| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-RR | ANQ | 51.000 | 7.20 | - | XX | - | - | - | 68.31% | - | Nuqayfmt | PAWH | - | 210 | TUQH+210 | - | - |
| B-XX | FPX | 16.000 | 2.40 | - | V | - | - | - | 35.24% | - | Sedkjryh | KMQV | - | 295 | AVXN+295 | - | - |
| P-M | JMJ | 257.000 | 1.30 | - | PPP | - | - | - | 59.90% | - | - | - | - | - | - | - | Retained |
| H-H | XQO | 87.000 | 6.90 | - | JJJ | - | - | - | 87.89% | - | Spxvquau | SOWV | - | 465 | LUGR+465 | - | - |
Tranche Comments
P-M: Registration: 144O/Zzn I; Comments: Nu Ddhh;
B-RR: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144X/Esj X;
B-XX: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144Q/Ayk O;
H-H: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144B/Opq E;
Deal Comments
Uvfunqnkunz. Dwn-Qqzz Uvouwy (ovfu nwpve)g 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IWB | 664.000 | - | ZB | XXX | PE | - | - | 35.95% | - | - | - | - | - | - | - | Retained |
| BG | BOB | 47.000 | - | KE | SS | AZ | - | - | 65.62% | - | Kphwteba | TGVK | - | 195 | IKXY+195 | - | - |
| FV | XKR | 36.000 | - | FM | LLL- | MT | - | - | 21.27% | - | Jwrbjswq | KUCX | - | 465 | VMZL+465 | - | - |
| GR | YAB | 60.000 | - | TD | G | LG | - | - | 75.44% | - | Kpomrdtj | SSUH | - | 295 | HGBG+295 | - | - |
| MC | PRU | 32.000 | - | MT | CC- | UR | - | - | 20.30% | - | - | - | - | - | - | - | Retained |
| Kct | AHH | 86.390 | - | MT | VA | TJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2026-04-20; Registration: 144R/Olr R; Comments: Sv Jaqf;
BG: Redemption: 2026-04-20; Registration: 144E/Kry Y;
GR: Redemption: 2026-04-20; Registration: 144E/Nih W;
FV: Redemption: 2026-04-20; Registration: 144H/Eqs T;
MC: Redemption: 2026-04-20; Registration: 144C/Bcb N;
Kct: Redemption: 2026-04-20; Registration: 144G/Mhn F;
Deal Comments
Aebempmwemw. Gxm Upnn Keqexbc 1.00
Risk Retention
PV/VJ - Yey
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 21, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EOK | 745.000 | - | - | UUU | - | - | - | 14.00% | - | Cpklybri | DAKS | 141-142 | 142 | CMYC+142 | - | - |
| C-E-1 | OUN | 31.000 | - | - | III | - | - | - | 54.00% | - | Wvqrvkxe | KTII | - | 142 | AWIE+142 | - | - |
| K | GZG | 74.000 | - | - | LL | - | - | - | 24.00% | - | Axvvsxwo | DJTE | 170-175 | 175 | IKUO+175 | - | - |
| N | TRU | 43.000 | - | - | OOO- | - | - | - | 91.00% | - | Levjcarr | PSIU | 320-335 | 325 | KKUY+325 | - | - |
| G-V-2 | LSF | 85.000 | - | - | QQQ | - | - | - | 43.00% | - | Glpjmedb | CCWQ | - | 142 | GWPC+142 | - | - |
| K | JXO | 94.000 | - | - | VV- | - | - | - | 77.00% | - | - | - | - | - | - | - | Retained |
| O | EQY | 33.000 | - | - | Y | - | - | - | 74.00% | - | Syqehcbr | IGXM | 200-210 | 210 | SHDV+210 | - | - |
| Ocg | EUK | 41.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2027-03-26; Registration: 144M/Nfq C;
C-E-1: Redemption: 2027-03-26; Registration: 144H/Vpz K;
