| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-A | ZLL | 61.000 | - | - | L | - | - | - | 78.00% | - | Hsxzruaz | PGKZ | - | 240 | MIPL+240 | - | - |
| O-U | WGQ | 26.000 | - | - | XX | - | - | - | 40.00% | - | Mrreqwvb | PXBG | - | 195 | EAKN+195 | - | - |
| F-2-X | RNT | 2.000 | - | - | X | - | - | - | 54.00% | - | Hkhlx | - | - | - | 6.153% | - | - |
| S-X | JVR | 8.430 | - | - | E- | - | - | - | 3.25% | - | - | - | - | - | - | - | Retained |
| O-V | TZR | 944.000 | - | - | JJJ | - | - | - | 43.00% | - | Uzlzllyz | SWGC | - | 145 | CNPF+145 | - | - |
| T-U | XSP | 70.000 | - | - | MMM- | - | - | - | 71.00% | - | Qrvseljj | HKAD | - | 370 | PPYT+370 | - | - |
| Iyz | TFM | 55.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-U | EZU | 46.750 | - | - | RR- | - | - | - | 8.47% | - | Axushcfe | YXGE | - | 675 | HEAS+675 | - | - |
Tranche Comments
O-V: Redemption: 2027-07-20; Registration: 144A/Uhp K; Comments: Zky-Zgrjyf;
O-U: Redemption: 2027-07-20; Registration: 144T/Jvk E; Comments: Gqf-Gmqgfs;
U-1-A: Redemption: 2027-07-20; Registration: 144T/Blw N;
F-2-X: Redemption: 2027-07-20; Registration: 144Z/Olh B;
T-U: Redemption: 2027-07-20; Registration: 144M/Ncm L;
M-U: Redemption: 2027-07-20; Registration: 144L/Zeu S;
S-X: Redemption: 2027-07-20; Registration: 144E/Lxs T;
Iyz: Redemption: 2027-07-20; Registration: 144F/Obj Z;
Deal Comments
Fmfmj. Fcz-Bgaa Rmjecxb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 9, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | CRD | 173.000 | 1.90 | - | UUU | - | - | - | 44.00% | - | Hjbbqxpw | LELH | - | 134 | XADE+134 | - | - |
| A | USX | 60.000 | 5.00 | - | CC | - | - | - | 54.00% | - | Awlasrqg | DVUK | 210-220 | 220 | DUZM+220 | - | - |
| Yazmaq | JLR | 87.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | IIA | 31.000 | 5.70 | - | YYY- | - | - | - | 17.80% | - | Ikvcteey | UGZO | 390-400 | 400 | CBVE+400 | - | - |
| B-2 | VRQ | 3.000 | 9.90 | - | DDD- | - | - | - | 81.71% | - | Zrlqlvis | APHK | 475-500 | 550 | CDPE+550 | - | - |
| K | KFC | 65.000 | 3.40 | - | HH- | - | - | - | 8.00% | - | Mxjrmbpz | CXYS | 725-750 | 750 | XLMG+716 | - | - |
| C-Soww | BNL | 569.000 | 4.90 | - | UUU | - | - | - | 21.00% | - | Vckeaixp | QVNU | - | 134 | WGUM+134 | - | - |
| P | IPA | 11.000 | 3.70 | - | M | - | - | - | 73.00% | - | Dwkmxphx | XZIL | 250-260 | 280 | TAFM+280 | - | - |
Tranche Comments
C-Soww: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144P/Fvg P;
B-1: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144Y/Hiw Y;
A: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144X/Hfr F;
P: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144H/Mws D;
R-1: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144P/Kko Z;
B-2: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144C/Kto O;
K: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144O/Gqy W;
Yazmaq: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144I/Jfk I;
Deal Comments
Nhb Gwzz Hvrehaj 2.00
Risk Retention
DU Izjddxp 7
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 24, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1E2 | KFO | 73.000 | 4.20 | - | EE | - | - | - | 28.60% | - | Qlvmwqow | AMDV | 150e | 160 | TXNN+160 | - | - |
| J1P2 | VVZ | 616.000 | 2.30 | - | CCC | - | - | - | 74.30% | - | Ikombzsx | EBEJ | 103-105 | 106 | IZLO+106 | - | - |
Tranche Comments
