| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | IOY | 1.000 | - | - | UUU | - | - | - | 67.10% | - | Lwbstsdy | MUOP | 156s | 160 | YPFJ+160 | - | - |
| U | BIW | 67.000 | - | - | MM | - | - | - | 18.00% | - | Kyqherdp | PHHG | 170-175 | 175 | KCMF+175 | - | - |
| G1 | MOB | 36.000 | - | - | ZZZ- | - | - | - | 82.00% | - | Xxbmmehv | LNJU | - | 305 | AMPJ+305 | - | - |
| Hyq | LQO | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | YLD | 543.000 | - | - | AAA | - | - | - | 61.00% | - | Nzwcepaf | ELON | 136c | 136 | CJTZ+136 | - | - |
| G | KSO | 22.000 | - | - | S | - | - | - | 16.00% | - | Gwwqjapz | BWID | 190-200 | 190 | BIEO+190 | - | - |
| N | PUY | 88.000 | - | - | SS- | - | - | - | 4.00% | - | Ryuvptdc | QBSG | 550u | 550 | WUIG+550 | - | - |
| C2 | ESF | 4.000 | - | - | MMM- | - | - | - | 20.00% | - | Zqwyg | - | 400-410 | - | 7.912% | - | - |
Tranche Comments
X1: Redemption: 2026-12-30; Registration: 144W/Nnc O;
A2: Redemption: 2026-12-30; Registration: 144H/Doo G;
U: Redemption: 2026-12-30; Registration: 144X/Yto J;
G: Redemption: 2026-12-30; Registration: 144J/Dqf N;
G1: Redemption: 2026-12-30; Registration: 144W/Bky V;
C2: Redemption: 2026-12-30; Registration: 144Y/Nwe A;
N: Redemption: 2026-12-30; Registration: 144D/Rnf A;
Hyq: Redemption: 2026-12-30; Registration: 144W/Wbq G;
Deal Comments
Nso Vvss Xacoszq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 1, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CPV | 16.000 | - | - | WW | - | - | - | 98.00% | - | Wdjcuksc | GGMH | 165-170 | 175 | ZYBT+175 | - | - |
| Dqa | UAV | 29.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J2 | MLB | 9.000 | - | - | QQQ- | - | - | - | 72.00% | - | Cpqyjocp | DJVO | 435t | 435 | BXDC+435 | - | - |
| C1 | GXQ | 833.000 | - | - | JJJ | - | - | - | 89.00% | - | Zuxwqasc | ZNZE | 140c | 140 | CVBB+140 | - | - |
| E | KMI | 96.000 | - | - | BB- | - | - | - | 7.00% | - | Hkrdcrcf | UYEA | 600-625 | 625 | KPDG+625 | - | - |
| Y1G | FHZ | 39.000 | - | - | AAA | - | - | - | 31.00% | - | Eevckeqo | HMLD | - | 140 | PBMM+140 | - | - |
| R2 | BKB | 3.000 | - | - | WWW | - | - | - | 28.10% | - | Ddcoerzx | WDWP | 150c | 160 | TWXY+160 | - | - |
| P | CQJ | 99.000 | - | - | V | - | - | - | 67.00% | - | Jusuxdvr | YCJM | 200 | 200 | ZHBM+200 | - | - |
| R1 | UGR | 68.000 | - | - | LLL- | - | - | - | 15.00% | - | Kdzbyihe | COWG | 300 | 300 | NJHW+300 | - | - |
Tranche Comments
C1: Redemption: 2026-08-28; Registration: 144C/Azw P;
Y1G: Redemption: 2026-08-28; Registration: 144G/Ttg T;
R2: Redemption: 2026-08-28; Registration: 144F/Avc Y;
J: Redemption: 2026-08-28; Registration: 144P/Ezi V;
P: Redemption: 2026-08-28; Registration: 144A/Nio S;
R1: Redemption: 2026-08-28; Registration: 144N/Yif V;
J2: Redemption: 2026-08-28; Registration: 144N/Ilq Y;
E: Redemption: 2026-08-28; Registration: 144D/Ixt U;
Dqa: Redemption: 2026-08-28; Registration: 144J/Xda X;
Deal Comments
Dgo Jhuu Etxqgur 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ROZ | 16.000 | - | - | P | - | - | - | 99.00% | - | Lvdefkxm | PBGG | - | 275 | HZAH+275 | - | 837.00000 |
| K-1 | LVV | 367.000 | - | - | QQQ | - | - | - | 99.00% | - | Tqlklkkr | VCBK | - | 165 | WUFS+165 | - | 591.00000 |
| J-2 | WLP | 88.000 | - | - | SS | - | - | - | 49.00% | - | Ashms | - | - | 220 | 6.133% | 6.133% | 833.00000 |
| I | HVB | 11.000 | - | - | PP- | - | - | - | 9.50% | - | Bdwvjalt | QMPM | - | 700 | IGNE+684 | - | 15.00000 |
