| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2TW | UKJ | 45.000 | - | Vzz | AB | NT | - | - | 93.30% | - | Kekzofkh | JCWW | - | 142 | KWXM+142 | - | - |
| VU | JZN | 91.900 | - | Ut3 | NL | MD | - | - | 67.78% | - | Wpjfydvu | NCJK | - | 775 | APIJ+775 | - | - |
| X1IM | TTL | 676.000 | - | Ypp | OW | YU | - | - | 37.60% | - | Kxbvpadp | KWWH | - | 142 | LPFI+142 | - | - |
| JT | CLM | 89.000 | - | Cv2 | UV | SV | - | - | 41.90% | - | Bvfelytn | NONL | - | 200 | SAFL+200 | - | - |
| EL | ZZB | 82.000 | - | E2 | ML | FI | - | - | 17.50% | - | Mkeavsna | SQUF | - | 225 | OLOV+225 | - | - |
| WT | NHK | 94.000 | - | Ltt3 | JK | QJ | - | - | 83.59% | - | Mkbuufoq | XGJX | - | 370 | KOED+370 | - | - |
| H1QO | HEY | 311.000 | - | Uuu | ML | EU | - | - | 10.10% | - | Bjfxyaht | MIUJ | - | 142 | ZCQF+142 | - | - |
Tranche Comments
H1QO: Redemption: 2026-01-14; Registration: 144V/Vff S;
F2TW: Redemption: 2026-01-14; Registration: 144X/Ctt B;
X1IM: Redemption: 2026-01-14; Registration: 144Q/Asx X;
JT: Redemption: 2026-01-14; Registration: 144P/Yhn A;
EL: Redemption: 2026-01-14; Registration: 144B/Fdc L;
WT: Redemption: 2026-01-14; Registration: 144W/Cej O;
VU: Redemption: 2026-01-14; Registration: 144B/Iau L;
Deal Comments
Hbufskstfsi. Ams Ykss Hbhfmcv 1.00
Risk Retention
FV - Pxmb RF/FR - Pxm
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 26, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OYL | 41.000 | 7.87 | - | ZZZ | - | - | - | 94.00% | - | Ffzqfwxf | 3qCPPL | - | 166 | 3zTCHX+166 | - | 213.00000 |
| S | GKL | 17.000 | 4.27 | - | WWW- | - | - | - | 85.00% | - | Yqrkbhqf | 3uGEGI | - | 465 | 3vTKOM+465 | - | 628.00000 |
| Atm | ASU | 90.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| GU | PPM | 248.000 | 3.25 | - | PPP | - | - | - | 59.00% | - | Jczxwirt | 3tOUEO | - | 166 | 3pGJTY+166 | - | 776.00000 |
| WL | PVP | 11.000 | 4.40 | - | EE | - | - | - | 12.00% | - | Ewzfvzbt | 3oHGCF | - | 205 | 3dQQGA+205 | - | 976.00000 |
| E | AUI | 70.000 | 5.60 | - | BB | - | - | - | 96.00% | - | Islroanh | 3vZECO | - | 205 | 3nSVUD+205 | - | 513.00000 |
| M | SQS | 40.000 | 3.19 | - | D | - | - | - | 88.00% | - | Tvvsbadr | 3zVPKH | - | 270 | 3vWLVH+270 | - | 275.00000 |
| Z | WEW | 83.000 | 6.18 | - | PP- | - | - | - | 39.00% | - | Afxctrib | 3tIWAY | - | 825 | 3gDEBC+791 | - | 75.00000 |
Tranche Comments
Y: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144W/Mby W;
GU: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144Z/Lfs K;
E: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144B/Krv I;
WL: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144T/Tpx I;
M: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Nyc Z;
S: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144O/Cln L;
Z: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144X/Pjt X;
Atm: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144W/Hri Q;
Deal Comments
Tgu Ibtt Ywkzgrm 2.00
Risk Retention
ZG - Xtdc ZZ/ZL - Xtd
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 26, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LSR | 290.200 | 2.48 | FB | HHH | MQ | - | - | 32.70% | - | Krwooopk | KNQP | - | 170 | STMM+170 | - | - |
| P | WIX | 55.000 | 1.29 | QO | II | CD | - | - | 44.00% | - | Syqfarus | GHHX | - | 210 | UNAK+210 | - | - |
| P | YLQ | 36.800 | 7.40 | AL | III- | CG | - | - | 27.00% | - | Tueqftyj | GXTR | - | 440 | YVQS+440 | - | - |
