| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-H | VBN | 50.000 | 9.80 | - | - | TTT- | - | - | 97.00% | - | Vxwleopx | YJQH | - | - | - | - | - |
| T-O | MTW | 90.000 | 5.20 | - | - | ZZ- | - | - | 1.00% | - | Rnzjndcn | SVFQ | - | - | - | - | Retained |
| Q-V | XRP | 741.000 | 4.20 | Jbb | - | - | - | - | 54.00% | - | Wcjpqvnm | VZYC | 145 | - | - | - | - |
| O-Y | JXV | 29.000 | 6.50 | - | - | E | - | - | 10.30% | - | Usewtppc | ISLD | 200-210 | - | - | - | - |
| L-H | HKG | 44.000 | 7.40 | - | - | YY | - | - | 48.50% | - | Cuacdfax | HYIS | 175-180 | - | - | - | - |
Tranche Comments
Q-V: Registration: 144A/Cyx C;
L-H: Registration: 144G/Lid G;
O-Y: Registration: 144V/Ext K;
J-H: Registration: 144A/Uph I;
T-O: Registration: 144X/Dxi G;
Deal Comments
Zbibu. Yuq-Lybb Bbzvuij 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-V | WAK | 50.000 | 9.91 | - | - | MMM- | - | - | 21.00% | - | Imsurfqm | VSXR | - | 275 | GNAB+275 | - | 397.00000 |
| K-2-P | FSY | 65.000 | 7.46 | - | - | TTT | - | - | 29.00% | - | Cdslmkrd | QWEF | - | 155 | IVVS+155 | - | 904.00000 |
| A-X | PXD | 93.600 | 5.29 | - | - | QQ | - | - | 22.00% | - | Hrvqowko | IQWA | - | 185 | XSUK+185 | - | 132.00000 |
| D-P | XII | 84.000 | 3.49 | - | - | X | - | - | 82.00% | - | Bfdpsxzv | PCXZ | - | 230 | PNBT+230 | - | 538.00000 |
| Rpxlov | UGY | 49.900 | - | JM | - | WC | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1-Y | KSB | 476.400 | 3.80 | Kcc | - | PPP | - | - | 33.00% | - | Juecbwyt | PAGN | - | 131 | NBBU+131 | - | 140.00000 |
| O-J | UAB | 84.200 | 4.73 | - | - | YY- | - | - | 5.00% | - | Rssffeqf | EPFF | - | 550 | CGNX+550 | - | 448.00000 |
| G-2-Q | BZX | 7.600 | 4.94 | - | - | FFF- | - | - | 85.00% | - | Dfoydmjy | PHTB | - | 400 | XGGG+400 | - | 402.00000 |
Tranche Comments
U-1-Y: Redemption: 2027-04-24; Registration: 144T/Dhd G;
K-2-P: Redemption: 2027-04-24; Registration: 144O/Rmd E;
A-X: Redemption: 2027-04-24; Registration: 144T/Pxz U;
D-P: Redemption: 2027-04-24; Registration: 144W/Jxd Z;
J-1-V: Redemption: 2027-04-24; Registration: 144Q/Uby U;
G-2-Q: Redemption: 2027-04-24; Registration: 144P/Zhv Q;
O-J: Redemption: 2027-04-24; Registration: 144G/Dra Y;
Rpxlov: Redemption: 2027-04-24; Registration: 144L/Rfe B;
Deal Comments
Rgggv. Mem Mqkk Egbiejx 2.00
Reinvestment Period (YRS)
7.37
Reinvestment Period End Date
Nov 3, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZHT | 770.900 | 8.10 | - | OOO- | - | - | - | 51.00% | - | Rpsxmtll | EMLD | - | 390 | ECDC+390 | - | - |
| Grs | OWF | 437.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ZNQ | 124.000 | 4.80 | - | D | - | - | - | 16.40% | - | Wbqlwehp | WJJC | - | 240 | KMBL+240 | - | - |
| V1 | CSZ | 8,231.000 | 1.50 | - | III | GGG | - | - | 94.60% | - | Cboxfuvk | EGHA | - | 148 | LJBI+148 | - | - |
| B | VBH | 984.600 | 7.50 | - | FF | - | - | - | 59.10% | - | Xjxsuenu | MDZJ | - | 190 | DYLA+190 | - | - |
| H2 | PMB | 719.000 | 6.50 | - | BBB | - | - | - | 12.00% | - | Jckxaqip | ALEJ | - | 180 | ANTE+180 | - | - |
Tranche Comments
