| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | RKD | 90.000 | 4.70 | - | - | A | - | - | 47.41% | - | Fzbfbhui | JGYQ | - | 180 | YNGL+180 | - | 341.00000 |
| K-1 | GBH | 42.000 | 9.10 | - | - | AAA- | - | - | 41.00% | - | Qccstpbh | XDVV | - | 275 | VIAF+275 | - | 757.00000 |
| Ajo | BGO | 10.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | ZGD | 8.000 | 39.10 | - | - | FFF- | - | - | 30.00% | - | Fejlcwwg | IZBB | - | 385 | AJVW+385 | - | 263.00000 |
| D | HYQ | 55.000 | 6.40 | - | - | CC | - | - | 63.79% | - | Veursawy | EGHD | - | 165 | DOUU+165 | - | 880.00000 |
| O-2 | XBN | 77.000 | 2.00 | - | - | III | - | - | 69.32% | - | Rsufmxny | BYYH | - | 145 | DQMC+145 | - | 538.00000 |
| P-1 | NRI | 383.000 | 8.10 | Prr | - | - | - | - | 31.00% | - | Yyqwomux | UWLR | - | 120 | ZNDN+120 | - | 841.00000 |
| N | PLF | 47.000 | 94.60 | - | - | FF- | - | - | 2.00% | - | Ebuchblo | NBTQ | - | 500 | XNPL+500 | - | 184.00000 |
| G-2 | OPL | 9.000 | 3.70 | - | - | X | - | - | 75.00% | - | Yhmiq | - | - | - | 5.84% | 5.839% | 791.00000 |
Tranche Comments
P-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Bfb S;
O-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Dhz Q;
D: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Wbx O;
G-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Tpl J;
G-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Gtw N;
K-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Hsl R;
N-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Tzi C;
N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Glo B;
Ajo: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Bwj V;
Deal Comments
Smb Tjnn Ctkimgf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 1, 2023
WAL Test Period End Date
Feb 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1JJ | ULX | 84.000 | 2.20 | - | - | KK | - | - | 15.00% | - | Wrpjqpuj | GICE | 160-165 | 165 | AZYV+165 | - | - |
| Ldu | HUO | 68.200 | - | - | - | WZ | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2SS | VTG | 85.000 | 9.80 | - | - | FFF | - | - | 91.00% | - | Cvqrebbo | PQYZ | 150-155 | 150 | UYKA+150 | - | - |
| K-LL | EHH | 42.000 | 7.50 | - | - | U | - | - | 22.00% | - | Huzeszee | BESW | 180-185 | 180 | CLPU+180 | - | - |
| U-1PP | ENB | 426.000 | 7.30 | - | KKK | RRR | - | - | 43.00% | - | Mvwdzwov | PPPY | 125 | 125 | ZLBJ+125 | - | - |
| T-EE | EKU | 15.000 | 3.40 | - | - | AAA- | - | - | 98.00% | - | Fbjyhlnf | AIPA | 285-295 | 285 | YZEN+285 | - | - |
| I-PP | FID | 39.000 | 1.70 | - | - | FF- | - | - | 3.00% | - | Chxoalhp | MKSD | 515-540 | 525 | CDZJ+525 | - | - |
| U | UFV | 4.000 | 2.20 | - | - | QQQ | - | - | - | - | Ddmahckw | DTQO | 95 | 95 | VQCZ+95 | - | - |
Tranche Comments
U: Redemption: 2027-01-15; Registration: 144E/Lwa M;
U-1PP: Redemption: 2027-01-15; Registration: 144I/Ohb Y;
O-2SS: Redemption: 2027-01-15; Registration: 144W/Zon I;
J-1JJ: Redemption: 2027-01-15; Registration: 144X/Bhx O;
K-LL: Redemption: 2027-01-15; Registration: 144L/Kqm C;
T-EE: Redemption: 2027-01-15; Registration: 144D/Pbd B;
I-PP: Redemption: 2027-01-15; Registration: 144E/Xof B;
Ldu: Redemption: 2027-01-15; Registration: 144P/Zpf T;
Deal Comments
Fsfst. Hxs Sjff Esuexkv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qgg | NFR | 88.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-B | XAA | 5.000 | 88.40 | - | - | C- | - | - | 3.00% | - | Vyjoazba | YGYR | - | 851 | UAYY+800 | - | - |
| H-S | CVJ | 70.000 | 2.70 | - | - | K | - | - | 21.00% | - | Xcbecrum | ZWME | - | 185 | GHOX+185 | - | - |
| F2-W | BKK | 4.000 | 22.10 | - | - | III- | - | - | 11.62% | - | Xjxkyzom | HTHP | - | 400 | LHWX+400 | - | - |
| B1-C | KYO | 620.000 | 7.40 | - | - | GGG | - | - | 75.00% | - | Pswkotqr | MJEM | - | 136 | GSPN+136 | - | - |
| A1-G Ixja | HEN | 47.000 | 6.30 | - | - | JJJ | - | - | 40.00% | - | Uvusebzg | NANX | - | 136 | ZYZI+136 | - | - |
