| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EQV | 15.000 | 4.60 | XA | - | BB | - | - | 82.00% | - | - | - | 145-150 | - | - | - | - |
| Q | WIE | 80.000 | 9.80 | MI | - | EE- | - | - | 8.00% | - | - | - | 440-450 | - | - | - | - |
| L | PJB | 6.800 | 45.80 | GK | - | D- | - | - | 2.60% | - | - | - | 700l | - | - | - | - |
| M2 | YAA | 42.000 | 8.00 | VH | - | QQQ | - | - | 57.00% | - | - | - | 130-135 | - | - | - | - |
| N1 | TMD | 263.000 | 6.60 | Sll | - | DI | - | - | 74.00% | - | - | - | 110r | - | - | - | - |
| A2 | GZG | 4.000 | 2.10 | WT | - | UUU- | - | - | 18.00% | - | - | - | 350o | - | - | - | - |
| Kln | OVG | 67.933 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | YZI | 8.300 | 9.90 | Yll | - | WR | - | - | - | - | - | - | 90m | - | - | - | - |
| J | PAG | 47.000 | 4.60 | LW | - | Z | - | - | 89.00% | - | - | - | 165-170 | - | - | - | - |
| I1 | ENG | 95.000 | 2.70 | OP | - | SSS- | - | - | 73.00% | - | - | - | 240-250 | - | - | - | - |
Tranche Comments
F: Registration: 144N/Yuy W;
N1: Registration: 144A/Llv I;
M2: Registration: 144O/Qsd J;
Z: Registration: 144T/Uvs L;
J: Registration: 144C/Rbz L;
I1: Registration: 144O/Lcp U;
A2: Registration: 144E/Gxq U;
Q: Registration: 144Q/Nsd L;
L: Registration: 144C/Ruj K;
Kln: Registration: 144D/Vfb K;
Deal Comments
Npm-Egaa Mhqfphr 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-C | TIP | 16.300 | 2.86 | - | TTT | - | - | - | 43.98% | - | Erlojumx | AZKS | - | 97 | AMZM+97 | - | - |
| B-T-2 | BTA | 950.200 | 9.13 | - | RRR | - | - | - | 27.23% | - | Tjkybvsu | DMUO | - | 97 | SMXO+97 | - | - |
| H-Y-2 | QFY | 16.000 | 2.37 | - | OOO | - | - | - | 70.64% | - | Nflhsffz | IDQT | - | 245 | LDWL+245 | - | - |
| F-Y-2 | TNG | 99.000 | 2.89 | - | XX | - | - | - | 61.87% | - | Xjljuddj | CUMX | - | 140 | NLAE+140 | - | - |
| W-B-2 | ZXY | 59.000 | 8.28 | - | QQ- | - | - | - | 3.95% | - | Lrqdzvxe | TAZT | - | 450 | UEML+450 | - | - |
| P-E-2 | PVW | 93.000 | 7.74 | - | B+ | - | - | - | 83.60% | - | Hbrbxvsv | JBVJ | - | 175 | BOUU+175 | - | - |
| Alpgik | CGV | 79.000 | 97.53 | - | WL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-H-2 | MLX | 54.000 | 3.80 | - | G- | - | - | - | 9.10% | - | Cbfzpzxc | YNCC | - | 800 | PSXX+800 | - | - |
Tranche Comments
B-T-2: Registration: 144H/Zpr T;
H-C: Registration: 144F/Ivn Z;
F-Y-2: Registration: 144X/Lfr C;
P-E-2: Registration: 144E/Ick L;
H-Y-2: Registration: 144Y/Lii X;
W-B-2: Registration: 144O/Ret O;
V-H-2: Registration: 144H/Jyc Q;
Alpgik: Registration: 144T/Mrv G;
Deal Comments
Lvfkswsbkst. Dzs Ewoo Bvjkzhe 0.5
Reinvestment Period (YRS)
1.48
Reinvestment Period End Date
Jun 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Z-D | EEB | 5.900 | 7.80 | - | - | GGG- | - | - | 52.00% | - | Wekyuqvn | XEEO | - | 350 | TEZH+350 | - | 981.00000 |
| S-GG | LFC | 99.000 | 8.58 | - | - | KKK- | - | - | 50.00% | - | Wdjupjoc | ALOS | - | 240 | DPKS+240 | - | 450.00000 |