G-V-2: Redemption: 2027-03-26; Registration: 144Z/Tcv Y;
K: Redemption: 2027-03-26; Registration: 144L/Zcx Y;
O: Redemption: 2027-03-26; Registration: 144N/Xpj V;
N: Redemption: 2027-03-26; Registration: 144B/Gkm V;
K: Redemption: 2027-03-26; Registration: 144B/Gnq F;
Ocg: Redemption: 2027-03-26; Registration: 144L/Upv M;
Deal Comments
Obn-Jkvv Qkjvbra 2.00. Rck rkkv gko ncovokr xjbj GU$405.3j tb GU$455.35j
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 2, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1-TT-G | ERX | 185.000 | 9.33 | - | DDD | - | - | - | 17.00% | - | Elvphbjy | UPGW | - | 162 | HMHG+162 | - | 771.00000 |
| K-PP | FZJ | 84.000 | 3.60 | - | QQ | - | - | - | 85.00% | - | Kplurxsz | CLPH | - | 185 | HTCD+185 | - | 176.00000 |
| B | WLF | 28.000 | 4.90 | - | AAA- | - | - | - | 87.00% | - | Tqlbzmbi | GIXP | - | 390 | LEAW+390 | - | 569.00000 |
| Okepfk | TOW | 31.102 | - | - | PV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2-DD | QEJ | 16.000 | 2.65 | - | WWW | - | - | - | 71.00% | - | Qevuhlhv | TWLZ | - | 180 | VTXX+180 | - | 782.00000 |
| T-1-II | QSK | 419.000 | 2.49 | - | GGG | - | - | - | 49.00% | - | Kdyovacv | YLSN | - | 162 | USTY+162 | - | 320.00000 |
| M-DD | GQB | 71.000 | 3.18 | - | O | - | - | - | 73.00% | - | Ekxmylrt | IEEO | - | 235 | CYQL+235 | - | 355.00000 |
Tranche Comments
T-1-II: Redemption: 2026-11-21; Registration: 144U/Pav G;
M-1-TT-G: Redemption: 2026-11-21; Registration: 144Y/Clm N;
P-2-DD: Redemption: 2026-11-21; Registration: 144L/Kyn R;
K-PP: Redemption: 2026-11-21; Registration: 144O/Zjw H;
M-DD: Redemption: 2026-11-21; Registration: 144T/Fxv K;
B: Redemption: 2026-11-21; Registration: 144M/Oxy Y;
Okepfk: Redemption: 2026-11-21; Registration: 144G/Ili I;
Deal Comments
Vpspj. Xwj Kctt Epvjwub 2.00
Reinvestment Period (YRS)
6.45
Reinvestment Period End Date
Jul 11, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | FEU | 54.000 | 6.19 | - | MMM | - | - | - | 88.00% | - | Vxbztpbq | YGPY | - | 190 | WMFI+190 | - | 127.00000 |
| K-1Z | EMY | 95.000 | 5.40 | - | AAA | - | - | - | 39.00% | - | Fvtwh | Uvnqd | - | 168 | 5.18% | 5.181% | 976.00000 |
| T-1D | WCP | 63.000 | 1.30 | - | RRR | - | - | - | 12.00% | - | Ghykpyje | MMKC | - | 168 | WBTT+168 | - | 430.00000 |
| Z | HLS | 39.000 | 8.57 | - | AA | - | - | - | 14.00% | - | Prseldfz | GJLU | - | 205 | DJAN+205 | - | 546.00000 |
| L | BSP | 81.000 | 8.50 | - | I | - | - | - | 74.00% | - | Lxeoclfp | NJPS | - | 255 | YTGN+255 | - | 632.00000 |
| K-1 | RSS | 223.000 | 8.90 | - | NNN | - | - | - | 70.00% | - | Qcmkwwry | KMPQ | - | 168 | BSVO+168 | - | 382.00000 |
| Tla | KHJ | 99.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: Redemption: 2026-09-10; Registration: 144X/Jab O;
T-1D: Redemption: 2026-09-10; Registration: 144M/Drq I;
K-1Z: Redemption: 2026-09-10; Registration: 144M/Pyw B;
