Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-F | GNG | 34.000 | 8.80 | - | - | TTT- | - | - | 11.00% | - | Cbfzyzwk | XWQO | - | - | - | - | - |
Q-P | MWU | 52.000 | 2.70 | - | - | VV- | - | - | 8.00% | - | Sfhyvmus | CUKV | - | - | - | - | Retained |
A-U | LRC | 547.000 | 2.80 | Khh | - | - | - | - | 58.00% | - | Gvprzmjc | QLBO | 145 | - | - | - | - |
N-W | FZJ | 92.000 | 3.10 | - | - | KK | - | - | 69.70% | - | Nwmomyuh | XYQH | 175-180 | - | - | - | - |
L-C | WHR | 28.000 | 6.60 | - | - | A | - | - | 70.10% | - | Crrpqjbu | TUFL | 200-210 | - | - | - | - |
Tranche Comments
A-U: Registration: 144C/Mof T;
N-W: Registration: 144V/Noi Y;
L-C: Registration: 144V/Yqd A;
C-F: Registration: 144P/Whn T;
Q-P: Registration: 144M/Bub V;
Deal Comments
Yjgjv. Vzb-Atnn Cjwizdo 2.00
Reinvestment Period (YRS)
1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2-G | XZT | 56.000 | 9.13 | - | - | CCC | - | - | 49.00% | - | Vyhdevmu | TVPS | - | 155 | NVXQ+155 | - | 864.00000 |
E-K | BGZ | 42.400 | 1.11 | - | - | CC | - | - | 11.00% | - | Nyllcllq | IOQC | - | 185 | DHVK+185 | - | 166.00000 |
D-1-O | WHR | 93.000 | 3.61 | - | - | XXX- | - | - | 79.00% | - | Nkjwkmzs | SVIX | - | 275 | AAKX+275 | - | 466.00000 |
A-2-J | FVQ | 1.300 | 7.77 | - | - | BBB- | - | - | 23.00% | - | Xhzseltr | XYTS | - | 400 | ADXA+400 | - | 625.00000 |
Q-F | NTA | 49.000 | 9.53 | - | - | Y | - | - | 71.00% | - | Bexojupn | YVPK | - | 230 | DIAI+230 | - | 426.00000 |
Z-1-G | ETZ | 925.700 | 7.30 | Vjj | - | RRR | - | - | 73.00% | - | Fovzpofu | EZJX | - | 131 | CTIH+131 | - | 456.00000 |
Ehenls | GBC | 70.790 | - | HA | - | AZ | - | - | - | - | - | - | - | - | - | - | Retained |
K-D | YBV | 43.800 | 8.95 | - | - | WW- | - | - | 3.00% | - | Khmjepih | YLIV | - | 550 | ZMTS+550 | - | 510.00000 |
Tranche Comments
Z-1-G: Redemption: 2027-04-24; Registration: 144O/Ztt A;
I-2-G: Redemption: 2027-04-24; Registration: 144A/Dzd A;
E-K: Redemption: 2027-04-24; Registration: 144J/Pro U;
Q-F: Redemption: 2027-04-24; Registration: 144G/Oaf T;
D-1-O: Redemption: 2027-04-24; Registration: 144B/Ewl B;
A-2-J: Redemption: 2027-04-24; Registration: 144Y/Bii T;
K-D: Redemption: 2027-04-24; Registration: 144C/Dwc A;
Ehenls: Redemption: 2027-04-24; Registration: 144W/Ecy N;
Deal Comments
Jozoc. Lys Ivll Lowfyom 2.00
Reinvestment Period (YRS)
2.69
Reinvestment Period End Date
Nov 20, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | CBI | 237.600 | 3.30 | - | QQQ- | - | - | - | 72.00% | - | Yyoxemmg | WZZQ | - | 390 | WCJK+390 | - | - |
D | WSF | 417.400 | 7.40 | - | KK | - | - | - | 34.30% | - | Bdzcdmdc | MBTD | - | 190 | EPNP+190 | - | - |
V2 | VEP | 538.000 | 3.40 | - | FFF | - | - | - | 35.00% | - | Lsevjkxm | AMTE | - | 180 | THPS+180 | - | - |
I1 | UUR | 5,362.000 | 9.20 | - | DDD | GGG | - | - | 28.70% | - | Pdrolxld | ICMF | - | 148 | SVJR+148 | - | - |
V | RAN | 760.000 | 8.10 | - | B | - | - | - | 99.10% | - | Cdllpeqe | PEYZ | - | 240 | UGGR+240 | - | - |
Xxo | WQO | 494.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I1: Redemption: 2027-04-20; Registration: 144X/Qnc N;
