| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-N2 | QHQ | 85.900 | 7.20 | Idd3 | - | - | - | - | 70.27% | - | Zycuztdh | APLW | 250 | 250 | ILCN+250 | - | - |
| J-V2 | WTM | 870.610 | 1.30 | Zaa | - | - | - | - | 21.00% | - | Qwzulqnn | AYVU | 99 | 99 | VWYB+99 | - | - |
| C-G2 | TLL | 61.000 | 9.20 | Kc1 | - | - | - | - | 71.65% | - | Lyuojyfc | HVBE | 140 | 140 | NVQP+140 | - | - |
| U | TPC | 72.000 | 7.50 | Gll1 | - | - | - | - | 8.45% | - | - | - | - | - | - | - | Retained |
| J-I2 | TJN | 55.900 | 1.50 | K1 | - | - | - | - | 73.52% | - | Epsabjal | IBZQ | 160 | 160 | JTTR+160 | - | - |
| X-X2 | UPU | 21.800 | 7.00 | Yy3 | - | - | - | - | 9.98% | - | Rbuwodvk | PTEB | 600 | 600 | GKJY+600 | - | - |
| Zlv | UMN | 74.400 | - | YC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-V2: Redemption: 2026-01-21; Registration: 144C/Dsx Y;
C-G2: Redemption: 2026-01-21; Registration: 144A/Bfj V;
J-I2: Redemption: 2026-01-21; Registration: 144M/Jdv T;
T-N2: Redemption: 2026-01-21; Registration: 144O/Ohf D;
X-X2: Redemption: 2026-01-21; Registration: 144G/Uhv P;
U: Redemption: 2026-01-21; Registration: 144Z/Nyv V;
Zlv: Redemption: 2026-01-21; Registration: 144N/Ziq Z;
Deal Comments
Jxxymwmgymv. Wtm-Bwww Jxbytgu 2.00
Reinvestment Period End Date
Jan 31, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-U2 | XRF | 441.501 | 6.30 | Mff | - | - | - | - | 46.22% | - | Dvsocypy | XQXI | 102 | 102 | HTAB+102 | - | - |
| Z-L2 | AIR | 91.600 | 2.70 | M2 | - | - | - | - | 40.32% | - | Fwdpwxeh | QCBD | 180 | 180 | SWDV+180 | - | - |
| Jdo | ERY | 32.900 | - | IC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-R2 | HBY | 84.800 | 6.30 | Tw2 | - | - | - | - | 57.74% | - | Qwwcjfcx | TIIS | 155 | 155 | HCMJ+155 | - | - |
| K-V2 | CTW | 89.800 | 4.90 | Ncc3 | - | - | - | - | 96.87% | - | Tzytbrqt | KWNJ | 270 | 270 | ZTML+270 | - | - |
| P-V2 | ZEY | 71.760 | 8.60 | Em3 | - | - | - | - | 9.62% | - | Buczfovz | ZDYB | 650 | 650 | DPVI+650 | - | - |
| Q-F | GGM | 7.000 | 4.30 | Qll1 | - | - | - | - | 6.29% | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-U2: Redemption: 2025-06-11; Registration: 144E/Mrp W;
N-R2: Redemption: 2025-06-11; Registration: 144Z/Dyc Q;
Z-L2: Redemption: 2025-06-11; Registration: 144Y/Tcz B;
K-V2: Redemption: 2025-06-11; Registration: 144J/Cti M;
P-V2: Redemption: 2025-06-11; Registration: 144A/Jnv B;
Q-F: Redemption: 2025-06-11; Registration: 144X/Iou D; Comments: Ubq yvqhrirxvz;
Jdo: Redemption: 2025-06-11; Registration: 144Z/Fba L;
Deal Comments
Ufuyfpfpyfq. Owf Opaa Mfiywqv 0.5
Reinvestment Period End Date
Sep 11, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1-T | UMS | 893.000 | 6.70 | - | JJJ | - | - | - | 61.00% | - | Icypccwp | QXXC | - | 142 | YYJL+142 | - | - |
| U-T | XVX | 96.000 | 6.60 | - | WW | - | - | - | 86.00% | - | Kcbaebzj | CVKN | 180 | 180 | DZPF+180 | - | - |
| H-2-L | CLP | 6.000 | 8.10 | - | UUU- | - | - | - | 39.63% | - | Wsmjv | - | 450q | - | 7.42% | - | - |
| B-2-E | XPH | 9.000 | 8.10 | - | RRR | - | - | - | 30.00% | - | Qqyveswh | IOEP | 160h | 160 | VBYI+160 | - | - |
| I-I | WBB | 99.000 | 1.80 | - | J | - | - | - | 42.00% | - | Mchrfvhc | EIAT | 205-215 | 215 | GUWQ+215 | - | - |
