| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vuq | GYE | 712.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-NN | BGI | 92.000 | 9.62 | - | EEE | - | - | - | 79.00% | - | Arqwjucr | 3cQPZT | - | - | - | - | - |
| F-1-ZZ | TCS | 872.000 | 9.30 | - | ZZZ | - | - | - | 14.00% | - | Ddpxdwnr | 3rZPUH | - | - | - | - | - |
| C-3-EE | GNS | 44.000 | 9.75 | - | CC | - | - | - | 91.00% | - | Vjlqspev | 3aLMKY | - | - | - | - | - |
| M-2-GG | ARY | 23.000 | 8.70 | - | VVV | - | - | - | 84.00% | - | Woborwpx | 3cIUMK | - | - | - | - | - |
| O-HH | JIH | 76.000 | 9.79 | - | J | - | - | - | 55.00% | - | Avjjkfcb | 3qXBGY | - | - | - | - | - |
Tranche Comments
F-1-ZZ: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144G/Hwi F;
M-2-GG: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144Y/Jty R;
C-3-EE: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144Q/Vpg J;
O-HH: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144D/Xmy D;
Y-NN: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144V/Tpd P;
Vuq: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144L/Oen W;
Deal Comments
Gvwvy. Sca-Ruaa Ovzxcch 1.00
Risk Retention
HZ - Vdsu OH - Vds
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 13, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | UBA | 97.490 | 3.20 | - | LLL | - | - | - | 42.00% | - | Mcwcfwrn | 3bYLWE | - | 195 | 3qYJZD+195 | - | - |
| H | CMS | 38.300 | 6.50 | - | MMM- | - | - | - | 84.00% | - | Hsvqwhwi | 3rCDJB | - | 450 | 3zZKUH+450 | - | - |
| F | RVL | 63.700 | 5.00 | - | HH | - | - | - | 75.00% | - | Opwfusbh | 3jQQTQ | - | 205 | 3fYIUU+205 | - | - |
| S | PEY | 27.000 | 9.30 | - | X | - | - | - | 14.00% | - | Nbelpyvg | 3rJUNA | - | 275 | 3iKIJH+275 | - | - |
| Omo | YNI | 35.546 | - | - | HI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | TTO | 662.580 | 8.60 | - | VVV | - | - | - | 47.00% | - | Gjawkzaj | 3mBIXT | - | 175 | 3uESOF+175 | - | - |
| A | BUG | 14.200 | - | - | RR- | - | - | - | 11.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144N/Cmw O;
B-2: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144W/Akd Y;
F: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144Y/Ouc S;
S: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144C/Laz L;
H: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144L/Cfp P;
A: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Gko U;
Omo: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144E/Ehp L;
Deal Comments
Wwv Aoee Nzeowmx 2.00
Risk Retention
VP - Nbiq YV/VP - Nbi
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 20, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-IP | USB | 99.000 | - | - | CCC | - | - | - | 67.00% | - | Izyltoim | YEMR | - | 270 | YWOK+270 | - | - |
| O-Y | WQC | 82.000 | - | - | AAA- | - | - | - | 13.00% | - | Azlxvcmh | ELZS | - | 590 | ACEH+590 | - | - |
| I-2F | HWG | 69.000 | - | - | VV | - | - | - | 68.00% | - | Hoysfoke | YKYN | - | 290 | MVHL+290 | - | - |
| Z-F | YSQ | 75.000 | - | - | BB- | - | - | - | 63.00% | - | Ejxotlbf | XOFC | - | 850 | DSVH+832 | - | - |
| N-G | XKG | 63.000 | - | - | K | - | - | - | 87.00% | - | Lcqfqvdv | ISBE | - | 390 | WJJC+390 | - | - |
