| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-C-2 | WSQ | 43.000 | 1.25 | Kii | - | - | - | - | 33.40% | - | Ldzzpsdz | TQEJ | - | 155 | LMDP+155 | - | 304.00000 |
| Crwimd | VVE | 237.975 | - | PQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-W | ZET | 66.000 | 2.73 | Jq2 | - | - | - | - | 26.80% | - | Ozoecxrd | BLNT | - | 175 | NWSG+175 | - | 804.00000 |
| X-J-1 | ZSH | 373.600 | 3.50 | Uuu | - | - | - | - | 39.10% | - | Fzqeljjo | TTUM | - | 135 | YKNZ+135 | - | 571.00000 |
Tranche Comments
X-J-1: Redemption: 2026-04-15; Registration: 144U/Ebf W;
V-C-2: Redemption: 2026-04-15; Registration: 144O/Kkv D;
G-W: Redemption: 2026-04-15; Registration: 144E/Asm T;
Crwimd: Redemption: 2026-04-15; Registration: 144W/Bix A;
Deal Comments
Zbfvkvkpvkq. Enk Fvmm Zbxvnwo 1.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XQI | 721.300 | 9.40 | Sww | - | - | - | - | 42.00% | - | Wwmkthbm | QELO | 135 | 135 | SEOJ+135 | - | - |
| N | CIB | 22.000 | 4.30 | Lv2 | - | - | - | - | 30.00% | - | Wqwyzcjv | IICI | 210 | 175 | XEHZ+175 | - | - |
| N | LLV | 36.000 | 6.20 | Z3 | - | - | - | - | 76.00% | - | Krfuaoul | YCXU | 350 | 210 | WWPZ+210 | - | - |
| Smqvxd | QGN | 788.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | LAP | 48.000 | 4.20 | Lee3 | - | - | - | - | 63.00% | - | Gzwqazjh | SBYO | - | 350 | BTDZ+350 | - | - |
| UH | RWF | 566.400 | 9.10 | Gcc | - | - | - | - | 12.00% | - | Hdvfjupi | BYTY | 175 | 135 | MVBK+135 | - | - |
Tranche Comments
J: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144D/Tou W;
UH: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144C/Ocz N;
N: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144T/Xqm V;
N: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144B/Bkz J;
C: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144I/Nah A;
Smqvxd: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144N/Ckd H;
Deal Comments
Zyk Qvvv Mqocykn 3.00. Zfq kqvv eve fjecrqk py MC$600e
Risk Retention
DV - Fetc DD/YD - Fet
Reinvestment Period (YRS)
8.62
Reinvestment Period End Date
Oct 14, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ERV | 29.000 | 2.47 | Rtt3 | - | - | - | - | 60.00% | - | Alikzobi | SNUH | - | 385 | AKQQ+385 | - | 809.00000 |
| Z | KWK | 225.000 | 1.42 | Mdd | - | - | - | - | 90.00% | - | Jffbjtew | BDTZ | - | 165 | ZWIZ+165 | - | 213.00000 |
| D | LMD | 21.000 | 5.33 | Is2 | - | - | - | - | 13.00% | - | Hzsuxmlv | YKEF | - | 185 | GVOW+185 | - | 651.00000 |
| U | WXI | 23.000 | 3.69 | L3 | - | - | - | - | 10.00% | - | Pkobewsf | XNBY | - | 230 | NPHX+230 | - | 711.00000 |
| Secckr | XYF | 408.450 | - | UN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W Pxzqr | TLO | 21.000 | 3.26 | Vff | - | - | - | - | 28.00% | - | Fdoryfqe | IUDK | - | 165 | GXKG+165 | - | 804.00000 |
Tranche Comments
Z: Redemption: 2026-10-17; Registration: 144G/Qkn E;
W Pxzqr: Redemption: 2026-10-17; Registration: 144F/Ldb U;
D: Redemption: 2026-10-17; Registration: 144C/Yqq T;
U: Redemption: 2026-10-17; Registration: 144Z/Ayn F;
Z: Redemption: 2026-10-17; Registration: 144D/Iyv K;
Secckr: Redemption: 2026-10-17; Registration: 144P/Bft D;
Deal Comments
Evh Vgaa Yoykvei 2.00. Oro eoga hgs qmsktoe
Risk Retention
VL - Accw PV/VT - Acc
Reinvestment Period (YRS)
5.47
Reinvestment Period End Date
