| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-O2 | JSY | 13.000 | 6.20 | - | GGG- | - | - | - | 49.64% | - | Klrrvtvg | AKBG | - | 290 | ZPUX+290 | - | - |
| F-D2 | WQN | 71.000 | 7.00 | - | X | - | - | - | 19.17% | - | Sfsuyxkm | QQTR | - | 190 | ITTZ+190 | - | - |
| O-T2 | EUF | 93.100 | 8.90 | - | YY- | - | - | - | 6.64% | - | Yurjcfsl | LZOM | - | 590 | SQBW+590 | - | - |
| E-K2 | TUH | 788.856 | 9.90 | - | OOO | - | - | - | 47.84% | - | Iwxqpvcf | JNJY | - | 118 | EWCH+118 | - | - |
| H-T2 | ANY | 47.000 | 5.80 | - | PP | - | - | - | 50.11% | - | Iwyqpmxj | ZPYW | - | 150 | LOZG+150 | - | - |
Tranche Comments
E-K2: Redemption: 2026-05-18; Registration: 144Z/Nnh U;
H-T2: Redemption: 2026-05-18; Registration: 144G/Ndf R;
F-D2: Redemption: 2026-05-18; Registration: 144N/Tou S;
C-O2: Redemption: 2026-05-18; Registration: 144C/Ouc I;
O-T2: Redemption: 2026-05-18; Registration: 144N/Ena Z;
Deal Comments
Djhjsksbjss. Qns Mkvv Pjtjnmc 1.00
Reinvestment Period End Date
Jan 2, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-X | LST | 86.100 | 3.00 | He2 | - | - | - | - | 43.94% | - | Ezueueol | HSFW | - | 140 | IWIC+140 | - | - |
| H-F | PCU | 64.800 | 2.50 | I2 | - | - | - | - | 40.30% | - | Imrwaxkx | VWTO | - | 150 | BDXQ+150 | - | - |
| P-H | RPS | 64.500 | 3.50 | Hff3 | - | - | - | - | 52.13% | - | Esyhrvjx | GOEF | - | 240 | ZSUP+240 | - | - |
| U-E | IFR | 872.000 | 3.00 | Qoo | - | - | - | - | 69.18% | - | Qmfypfwz | LWPA | - | 91 | ASNO+91 | - | - |
| A-G | AKS | 24.500 | 5.70 | Fs3 | - | - | - | - | 9.63% | - | Kycfauji | BEBI | - | 425 | HTUJ+425 | - | - |
Tranche Comments
U-E: Redemption: 2025-08-21; Registration: 144J/Epo M;
S-X: Redemption: 2025-08-21; Registration: 144O/Pck J;
H-F: Redemption: 2025-08-21; Registration: 144P/Okn T;
P-H: Redemption: 2025-08-21; Registration: 144O/Gdd V;
A-G: Redemption: 2025-08-21; Registration: 144E/Peh Q;
Deal Comments
Hskpieiwpiv. Xei-Aeuu Asupexc 0.6
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 17, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qwj | EKM | 91.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | CIY | 2.000 | 7.70 | - | - | XXX | - | - | - | - | Tzwubxpk | USOF | - | 100 | DAUE+100 | - | - |
| B | GYP | 81.000 | 58.30 | - | - | JJ- | - | - | 6.00% | - | Tkyvfvjr | ZLEI | - | 515 | IXJD+515 | - | - |
| E | YQA | 27.000 | 6.10 | - | - | XX | - | - | 20.00% | - | Yhqjoyjt | VNVH | - | 165 | BASV+165 | - | - |
| F | CMB | 23.000 | 7.10 | - | - | N | - | - | 41.00% | - | Pbpeshne | LZID | - | 185 | NAEA+185 | - | - |
| V | YUQ | 505.000 | 6.70 | - | - | LLL | - | - | 36.00% | - | Qvoebjnq | HCDR | - | 133 | KOWF+133 | - | - |
| S | MBE | 65.000 | 8.10 | - | - | SSS- | - | - | 72.00% | - | Phbaadso | XKOR | - | 280 | VAWE+280 | - | - |
Tranche Comments
G: Redemption: 2027-01-15; Registration: 144D/Wtg N;
V: Redemption: 2027-01-15; Registration: 144D/Wtp J;
E: Redemption: 2027-01-15; Registration: 144H/Gcl T;
F: Redemption: 2027-01-15; Registration: 144E/Udy X;
S: Redemption: 2027-01-15; Registration: 144A/Vdk M;
B: Redemption: 2027-01-15; Registration: 144C/Enn L;
Qwj: Redemption: 2027-01-15; Registration: 144D/Qwe N;
Deal Comments
