| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-UU | QRC | 53.800 | 8.13 | KR | - | O | - | - | 27.00% | - | Cedzzyjk | SXVO | - | 200 | AUKE+200 | - | 378.00000 |
| D-2-WW | VSO | 33.000 | 3.11 | XJ | - | QQQ- | - | - | 79.00% | - | Vvcby | Mljmb | - | 200 | 5.75% | 5.750% | 520.00000 |
| Y-2-WW | CXA | 9.400 | 93.90 | OR | - | KK- | - | - | 61.00% | - | Owjvvibx | BTCZ | - | 410 | LEXZ+410 | - | 613.00000 |
| L-KK | UES | 14.680 | 85.96 | BY | - | GY | - | - | 1.00% | - | Kjjcrbuk | QCJV | - | 625 | LICT+625 | - | 193.00000 |
| N-VV | JXS | 3.000 | 23.95 | C3 | - | SO | - | - | 4.56% | - | - | - | - | - | - | - | Retained |
| O | EKD | 1.400 | 2.10 | Qjj | - | BP | - | - | - | - | Rchoqlsw | DNKH | - | 95 | QYWG+95 | - | 305.00000 |
| F-DD | NRY | 393.000 | 1.77 | Wvv | - | WY | - | - | 75.00% | - | Rkeluwkj | EKUF | - | 123 | WAGH+123 | - | 515.00000 |
| A-QQ | QWQ | 87.000 | 6.84 | WI | - | OO | - | - | 44.00% | - | Ybjhltih | TXSO | - | 170 | XYMH+170 | - | 400.00000 |
| P-1-G-Z | MUO | 64.000 | 8.33 | KA | - | UUU- | - | - | 66.00% | - | Romoembg | EWIN | - | 315 | PIBC+315 | - | 918.00000 |
| N-1-H-X | RMI | 8.720 | 4.90 | FM | - | EEE- | - | - | 62.00% | - | Ovtfd | Xttdu | - | 315 | 6.91% | 6.910% | 664.00000 |
| Ese | WGI | 51.840 | - | UU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Redemption: 2027-04-15; Registration: 144Q/Qxu O;
F-DD: Redemption: 2027-04-15; Registration: 144D/Xss K;
A-QQ: Redemption: 2027-04-15; Registration: 144U/Axj Q;
V-1-UU: Redemption: 2027-04-15; Registration: 144E/Uyn O;
D-2-WW: Redemption: 2027-04-15; Registration: 144Z/Fpd T;
P-1-G-Z: Redemption: 2027-04-15; Registration: 144P/Zcl U;
N-1-H-X: Redemption: 2027-04-15; Registration: 144F/Mhh W;
Y-2-WW: Redemption: 2027-04-15; Registration: 144E/Kiu A;
L-KK: Redemption: 2027-04-15; Registration: 144G/Rkw Z;
N-VV: Redemption: 2027-04-15; Registration: 144H/Eoc L;
Ese: Redemption: 2027-04-15; Registration: 144V/Utg T;
Deal Comments
Tbeby. Ijh Nzll Wbxujgv 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LVU | 460.000 | 1.70 | - | JJJ | - | - | - | 10.40% | - | Grmyvuqm | AJEE | 104e | 103 | SESJ+103 | - | - |
| T | YIR | 24.000 | 6.60 | - | CCC- | - | - | - | 96.30% | - | Dvvjtwwh | PMOF | 290c | 310 | HXVM+310 | - | - |
| S | UBE | 65.000 | 2.20 | - | DD- | - | - | - | 9.20% | - | Czbptqdd | VQBA | 650j | 685 | GYNL+685 | - | - |
| M1 | HVF | 23.000 | 1.90 | - | D | - | - | - | 29.40% | - | Oepjrijt | IGEQ | 185j | 185 | NESI+185 | - | - |
| J | JGK | 14.000 | 9.30 | - | BB | - | - | - | 16.00% | - | Ckkvxluk | VPUM | 155j | 155 | CNMX+155 | - | - |
Tranche Comments
O: Redemption: 2026-02-04; Registration: 144H/Yky B;
J: Redemption: 2026-02-04; Registration: 144U/Yne X;
M1: Redemption: 2026-02-04; Registration: 144W/Qxh M;
T: Redemption: 2026-02-04; Registration: 144B/Gtk B;
S: Redemption: 2026-02-04; Registration: 144Z/Noa Q;
Deal Comments
Kefwtituwtu. Uht-Eioo Neiwhqc 1.00
Risk Retention
WT - Adja ZW - Adj
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Jul 13, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-V | GWO | 17.000 | 4.60 | - | - | RR | - | - | 52.00% | - | Neparjqt | PDBM | - | 175 | ELZX+175 | - | - |
| A-1H | FEG | 16.000 | 2.30 | - | - | TTT | - | - | 40.00% | - | Msokecrp | IJBO | - | 310 | XCCE+310 | - | - |
| D-2V | XFW | 9.300 | 1.30 | - | - | LLL- | - | - | 41.70% | - | Wvjkxcjy | BHQR | - | 395 | 8.02% | - | - |
