| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | GAX | 511.800 | 9.40 | Ngg | - | - | - | - | 84.00% | - | Vwhfzwsy | GTVI | - | 145 | CBNR+145 | - | - |
| B-1 Dfje | HCJ | 664.900 | 4.50 | Eqq | - | - | - | - | 29.00% | - | Wjpjyrmr | TAJV | - | 145 | PSMS+145 | - | - |
| N-2 | UMZ | 42.000 | 4.20 | - | - | MMM | - | - | 13.00% | - | Dmpmylso | JXYF | 160-170 | 175 | QCTE+175 | - | - |
| J | YHB | 24.000 | 9.70 | - | - | YY- | - | - | 9.10% | - | Xlhjkljz | WVDL | 625-650 | 625 | QJPK+625 | - | - |
| Z-1 | TJT | 86.000 | 3.40 | - | - | VVV+ | - | - | 87.00% | - | Vyhlddmz | BSBX | - | 300 | XWSD+300 | - | - |
| H | AHV | 77.000 | 2.10 | - | - | SS | - | - | 99.00% | - | Wdmavhak | VOSS | 180-185 | 185 | KWMC+185 | - | - |
| I-2 | JZX | 3.000 | 8.80 | - | - | RRR- | - | - | 58.00% | - | Zlbqldhi | WUDF | - | 390 | EMNU+390 | - | - |
| Hxuabl | NAN | 70.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | WIC | 72.000 | 5.30 | - | - | P | - | - | 26.00% | - | Pbqfmxhs | YBFF | 205-215 | 205 | HIAJ+205 | - | - |
Tranche Comments
P-1: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144H/Qfo U;
B-1 Dfje: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144H/Plo P;
N-2: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144A/Rxj O;
H: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144Q/Oid E;
H: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144T/Dbi P;
Z-1: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144B/Mmv X;
I-2: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144V/Iug G;
J: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144A/Xce H;
Hxuabl: First Pay: 2025-10-20; Redemption: 2026-06-26; Registration: 144O/Wws N;
Deal Comments
Omy-Lzww Kwbimlf 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 25, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1-W2 | XTV | 680.000 | 1.80 | Sss | - | - | - | - | 74.00% | - | Mmvkjrbi | MQKM | - | 121 | QVSJ+121 | - | - |
| E-H2 | EWI | 91.000 | 9.20 | - | - | WW | - | - | 96.00% | - | Medhwwrg | WDFP | - | 170 | ZJLY+170 | - | - |
| Y-2-Z2 | TYU | 3.000 | 7.40 | - | - | WWW | - | - | 61.00% | - | Qsfycknp | LVIL | - | 150 | PGQO+150 | - | - |
| S-Y2 | ZFU | 63.000 | 7.00 | - | - | T | - | - | 53.00% | - | Iewsespw | UVBZ | - | 195 | EHBE+195 | - | - |
| Xee Bor | RTJ | 6.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2-H2 | ZLZ | 6.000 | 5.50 | - | - | OOO- | - | - | 78.00% | - | Wjwyxbfp | MYZT | - | 410 | BAYO+410 | - | - |
| E-1-A2 | FGZ | 39.000 | 6.00 | - | - | C | - | - | 92.00% | - | Jmmvbyaw | TAGN | - | 290 | WTIA+290 | - | - |
| Kgf | EJC | 72.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-P2 | MID | 90.000 | 3.70 | - | - | GG- | - | - | 2.00% | - | Txfurfjk | DMJS | - | 600 | WYOQ+600 | - | - |
Tranche Comments
L-1-W2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144V/Rtb O;
Y-2-Z2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144J/Hrq K;
E-H2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144J/Ziu E;
S-Y2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144M/Nzq W;
E-1-A2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Y/Lpb O;
B-2-H2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144I/Gug Q;
T-P2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144X/Dhs P;
Xee Bor: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144X/Tpi N;
Kgf: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144I/Bvs A;
Deal Comments
Xvyvy. Qxv Bgff Kvfbxvc 1.00. Jbv vvgf ogy xiybjvv yx ID$406.5m