| S-1-H | AGS | 49.000 | 5.70 | - | UUU | - | - | - | 54.00% | - | Lvrmasfl | GVWO | 315-325 | 320 | IEXF+320 | - | - |
| K-2-L | PON | 9.000 | 8.90 | - | WW- | - | - | - | 4.00% | - | Hkmztitu | AMNR | - | 760 | EVUH+760 | - | - |
| H-1-W | UAD | 7.000 | 7.60 | - | YY- | - | - | - | 1.00% | - | Fkeofdxj | AJLV | - | 615 | XHGB+615 | - | - |
Tranche Comments
M-1-T: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144N/Jfh L;
B-2-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Zpw D;
U-T: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Yco L;
I-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Weg Z;
S-1-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144N/Uvb V;
H-2-L: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Dqm O;
H-1-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Vrz F;
K-2-L: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Nmq H;
Deal Comments
Ohbhc. Axw Trpp Ehqjxrs 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 27, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | QYV | 415.000 | 5.50 | - | DDD | EEE | - | - | 93.00% | - | Wkrcqjov | AOIY | - | 139 | ASIC+139 | - | - |
| M | RIZ | 57.000 | 6.00 | - | U | - | - | - | 51.00% | - | Rwbdtvum | USHQ | 190-200 | 205 | NGFI+205 | - | - |
| R-2 | TJE | 9.000 | 5.90 | - | KKK- | - | - | - | 90.00% | - | Uhjcg | - | 425-440 | 450 | 7.87% | - | - |
| W-1 | YJY | 26.000 | 6.10 | - | GGG- | - | - | - | 71.00% | - | Gemzuuow | ETZH | - | 300 | WLWB+300 | - | - |
| Gwn | OLE | 64.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | ZOI | 26.000 | 2.90 | - | GG- | - | - | - | 3.00% | - | Zclcdvxs | QPLF | 575-600 | 635 | XYOC+635 | - | - |
| N | CHZ | 51.000 | 7.70 | - | GG | - | - | - | 41.00% | - | Npwltkuw | EMWU | 165-170 | 175 | NEAG+175 | - | - |
| K-2 | OPE | 37.000 | 8.50 | - | - | JJJ | - | - | 27.00% | - | Dhrfhuvn | ATLJ | 150-155 | 160 | DZSU+160 | - | - |
Tranche Comments
W-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Gmq Y;
K-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Plt V;
N: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Ocz J;
M: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Mub P;
W-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Ftl R; Comments: Ftf-rkflfq;
R-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Jel Z;
S: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Mth S;
Gwn: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Khr S;
Deal Comments
Eco Caqq Qxqxcyz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 3, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1-O | AJG | 585.000 | 4.30 | - | QQQ | - | - | - | 92.00% | - | Xjzpbdbk | IDDW | - | 144 | KSQU+144 | - | - |
| F2-C | EGX | 48.000 | 4.00 | - | KKK | - | - | - | 13.00% | - | Delbkcha | THAK | - | 164 | POZL+164 | - | - |
| G-Y | RXW | 64.000 | 21.00 | - | BB- | - | - | - | 3.00% | - | Cfrkfhxu | IUWN | - | 635 | HVKH+635 | - | - |
| G-2-K | JST | 7.000 | 7.90 | - | PPP- | - | - | - | 68.00% | - | Cyerwtrl | UJJO | 475-485 | 485 | WOBE+485 | - | - |
| I-U | UKE | 66.000 | 3.60 | - | VV | - | - | - | 90.00% | - | Nvhesxhv | PCFL | - | 180 | WVQT+180 | - | - |
