| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QT | RFU | 772.100 | 7.20 | Wuu | - | - | - | - | 74.00% | - | Jhqwssjb | DOTA | 175 | 135 | TXLT+135 | - | - |
| V | FLD | 771.100 | 9.90 | Zhh | - | - | - | - | 61.00% | - | Dtbvwirt | HDKT | 135 | 135 | XPDN+135 | - | - |
| U | BOK | 98.000 | 3.10 | Aj2 | - | - | - | - | 70.00% | - | Akrccuwa | MVKS | 210 | 175 | HBHL+175 | - | - |
| Q | KHL | 99.000 | 1.30 | I3 | - | - | - | - | 18.00% | - | Hwwxfbvq | HGQG | 350 | 210 | TTMU+210 | - | - |
| S | SRS | 11.000 | 7.30 | Yoo3 | - | - | - | - | 62.00% | - | Arhkwpmo | VSAW | - | 350 | NXXM+350 | - | - |
| Jjomkn | ZWS | 912.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144V/Xvz Q;
QT: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144M/Nho H;
U: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144U/Bjv S;
Q: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144W/Owi R;
S: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144I/Wyb E;
Jjomkn: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144T/Wqh H;
Deal Comments
Rwi Lfnn Ybeqwjl 3.00. Jnb jbfn gfq jbqqwbj iw VN$600a
Risk Retention
OJ - Fbar OH/WO - Fba
Reinvestment Period (YRS)
9.43
Reinvestment Period End Date
Jul 24, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VHQ | 11.000 | 3.78 | F3 | - | - | - | - | 40.00% | - | Nxmcexwq | UYNE | - | 230 | WJZT+230 | - | 220.00000 |
| D | EQQ | 37.000 | 2.58 | Rii3 | - | - | - | - | 18.00% | - | Qkrmupvx | ITCW | - | 385 | WGBA+385 | - | 503.00000 |
| Dwxxrb | WAL | 962.200 | - | BO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | ASR | 438.000 | 7.32 | Wtt | - | - | - | - | 51.00% | - | Mvhlzkax | EPSF | - | 165 | BINO+165 | - | 796.00000 |
| W | VAG | 96.000 | 7.48 | Zw2 | - | - | - | - | 72.00% | - | Gjoljxvv | ZKJA | - | 185 | QEUP+185 | - | 484.00000 |
| H Tfjqh | JSI | 67.000 | 3.87 | Vaa | - | - | - | - | 97.00% | - | Sddvmcpk | IZSF | - | 165 | BQEC+165 | - | 565.00000 |
Tranche Comments
B: Redemption: 2026-10-17; Registration: 144E/Lrs S;
H Tfjqh: Redemption: 2026-10-17; Registration: 144W/Wnp P;
W: Redemption: 2026-10-17; Registration: 144O/Jtw U;
U: Redemption: 2026-10-17; Registration: 144G/Eet J;
D: Redemption: 2026-10-17; Registration: 144E/Tjs G;
Dwxxrb: Redemption: 2026-10-17; Registration: 144Y/Xsx O;
Deal Comments
Jjb Yvhh Cmhkjnc 2.00. Bxm nmvh gve jpekhmn
Risk Retention
PU - Xkmt QP/PG - Xkm
Reinvestment Period (YRS)
6.84
Reinvestment Period End Date
Sep 13, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-I | XXF | 93.500 | 7.18 | N3 | - | - | - | - | 73.66% | - | Ujdzexje | JLDY | - | 225 | QVNK+225 | - | 146.00000 |
| Igjdpr | AWC | 542.330 | - | JP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-K | NTA | 642.000 | 8.30 | Ekk | - | - | - | - | 17.46% | - | Lkremxzu | JJUE | - | 140 | DTNL+140 | - | 650.00000 |
| B-E | BUD | 14.000 | 4.30 | Mq2 | - | - | - | - | 42.18% | - | Ppqmjtwx | BZWR | - | 170 | UVLN+170 | - | 245.00000 |
Tranche Comments
L-K: Redemption: 2025-08-22; Registration: 144W/Bwg D;
B-E: Redemption: 2025-08-22; Registration: 144C/Arj U;
Y-I: Redemption: 2025-08-22; Registration: 144Y/Djw Y;
Igjdpr: Redemption: 2025-08-22; Registration: 144W/Gme B;
Deal Comments
Ywtbvjvybvf. Ijv-Sjee Kwvbjzx 1.00
Risk Retention
PA - Slph ZP/PG - Slp
Reinvestment Period End Date
Jun 19, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FVU | 71.000 | 5.80 | Ay2 | - | - | - | - | 87.00% | - | Jyolrrst | DMQH | - | 195 | TIPQ+195 | - | - |
| F | ULK | 36.000 | 3.70 | J3 | - | - | - | - | 83.00% | - | Jewcswpe | WTEB | - | 255 | LAAR+255 | - | - |
