| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2GG | ZYV | 640.000 | - | TG | QQQ | XH | - | - | 40.00% | - | Yrxwsjnm | EKXV | - | 175 | EVWL+175 | - | - |
| UQQ | VKE | 498.000 | - | DY | PPP- | NF | - | - | 92.20% | - | Qlrcaolo | XUNH | - | 375 | HKNW+375 | - | - |
| POO | XMT | 585.000 | - | WY | QQ- | MX | - | - | 96.00% | - | Bbzfhzup | WUNO | - | 725 | GJKD+725 | - | - |
| Zde | GFV | 320.380 | - | XU | AT | AY | - | - | - | - | - | - | - | - | - | - | Retained |
| NUU | ZBK | 943.000 | - | GX | YY | PO | - | - | 50.10% | - | Sspvlpzf | GOOM | - | 190 | VSFQ+190 | - | - |
| OUU | TWG | 463.000 | - | OO | E | LM | - | - | 22.00% | - | Ssokfjpq | WPTQ | - | 225 | MKDA+225 | - | - |
| M1SS | YES | 9,619.000 | - | MZ | MMM | QQQ | - | - | 25.00% | - | Jrrqcwyh | KZLQ | - | 149 | BQAC+149 | - | - |
Tranche Comments
M1SS: Redemption: 2027-01-15; Registration: 144O/Inx E;
E2GG: Redemption: 2027-01-15; Registration: 144O/Qbs A;
NUU: Redemption: 2027-01-15; Registration: 144P/Mia Z;
OUU: Redemption: 2027-01-15; Registration: 144H/Ide U;
UQQ: Redemption: 2027-01-15; Registration: 144A/Epm M;
POO: Redemption: 2027-01-15; Registration: 144T/Kis L;
Zde: Redemption: 2027-01-15; Registration: 144W/Tmh J;
Deal Comments
Oxbxx. Bac Bzyy Dxaxayj 2.00
Risk Retention
AQ - Dasm GA/AF - Das
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JWG | 89.000 | 2.00 | - | BB | - | - | - | 18.40% | - | Pseaosjm | TXOC | - | 185 | VYIQ+185 | - | - |
| G-1 | PJI | 804.000 | 3.30 | - | QQQ | FFF | - | - | 33.00% | - | Ymrjtsyr | ZNOA | - | 156 | KEHB+156 | - | - |
| E-2 | NPU | 46.000 | 3.40 | - | JJJ | - | - | - | 95.00% | - | Eqflvhmm | YBTE | - | 175 | ELYU+175 | - | - |
| Dzx | LRT | 933.930 | - | - | LA | TX | - | - | - | - | - | - | - | - | - | - | Retained |
| J | WPJ | 46.000 | 8.00 | - | JJJ- | - | - | - | 34.00% | - | Tykacjid | UGIF | - | 380 | GCJB+380 | - | - |
| B | PGN | 13.000 | 5.70 | - | C | - | - | - | 76.50% | - | Nhpufcfl | SPNB | - | 230 | QYDB+230 | - | - |
| G | VMD | 34.000 | 4.30 | - | CC- | - | - | - | 16.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2026-12-10; Registration: 144U/Pmh G;
E-2: Redemption: 2026-12-10; Registration: 144N/Ayo C;
N: Redemption: 2026-12-10; Registration: 144P/Fig I;
B: Redemption: 2026-12-10; Registration: 144D/Clt C;
J: Redemption: 2026-12-10; Registration: 144X/Ynd V;
G: Redemption: 2026-12-10; Registration: 144K/Hcy W;
Dzx: Redemption: 2026-12-10; Registration: 144V/Fei Y;
Deal Comments
Yjg Ntgg Hoxfjau 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 17, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EIX | 37.899 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ECJ | 46.000 | 1.70 | - | JJ | - | - | - | 77.10% | - | Qadhablw | TIOS | - | 185 | QLXT+185 | - | - |
| H | HLQ | 59.000 | 6.48 | - | A | - | - | - | 86.10% | - | Newhrqti | KMFD | - | 230 | MPMY+230 | - | - |
| P | MBG | 584.000 | 4.42 | - | OOO | - | - | - | 49.00% | - | Zkxxwmrb | VSPT | - | 157 | SXZS+157 | - | - |
Tranche Comments
P: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144K/Aak E;
O: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144L/Xeh M;
H: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144E/Nsf U;
B: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144H/Jtx P;
Deal Comments
Kbx Cnpp Xwsxbpl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 22, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1B | YIZ | 874.000 | - | - | WWW | MMM | - | - | 96.00% | - | Nmxvvwwi | ALJF | 159 | 159 | CZMV+159 | - | - |
| Q-D | JPO | 55.000 | - | - | CC- | ZY | - | - | 15.00% | - | - | - | - | - | - | - | Retained |
| A-H | KXM | 72.000 | - | - | FFF- | MA | - | - | 54.00% | - | Pjveybtv | YYDF | 385 | 385 | QXOC+385 | - | - |
| Lyi | WCS | 409.700 | - | - | BQ | JT | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-M | YLE | 98.000 | - | - | GG | SK | - | - | 92.60% | - | Gvwzahig | XWXB | 190 | 190 | WBCT+190 | - | - |
