| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-O3 | WQT | 89.000 | 2.90 | - | M | - | - | - | 24.30% | - | Zjppmcmd | AHON | 180-185 | 185 | PMQZ+185 | - | - |
| Xiw | EZJ | 56.300 | - | - | EB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-Z3 | JXQ | 98.000 | 3.20 | - | PP- | - | - | - | 3.00% | - | Lyjpftmi | JWVD | 550-555 | - | YSUX+645 | - | - |
| U-1O3 | HLR | 752.000 | 1.00 | - | PPP | - | - | - | 57.00% | - | Tcvlwzoq | JWMX | 112 | 112 | LVYD+112 | - | - |
| P | ELH | 1.600 | 7.70 | - | V- | - | - | - | 7.80% | - | - | - | - | - | - | - | Retained |
| P-2G3 | KIP | 86.000 | 5.10 | - | FF | - | - | - | 72.40% | - | Bddmzfck | JQGY | 160 | 160 | JQZK+160 | - | - |
| T-D3 | BAX | 73.000 | 9.60 | - | GGG- | - | - | - | 62.70% | - | Urxwuihh | PAFJ | 285-290 | 295 | UEVW+295 | - | - |
| J-N3 | YYU | 6.600 | 1.30 | - | TTT | - | - | - | - | - | Dsksukwp | TLAA | 95 | 95 | UMQC+95 | - | - |
| E-1ZT3 | UBQ | 2.000 | 9.30 | - | EEE | - | - | - | 78.90% | - | Rseuomdq | VQAF | 135 | 135 | YWHW+135 | - | - |
Tranche Comments
J-N3: Redemption: 2025-12-09; Registration: 144U/Aqy A;
U-1O3: Redemption: 2025-12-09; Registration: 144A/Uya U;
E-1ZT3: Redemption: 2025-12-09; Registration: 144P/Mus M;
P-2G3: Redemption: 2025-12-09; Registration: 144F/Onx H;
M-O3: Redemption: 2025-12-09; Registration: 144Z/Tww Q;
T-D3: Redemption: 2025-12-09; Registration: 144V/Ame I;
Q-Z3: Redemption: 2025-12-09; Registration: 144O/Aje I;
P: Redemption: 2025-12-09; Registration: 144C/Fou Q; Comments: Ch Elbm;
Xiw: Redemption: 2025-12-09; Registration: 144B/Cuw T;
Deal Comments
Xfitmqmjtmh. Xhm Cqnn Offthik 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 15, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | FPI | 427.000 | 7.30 | Zww | - | HHH | - | - | 76.00% | - | Fkedhzmf | ZZCD | - | 137 | NGGR+137 | - | - |
| R | VIP | 36.000 | 9.70 | - | - | VV | - | - | 21.00% | - | Acffuzrb | HEYG | 170f | 175 | XVHF+175 | - | - |
| Q-1 | LNE | 27.000 | 8.50 | - | - | KKK | - | - | 88.30% | - | Gqmmystv | YJXW | 290-300 | 290 | CKMX+290 | - | - |
| B | BPR | 1.990 | 3.80 | V3 | - | - | - | - | 5.79% | - | - | - | - | - | - | - | Retained |
| P | VVP | 46.000 | 3.20 | - | - | C | - | - | 12.00% | - | Plllwrlm | CSXY | 190-200 | 200 | BXXK+200 | - | - |
| W | NVO | 72.000 | 5.90 | - | - | TT- | - | - | 9.00% | - | Widwyaci | ZQVS | 570 | 570 | KYKU+570 | - | - |
| K-1 U | XTK | 32.000 | 8.80 | Mnn | - | RRR | - | - | 77.00% | - | Bfvexsde | JGBI | - | 137 | XNEQ+137 | - | - |
| H-2P | VYS | 6.000 | 1.10 | - | - | ZZZ- | - | - | 53.00% | - | Qfhsamdc | QONL | - | 400 | JMWL+400 | - | - |
| R-2 | FKF | 12.000 | 3.10 | - | - | FFF | - | - | 65.00% | - | Pabcrajg | ABPK | 155f | 155 | XQDC+155 | - | - |
| F-2S | UEZ | 7.000 | 9.90 | - | - | MMM- | - | - | 12.00% | - | Rzpvx | - | - | 400 | 7.72% | - | - |
| Epxgwc | UBZ | 21.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Y/Uat A;
K-1 U: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144N/Kjf X;
R-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144M/Wpz D;
R: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144H/Omz V;
P: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Y/Xfu P;
Q-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144W/Guq B;
H-2P: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144T/Bvx N;
F-2S: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144G/Mqq X;
W: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144U/Zbp J;
B: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144C/Bus A;
Epxgwc: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144I/Mmx U;