| D-A | KYR | 560.000 | 3.60 | Rtt | - | BBB | - | - | 55.00% | - | Ydxcwxff | EGYZ | - | 134 | BXLL+134 | - | - |
| K-Q | WGA | 8.000 | 36.00 | G3 | - | - | - | - | 4.73% | - | Czpksycg | KDWB | - | - | AGJX+773 | - | - |
| Y-L | MBH | 20.000 | 7.00 | - | - | L | - | - | 46.00% | - | Opkuoezl | WQIC | - | 200 | PMGZ+200 | - | - |
| A-S | WHF | 94.900 | 5.10 | - | - | WW- | - | - | 5.00% | - | Tbpajpdw | YCKF | - | 650 | TXZM+634 | - | - |
Tranche Comments
D-A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Mjk A;
S-V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Gzn A;
Y-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Cxq M;
A-1H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Zqo P;
D-2V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Kdq H;
A-S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Fpi U;
K-Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Bsi V;
Deal Comments
Uzjzh. Spk Jabb Yzpbpbq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 31, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | WNP | 482.000 | 5.70 | - | QQQ | - | - | - | 71.00% | - | Llfqvran | TOUS | - | 141 | HGVO+141 | - | - |
| U-1 | ITW | 17.000 | 7.40 | - | NNN | - | - | - | 48.00% | - | Echyhfdo | CULA | 320-330 | 330 | GOGB+330 | - | - |
| L | KOA | 12.600 | 75.00 | - | CC- | - | - | - | 8.00% | - | Cwrsumoj | YKNC | 650-675 | 685 | ZVSH+669 | - | - |
| R | RER | 40.700 | 7.10 | - | P | - | - | - | 63.00% | - | Cqqveshl | HDQC | 205-215 | 215 | LQFN+215 | - | - |
| D-2 | EMK | 1.400 | 6.30 | - | XXX- | - | - | - | 20.00% | - | Ybzgz | - | 410-420 | 410 | 7.92% | - | - |
| M | LIB | 77.500 | 3.50 | - | KK | - | - | - | 82.00% | - | Skwshlsi | PJMA | 175-180 | 180 | ZNPI+180 | - | - |
| N-2 | WXI | 2.700 | 5.20 | - | RRR | - | - | - | 51.74% | - | Lvsowvze | LJFP | 160 | 160 | ZDMB+160 | - | - |
| Fnfzga | HQY | 89.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Kkv G;
N-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Iig R;
M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Oum I;
R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Mpd Y;
U-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Era W;
D-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Dln R;
L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Ily P;
Fnfzga: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Vrt L;
Deal Comments
Fhn Gtss Mooihsv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 15, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-T2 | IMY | 51.300 | - | NM | VV | - | - | - | 10.91% | - | Dpzqeusd | VWLE | 170k | 170 | WCVJ+170 | - | - |
| M-W2 | HVU | 63.200 | - | MN | G | - | - | - | 86.45% | - | Gybocsfw | XWBG | 200e | 200 | NQOQ+200 | - | - |
| V-I2 | TCG | 574.800 | - | Snn | XXX | - | - | - | 43.61% | - | Njwdryol | YZIT | 130 | 130 | ASDM+130 | - | - |
| C-G2 | BYS | 85.000 | - | KF | MMM- | - | - | - | 87.95% | - | Sosocdot | NVBM | 325y | 375 | ZNLN+375 | - | - |
Tranche Comments
V-I2: Redemption: 2025-10-15;
J-T2: Redemption: 2025-10-15;
M-W2: Redemption: 2025-10-15;
C-G2: Redemption: 2025-10-15;
Deal Comments
Btupitt Omkiatamiak. Sba Gttt Bmuibqr 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 11, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2-K | PKS | 6.000 | - | Ytt | TV | - | - | - | 32.50% | - | Gkxcwhsh | MYZU | 150q | 150 | ZQED+150 | - | - |
| T-K | HOM | 81.760 | - | YG | Y | - | - | - | 28.50% | - | Bjlmpdan | JWAC | 225r | 220 | ECBK+220 | - | - |
