| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RBI | 48.000 | 36.30 | - | TT- | - | - | - | 7.00% | - | Usloaado | BZXU | - | 485 | GNPQ+485 | - | 762.00000 |
| A | KIR | 96.000 | 2.90 | - | B | - | - | - | 33.00% | - | Upuwuamo | LHEM | - | 175 | BPUJ+175 | - | 923.00000 |
| Laq | ELY | 60.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | JEN | 251.000 | 7.40 | - | QQQ | - | - | - | 74.00% | - | Dfcxwibc | TWFL | - | 115 | MEAS+115 | - | 247.00000 |
| Y | BCI | 10.000 | 5.60 | - | YY | - | - | - | 53.00% | - | Mrfkevke | AAXY | - | 150 | ZAUQ+150 | - | 792.00000 |
| E-1 | FLY | 16.000 | 2.90 | - | EEE- | - | - | - | 56.00% | - | Drufbjkh | VMBP | - | 285 | WDUT+285 | - | 667.00000 |
| M-2 | JJT | 55.000 | 8.90 | - | AAA | - | - | - | 95.00% | - | Ycwksvqm | PZEH | - | 132 | TZSD+132 | - | 275.00000 |
| N-2 | ZYB | 8.000 | 32.90 | - | UUU- | - | - | - | 19.00% | - | Avpdrrnq | PQOW | - | 370 | HZZO+370 | - | 580.00000 |
Tranche Comments
J-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144P/Zzd M;
M-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Bat L;
Y: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144T/Mhg B;
A: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Jwp O;
E-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144X/Qpj C;
N-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144G/Ycm I;
H: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144G/Ake C;
Laq: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144C/Wsy U;
Deal Comments
Iov Qxqq Rtdboef 2.00. Ldt etxq fxc qacbete
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 3, 2008
WAL Test Period End Date
May 8, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1ZN | QVK | 813.000 | 5.30 | Mxx | - | DDD | - | - | 10.00% | - | Krbotmbj | NPTG | 118 | 118 | IEHL+118 | - | - |
| LP | ZHU | 95.000 | 7.80 | WC | - | NN | - | - | 26.00% | - | Pvfomlku | GXLK | 157 | 157 | SDSP+157 | - | - |
| OH | VMP | 87.000 | 37.40 | DI | - | WW- | - | - | 9.00% | - | Zuhqyeir | ZIBD | 535 | 535 | DEAH+535 | - | - |
| LW | FYH | 43.000 | 5.40 | HJ | - | K | - | - | 86.00% | - | Ivdtxddt | UGAI | 180 | 180 | YZSI+180 | - | - |
| JB | YKA | 21.000 | 1.50 | IF | - | III- | - | - | 79.00% | - | Teubjpby | UJPM | 270 | 270 | IMCV+270 | - | - |
| Xie | HWI | 44.450 | - | ZN | - | XQ | - | - | - | - | - | - | - | - | - | - | Retained |
| O1F | PFH | 472.000 | 2.30 | Lzz | - | YYY | - | - | 26.00% | - | Ybcmapwq | VIDH | 118 | 118 | EXHI+118 | - | - |
Tranche Comments
O1F: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144B/Rui I;
F1ZN: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144W/Aot J;
LP: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144P/Uuz S;
LW: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144G/Vdb H;
JB: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144E/Tlp B;
OH: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144E/Pzt H;
Xie: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144K/Hye L;
Deal Comments
Gxhxe. Hqs Yztt Wxbcqgp 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 15, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-E3 | FBQ | 81.500 | - | - | V | - | - | - | 37.68% | - | Cpjdprzs | KMEA | - | 175 | ICWN+175 | - | - |
| V-Z3 | BVY | 421.700 | - | - | OOO | - | - | - | 28.71% | - | Tbwhshkx | XJZL | - | 107 | YKTW+107 | - | - |
| W-1-R3 | WTD | 39.400 | - | - | OO | - | - | - | 79.30% | - | Fpbqshbi | AJLP | - | 150 | ZYWN+150 | - | - |
Tranche Comments
V-Z3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144U/Ite V;
W-1-R3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144U/Art C;
Z-E3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144L/Jdl B;
Deal Comments
Iyxvcya Whhccycicck. Ncc Fyaa Ihxccyt 1.00
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Feb 21, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NE | TOF | 13.000 | 2.20 | - | - | BB | - | - | 15.00% | - | Lfidfqdi | DYPT | 165-170 | 170 | SEYV+170 | - | - |
| WP | ZAE | 95.000 | 8.60 | - | - | Q | - | - | 76.00% | - | Uklxbcaj | TYJZ | 190-195 | 190 | WCTT+190 | - | - |
| T2B | TBE | 4.000 | 24.50 | - | - | EEE- | - | - | 44.00% | - | Kcucmzdm | SBLC | 410l | 410 | AHVQ+410 | - | - |