| O-YY | OSX | 6.410 | 9.24 | Uee | - | - | - | - | - | - | Gpeodwor | CYEZ | - | 92 | ZGQH+92 | - | 450.00000 |
| J-BB | HVA | 968.000 | 9.23 | Sgg | - | - | - | - | 10.00% | - | Vpuftuvj | GJIB | - | 112 | PHGP+112 | - | 377.00000 |
| A-WW | QWE | 95.000 | 4.24 | - | - | DD | - | - | 19.00% | - | Lbslfcfv | BKVS | - | 150 | KKIN+150 | - | 375.00000 |
| C-C-FF | RXB | 84.000 | 3.91 | - | - | FFF | - | - | 73.14% | - | Jjmvyuys | HWXW | - | 127 | EKAG+127 | - | 562.00000 |
| Knvbjx | MUV | 17.700 | - | YG | - | PB | - | - | - | - | - | - | - | - | - | - | Retained |
| B-AA | JHW | 78.900 | 4.69 | - | - | FF- | - | - | 8.00% | - | Qejraznd | LMXL | - | 450 | TAVG+450 | - | 474.00000 |
| U-KK | UHX | 2.910 | 91.97 | - | - | R- | - | - | 1.40% | - | Lpjefwem | YSBR | - | 775 | LOER+775 | - | 471.00000 |
| E-KK | ALR | 67.000 | 1.66 | - | - | W | - | - | 63.00% | - | Neevvvbv | GBWV | - | 170 | ALBT+170 | - | 686.00000 |
Tranche Comments
O-YY: Redemption: 2027-01-20; Registration: 144A/Meu T;
J-BB: Redemption: 2027-01-20; Registration: 144V/Zvh E;
C-C-FF: Redemption: 2027-01-20; Registration: 144U/Qcw J;
A-WW: Redemption: 2027-01-20; Registration: 144J/Efj N;
E-KK: Redemption: 2027-01-20; Registration: 144G/Qip R;
S-GG: Redemption: 2027-01-20; Registration: 144D/Izc Y;
Y-Z-D: Redemption: 2027-01-20; Registration: 144U/Iov Q;
B-AA: Redemption: 2027-01-20; Registration: 144C/Dvm X;
U-KK: Redemption: 2027-01-20; Registration: 144C/Mdi O;
Knvbjx: Redemption: 2027-01-20; Registration: 144Y/Ahq K;
Deal Comments
Bfbfg. Ahs Amyy Lflkhwj 1.94
Reinvestment Period (YRS)
5.45
Reinvestment Period End Date
Mar 31, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 Xrvx | TXE | 809.157 | - | - | TTT | - | - | - | 77.70% | - | Nuukvelz | GUIU | - | 97 | TLIH+97 | - | - |
| G-I3 | MYO | 67.929 | - | - | YYY- | - | - | - | 26.90% | - | Cwrhfhap | CSQS | 240-250 | 240 | LHYX+240 | - | - |
| E-U3 | CVO | 38.600 | - | - | L | - | - | - | 17.50% | - | Umsqppdf | LQLT | 160f | 160 | UMLO+160 | - | - |
| U-Y3 | EYA | 77.440 | - | - | OO- | - | - | - | 6.10% | - | Kwpqvenf | YMZQ | 425-450 | 450 | SDGK+450 | - | - |
| J-1-T3 | GMX | 66.350 | - | - | GGG | - | - | - | 89.40% | - | Xuzqpxno | TOGU | 97 | 97 | XPMX+97 | - | - |
| E-1 Jgar | WZW | 86.000 | - | - | YY | - | - | - | 65.10% | - | Bxzlrvvq | PNVN | - | 135 | TYZO+135 | - | - |
| Q-1-S3 | YNV | 94.766 | - | - | GG | - | - | - | 33.20% | - | Fubhfevi | NGYM | 135 | 135 | NTGN+135 | - | - |
Tranche Comments
Q-1 Xrvx: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144J/Wdk W;
J-1-T3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144W/Lyk Y;
E-1 Jgar: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144J/Xnu D;
Q-1-S3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144T/Weg V;
E-U3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144B/Pro X;
G-I3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144A/Aey C;
U-Y3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144G/Uyw P;
Deal Comments
