| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OBR | 28.000 | 2.10 | - | ZZZ- | KKK- | 61.47% | - | Hljsaicu | 3sSv | - | 320 | 3zAd+320 | - | 456.00000 |
| J | ATI | 52.000 | 1.80 | - | VV- | UU- | 9.40% | - | Bextvpct | 3fLw | - | 475 | 3nSr+475 | - | 760.00000 |
| R | OSV | 52.000 | 2.10 | - | A | I | 58.00% | - | Luvxqacq | 3ePp | - | 230 | 3lJd+230 | - | 283.00000 |
| Cgb | QYK | 74.400 | - | - | MF | DG | - | - | - | - | - | - | - | - | Retained |
| B | ZSN | 86.000 | 4.10 | - | OO | QQ | 51.10% | - | Scszhjks | 3dKo | - | 170 | 3qXo+170 | - | 431.00000 |
| S | FOE | 223.000 | 1.00 | - | PPP | XXX | 26.00% | - | Vfpcryhr | 3eYj | - | 124 | 3aJh+124 | - | 603.00000 |
| X | JOW | 13.000 | 79.20 | - | T- | O- | 4.90% | - | Hpeatxun | 3tRw | - | 875 | 3qQb+834 | - | 95.20000 |
Tranche Comments
S: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144G/Kjr F;
B: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144T/Usx L;
R: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144G/Yap N;
W: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144L/Oim K;
J: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144X/Ftz C;
X: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144K/Rmz S;
Cgb: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144M/Fjf N;
Deal Comments
Xfyfu. Xbg Rzyy Ofkmbxw 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YGR | 549.000 | - | - | ZZZ | RRR | - | - | Fdzbttxk | 3wRz | - | 125 | 3vXx+125 | - | 998.00000 |
| K | QEH | 36.000 | - | - | HHH- | KKK- | - | - | Gxwmlcjj | 3vHf | - | 280 | 3oTt+280 | - | 402.00000 |
| L-2 | IFS | 4.300 | - | - | HH | JR | - | - | - | - | - | - | - | - | Retained |
| I-1 | FLJ | 2.100 | - | - | CR | TF | - | - | - | - | - | - | - | - | Retained |
| F | DGL | 68.000 | - | - | BB | MM | - | - | Vdzlzvjd | 3xBa | - | 175 | 3jOz+175 | - | 248.00000 |
| H | ZCE | 12.000 | - | - | H | P | - | - | Chkfpudq | 3wPm | - | 200 | 3mHa+200 | - | 739.00000 |
| W-3 | CYG | 2.400 | - | - | OY | SS | - | - | - | - | - | - | - | - | Retained |
| Occ | SHM | 31.900 | - | - | EH | PK | - | - | - | - | - | - | - | - | Retained |
| R | TYG | 49.000 | - | - | YY- | II- | - | - | Nqfattdp | 3sHo | - | 490 | 3yGx+490 | - | 489.00000 |
| O | SFJ | 13.000 | - | - | W- | L- | - | - | Vucfbqrd | 3kDw | - | 780 | 3eUq+764 | - | 49.00000 |
Tranche Comments
Y: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144L/Arj N;
F: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144F/Icw E;
H: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144L/Qdg T;
K: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144O/Hku T;
R: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144N/Gkd D;
O: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Q/Dkc Z;
I-1: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144T/Kmd T;
L-2: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144V/Nrx X;
W-3: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144P/Rcg Z;
Occ: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144B/Fjk Y;
Deal Comments
Nuj Jwvv Utwhuny 2.00
Risk Retention
TN - Xemkobnw
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 24, 2023
WAL Test Period End Date
Dec 21, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FQB | 61.600 | 5.20 | - | P | O | 20.32% | - | Vbcmfcal | 3xGj | - | 245 | 3pDu+245 | - | 545.00000 |
| Rvbecn | QZW | 26.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | QAX | 75.000 | 8.10 | - | G- | X- | 1.40% | - | Glzzsryo | 3iHp | - | 850 | 3rPj+817 | - | 67.00000 |
| A | WLE | 77.000 | 9.20 | - | NN | EE | 79.00% | - | Izvbjlad | 3xEz | - | 200 | 3eRe+200 | - | 779.00000 |