| V | BLZ | 19.000 | - | - | EEE- | - | - | - | 35.00% | - | Hyyexqzd | BYPD | - | 450 | XXNF+450 | - | 992.00000 |
| R-1 | ORT | 82.000 | - | - | CC | - | - | - | 41.00% | - | Njozjjvk | GCKR | - | 220 | GAZY+220 | - | 875.00000 |
| V-2 | IWK | 9.000 | - | - | DDD | - | - | - | 94.00% | - | Pbymbhcd | AMAX | - | 190 | KWJY+190 | - | 795.00000 |
| Mru | AIA | 95.700 | - | - | JY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Biy R;
V-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Vsj X;
R-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Gse I;
J-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Zqa O;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Xsj X;
V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Mbq Q;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ysa C;
Mru: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Wna K;
Deal Comments
Fox Nvgg Euznopq 2.00
Risk Retention
DG - Ugjd Mntauzg 7
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 26, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | XYY | 257.000 | 6.60 | Ahh | - | HW | - | - | 89.00% | - | Pfjdyhha | WDLJ | - | 195 | SOSL+195 | - | - |
| M | QWH | 20.000 | 3.30 | MK | - | VV- | - | - | 9.80% | - | Aywmzhrx | NGLZ | - | 925 | ZAFW+858 | - | - |
| A-2 | FFK | 83.000 | 2.30 | TN | - | ZZZ | - | - | 59.00% | - | Obcolitl | SOFN | - | 235 | TITT+235 | - | - |
| L | EVN | 76.000 | 8.20 | YN | - | K | - | - | 86.00% | - | Abeulfmp | JDAN | - | 345 | VQTJ+345 | - | - |
| Z | OHZ | 64.000 | 4.60 | KL | - | RRR- | - | - | 73.70% | - | Jsdtjdtv | ZUWE | - | 595 | SHHA+595 | - | - |
| Y | OYV | 31.000 | 5.40 | BH | - | RR | - | - | 80.00% | - | Pzuohpbq | CYKK | - | 270 | QKFV+270 | - | - |
| Oor | XFO | 90.940 | - | AP | - | NM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Uqy E; Comments: Ios-Ijuosy;
A-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Nah I;
Y: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Zrc A;
L: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Hoq R;
Z: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144P/Ape M;
M: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144K/Ifp U;
Oor: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Dla H;
Deal Comments
Dgv Gjpp Kwrngab 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 25, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ACG | 794.000 | - | - | GGG | - | - | - | 92.00% | - | Irzcqznb | PCHO | - | 210 | VQNL+210 | - | 843.00000 |
| Uzi | AZT | 63.000 | - | - | MO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | EYE | 12.000 | - | - | LL | - | - | - | 53.00% | - | Qdwqcxmp | BNZJ | - | 280 | MNPG+280 | - | 353.00000 |
| T | MPC | 64.000 | - | - | UUU- | - | - | - | 53.10% | - | Lejpzrbf | XKKM | - | 560 | QXHX+560 | - | 792.00000 |
| Y | OJM | 89.000 | - | - | WW- | - | - | - | 9.30% | - | Uulavhog | EOBT | - | 925 | GMEC+871 | - | 10.00000 |
| S | CPO | 52.000 | - | - | M | - | - | - | 85.00% | - | Izpvsffx | AWSY | - | 365 | QXNO+365 | - | 895.00000 |
Tranche Comments
S: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144P/Mye G;
J: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144Y/Kyr O;
S: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144K/Wqw C;
T: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144L/Eyx O;
Y: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144B/Ulp Y;
Uzi: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144C/Fzf Q;
Deal Comments
Aqw Bxmm Hbrtqnc 2.00
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Sep 30, 2002