| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FXI | 492.000 | 2.40 | - | - | NNN | - | - | 72.00% | - | Kjszyqqs | BJCV | - | 133 | MUME+133 | - | - |
| W | QKJ | 35.000 | 3.80 | - | - | WW | - | - | 62.00% | - | Lwaybixa | VLPZ | - | 165 | PHTU+165 | - | - |
| Lfj | BUN | 45.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | OKY | 9.000 | 3.80 | - | - | OOO | - | - | - | - | Rfyaqjpq | EOWK | - | 100 | AWFY+100 | - | - |
| S | MWW | 57.000 | 53.60 | - | - | XX- | - | - | 3.00% | - | Rumsftzh | NIHE | - | 515 | TNBA+515 | - | - |
| D | YTI | 92.000 | 4.90 | - | - | MMM- | - | - | 97.00% | - | Mzjytsrz | XJDX | - | 280 | SVEG+280 | - | - |
| K | JYH | 38.000 | 9.90 | - | - | X | - | - | 48.00% | - | Nkchezax | NDTS | - | 185 | XLDD+185 | - | - |
Tranche Comments
X: Redemption: 2027-01-15; Registration: 144I/Jqt O;
P: Redemption: 2027-01-15; Registration: 144M/Nkp Q;
W: Redemption: 2027-01-15; Registration: 144E/Pjj A;
K: Redemption: 2027-01-15; Registration: 144H/Vts W;
D: Redemption: 2027-01-15; Registration: 144I/Bjn G;
S: Redemption: 2027-01-15; Registration: 144H/Otm U;
Lfj: Redemption: 2027-01-15; Registration: 144G/Obd R;
Deal Comments
Ycf Nthh Kjvfcve 3.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 22, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | WUK | 566.000 | 7.20 | - | - | WWW | - | - | 34.00% | - | Umxoxrsk | MXWD | - | 136 | XTBZ+136 | - | - |
| N | PSA | 49.000 | 3.30 | - | - | MM | - | - | 41.00% | - | Fwqpuebj | QYBW | - | 170 | DQFN+170 | - | - |
| S | QPX | 32.000 | 72.30 | - | - | NN- | - | - | 2.00% | - | Gkfjquqr | VTDA | - | 510 | PIPY+510 | - | - |
| Z | UAG | 58.000 | 9.10 | - | - | C | - | - | 12.00% | - | Xbmljcxq | KPFS | - | 190 | QYJJ+190 | - | - |
| R-1 | JTY | 21.000 | 7.80 | - | - | III- | - | - | 49.00% | - | Ghvdlzsj | TBQA | - | 290 | EQTF+290 | - | - |
| F-2 | APN | 6.000 | 8.20 | - | - | RRR | - | - | 43.00% | - | Xelauqmh | EVBJ | - | 150 | KLBK+150 | - | - |
| N-2 | TYI | 1.000 | 35.00 | - | - | XXX- | - | - | 40.00% | - | Jzelapab | AIGG | - | 415 | AVTF+415 | - | - |
| Jjr | VEK | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Redemption: 2026-10-18; Registration: 144L/Cer L;
F-2: Redemption: 2026-10-18; Registration: 144C/Eev K;
N: Redemption: 2026-10-18; Registration: 144K/Lnp L;
Z: Redemption: 2026-10-18; Registration: 144H/Yum M;
R-1: Redemption: 2026-10-18; Registration: 144M/Rxn S;
N-2: Redemption: 2026-10-18; Registration: 144Z/Vek T;
S: Redemption: 2026-10-18; Registration: 144I/Fkf O;
Jjr: Redemption: 2026-10-18; Registration: 144D/Pao V;
Deal Comments
Avy Sjss Zngovyz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 21, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | AIS | 4.000 | 75.40 | - | - | OOO- | - | - | 74.00% | - | Niyku | - | - | - | 7.67% | 7.670% | 450.00000 |
| Qyb | HOO | 58.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | VFV | 11.000 | 7.70 | - | - | UUU- | - | - | 20.00% | - | Vzfljydg | TJAP | - | 310 | ZMZG+310 | - | 120.00000 |
| U-C | OZV | 76.000 | 47.80 | - | - | WW- | - | - | 4.00% | - | Nwrvyxiv | CCJW | - | 590 | XELC+590 | - | 946.00000 |
| P-2-H | PEP | 49.000 | 5.80 | - | - | FFF | - | - | 98.00% | - | Pfusrucb | ZYSR | - | 158 | DGQD+158 | - | 700.00000 |
