| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-N2 | EAW | 669.000 | 7.90 | Kmm | - | - | - | - | 77.00% | - | Vsjfldlb | BHBJ | - | 121 | SQSG+121 | - | - |
| G-N2 | BVR | 55.000 | 4.00 | - | - | E | - | - | 33.00% | - | Galnafun | ETKY | - | 195 | TMTY+195 | - | - |
| B-2-U2 | MWN | 6.000 | 6.90 | - | - | CCC | - | - | 76.00% | - | Awyextqn | DACI | - | 150 | BNPN+150 | - | - |
| C-G2 | CHQ | 23.000 | 5.50 | - | - | WW- | - | - | 9.00% | - | Djbyfyhc | UAMM | - | 600 | XHBX+600 | - | - |
| Wff Lvu | WMN | 6.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ojx | POE | 44.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1-U2 | KOQ | 67.000 | 7.00 | - | - | S | - | - | 29.00% | - | Mqymoocp | HOYQ | - | 290 | YISD+290 | - | - |
| X-2-R2 | ONR | 9.000 | 2.20 | - | - | UUU- | - | - | 60.00% | - | Zpbmmelj | DYGF | - | 410 | EJZW+410 | - | - |
| S-E2 | HFY | 19.000 | 8.10 | - | - | CC | - | - | 25.00% | - | Qvepxucz | IKTX | - | 170 | WKVJ+170 | - | - |
Tranche Comments
J-1-N2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144H/Ynt B;
B-2-U2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144C/Hwe R;
S-E2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144F/Iph N;
G-N2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144K/Mxv K;
J-1-U2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144W/Qtx Q;
X-2-R2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144O/Byy Q;
C-G2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144L/Pal S;
Wff Lvu: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Z/Bkd X;
Ojx: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144O/Mmz Z;
Deal Comments
Ktktq. Osk Hxll Ltersvf 1.00. Ddt vtxl txk qkkrltv qs IW$406.5s
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 17, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | LJJ | 935.000 | 3.80 | Hxx | - | - | - | - | 81.00% | - | Buqvjkbc | KSUQ | - | 138 | JADU+138 | - | 312.00000 |
| J | TLW | 67.000 | 4.30 | - | - | G | - | - | 44.00% | - | Khxpliop | QCOM | - | 195 | KEUF+195 | - | 143.00000 |
| Kni | WUI | 65.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | YJN | 67.000 | 7.00 | - | - | PPP | - | - | 80.00% | - | Mxuqcvqj | UBBU | - | 156 | DVFT+156 | - | 561.00000 |
| F | CPD | 20.000 | 1.50 | - | - | BB | - | - | 26.00% | - | Sjxdxxeu | UWYL | - | 175 | VACS+175 | - | 597.00000 |
| T-1 | AHI | 78.000 | 2.70 | - | - | OOO | - | - | 62.43% | - | Occaakym | VKEC | - | 300 | KLMZ+300 | - | 656.00000 |
| Z-2 | WLD | 7.000 | 52.90 | - | - | UUU- | - | - | 90.00% | - | Ofvmsthj | LPLU | - | 415 | SBZB+415 | - | 997.00000 |
| N | ZPV | 96.000 | 73.30 | - | - | TT- | - | - | 1.00% | - | Wzsebymb | JGCD | - | 600 | YQQK+600 | - | 179.00000 |
Tranche Comments
J-1: Redemption: 2027-01-20; Registration: 144B/Dhc T;
P-2: Redemption: 2027-01-20; Registration: 144G/Ooe D;
F: Redemption: 2027-01-20; Registration: 144N/Lhn L;
J: Redemption: 2027-01-20; Registration: 144X/Vqy Z;
T-1: Redemption: 2027-01-20; Registration: 144K/Xqy K;
Z-2: Redemption: 2027-01-20; Registration: 144U/Xwv E;
N: Redemption: 2027-01-20; Registration: 144X/Efp C;
Kni: Redemption: 2027-01-20; Registration: 144W/Hvx B;
Deal Comments
Tlv Rqhh Oliklim 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 19, 2022
WAL Test Period End Date
Jun 30, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VIC | 70.000 | 6.18 | - | - | P | - | - | 37.00% | - | Ekobltri | MQIR | - | 200 | JNAI+200 | - | - |
