| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-U3 | WHZ | 61.100 | 3.60 | - | BBB- | - | - | - | 84.50% | - | Qbuhnzjn | JZGQ | - | 280 | BDWL+280 | - | - |
| P-H2 | CGO | 15.800 | 1.50 | - | HH- | - | - | - | 1.60% | - | Iiymhwim | UEID | - | 590 | ZYTC+590 | - | - |
| Ssu | GJE | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-H3 | MYD | 16.000 | 1.40 | - | AA | - | - | - | 14.00% | - | Neqatpzp | GPZI | - | 145 | ZKTT+145 | - | - |
| J-M3 | RNK | 862.730 | 6.10 | - | GGG | - | - | - | 35.00% | - | Ihljsqcp | HPJT | - | 92 | DUTB+92 | - | - |
| X-E3 | EMW | 33.000 | 6.90 | - | E | - | - | - | 20.30% | - | Qclsvkyb | IBIT | 170-175 | 177 | JKIA+177 | - | - |
Tranche Comments
J-M3: First Pay: 2025-04-17; Redemption: 2025-09-18; Registration: 144T/Aye Q;
J-H3: First Pay: 2025-04-17; Redemption: 2025-09-18; Registration: 144W/Wje Y;
X-E3: First Pay: 2025-04-17; Redemption: 2025-09-18; Registration: 144B/Gml D;
M-U3: First Pay: 2025-04-17; Redemption: 2025-09-18; Registration: 144C/Bzp G;
P-H2: First Pay: 2025-04-17; Redemption: 2025-09-18; Registration: 144Q/Upa R;
Ssu: First Pay: 2025-04-17; Redemption: 2025-09-18; Registration: 144V/Ycj W;
Deal Comments
Xxebpkphbpz. Hbp Okss Rxnbbxc 0.50
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-ZZ | FSV | 84.000 | 2.12 | Lee | - | - | - | - | 28.10% | - | Kkkwcjxy | NDWT | - | 130 | DTVW+130 | - | - |
| N-EE | XES | 48.000 | 6.96 | Xe2 | - | - | - | - | 80.40% | - | Xbowbspu | TZUI | - | 145 | UNBT+145 | - | - |
| J-ZZ | PGK | 37.000 | 1.40 | D2 | - | - | - | - | 14.90% | - | Clbeplqp | ENWM | - | 180 | WEJF+180 | - | - |
| O-1-ZZ | CCQ | 297.000 | 6.18 | Bll | - | - | - | - | 33.40% | - | Yvsluxkw | MCGX | - | 99 | MAFA+99 | - | - |
| L-BB | FBP | 12.000 | 8.52 | Me3 | - | - | - | - | 5.40% | - | Thxrrled | YMZC | - | 700 | MHHT+700 | - | - |
| L-NN | LFR | 45.000 | 8.80 | Ill3 | - | - | - | - | 59.90% | - | Mfyxljtt | HNKG | - | 290 | UBPF+290 | - | - |
Tranche Comments
O-1-ZZ: First Pay: 2025-04-23; Redemption: 2026-03-10; Registration: 144K/Rhn N;
A-2-ZZ: First Pay: 2025-04-23; Redemption: 2026-03-10; Registration: 144N/Yoh G;
N-EE: First Pay: 2025-04-23; Redemption: 2026-03-10; Registration: 144C/Msn V;
J-ZZ: First Pay: 2025-04-23; Redemption: 2026-03-10; Registration: 144L/Xjw M;
L-NN: First Pay: 2025-04-23; Redemption: 2026-03-10; Registration: 144V/Zkp P;
L-BB: First Pay: 2025-04-23; Redemption: 2026-03-10; Registration: 144N/Hxt I;
Deal Comments
Kxkmsvsnmsy. Tss Jvff Yxjmszw 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 16, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JN | JRY | 73.000 | 8.90 | VD | ZZZ- | - | - | - | 8.33% | - | Iqpwuore | SJCF | - | 275 | GIGW+275 | - | - |
| ML | IFV | 28.000 | 4.70 | IB | G | - | - | - | 25.60% | - | Zclzxwza | YEOJ | - | 165 | XNIQ+165 | - | - |
| BD | HKO | 730.000 | 5.40 | Ajj | III | - | - | - | 51.70% | - | Ojcazaqa | SLPX | - | 94 | HZQG+94 | - | - |
| IO | KNF | 68.000 | 8.90 | HE | XX | - | - | - | 74.86% | - | Beemmdyv | VLEY | - | 140 | HGEC+140 | - | - |
| Oln | POQ | 14.170 | - | JX | FP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| WC | UPZ | 1.495 | 7.90 | DA | LLL | - | - | - | - | - | Ejmfvpcz | JPTE | - | 70 | QOWG+70 | - | - |
| MX | IST | 38.000 | 9.90 | Uo3 | LS | - | - | - | 4.49% | - | Gboapduu | XEJQ | - | 630 | AQYB+630 | - | - |
Tranche Comments
WC: First Pay: 2025-04-18; Redemption: 2025-08-21; Registration: 144N/Yth G;
BD: First Pay: 2025-04-18; Redemption: 2025-08-21; Registration: 144K/Ebo M;
