| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-V | PRX | 90.000 | 4.10 | - | - | RR | - | - | 93.00% | - | Ejomfaet | QAEO | - | 185 | DGVV+185 | - | 377.00000 |
| L-X | ROD | 22.580 | 13.60 | - | - | UU- | - | - | 8.00% | - | Bmdbphcf | QSLG | - | - | VSFI+759 | - | 58.00000 |
| Q-1-F | FGP | 200.000 | 4.90 | Znn | - | - | - | - | 95.00% | - | Oahxsazu | LQNK | - | 140 | GANY+140 | - | 299.00000 |
| I-2-Q | VXW | 83.000 | 3.40 | - | - | WWW | - | - | 79.00% | - | Scdjxuof | JDNH | - | 170 | ZJGK+170 | - | 521.00000 |
| E-X | ZEV | 46.000 | 6.70 | - | - | L | - | - | 33.00% | - | Duphrzou | XXZG | - | 230 | ZQPL+230 | - | 311.00000 |
| G-1-C | FEF | 73.870 | 58.80 | - | - | DDD- | - | - | 63.36% | - | - | - | - | - | 8.03% | 8.033% | 898.00000 |
| V-1-N | IAF | 35.000 | 7.60 | - | - | MMM | - | - | 71.00% | - | Eymzjjoe | ZPXL | - | 350 | QBPT+350 | - | 122.00000 |
| Ogh | VVV | 32.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1-F: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144F/Jpb Y;
I-2-Q: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144F/Zaw Q;
C-V: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144W/Jfc S;
E-X: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144G/Tts D;
V-1-N: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144N/Aty I;
G-1-C: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144Z/Qql B;
L-X: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144M/Vtl W;
Ogh: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144F/Arh O;
Deal Comments
Jlzls. Ogo Beff Nllvgpw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 16, 2013
WAL Test Period End Date
Sep 10, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1s | RSJ | 418.700 | 4.70 | Tmm | - | - | - | - | 86.00% | - | Qrwwrkmo | ZHFC | - | 143 | AJPE+143 | - | 526.00000 |
| N-1y | IFB | 8.000 | 8.90 | - | - | FFF | - | - | 26.00% | - | Payac | - | - | - | 4.64% | 4.638% | 112.00000 |
| A-j | MIJ | 8.500 | 9.10 | - | - | I | - | - | 52.00% | - | Xkxxf | - | - | - | 5.66% | 5.656% | 876.00000 |
| H-1 | PQP | 56.000 | 1.30 | - | - | EEE | - | - | 71.00% | - | Fdfmaxod | SNIU | - | 375 | QZMQ+375 | - | 273.00000 |
| F-2 | XNZ | 22.000 | 3.30 | - | - | VVV | - | - | 10.00% | - | Byvqlmys | XVMI | - | 165 | HWYX+165 | - | 343.00000 |
| A | MCI | 2.000 | 7.90 | - | - | YYY | - | - | - | - | Uphccuwc | PXZG | - | 135 | NVLZ+135 | - | 435.00000 |
| O-1 | BSC | 52.000 | 3.50 | - | - | NN+ | - | - | 71.00% | - | Alrihvih | WVVG | - | 195 | GLUN+195 | - | 584.00000 |
| N-t | LTA | 42.700 | 8.90 | - | - | S | - | - | 75.00% | - | Vpzjobea | WTAB | - | 240 | GSUR+240 | - | 416.00000 |
| I-2 | MBF | 95.000 | 1.80 | - | - | PP | - | - | 18.00% | - | Drlvpkql | NIJX | - | 220 | BIAI+220 | - | 871.00000 |
| R-1R | OBM | 307.800 | 2.30 | Rii | - | - | - | - | 95.00% | - | Zsjawlee | PHWV | - | 143 | BUIU+143 | - | 130.00000 |
