| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NEJ | 71.000 | 8.80 | - | - | G | - | - | 74.00% | - | Jdvcehzn | MXFY | - | 210 | NCWD+210 | - | - |
| Z-1 | FSK | 25.000 | - | - | - | QM | - | - | - | - | - | - | - | - | - | - | - |
| C | OVX | 67.000 | 68.30 | - | - | LL- | - | - | 5.00% | - | Gsybrlnl | UYIR | - | 758 | UQZR+758 | - | - |
| G | EAU | 3.000 | 9.70 | - | - | CCC | - | - | - | - | Ojhhjqio | PQZA | - | 130 | CQSF+130 | - | - |
| N-2 | KQB | 55.000 | 3.70 | - | - | DDD | - | - | 42.00% | - | Zsmzzuzb | AIGO | - | 165 | JTPM+165 | - | - |
| O-1 | EAQ | 18.000 | 3.60 | - | - | OOO- | - | - | 76.90% | - | Mxzujwti | MCSL | - | 325 | JWVW+325 | - | - |
| P-2 | JWE | 80.000 | - | - | - | WB | - | - | - | - | - | - | - | - | - | - | - |
| X | EUP | 69.000 | 2.20 | - | - | CC | - | - | 53.00% | - | Nhfaozcr | LEEB | - | 179 | NGQF+179 | - | - |
| B-1 | AKW | 518.000 | 4.20 | - | - | LLL | - | - | 57.00% | - | Hdeqcppc | XJMM | - | 134 | HIDT+134 | - | - |
| G-2 | XSI | 7.000 | 92.90 | - | - | ZZZ- | - | - | 86.00% | - | Fpzuhbja | LZFG | - | 475 | JJXX+475 | - | - |
Tranche Comments
G: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144C/Tej R;
B-1: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144C/Pkp V;
N-2: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144K/Peg P;
X: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144Y/Ebg S;
F: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144K/Ddk K;
O-1: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144B/Nnh Y;
G-2: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144K/Xiv P;
C: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144D/Fvs G;
Z-1: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144M/Qvn D; Comments: Momgpjxe;
P-2: First Pay: 2025-05-20; Redemption: 2027-02-20; Registration: 144N/Ojx P; Comments: Gwxwvywq;
Deal Comments
Emkhhpm. Ube Xzaa Omwkbud 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 31, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SMM | OFQ | 105.342 | 6.20 | Qpp | - | - | - | - | 85.30% | - | Hfcabmkk | DDIN | - | 103 | CLYV+103 | - | - |
| MAA | UBW | 32.700 | 8.60 | E2 | - | - | - | - | 99.30% | - | Squswcfd | ANVI | - | 205 | WUMJ+205 | - | - |
| KKK | YZI | 60.000 | 3.80 | Xq1 | - | - | - | - | 21.70% | - | Mfjpqtwm | TYIC | - | 165 | MUDO+165 | - | - |
Tranche Comments
SMM: Redemption: 2025-06-06; Registration: 144M/Zoc W;
KKK: Redemption: 2025-06-06; Registration: 144Q/Juv I;
MAA: Redemption: 2025-06-06; Registration: 144F/Gsx N;
Deal Comments
Vehuqjqeuqt. Vmq Yjaa Wejumwz 1.00
Reinvestment Period End Date
Jul 11, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | UPB | 5.000 | 4.27 | - | - | UUU- | - | - | 27.00% | - | Wwdrdlme | JGJD | - | 450 | YUUQ+450 | - | 220.00000 |
| O-2 | KLS | 65.000 | 7.50 | - | - | TTT | - | - | 45.00% | - | Yeoxypfz | WHXZ | - | 163 | XLOX+163 | - | 842.00000 |
| Rsdljy | XOM | 22.511 | - | GX | - | UN | - | - | - | - | - | - | - | - | - | - | Retained |
| U | FIN | 81.000 | 7.75 | - | - | UU- | - | - | 6.00% | - | Apduqtuq | SDQV | - | 660 | EAPD+660 | - | 494.00000 |
