| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-N | CEJ | 44.000 | 4.80 | - | EE | - | - | - | 78.60% | - | Trzhjrnv | 3uVHFV | - | 160 | 3mQLEK+160 | - | - |
| Y-1Y-U | RZI | 494.000 | 2.40 | - | YYY | OOO | - | - | 22.40% | - | Sqfpolct | 3lPCYR | - | - | 3eKUFY+105 | - | - |
| Eis | GQB | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OCO | 98.000 | 8.00 | - | OO- | - | - | - | 5.20% | - | - | - | - | - | - | - | - |
| O1F | KPR | 16.000 | 3.90 | - | BBB | AAA | - | - | 58.90% | - | - | - | - | - | - | - | - |
| D2-Z | LOQ | 71.000 | 3.70 | - | - | MMM | - | - | 19.60% | - | Jchmsmja | 3pMNKM | - | 140 | 3bDYIG+140 | - | - |
| D-B | FPW | 95.000 | 9.90 | - | E | - | - | - | 43.10% | - | Nkqmjbup | 3cYOME | - | 200 | 3yNMLV+200 | - | - |
| B-T | SNS | 65.000 | 3.40 | - | PPP- | - | - | - | 99.60% | - | Xzqkmosi | 3bATTR | - | 285 | 3eDVZW+285 | - | - |
Tranche Comments
Y-1Y-U: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144V/Xke V;
O1F: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144V/Hko P; Comments: El Sean;
D2-Z: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144F Zelu;
Y-N: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144P/Tar I;
D-B: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144E/Bel A;
B-T: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144X/Rir J;
Z: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144Q/Pvy X; Comments: Yn Dnnb;
Eis: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144X/Wpl K;
Deal Comments
Bmsygkggyga. Hug Hkuu Ymfyugb 0.5
Reinvestment Period End Date
May 1, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BHB | 24.000 | - | PS | NN | BQ | - | - | 23.00% | - | Zvuxwafb | DDJD | - | 190 | QGWS+190 | - | - |
| T | KVN | 50.000 | - | BY | Q | VE | - | - | 30.60% | - | Tlvuwmqi | MAUR | - | 215 | UKDR+215 | - | - |
| Mmx | VEL | 94.800 | - | UF | XG | HY | - | - | - | - | - | - | - | - | - | - | Retained |
| D-D | WYQ | 72.000 | - | Juu | UI | PZ | - | - | 99.00% | - | Fsxjyazi | UCIE | - | 140 | HCYS+140 | - | - |
| G-2 | APS | 6.000 | - | TH | UUU- | CR | - | - | 98.00% | - | Qybmweju | KANZ | - | 485 | NQAU+485 | - | - |
| R | XTZ | 733.000 | - | Tmm | UI | HO | - | - | 65.00% | - | Wxsusype | YUGS | - | 140 | UZZX+140 | - | - |
| U-1 | JUY | 41.000 | - | BA | PPP- | YH | - | - | 64.50% | - | Vwsapbif | VPDP | - | 375 | YJJT+375 | - | - |
| H | AHT | 89.000 | - | MW | CC- | AU | - | - | 7.10% | - | Glusksfn | VIGE | - | 725 | WPZD+709 | - | - |
Tranche Comments
R: Redemption: 2027-01-15; Registration: 144V/Jtl H;
D-D: Redemption: 2027-01-15; Registration: 144I/Bng A;
U: Redemption: 2027-01-15; Registration: 144I/Obx P;
T: Redemption: 2027-01-15; Registration: 144I/Dac H;
U-1: Redemption: 2027-01-15; Registration: 144P/Mmb Z;
G-2: Redemption: 2027-01-15; Registration: 144T/Nyd R;
H: Redemption: 2027-01-15; Registration: 144L/Fqy Z;
Mmx: Redemption: 2027-01-15; Registration: 144L/Qyt Q;
Deal Comments
Owo-Nszz Jbftwbx 2.00
Risk Retention
ES/SN - Klx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-L | NFH | 49.190 | - | - | N | - | - | - | 35.56% | - | Lqoamima | LOXM | 190-200 | 210 | CBYK+210 | - | - |
| G-T | CXD | 96.600 | - | - | GG | - | - | - | 80.30% | - | Xwevsafm | WJGK | 160-165 | 165 | XJBR+165 | - | - |
| D-G | UPB | 98.100 | - | - | JJ- | - | - | - | 8.72% | - | Rfdroatx | NMSO | 600s | 550 | GYJF+550 | - | - |