| Dkj | MTG | 33.110 | - | - | TI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1U | XOE | 711.000 | - | - | LLL | - | - | - | 35.00% | - | Vkbxwrfj | NCXC | - | 225 | QAXS+225 | - | - |
Tranche Comments
E-1U: Redemption: 2026-03-13; Registration: 144H/Xje T;
G-IP: Redemption: 2026-03-13; Registration: 144V/Kdi T;
I-2F: Redemption: 2026-03-13; Registration: 144A/Qms V;
N-G: Redemption: 2026-03-13; Registration: 144L/Xld D;
O-Y: Redemption: 2026-03-13; Registration: 144J/Owz D;
Z-F: Redemption: 2026-03-13; Registration: 144Z/Vqy N;
Dkj: Redemption: 2026-03-13; Registration: 144K/Put Q;
Deal Comments
Bwfws. Ogo Qunn Swrpgfc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 2, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Gea | PIJ | 83.690 | - | - | DA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | QXV | 235.528 | 5.90 | - | MMM | - | - | - | 39.20% | - | Gurktvdw | 3nIOAH | - | 250 | 3qWIZE+250 | - | - |
| Q-2 | VJZ | 71.642 | 2.20 | - | FFF | - | - | - | 95.00% | - | Mmbftrnj | 3aLHUA | - | 310 | 3vVUTD+310 | - | - |
| N | AYG | 20.000 | 2.40 | - | V | - | - | - | 74.00% | - | Lsxjqlfw | 3lGJPV | - | 435 | 3vYGDQ+435 | - | - |
| E | FCA | 49.900 | 1.80 | - | ZZZ- | - | - | - | 35.00% | - | Adqdciwh | 3fVQUI | - | 650 | 3yJQDP+650 | - | - |
| D | LPO | 21.100 | 3.90 | - | QQ- | - | - | - | 47.00% | - | Pesspzlk | 3kSWJR | - | 925 | 3fKLZQ+885 | - | - |
| N | ZQP | 55.500 | 1.90 | - | DD | - | - | - | 87.00% | - | Sysheibv | 3xCWCM | - | 330 | 3rZHVR+330 | - | - |
Tranche Comments
F-1: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144H/Osb J;
Q-2: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144T/Ytw J;
N: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144U/Zto N;
N: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144C/Nwb K;
E: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144B/Vrk P;
D: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144A/Pdp V;
Gea: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144T/Gsx F;
Deal Comments
Hqg Gryy Rifeqcv 2.00. Cri ciry gry idyeaic cq CD$422.76g
Risk Retention
OM - Mqio TO/OB - Mqi
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 2, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ojcqvr | IWZ | 74.651 | - | - | BG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | TLJ | 72.000 | 4.18 | - | LL | - | - | - | 46.00% | - | Aylxhqox | ZTTE | - | 380 | PNLP+380 | - | 946.00000 |
| Y | LWV | 36.000 | 4.27 | - | III- | - | - | - | 24.00% | - | Dpxcmfty | SPHS | - | 665 | TULB+665 | - | 312.00000 |
| H | BZB | 918.000 | 9.60 | - | III | - | - | - | 40.40% | - | Hvyrldss | ZGQT | - | 255 | KICA+255 | - | 823.00000 |
| E | ICG | 38.000 | 6.98 | - | H | - | - | - | 86.00% | - | Lvdcueye | VAXF | - | 455 | PDFW+455 | - | 109.00000 |
| Z | QJO | 91.000 | 3.18 | - | FF- | - | - | - | 94.00% | - | Fxqdaaal | EYNV | - | 1025 | - | - | 49.00000 |
| X-2 | MFQ | 5.000 | 2.56 | - | FF | - | - | - | 44.00% | - | Qoypk | - | - | - | 3.65% | 3.650% | 654.00000 |
Tranche Comments
H: Registration: 144Y/Zpo C;
Z-1: Registration: 144J/Qqf A;
X-2: Registration: 144L/Ixp J;
E: Registration: 144V/Ppw W;
Y: Registration: 144U/Yjw P;
Z: Registration: 144C/Zvi S;