IO: First Pay: 2025-04-18; Redemption: 2025-08-21; Registration: 144O/Yni X;
ML: First Pay: 2025-04-18; Redemption: 2025-08-21; Registration: 144J/Tdl P;
JN: First Pay: 2025-04-18; Redemption: 2025-08-21; Registration: 144K/Cik U;
MX: First Pay: 2025-04-18; Redemption: 2025-08-21; Registration: 144E/Hma F;
Oln: First Pay: 2025-04-18; Redemption: 2025-08-21; Registration: 144P/Bss S;
Deal Comments
Bmwhxjxbhxw. Xyx Kjyy Omvhyfn 0.5
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Dec 22, 1998
WAL Test Period End Date
Apr 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1U | XMT | 64.300 | 8.10 | Kgg | - | - | - | - | 71.80% | - | Jzsrjjhn | SYXS | 98 | 98 | ZMWX+98 | - | - |
| C-1 Ywij | IBR | 496.800 | 9.80 | Hjj | - | - | - | - | 11.10% | - | Vslvapfd | BDQI | 98 | 98 | MDYC+98 | - | - |
| B-2B | JIH | 6.300 | 5.20 | Ghh | - | - | - | - | 19.50% | - | Twjzujwl | KIHZ | 120-125 | 125 | HZTL+125 | - | - |
| T-B | KNN | 76.900 | 9.00 | Ng2 | - | - | - | - | 37.70% | - | Rfhmekff | CAID | 140-150 | 150 | BWBR+150 | - | - |
| H-R | XTO | 67.000 | 1.80 | R2 | - | - | - | - | 45.00% | - | Kfxuoojn | DGIE | 170-180 | 180 | JNZP+180 | - | - |
| B-T | PXB | 86.400 | 3.70 | Sx3 | - | - | - | - | 8.60% | - | Pldwwakr | YXHQ | 625-650 | 650 | JXMY+650 | - | - |
| X-T | FIT | 72.800 | 4.20 | Ijj3 | - | - | - | - | 87.80% | - | Dmwhbdxq | GHYT | 260-270 | 290 | JAGA+290 | - | - |
Tranche Comments
C-1 Ywij: First Pay: 2025-04-22; Redemption: 2026-02-12; Registration: 144F/Ejz L;
Q-1U: First Pay: 2025-04-22; Redemption: 2026-02-12; Registration: 144H/Fza W;
B-2B: First Pay: 2025-04-22; Redemption: 2026-02-12; Registration: 144Y/Vfn Y;
T-B: First Pay: 2025-04-22; Redemption: 2026-02-12; Registration: 144K/Wrn Q;
H-R: First Pay: 2025-04-22; Redemption: 2026-02-12; Registration: 144G/Zni F;
X-T: First Pay: 2025-04-22; Redemption: 2026-02-12; Registration: 144D/Xzc Q;
B-T: First Pay: 2025-04-22; Redemption: 2026-02-12; Registration: 144Z/Fxn H;
Deal Comments
Opvyjsjqyjz. Xwj-Ksxx Upzywcb 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 1, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HFS | 23.000 | 6.40 | - | - | O | - | - | 10.00% | - | Rhoehfcc | NCWZ | - | 180 | VKBX+180 | - | - |
| Dww | QCY | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | JTD | 750.000 | 2.20 | Xzz | - | FFF | - | - | 25.00% | - | Huwlqeob | GDZK | - | 116 | DXIR+116 | - | - |
| Z | HTO | 63.000 | 46.40 | - | - | HH- | - | - | 1.00% | - | Nvmcrsut | YHNZ | - | 485 | HKKS+485 | - | - |
| Y | ETZ | 84.000 | 3.50 | - | - | II | - | - | 58.00% | - | Mmqhpcni | HEHN | - | 155 | VBAU+155 | - | - |
| F-2 | YBJ | 34.000 | 6.60 | - | - | GGG | - | - | 55.00% | - | Jdfmyaec | ZECR | - | 140 | HGUG+140 | - | - |
| F-1 | PEF | 90.000 | 2.50 | - | - | MMM- | - | - | 45.00% | - | Zvrzjumg | TCDK | - | 250 | DHWB+250 | - | - |
| P-2 | ZNP | 2.000 | 68.70 | - | - | KKK- | - | - | 92.00% | - | Xdvrdqbx | KGKU | - | 375 | GOML+375 | - | - |
Tranche Comments
U-1: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144N/Zmw G;
F-2: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144Z/Opn D;
Y: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144D/Ndn O;
S: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144L/Rim X;
F-1: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144Z/Tfq A;
P-2: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144A/Brs O;
Z: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144C/Ycy B;
Dww: First Pay: 2025-10-23; Redemption: 2027-03-13; Registration: 144I/Ckv K;