| D-2S | MUH | 56.000 | - | - | GGG | WT | - | - | 37.00% | - | Hudosyok | JPSK | 180 | 180 | SUAR+180 | - | - |
| Z-C | UHI | 94.000 | - | - | P | DO | - | - | 81.40% | - | Ykjvmzfk | CGOK | 235 | 235 | MJVG+235 | - | - |
Tranche Comments
U-1B: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144T/Hxy V;
D-2S: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144I/Car X;
Z-M: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Knf U;
Z-C: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144J/Eol F;
A-H: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144D/Gqn I;
Q-D: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Dpu O;
Lyi: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144C/Yyd V;
Deal Comments
Wjejp. Apz Ivqq Cjmvpfu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 13, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Fwq | OJE | 180.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | VFF | 584.000 | 6.24 | - | MM | YU | - | - | 65.50% | - | Ruhxotqn | 3fCQBU | - | 190 | 3lTMYM+190 | - | 422.00000 |
| U | NEI | 721.000 | 4.77 | - | NNN | FFF | - | - | 12.00% | - | Ruybcfnx | 3tCQOB | - | 165 | 3fYHPM+165 | - | 283.00000 |
| Z | IMD | 32.000 | 8.68 | - | P | KF | - | - | 62.60% | - | Hhkvqfbz | 3sBUVY | - | 240 | 3tQQQT+240 | - | 104.00000 |
Tranche Comments
U: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144M/Gvi K;
R: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144F/Kcq M;
Z: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144Z/Pdl A;
Fwq: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144U/Tuf Q;
Deal Comments
Qss Ithh Newlssc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 20, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QFF | 28.400 | 8.70 | - | S | - | - | - | 11.40% | - | - | - | - | - | - | - | Retained |
| W Pfzq | KXE | 935.000 | 4.30 | - | ZZZ | - | - | - | 32.00% | - | Lvmxkqvk | VOPU | - | 168 | VSKH+168 | - | - |
| W | OXX | 259.760 | 2.50 | - | TT | - | - | - | 14.20% | - | Ivdwkide | DJMY | 190-195 | 195 | YMTM+195 | - | - |
| Fuwiou | XZH | 105.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | PMU | 635.000 | 7.10 | - | DDD | - | - | - | 88.00% | - | Gluartlw | EWSU | - | 168 | IEPR+168 | - | - |
Tranche Comments
W Pfzq: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144C/Qns S;
G: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144X/Aan B;
W: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144N/Ixb V;
M: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144T/Wkx I;
Fuwiou: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144V/Ojp U;
Deal Comments
Ldo iodv hdo jooeioi xk GV$950y. Fkn Cdvv Kooekif 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 27, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KML | 53.700 | 9.53 | - | JJ | - | - | - | 32.80% | - | Awkhypdj | DLDJ | - | 230 | SPGP+230 | - | 569.00000 |
| Egbius | GXY | 457.410 | - | - | HG | OZ | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | NFT | 766.000 | 7.62 | - | FFF | RRR | - | - | 13.00% | - | Uddafrux | IYTN | - | 181 | JLYE+181 | - | 188.00000 |
| R | UJI | 73.400 | 1.13 | - | JJJ- | - | - | - | 98.00% | - | Mxxhkxcp | XAAN | - | 490 | XZLH+490 | - | 244.00000 |
| I-2 | CGB | 82.000 | 9.60 | - | BBB | - | - | - | 12.00% | - | Dulryxcj | GOLZ | - | 205 | SBHX+205 | - | 736.00000 |
| T | KYU | 19.000 | 1.54 | - | U | - | - | - | 86.90% | - | Vlfjjued | WGUI | - | 305 | TPTT+305 | - | 201.00000 |
Tranche Comments
E-1: Redemption: 2026-04-12; Registration: 144K/Bdc F;
I-2: Redemption: 2026-04-12; Registration: 144B/Uet C;
J: Redemption: 2026-04-12; Registration: 144D/Fzb O;
T: Redemption: 2026-04-12; Registration: 144J/Dix J;
R: Redemption: 2026-04-12; Registration: 144O/Exc L;
Egbius: Redemption: 2026-04-12; Registration: 144J/Glc D;
Deal Comments
Uzx Bcbb Dzaqzbf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 16, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TK | TOQ | 10.610 | 1.00 | - | FFF- | - | - | - | 19.00% | - | Xwvbvsyf | TKKR | - | 545 | XQGJ+545 | - | 719.00000 |
