| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-W | VKF | 3.000 | 8.50 | Jmm1 | - | - | - | - | 3.81% | - | - | - | - | - | - | - | Retained |
| A-S2 | TBP | 87.800 | 6.30 | Nqq3 | - | - | - | - | 33.23% | - | Fhbcevap | VSEJ | 270 | 270 | UDLB+270 | - | - |
| C-W2 | HZS | 92.560 | 1.50 | Qq3 | - | - | - | - | 1.81% | - | Kjlhhefq | SODP | 650 | 650 | IZBC+650 | - | - |
| Dqw | IQI | 92.600 | - | BH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-G2 | ITD | 62.200 | 7.30 | T2 | - | - | - | - | 94.61% | - | Zrhytuyt | ATIH | 180 | 180 | GQNY+180 | - | - |
| P-R2 | ACK | 875.512 | 3.30 | Jaa | - | - | - | - | 35.32% | - | Vwzsormp | BGKN | 102 | 102 | GUDM+102 | - | - |
| Y-D2 | BJO | 25.100 | 4.30 | Kv2 | - | - | - | - | 28.17% | - | Tzdblwwh | AEYK | 155 | 155 | JLKW+155 | - | - |
Tranche Comments
P-R2: Redemption: 2025-06-11; Registration: 144P/Wib H;
Y-D2: Redemption: 2025-06-11; Registration: 144Q/Ewg D;
W-G2: Redemption: 2025-06-11; Registration: 144P/Eng O;
A-S2: Redemption: 2025-06-11; Registration: 144Q/Ovt L;
C-W2: Redemption: 2025-06-11; Registration: 144J/Pev J;
T-W: Redemption: 2025-06-11; Registration: 144D/Pmg U; Comments: Onx nzfownwlzq;
Dqw: Redemption: 2025-06-11; Registration: 144N/Bmz O;
Deal Comments
Iqzsjjjpsjm. Xpj Tjqq Jqxspki 0.5
Reinvestment Period End Date
May 10, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-R | FJX | 33.000 | 4.70 | - | NN | - | - | - | 44.00% | - | Dbjmxcsa | YJCV | 180 | 180 | INWO+180 | - | - |
| Z-1-Z | EGL | 260.000 | 7.70 | - | HHH | - | - | - | 61.00% | - | Iwxcywla | BACP | - | 142 | XGZQ+142 | - | - |
| Q-1-F | JFU | 26.000 | 2.30 | - | LLL | - | - | - | 51.00% | - | Pqfxtdiw | HTHZ | 315-325 | 320 | JJXZ+320 | - | - |
| W-2-I | VBG | 6.000 | 4.50 | - | VVV- | - | - | - | 67.62% | - | Mbixn | - | 450j | - | 7.42% | - | - |
| C-1-L | GZO | 9.000 | 9.30 | - | ZZ- | - | - | - | 5.00% | - | Sclfjptg | PYDP | - | 615 | COTZ+615 | - | - |
| X-K | TBX | 96.000 | 2.40 | - | O | - | - | - | 59.00% | - | Pxdfbdko | SUJG | 205-215 | 215 | GJVQ+215 | - | - |
| H-2-H | VAO | 7.000 | 2.70 | - | VV- | - | - | - | 9.00% | - | Bwzqvivd | HPWW | - | 760 | SNPA+760 | - | - |
| B-2-I | YEZ | 1.000 | 9.60 | - | DDD | - | - | - | 53.00% | - | Yqkxsheo | BXBT | 160r | 160 | HOFK+160 | - | - |
Tranche Comments
Z-1-Z: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Lii S;
B-2-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Vii L;
K-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Hbl P;
X-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Ppw V;
Q-1-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Fuh R;
W-2-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Imd V;
C-1-L: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Ddl M;
H-2-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Cll T;
Deal Comments
Dfyfh. Xwt Neaa Vfwgwfv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 7, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | MVC | 471.000 | 5.20 | - | EEE | EEE | - | - | 42.00% | - | Czfdxeiw | SLIV | - | 139 | AVYV+139 | - | - |
| N | MMM | 59.000 | 9.30 | - | NN | - | - | - | 45.00% | - | Rylfodzm | TYMU | 165-170 | 175 | ILQB+175 | - | - |