Deal Comments
Skm Fupp Cpgqkyn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 13, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1-3B | OBY | 774.464 | 4.50 | - | KKK | - | - | - | 17.10% | - | Wjbrztfg | WXYK | - | 106 | SBXW+106 | - | - |
| V2-3H | ZIQ | 81.000 | 8.90 | - | - | UUU | - | - | 33.30% | - | Byfjhurp | BYZG | - | 130 | GBBC+130 | - | - |
| T-3R | OJX | 15.800 | 9.80 | - | WWW- | - | - | - | 13.80% | - | Rorpooqx | MOUK | - | 300 | NOFY+300 | - | - |
| N1-3P | JOD | 85.510 | 4.70 | - | VV | - | - | - | 64.60% | - | Ehlwummt | LSFF | - | 153 | BXFC+153 | - | - |
| N-3F | TOY | 70.320 | 4.40 | - | O | - | - | - | 56.70% | - | Helfdjxe | PBWY | - | 190 | GHTM+190 | - | - |
Tranche Comments
X1-3B: Redemption: 2025-04-24; Registration: 144Z/Zzu L;
V2-3H: Redemption: 2025-04-24; Registration: 144P/Iun H;
N1-3P: Redemption: 2025-04-24; Registration: 144V/Aqk C;
N-3F: Redemption: 2025-04-24; Registration: 144E/Olb T;
T-3R: Redemption: 2025-04-24; Registration: 144N/Hxb C;
Deal Comments
Zhxslxlpsls. All Kxii Vhlslhk 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-T | PVA | 37.300 | 4.10 | - | WWW- | - | - | - | 91.20% | - | Rqwwlwtr | BBIF | 305-315 | 295 | NJHJ+295 | - | - |
| W-1-N | ZOB | 158.253 | 3.40 | - | UUU | - | - | - | 65.50% | - | Qljqdqxv | COKP | 113 | 113 | IETD+113 | - | - |
| S-B | LJF | 89.920 | 7.60 | - | VV | - | - | - | 95.00% | - | Ajxadren | LKJQ | 155-160 | 160 | USDW+160 | - | - |
| E-V | EWP | 88.390 | 1.00 | - | H | - | - | - | 30.30% | - | Uhlrvste | LWBX | 200-210 | 215 | MICM+215 | - | - |
| V-2-K | PVV | 48.600 | 2.00 | - | LLL | - | - | - | 76.40% | - | Ezlpeome | ZLOB | 135-140 | 140 | JXSG+140 | - | - |
Tranche Comments
W-1-N: Redemption: 2024-12-13; Registration: 144H/Eqo S;
V-2-K: Redemption: 2024-12-13; Registration: 144B/Ovt O;
S-B: Redemption: 2024-12-13; Registration: 144I/Qzy E;
E-V: Redemption: 2024-12-13; Registration: 144J/Zcj D;
K-T: Redemption: 2024-12-13; Registration: 144P/Cat Q;
Deal Comments
Rcmvshsbvsh. Gns Hhvv Fccvnad 0.5
Reinvestment Period End Date
Feb 17, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FHS | 5.000 | - | - | H- | - | - | - | 9.60% | - | - | - | - | - | - | - | Retained |
| Ucjivo | HOX | 14.160 | - | HC | IW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | GAE | 59.200 | - | - | OO- | - | - | - | 77.10% | - | Ozqfffjh | GGZT | - | 897 | YDPL+897 | - | - |
| C | HCT | 96.000 | - | - | II | - | - | - | 66.34% | - | Tyryvhbw | CVNT | - | 295 | LYTO+295 | - | - |
| V | XOD | 28.800 | - | - | R | - | - | - | 26.72% | - | Bruadrnz | CUGV | - | 365 | MYJJ+365 | - | - |
| J | JNL | 95.000 | - | - | FFF- | - | - | - | 61.40% | - | Pzjfdksy | MQXK | - | 575 | NYKJ+575 | - | - |
| E | KEO | 698.000 | - | Lhh | - | - | - | - | 53.00% | - | Tkmiahia | BDMH | - | 220 | YKHH+220 | - | - |
Tranche Comments
E: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144L/Vtc K;
C: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Wwl N;
V: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144K/Mie B;
J: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144V/Yto W;
O: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144G/Khl G;
V: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144N/Fad Q;
Ucjivo: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144X/Dha N;
Deal Comments
Sci Ioii Hpiyciz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 28, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QAA | 333.700 | - | Zll | LT | DM | - | - | 66.00% | - | Pfwkhzvf | LLQI | - | 190 | CMZK+190 | - | - |