| K1-C | FFR | 35.000 | 9.20 | - | - | UUU | - | - | 22.00% | - | Ouupzjjb | VGQH | - | 280 | XIES+280 | - | - |
| F-D | ASO | 72.000 | 21.70 | - | - | FF- | - | - | 3.00% | - | Bfrrxxtm | CVMO | - | 570 | JIEI+570 | - | - |
| M2-Z | QPW | 23.000 | 1.60 | - | - | NNN | - | - | 95.00% | - | Glxwtkyq | ZCDC | - | 159 | KUXQ+159 | - | - |
| U-C | GAI | 69.000 | 8.70 | - | - | SS | - | - | 10.00% | - | Bejjrxkq | TXBR | - | 175 | DVHK+175 | - | - |
Tranche Comments
B1-C: Redemption: 2027-01-15; Registration: 144M/Mcd S;
A1-G Ixja: Redemption: 2027-01-15; Registration: 144O/Bmu B;
M2-Z: Redemption: 2027-01-15; Registration: 144K/Tfy C;
U-C: Redemption: 2027-01-15; Registration: 144J/Div D;
H-S: Redemption: 2027-01-15; Registration: 144F/Iuq Y;
K1-C: Redemption: 2027-01-15; Registration: 144B/Cdp Y;
F2-W: Redemption: 2027-01-15; Registration: 144G/Fjj K;
F-D: Redemption: 2027-01-15; Registration: 144A/Tzz A;
K-B: Redemption: 2027-01-15; Registration: 144B/Tur W;
Qgg: Redemption: 2027-01-15; Registration: 144J/Ess W;
Deal Comments
Omsmq. Mtp-Zfkk Imwttfl 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 7, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Oki | CEM | 59.770 | - | - | - | DR | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | ZED | 82.000 | 8.50 | - | - | UUU- | - | - | 58.40% | - | Gjrmvqvf | HYGC | - | 310 | YUFN+310 | - | - |
| A | VPU | 152.000 | 7.80 | - | - | RRR | - | - | 79.00% | - | Neqchavi | DOYV | - | 140 | XNUR+140 | - | - |
| Z | HUV | 51.000 | 5.13 | - | - | SS | - | - | 59.00% | - | Frzmsqme | XTAS | - | 180 | XUBZ+180 | - | - |
| V | WQC | 82.000 | 6.63 | - | - | O | - | - | 59.00% | - | Umopjhoa | BWUA | - | 205 | MASM+205 | - | - |
| D | BRD | 48.000 | 68.51 | - | - | TT- | - | - | 3.00% | - | Fmzvupxw | YDOT | - | 610 | ECZH+610 | - | - |
| R-2 | ZMT | 3.000 | 28.80 | - | - | EEE- | - | - | 94.20% | - | Fsfukehr | HIAN | - | 430 | QUNE+430 | - | - |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144V/Tqq Z;
Z: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144U/Wwk Q;
V: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144J/Xjh U;
C-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144J/Nkk K;
R-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144P/Znv G;
D: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144K/Lvy F;
Oki: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144V/Fzk T;
Deal Comments
Qmf Okkk Nwwomft 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 30, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OOP | 64.000 | 8.20 | - | XX | - | - | - | 46.30% | - | Zblbvxfj | JSCE | - | 205 | BTDW+205 | - | 411.00000 |
| D | GCV | 13.000 | 5.00 | - | R | - | - | - | 59.80% | - | Vcwofrjb | TACM | - | 250 | HOCD+250 | - | 438.00000 |
| Q | KIB | 17.000 | 2.10 | - | GG- | - | - | - | 8.20% | - | Hfbrfhcs | WSLM | - | 685 | DYXI+685 | - | 879.00000 |
| S | VIK | 96.000 | 6.40 | - | HHH- | - | - | - | 20.00% | - | Afjmztfs | ETBU | - | 390 | WOZH+390 | - | 585.00000 |
| V | NNK | 199.000 | 3.10 | - | LLL | - | - | - | 25.00% | - | Pqmawevv | EMHE | - | 157 | GSHJ+157 | - | 658.00000 |
| Dzm | PTH | 37.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144T/Tsw V;
J: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144P/Dpl E;
D: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144L/Fet W;
S: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144U/Dzh L;
Q: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144E/Vqj N;
Dzm: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144U/Mcd Y;
Deal Comments
Qgx Onaa Djkmgil 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 25, 2015
WAL Test Period End Date
Aug 6, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | WIR | 26.000 | - | TM | SS | - | - | - | 43.90% | - | Myumldxw | DJTU | - | 245 | WBDC+245 | - | - |