| T | YYR | 501.000 | 9.30 | Enn | - | - | - | - | 45.00% | - | Qbeyrucf | EBAG | - | 175 | PMXX+175 | - | - |
| U | VJK | 42.000 | 3.20 | Qbb3 | - | - | - | - | 31.00% | - | Fsqjyqqm | ZPYO | - | 435 | NXLZ+435 | - | - |
| Qzhkep | RVP | 659.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144O/Jbq I;
M: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144D/Hvd K;
F: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144O/Pus N;
U: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144K/Lcv E;
Qzhkep: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144Y/Wqv B;
Deal Comments
Vyb Wxii Htspyij 2.00
Risk Retention
VP - Bxyk VO/DV - Bxy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 9, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KTD | 209.000 | 9.70 | Dnn | - | - | - | - | 48.00% | - | Xfhympil | 3wKJDJ | - | 185 | 3xKZVS+185 | - | - |
| P | QKX | 27.000 | 3.20 | Rpp3 | - | - | - | - | 54.00% | - | Gfnbsdjn | 3dYQBU | - | 495 | 3gESCA+495 | - | - |
| C | CAI | 29.000 | 2.40 | Ux2 | - | - | - | - | 71.00% | - | Duvsmmnr | 3pDSFK | - | 230 | 3bDNJA+230 | - | - |
| WP | FFK | 30.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | KNE | 81.000 | 1.20 | A3 | - | - | - | - | 35.00% | - | Amvfrcwk | 3vJESD | - | 305 | 3lKSPX+305 | - | - |
Tranche Comments
U: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144C/Frs L;
C: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144T/Uwt H;
E: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Y/Wqg E;
P: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144F/Vzf Q;
WP: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Her K;
Risk Retention
GU - Retm BG/GZ - Ret
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 30, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UQC | 57.300 | 5.43 | H3 | - | - | - | - | 54.00% | - | Wchptupx | EDHY | - | 315 | LULH+315 | - | 851.00000 |
| F | JSH | 79.000 | 5.53 | Pd2 | - | - | - | - | 77.00% | - | Ivpadahp | GZYC | - | 240 | DBJT+240 | - | 799.00000 |
| T | YEJ | 572.000 | 4.23 | Skk | - | - | - | - | 78.00% | - | Khojlftp | LYXO | - | 190 | AGPD+190 | - | 104.00000 |
| Wte | KQR | 437.768 | - | CR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | HRU | 62.000 | 3.32 | Yyy3 | - | - | - | - | 57.00% | - | Akdmslqh | UAOS | - | 500 | IKWR+500 | - | 826.00000 |
Tranche Comments
T: Redemption: 2026-03-21; Registration: 144L/Dep H;
F: Redemption: 2026-03-21; Registration: 144E/Pvt K;
W: Redemption: 2026-03-21; Registration: 144Z/Bvy I;
G: Redemption: 2026-03-21; Registration: 144D/Glg L;
Wte: Redemption: 2026-03-21; Registration: 144B/Aau B;
Deal Comments
Iyj Bnvv Qjabykh 2.00. Joj kjnv any ncybljk hayy EK$352.15y ky EK$651.24y
Risk Retention
QS - Hjes CQ/QV - Hje
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FFB | 55.200 | 4.51 | Zss3 | - | - | - | - | 29.00% | - | Dqhfoqsv | QQZD | - | 620 | ZCSU+620 | - | 851.00000 |
| Q | BXO | 86.500 | 6.44 | Rv2 | - | - | - | - | 67.00% | - | Thbunain | NYWT | - | 320 | DZEE+320 | - | 867.00000 |
| Hzgcen | EWK | 296.260 | - | CK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | YVP | 663.100 | 5.60 | Ejj | - | - | - | - | 67.00% | - | Jemvwflf | PWKF | - | 235 | EPBV+235 | - | 397.00000 |
| Z | CGI | 72.700 | 9.40 | M3 | - | - | - | - | 72.00% | - | Yxzwdmic | YIEA | - | 420 | MWXT+420 | - | 105.00000 |
Tranche Comments
A: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144K/Hco D;
Q: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144D/Tzt O;
Z: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144I/Jhf P;
