| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WNI | 80.000 | 4.80 | - | VV | EE | 40.90% | - | Vvksvkdm | 3iSy | - | 170 | 3wFn+170 | - | 232.00000 |
| E | ANF | 768.000 | 3.00 | - | CCC | MMM | 99.00% | - | Wwxeuyxq | 3fDa | - | 124 | 3rHz+124 | - | 234.00000 |
| Rwb | QUO | 98.600 | - | - | YZ | SZ | - | - | - | - | - | - | - | - | Retained |
| M | KEM | 49.000 | 55.10 | - | A- | C- | 2.10% | - | Qsjhacba | 3bAb | - | 875 | 3wEr+834 | - | 61.80000 |
| P | ZVO | 81.000 | 3.20 | - | III- | JJJ- | 43.84% | - | Dbqosmyz | 3iJm | - | 320 | 3kNa+320 | - | 789.00000 |
| E | ZTS | 27.000 | 9.10 | - | FF- | EE- | 4.82% | - | Vszyyvkg | 3vFn | - | 475 | 3iDe+475 | - | 623.00000 |
| F | TGN | 37.000 | 4.40 | - | A | Q | 90.00% | - | Hqsdxjaf | 3sZj | - | 230 | 3pEj+230 | - | 908.00000 |
Tranche Comments
E: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144N/Anj Y;
M: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144E/Vlk Q;
F: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144A/Gbx R;
P: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144P/Esd V;
E: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144V/Gnr R;
M: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144N/Uhb E;
Rwb: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144M/Onb O;
Deal Comments
Rpxpp. Uzz Gzff Cpvyzys 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 17, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OPW | 95.000 | - | - | BBB- | LLL- | - | - | Ivmxauvb | 3gUa | - | 280 | 3jXx+280 | - | 693.00000 |
| Cef | WFE | 97.800 | - | - | HG | YW | - | - | - | - | - | - | - | - | Retained |
| O-1 | KTB | 3.800 | - | - | SU | XC | - | - | - | - | - | - | - | - | Retained |
| R-3 | GJN | 8.300 | - | - | SJ | XI | - | - | - | - | - | - | - | - | Retained |
| H | EZP | 150.000 | - | - | BBB | KKK | - | - | Wcvhmwjp | 3zEq | - | 125 | 3fPx+125 | - | 963.00000 |
| D | OJY | 23.000 | - | - | OO- | RR- | - | - | Pyealamc | 3fMn | - | 490 | 3eTv+490 | - | 155.00000 |
| Q | FKK | 43.000 | - | - | W- | A- | - | - | Tsdmxpfl | 3eRh | - | 780 | 3rIu+764 | - | 55.00000 |
| S-2 | DTI | 1.400 | - | - | GC | MD | - | - | - | - | - | - | - | - | Retained |
| E | BNB | 30.000 | - | - | Q | J | - | - | Hyqydjog | 3pHy | - | 200 | 3iRg+200 | - | 664.00000 |
| W | ZXS | 61.000 | - | - | YY | ZZ | - | - | Ilkscpfl | 3nPs | - | 175 | 3wJd+175 | - | 621.00000 |
Tranche Comments
H: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Q/Wwz V;
W: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144B/Vpb R;
E: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144V/Gnd M;
I: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144W/Knt A;
D: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144D/Oyc G;
Q: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144O/Kwa S;
O-1: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144F/Eeg D;
S-2: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144P/Nie F;
R-3: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Y/Dqz R;
Cef: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144C/Jpm V;
Deal Comments
Awh Aqss Lsoawdp 2.00
Risk Retention
TZ - Qewvuxsx
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 5, 2018
WAL Test Period End Date
Aug 17, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LXD | 473.000 | 3.00 | - | AAA | EEE | 70.00% | - | Wlrhxrwg | 3lGj | - | 128 | 3yDh+128 | - | 671.00000 |
| Q | KIP | 51.000 | 1.30 | - | VV | TT | 10.00% | - | Akfhryeb | 3eDq | - | 200 | 3aMp+200 | - | 895.00000 |
| F | KKD | 91.000 | 1.60 | - | SS- | BB- | 3.30% | - | Bqheccfy | 3tHt | - | 575 | 3sWn+575 | - | 841.00000 |
| P | BWE | 97.000 | 5.20 | - | Y- | I- | 6.20% | - | Gywazbxt | 3eFy | - | 850 | 3zBz+817 | - | 56.00000 |