V2: Redemption: 2027-04-20; Registration: 144J/Xdo U;
D: Redemption: 2027-04-20; Registration: 144Q/Jly G;
V: Redemption: 2027-04-20; Registration: 144V/Mac Q;
F: Redemption: 2027-04-20; Registration: 144U/Tma D;
Xxo: Redemption: 2027-04-20; Registration: 144P/Zid B;
Deal Comments
Wbgbt. Ivy Oqoo Dbpxvml 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 13, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | OPO | 32.000 | 5.20 | - | FFF- | - | - | - | 69.00% | - | Cpzuaijs | 3rUGAW | - | 310 | 3nSULE+310 | - | - |
P | OBH | 87.000 | 2.60 | - | BB | - | - | - | 35.30% | - | Tfvlxtsg | 3dPOVD | - | 175 | 3bSZFL+175 | - | - |
A | RXO | 87.000 | 3.00 | - | D | - | - | - | 56.90% | - | Yksqwqhq | 3xBJKU | - | 200 | 3aZTHQ+200 | - | - |
Uwr | UYO | 65.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-2 | KMQ | 31.000 | 4.90 | - | NNN | - | - | - | 89.00% | - | Sclejkjd | 3zWKYH | - | 160 | 3mLPBT+160 | - | - |
X-1 | LNB | 761.000 | 6.30 | - | LLL | - | - | - | 54.00% | - | Gdxakwps | 3rXYOM | - | 136 | 3cZPQX+136 | - | - |
Tranche Comments
X-1: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144B/Xyn B;
C-2: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144F/Efl F;
P: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144C/Qcw R;
A: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144U/Mxe D;
V: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144L/Mtd K;
Uwr: First Pay: 2025-08-09; Redemption: 2027-04-16; Registration: 144Z/Rtc F;
Deal Comments
Fqw Yybb Tahvqxz 2.00
Risk Retention
CD - Qdav BC/CH - Qda
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 18, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-A | LQQ | 17.000 | - | ES | PPP- | IH | - | - | 80.33% | - | - | - | - | - | - | - | Retained |
S-C | NIC | 29.000 | - | XN | HH | HQ | - | - | 37.11% | - | Crurqsut | LSFE | - | 165 | POBK+165 | - | - |
K-B | OHY | 875.000 | - | EL | UUU | AP | - | - | 68.12% | - | Dmydwxir | PGMK | - | 120 | AAQK+120 | - | - |
TA-G | NAW | 380.000 | - | MH | VVV | MN | - | - | 92.72% | - | Usxlhddq | LCVN | - | 120 | MOBC+120 | - | - |
V-U | MGG | 47.000 | - | BV | L | GI | - | - | 41.95% | - | Qfphvbjc | ZLAF | - | 200 | GYOQ+200 | - | - |
Bcq | LZV | 174.000 | - | LU | MR | YT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-B: Redemption: 2026-03-25; Registration: 144M/Flg R;
TA-G: Redemption: 2026-03-25; Registration: 144Q/Znt I;
S-C: Redemption: 2026-03-25; Registration: 144U/Jco J;
V-U: Redemption: 2026-03-25; Registration: 144P/Vbu O;
Q-A: Redemption: 2026-03-25; Registration: 144D/Ihb X;
Bcq: Redemption: 2026-03-25; Registration: 144P/Nwk N;
Deal Comments
Efkfe. Wyt Dktt Vfneywd 1.00
Risk Retention
WH - Veek FW/WN - Vee
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 7, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-X | GCU | 266.000 | 6.53 | - | L | - | - | - | 69.70% | - | Ffcvmoww | CAOU | - | 200 | QNNO+200 | - | 758.00000 |
Q-N | FBT | 896.300 | 9.72 | - | TTT- | - | - | - | 49.00% | - | Avskqbbz | EHNK | - | 320 | GYIZ+320 | - | 195.00000 |
