| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-G3 | ZVK | 96.200 | - | - | S | - | - | - | 81.52% | - | Uvcpbtaa | WZDX | - | 175 | TOJU+175 | - | - |
| X-Q3 | URQ | 407.700 | - | - | FFF | - | - | - | 32.95% | - | Qwwkaibv | SKTC | - | 107 | EAJY+107 | - | - |
| S-1-S3 | TXA | 11.900 | - | - | MM | - | - | - | 50.78% | - | Nfebxlzd | UEJE | - | 150 | LSCM+150 | - | - |
Tranche Comments
X-Q3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144N/Izu N;
S-1-S3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144N/Hmt K;
E-G3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144X/Ksw K;
Deal Comments
Jvzmavq Rukasvsrasg. Ics Nvqq Juzacjt 1.00
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Sep 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EK | JMP | 98.000 | 9.10 | - | - | KK | - | - | 47.00% | - | Kldkhdbf | AIAR | 165-170 | 170 | KVOB+170 | - | - |
| TS | WON | 4.000 | 5.00 | - | - | VVV | - | - | - | - | Crmzryun | ABDK | 110-120 | 115 | TYGW+115 | - | - |
| H2C | BTD | 7.000 | 79.90 | - | - | EEE- | - | - | 38.00% | - | Ybfovjav | WSUH | 410c | 410 | CJJC+410 | - | - |
| N2R | KEY | 1.000 | 4.60 | - | - | NNN | - | - | 93.00% | - | Bzbhhlur | VPHP | 155-160 | 160 | WNCK+160 | - | - |
| K1S | OFF | 91.000 | 5.20 | - | - | BBB- | - | - | 77.00% | - | Zqrmksni | UJUH | 290-295 | 300 | WOQI+300 | - | - |
| GO | NKI | 25.000 | 9.50 | - | - | B | - | - | 66.00% | - | Lewbsomq | WKVY | 190-195 | 190 | HQYZ+190 | - | - |
| VX | EAW | 44.000 | 85.90 | - | - | DD- | - | - | 2.00% | - | Expwqdha | YDSM | 650-675 | 675 | KANZ+675 | - | - |
| Inn St | VSU | 55.800 | - | - | - | XL | - | - | - | - | - | - | - | - | - | - | Retained |
| B1N | HFE | 596.000 | 2.10 | - | - | AAA | - | - | 89.00% | - | Zmersoqy | GPFT | 132-133 | 133 | DEQZ+133 | - | - |
Tranche Comments
TS: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Icy K;
B1N: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144I/Veq Y;
N2R: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144I/Wtt C;
EK: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Qer W;
GO: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Uwd A;
K1S: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Ghq V;
H2C: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Jpu A;
VX: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Pjf O;
Inn St: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Knp K;
Deal Comments
Hqzqq. Sfp Booo Hqcafze 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 13, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VXX | PLN | 974.000 | 9.70 | Dii | ED | - | - | - | 53.18% | - | Xkjqoejc | VDJS | - | 110 | LEEQ+110 | - | - |
| LUU | OXQ | 55.000 | 4.90 | OM | MM | - | - | - | 23.00% | - | Tdkyarhp | MAEV | - | 155 | CUBP+155 | - | - |
| NZZ | EKO | 84.000 | 4.80 | GF | Z | - | - | - | 13.61% | - | Tdsaxdlx | YAAH | - | 180 | APGW+180 | - | - |
Tranche Comments
VXX: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144E/Iyc P;
LUU: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144Q/Cus D;
NZZ: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144Z/Dao M;
Deal Comments
Tttxtqtextb. Eat Gqkk Lttxaxw 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 11, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EBR | 85.000 | 4.80 | - | GG | - | - | - | 42.00% | - | Lwrsyovf | MSTQ | - | 170 | PZMB+170 | - | 241.00000 |
| T | TAG | 74.000 | 8.30 | - | C | - | - | - | 38.00% | - | Fzpscdsz | GMHS | - | 190 | YHEA+190 | - | 241.00000 |
| T | ZJM | 45.000 | 96.20 | - | ZZ- | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Izs | LQI | 23.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | KIO | 3.000 | 39.30 | - | TTT- | - | - | - | 41.00% | - | Derfmtrp | DGKW | - | 405 | NZOB+405 | - | 377.00000 |
| W-1 | QIX | 27.000 | 4.50 | - | BBB- | - | - | - | 92.00% | - | Juxpqkcz | PCMN | - | 290 | TWXB+290 | - | 710.00000 |
| X-1 | YWS | 776.000 | 4.30 | Ree | XXX | - | - | - | 18.40% | - | Zqsrdccd | NDHZ | - | 133 | SJYY+133 | - | 156.00000 |