J1P2: First Pay: 2025-04-25; Redemption: 2026-06-06; Registration: 144D/Nsw V;
T1E2: First Pay: 2025-04-25; Redemption: 2026-06-06; Registration: 144Z/Ndg G;
Deal Comments
Fxzkhehmkhs. Wfh Jeii Rxakfsp 1.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 24, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NO | NTD | 4.000 | 6.40 | - | S- | JV | - | - | 3.77% | - | Nsohbxqh | DZYL | - | 675 | TJGG+675 | - | 657.00000 |
| Phd | ILF | 73.630 | - | - | CT | LI | - | - | - | - | - | - | - | - | - | - | Retained |
| L1W | LHI | 840.000 | 3.30 | - | FFF | TTT | - | - | 86.32% | - | Lwyuewcf | MJEQ | - | 104 | CQCZ+104 | - | - |
| SN | IFL | 68.000 | 9.80 | - | MM | PE | - | - | 77.19% | - | Hykuorfv | YKOZ | - | 150 | WBPO+150 | - | 225.00000 |
| O1T | VVY | 56.600 | 7.10 | - | GGG+ | AI | - | - | 72.22% | - | Zlowoojs | ZHGJ | - | 300 | WJIQ+300 | - | 765.00000 |
| E2U | OWJ | 6.400 | 1.80 | - | GGG- | IR | - | - | 72.81% | - | Bvrmrpvu | QOIA | - | 400 | KIXP+400 | - | 380.00000 |
| E2 | ERF | 44.000 | 8.30 | - | FC | VVV | - | - | 69.61% | - | - | - | - | - | - | - | - |
| IX | WOL | 34.000 | 6.20 | - | NI | WW- | - | - | 4.63% | - | Ehxwkouj | MNPM | - | 575 | PXSD+575 | - | 897.00000 |
| ZE | WXV | 76.000 | 4.30 | - | I | IP | - | - | 15.69% | - | Bczbptki | JBLE | - | 195 | XDNW+195 | - | 421.00000 |
Tranche Comments
L1W: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144W/Yyz W;
E2: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144F/Cvy O; Comments: Vpo typm;
SN: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144D/Xbl O;
ZE: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144G/Ofk Q;
O1T: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144N/Zch S;
E2U: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144Y/Rvc I;
IX: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144C/Omc D;
NO: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144P/Gfl D;
Phd: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144R/Zea R;
Deal Comments
Jvatuzujtuq. Qau-Rzii Jvntazl 1.00
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Apr 8, 2014
WAL Test Period End Date
Oct 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1-G | LUH | 14.000 | 9.60 | - | WWW- | - | - | - | 38.00% | - | Kfkscvzb | YIWU | - | 290 | KHZJ+290 | - | - |
| Q-2-A | NYC | 8.000 | 17.60 | - | KK- | - | - | - | 55.00% | - | Xsurozba | JMGC | - | 390 | ATYV+390 | - | - |
| G-E | PAH | 678.000 | 1.70 | - | JJJ | - | - | - | 24.00% | - | Vtclrtmw | NXIA | - | 118 | KUVC+118 | - | - |
| B-2-C | BRJ | 31.000 | 4.40 | - | UUU- | - | - | - | 82.00% | - | Lozje | - | - | 180 | 5.85% | - | - |
| V-X | KYM | 64.000 | 64.20 | - | - | - | - | - | 9.00% | - | Hwforcqw | JWSG | - | 550 | QJNQ+550 | - | - |
| Zfu | IWC | 69.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-A | JWL | 95.000 | 6.70 | - | CC | - | - | - | 38.00% | - | Qfwsmmoc | HKBA | - | 160 | LYGG+160 | - | - |
| L-1-U | SCS | 65.000 | 8.70 | - | G | - | - | - | 33.00% | - | Obxqetnw | VHBZ | - | 195 | DHWB+195 | - | - |
Tranche Comments
G-E: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Trq I;
F-A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Upe V;
L-1-U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Ype Q;
B-2-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Ftt D;
L-1-G: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Rcg X;
Q-2-A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Mqt V;
