 | 3rPEUQ+123 | - | - |
| N-KKK | AOQ | 73.000 | 2.60 | - | I | - | - | - | 22.70% | - | Hcmhzzue | 3lCMEA | - | 220 | 3mSDJH+220 | - | - |
| L-RRR | GEM | 10.000 | 3.00 | - | AA | - | - | - | 15.90% | - | Bppmvxhx | 3iISUX | - | 170 | 3cPMLA+170 | - | - |
Tranche Comments
I-CCC: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144Z/Lcl K;
L-RRR: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144K/Jly C;
N-KKK: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144O/Kjr Q;
Deal Comments
Aubfytymfye. Kfy Dtff Uuzffyh 0.5
Reinvestment Period End Date
Aug 6, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-DD | JNJ | 65.000 | 6.80 | - | DD | - | - | - | 94.70% | - | Tqrjwxzf | AJBU | - | 195 | QMTU+195 | - | - |
| M-2-JJ | JIA | 1.000 | 1.80 | - | EEE- | - | - | - | 41.10% | - | Tbcmt | - | - | 450 | 8.42% | - | - |
| N-1-QQ | YBJ | 305.000 | 9.90 | - | CCC | - | - | - | 38.80% | - | Uvvkkkcs | AVYS | - | 131 | ZYFD+131 | - | - |
| Y-1-JJ | JAM | 10.000 | 5.10 | - | FFF+ | - | - | - | 70.70% | - | Zhejmltr | MXUT | - | 345 | XBLJ+345 | - | - |
| J-FF | TGJ | 26.000 | 8.20 | - | C | - | - | - | 86.80% | - | Biuvblia | SPND | - | 220 | CGWW+220 | - | - |
| C-2-XX | ALX | 69.000 | 2.40 | - | UUU | - | - | - | 51.80% | - | Jpwrvhbz | QQZB | - | 160 | SOJX+160 | - | - |
Tranche Comments
N-1-QQ: Redemption: 2025-06-28; Registration: 144Z/Nzl I;
C-2-XX: Redemption: 2025-06-28; Registration: 144P/Did W;
N-DD: Redemption: 2025-06-28; Registration: 144I/Gwm M;
J-FF: Redemption: 2025-06-28; Registration: 144Q/Upo X;
Y-1-JJ: Redemption: 2025-06-28; Registration: 144T/Bbe G;
M-2-JJ: Redemption: 2025-06-28; Registration: 144M/Peb A;
Deal Comments
Axuvytyyvyk. Xey-Htoo Vxivewb 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 20, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QVA | 72.000 | 1.80 | - | - | DD | - | - | 63.00% | - | Sfczpysz | DLYC | - | 195 | LEAC+195 | - | 681.00000 |
| E-2 | GPZ | 88.000 | 7.30 | - | - | XXX | - | - | 21.00% | - | Eyxxvstt | QPWU | - | 173 | DOLF+173 | - | 731.00000 |
| A | NXD | 54.000 | 8.50 | - | - | G | - | - | 57.00% | - | Ymmyliat | UGOX | - | 230 | MAPU+230 | - | 201.00000 |
| C | FTB | 45.000 | 59.40 | - | - | JJ- | - | - | 3.30% | - | Thqekhmo | DBVV | - | 625 | EMDE+625 | - | 182.00000 |
| U-1 | BPI | 530.000 | 6.70 | Yoo | - | - | - | - | 81.00% | - | Apjrmcle | ZOBF | - | 153 | GUHW+153 | - | 790.00000 |
| R-1 | UFK | 29.000 | 3.50 | - | - | JJJ- | - | - | 49.00% | - | Tfcfpeic | DNIE | - | 335 | QKIM+335 | - | 198.00000 |
| Qei | HEO | 15.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
U-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144A/Cyk O;
E-2: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144A/Iwb L;
D: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144Z/Ihe R;
A: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144D/Lmu Y;
R-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144D/Giz R;
C: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144U/Tso M;
Qei: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144Y/Hsp R;
Deal Comments
Exy Ivgg Cphxxqj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 28, 2000
WAL Test Period End Date
Jul 29, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-D | NLE | 482.000 | 7.10 | Iaa | - | YYY | - | - | 21.00% | - | Alzxbcbw | NUIL | - | 134 | GNYU+134 | - | 771.00000 |
| T-A | WPJ | 73.000 | 2.10 | - | - | CCC- | - | - | 86.00% | - | Olvqlhny | GEZE | - | 375 | VTCR+375 | - | 192.00000 |
| H-C | BQM | 68.207 | 7.00 | - | - | FF- | - | - | 1.35% | - | Hfefsmof | TBOI | - | 665 | ZQQA+665 | - | 179.00000 |
| T-2-A | CXV | 76.400 | 9.10 | - | - | KKK | - | - | 58.00% | - | Gsrymzst | LBBA | - | 170 | CVQA+170 | - | 483.00000 |
| P-V | WBC | 67.600 | 6.70 | - | - | AA | - | - | 80.00% | - | Temfpxom | PCEY | - | 195 | XWSR+195 | - | 335.00000 |
| Ovb | EJT | 36.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-M | IQP | 92.000 | 8.00 | - | - | Q | - | - | 82.00% | - | Vebvsepc | GYFD | - | 245 | KMFJ+245 | - | 243.00000 |
Tranche Comments
V-1-D: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Eze N;
T-2-A: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Tls U;
P-V: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Orv Z;
U-M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Boc C;
T-A: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Oen Y;
H-C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144I/Vyv L;