| U-2 | ZKV | 83.000 | 8.34 | - | - | ZZZ- | - | - | 88.00% | - | Ilfey | - | - | 315 | 6.46% | - | - |
| K | WCM | 534.000 | 7.22 | Qww | - | - | - | - | 19.00% | - | Luruvlwv | NPQC | - | 140 | VBYR+140 | - | - |
| F | PJE | 73.000 | 9.24 | - | - | RR | - | - | 46.00% | - | Nybhfpfd | HALY | - | 175 | XIQI+175 | - | - |
| R | MIO | 21.000 | 98.70 | - | - | ZZ- | - | - | 2.00% | - | Bdkxxsla | VCSH | - | 625 | ENPW+625 | - | - |
| K-1 | VJS | 6.000 | 9.44 | - | - | UUU- | - | - | 98.00% | - | Xyzpeqsp | XMIO | - | 315 | EYAB+315 | - | - |
| Npd | POH | 20.860 | - | ER | - | TM | - | - | - | - | - | - | - | - | - | - | Retained |
| N-3 | MBD | 1.000 | 33.60 | - | - | GGG- | - | - | 79.00% | - | Swrkywyc | VKFM | - | 440 | UYNP+440 | - | - |
Tranche Comments
K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Amu S;
F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Ods F;
J: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Fvt J;
K-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Vom C;
U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Exd P;
N-3: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Uxe T;
R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Qvo M;
Npd: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Zyn J;
Deal Comments
Lmj Uyzz Mpwjmfc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 17, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-CCC | NNG | 78.000 | 4.00 | - | RR | - | - | - | 56.90% | - | Orlqpwso | 3mCQHS | - | 170 | 3sGTGE+170 | - | - |
| I-DDD | AOG | 890.345 | 8.70 | - | MMM | - | - | - | 55.50% | - | Fzydtsha | 3tWNYI | - | 123 | 3qZKDD+123 | - | - |
| J-YYY | CGZ | 46.000 | 3.20 | - | T | - | - | - | 64.50% | - | Zqqdauvm | 3xSQSR | - | 220 | 3sNEBR+220 | - | - |
Tranche Comments
I-DDD: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144X/Mte I;
A-CCC: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144H/Ytb U;
J-YYY: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144U/Vmt V;
Deal Comments
Utqliiizliz. Wii Ciyy Dtvlilc 0.5
Reinvestment Period End Date
Jan 31, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-GG | FZF | 45.000 | 3.10 | - | YYY | - | - | - | 33.20% | - | Fvyhhzjv | BQLN | - | 160 | DASP+160 | - | - |
| N-1-KK | IWM | 853.000 | 9.40 | - | TTT | - | - | - | 53.10% | - | Lwkafdsw | VNHB | - | 131 | MNGK+131 | - | - |
| U-EE | OLH | 28.000 | 6.90 | - | QQ | - | - | - | 37.30% | - | Veciyzki | EILM | - | 195 | DIJD+195 | - | - |
| Y-2-SS | YRZ | 4.000 | 4.20 | - | TTT- | - | - | - | 32.60% | - | Tmvii | - | - | 450 | 8.42% | - | - |
| P-1-MM | GQH | 65.000 | 8.80 | - | PPP+ | - | - | - | 39.50% | - | Marveavp | SWUV | - | 345 | BIPU+345 | - | - |
| L-BB | VKU | 52.000 | 1.10 | - | U | - | - | - | 22.20% | - | Hzydxwon | WJZD | - | 220 | HDWN+220 | - | - |
Tranche Comments
N-1-KK: Redemption: 2025-06-28; Registration: 144X/Kfl S;
V-2-GG: Redemption: 2025-06-28; Registration: 144H/Znt J;
U-EE: Redemption: 2025-06-28; Registration: 144G/Atn Y;
L-BB: Redemption: 2025-06-28; Registration: 144H/Icn N;
P-1-MM: Redemption: 2025-06-28; Registration: 144C/Ihv A;
Y-2-SS: Redemption: 2025-06-28; Registration: 144U/Mpy I;
Deal Comments
Ujbxsasmxsp. Jss-Fakk Ajixszv 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 9, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LEQ | 55.000 | 73.60 | - | - | MM- | - | - | 8.60% | - | Gsxpwouu | PAFL | - | 625 | QPQJ+625 | - | 633.00000 |
| J-2 | AWY | 34.000 | 9.30 | - | - | EEE | - | - | 96.00% | - | Yybdmhnw | HCSB | - | 173 | XVFD+173 | - | 283.00000 |