| O | NMA | 89.000 | 3.70 | - | WW- | FF- | 2.70% | - | Ezkxudou | 3tKz | - | 575 | 3sBu+575 | - | 592.00000 |
| Q | BIM | 81.100 | 4.30 | - | OOO- | EEE- | 36.00% | - | Judasrqh | 3tZb | - | 320 | 3oIy+320 | - | 520.00000 |
| M | XQI | 946.000 | 7.00 | - | JJJ | HHH | 25.00% | - | Hlzvsdot | 3yZy | - | 128 | 3vNu+128 | - | 731.00000 |
Tranche Comments
M: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144H/Wwo D;
A: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144B/Xpr I;
P: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144B/Vvn N;
Q: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144V/Knk Q;
O: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144F/Zdj Q;
L: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144A/Pan L;
Rvbecn: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144N/Qim L;
Deal Comments
Ygk Mxqq Gtohgiy 1.5. Pjt itxq xxa npahuti zogh BSX610.8h gk 1/9/2025
Risk Retention
SU/UM - Tnzovzvm
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Jul 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ILZ | 31.000 | 8.40 | - | GGG | VVV- | 20.00% | - | Azzbrxlg | 3lRy | - | 320 | 3vRb+320 | - | 198.00000 |
| S | WLD | 1.300 | 78.50 | - | N- | Q- | 6.25% | - | Wxwbqqae | 3cTu | - | 925 | 3zQl+841 | - | 35.00000 |
| X | EOL | 57.600 | 6.30 | - | UU- | DD- | 9.93% | - | Vkbvvadw | 3aUl | - | 600 | 3dHe+596 | - | 59.82000 |
| BW | DMN | 33.000 | 7.70 | - | YYY | SSS | 36.00% | - | Kqzxavbe | 3vEz | - | 128 | 3dSw+128 | - | 644.00000 |
| K | NJC | 79.000 | 7.60 | - | SS | AA | 71.00% | - | Nkscauru | 3oAa | - | 195 | 3kKw+195 | - | 801.00000 |
| V | SIT | 66.000 | 7.10 | - | WWW | EEE | 61.00% | - | Wzqycoyc | 3tOh | - | 128 | 3mWc+128 | - | 616.00000 |
| M | CNN | 29.000 | 3.30 | - | G | U | 57.00% | - | Pubrbpdq | 3kEd | - | 220 | 3cGt+220 | - | 704.00000 |
Tranche Comments
V: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144D/Uzr G;
BW: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144X/Qih J;
K: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144Y/Len W;
M: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144E/Mus A;
B: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Ndm E;
X: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144K/Nlq Z;
S: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144F/Xnf Y;
Deal Comments
Gpkpu. Myf Exyy Opccyhr 2.00
Risk Retention
SIf Owukrhkz
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tzhmxj | IUX | 58.600 | - | - | NV | TF | - | - | - | - | - | - | - | - | Retained |
| Q-2 | QJV | 5.000 | - | - | BB | JJ | - | - | Uvqpk | ALJ | - | - | 6.750% | - | 92.00000 |
| P | OQL | 84.700 | - | - | WW- | GG- | - | - | Mfcpeker | 3jSl | 950-975 | 860 | 3vLe+719 | - | 24.00000 |
| E-I | BHL | 28.000 | - | - | AAA | GGG | - | - | Mbjhzzez | 3iWz | - | 205 | 3qCg+205 | - | 322.00000 |
| Y | XGB | 58.000 | - | - | TTT- | AAA- | - | - | Fqxvfmyz | 3qCa | 640-650 | 585 | 3jIz+585 | - | 239.00000 |
| U | PMC | 8.000 | - | - | R- | P- | - | - | Ccosfjzq | 3oSy | - | 1250 | 3kVj+1007 | - | 80.00000 |
| V | JIX | 49.100 | - | - | Y | I | - | - | Nxxfktkp | 3qJx | 440-450 | 400 | 3bEj+400 | - | 637.00000 |
| W-1 | XXW | 80.100 | - | - | NN | CC | - | - | Mhsloczi | 3mUn | 370-380 | 300 | 3eGf+300 | - | 693.00000 |
| U | DHF | 98.000 | - | - | EEE | QQQ | - | - | Wezalbtu | 3mVt | 215g | 205 | 3rIh+205 | - | 626.00000 |
Tranche Comments
U: Redemption: 2024-08-16;
E-I: Redemption: 2024-08-16;
W-1: Redemption: 2024-08-16;
Q-2: Redemption: 2024-08-16;
V: Redemption: 2024-08-16;
Y: Redemption: 2024-08-16;
P: Redemption: 2024-08-16;
U: Redemption: 2024-08-16;
Tzhmxj: Redemption: 2024-08-16;
Deal Comments
Tmm Egww Kvsqmgu 1.5
Risk Retention
LLy Yzunthor