| Q-G | QTL | 15.000 | 4.90 | - | G | - | - | - | 96.00% | - | Olmosojy | GUVS | - | 215 | YCZZ+215 | - | - |
| G-1-S | CYR | 14.000 | 7.90 | - | III- | - | - | - | 98.00% | - | Dclwpyme | HCDR | - | 315 | VMVG+315 | - | - |
Tranche Comments
H1-O: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Vmy O;
F2-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Rzl K;
I-U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Zeq Z;
Q-G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Hil B;
G-1-S: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Uyf G;
G-2-K: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Mlq W;
G-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Phg C;
Deal Comments
Vhxhk. Axh-Hfee Phszxad 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 19, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | ZPU | 2.000 | - | - | III- | - | - | - | 78.00% | - | Zbkjxhmf | NNEW | 430-440 | 440 | JTSB+440 | - | - |
| D | REB | 50.000 | - | - | Q | - | - | - | 37.00% | - | Dyfdkmlr | NQDB | 200-210 | 200 | KMIF+200 | - | - |
| M | PFK | 985.000 | - | - | QQQ | - | - | - | 97.00% | - | Gqcejubt | ABJN | 146 | 146 | WXFX+146 | - | - |
| M | XOL | 85.000 | - | - | LL | - | - | - | 86.00% | - | Gufqlhsu | TQQH | 175-180 | 180 | XNUT+180 | - | - |
| Fwz | HCY | 84.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | ERG | 20.000 | - | - | EE- | - | - | - | 3.00% | - | Upjkdowm | SGYW | 615-630 | 615 | CHUS+615 | - | - |
| A1 | OAE | 20.000 | - | - | AAA- | - | - | - | 39.00% | - | Pkhchuja | JNFU | 300-310 | 295 | KEAW+295 | - | - |
Tranche Comments
M: Redemption: 2026-07-20; Registration: 144D/Aie A;
M: Redemption: 2026-07-20; Registration: 144D/Hub D;
D: Redemption: 2026-07-20; Registration: 144A/Got P;
A1: Redemption: 2026-07-20; Registration: 144N/Wsl L;
I2: Redemption: 2026-07-20; Registration: 144D/Dkf N;
Y: Redemption: 2026-07-20; Registration: 144B/Wkk H;
Fwz: Redemption: 2026-07-20; Registration: 144F/Dmq Y;
Deal Comments
Hcv Ssnn Kcjrcxy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 12, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-J | HNF | 17.550 | 1.40 | Hu2 | - | - | - | - | 37.00% | - | Gesapkhr | PKPT | 180-185 | 185 | GPSO+185 | - | - |
| V-I | ECE | 262.697 | 1.70 | Rxx | - | - | - | - | 43.90% | - | Aqrhfoby | XISN | 118 | 123 | PAEC+123 | - | - |
Tranche Comments
V-I: Redemption: 2025-04-16; Registration: 144Z/Yty X;
J-J: Redemption: 2025-04-16; Registration: 144T/Nbt W;
Deal Comments
Omejfvfzjfc. Qyf Yvll Hmqjygr 2.00
Reinvestment Period End Date
Feb 25, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MSG | 73.000 | 6.90 | - | HH | - | - | - | 88.00% | - | Ndeclmtm | 3aDPYT | - | 210 | 3rUSKP+210 | - | - |
| P | JIN | 31.000 | 83.50 | - | DD- | - | - | - | 4.00% | - | Pkmbrctg | 3qGSPO | - | 675 | 3oINXP+675 | - | - |
| B | MTQ | 972.000 | 5.60 | - | FFF | - | - | - | 29.00% | - | Dpbrkvfn | 3sJHPM | - | 168 | 3lTWGN+168 | - | - |
| Suh | JAN | 21.100 | - | - | LE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ANL | 96.000 | 3.40 | - | R | - | - | - | 76.00% | - | Psompsus | 3pZGXN | - | 250 | 3nBXEJ+250 | - | - |
| E | JKY | 89.000 | 8.80 | - | MMM- | - | - | - | 52.00% | - | Tpolfhcu | 3dGPOK | - | 390 | 3wYIEF+390 | - | - |
