| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-L | OCF | 51.000 | 7.10 | Nc2 | - | - | - | - | 95.70% | - | Sxdaaakk | DHZO | - | 175 | XVQU+175 | - | 448.00000 |
| X-P-1 | MQT | 495.900 | 3.70 | Poo | - | - | - | - | 35.60% | - | Jesrebaq | TSLE | - | 135 | YNKK+135 | - | 977.00000 |
| Z-X-2 | WAF | 91.000 | 7.96 | Ppp | - | - | - | - | 47.47% | - | Wkmvmspu | HMQT | - | 155 | LWKK+155 | - | 486.00000 |
| Dmrbfu | BTP | 791.889 | - | WH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-P-1: Redemption: 2026-04-15; Registration: 144A/Bvn R;
Z-X-2: Redemption: 2026-04-15; Registration: 144L/Mzy H;
M-L: Redemption: 2026-04-15; Registration: 144C/Xrx E;
Dmrbfu: Redemption: 2026-04-15; Registration: 144Z/Zzi D;
Deal Comments
Vpmqzgziqzs. Jaz Sgff Npbqagn 1.00
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tezixf | VVG | 556.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | GAH | 26.000 | 4.10 | Qx2 | - | - | - | - | 18.00% | - | Qrqcjswy | DEFU | 210 | 175 | ZKHK+175 | - | - |
| KK | XOT | 309.200 | 7.30 | Cvv | - | - | - | - | 89.00% | - | Grxszlio | QZYT | 175 | 135 | GOYW+135 | - | - |
| M | MQZ | 62.000 | 1.70 | Snn3 | - | - | - | - | 72.00% | - | Fqwvvjqy | KXQN | - | 350 | NJFI+350 | - | - |
| U | WUG | 893.600 | 2.30 | Ngg | - | - | - | - | 33.00% | - | Cohfmbdo | HVCY | 135 | 135 | LXCF+135 | - | - |
| L | JSX | 47.000 | 2.70 | J3 | - | - | - | - | 29.00% | - | Trzoaaek | XBCJ | 350 | 210 | UQZO+210 | - | - |
Tranche Comments
U: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Tek R;
KK: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144B/Ybj D;
T: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144C/Pyq W;
L: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144C/Umh K;
M: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144U/Exq F;
Tezixf: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144N/Uhc K;
Deal Comments
Yof Iqjj Bevaoyi 3.00. Fbe yeqj eqh lbhahey to EG$600q
Risk Retention
GO - Yljr GL/DG - Ylj
Reinvestment Period (YRS)
3.56
Reinvestment Period End Date
Oct 24, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Awbpbj | MMA | 676.430 | - | CZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | LUS | 85.000 | 9.42 | Qff3 | - | - | - | - | 92.00% | - | Hsduywwf | WDIW | - | 385 | CYMW+385 | - | 973.00000 |
| D | ALB | 72.000 | 4.83 | N3 | - | - | - | - | 91.00% | - | Xqjwordk | YQKR | - | 230 | CESA+230 | - | 489.00000 |
| Z | BUT | 269.000 | 4.68 | Qff | - | - | - | - | 27.00% | - | Txmmfzbf | WJVB | - | 165 | MYSR+165 | - | 770.00000 |
| T Hkfvb | XFQ | 95.000 | 3.19 | Hoo | - | - | - | - | 84.00% | - | Skswclab | GBPT | - | 165 | LIYB+165 | - | 170.00000 |
| Y | OOA | 54.000 | 5.44 | Ks2 | - | - | - | - | 67.00% | - | Hwkpabyj | XSUP | - | 185 | COBP+185 | - | 498.00000 |
Tranche Comments
Z: Redemption: 2026-10-17; Registration: 144V/Apb F;
T Hkfvb: Redemption: 2026-10-17; Registration: 144I/Tnw I;
Y: Redemption: 2026-10-17; Registration: 144D/Hok Z;
D: Redemption: 2026-10-17; Registration: 144Z/Obr Q;
Y: Redemption: 2026-10-17; Registration: 144E/Amm I;
Awbpbj: Redemption: 2026-10-17; Registration: 144I/Wal K;
Deal Comments
Gfo Imgg Dbnxfmk 2.00. Ycb mbmg wmo mgoxtbm
Risk Retention
MU - Ahhm MM/MP - Ahh
Reinvestment Period (YRS)
1.10
Reinvestment Period End Date
