| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-Z | GUQ | 94.000 | 9.60 | - | BB- | - | - | - | 54.00% | - | - | - | - | - | - | - | Retained |
| Azx | MXM | 66.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-E | JTV | 36.000 | 1.00 | - | EEE- | - | - | - | 91.00% | - | Tyvlkfry | 3gIJQX | - | 450 | 3rTLLG+450 | - | - |
| M-R Fjpny | UIA | 719.000 | 2.60 | - | O- | - | - | - | 43.00% | - | Gjqxsvmn | 3sLODT | - | 185 | 3xWLWD+185 | - | - |
Tranche Comments
M-R Fjpny: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144F/Ted X;
A-E: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144H/Ptr Q;
T-Z: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144X/Jla P;
Azx: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144U/Ewa R;
Deal Comments
Obfbv. Jve-Olaa Qbzlvpu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 1, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1K-H | MYI | 774.000 | 3.49 | - | DDD | - | - | - | 48.30% | - | Kcsfsfud | IZKX | - | 135 | BJYA+135 | - | - |
| Q-2X | LFU | 1.000 | 9.90 | - | RRR | - | - | - | 27.10% | - | Jlcwhrzv | SIPL | - | 145 | SDWT+145 | - | - |
| Q-1U-Y | GAX | 67.000 | 5.83 | - | ZZZ | - | - | - | 78.80% | - | Pfoycvlw | XZXJ | - | 135 | XXAN+135 | - | - |
| WY | FOT | 81.000 | 8.14 | - | GG | - | - | - | 14.50% | - | Uwmbktnc | JMKO | - | 200 | UIOW+200 | - | - |
Tranche Comments
Q-1U-Y: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144W/Nty K;
Q-1K-H: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144N/Ruc K;
Q-2X: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144C/Mfq X;
WY: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144K/Gde N;
Deal Comments
Dykvxixpvxz. Abx-Linn Oypvbpg 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 9, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1M | JNM | 61.000 | 3.16 | - | BBB | - | - | - | 28.00% | - | Ppokccjh | ACXC | - | 145 | KCCT+145 | - | - |
| M | RJF | 47.000 | 9.44 | - | I | - | - | - | 20.00% | - | Wjfypzsg | YDUW | - | 230 | BWNT+230 | - | - |
| H-2 | XST | 22.000 | 7.20 | - | NNN | - | - | - | 70.00% | - | Whuokptc | CLGA | - | 160 | XPMN+160 | - | - |
| Thv | UAZ | 60.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | ABT | 947.000 | 9.65 | - | KKK | - | - | - | 32.00% | - | Yzvaxjvm | NDKG | - | 145 | TKZD+145 | - | - |
| T | LJE | 99.000 | 7.17 | - | QQ | - | - | - | 24.00% | - | Vrlatauo | COTB | - | 185 | MVNM+185 | - | - |
| L | JVT | 57.000 | 7.90 | - | HHH- | - | - | - | 65.00% | - | Csxwkrsy | DYJQ | - | 330 | HGAT+330 | - | - |
Tranche Comments
W-1: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144F/Rkl T;
U-1M: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144Z/Iiw U;
H-2: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144D/Txl L;
T: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144L/Ush M;
M: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144K/Psq O;
L: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144M/Vyu Q;
Thv: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144D/Vfs Q;
Deal Comments
Xus Hajj Qkaeuwi 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 3, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Uac | LAG | 80.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1Y-P | FSD | 24.000 | 2.90 | - | GGG | - | - | - | 89.00% | - | Rwfsbiyk | 3eBJMQ | - | 149 | 3rALMN+149 | - | - |
| C-1Z-M | ZJS | 66.000 | 5.90 | - | LLL | - | - | - | 88.00% | - | Srdabfzp | 3pSWMT | - | 149 | 3eXNGI+149 | - | - |
| Y | LLO | 52.600 | 2.70 | - | VVV- | - | - | - | 73.00% | - | - | - | - | - | - | - | Retained |
| P-1 | WCL | 794.300 | 7.90 | - | AAA | - | - | - | 97.00% | - | Grzkjqqs | 3hZNCK | - | 149 | 3eGYEF+149 | - | - |
| L | BCD | 48.800 | 9.70 | - | MM | - | - | - | 67.00% | - | Upzzsqvp | 3vIBZY | - | 175 | 3kAUUW+175 | - | - |
| B | FVN | 55.000 | 2.40 | - | K | - | - | - | 28.00% | - | Rpwelhdl | 3bEBHN | - | 220 | 3sBCCA+220 | - | - |
| C-2 | KOI | 66.000 | 7.70 | - | CCC | - | - | - | 92.00% | - | Drrxvelf | 3qKMKB | - | 160 | 3oZUCY+160 | - | - |
Tranche Comments
P-1: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Z/Dwp J;
P-1Y-P: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144H/Kuj N;
C-1Z-M: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144D/Aft J;
C-2: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144X/Fxu O;
L: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144I/Rpj M;
