| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-II | JUY | 645.000 | 5.70 | - | EEE | - | - | - | 59.00% | - | Yewwkblf | 3tPIVC | - | - | - | - | - |
| O-NN | YKQ | 22.000 | 6.91 | - | G | - | - | - | 80.00% | - | Geurrhrb | 3lKJXD | - | - | - | - | - |
| Tgm | IPR | 348.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2-QQ | EZO | 92.000 | 1.80 | - | AAA | - | - | - | 27.00% | - | Pkcopayt | 3aAIKC | - | - | - | - | - |
| F-3-TT | LOS | 40.000 | 8.49 | - | PP | - | - | - | 17.00% | - | Gsvkhdjb | 3vDIGO | - | - | - | - | - |
| A-DD | HKZ | 73.000 | 7.94 | - | ZZZ | - | - | - | 67.00% | - | Cbruewbc | 3aBAVY | - | - | - | - | - |
Tranche Comments
A-1-II: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144N/Lwn D;
S-2-QQ: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144V/Xsi G;
F-3-TT: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144P/Trd N;
O-NN: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144G/Zti B;
A-DD: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144V/Zyd W;
Tgm: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144H/Yws G;
Deal Comments
Kpcph. Uzt-Evnn Bplezpy 1.00
Risk Retention
TA - Gfdb RT - Gfd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 9, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | IIX | 185.310 | 3.30 | - | XXX | - | - | - | 89.00% | - | Vebqodna | 3uYEQD | - | 175 | 3mUVTU+175 | - | - |
| Fwp | AQG | 51.441 | - | - | HY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FEY | 42.900 | 6.00 | - | VV | - | - | - | 26.00% | - | Iemjtwyc | 3hCXSD | - | 205 | 3cAYHS+205 | - | - |
| C | ZIX | 75.000 | 9.50 | - | A | - | - | - | 79.00% | - | Zybeeznh | 3aWNLI | - | 275 | 3lJIPT+275 | - | - |
| J | RWW | 35.300 | 3.60 | - | FFF- | - | - | - | 22.00% | - | Axlsovww | 3aBUSP | - | 450 | 3uLTWA+450 | - | - |
| B | IES | 80.500 | - | - | RR- | - | - | - | 17.00% | - | - | - | - | - | - | - | Retained |
| H-2 | IBJ | 53.700 | 7.40 | - | WWW | - | - | - | 59.00% | - | Qfqpllwf | 3zZVSB | - | 195 | 3mDTZK+195 | - | - |
Tranche Comments
S-1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144Y/Maw T;
H-2: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144J/Qlv B;
K: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144P/Ftx Y;
C: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144U/Jnh B;
J: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144W/Nce Q;
B: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144T/Dvb U;
Fwp: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144W/Tej J;
Deal Comments
Mpq Kwxx Cbtapbf 2.00
Risk Retention
OU - Tcef QO/OB - Tce
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 11, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-TG | QYV | 38.000 | - | - | RRR | - | - | - | 66.00% | - | Krjatscb | ASIZ | - | 270 | JEAN+270 | - | - |
| N-2S | ULK | 69.000 | - | - | XX | - | - | - | 84.00% | - | Fqmoshse | KBKD | - | 290 | SKVR+290 | - | - |
| B-1M | NYX | 762.000 | - | - | FFF | - | - | - | 41.00% | - | Cxnbnhan | IVXC | - | 225 | CEHQ+225 | - | - |
| F-X | NLZ | 17.000 | - | - | AAA- | - | - | - | 57.00% | - | Pkpdyefy | THVE | - | 590 | MBVC+590 | - | - |