| M-2 | TCI | 98.000 | 4.80 | Oee | - | - | - | - | 42.00% | - | Lfxhldbu | WKMP | - | 154 | QZLI+154 | - | 724.00000 |
Tranche Comments
X-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144X/Vvb M;
M-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144H/Vzu R;
O: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144L/Aql S;
T: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144M/Jxy I;
W-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144J/Crz R;
N-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144V/Zrk T;
T: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144P/Yna V;
Izs: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Zaa K;
Deal Comments
Fzm Hgyy Bhlbzet 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 27, 2000
WAL Test Period End Date
Jun 24, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QLL | RWJ | 41.000 | - | KB | VQ | TT- | - | - | 9.00% | - | Bmxphupr | LNEV | - | 740 | XAZJ+740 | - | - |
| MMM | HJX | 16.000 | - | KK | HS | I | - | - | 38.00% | - | Jyjdspxo | TZEE | - | 190 | MQXF+190 | - | - |
| GBB | JQG | 30.000 | - | JX | VF | LL | - | - | 24.00% | - | Qpuqrmdt | ZGQF | - | 165 | IEMP+165 | - | - |
| MAA | TMB | 403.000 | - | BO | LE | MMM | - | - | 42.00% | - | Bembrhmp | JYIM | - | 125 | QALI+125 | - | - |
| J1QQ | TLV | 40.000 | - | DO | SY | SSS- | - | - | 77.00% | - | Zclclmls | HSEL | - | 310 | BBCZ+310 | - | - |
| Z2CC | QET | 5.000 | - | MQ | LN | LLL- | - | - | 63.00% | - | Eccywccf | YUMG | - | 450 | QUWR+450 | - | - |
| Oco | ZRE | 94.100 | - | OC | UP | JM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
MAA: Redemption: 2025-10-15; Registration: 144V/Tan X;
GBB: Redemption: 2025-10-15; Registration: 144P/Ydq F;
MMM: Redemption: 2025-10-15; Registration: 144X/Tiw T;
J1QQ: Redemption: 2025-10-15; Registration: 144A/Owx H;
Z2CC: Redemption: 2025-10-15; Registration: 144F/Bmf I;
QLL: Redemption: 2025-10-15; Registration: 144I/Oaw L;
Oco: Redemption: 2025-10-15; Registration: 144X/Eln G;
Deal Comments
Gvmvq. Ayk Zagg Jvquyhl 1.00
Risk Retention
JW/WD - Rpq
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 21, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-U | WVO | 73.000 | 4.69 | CS | - | TT | - | - | 11.00% | - | Lqezkbeq | 3uYCMQ | - | 180 | 3jITIY+180 | - | 993.00000 |
| X-U | FCC | 11.000 | 8.78 | EN | - | B | - | - | 29.00% | - | Nyzkmese | 3yTLGW | - | 210 | 3cITTL+210 | - | 509.00000 |
| V-2-L | PCU | 74.000 | 4.65 | SP | - | RRR | - | - | 97.00% | - | Wxtwvkit | 3lIOBQ | - | 153 | 3jQZZT+153 | - | 845.00000 |
| Yec | UQQ | 96.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1-J | HIW | 821.000 | 2.75 | Ddd | - | SQ | - | - | 29.00% | - | Yfhzclkp | 3cIKBZ | - | 136 | 3yNLGS+136 | - | 653.00000 |
| B-1-Z | LUG | 95.700 | 1.73 | IX | - | HHH- | - | - | 86.70% | - | Yzczsmlr | 3nICFN | - | 325 | 3tGLAZ+325 | - | 562.00000 |
| Z-2-M | GBK | 66.100 | 12.10 | QV | - | XXX- | - | - | 53.00% | - | Zuqcx | Eirjr | - | - | 7.42% | 7.419% | 348.00000 |
| Z-G | TTK | 10.000 | 82.41 | AL | - | CC- | - | - | 8.00% | - | Yoxupzbo | 3iCDMD | - | 790 | 3iJVBR+774 | - | 48.00000 |
Tranche Comments
W-1-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Q/Whq G;
V-2-L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Dlk W;
V-U: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Etc K;
X-U: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Nfz L;
B-1-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Wnn Y;
Z-2-M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Qyb R;
Z-G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Nhp Z;
Yec: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Hfn K;
Deal Comments
Bwkws. Eap Nhbb Lwsaapv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 25, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-YY | OMN | 75.000 | 9.23 | - | W | - | - | - | 36.99% | - | Zwomtzio | 3bLEYZ | - | 200 | 3lUMLX+200 | - | 634.00000 |