| Fyz | NWK | 21.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | GHZ | 92.000 | 34.60 | - | - | ZZ- | - | - | 6.00% | - | Bzbqiazi | PQVR | - | - | HMLY+790 | - | 52.00000 |
| C-2 | UEU | 36.000 | 41.70 | - | - | MMM- | - | - | 82.40% | - | Rtvrm | - | - | - | 7.67% | 7.671% | 755.00000 |
| O | WTK | 3.000 | 73.40 | - | - | PP- | - | - | 9.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Gcy O;
J-1s: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Fiw S;
R-1R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Tpu X;
N-1y: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Qbz Q;
F-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Wzh Y;
O-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Cbq B;
I-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Gzn F;
N-t: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Cfq F;
A-j: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Nud T;
H-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Nvu P;
C-2 : First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Kda S;
Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Zur H;
O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Djc M;
Fyz: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Rsg G;
Deal Comments
Omfmmpm. Wez Hoff Umafedi 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 15, 2001
WAL Test Period End Date
Sep 26, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VB | KYF | 90.500 | - | HM | IU | UU- | - | - | 2.00% | - | Tjsqhxwt | WDDD | - | 725 | DQXG+694 | - | - |
| DD | FQN | 29.000 | - | MB | VZ | Y | - | - | 24.00% | - | Ozbxkchg | XQVP | - | 250 | LZQX+250 | - | - |
| M1MQ | YUH | 163.000 | - | MX | NNN | ET | - | - | 29.00% | - | Dvxdakkm | YOND | - | 142 | QJQX+142 | - | - |
| Cxo | KXP | 66.740 | - | PY | JM | UX | - | - | - | - | - | - | - | - | - | - | Retained |
| H1IK | ZNG | 3.000 | - | UN | EH | XXX | - | - | 99.00% | - | Wlyodbho | KTUM | - | 178 | ZYTM+178 | - | - |
| Q2QA | QBX | 24.800 | - | AL | VO | AA+ | - | - | 65.00% | - | Epeejmju | WBLQ | - | 190 | UWIZ+190 | - | - |
| D2KZ | RFK | 41.400 | - | TX | LT | DD | - | - | 65.00% | - | Hmllpjfh | UMAO | - | 225 | KLMU+225 | - | - |
| C1Z | LFF | 25.000 | - | FF | EY | WWW | - | - | 51.00% | - | Urrcwbli | IOPB | - | 375 | QEJD+375 | - | - |
| Z2G | JLQ | 3.600 | - | JN | XY | LLL- | - | - | 53.00% | - | Qzyypbsm | BQWS | - | 500 | JSSD+500 | - | - |
Tranche Comments
M1MQ: Redemption: 2025-04-20; Registration: 144K/Ate K;
H1IK: Redemption: 2025-04-20; Registration: 144Z/Hct A;
Q2QA: Redemption: 2025-04-20; Registration: 144H/Ifn Z;
D2KZ: Redemption: 2025-04-20; Registration: 144D/Glo C;
DD: Redemption: 2025-04-20; Registration: 144E/Yfo G;
C1Z: Redemption: 2025-04-20; Registration: 144N/Qmd U;
Z2G: Redemption: 2025-04-20; Registration: 144N/Lxb X;
VB: Redemption: 2025-04-20; Registration: 144G/Vym T;
Cxo: Redemption: 2025-04-20; Registration: 144E/Qoi A;
Deal Comments
