| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1UK | YRI | 648.000 | - | Ynn | HT | CF | - | - | 10.60% | - | Zmlwkjjo | AANP | - | 142 | SHSO+142 | - | - |
| V2TJ | RYW | 44.000 | - | Mcc | TQ | WI | - | - | 44.10% | - | Hxcodvui | YHKW | - | 142 | HQMT+142 | - | - |
| ZS | NLU | 62.000 | - | A2 | GO | XX | - | - | 30.64% | - | Ohkytesg | VBFD | - | 225 | PZVN+225 | - | - |
| XB | KPX | 28.000 | - | Dee3 | DU | XZ | - | - | 74.56% | - | Jbvexaty | EAPR | - | 370 | BWYJ+370 | - | - |
| T1DE | NCL | 744.000 | - | Iss | IP | MD | - | - | 79.80% | - | Iwqfdoub | GBGV | - | 142 | TIBX+142 | - | - |
| AA | ZEU | 89.000 | - | Iw2 | BD | QL | - | - | 55.50% | - | Zlkjrmzz | CJZK | - | 200 | BMGT+200 | - | - |
| NG | CYP | 52.100 | - | Ab3 | AU | QK | - | - | 25.76% | - | Xlhpafaf | SVLW | - | 775 | YIUN+775 | - | - |
Tranche Comments
V1UK: Redemption: 2026-01-14; Registration: 144A/Bih U;
V2TJ: Redemption: 2026-01-14; Registration: 144C/Ime T;
T1DE: Redemption: 2026-01-14; Registration: 144C/Ddv U;
AA: Redemption: 2026-01-14; Registration: 144E/Zml B;
ZS: Redemption: 2026-01-14; Registration: 144B/Hqg N;
XB: Redemption: 2026-01-14; Registration: 144M/Dfe F;
NG: Redemption: 2026-01-14; Registration: 144P/Uqc Q;
Deal Comments
Ompzxtxpzxq. Nqx Ataa Imzzqiy 1.00
Risk Retention
VA - Fzbt IV/VK - Fzb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 13, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XS | AOQ | 787.000 | 6.94 | - | CCC | - | - | - | 87.00% | - | Wsiqbhik | 3yVUYP | - | 166 | 3sZHKD+166 | - | 764.00000 |
| B | OLM | 18.000 | 3.80 | - | OO | - | - | - | 91.00% | - | Qlhcjxnq | 3nGUXF | - | 205 | 3yQNQH+205 | - | 493.00000 |
| S | BMM | 68.000 | 4.52 | - | P | - | - | - | 37.00% | - | Jqftjvtu | 3cYGYM | - | 270 | 3hCEYH+270 | - | 558.00000 |
| S | QKY | 52.000 | 2.61 | - | MM- | - | - | - | 53.00% | - | Hqfxfqpe | 3lPTVB | - | 825 | 3wSANW+791 | - | 85.00000 |
| Ngg | JFH | 63.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | GPH | 69.000 | 9.92 | - | TTT | - | - | - | 31.00% | - | Trzphewi | 3aYLJS | - | 166 | 3nBJIQ+166 | - | 584.00000 |
| QS | QUA | 24.000 | 9.70 | - | XX | - | - | - | 95.00% | - | Slxjrxjo | 3wJPYH | - | 205 | 3rXILV+205 | - | 428.00000 |
| L | LZN | 15.000 | 3.82 | - | SSS- | - | - | - | 86.00% | - | Xrzpdjmm | 3lGEJQ | - | 465 | 3yDBLB+465 | - | 138.00000 |
Tranche Comments
K: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144Y/Gjs C;
XS: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144K/Llr S;
B: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144F/Nzz R;
QS: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144O/Dru Q;
S: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144J/Ycz D;
L: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144M/Zuw D;
S: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144P/Clv P;
Ngg: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144Z/Muu B;
Deal Comments
Vop Otww Dturoal 2.00
Risk Retention
MT - Wbqm WM/MP - Wbq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 18, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T Ptkvn | POA | 235.000 | 9.84 | IB | CCC | QZ | - | - | 18.80% | - | Kxbrxlfo | KIBY | - | 170 | GJLP+170 | - | - |
| Z | WXL | 93.900 | 4.70 | BH | BBB- | JY | - | - | 12.00% | - | Czjkudpr | CXQF | - | 440 | XOMD+440 | - | - |
| Zhl | UHO | 69.000 | - | DS | CP | SQ | - | - | - | - | - | - | - | - | - | - | Retained |
| I | QNN | 783.900 | 3.12 | VH | WWW | PP | - | - | 22.50% | - | Wxyyjhtq | UYGB | - | 170 | BWPD+170 | - | - |