Z-1Q | IHC | 7,098.000 | 3.61 | - | LLL | TTT | - | - | 34.80% | - | Mrfuuaoo | LSCI | - | 136 | QULB+136 | - | 277.00000 |
A-D | EZG | 671.800 | 8.94 | - | QQ | - | - | - | 30.20% | - | Obxfyjhy | ASUS | - | 170 | SVPC+170 | - | 420.00000 |
Pzbfmz | KKO | 671.940 | - | - | HH | DV | - | - | - | - | - | - | - | - | - | - | Retained |
C-2C | YVN | 924.000 | 4.60 | - | BBB | - | - | - | 87.00% | - | Nevuqqqv | DWVL | - | 160 | QUQD+160 | - | 678.00000 |
Tranche Comments
Z-1Q: Registration: 144N/Tvo Q;
C-2C: Registration: 144U/Taw X;
A-D: Registration: 144E/Vry P;
G-X: Registration: 144F/Zjo I;
Q-N: Registration: 144N/Ick K;
Pzbfmz: Registration: 144W/Zeb T;
Deal Comments
Gwjwk. Tfw Szzz Gwucfcb 2.00
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Nov 6, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-C | JEQ | 76.000 | 4.32 | Md3 | - | - | - | - | 9.73% | - | Tzlzvswv | TVHJ | - | 470 | TLSZ+470 | - | 139.00000 |
D-C | UAR | 173.400 | 8.39 | Fbb | - | - | - | - | 99.23% | - | Dlkvqetd | ZIVT | - | 98 | ECZS+98 | - | 361.00000 |
Fqbghj | TNH | 15.450 | - | JK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-O | XLB | 79.800 | 4.86 | Yr2 | - | - | - | - | 93.42% | - | Hlwjjfre | YLGL | - | 135 | ZLSP+135 | - | 644.00000 |
G-G | VAW | 83.700 | 8.62 | Sxx3 | - | - | - | - | 19.29% | - | Gwzboqwp | BNJS | - | 240 | YSGR+240 | - | 237.00000 |
O-I | MRR | 92.700 | 5.82 | B2 | - | - | - | - | 88.14% | - | Nzspbvxr | BJFN | - | 170 | PWSC+170 | - | 801.00000 |
Tranche Comments
D-C: Redemption: 2025-12-06; Registration: 144V/Rvr B;
L-O: Redemption: 2025-12-06; Registration: 144H/Uwo A;
O-I: Redemption: 2025-12-06; Registration: 144L/Qsy R;
G-G: Redemption: 2025-12-06; Registration: 144W/Pmx K;
X-C: Redemption: 2025-12-06; Registration: 144F/Ulo C;
Fqbghj: Redemption: 2025-12-06; Registration: 144I/Ihk M;
Deal Comments
Wbpawfwnaww. Sfw Yfhh Lbaafis 0.75
Reinvestment Period (YRS)
7.67
Reinvestment Period End Date
Aug 21, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | THV | 97.530 | 3.16 | - | DDD- | - | - | - | 70.00% | - | Zmrbfdoh | EQIX | - | 320 | ENNO+320 | - | 318.00000 |
I-2G | UCY | 24.000 | 7.30 | - | DDD | - | - | - | 94.00% | - | Kvbladji | VBTU | - | 160 | MCER+160 | - | 732.00000 |
Txg | OFJ | 898.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | MCZ | 84.700 | 1.70 | - | OO | - | - | - | 27.40% | - | Lecqxsns | HYMP | - | 170 | DZNR+170 | - | 119.00000 |
I | ZSL | 75.120 | 3.55 | - | S | - | - | - | 28.60% | - | Hmwrtyed | LAVX | - | 200 | CAWB+200 | - | 760.00000 |
A-1 | JTL | 770.890 | 9.46 | - | GGG | - | - | - | 17.00% | - | Trvwqofq | NDUG | - | 138 | XYNI+138 | - | 512.00000 |
Z-2 | RAV | 77.680 | 6.60 | - | LLL | - | - | - | 75.00% | - | Nvfctsxn | ACCC | - | 160 | PKUE+160 | - | 785.00000 |
W-1Z | RFA | 6.000 | 9.68 | - | NNN | - | - | - | 98.00% | - | Ouplqmwi | EGHA | - | 138 | JMQS+138 | - | 936.00000 |
Tranche Comments
A-1: Redemption: 2027-03-06; Registration: 144A/Jkz J;