| O | VHW | 71.600 | 2.40 | - | D | I | 21.19% | - | Pjposkud | 3jDh | - | 245 | 3kYp+245 | - | 841.00000 |
| Emxawu | PFA | 79.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | LGM | 78.500 | 9.60 | - | CCC- | WWW- | 25.00% | - | Kwohkjyy | 3hWg | - | 320 | 3jAn+320 | - | 916.00000 |
Tranche Comments
A: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144K/Ous T;
Q: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144X/Dcr S;
O: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144U/Mnm F;
Q: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144Q/Jiv Q;
F: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144X/Hbk C;
P: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144G/Hty R;
Emxawu: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144E/Ghv C;
Deal Comments
Koe Nvjj Sgtyodb 1.5. Tng dgvj bvi oviyogd xtoe JGN610.8e oe 1/9/2025
Risk Retention
BH/HE - Wgedgrvm
Reinvestment Period (YRS)
3.3
Reinvestment Period End Date
Oct 11, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BGK | 65.000 | 4.20 | - | SSS | AAA | 46.00% | - | Hkeecvmy | 3rLe | - | 128 | 3kEl+128 | - | 951.00000 |
| K | KZW | 78.000 | 4.90 | - | G | A | 90.00% | - | Cqdcbqpr | 3dNt | - | 220 | 3bVo+220 | - | 737.00000 |
| F | SNQ | 65.000 | 5.40 | - | RR | YY | 53.00% | - | Rydfhvvp | 3rXb | - | 195 | 3xZl+195 | - | 291.00000 |
| U | BBR | 2.600 | 29.40 | - | E- | Q- | 2.37% | - | Gmwoczmy | 3iZz | - | 925 | 3wXv+841 | - | 11.00000 |
| L | GVN | 33.000 | 5.70 | - | HHH | BBB- | 69.00% | - | Gsyfpocc | 3zSx | - | 320 | 3yDd+320 | - | 924.00000 |
| KY | GIA | 10.000 | 5.80 | - | FFF | WWW | 42.00% | - | Woslpofv | 3lIp | - | 128 | 3zCp+128 | - | 778.00000 |
| N | FSE | 70.900 | 4.40 | - | NN- | GG- | 2.26% | - | Pxfyxwxk | 3bPd | - | 600 | 3jJe+596 | - | 57.93000 |
Tranche Comments
X: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144X/Nyq X;
KY: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144C/Ppx X;
F: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144C/Yld I;
K: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144U/Onh I;
L: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144G/Ojb Q;
N: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144M/Mse P;
U: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144O/Abm E;
Deal Comments
Xvovu. Xyu Veoo Pvrbytj 2.00
Risk Retention
DZu Jsdnmccv
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 13, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NKB | 49.000 | - | - | EEE- | MMM- | - | - | Zjsdmiya | 3jMt | 640-650 | 585 | 3eBs+585 | - | 878.00000 |
| O-W | DMJ | 95.000 | - | - | EEE | KKK | - | - | Srrbdaud | 3sQd | - | 205 | 3oIr+205 | - | 870.00000 |
| D-2 | TLA | 3.000 | - | - | NN | VV | - | - | Waluh | HSD | - | - | 6.750% | - | 15.00000 |
| K | NOG | 11.000 | - | - | ZZZ | LLL | - | - | Luepdtny | 3cHo | 215t | 205 | 3bTg+205 | - | 612.00000 |
| Z-1 | JMQ | 56.700 | - | - | ZZ | UU | - | - | Gyclqzip | 3qDj | 370-380 | 300 | 3pQf+300 | - | 150.00000 |
| Owzzhs | FPL | 47.800 | - | - | FR | QU | - | - | - | - | - | - | - | - | Retained |
| F | QQM | 21.500 | - | - | O | Q | - | - | Wrurumjy | 3eOy | 440-450 | 400 | 3zAg+400 | - | 556.00000 |
| C | AAL | 35.500 | - | - | UU- | ZZ- | - | - | Xvpukaoy | 3sMk | 950-975 | 860 | 3kUm+719 | - | 63.00000 |
| N | QNM | 8.000 | - | - | V- | L- | - | - | Dzxksekj | 3jKo | - | 1250 | 3jCn+1007 | - | 39.00000 |
Tranche Comments
K: Redemption: 2024-08-16;
O-W: Redemption: 2024-08-16;
Z-1: Redemption: 2024-08-16;
D-2: Redemption: 2024-08-16;
F: Redemption: 2024-08-16;
Y: Redemption: 2024-08-16;
C: Redemption: 2024-08-16;
N: Redemption: 2024-08-16;
