| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | VVE | 684.000 | 6.50 | - | MMM | - | - | - | 20.00% | - | Kmraeszu | GIUY | - | 115 | ACUF+115 | - | 427.00000 |
| J-1 | EHH | 86.000 | 2.80 | - | UUU- | - | - | - | 40.00% | - | Dkcrbxti | TXXL | - | 285 | GCQN+285 | - | 479.00000 |
| Dwz | NQT | 93.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | RNO | 11.000 | 63.60 | - | HH- | - | - | - | 3.00% | - | Xwqyvuff | KXPE | - | 485 | VDSP+485 | - | 196.00000 |
| J-2 | PEC | 83.000 | 1.30 | - | NNN | - | - | - | 15.00% | - | Evxpaduh | GQWV | - | 132 | WWLK+132 | - | 734.00000 |
| N-2 | VGY | 7.000 | 80.30 | - | NNN- | - | - | - | 70.00% | - | Luzjyamr | CLTS | - | 370 | AZYI+370 | - | 541.00000 |
| D | CGD | 44.000 | 5.20 | - | MM | - | - | - | 49.00% | - | Qswjzqzj | HXTE | - | 150 | LADU+150 | - | 203.00000 |
| E | MUA | 31.000 | 5.60 | - | K | - | - | - | 11.00% | - | Eqrudenv | INJB | - | 175 | TKZP+175 | - | 129.00000 |
Tranche Comments
Y-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144M/Myf G;
J-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Qku N;
D: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Nht O;
E: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144C/Lrx E;
J-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Bip B;
N-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Q/Ras S;
Y: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Xwh A;
Dwz: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Q/Pbq V;
Deal Comments
Eky Btyy Ejhbkgi 2.00. Kxj gjty ite chebsjg
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 14, 2011
WAL Test Period End Date
Sep 19, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DK | TPI | 27.000 | 9.10 | XO | - | ZZZ- | - | - | 73.00% | - | Nmrpkdoa | NDHZ | 270 | 270 | AIQQ+270 | - | - |
| FU | LND | 82.000 | 24.40 | YH | - | XX- | - | - | 2.00% | - | Pkrrbtew | BNNX | 535 | 535 | NSMS+535 | - | - |
| O1NB | ZHS | 291.000 | 1.60 | Tcc | - | DDD | - | - | 10.00% | - | Hbbfwjyl | KZXM | 118 | 118 | PXNF+118 | - | - |
| TC | RLE | 51.000 | 8.90 | PW | - | P | - | - | 23.00% | - | Rlzqcyyc | ZJAB | 180 | 180 | LZIT+180 | - | - |
| T1D | CYI | 808.000 | 8.50 | Kbb | - | YYY | - | - | 81.00% | - | Tcsypwzg | MSQG | 118 | 118 | DACF+118 | - | - |
| SQ | UYR | 24.000 | 7.40 | EC | - | OO | - | - | 17.00% | - | Llobzcin | EHQM | 157 | 157 | NNDC+157 | - | - |
| Imp | SMS | 50.320 | - | NR | - | YG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1D: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144G/Uwf R;
O1NB: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144A/Qrg Q;
SQ: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144D/Irm X;
TC: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144G/Okp D;
DK: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144X/Yuo Z;
FU: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144I/Yhj K;
Imp: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144K/Qae W;
Deal Comments
Lcccf. Fkj Fyaa Lcejkpx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-L3 | IBT | 931.200 | - | - | QQQ | - | - | - | 11.26% | - | Zwsfspeu | VQHQ | - | 107 | ULIR+107 | - | - |
| E-H3 | LCI | 48.200 | - | - | R | - | - | - | 37.44% | - | Dqukextw | IGDQ | - | 175 | BEDK+175 | - | - |
| P-1-D3 | TML | 45.700 | - | - | UU | - | - | - | 15.91% | - | Umvjajcb | DWCF | - | 150 | XYAO+150 | - | - |
Tranche Comments
G-L3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144F/Pth U;
P-1-D3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144A/Ixl N;
E-H3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144B/Iha O;
Deal Comments
Xttkjth Rkfjtttzjtq. Nvt Rthh Xktjvcd 1.00
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Aug 26, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PN | TLG | 28.000 | 9.20 | - | - | YY | - | - | 44.00% | - | Mazjxabq | VOQT | 165-170 | 170 | LPUB+170 | - | - |
| O1I | UCY | 50.000 | 7.30 | - | - | BBB- | - | - | 76.00% | - | Bdrzqkaa | SPBV | 290-295 | 300 | XOCZ+300 | - | - |
| LQ | LEQ | 7.000 | 9.00 | - | - | RRR | - | - | - | - | Uxymrfwa | XKNP | 110-120 | 115 | OYHO+115 | - | - |
| BT | EVQ | 58.000 | 11.80 | - | - | CC- | - | - | 1.00% | - | Xlmtqvat | HJAO | 650-675 | 675 | KKHJ+675 | - | - |
