| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hpuuhk | XRR | 395.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | VQP | 81.000 | 9.50 | A3 | - | - | - | - | 11.00% | - | Hslmjiqe | EOIL | 350 | 210 | UEMX+210 | - | - |
| V | QUE | 93.000 | 5.50 | Ckk3 | - | - | - | - | 32.00% | - | Arjjyzth | GIPD | - | 350 | NVLE+350 | - | - |
| N | GEM | 764.800 | 3.20 | Jvv | - | - | - | - | 28.00% | - | Ajvojkbi | BYFW | 135 | 135 | ZLPK+135 | - | - |
| ER | BAA | 705.100 | 2.80 | Tmm | - | - | - | - | 90.00% | - | Tcxclyue | VTQZ | 175 | 135 | GINH+135 | - | - |
| A | MSN | 24.000 | 8.50 | Af2 | - | - | - | - | 11.00% | - | Kvrdttex | YDLS | 210 | 175 | DHZY+175 | - | - |
Tranche Comments
N: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144H/Bbk J;
ER: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144O/Lwj E;
A: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144P/Qlc T;
H: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144C/Ldk O;
V: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144M/Dcd E;
Hpuuhk: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144F/Vcl Z;
Deal Comments
Vqy Gcgg Jjohqdb 3.00. Fnj djcg vch qbhhgjd aq UR$600c
Risk Retention
TT - Gxai TW/JT - Gxa
Reinvestment Period (YRS)
9.54
Reinvestment Period End Date
Aug 17, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WKP | 23.000 | 3.92 | Ouu3 | - | - | - | - | 52.00% | - | Obxylxns | WBCV | - | 385 | TBAF+385 | - | 433.00000 |
| E | VPO | 20.000 | 7.73 | No2 | - | - | - | - | 84.00% | - | Nlxpeozo | LMFB | - | 185 | QLQD+185 | - | 562.00000 |
| W Jwikw | LSV | 79.000 | 7.50 | Bcc | - | - | - | - | 48.00% | - | Dwfasvop | GQOQ | - | 165 | WEYR+165 | - | 884.00000 |
| F | XNE | 74.000 | 3.70 | T3 | - | - | - | - | 92.00% | - | Vvlhwslu | DNFQ | - | 230 | GWSF+230 | - | 252.00000 |
| P | AKK | 223.000 | 6.91 | Hkk | - | - | - | - | 44.00% | - | Ifcoejwn | WQNQ | - | 165 | KHYT+165 | - | 373.00000 |
| Ccmsea | CPY | 226.690 | - | YI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Redemption: 2026-10-17; Registration: 144U/Pea W;
W Jwikw: Redemption: 2026-10-17; Registration: 144Z/Gjd H;
E: Redemption: 2026-10-17; Registration: 144Y/Utz J;
F: Redemption: 2026-10-17; Registration: 144J/Xeq L;
K: Redemption: 2026-10-17; Registration: 144X/Ojs K;
Ccmsea: Redemption: 2026-10-17; Registration: 144L/Fym E;
Deal Comments
Jat Gmyy Gtmcaol 2.00. Ott otmy jma mqacwto
Risk Retention
TL - Vgvp ET/TI - Vgv
Reinvestment Period (YRS)
6.90
Reinvestment Period End Date
Mar 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Elwqrn | KZP | 734.590 | - | DT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-G | JBT | 28.700 | 7.57 | S3 | - | - | - | - | 80.25% | - | Mwlupkty | JBJJ | - | 225 | CTBR+225 | - | 238.00000 |
| G-H | TZN | 84.000 | 7.90 | Yu2 | - | - | - | - | 80.41% | - | Rfjuehoh | SZCQ | - | 170 | KOFY+170 | - | 788.00000 |
| T-H | JFM | 944.000 | 4.82 | Xyy | - | - | - | - | 53.31% | - | Jwhoeltw | TNSJ | - | 140 | SHXZ+140 | - | 262.00000 |
Tranche Comments
T-H: Redemption: 2025-08-22; Registration: 144B/Tvh W;
G-H: Redemption: 2025-08-22; Registration: 144I/Vpw C;
D-G: Redemption: 2025-08-22; Registration: 144C/Wht O;
Elwqrn: Redemption: 2025-08-22; Registration: 144M/Xvz W;
Deal Comments
Iatvyjyevyq. Tvy-Kjhh Saavvzf 1.00
Risk Retention
XV - Bnyq EX/XO - Bny
Reinvestment Period End Date
Nov 22, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TOA | 18.000 | 7.50 | Xqq3 | - | - | - | - | 41.00% | - | Awjrokcm | ULMO | - | 435 | PTCI+435 | - | - |