V1: Redemption: 2027-04-20; Registration: 144P/Kyf L;
H2: Redemption: 2027-04-20; Registration: 144T/Wzt T;
B: Redemption: 2027-04-20; Registration: 144L/Drs F;
Q: Redemption: 2027-04-20; Registration: 144K/Axh N;
K: Redemption: 2027-04-20; Registration: 144Q/Eyd N;
Grs: Redemption: 2027-04-20; Registration: 144E/Uxu I;
Deal Comments
Qmvmt. Nvt Fgyy Ymacvif 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 26, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yps | HND | 33.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | NTU | 24.000 | 1.70 | - | NNN- | - | - | - | 85.00% | - | Tpxsuyvq | 3bYTTM | - | 310 | 3dSAIZ+310 | - | - |
| S-2 | HGC | 78.000 | 1.40 | - | OOO | - | - | - | 73.00% | - | Dpxysfmv | 3mSLQM | - | 160 | 3iAXWD+160 | - | - |
| W-1 | BYR | 519.000 | 6.60 | - | EEE | - | - | - | 37.00% | - | Vwvkptki | 3kGTWB | - | 136 | 3uZUVX+136 | - | - |
| V | VYO | 68.000 | 5.70 | - | WW | - | - | - | 73.20% | - | Pkxhsumo | 3iXYQJ | - | 175 | 3vGVTO+175 | - | - |
| J | LPM | 11.000 | 5.00 | - | R | - | - | - | 79.80% | - | Hvkdoohw | 3cYBVE | - | 200 | 3eLOEZ+200 | - | - |
Tranche Comments
W-1: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144U/Hsp F;
S-2: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144Z/Prr A;
V: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144F/Jal B;
J: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144N/Xdg R;
I: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144G/Iex M;
Yps: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144J/Gvu O;
Deal Comments
Joq Zull Hgsmojw 2.00
Risk Retention
GN - Ctpi YG/GW - Ctp
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 3, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-R | EAC | 708.000 | - | VX | AAA | DR | - | - | 53.75% | - | Gfkykpqh | GVYM | - | 120 | LZKW+120 | - | - |
| B-L | CAW | 53.000 | - | WN | WWW- | GJ | - | - | 46.33% | - | - | - | - | - | - | - | Retained |
| Voz | WKL | 768.000 | - | XD | DP | BQ | - | - | - | - | - | - | - | - | - | - | Retained |
| SP-Y | ATN | 228.000 | - | GC | JJJ | CD | - | - | 90.33% | - | Jupscdnv | YMXE | - | 120 | KCEY+120 | - | - |
| O-I | TXZ | 41.000 | - | KD | AA | BM | - | - | 95.38% | - | Hzxbwhnk | PIFR | - | 165 | IISG+165 | - | - |
| Z-N | ZSD | 30.000 | - | LO | E | MN | - | - | 97.97% | - | Cfyhoydh | CXDF | - | 200 | MSKR+200 | - | - |
Tranche Comments
G-R: Redemption: 2026-03-25; Registration: 144H/Kfj G;
SP-Y: Redemption: 2026-03-25; Registration: 144Z/Wei K;
O-I: Redemption: 2026-03-25; Registration: 144B/Mvx E;
Z-N: Redemption: 2026-03-25; Registration: 144Y/Eju C;
B-L: Redemption: 2026-03-25; Registration: 144P/Vsd J;
Voz: Redemption: 2026-03-25; Registration: 144F/Yuq A;
Deal Comments
Bgkgs. Fjq Ovtt Zgonjym 1.00
Risk Retention
XX - Ijop QX/XT - Ijo
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 4, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2T | LRH | 269.000 | 7.40 | - | SSS | - | - | - | 32.00% | - | Ruqfroiu | ZMOV | - | 160 | MXQD+160 | - | 706.00000 |
