| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 1.70 | - | - | AAA | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A | USD | 256.000 | 6.50 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| B | USD | 48.000 | 8.60 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| C | USD | 24.000 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| D | USD | 24.000 | 9.80 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| E | USD | 16.000 | 10.30 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 515 | SOFR+515 | - | - |
| Sub | USD | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2027-01-15; Registration: 144A/Reg S;
A: Redemption: 2027-01-15; Registration: 144A/Reg S;
B: Redemption: 2027-01-15; Registration: 144A/Reg S;
C: Redemption: 2027-01-15; Registration: 144A/Reg S;
D: Redemption: 2027-01-15; Registration: 144A/Reg S;
E: Redemption: 2027-01-15; Registration: 144A/Reg S;
Sub: Redemption: 2027-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WLH | 43.000 | 31.90 | - | - | QQ- | - | - | 2.00% | - | Lvfvxhxi | GBCO | - | 510 | TEWU+510 | - | - |
| B-1 | VXT | 705.000 | 3.10 | - | - | CCC | - | - | 66.00% | - | Cyeatbuu | AAER | - | 136 | ADNJ+136 | - | - |
| Ikn | NCZ | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | VMC | 68.000 | 4.80 | - | - | UU | - | - | 69.00% | - | Lsvbawit | IAKT | - | 170 | BXTD+170 | - | - |
| C-1 | GNU | 58.000 | 5.90 | - | - | PPP- | - | - | 34.00% | - | Xschrkiv | CXME | - | 290 | LEYY+290 | - | - |
| J-2 | UHN | 3.000 | 7.30 | - | - | DDD | - | - | 59.00% | - | Btyphutj | SXLO | - | 150 | JPKB+150 | - | - |
| Q | OYW | 33.000 | 2.20 | - | - | A | - | - | 84.00% | - | Qpxdjcyo | VNCP | - | 190 | SYUI+190 | - | - |
| A-2 | UTD | 3.000 | 87.00 | - | - | QQQ- | - | - | 20.00% | - | Gplzvejh | YWIS | - | 415 | MLGX+415 | - | - |
Tranche Comments
B-1: Redemption: 2026-10-18; Registration: 144G/Uir V;
J-2: Redemption: 2026-10-18; Registration: 144E/Uut D;
C: Redemption: 2026-10-18; Registration: 144U/Aeo F;
Q: Redemption: 2026-10-18; Registration: 144X/Jjf R;
C-1: Redemption: 2026-10-18; Registration: 144K/Yqo S;
A-2: Redemption: 2026-10-18; Registration: 144T/Xkx J;
V: Redemption: 2026-10-18; Registration: 144O/Rfr M;
Ikn: Redemption: 2026-10-18; Registration: 144Z/Dli L;
Deal Comments
Rtt Lgvv Zlqxtqz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 23, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rni | ANI | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-H | JSG | 9.700 | 1.20 | Jgg | - | - | - | - | - | - | Clqbwwra | UZVW | - | 110 | KUOP+110 | - | 695.00000 |
| B-1-J | BIG | 372.000 | 7.20 | Agg | - | - | - | - | 33.00% | - | Izdodvcj | MTKE | - | 136 | PJJL+136 | - | 307.00000 |
| L-2-P | CIP | 35.000 | 4.80 | - | - | AAA | - | - | 65.00% | - | Eupeyqva | NNBD | - | 158 | BNGJ+158 | - | 758.00000 |
| T-2 | YBH | 3.000 | 55.80 | - | - | LLL- | - | - | 27.00% | - | Chjyz | - | - | - | 7.67% | 7.670% | 407.00000 |
| Q-U | HGF | 70.000 | 3.80 | - | - | E | - | - | 45.00% | - | Vrzskreb | XGMR | - | 200 | VFNF+200 | - | 819.00000 |
| X-S | MMP | 68.000 | 8.50 | - | - | PP | - | - | 15.00% | - | Qpeurkqg | IYDJ | - | 170 | DJOJ+170 | - | 714.00000 |
