| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-H3 | VHB | 48.500 | - | - | SS | - | - | - | 64.28% | - | Yflrutbe | DWLB | - | 150 | PSXC+150 | - | - |
| M-K3 | RSJ | 862.400 | - | - | FFF | - | - | - | 62.23% | - | Ebkacddx | WXLA | - | 107 | AYJB+107 | - | - |
| T-M3 | YYL | 35.400 | - | - | Q | - | - | - | 45.93% | - | Myfbppwx | YCGV | - | 175 | ZJQQ+175 | - | - |
Tranche Comments
M-K3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144Q/Yaf T;
Q-1-H3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144Y/Edg Y;
T-M3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144Q/Utd I;
Deal Comments
Yfpvbfh Uzubjfjpbjh. Npj Ofhh Yzpbpfw 1.00
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Jan 13, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QR | HVQ | 9.000 | 8.00 | - | - | FFF | - | - | - | - | Kzerqwhn | XWFS | 110-120 | 115 | KKFB+115 | - | - |
| DS | PCA | 15.000 | 4.50 | - | - | RR | - | - | 42.00% | - | Ikrwwfpp | WQBJ | 165-170 | 170 | AOYR+170 | - | - |
| Hww Cj | NBP | 18.300 | - | - | - | VQ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1Y | JXA | 93.000 | 5.80 | - | - | PPP- | - | - | 92.00% | - | Uopcwipo | UAKV | 290-295 | 300 | DDMN+300 | - | - |
| M2Y | RIS | 1.000 | 7.60 | - | - | ZZZ | - | - | 75.00% | - | Fxvwjlvb | TZPU | 155-160 | 160 | IDKT+160 | - | - |
| EJ | BSQ | 71.000 | 75.40 | - | - | QQ- | - | - | 4.00% | - | Gzxavdyd | XOHE | 650-675 | 675 | CZYT+675 | - | - |
| O1P | KPZ | 721.000 | 3.80 | - | - | EEE | - | - | 85.00% | - | Wvlkeaaf | KWNK | 132-133 | 133 | VSVJ+133 | - | - |
| Q2E | NHT | 4.000 | 63.60 | - | - | UUU- | - | - | 96.00% | - | Iqymoult | KOWP | 410c | 410 | VCCS+410 | - | - |
| MA | BZY | 41.000 | 2.40 | - | - | W | - | - | 69.00% | - | Qlwamoyo | IVWX | 190-195 | 190 | GTKC+190 | - | - |
Tranche Comments
QR: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Y/Nsw R;
O1P: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Y/Lzx H;
M2Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144F/Kql Z;
DS: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Ctf I;
MA: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Aep B;
Y1Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144T/Fby I;
Q2E: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Y/Dnv K;
EJ: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144U/Ohq J;
Hww Cj: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Mqx W;
Deal Comments
Kpypx. Jbv Zgww Wpcfbba 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 8, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CXX | CPI | 160.000 | 3.30 | Srr | CM | - | - | - | 67.98% | - | Qyxfxzcs | AABA | - | 110 | ZXFY+110 | - | - |
| JPP | HYY | 11.000 | 5.60 | VB | H | - | - | - | 52.57% | - | Revusqet | KTFB | - | 180 | GGDQ+180 | - | - |
| DAA | TYE | 98.000 | 7.70 | OW | BB | - | - | - | 41.00% | - | Hjqdqywp | KTKH | - | 155 | APMX+155 | - | - |
Tranche Comments
CXX: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144P/Eqy I;
DAA: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144O/Iwc N;
JPP: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144J/Kjf L;
Deal Comments
Vhjusesfusz. Jus Xett Nhpuuki 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 1, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | FAK | 51.000 | 1.60 | - | NNN- | - | - | - | 90.00% | - | Glpojflc | EVCB | - | 290 | EBHH+290 | - | 222.00000 |
| Fea | MRJ | 19.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | VHL | 656.000 | 1.70 | Yyy | EEE | - | - | - | 50.10% | - | Ulvjsech | MWGR | - | 133 | PTLO+133 | - | 263.00000 |
| G-2 | LXO | 37.000 | 9.70 | Icc | - | - | - | - | 73.00% | - | Zuljepcl | GEMI | - | 154 | TEZY+154 | - | 928.00000 |
| H | KYG | 54.000 | 6.30 | - | E | - | - | - | 89.00% | - | Iwxefrta | BNMW | - | 190 | HCSB+190 | - | 888.00000 |
| P-2 | AFC | 2.000 | 54.50 | - | PPP- | - | - | - | 31.00% | - | Qbhozevv | LBYW | - | 405 | NNIL+405 | - | 648.00000 |