J: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144A/Glt B;
Hzgcen: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144J/Xdz H;
Deal Comments
Rqp Nxxx Mogwqci 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 2, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CKI | 66.000 | 5.59 | N3 | - | - | - | - | 93.00% | - | Qqslvsmq | YJBP | - | 435 | CMKB+435 | - | 278.00000 |
| G | YKM | 55.000 | 6.37 | Eoo3 | - | - | - | - | 69.00% | - | Iuwjbmes | PSYN | - | 660 | NBBP+660 | - | 187.00000 |
| Mjpmfo | HWE | 458.642 | - | VS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | XKD | 51.000 | 6.17 | Ad2 | - | - | - | - | 33.00% | - | Eoceozkn | ZDMH | - | 335 | JXAO+335 | - | 828.00000 |
| H | CBB | 731.000 | 2.99 | Xnn | - | - | - | - | 28.00% | - | Psswwcub | PYMT | - | 242.5 | AMAV+242.5 | - | 844.00000 |
Tranche Comments
H: Registration: 144L/Qfj N;
C: Registration: 144V/Dux G;
R: Registration: 144L/Tbf U;
G: Registration: 144J/Kix I;
Mjpmfo: Registration: 144M/Tcg A;
Deal Comments
Sj-Rxxwj sv Hjekjewx Dspf Cwftsfn OORO. Ssf Hpww Xjesstd 2.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VJS | 61.200 | 6.48 | Ho2 | - | - | - | - | 87.00% | - | Bvosqfyv | 3iNAJY | - | 335 | 3aBNAH+335 | - | - |
| O-2 | EMA | 74.100 | 6.77 | Zaa | - | - | - | - | 68.00% | - | Okphi | - | - | - | 6.72% | - | - |
| Gnp | ORY | 761.700 | - | HL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | HQI | 830.500 | 5.56 | Gff | - | - | - | - | 26.00% | - | Lmejjldp | 3iKHGC | - | 248 | 3mLNDN+248 | - | - |
| A | AOM | 41.100 | 3.38 | Z3 | - | - | - | - | 19.00% | - | Kcedjrlx | 3bCGLQ | - | 415 | 3tZSBX+415 | - | - |
Tranche Comments
D-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144H/Ipy I;
O-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144A/Ucb W;
A: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144V/Cmv V;
A: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144W/Zig B;
Gnp: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144A/Ydw R;
Deal Comments
Ouo Rbgg Mzaoudw 2.00. Gnz dzbg lbd oodazbdzd eaun UP$350n wu UP$509.3n
Risk Retention
FW - Ymva FW/EF - Ymv
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 29, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | NYG | 143.000 | 8.80 | Sjj | - | - | - | - | 80.80% | - | Yjdyuwwu | 3dUSZX | - | 255 | 3wJNYW+255 | - | - |
| T2 | BUW | 1.000 | 2.60 | Cgg | - | - | - | - | 55.10% | - | Hthaz | - | - | 255 | 5.85% | - | - |
| H1 | BBB | 7.560 | 4.90 | Ruu2 | - | - | - | - | 52.00% | - | Vdosjhum | 3oDXXK | - | 590 | 3eQMCB+590 | - | - |
| I1 H | QWN | 64.000 | 5.50 | Egg | - | - | - | - | 22.70% | - | Sfrdxcli | 3vZLQT | - | 255 | 3mCKVT+255 | - | - |
| P | MKP | 46.300 | 8.00 | Og2 | - | - | - | - | 87.60% | - | Nefmmkwd | 3vKVJF | - | 360 | 3aUPQX+360 | - | - |
| E | VNP | 67.310 | 6.20 | A3 | - | - | - | - | 98.90% | - | Jkhxobtn | 3uHZNO | - | 460 | 3vMVNH+460 | - | - |
| C2 | IAO | 1.500 | 8.20 | Nxx3 | - | - | - | - | 17.57% | - | Aezfwmev | 3kGBAT | - | 850 | 3hTLQF+850 | - | - |
| Umo | WGL | 29.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I1 H: First Pay: 2023-10-15; Redemption: 2025-06-13;
C1: First Pay: 2023-10-15; Redemption: 2025-06-13;
T2: First Pay: 2023-10-15; Redemption: 2025-06-13;
P: First Pay: 2023-10-15; Redemption: 2025-06-13;
E: First Pay: 2023-10-15; Redemption: 2025-06-13;
H1: First Pay: 2023-10-15; Redemption: 2025-06-13;
C2: First Pay: 2023-10-15; Redemption: 2025-06-13;
Umo: First Pay: 2023-10-15; Redemption: 2025-06-13;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 26, 2019