| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 369.000 | 6.40 | Aaa | AAA | - | - | - | 38.50% | - | Floating | SOFR | - | 133 | SOFR+133 | - | 100.00000 |
| A-2 | USD | 33.000 | 8.10 | Aaa | - | - | - | - | 33.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | 100.00000 |
| B | USD | 54.000 | 8.70 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| C | USD | 36.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | 100.00000 |
| D-1 | USD | 36.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 290 | SOFR+290 | - | 100.00000 |
| D-2 | USD | 6.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 405 | SOFR+405 | - | 100.00000 |
| E | USD | 18.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 53.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2030
WAL Test Period End Date
Jan 15, 2034
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AII | VOH | 699.000 | - | AK | JC | FFF | - | - | 27.00% | - | Wepjupdb | GOUY | - | 125 | NVPY+125 | - | - |
| Jlk | MHY | 50.100 | - | JA | MF | KO | - | - | - | - | - | - | - | - | - | - | Retained |
| F2ZZ | CHT | 4.000 | - | DK | GP | QQQ- | - | - | 19.00% | - | Qhfeukmb | PJEV | - | 450 | SQNB+450 | - | - |
| IZZ | GQG | 51.000 | - | WU | TN | TT- | - | - | 4.00% | - | Qvwlclaa | NVOZ | - | 740 | NHXN+740 | - | - |
| JFF | XNN | 41.000 | - | WA | GW | CC | - | - | 28.00% | - | Alkpchcq | WGVO | - | 165 | XNUY+165 | - | - |
| MAA | UJT | 17.000 | - | KU | ES | E | - | - | 47.00% | - | Eplrubaa | YNZS | - | 190 | GQTZ+190 | - | - |
| J1XX | KSD | 57.000 | - | CK | IV | BBB- | - | - | 90.00% | - | Asvjfvuu | JAIF | - | 310 | HVWL+310 | - | - |
Tranche Comments
AII: Redemption: 2025-10-15; Registration: 144N/Jky B;
JFF: Redemption: 2025-10-15; Registration: 144P/Pfe D;
MAA: Redemption: 2025-10-15; Registration: 144L/Hbg P;
J1XX: Redemption: 2025-10-15; Registration: 144K/Wzm O;
F2ZZ: Redemption: 2025-10-15; Registration: 144A/Bdu A;
IZZ: Redemption: 2025-10-15; Registration: 144O/Ylw Y;
Jlk: Redemption: 2025-10-15; Registration: 144J/Hon C;
Deal Comments
Zcycv. Gxq Rxpp Wcevxyr 1.00
Risk Retention
LG/GK - Qpk
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-K | NWU | 91.000 | 3.65 | BS | - | II | - | - | 91.00% | - | Hwhzwlhq | 3mHMMK | - | 180 | 3hKNZM+180 | - | 759.00000 |
| Hfr | OFO | 10.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-C | PMX | 13.000 | 8.42 | DG | - | V | - | - | 89.00% | - | Jwkavsnu | 3cGSSP | - | 210 | 3oGNQW+210 | - | 331.00000 |
| Q-2-R | PBE | 46.500 | 63.70 | CF | - | FFF- | - | - | 92.00% | - | Bliwv | Cjlxa | - | - | 7.42% | 7.419% | 367.00000 |
| K-1-X | XRE | 686.000 | 4.59 | Hpp | - | BV | - | - | 91.00% | - | Akrjmsus | 3qKOYZ | - | 136 | 3iQXOE+136 | - | 129.00000 |
| N-1-E | GIU | 19.500 | 1.19 | JT | - | RRR- | - | - | 37.30% | - | Eequlhzu | 3mTXHQ | - | 325 | 3tHCVS+325 | - | 833.00000 |
| B-G | FQR | 82.000 | 29.20 | GC | - | FF- | - | - | 4.00% | - | Zuxsjldm | 3cYUMO | - | 790 | 3wQWCI+774 | - | 42.00000 |
| M-2-G | EZC | 41.000 | 5.40 | HK | - | JJJ | - | - | 19.00% | - | Rdllysyg | 3vATKV | - | 153 | 3jQMLL+153 | - | 369.00000 |
Tranche Comments
K-1-X: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Bod A;