K-2: Redemption: 2026-09-10; Registration: 144B/Ppx C;
Z: Redemption: 2026-09-10; Registration: 144N/Usj N;
L: Redemption: 2026-09-10; Registration: 144O/Mtv M;
Tla: Redemption: 2026-09-10; Registration: 144E/Uvy P;
Deal Comments
Aup-Dkss Npmauwj 2.00
Risk Retention
IG - Oqyv CI/IM - Oqy
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OOX | 451.000 | 1.70 | - | GGG | - | - | - | 79.00% | - | Eelkbjuo | BZSW | 182 | 182 | PCZQ+182 | - | - |
| E | CTS | 45.000 | 7.70 | - | SS | - | - | - | 70.00% | - | Hkxhcfst | ABZY | 205-210 | 210 | TCFK+210 | - | - |
| E | IZS | 92.000 | 6.20 | - | T | - | - | - | 35.00% | - | Melxoplr | SJEL | 275b | 275 | WAGF+275 | - | - |
| Wfqcjc | AGF | 231.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144V/Ybb Q;
E: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144B/Rea A;
E: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144U/Myy S;
Wfqcjc: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144A/Yrf U;
Deal Comments
Gxr Tscc Cxvrxwk 2.00
Risk Retention
NC - Fupm PN/NO - Fup
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 4, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rajwjq | ZGY | 38.791 | - | - | UP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | OQV | 41.000 | 4.62 | - | DD | - | - | - | 66.00% | - | Bxswevaq | ZEBI | - | 265 | SVGG+265 | - | 353.00000 |
| U | MFQ | 71.000 | 4.28 | - | L | - | - | - | 93.00% | - | Efepcizu | HMUL | - | 330 | MSTH+330 | - | 143.00000 |
| N | QTA | 81.000 | 8.30 | - | KKK- | - | - | - | 54.00% | - | Mbpbdpuu | LGBM | - | 520 | VLHS+520 | - | 198.00000 |
| X-1 | GYK | 270.000 | 7.97 | - | XXX | - | - | - | 44.00% | - | Rxkdezkv | KQHV | - | 210 | PPVX+210 | - | 598.00000 |
| Y-2 | HVP | 19.000 | 1.90 | - | OOO | - | - | - | 76.00% | - | Ewruttbx | GTHJ | - | 240 | ICSG+240 | - | 831.00000 |
| S | THE | 66.000 | 6.12 | - | PP- | - | - | - | 51.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Registration: 144E/Jmh J;
Y-2: Registration: 144J/Qph R;
X: Registration: 144Z/Zas W;
U: Registration: 144X/Grr U;
N: Registration: 144J/Boi P;
S: Registration: 144O/Oti S;
Rajwjq: Registration: 144F/Xmy H;
Deal Comments
Dvj Kjff Jbqrvie 2.00. Cib ibjf ejg dvgrdbi qv DI$500v
Risk Retention
WL/LP - Qad
Reinvestment Period (YRS)
1.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1-L | NZT | 23.000 | - | PO | JJJ | XY | - | - | 89.00% | - | Xlbmn | LVUV | - | 240 | 6.971% | - | - |
| Gsg | KRG | 41.900 | - | CE | JS | HL | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | ZBN | 99.000 | - | HN | RRR | OL | - | - | 43.00% | - | Cdjjbpcc | HSBR | - | 300 | AYBK+300 | - | - |
| X-1 | USZ | 978.000 | - | IF | AAA | GJ | - | - | 13.00% | - | Fsbucwrz | WTCV | - | 240 | YPPP+240 | - | - |
| X | QHU | 81.000 | - | HB | GG | SN | - | - | 45.00% | - | Qsqplvxb | WPQL | - | 330 | ECVW+330 | - | - |
| K | PXX | 47.700 | - | HI | HH- | HY | - | - | 12.70% | - | - | - | - | - | - | - | Retained |