| LU | VVC | 42.000 | 6.40 | - | JJ- | - | - | - | 65.00% | - | - | - | - | - | - | - | Retained |
| Cik | IMB | 49.800 | - | - | EW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| QC | EAD | 39.100 | 1.50 | - | XX | - | - | - | 23.30% | - | Qereqhmp | SXOF | - | 270 | QTCE+270 | - | 797.00000 |
| L-1B | GKM | 347.000 | 5.80 | - | QQQ | - | - | - | 11.00% | - | Cfwuaqmb | ECHE | - | 195 | QGST+195 | - | 542.00000 |
| K-2W | NCH | 79.900 | 7.70 | - | FFF | - | - | - | 10.00% | - | Xjzakbnh | QGUU | - | 245 | NNHJ+245 | - | 410.00000 |
| BN | LSG | 49.600 | 8.30 | - | B | - | - | - | 70.70% | - | Idjwemqg | KWOT | - | 355 | BIDW+355 | - | 505.00000 |
Tranche Comments
L-1B: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144A/Bsk Z;
K-2W: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144A/Oju E;
QC: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Z/Irt E;
BN: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Dlo H;
TK: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144P/Qjh E;
LU: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Owv T;
Cik: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144J/Ubx X;
Deal Comments
Ryzyj. Vqf Gyee Xylcqun 2.00
Risk Retention
QO - Pjnd QQ/QB - Pjn
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 8, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WEF | 97.300 | - | - | TT | OF | - | - | 62.70% | - | Idvfjvkl | NAZX | - | 315 | LSVI+315 | - | - |
| Xhm | KSE | 39.480 | - | - | BA | AN | - | - | - | - | - | - | - | - | - | - | Retained |
| J | QMV | 34.500 | - | - | RR- | DP | - | - | 50.00% | - | Zviupxhi | MDBW | - | - | MPDG+887 | - | - |
| O | MQN | 41.800 | - | - | O | MC | - | - | 20.00% | - | Hwzbvwzh | UAKU | - | 400 | LTDY+400 | - | - |
| E | JPM | 547.000 | - | - | FFF | BBB | - | - | 80.00% | - | Wyfvjeqp | BTGD | - | 228 | KMJY+228 | - | - |
| L | RNO | 25.300 | - | - | HHH- | VQ | - | - | 39.50% | - | Ffwjokmg | JVHR | - | 600 | ZYPD+600 | - | - |
Tranche Comments
E: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144H/Jhf Q;
Y: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144J/Poz J;
O: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144E/Kfq O;
L: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144Q/Vcp Z;
J: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144J/Qzs D;
Xhm: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Exl H;
Deal Comments
Lho Lmjj Obnghhv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 13, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-W | VNU | 77.200 | 3.90 | - | CC | FL | - | - | 80.40% | - | Wqoodouj | 3vUSUL | 305-315 | 335 | 3fEOHR+335 | - | - |
| J-I | CUC | 55.700 | 4.30 | - | KKK- | WN | - | - | 32.00% | - | Xdpbtdxj | 3dBGZA | 585-600 | 625 | 3iJTFI+625 | - | - |
| Nko | AOD | 43.900 | - | - | JU | KZ | - | - | - | - | - | - | - | - | - | - | Retained |
| U-K | JWX | 57.000 | 2.50 | - | QQQ | EEE | - | - | 44.00% | - | Gsrrkjkm | 3wGTXB | - | 230 | 3mDBXT+230 | - | - |
| S-F | XPR | 697.000 | 8.30 | - | BBB | ZZZ | - | - | 51.00% | - | Ixsuxqnq | 3ePAZN | - | 230 | 3wDUXW+230 | - | - |
| S-P | YBC | 89.800 | 9.90 | - | M | CY | - | - | 77.50% | - | Bbvbfcvl | 3nCINW | 385-400 | 425 | 3sYSGU+425 | - | - |
| C-L | BEK | 88.000 | 8.60 | - | NN- | WX | - | - | 12.00% | - | Vjqevrjl | 3eMTOH | - | 910 | 3xIEKU+910 | - | - |
Tranche Comments
U-K: Redemption: 2025-11-16; Registration: 144L/Odj K;
S-F: Redemption: 2025-11-16; Registration: 144Q/Naj C;
Y-W: Redemption: 2025-11-16; Registration: 144M/Kkn P;
S-P: Redemption: 2025-11-16; Registration: 144Y/Uzv M;
J-I: Redemption: 2025-11-16; Registration: 144Y/Nlg Y;
C-L: Redemption: 2025-11-16; Registration: 144K/Tpg O;
Nko: Redemption: 2025-11-16; Registration: 144B/Lbg P;
Deal Comments
Bejep. Vzt Iqaa Kejpzon 2.00
Risk Retention
RL/LH - Zda
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 13, 2000