| E | XBZ | 64.000 | 8.50 | - | PP | - | - | - | 86.00% | - | Imdkzvvj | NDCP | - | 170 | YPLM+170 | - | 943.00000 |
| Y | JBR | 59.000 | 48.60 | - | OO- | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144M/Cye H;
G-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144V/Cdn H;
E: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Dxb H;
H: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Zkc M;
D-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144U/Nyx P;
P-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144M/Iis K;
Y: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144T/Idw L;
Fea: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144N/Jst F;
Deal Comments
Mcu Iatt Lntvcwx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 24, 1999
WAL Test Period End Date
Apr 24, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GOO | XYU | 15.000 | - | AU | OP | E | - | - | 91.00% | - | Nysfvxtk | NCKK | - | 190 | JHGU+190 | - | - |
| E2RR | CYP | 1.000 | - | VG | NV | CCC- | - | - | 91.00% | - | Smqcpohy | MEVY | - | 450 | UYGQ+450 | - | - |
| SDD | IOR | 93.000 | - | JJ | KQ | WW- | - | - | 2.00% | - | Zsjpumzx | LKZL | - | 740 | VLNU+740 | - | - |
| W1PP | OTY | 40.000 | - | II | LH | VVV- | - | - | 20.00% | - | Xxpxzpsy | TAIA | - | 310 | STEW+310 | - | - |
| QGG | RCG | 156.000 | - | JL | YT | YYY | - | - | 91.00% | - | Bxejkbex | OPGO | - | 125 | CNIQ+125 | - | - |
| EHH | PNT | 18.000 | - | AS | EC | RR | - | - | 78.00% | - | Kjcbdwxu | BJXY | - | 165 | JNDO+165 | - | - |
| Zau | OFK | 64.800 | - | GD | CR | CR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
QGG: Redemption: 2025-10-15; Registration: 144C/Rzn T;
EHH: Redemption: 2025-10-15; Registration: 144D/Uqq B;
GOO: Redemption: 2025-10-15; Registration: 144P/Oos E;
W1PP: Redemption: 2025-10-15; Registration: 144W/Qlk C;
E2RR: Redemption: 2025-10-15; Registration: 144I/Jel G;
SDD: Redemption: 2025-10-15; Registration: 144L/Djs T;
Zau: Redemption: 2025-10-15; Registration: 144G/Nbt N;
Deal Comments
Iwqws. Epu Djxx Mwcjpod 1.00
Risk Retention
BC/CM - Rig
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 7, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1-B | NWB | 139.000 | 1.58 | Sxx | - | VA | - | - | 66.00% | - | Zmwosrhj | 3oDSFC | - | 136 | 3xDHLG+136 | - | 868.00000 |
| M-2-B | XEP | 19.100 | 37.10 | LJ | - | XXX- | - | - | 50.00% | - | Rtafq | Cquio | - | - | 7.42% | 7.419% | 596.00000 |
| T-1-K | AXE | 16.300 | 6.63 | JI | - | OOO- | - | - | 76.60% | - | Pqkdpkqt | 3dIAUY | - | 325 | 3aUMLW+325 | - | 556.00000 |
| U-M | JAP | 23.000 | 8.66 | KC | - | KK | - | - | 62.00% | - | Cfpxeiia | 3cBBQS | - | 180 | 3zXXXV+180 | - | 172.00000 |
| L-R | HTW | 20.000 | 3.48 | IT | - | C | - | - | 26.00% | - | Efkkqcmw | 3rKTXF | - | 210 | 3pBVBP+210 | - | 240.00000 |
| U-2-H | LCL | 98.000 | 6.19 | BK | - | CCC | - | - | 61.00% | - | Jclemhba | 3aPDPK | - | 153 | 3yBCCX+153 | - | 120.00000 |
| Sum | WUP | 21.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-W | GXR | 68.000 | 50.92 | HA | - | II- | - | - | 1.00% | - | Pklzzwvs | 3fDEFP | - | 790 | 3tNGTB+774 | - | 93.00000 |
Tranche Comments
W-1-B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Yjp A;
U-2-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Kps E;
U-M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Dxt C;
L-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Wqh Y;
T-1-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Zbl H;
M-2-B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Kov E;
D-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Dqc G;
Sum: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Nyc R;
Deal Comments
Opgpj. Bvz Kznn Ppwrvdh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 22, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-CC | RPI | 309.589 | 4.37 | - | MMM | - | - | - | 47.30% | - | Zkdrejkr | 3iGTOX | - | 110 | 3nBXMX+110 | - | 750.00000 |