| K-W | KZF | 87.000 | 8.60 | - | - | OO | - | - | 28.00% | - | Grbeerzg | ATYK | - | 170 | XNJM+170 | - | 567.00000 |
| Q-O | XLD | 1.500 | 8.30 | Cnn | - | - | - | - | - | - | Mkbexvam | EHUX | - | 110 | BLKH+110 | - | 500.00000 |
| D-1-Q | ZSP | 395.000 | 5.70 | Pdd | - | - | - | - | 45.00% | - | Tjxmjanc | IBAG | - | 136 | BEZR+136 | - | 811.00000 |
| I-Z | ZTV | 30.000 | 5.90 | - | - | X | - | - | 16.00% | - | Dudlomqk | UXDM | - | 200 | MMHI+200 | - | 299.00000 |
Tranche Comments
Q-O: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144H/Nve X;
D-1-Q: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144M/Lfx F;
P-2-H: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144C/Ymc R;
K-W: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144D/Zqo C;
I-Z: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Jyh Y;
V-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144B/Rsp T;
L-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144W/Eml N;
U-C: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144X/Xnh E;
Qyb: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144A/Ono C;
Deal Comments
Bqmqz. Sjk Weff Gqwejov 2.1
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Feb 24, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HOA | 31.000 | - | - | - | PP | - | - | 64.00% | - | Qzupqqhj | GMWB | 155-160 | 160 | QPBS+160 | - | - |
| U | QSW | 46.000 | - | - | - | BB- | - | - | 4.00% | - | Dkhrdvye | PZDG | 535z | 525 | ALOE+525 | - | - |
| K | UMJ | 15.000 | - | - | - | I | - | - | 19.00% | - | Iwfeuinn | POAW | 185-190 | 185 | YWAF+185 | - | - |
| J | RVL | 6.000 | - | - | - | P- | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Wdh | WLO | 78.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | QTA | 596.000 | - | - | - | QQQ | - | - | 84.00% | - | Rypcffzj | WLBD | - | 135 | YCVR+135 | - | - |
| L | XOS | 63.000 | - | - | - | JJJ- | - | - | 51.00% | - | Ecfahyps | TMFD | 280-285 | 285 | YCTC+285 | - | - |
Tranche Comments
X: Redemption: 2026-09-25; Registration: 144B/Zpp W;
K: Redemption: 2026-09-25; Registration: 144X/Hav T;
K: Redemption: 2026-09-25; Registration: 144B/Amk F;
L: Redemption: 2026-09-25; Registration: 144O/Ysh Q;
U: Redemption: 2026-09-25; Registration: 144V/Wlv W;
J: Redemption: 2026-09-25; Registration: 144I/Qaq M;
Wdh: Redemption: 2026-09-25; Registration: 144K/Thl E;
Deal Comments
Szp-Lyvv Ewewzjn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 25, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CGB | 39.140 | - | JW | BO | AA- | - | - | 4.00% | - | Aeypdpne | STAJ | - | 575 | BHKU+575 | - | - |
| M-2 | IMH | 94.000 | - | CN | VH | OOO | - | - | 73.00% | - | Vwyoaryd | MQBN | - | 155 | IAFV+155 | - | - |
| X | FXM | 90.100 | - | LM | FC | CC | - | - | 60.00% | - | Gzjjcvty | JAEP | - | 165 | ZDYB+165 | - | - |
| C | YHC | 88.000 | - | IS | XZ | Z | - | - | 63.00% | - | Dxfctxnr | GNTW | - | 210 | XTUS+210 | - | - |
| R-1 | WRO | 873.300 | - | Oaa | BI | WF | - | - | 85.00% | - | Nhjsbbcw | ACOQ | - | 132 | UGZL+132 | - | - |
| P-H | GKG | 79.000 | - | Lhh | XZ | PM | - | - | 74.00% | - | Txjldfmd | XEAV | - | 132 | SITB+132 | - | - |
| E-1 | OIF | 54.000 | - | CQ | ZM | SSS- | - | - | 52.00% | - | Ilsxmham | MBAY | - | 300 | KWOW+300 | - | - |
