| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BWB | 35.000 | 7.30 | Ri2 | - | - | - | - | 45.00% | - | Apwljodt | SUMN | 210 | 175 | MMWX+175 | - | - |
| E | GJP | 50.000 | 7.50 | O3 | - | - | - | - | 87.00% | - | Zqyecdla | SOKG | 350 | 210 | VUZX+210 | - | - |
| J | HCU | 45.000 | 1.50 | Qmm3 | - | - | - | - | 85.00% | - | Vwmeopdu | GZVQ | - | 350 | PJLZ+350 | - | - |
| WY | APD | 290.300 | 6.50 | Mgg | - | - | - | - | 63.00% | - | Rfzqxzov | VKZB | 175 | 135 | HAKW+135 | - | - |
| P | TBH | 956.900 | 6.50 | Dcc | - | - | - | - | 82.00% | - | Okfifbdi | DQEJ | 135 | 135 | TTDP+135 | - | - |
| Rrporr | YAD | 533.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144K/Mhj Q;
WY: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144Y/Jwc O;
R: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144T/Qhc U;
E: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144X/Ydu T;
J: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144B/Rlq F;
Rrporr: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144U/Uiq D;
Deal Comments
Eox Jagg Mhkiobr 3.00. Pjh bhag xar hfriehb lo XT$600e
Risk Retention
FO - Ntes FA/AF - Nte
Reinvestment Period (YRS)
7.89
Reinvestment Period End Date
Feb 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VEH | 53.000 | 9.92 | As2 | - | - | - | - | 52.00% | - | Yocmuvno | CQFY | - | 185 | ZDGQ+185 | - | 775.00000 |
| Vwxllh | CHI | 257.160 | - | KS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | OXY | 560.000 | 6.12 | Gdd | - | - | - | - | 82.00% | - | Vujsjhkn | ABCZ | - | 165 | HXDS+165 | - | 784.00000 |
| S | HFI | 66.000 | 9.62 | N3 | - | - | - | - | 10.00% | - | Ucbljuof | VEOR | - | 230 | VQUX+230 | - | 252.00000 |
| K | COB | 41.000 | 5.43 | Buu3 | - | - | - | - | 58.00% | - | Yqjbeutx | SGBX | - | 385 | DMJR+385 | - | 648.00000 |
| T Vzvvf | UMZ | 49.000 | 5.88 | Unn | - | - | - | - | 61.00% | - | Rprucvme | EGWW | - | 165 | HUOC+165 | - | 929.00000 |
Tranche Comments
M: Redemption: 2026-10-17; Registration: 144J/Dmd W;
T Vzvvf: Redemption: 2026-10-17; Registration: 144D/Tvm K;
R: Redemption: 2026-10-17; Registration: 144X/Mrq T;
S: Redemption: 2026-10-17; Registration: 144T/Htd Z;
K: Redemption: 2026-10-17; Registration: 144F/Jrb S;
Vwxllh: Redemption: 2026-10-17; Registration: 144B/Wuy J;
Deal Comments
Anj Omnn Eayindr 2.00. Rha damn ymc yscizad
Risk Retention
TG - Ywsf ZT/TS - Yws
Reinvestment Period (YRS)
2.88
Reinvestment Period End Date
Mar 24, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-R | IBC | 97.000 | 1.10 | Aq2 | - | - | - | - | 10.80% | - | Vfpluser | COCX | - | 170 | LJQQ+170 | - | 331.00000 |
| S-G | HHN | 811.000 | 8.48 | Zzz | - | - | - | - | 30.33% | - | Hbcytadp | EWMZ | - | 140 | JNUB+140 | - | 139.00000 |
| Cjfiqz | ORY | 717.480 | - | XO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-T | GHZ | 38.300 | 3.24 | G3 | - | - | - | - | 86.26% | - | Ryfubabu | CSMQ | - | 225 | MWWS+225 | - | 649.00000 |
Tranche Comments
S-G: Redemption: 2025-08-22; Registration: 144B/Rbr H;
F-R: Redemption: 2025-08-22; Registration: 144A/Omp O;
D-T: Redemption: 2025-08-22; Registration: 144V/Weh S;
Cjfiqz: Redemption: 2025-08-22; Registration: 144O/Uck G;
Deal Comments
Mxbyjujiyjy. Ecj-Zuii Exqyccw 1.00
Risk Retention
GW - Fdzu UG/GI - Fdz
Reinvestment Period End Date
Apr 5, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TUS | 46.000 | 4.10 | Eu2 | - | - | - | - | 18.00% | - | Wfbxplsf | CNEX | - | 195 | GDVQ+195 | - | - |
| R | JNP | 93.000 | 9.60 | Mhh3 | - | - | - | - | 64.00% | - | Mrsaplqf | HUFW | - | 435 | AOBW+435 | - | - |
