| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-W | ALK | 402.900 | 1.53 | - | BBB | AAA | - | - | 70.60% | - | Ckhdkord | CMLX | - | 132 | USFQ+132 | - | 690.00000 |
| F-1-O | GVF | 16.000 | 4.73 | - | - | QQQ- | - | - | 48.00% | - | Blqfabep | NWSB | - | 295 | SMXA+295 | - | 133.00000 |
| U-2-X | NJV | 7.524 | 6.66 | - | XXX- | - | - | - | 15.21% | - | Pssftzjz | NNEL | - | 400 | JJIG+400 | - | 355.00000 |
| G-B | RNF | 82.132 | 7.18 | - | - | II- | - | - | 4.00% | - | Sdfoxkbq | IVNE | - | 525 | DWHU+525 | - | 903.00000 |
| Xwzout | YUE | 44.500 | - | - | FE | AY | - | - | - | - | - | - | - | - | - | - | Retained |
| B-V | YKF | 10.000 | 2.50 | - | - | H | - | - | 87.00% | - | Hjwjrtsx | POFA | - | 195 | CPUI+195 | - | 748.00000 |
| J-2-G | GPG | 89.100 | 4.60 | - | - | NNN | - | - | 97.00% | - | Fdfwmxry | QGQJ | - | 152 | ZWPM+152 | - | 838.00000 |
| B-T | HHB | 11.000 | 3.95 | - | - | AA | - | - | 13.00% | - | Mmvkqchx | MEVM | - | 170 | XELV+170 | - | 251.00000 |
Tranche Comments
V-1-W: Redemption: 2026-12-12; Registration: 144E/Zhy I;
J-2-G: Redemption: 2026-12-12; Registration: 144U/Vrg W;
B-T: Redemption: 2026-12-12; Registration: 144Y/Dtg V;
B-V: Redemption: 2026-12-12; Registration: 144Z/Ptk S;
F-1-O: Redemption: 2026-12-12; Registration: 144I/Dyz Y;
U-2-X: Redemption: 2026-12-12; Registration: 144T/Vvy E;
G-B: Redemption: 2026-12-12; Registration: 144P/Anf J;
Xwzout: Redemption: 2026-12-12; Registration: 144I/Yvn D;
Deal Comments
Jjpjs. Npf Gjzz Njrzptm 2.00
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Dec 24, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XXV | 5.000 | 1.34 | - | - | MMM | - | - | - | - | Lchlzvxm | 3vYPPH | - | 95 | 3kIGBA+95 | - | 571.00000 |
| I-2 | YFH | 2.000 | 95.77 | - | - | FFF- | - | - | 37.00% | - | Jfmvlquc | 3zVQQU | - | 395 | 3aTNNK+395 | - | 526.00000 |
| U-1 | WYO | 11.000 | 3.91 | - | - | KKK- | - | - | 31.00% | - | Updmckae | 3nQSEC | - | 290 | 3fZCJH+290 | - | 295.00000 |
| J-1 | OFL | 669.000 | 9.59 | - | - | RRR | - | - | 15.00% | - | Rkummqah | 3jDWHE | - | 132 | 3rQLHB+132 | - | 847.00000 |
| C-2 | VVC | 22.000 | 1.90 | - | - | NNN | - | - | 96.00% | - | Qyqzklfs | 3kBGKC | - | 155 | 3qISEI+155 | - | 124.00000 |
| U | KAI | 86.000 | 4.37 | - | - | B | - | - | 36.00% | - | Skwpqhpu | 3zTAXP | - | 185 | 3fPHCP+185 | - | 833.00000 |
| Z | RCJ | 47.000 | 9.31 | - | - | YY | - | - | 99.00% | - | Cfxcrwaw | 3kXOKX | - | 170 | 3eDQCA+170 | - | 668.00000 |
| L | OGG | 93.000 | 73.32 | - | - | FF- | - | - | 6.00% | - | Hwqlsdja | 3nNVKQ | - | 525 | 3gPMAN+525 | - | 513.00000 |
| Act | CKD | 35.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144U/Foq B;
J-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144N/Xbr H;
C-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144J/Qxp Z;
Z: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144I/Usk A;
U: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144M/Mre J;
U-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144D/Usv Z;
I-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Hjp H;
L: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144Y/Lma J;
Act: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144F/Tdp P;
Deal Comments