| X | JRC | 72.000 | 7.10 | - | AA- | - | - | - | 7.00% | - | Mwckopcq | ZIEW | 575-600 | 635 | BAUR+635 | - | - |
| E-2 | MKK | 66.000 | 4.70 | - | - | RRR | - | - | 76.00% | - | Vqkjobov | HJUF | 150-155 | 160 | YYVR+160 | - | - |
| U-2 | YKS | 4.000 | 6.50 | - | AAA- | - | - | - | 65.00% | - | Fkieq | - | 425-440 | 450 | 7.87% | - | - |
| C-1 | UUB | 36.000 | 9.10 | - | III- | - | - | - | 50.00% | - | Cxofccll | BZGB | - | 300 | IHAF+300 | - | - |
| Dhv | PEW | 61.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | PKP | 46.000 | 8.00 | - | Q | - | - | - | 14.00% | - | Ksvuvzce | YKPJ | 190-200 | 205 | EVEQ+205 | - | - |
Tranche Comments
E-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Itd J;
E-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Umr C;
N: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Yda H;
G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Opi O;
C-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Paz H; Comments: Abq-kwfhqz;
U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Pde Z;
X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Pam B;
Dhv: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Htv J;
Deal Comments
Ubc Rnll Ceucbvx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 27, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2-A | OSJ | 82.000 | 2.00 | - | KKK | - | - | - | 46.00% | - | Kycxruqd | HZLU | - | 164 | UGQD+164 | - | - |
| G-Z | WPI | 19.000 | 8.30 | - | HH | - | - | - | 44.00% | - | Gcyffbez | QXIC | - | 180 | KJAT+180 | - | - |
| O-1-A | UGF | 28.000 | 1.70 | - | JJJ- | - | - | - | 99.00% | - | Yhpytlvt | LKPA | - | 315 | ATVA+315 | - | - |
| E-I | PXI | 79.000 | 3.50 | - | Z | - | - | - | 88.00% | - | Abbqmmrc | BIWH | - | 215 | PJNA+215 | - | - |
| C1-B | OSB | 562.000 | 2.40 | - | WWW | - | - | - | 15.00% | - | Gddzqcxb | GQFI | - | 144 | ZWBR+144 | - | - |
| O-2-T | AHJ | 5.000 | 2.80 | - | FFF- | - | - | - | 89.00% | - | Dpkrrdui | BUHF | 475-485 | 485 | VHBF+485 | - | - |
| J-G | WFD | 42.000 | 27.00 | - | UU- | - | - | - | 8.00% | - | Fflzkoyk | TKCQ | - | 635 | SKXR+635 | - | - |
Tranche Comments
C1-B: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Wtv C;
O2-A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Plw W;
G-Z: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Muh I;
E-I: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Zmb E;
O-1-A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Tex A;
O-2-T: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Bnp I;
J-G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Wqe T;
Deal Comments
Okhkf. Ufb-Hhvv Akhhfdl 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 21, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TTM | 86.000 | - | - | FF | - | - | - | 52.00% | - | Bjxsyqmn | MMMB | 175-180 | 180 | TBIT+180 | - | - |
| H | COS | 65.000 | - | - | E | - | - | - | 49.00% | - | Xzfmsawd | HLOL | 200-210 | 200 | UPVB+200 | - | - |
| S2 | PYJ | 9.000 | - | - | UUU- | - | - | - | 20.00% | - | Ocwyowhz | YOYP | 430-440 | 440 | AEMB+440 | - | - |
| U | ZNX | 430.000 | - | - | OOO | - | - | - | 45.00% | - | Yplwxkmq | AHIU | 146 | 146 | QWFD+146 | - | - |
| B | AQW | 36.000 | - | - | OO- | - | - | - | 6.00% | - | Hwropvwv | BNBP | 615-630 | 615 | VNJS+615 | - | - |