| Tpu | PFV | 83.000 | - | XG | MK | CJ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | PHQ | 90.200 | 9.41 | ZM | N | BJ | - | - | 33.00% | - | Amqomuuy | AXCP | - | 270 | PCUD+270 | - | - |
| Q | FUQ | 18.600 | 8.50 | VS | NN- | ZQ | - | - | 54.00% | - | Vwjcslqy | XKDO | - | 835 | YQHJ+779 | - | - |
| P Ccvzf | MVU | 578.000 | 4.56 | FC | VVV | WX | - | - | 78.30% | - | Mwmlyrte | AMBF | - | 170 | KHAH+170 | - | - |
Tranche Comments
A: Redemption: 2026-07-23; Registration: 144N/Pap M;
P Ccvzf: Redemption: 2026-07-23; Registration: 144U/Wlt L;
P: Redemption: 2026-07-23; Registration: 144M/Ann F;
Y: Redemption: 2026-07-23; Registration: 144B/Ozu U;
P: Redemption: 2026-07-23; Registration: 144N/Myg P;
Q: Redemption: 2026-07-23; Registration: 144D/Pou E;
Tpu: Redemption: 2026-07-23; Registration: 144H/Deu O;
Deal Comments
Atb Mgcc Gthitfw 2.00
Risk Retention
FR - Qggl SF/FV - Qgg
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1GO | ELR | 16.000 | 4.20 | Avv | - | - | - | - | 25.90% | - | Fpkcafsn | BUJW | - | 250 | HXFB+250 | - | 728.00000 |
| X-1XF | EYT | 74.000 | 4.70 | Taa | - | - | - | - | 28.40% | - | Qvdqxusn | KKXN | - | 250 | JLPH+250 | - | 171.00000 |
| L | NIH | 14.200 | 9.00 | Ub3 | - | - | - | - | 83.50% | - | Leczekmk | WQUZ | - | 950 | CSCA+909 | - | 88.00000 |
| Q | LRT | 19.600 | 3.30 | Auu3 | - | - | - | - | 14.51% | - | Zjxobiaq | QCSB | - | 655 | LDUC+655 | - | 483.00000 |
| C-2 | EPY | 87.100 | 5.90 | Ess | - | - | - | - | 61.80% | - | Ncmjq | AYXR | - | 240 | 6.68% | 6.680% | 849.00000 |
| V | WMB | 29.100 | 8.30 | Tw2 | - | - | - | - | 36.85% | - | Sfxceafl | EBHT | - | 345 | AZTI+345 | - | 815.00000 |
| F-1 | MIY | 71.500 | 6.80 | Hgg | - | - | - | - | 20.40% | - | Qbhezrrq | HLVG | - | 250 | NWJE+250 | - | 420.00000 |
| T | OSB | 94.800 | 7.80 | C2 | - | - | - | - | 12.69% | - | Gkwqyaah | SOFW | - | 420 | CXPR+420 | - | 474.00000 |
| U-C | KHI | 19.600 | 5.50 | Hv2 | - | - | - | - | 30.72% | - | Dhoobjlb | WWVM | - | 345 | YQYL+345 | - | 906.00000 |
| QQE-H | YQL | 58.000 | - | BW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PPC-C | CQJ | 9.000 | - | BN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144O/Gvv M;
C-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144F/Oeg D;
X-1XF: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144J/Rjs Z;
G-1GO: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Q/Tuh A;
V: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144A/Inh U;
U-C: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144B/Zvb D;
T: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144J/Tdz C;
Q: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144H/Gov R;
L: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144B/Cmu K;
QQE-H: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144L/Uox R;
PPC-C: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Utn H;
Deal Comments
Ngh Xykk Jacxgwu 2.00
Risk Retention
UI - Pwjy BU - Pwj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 19, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | BML | 52.000 | - | Kq2 | KZ | TA | - | - | 85.40% | - | Umxfr | NVBY | - | 350 | 7.340% | - | - |
| Ohf T | RTZ | 14.000 | - | LO | ND | KQ | - | - | - | - | - | - | - | - | - | - | Retained |
| K | HAF | 94.000 | - | Zvv | GV | DJ | - | - | 74.80% | - | Cvqwwhin | XVBN | - | 245 | DQPO+245 | - | - |
| H Qkxeb | ESJ | 83.000 | - | Bu2 | VA | ZA | - | - | 29.70% | - | Xwjwfxue | DDNZ | - | 350 | XDMR+350 | - | - |
| O | ITH | 30.000 | - | Q2 | ER | PR | - | - | 67.90% | - | Ybzmrkua | CMDS | - | 485 | IDGD+485 | - | - |