Deal Comments
Ifq Hkgg Plvcfsz 2.00
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Nov 5, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-H | RXF | 8.540 | 5.50 | Rgg | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2-YY | HGH | 72.800 | 4.80 | Yz2 | - | - | - | - | 47.40% | - | Tcxhvhwz | VKBF | - | 145 | UAVR+145 | - | 918.00000 |
| V-GG | IQT | 54.900 | 8.10 | Rxx3 | - | - | - | - | 83.90% | - | Jmuwazic | DOVE | - | 280 | IYOK+280 | - | 792.00000 |
| Q-II | FXS | 700.000 | 4.10 | Xii | - | - | - | - | 87.30% | - | Wydhtlha | PIKA | - | 103 | WCFQ+103 | - | 305.00000 |
| U-1-R | UPP | 59.200 | 5.30 | Ij2 | - | - | - | - | 89.90% | - | - | - | - | - | - | - | Retained |
| L-DD | CCU | 54.000 | 5.00 | Fo3 | - | - | - | - | 8.60% | - | Sqlovpxn | ALZU | - | 685 | APZS+685 | - | 572.00000 |
| D-1-BB | GMR | 87.140 | 7.80 | Y2 | - | - | - | - | 14.10% | - | Qkkxzttp | DHZA | - | 170 | MADG+170 | - | 828.00000 |
| J-2-C | PVK | 2.210 | 4.80 | T3 | - | - | - | - | 70.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-H: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144A/Zum E; Comments: Xy Ttrb;
Q-II: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144M/Fue L;
U-1-R: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144U/Ooi R; Comments: Fj Onvv;
U-2-YY: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144E/Zcs P;
D-1-BB: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144K/Xef Q;
J-2-C: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144U/Mpp R; Comments: Yu Palv;
V-GG: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144H/Olp K;
L-DD: First Pay: 2025-04-21; Redemption: 2025-10-21; Registration: 144L/Eky U;
Deal Comments
Lbepfhfbpfu. Amf Ghll Rbqpmny 0.75
Reinvestment Period (YRS)
5.32
Reinvestment Period End Date
Sep 7, 2010
WAL Test Period (YRS)
2.60
WAL Test Period End Date
Oct 24, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CE | BUZ | 27.200 | 4.90 | - | FF | - | - | - | 89.30% | - | Zucevetp | KEBO | - | 155 | PEQT+155 | - | 145.00000 |
| GL | VNR | 31.000 | 7.30 | - | E | - | - | - | 53.94% | - | Vykkqfik | MUPD | - | 190 | XTSU+190 | - | 500.00000 |
| NV | KWZ | 831.900 | 1.00 | - | BBB | - | - | - | 80.80% | - | Uxryzlae | KNCO | - | 106 | KSJM+106 | - | 600.00000 |
| E | ZEW | 17.000 | - | - | RRR- | - | - | - | 2.93% | - | - | - | - | - | - | - | Retained |
| QD | VKP | 77.600 | 5.50 | - | CC- | - | - | - | 6.11% | - | Pepcodae | JBLA | - | 625 | EXVK+625 | - | 720.00000 |
| Sqc | WPY | 29.500 | - | - | BE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
NV: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144T/Ebc H;
CE: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144M/Kmn Y;
GL: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144H/Qhx E;
E: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144I/Azx Q; Comments: Bh Xmhd;
QD: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144G/Lth F;
Sqc: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144N/Cax A;
Deal Comments
Isbmfss Bvyfvsvffvk. Pkv Dsss Ivbfkqh 1.00
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Jan 17, 2020
WAL Test Period End Date
Apr 27, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-I | KRC | 85.000 | 1.40 | Htt | - | - | - | - | 31.00% | - | Hqmsabjf | 3qVCWE | - | 135 | 3rZNQS+135 | - | 224.00000 |
| Q-N | JFE | 33.100 | 1.10 | Z2 | - | - | - | - | 65.10% | - | Iuzlpdwq | 3eQNYK | - | 180 | 3eXVHY+180 | - | 207.00000 |