| X | SYS | 93.300 | 3.50 | UE | CC- | MI | - | - | 40.00% | - | Vtczvito | XXNH | - | 835 | TMSQ+779 | - | - |
| M | LLB | 11.000 | 7.22 | LR | YY | TA | - | - | 43.00% | - | Lazcpkza | QKPU | - | 210 | LPVJ+210 | - | - |
| V | TCQ | 74.900 | 4.36 | ZW | Z | FR | - | - | 47.00% | - | Xszvlmto | TMQB | - | 270 | EKLL+270 | - | - |
Tranche Comments
I: Redemption: 2026-07-23; Registration: 144Q/Bub H;
T Ptkvn: Redemption: 2026-07-23; Registration: 144M/Mqr T;
M: Redemption: 2026-07-23; Registration: 144I/Lhz G;
V: Redemption: 2026-07-23; Registration: 144A/Hjk K;
Z: Redemption: 2026-07-23; Registration: 144M/Otw J;
X: Redemption: 2026-07-23; Registration: 144N/Vid H;
Zhl: Redemption: 2026-07-23; Registration: 144C/Hhs M;
Deal Comments
Xwh Ynmm Kvlhwjq 2.00
Risk Retention
AM - Npam DA/AB - Npa
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 29, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1FZ | EAO | 62.000 | 9.50 | Gee | - | - | - | - | 22.80% | - | Bkkrudcu | CZMU | - | 250 | UBJV+250 | - | 689.00000 |
| P-1VJ | TZM | 46.000 | 1.20 | Hff | - | - | - | - | 24.70% | - | Vlwuwyhn | QLWR | - | 250 | DTAQ+250 | - | 839.00000 |
| T-J | GFB | 92.300 | 5.10 | Qg2 | - | - | - | - | 53.17% | - | Zewpyowq | BIBX | - | 345 | ZQFC+345 | - | 299.00000 |
| C | QUT | 98.700 | 9.40 | D2 | - | - | - | - | 92.39% | - | Tpvzqwwo | JVUH | - | 420 | DSMW+420 | - | 229.00000 |
| I | RAM | 17.100 | 2.70 | Fbb3 | - | - | - | - | 88.91% | - | Pzrarfbw | CSIE | - | 655 | VAFD+655 | - | 384.00000 |
| M | EWW | 90.400 | 4.30 | Tr2 | - | - | - | - | 71.32% | - | Kuflrzag | ZIVN | - | 345 | IPKV+345 | - | 796.00000 |
| QJQ-L | CIA | 43.000 | - | PT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | VPE | 67.800 | 8.20 | Hee | - | - | - | - | 10.70% | - | Ihxdkctr | SANY | - | 250 | AIPI+250 | - | 204.00000 |
| F | VVJ | 39.100 | 6.00 | Iu3 | - | - | - | - | 31.30% | - | Xdtsbkzt | KYTB | - | 950 | VKZO+909 | - | 91.00000 |
| R-2 | ZQH | 81.600 | 3.30 | Agg | - | - | - | - | 96.40% | - | Jagnh | INBV | - | 240 | 6.68% | 6.680% | 584.00000 |
| FLT-T | APT | 9.000 | - | MS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Bhc M;
R-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144G/Nif X;
F-1FZ: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Wua T;
P-1VJ: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Y/Uzo I;
M: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144G/Vwh D;
T-J: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Y/Coh W;
C: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Ksj Q;
I: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144J/Bod R;
F: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144P/Ikn N;
QJQ-L: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144W/Ojy A;
FLT-T: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144V/Hzl Y;
Deal Comments
Hqk Deww Ncveqzg 2.00
Risk Retention
KI - Hdth QK - Hdt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 26, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F Qyeea | MNI | 82.000 | - | Wc2 | BA | XD | - | - | 17.90% | - | Jqwxmfdb | YCAK | - | 350 | TTIX+350 | - | - |
| A | XWL | 23.000 | - | W2 | UJ | AX | - | - | 48.70% | - | Zvqhsecl | GCLL | - | 485 | DLCX+485 | - | - |
| G | TMA | 58.000 | - | Lii3 | LO | SX | - | - | 59.30% | - | Vfwoliru | CBJT | - | 650 | NLKV+650 | - | - |
| Y | EBF | 76.100 | - | Ow3 | CW | EF | - | - | 43.90% | - | Aldbayib | UTXF | - | 1150 | KOXF+1002 | - | - |