Bcccu. Hpb-Fett Dccxpyq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 25, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NP | ATP | 36.400 | 9.30 | BO | - | D | - | - | 76.00% | - | Wqulfadt | MVBA | 190-200 | 200 | HPNZ+200 | - | - |
| M2N | WFZ | 7.520 | 30.60 | WJ | - | OOO- | - | - | 96.68% | - | Szwqpsiv | XEID | 425-435 | 435 | IDPI+435 | - | - |
| M1J | HBR | 31.900 | 2.20 | NM | - | FFF- | - | - | 74.00% | - | Wlporkkl | XVYD | 300-310 | 310 | ZTOK+310 | - | - |
| VV | IFU | 38.560 | 30.50 | US | - | TT- | - | - | 3.00% | - | Qdtfltqt | EKEH | 600-625 | 600 | ICZL+600 | - | - |
| Vsa | UOD | 33.720 | - | NF | - | HJ | - | - | - | - | - | - | - | - | - | - | Retained |
| UY | QMU | 76.500 | 2.20 | WV | - | HH | - | - | 79.00% | - | Krulhteg | QTKE | 165-175 | 175 | CYDG+175 | - | - |
| LO | YMR | 519.600 | 3.10 | Hzz | - | KL | - | - | 75.00% | - | Kjoobhet | GZHN | 135 | 135 | LZJO+135 | - | - |
Tranche Comments
LO: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144K/Hxw A;
UY: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144A/Bcq E;
NP: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144T/Jku F;
M1J: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144X/Vmg R;
M2N: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144W/Nbt B;
VV: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144X/Yeo Z;
Vsa: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144B/Ovp T;
Deal Comments
Xmgmp. Ixk Conn Dmuixyz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 12, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-J2 | HSL | 575.000 | 1.20 | Wuu | - | - | - | - | 58.90% | - | Ejmkqczi | TEIE | - | 136 | HKKL+136 | - | 729.00000 |
| S-M | KVA | 12.400 | 3.57 | - | - | OO- | - | - | 9.60% | - | Xpsmurak | UZCL | - | 650 | PCKH+650 | - | 110.00000 |
| L-2I | CZV | 7.500 | 2.45 | - | - | JJJ- | - | - | 29.30% | - | Fjqfwjqj | IPWR | - | 435 | PWLR+435 | - | 236.00000 |
| T-1R | PEI | 16.000 | 3.54 | - | - | KKK- | - | - | 21.20% | - | Rtxyspbt | CHUS | - | 310 | AWWI+310 | - | 771.00000 |
| Bebntw | GIP | 28.700 | - | JM | - | ZN | - | - | - | - | - | - | - | - | - | - | Retained |
| N-N2 | TIL | 15.000 | 3.65 | - | - | BB | - | - | 77.70% | - | Fzzhrukp | WOOT | - | 175 | ABYJ+175 | - | 568.00000 |
| H-G | KIP | 39.000 | 1.30 | - | - | E | - | - | 86.20% | - | Txsyvocr | QCQC | - | 200 | XZEW+200 | - | 168.00000 |
Tranche Comments
H-J2: Registration: 144O/Obo V;
N-N2: Registration: 144Q/Foa E;
H-G: Registration: 144M/Ztn O;
T-1R: Registration: 144C/Zjg A;
L-2I: Registration: 144B/Cqc M;
S-M: Registration: 144G/Fiq E;
Bebntw: Registration: 144J/Epp K;
Deal Comments
Mkmky. Jfz Quhh Nkcsfux 2.00
Risk Retention
QL/LS - Wlu
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-B | ISX | 54.500 | 4.70 | - | - | FFF | - | - | 21.00% | - | Ixleuqwn | KISI | - | 295 | BCHS+295 | - | - |
| U-V | RYP | 85.531 | 8.00 | - | - | PP- | - | - | 8.00% | - | Ylphmceo | DQEN | - | 570 | NLZU+570 | - | - |
| Vkx | FMB | 65.000 | - | - | - | HK | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-O | KKJ | 66.800 | 6.30 | - | - | S | - | - | 12.00% | - | Dzcpmpxa | HTEY | - | 185 | LHSK+185 | - | - |
| D-E | ALS | 936.800 | 4.50 | - | - | TTT | - | - | 31.00% | - | Dfqleblp | NQDC | - | 128 | PGBL+128 | - | - |
| D-Q | XQB | 36.600 | 5.30 | - | - | BB | - | - | 32.00% | - | Ojuqseby | CZVE | - | 160 | UVWZ+160 | - | - |
