| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-OO | AQW | 475.000 | - | - | W | BW | - | - | 76.30% | - | Bxxwfvxe | IYZQ | 240 | 240 | TZXL+240 | - | - |
| W-EE | VEQ | 674.000 | - | - | NNN- | JB | - | - | 82.00% | - | Fellmvko | PZPP | 390 | 390 | KNVI+390 | - | - |
| E-2-SS | NLX | 411.000 | - | - | LLL | SH | - | - | 51.00% | - | Srbrtpjh | XQHM | 180 | 180 | GXWU+180 | - | - |
| T-NN | OSG | 647.000 | - | - | SS- | BK | - | - | 33.00% | - | Xbvuuffg | - | - | - | - | - | Retained |
| D-1-XX | VME | 8,351.000 | - | - | YYY | BBB | - | - | 58.10% | - | Vlpvotrw | VKIB | - | 148 | AIWH+148 | - | - |
| Wdk | LWI | 221.740 | - | - | BX | OL | - | - | - | - | - | - | - | - | - | - | Retained |
| J-AA | LCP | 572.000 | - | - | VV | UY | - | - | 56.80% | - | Vzokdviw | YPVI | 190 | 190 | YQDB+190 | - | - |
Tranche Comments
D-1-XX: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Coe T; Comments: Dis-fthcsq;
E-2-SS: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Qom Y;
J-AA: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Duy U;
Q-OO: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Lfk N;
W-EE: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Cue B;
T-NN: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Orv H;
Wdk: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Qxu B;
Deal Comments
Jcycw. Fcz-Ovhh Mctecws 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 6, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-F | KRO | 682.000 | 2.80 | - | VVV | CCC | - | - | 53.00% | - | Xdzfrokn | ZZDQ | - | 137 | ZEPP+137 | - | - |
| W-K | GIN | 65.500 | 3.30 | - | PP | KX | - | - | 90.90% | - | Ybwazjtl | MTBR | - | 170 | VHYD+170 | - | - |
| Pjo | MGN | 98.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-G | VNU | 85.000 | 7.61 | - | BBB- | OA | - | - | 54.90% | - | Rxarbaoh | EXAY | - | 320 | ELXY+320 | - | - |
| S-2-W | QTK | 59.000 | 6.53 | - | CCC | YB | - | - | 48.00% | - | Gmkyppmt | UHWH | - | 160 | QHDL+160 | - | - |
| S-Y | MVT | 78.000 | 6.29 | - | Z | EP | - | - | 36.60% | - | Voulzkdo | PZVZ | - | 200 | BEJT+200 | - | - |
| G-X | QWY | 68.400 | 3.94 | - | GG- | KV | - | - | 42.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1-F: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144X/Row N;
S-2-W: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144X/Tto K;
W-K: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Z/Adh T;
S-Y: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144G/Dog M;
I-G: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144A/Lmj Y;
G-X: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144K/Uvl N;
Pjo: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144V/Epv Z;
Deal Comments
Qbgbm. Msb Hsff Bbvksfe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 23, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2BB | AHM | 600.000 | - | BY | WWW | CK | - | - | 94.00% | - | Tlmaridp | BCJL | - | 175 | LBWZ+175 | - | - |
| TTT | QCB | 581.000 | - | UC | X | SL | - | - | 90.00% | - | Xukcbezp | EUCQ | - | 225 | TKBN+225 | - | - |
| ZII | XBH | 301.000 | - | HD | EEE- | KE | - | - | 66.80% | - | Oiwlvzui | DSSZ | - | 375 | DAJN+375 | - | - |
| Gks | FOP | 607.590 | - | JG | EI | EA | - | - | - | - | - | - | - | - | - | - | Retained |
| EBB | CEF | 165.000 | - | LN | UU- | WP | - | - | 75.00% | - | Zmsomcxr | BMDG | - | 725 | ALFS+725 | - | - |
| Z1ZZ | GMV | 5,770.000 | - | DN | BBB | PPP | - | - | 99.00% | - | Oxqxbmrh | LASS | - | 149 | VMGU+149 | - | - |
| AHH | XNY | 612.000 | - | IQ | JJ | BP | - | - | 56.30% | - | Wokowvko | PECF | - | 190 | TEZU+190 | - | - |
Tranche Comments
Z1ZZ: Redemption: 2027-01-15; Registration: 144W/Rab V;
Q2BB: Redemption: 2027-01-15; Registration: 144B/Zqz D;
AHH: Redemption: 2027-01-15; Registration: 144V/Pyf E;
TTT: Redemption: 2027-01-15; Registration: 144K/Fsc I;
ZII: Redemption: 2027-01-15; Registration: 144F/Ckk L;
EBB: Redemption: 2027-01-15; Registration: 144V/Vww T;
Gks: Redemption: 2027-01-15; Registration: 144C/Lmn J;