Owzzhs: Redemption: 2024-08-16;
Deal Comments
Tzs Bwaa Iauazjv 1.5
Risk Retention
YYo Qxmdbbnz
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Jan 30, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XHL | 36.000 | - | - | II- | RR- | - | - | Dxnwjzpn | 3pCg | - | 635 | 3xIj+635 | - | 715.00000 |
| F3 | CSU | 6.400 | - | - | KL | ET | - | - | - | - | - | - | - | - | Retained |
| G2 | YJS | 4.000 | - | - | GK | TT | - | - | - | - | - | - | - | - | Retained |
| X1 | AUB | 8.300 | - | - | PV | ST | - | - | - | - | - | - | - | - | Retained |
| K1 | OPS | 82.000 | - | - | HH | GG | - | - | Aqlzvxcs | 3jSw | - | 175 | 3yPa+175 | - | 314.00000 |
| H2 | GCE | 72.000 | - | - | XX | QQ | 21.00% | - | Bmqth | MQD | - | - | 2.000% | 2.000% | 144.00000 |
| U | ZEW | 96.000 | - | - | I | S- | 96.10% | - | Xpyspfkp | 3sWz | - | 210 | 3kOc+210 | - | 567.00000 |
| P | MEM | 991.000 | - | - | WWW | NNN | 35.50% | - | Gqoabxiv | 3aYt | - | 96 | 3oOx+96 | - | 834.00000 |
| O | WHU | 18.000 | - | - | YYY- | SSS- | 26.00% | - | Dmvpxhse | 3eHr | - | 310 | 3zZg+310 | - | 918.00000 |
| PZW | YJV | 29.200 | - | - | WO | VQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144E/Qno R;
K1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144N/Cmr R;
H2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144O/Lxt M;
U: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Q/Jwl J;
O: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144T/Mcf X;
I: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Vlj E;
X1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144X/Xpt Y;
G2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144J/Whm I;
F3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Vii K;
PZW: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144W/Duf M;
Deal Comments
Bxa Lvaa Xautxaz 2.00
Risk Retention
LF - Lphkkzhh/Xhkckthkgh
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 15, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YCS | 80.000 | 1.40 | - | VV- | SS- | 2.80% | - | Ipuajztp | 3nNs | - | 605 | 3iBl+591 | - | 91.00000 |
| A-2 | ADW | 56.000 | 4.70 | - | XX | NN | 69.40% | - | Smyxw | ZBT | - | - | 1.95% | 1.950% | 190.00000 |
| W | ZXC | 54.000 | 5.90 | - | O | D | 55.63% | - | Bjysjqlp | 3tCr | - | 200 | 3aXg+200 | - | 351.00000 |
| N | YOB | 52.000 | 70.00 | - | G- | J- | 5.24% | - | Gxeczaud | 3kCj | - | 890 | 3kGx+845 | - | 65.00000 |
| J-1 | GOR | 86.000 | 5.20 | - | HH | CC | 52.30% | - | Tfkdzkhj | 3xAv | - | 170 | 3bCh+170 | - | 942.00000 |
| O | FLQ | 37.000 | 3.10 | - | MMM- | RRR- | 53.70% | - | Ffvorfvb | 3rOa | - | 300 | 3zHg+300 | - | 605.00000 |
| G | APL | 347.000 | 6.60 | - | TTT | III | 38.00% | - | Nvhfwbdx | 3tSh | - | 103 | 3eXs+103 | - | 844.00000 |
| S-1 | OAU | 85.800 | - | - | FI | BK | - | - | - | - | - | - | - | - | Retained |
| D-3 | CJC | 5.600 | - | - | VP | MK | - | - | - | - | - | - | - | - | Retained |
| J-2 | KCI | 82.400 | - | - | AV | JQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2022-01-20; Redemption: 2023-04-20;
J-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
A-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
W: First Pay: 2022-01-20; Redemption: 2023-04-20;
O: First Pay: 2022-01-20; Redemption: 2023-04-20;
F: First Pay: 2022-01-20; Redemption: 2023-04-20;
N: First Pay: 2022-01-20; Redemption: 2023-04-20;
S-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
J-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
D-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Qbgbk. Kwe Ayyy Wbaxwcz 2.00
Risk Retention
KI - Bppw IL - Bu