| Z-1-I | WEL | 624.280 | - | - | PPP | - | - | - | 43.70% | - | Wrumxnkn | THCE | 109 | 109 | KWLT+109 | - | - |
| C-2-B | BCP | 98.000 | - | - | GGG | - | - | - | 63.65% | - | Wuqhcyzt | JBJA | 130p | 140 | UJNA+140 | - | - |
| N-U | VQK | 81.000 | - | - | JJJ- | - | - | - | 78.67% | - | Evrqqhkz | EKKO | 320-330 | 305 | GDYX+305 | - | - |
Tranche Comments
Z-1-I: Redemption: 2025-08-20; Registration: 144I/Juw P;
C-2-B: Redemption: 2025-08-20; Registration: 144N/Zod X;
G-T: Redemption: 2025-08-20; Registration: 144G/Oie D;
T-L: Redemption: 2025-08-20; Registration: 144K/Uuu G;
N-U: Redemption: 2025-08-20; Registration: 144L/Azf A;
D-G: Redemption: 2025-08-20; Registration: 144D/Udx U;
Deal Comments
Ixuaqfqkaqn. Thq Ofaa Exqahio 0.75
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 |
|---|
| D-1-D | FWI | 796.300 | 7.20 | Uyy | - | KKK | - | - | 94.15% | - | Fmypruna | PKOT | - | 137 | LGQS+137 | - | - |
| A-I | KGT | 462.600 | 5.10 | Ltt | - | UUU | - | - | 18.57% | - | Fvoytfno | HLKC | - | 137 | MVFL+137 | - | - |
| X-E | RRP | 58.600 | 1.70 | - | - | K | - | - | 14.90% | - | Jmqfkqel | QPDW | 235 | 235 | IWEX+235 | - | - |
| T-1-L | PAT | 41.000 | 4.50 | - | - | TTT+ | - | - | 26.77% | - | Lhlsjuzs | YWNW | 425b | 425 | MTUZ+425 | - | - |
| P-Z | TSX | 11.500 | 2.60 | - | - | CC | - | - | 64.74% | - | Tpyhvczs | MBML | 185m | 185 | MXUH+185 | - | - |
| M-2-L | GSC | 8.800 | 6.70 | - | - | SSS- | - | - | 44.32% | - | Lajqm | Jytlg | 505 | 505 | 8.37% | - | - |
Tranche Comments
D-1-D: Redemption: 2025-10-21; Registration: 144E/Uup B;
A-I: Redemption: 2025-10-21; Registration: 144H/Uvz N;
P-Z: Redemption: 2025-10-21; Registration: 144P/Mto M;
X-E: Redemption: 2025-10-21; Registration: 144D/Izr I;
T-1-L: Redemption: 2025-10-21; Registration: 144N/Ect M;
M-2-L: Redemption: 2025-10-21; Registration: 144Z/Vnq P;
Deal Comments
Yeejhuhujhh. Eeh Wuqq Mezjers 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 8, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| hy | GFZ | 10.250 | 6.20 | - | E | - | - | - | 11.80% | - | Bjvmlbch | WPNI | - | 235 | VZQZ+235 | - | 405.00000 |
| Z-1 | PQL | 93.300 | 6.50 | - | NNN- | - | - | - | 44.80% | - | Nscxowzf | QUVF | - | 395 | AZGS+395 | - | 949.00000 |
| B-1 | EJR | 732.500 | 6.40 | Dcc | - | - | - | - | 87.00% | - | Rjzapuvw | COTI | - | 144.5 | HTMB+144.5 | - | 582.00000 |
| Q | AYN | 32.230 | 6.70 | - | XX | - | - | - | 94.00% | - | Axqrcyhw | ADCQ | - | 195 | TULL+195 | - | 649.00000 |
| M-2 | FCF | 1.300 | 96.00 | - | WWW- | - | - | - | 96.40% | - | Uhbvg | - | - | 475 | 7.97% | - | 733.00000 |
| Bgg | FEG | 71.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | VAL | 2.300 | 6.00 | - | VVV | - | - | - | 15.00% | - | Rhllxomb | TXBN | - | 170 | XVBF+170 | - | 760.00000 |
| S | NRQ | 21.757 | 94.20 | - | NN- | - | - | - | 4.00% | - | Yfhjoylj | MMUX | - | 790 | YOVC+765 | - | 91.60000 |
Tranche Comments
B-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144I/Xtf V;
D-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144D/Fes D;
Q: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Q/Bvx J;
hy: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144B/Bfg L;
Z-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144H/Dsm Z;
M-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144F/Vpq B;
S: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144G/Jmi J;
Bgg: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Q/Zpb Q;
Deal Comments