| O-1 | AMX | 71.000 | 1.90 | - | - | GGG- | - | - | 51.00% | - | Tzwqyrrd | SJDQ | - | 335 | JYHW+335 | - | 241.00000 |
| Ncz | LCP | 85.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | QNF | 38.000 | 1.60 | - | - | S | - | - | 10.00% | - | Oqxpujnx | AZKF | - | 230 | DKDK+230 | - | 342.00000 |
| P-1 | BJV | 343.000 | 2.60 | Yff | - | - | - | - | 37.00% | - | Qekqwitm | IIWH | - | 153 | QITF+153 | - | 839.00000 |
| Y | XSB | 50.000 | 6.30 | - | - | WW | - | - | 65.00% | - | Wcrkuezp | VMBO | - | 195 | XXXH+195 | - | 505.00000 |
Tranche Comments
P-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144K/Hqp B;
J-2: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144V/Bvx E;
Y: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144F/Rif E;
N: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144H/Txx D;
O-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144X/Cti H;
O: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144N/Mxt L;
Ncz: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144Q/Hbz I;
Deal Comments
Ovt Unzz Lhakvub 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 19, 2006
WAL Test Period End Date
Sep 2, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-L | KJS | 76.000 | 5.60 | - | - | KKK- | - | - | 45.00% | - | Grzlkjke | JMXR | - | 375 | UVNF+375 | - | 493.00000 |
| Tfv | MHW | 23.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-N | CWW | 71.000 | 9.00 | - | - | M | - | - | 63.00% | - | Fzwuxmbb | INTC | - | 245 | ZBDA+245 | - | 593.00000 |
| N-2-Y | PVV | 91.400 | 2.80 | - | - | KKK | - | - | 72.00% | - | Ovuhearz | UOYS | - | 170 | XVZS+170 | - | 623.00000 |
| O-V | USZ | 22.900 | 4.20 | - | - | DD | - | - | 78.00% | - | Qbucuxcs | MEPW | - | 195 | BECQ+195 | - | 596.00000 |
| Y-K | XAE | 22.255 | 6.00 | - | - | TT- | - | - | 8.89% | - | Ipopepos | EYHT | - | 665 | TOVN+665 | - | 671.00000 |
| N-1-Y | YST | 686.000 | 8.50 | Kkk | - | LLL | - | - | 44.00% | - | Kvfacswb | POOC | - | 134 | DXPZ+134 | - | 391.00000 |
Tranche Comments
N-1-Y: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Joz Z;
N-2-Y: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144U/Xel Z;
O-V: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Whj W;
Y-N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144M/Bzy D;
H-L: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144U/Ftp T;
Y-K: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144N/Wbx Y;
Tfv: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Yaw H;
Deal Comments
Xpgpw. Bsp Xyll Jpvestu 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 14, 2010
WAL Test Period End Date
May 13, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | YQT | 77.000 | - | SH | JO | M | - | - | 69.00% | - | Fmqcqdsu | VDTE | - | 265 | BQQM+265 | - | - |
| U | PEX | 48.000 | - | EA | WV | OOO- | - | - | 94.00% | - | Grcvfwve | WEVK | - | 410 | TCEE+410 | - | - |
| L-2 | CZY | 64.000 | - | LW | SP | SSS | - | - | 21.00% | - | Ewbmmcfy | BEHX | - | 185 | HGZZ+185 | - | - |
| O-1 | RNU | 4.000 | - | PW | GL | LL- | - | - | 1.60% | - | Bdmvtanp | DDQV | - | 700 | STEV+656 | - | - |
| B-1 | TCO | 535.000 | - | Laa | YR | SY | - | - | 38.30% | - | Qmezyqqq | SEKO | - | 158 | GMYX+158 | - | - |
| E-2 | XFN | 5.000 | - | MU | XS | RR- | - | - | 7.70% | - | Srskthwi | YVUV | - | 740 | DNKI+740 | - | - |
| Ijg | TIH | 66.000 | - | LV | MB | NW | - | - | - | - | - | - | - | - | - | - | Retained |
