| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1W2 | PWT | 806.000 | 7.20 | - | HHH | - | - | - | 96.90% | - | Thrmqoub | UGNZ | 103-105 | 106 | DKHR+106 | - | - |
| L1E2 | AER | 76.000 | 8.40 | - | CC | - | - | - | 24.20% | - | Hvcrsptr | EQEZ | 150a | 160 | HBFM+160 | - | - |
Tranche Comments
G1W2: First Pay: 2025-04-25; Redemption: 2026-06-06; Registration: 144M/Ovs T;
L1E2: First Pay: 2025-04-25; Redemption: 2026-06-06; Registration: 144D/Lkl X;
Deal Comments
Mjhwhthtwhx. Ioh Itff Sjvwozy 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BD | KPF | 58.000 | 8.80 | - | TT | DZ | - | - | 21.71% | - | Hmxrhqzg | NCTJ | - | 150 | YYJX+150 | - | 192.00000 |
| GG | GXO | 1.000 | 1.10 | - | B- | DQ | - | - | 7.98% | - | Xomcbono | YUSM | - | 675 | IGFU+675 | - | 822.00000 |
| Q1L | ZMV | 159.000 | 4.70 | - | HHH | KKK | - | - | 79.80% | - | Pfqpdjfh | YPPH | - | 104 | MHQN+104 | - | - |
| HG | ZMT | 63.000 | 5.50 | - | FJ | AA- | - | - | 6.74% | - | Awqvupeg | WXSP | - | 575 | MPOM+575 | - | 689.00000 |
| P2 | UWL | 22.000 | 6.70 | - | LA | VVV | - | - | 41.98% | - | - | - | - | - | - | - | - |
| Kwl | YPK | 44.950 | - | - | ZE | PW | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1V | RZK | 37.900 | 5.40 | - | HHH+ | OX | - | - | 37.10% | - | Glwvulof | JIJL | - | 300 | SIMR+300 | - | 299.00000 |
| C2C | KOV | 5.900 | 8.70 | - | QQQ- | UQ | - | - | 34.49% | - | Irewmerx | DXKU | - | 400 | NWMC+400 | - | 598.00000 |
| VS | KHM | 51.000 | 4.30 | - | B | WX | - | - | 61.71% | - | Dpecvsux | KPFH | - | 195 | UJPQ+195 | - | 976.00000 |
Tranche Comments
Q1L: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144I/Jyc J;
P2: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144W/Iam C; Comments: Xch jwbb;
BD: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144M/Ocl U;
VS: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144G/Tkk N;
Y1V: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144T/Qdg O;
C2C: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144J/Boj Y;
HG: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144O/Jbk N;
GG: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144Y/Pax P;
Kwl: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144E/Ehg Y;
Deal Comments
Ipavfnfmvfx. Iyf-Vnaa Bpzvyns 1.00
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Aug 1, 2004
WAL Test Period End Date
Jun 14, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-E | ZGG | 4.000 | 74.20 | - | CC- | - | - | - | 42.00% | - | Huvururv | TNNE | - | 390 | XKAO+390 | - | - |
| Cwk | VXR | 11.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1-M | GRV | 40.000 | 6.90 | - | TTT- | - | - | - | 14.00% | - | Rxcdsuxu | NOCN | - | 290 | HBXT+290 | - | - |
| Q-1-C | UAL | 35.000 | 1.20 | - | Z | - | - | - | 38.00% | - | Sekafemu | EABU | - | 195 | SLSP+195 | - | - |
| E-P | FZZ | 73.000 | 30.90 | - | - | - | - | - | 5.00% | - | Cskplzxd | IQXL | - | 550 | PUWW+550 | - | - |
| K-D | RJL | 41.000 | 2.20 | - | CC | - | - | - | 93.00% | - | Mslftqct | VGLF | - | 160 | SSVU+160 | - | - |
| H-X | JNN | 780.000 | 7.20 | - | VVV | - | - | - | 45.00% | - | Jsrkldug | WPML | - | 118 | CKWI+118 | - | - |
| C-2-M | XYV | 14.000 | 9.70 | - | MMM- | - | - | - | 52.00% | - | Qhrsv | - | - | 180 | 5.85% | - | - |
Tranche Comments
H-X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Fxr Z;
K-D: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Nfz Q;
Q-1-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Ucp E;
C-2-M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Uhd U;
L-1-M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Hnl S;
F-2-E: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Bch L;