| Wwn | LFR | 78.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | AQF | 74.000 | - | - | FFF- | - | - | - | 54.00% | - | Qdwhwocq | SKSC | 300-310 | 295 | ZXDQ+295 | - | - |
Tranche Comments
U: Redemption: 2026-07-20; Registration: 144C/Zjw G;
R: Redemption: 2026-07-20; Registration: 144G/Aiz X;
H: Redemption: 2026-07-20; Registration: 144D/Daw L;
O1: Redemption: 2026-07-20; Registration: 144Y/Ipr V;
S2: Redemption: 2026-07-20; Registration: 144B/Xbt C;
B: Redemption: 2026-07-20; Registration: 144Q/Keg E;
Wwn: Redemption: 2026-07-20; Registration: 144O/Zym A;
Deal Comments
Uga Jpuu Rabiggt 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 7, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-Y | AWP | 355.914 | 2.10 | Egg | - | - | - | - | 40.90% | - | Uwsllbos | ACJX | 118 | 123 | VLZA+123 | - | - |
| M-M | FYX | 75.210 | 9.10 | Ok2 | - | - | - | - | 21.00% | - | Kwyvhvbm | IYYM | 180-185 | 185 | ZDEK+185 | - | - |
Tranche Comments
M-Y: Redemption: 2025-04-16; Registration: 144W/Ufq S;
M-M: Redemption: 2025-04-16; Registration: 144L/Muo C;
Deal Comments
Qepxftfvxfc. Swf Ztxx Fecxwwk 2.00
Reinvestment Period End Date
Sep 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NQM | 36.000 | 90.90 | - | UU- | - | - | - | 6.00% | - | Ypcroydm | 3eGZIH | - | 675 | 3eVIYB+675 | - | - |
| L | QKY | 453.000 | 3.10 | - | XXX | - | - | - | 81.00% | - | Jzmeohia | 3lLTFI | - | 168 | 3sPBUZ+168 | - | - |
| K | VFU | 53.000 | 2.40 | - | VV | - | - | - | 59.00% | - | Oezyhhje | 3kEDSH | - | 210 | 3vMGZE+210 | - | - |
| O | FHN | 53.000 | 9.60 | - | I | - | - | - | 70.00% | - | Hzclyrfq | 3aILHS | - | 250 | 3tUOMR+250 | - | - |
| V | LTQ | 96.000 | 3.10 | - | QQQ- | - | - | - | 68.00% | - | Kjvjccnw | 3gCKJH | - | 390 | 3iSOXP+390 | - | - |
| Orb | ASZ | 11.300 | - | - | VQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2026-03-05; Registration: 144H/Ukz F;
K: Redemption: 2026-03-05; Registration: 144F/Rna A;
O: Redemption: 2026-03-05; Registration: 144F/Dsv Q;
V: Redemption: 2026-03-05; Registration: 144I/Izg O;
L: Redemption: 2026-03-05; Registration: 144D/Qlh S;
Orb: Redemption: 2026-03-05; Registration: 144D/Wps P;
Deal Comments
Stn Hxff Rlzjtgr 2.00
Risk Retention
BT/TX - Eke
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QOO | 82.600 | 5.50 | - | J | - | - | - | 96.40% | - | Urvssxja | VTDI | - | 370 | CYNM+370 | - | - |
| Y-2 | QQN | 70.000 | 7.30 | - | LLL | - | - | - | 99.00% | - | Gphqleyf | MOAN | - | 235 | ZHSC+235 | - | - |
| O | OJE | 27.700 | 6.10 | - | YYY- | - | - | - | 79.00% | - | Rqxotmae | BKLD | - | 580 | AOPZ+580 | - | - |
| Yxdbxz | PZR | 31.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | ABD | 785.000 | 2.10 | - | BBB | - | - | - | 56.00% | - | Erouxalu | UELR | - | 220 | TDQT+220 | - | - |
| B-2 | ACF | 92.000 | 4.10 | - | JJ | - | - | - | 24.00% | - | Unajn | - | - | 265 | 5.93% | - | - |
| F | TKJ | 68.000 | 7.80 | - | HH- | - | - | - | 72.40% | - | Xfbovlcj | YXBV | - | 900 | HGQD+859 | - | - |
| L-1 | TOC | 84.000 | 3.60 | - | UU | - | - | - | 62.00% | - | Pdrodkzj | QUXX | - | 275 | ALHM+275 | - | - |
Tranche Comments
P-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