| E | PZR | 50.000 | - | WV | VK | ZZ | - | - | 81.00% | - | Cfbhqczc | NKPN | - | 210 | TPMA+210 | - | - |
Tranche Comments
B-1: Redemption: 2026-03-28; Registration: 144G/Jvy A;
L-2: Redemption: 2026-03-28; Registration: 144F/Msj D;
E: Redemption: 2026-03-28; Registration: 144C/Mui J;
K: Redemption: 2026-03-28; Registration: 144I/Evz T;
U: Redemption: 2026-03-28; Registration: 144F/Vzi U;
O-1: Redemption: 2026-03-28; Registration: 144D/Dwh Q;
E-2: Redemption: 2026-03-28; Registration: 144N/Gib H;
Ijg: Redemption: 2026-03-28; Registration: 144J/Rhl L;
Deal Comments
Itc Isff Exostrj 2.00
Risk Retention
HE/EU - Yzh
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 23, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-J | NCD | 68.000 | 3.70 | - | - | JJJ | - | - | 93.00% | - | Lyujreyj | LNPA | - | 210 | BXIB+210 | - | - |
| S-M | TQD | 12.000 | 4.80 | - | - | NN | - | - | 45.00% | - | Fuhspmwy | ATJV | - | 265 | JNGN+265 | - | - |
| A-1-O | ZCF | 3.356 | 6.00 | - | - | Q | - | - | 15.00% | - | Rdnfpfxn | ECUH | - | 290 | WSQI+290 | - | - |
| Z-2-R | KFP | 61.654 | 8.00 | - | - | S | - | - | 31.00% | - | Ztxjo | Lhabz | - | 280 | 6.71% | - | - |
| N-O | INS | 11.000 | 9.90 | - | - | PPP- | - | - | 37.00% | - | Pqdfymcq | HWXL | - | 510 | EZGM+510 | - | - |
| Wft | ULC | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1-S | USQ | 438.000 | 5.70 | Ztt | - | AAA | - | - | 51.00% | - | Uomotvuk | ALVK | - | 173 | SZEU+173 | - | - |
| Z-N | HUF | 33.500 | 7.50 | - | - | UU- | - | - | 2.00% | - | Mlsytxhc | VAJM | - | 875 | SIAF+831 | - | 46.00000 |
Tranche Comments
J-1-S: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144T/Fra O;
S-2-J: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144W/Ulr O;
S-M: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144O/Gdw T;
A-1-O: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144K/Voh R;
Z-2-R: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144B/Gic A;
N-O: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144T/Xio D;
Z-N: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144N/Eez L;
Wft: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144M/Wfr I;
Deal Comments
Xzfipepwipg. Mop Lenn Zzviouc 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 12, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JSL | 67.000 | 7.30 | - | - | KK | - | - | 17.00% | - | Zhzkhyrg | TMHQ | - | 280 | XHDF+280 | - | - |
| V-2 | NBH | 6.000 | 9.90 | - | - | DDD | - | - | 33.00% | - | Fjbmmfio | XAIA | - | 210 | IGCM+210 | - | - |
| H | UPF | 57.000 | 7.20 | - | - | CCC- | - | - | 68.00% | - | Bwtovbtw | DIXA | - | 525 | YSVQ+509 | - | - |
| R | HQA | 56.000 | 17.40 | - | - | HH- | - | - | 7.00% | - | Mqfarumj | MSKL | - | 850 | PXGU+780 | - | - |
| O-1 | YCD | 537.000 | 1.70 | Tvv | - | - | - | - | 66.35% | - | Kkiopjiv | IGNB | - | 180 | VNBT+180 | - | - |
| O | YST | 32.000 | 9.20 | - | - | F | - | - | 12.00% | - | Lqyudrfd | VUHV | - | 325 | ZSVO+325 | - | - |
| Kxa | RAF | 72.100 | - | BY | - | CN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Redemption: 2026-01-21; Registration: 144C/Ard Z;
V-2: Redemption: 2026-01-21; Registration: 144W/Hxe S;
B: Redemption: 2026-01-21; Registration: 144C/Ryt U;
O: Redemption: 2026-01-21; Registration: 144Y/Uxj F;
H: Redemption: 2026-01-21; Registration: 144O/Rog R;
R: Redemption: 2026-01-21; Registration: 144B/Njo A;
Kxa: Redemption: 2026-01-21; Registration: 144Y/Bur V;
Deal Comments
Bsh Bwnn Hyflsjm 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 3, 2021