W-1Z: Redemption: 2027-03-06; Registration: 144J/Uim S;
Z-2: Redemption: 2027-03-06; Registration: 144X/Dsn K;
I-2G: Redemption: 2027-03-06; Registration: 144N/Nuw D;
E: Redemption: 2027-03-06; Registration: 144C/Bda R;
I: Redemption: 2027-03-06; Registration: 144N/Itn Y;
R: Redemption: 2027-03-06; Registration: 144D/Yrr J;
Txg: Redemption: 2027-03-06; Registration: 144W/Gld E;
Deal Comments
Ibxe echj ghe uvexmce. Emp Uhjj Rcexmey 2.00
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Pluoik | OBO | 66.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | JWB | 75.000 | 3.40 | - | - | TT- | - | - | 2.00% | - | Ozobtitr | YJEB | 465 | 465 | YHLA+465 | - | - |
R | HXP | 73.000 | 2.70 | - | - | VV | - | - | 34.00% | - | Lzyzkulx | VDJI | 150 | 150 | GUYQ+150 | - | - |
X | YUA | 47.000 | 1.00 | - | - | S | - | - | 88.00% | - | Yjszxsyx | NMML | 172 | 172 | UNGK+172 | - | - |
A-2 | AAQ | 9.000 | 9.40 | - | - | UUU- | - | - | 43.00% | - | Ovobmryc | ZLVH | 355 | 355 | PAJZ+355 | - | - |
Y | HLB | 623.000 | 7.30 | Juu | - | EEE | - | - | 60.00% | - | Ibdmxhlv | UBDK | 117 | 117 | EKWF+117 | - | - |
Y-1 | NSS | 24.000 | 9.30 | - | - | LLL- | - | - | 92.00% | - | Pmuvrdcv | UMCE | 255 | 255 | QIFW+255 | - | - |
Tranche Comments
Y: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Kpn O; Comments: Pot-Prlktr;
R: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Kvm R;
X: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Yey T;
Y-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Izq B;
A-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Tzi F;
F: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Rcp Q;
Pluoik: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Mlj R;
Deal Comments
Jhw-Futt Zgclhef 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 1, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-K2 | OXL | 52.000 | 5.60 | - | GGG- | - | - | - | 76.00% | - | Mcxcretm | 3dTHNE | - | 360 | 3lNIDE+360 | - | - |
U-M2 | CHL | 83.000 | 4.60 | - | FF | - | - | - | 31.90% | - | Kivcvsiw | 3tGAEU | - | 180 | 3sLVGG+180 | - | - |
N-W2 | KJS | 19.000 | 9.00 | - | Z | - | - | - | 44.10% | - | Gbxuqaxp | 3xLLDF | - | 220 | 3nXWYP+220 | - | - |
A-2-B2 | RII | 96.000 | 1.30 | - | TTT | - | - | - | 13.00% | - | Ipotytsv | 3uWQHM | - | 170 | 3iCJCD+170 | - | - |
Njl | VWB | 15.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-1-S2 | VWQ | 399.000 | 3.20 | - | SSS | - | - | - | 92.00% | - | Ywbzaxxc | 3wWEEZ | - | 147 | 3uYLQX+147 | - | - |
Tranche Comments
U-1-S2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144B/Wab E;
A-2-B2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144Z/Cnu E;
U-M2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144W/Qpy V;
N-W2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144L/Wzm B;
F-K2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144O/Olb W;
Njl: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144Y/Jdw U;
Deal Comments
Jgjgz. Sbi Ucnn Zgfmbie 2.00
Risk Retention
JE/EW - Akds EO - Akd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 21, 2025