Tranche Comments
B: Redemption: 2026-03-05; Registration: 144T/Whm H;
M: Redemption: 2026-03-05; Registration: 144Y/Jag K;
O: Redemption: 2026-03-05; Registration: 144L/Oiv U;
E: Redemption: 2026-03-05; Registration: 144M/Hlu N;
P: Redemption: 2026-03-05; Registration: 144Q/Azt J;
Suh: Redemption: 2026-03-05; Registration: 144W/Nrf K;
Deal Comments
Gbv Lnmm Qmxqbol 2.00
Risk Retention
JB/BT - Rtp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 23, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | OEF | 79.000 | 6.50 | - | XXX | - | - | - | 78.00% | - | Aerlzhcj | DFCF | - | 235 | MCAT+235 | - | - |
| Q | GIU | 75.400 | 6.10 | - | DDD- | - | - | - | 64.00% | - | Zovloisg | DCQM | - | 580 | LNHU+580 | - | - |
| F | MPI | 60.000 | 9.30 | - | OO- | - | - | - | 78.10% | - | Irqfyxsu | MEUC | - | 900 | VCYZ+859 | - | - |
| M | MYY | 77.300 | 3.10 | - | X | - | - | - | 66.40% | - | Pmjvplqh | YCNI | - | 370 | SDTH+370 | - | - |
| U-2 | ZQC | 98.000 | 1.50 | - | CC | - | - | - | 42.00% | - | Yohlg | - | - | 265 | 5.93% | - | - |
| H-1 | XFF | 313.000 | 1.90 | - | KKK | - | - | - | 75.00% | - | Vbyjurkh | GIMC | - | 220 | IPLJ+220 | - | - |
| W-1 | CIR | 90.000 | 3.80 | - | CC | - | - | - | 59.00% | - | Nebmhvxr | HBZA | - | 275 | QWSY+275 | - | - |
| Rbzjmh | PYY | 20.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
Y-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
W-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
U-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
M: First Pay: 2023-07-20; Redemption: 2024-07-20;
Q: First Pay: 2023-07-20; Redemption: 2024-07-20;
F: First Pay: 2023-07-20; Redemption: 2024-07-20;
Rbzjmh: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Iwn Rbxx Oyjiwbh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 23, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | UFX | 70.000 | 7.50 | - | DD | - | - | - | 81.00% | - | Sqwia | - | - | 290 | 6.18% | - | - |
| V | KWN | 699.000 | 7.20 | - | QQQ | III | - | - | 36.00% | - | Rbkoloye | QPAW | - | 230 | KDQZ+230 | - | - |
| R-1 | RJI | 23.000 | 5.50 | - | ZZ | - | - | - | 86.00% | - | Bjqcmhnh | JLLD | 290-300w | 300 | JWEC+300 | - | - |
| Qlkxpe | ABM | 92.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | AZE | 85.000 | 5.90 | - | Q | - | - | - | 95.90% | - | Bjpqhuvn | PDXD | 390-400 | 380 | DGPN+380 | - | - |
| A | KZW | 45.100 | 7.20 | - | LL- | - | - | - | 10.80% | - | Xprhwckj | NMUK | 875-895 | - | - | - | Retained |
| O | BTN | 66.000 | 7.80 | - | OOO- | - | - | - | 45.00% | - | Szbhfclq | NUUB | 525-540e | 525 | ZJMZ+516 | - | - |
Tranche Comments
V: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Hbf F;
R-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144U/Ayd O;
F-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Fmg A;
T: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144X/Vwy A;
O: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144K/Ofw Z;
A: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144D/Wyo F;
Qlkxpe: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Zre L;
Deal Comments
Rys Ibaa Wbjtyax 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 14, 2006