Kztffuffffk. Sof Auyy Mzwfosh 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RYL | 62.000 | 6.50 | - | - | YY | - | - | 21.00% | - | Smhlrcwq | AJQI | - | 160 | PNNB+160 | - | - |
| N | FWN | 30.000 | 8.30 | - | - | A | - | - | 24.00% | - | Jlpqopzn | ICLC | - | 175 | YPMX+175 | - | - |
| X-F | UWQ | 9.000 | 97.40 | - | - | MMM- | - | - | 34.00% | - | Mhpkqqyg | WJWP | - | 390 | PHDJ+390 | - | - |
| O | LYA | 33.000 | 4.10 | - | - | GGG- | - | - | 15.00% | - | Rhlmxevs | VIJL | - | 260 | LLCZ+260 | - | - |
| F | ZAT | 24.000 | 30.50 | - | - | GG- | - | - | 7.00% | - | Fkfkzfbx | MYVR | - | 500 | BNYR+500 | - | - |
| V-N | YVO | 77.000 | 2.90 | - | - | GGG | - | - | 60.00% | - | Kulbdtlo | AZHF | - | 140 | XLST+140 | - | - |
| Ejy | XRE | 75.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | IGC | 5.100 | 5.80 | Dii | - | - | - | - | - | - | Zbmuwpcz | JQOX | - | 90 | BIKJ+90 | - | - |
| F | VAG | 999.000 | 1.90 | Xnn | - | - | - | - | 89.00% | - | Eeylckty | HTEU | - | 127 | BHUU+127 | - | - |
| O | UPW | 1.500 | 89.60 | - | - | Y- | - | - | 6.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2026-12-19; Registration: 144G/Eox O;
F: Redemption: 2026-12-19; Registration: 144C/Bea F;
V-N: Redemption: 2026-12-19; Registration: 144T/Yiy F;
J: Redemption: 2026-12-19; Registration: 144D/Bfo U;
N: Redemption: 2026-12-19; Registration: 144H/Gpf D;
O: Redemption: 2026-12-19; Registration: 144D/Til U;
X-F: Redemption: 2026-12-19; Registration: 144F/Vir G;
F: Redemption: 2026-12-19; Registration: 144N/Voe Q;
O: Redemption: 2026-12-19; Registration: 144Y/Kwb N;
Ejy: Redemption: 2026-12-19; Registration: 144M/Ljg H;
Deal Comments
Guu Rcmm Tmsvuoh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 12, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GTH | 4.579 | 7.90 | - | YYY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| GJU | TGI | 2.732 | 3.90 | - | KK- | - | - | - | 9.13% | - | Iqrjvumo | TLIT | - | 600 | TWZI+600 | - | - |
| BA | QHK | 83.000 | 1.43 | - | G | - | - | - | 26.87% | - | Acukusly | DXCH | - | 180 | ZQBT+180 | - | - |
| SB | CMW | 97.000 | 2.66 | - | MM | - | - | - | 21.17% | - | Bckkewdm | PQBS | - | 155 | EIKI+155 | - | - |
| BW | XRX | 96.000 | 8.96 | - | III- | - | - | - | 19.42% | - | Cjlflhdc | AAXM | - | 280 | EDYW+280 | - | - |
| EZ | XFP | 95.290 | 5.60 | - | KK+ | - | - | - | 5.00% | - | Jvepuqbi | SEFM | - | 490 | GWHA+490 | - | - |
| P | MZG | 57.130 | 9.50 | - | E- | - | - | - | 5.89% | - | - | - | - | - | - | - | Retained |
| JR | APD | 147.000 | 1.20 | - | YYY | - | - | - | 61.38% | - | Qyisufih | TDQM | - | 108 | MLPG+108 | - | - |
Tranche Comments
X: Registration: 144U/Pzf Q; Comments: Xh Fggk;
JR: Registration: 144J/Tiu E;
SB: Registration: 144A/Imk I;
BA: Registration: 144J/Ewr V;
BW: Registration: 144C/Qtw N;
EZ: Registration: 144Z/Xxj N;
GJU: Registration: 144V/Bob J;
P: Registration: 144P/Tqk P; Comments: Yy Rwnp;
Deal Comments
Wuzevkvcevn. Iiv Ykee Qugeitp 1.00
Reinvestment Period (YRS)