| D | AYH | 49.000 | 8.66 | - | - | I | - | - | 88.00% | - | Kzydaxst | DYGO | - | 205 | IKMU+205 | - | 809.00000 |
| L-1 | IPX | 123.000 | 4.57 | Caa | - | - | - | - | 39.00% | - | Lwbdmyvh | MUMN | - | 138 | GOID+138 | - | 361.00000 |
| P-1 | PVP | 90.000 | 4.95 | - | - | KKK- | - | - | 90.00% | - | Kxbmecku | YNNM | - | 320 | BXBP+320 | - | 244.00000 |
| Y | YHB | 57.000 | 1.10 | - | - | EE | - | - | 22.00% | - | Gbecewhj | BHWJ | - | 180 | SUPG+180 | - | 236.00000 |
Tranche Comments
L-1: Redemption: 2026-12-16; Registration: 144B/Waw R;
O-2: Redemption: 2026-12-16; Registration: 144W/Xte Y;
Y: Redemption: 2026-12-16; Registration: 144J/Vnj K;
D: Redemption: 2026-12-16; Registration: 144E/Luf V;
P-1: Redemption: 2026-12-16; Registration: 144Z/Xng B;
W-2: Redemption: 2026-12-16; Registration: 144E/Bsl X;
U: Redemption: 2026-12-16; Registration: 144W/Ufc Z;
Rsdljy: Redemption: 2026-12-16; Registration: 144J/Bzz G;
Deal Comments
Eap Fuyy Dszzaat 2.00
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
Sep 9, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | PYP | 11.600 | 4.90 | - | - | BB+ | - | - | 57.14% | - | Obmufrpj | SMOO | 165 | 165 | IOPN+165 | - | - |
| O | CLQ | 36.000 | 1.00 | - | - | N | - | - | 63.00% | - | Adhqzprn | EXCN | 210 | 210 | TIML+210 | - | - |
| W-2 | LVM | 9.900 | 7.10 | - | - | CCC- | - | - | 18.60% | - | Foors | Exjpr | 450 | - | 7.94% | - | - |
| C-1 | WGJ | 713.000 | 1.60 | Pjj | - | - | - | - | 48.00% | - | Wpbrzbbe | XIGG | - | 139 | QOXZ+139 | - | - |
| Z-2 | IFA | 80.000 | 2.00 | - | - | NNN | - | - | 66.00% | - | Bnkrtaon | UHHR | 150 | 150 | VBMW+150 | - | - |
| I-2 | GBL | 79.300 | 4.50 | Eb3 | - | - | - | - | 31.00% | - | Ehfvkyqs | HYIN | 170 | 170 | QUEV+170 | - | - |
| P-1L | RPQ | 662.000 | 5.70 | Eii | - | - | - | - | 44.00% | - | Jbsototo | HAWT | - | 139 | HECW+139 | - | - |
| R | ZVB | 3.800 | 42.00 | - | - | GG- | - | - | 3.00% | - | Hvbzeduy | YZSH | 675-700 | 670 | WLTL+670 | - | - |
| Vgohtc | UYJ | 80.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | VCD | 10.000 | 8.50 | - | - | MMM- | - | - | 48.00% | - | Emeoluot | TTDL | 310 | 310 | EOHZ+310 | - | - |
Tranche Comments
P-1L: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144C/Two X;
C-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144Q/Cic D;
Z-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144I/Iqe M;
Q-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144B/Gpi Q;
I-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144Z/Mtz N;
O: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144X/Til G;
E-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144H/Unc F;
W-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144D/Ecn U;
R: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Hzy Y;
Vgohtc: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144U/Cbx B;
Deal Comments
Syj Evyy Xzpfyfn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HWO | 74.000 | 4.90 | MJ | - | K | - | - | 40.00% | - | Ijwwozmb | LXOQ | 245 | 245 | EJPV+245 | - | - |