| C-I | BFA | 797.800 | 2.68 | - | ZZ | - | - | - | 20.60% | - | Dvbzpdpl | MLED | - | 170 | UPXG+170 | - | 259.00000 |
| S-G | TYN | 232.300 | 3.17 | - | TTT- | - | - | - | 39.00% | - | Kfwbjqzm | WQTP | - | 320 | DTDI+320 | - | 433.00000 |
| Anbxeh | HGP | 894.920 | - | - | CP | KC | - | - | - | - | - | - | - | - | - | - | Retained |
| C-C | PVR | 574.000 | 9.15 | - | A | - | - | - | 17.20% | - | Oehwbloq | YAWU | - | 200 | QQDK+200 | - | 761.00000 |
| K-1P | IVI | 7,028.000 | 2.31 | - | OOO | TTT | - | - | 61.70% | - | Seevttmb | ZAQC | - | 136 | JYMK+136 | - | 151.00000 |
Tranche Comments
K-1P: Registration: 144N/Yla F;
K-2T: Registration: 144O/Omv M;
C-I: Registration: 144C/Zfb B;
C-C: Registration: 144O/Rba H;
S-G: Registration: 144W/Vkv C;
Anbxeh: Registration: 144P/Kkk O;
Deal Comments
Xgwge. Xkg Fhvv Lgcmktq 2.00
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Jun 30, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-X | VJR | 67.000 | 8.16 | Sf3 | - | - | - | - | 9.62% | - | Ozjcvwwv | GDIH | - | 470 | CSOZ+470 | - | 125.00000 |
| N-H | YNV | 89.600 | 8.26 | R2 | - | - | - | - | 19.17% | - | Mloltkiz | USQV | - | 170 | ITKN+170 | - | 228.00000 |
| D-E | ENA | 67.400 | 8.57 | Moo3 | - | - | - | - | 78.24% | - | Qjyapmhm | APYS | - | 240 | NCBK+240 | - | 147.00000 |
| U-K | HMZ | 86.700 | 4.57 | Zg2 | - | - | - | - | 10.10% | - | Qjbtcdwt | GNIS | - | 135 | EGXW+135 | - | 616.00000 |
| Z-U | CZL | 539.300 | 3.33 | Dtt | - | - | - | - | 77.68% | - | Fhfbccsx | OVEO | - | 98 | NGTV+98 | - | 101.00000 |
| Obgxnw | LKD | 57.730 | - | PT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-U: Redemption: 2025-12-06; Registration: 144V/Jkx P;
U-K: Redemption: 2025-12-06; Registration: 144K/Pjm M;
N-H: Redemption: 2025-12-06; Registration: 144X/Gkj N;
D-E: Redemption: 2025-12-06; Registration: 144K/Ait Y;
Y-X: Redemption: 2025-12-06; Registration: 144C/Gfg T;
Obgxnw: Redemption: 2025-12-06; Registration: 144L/Xdr O;
Deal Comments
Mjtznqnkzni. Qvn Dqmm Zjozvbd 0.75
Reinvestment Period (YRS)
6.28
Reinvestment Period End Date
Nov 9, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XHR | 18.590 | 8.54 | - | O | - | - | - | 26.80% | - | Yfuzjarj | WDPA | - | 200 | DQMI+200 | - | 912.00000 |
| M-1V | ESA | 1.000 | 7.55 | - | MMM | - | - | - | 89.00% | - | Qzvtmtvt | KYIX | - | 138 | IWFC+138 | - | 215.00000 |
| R-2 | WFZ | 83.870 | 6.40 | - | BBB | - | - | - | 37.00% | - | Lmxphpan | POWI | - | 160 | TENZ+160 | - | 316.00000 |
| Fpu | ILZ | 436.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | TML | 85.500 | 7.10 | - | KK | - | - | - | 21.90% | - | Gkvufeow | YWUD | - | 170 | MJTO+170 | - | 733.00000 |
| T | UTS | 54.970 | 6.24 | - | TTT- | - | - | - | 12.00% | - | Ekwzdclt | GZAV | - | 320 | KOVH+320 | - | 357.00000 |
| C-1 | EVA | 268.760 | 5.84 | - | CCC | - | - | - | 93.00% | - | Azscdtxv | AHNT | - | 138 | TXNR+138 | - | 438.00000 |
| S-2N | UTI | 40.000 | 8.10 | - | OOO | - | - | - | 94.00% | - | Cczcyvvz | VTJS | - | 160 | CBVJ+160 | - | 485.00000 |
Tranche Comments
C-1: Redemption: 2027-03-06; Registration: 144D/Fcj G;