| U-1 | VAI | 187.000 | - | Vdd | UU | NS | - | - | 55.10% | - | Ibarsxaj | YTSN | - | 245 | SELC+245 | - | - |
| G-2 | UWK | 37.000 | - | Kee | DT | MP | - | - | 55.40% | - | Cmofsocy | CYPV | - | 245 | WELE+245 | - | - |
| Z-1 | ONH | 29.000 | - | Ja2 | UA | AI | - | - | 26.40% | - | Kjsfuqxm | GQDG | - | 350 | XKOG+350 | - | - |
| I | OTV | 82.000 | - | Uii3 | HC | AQ | - | - | 98.70% | - | Frrmxyiz | XUOS | - | 650 | AWAI+650 | - | - |
| X | IKT | 65.400 | - | Gk3 | QM | MV | - | - | 36.60% | - | Tlejepqf | YJXM | - | 1150 | EMUI+1002 | - | - |
| Tcx A | KVZ | 9.000 | - | XQ | BT | XZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2024-10-24; Registration: 144W/Eum M;
U-1: Redemption: 2024-10-24; Registration: 144O/Khf G;
G-2: Redemption: 2024-10-24; Registration: 144H/Bpx T;
Z-1: Redemption: 2024-10-24; Registration: 144E/Mfx E;
H Qkxeb: Redemption: 2024-10-24; Registration: 144N/Ach U;
K-2: Redemption: 2024-10-24; Registration: 144U/Hmx X;
O: Redemption: 2024-10-24; Registration: 144F/Cwn G;
I: Redemption: 2024-10-24; Registration: 144J/Chn H;
X: Redemption: 2024-10-24; Registration: 144K/Uqx M;
Ohf T: Redemption: 2024-10-24; Registration: 144W/Gts O;
Tcx A: Redemption: 2024-10-24; Registration: 144Q/Jcz F;
Deal Comments
Jzr Egqq Vjyqzrx 2.00. Bfj rjgq egk vokqnjr zz YB$500h
Risk Retention
MX - Jkvd DM/MI - Jkv
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 17, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-S | MKZ | 23.000 | 6.30 | Vi2 | - | - | - | - | - | - | Aurrtonh | PKLB | - | 235 | CZEA+235 | - | - |
| X-J | NLA | 86.000 | 4.40 | O2 | - | - | - | - | - | - | Elrofzkp | SUAI | - | 315 | NGUB+315 | - | - |
| N-1-K | BFJ | 915.200 | 8.70 | Utt | - | - | - | - | - | - | Hmqbovou | YLLM | - | 187 | LYFY+187 | - | - |
| E-X | JCB | 69.000 | 5.60 | Ok3 | - | - | - | - | - | - | Bpclazvr | ECYH | - | 875 | ACZO+875 | - | - |
| K-N | WSW | 57.000 | 4.60 | Ljj3 | - | - | - | - | - | - | Dzrukudh | XBIG | - | 450 | KXQD+450 | - | - |
| Hlk | ENP | 43.550 | - | SZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2-Y | JSJ | 24.500 | 5.70 | Yee | - | - | - | - | - | - | Xbkyo | JMB | - | - | 4.65% | - | - |
Tranche Comments
N-1-K: Redemption: 2024-05-20;
B-2-Y: Redemption: 2024-05-20;
I-S: Redemption: 2024-05-20;
X-J: Redemption: 2024-05-20;
K-N: Redemption: 2024-05-20;
E-X: Redemption: 2024-05-20;
Hlk: Redemption: 2024-05-20;
Deal Comments
Seses. Jxc Luww Deoaxul 2.00
Risk Retention
PP - Ouf, ZP/PN - Ouf
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 2, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2E | QYC | 10.840 | 2.10 | Pww | - | - | - | - | 47.70% | - | Kkuok | - | - | - | 3.27% | - | - |
| Y | VBO | 51.290 | 9.40 | Uaa3 | - | - | - | - | 54.00% | - | Puluovnh | ZGTS | - | 390 | 3gPQIP+390 | - | - |
| Dvy | LLZ | 23.600 | - | PR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1U | AXN | 58.000 | 3.70 | Uff | - | - | - | - | 46.30% | - | Bwcvxzig | SBQC | - | 168 | 3bWNMV+168 | - | - |
| Y-2K | YAO | 51.000 | 2.70 | Vuu | - | - | - | - | 23.90% | - | Xpoqjzfr | AABB | - | 168 | 3xUWVH+168 | - | - |
| O | GSI | 47.000 | 7.60 | Sw3 | - | - | - | - | 78.00% | - | Tcjytkbe | CHTP | - | 832 | 3yPIFN+832 | - | - |
| E-1N | UXP | 605.000 | 6.30 | Kkk | - | - | - | - | 89.80% | - | Iypkdrzv | MJGL | - | 168 | 3lQPAD+168 | - | - |
| Z | OWV | 97.600 | 9.30 | Pt2 | - | - | - | - | 19.60% | - | Oprzazxg | QMVY | - | 205 | 3cXGDT+205 | - | - |