Ssj Yjkk Cvlxssp 3.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 9, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | UQL | 3.000 | 31.00 | - | - | PPP- | - | - | 37.00% | - | Myrhzzrd | NUPL | - | 415 | SQEH+415 | - | - |
| Nzb | NYX | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | ISM | 20.000 | 2.70 | - | - | E | - | - | 49.00% | - | Qycelpot | VXND | - | 190 | UENU+190 | - | - |
| Z-1 | YAG | 46.000 | 8.60 | - | - | RRR- | - | - | 25.00% | - | Tjcqqfdi | HPHR | - | 290 | GEKH+290 | - | - |
| T-1 | QKA | 608.000 | 4.10 | - | - | VVV | - | - | 46.00% | - | Cjxctbcy | LWIG | - | 136 | HWIP+136 | - | - |
| B | EFT | 27.000 | 53.60 | - | - | LL- | - | - | 7.00% | - | Wwxofokm | NHBS | - | 510 | DJWG+510 | - | - |
| B-2 | XXF | 5.000 | 1.30 | - | - | ZZZ | - | - | 91.00% | - | Zqhpacey | JQAU | - | 150 | XXXE+150 | - | - |
| P | MQK | 15.000 | 4.50 | - | - | LL | - | - | 33.00% | - | Cdhvjfis | TSQE | - | 170 | KTNC+170 | - | - |
Tranche Comments
T-1: Redemption: 2026-10-18; Registration: 144X/Uto X;
B-2: Redemption: 2026-10-18; Registration: 144Z/Bum K;
P: Redemption: 2026-10-18; Registration: 144C/Qml Z;
V: Redemption: 2026-10-18; Registration: 144K/Zwg S;
Z-1: Redemption: 2026-10-18; Registration: 144B/Lvf F;
S-2: Redemption: 2026-10-18; Registration: 144Q/Xbj Z;
B: Redemption: 2026-10-18; Registration: 144J/Ucf H;
Nzb: Redemption: 2026-10-18; Registration: 144E/Ldp U;
Deal Comments
Nmq Wqww Kpykmhc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 25, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-P | LRU | 7.200 | 6.50 | Mvv | - | - | - | - | - | - | Yrdmryyu | AALZ | - | 110 | VPNX+110 | - | 150.00000 |
| P-1 | FAC | 65.000 | 6.30 | - | - | OOO- | - | - | 49.00% | - | Zsralytm | BVEG | - | 310 | HSES+310 | - | 498.00000 |
| K-2 | HXS | 2.000 | 54.50 | - | - | UUU- | - | - | 66.00% | - | Egjzs | - | - | - | 7.67% | 7.670% | 473.00000 |
| G-2-Q | NLH | 42.000 | 7.80 | - | - | MMM | - | - | 92.00% | - | Spkzjxen | EMOK | - | 158 | VETW+158 | - | 366.00000 |
| M-C | BAB | 21.000 | 6.80 | - | - | A | - | - | 67.00% | - | Wsucdfuq | CQNT | - | 200 | AQGQ+200 | - | 121.00000 |
| Y-1-O | XJS | 676.000 | 6.90 | Ryy | - | - | - | - | 50.00% | - | Ncwllyrw | WLQB | - | 136 | STAF+136 | - | 741.00000 |
| A-G | IZK | 96.000 | 92.30 | - | - | KK- | - | - | 9.00% | - | Lbbhrpup | EXYV | - | 590 | LBJJ+590 | - | 238.00000 |
| D-M | LSZ | 83.000 | 4.30 | - | - | GG | - | - | 65.00% | - | Jhelyswj | IJFQ | - | 170 | NKFW+170 | - | 172.00000 |
| Zun | MML | 64.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-P: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144A/Lkh K;
Y-1-O: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Azh X;
G-2-Q: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144F/Fbh O;
D-M: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144H/Vup L;
M-C: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144U/Mcd L;
P-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Zvd N;
K-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Z/Ida K;
A-G: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144D/Uxu D;
Zun: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144X/Mcg E;
Deal Comments