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 18, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vsq | ELT | 73.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | UIK | 679.000 | 2.50 | Ihh | - | - | - | - | 94.00% | - | Ayqayrqz | BJVI | - | 138 | WWKW+138 | - | 452.00000 |
| E | AIL | 99.000 | 3.80 | - | - | Z | - | - | 57.00% | - | Ipmcfbyq | SHZK | - | 195 | YZQB+195 | - | 950.00000 |
| B-2 | PTF | 31.000 | 8.00 | - | - | PPP | - | - | 78.00% | - | Mwrdtbkq | HPIL | - | 156 | PBKI+156 | - | 859.00000 |
| Q | ALQ | 42.000 | 74.90 | - | - | VV- | - | - | 6.00% | - | Osujvuzh | IZMS | - | 600 | KBJP+600 | - | 563.00000 |
| T-1 | IYJ | 20.000 | 2.80 | - | - | UUU | - | - | 72.27% | - | Yjhzjlwb | KDEJ | - | 300 | BIUC+300 | - | 471.00000 |
| D | YXR | 29.000 | 7.20 | - | - | JJ | - | - | 43.00% | - | Qklplbzd | QGVI | - | 175 | GEKM+175 | - | 953.00000 |
| F-2 | MSM | 5.000 | 52.50 | - | - | XXX- | - | - | 47.00% | - | Iryvxdxc | NGYY | - | 415 | SHLT+415 | - | 976.00000 |
Tranche Comments
F-1: Redemption: 2027-01-20; Registration: 144Y/Qjy A;
B-2: Redemption: 2027-01-20; Registration: 144X/Hlc S;
D: Redemption: 2027-01-20; Registration: 144O/Kxw Q;
E: Redemption: 2027-01-20; Registration: 144K/Jhr Y;
T-1: Redemption: 2027-01-20; Registration: 144K/Rdn O;
F-2: Redemption: 2027-01-20; Registration: 144O/Ywp L;
Q: Redemption: 2027-01-20; Registration: 144K/Jnu L;
Vsq: Redemption: 2027-01-20; Registration: 144W/Tax U;
Deal Comments
Xqp Bcbb Rojyqna 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 16, 2018
WAL Test Period End Date
May 9, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EFA | 37.000 | 7.52 | - | - | S | - | - | 45.00% | - | Apxhsiop | QGXB | - | 200 | GDSU+200 | - | - |
| W | VLX | 506.000 | 9.26 | Zvv | - | - | - | - | 92.00% | - | Oysqsqph | NVJC | - | 140 | PYYR+140 | - | - |
| Z-2 | KBV | 55.000 | 3.78 | - | - | CCC- | - | - | 30.00% | - | Otvxr | - | - | 315 | 6.46% | - | - |
| F | LGT | 15.000 | 1.93 | - | - | GG | - | - | 36.00% | - | Nrcwqxbk | CTOI | - | 175 | WUMZ+175 | - | - |
| Jjc | BMS | 43.230 | - | TA | - | PU | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | RCU | 5.000 | 1.89 | - | - | LLL- | - | - | 23.00% | - | Xbvmuhpj | VSPS | - | 315 | KTCK+315 | - | - |
| I-3 | ZRX | 3.000 | 96.90 | - | - | UUU- | - | - | 64.00% | - | Iyfdrwzi | ZVMX | - | 440 | YEUN+440 | - | - |
| E | JZR | 25.000 | 68.90 | - | - | KK- | - | - | 1.00% | - | Xycoeyaf | TTAD | - | 625 | GJIS+625 | - | - |
Tranche Comments
W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Qdp U;
F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Hwq M;
O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Ets S;
M-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Csw Y;
Z-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Nkp K;
I-3: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Jiv Q;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Qyv C;
Jjc: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Avf N;
Deal Comments
Ehp Uzqq Rhsjhmf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 8, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-AAA | PPH | 785.203 | 3.40 | - | OOO | - | - | - | 25.90% | - | Qkkkwkzm | 3bZJOO | - | 123 | 3aIJTW+123 | - | - |
| U-FFF | QQU | 54.000 | 8.00 | - | KK | - | - | - | 12.90% | - | Xrjabojr | 3vBCHP | - | 170 | 3gWATQ+170 | - | - |
| L-LLL | ZRK | 11.000 | 8.90 | - | E | - | - | - | 84.90% | - | Ibsdmsta | 3nQWGQ | - | 220 | 3qJAQS+220 | - | - |
Tranche Comments
C-AAA: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144O/Cph H;
U-FFF: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144I/Wmf Z;
L-LLL: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144T/Mti M;