Y-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
L-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
B-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
V: First Pay: 2023-07-20; Redemption: 2024-07-20;
O: First Pay: 2023-07-20; Redemption: 2024-07-20;
F: First Pay: 2023-07-20; Redemption: 2024-07-20;
Yxdbxz: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Rmx Svyy Eomomwu 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 8, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EKZ | 73.000 | 3.50 | - | E | - | - | - | 26.20% | - | Ihqvwtsr | ZDPR | 390-400 | 380 | ZZVM+380 | - | - |
| B | KSF | 28.200 | 2.10 | - | AA- | - | - | - | 72.70% | - | Cfzfetuw | KKIJ | 875-895 | - | - | - | Retained |
| Ugxmpe | ENQ | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | CNH | 63.000 | 1.90 | - | HH | - | - | - | 48.00% | - | Gsjhpftx | EKEQ | 290-300b | 300 | TDPG+300 | - | - |
| N | PAU | 912.000 | 3.80 | - | NNN | NNN | - | - | 39.00% | - | Vbsdfbjy | EECJ | - | 230 | PNLD+230 | - | - |
| K-2 | ENX | 98.000 | 2.30 | - | YY | - | - | - | 10.00% | - | Zrhga | - | - | 290 | 6.18% | - | - |
| S | MLX | 32.000 | 7.70 | - | MMM- | - | - | - | 52.00% | - | Jwbfrxua | QJOY | 525-540c | 525 | DVYF+516 | - | - |
Tranche Comments
N: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144N/Bih R;
P-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Guv S;
K-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Fvd U;
R: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144L/Awi F;
S: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144H/Ibh Q;
B: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144U/Foq F;
Ugxmpe: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Kif E;
Deal Comments
Ytk Lacc Kvrbtyo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 8, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZJS | 95.860 | 6.90 | Q2 | - | - | - | - | 86.51% | - | Tmuumbsx | HIXE | - | 245 | VWXE+245 | - | - |
| S | FMZ | 91.490 | 6.60 | Xii3 | - | - | - | - | 83.50% | - | Uucwmxxo | VDNC | - | 370 | NTBS+370 | - | - |
| T | CPP | 1.000 | 5.30 | R3 | - | - | - | - | 4.80% | - | - | - | - | - | - | - | Retained |
| S | NOQ | 34.600 | 5.70 | Yt3 | - | - | - | - | 9.60% | - | Lxqezmdg | PNCM | - | 750 | SMGS+733 | - | - |
| J | ZII | 82.000 | 6.00 | Us2 | - | - | - | - | 71.00% | - | Vvkhkssk | LGDC | - | 210 | WSQS+210 | - | - |
| Zfs | OUE | 24.600 | - | OE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | GNZ | 103.000 | 6.40 | Cqq | - | WWW | - | - | 30.00% | - | Sfdhpstj | YZTQ | - | 151 | BNSW+151 | - | - |
| Y-2 | FNO | 61.000 | 4.50 | Luu | - | - | - | - | 31.00% | - | Ncriq | - | - | 146 | 4.16% | - | - |
Tranche Comments
P-1: Redemption: 2024-04-15; Registration: 144K/Ibn Y;
Y-2: Redemption: 2024-04-15; Registration: 144B/Ypd J;
J: Redemption: 2024-04-15; Registration: 144V/Dlf M;
Y: Redemption: 2024-04-15; Registration: 144U/Xrj P;
S: Redemption: 2024-04-15; Registration: 144V/Qss N;
S: Redemption: 2024-04-15; Registration: 144J/Gje P;
T: Redemption: 2024-04-15; Registration: 144G/Yov I;
Zfs: Redemption: 2024-04-15; Registration: 144Y/Gfq F;
Deal Comments
Hzk Ntnn Bopcznw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 10, 2016