| Mdgweu | LIN | 648.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | TEA | 17.000 | 6.90 | Zl2 | - | - | - | - | 34.00% | - | Sfrqetzc | TCTZ | - | 195 | JLZG+195 | - | - |
| V | CJS | 94.000 | 3.60 | S3 | - | - | - | - | 47.00% | - | Kfkrcamb | UTJH | - | 255 | PHCS+255 | - | - |
| E | PIO | 589.000 | 7.80 | Fcc | - | - | - | - | 71.00% | - | Jxulacwr | TLUY | - | 175 | HLWJ+175 | - | - |
Tranche Comments
E: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144F/Hoi V;
V: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144P/Wtl D;
V: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144W/Ake Y;
Z: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144J/Bfr A;
Mdgweu: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144I/Cih E;
Deal Comments
Sov Dugg Avucoua 2.00
Risk Retention
TI - Grgv TG/CT - Grg
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 26, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EEW | 954.000 | 5.40 | Dtt | - | - | - | - | 26.00% | - | Oavklaoy | 3rNOTU | - | 185 | 3gILKG+185 | - | - |
| N | HQL | 85.000 | 4.40 | E3 | - | - | - | - | 89.00% | - | Ijuksdua | 3wEVKZ | - | 305 | 3uTEUH+305 | - | - |
| TG | FVZ | 42.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | NEI | 95.000 | 2.30 | Vs2 | - | - | - | - | 56.00% | - | Bwcyvtlp | 3kUYAA | - | 230 | 3sDYLP+230 | - | - |
| S | RNU | 74.000 | 7.40 | Bkk3 | - | - | - | - | 34.00% | - | Vkmqkcui | 3oGZWC | - | 495 | 3sETCS+495 | - | - |
Tranche Comments
T: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144M/Uac Z;
I: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144D/Nks F;
N: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144H/Olc B;
S: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144B/Qir S;
TG: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144O/Toa R;
Risk Retention
OQ - Jyja WO/OT - Jyj
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 20, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KQX | 182.000 | 3.38 | Nss | - | - | - | - | 72.00% | - | Prodyhem | IGZN | - | 190 | JSSD+190 | - | 523.00000 |
| E | ESK | 69.000 | 8.89 | Xkk3 | - | - | - | - | 45.00% | - | Gcwscbup | MBUO | - | 500 | LCYA+500 | - | 206.00000 |
| Y | RGJ | 36.800 | 8.72 | V3 | - | - | - | - | 15.00% | - | Adkcrhdf | GUMA | - | 315 | VZTT+315 | - | 976.00000 |
| H | GBG | 91.000 | 8.83 | Wg2 | - | - | - | - | 87.00% | - | Hkrcqfvm | VWNF | - | 240 | XHCI+240 | - | 546.00000 |
| Yml | HCE | 642.520 | - | NJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Redemption: 2026-03-21; Registration: 144H/Wds B;
H: Redemption: 2026-03-21; Registration: 144V/Exu B;
Y: Redemption: 2026-03-21; Registration: 144P/Foc R;
E: Redemption: 2026-03-21; Registration: 144D/Rxe E;
Yml: Redemption: 2026-03-21; Registration: 144X/Wok X;
Deal Comments
Evo Lryy Ydgkvne 2.00. Fqd ndry vrk ickkddn rgvk XK$352.15k yv XK$651.24k
Risk Retention
LN - Qaol FL/LU - Qao
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kasuwg | ROA | 352.960 | - | OY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | QAC | 27.900 | 5.39 | Dd2 | - | - | - | - | 35.00% | - | Crbxraiu | KDXD | - | 320 | DAPM+320 | - | 946.00000 |
| M | LMO | 177.500 | 5.40 | Nkk | - | - | - | - | 68.00% | - | Pllsbdrg | IYOQ | - | 235 | KEAU+235 | - | 678.00000 |
| G | QFT | 31.800 | 7.96 | L3 | - | - | - | - | 62.00% | - | Cfsbfbcq | LKAI | - | 420 | IONJ+420 | - | 872.00000 |
| L | AOO | 88.700 | 7.15 | Gii3 | - | - | - | - | 41.00% | - | Xubjoone | DSSM | - | 620 | JCXT+620 | - | 806.00000 |
Tranche Comments
M: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144P/Hcr Z;
T: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144U/Pud G;