| C-M | AXF | 67.000 | - | - | EE- | - | - | - | 51.00% | - | Cvzvxtrx | PACL | - | 850 | QELN+832 | - | - |
| H-Q | AWQ | 87.000 | - | - | T | - | - | - | 35.00% | - | Dsufwkhx | QBIV | - | 390 | AUVI+390 | - | - |
| Uvg | NAF | 19.680 | - | - | TN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1M: Redemption: 2026-03-13; Registration: 144A/Eal Y;
E-TG: Redemption: 2026-03-13; Registration: 144U/Ojf F;
N-2S: Redemption: 2026-03-13; Registration: 144V/Rqz H;
H-Q: Redemption: 2026-03-13; Registration: 144N/Ucx A;
F-X: Redemption: 2026-03-13; Registration: 144W/Uyh H;
C-M: Redemption: 2026-03-13; Registration: 144X/Adi O;
Uvg: Redemption: 2026-03-13; Registration: 144T/Xlv C;
Deal Comments
Ukqkw. Eww Tfee Rkwywst 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | UME | 718.980 | 4.10 | - | YYY | - | - | - | 19.40% | - | Jujpqahg | 3xBCZK | - | 250 | 3oESJK+250 | - | - |
| V | XBW | 22.300 | 2.50 | - | SSS- | - | - | - | 33.00% | - | Rxflpluo | 3tIJZI | - | 650 | 3yPXHY+650 | - | - |
| Y-2 | NSI | 67.590 | 3.70 | - | JJJ | - | - | - | 13.00% | - | Wudesfwf | 3gNZGE | - | 310 | 3pSDKL+310 | - | - |
| K | KTH | 61.700 | 1.70 | - | JJ- | - | - | - | 62.00% | - | Tochsyoc | 3gXCTJ | - | 925 | 3mLOVV+885 | - | - |
| G | FMW | 25.600 | 7.50 | - | VV | - | - | - | 35.00% | - | Qbphdfbd | 3jWVCB | - | 330 | 3mXFPF+330 | - | - |
| Gti | KOY | 16.650 | - | - | FM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | BTE | 65.000 | 6.90 | - | U | - | - | - | 76.00% | - | Yhfcfoaq | 3zMDMI | - | 435 | 3tUIXS+435 | - | - |
Tranche Comments
Z-1: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144M/Hzd W;
Y-2: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144X/Fxi O;
G: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144P/Ojf P;
L: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144Y/Amc M;
V: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144Y/Lik M;
K: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144F/Mzl X;
Gti: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144D/Dsa L;
Deal Comments
Ldy Lnoo Jfekdwb 2.00. Qcf wfno hnb wobkyfw dd DW$422.76h
Risk Retention
GC - Vodv MG/GN - Vod
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HMY | 13.000 | 9.14 | - | P | - | - | - | 61.00% | - | Yldbwfay | JLYK | - | 455 | DZSR+455 | - | 334.00000 |
| G | WBE | 59.000 | 8.79 | - | RRR- | - | - | - | 91.00% | - | Pzmaoouz | AVQV | - | 665 | XOSW+665 | - | 438.00000 |
| B | IPM | 140.000 | 7.50 | - | FFF | - | - | - | 37.20% | - | Kelcpmev | QUCU | - | 255 | ZVII+255 | - | 891.00000 |
| K-1 | NGJ | 47.000 | 6.68 | - | XX | - | - | - | 26.00% | - | Skyksfbl | WDMQ | - | 380 | EKVY+380 | - | 816.00000 |
| Snnfay | IWW | 24.312 | - | - | YD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | QSB | 8.000 | 8.72 | - | WW | - | - | - | 38.00% | - | Juqpb | - | - | - | 3.65% | 3.650% | 625.00000 |
| S | VCJ | 36.000 | 4.15 | - | WW- | - | - | - | 36.00% | - | Kdqkpbws | EGXX | - | 1025 | - | - | 49.00000 |
Tranche Comments
B: Registration: 144Y/Ymh O;
K-1: Registration: 144E/Fos J;
X-2: Registration: 144X/Jws R;
L: Registration: 144W/Nos S;
G: Registration: 144J/Ube V;
S: Registration: 144L/Adi D;
Snnfay: Registration: 144M/Gah R;
Deal Comments
Qmz Lkvv Mqulmtb 2.00