| Ttn | WXD | 88.500 | - | MF | PL | PN | - | - | - | - | - | - | - | - | - | - | Retained |
| U Rmbl | FFV | 994.700 | - | Ivv | QZ | FP | - | - | 15.00% | - | Vkmkcrqy | DPVE | - | 190 | CBJG+190 | - | - |
| O | CQG | 44.000 | - | DN | SSS- | EB | - | - | 60.00% | - | Gexadpwv | DLCY | - | 545 | QTOE+545 | - | - |
| H-2 | BZF | 46.000 | - | HP | PP | BZ | - | - | 22.00% | - | Wzfvx | - | - | - | 6.390% | - | - |
| E | IJX | 12.000 | - | PL | FF- | VN | - | - | 1.30% | - | Rvjuxsev | KQAA | - | 795 | JBFL+795 | - | - |
| K-1 | MEM | 69.000 | - | XR | KK | JA | - | - | 46.00% | - | Jsaqavco | UKMC | - | 267 | KKHB+267 | - | - |
| Z | YTK | 96.000 | - | XI | V | BP | - | - | 19.00% | - | Gcfdppyv | ACVJ | - | 330 | VZFI+330 | - | - |
Tranche Comments
N: Redemption: 2025-03-29; Registration: 144X/Otp A;
U Rmbl: Redemption: 2025-03-29; Registration: 144K/Eko T;
K-1: Redemption: 2025-03-29; Registration: 144K/Rug X;
H-2: Redemption: 2025-03-29; Registration: 144V/Zln Z;
Z: Redemption: 2025-03-29; Registration: 144F/Bsf X;
O: Redemption: 2025-03-29; Registration: 144L/Qzd Q;
E: Redemption: 2025-03-29; Registration: 144O/Exm Y;
Ttn: Redemption: 2025-03-29; Registration: 144G/Fub Z;
Deal Comments
Ofy Jxww Zbenfna 2.00
Risk Retention
ZL/LA - Fjb
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 4, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2-Q | HWJ | 66.000 | 7.40 | - | - | QQQ | - | - | 18.00% | - | Tpspkurr | GKAV | 155-160 | 155 | KBIT+155 | - | - |
| S | XWT | 4.700 | 7.50 | Jll | - | - | - | - | - | - | Bsmdkels | JMNR | 60w | 70 | DTNH+70 | - | - |
| H-B | TNH | 51.000 | 9.90 | - | - | L | - | - | 41.00% | - | Fjbcszmo | GEMG | 210-220 | 220 | HOWI+220 | - | - |
| D-X | FBH | 73.000 | 6.90 | - | - | DD | - | - | 88.00% | - | Nbskqspb | MLXW | 180-185 | 185 | NMXB+185 | - | - |
| Myd | RVU | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-N | JES | 17.000 | 8.10 | My3 | - | - | - | - | 3.00% | - | Wwqqkswd | WDPR | 640-650 | 695 | DDQY+680 | - | - |
| L-1-O | BSN | 227.000 | 7.20 | Lvv | - | - | - | - | 72.00% | - | Rrdvbaho | IJSG | 132 | 132 | YZQX+132 | - | - |
| G-P | AWK | 67.000 | 6.90 | - | - | XXX- | - | - | 45.00% | - | Dmfzxtbk | TAYM | 310-320 | 315 | TCMX+315 | - | - |
Tranche Comments
S: First Pay: 2022-04-22; Redemption: 2024-01-22;
L-1-O: First Pay: 2022-04-22; Redemption: 2024-01-22;
T-2-Q: First Pay: 2022-04-22; Redemption: 2024-01-22;
D-X: First Pay: 2022-04-22; Redemption: 2024-01-22;
H-B: First Pay: 2022-04-22; Redemption: 2024-01-22;
G-P: First Pay: 2022-04-22; Redemption: 2024-01-22;
I-N: First Pay: 2022-04-22; Redemption: 2024-01-22;
Myd: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Rpcph. Dfs Cjnn Vplofcg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 1, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | QYX | 983.000 | 3.81 | Bff | - | - | - | - | 17.00% | - | Uexwrqhv | 3qY | - | 114 | 3rN+114 | - | 807.00000 |
| P | IJR | 46.200 | 9.31 | I2 | - | - | - | - | 28.10% | - | Ispjxubh | 3qZ | - | 210 | 3xX+210 | - | 247.00000 |
| P | JIP | 65.000 | 98.86 | Aj3 | - | - | - | - | 7.00% | - | Irlcqinf | 3lV | - | 650 | 3tJ+650 | - | 582.00000 |
| L2 | RHD | 8.000 | 5.11 | Gll | - | - | - | - | 46.00% | - | Xbycfzex | 3oS | - | 140 | 3gK+140 | - | 813.00000 |
| Jha | MBE | 56.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | KIV | 12.000 | 6.22 | Nq2 | - | - | - | - | 47.00% | - | Veofclvh | 3oR | - | 170 | 3yA+170 | - | 529.00000 |
| O | FNK | 77.800 | 7.90 | Rff3 | - | - | - | - | 58.50% | - | Xhmcvqfk | 3dA | - | 320 | 3oE+320 | - | 465.00000 |
Tranche Comments
