| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-PP | BQP | 705.000 | - | - | CCC | JT | - | - | 44.00% | - | Dlykzhlg | XBEY | 180 | 180 | LZET+180 | - | - |
| Rpm | VBZ | 842.700 | - | - | UR | WZ | - | - | - | - | - | - | - | - | - | - | Retained |
| O-JJ | XXN | 534.000 | - | - | Z | YM | - | - | 72.50% | - | Sefdlrkn | WWYP | 240 | 240 | EQIN+240 | - | - |
| U-1-II | FSF | 6,036.000 | - | - | OOO | OOO | - | - | 21.80% | - | Fqhoxaaz | CJDB | - | 148 | ZAED+148 | - | - |
| W-ZZ | LUH | 368.000 | - | - | VVV- | VE | - | - | 53.00% | - | Vdcphasx | XQMK | 390 | 390 | WEXC+390 | - | - |
| J-BB | AAT | 842.000 | - | - | FF | TD | - | - | 82.10% | - | Abrdcrow | NIME | 190 | 190 | WANS+190 | - | - |
| T-NN | NTU | 594.000 | - | - | ZZ- | ME | - | - | 26.00% | - | Qekauvuw | - | - | - | - | - | Retained |
Tranche Comments
U-1-II: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Xly Y; Comments: Nws-yhwysn;
V-2-PP: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Izx M;
J-BB: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Cyp A;
O-JJ: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Dli C;
W-ZZ: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Gbf D;
T-NN: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Ynm A;
Rpm: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Gtv H;
Deal Comments
Qxoxk. Net-Guww Pxbxeom 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 6, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-J | HRR | 38.000 | 3.84 | - | TTT | SA | - | - | 81.00% | - | Xdfysbyi | PMUY | - | 160 | BQVQ+160 | - | - |
| T-U | ISO | 49.000 | 7.74 | - | W | YH | - | - | 35.90% | - | Lfljraed | KPJK | - | 200 | DKLA+200 | - | - |
| T-T | RHL | 68.500 | 7.51 | - | RR- | XJ | - | - | 16.00% | - | - | - | - | - | - | - | Retained |
| Txi | IUP | 79.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1-Y | YHV | 649.000 | 9.70 | - | VVV | VVV | - | - | 33.00% | - | Bxzsxjae | UCYE | - | 137 | WMAJ+137 | - | - |
| H-I | BGS | 97.700 | 9.50 | - | WW | NY | - | - | 56.10% | - | Syyvdbaa | QZIF | - | 170 | GMCF+170 | - | - |
| P-Y | BRO | 12.000 | 1.17 | - | TTT- | JM | - | - | 19.80% | - | Huqvpbqm | AHNG | - | 320 | MQAE+320 | - | - |
Tranche Comments
X-1-Y: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144X/Rpr Y;
F-2-J: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144I/Bhn P;
H-I: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144N/Vvw R;
T-U: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144G/Wwp T;
P-Y: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144X/Ohd X;
T-T: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144K/Oti C;
Txi: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144N/Reu D;
Deal Comments
Vxxxy. Upo Hkww Oxpepdt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 18, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SHH | LUY | 819.000 | - | VN | B | BL | - | - | 15.00% | - | Mpdrmmlc | PWQZ | - | 225 | QKKU+225 | - | - |
| M2XX | CSQ | 504.000 | - | AA | PPP | UY | - | - | 47.00% | - | Rbyksmbc | EWUQ | - | 175 | SWUB+175 | - | - |
| F1QQ | NOY | 6,206.000 | - | GC | III | OOO | - | - | 21.00% | - | Xuootijh | SIKY | - | 149 | YTII+149 | - | - |
| CAA | UUD | 444.000 | - | MS | KKK- | QG | - | - | 98.80% | - | Wmrxtklz | BSYV | - | 375 | UELW+375 | - | - |
| WZZ | ARB | 810.000 | - | XA | PP- | LV | - | - | 40.00% | - | Rbddeyzu | WZMG | - | 725 | ZKSK+725 | - | - |
| BBB | WRS | 995.000 | - | FA | NN | LA | - | - | 79.20% | - | Xpjrmeiw | BJCG | - | 190 | DYZI+190 | - | - |
| Huo | MNJ | 631.490 | - | ZZ | DG | BF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F1QQ: Redemption: 2027-01-15; Registration: 144L/Yet F;
M2XX: Redemption: 2027-01-15; Registration: 144Q/Rnb K;
BBB: Redemption: 2027-01-15; Registration: 144I/Ozz J;
SHH: Redemption: 2027-01-15; Registration: 144F/Vyg J;
CAA: Redemption: 2027-01-15; Registration: 144A/Zxd W;
WZZ: Redemption: 2027-01-15; Registration: 144X/Nav K;
Huo: Redemption: 2027-01-15; Registration: 144V/Afi C;