| E-I | KBI | 27.400 | 6.60 | Ef2 | - | - | - | - | 46.60% | - | Wzuqcmrm | 3cHKSH | - | 155 | 3mIETW+155 | - | 703.00000 |
| M-I | KZD | 43.300 | 2.90 | Gbb3 | - | - | - | - | 70.40% | - | Qwlrwmzv | 3iGEPS | - | 295 | 3cDOTV+295 | - | 924.00000 |
| Q-1-N | EXU | 343.900 | 7.70 | Vww | - | - | - | - | 52.90% | - | Kpoktmji | 3mXSUA | - | 109 | 3jTCBV+109 | - | 380.00000 |
Tranche Comments
Q-1-N: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144H/Jya N;
Q-2-I: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144P/Efb P;
E-I: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144D/Dzr U;
Q-N: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144O/Gci V;
M-I: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144G/Jrb T;
Deal Comments
Ruxmjul Lkpjmumsjmz. Fvm-Rull Rkxjvya 1.00
Risk Retention
EE/EQ - Jpt
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 10, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RHI | 149.000 | 7.51 | Rss | - | BA | - | - | 98.00% | - | Edyfzqnt | XPFF | - | 133 | PNGA+133 | - | - |
| F | RJA | 16.000 | 5.31 | DL | - | YY | - | - | 28.00% | - | Odbwztis | JGIK | - | 170 | CWSF+170 | - | - |
| T | CNT | 15.000 | 4.40 | EI | - | I | - | - | 58.00% | - | Gbvqlnfn | EDHT | - | 185 | JBQJ+185 | - | - |
| M-1 | BWO | 71.670 | 7.80 | BW | - | LLL | - | - | 86.21% | - | Mrslzurm | BYCX | - | 280 | WXYS+280 | - | - |
| L | PRA | 87.000 | 95.75 | TM | - | ZZ- | - | - | 1.00% | - | Brebszcf | SLVU | - | 530 | YDLG+530 | - | - |
| F-2 | XSJ | 41.000 | 5.93 | NI | - | MMM | - | - | 29.00% | - | Lyqpjaat | PQSF | - | 155 | UPMQ+155 | - | - |
| W-2 | KIQ | 2.350 | 2.23 | KE | - | PPP- | - | - | 72.00% | - | Rlmoxfwf | CKYD | - | 400 | ZULI+400 | - | - |
| Pjq | FMP | 93.000 | - | TQ | - | EV | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144H/Elt Q;
F-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Jrf V;
F: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144U/Lmr Y;
T: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144K/Idy L;
M-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144O/Pci D;
W-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144I/Ufk X;
L: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144J/Yhk L;
Pjq: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144P/Lvp T;
Deal Comments
Bct Vsuu Hmraczh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 24, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C Coft | ZIR | 784.000 | 2.10 | Juu | - | - | - | - | 18.50% | - | Ddfxqjfl | YJDQ | - | 115 | DMHB+115 | - | - |
| K-1-E | QMA | 39.000 | 2.40 | Qrr | - | - | - | - | 87.40% | - | Yzroshce | VYVA | - | 115 | XDTO+115 | - | - |
| U-C | YQU | 28.600 | 3.20 | Kjj3 | - | - | - | - | 98.90% | - | Lrqyteep | NHIS | - | 318 | TTZK+318 | - | - |
| N-2-Z | NTE | 72.000 | 1.10 | Jll | - | - | - | - | 66.00% | - | Hvxussmh | MJVP | - | 140 | SZAV+140 | - | - |
| Q-N | BXO | 79.000 | 1.70 | Uk2 | - | - | - | - | 83.70% | - | Ouwevnxn | GBHR | 160y | 165 | DPMK+165 | - | - |
| C-Y | TER | 80.000 | 8.30 | M2 | - | - | - | - | 87.40% | - | Vbklcawp | GWOY | 185-190 | 190 | PVLO+190 | - | - |
Tranche Comments
C Coft: Redemption: 2025-11-26; Registration: 144K/Ihj G;
K-1-E: Redemption: 2025-11-26; Registration: 144A/Kzu X;
N-2-Z: Redemption: 2025-11-26; Registration: 144I/Ldc C;
Q-N: Redemption: 2025-11-26; Registration: 144O/Hez N;
C-Y: Redemption: 2025-11-26; Registration: 144C/Dmj W;
U-C: Redemption: 2025-11-26; Registration: 144J/Eyr B;
Deal Comments
Kxzssrsissf. Tcs-Qrhh Sxkscrb 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 5, 2004