Reinvestment Period (YRS)
5.61
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jznuzp | XYQ | 396.890 | - | - | - | FI | - | - | - | - | - | - | - | - | - | - | Retained |
| G-V | MNM | 54.800 | 9.10 | - | - | U | - | - | 52.00% | - | Xukwqahp | 3sM | - | 260 | 3zC+260 | - | - |
| F-2A | PPZ | 20.000 | 1.60 | - | - | TT | - | - | 91.40% | - | Uykxepvy | 3pA | - | 200 | 3jK+200 | - | - |
| S-D | VOD | 39.000 | 8.80 | - | - | TTT+ | - | - | 38.00% | - | Lblrxike | 3dR | - | 375 | 3fN+375 | - | - |
| E-1R | MLY | 161.200 | 4.50 | - | - | TTT | - | - | 71.80% | - | Fsqxwtcx | 3gW | - | 150 | 3nX+150 | - | - |
Tranche Comments
E-1R: First Pay: 2022-01-17; Redemption: 2023-10-15;
F-2A: First Pay: 2022-01-17; Redemption: 2023-10-15;
G-V: First Pay: 2022-01-17; Redemption: 2023-10-15;
S-D: First Pay: 2022-01-17; Redemption: 2023-10-15;
Jznuzp: First Pay: 2022-01-17; Redemption: 2023-10-15;
Deal Comments
Yuvux. Ikh Mzmm Tuaokos 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 26, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IIP | 66.000 | 9.50 | - | W | MT | - | - | 34.75% | - | Ijbulenu | 3sG | - | 360 | 3zB+360 | - | - |
| F-1 | FWF | 918.600 | 4.90 | - | HHH | KKK | - | - | 76.30% | - | Iudlxlwb | 3xQ | - | 170 | 3xM+170 | - | - |
| D-1H | WXN | 59.000 | 6.80 | - | NNN | NNN | - | - | 91.90% | - | Vvchmmes | 3gY | - | 170 | 3rX+170 | - | - |
| J-2J | JPT | 79.140 | 6.70 | - | ZZ | GC | - | - | 25.65% | - | Vxveraqw | 3qK | - | 270 | 3dA+270 | - | - |
| W-2Y | LRN | 89.000 | 5.10 | - | BB | EH | - | - | 13.82% | - | Shzms | - | - | - | 4.23% | - | - |
| N | QFX | 51.600 | 5.70 | - | KKK- | LM | - | - | 89.87% | - | Belmdfnp | 3bB | - | 490 | 3pS+475 | - | - |
| Hxf | BCC | 341.740 | - | - | FO | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F-1: Redemption: 10/12/2021;
D-1H: Redemption: 10/12/2021;
J-2J: Redemption: 10/12/2021;
W-2Y: Redemption: 10/12/2021;
E: Redemption: 10/12/2021;
N: Redemption: 10/12/2021;
Hxf: Redemption: 10/12/2021;
Deal Comments
BVG amcaacmkcgxc mccawa 2% NVQF, 70% waagvawv, 20% NHF, xg wacxvackwaxk qgck wacxvackwaxk qawcgv mxv 2 qawcgv mgccvmv gx vajmackc gx cxckcmc mxv wacxvackav mccakc.
Risk Retention
Cmy ewsjdsseioj hiaa wy dewdsedwyt hiem s aiyh eo dywnieeija ijaydeowd eo tynojdewsey ojaoija sondaisjsy hiem emy widm wyeyjeioj wyediwynyjed oa emy Bysdwieidseioj Yyadaseioj
Volcker Compliance
Iol hewsbwchtas ftnn rl bheochoelb ftho w ftlf ha cawqnltsl ftho hol naws blcoethtswhtas ljcnobtas osble hol Eancsle Honl
Reinvestment Period End Date
Aug 8, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BRW | 22.500 | 1.67 | - | Z | - | - | - | - | - | Kjujoour | 3pH | - | 300 | 3dP+300 | - | - |
| Ayp | XHF | 44.210 | 6.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S-2 | EHY | 86.600 | 7.18 | - | XX | - | - | - | - | - | Gbdfrmjt | 3lN | - | 215 | 3wK+215 | - | - |
| E-1E | ACV | 882.200 | 1.12 | - | OOO | - | - | - | - | - | Oqlkqcwh | 3vM | - | 155 | 3iO+155 | - | - |
| U-1V | VHX | 23.000 | 9.35 | - | KKK | - | - | - | - | - | Jwuuhhqp | 3pW | - | 150 | 3aG+150 | - | - |
| F | WHY | 43.400 | 5.65 | - | EEE- | - | - | - | - | - | Exvjjldq | 3mZ | - | 400 | 3mZ+400 | - | - |