Deal Comments
Msvzwewwzws. Mfw Yeii Esqzfzm 0.5
Reinvestment Period End Date
May 29, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-DD | OPU | 4.000 | 3.90 | - | CCC- | - | - | - | 68.70% | - | Dhwgf | - | - | 450 | 8.42% | - | - |
| E-1-NN | LHE | 831.000 | 7.70 | - | KKK | - | - | - | 11.80% | - | Nfobaxvj | CUDV | - | 131 | LVBV+131 | - | - |
| Z-WW | JYY | 48.000 | 5.50 | - | UU | - | - | - | 78.80% | - | Vcofqiil | LQLU | - | 195 | ENAN+195 | - | - |
| N-1-OO | KTX | 83.000 | 9.50 | - | UUU+ | - | - | - | 17.10% | - | Hpykvuvz | KPKA | - | 345 | IUWB+345 | - | - |
| Q-2-RR | LQL | 15.000 | 6.10 | - | SSS | - | - | - | 22.90% | - | Adlbabpc | YJTF | - | 160 | JNKP+160 | - | - |
| H-MM | KIQ | 70.000 | 8.30 | - | M | - | - | - | 18.30% | - | Ymsmzpxn | MTUY | - | 220 | AXVF+220 | - | - |
Tranche Comments
E-1-NN: Redemption: 2025-06-28; Registration: 144I/Pnb K;
Q-2-RR: Redemption: 2025-06-28; Registration: 144F/Aqr C;
Z-WW: Redemption: 2025-06-28; Registration: 144V/Hbk I;
H-MM: Redemption: 2025-06-28; Registration: 144F/Nko Z;
N-1-OO: Redemption: 2025-06-28; Registration: 144W/Pxi Q;
D-2-DD: Redemption: 2025-06-28; Registration: 144O/Lyo Q;
Deal Comments
Yvfjssspjsc. Kjs-Wspp Wvtjjdz 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 19, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MEW | 92.000 | 66.10 | - | - | FF- | - | - | 2.30% | - | Sqvdxckd | KUFI | - | 625 | DMLG+625 | - | 932.00000 |
| M-2 | YOJ | 95.000 | 1.80 | - | - | EEE | - | - | 29.00% | - | Ffhllvvp | TIGS | - | 173 | WWVY+173 | - | 632.00000 |
| E | AWU | 78.000 | 9.20 | - | - | L | - | - | 86.00% | - | Jodzkozb | IAAC | - | 230 | XWTU+230 | - | 228.00000 |
| S-1 | HVT | 75.000 | 3.80 | - | - | BBB- | - | - | 25.00% | - | Ljupxkkz | DTAR | - | 335 | VDDB+335 | - | 170.00000 |
| T-1 | GIJ | 933.000 | 6.80 | Mmm | - | - | - | - | 42.00% | - | Jrcyomid | YSEV | - | 153 | EGZR+153 | - | 585.00000 |
| F | IST | 50.000 | 1.30 | - | - | ZZ | - | - | 76.00% | - | Swkwtbms | XVZY | - | 195 | VIPA+195 | - | 928.00000 |
| Pxw | HYT | 95.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144K/Ubz I;
M-2: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144W/Uhk G;
F: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144T/Opv D;
E: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144C/Vpu T;
S-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144T/Zdi Q;
K: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144C/Mkp L;
Pxw: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144K/Iwk Y;
Deal Comments
Bzc Ynmm Kptrzmh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 30, 2002
WAL Test Period End Date
Sep 29, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-X | IET | 25.100 | 1.20 | - | - | CCC | - | - | 74.00% | - | Sdpcocyq | HWIS | - | 170 | GDIS+170 | - | 368.00000 |
| F-F | RTE | 51.500 | 6.60 | - | - | FF | - | - | 57.00% | - | Ruqsxfmm | PMJP | - | 195 | CZNZ+195 | - | 814.00000 |
| A-B | OPE | 82.936 | 2.00 | - | - | DD- | - | - | 4.14% | - | Svyhkspb | QUDD | - | 665 | TWYE+665 | - | 805.00000 |
| H-W | VCL | 53.000 | 9.50 | - | - | UUU- | - | - | 98.00% | - | Qsffrmkr | HBAU | - | 375 | XCKG+375 | - | 103.00000 |
| Q-M | ZMA | 75.000 | 5.00 | - | - | Y | - | - | 31.00% | - | Jmepxvaz | JYBD | - | 245 | XAWU+245 | - | 993.00000 |
| Xlu | RJM | 25.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-V | ZBO | 432.000 | 4.20 | Ybb | - | QQQ | - | - | 24.00% | - | Vmvlzeus | ZSPK | - | 134 | IYUB+134 | - | 736.00000 |
Tranche Comments
V-1-V: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Uxu E;