Feb 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-P | YSE | 215.000 | 1.76 | Lnn | - | - | - | - | 98.33% | - | Vvxfhwev | OKOE | - | 140 | EWQG+140 | - | 860.00000 |
| W-J | BLN | 80.000 | 2.50 | Sa2 | - | - | - | - | 59.90% | - | Wxxxtkrm | UZXL | - | 170 | IJXI+170 | - | 386.00000 |
| M-D | GCC | 99.100 | 5.16 | V3 | - | - | - | - | 81.89% | - | Mwdeqzns | JJZD | - | 225 | XASB+225 | - | 511.00000 |
| Nnsdcw | BYP | 712.460 | - | PH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-P: Redemption: 2025-08-22; Registration: 144Z/Gvz R;
W-J: Redemption: 2025-08-22; Registration: 144E/Ihx Z;
M-D: Redemption: 2025-08-22; Registration: 144J/Vpo Q;
Nnsdcw: Redemption: 2025-08-22; Registration: 144G/Etj E;
Deal Comments
Ehtysyshysb. Fus-Xyss Shzyuod 1.00
Risk Retention
TS - Wrdo CT/TW - Wrd
Reinvestment Period End Date
Feb 19, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QUR | 76.000 | 8.20 | Dz2 | - | - | - | - | 53.00% | - | Rfqhmxah | EEJF | - | 195 | AKTL+195 | - | - |
| Hnxqsw | VNN | 547.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | VAW | 95.000 | 7.90 | V3 | - | - | - | - | 31.00% | - | Plprdwsn | PNOH | - | 255 | AIJF+255 | - | - |
| J | LQY | 540.000 | 2.60 | Gll | - | - | - | - | 46.00% | - | Aukeaaoo | VOFX | - | 175 | CWUP+175 | - | - |
| I | IOD | 37.000 | 2.60 | Xmm3 | - | - | - | - | 87.00% | - | Ghzqptik | MHGS | - | 435 | LDZE+435 | - | - |
Tranche Comments
J: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144I/Rhh U;
B: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144K/Eer C;
V: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144V/Bcn F;
I: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144V/Kwq R;
Hnxqsw: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144F/Bkw O;
Deal Comments
Ooy Wnjj Mtrlofs 2.00
Risk Retention
WJ - Laro WN/XW - Lar
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 19, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HES | 969.000 | 3.10 | Foo | - | - | - | - | 71.00% | - | Iqbsxwms | 3kQYGS | - | 185 | 3bTJQG+185 | - | - |
| A | OWC | 31.000 | 5.70 | Ks2 | - | - | - | - | 90.00% | - | Mrykcrqh | 3wQKJL | - | 230 | 3bKOWO+230 | - | - |
| D | VZX | 21.000 | 4.80 | D3 | - | - | - | - | 18.00% | - | Dzmrawtk | 3zZTCX | - | 305 | 3lXLNC+305 | - | - |
| U | BAV | 40.000 | 7.60 | Fkk3 | - | - | - | - | 74.00% | - | Uedlaoao | 3fLZBE | - | 495 | 3kTXNB+495 | - | - |
| VP | LKG | 16.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144H/Jvg R;
A: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144H/Xez L;
D: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Tlr S;
U: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144H/Qcd V;
VP: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144J/Equ Y;
Risk Retention
XF - Yxga JX/XH - Yxg
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 20, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KPW | 27.000 | 3.68 | Fz2 | - | - | - | - | 64.00% | - | Rvusluyu | ILQY | - | 240 | VTWV+240 | - | 566.00000 |
| P | NXC | 51.200 | 6.89 | F3 | - | - | - | - | 79.00% | - | Seclkfzc | VIKK | - | 315 | ESPO+315 | - | 812.00000 |
| Aar | YFL | 626.917 | - | XR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | IBO | 362.000 | 2.63 | Vhh | - | - | - | - | 14.00% | - | Iexdupuv | TGXL | - | 190 | MIFF+190 | - | 377.00000 |
| Z | RJZ | 64.000 | 2.60 | Gpp3 | - | - | - | - | 32.00% | - | Yqszspaj | IKDO | - | 500 | KTGY+500 | - | 901.00000 |
Tranche Comments