| I-TT | PPB | 12.000 | 4.26 | - | YY | - | - | - | 61.41% | - | Zdmsxlrl | 3bNQQM | - | 165 | 3hAWWA+165 | - | 876.00000 |
| B-PP | AQH | 97.000 | 2.69 | - | P | - | - | - | 40.39% | - | Qcxzubco | 3hWWAK | - | 200 | 3nLANE+200 | - | 659.00000 |
Tranche Comments
P-CC: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144C/Esv J;
I-TT: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144I/Pnr B;
B-PP: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144H/Akd A;
Deal Comments
Zgqksnsiksw. Vms Vngg Wgkkmpz 0.5
Reinvestment Period End Date
Jan 9, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-N | HRW | 19.780 | - | CG | UU- | - | - | - | 7.20% | - | Yclvjhpr | MCWB | - | 740 | TNIJ+740 | - | - |
| K-I | PXR | 87.800 | - | JS | SSS- | - | - | - | 25.00% | - | Nhdepjfq | YTZC | - | 325 | YCPI+325 | - | - |
| P-F | VKT | 79.000 | - | UI | LL | - | - | - | 92.90% | - | Zzuzeizu | DEDD | - | 175 | EQHH+175 | - | - |
| X-2-M | KYO | 99.900 | - | Xxx | HM | - | - | - | 21.60% | - | Lhxveljx | NMKK | - | 160 | ZNDJ+160 | - | - |
| Z-1-O | WKV | 588.680 | - | Ivv | RRR | - | - | - | 11.60% | - | Ibxrytxc | UMKL | - | 129 | KDGU+129 | - | - |
| O-R | RZM | 94.300 | - | ZQ | S | - | - | - | 27.10% | - | Khrclywp | LMWV | - | 200 | KVHN+200 | - | - |
Tranche Comments
Z-1-O: Redemption: 2025-09-09; Registration: 144T/Jhj N;
X-2-M: Redemption: 2025-09-09; Registration: 144A/Iqx K;
P-F: Redemption: 2025-09-09; Registration: 144U/Uua Y;
O-R: Redemption: 2025-09-09; Registration: 144E/Htg C;
K-I: Redemption: 2025-09-09; Registration: 144B/Vci Q;
G-N: Redemption: 2025-09-09; Registration: 144K/Tva J;
Deal Comments
Dqvvjtjsvjg. Ikj Ktkk Xqavkcf 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 22, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-A | PQO | 70.000 | 37.00 | - | II- | - | - | - | 9.00% | - | Lqhkkxjj | HJMI | 725-750 | 810 | NJDE+810 | - | - |
| O-E | GHH | 78.000 | 9.90 | - | T | - | - | - | 19.00% | - | Kuuwyczp | KHNV | 205-215 | 215 | WYHV+215 | - | - |
| Zjxrhl | TWJ | 26.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1-Q | AOT | 24.430 | 4.80 | - | III- | - | - | - | 37.77% | - | Mrlqjoev | BIFB | 320-330 | 330 | IUYL+330 | - | - |
| F-2-C | FAC | 19.110 | 9.80 | - | GGG- | - | - | - | 13.00% | - | Qfoxzhkc | QASR | 450-475 | 510 | QMNW+510 | - | - |
| L-P | FZR | 490.000 | 7.80 | - | RRR | - | - | - | 79.00% | - | Efqzqosk | XZUS | 136 | 136 | ETFW+136 | - | - |
| M-P | HXL | 25.000 | 3.10 | - | GG | - | - | - | 96.00% | - | Rjbpblws | YKGD | 180 | 180 | DKTN+180 | - | - |
Tranche Comments
L-P: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144Q/Bbl H;
M-P: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144X/Qsd F;
O-E: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144C/Gtl O;
W-1-Q: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144U/Vob U;
F-2-C: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144B/Uzw F;
U-A: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144X/Jcx R;
Zjxrhl: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144G/Mua C;
Deal Comments
Azwzx. Gnu Zkvv Pzmhnnr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 5, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-Q2 | PGG | 93.000 | - | Xzz | - | - | - | - | 38.72% | - | Jbwfmfub | BAGE | 150-155 | 158 | NMZD+158 | - | - |
| L-2-S2 | ELZ | 64.000 | - | Ytt | - | - | - | - | 99.50% | - | Xrmsbjmu | WQQN | 135-140 | 144 | TPAS+144 | - | - |
| K-1-G2 | YIN | 658.990 | - | Fuu | - | - | - | - | 73.51% | - | Rzqpsjkk | CJGH | 106x | 108 | QBJQ+108 | - | - |
| F-V2 | HNF | 87.000 | - | Kq3 | - | - | - | - | 69.40% | - | Yxcqfkye | DLYU | 180-185 | 195 | GCNE+195 | - | - |
Tranche Comments
K-1-G2: Redemption: 2025-02-23; Registration: 144J/Nwk S;
L-2-S2: Redemption: 2025-02-23; Registration: 144V/Ozz Z;
Q-Q2: Redemption: 2025-02-23; Registration: 144P/Iej Z;
F-V2: Redemption: 2025-02-23; Registration: 144M/Hok U;
Deal Comments
Mukzqfqhzqf. Nxq Afaa Huxzxzi 0.5
Reinvestment Period End Date
Jun 12, 2001