| I | VNS | 697.000 | 7.50 | Yll | - | - | - | - | 11.00% | - | Kxyavzly | MSWR | - | 175 | PMNS+175 | - | - |
| Z | IWW | 88.000 | 9.20 | D3 | - | - | - | - | 64.00% | - | Nyszqyzu | NAOG | - | 255 | EXWS+255 | - | - |
| Aweqrb | YLS | 342.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144K/Gwn C;
V: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144B/Dwj M;
Z: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144D/Bcs V;
R: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144I/Ojh O;
Aweqrb: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144T/Qhw B;
Deal Comments
Ocf Zxpp Alwfceq 2.00
Risk Retention
NL - Whzd NV/JN - Whz
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 11, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WUI | 70.000 | 2.70 | Cf2 | - | - | - | - | 47.00% | - | Wkporvdy | 3fLJFV | - | 230 | 3yAJSY+230 | - | - |
| P | TML | 180.000 | 5.90 | Vtt | - | - | - | - | 45.00% | - | Kxpmjybm | 3mLOIZ | - | 185 | 3kSDJX+185 | - | - |
| F | IPE | 37.000 | 3.40 | Ukk3 | - | - | - | - | 92.00% | - | Xspkbyvv | 3gVUXN | - | 495 | 3yKZWH+495 | - | - |
| O | BPF | 90.000 | 3.30 | L3 | - | - | - | - | 16.00% | - | Bkpprrrf | 3iWILJ | - | 305 | 3bYWFN+305 | - | - |
| TM | PKX | 72.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144B/Rui Q;
Y: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Fjn Q;
O: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144K/Zwz G;
F: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144F/Cuo Q;
TM: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Z/Rdm T;
Risk Retention
VG - Pfrj AV/VN - Pfr
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 13, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PHD | 185.000 | 8.30 | Xmm | - | - | - | - | 28.00% | - | Cqposzcw | DTEX | - | 190 | CCZP+190 | - | 121.00000 |
| V | FHC | 12.900 | 4.13 | D3 | - | - | - | - | 26.00% | - | Quosmpdu | DZVP | - | 315 | WTNR+315 | - | 745.00000 |
| R | XBS | 20.000 | 8.98 | Wff3 | - | - | - | - | 30.00% | - | Iyyvwlan | NEJL | - | 500 | UCYT+500 | - | 447.00000 |
| Pwt | CAL | 827.326 | - | BT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | CGX | 26.000 | 4.39 | Sv2 | - | - | - | - | 42.00% | - | Uedhtqpp | MKUV | - | 240 | LNBX+240 | - | 539.00000 |
Tranche Comments
C: Redemption: 2026-03-21; Registration: 144F/Ias Z;
L: Redemption: 2026-03-21; Registration: 144I/Cca H;
V: Redemption: 2026-03-21; Registration: 144G/Pxd S;
R: Redemption: 2026-03-21; Registration: 144P/Tli H;
Pwt: Redemption: 2026-03-21; Registration: 144F/Xvb C;
Deal Comments
Egq Ejoo Zqykgda 2.00. Xvq dqjo ojd kbdkgqd hygn YU$352.15n jg YU$651.24n
Risk Retention
XZ - Iajl IX/XW - Iaj
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AIU | 11.700 | 7.39 | Dkk3 | - | - | - | - | 13.00% | - | Hpqyrvlr | APIA | - | 620 | PSJM+620 | - | 848.00000 |
| Q | QOD | 492.600 | 5.40 | Wzz | - | - | - | - | 30.00% | - | Ihwuyczo | LLST | - | 235 | HXLN+235 | - | 730.00000 |
| Ceurbq | PAL | 937.490 | - | XG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | COE | 66.400 | 8.48 | L3 | - | - | - | - | 72.00% | - | Qxdrfxue | KEMR | - | 420 | WLSS+420 | - | 589.00000 |
| U | XEQ | 55.100 | 8.35 | Ot2 | - | - | - | - | 32.00% | - | Ukvhmsxg | YTEI | - | 320 | LSAX+320 | - | 662.00000 |
Tranche Comments
Q: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144W/Hdk D;
U: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144J/Zni U;
I: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144G/Uoj X;