B: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144N/Wdl Y;
Y: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Q/Phm I;
Uac: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144C/Tmo E;
Deal Comments
Nju-Lpvv Qbmhjfe 2.00
Risk Retention
PB - Olqd SP/PJ - Olq
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 3, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2B G | ZKO | 45.000 | - | YI | LLL | QK | - | - | 18.00% | - | Lzlexudh | AOCU | - | 175 | JPHX+175 | - | - |
| T-1T J | YLM | 63.000 | - | LU | LLL | CY | - | - | 27.00% | - | Mbrswhut | GEBR | - | 159 | AVGY+159 | - | - |
| N | BYQ | 27.000 | - | UC | C | XL | - | - | 13.00% | - | Yqpaeokm | PDVP | - | 240 | TSZS+240 | - | - |
| Pei | PFS | 78.600 | - | DW | VG | OX | - | - | - | - | - | - | - | - | - | - | Retained |
| T | GWG | 38.000 | - | FT | NNN- | IL | - | - | 21.00% | - | Veksvivw | YYHZ | - | 385 | ALVO+ 385 | - | - |
| T | JWJ | 43.000 | - | AU | TT | AR | - | - | 12.00% | - | Cyjcxevz | OCOJ | - | 185 | XOEW+185 | - | - |
| U-1 | JRE | 628.000 | - | KD | MMM | FF | - | - | 62.00% | - | Ibslseje | ADID | - | 159 | XAPR+159 | - | - |
| J-1E J | CVY | 10.000 | - | GD | ZZZ | BN | - | - | 25.00% | - | Lrdhzhch | BLID | - | 159 | QHQN+159 | - | - |
Tranche Comments
U-1: Redemption: 2026-12-23; Registration: 144K/Bnz I;
T-1T J: Redemption: 2026-12-23; Registration: 144M/Tte T;
J-1E J: Redemption: 2026-12-23; Registration: 144H/Vyy X;
M-2B G: Redemption: 2026-12-23; Registration: 144T/Cyv A;
T: Redemption: 2026-12-23; Registration: 144U/Pxb G;
N: Redemption: 2026-12-23; Registration: 144A/Wsx L;
T: Redemption: 2026-12-23; Registration: 144F/Xsc M;
Pei: Redemption: 2026-12-23; Registration: 144F/Cmz N;
Deal Comments
Kuw Zgww Bmscufp 2.00
Risk Retention
DN - Tfmp QD/DN - Tfm
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 3, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-S | UOU | 784.000 | 9.70 | - | VVV | - | - | - | 73.00% | - | Qvwlqcdb | 3fIAVC | - | 175 | 3rHBCS+175 | - | - |
| F-O | HUZ | 28.000 | 6.50 | - | U | - | - | - | 37.00% | - | Ywrpkfra | 3lMFJF | - | 275 | 3eCLDO+275 | - | - |
| B-A | ESZ | 29.000 | 1.30 | - | III- | - | - | - | 71.00% | - | - | - | - | - | - | - | Retained |
| E-2-P | UNE | 74.700 | 1.00 | - | OOO | - | - | - | 72.00% | - | Pdspmzwg | 3lBPPI | - | 190 | 3aMOCO+190 | - | - |
| S-F | NFL | 58.000 | 4.60 | - | XX | - | - | - | 44.00% | - | Jsxufces | 3gLAPW | - | 205 | 3cDWMZ+205 | - | - |
| F-S-L | VEA | 70.300 | 3.20 | - | JJ | - | - | - | 78.00% | - | Fyvhqjne | 3lGVTK | - | 205 | 3eBKVB+205 | - | - |
| Swa | YZV | 59.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1-S: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144D/Ouo D;
E-2-P: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144Y/Utq S;
S-F: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144M/Bkz B;
F-S-L: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144A/Aok M;
F-O: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Vxw N;
B-A: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144I/Wjd F;
Swa: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144P/Lsp W;
Deal Comments
Bzwzm. Jyw Zmbb Czmiyxf 2.00
Risk Retention
RS - Udon WR/RR - Udo
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 12, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-D | NCG | 3.000 | 3.10 | - | PPP | - | - | - | 38.70% | - | Brbkvufo | HYXF | - | 220 | TWKK+220 | - | 971.00000 |
| E-M | KEX | 51.000 | 6.80 | - | F | - | - | - | 23.00% | - | Zlmfxlte | ASNW | - | 310 | WJSM+310 | - | 260.00000 |
| H-K | XKA | 25.000 | 7.20 | - | UUU- | - | - | - | 54.00% | - | Rwbovtsy | QNYF | - | 495 | BUZR+495 | - | 111.00000 |
| Q-Y | EAD | 68.000 | 5.59 | - | SS | - | - | - | 15.00% | - | Emfakmzm | MYEV | - | 235 | UYXE+235 | - | 667.00000 |
| Q-W | HKM | 25.000 | 5.90 | - | HH- | - | - | - | 63.00% | - | - | - | - | - | - | - | Retained |
| A-1-G | GTX | 31.000 | 2.40 | - | RRR | - | - | - | 19.00% | - | Ckrspukc | MBQV | - | 193 | HITX+193 | - | 230.00000 |
| D-1N-X | HKQ | 768.000 | 6.90 | - | III | - | - | - | 21.00% | - | Ykbwfsby | XLNT | - | 193 | LPUS+193 | - | 148.00000 |
Tranche Comments
A-1-G: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144B/Xah Q; Comments: Uvm I;
D-1N-X: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144T/Ekt Y; Comments: Qfb N;
I-2-D: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144T/Nls T; Comments: Mly Y;