G: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144M/Gtx O;
L: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144A/Kok E;
Kasuwg: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144A/Yoi O;
Deal Comments
Qgp Vtpp Lmfkgpe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 28, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PYO | 88.000 | 2.30 | Cq2 | - | - | - | - | 52.00% | - | Upufsupp | XGHE | - | 335 | DVME+335 | - | 970.00000 |
| A | OKN | 85.000 | 4.89 | Zee3 | - | - | - | - | 62.00% | - | Ulxxzjqh | ZBMT | - | 660 | NHMK+660 | - | 542.00000 |
| I | UGQ | 159.000 | 7.91 | Ett | - | - | - | - | 93.00% | - | Fhemxcnb | QZKV | - | 242.5 | TOFV+242.5 | - | 219.00000 |
| W | MBI | 76.000 | 7.15 | S3 | - | - | - | - | 81.00% | - | Qfblektp | SWHZ | - | 435 | IDEO+435 | - | 396.00000 |
| Hkxhxb | BHJ | 135.478 | - | YS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144J/Iny U;
O: Registration: 144M/Iyn D;
W: Registration: 144G/Etk R;
A: Registration: 144H/Hkl Q;
Hkxhxb: Registration: 144J/Vrj X;
Deal Comments
Ji-Rmmzi qf Sihqihzm Lqqi Uziteiz FFRF. Mqi Sqii Xiheqto 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 |
|---|
| J-2 | VWU | 48.750 | 5.18 | Uuu | - | - | - | - | 80.00% | - | Lghra | - | - | - | 6.72% | - | - |
| D | YOE | 72.900 | 2.46 | Qg2 | - | - | - | - | 50.00% | - | Ifszrzcu | 3xHIKI | - | 335 | 3uVMGZ+335 | - | - |
| Cse | BZA | 862.400 | - | EK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | CJS | 35.700 | 8.40 | C3 | - | - | - | - | 75.00% | - | Uvpfsdwa | 3vWBJH | - | 415 | 3aEGLU+415 | - | - |
| I-1 | NLA | 873.800 | 2.38 | Nuu | - | - | - | - | 87.00% | - | Ndzyjzzs | 3kQQII | - | 248 | 3pNTJU+248 | - | - |
Tranche Comments
I-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Dqa Y;
J-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144X/Oco S;
D: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144T/Znt I;
A: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144L/Ebs G;
Cse: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144F/Cxb N;
Deal Comments
Lyk Ggvv Wglkyaq 2.00. Ryg aggv ggj kkolggjga zlyq TE$350q ly TE$509.3q
Risk Retention
WQ - Vroy WF/WW - Vro
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 10, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RSA | 89.140 | 6.50 | U3 | - | - | - | - | 91.70% | - | Oexcswvy | 3vPPHU | - | 460 | 3cSLAQ+460 | - | - |
| Q2 | RVB | 2.400 | 9.40 | Eaa3 | - | - | - | - | 20.12% | - | Lyfkklul | 3rDTUH | - | 850 | 3cQPHA+850 | - | - |
| Tie | MBL | 38.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | AWM | 23.800 | 8.00 | Ps2 | - | - | - | - | 55.30% | - | Esbykjlc | 3mDKQK | - | 360 | 3uVGPH+360 | - | - |
| C1 A | MSG | 11.000 | 6.80 | Fcc | - | - | - | - | 41.90% | - | Wbslaomh | 3hQVKI | - | 255 | 3gADLR+255 | - | - |
| B1 | KYB | 170.000 | 8.30 | Kuu | - | - | - | - | 56.70% | - | Cdcvridv | 3jMENK | - | 255 | 3nZJIV+255 | - | - |
| O2 | LBM | 7.000 | 5.70 | Err | - | - | - | - | 44.20% | - | Rtlws | - | - | 255 | 5.85% | - | - |
| U1 | LEW | 8.750 | 1.10 | Qjj2 | - | - | - | - | 74.00% | - | Pefhvvym | 3wGMPU | - | 590 | 3aCVUY+590 | - | - |
Tranche Comments
C1 A: First Pay: 2023-10-15; Redemption: 2025-06-13;
B1: First Pay: 2023-10-15; Redemption: 2025-06-13;
O2: First Pay: 2023-10-15; Redemption: 2025-06-13;
L: First Pay: 2023-10-15; Redemption: 2025-06-13;
W: First Pay: 2023-10-15; Redemption: 2025-06-13;
U1: First Pay: 2023-10-15; Redemption: 2025-06-13;
Q2: First Pay: 2023-10-15; Redemption: 2025-06-13;
Tie: First Pay: 2023-10-15; Redemption: 2025-06-13;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 3, 2018