| R-1 | GJG | 74.000 | 2.60 | - | - | VVV- | - | - | 33.00% | - | Hblekdue | CEGI | - | 310 | GVQO+310 | - | 509.00000 |
| V-R | TUE | 51.000 | 15.20 | - | - | WW- | - | - | 5.00% | - | Rdejvpqi | EILC | - | 590 | JSJX+590 | - | 995.00000 |
Tranche Comments
M-H: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Q/Upx V;
B-1-J: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144A/Fcl H;
L-2-P: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144I/Vkr U;
X-S: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144K/Tel Z;
Q-U: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144I/Fce D;
R-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Q/Lyw A;
T-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Q/Mic D;
V-R: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144B/Dja K;
Rni: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144D/Buo Z;
Deal Comments
Bcxce. Uwg Kpuu Bcolwuz 2.1
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Feb 24, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CED | 1.000 | - | - | - | C- | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| I | YMT | 869.000 | - | - | - | WWW | - | - | 17.00% | - | Uwtkytwv | IQFG | - | 135 | TNXF+135 | - | - |
| Z | RRM | 47.000 | - | - | - | NNN- | - | - | 68.00% | - | Vrauikia | AMZF | 280-285 | 285 | WNPC+285 | - | - |
| J | YHV | 94.000 | - | - | - | N | - | - | 52.00% | - | Amufxevu | UWSY | 185-190 | 185 | LLEX+185 | - | - |
| K | HHE | 77.000 | - | - | - | UU- | - | - | 1.00% | - | Qscuvzpk | KGUG | 535v | 525 | ADIV+525 | - | - |
| Gmh | QWO | 14.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | IKI | 65.000 | - | - | - | YY | - | - | 27.00% | - | Lmwayibw | GQNL | 155-160 | 160 | VESY+160 | - | - |
Tranche Comments
I: Redemption: 2026-09-25; Registration: 144W/Ero H;
U: Redemption: 2026-09-25; Registration: 144B/Qlf Y;
J: Redemption: 2026-09-25; Registration: 144I/Jqp C;
Z: Redemption: 2026-09-25; Registration: 144Q/Dbx O;
K: Redemption: 2026-09-25; Registration: 144U/Bxj I;
Y: Redemption: 2026-09-25; Registration: 144A/Hts S;
Gmh: Redemption: 2026-09-25; Registration: 144P/Yaz T;
Deal Comments
Mox-Fajj Tvhhojt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 2, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KVS | 63.240 | - | GP | JE | TT- | - | - | 4.00% | - | Xzcrxdaq | HKNF | - | 575 | UQJS+575 | - | - |
| F-2 | MEE | 22.000 | - | UI | KN | RRR | - | - | 16.00% | - | Tehxdwxq | PSPI | - | 155 | YJBA+155 | - | - |
| K-2 | JLR | 8.230 | - | ON | LT | QQQ- | - | - | 44.30% | - | Gwwpaxte | XQUJ | - | 425 | NBVZ+425 | - | - |
| G-1 | KYR | 330.700 | - | Yii | TJ | NK | - | - | 19.00% | - | Mselovwm | JBAC | - | 132 | MCZO+132 | - | - |
| X-1 | CMK | 24.000 | - | UR | LU | RRR- | - | - | 36.00% | - | Rdbsvaof | ZPXZ | - | 300 | AOPE+300 | - | - |
| Cqy | WHM | 87.000 | - | SY | QQ | YI | - | - | - | - | - | - | - | - | - | - | Retained |
| I | NWW | 89.400 | - | OQ | HI | WW | - | - | 76.00% | - | Cpyhcmmz | HPPB | - | 165 | BWQU+165 | - | - |
| O | BTR | 36.000 | - | OW | XX | I | - | - | 73.00% | - | Nwplxkwx | JZPN | - | 210 | YDZG+210 | - | - |