| F-2 | ABX | 50.000 | - | Uaa | IF | VZ | - | - | 19.30% | - | Gmbhcrna | YXHB | - | 245 | MNVT+245 | - | - |
| G-2 | NBR | 30.000 | - | Oy2 | OU | FP | - | - | 73.50% | - | Qvbgw | YNFV | - | 350 | 7.340% | - | - |
| O-1 | JTO | 51.000 | - | Cy2 | KR | OX | - | - | 75.50% | - | Nqoafyif | QSNJ | - | 350 | ZJHX+350 | - | - |
| D-1 | KTA | 182.000 | - | Xff | PL | BE | - | - | 28.60% | - | Ymxleaht | AFXF | - | 245 | QGZC+245 | - | - |
| Zrp Z | QZZ | 43.000 | - | LT | MY | ZJ | - | - | - | - | - | - | - | - | - | - | Retained |
| D | TPD | 79.000 | - | Qtt | YU | CF | - | - | 65.80% | - | Tpcbabna | YQYY | - | 245 | HVJC+245 | - | - |
| Prs E | BAW | 2.000 | - | ED | QW | ZB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2024-10-24; Registration: 144W/Juq Q;
D-1: Redemption: 2024-10-24; Registration: 144T/Dvs M;
F-2: Redemption: 2024-10-24; Registration: 144K/Uzp V;
O-1: Redemption: 2024-10-24; Registration: 144J/Fzb O;
F Qyeea: Redemption: 2024-10-24; Registration: 144Y/Lzf V;
G-2: Redemption: 2024-10-24; Registration: 144Y/Rvo B;
A: Redemption: 2024-10-24; Registration: 144E/Gvo Z;
G: Redemption: 2024-10-24; Registration: 144C/Msh Z;
Y: Redemption: 2024-10-24; Registration: 144B/Gxf X;
Zrp Z: Redemption: 2024-10-24; Registration: 144Y/Ckq X;
Prs E: Redemption: 2024-10-24; Registration: 144K/Wul G;
Deal Comments
Iuk Kbgg Hvbcugj 2.00. Tov gvbg wbw ipwcuvg bu PE$500g
Risk Retention
NL - Ciup JN/NR - Ciu
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 8, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1-L | IKH | 449.700 | 2.70 | Ebb | - | - | - | - | - | - | Nyuypjfu | JLAW | - | 187 | VEGW+187 | - | - |
| W-L | NCY | 63.000 | 3.30 | Ym3 | - | - | - | - | - | - | Yylbplas | CQIF | - | 875 | HMBZ+875 | - | - |
| B-2-G | PXI | 60.600 | 8.30 | Myy | - | - | - | - | - | - | Bhkas | WVY | - | - | 4.65% | - | - |
| K-H | AVC | 94.000 | 3.70 | S2 | - | - | - | - | - | - | Umqsqmpf | QHYT | - | 315 | LYQE+315 | - | - |
| Z-T | IKT | 70.000 | 9.20 | Up2 | - | - | - | - | - | - | Tkqhhkrv | ATYZ | - | 235 | DZPH+235 | - | - |
| Frs | GJQ | 76.409 | - | JK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-L | QWO | 90.000 | 7.40 | Lww3 | - | - | - | - | - | - | Nzcyhbma | VZXB | - | 450 | HTSC+450 | - | - |
Tranche Comments
L-1-L: Redemption: 2024-05-20;
B-2-G: Redemption: 2024-05-20;
Z-T: Redemption: 2024-05-20;
K-H: Redemption: 2024-05-20;
G-L: Redemption: 2024-05-20;
W-L: Redemption: 2024-05-20;
Frs: Redemption: 2024-05-20;
Deal Comments
Acpck. Duv Asmm Ocjsuja 2.00
Risk Retention
VT - Vhd, FV/VM - Vhd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 4, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2L | OED | 52.780 | 9.90 | Dll | - | - | - | - | 56.20% | - | Hhckg | - | - | - | 3.27% | - | - |
| O | HRU | 68.300 | 9.30 | No2 | - | - | - | - | 88.30% | - | Qzvywmkk | WNYD | - | 205 | 3vQXGZ+205 | - | - |
| Tqj | SWS | 54.100 | - | DO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1A | XLS | 85.000 | 9.10 | Zoo | - | - | - | - | 24.90% | - | Fvhwooxd | ASWT | - | 168 | 3gXNQQ+168 | - | - |
| W | VNR | 42.000 | 6.60 | Gk3 | - | - | - | - | 47.00% | - | Gsjjzjlm | EHKK | - | 832 | 3wQUVC+832 | - | - |
| D-2H | ARL | 33.000 | 3.90 | Lii | - | - | - | - | 26.10% | - | Hqquprry | AYCZ | - | 168 | 3qPDKM+168 | - | - |
| B | IPB | 83.200 | 9.20 | S2 | - | - | - | - | 62.50% | - | Ojmalhhu | TYJZ | - | 280 | 3wHTMB+280 | - | - |
| A-1Q | LWF | 326.000 | 1.30 | Cmm | - | - | - | - | 59.20% | - | Dmopdiuj | TTBH | - | 168 | 3iBGXV+168 | - | - |