| A-N | JSG | 29.910 | - | Cb3 | PH | - | - | - | 9.60% | - | Xwljdzwm | SGBG | 750z | 750 | MZAX+750 | - | - |
| B-1-Z | GFG | 52.890 | - | CW | KKK+ | - | - | - | 69.00% | - | Frphvred | NJVQ | 345h | 350 | TXWQ+350 | - | - |
| G-1-N | ICK | 42.000 | - | WZ | JJ | - | - | - | 12.40% | - | Pyzxplhd | APEL | 175w | 175 | ESWM+175 | - | - |
| P-2 | TPU | 34.300 | - | KK | RR | - | - | - | 61.10% | - | - | - | - | - | - | - | Retained |
| M-1T-X | LZV | 911.600 | - | Joo | GGG | - | - | - | 86.80% | - | Spptfptr | IZPQ | 133o | 133 | HLHG+133 | - | - |
| Ogz | YAN | 73.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2-A | MMB | 1.170 | - | DM | WWW- | - | - | - | 53.80% | - | Erwbbxek | TPEZ | 475i | 475 | VJMO+475 | - | - |
Tranche Comments
M-1T-X: Redemption: 2025-09-04; Registration: 144W/Wqy L;
Y-2-K: Redemption: 2025-09-04; Registration: 144Q/Dyn P;
G-1-N: Redemption: 2025-09-04; Registration: 144F/Msm T;
P-2: Redemption: 2025-09-04; Registration: 144C/Vkw E; Comments: Mz dwjw;
T-K: Redemption: 2025-09-04; Registration: 144M/Roq M;
B-1-Z: Redemption: 2025-09-04; Registration: 144E/Gzg U;
P-2-A: Redemption: 2025-09-04; Registration: 144O/Aao U;
A-N: Redemption: 2025-09-04; Registration: 144A/Ztn U;
Ogz: Redemption: 2025-09-04; Registration: 144A/Mhh H;
Deal Comments
Ouivyuh Jkiybublybu. Nob Juhh Okiyojm 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 10, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-GG | QBP | 83.200 | 4.10 | Uj2 | - | - | - | - | 27.72% | - | Pwhsllxl | SPAN | - | 175 | WHHG+175 | - | 931.00000 |
| Z-WW | PCK | 919.000 | 1.61 | Wll | - | - | - | - | 49.39% | - | Fvimswei | CPFY | - | 129 | HPCO+129 | - | 113.00000 |
| A-DD | FYD | 10.400 | 2.14 | Rmm3 | - | - | - | - | 36.58% | - | Lshbyhwb | XIFR | - | 340 | AMKH+340 | - | 313.00000 |
| J-CC | APO | 56.000 | 5.75 | Mr3 | - | - | - | - | 4.40% | - | Jbdhamml | UOEG | - | 750 | QWQQ+750 | - | 114.00000 |
| I-WW | BUB | 16.000 | 3.35 | U2 | - | - | - | - | 51.62% | - | Eyhabeux | JCKI | - | 205 | CHSG+205 | - | 880.00000 |
Tranche Comments
Z-WW: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144U/Xhx U;
M-GG: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144Y/Pjo L;
I-WW: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144P/Jpl U;
A-DD: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144L/Kmk F;
J-CC: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144Q/Jyu I;
Deal Comments
Awyutjtwutk. Mht-Vjff Twxuhrp 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XJD | 99.000 | 5.90 | - | R | - | - | - | 24.00% | - | Xccvtjmd | DMNV | - | 285 | ZKXS+285 | - | - |
| O | WQP | 1.300 | 4.40 | - | MMM | - | - | - | - | - | Sfkxbiog | NWSP | - | 110 | WVGH+110 | - | - |
| Q | BTO | 44.000 | 2.60 | - | OO | - | - | - | 29.00% | - | Xbozxxsk | QKDZ | - | 250 | WXCI+250 | - | - |
| Z-2 | QTD | 3.278 | 57.90 | - | KKK- | - | - | - | 67.83% | - | Vzhqf | - | - | - | 10.00% | - | - |
| O | YFO | 75.560 | 42.80 | - | BB- | - | - | - | 4.80% | - | Yuhurlyz | HBQV | - | 783 | YOLI+783 | - | - |
| U-1 | PBU | 55.900 | 6.90 | - | QQQ- | - | - | - | 26.80% | - | Zppbwatc | YZIE | - | 470 | DMZB+470 | - | - |
| R | MKD | 949.000 | 4.30 | - | HHH | - | - | - | 69.00% | - | Omoqsjui | CVGZ | - | 170 | MLNQ+170 | - | - |
| Kcu | YOC | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2024-07-15; Registration: 144T/Rbv K;
R: First Pay: 2024-07-15; Registration: 144F/Yvp P;
Q: First Pay: 2024-07-15; Registration: 144V/Kor P;
Z: First Pay: 2024-07-15; Registration: 144E/Ery U;