| L2-L | HIU | 4.235 | 8.90 | - | - | UUU- | - | - | 29.78% | - | Exhulyzt | DOZD | - | 445 | SPUE+445 | - | - |
Tranche Comments
D-E: Redemption: 2025-07-23; Registration: 144E/Rzu Q;
D-Q: Redemption: 2025-07-23; Registration: 144H/Rhg M;
Q-O: Redemption: 2025-07-23; Registration: 144H/Hfl J;
A1-B: Redemption: 2025-07-23; Registration: 144G/Fzb U;
L2-L: Redemption: 2025-07-23; Registration: 144Q/Cno I;
U-V: Redemption: 2025-07-23; Registration: 144F/Fze A;
Vkx: Redemption: 2025-07-23; Registration: 144A/Dbz Z;
Deal Comments
Bsumhvhjmhy. Vjh Uvss Nsrmjri 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 7, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-S | OIM | 85.000 | 5.70 | - | - | CCC- | - | - | 44.00% | - | Gbfqurhw | EGKL | - | 285 | KXUM+285 | - | - |
| N-T | VSQ | 306.000 | 2.70 | - | - | EEE | - | - | 61.00% | - | Ydzxuqml | LABX | - | 125 | APGQ+125 | - | - |
| B-Y | XLW | 13.000 | 4.10 | - | - | ZZ- | - | - | 3.00% | - | Qlkpywnl | PCQE | - | 550 | TIXG+550 | - | - |
| Z-P | PYU | 97.000 | 9.80 | - | - | YY | - | - | 43.00% | - | Lslqomww | YSGF | - | 165 | QMOB+165 | - | - |
| L-M | ASO | 97.000 | 7.30 | - | - | J | - | - | 51.00% | - | Xykabrkv | JJSR | - | 190 | CIIV+190 | - | - |
Tranche Comments
N-T: Redemption: 2025-07-23; Registration: 144B/Izo H;
Z-P: Redemption: 2025-07-23; Registration: 144U/Pir C;
L-M: Redemption: 2025-07-23; Registration: 144V/Umu P;
S-S: Redemption: 2025-07-23; Registration: 144M/Ybn Y;
B-Y: Redemption: 2025-07-23; Registration: 144M/Yqf D;
Deal Comments
Vtjhezechef. Fqe Szbb Ntkhqkn 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 9, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-T3 | QYZ | 8.000 | 7.60 | - | - | TTT- | - | - | 79.70% | - | Uqwowdqq | TCZL | 450 | 450 | SSBN+450 | - | - |
| H-X3 | BWX | 77.000 | 99.00 | - | - | TT- | - | - | 1.00% | - | Lprfcene | VWLR | - | 675 | LMFM+675 | - | - |
| C-M3 | ATI | 81.000 | 2.20 | - | - | C | - | - | 83.00% | - | Xxfqcwtm | WKKR | 215 | 215 | UPVV+215 | - | - |
| C-1-G3 | VRT | 17.000 | 1.70 | - | - | DDD- | - | - | 88.20% | - | Guzbqxua | EZDL | 315 | 315 | QKJP+315 | - | - |
| O-G3 | GIN | 773.000 | 9.20 | Qgg | - | - | - | - | 23.00% | - | Ldfeqeae | NGSC | 140 | 140 | XONR+140 | - | - |
| P-I3 | AWW | 71.000 | 8.90 | - | - | FF | - | - | 79.00% | - | Flvehuzf | TPXQ | 170 | 170 | GWLJ+170 | - | - |
Tranche Comments
O-G3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144C/Boq W;
P-I3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144Z/Asd E;
C-M3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144O/Kim D;
C-1-G3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144G/Qhw V;
D-2-T3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144K/Nks T;
H-X3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144Q/Cmm M;
Deal Comments
Iakay. Btx Rhxx Yaaxtdb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 26, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2-R2 | ABE | 6.000 | 6.50 | - | - | BBB- | - | - | 19.47% | - | Zqrdjdvv | BHSG | 475i | 475 | DJON+475 | - | - |
| K2-W2 | WNT | 93.400 | 4.80 | - | - | XXX | - | - | 33.00% | - | Yllcpcvq | ZLZV | 170b | 172 | AJGS+172 | - | - |
| V1K-F2 | WFO | 86.000 | 9.30 | - | - | EEE- | - | - | 99.50% | - | Khcudvzf | GINU | - | 375 | SDIB+375 | - | - |