Deal Comments
Dxyxt. Ujy Igjj Yxbgjbq 2.00
Risk Retention
OQ - Lejd XO/OT - Lej
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 11, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | CUF | 28.000 | 4.20 | - | ZZZ | - | - | - | 92.00% | - | Nqqkjuir | GWAK | - | 175 | JJMF+175 | - | - |
| E | MKL | 49.000 | 6.10 | - | Y | - | - | - | 27.20% | - | Gfmxncen | GEUX | - | 230 | AQGR+230 | - | - |
| F | XYJ | 38.000 | 4.00 | - | OOO- | - | - | - | 67.00% | - | Lkcmbdbg | PKKY | - | 380 | IUGC+380 | - | - |
| R-1 | GNP | 372.000 | 9.30 | - | AAA | NNN | - | - | 83.00% | - | Iswvlauk | MZML | - | 156 | SLDD+156 | - | - |
| C | YCH | 18.000 | 8.00 | - | MM | - | - | - | 58.70% | - | Wexlqplg | ATOY | - | 185 | ULLC+185 | - | - |
| X | JYM | 95.000 | 2.40 | - | NN- | - | - | - | 47.00% | - | - | - | - | - | - | - | Retained |
| Oaf | ICZ | 626.110 | - | - | SP | VW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Redemption: 2026-12-10; Registration: 144P/Mqv B;
S-2: Redemption: 2026-12-10; Registration: 144G/Ypp W;
C: Redemption: 2026-12-10; Registration: 144V/Jsb Y;
E: Redemption: 2026-12-10; Registration: 144M/Pab U;
F: Redemption: 2026-12-10; Registration: 144Q/Rmk R;
X: Redemption: 2026-12-10; Registration: 144X/Tzd Z;
Oaf: Redemption: 2026-12-10; Registration: 144U/Uqr V;
Deal Comments
Mcn Euxx Snhbccs 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 1, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EUJ | 878.000 | 7.81 | - | GGG | - | - | - | 28.00% | - | Ozcujcxf | YSYN | - | 157 | INSM+157 | - | - |
| P | EQV | 16.000 | 8.82 | - | II | - | - | - | 61.40% | - | Mphoqrws | DOXG | - | 185 | IUWX+185 | - | - |
| J | IMZ | 61.000 | 5.29 | - | D | - | - | - | 22.40% | - | Rkuvdxse | XPVF | - | 230 | KOES+230 | - | - |
| L | PNR | 58.482 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144Q/Wlb J;
P: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144W/Ljr U;
J: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144D/Ond I;
L: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144E/Ove E;
Deal Comments
Xax Qpqq Rajvagm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 21, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1L | AWQ | 908.000 | - | - | LLL | JJJ | - | - | 19.00% | - | Oyprhveh | AOSC | 159 | 159 | NNHI+159 | - | - |
| U-Z | LZR | 36.000 | - | - | FFF- | KE | - | - | 58.00% | - | Chczmssb | ASOP | 385 | 385 | MUZG+385 | - | - |
| H-Z | KOA | 60.000 | - | - | M | BD | - | - | 39.80% | - | Xabkdaxb | HTAC | 235 | 235 | QYZV+235 | - | - |
| W-B | IIU | 80.000 | - | - | HH- | GI | - | - | 42.00% | - | - | - | - | - | - | - | Retained |
| Ozo | KFL | 305.200 | - | - | XA | DE | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2L | ZWR | 21.000 | - | - | TTT | PS | - | - | 15.00% | - | Crusesje | XCWZ | 180 | 180 | YAPM+180 | - | - |
| A-A | LGS | 31.000 | - | - | UU | OQ | - | - | 12.80% | - | Fwlojxsv | VVZA | 190 | 190 | KOVF+190 | - | - |
Tranche Comments
T-1L: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Qqd B;
U-2L: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144O/Yor T;
A-A: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144B/Own Y;
H-Z: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Eee L;
U-Z: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144M/Rdw O;
W-B: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Nba R;
Ozo: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144P/Tug P;
Deal Comments
Rfcfc. Szv Ebyy Yffuzek 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vyk | VJJ | 494.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | LIQ | 950.000 | 4.51 | - | MMM | YYY | - | - | 77.00% | - | Dfucyvug | 3lQNDD | - | 165 | 3lHOHA+165 | - | 660.00000 |
| E | JIW | 40.000 | 5.54 | - | Z | IR | - | - | 86.90% | - | Gpcduopo | 3wTKDJ | - | 240 | 3nDYHH+240 | - | 552.00000 |
| F | KSK | 507.000 | 1.72 | - | CC | PR | - | - | 49.90% | - | Sfvwdmhq | 3xGCGW | - | 190 | 3mUAOE+190 | - | 388.00000 |
Tranche Comments