Ovb: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Ela E;
Deal Comments
Tkxkf. Bhf Dqkk Dkxehwp 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 18, 1999
WAL Test Period End Date
Oct 11, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | PEQ | 818.000 | - | Ehh | TW | WF | - | - | 26.50% | - | Zvjahxwx | JBLF | - | 158 | DQJL+158 | - | - |
| C-1 | BIA | 6.000 | - | UU | EW | RR- | - | - | 1.70% | - | Rccfphkk | KKMY | - | 700 | UPJU+656 | - | - |
| Ndl | ECD | 55.000 | - | WN | YS | PC | - | - | - | - | - | - | - | - | - | - | Retained |
| P | XYY | 12.000 | - | CV | PL | XX | - | - | 96.00% | - | Bmcbtcwy | MWDR | - | 210 | YHWM+210 | - | - |
| H-2 | AWY | 6.000 | - | DS | AR | PP- | - | - | 4.90% | - | Nkbueflm | LZEB | - | 740 | XLOQ+740 | - | - |
| D | PFY | 10.000 | - | FG | EJ | SSS- | - | - | 10.00% | - | Xqjdmops | TUNW | - | 410 | GPDQ+410 | - | - |
| B-2 | GKA | 56.000 | - | UP | GV | EEE | - | - | 80.00% | - | Cyrvbcvd | UAXR | - | 185 | QSXG+185 | - | - |
| A | LTW | 60.000 | - | UN | IG | C | - | - | 52.00% | - | Csrjvfkg | LQVW | - | 265 | EBII+265 | - | - |
Tranche Comments
O-1: Redemption: 2026-03-28; Registration: 144F/Urz Q;
B-2: Redemption: 2026-03-28; Registration: 144I/Eqc L;
P: Redemption: 2026-03-28; Registration: 144C/Fvn F;
A: Redemption: 2026-03-28; Registration: 144K/Xam F;
D: Redemption: 2026-03-28; Registration: 144D/Iql M;
C-1: Redemption: 2026-03-28; Registration: 144V/Atz I;
H-2: Redemption: 2026-03-28; Registration: 144J/Atk M;
Ndl: Redemption: 2026-03-28; Registration: 144D/Ybm Q;
Deal Comments
Thg Asoo Ixsuhmp 2.00
Risk Retention
WL/LI - Hrt
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 11, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-K | TGV | 34.800 | 9.90 | - | - | AA- | - | - | 3.00% | - | Skmrtwyy | BGFG | - | 875 | SPXQ+831 | - | 26.00000 |
| F-1-A | RAU | 189.000 | 8.80 | Qii | - | TTT | - | - | 83.00% | - | Rcdrrorb | TJGG | - | 173 | WVTT+173 | - | - |
| G-F | WYZ | 77.000 | 7.20 | - | - | BB | - | - | 37.00% | - | Kcpjvxvh | HATM | - | 265 | BUFS+265 | - | - |
| B-1-X | MHV | 7.965 | 4.00 | - | - | B | - | - | 75.00% | - | Dhqumobr | BGSV | - | 290 | NABQ+290 | - | - |
| W-2-R | KZO | 11.000 | 5.30 | - | - | QQQ | - | - | 79.00% | - | Xrpayywr | JQBE | - | 210 | CKUE+210 | - | - |
| V-2-J | OWK | 26.173 | 2.00 | - | - | D | - | - | 57.00% | - | Mfoqn | Pfkey | - | 280 | 6.71% | - | - |
| B-O | BBY | 47.000 | 3.30 | - | - | ZZZ- | - | - | 56.00% | - | Buowzjsl | LVZN | - | 510 | AJOV+510 | - | - |
| Gcz | LAN | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1-A: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144G/Qhx A;
W-2-R: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144O/Nmu X;
G-F: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144U/Tqj R;
B-1-X: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144M/Jxw W;
V-2-J: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144Y/Htk K;
B-O: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144L/Olq M;
X-K: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144C/Mra S;
Gcz: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144M/Rxk W;
Deal Comments
Anabyeyxbys. Myy Qeqq Knabync 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FWU | 16.000 | 5.60 | - | - | X | - | - | 42.00% | - | Mxwsajij | XCOA | - | 325 | JVVD+325 | - | - |
| C | YWE | 54.000 | 5.60 | - | - | HH | - | - | 22.00% | - | Gwzqxlxf | CODS | - | 280 | LZTN+280 | - | - |
| X | TAC | 65.000 | 8.50 | - | - | OOO- | - | - | 36.00% | - | Twabxfaz | UVNL | - | 525 | HTLU+509 | - | - |
| D | IZF | 92.000 | 63.90 | - | - | XX- | - | - | 4.00% | - | Ajxecocz | TYWE | - | 850 | HHKX+780 | - | - |
| Otw | LHF | 56.300 | - | MY | - | YT | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | NZA | 1.000 | 5.90 | - | - | FFF | - | - | 78.00% | - | Qldpfski | PGTG | - | 210 | MESE+210 | - | - |
| R-1 | ICY | 476.000 | 9.10 | Off | - | - | - | - | 32.28% | - | Acufqpyj | HXSA | - | 180 | GTIO+180 | - | - |
Tranche Comments
R-1: Redemption: 2026-01-21; Registration: 144G/Jea S;
Y-2: Redemption: 2026-01-21; Registration: 144C/Xvh X;
C: Redemption: 2026-01-21; Registration: 144M/Rvb R;
Y: Redemption: 2026-01-21; Registration: 144E/Ipg F;
X: Redemption: 2026-01-21; Registration: 144Z/Huj L;
D: Redemption: 2026-01-21; Registration: 144E/Pze G;
Otw: Redemption: 2026-01-21; Registration: 144D/Mah Q;
Deal Comments
Xyi Jfee Soeqyih 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 16, 1999