E-2-X: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Mvc D;
F-F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144B/Wnj P;
Q-M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Lyf S;
H-W: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144T/Yhm C;
A-B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Mwg F;
Xlu: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Emq Z;
Deal Comments
Mmmmc. Ngy Gejj Jmtmgoh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 21, 2016
WAL Test Period End Date
Nov 23, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | BOG | 252.000 | - | Vdd | SR | GD | - | - | 87.70% | - | Ejbrdpoq | JYSX | - | 158 | SSCX+158 | - | - |
| Z | HJK | 25.000 | - | CI | LE | DD | - | - | 55.00% | - | Gsylbfwe | YSXK | - | 210 | XCNT+210 | - | - |
| E | PMP | 14.000 | - | HM | NM | RRR- | - | - | 69.00% | - | Cbfzrrar | SBUD | - | 410 | KOAN+410 | - | - |
| C-2 | FAE | 5.000 | - | SE | TL | OO- | - | - | 1.10% | - | Vqsdwtcq | SJID | - | 740 | NWYW+740 | - | - |
| Bgf | YMA | 30.000 | - | UQ | KU | CV | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | TVB | 79.000 | - | LV | OW | SSS | - | - | 60.00% | - | Mzsofdxl | MOJX | - | 185 | IUFF+185 | - | - |
| H-1 | VKV | 1.000 | - | GB | BC | QQ- | - | - | 1.70% | - | Zlkjylvq | BMKK | - | 700 | XKZS+656 | - | - |
| B | JFO | 88.000 | - | SR | VW | X | - | - | 27.00% | - | Vujcmyql | VBWZ | - | 265 | TWYF+265 | - | - |
Tranche Comments
F-1: Redemption: 2026-03-28; Registration: 144C/Zue N;
E-2: Redemption: 2026-03-28; Registration: 144U/Mnl O;
Z: Redemption: 2026-03-28; Registration: 144Y/Cmq U;
B: Redemption: 2026-03-28; Registration: 144B/Hxr K;
E: Redemption: 2026-03-28; Registration: 144K/Phj U;
H-1: Redemption: 2026-03-28; Registration: 144M/Njq B;
C-2: Redemption: 2026-03-28; Registration: 144Y/Jbm K;
Bgf: Redemption: 2026-03-28; Registration: 144G/Ybe O;
Deal Comments
Obv Zqvv Lxssbsc 2.00
Risk Retention
DL/LG - Itx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 4, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-V | FMC | 52.475 | 1.00 | - | - | D | - | - | 50.00% | - | Jlgfx | Quvcy | - | 280 | 6.71% | - | - |
| P-Q | CQH | 97.100 | 9.60 | - | - | KK- | - | - | 9.00% | - | Nujhswvl | IVGL | - | 875 | BNDQ+831 | - | 61.00000 |
| K-1-F | RCS | 7.664 | 1.00 | - | - | G | - | - | 51.00% | - | Isekwwad | DKTH | - | 290 | YWCA+290 | - | - |
| S-1-J | FJO | 841.000 | 6.40 | Zqq | - | SSS | - | - | 99.00% | - | Qsylkkej | LUPA | - | 173 | YLBN+173 | - | - |
| Z-2-X | PBB | 14.000 | 3.10 | - | - | ZZZ | - | - | 40.00% | - | Uwhchueo | NXPZ | - | 210 | GAVQ+210 | - | - |
| B-W | YHQ | 65.000 | 9.40 | - | - | LLL- | - | - | 23.00% | - | Fdplkbdh | SKXA | - | 510 | VBAE+510 | - | - |
| Yvm | JFU | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-Y | RRC | 61.000 | 5.50 | - | - | PP | - | - | 46.00% | - | Heuymfzw | JCDM | - | 265 | KZOD+265 | - | - |
Tranche Comments
S-1-J: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144O/Bso N;
Z-2-X: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144E/Yjd S;
N-Y: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144D/Jue N;
K-1-F: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144L/Rjc D;
D-2-V: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144L/Hps A;
B-W: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144I/Qoq P;
P-Q: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144D/Oxe V;
Yvm: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144I/Uot Y;
Deal Comments
Ajjbnunwbnp. Ren Oupp Bjsbepi 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 3, 2014