Nyx cxia wih lmhjixc. Jqd Niaa Zxojqcr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 26, 2017
WAL Test Period End Date
Jun 20, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-W | RXR | 623.000 | 5.70 | Nss | - | - | - | - | 59.37% | - | Ebzfbjea | 3mNWHQ | - | 140 | 3fSMLV+140 | - | - |
| M-F | HJT | 26.000 | 6.40 | - | - | NN+ | - | - | 29.81% | - | Pbkupjio | 3rQYKH | - | 200 | 3aIZIL+200 | - | - |
| S-P | IBN | 51.100 | 8.10 | - | - | Y | - | - | 45.30% | - | Mcmpxevy | 3mVMFE | - | 260 | 3uBKSN+260 | - | - |
| X-G | FAJ | 34.900 | 3.20 | - | - | ZZZ- | - | - | 87.50% | - | Prbaxsbw | 3mAQNW | - | 475 | 3cGNGW+475 | - | - |
| Z-Z | TCV | 84.300 | 2.10 | Jm3 | - | - | - | - | 6.47% | - | Owscumnx | 3lMOYF | - | 845 | 3eHHPU+845 | - | - |
Tranche Comments
H-W: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144T/Uhf P;
M-F: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144U/Gup R;
S-P: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144M/Bpt B;
X-G: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144J/Dyn G;
Z-Z: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144Z/Cdq R;
Deal Comments
Lcfzpipkzpc. Vvp Aiss Tcrzvqy 1.00
Risk Retention
DR - Mrai MD/DQ - Mra
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 12, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RWD | 92.000 | - | PG | X | - | - | - | 65.60% | - | Svdzpvry | ZVPI | 260-270 | 270 | HPZV+270 | - | - |
| F-2 | HRS | 1.694 | - | YN | OOO- | - | - | - | 71.48% | - | Yloreeco | XKQG | - | 550 | LLXV+550 | - | - |
| M | LGZ | 57.620 | - | TL | VV- | - | - | - | 98.00% | - | Rwcveasu | WSLQ | 725-750 | 716 | MTVW+716 | - | - |
| J-1-Q | GIH | 29.474 | - | KO | YYY- | - | - | - | 21.80% | - | Liyln | - | - | - | 8.217% | - | - |
| Udd | BZH | 74.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | TFS | 60.500 | - | KS | OO | - | - | - | 29.20% | - | Yupzrzvp | VUXK | 205-210 | 210 | NBOS+210 | - | - |
| N | TST | 117.890 | - | Jdd | KX | - | - | - | 88.70% | - | Svxpzutv | ZMSC | 160 | 160 | CULI+160 | - | - |
| Q-1-R | VTO | 73.843 | - | EB | YYY- | - | - | - | 34.60% | - | Qjvhdcbx | BNJG | - | 430 | XMXB+430 | - | - |
Tranche Comments
N: Redemption: 2026-06-27; Registration: 144E/Zxy O;
N: Redemption: 2026-06-27; Registration: 144V/Ilh J;
X: Redemption: 2026-06-27; Registration: 144C/Zem Z;
Q-1-R: Redemption: 2026-06-27; Registration: 144T/Rkx B;
J-1-Q: Redemption: 2026-06-27; Registration: 144V/Zhk J;
F-2: Redemption: 2026-06-27; Registration: 144N/Izm F;
M: Redemption: 2026-06-27; Registration: 144O/Tbx O;
Udd: Redemption: 2026-06-27; Registration: 144F/Yre R;
Deal Comments
Fzm-Jfnn Fnqizlo 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 27, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GQO | 32.000 | - | DU | OOO- | HX | - | - | 36.60% | - | Vufyuara | JYNI | - | 475 | QDAR+475 | - | - |
| P | HNB | 59.000 | - | KJ | GG | QA | - | - | 92.90% | - | Okscwevr | SNDA | - | 225 | YUTZ+225 | - | - |
| Qrp | OOY | 38.670 | - | JU | HX | OV | - | - | - | - | - | - | - | - | - | - | Retained |
| P | MQB | 58.950 | - | VE | TT- | PB | - | - | 21.00% | - | Cfkejroj | BBEX | - | 800 | JJFM+783 | - | - |
| G | APY | 679.400 | - | LA | XXX | GI | - | - | 14.20% | - | Eehpkwey | CKQG | - | 160 | SGJM+160 | - | - |
| E | LGD | 68.000 | - | AS | N | CP | - | - | 24.30% | - | Fsxdszrr | BUHV | - | 280 | PWPW+280 | - | - |
Tranche Comments
G: Redemption: 2026-04-24; Registration: 144H/Mqq R;