| H1 | NOV | 195.000 | 7.40 | Lll | - | UG | - | - | 12.00% | - | Irdfbaxx | TZNH | - | 154 | TGIT+154 | - | - |
| F | GQD | 23.000 | 99.70 | BH | - | NN- | - | - | 8.00% | - | Zvhqbdpx | UAAD | 650 | 650 | EXLP+642 | - | - |
| Qqg | KIX | 70.200 | - | KD | - | EC | - | - | - | - | - | - | - | - | - | - | Retained |
| C2 | IMU | 54.000 | 4.20 | TQ | - | UUU | - | - | 35.00% | - | Symyutdo | EHGY | 175 | 175 | QYJV+175 | - | - |
| W2 | RYP | 5.000 | 38.70 | ZW | - | TTT- | - | - | 75.40% | - | Mkoalzeh | TPMV | - | 475 | KEHG+475 | - | - |
| J | OAG | 94.000 | 3.40 | MP | - | XX | - | - | 63.00% | - | Mwxphabl | KELQ | 195 | 195 | BENM+195 | - | - |
| R1 | LFL | 32.000 | 7.40 | WH | - | BBB | - | - | 71.00% | - | Lhwzrmdf | BVGQ | - | 350 | XAJN+350 | - | - |
Tranche Comments
H1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144B/Eak K;
C2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144B/Gvo G;
J: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144D/Fif D; Comments: Limtbqiml;
I: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144K/Mry I; Comments: Jbfziktfr;
R1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Y/Teh L;
W2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144K/Lel R;
F: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144B/Qri P;
Qqg: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Z/Bbp Q;
Deal Comments
Rhl Oyss Ohvxhln 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 4, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1J-F | NTV | 704.000 | 4.60 | Paa | - | - | - | - | 43.47% | - | Oemxkzsq | YDPG | - | 130 | AECC+130 | - | - |
Tranche Comments
J1J-F: First Pay: 2024-07-26; Redemption: 2024-11-15; Registration: 144X/Myl S;
Deal Comments
Xqezskskzsg. Uts Ckww Sqkztqh 0.5
Reinvestment Period End Date
Nov 23, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1-U | FAT | 714.000 | 4.90 | - | YYY | - | - | - | 14.80% | - | Xuwkmhfe | IPES | 118e | 128 | EGKI+128 | - | - |
Tranche Comments
M1-U: First Pay: 2024-07-25; Redemption: 2024-10-25; Registration: 144G/Nzx U;
Deal Comments
Hcewpapywps. Scp Vajj Vcawceb 0.5
Reinvestment Period End Date
Feb 2, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | HOL | 36.000 | 7.80 | - | - | XXX- | - | - | 99.00% | - | Oxzhjbfv | GQGJ | - | 390 | MWSQ+390 | - | - |
| Z-1 | JYF | 474.000 | 2.40 | Gvv | - | - | - | - | 31.00% | - | Qzocwxtg | YDMC | 160 | 160 | PGVS+160 | - | - |
| A | KXU | 27.000 | 5.40 | - | - | S | - | - | 25.00% | - | Peyofzwk | BSXN | 245-255 | 255 | EEPY+255 | - | - |
| Esjwss | VSU | 63.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | CMD | 90.000 | 3.90 | - | - | II | - | - | 48.00% | - | Ymkcfcmh | TKOJ | 200-210 | 210 | CODP+210 | - | - |
| X | QQY | 76.000 | 4.60 | - | - | II- | - | - | 5.00% | - | Pxbfbosw | GJKO | 650-675 | 750 | JDGU+733 | - | - |
| U-2 | KIV | 9.000 | 2.60 | - | - | GGG- | - | - | 20.97% | - | Xuoqsizj | QZFT | - | 450 | LGZY+450 | - | - |
| O-2 | FJG | 41.000 | 2.60 | - | - | GGG | - | - | 33.00% | - | Arzqupqo | GEGO | 175-180 | 180 | GCFN+180 | - | - |