Q-Y: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144I/Gtv R; Comments: Mtu T;
E-M: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144X/Bhz S; Comments: Ypb S;
H-K: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Q/Pjx V; Comments: Crf M;
Q-W: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144P/Hee N; Comments: Ppl W;
Deal Comments
Vkxkx. Qak Cmcc Mkasagb 2.00
Risk Retention
HG - Seew SH/HC - See
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 25, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-V | MWC | 20.000 | 4.80 | - | PPP | - | - | - | 84.57% | - | Dfvbuica | BIDB | - | 215 | QADU+215 | - | - |
| I-I | ZUM | 42.000 | 4.90 | - | AA- | - | - | - | 20.86% | - | Ezslhhez | EEBQ | - | 795 | ZZEZ+795 | - | - |
| C-1C-Q | ZYI | 165.000 | 2.38 | - | FFF | - | - | - | 92.30% | - | Xjktrftp | YWTK | - | 180 | HTLQ+180 | - | - |
| Y-U | GNB | 64.000 | 8.23 | - | EE | - | - | - | 63.95% | - | Xlkxvrsq | AMYB | - | 240 | QKPR+240 | - | - |
| J-F | MBM | 73.000 | 3.10 | - | L | - | - | - | 19.80% | - | Rdfvdrns | MTIA | - | 310 | MLJF+310 | - | - |
| T-B | OEC | 63.000 | 6.16 | - | PPP- | - | - | - | 49.91% | - | Ydmjhcod | YCKR | - | 510 | EUOI+510 | - | - |
Tranche Comments
C-1C-Q: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144Y/Ehd G;
O-2-V: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144M/Cej B;
Y-U: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144I/Ymk C;
J-F: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144D/Pya D;
T-B: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144A/Xws E;
I-I: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144D/Yzu S;
Deal Comments
Geqyfnfxyfi. Ovf Fnzz Uevyvwh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 17, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zlr | NNU | 61.186 | - | - | KB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | RLB | 10.000 | 2.70 | - | Y | - | - | - | 78.00% | - | Oypaxxbg | LPBV | - | 330 | AHOO+330 | - | 351.00000 |
| ZU | KPS | 24.000 | 2.70 | - | NN | - | - | - | 13.00% | - | Jvmzpqei | CSBX | - | 260 | JHWZ+260 | - | 571.00000 |
| HN | BPS | 79.000 | 9.20 | - | PP | - | - | - | 12.00% | - | Jkcbobqv | CKYS | - | 260 | WBQJ+260 | - | 405.00000 |
| C-1 | HQD | 778.000 | 3.41 | - | QQQ | - | - | - | 89.00% | - | Afuhslbp | MYST | - | 198 | ZPQJ+198 | - | 850.00000 |
| B-2 | AXM | 2.000 | 9.39 | - | QQQ | - | - | - | 14.00% | - | Qplphloq | YXVD | - | 235 | DPZI+235 | - | 207.00000 |
Tranche Comments
C-1: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144I/Wva J;
B-2: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144Z/Aea A;
ZU: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144P/Mfi B;
HN: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144B/Cha J;
X: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144K/Obo O;
Zlr: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144I/Lvk I;
Deal Comments
Hof Vojj Ljvuops 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 21, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | WAU | 355.200 | 4.70 | - | CCC | - | - | - | 59.00% | - | Pcdolqut | 3iEADI | - | 230 | 3iUBQG+230 | - | - |
| J | PTW | 63.000 | 9.80 | - | XXX- | - | - | - | 14.00% | - | Hdhcefmo | 3tLKHY | - | 590 | 3aTGAY+590 | - | - |
| T | LNE | 97.100 | 7.20 | - | WW | - | - | - | 83.00% | - | Vefhssya | 3kCTAI | - | 290 | 3pYSVR+290 | - | - |
| P-1 Moxnn | LMP | 56.000 | 3.30 | - | UUU | - | - | - | 92.00% | - | Ythjktaz | 3iVVGA | - | 230 | 3uGYLZ+230 | - | - |
| I | PCT | 22.000 | 8.20 | - | P | - | - | - | 39.00% | - | Ksfjtabq | 3uXNOC | - | 390 | 3qKYQG+390 | - | - |
| Zmc | TYU | 33.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | ANC | 40.000 | 6.00 | - | MMM | - | - | - | 81.00% | - | Ijymokcy | 3ySUCB | - | 270 | 3gBJOT+270 | - | - |
Tranche Comments
P-1 Moxnn: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144T/Rok Y;
Q-1: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144B/Vzh Q;
O-2: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144I/Idz B;
T: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144C/Pjf O;
I: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144C/Jfq Y;
J: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144V/Onb H;
Zmc: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144F/Icb N;
Deal Comments
Avt Bqpp Zvlxvyb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 5, 2023