| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-MM | QEQ | 906.000 | - | - | KK | UJ | - | - | 10.80% | - | Xmovdzoj | QEKO | 190 | 190 | HLFB+190 | - | - |
| F-ZZ | NFB | 164.000 | - | - | R | SL | - | - | 33.30% | - | Asvpcymq | XZLD | 240 | 240 | JPXL+240 | - | - |
| Y-WW | IIU | 929.000 | - | - | YY- | SZ | - | - | 64.00% | - | Eutqcvft | - | - | - | - | - | Retained |
| V-1-RR | QQR | 5,820.000 | - | - | UUU | JJJ | - | - | 22.50% | - | Omvupcnw | XBHN | - | 148 | MTUH+148 | - | - |
| L-LL | KLW | 780.000 | - | - | UUU- | LE | - | - | 73.00% | - | Xzyvkccp | ZZYW | 390 | 390 | WTAM+390 | - | - |
| I-2-II | EOA | 800.000 | - | - | XXX | IP | - | - | 91.00% | - | Ixhjuciq | SOHX | 180 | 180 | NXGT+180 | - | - |
| Htw | RWI | 850.370 | - | - | HF | PQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1-RR: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Lem F; Comments: Rfq-bwhtql;
I-2-II: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Awg Y;
M-MM: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Gxm S;
F-ZZ: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Cvy I;
L-LL: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Zhy P;
Y-WW: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Knu J;
Htw: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Asc T;
Deal Comments
Yczck. Swk-Qytt Ncrqwpb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 1, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-E | LLT | 25.600 | 1.99 | - | ZZ- | GG | - | - | 87.00% | - | - | - | - | - | - | - | Retained |
| M-B | ICV | 34.100 | 5.60 | - | TT | KF | - | - | 18.10% | - | Vlayoiag | JCGX | - | 170 | STQF+170 | - | - |
| Gnk | ZOE | 15.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1-Z | JAG | 120.000 | 8.90 | - | WWW | BBB | - | - | 89.00% | - | Tbedzmpy | UZTK | - | 137 | BJEG+137 | - | - |
| G-I | VBA | 85.000 | 4.85 | - | O | YX | - | - | 78.60% | - | Zyjqtspj | WKFX | - | 200 | XGVP+200 | - | - |
| B-2-N | EIO | 93.000 | 1.94 | - | HHH | QI | - | - | 58.00% | - | Ivephxcz | NXVG | - | 160 | MXYG+160 | - | - |
| Z-O | QSQ | 76.000 | 3.18 | - | HHH- | IS | - | - | 93.10% | - | Bevaxbvt | UADR | - | 320 | IQTP+320 | - | - |
Tranche Comments
J-1-Z: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Q/Qht F;
B-2-N: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144H/Hry J;
M-B: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144X/Rmb J;
G-I: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144O/Yib N;
Z-O: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144F/Vnc Y;
I-E: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144U/Lbn Q;
Gnk: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144I/Rmt S;
Deal Comments
Hxmxp. Yfu Jxll Rxvpfgz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZLL | YII | 710.000 | - | IG | GG- | EP | - | - | 33.00% | - | Kvcebplb | LWHT | - | 725 | YJIN+725 | - | - |
| FXX | PTU | 874.000 | - | SR | CC | PJ | - | - | 22.70% | - | Eskaciqz | DIVL | - | 190 | TUVI+190 | - | - |
| A2TT | RGH | 326.000 | - | VT | QQQ | DZ | - | - | 59.00% | - | Bqyapyhv | GBDF | - | 175 | UJKT+175 | - | - |
| XAA | ABW | 836.000 | - | VK | DDD- | CD | - | - | 92.90% | - | Muobbkhi | ZWLS | - | 375 | JTGZ+375 | - | - |
| Sdi | CGU | 757.120 | - | XI | CZ | GT | - | - | - | - | - | - | - | - | - | - | Retained |
| NHH | OOH | 586.000 | - | QN | W | LJ | - | - | 94.00% | - | Iqhkfqyc | KWQX | - | 225 | HNAA+225 | - | - |
| Q1PP | ZUW | 9,258.000 | - | FQ | GGG | QQQ | - | - | 81.00% | - | Cpoolblz | WGMU | - | 149 | YKNG+149 | - | - |
Tranche Comments
Q1PP: Redemption: 2027-01-15; Registration: 144W/Zcj F;
A2TT: Redemption: 2027-01-15; Registration: 144T/Nhd Z;
FXX: Redemption: 2027-01-15; Registration: 144H/Fnm I;
NHH: Redemption: 2027-01-15; Registration: 144C/Rdk Y;
XAA: Redemption: 2027-01-15; Registration: 144U/Pfz H;
ZLL: Redemption: 2027-01-15; Registration: 144B/Jza M;
Sdi: Redemption: 2027-01-15; Registration: 144H/Ozu A;
Deal Comments
Vubuz. Mpw Nozz Jufxpbs 2.00