| Y | RVX | 39.470 | 1.20 | Dcc3 | - | - | - | - | 54.00% | - | Wepskhya | PLBD | - | 390 | 3nHDDG+390 | - | - |
Tranche Comments
W-1A: Redemption: 2024-02-24;
D-2H: Redemption: 2024-02-24;
A-1Q: Redemption: 2024-02-24;
J-2L: Redemption: 2024-02-24;
O: Redemption: 2024-02-24;
B: Redemption: 2024-02-24;
Y: Redemption: 2024-02-24;
W: Redemption: 2024-02-24;
Tqj: Redemption: 2024-02-24;
Deal Comments
Ogy Qxoo Issogad 2.00
Risk Retention
BF, DB, BK - Bxh
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 4, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-N | ARK | 116.450 | 6.10 | Yxx | - | - | - | - | 82.90% | - | Gwvcpewa | 3sQ | - | 150 | 3yH+150 | - | - |
| Jqr | MJQ | 79.990 | - | VM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-X | NYM | 66.600 | 2.90 | W2 | - | - | - | - | 33.20% | - | Tjpszqiu | 3vM | - | 260 | 3pC+260 | - | - |
| E-I | HCR | 21.000 | 8.10 | Yv3 | - | - | - | - | 34.00% | - | Xoyjwoxa | 3lQ | - | 836 | 3pP+836 | - | - |
| W-B | GJS | 58.100 | 9.80 | Yi2 | - | - | - | - | 74.00% | - | Rjevlcfm | 3rW | - | 190 | 3hP+190 | - | - |
| V-T | NHW | 93.290 | 4.30 | Skk3 | - | - | - | - | 17.10% | - | Gkphqjsk | 3kB | - | 380 | 3bC+380 | - | - |
Tranche Comments
G-N: Redemption: 2023-11-22;
W-B: Redemption: 2023-11-22;
N-X: Redemption: 2023-11-22;
V-T: Redemption: 2023-11-22;
E-I: Redemption: 2023-11-22;
Jqr: Redemption: 2023-11-22;
Deal Comments
Kbvbx. Xgm Dexx Sbfjgxh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 22, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MIM | 13.300 | 4.40 | Sv2 | - | - | - | - | 93.00% | - | Hvwkymco | 3aL | - | 190 | 3xR+190 | - | 926.00000 |
| A | PVJ | 39.280 | 3.36 | Yuu3 | - | - | - | - | 10.00% | - | Kyqjyszz | 3dM | 385q | 385 | 3sS+385 | - | 719.00000 |
| MW | ULS | 19.000 | 5.46 | Jss | - | - | - | - | 12.60% | - | Xwrbjebk | 3gB | - | 150 | 3qL+150 | - | 586.00000 |
| D1 | UQX | 158.500 | 8.60 | Yvv | - | - | - | - | 77.50% | - | Wquocanu | 3pL | - | 150 | 3fR+150 | - | 109.00000 |
| A | PQE | 3.000 | 8.44 | Gww | - | - | - | - | - | - | Apyjhops | 3iA | - | 100 | 3xU+100 | - | 236.00000 |
| K | JIA | 66.990 | 1.50 | H2 | - | - | - | - | 54.33% | - | Brxxvqkk | 3oN | 265b | 265 | 3yB+265 | - | 816.00000 |
| C | GGC | 26.000 | 1.35 | Ul3 | - | - | - | - | 75.00% | - | Cjkkkrcj | 3jB | 785 | - | 3hN+785 | - | 28.00000 |
| V2 | XFX | 36.000 | 4.31 | Sll | - | - | - | - | 98.60% | - | Onhax | - | - | - | 2.39% | 2.39% | 279.00000 |
| Gdb | KPE | 24.000 | - | JH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-09-14; Registration: 144H/Zzp Y;
MW: Redemption: 2023-09-14; Registration: 144Y/Ytp J;
D1: Redemption: 2023-09-14; Registration: 144V/Mit T;
V2: Redemption: 2023-09-14; Registration: 144C/Kob F;
B: Redemption: 2023-09-14; Registration: 144G/Gmw L;
K: Redemption: 2023-09-14; Registration: 144K/Mrb D;
A: Redemption: 2023-09-14; Registration: 144G/Qiv C;
C: Redemption: 2023-09-14; Registration: 144Q/Tsc U;
Gdb: Redemption: 2023-09-14; Registration: 144C/Vjk G;
Deal Comments
Nom Lcff Jxzvoxk 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 25, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Y | JNJ | 325.000 | - | Umm | - | - | - | - | 99.80% | - | Iqvbkxls | 3uH | - | 130 | 3tA+130 | - | - |
Tranche Comments
L-Y: Redemption: 2022-04-22; Registration: 144W/Wja E;
Deal Comments
Zzhspcpfspb. Vwp Tccc Ozrswqj 1.00
Risk Retention
NL/EN/NH QQ Zuqdfkuuj
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Aug 24, 2003