M-1V: Redemption: 2027-03-06; Registration: 144X/Rhg P;
R-2: Redemption: 2027-03-06; Registration: 144J/Ikg R;
S-2N: Redemption: 2027-03-06; Registration: 144L/Ukk Z;
B: Redemption: 2027-03-06; Registration: 144V/Ivu W;
M: Redemption: 2027-03-06; Registration: 144J/Rur L;
T: Redemption: 2027-03-06; Registration: 144Q/Ndg J;
Fpu: Redemption: 2027-03-06; Registration: 144W/Kfn X;
Deal Comments
Lijk fijm wjk yukjfif. Yok Vjmm Biojofg 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | RTQ | 11.000 | 1.30 | - | - | CCC- | - | - | 11.00% | - | Xwzqbjao | VMGJ | 255 | 255 | WBSB+255 | - | - |
| Kxzzna | OWY | 25.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | KYD | 20.000 | 4.30 | - | - | CC | - | - | 15.00% | - | Zldwqkez | STLI | 150 | 150 | SIDG+150 | - | - |
| R | CQG | 51.000 | 7.40 | - | - | EE- | - | - | 9.00% | - | Ewmcmoar | HETR | 465 | 465 | GASR+465 | - | - |
| D | CKG | 51.000 | 2.00 | - | - | J | - | - | 10.00% | - | Edubtczj | UAUI | 172 | 172 | QOUX+172 | - | - |
| V-2 | VMW | 7.000 | 8.30 | - | - | SSS- | - | - | 90.00% | - | Pvpypqdq | XKXB | 355 | 355 | DCAS+355 | - | - |
| I | AYM | 135.000 | 6.60 | Fgg | - | FFF | - | - | 94.00% | - | Plxmaukl | VKKZ | 117 | 117 | JLHM+117 | - | - |
Tranche Comments
I: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Wnd W; Comments: Hpp-Hvgspo;
X: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Byq Q;
D: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Npb P;
N-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Xwt E;
V-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Puc X;
R: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Onv D;
Kxzzna: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Xjf F;
Deal Comments
Rtv-Hwvv Svsftou 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 10, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qgv | NVU | 77.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-K2 | EWG | 82.000 | 7.10 | - | QQ | - | - | - | 40.50% | - | Crfkeyol | 3sMNHL | - | 180 | 3mPAHZ+180 | - | - |
| N-T2 | AUV | 78.000 | 9.60 | - | KKK- | - | - | - | 69.00% | - | Vzvphmhh | 3hPSSA | - | 360 | 3rDBTH+360 | - | - |
| Q-1-X2 | RYQ | 476.000 | 3.40 | - | AAA | - | - | - | 94.00% | - | Ypphxhca | 3tAACG | - | 147 | 3uLLPP+147 | - | - |
| H-2-X2 | MUQ | 44.000 | 3.60 | - | OOO | - | - | - | 77.00% | - | Rvmcsjcw | 3jITEP | - | 170 | 3hQOKT+170 | - | - |
| J-S2 | CQK | 58.000 | 2.00 | - | M | - | - | - | 11.50% | - | Qlcxkhkx | 3uCILZ | - | 220 | 3dCYSZ+220 | - | - |
Tranche Comments
Q-1-X2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144H/Vaj Q;
H-2-X2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144J/Qxu B;
G-K2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144T/Kss S;
J-S2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144D/Juw R;
N-T2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144N/Yob S;
Qgv: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144P/Xld W;
Deal Comments
Trhrc. Fzk Tmkk Drwzzrn 2.00
Risk Retention
NK/KO - Xrom KK - Xro
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 24, 2024