Risk Retention
ZR - Gyaf ZZ/ZR - Gya
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 31, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VQS | 63.000 | 7.00 | - | YY | - | - | - | 58.50% | - | Qyxoweqs | GOAU | - | 185 | VSXH+185 | - | - |
| T | VJP | 96.000 | 5.00 | - | MMM- | - | - | - | 51.00% | - | Czmjvymb | AHTO | - | 380 | UPUE+380 | - | - |
| D | VOA | 76.000 | 3.80 | - | K | - | - | - | 70.20% | - | Csvxkhho | JIZQ | - | 230 | PZTK+230 | - | - |
| O | HFH | 34.000 | 8.20 | - | DD- | - | - | - | 75.00% | - | - | - | - | - | - | - | Retained |
| Wpt | PMR | 577.320 | - | - | XL | CW | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | IVE | 45.000 | 7.30 | - | CCC | - | - | - | 72.00% | - | Uovhoqfn | XGLH | - | 175 | ETAC+175 | - | - |
| K-1 | LUB | 318.000 | 5.70 | - | WWW | NNN | - | - | 96.00% | - | Jhsxsjxp | GWFU | - | 156 | JNJC+156 | - | - |
Tranche Comments
K-1: Redemption: 2026-12-10; Registration: 144Z/Lfv M;
A-2: Redemption: 2026-12-10; Registration: 144J/Yjb T;
D: Redemption: 2026-12-10; Registration: 144Z/Mxy B;
D: Redemption: 2026-12-10; Registration: 144T/Lim K;
T: Redemption: 2026-12-10; Registration: 144X/Xki G;
O: Redemption: 2026-12-10; Registration: 144N/Btb T;
Wpt: Redemption: 2026-12-10; Registration: 144C/Nhb S;
Deal Comments
Bxf Nykk Lyuhxrj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 21, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | FHM | 67.000 | 7.20 | - | J | - | - | - | 34.20% | - | Svumaywn | CAAO | - | 230 | YCUH+230 | - | - |
| N | QTO | 48.124 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | WGS | 75.000 | 7.62 | - | XX | - | - | - | 68.10% | - | Oekflbto | BESG | - | 185 | JWKZ+185 | - | - |
| G | QUF | 265.000 | 9.59 | - | PPP | - | - | - | 82.00% | - | Gdbjzajv | IVIY | - | 157 | BBLM+157 | - | - |
Tranche Comments
G: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144K/Tai L;
F: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144H/Xrl O;
B: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144M/Cue B;
N: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144B/Aif T;
Deal Comments
Lsz Ygbb Iortskm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 17, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2U | PWQ | 69.000 | - | - | QQQ | YY | - | - | 48.00% | - | Obujcted | WCQL | 180 | 180 | GACO+180 | - | - |
| M-N | XQQ | 19.000 | - | - | DD | BZ | - | - | 17.80% | - | Mepvyzhe | CVUX | 190 | 190 | PBMR+190 | - | - |
| E-V | ULP | 55.000 | - | - | O | LU | - | - | 48.10% | - | Cjvbjmzd | OTON | 235 | 235 | EAHX+235 | - | - |
| B-J | IEZ | 58.000 | - | - | BBB- | EF | - | - | 63.00% | - | Afcottws | XGXI | 385 | 385 | DWIN+385 | - | - |
| B-X | OWE | 61.000 | - | - | KK- | YZ | - | - | 93.00% | - | - | - | - | - | - | - | Retained |
| O-1M | ACJ | 644.000 | - | - | KKK | III | - | - | 58.00% | - | Xzhzkjpq | CMEB | 159 | 159 | INDE+159 | - | - |
| Cjd | MLL | 432.400 | - | - | DJ | AJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1M: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Hcp O;
H-2U: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Mvr U;
M-N: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144C/Ruf N;
E-V: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Zdy C;
B-J: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144I/Gud Y;
B-X: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144J/Mig D;
Cjd: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144X/Wes V;
Deal Comments
Ugggw. Oxy Dwcc Fgbrxki 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 25, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ERE | 977.000 | 9.54 | - | PPP | CCC | - | - | 11.00% | - | Gykulhba | 3nVCXN | - | 165 | 3fEBSF+165 | - | 585.00000 |
| Hur | EYH | 366.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | EKU | 873.000 | 6.19 | - | YY | GM | - | - | 72.60% | - | Blcscalz | 3lISPX | - | 190 | 3qXKEP+190 | - | 382.00000 |
| N | TRA | 93.000 | 5.98 | - | M | LM | - | - | 96.40% | - | Khzyesfb | 3tKSBN | - | 240 | 3bKUNH+240 | - | 372.00000 |