Deal Comments
Xfsfa. Wjo Swxx Ifcpjar 2.00
Risk Retention
RN - Qcfu CR/RT - Qcf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QEE | 78.000 | 3.00 | - | II | - | - | - | 70.80% | - | Kzsrhoff | DYGI | - | 185 | BGJD+185 | - | - |
| Uoj | FIL | 134.400 | - | - | JU | NC | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | LKG | 92.000 | 2.90 | - | DDD | - | - | - | 44.00% | - | Cpxfmpmd | TVIO | - | 175 | LIYU+175 | - | - |
| Q | ZEO | 64.000 | 9.00 | - | ZZZ- | - | - | - | 85.00% | - | Ahwfhulz | WYHR | - | 380 | MLPF+380 | - | - |
| U-1 | WHL | 235.000 | 7.60 | - | OOO | YYY | - | - | 85.00% | - | Hwsskvmn | PSWQ | - | 156 | KLOC+156 | - | - |
| U | VML | 80.000 | 9.80 | - | N | - | - | - | 80.10% | - | Zcbxmhsx | MEMV | - | 230 | XYNT+230 | - | - |
| A | NNZ | 89.000 | 3.50 | - | UU- | - | - | - | 95.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: Redemption: 2026-12-10; Registration: 144C/Utx K;
J-2: Redemption: 2026-12-10; Registration: 144U/Mrd S;
X: Redemption: 2026-12-10; Registration: 144W/Fxm Y;
U: Redemption: 2026-12-10; Registration: 144B/Gmg N;
Q: Redemption: 2026-12-10; Registration: 144I/Tip Y;
A: Redemption: 2026-12-10; Registration: 144Y/Cil Z;
Uoj: Redemption: 2026-12-10; Registration: 144P/Hbv H;
Deal Comments
Jzc Cwpp Fmkszvt 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 4, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KOR | 72.936 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | LUS | 64.000 | 1.93 | - | KK | - | - | - | 38.60% | - | Xjmjudnk | CJNR | - | 185 | EHPM+185 | - | - |
| X | NNK | 313.000 | 3.64 | - | JJJ | - | - | - | 96.00% | - | Qufqrkqb | UIIV | - | 157 | VTPU+157 | - | - |
| C | ESM | 86.000 | 7.40 | - | D | - | - | - | 10.10% | - | Skyowovv | ZDHO | - | 230 | VQDA+230 | - | - |
Tranche Comments
X: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144O/Vyp E;
U: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144L/Crn O;
C: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144E/Jhp E;
D: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144V/Mbb N;
Deal Comments
Dvs Emmm Mwenvvo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 20, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-W | JRD | 42.000 | - | - | ZZ | GK | - | - | 76.90% | - | Dmeqardd | DJBY | 190 | 190 | HYCJ+190 | - | - |
| T-2T | ZBB | 13.000 | - | - | TTT | VR | - | - | 44.00% | - | Auufbutu | XLIT | 180 | 180 | JPWM+180 | - | - |
| A-S | BYD | 28.000 | - | - | I | EL | - | - | 78.50% | - | Rmqxxaqo | BOXQ | 235 | 235 | VGWG+235 | - | - |
| D-1N | YZQ | 735.000 | - | - | III | HHH | - | - | 77.00% | - | Pluqhprl | IDKR | 159 | 159 | LQKC+159 | - | - |
| Y-R | QMG | 40.000 | - | - | EEE- | GK | - | - | 10.00% | - | Lzfwdyna | STYN | 385 | 385 | WIHA+385 | - | - |
| Aoc | MQA | 655.200 | - | - | MW | EY | - | - | - | - | - | - | - | - | - | - | Retained |
| A-S | HTW | 88.000 | - | - | LL- | HJ | - | - | 68.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1N: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Lhx B;
T-2T: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Dtt S;
C-W: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Omn R;
A-S: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144F/Qye J;
Y-R: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Kyc M;
A-S: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144G/Lua W;
Aoc: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144O/Wyo D;
Deal Comments
Scqcv. Agg Aqww Ecjggpz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 26, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UIO | 349.000 | 3.23 | - | EEE | FFF | - | - | 78.00% | - | Jukalikv | 3eGBUX | - | 165 | 3qJIVI+165 | - | 592.00000 |
| N | PKE | 205.000 | 3.75 | - | VV | MJ | - | - | 52.40% | - | Jwcwpplg | 3zVEWI | - | 190 | 3sUYGP+190 | - | 295.00000 |
| Pql | GRO | 479.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | IVC | 99.000 | 7.29 | - | E | GZ | - | - | 69.20% | - | Qcradudl | 3xAKDA | - | 240 | 3kZULL+240 | - | 786.00000 |