| C | JEO | 72.200 | 2.70 | K2 | - | - | - | - | 43.30% | - | Mjyxfcdw | SJWQ | - | 280 | 3hDADR+280 | - | - |
Tranche Comments
G-1U: Redemption: 2024-02-24;
Y-2K: Redemption: 2024-02-24;
E-1N: Redemption: 2024-02-24;
J-2E: Redemption: 2024-02-24;
Z: Redemption: 2024-02-24;
C: Redemption: 2024-02-24;
Y: Redemption: 2024-02-24;
O: Redemption: 2024-02-24;
Dvy: Redemption: 2024-02-24;
Deal Comments
Aqj Lsxx Cwbzqek 2.00
Risk Retention
HO, PH, HN - Xor
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 19, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-Q | LVY | 56.400 | 1.60 | M2 | - | - | - | - | 86.70% | - | Ekqvhebw | 3kY | - | 260 | 3kP+260 | - | - |
| Kla | QJT | 39.140 | - | BR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-O | BSJ | 519.100 | 4.80 | Gll | - | - | - | - | 41.20% | - | Uwyuadty | 3bL | - | 150 | 3yK+150 | - | - |
| M-I | NAD | 52.800 | 2.70 | Pj2 | - | - | - | - | 39.00% | - | Iflsrjhf | 3qL | - | 190 | 3rO+190 | - | - |
| U-Q | FJJ | 39.900 | 1.10 | Evv3 | - | - | - | - | 84.50% | - | Dpelujss | 3bO | - | 380 | 3yK+380 | - | - |
| T-W | QJI | 89.000 | 4.60 | Ez3 | - | - | - | - | 26.00% | - | Oszduwrv | 3bX | - | 836 | 3wN+836 | - | - |
Tranche Comments
P-O: Redemption: 2023-11-22;
M-I: Redemption: 2023-11-22;
B-Q: Redemption: 2023-11-22;
U-Q: Redemption: 2023-11-22;
T-W: Redemption: 2023-11-22;
Kla: Redemption: 2023-11-22;
Deal Comments
Eovou. Tco Yjee Votzcyp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 13, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | OAR | 68.000 | 7.86 | Cdd | - | - | - | - | 69.10% | - | Dhbid | - | - | - | 2.39% | 2.39% | 833.00000 |
| W | ZID | 85.000 | 9.50 | Bu3 | - | - | - | - | 45.00% | - | Vrudrokf | 3tX | 785 | - | 3xX+785 | - | 22.00000 |
| K1 | GVS | 944.800 | 8.53 | Fqq | - | - | - | - | 91.20% | - | Ezrmodiq | 3aQ | - | 150 | 3gY+150 | - | 154.00000 |
| G | XNK | 46.400 | 1.26 | Nw2 | - | - | - | - | 35.00% | - | Tfpjczny | 3oD | - | 190 | 3rM+190 | - | 481.00000 |
| FA | LWN | 64.000 | 7.46 | Azz | - | - | - | - | 15.40% | - | Vzymcxhx | 3jI | - | 150 | 3wN+150 | - | 828.00000 |
| N | ZID | 5.000 | 2.58 | Znn | - | - | - | - | - | - | Dqqavsbs | 3dQ | - | 100 | 3tG+100 | - | 538.00000 |
| T | NTJ | 79.840 | 5.30 | Z2 | - | - | - | - | 23.75% | - | Nexjfqzk | 3bN | 265q | 265 | 3pQ+265 | - | 338.00000 |
| Uzi | KOR | 63.000 | - | XX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ZTG | 18.160 | 7.61 | Dzz3 | - | - | - | - | 93.00% | - | Ojzohadc | 3jS | 385i | 385 | 3bZ+385 | - | 398.00000 |
Tranche Comments
N: Redemption: 2023-09-14; Registration: 144U/Yzr N;
FA: Redemption: 2023-09-14; Registration: 144E/Hqy A;
K1: Redemption: 2023-09-14; Registration: 144N/Omf I;
X2: Redemption: 2023-09-14; Registration: 144W/Dww M;
G: Redemption: 2023-09-14; Registration: 144I/Whs V;
T: Redemption: 2023-09-14; Registration: 144T/Ais M;
N: Redemption: 2023-09-14; Registration: 144A/Fhk H;
W: Redemption: 2023-09-14; Registration: 144K/Jex C;
Uzi: Redemption: 2023-09-14; Registration: 144L/Tee L;
Deal Comments
Xfw Tgtt Vvapfjx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 15, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-L | JUZ | 863.000 | - | Fqq | - | - | - | - | 25.40% | - | Xjoqolar | 3qJ | - | 130 | 3qS+130 | - | - |
Tranche Comments
V-L: Redemption: 2022-04-22; Registration: 144B/Wpl B;
Deal Comments
Vqispvpmspw. Tup Bvii Rqbsufo 1.00
Risk Retention
FD/SF/FQ KK Khgcslxcq
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
May 17, 2001