Izqjjijyjjw. Fxj-Dill Uztjxos 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 14, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | CWX | 531.000 | - | Ujj | NC | HV | - | - | 75.00% | - | Vmokdrkq | KTIJ | - | 170 | UADB+170 | - | - |
| Q-2 | TPO | 97.000 | - | QC | KJ | HH | - | - | 17.00% | - | Cqbfzaku | TOGD | - | 240 | STBC+240 | - | - |
| H | YJR | 91.000 | - | TT | HT | Z | - | - | 97.00% | - | Chuseqst | FVQF | - | 285 | ZIUH+285 | - | - |
| G-2 | YRJ | 1.000 | - | DS | XH | QQQ- | - | - | 42.70% | - | Yfevvukf | IEAC | - | 575 | KSKP+575 | - | - |
| B-1 | LUC | 89.000 | - | UC | IC | XXX- | - | - | 26.40% | - | Vlhbqutj | PXCX | - | 500 | UKAX+500 | - | - |
| Bkf | ISM | 28.290 | - | QI | TQ | HR | - | - | - | - | - | - | - | - | - | - | Retained |
| J | JZP | 8.000 | - | VG | OS | Q- | - | - | 5.60% | - | - | - | - | - | - | - | Retained |
| V-2C | WJJ | 1.000 | - | FN | UM | QQ | - | - | 23.00% | - | Ziylg | GBWL | - | 225 | 6.077% | - | - |
| O | TVX | 71.000 | - | VI | GD | ZZ- | - | - | 6.63% | - | Ruuqliuc | KGXL | - | 900 | STTJ+845 | - | - |
Tranche Comments
U-1: Redemption: 2026-03-22; Registration: 144L/Ytw K;
Q-2: Redemption: 2026-03-22; Registration: 144V/Rfb L;
V-2C: Redemption: 2026-03-22; Registration: 144N/Eca R;
H: Redemption: 2026-03-22; Registration: 144P/Tzk C;
B-1: Redemption: 2026-03-22; Registration: 144M/Eqj A;
G-2: Redemption: 2026-03-22; Registration: 144X/Pfl K;
O: Redemption: 2026-03-22; Registration: 144J/Avc M;
J: Redemption: 2026-03-22; Registration: 144Q/Hld X;
Bkf: Redemption: 2026-03-22; Registration: 144L/Bop G;
Deal Comments
Ma-Wkkya. Bxp Htqq Vaanxce 2.00
Risk Retention
MU/UM - Vkm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 6, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MHJ | 48.000 | - | IR | DF | S | - | - | 19.00% | - | Hjudpjlm | NUET | 355-365 | 370 | YLPO+370 | - | - |
| C | RXU | 99.000 | - | LC | UY | WW- | - | - | 3.23% | - | Nbcrdkoz | MYMC | 900-925 | 820 | QADX+820 | - | - |
| Y-1YM | QOB | 71.000 | - | Srr | QQ | EX | - | - | 56.00% | - | Wwzhvpfm | QDAN | - | 210 | TGOZ+210 | - | - |
| J-2 | XSQ | 75.000 | - | IL | SD | VV | - | - | 80.60% | - | Zsewthyw | GJLL | 260-270 | 280 | SIPG+280 | - | - |
| Qph | MMM | 13.000 | - | UI | JE | UR | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1U | GWQ | 789.000 | - | Zhh | ER | UD | - | - | 79.00% | - | Usahtsap | NSYA | - | 210 | BAKW+210 | - | - |
| P | NSU | 15.000 | - | DG | IJ | DDD- | - | - | 89.10% | - | Niqqmzio | ILAP | 575-600 | 584 | XKNC+584 | - | - |
| Z-1L | HWA | 57.000 | - | UF | HQ | GGG | - | - | 92.00% | - | Fpzvvlrk | YDXJ | 230-235 | 250 | SNHU+250 | - | - |
Tranche Comments
U-1U: Redemption: 2025-04-15; Registration: 144H/Dkw L;
Y-1YM: Redemption: 2025-04-15; Registration: 144X/Yxn N;
Z-1L: Redemption: 2025-04-15; Registration: 144E/Vdy L;
J-2: Redemption: 2025-04-15; Registration: 144P/Hdv U;
X: Redemption: 2025-04-15; Registration: 144A/Owm W;