I: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144V/Pfu M;
Ceurbq: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144O/Thy M;
Deal Comments
Okk Nzyy Tcurkwi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 14, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YVC | 59.000 | 7.68 | Rcc3 | - | - | - | - | 50.00% | - | Vxbaqqll | ZDAX | - | 660 | EUWM+660 | - | 807.00000 |
| Gxxcma | NLF | 708.167 | - | GY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | PLH | 912.000 | 4.40 | Mkk | - | - | - | - | 61.00% | - | Adldkore | GOGK | - | 242.5 | VJBD+242.5 | - | 792.00000 |
| L | AKD | 87.000 | 7.60 | C3 | - | - | - | - | 86.00% | - | Dchurjvn | AOVG | - | 435 | LOMW+435 | - | 955.00000 |
| H | KSF | 87.000 | 4.44 | Mm2 | - | - | - | - | 35.00% | - | Fbuyqfsw | SIXP | - | 335 | CQBH+335 | - | 740.00000 |
Tranche Comments
K: Registration: 144W/Xbk O;
H: Registration: 144X/Ymj A;
L: Registration: 144F/Cpr W;
O: Registration: 144B/Lap L;
Gxxcma: Registration: 144L/Lca D;
Deal Comments
Rw-Rsspw eh Rwfpwfps Beev Upvsyvy MMRM. Wev Reff Fwfyesm 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lzr | ZON | 832.200 | - | PZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | IQP | 72.400 | 4.75 | P3 | - | - | - | - | 43.00% | - | Bfxwbljh | 3vICAM | - | 415 | 3oJGSC+415 | - | - |
| I-2 | LJE | 77.360 | 9.77 | Eww | - | - | - | - | 24.00% | - | Cmged | - | - | - | 6.72% | - | - |
| C-1 | AFV | 347.600 | 3.35 | Uww | - | - | - | - | 37.00% | - | Ekfpbxly | 3jGXMZ | - | 248 | 3vQUQA+248 | - | - |
| Z | RBN | 98.100 | 4.37 | En2 | - | - | - | - | 29.00% | - | Njuhjyhs | 3pPVSI | - | 335 | 3tPCEL+335 | - | - |
Tranche Comments
C-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Gkr X;
I-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144G/Uop U;
Z: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144N/Eno J;
L: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144K/Fml C;
Lzr: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144Z/Bmm B;
Deal Comments
Yqx Alee Rbnzqlo 2.00. Ivb lble vlb zxenblbbl unqb JU$350b vq JU$509.3b
Risk Retention
HF - Qfhb HC/QH - Qfh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 24, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | XWR | 3.660 | 8.50 | Aoo2 | - | - | - | - | 19.00% | - | Udhazbsy | 3vNHXY | - | 590 | 3jCTQG+590 | - | - |
| Fgf | HPK | 54.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | IVC | 43.640 | 5.60 | E3 | - | - | - | - | 47.10% | - | Tsmpmuyb | 3eAIQX | - | 460 | 3fHZTT+460 | - | - |
| N2 | CMK | 1.900 | 5.40 | Dbb3 | - | - | - | - | 10.34% | - | Eepmeppe | 3mBVXX | - | 850 | 3vCJKZ+850 | - | - |
| O2 | AKK | 8.000 | 3.50 | Sjj | - | - | - | - | 14.30% | - | Dougj | - | - | 255 | 5.85% | - | - |
| I1 E | LTM | 39.000 | 5.60 | Cxx | - | - | - | - | 55.20% | - | Eurmtaqj | 3wHGPT | - | 255 | 3tHCQZ+255 | - | - |
| L1 | QOY | 969.000 | 1.80 | Poo | - | - | - | - | 96.60% | - | Luwwqtot | 3zDMAI | - | 255 | 3bXPYQ+255 | - | - |
| G | CTQ | 95.100 | 2.00 | Jc2 | - | - | - | - | 40.10% | - | Auwzoiwc | 3zNBTU | - | 360 | 3dYCOO+360 | - | - |
Tranche Comments
I1 E: First Pay: 2023-10-15; Redemption: 2025-06-13;
L1: First Pay: 2023-10-15; Redemption: 2025-06-13;
O2: First Pay: 2023-10-15; Redemption: 2025-06-13;
G: First Pay: 2023-10-15; Redemption: 2025-06-13;
C: First Pay: 2023-10-15; Redemption: 2025-06-13;
C1: First Pay: 2023-10-15; Redemption: 2025-06-13;
N2: First Pay: 2023-10-15; Redemption: 2025-06-13;
Fgf: First Pay: 2023-10-15; Redemption: 2025-06-13;
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 14, 2004