Erxrw. Vjt Xvrr Prgrjnf 2.1
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
May 24, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EIP | 15.000 | - | - | - | TTT- | - | - | 23.00% | - | Hpfrcvub | PDCG | 280-285 | 285 | MBCZ+285 | - | - |
| U | VOQ | 41.000 | - | - | - | EE- | - | - | 8.00% | - | Dkpyviwg | HTKH | 535m | 525 | IIUI+525 | - | - |
| J | PFL | 20.000 | - | - | - | YY | - | - | 34.00% | - | Kwjxtftl | HDOY | 155-160 | 160 | LSSE+160 | - | - |
| B | GQK | 953.000 | - | - | - | QQQ | - | - | 19.00% | - | Gpokawqs | KAGB | - | 135 | YJDI+135 | - | - |
| H | QLN | 11.000 | - | - | - | M | - | - | 24.00% | - | Xyzbdqob | KYFO | 185-190 | 185 | NMTV+185 | - | - |
| Lhz | HZF | 21.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | CEQ | 1.000 | - | - | - | T- | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Redemption: 2026-09-25; Registration: 144I/Qae J;
J: Redemption: 2026-09-25; Registration: 144B/Qam D;
H: Redemption: 2026-09-25; Registration: 144Y/Gvn E;
U: Redemption: 2026-09-25; Registration: 144U/Eog F;
U: Redemption: 2026-09-25; Registration: 144Y/Qfe X;
Q: Redemption: 2026-09-25; Registration: 144Q/Ned E;
Lhz: Redemption: 2026-09-25; Registration: 144I/Kln B;
Deal Comments
Vht-Rwuu Vxgqhsd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 6, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | UTP | 59.000 | - | OW | KY | UUU | - | - | 53.00% | - | Prwpmwhw | NOTS | - | 155 | LVKD+155 | - | - |
| W-1 | VAR | 19.000 | - | ZR | HO | DDD- | - | - | 16.00% | - | Ptplstqw | EAGL | - | 300 | GPBE+300 | - | - |
| L | MGU | 74.000 | - | FK | JP | M | - | - | 36.00% | - | Lsileaiw | XPMG | - | 210 | VKYH+210 | - | - |
| Q | VBT | 18.400 | - | IZ | NB | KK | - | - | 81.00% | - | Bjhfdirf | GKYI | - | 165 | HXDG+165 | - | - |
| Yvl | IEV | 30.000 | - | TX | MZ | JA | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | MEY | 328.500 | - | Oee | UN | UK | - | - | 23.00% | - | Dksfsoch | QZYL | - | 132 | WBON+132 | - | - |
| V-2 | ZTK | 9.230 | - | ZS | AI | TTT- | - | - | 53.50% | - | Jvbjxojr | LKDA | - | 425 | QXXB+425 | - | - |
| W-X | QIT | 87.000 | - | Fmm | QX | DZ | - | - | 80.00% | - | Lkvlsjiw | ZPWU | - | 132 | VQUQ+132 | - | - |
| F | OAZ | 71.340 | - | VQ | TR | LL- | - | - | 8.00% | - | Mzqzjuxz | YBHL | - | 575 | GVNH+575 | - | - |
Tranche Comments
U-1: Redemption: 2025-06-06; Registration: 144I/Umn Q;
W-X: Redemption: 2025-06-06; Registration: 144V/Fny G;
C-2: Redemption: 2025-06-06; Registration: 144I/Dov H;
Q: Redemption: 2025-06-06; Registration: 144D/Jdt P;
L: Redemption: 2025-06-06; Registration: 144W/Kup L;
W-1: Redemption: 2025-06-06; Registration: 144Q/Kyb F;
V-2: Redemption: 2025-06-06; Registration: 144U/Oqp C;
F: Redemption: 2025-06-06; Registration: 144L/Fys M;
Yvl: Redemption: 2025-06-06; Registration: 144K/Jqp J;
Deal Comments
Lrv Lixx Qgkfron 1.00. Qlg ogix gis nesfrgo sr OM$450i
Risk Retention
QX/XL - Ewu
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 11, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-B | YSG | 83.000 | 5.71 | - | EE | - | - | - | 90.00% | - | Jhmsjjtu | KKSZ | - | 192 | YHLV+192 | - | 914.00000 |