E-P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Vxi R;
Cwk: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Aqy A;
Deal Comments
Kumuc. Wtv Dxqq Wuyhtao 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LPO | 67.000 | 3.30 | - | Z | - | - | - | 25.00% | - | Oyzvbexi | EHUG | - | 205 | YOVT+205 | - | - |
| Lvxqbo | MWH | 15.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | EIF | 48.000 | 2.60 | - | GGG | - | - | - | 68.00% | - | Olkeclqu | SNHK | - | 135 | QVWR+135 | - | - |
| D-1FD | WWD | 929.000 | 2.50 | - | YYY | - | - | - | 37.00% | - | Yuwmkarr | IMXZ | - | 135 | ILLA+135 | - | - |
| A-2 | KOJ | 2.000 | 5.30 | - | LLL | - | - | - | 54.00% | - | Cfzcfafi | LOLI | - | 160 | ECNW+160 | - | - |
| R-2 | QNH | 9.000 | 3.50 | - | LLL- | - | - | - | 65.00% | - | Ezlcm | - | - | 395 | 7.76% | - | - |
| S | EZU | 13.000 | 8.90 | - | OO | - | - | - | 67.00% | - | Fhvkcier | QHUV | - | 180 | LBXU+180 | - | - |
| V-1DJ | GOA | 32.000 | 1.10 | - | EEE | - | - | - | 61.00% | - | Dqwpjuhk | XQWQ | - | 135 | MZAT+135 | - | - |
| E-1 | XQU | 33.000 | 2.10 | - | III- | - | - | - | 61.00% | - | Qwffomff | VSSD | - | 300 | BQIA+300 | - | - |
| H | QWJ | 17.000 | 6.40 | - | DD- | - | - | - | 4.00% | - | Uurpowyg | HZKK | - | 595 | BTJT+595 | - | - |
Tranche Comments
G-1: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144O/Vvw S;
D-1FD: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144A/Bkv Y;
V-1DJ: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144H/Cio P;
A-2: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144Q/Hzh D;
S: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144C/Kpu T;
X: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144T/Exg Q;
E-1: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144B/Mov M;
R-2: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144M/Txd J;
H: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144L/Xsv P;
Lvxqbo: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144O/Uva J;
Deal Comments
Aat Fhjj Nxztaay 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 3, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NEE | 50.000 | - | IP | TT | - | - | - | 37.00% | - | Fybrwsdo | ZBNR | 170t | 180 | KVYU+180 | - | - |
| U-2 | FMP | 6.000 | - | JK | TTT- | - | - | - | 91.00% | - | Dzybzqod | CYGQ | 435x | 450 | NHAF+450 | - | - |
| J-2 | UJO | 9.000 | - | HW | W | - | - | - | 84.00% | - | Evwpb | - | - | - | 5.520% | - | - |
| H-1 | GYV | 926.000 | - | Xll | JJJ | - | - | - | 90.00% | - | Xwvruqey | EKNI | 137 | 137 | BTLQ+137 | - | - |
| O-1T | RBT | 7.000 | - | SU | YYY- | - | - | - | 93.00% | - | Bqpch | - | - | - | 6.920% | - | - |
| W | HPP | 86.000 | - | CS | HH- | - | - | - | 7.00% | - | Qqcyfszg | ENDG | 600h | 690 | ZYPN+690 | - | - |
| C-2 | KWS | 36.000 | - | Jcc | LN | - | - | - | 85.00% | - | Gvpwwovd | MVSO | 155a | 160 | BAOT+160 | - | - |
| H-1 | BMH | 70.000 | - | NN | G | - | - | - | 39.00% | - | Hxvsetef | JHNW | - | 210 | NTLE+210 | - | - |
| J-1F | HGW | 74.000 | - | KX | YYY- | - | - | - | 16.00% | - | Fyjemvmb | LJBT | - | 350 | PUPV+350 | - | - |
| Hht | BFN | 92.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Redemption: 2026-09-20; Registration: 144E/Kav D;
C-2: Redemption: 2026-09-20; Registration: 144G/Qvn U;
D: Redemption: 2026-09-20; Registration: 144G/Tra D;
H-1: Redemption: 2026-09-20; Registration: 144D/Xir N;
J-2: Redemption: 2026-09-20; Registration: 144I/Tfh H;
J-1F: Redemption: 2026-09-20; Registration: 144N/Kod K;
O-1T: Redemption: 2026-09-20; Registration: 144J/Gwe H;
U-2: Redemption: 2026-09-20; Registration: 144N/Zib L;
W: Redemption: 2026-09-20; Registration: 144M/Tub C;
Hht: Redemption: 2026-09-20; Registration: 144O/Exd B;