O: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144X/Oag M;
F: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144I/Bbs B;
E: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144G/Brr Z;
Vyk: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144X/Hsn C;
Deal Comments
Tqq Tbzz Yqymqdk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 9, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eobnhf | KKF | 241.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | NQQ | 271.000 | 5.30 | - | FFF | - | - | - | 32.00% | - | Wqqiqzsi | LCWN | - | 168 | UYYW+168 | - | - |
| U | ZAJ | 15.900 | 5.10 | - | V | - | - | - | 37.10% | - | - | - | - | - | - | - | Retained |
| J Jzmb | EZQ | 605.000 | 3.50 | - | OOO | - | - | - | 40.00% | - | Dwzftkyr | NKEH | - | 168 | WHSG+168 | - | - |
| U | BBB | 574.340 | 4.10 | - | OO | - | - | - | 89.40% | - | Kmfwdzyg | NLJK | 190-195 | 195 | ZXJQ+195 | - | - |
Tranche Comments
J Jzmb: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144C/Pvj N;
V: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Z/Chd V;
U: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144W/Xiz K;
U: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144J/Grn L;
Eobnhf: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Z/Vtd J;
Deal Comments
Gyv xvhe vhf xqfbsvx pg TV$950m. Ugd Chee Vvfbgxj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 3, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | VSM | 56.000 | 9.20 | - | LLL | - | - | - | 97.00% | - | Bpxdljrc | EUZL | - | 205 | WYKI+205 | - | 261.00000 |
| Umcfqq | VCE | 838.380 | - | - | HH | KP | - | - | - | - | - | - | - | - | - | - | Retained |
| G | RZM | 80.200 | 4.43 | - | FFF- | - | - | - | 30.00% | - | Ldlvleyj | UYWZ | - | 490 | DWEK+490 | - | 572.00000 |
| Y-1 | GGF | 808.000 | 7.77 | - | YYY | KKK | - | - | 45.00% | - | Iwpaxzef | LYCB | - | 181 | EEHG+181 | - | 466.00000 |
| S | NVI | 30.700 | 2.82 | - | MM | - | - | - | 60.60% | - | Vxpqhpel | CJOQ | - | 230 | PSJC+230 | - | 519.00000 |
| F | FAQ | 21.000 | 2.24 | - | D | - | - | - | 60.50% | - | Lakpaarx | QYZA | - | 305 | AMNW+305 | - | 845.00000 |
Tranche Comments
Y-1: Redemption: 2026-04-12; Registration: 144P/Xiv N;
A-2: Redemption: 2026-04-12; Registration: 144G/Tsy M;
S: Redemption: 2026-04-12; Registration: 144J/Htg A;
F: Redemption: 2026-04-12; Registration: 144O/Xku G;
G: Redemption: 2026-04-12; Registration: 144H/Kxq L;
Umcfqq: Redemption: 2026-04-12; Registration: 144L/Gzl M;
Deal Comments
Qzt Hgjj Ctjbzzh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 27, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1G | OHB | 802.000 | 8.10 | - | SSS | - | - | - | 32.00% | - | Pwdckkmn | XMLX | - | 195 | UIWU+195 | - | 461.00000 |
| XR | KVF | 66.870 | 3.00 | - | FFF- | - | - | - | 59.00% | - | Oubtptlk | ITFY | - | 545 | BLSB+545 | - | 226.00000 |
| OE | RJS | 73.460 | 2.50 | - | OO | - | - | - | 50.10% | - | Ouhztxzt | EHYZ | - | 270 | YLTH+270 | - | 456.00000 |
| KA | UUN | 23.300 | 5.90 | - | L | - | - | - | 68.50% | - | Mhccvfye | ICIN | - | 355 | KBKS+355 | - | 749.00000 |
| XW | JSW | 66.000 | 3.20 | - | LL- | - | - | - | 75.00% | - | - | - | - | - | - | - | Retained |
| Gqa | KMS | 90.700 | - | - | JF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2I | AEU | 42.700 | 9.40 | - | MMM | - | - | - | 63.00% | - | Fyekvfpy | UXCW | - | 245 | CKKL+245 | - | 917.00000 |
Tranche Comments
Q-1G: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144K/Azq B;
F-2I: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144D/Gck W;
OE: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144K/Mao L;
KA: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144E/Wdr P;
XR: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Y/Iij Y;
XW: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144L/Adq F;
Gqa: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Y/Yrv A;
Deal Comments
Zymyc. Wqk Ktgg Vymnqjw 2.00
Risk Retention
PZ - Bkyn SP/PD - Bky
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 29, 2015