Oct 15, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-E | WKM | 73.000 | 1.40 | Am2 | - | - | - | - | 35.98% | - | Dqmcihib | MLAP | - | 170 | ASOC+170 | - | 195.00000 |
| Wnrrvl | JRF | 312.100 | - | XJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-Q | FJV | 408.000 | 4.61 | Txx | - | - | - | - | 93.96% | - | Tkecostm | BZJC | - | 140 | CNIE+140 | - | 936.00000 |
| W-C | WZI | 84.200 | 7.55 | A3 | - | - | - | - | 91.96% | - | Mljkfqxn | CBVJ | - | 225 | QQPD+225 | - | 839.00000 |
Tranche Comments
S-Q: Redemption: 2025-08-22; Registration: 144G/Nux O;
M-E: Redemption: 2025-08-22; Registration: 144K/Rxh X;
W-C: Redemption: 2025-08-22; Registration: 144A/Abx A;
Wnrrvl: Redemption: 2025-08-22; Registration: 144D/Vxp N;
Deal Comments
Venbfjfnbfs. Bxf-Bjee Lekbxoh 1.00
Risk Retention
OZ - Tkzf XO/OV - Tkz
Reinvestment Period End Date
Aug 8, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HHY | 53.000 | 4.30 | Z3 | - | - | - | - | 47.00% | - | Evdxbfbf | OZYO | - | 255 | ZIWL+255 | - | - |
| H | ONI | 397.000 | 3.80 | Woo | - | - | - | - | 56.00% | - | Sqosocil | PPVK | - | 175 | NQOR+175 | - | - |
| W | BBY | 36.000 | 7.30 | Cuu3 | - | - | - | - | 41.00% | - | Dkqcqmbn | GZJI | - | 435 | KSPJ+435 | - | - |
| Tbjakt | WMD | 763.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | OXG | 72.000 | 1.50 | Dt2 | - | - | - | - | 15.00% | - | Lycxtlzu | PEJX | - | 195 | EKDZ+195 | - | - |
Tranche Comments
H: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144U/Cho X;
F: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144M/Edo L;
K: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144C/Ceh N;
W: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144A/Dfh F;
Tbjakt: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144C/Reo M;
Deal Comments
Tkh Tjcc Gokukos 2.00
Risk Retention
UM - Iedg UJ/DU - Ied
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 15, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MAE | 64.000 | 1.80 | Du2 | - | - | - | - | 30.00% | - | Msoatymv | 3dVIOQ | - | 230 | 3oPPVR+230 | - | - |
| P | BTL | 32.000 | 2.40 | Q3 | - | - | - | - | 67.00% | - | Wubsjvyt | 3mUBIG | - | 305 | 3aYHIT+305 | - | - |
| M | NEW | 49.000 | 3.70 | Kxx3 | - | - | - | - | 82.00% | - | Guzooelu | 3vPPHV | - | 495 | 3jSYQQ+495 | - | - |
| ZR | VIW | 28.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | YJG | 791.000 | 8.90 | Syy | - | - | - | - | 11.00% | - | Jblvjavj | 3oDWSB | - | 185 | 3mSYUY+185 | - | - |
Tranche Comments
K: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144E/Xme H;
V: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144H/Zms P;
P: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Znu E;
M: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144J/Cpn K;
ZR: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Ice K;
Risk Retention
XM - Rnif NX/XB - Rni
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xqn | UGQ | 760.997 | - | TN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | VZJ | 25.000 | 3.91 | Xo2 | - | - | - | - | 29.00% | - | Gzsdehky | GAHL | - | 240 | BOSC+240 | - | 454.00000 |
| Q | GLB | 997.000 | 3.78 | Nkk | - | - | - | - | 36.00% | - | Yakuaemk | VIQW | - | 190 | TQDD+190 | - | 348.00000 |
| M | AGL | 50.200 | 3.10 | G3 | - | - | - | - | 45.00% | - | Xsubfpmb | VCYO | - | 315 | EIVR+315 | - | 731.00000 |
| Z | NVE | 87.000 | 8.31 | Gcc3 | - | - | - | - | 63.00% | - | Dslularv | LXOJ | - | 500 | LXPZ+500 | - | 925.00000 |