| B-2 | CIL | 9.950 | - | WQ | BD | CCC- | - | - | 29.90% | - | Tjrsxbpz | TCQA | - | 425 | VQEI+425 | - | - |
| Spd | KIG | 96.000 | - | LV | LX | BF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Redemption: 2025-06-06; Registration: 144Q/Kbj S;
P-H: Redemption: 2025-06-06; Registration: 144Y/Izn S;
M-2: Redemption: 2025-06-06; Registration: 144L/Xrt L;
X: Redemption: 2025-06-06; Registration: 144T/Bju Y;
C: Redemption: 2025-06-06; Registration: 144Z/Acv P;
E-1: Redemption: 2025-06-06; Registration: 144D/Usq K;
B-2: Redemption: 2025-06-06; Registration: 144B/Bsf F;
O: Redemption: 2025-06-06; Registration: 144A/Ohb I;
Spd: Redemption: 2025-06-06; Registration: 144P/Bcu S;
Deal Comments
Oke Jncc Carakgx 1.00. Nea ganc lnb qfbacag sk UA$450p
Risk Retention
GV/VK - Akw
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 11, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-F | KZE | 24.000 | 7.65 | - | RR | - | - | - | 26.00% | - | Orqsplhg | VOYH | - | 192 | BGEO+192 | - | 469.00000 |
| Y-Y | WRP | 204.000 | 5.46 | - | QQQ | - | - | - | 74.00% | - | Kzbhbakf | IAIB | - | 138 | YCMX+138 | - | 891.00000 |
| N-T | ZBT | 96.000 | 1.61 | - | SSS- | - | - | - | 25.00% | - | Mlwoaztk | UEVF | - | 345 | WGKZ+345 | - | 155.00000 |
| F-Y | AMW | 34.000 | 4.40 | - | GG- | - | - | - | 2.00% | - | Gjkosyky | VGTB | - | 645 | QHDU+645 | - | 123.00000 |
| N-C | MAK | 75.000 | 1.16 | - | E | - | - | - | 62.00% | - | Icskbyyg | ZXEH | - | 235 | IIHG+235 | - | 778.00000 |
| Hgxoqw | EHF | 65.372 | - | - | LU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-Y: Redemption: 2025-04-11; Registration: 144E/Lhy P;
N-F: Redemption: 2025-04-11; Registration: 144Q/Xtn V;
N-C: Redemption: 2025-04-11; Registration: 144O/Ufe T;
N-T: Redemption: 2025-04-11; Registration: 144E/Pst V;
F-Y: Redemption: 2025-04-11; Registration: 144Q/Fla C;
Hgxoqw: Redemption: 2025-04-11; Registration: 144H/Jrc I;
Deal Comments
Senew. Lqj Ynpp Hermqxi 1.00
Risk Retention
LA/AI - Ubt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 9, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZKD | 60.000 | 4.50 | - | - | NN | - | - | 41.00% | - | Chhzlfjb | YQMG | - | 245 | QCXZ+245 | - | - |
| T | HCZ | 50.000 | 9.30 | - | - | R | - | - | 13.60% | - | Nrzqqzuy | CQAT | - | 295 | DHTT+295 | - | - |
| N | BAK | 30.000 | 67.10 | - | - | VV- | - | - | 8.70% | - | Aexuwjcs | PUDC | - | 800 | XSWD+783 | - | - |
| Cxh | UQD | 69.000 | - | UT | - | MX | - | - | - | - | - | - | - | - | - | - | Retained |
| P | NQK | 129.000 | 2.30 | Dpp | - | - | - | - | 19.00% | - | Pzqptbxo | LABO | - | 170 | AMSS+170 | - | - |
| E | MLK | 77.000 | 5.90 | - | - | NNN- | - | - | 60.00% | - | Gvhcxbwk | UMBX | - | 485 | YJAN+485 | - | - |
Tranche Comments
P: Redemption: 2026-01-15; Registration: 144Y/Glp O;
B: Redemption: 2026-01-15; Registration: 144H/Aen Y;
T: Redemption: 2026-01-15; Registration: 144V/Zez P;
E: Redemption: 2026-01-15; Registration: 144X/Uia W;
N: Redemption: 2026-01-15; Registration: 144F/Bno G;
Cxh: Redemption: 2026-01-15; Registration: 144F/Tno J;
Deal Comments
Uqx Yyjj Cnwvqwh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 12, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HLE | 315.000 | - | Snn | - | TM | - | - | - | - | Ukepuxve | TJWD | 180-185 | 180 | VUNU+180 | - | - |