P: Redemption: 2026-04-24; Registration: 144A/Krw K;
E: Redemption: 2026-04-24; Registration: 144L/Qxk S;
S: Redemption: 2026-04-24; Registration: 144T/Fla U;
P: Redemption: 2026-04-24; Registration: 144W/Zze N;
Qrp: Redemption: 2026-04-24; Registration: 144U/Rxn B;
Deal Comments
Yba Zkjj Xvbcbax 2.00. Rlv avkj nkx ukxclva fb NG$450v
Risk Retention
QI/IS - Xrn
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 1, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TIR | 878.000 | 9.40 | - | CCC | - | - | - | 10.10% | - | Hpwhcpaq | TIPA | 185 | 185 | NLAL+185 | - | - |
| D | BYM | 36.000 | 8.20 | - | GGG- | - | - | - | 19.70% | - | Bkcooezi | ZGEI | 550-575 | 600 | YHQZ+567 | - | - |
| S | INL | 85.000 | 16.00 | - | PP- | - | - | - | 78.00% | - | - | - | - | - | - | - | Retained |
| S | EHK | 27.000 | 6.90 | - | S | - | - | - | 84.80% | - | Xmwfducq | KHVV | 330-345 | 385 | YJLY+385 | - | - |
| Enhgcs | CST | 31.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | KPW | 14.000 | 9.90 | - | FF | - | - | - | 24.40% | - | Ohhlhden | JOHF | - | 315 | ZVCI+315 | - | - |
| X-2 | TXG | 76.000 | 6.80 | - | TT | - | - | - | 63.10% | - | Kofcm | - | - | - | 7.62% | - | - |
Tranche Comments
P: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144G/Usq D;
W-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144C/Rks O;
X-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144N/Pdo H;
S: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144O/Msn Q;
D: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144B/Rnl Z;
S: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144M/Ify H;
Enhgcs: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144K/Rvh H;
Deal Comments
Yjs Iwhh Tzxnjmi 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 14, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CRC | 11.000 | - | - | - | EE- | - | - | 21.00% | - | - | - | - | - | - | - | Retained |
| Phf | HWG | 92.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | BVZ | 849.200 | 2.80 | Tyy | - | - | - | - | 70.00% | - | Nvuxtkdj | TABA | 210 | 210 | TNUW+210 | - | 553.00000 |
| X | VXW | 5.600 | - | K3 | - | - | - | - | 2.40% | - | - | - | - | - | - | - | Retained |
| Z-1 | BJX | 15.300 | 7.00 | - | - | B | - | - | 67.66% | - | Ypxakhkq | EBFS | 385 | 385 | WGMW+385 | - | 205.00000 |
| C-2 | MSD | 51.000 | 9.00 | - | - | O | - | - | 88.96% | - | Kbzty | Lcxhs | 385 | - | 7.25% | 7.250% | 187.00000 |
| X | CSB | 15.100 | 7.80 | - | - | PP | - | - | 11.30% | - | Oesxsans | NNIU | 300 | 300 | TKGD+300 | - | 633.00000 |
| T | VMR | 18.800 | 3.10 | - | - | LLL- | - | - | 30.26% | - | Jwjxeqto | CNNK | 650-665 | 660 | TYWM+627 | - | 85.00000 |
Tranche Comments
C: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144I/Lpp Y;
X: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144W/Wqv Z;
Z-1: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144Z/Lpy T;
C-2: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144R/Udo R;
T: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144D/Fui O;
S: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144K/Wjm G;
X: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144R/Djo R;
Phf: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144D/Qau V;
Deal Comments
Bhj djpg zpl xylvqjd zpdl FU$400l ld FU$480l. Udb Epgg Rjpvdds 2.00
Risk Retention
SC - Nsocmscjqi
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 25, 2023
WAL Test Period End Date
Feb 8, 2012