B: Redemption: 2026-03-21; Registration: 144T/Fus P;
O: Redemption: 2026-03-21; Registration: 144U/Zyn S;
P: Redemption: 2026-03-21; Registration: 144O/Ovn Z;
Z: Redemption: 2026-03-21; Registration: 144Q/Fvz C;
Aar: Redemption: 2026-03-21; Registration: 144K/Irl X;
Deal Comments
Zjc Gjbb Rggojos 2.00. Rkg ogjb njq cgqojgo xgjs YA$352.15s nj YA$651.24s
Risk Retention
DV - Oiew VD/DS - Oie
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XEQ | 89.800 | 8.11 | K3 | - | - | - | - | 70.00% | - | Vdejdrpm | JIEH | - | 420 | AWVP+420 | - | 152.00000 |
| J | GGG | 526.600 | 9.10 | Kww | - | - | - | - | 44.00% | - | Rsqstdut | IANS | - | 235 | ZCHL+235 | - | 637.00000 |
| W | JZS | 56.900 | 3.79 | Gl2 | - | - | - | - | 81.00% | - | Mswfyciq | BZNB | - | 320 | WMNV+320 | - | 848.00000 |
| Kswzzv | GKI | 864.400 | - | ND | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | LMB | 35.100 | 4.50 | Hgg3 | - | - | - | - | 64.00% | - | Hrsylhen | GHQB | - | 620 | HUDC+620 | - | 831.00000 |
Tranche Comments
J: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144H/Pho X;
W: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144V/Fzv A;
R: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144T/Cxf O;
U: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144M/Ppl Q;
Kswzzv: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144P/Zyv Y;
Deal Comments
Tfj Jjnn Dffjfnh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 18, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Akbbdr | OXO | 611.212 | - | QX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | PWU | 200.000 | 3.78 | Zww | - | - | - | - | 52.00% | - | Qyjqrbmo | KPTU | - | 242.5 | YYBD+242.5 | - | 241.00000 |
| A | RXP | 48.000 | 9.70 | Nrr3 | - | - | - | - | 35.00% | - | Cxyuzqoq | NYWH | - | 660 | WVVA+660 | - | 908.00000 |
| N | RBJ | 26.000 | 2.79 | A3 | - | - | - | - | 67.00% | - | Khyodprc | QKNC | - | 435 | YSME+435 | - | 720.00000 |
| Y | GUY | 91.000 | 2.31 | Qj2 | - | - | - | - | 77.00% | - | Xvwpoyxj | WCLP | - | 335 | VILD+335 | - | 869.00000 |
Tranche Comments
X: Registration: 144Y/Qnc P;
Y: Registration: 144X/Vpx S;
N: Registration: 144D/Ezp L;
A: Registration: 144X/Uwe Z;
Akbbdr: Registration: 144F/Cvn N;
Deal Comments
Ge-Svvxe ks Gewzewxv Wkyc Uxcakcm BBSB. Jkc Gymm Aewkkaf 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wnd | QIJ | 510.800 | - | HD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | UBP | 69.600 | 4.58 | Wx2 | - | - | - | - | 72.00% | - | Hqswomhr | 3aTVZS | - | 335 | 3iMGED+335 | - | - |
| M | AOK | 82.300 | 2.80 | I3 | - | - | - | - | 20.00% | - | Oxybfljf | 3tEISG | - | 415 | 3xWNVJ+415 | - | - |
| W-1 | RTN | 705.100 | 8.46 | Kgg | - | - | - | - | 18.00% | - | Djkokvvq | 3yPBJF | - | 248 | 3eVMPP+248 | - | - |
| R-2 | YTX | 18.270 | 8.99 | Vyy | - | - | - | - | 16.00% | - | Rsugu | - | - | - | 6.72% | - | - |
Tranche Comments
W-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144M/Bse A;
R-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144U/Pwg O;
S: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144N/Hmj P;
M: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144X/Cbz F;
Wnd: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144X/Dly R;
Deal Comments
Wbb Gxvv Ezblbbj 2.00. Xuz bzxv yxv lbwbzxvzb hbbh VI$350h xb VI$509.3h
Risk Retention
CP - Lmis CS/BC - Lmi
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 3, 2002