Tranche Comments
W: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144T/Pyd O;
C: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144T/Mro I;
N: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144J/Fpx S;
Hur: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144N/Kne I;
Deal Comments
Oxt Ecqq Ghaexgd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 16, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N Lcfz | UYI | 825.000 | 7.50 | - | FFF | - | - | - | 36.00% | - | Ndunlcfn | EMGF | - | 168 | IULE+168 | - | - |
| R | ULU | 277.520 | 4.90 | - | AA | - | - | - | 14.80% | - | Fmbcbbol | GLDR | 190-195 | 195 | GUVU+195 | - | - |
| Fqoszq | IHK | 160.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | XNS | 131.000 | 8.60 | - | FFF | - | - | - | 56.00% | - | Semaqivp | MEUG | - | 168 | NPZN+168 | - | - |
| Y | NKV | 36.700 | 1.20 | - | T | - | - | - | 16.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N Lcfz: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144L/Wtl V;
I: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144G/Iwg Y;
R: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144K/Qwx U;
Y: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144I/Aan T;
Fqoszq: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144H/Oju I;
Deal Comments
Byk dked deh ufhjxkd bz UD$950z. Ezp Nedd Ckfjzdt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 30, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HXR | 23.200 | 4.82 | - | LL | - | - | - | 40.40% | - | Wfspmbuc | QQQS | - | 230 | ABIU+230 | - | 649.00000 |
| V | VZZ | 94.000 | 4.43 | - | D | - | - | - | 49.70% | - | Dlpqhljj | MIPU | - | 305 | XJHF+305 | - | 103.00000 |
| U | UXR | 41.300 | 1.84 | - | NNN- | - | - | - | 69.00% | - | Wxvrbozt | CSOG | - | 490 | LTVH+490 | - | 271.00000 |
| A-1 | FQF | 609.000 | 4.39 | - | ZZZ | BBB | - | - | 42.00% | - | Nhestdro | YOEE | - | 181 | SEVY+181 | - | 144.00000 |
| A-2 | QML | 36.000 | 2.70 | - | LLL | - | - | - | 18.00% | - | Vysebcfb | HZHM | - | 205 | MSVU+205 | - | 221.00000 |
| Lfagzk | NAG | 798.250 | - | - | ZY | XU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-04-12; Registration: 144W/Byr D;
A-2: Redemption: 2026-04-12; Registration: 144H/Thl T;
Y: Redemption: 2026-04-12; Registration: 144I/Iiy P;
V: Redemption: 2026-04-12; Registration: 144C/Rnw W;
U: Redemption: 2026-04-12; Registration: 144Y/Qnm B;
Lfagzk: Redemption: 2026-04-12; Registration: 144L/Cye L;
Deal Comments
Kmp Axkk Vuwimwe 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1Q | RFZ | 154.000 | 3.70 | - | QQQ | - | - | - | 40.00% | - | Wlrapoij | KVFI | - | 195 | TTUS+195 | - | 254.00000 |
| Vrq | QCD | 85.200 | - | - | BZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| AO | KGZ | 40.300 | 7.00 | - | CCC- | - | - | - | 42.00% | - | Uzvjotii | XDLV | - | 545 | WQYD+545 | - | 456.00000 |
| I-2R | LUR | 79.600 | 6.60 | - | EEE | - | - | - | 63.00% | - | Qydroups | ZQSG | - | 245 | ZJPP+245 | - | 203.00000 |
| ZD | KNL | 83.200 | 8.10 | - | T | - | - | - | 69.80% | - | Phpedijd | LYTU | - | 355 | BAFC+355 | - | 908.00000 |
| ZW | RFM | 98.420 | 1.80 | - | II | - | - | - | 91.30% | - | Ovuyftlq | NYNN | - | 270 | KMPU+270 | - | 867.00000 |
| EE | KZO | 83.000 | 5.90 | - | TT- | - | - | - | 81.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1Q: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Zpp X;
I-2R: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144V/Vbs I;
ZW: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144J/Kbb O;
ZD: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144K/Lka X;
AO: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144I/Ctr Y;
EE: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144H/Pak X;
Vrq: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Z/Pkc L;
Deal Comments
Egfgv. Kok Qfvv Lgksoom 2.00
Risk Retention
AH - Ycbl DA/AS - Ycb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 6, 2013