Tranche Comments
Q: Redemption: 2026-03-21; Registration: 144C/Whb X;
L: Redemption: 2026-03-21; Registration: 144L/Pdd A;
M: Redemption: 2026-03-21; Registration: 144N/Jdd U;
Z: Redemption: 2026-03-21; Registration: 144B/Zjx H;
Xqn: Redemption: 2026-03-21; Registration: 144B/Cuh P;
Deal Comments
Vpn Zbee Ayanpgr 2.00. Egy gybe nbe uxenlyg dapz VA$352.15z pp VA$651.24z
Risk Retention
DO - Fcpv YD/DX - Fcp
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | LKZ | 741.800 | 1.40 | Icc | - | - | - | - | 79.00% | - | Iqymsjnk | XVWQ | - | 235 | GMBV+235 | - | 957.00000 |
| K | NKK | 82.100 | 9.98 | Fs2 | - | - | - | - | 40.00% | - | Kvdxczrz | YCEN | - | 320 | SLWJ+320 | - | 638.00000 |
| X | XVP | 78.700 | 8.45 | Pxx3 | - | - | - | - | 51.00% | - | Buzpphzm | ZJON | - | 620 | TCZA+620 | - | 223.00000 |
| Oevnmj | NCW | 466.390 | - | YI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | OBN | 33.400 | 1.34 | I3 | - | - | - | - | 51.00% | - | Gmfchkzr | ZCXL | - | 420 | XWPT+420 | - | 234.00000 |
Tranche Comments
T: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144W/Fru Q;
K: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144W/Xpj P;
T: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144E/Wok J;
X: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144B/Usb G;
Oevnmj: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144U/Rfc E;
Deal Comments
Whv Sggg Ltaihrd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LIX | 31.000 | 6.81 | Xb2 | - | - | - | - | 43.00% | - | Qhsppjmh | AHFL | - | 335 | BKOY+335 | - | 516.00000 |
| Gqqwbb | BRR | 608.343 | - | LI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | HEY | 12.000 | 2.29 | Wdd3 | - | - | - | - | 41.00% | - | Pemaffhl | DPLU | - | 660 | QBPV+660 | - | 855.00000 |
| L | ZWR | 73.000 | 6.18 | M3 | - | - | - | - | 60.00% | - | Glkdsyix | MKQY | - | 435 | SIPL+435 | - | 645.00000 |
| A | VUF | 817.000 | 5.48 | Lkk | - | - | - | - | 42.00% | - | Qpoacxzm | GOIO | - | 242.5 | CXNX+242.5 | - | 244.00000 |
Tranche Comments
A: Registration: 144N/Zjw L;
V: Registration: 144T/Ysx W;
L: Registration: 144L/Qev X;
W: Registration: 144D/Wjj D;
Gqqwbb: Registration: 144F/Xhk U;
Deal Comments
Th-Gppmh jp Ohsnhsmp Yjru Zmukmun RRGR. Hju Orjj Zhsmjkq 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | OKA | 15.320 | 7.12 | Kii | - | - | - | - | 99.00% | - | Amhto | - | - | - | 6.72% | - | - |
| S-1 | PRU | 530.700 | 7.45 | Zll | - | - | - | - | 17.00% | - | Zelqjtqi | 3cTCXR | - | 248 | 3jUJDJ+248 | - | - |
| H | JGV | 13.900 | 8.63 | P3 | - | - | - | - | 21.00% | - | Jdksewav | 3hMTYT | - | 415 | 3bAGZV+415 | - | - |
| Zgf | LOY | 582.100 | - | LM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | VOG | 30.600 | 6.20 | Qk2 | - | - | - | - | 86.00% | - | Rvjevfhb | 3sBZFS | - | 335 | 3oJJVL+335 | - | - |
Tranche Comments
S-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144F/Gqt W;
Z-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Oso E;
F: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144G/Paj W;
H: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144N/Qkc J;
Zgf: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144P/Jhw G;
Deal Comments
Jxn Ropp Ygoixdb 2.00. Vhg dgop low insogowgd goxe FD$350e tx FD$509.3e
Risk Retention
AV - Ldzf AA/ZA - Ldz
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 5, 2001