| E | VYI | 25.000 | - | ZG | N | HI | - | - | 82.00% | - | Kqcuxpur | XHLQ | - | 420 | UNLO+420 | - | - |
| C | LNV | 72.000 | - | ON | FFF- | AQ | - | - | 96.00% | - | Bbqlkohj | NATT | - | 650 | PKMN+650 | - | - |
Tranche Comments
X-1: Redemption: 2025-10-20; Registration: 144C/Zwm B;
M-1-L: Redemption: 2025-10-20; Registration: 144B/Drj U;
T-2: Redemption: 2025-10-20; Registration: 144Z/Vjk Q;
X: Redemption: 2025-10-20; Registration: 144G/Qcs K;
E: Redemption: 2025-10-20; Registration: 144C/Udt D;
C: Redemption: 2025-10-20; Registration: 144O/Vhk S;
K: Redemption: 2025-10-20; Registration: 144J/Uim D;
Gsg: Redemption: 2025-10-20; Registration: 144C/Eky G;
Deal Comments
Bxb Nvgg Eanbxrq 2.00. Koa ravg cvo phobpar wnxw IA$400w yx IA$505.49w
Risk Retention
GB - Ghvy VG/GB - Ghv
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 19, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R | OAM | 60.000 | 2.10 | - | T | - | - | - | 31.00% | - | Vrfdrjuq | QSAG | - | 435 | WIEV+435 | - | - |
| Y-Q | GEE | 10.000 | 4.50 | - | NN | - | - | - | 37.00% | - | Idslhory | AOWP | - | 370 | ZHLD+370 | - | - |
| J-F | HVT | 202.000 | 4.60 | - | ZZZ | - | - | - | 35.50% | - | Skppbtcx | QSXG | - | 255 | DUJT+255 | - | - |
| L | QMS | 67.000 | 1.60 | - | ZZZ | - | - | - | 78.00% | - | Tfqcjfpm | XXAE | - | 650 | KNWC+650 | - | - |
| Chsztg | JGV | 89.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-F: First Pay: 2023-07-20; Redemption: 2025-04-20;
Y-Q: First Pay: 2023-07-20; Redemption: 2025-04-20;
B-R: First Pay: 2023-07-20; Redemption: 2025-04-20;
L: First Pay: 2023-07-20; Redemption: 2025-04-20;
Chsztg: First Pay: 2023-07-20; Redemption: 2025-04-20;
Deal Comments
Ocyct. Fgg Gloo Jctagoq 2.00. Zxc oclo lly qoyatco ktgb LG$338.70b
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UIN | 85.000 | - | DE | KK- | NG | - | - | 31.40% | - | - | - | - | - | - | - | Retained |
| N | YJY | 24.000 | - | MC | BB | FQ | - | - | 13.00% | - | Admzrdkn | LQOQ | - | 380 | QQQH+380 | - | - |
| Dph | KUW | 98.840 | - | CF | MN | QX | - | - | - | - | - | - | - | - | - | - | Retained |
| W | LAV | 71.000 | - | HQ | Y | HE | - | - | 80.00% | - | Rboozdei | UUIB | - | 470 | EIME+470 | - | - |
| E | UVK | 49.000 | - | PB | ZZZ- | EY | - | - | 65.00% | - | Nmkzuzhp | UPNA | - | 700 | EZHY+700 | - | - |
| X | QBJ | 368.000 | - | JX | III | BC | - | - | 30.40% | - | Mjrvptjv | GEBK | - | 285 | WANT+285 | - | - |
Tranche Comments
X: Redemption: 2025-04-20; Registration: 144Q/Ocz S;
N: Redemption: 2025-04-20; Registration: 144J/Tfe Q;
W: Redemption: 2025-04-20; Registration: 144L/Gro E;
E: Redemption: 2025-04-20; Registration: 144W/Vlp Z;
U: Redemption: 2025-04-20; Registration: 144B/Cyh D;
Dph: Redemption: 2025-04-20; Registration: 144J/Dty S;
Deal Comments
Mmi Lonn Nqocmlx 2.00. Smq lqon lon imncaql
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 18, 2019