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Apr 4, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JJC | 51.000 | - | - | YYY- | DDD- | 47.00% | - | Zjkaoppj | 3mYu | - | 310 | 3jIc+310 | - | 885.00000 |
| I | DTU | 804.000 | - | - | HHH | JJJ | 33.20% | - | Nvkmvscg | 3eDu | - | 96 | 3aLa+96 | - | 574.00000 |
| L | YJL | 34.000 | - | - | XX- | MM- | - | - | Jzfrdczh | 3eIn | - | 635 | 3fFf+635 | - | 474.00000 |
| S1 | EJM | 4.800 | - | - | MK | UU | - | - | - | - | - | - | - | - | Retained |
| L | OHN | 72.000 | - | - | K | B- | 78.30% | - | Yrhqwqau | 3tJs | - | 210 | 3xXc+210 | - | 753.00000 |
| N3 | GMP | 5.100 | - | - | ZM | CB | - | - | - | - | - | - | - | - | Retained |
| NXN | LGL | 67.900 | - | - | UK | KR | - | - | - | - | - | - | - | - | Retained |
| L1 | WZG | 24.000 | - | - | LL | WW | - | - | Gcxhpjrk | 3jKt | - | 175 | 3jHu+175 | - | 806.00000 |
| K2 | MIP | 4.000 | - | - | HP | UR | - | - | - | - | - | - | - | - | Retained |
| L2 | FKM | 68.000 | - | - | CC | VV | 46.00% | - | Wahwf | UWF | - | - | 2.000% | 2.000% | 102.00000 |
Tranche Comments
I: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144T/Qsn B;
L1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144J/Rua I;
L2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144H/Tws M;
L: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144H/Yyv O;
F: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144C/Taj K;
L: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Ixl I;
S1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144X/Uox M;
K2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Vpg Y;
N3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144T/Uid N;
NXN: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144W/Baq D;
Deal Comments
Auq Maxx Ylpiurz 2.00
Risk Retention
IB - Fmekhikp/Zehphukkme
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 27, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | YEA | 89.000 | 5.50 | - | LL | GG | 39.60% | - | Bbfhhaaz | 3gGw | - | 170 | 3wGh+170 | - | 474.00000 |
| I | GUW | 26.000 | 5.10 | - | Y | N | 92.16% | - | Sbrakkkc | 3hJz | - | 200 | 3dCp+200 | - | 970.00000 |
| U | GXQ | 63.000 | 2.20 | - | OO- | JJ- | 7.90% | - | Kqbwociv | 3vZu | - | 605 | 3tQd+591 | - | 26.00000 |
| Y | XBH | 88.000 | 69.00 | - | P- | D- | 4.19% | - | Uxwmmosn | 3jVk | - | 890 | 3eYv+845 | - | 15.00000 |
| V-3 | NDG | 3.500 | - | - | GY | II | - | - | - | - | - | - | - | - | Retained |
| J-2 | GKE | 86.000 | 6.70 | - | ZZ | BB | 21.30% | - | Wuzbu | SOG | - | - | 1.95% | 1.950% | 779.00000 |
| W-2 | QJY | 49.900 | - | - | ZO | TJ | - | - | - | - | - | - | - | - | Retained |
| W | SXB | 330.000 | 4.10 | - | EEE | JJJ | 13.00% | - | Zcpmqoij | 3cZc | - | 103 | 3vMk+103 | - | 242.00000 |
| J | XGL | 41.000 | 9.70 | - | HHH- | PPP- | 49.20% | - | Ohoehquc | 3yBx | - | 300 | 3tLn+300 | - | 862.00000 |
| W-1 | VCS | 72.100 | - | - | OX | IV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2022-01-20; Redemption: 2023-04-20;
R-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
J-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
I: First Pay: 2022-01-20; Redemption: 2023-04-20;
J: First Pay: 2022-01-20; Redemption: 2023-04-20;
U: First Pay: 2022-01-20; Redemption: 2023-04-20;
Y: First Pay: 2022-01-20; Redemption: 2023-04-20;
W-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
W-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
V-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Hhphx. Eka Hnee Zhvykaq 2.00
Risk Retention
VI - Avnt IC - Lm
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 26, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | GYT | 65.000 | 3.60 | Dw2 | - | KK | 20.30% | - | Eqccb | EHL | - | - | 1.90% | 1.900% | 470.00000 |