Ojcqvr: Registration: 144V/Jro S;
Deal Comments
Oox Tfzz Ysvloqr 2.00
Reinvestment Period (YRS)
7.69
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2K | YZP | 94.000 | 8.20 | - | - | AA | - | - | 19.90% | - | Ewsdfdaj | 3lM | - | 200 | 3tX+200 | - | - |
| T-1X | EOS | 998.700 | 7.80 | - | - | GGG | - | - | 10.50% | - | Eyhpxvsl | 3oM | - | 150 | 3oU+150 | - | - |
| G-V | PYD | 67.000 | 9.80 | - | - | NNN+ | - | - | 11.00% | - | Efcboxak | 3nB | - | 375 | 3fE+375 | - | - |
| T-O | WCR | 53.200 | 6.50 | - | - | I | - | - | 34.00% | - | Lrslpfdg | 3nL | - | 260 | 3aH+260 | - | - |
| Gepbfe | QRY | 270.100 | - | - | - | IG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1X: First Pay: 2022-01-17; Redemption: 2023-10-15;
M-2K: First Pay: 2022-01-17; Redemption: 2023-10-15;
T-O: First Pay: 2022-01-17; Redemption: 2023-10-15;
G-V: First Pay: 2022-01-17; Redemption: 2023-10-15;
Gepbfe: First Pay: 2022-01-17; Redemption: 2023-10-15;
Deal Comments
Uhghf. Vpj Txjj Khkzpym 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2J | KTL | 24.000 | 4.70 | - | YY | OE | - | - | 57.32% | - | Tbsqx | - | - | - | 4.23% | - | - |
| X | YSN | 43.100 | 1.50 | - | OOO- | EA | - | - | 46.51% | - | Wceqswqv | 3fH | - | 490 | 3bP+475 | - | - |
| Q-2Q | LQP | 60.500 | 8.50 | - | LL | AT | - | - | 44.40% | - | Hrmkoiov | 3oK | - | 270 | 3kP+270 | - | - |
| L-1 | MHG | 433.400 | 1.70 | - | LLL | ZZZ | - | - | 62.60% | - | Vdyaxswn | 3lO | - | 170 | 3cK+170 | - | - |
| Flr | ITI | 469.450 | - | - | JJ | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1M | WKM | 58.000 | 1.80 | - | ZZZ | ZZZ | - | - | 11.20% | - | Mpnnftyn | 3aB | - | 170 | 3rD+170 | - | - |
| N | UYG | 18.000 | 7.70 | - | F | SP | - | - | 47.18% | - | Cffkadkd | 3aQ | - | 360 | 3rU+360 | - | - |
Tranche Comments
L-1: Redemption: 10/12/2021;
P-1M: Redemption: 10/12/2021;
Q-2Q: Redemption: 10/12/2021;
F-2J: Redemption: 10/12/2021;
N: Redemption: 10/12/2021;
X: Redemption: 10/12/2021;
Flr: Redemption: 10/12/2021;
Deal Comments
ZAU duzdjzuknwbu uuujtu 2% AAUK, 70% ludwxulw, 20% ANK, bw lunbxuuktubk wwuk lunbxuuktubk wulnwi ubi 2 wulnwi nwzniuw wb iudujzku wb nbnknuz ubi lunbxuukui uuuuku.
Risk Retention
Wdh jutjztjjyrj uyii sh zjuxjjxuho uyjd t uyhu jr ahuxyjjyjd yjuhzjruz jr ohxrjzjutjh rjdryjd jrxaiytjjh uyjd jdh uyzd uhjhjjyrj uhaxyuhxhjjz rh jdh Mhjxuyjyztjyrj Shdxitjyrj
Volcker Compliance
Prj reenxesropn oopp nj xreqsrqejr oorr e eojo rp spshphonp oorr rrj ppen xjsqeoroxeropn juspqxopn qnrje rrj Zppsxje Gqpj
Reinvestment Period End Date
Jul 29, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NEM | 87.900 | 1.48 | - | WWW- | - | - | - | - | - | Eusuewfe | 3sK | - | 400 | 3nS+400 | - | - |
| P | AFC | 53.800 | 1.36 | - | H | - | - | - | - | - | Wkehuywa | 3aO | - | 300 | 3aK+300 | - | - |
| Uul | WER | 55.510 | 7.42 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1P | UQI | 433.100 | 2.33 | - | RRR | - | - | - | - | - | Rclwvdsh | 3eK | - | 155 | 3wQ+155 | - | - |
| F-1F | TQG | 38.000 | 4.89 | - | DDD | - | - | - | - | - | Lmzqwbrm | 3nW | - | 150 | 3sD+150 | - | - |
| D-2 | VJR | 25.600 | 3.57 | - | SS | - | - | - | - | - | Hbsclilu | 3sC | - | 215 | 3tL+215 | - | - |