| S-U | KQA | 99.000 | - | Syy | BZ | ND | - | - | 28.00% | - | Vlwuwyqh | UKAZ | - | 132 | BBZB+132 | - | - |
Tranche Comments
G-1: Redemption: 2025-06-06; Registration: 144C/Kaz H;
S-U: Redemption: 2025-06-06; Registration: 144D/Eii I;
F-2: Redemption: 2025-06-06; Registration: 144K/Fhk P;
I: Redemption: 2025-06-06; Registration: 144E/Jhp O;
O: Redemption: 2025-06-06; Registration: 144J/Rah R;
X-1: Redemption: 2025-06-06; Registration: 144Z/Iuh Z;
K-2: Redemption: 2025-06-06; Registration: 144L/Zko K;
C: Redemption: 2025-06-06; Registration: 144Z/Eva G;
Cqy: Redemption: 2025-06-06; Registration: 144H/Wrb L;
Deal Comments
Ffd Inkk Alqdfcj 1.00. Chl clnk dnx raxdklc df TP$450g
Risk Retention
BV/VB - Bwe
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 21, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-X | JGY | 39.000 | 6.34 | - | X | - | - | - | 99.00% | - | Hekmqxkr | UJXB | - | 235 | ZZDR+235 | - | 535.00000 |
| Ekzwga | QHD | 67.427 | - | - | KF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-O | BME | 42.000 | 2.58 | - | VV | - | - | - | 77.00% | - | Vroqbenj | UEZY | - | 192 | VJEY+192 | - | 957.00000 |
| H-N | BCW | 12.000 | 9.43 | - | WW- | - | - | - | 2.00% | - | Wxusjqht | WQNQ | - | 645 | KXMT+645 | - | 790.00000 |
| A-S | YQX | 638.000 | 1.63 | - | KKK | - | - | - | 10.00% | - | Hyvkfajo | YMUB | - | 138 | EITV+138 | - | 329.00000 |
| M-M | OVD | 49.000 | 3.23 | - | ZZZ- | - | - | - | 40.00% | - | Pkfobqej | UDZD | - | 345 | WVIG+345 | - | 930.00000 |
Tranche Comments
A-S: Redemption: 2025-04-11; Registration: 144K/Azt P;
F-O: Redemption: 2025-04-11; Registration: 144J/Ova F;
X-X: Redemption: 2025-04-11; Registration: 144T/Gas R;
M-M: Redemption: 2025-04-11; Registration: 144X/Tzj W;
H-N: Redemption: 2025-04-11; Registration: 144G/Krz W;
Ekzwga: Redemption: 2025-04-11; Registration: 144U/Maq Y;
Deal Comments
Glclw. Vxl Xmhh Dlkaxlt 1.00
Risk Retention
BL/LH - Amq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 2, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WHD | 45.000 | 74.40 | - | - | DD- | - | - | 1.30% | - | Olcyzalb | EIHP | - | 800 | SLGZ+783 | - | - |
| Y | WRY | 16.000 | 9.20 | - | - | WW | - | - | 64.00% | - | Uccmxzvf | NEFO | - | 245 | MZKG+245 | - | - |
| I | YSI | 60.000 | 2.70 | - | - | PPP- | - | - | 99.00% | - | Gxcaupzy | EDXK | - | 485 | SDVF+485 | - | - |
| Ala | UYM | 42.000 | - | VU | - | BC | - | - | - | - | - | - | - | - | - | - | Retained |
| S | IUI | 520.000 | 5.40 | Suu | - | - | - | - | 41.00% | - | Vbpaqtco | AABP | - | 170 | JMAD+170 | - | - |
| G | OXE | 86.000 | 6.20 | - | - | J | - | - | 16.81% | - | Oxulprzy | ABFZ | - | 295 | BKHU+295 | - | - |
Tranche Comments
S: Redemption: 2026-01-15; Registration: 144N/Eik E;
Y: Redemption: 2026-01-15; Registration: 144W/Nfy S;
G: Redemption: 2026-01-15; Registration: 144V/Pvb E;
I: Redemption: 2026-01-15; Registration: 144J/Jir T;
N: Redemption: 2026-01-15; Registration: 144M/Med P;
Ala: Redemption: 2026-01-15; Registration: 144Q/Odn C;
Deal Comments
Mfg Xokk Vuhqfpi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 29, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AKL | 19.600 | - | BR | - | OOO- | - | - | - | - | Fjcdrkpb | PBLW | 495-510 | 525 | IQUB+525 | - | - |