| Noo Nd | TKI | 19.300 | - | - | - | EB | - | - | - | - | - | - | - | - | - | - | Retained |
| S2A | KPF | 4.000 | 9.10 | - | - | III | - | - | 24.00% | - | Thwbpsod | JHCF | 155-160 | 160 | ZABK+160 | - | - |
| D1D | MRX | 425.000 | 9.50 | - | - | RRR | - | - | 59.00% | - | Ufyskyac | BBJU | 132-133 | 133 | VLKE+133 | - | - |
| M2Q | XLB | 6.000 | 13.40 | - | - | BBB- | - | - | 25.00% | - | Jjbkmsqk | HPXW | 410n | 410 | YWIT+410 | - | - |
| JF | FBR | 59.000 | 7.50 | - | - | R | - | - | 92.00% | - | Pjrlzluf | MKAD | 190-195 | 190 | SPTO+190 | - | - |
Tranche Comments
LQ: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Zmv F;
D1D: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Ioc C;
S2A: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Lao A;
PN: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144O/Yze I;
JF: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144O/Fsk G;
O1I: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144F/Dhu N;
M2Q: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144B/Guy Y;
BT: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Kps T;
Noo Nd: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144L/Cdr F;
Deal Comments
Gpxpu. Jps Ffjj Npegphd 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 30, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TPP | BFV | 51.000 | 9.40 | ZA | P | - | - | - | 52.61% | - | Dfmblymk | HOCN | - | 180 | LZJX+180 | - | - |
| WOO | HLS | 30.000 | 5.30 | PO | KK | - | - | - | 10.00% | - | Vuqdfezs | AIDL | - | 155 | KGSA+155 | - | - |
| QKK | HMB | 446.000 | 9.90 | Wqq | JP | - | - | - | 41.16% | - | Kmlwauvt | WGQH | - | 110 | KHAN+110 | - | - |
Tranche Comments
QKK: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144J/Aqt F;
WOO: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144F/Kyz K;
TPP: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144P/Iue N;
Deal Comments
Qkvfezeyfew. Sbe Vzqq Skvfbzg 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 25, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | ZLO | 99.000 | 5.60 | - | RRR- | - | - | - | 69.00% | - | Njhxdvzd | LESC | - | 290 | UGYJ+290 | - | 763.00000 |
| Iqx | QOT | 91.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ULO | 36.000 | 2.20 | - | L | - | - | - | 38.00% | - | Ylklybxc | LLXM | - | 190 | QHHI+190 | - | 299.00000 |
| S-2 | QKT | 4.000 | 23.70 | - | KKK- | - | - | - | 40.00% | - | Heyhmwra | ZZPD | - | 405 | PHGK+405 | - | 837.00000 |
| N | YPY | 88.000 | 7.50 | - | OO | - | - | - | 60.00% | - | Fsqbhzbb | TBXV | - | 170 | PYHD+170 | - | 150.00000 |
| O | LCO | 11.000 | 42.50 | - | CC- | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| R-2 | TVO | 77.000 | 7.10 | Aoo | - | - | - | - | 31.00% | - | Rkcwpfty | YEEL | - | 154 | SZSO+154 | - | 555.00000 |
| T-1 | ZXU | 658.000 | 9.90 | Ogg | PPP | - | - | - | 55.90% | - | Ldzushfv | GGSW | - | 133 | BBAQ+133 | - | 623.00000 |
Tranche Comments
T-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144N/Ziw P;
R-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144P/Nyw U;
N: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144E/Atb X;
O: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144T/Gxr M;
P-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144E/Mhu O;
S-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144L/Jsn R;
O: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144N/Gcs U;
Iqx: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144C/Yhs R;
Deal Comments
Yyv Axvv Aaoyyts 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 25, 2014
WAL Test Period End Date
Nov 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1XX | HJY | 61.000 | - | WN | IP | XXX- | - | - | 15.00% | - | Fpjdtubr | QWVO | - | 310 | NYDH+310 | - | - |
| Q2YY | WFY | 6.000 | - | IH | DR | EEE- | - | - | 87.00% | - | Vubcvckq | IJDF | - | 450 | MOAW+450 | - | - |
| VNN | CJT | 998.000 | - | KS | DX | VVV | - | - | 33.00% | - | Umwmfvur | VTSE | - | 125 | JQCY+125 | - | - |
| WJJ | GPL | 59.000 | - | VW | LB | W | - | - | 16.00% | - | Kswejwko | QYGW | - | 190 | BBMW+190 | - | - |
| Pto | MBH | 37.600 | - | XP | EJ | NW | - | - | - | - | - | - | - | - | - | - | Retained |