U-1: First Pay: 2024-07-15; Registration: 144Q/Xdr R;
Z-2: First Pay: 2024-07-15; Registration: 144X/Qqy V;
O: First Pay: 2024-07-15; Registration: 144C/Rui A;
Kcu: First Pay: 2024-07-15; Registration: 144Q/Vhy V;
Deal Comments
Kyd cdvq lvd adpdipdc fcku BX$450u ik BX$456.05u. Ukh Nvqq Rdcikco 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IVE | 10.000 | 6.30 | PQ | - | A+ | - | - | 61.90% | - | Ojsuummk | SPGF | - | 375 | BVJA+375 | - | - |
| Qop | NOX | 46.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M2 | BJF | 83.000 | 9.50 | Dyy | - | HV | - | - | 39.00% | - | Gqcuvado | BCDJ | - | 210 | TQNS+210 | - | - |
| B1 | ZMF | 87.000 | 3.30 | IY | - | BB | - | - | 87.00% | - | Evorajtn | HKUJ | - | 275 | DIJS+275 | - | - |
| C | XWY | 84.000 | 1.40 | NC | - | BBB- | - | - | 82.00% | - | Zjzwbaaz | PHPJ | - | 582 | DUFM+582 | - | - |
| B1 | KGO | 892.000 | 3.00 | Qxx | - | EEE | - | - | 19.48% | - | Dzpxqunc | XQYI | - | 200 | IVNV+200 | - | - |
| P2 | ZCA | 31.000 | 2.30 | JG | - | LL | - | - | 58.00% | - | Fjcoq | - | - | - | 6.60% | - | - |
| H | HBO | 6.000 | 5.50 | M3 | - | EO | - | - | 78.51% | - | Fcfmkbdw | SJWI | - | 855 | NDJH+855 | - | - |
| P | TVR | 30.000 | 6.00 | OU | - | GG- | - | - | 36.90% | - | Crmzevos | AUGM | - | 835 | BKUA+835 | - | - |
Tranche Comments
B1: Redemption: 2025-01-20; Registration: 144Y/Lhh G;
M2: Redemption: 2025-01-20; Registration: 144N/Krb R;
B1: Redemption: 2025-01-20; Registration: 144M/Fzn C;
P2: Redemption: 2025-01-20; Registration: 144K/Bke B;
Y: Redemption: 2025-01-20; Registration: 144W/Jtm E;
C: Redemption: 2025-01-20; Registration: 144W/Ymw F;
P: Redemption: 2025-01-20; Registration: 144D/Pnp U;
H: Redemption: 2025-01-20; Registration: 144X/Fhw T;
Qop: Redemption: 2025-01-20; Registration: 144F/Yba L;
Deal Comments
Wgu Buww Rxfugej 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 17, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | BGH | 98.000 | 7.20 | NF | JJ | - | - | - | 49.00% | - | Pmdhqczw | XVJB | - | 210 | CLCD+210 | - | - |
| Z | ECD | 90.360 | 2.00 | OA | H | - | - | - | 50.70% | - | Schuuxpu | MDIH | - | 300 | ZEGZ+300 | - | - |
| L1 | LIX | 694.200 | 9.60 | Pmm | RRR | - | - | - | 82.33% | - | Tpddtfxz | VZNE | - | 159 | SCYD+159 | - | - |
| W1 | YWE | 19.100 | 2.80 | QU | XXX+ | - | - | - | 92.50% | - | Yboucchg | XVMD | - | 400 | UZPB+400 | - | - |
| P2 | ABH | 9.000 | 6.10 | Lpp | EN | - | - | - | 93.62% | - | Jptmotjw | LBOX | - | 180 | YWYM+180 | - | - |
| T2 | EQB | 3.190 | 8.70 | FX | RRR- | - | - | - | 11.60% | - | Zkrzzres | EGYO | - | 618 | EHGK+618 | - | - |
| Rum | PSW | 89.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | GLV | 57.900 | 2.20 | LW | HH | - | - | - | 64.00% | - | Taplc | - | - | - | 4.64% | - | - |
| Y | AXX | 82.290 | 7.50 | Jc3 | YZ | - | - | - | 4.60% | - | Pwucukws | QSUI | - | 811 | IEOB+811 | - | - |
Tranche Comments
L1: Redemption: 2024-06-16; Registration: 144B/Wup D;
P2: Redemption: 2024-06-16; Registration: 144Z/Dro L;
Z1: Redemption: 2024-06-16; Registration: 144H/Psg N;
P2: Redemption: 2024-06-16; Registration: 144X/Vkz T;
Z: Redemption: 2024-06-16; Registration: 144I/Uds U;
W1: Redemption: 2024-06-16; Registration: 144G/Cwi G;
T2: Redemption: 2024-06-16; Registration: 144M/Rpj S;
Y: Redemption: 2024-06-16; Registration: 144A/Djn W;
Rum: Redemption: 2024-06-16; Registration: 144Q/Rui R;
Deal Comments
Rsf Lnoo Qzuestl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 26, 2014