V-X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Vxq Z;
Zfu: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Zrz Q;
Deal Comments
Ocyca. Lfy Yjhh Lcasfym 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 3, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qdbfre | JRW | 91.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | VWN | 29.000 | 1.10 | - | Z | - | - | - | 59.00% | - | Lwzwybtg | CWHJ | - | 205 | DHOO+205 | - | - |
| J-1LR | KFE | 48.000 | 4.30 | - | DDD | - | - | - | 27.00% | - | Zhcpayzh | SVCC | - | 135 | KNHJ+135 | - | - |
| B-1 | HAY | 19.000 | 4.40 | - | QQQ | - | - | - | 82.00% | - | Dmpfouqf | MYBR | - | 135 | PZLQ+135 | - | - |
| T-1IT | KFN | 832.000 | 5.70 | - | NNN | - | - | - | 89.00% | - | Oxekrcnh | HAEL | - | 135 | ATIY+135 | - | - |
| O-1 | XBI | 23.000 | 2.60 | - | HHH- | - | - | - | 58.00% | - | Zcspamak | KDTL | - | 300 | NTLE+300 | - | - |
| O | FID | 97.000 | 2.90 | - | MM- | - | - | - | 1.00% | - | Pufbyiqg | IZDT | - | 595 | YBTM+595 | - | - |
| W-2 | NCP | 1.000 | 6.30 | - | BBB- | - | - | - | 96.00% | - | Hopok | - | - | 395 | 7.76% | - | - |
| Z-2 | TLD | 6.000 | 5.40 | - | NNN | - | - | - | 49.00% | - | Jbelahxr | MCOH | - | 160 | YITU+160 | - | - |
| N | MRR | 13.000 | 7.50 | - | LL | - | - | - | 90.00% | - | Whzwrfnz | PAAZ | - | 180 | NBDX+180 | - | - |
Tranche Comments
B-1: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144N/Hdd F;
T-1IT: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144X/Amh Z;
J-1LR: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144Z/Xmt G;
Z-2: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144D/Oln Q;
N: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144W/Iqd V;
P: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144Z/Uxr B;
O-1: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144B/Hcm Y;
W-2: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144P/Khj B;
O: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144T/Xlh N;
Qdbfre: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144T/Mlb I;
Deal Comments
Imv Otyy Dvaxmuq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | KWO | 66.000 | - | NB | W | - | - | - | 13.00% | - | Apzkyydg | AYCD | - | 210 | BQHI+210 | - | - |
| T | CMQ | 25.000 | - | WT | HH | - | - | - | 43.00% | - | Qpwpjzhy | BBPM | 170m | 180 | DDMJ+180 | - | - |
| G-2 | ALF | 3.000 | - | BO | J | - | - | - | 85.00% | - | Drzum | - | - | - | 5.520% | - | - |
| Z-1M | VXE | 9.000 | - | DR | NNN- | - | - | - | 10.00% | - | Vaapa | - | - | - | 6.920% | - | - |
| P-2 | NFM | 48.000 | - | Gpp | NI | - | - | - | 56.00% | - | Dwpxufse | TPCC | 155a | 160 | XXCW+160 | - | - |
| L | MAY | 37.000 | - | VY | WW- | - | - | - | 8.00% | - | Zbocqtox | NZTY | 600b | 690 | VTSI+690 | - | - |
| H-1U | UHC | 52.000 | - | PM | MMM- | - | - | - | 20.00% | - | Zjpswecm | YMJA | - | 350 | IGHO+350 | - | - |
| N-1 | YZN | 140.000 | - | Snn | III | - | - | - | 13.00% | - | Gmjwrmbe | TLZQ | 137 | 137 | TGPA+137 | - | - |
| Vlf | CHD | 36.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | WEA | 2.000 | - | DK | NNN- | - | - | - | 90.00% | - | Jbyudzpx | ZEFY | 435o | 450 | MLQX+450 | - | - |
Tranche Comments
N-1: Redemption: 2026-09-20; Registration: 144M/Omg I;
P-2: Redemption: 2026-09-20; Registration: 144W/Gnc U;
T: Redemption: 2026-09-20; Registration: 144D/Fpj I;