| KE | UMQ | 6.000 | 8.00 | - | - | OOO | - | - | - | - | Hvlplxzg | QEBD | 110-120 | 115 | HQLV+115 | - | - |
| G2U | WRI | 3.000 | 1.40 | - | - | HHH | - | - | 75.00% | - | Iwrmxoop | SWQP | 155-160 | 160 | YLLO+160 | - | - |
| QU | ASL | 83.000 | 33.30 | - | - | FF- | - | - | 9.00% | - | Fxolrbnq | HGGJ | 650-675 | 675 | UQBO+675 | - | - |
| H1M | WRF | 523.000 | 7.80 | - | - | XXX | - | - | 76.00% | - | Bcjcworl | BIIP | 132-133 | 133 | IWZI+133 | - | - |
| C1U | QLV | 28.000 | 3.40 | - | - | CCC- | - | - | 68.00% | - | Mlurykae | XTCT | 290-295 | 300 | JWXT+300 | - | - |
| Ojj Yr | LOX | 42.600 | - | - | - | EO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
KE: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Tdu N;
H1M: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Q/Ijn H;
G2U: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144O/Hrm E;
NE: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144K/Zrj D;
WP: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144K/Fcc M;
C1U: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Byc W;
T2B: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Qia O;
QU: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Gsi G;
Ojj Yr: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Ias Z;
Deal Comments
Omjmj. Fse Xoss Rmgusuv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 19, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MFF | ZQF | 400.000 | 8.10 | Rjj | EQ | - | - | - | 34.14% | - | Oxvklhqq | ADEK | - | 110 | KLNT+110 | - | - |
| YJJ | CLC | 79.000 | 6.50 | OV | Z | - | - | - | 22.40% | - | Lsvlhwfq | YILF | - | 180 | HYSO+180 | - | - |
| ORR | RXT | 16.000 | 7.80 | UD | UU | - | - | - | 73.00% | - | Tmrbvmml | UEPP | - | 155 | YQGQ+155 | - | - |
Tranche Comments
MFF: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144A/Ihx L;
ORR: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144Z/Mmm G;
YJJ: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144D/Mba C;
Deal Comments
Ejvmjbjvmjx. Suj Rbww Pjqmupa 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 21, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GUN | 73.000 | 4.30 | - | BB | - | - | - | 37.00% | - | Ocosqibr | LQEG | - | 170 | SQBE+170 | - | 701.00000 |
| V-2 | QLB | 7.000 | 82.70 | - | FFF- | - | - | - | 72.00% | - | Ybpucffd | USNF | - | 405 | QSWZ+405 | - | 813.00000 |
| Q | HCZ | 58.000 | 9.90 | - | N | - | - | - | 12.00% | - | Ewxumkau | JXMT | - | 190 | TMPE+190 | - | 532.00000 |
| Wur | ULJ | 78.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | IUM | 272.000 | 3.50 | Yss | KKK | - | - | - | 56.50% | - | Wqpfqzfh | XLIA | - | 133 | YDEZ+133 | - | 478.00000 |
| X | NUZ | 23.000 | 68.60 | - | SS- | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| O-2 | PMJ | 35.000 | 2.60 | Idd | - | - | - | - | 58.00% | - | Wreasuqv | SOCJ | - | 154 | UEYR+154 | - | 174.00000 |
| Z-1 | GPL | 72.000 | 4.50 | - | NNN- | - | - | - | 62.00% | - | Ubwqchez | LJQI | - | 290 | HZKA+290 | - | 352.00000 |
Tranche Comments
O-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144E/Ucd F;
O-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144N/Gdo Q;
G: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Gtj A;
Q: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144H/Box G;
Z-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Y/Hcq S;
V-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144I/Wmp L;
X: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144P/Csm Z;
Wur: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144C/Biq S;
Deal Comments
Tcu Gzcc Bpoecvq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 18, 2009
WAL Test Period End Date
Jun 12, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tgi | NPF | 13.900 | - | LF | VF | ZX | - | - | - | - | - | - | - | - | - | - | Retained |
| KYY | HQT | 335.000 | - | CG | KA | YYY | - | - | 49.00% | - | Lsrhmfia | UBYV | - | 125 | PNWC+125 | - | - |
| W1UU | YTG | 69.000 | - | SA | IU | RRR- | - | - | 69.00% | - | Gyuvchrl | AVQG | - | 310 | LGWD+310 | - | - |
| M2MM | JRO | 8.000 | - | TW | WV | KKK- | - | - | 92.00% | - | Ccfzeyrn | XJGS | - | 450 | EZFC+450 | - | - |
| ZOO | YCK | 23.000 | - | JC | EJ | DD | - | - | 63.00% | - | Urkktbjt | QHGQ | - | 165 | JCUS+165 | - | - |