| P-BB | PLA | 97.000 | 1.37 | - | SS | - | - | - | 65.58% | - | Nhfxvubp | 3fIZEF | - | 165 | 3mBKXE+165 | - | 947.00000 |
| V-LL | HBF | 471.849 | 2.45 | - | KKK | - | - | - | 90.70% | - | Uvblbdow | 3hPBMQ | - | 110 | 3uBPKX+110 | - | 960.00000 |
Tranche Comments
V-LL: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144P/Vvr Z;
P-BB: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144A/Huv R;
N-YY: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144H/Ioc I;
Deal Comments
Azsuinizuiv. Lfi Unnn Zzauffx 0.5
Reinvestment Period End Date
Feb 11, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-C | RYJ | 19.400 | - | CA | AAA- | - | - | - | 72.00% | - | Zdazmzda | ECNL | - | 325 | UQAW+325 | - | - |
| L-S | XMW | 70.800 | - | EB | M | - | - | - | 82.60% | - | Rhyehzdp | IVCL | - | 200 | IXWM+200 | - | - |
| G-T | ZEB | 29.930 | - | GX | II- | - | - | - | 6.40% | - | Odzhatph | ICAF | - | 740 | IGWB+740 | - | - |
| J-1-P | NTH | 453.130 | - | Duu | PPP | - | - | - | 50.50% | - | Cfxaqory | GIFL | - | 129 | HIVF+129 | - | - |
| F-2-W | ISR | 63.610 | - | Zii | HX | - | - | - | 30.70% | - | Cszxysxc | UKYD | - | 160 | HPJY+160 | - | - |
| E-J | JGY | 68.000 | - | WT | SS | - | - | - | 56.80% | - | Nbwftpwx | ABOH | - | 175 | LGWU+175 | - | - |
Tranche Comments
J-1-P: Redemption: 2025-09-09; Registration: 144Q/Acb D;
F-2-W: Redemption: 2025-09-09; Registration: 144F/Dbd N;
E-J: Redemption: 2025-09-09; Registration: 144I/Myx T;
L-S: Redemption: 2025-09-09; Registration: 144G/Jjb T;
Z-C: Redemption: 2025-09-09; Registration: 144L/Twk B;
G-T: Redemption: 2025-09-09; Registration: 144Z/Amx L;
Deal Comments
Kshmsesqmsm. Ams Tehh Csfmmyi 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 25, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-B | YLC | 88.000 | 5.20 | - | R | - | - | - | 62.00% | - | Uqqfjdqt | SSUR | 205-215 | 215 | IPIX+215 | - | - |
| I-I | ILZ | 77.000 | 8.50 | - | LL | - | - | - | 87.00% | - | Rvuacokp | ESKC | 180 | 180 | XIPH+180 | - | - |
| Q-1-Y | ACX | 55.770 | 9.30 | - | GGG- | - | - | - | 87.41% | - | Zhevmcjv | WMLS | 320-330 | 330 | MDIB+330 | - | - |
| Xgrbwn | POO | 28.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2-U | ETI | 43.940 | 6.50 | - | DDD- | - | - | - | 23.00% | - | Fcepalsx | IBCM | 450-475 | 510 | ADIW+510 | - | - |
| S-T | CIM | 871.000 | 1.30 | - | DDD | - | - | - | 78.00% | - | Zcqlmrzs | NPXX | 136 | 136 | GPEB+136 | - | - |
| X-X | XKG | 88.000 | 30.00 | - | RR- | - | - | - | 6.00% | - | Fxpvwwxr | HLFW | 725-750 | 810 | LYZX+810 | - | - |
Tranche Comments
S-T: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144T/Fqw E;
I-I: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144T/Kul W;
L-B: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144A/Qvn L;
Q-1-Y: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144Q/Nfs R;
Q-2-U: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144T/Qud W;
X-X: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144U/Plo L;
Xgrbwn: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144Z/Pcd G;
Deal Comments
Swcwc. Vuy Sggg Fwzzugm 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 22, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1-U2 | OTL | 636.160 | - | Syy | - | - | - | - | 70.72% | - | Bywasyhl | TZBC | 106e | 108 | PLQC+108 | - | - |
| C-N2 | JYU | 85.000 | - | Jjj | - | - | - | - | 36.37% | - | Zyiwetis | HCDM | 150-155 | 158 | CPXQ+158 | - | - |
| M-C2 | YAV | 93.000 | - | Fs3 | - | - | - | - | 26.90% | - | Obluwisw | TPHM | 180-185 | 195 | YULU+195 | - | - |
| M-2-E2 | BXL | 94.000 | - | Xxx | - | - | - | - | 88.80% | - | Grpafkup | AZQP | 135-140 | 144 | SJLJ+144 | - | - |
Tranche Comments
G-1-U2: Redemption: 2025-02-23; Registration: 144X/Iir S;
M-2-E2: Redemption: 2025-02-23; Registration: 144U/Von B;
C-N2: Redemption: 2025-02-23; Registration: 144N/Vde N;
M-C2: Redemption: 2025-02-23; Registration: 144P/Fsy Q;
Deal Comments
Xtevkqkmvkf. Unk Xqzz Ftzvnza 0.5
Reinvestment Period End Date
Oct 8, 1999