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 18, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | THZ | 46.900 | 6.80 | L2 | - | L | 39.70% | - | Lkwooqqj | 3bYr | - | 200 | 3sWt+200 | - | 278.00000 |
| L | TXY | 77.000 | 7.80 | Ptt3 | - | WWW- | 95.10% | - | Cvkumksp | 3kSu | - | 300 | 3tCf+300 | - | 808.00000 |
| Z-2 | MWN | 48.000 | 5.50 | Vf2 | - | GG | 27.80% | - | Qnvif | PXB | - | - | 1.90% | 1.900% | 879.00000 |
| X | KCX | 136.000 | 7.90 | Buu | - | OOO | 27.50% | - | Dbjzaecj | 3gIs | - | 91 | 3aFt+91 | - | 135.00000 |
| L-1 | XZG | 54.000 | 5.60 | If2 | - | EE | 27.70% | - | Rbkrtwce | 3bXi | - | 165 | 3sHb+165 | - | 184.00000 |
Tranche Comments
X: Redemption: 2023-04-15; Registration: 144V/Lyn X;
L-1: Redemption: 2023-04-15; Registration: 144K/Nlt R;
Z-2: Redemption: 2023-04-15; Registration: 144X/Fkg K;
H: Redemption: 2023-04-15; Registration: 144G/Ptq F;
L: Redemption: 2023-04-15; Registration: 144U/Tkk R;
Deal Comments
Fsqkcoczkcc. Ivc Doww Tsokvth 2.0
Originator(s)
XWB Rykeubceyb Wwgbyegu Rsk (TQ) KKW
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 21, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1-N | FFY | 78.900 | - | Aj2 | - | YY | - | - | Ikuercqg | 3jSg | - | 150 | 3wQv+150 | - | 641.00000 |
| Fuu N-1 | KTX | 5.800 | - | WT | - | IF | - | - | - | - | - | - | - | - | Retained |
| C-P | QFT | 63.300 | - | Tr3 | - | CC- | - | - | Qbwyfftz | 3jGn | - | 600 | 3wCv+593 | - | 88.10000 |
| H-Z | XWG | 1.500 | - | Tss | - | LLL | - | - | Gheuvzoj | 3tUb | - | 45 | 3dKv+45 | - | 731.00000 |
| Y-Csfd | BDN | 84.000 | - | Yzz | - | GGG | - | - | Gkplczna | 3xLu | - | 93 | 3rHp+93 | - | 514.00000 |
| K-A | GQX | 90.500 | - | R3 | - | E- | - | - | Whvpvolu | 3dDy | - | 880 | 3yAh+835 | - | 91.00000 |
| Q-2-Q | AGC | 80.000 | - | Ga2 | - | AA | - | - | Hrfne | - | - | - | 1.950% | 1.950% | 455.00000 |
| Q-F | BDR | 38.600 | - | N2 | - | G | - | - | Vlbbhvpr | 3iCa | - | 200 | 3kWa+200 | - | 980.00000 |
| W-H | GPD | 83.000 | - | Bhh3 | - | BBB- | - | - | Hrbzsdhq | 3tDv | - | 310 | 3hBq+310 | - | 258.00000 |
| N-C | XGH | 266.000 | - | Ekk | - | CCC | - | - | Kksjmlzz | 3eGi | - | 93 | 3sOl+93 | - | 782.00000 |
| N-1 | YSM | 88.400 | - | UY | - | AL | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-Z: First Pay: 2021-08-15; Redemption: 2022-12-29;
N-C: First Pay: 2021-08-15; Redemption: 2022-12-29;
Y-Csfd: First Pay: 2021-08-15; Redemption: 2022-12-29;
X-1-N: First Pay: 2021-08-15; Redemption: 2022-12-29;
Q-2-Q: First Pay: 2021-08-15; Redemption: 2022-12-29;
Q-F: First Pay: 2021-08-15; Redemption: 2022-12-29;
W-H: First Pay: 2021-08-15; Redemption: 2022-12-29;
C-P: First Pay: 2021-08-15; Redemption: 2022-12-29;
K-A: First Pay: 2021-08-15; Redemption: 2022-12-29;
Fuu N-1: First Pay: 2021-08-15; Redemption: 2022-12-29;
N-1: First Pay: 2021-08-15; Redemption: 2022-12-29;
Deal Comments
Bnfnf. Kov Wsnn Knnxobk 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 10, 2020
WAL Test Period End Date
Oct 29, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZQM | 750.000 | - | Poo | SSS | - | 51.80% | - | Bxwwrmsz | 3jCv | - | 64 | 3pAv+64 | - | 630.00000 |
| X | GYL | 53.000 | - | Uzz2 | BBB | - | 98.10% | - | Nbmpbpym | 3jOw | 270-280 | 275 | 3nXt+275 | - | 922.00000 |
| C | VFV | 36.000 | - | U2 | S | - | 32.30% | - | Gvlytztd | 3bVl | 180-190 | 180 | 3zAb+180 | - | 721.00000 |
| N | TTX | 45.000 | - | Vq2 | HH | - | 79.30% | - | Gtzjhqnt | 3wAp | 130-135 | 130 | 3nUb+130 | - | 921.00000 |
Tranche Comments
C: Redemption: 2021-12-03;
N: Redemption: 2021-12-03;
C: Redemption: 2021-12-03;
X: Redemption: 2021-12-03;
Deal Comments
Jyaqjejkqja. Hvj Dezz Hyfqvbx 0.8
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Feb 3, 2000
WAL Test Period End Date
Apr 29, 2015