I1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Brq B;
L2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144F/Jwu M;
D: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144L/Lnl C;
P: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144B/Onr F;
O: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144L/Wrc E;
P: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144K/Zts Y;
Jha: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144E/Aai D;
Deal Comments
Qma Qqnn Ejgamzo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1HH | PLI | 159.000 | 8.60 | - | QQQ | - | - | - | 82.00% | - | Zhqfpmqh | 3kT | - | 114 | 3xT+114 | - | 236.00000 |
| X2XX | WEG | 21.000 | 3.60 | - | RR | - | - | - | 32.00% | - | Refzlcop | 3jX | - | 165 | 3tV+165 | - | 870.00000 |
| BF | BNR | 90.000 | 2.78 | - | XXX- | - | - | - | 92.00% | - | Sdduddxn | 3iB | - | 315 | 3eW+315 | - | 370.00000 |
| S1D | VGG | 7.000 | 2.59 | - | RRR | - | - | - | 46.50% | - | Nhtxkcvt | 3eF | - | 140 | 3wS+140 | - | 772.00000 |
| G | RKP | 6.400 | 4.76 | - | CCC | - | - | - | - | - | Suhabsqv | 3hT | - | 90 | 3iF+90 | - | 479.00000 |
| A | IQZ | 2.700 | 21.40 | - | E- | - | - | - | 5.10% | - | Qyqyuioc | 3pS | - | 950 | 3rB+902 | - | 40.00000 |
| PV | MQH | 28.000 | 3.35 | - | PP- | - | - | - | 1.80% | - | Hpjoxqbm | 3aV | - | 655 | 3zN+641 | - | 79.00000 |
| Nhc | OWA | 71.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PLL | OWU | 47.000 | 8.80 | - | W | - | - | - | 99.00% | - | Emqjfutl | 3nQ | - | 205 | 3zV+205 | - | 292.00000 |
Tranche Comments
G: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144G/Rzl Y;
U1HH: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Q/Fsb B;
S1D: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144T/Iof N;
X2XX: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144P/Wyf Q;
PLL: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Y/Zsp Q;
BF: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144E/Vyd N;
PV: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144I/Vhq K;
A: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144W/Arr B;
Nhc: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144O/Gpo U;
Deal Comments
Goxoy. Mqy Zoll Iosmqlc 2.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 3, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XS | LSB | 8.600 | - | - | Y- | - | - | - | - | - | Xuqsuqae | 3wJ | - | 950 | 3wF+877 | - | - |
| PK | NMG | 61.200 | - | - | PPP- | - | - | - | - | - | Xmksesmb | 3wM | - | 290 | 3yC+290 | - | - |
| HX | KKG | 7.100 | - | - | FM | KKK | - | - | - | - | Hbyxsifm | 3jZ | - | 60 | 3mA+60 | - | - |
| LB | HIB | 96.000 | - | - | QQ- | - | - | - | - | - | Szbatpxb | 3yY | - | 615 | 3zX+615 | - | - |
| U1G | BGR | 996.000 | - | - | BBB | RRR | - | - | - | - | Gsqmayss | 3hX | - | 102 | 3sE+102 | - | - |
| LI | JOS | 48.000 | - | - | KK | - | - | - | - | - | Vqojkzsp | 3zK | - | 140 | 3yI+140 | - | - |
| PN-2 | HPV | 10.400 | - | - | S | - | - | - | - | - | Qnzzq | - | - | - | 3.100% | 3.100% | 718.00000 |
| DZ-1 | ERX | 58.300 | - | - | U | - | - | - | - | - | Hscpttck | 3oA | - | 180 | 3dA+180 | - | - |
| Lyh | IAU | 64.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
HX: Redemption: 2023-01-25;
U1G: Redemption: 2023-01-25;
LI: Redemption: 2023-01-25;
DZ-1: Redemption: 2023-01-25;
PN-2: Redemption: 2023-01-25;
PK: Redemption: 2023-01-25;
LB: Redemption: 2023-01-25;
XS: Redemption: 2023-01-25;
Lyh: Redemption: 2023-01-25;
Deal Comments
Qefew. Huv Ahuu Weuquws 2.00
Risk Retention
NV VV ghrlcplpe
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 18, 2012