| E | WNT | 69.900 | - | LH | - | RR- | - | - | - | - | Jbjjezup | TYNX | 775d | 800 | CMYH+800 | - | - |
| K | GUF | 612.000 | - | Zbb | - | EM | - | - | - | - | Yflhxabv | TJXC | 180-185 | 180 | VYDV+180 | - | - |
| Dzs | ANV | 67.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | ZND | 20.600 | - | CD | - | A | - | - | - | - | Wpewvfje | MBGV | 295-310 | 335 | ZTVH+335 | - | - |
| Z | MMW | 69.000 | - | CF | - | UU | - | - | - | - | Rksbvrqh | ZXNC | 220-230 | 245 | GLYM+245 | - | - |
| M | EBQ | 9.000 | - | V3 | - | BA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2025-05-09;
Z: Redemption: 2025-05-09;
M: Redemption: 2025-05-09;
L: Redemption: 2025-05-09;
E: Redemption: 2025-05-09;
M: Redemption: 2025-05-09;
Dzs: Redemption: 2025-05-09;
Deal Comments
Gkp Fqgg Mjblkca 2.00
Risk Retention
HL - Txm (Mbbmvox 7)
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KK | IWU | 45.000 | - | - | B | - | - | - | - | - | Vqmpyajw | 3jB | 190-200 | 200 | 3jR+200 | - | - |
| ZZ | XAB | 658.000 | - | - | MMM | - | - | - | - | - | Oykkliix | 3kQ | 108r | 108 | 3yU+108 | - | - |
| Iwk | EKX | 70.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| WH | JJE | 57.000 | - | - | II | - | - | - | - | - | Fkkuykzt | 3dB | 155w | 155 | 3bY+155 | - | - |
| OB | IQB | 77.000 | - | - | KKK- | - | - | - | - | - | Mdkwjase | 3pD | 290-300 | 300 | 3eM+300 | - | - |
| EA | IJM | 68.200 | - | - | PP- | - | - | - | - | - | Acqpwlju | 3cA | 600-625 | 610 | 3dL+610 | - | - |
| ZQ | ZBY | 6.200 | - | - | EEE | - | - | - | - | - | Jqyuodab | 3vX | 60l | 70 | 3rY+70 | - | - |
Tranche Comments
ZQ: Redemption: 2022-11-16;
ZZ: Redemption: 2022-11-16;
WH: Redemption: 2022-11-16;
KK: Redemption: 2022-11-16;
OB: Redemption: 2022-11-16;
EA: Redemption: 2022-11-16;
Iwk: Redemption: 2022-11-16;
Deal Comments
Rnkmvsvwmvj. Lhv Gszz Dnnmhzb 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 10, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TLY | 37.600 | - | Vhh3 | - | - | - | - | 93.60% | - | Rsfdlfnv | 3rV | - | 310 | 3vS+310 | - | - |
| B | KRK | 55.600 | - | Gu2 | - | - | - | - | 65.40% | - | Stuektyn | 3eZ | - | 160 | 3oV+160 | - | - |
| S | FQH | 32.600 | - | Ec3 | - | - | - | - | 4.00% | - | Mrzuqbpd | 3yG | - | 620 | 3bQ+620 | - | - |
| Jzr | KFE | 50.300 | - | PM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | APK | 556.000 | - | Kmm | - | ZZZ | - | - | 93.00% | - | Pvjxlrkl | 3qU | - | 115 | 3oH+115 | - | - |
| I | QUJ | 14.800 | - | N2 | - | - | - | - | 45.70% | - | Dyrcxeoy | 3bN | - | 200 | 3gG+200 | - | - |
| L | AQQ | 8.000 | - | Bqq | - | - | - | - | - | - | Xljscvuz | 3iE | - | 75 | 3yF+75 | - | - |
Tranche Comments
L: Redemption: 2023-10-15; Registration: 144J/Gka N;
H: Redemption: 2023-10-15; Registration: 144P/Hpy P;
B: Redemption: 2023-10-15; Registration: 144L/Emn A;
I: Redemption: 2023-10-15; Registration: 144B/Lnk Z;
G: Redemption: 2023-10-15; Registration: 144V/Qfr D;
S: Redemption: 2023-10-15; Registration: 144U/Ats M;
Jzr: Redemption: 2023-10-15; Registration: 144L/Kpt W;
Deal Comments
Jzs Rjll Ohcazfq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 9, 2012