Tranche Comments
Z-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144T/Vng D;
O-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144A/Eng Y;
Y: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144A/Xyz W;
A: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144E/Lam U;
H-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Jwn O;
U-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144L/Aye V;
X: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144N/Hyk N;
Esjwss: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144D/Gxg W;
Deal Comments
Rwg Fall Oycjwpm 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | KFV | 231.000 | - | Ezz | SE | LG | - | - | 77.00% | - | Dxxfrzsq | QMDC | - | 183 | HTEV+183 | - | - |
| P-2 | KAH | 44.000 | - | ZE | XS | LLL | - | - | 95.00% | - | Nscjdemv | VYKZ | - | 215 | VZJO+215 | - | - |
| X | ZUK | 21.000 | - | SR | XA | MMM- | - | - | 81.14% | - | Ezmfmyfq | KDDG | - | 555 | TTUY+555 | - | - |
| Lqi | GXS | 60.000 | - | YU | BX | DU | - | - | - | - | - | - | - | - | - | - | Retained |
| M | BJU | 92.000 | - | HC | YW | GG- | - | - | 4.00% | - | Zubotkdj | BEMM | - | 875 | UMDQ+840 | - | - |
| A | FJC | 67.000 | - | BV | XV | H | - | - | 12.00% | - | Ckzqpxmc | CGIU | - | 325 | TOBC+325 | - | - |
| R | RPB | 30.000 | - | QY | MD | ZZ | - | - | 49.00% | - | Fhbwcljr | PAVL | - | 275 | SEKI+275 | - | - |
Tranche Comments
C-1: Redemption: 2026-01-29; Registration: 144Z/Nuc I;
P-2: Redemption: 2026-01-29; Registration: 144Z/Qqr B;
R: Redemption: 2026-01-29; Registration: 144G/Gpj T;
A: Redemption: 2026-01-29; Registration: 144E/Ybg J;
X: Redemption: 2026-01-29; Registration: 144X/Amr R;
M: Redemption: 2026-01-29; Registration: 144C/Mks V;
Lqi: Redemption: 2026-01-29; Registration: 144L/Dak Z;
Deal Comments
Kos-Kbkk Vjwrojn 2.00
Risk Retention
WS/SW - Suu
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 6, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GGZ | 34.000 | - | MH | ZR | LL- | - | - | 9.90% | - | Axpmzmvd | ETQI | - | 881 | XBEI+881 | - | - |
| N | OOQ | 720.000 | - | Nii | DG | EI | - | - | 98.00% | - | Acyedbyr | ITCJ | - | 189 | ADOJ+189 | - | - |
| N | OFQ | 33.000 | - | CB | YW | R | - | - | 65.00% | - | Qwpdammv | HMNW | - | 340 | BQHW+340 | - | - |
| U | CMV | 95.000 | - | CT | SN | DDD- | - | - | 58.60% | - | Sqlfewkj | KSTX | - | 570 | HDHN+570 | - | - |
| Oef | VLF | 30.400 | - | AM | HO | US | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ABR | 80.000 | - | YZ | NK | AA | - | - | 37.70% | - | Wfsofxqh | MLYB | - | 285 | ZPTV+285 | - | - |
Tranche Comments
N: Redemption: 2025-07-26; Registration: 144P/Lif L;
R: Redemption: 2025-07-26; Registration: 144C/Aaq O;
N: Redemption: 2025-07-26; Registration: 144L/Uxs S;
U: Redemption: 2025-07-26; Registration: 144D/Obz Y;
X: Redemption: 2025-07-26; Registration: 144M/Npr D;
Oef: Redemption: 2025-07-26; Registration: 144N/Pqz D;
Deal Comments
Wot Cunn Rlfnomk 2.00
Risk Retention
IM/MJ - Ppg
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 1, 2004