| ZUU | FHV | 53.000 | - | PN | NP | Z | - | - | 59.00% | - | Xxzmbhmt | LWHF | - | 190 | WHIL+190 | - | - |
| VHH | GTN | 34.000 | - | HL | KI | NN- | - | - | 6.00% | - | Ixqjdnzn | XBTK | - | 740 | GVLX+740 | - | - |
Tranche Comments
KYY: Redemption: 2025-10-15; Registration: 144Z/Fxj I;
ZOO: Redemption: 2025-10-15; Registration: 144T/Hjh T;
ZUU: Redemption: 2025-10-15; Registration: 144H/Chk H;
W1UU: Redemption: 2025-10-15; Registration: 144D/Kyq A;
M2MM: Redemption: 2025-10-15; Registration: 144B/Ufg J;
VHH: Redemption: 2025-10-15; Registration: 144T/Bug H;
Tgi: Redemption: 2025-10-15; Registration: 144G/Lor M;
Deal Comments
Bququ. Xkp Ywff Aqhikkx 1.00
Risk Retention
PA/AE - Dik
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 6, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-H | IGD | 42.000 | 4.61 | HK | - | X | - | - | 29.00% | - | Nujyzlxa | 3eTTWB | - | 210 | 3dNQLF+210 | - | 821.00000 |
| N-1-Z | OLT | 811.000 | 1.92 | Mff | - | EZ | - | - | 58.00% | - | Brepeblx | 3hBAPA | - | 136 | 3sPBAQ+136 | - | 776.00000 |
| Xie | ELH | 72.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-J | AXW | 30.000 | 5.86 | HF | - | SS | - | - | 59.00% | - | Cfbulomc | 3hLNYT | - | 180 | 3gUZZH+180 | - | 911.00000 |
| W-F | TTN | 38.000 | 65.65 | BP | - | NN- | - | - | 2.00% | - | Xbfvzblv | 3sLXDV | - | 790 | 3iMAFG+774 | - | 60.00000 |
| G-1-P | BJT | 87.200 | 6.57 | YS | - | WWW- | - | - | 20.30% | - | Tweypxxh | 3iEHSN | - | 325 | 3bWPPA+325 | - | 356.00000 |
| X-2-K | ONR | 67.000 | 1.92 | HK | - | XXX | - | - | 52.00% | - | Tqxjrpnb | 3fPGNK | - | 153 | 3hXHWB+153 | - | 795.00000 |
| W-2-J | HZH | 56.700 | 21.70 | HJ | - | HHH- | - | - | 53.00% | - | Nofck | Pfgpz | - | - | 7.42% | 7.419% | 471.00000 |
Tranche Comments
N-1-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Hvd L;
X-2-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Ecg O;
W-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Qly S;
M-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Qfm S;
G-1-P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Ata H;
W-2-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Dle U;
W-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Rry X;
Xie: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Zfr T;
Deal Comments
Hxexa. Dmb Uwmm Dxanmvi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 15, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-TT | GVA | 79.000 | 5.70 | - | W | - | - | - | 73.45% | - | Lrbpuwze | 3nVECL | - | 200 | 3eABWF+200 | - | 121.00000 |
| J-XX | AWL | 52.000 | 8.53 | - | HH | - | - | - | 71.34% | - | Tzuovfmx | 3pVWFK | - | 165 | 3mCBOA+165 | - | 740.00000 |
| Y-DD | ABH | 823.943 | 3.77 | - | YYY | - | - | - | 16.60% | - | Yrdwteaa | 3eMGXJ | - | 110 | 3uBVOP+110 | - | 681.00000 |
Tranche Comments
Y-DD: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144F/Pfg A;
J-XX: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144I/Ovl I;
U-TT: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144F/Idg V;
Deal Comments
Qesswwwpswu. Ipw Fwss Zexspgz 0.5
Reinvestment Period End Date
Nov 15, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-P | OEA | 79.600 | - | YL | V | - | - | - | 28.10% | - | Avjwekpo | BQQU | - | 200 | XBWV+200 | - | - |
| I-H | JFA | 49.500 | - | PY | HHH- | - | - | - | 74.00% | - | Xujvvpro | TEJX | - | 325 | GVZM+325 | - | - |
| B-1-D | XNY | 821.320 | - | Css | SSS | - | - | - | 58.40% | - | Bepzepvn | BGZW | - | 129 | AIHT+129 | - | - |
| J-2-R | WUD | 42.160 | - | Ooo | LH | - | - | - | 89.50% | - | Wcecwwnp | HDSP | - | 160 | KJVE+160 | - | - |
| H-W | FIL | 85.000 | - | SF | YY | - | - | - | 47.80% | - | Dexwxplx | UBCG | - | 175 | DYLK+175 | - | - |
| E-Q | QKN | 33.650 | - | CZ | TT- | - | - | - | 2.30% | - | Nejvhvhm | QXZZ | - | 740 | YXNT+740 | - | - |
Tranche Comments
B-1-D: Redemption: 2025-09-09; Registration: 144Y/Wjs B;
J-2-R: Redemption: 2025-09-09; Registration: 144J/Nmk H;
H-W: Redemption: 2025-09-09; Registration: 144D/Yjh N;
Q-P: Redemption: 2025-09-09; Registration: 144L/Rjt R;
I-H: Redemption: 2025-09-09; Registration: 144F/Tdv V;
E-Q: Redemption: 2025-09-09; Registration: 144B/Bfz S;
Deal Comments
Hyukjsjekjz. Mij Csxx Vyrkiho 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 15, 2005