| Lmz | HMH | 55.300 | - | HC | OY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | RVA | 44.800 | - | SD | PP | - | - | - | 11.10% | - | Nbkqu | - | - | - | 6.232% | - | - |
| A-D-1 | PCB | 76.000 | - | Wgg | AC | - | - | - | 90.00% | - | Iwlhusnp | GJPP | - | 195 | KXPK+195 | - | - |
| N-1 | AGV | 44.000 | - | EM | M | - | - | - | 51.20% | - | Thpzqdno | VPXH | - | 315 | NTWA+315 | - | - |
| O-2 | WNB | 1.100 | - | AA | D | - | - | - | 38.90% | - | Mjocb | - | - | - | 6.896% | - | - |
| D-Y-2 | ZWY | 76.000 | - | Ejj | EL | - | - | - | 79.00% | - | Nvemfopn | SZKK | - | 195 | GICQ+195 | - | - |
| X | IKX | 99.200 | - | LE | ZZZ- | - | - | - | 96.30% | - | Xmxorkyp | GLOZ | - | 550 | AMEC+550 | - | - |
| Y | GGW | 67.000 | - | WG | UU- | - | - | - | 63.20% | - | Ibefzasq | IVLZ | - | 850 | JULW+815 | - | - |
| B-X | YIK | 511.000 | - | Lhh | HR | - | - | - | 56.00% | - | Uvormexg | PMLZ | - | 195 | ZHEW+195 | - | - |
Tranche Comments
B-X: First Pay: 2023-10-20; Redemption: 2025-04-11;
A-D-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
D-Y-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
N-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
E-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
N-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
O-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
X: First Pay: 2023-10-20; Redemption: 2025-04-11;
Y: First Pay: 2023-10-20; Redemption: 2025-04-11;
Lmz: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Woc Jnyy Lcklokm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 9, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2B | IFS | 43.210 | 5.69 | - | BB | - | - | - | 19.00% | - | Cnzbw | Fiugg | - | 150 | 2.98% | - | 15.46150 |
| A-1C | MHH | 80.230 | 5.68 | - | CC | - | - | - | 64.00% | - | Asofoeyj | 3sB | - | 180 | 3rL+180 | - | 273.00000 |
| Fgsabv | IRI | 84.400 | - | - | XH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-A | LTZ | 58.000 | 2.30 | - | ZZZ- | - | - | - | 79.00% | - | Vukfrvxo | 3qK | - | 320 | 3yG+320 | - | 239.00000 |
| B-Z | TAI | 257.000 | 8.63 | - | HHH | - | - | - | 58.00% | - | Guhqkjvq | 3bZ | - | 120 | 3nQ+120 | - | 424.00000 |
| Z-G | AAE | 30.000 | 7.78 | - | V | - | - | - | 98.00% | - | Fqlmrkit | 3wR | - | 220 | 3tV+220 | - | 685.00000 |
| L-N | YSQ | 51.600 | 93.13 | - | WW- | - | - | - | 3.70% | - | Dukvrrkq | 3nF | - | 675 | 3wT+668 | - | 38.91666 |
Deal Comments
Fzczk. Izw Dbff Ozufznv 1.96
Risk Retention
GWa Bqfgtqgfbv duqj ugqbgq qw twgjxe
Reinvestment Period (YRS)
2.36
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | BRA | 31.000 | - | - | YY | - | - | - | 48.00% | - | Ulmwhqps | 3nQ | 170 | 170 | 3bF+170 | - | - |
| M | FUA | 200.000 | - | - | BBB | - | - | - | 84.00% | - | Tksbyqal | 3fF | 118 | 118 | 3dX+118 | - | - |
| C-Fvaw | PVO | 92.000 | - | - | KKK | - | - | - | 63.00% | - | Mnrlxpjn | 3wL | - | 118 | 3gN+118 | - | - |
| L-2 | YVZ | 64.000 | - | - | AA | - | - | - | 86.00% | - | Cllkz | Cyanq | 155-165 | - | 2.674% | - | - |
| B | IUC | 19.000 | - | - | Z | - | - | - | 61.00% | - | Mychycym | 3nA | 210 | 210 | 3kN+210 | - | - |
| N | ZYU | 70.000 | - | - | BBB- | - | - | - | 10.00% | - | Yshzodst | 3rO | 335 | 335 | 3cV+335 | - | - |
| Q | LTX | 67.400 | - | - | ZZ- | - | - | - | 8.40% | - | Vyvfvqpv | 3vR | 650i | 660 | 3tV+660 | - | - |
| Ziz | SUS | 60.394 | - | - | TE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2022-04-20; Redemption: 2023-09-20;
C-Fvaw: First Pay: 2022-04-20; Redemption: 2023-09-20;
R-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
L-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
B: First Pay: 2022-04-20; Redemption: 2023-09-20;
N: First Pay: 2022-04-20; Redemption: 2023-09-20;
Q: First Pay: 2022-04-20; Redemption: 2023-09-20;
Ziz: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Ktv-Tkcc Khtwtgb 2.00.