V-1: Redemption: 2026-09-20; Registration: 144D/Kis K;
G-2: Redemption: 2026-09-20; Registration: 144Z/Paq B;
H-1U: Redemption: 2026-09-20; Registration: 144F/Nto O;
Z-1M: Redemption: 2026-09-20; Registration: 144A/Uwf E;
H-2: Redemption: 2026-09-20; Registration: 144Y/Rlb S;
L: Redemption: 2026-09-20; Registration: 144K/Wla K;
Vlf: Redemption: 2026-09-20; Registration: 144U/Hcf C;
Deal Comments
Ozk Cmyy Agtszev 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 15, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LAAA | VWG | 484.100 | - | JJ | LLL | ME | - | - | 80.40% | - | Vkbdbljy | HYLB | - | 133 | POUS+133 | - | - |
Tranche Comments
LAAA: Redemption: 2025-06-14; Registration: 144C/Pbm W;
Deal Comments
Xaazaaz Jusasasbasu. Pzs Bazz Xuaazfk 1.00
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Feb 17, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | MUL | 8.000 | 5.78 | - | OO | - | - | - | 90.00% | - | Bwxtd | - | - | - | 5.98% | - | - |
| H | QWL | 38.000 | 9.84 | - | U | - | - | - | 27.00% | - | Dbzzxfoc | TVLW | - | 235 | HILV+235 | - | - |
| W-2 | PUT | 6.250 | 64.60 | - | PPP- | - | - | - | 94.89% | - | Lxosvwnn | UCZZ | - | 450 | KEAY+450 | - | - |
| L-2 | HBB | 70.000 | 1.20 | - | LLL | - | - | - | 15.00% | - | Bzwmbjte | MVOY | - | 170 | AEWZ+170 | - | - |
| S | UWT | 86.000 | 71.97 | - | LL- | - | - | - | 6.22% | - | Mwhjnnfn | KEMI | - | 650 | DGXL+650 | - | - |
| Xdk | ZZE | 58.400 | - | - | TT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | PZI | 28.000 | 4.41 | - | AA | - | - | - | 33.00% | - | Rdbdpucg | DUXH | - | 190 | HXSY+190 | - | - |
| D-1 | ZYB | 79.800 | 4.70 | - | UUU | - | - | - | 40.60% | - | Tbeabqlw | UAPC | - | 340 | IQPJ+340 | - | - |
| R-1 | OZU | 474.000 | 7.76 | - | MMM | - | - | - | 31.00% | - | Ksfdxbtc | QMBE | - | 149 | ZHWR+149 | - | - |
Tranche Comments
R-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144W/Vcp D;
L-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144D/Aje I;
H-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144K/Upl V;
R-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144N/Jft F;
H: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144Q/Ose N;
D-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144Y/Rqf E;
W-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144U/Gqm E;
S: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144F/Qyl X;
Xdk: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144F/Zod C;
Deal Comments
Lbk-Aekk Osgebgm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-N | PRL | 800.000 | - | - | VVV | - | - | - | 85.70% | - | Mrcbmuyp | KJZD | 134 | 134 | WZQG+134 | - | - |
| A-V | RCU | 99.900 | - | - | DD | - | - | - | 15.90% | - | Tzesjmts | VYAY | 195 | 195 | XOVU+195 | - | - |
| B-Q | BBK | 46.000 | - | - | N | - | - | - | 60.30% | - | Bywcqqsd | VHXN | 235 | 240 | SDJN+240 | - | - |
| J-2-R | QLT | 23.500 | - | - | XXX | - | - | - | 49.40% | - | Bpqtskjt | PILS | 154 | 154 | DWNU+154 | - | - |
Tranche Comments
Z-1-N: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144E/Rpx R;
J-2-R: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144E/Doi Q;
A-V: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Ccd M;
B-Q: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144F/Lyl V;
Deal Comments
Wpsmbxbqmbq. Vnb Zxnn Jpxmnet 1.00
Reinvestment Period (YRS)
4.38
Reinvestment Period End Date
Jan 8, 2013