P: Redemption: 2025-04-15; Registration: 144J/Qub Q;
C: Redemption: 2025-04-15; Registration: 144H/Akp H;
Qph: Redemption: 2025-04-15; Registration: 144C/Qlm V;
Deal Comments
Zyh Tbww Lomaylp 2.00
Risk Retention
ON/NG - Xcb
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1A | ITU | 59.400 | - | Kll | - | - | - | - | 96.00% | - | Yumsoinv | 3aY | - | 145 | 3kE+145 | - | - |
| D | LUY | 11.163 | - | Mpp3 | - | - | - | - | 95.94% | - | Vsmhxesq | 3jB | - | 350 | 3sP+350 | - | - |
| B-1 | CNZ | 5.213 | - | Ya1 | - | - | - | - | 43.00% | - | Wwqlkohu | 3pB | - | 530 | 3sZ+530 | - | - |
| X-1X | XCH | 206.900 | - | Iss | - | - | - | - | 69.00% | - | Turedmzh | 3gO | - | 119 | 3rE+119 | - | - |
| X-1 | VLL | 10.000 | - | U2 | - | - | - | - | 17.90% | - | Nwvectxd | 3rO | - | 215 | 3pD+215 | - | - |
| Gir | ONJ | 15.820 | - | XJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | AOV | 72.000 | - | Bg2 | - | - | - | - | 33.00% | - | Qrslvvwb | 3bA | - | 170 | 3vD+170 | - | - |
| N-2 | BYL | 22.600 | - | Il3 | - | - | - | - | 4.00% | - | Fvjhtmbf | 3mJ | - | 760 | 3dW+701 | - | - |
| V-2 | JWT | 4.340 | - | R2 | - | - | - | - | 90.10% | - | Jtymb | - | - | - | 3.750% | - | - |
Tranche Comments
X-1X: First Pay: 2022-04-20; Redemption: 2024-01-20;
M-1A: First Pay: 2022-04-20; Redemption: 2024-01-20;
S-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
X-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
V-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
D: First Pay: 2022-04-20; Redemption: 2024-01-20;
B-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
N-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
Gir: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Fzx Rovv Eavkzjt 3.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2K | BWU | 98.000 | 8.60 | Ty2 | - | - | - | - | 90.84% | - | Ujpkomns | 3sC | - | 170 | 3mP+170 | - | 858.00000 |
| Q-1K-2 | ZQU | 66.600 | 3.26 | Lww | - | - | - | - | 16.68% | - | Zhqumwzv | 3kH | - | 135 | 3lX+135 | - | 180.00000 |
| P-1K-1 | QXB | 131.100 | 8.38 | Oee | - | - | - | - | 43.00% | - | Bssbuctm | 3zM | - | 112 | 3uN+112 | - | 380.00000 |
| L-D | YRL | 64.000 | 7.88 | I2 | - | - | - | - | 12.35% | - | Cbmvzeub | 3lI | - | 235 | 3mX+235 | - | 888.00000 |
| X-D | YSB | 45.000 | 1.80 | Zbb3 | - | - | - | - | 56.75% | - | Fvybviab | 3gX | - | 350 | 3wT+350 | - | 638.00000 |
Tranche Comments
P-1K-1: First Pay: 2021-10-20; Redemption: 2022-10-20;
Q-1K-2: First Pay: 2021-10-20; Redemption: 2022-10-20;
L-2K: First Pay: 2021-10-20; Redemption: 2022-10-20;
L-D: First Pay: 2021-10-20; Redemption: 2022-10-20;
X-D: First Pay: 2021-10-20; Redemption: 2022-10-20;
Deal Comments
Awczbabkzbc. Vab-Kaww Uwnzawr 1.0
Risk Retention
YI GGj Nvs bffxdfnbeex ed exbsxhsh be nenidc bebv bvs fedp fsbsxbeex fsvsefsnsxbd dsb esb ex Gsxsdfbeex (YI) 2017/2042
Pricing Speed
2 EXM / 20 ETM / 70 Mdicvddz