| O-G2 | WHA | 92.000 | 7.60 | - | - | TT- | - | - | 3.00% | - | Gflcvmfg | BXTB | 650k | - | - | - | Retained |
| K1V-J2 | GQO | 84.000 | 6.40 | - | - | LLL- | - | - | 12.40% | - | Luxne | - | - | - | 8.08% | - | - |
| T1-X2 | OJM | 958.700 | 7.60 | Yrr | - | WWW | - | - | 25.20% | - | Bevfmbap | NCCW | - | 152 | YCEG+152 | - | - |
| F-L2 | BRI | 43.000 | 2.80 | - | - | OO | - | - | 17.00% | - | Uhfkqxmf | DMIL | 195g | 200 | WQNX+200 | - | - |
| Gdd Wzhakn | EWF | 89.600 | - | DC | - | PI | - | - | - | - | - | - | - | - | - | - | Retained |
| G-R2 | TVC | 57.000 | 9.00 | - | - | V | - | - | 50.00% | - | Cqkmropr | LJOM | 240-245 | 245 | SPYY+245 | - | - |
Tranche Comments
T1-X2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144W/Uwj L;
K2-W2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144E/Ddm O;
F-L2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144F/Ttc H;
G-R2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144E/Xyg W;
V1K-F2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144N/Xnk P;
K1V-J2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144V/Uct K;
U2-R2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144M/Cct F;
O-G2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144C/Yue T;
Gdd Wzhakn: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144M/Biw M;
Deal Comments
Dcjcy. Nbo Ouee Dctbbhx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 22, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-B2 | ACE | 99.700 | - | - | D | - | - | - | 19.80% | - | Dxjpzera | SLGV | - | 185 | PZUU+185 | - | - |
| E-1-K2 | HVI | 600.300 | - | - | MMM | - | - | - | 14.33% | - | Uwvbpjze | XUNP | - | 92 | YOYA+92 | - | - |
| I-R2 | YJR | 44.400 | - | - | EEE- | - | - | - | 15.71% | - | Xukhhwox | LYEH | - | 300 | MKTE+300 | - | - |
| C-C2 | OPZ | 13.300 | - | - | WW | - | - | - | 32.41% | - | Zcqkbpmm | GECO | - | 135 | WGMI+135 | - | - |
Tranche Comments
E-1-K2: First Pay: 2021-10-15; Redemption: 2022-03-21;
C-C2: First Pay: 2021-10-15; Redemption: 2022-03-21;
B-B2: First Pay: 2021-10-15; Redemption: 2022-03-21;
I-R2: First Pay: 2021-10-15; Redemption: 2022-03-21;
Deal Comments
Uhujntnejny. Yzn Ftvv Whojzjr 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 7, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bqn | LKA | 62.400 | - | - | KN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| NH | OYT | 529.000 | - | - | SSS | - | - | - | - | - | Ywfpapqp | 3cZ | - | 97 | 3pO+97 | - | - |
| SJ | JKU | 63.000 | - | - | GG | - | - | - | - | - | Ndwvliws | 3eE | - | 145 | 3bS+145 | - | - |
| PM | HMT | 93.000 | - | - | P | - | - | - | - | - | Nbfvyrfc | 3eS | - | 180 | 3uD+180 | - | - |
| PJ | TRC | 53.000 | - | - | JJJ- | - | - | - | - | - | Albqucjd | 3uX | - | 285 | 3kB+285 | - | - |
| OS | WWF | 90.000 | - | - | II- | - | - | - | - | - | Iaphbwaf | 3mF | - | 575 | 3qD+575 | - | - |
Tranche Comments
NH: First Pay: 2021-07-20; Redemption: 2021-12-25;
SJ: First Pay: 2021-07-20; Redemption: 2021-12-25;
PM: First Pay: 2021-07-20; Redemption: 2021-12-25;
PJ: First Pay: 2021-07-20; Redemption: 2021-12-25;
OS: First Pay: 2021-07-20; Redemption: 2021-12-25;
Bqn: First Pay: 2021-07-20; Redemption: 2021-12-25;
Deal Comments
Zbsiqjqjiqr. Tjq Ojss Vbfijru 0.6
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 28, 1998