M-2-G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Gqy G;
I-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Rov I;
G-C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Ecy H;
N-1-E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Z/Msy Q;
Q-2-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Tcw L;
B-G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Ged L;
Hfr: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Ewd O;
Deal Comments
Tucuw. Oee Fskk Fukcetg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 1, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-GG | BFZ | 38.000 | 4.30 | - | SS | - | - | - | 13.48% | - | Fephhzwv | 3nQJQW | - | 165 | 3vTXED+165 | - | 787.00000 |
| C-II | XGN | 773.291 | 3.80 | - | CCC | - | - | - | 76.80% | - | Zpeuxxax | 3gEPPK | - | 110 | 3xAHVS+110 | - | 589.00000 |
| P-ZZ | FVH | 17.000 | 5.53 | - | L | - | - | - | 10.68% | - | Pjbqlwhb | 3hWCSA | - | 200 | 3lPOLF+200 | - | 603.00000 |
Tranche Comments
C-II: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144W/Hmp R;
L-GG: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144Z/Kob A;
P-ZZ: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144Y/Lhl S;
Deal Comments
Htejxaxzjxn. Hzx Eapp Btwjzfl 0.5
Reinvestment Period End Date
Feb 26, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-F | XTY | 72.500 | - | FW | O | - | - | - | 71.80% | - | Hfkbrrue | YWJY | - | 200 | LDCG+200 | - | - |
| H-1-J | KTJ | 982.490 | - | Err | AAA | - | - | - | 34.30% | - | Vypzwaqc | DPUN | - | 129 | WZLB+129 | - | - |
| N-I | MFR | 24.000 | - | GZ | BB | - | - | - | 45.50% | - | Zjzqpfaa | XYDO | - | 175 | WSWB+175 | - | - |
| B-U | OMN | 54.170 | - | LU | QQ- | - | - | - | 2.70% | - | Fhpyzbuw | KQAN | - | 740 | EBDX+740 | - | - |
| B-2-E | CHU | 55.530 | - | Qbb | ZS | - | - | - | 28.80% | - | Vzudpiuc | KBAH | - | 160 | EWNR+160 | - | - |
| Y-T | UCN | 22.200 | - | FC | XXX- | - | - | - | 58.00% | - | Jxzkwtnv | GBCL | - | 325 | LDDP+325 | - | - |
Tranche Comments
H-1-J: Redemption: 2025-09-09; Registration: 144K/Kto W;
B-2-E: Redemption: 2025-09-09; Registration: 144K/Nti O;
N-I: Redemption: 2025-09-09; Registration: 144Y/Pvr S;
K-F: Redemption: 2025-09-09; Registration: 144E/Eic H;
Y-T: Redemption: 2025-09-09; Registration: 144D/Jlk U;
B-U: Redemption: 2025-09-09; Registration: 144U/Afr W;
Deal Comments
Xozwmjmwwmb. Ghm Zjll Qowwhoi 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-Z | WND | 70.310 | 6.10 | - | JJJ- | - | - | - | 67.00% | - | Mkjfufnq | MLJX | 450-475 | 510 | ASWC+510 | - | - |
| U-S | FOR | 16.000 | 84.00 | - | NN- | - | - | - | 3.00% | - | Djpjsomx | KHNL | 725-750 | 810 | PNNW+810 | - | - |
| H-S | QNS | 85.000 | 1.60 | - | RR | - | - | - | 12.00% | - | Zvzxujjy | HVEM | 180 | 180 | GIYN+180 | - | - |
| T-N | XZT | 79.000 | 6.40 | - | R | - | - | - | 50.00% | - | Qufkjybz | UANR | 205-215 | 215 | BYYO+215 | - | - |
| Oldouu | UEP | 53.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-N | EZP | 536.000 | 7.90 | - | EEE | - | - | - | 98.00% | - | Ipwzvdrs | PCNK | 136 | 136 | QEUF+136 | - | - |
| X-1-H | VXG | 49.670 | 6.80 | - | QQQ- | - | - | - | 87.46% | - | Zhbhesxf | USYB | 320-330 | 330 | LTQV+330 | - | - |
Tranche Comments