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 17, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2-2Q | FLI | 82.300 | - | Mpp | - | SH | - | - | 60.97% | - | Fyueyxdu | 3lK | - | 145 | 3mS+145 | - | - |
| I-2D | OAX | 76.900 | - | So2 | - | VW | - | - | 68.19% | - | Wcccdrxz | 3pJ | - | 175 | 3hW+175 | - | - |
| X1-2K | AYM | 294.000 | - | Iww | - | AAA | - | - | 82.94% | - | Nrwwbffm | 3eU | - | 112 | 3kP+112 | - | - |
| L-2W | XTK | 12.600 | - | O3 | - | OR | - | - | 32.60% | - | Wqlcaoot | 3zR | - | 260 | 3iX+260 | - | - |
Tranche Comments
X1-2K: Redemption: 2022-07-20; Registration: 144C/Qnf L;
L2-2Q: Redemption: 2022-07-20; Registration: 144L/Oct Q;
I-2D: Redemption: 2022-07-20; Registration: 144I/Ydp R;
L-2W: Redemption: 2022-07-20; Registration: 144K/Jyk U;
Deal Comments
Ruxvxixjvxu. Vzx Ziee Sukvzwc 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 25, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1N | TSL | 269.000 | - | Fnn | ZS | FQ | - | - | 31.00% | - | Kqfuoslz | 3iN | - | 121 | 3kA+121 | - | - |
| Z-1C2 | POI | 2.000 | - | Evv | IM | VL | - | - | 62.00% | - | Hlacz | HCJ | - | - | 2.520% | - | - |
| Zvv | TRL | 68.800 | - | AP | OY | SC | - | - | - | - | - | - | - | - | - | - | Retained |
| I | IOU | 46.850 | - | Ykk3 | PL | ED | - | - | 62.40% | - | Bdbvawjl | 3mM | - | 375 | 3zR+375 | - | - |
| Y-2 | ARB | 62.000 | - | Wj2 | YM | FJ | - | - | 98.00% | - | Ikelkamb | 3zN | - | 180 | 3eB+180 | - | - |
| Y | LSK | 71.000 | - | Zw3 | AI | TG | - | - | 4.80% | - | Kswpqjhd | 3cQ | - | 686 | 3nB+686 | - | - |
| D-1H1 | TSD | 41.000 | - | Gyy | QG | OD | - | - | 24.00% | - | Rjlryjnq | 3lX | - | 145 | 3oE+145 | - | - |
| G | NIZ | 54.630 | - | R2 | UR | GO | - | - | 89.41% | - | Gcfhhxib | 3zS | - | 240 | 3uT+240 | - | - |
Tranche Comments
N-1N: Redemption: 2023-08-27; Registration: 144E/Jfw T;
D-1H1: Redemption: 2023-08-27; Registration: 144J/Lwm I;
Z-1C2: Redemption: 2023-08-27; Registration: 144P/Viu R;
Y-2: Redemption: 2023-08-27; Registration: 144J/Idj L;
G: Redemption: 2023-08-27; Registration: 144A/Ozi Q;
I: Redemption: 2023-08-27; Registration: 144K/Ehj L;
Y: Redemption: 2023-08-27; Registration: 144P/Qbu B;
Zvv: Redemption: 2023-08-27; Registration: 144B/Let D;
Deal Comments
Uok-Rxhh Rjahogt 2.00.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 23, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-H | YVT | 10.600 | - | Ux2 | - | - | - | - | - | - | Dwlhvtst | 3yM | - | 163 | 3hC+163 | - | - |
| Y-G | KPW | 274.000 | - | Thh | - | - | - | - | - | - | Tpdxyyej | 3bL | - | 95 | 3qM+95 | - | - |
| X-F | EZV | 51.000 | - | Y2 | - | - | - | - | - | - | Wmymmjop | 3uH | - | 210 | 3kE+210 | - | - |
Tranche Comments
Y-G: First Pay: 2021-06-20; Redemption: 2021-12-14;
C-H: First Pay: 2021-06-20; Redemption: 2021-12-14;
X-F : First Pay: 2021-06-20; Redemption: 2021-12-14;
Deal Comments
Obxapbv Pwhptbtxpth. Ult Ubvv Owxplhs 0.8
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Dec 28, 2002