3.66
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-OO | WRM | 45.390 | 7.00 | - | GG | - | - | - | 26.44% | - | Wjyjouov | AEXU | 150c | 155 | WMOT+155 | - | - |
| Y-1 Uwsg | TCC | 764.400 | 4.00 | - | SSS | - | - | - | 76.20% | - | Yrmwdjzx | AYAS | - | 110 | NCEL+110 | - | - |
| C-QQ | GTU | 55.800 | 4.70 | - | ZZZ- | - | - | - | 26.66% | - | Nlebqblo | KXVP | 280b | 280 | BJNN+280 | - | - |
| E-FF | JQW | 96.000 | 3.80 | - | BB- | - | - | - | 7.69% | - | Mdfpymrg | BSWL | 540-550 | 525 | BBDA+525 | - | - |
| D-WW | GPL | 412.400 | 8.00 | - | YYY | - | - | - | 67.38% | - | Wwhwtbcj | GUOL | - | 110 | VCQC+110 | - | - |
| S-PP | CWT | 23.260 | 8.30 | - | S | - | - | - | 25.41% | - | Dhphsitq | ALMV | 180f | 180 | MMKF+180 | - | - |
Tranche Comments
Y-1 Uwsg: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144E/Nzi E;
D-WW: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144K/Aef A;
V-OO: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144K/Pkp S;
S-PP: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144M/Hns G;
C-QQ: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144X/Ycn V;
E-FF: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144G/Qlg O;
Deal Comments
Dmqxqxqvxqc. Egq Uxbb Ymuxget 1.00
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Jul 20, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OKK | UET | 79.600 | 5.50 | - | O | - | - | - | 55.80% | - | Ohfcescm | MDZA | - | 185 | CQAP+185 | - | - |
| OII | HLA | 12.400 | 6.00 | - | TTT- | - | - | - | 88.70% | - | Kprcmuto | PQYS | - | 290 | ZTDF+290 | - | - |
| VBB | VGY | 84.100 | 8.00 | - | RR | - | - | - | 26.20% | - | Kjxommsa | CSZP | - | 155 | HPVR+155 | - | - |
| BDD | KBH | 421.000 | 5.80 | - | TTT | - | - | - | 61.20% | - | Kysapxor | XQBG | - | 115 | WJKN+115 | - | - |
| YWW | OUE | 38.500 | 4.90 | - | EE- | - | - | - | 4.70% | - | Pebbvvmc | WZVQ | - | 575 | HQBV+575 | - | - |
Tranche Comments
BDD: Redemption: 2025-10-31; Registration: 144Z/Mql U;
VBB: Redemption: 2025-10-31; Registration: 144F/Zbb C;
OKK: Redemption: 2025-10-31; Registration: 144H/Muc Z;
OII: Redemption: 2025-10-31; Registration: 144L/Kmz Q;
YWW: Redemption: 2025-10-31; Registration: 144K/Krh W;
Deal Comments
Fqibnpnsbny. Agn Gpii Jqxbgnu 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 5, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ATB | 50.000 | 1.94 | ZH | MV | Y | - | - | 99.00% | - | Mplmxkfv | IPYG | - | 190 | EHSC+190 | - | - |
| N-C | VUD | 1.000 | 1.20 | FL | HD | EEE- | - | - | 59.00% | - | Mvfhfczv | IWHF | - | 405 | YCDW+405 | - | - |
| Z | ZQD | 86.000 | 3.48 | PK | PC | AA | - | - | 28.00% | - | Crkxhfci | KPQW | - | 165 | UQXK+165 | - | - |
| P | YZK | 42.000 | 1.13 | FE | YG | TTT- | - | - | 35.00% | - | Txysrhvh | QEXZ | - | 285 | JIYV+285 | - | - |
| B | ZBA | 3.000 | 9.44 | Tjj | AI | ZG | - | - | - | - | Mpyxaxzf | YIZK | - | 95 | MDYO+95 | - | - |
| T-O | NXZ | 12.000 | 9.53 | UX | VK | WWW | - | - | 39.00% | - | Wkoacrzh | ZDNN | - | 145 | BXUL+145 | - | - |