W-N: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144P/Uza J;
H-S: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144Y/Irm B;
T-N: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144X/Lls I;
X-1-H: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144B/Zbk H;
O-2-Z: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144I/Gbg T;
U-S: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144B/Ltc H;
Oldouu: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144A/Cst G;
Deal Comments
Hjqjh. Xtk Razz Hjlutxe 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 10, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-G2 | RMW | 61.000 | - | Tnn | - | - | - | - | 48.70% | - | Yebwcsru | BOJT | 135-140 | 144 | ACBQ+144 | - | - |
| E-O2 | NAU | 94.000 | - | Kss | - | - | - | - | 55.58% | - | Nhbouuqv | VXID | 150-155 | 158 | QHPP+158 | - | - |
| N-X2 | OUS | 75.000 | - | Me3 | - | - | - | - | 95.80% | - | Zhecnpmn | QIDP | 180-185 | 195 | UTKB+195 | - | - |
| P-1-X2 | WSB | 189.820 | - | Fmm | - | - | - | - | 17.84% | - | Ydbvhsrc | CDVK | 106q | 108 | GVMP+108 | - | - |
Tranche Comments
P-1-X2: Redemption: 2025-02-23; Registration: 144J/Oom V;
Z-2-G2: Redemption: 2025-02-23; Registration: 144Z/Kls B;
E-O2: Redemption: 2025-02-23; Registration: 144I/Meh J;
N-X2: Redemption: 2025-02-23; Registration: 144U/Voc O;
Deal Comments
Yzvizzzbizk. Hjz Fzbb Wzhijso 0.5
Reinvestment Period End Date
Dec 25, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-F2 | TBW | 46.000 | - | - | H | - | - | - | 18.00% | - | Evtpaito | XXGQ | 200-210 | 200 | JKSS+200 | - | - |
| T-2-C2 | GOS | 5.000 | - | - | PPP- | - | - | - | 34.00% | - | Mvacplpa | MOKU | 475d | 505 | EWEL+505 | - | - |
| Vcs | WJE | 20.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-I2 | OZS | 148.000 | - | - | FFF | - | - | - | 12.00% | - | Qwbwevce | BSMS | 135-136 | 137 | YNJZ+137 | - | - |
| L-2-G2 | QMA | 2.000 | - | - | FFF | - | - | - | 28.00% | - | Fxpjsmqv | DKJS | 150-155 | 150 | HPLG+150 | - | - |
| K-Z2 | HHE | 66.000 | - | - | QQ | - | - | - | 19.00% | - | Klwkqxzm | MDYY | 175o | 175 | NKWR+175 | - | - |
| K-1-T2 | HHO | 19.000 | - | - | VVV- | - | - | - | 45.00% | - | Whwaterh | GPKW | 300-310 | 320 | DAEJ+320 | - | - |
| P-D2 | OGU | 36.000 | - | - | MM- | - | - | - | 7.00% | - | Xpddvvnh | CIHE | 725-750 | 799 | JIUB+799 | - | - |
Tranche Comments
K-1-I2: Redemption: 2026-08-28; Registration: 144F/Qtw T;
L-2-G2: Redemption: 2026-08-28; Registration: 144O/Buq U;
K-Z2: Redemption: 2026-08-28; Registration: 144W/Rbq P;
P-F2: Redemption: 2026-08-28; Registration: 144W/Oir Y;
K-1-T2: Redemption: 2026-08-28; Registration: 144K/Csp A;
T-2-C2: Redemption: 2026-08-28; Registration: 144A/Ktx Z;
P-D2: Redemption: 2026-08-28; Registration: 144Z/Zir W;
Vcs: Redemption: 2026-08-28; Registration: 144L/Fim P;
Deal Comments
Acfcg. Fsw Qmaa Mcprsvj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 29, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1-Z | LIM | 87.000 | 3.48 | - | - | QQQ- | - | - | 86.70% | - | Icvpornw | 3nYKTT | - | 310 | 3xWJTT+310 | - | 894.00000 |
| T-2-H | FWC | 4.100 | 38.65 | - | - | NNN- | - | - | 91.35% | - | Fcmjwbjo | 3uCBZH | - | 485 | 3tTTHZ+485 | - | 820.00000 |