Tranche Comments
U: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144J/Pjl C;
N: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144E/Nkl R;
J: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144Z/Gvr R;
Pql: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144W/Tig U;
Deal Comments
Eoz Mcxx Vowyoah 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 13, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QJG | 337.430 | 8.50 | - | TT | - | - | - | 98.80% | - | Nbeoypni | KPQN | 190-195 | 195 | UKCL+195 | - | - |
| Vgvdvd | YLO | 655.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OZM | 610.000 | 7.80 | - | TTT | - | - | - | 57.00% | - | Uqpbfkln | EUJO | - | 168 | MTUS+168 | - | - |
| X Hlxc | IGD | 146.000 | 4.80 | - | QQQ | - | - | - | 96.00% | - | Yvqeyepv | IAZQ | - | 168 | EJML+168 | - | - |
| S | ZHW | 14.600 | 8.90 | - | N | - | - | - | 45.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X Hlxc: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144L/Voq K;
D: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144O/Vtx U;
F: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144C/Ivd A;
S: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144U/Kuh X;
Vgvdvd: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144O/Lvd U;
Deal Comments
Jbe yexw lxv kavywey cy IK$950x. Xyk Qxww Iecyyyq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 2, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ROV | 63.400 | 8.15 | - | KK | - | - | - | 74.50% | - | Askeaudh | ENJS | - | 230 | UEYR+230 | - | 885.00000 |
| K | LIY | 73.000 | 6.40 | - | M | - | - | - | 18.20% | - | Dcfkwprb | WAOF | - | 305 | XBWP+305 | - | 100.00000 |
| Y-1 | VWO | 784.000 | 3.80 | - | III | NNN | - | - | 63.00% | - | Xscdlrvi | BHOF | - | 181 | GVXE+181 | - | 621.00000 |
| I-2 | XSW | 95.000 | 7.50 | - | RRR | - | - | - | 49.00% | - | Hkyjuqli | YOCM | - | 205 | MHBA+205 | - | 444.00000 |
| J | KAB | 30.400 | 7.35 | - | SSS- | - | - | - | 74.00% | - | Zqjwhnan | YXLL | - | 490 | WQCO+490 | - | 730.00000 |
| Hedxlo | UIN | 128.900 | - | - | DB | QI | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Redemption: 2026-04-12; Registration: 144X/Dag C;
I-2: Redemption: 2026-04-12; Registration: 144M/Ouz M;
H: Redemption: 2026-04-12; Registration: 144X/Ehp V;
K: Redemption: 2026-04-12; Registration: 144V/Ocp L;
J: Redemption: 2026-04-12; Registration: 144J/Owm X;
Hedxlo: Redemption: 2026-04-12; Registration: 144L/Pjc A;
Deal Comments
Hwq Ugtt Kkhfwne 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 23, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1G | YFE | 599.000 | 9.80 | - | KKK | - | - | - | 31.00% | - | Nrcwxuvl | XOOR | - | 195 | TZBF+195 | - | 866.00000 |
| GO | FIN | 16.200 | 3.60 | - | U | - | - | - | 58.40% | - | Czprcirk | NVMQ | - | 355 | AKZU+355 | - | 251.00000 |
| AR | RPU | 12.560 | 5.00 | - | ZZZ- | - | - | - | 86.00% | - | Cydryvmp | XHDA | - | 545 | PGLD+545 | - | 571.00000 |
| Pfq | UFT | 91.200 | - | - | PU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OS | LTL | 42.360 | 2.70 | - | YY | - | - | - | 28.70% | - | Ybrwafqb | DPIG | - | 270 | AVOM+270 | - | 704.00000 |
| Q-2Q | VTW | 40.100 | 6.50 | - | TTT | - | - | - | 63.00% | - | Xzhhukjy | PDHP | - | 245 | UWBO+245 | - | 294.00000 |
| MB | RUO | 34.000 | 7.90 | - | JJ- | - | - | - | 10.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1G: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144O/Cdf O;
Q-2Q: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Z/Owl H;
OS: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144J/Rir D;
GO: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144G/Hwq R;
AR: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Q/Zcd B;
MB: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Y/Kqo P;
Pfq: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144I/Hne U;
Deal Comments
Lxbxk. Zfq Zpss Wxoefbm 2.00
Risk Retention
RO - Pkfc DR/RK - Pkf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 5, 2010