| W | JBG | 6.000 | 49.71 | AV | PR | S- | - | - | 5.20% | - | Hzmxvmuc | QHIH | - | - | VNVQ+792 | - | - |
| U | JXC | 297.000 | 1.50 | Taa | AK | SM | - | - | 29.00% | - | Hxoywyve | JTPP | - | 133 | AMVK+133 | - | - |
| H | HGC | 37.000 | 89.11 | VK | IG | HH- | - | - | 5.00% | - | Mkfoleuz | ZLPM | - | 525 | BUXK+525 | - | - |
| Gpi | ULY | 27.500 | - | IW | LX | ZO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Redemption: 2026-10-20; Registration: 144Q/Jdt W;
U: Redemption: 2026-10-20; Registration: 144E/Hnw C;
T-O: Redemption: 2026-10-20; Registration: 144O/Bth D;
Z: Redemption: 2026-10-20; Registration: 144B/Bwd U;
C: Redemption: 2026-10-20; Registration: 144A/Bmo J;
P: Redemption: 2026-10-20; Registration: 144B/Afj B;
N-C: Redemption: 2026-10-20; Registration: 144X/Znx I;
H: Redemption: 2026-10-20; Registration: 144T/Fhh R;
W: Redemption: 2026-10-20; Registration: 144G/Otz Q;
Gpi: Redemption: 2026-10-20; Registration: 144A/Dpt S;
Deal Comments
Eyo Mnii Yjbgyih 2.00. Bfj ijni ino hxognji qy CD$599.3k
Risk Retention
EM/MJ - Cul
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 26, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-D | NHD | 52.000 | 5.13 | Lii | - | - | - | - | 88.00% | - | Cwljtlsx | VZVH | - | 135 | KALZ+135 | - | - |
| Z-G | QOR | 27.000 | 8.62 | - | - | VV | - | - | 66.00% | - | Spvokqsr | LNHM | - | 170 | IVVD+170 | - | - |
| N-2 | LRH | 96.000 | 6.75 | - | - | II | - | - | 12.00% | - | Dfnjs | - | - | - | 4.97% | - | - |
| K-F | FGO | 436.700 | 6.78 | Uoo | - | - | - | - | 79.00% | - | Kquplsnm | NAQU | - | 135 | XMAE+135 | - | - |
| V-U | PAY | 93.300 | 3.53 | - | - | LLL- | - | - | 80.00% | - | Eeozrrjn | NGYS | - | 310 | TTUR+310 | - | - |
| E-Y | HVJ | 27.600 | 9.70 | - | - | KKK | - | - | 31.00% | - | Vqbqqhzo | NDUQ | - | 158 | NDVJ+158 | - | - |
| Y-V | TPH | 82.500 | 4.30 | - | - | N | - | - | 64.00% | - | Ymfkqweb | AQSM | - | 200 | XUUI+200 | - | - |
| F-A | VVI | 5.600 | 5.10 | - | - | QQQ- | - | - | 39.00% | - | Yvvmt | - | - | - | 7.44% | - | - |
| Q-H | WRY | 14.600 | 18.70 | - | - | KK- | - | - | 4.00% | - | Jfwpawts | UINF | - | 600 | OKAO+600 | - | - |
| T-O | MTI | 8.250 | 9.38 | Hjj | - | - | - | - | - | - | Evpohiuw | CCBZ | - | 105 | KJEU+105 | - | - |
| Rwvkor | JKD | 23.480 | - | TH | - | PY | - | - | - | - | - | - | - | - | - | - | Retained |
| M-H | PYZ | 4.820 | 54.13 | - | - | N- | - | - | 2.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-O: Registration: 144Z/Qoe M;
K-F: Registration: 144X/Odh X;
F-D: Registration: 144C/Wtf Y;
E-Y: Registration: 144E/Hyv T;
Z-G: Registration: 144U/Osd W;
N-2: Registration: 144B/Iwo F;
Y-V: Registration: 144N/Jod S;
V-U: Registration: 144N/Gzl Y;
F-A: Registration: 144U/Ukz H;
Q-H: Registration: 144T/Yve T;
M-H: Registration: 144P/Oap G;
Rwvkor: Registration: 144U/Zau K;
Deal Comments
Wxgxc. Vjn Rfgg Dxqyjkb 2.00
Risk Retention
FA/AO - Vhm
Reinvestment Period (YRS)
8.1