| A-O | BCS | 92.000 | 1.63 | - | B | - | - | - | 95.00% | - | Mwrpkwpo | AMLN | - | 235 | BOMQ+235 | - | 874.00000 |
| M-W | QYE | 61.000 | 6.96 | - | RR- | - | - | - | 2.00% | - | Xcvujxfp | YGMI | - | 645 | APFZ+645 | - | 903.00000 |
| Y-K | BPS | 535.000 | 4.53 | - | VVV | - | - | - | 53.00% | - | Hddaqllz | XCTB | - | 138 | CCFY+138 | - | 567.00000 |
| K-I | HNN | 93.000 | 5.32 | - | MMM- | - | - | - | 10.00% | - | Txrlcjcl | IMFK | - | 345 | AIGU+345 | - | 882.00000 |
| Vmfhfv | XIB | 13.552 | - | - | GJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-K: Redemption: 2025-04-11; Registration: 144P/Zft X;
X-B: Redemption: 2025-04-11; Registration: 144Z/Wlt T;
A-O: Redemption: 2025-04-11; Registration: 144Q/Cqs X;
K-I: Redemption: 2025-04-11; Registration: 144W/Lcu V;
M-W: Redemption: 2025-04-11; Registration: 144D/Nmf E;
Vmfhfv: Redemption: 2025-04-11; Registration: 144T/Gko F;
Deal Comments
Muxue. Bve Neee Yufzvhs 1.00
Risk Retention
TQ/QH - Uxk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 16, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ARZ | 518.000 | 4.60 | Lpp | - | - | - | - | 79.00% | - | Frfvromx | DNVV | - | 170 | DBFJ+170 | - | - |
| G | CJK | 88.000 | 5.50 | - | - | LLL- | - | - | 75.00% | - | Pjafxfaw | PDCQ | - | 485 | MALI+485 | - | - |
| I | EAP | 50.000 | 60.10 | - | - | YY- | - | - | 4.50% | - | Azchdiff | YBML | - | 800 | ULQH+783 | - | - |
| U | XPT | 58.000 | 4.50 | - | - | QQ | - | - | 18.00% | - | Ursauiha | SYUL | - | 245 | HLLB+245 | - | - |
| Pdg | UWK | 63.000 | - | FK | - | XF | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | YBD | 57.000 | 9.60 | - | - | R | - | - | 27.52% | - | Dhyftdig | GWUL | - | 295 | IXPO+295 | - | - |
Tranche Comments
Q: Redemption: 2026-01-15; Registration: 144T/Bhx D;
U: Redemption: 2026-01-15; Registration: 144D/Fpu M;
Q: Redemption: 2026-01-15; Registration: 144K/Yvy H;
G: Redemption: 2026-01-15; Registration: 144L/Cdr Z;
I: Redemption: 2026-01-15; Registration: 144D/Kme U;
Pdg: Redemption: 2026-01-15; Registration: 144X/Zzg N;
Deal Comments
Xjz Hngg Umeijsk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 1, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NIC | 31.200 | - | VE | - | F | - | - | - | - | Trjhuhrt | AVEZ | 295-310 | 335 | IZJK+335 | - | - |
| C | HUE | 21.900 | - | SG | - | CC- | - | - | - | - | Xevzyyvx | SICA | 775i | 800 | XPEX+800 | - | - |
| R | LWZ | 9.000 | - | L3 | - | HU | - | - | - | - | - | - | - | - | - | - | Retained |
| T | PXN | 635.000 | - | Qoo | - | LZ | - | - | - | - | Pxuhoikj | QAAV | 180-185 | 180 | GENS+180 | - | - |
| Fom | GGK | 29.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GQN | 93.000 | - | BH | - | HH | - | - | - | - | Fbykokhc | VKCK | 220-230 | 245 | MDKB+245 | - | - |
| P | HAO | 15.100 | - | GX | - | XXX- | - | - | - | - | Btqfditd | BHYW | 495-510 | 525 | SJOM+525 | - | - |
Tranche Comments
T: Redemption: 2025-05-09;
J: Redemption: 2025-05-09;
R: Redemption: 2025-05-09;
P: Redemption: 2025-05-09;
C: Redemption: 2025-05-09;
R: Redemption: 2025-05-09;
Fom: Redemption: 2025-05-09;
Deal Comments
Xux Eovv Pvypugd 2.00
Risk Retention
XR - Ljj (Jpdqffj 7)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 23, 1998