| EUU | MFD | 46.000 | - | AI | OA | BB | - | - | 73.00% | - | Atoqemzt | NIPZ | - | 165 | SALR+165 | - | - |
| XNN | OLO | 74.000 | - | MR | QJ | PP- | - | - | 3.00% | - | Zxkavxox | BVGY | - | 740 | SQGW+740 | - | - |
Tranche Comments
VNN: Redemption: 2025-10-15; Registration: 144Z/Hui L;
EUU: Redemption: 2025-10-15; Registration: 144G/Kaq Z;
WJJ: Redemption: 2025-10-15; Registration: 144H/Qzn B;
O1XX: Redemption: 2025-10-15; Registration: 144V/Kst Z;
Q2YY: Redemption: 2025-10-15; Registration: 144K/Pmv K;
XNN: Redemption: 2025-10-15; Registration: 144V/Wuz Y;
Pto: Redemption: 2025-10-15; Registration: 144M/Wmd G;
Deal Comments
Jhwhx. Wyt Ksmm Bhskyyu 1.00
Risk Retention
GZ/ZG - Lfk
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 6, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-F | TGQ | 60.000 | 6.47 | UB | - | UUU | - | - | 45.00% | - | Ycehjhsy | 3qWWIC | - | 153 | 3oBUBU+153 | - | 270.00000 |
| X-H | QJY | 15.000 | 4.53 | AY | - | KK | - | - | 87.00% | - | Ocxofxwo | 3qAPOR | - | 180 | 3bPJXA+180 | - | 199.00000 |
| W-Y | YLG | 37.000 | 92.66 | HU | - | WW- | - | - | 1.00% | - | Wloplqxr | 3aVGED | - | 790 | 3jXHEE+774 | - | 34.00000 |
| Q-1-I | TMS | 883.000 | 5.76 | Fvv | - | AC | - | - | 89.00% | - | Mqedoobj | 3wVTOI | - | 136 | 3kNIEQ+136 | - | 404.00000 |
| Vno | EIK | 57.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-L | VLS | 22.000 | 1.59 | KM | - | Q | - | - | 19.00% | - | Fhpafxvl | 3jDYDS | - | 210 | 3bBQQV+210 | - | 579.00000 |
| P-2-W | RVA | 87.500 | 48.30 | PS | - | MMM- | - | - | 93.00% | - | Mfisj | Okmls | - | - | 7.42% | 7.419% | 869.00000 |
| B-1-L | GGV | 74.500 | 8.75 | JB | - | LLL- | - | - | 59.30% | - | Pshrywzt | 3gITQW | - | 325 | 3sNNTG+325 | - | 782.00000 |
Tranche Comments
Q-1-I: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Kpt V;
D-2-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Kce D;
X-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Acb P;
L-L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Yyr D;
B-1-L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Uwp Y;
P-2-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Oab L;
W-Y: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Mmd M;
Vno: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Rrj C;
Deal Comments
Fqyqx. Yhq Sbmm Aquvhdw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 24, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-PP | COI | 809.426 | 8.86 | - | NNN | - | - | - | 47.40% | - | Jmcqltut | 3aATMP | - | 110 | 3eIWAV+110 | - | 389.00000 |
| A-OO | CLF | 24.000 | 7.99 | - | F | - | - | - | 84.62% | - | Pcbwjrny | 3mBXTM | - | 200 | 3rEEGM+200 | - | 983.00000 |
| I-FF | WLP | 68.000 | 8.65 | - | QQ | - | - | - | 56.67% | - | Hhulykiu | 3sDQIF | - | 165 | 3jSGZM+165 | - | 814.00000 |
Tranche Comments
J-PP: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144Z/Iag C;
I-FF: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144P/Wmk U;
A-OO: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144Z/Uzw O;
Deal Comments
Esutvhvutva. Dov Khii Usxtozk 0.5
Reinvestment Period End Date
Jul 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-G | YEC | 72.300 | - | TS | I | - | - | - | 36.80% | - | Jyfppasb | BTUO | - | 200 | UJXA+200 | - | - |
| Z-P | EUK | 48.500 | - | NS | XXX- | - | - | - | 16.00% | - | Hppkubhq | PZHV | - | 325 | UBFY+325 | - | - |
| D-G | NLL | 69.000 | - | AI | KK | - | - | - | 86.50% | - | Abpoqbyc | UDGA | - | 175 | HGUR+175 | - | - |
| Z-1-I | LIF | 375.100 | - | Ppp | UUU | - | - | - | 71.70% | - | Usuvqpii | WLLD | - | 129 | CUSR+129 | - | - |
| N-2-L | PPO | 97.410 | - | Vuu | EZ | - | - | - | 86.10% | - | Ovowhdna | ZPNX | - | 160 | EXBL+160 | - | - |
| E-O | RKN | 16.130 | - | IF | QQ- | - | - | - | 9.70% | - | Myxeswvz | JQAG | - | 740 | VPDQ+740 | - | - |
Tranche Comments
Z-1-I: Redemption: 2025-09-09; Registration: 144O/Qpb U;
N-2-L: Redemption: 2025-09-09; Registration: 144K/Ydp M;
D-G: Redemption: 2025-09-09; Registration: 144K/Aht P;
V-G: Redemption: 2025-09-09; Registration: 144P/Weg D;
Z-P: Redemption: 2025-09-09; Registration: 144D/Rxl B;
E-O: Redemption: 2025-09-09; Registration: 144V/Yjr M;
Deal Comments
Vzyifvfnifc. Nff Qvjj Bzcifal 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 23, 2017