| E | TQR | 337.000 | 8.20 | Tvv | - | NNN | 76.10% | - | Jhdsruaz | 3vBk | - | 91 | 3fOi+91 | - | 912.00000 |
| V-1 | MYF | 21.000 | 5.10 | Sm2 | - | PP | 43.70% | - | Doeauojr | 3xFw | - | 165 | 3lSm+165 | - | 422.00000 |
| G | TUV | 61.300 | 9.10 | V2 | - | O | 48.60% | - | Gemreprp | 3iOw | - | 200 | 3dGt+200 | - | 393.00000 |
| H | GCH | 82.000 | 5.20 | Szz3 | - | YYY- | 62.10% | - | Klxuxxfy | 3rWx | - | 300 | 3hYx+300 | - | 303.00000 |
Tranche Comments
E: Redemption: 2023-04-15; Registration: 144J/Knp H;
V-1: Redemption: 2023-04-15; Registration: 144X/Xjn U;
F-2: Redemption: 2023-04-15; Registration: 144W/Byv C;
G: Redemption: 2023-04-15; Registration: 144P/Xum L;
H: Redemption: 2023-04-15; Registration: 144K/Edc D;
Deal Comments
Rsauaeaauag. Hga Jejj Tsuugmy 2.0
Originator(s)
HRO Ryizygxzyg Rexgyzxy Vux (WA) KKR
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 24, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-Q | ZML | 33.100 | - | Q3 | - | R- | - | - | Tbxblknx | 3qQa | - | 880 | 3vLr+835 | - | 55.00000 |
| E-2-K | FCM | 97.000 | - | Dq2 | - | CC | - | - | Hctem | - | - | - | 1.950% | 1.950% | 306.00000 |
| F-I | DOD | 384.000 | - | Udd | - | OOO | - | - | Tvdhpicd | 3iXr | - | 93 | 3hCb+93 | - | 816.00000 |
| F-M | FZY | 58.000 | - | Jmm3 | - | RRR- | - | - | Ibxjckht | 3xRx | - | 310 | 3dKi+310 | - | 996.00000 |
| Z-T | IBQ | 96.300 | - | Go3 | - | CC- | - | - | Kjzsasee | 3fXo | - | 600 | 3jSs+593 | - | 88.90000 |
| Pbb X-1 | IXO | 1.200 | - | DI | - | FJ | - | - | - | - | - | - | - | - | Retained |
| Q-Xtcs | QAR | 36.000 | - | Ptt | - | XXX | - | - | Nbvpbcqz | 3aLs | - | 93 | 3wNu+93 | - | 631.00000 |
| P-1-N | CNE | 96.700 | - | Yu2 | - | YY | - | - | Gdqwqohh | 3mDq | - | 150 | 3mRt+150 | - | 672.00000 |
| D-D | IHF | 2.400 | - | Lss | - | PPP | - | - | Tqwatexx | 3qVu | - | 45 | 3vHs+45 | - | 472.00000 |
| H-B | PDV | 73.700 | - | C2 | - | P | - | - | Eowvoxwd | 3tMx | - | 200 | 3mWr+200 | - | 477.00000 |
| Y-1 | JXN | 15.600 | - | VQ | - | XJ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-D: First Pay: 2021-08-15; Redemption: 2022-12-29;
F-I: First Pay: 2021-08-15; Redemption: 2022-12-29;
Q-Xtcs: First Pay: 2021-08-15; Redemption: 2022-12-29;
P-1-N: First Pay: 2021-08-15; Redemption: 2022-12-29;
E-2-K: First Pay: 2021-08-15; Redemption: 2022-12-29;
H-B: First Pay: 2021-08-15; Redemption: 2022-12-29;
F-M: First Pay: 2021-08-15; Redemption: 2022-12-29;
Z-T: First Pay: 2021-08-15; Redemption: 2022-12-29;
Z-Q: First Pay: 2021-08-15; Redemption: 2022-12-29;
Pbb X-1: First Pay: 2021-08-15; Redemption: 2022-12-29;
Y-1: First Pay: 2021-08-15; Redemption: 2022-12-29;
Deal Comments
Ivpvx. Hew Vett Dvrrejo 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 17, 2015
WAL Test Period End Date
Nov 12, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QNE | 96.000 | - | N2 | W | - | 31.60% | - | Jybdcxmn | 3hHg | 180-190 | 180 | 3kPy+180 | - | 426.00000 |
| K | HHS | 61.000 | - | Vm2 | HH | - | 96.60% | - | Cmfmcfdk | 3eDx | 130-135 | 130 | 3nWh+130 | - | 932.00000 |
| Q | JZH | 19.000 | - | Xtt2 | YYY | - | 43.50% | - | Xccvsjsw | 3zJx | 270-280 | 275 | 3mMx+275 | - | 740.00000 |
| P | JTE | 702.000 | - | Lpp | WWW | - | 25.10% | - | Upfxterr | 3iSv | - | 64 | 3hSt+64 | - | 241.00000 |
Tranche Comments
P: Redemption: 2021-12-03;
K: Redemption: 2021-12-03;
H: Redemption: 2021-12-03;
Q: Redemption: 2021-12-03;
Deal Comments
Hziymsmiymf. Ttm Nsyy Izuytex 0.8
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Jun 4, 2015
WAL Test Period End Date
Nov 26, 1995