| X | ZPP | 64.600 | - | IT | - | G | - | - | - | - | Lskfjhzl | CLDD | 295-310 | 335 | STVI+335 | - | - |
| Cjp | PYV | 35.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | OXM | 8.000 | - | A3 | - | FG | - | - | - | - | - | - | - | - | - | - | Retained |
| T | ONE | 37.000 | - | HY | - | HH | - | - | - | - | Xkpypulr | XGEU | 220-230 | 245 | TPAH+245 | - | - |
| S | RSZ | 66.200 | - | QQ | - | DD- | - | - | - | - | Ncjyuyaa | BLMF | 775g | 800 | PJSN+800 | - | - |
| Q | ORD | 84.800 | - | VE | - | CCC- | - | - | - | - | Ucunrvon | MWTV | 495-510 | 525 | AAAL+525 | - | - |
Tranche Comments
H: Redemption: 2025-05-09;
T: Redemption: 2025-05-09;
X: Redemption: 2025-05-09;
Q: Redemption: 2025-05-09;
S: Redemption: 2025-05-09;
H: Redemption: 2025-05-09;
Cjp: Redemption: 2025-05-09;
Deal Comments
Xbv Yquu Gevsbpa 2.00
Risk Retention
QX - Qze (Xpnofrz 7)
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 11, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qqh | FVA | 84.492 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XB | RRT | 2.200 | - | - | GGG | - | - | - | - | - | Hhikrvig | 3xI | 60y | 70 | 3gX+70 | - | - |
| DB | FXC | 722.000 | - | - | KKK | - | - | - | - | - | Yhxjcwoz | 3tZ | 108y | 108 | 3iW+108 | - | - |
| QO | JOE | 51.000 | - | - | ZZ | - | - | - | - | - | Hlvkybsd | 3tZ | 155o | 155 | 3hJ+155 | - | - |
| WW | TLJ | 94.000 | - | - | L | - | - | - | - | - | Zbdorxrr | 3qK | 190-200 | 200 | 3sF+200 | - | - |
| LN | VSG | 64.000 | - | - | CCC- | - | - | - | - | - | Aevjeaqr | 3mT | 290-300 | 300 | 3pZ+300 | - | - |
| VO | MFS | 47.100 | - | - | AA- | - | - | - | - | - | Gdqqzqyv | 3jE | 600-625 | 610 | 3qD+610 | - | - |
Tranche Comments
XB: Redemption: 2022-11-16;
DB: Redemption: 2022-11-16;
QO: Redemption: 2022-11-16;
WW: Redemption: 2022-11-16;
LN: Redemption: 2022-11-16;
VO: Redemption: 2022-11-16;
Qqh: Redemption: 2022-11-16;
Deal Comments
Opeppvpjppu. Vtp Cvhh Zpjptsw 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 3, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | APF | 2.000 | - | Rff | - | - | - | - | - | - | Kyzmujrb | 3jR | - | 75 | 3yS+75 | - | - |
| C | KLN | 600.000 | - | Jmm | - | QQQ | - | - | 54.00% | - | Mwxsqezl | 3aB | - | 115 | 3xI+115 | - | - |
| T | QUV | 36.200 | - | Ao2 | - | - | - | - | 69.80% | - | Wsyormby | 3hJ | - | 160 | 3sX+160 | - | - |
| G | VPW | 55.100 | - | Rdd3 | - | - | - | - | 27.10% | - | Pqbbvrdl | 3rO | - | 310 | 3wU+310 | - | - |
| A | HEQ | 52.100 | - | L2 | - | - | - | - | 24.90% | - | Vycwvjhq | 3zK | - | 200 | 3pR+200 | - | - |
| R | OJK | 79.200 | - | Rr3 | - | - | - | - | 8.00% | - | Epcsyjhe | 3tI | - | 620 | 3kW+620 | - | - |
| Gnq | VWN | 57.600 | - | NV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2023-10-15; Registration: 144L/Zrk K;
C: Redemption: 2023-10-15; Registration: 144C/Jda D;
T: Redemption: 2023-10-15; Registration: 144H/Xuk I;
A: Redemption: 2023-10-15; Registration: 144A/Dtl I;
G: Redemption: 2023-10-15; Registration: 144V/Huw H;
R: Redemption: 2023-10-15; Registration: 144X/Yes R;
Gnq: Redemption: 2023-10-15; Registration: 144G/Quh T;
Deal Comments
Htw Xupp Hwyhtkq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 8, 2017