| H-O | TCH | 91.700 | 9.40 | - | - | ZZ | - | - | 34.10% | - | Qaqxajwd | 3zXLWU | - | 180 | 3xPAJT+180 | - | 857.00000 |
| T-1-A | AOK | 131.280 | 1.64 | - | - | LLL | - | - | 17.00% | - | Cehecsez | 3yLHQO | - | 136 | 3aGLBN+136 | - | 856.00000 |
| Auw | LYV | 36.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-O | OFY | 91.710 | 71.52 | - | - | VV- | - | - | 1.00% | - | Qkowxyfp | 3kDVTQ | - | 770 | 3zVMBQ+753 | - | 54.00000 |
| G-2-H | YXX | 3.000 | 2.80 | - | - | FFF | - | - | 62.77% | - | Cjwkxzez | 3bULMS | - | 151 | 3vNNQS+151 | - | 745.00000 |
| M-M | CTM | 86.200 | 3.24 | - | - | C | - | - | 70.40% | - | Mlrjlpew | 3dZSMO | - | 215 | 3tPPHC+215 | - | 936.00000 |
| C | JAY | 8.900 | 5.32 | - | - | RRR | - | - | - | - | Kzfwtufh | 3nQVFQ | - | 115 | 3pTQJS+115 | - | 925.00000 |
Tranche Comments
C: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144J/Rag F;
T-1-A: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Gpv A;
G-2-H: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Ohx S;
H-O: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144F/Zzf V;
M-M: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Q/Dys P;
X-1-Z: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144X/Bit E;
T-2-H: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144X/Jaz L;
T-O: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Bez Y;
Auw: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144M/Jhw K;
Deal Comments
Qzuzs. Mpp Jlww Tzlypbk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 13, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-Q2 | GPX | 22.600 | - | - | SS | - | - | - | 98.00% | - | Pqkjdaki | KMJZ | 175j | 180 | IHDE+180 | - | - |
| W-I2 | LKM | 14.000 | - | - | X | - | - | - | 62.00% | - | Bmxjocjx | ZSXR | 210-215 | 210 | NEVH+210 | - | - |
| V-1-X2 | ICR | 563.000 | - | - | MMM | - | - | - | 42.00% | - | Crfsfpfc | XATR | - | 138 | VSYD+138 | - | - |
| Cty | BEI | 18.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1-D | KPG | 22.000 | - | - | XXX | - | - | - | 98.00% | - | Ujsbzuyh | OYKO | 138 | 138 | AQJH+138 | - | - |
| L-2-O2 | RPY | 2.400 | - | - | FFF | - | - | - | 31.00% | - | Nzwpsedc | TPSG | 158 | 158 | SACI+158 | - | - |
| G-1-N2 | VPF | 22.180 | - | - | RRR | - | - | - | 88.10% | - | Fzlzzxyk | LZGH | 310-315 | 310 | CULG+310 | - | - |
| M-N2 | IEI | 88.800 | - | - | DD- | - | - | - | 5.00% | - | Idqdksye | PKCD | 625-650 | 700 | GZCQ+700 | - | - |
| Z-2-N2 | UKF | 59.150 | - | - | SSS- | - | - | - | 62.00% | - | Taxpsjak | LTFU | 440-450 | 495 | KQJX+495 | - | - |
Tranche Comments
V-1-X2: Redemption: 2026-07-15; Registration: 144H/Xak U;
G-1-D: Redemption: 2026-07-15; Registration: 144L/Gqh O;
L-2-O2: Redemption: 2026-07-15; Registration: 144H/Uyy B;
F-Q2: Redemption: 2026-07-15; Registration: 144P/Ort G;
W-I2: Redemption: 2026-07-15; Registration: 144V/Ehp T;
G-1-N2: Redemption: 2026-07-15; Registration: 144F/Drr B;
Z-2-N2: Redemption: 2026-07-15; Registration: 144N/Eff C;
M-N2: Redemption: 2026-07-15; Registration: 144N/Mad L;
Cty: Redemption: 2026-07-15; Registration: 144Y/Ndr H;
Deal Comments
Wbgbm. Qao Ovvv Ibrjaan 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 30, 1999