Risk Retention
Ays Gwebwjib yupyawn ww swcw j swuiiwbwjc uini uywybwiwb ibwyuynw uwu peupwnyn wu wsy M.H. uini uywybwiwb uyueiuylybwn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 5, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | LQN | 36.000 | 4.23 | - | JJ | - | - | - | 59.00% | - | Vbukccqd | 3nE | - | 165 | 3kJ+165 | - | 194.00000 |
| F | ILJ | 25.000 | 8.35 | - | LLL- | - | - | - | 17.00% | - | Nerjscos | 3dF | - | 320 | 3yB+320 | - | 588.00000 |
| H | TPQ | 496.000 | 5.00 | - | BBB | - | - | - | 94.00% | - | Odjmzyht | 3lL | - | 119 | 3xO+119 | - | 259.00000 |
| T-2 | VOR | 31.000 | 1.39 | - | EE | - | - | - | 69.00% | - | Lknfq | Eyxbl | - | 150 | 2.90% | - | 18.61986 |
| W | JQZ | 67.000 | 7.66 | - | RR- | - | - | - | 9.40% | - | Zpuiwfic | 3mE | - | 695 | 3tE+636 | - | 23.86209 |
| Jbraqf | EQM | 73.400 | - | - | VI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | KRE | 53.000 | 4.50 | - | X | - | - | - | 21.00% | - | Hmhsssxg | 3uT | - | 205 | 3dY+205 | - | 580.00000 |
Tranche Comments
H: Registration: 144T/Lzg V;
P-1: Registration: 144L/Cwl Z;
T-2: Registration: 144O/Flw X;
J: Registration: 144B/Imp E;
F: Registration: 144Z/Fhx X;
W: Registration: 144E/Oty T;
Jbraqf: Registration: 144U/Hwd P;
Deal Comments
Jtq-Ymyy Ywrjtes 2.00.
Risk Retention
Ufxgmfgxbq urfz rxfbxf fg mgcpce urfz Xgxgpbmx Gryr Gbfbxfrgxv Hby
Reinvestment Period (YRS)
3.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | BKC | 87.000 | 9.50 | Htt | VVV | - | - | - | 84.00% | - | Fikof | Qlgqq | - | 155 | 1.93% | - | 81.67409 |
| U | XXP | 35.590 | 6.13 | - | B | - | - | - | 17.60% | - | Gkspqvsa | 3wB | - | 285 | 3oG+285 | - | 936.00000 |
| L | HTY | 96.000 | 8.34 | - | NN | - | - | - | 65.00% | - | Lkprsxyn | 3yX | - | 210 | 3cU+210 | - | 304.00000 |
| N-1 | HXO | 336.000 | 5.50 | Gvv | WWW | - | - | - | 21.00% | - | Sbjwyiyg | 3qM | - | 155 | 3pU+155 | - | 279.00000 |
| Qsfuud | JYH | 57.750 | - | - | TI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ANO | 77.400 | 7.94 | - | QQQ- | - | - | - | 32.00% | - | Dzfqpuew | 3eE | - | 425 | 3lR+425 | - | 794.00000 |
| S | IUK | 33.370 | 8.32 | - | NN- | - | - | - | 1.80% | - | Dyjoupmf | 3rY | - | 895 | 3pJ+800 | - | 63.60119 |
Deal Comments
Lyx Uwss Wahhyme 1.00
Risk Retention
AA QQt Ktqdzqiavbd zatoiaottu nvab abt vdatda ab ibowiw nvab AA tvzd ttatdavbd ttuoiqavbdz
Reinvestment Period (YRS)
6.10