Deal Comments
Mbg Duaa Yqvebmf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UBBB | PQB | 544.400 | - | BW | YYY | KM | - | - | 50.60% | - | Qvdhmkyg | ISUU | - | 133 | SVUN+133 | - | - |
Tranche Comments
UBBB: Redemption: 2025-06-14; Registration: 144F/Chp M;
Deal Comments
Ljzaajy Mutajjjyajb. Tjj Djyy Luzajwq 1.00
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Sep 9, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qxz | ZNU | 72.920 | - | - | MT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | LZV | 14.000 | 2.30 | - | EEE | - | - | - | 19.00% | - | Xxvfbkef | KTLN | - | 170 | AQXT+170 | - | - |
| P-2 | BQL | 2.380 | 62.70 | - | NNN- | - | - | - | 58.77% | - | Yvmyhjrt | EYCK | - | 450 | LODS+450 | - | - |
| O-2 | NAN | 3.000 | 2.62 | - | XX | - | - | - | 94.00% | - | Zupzl | - | - | - | 5.98% | - | - |
| P-1 | PLC | 411.000 | 2.62 | - | ZZZ | - | - | - | 34.00% | - | Lmoxpmxk | PSDB | - | 149 | JBWZ+149 | - | - |
| L | LRA | 41.000 | 8.61 | - | L | - | - | - | 87.00% | - | Qczcfiqj | NTFA | - | 235 | AWKG+235 | - | - |
| Q-1 | UPQ | 77.900 | 3.70 | - | FFF | - | - | - | 75.10% | - | Ydhvpvcd | HGQH | - | 340 | CFUF+340 | - | - |
| Z-1 | NSN | 85.000 | 2.12 | - | KK | - | - | - | 71.00% | - | Ndlmxmdg | CPMD | - | 190 | SHDT+190 | - | - |
| J | CQZ | 24.000 | 20.62 | - | VV- | - | - | - | 5.42% | - | Quckahuh | AWHG | - | 650 | EBPW+650 | - | - |
Tranche Comments
P-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144O/Eao V;
K-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144O/Mcg R;
Z-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144C/Zhb J;
O-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144A/Got L;
L: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144W/Ddb B;
Q-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144N/Hvk X;
P-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144C/Drs A;
J: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144I/Wyn Y;
Qxz: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144F/Uys R;
Deal Comments
Vtu-Xnpp Qbmmtaf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 16, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Q | PYE | 21.600 | - | - | BB | - | - | - | 57.60% | - | Ivjqcxwd | PBYP | 195 | 195 | ZLLL+195 | - | - |
| E-2-Z | NCM | 58.500 | - | - | FFF | - | - | - | 75.40% | - | Nlmsqxsi | HSVS | 154 | 154 | TSPD+154 | - | - |
| U-1-C | QHP | 162.000 | - | - | KKK | - | - | - | 85.40% | - | Ykubyfvl | PWBQ | 134 | 134 | UAMO+134 | - | - |
| K-Z | PKU | 75.000 | - | - | K | - | - | - | 16.90% | - | Arjxmqwe | WCIT | 235 | 240 | THBX+240 | - | - |
Tranche Comments
U-1-C: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Q/Ank K;
E-2-Z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144O/Abu Z;
A-Q: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144O/Dou K;
K-Z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Wyr R;
Deal Comments
Mtewfnfvwfv. Vhf Nnii Jtpwhvq 1.00
Reinvestment Period (YRS)
9.61
Reinvestment Period End Date
Sep 14, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1-F | UIC | 749.200 | 4.60 | - | NNN | - | - | - | 87.00% | - | Tmkfdsmb | TUPX | - | 155 | UFCF+155 | - | - |
| P-2 | GRI | 49.000 | 7.40 | - | YYY | - | - | - | 41.00% | - | Isyppios | YZVL | 175-180 | 180 | YTHO+180 | - | - |
| X | FSO | 77.000 | 8.90 | - | ZZ | - | - | - | 54.00% | - | Qrowdmsv | KSWE | 200-210 | 210 | IHPP+210 | - | - |
| J | GSH | 86.000 | 9.20 | - | VVV- | - | - | - | 57.00% | - | Krkuohdc | ELOJ | 390-400 | 400 | EIZZ+400 | - | - |
| Q1 | MCW | 9.000 | 3.70 | - | E | - | - | - | 15.00% | - | Zmrzpolb | SQSP | - | 250 | UKXL+250 | - | - |
| B1-K | CTG | 450.800 | 5.70 | - | SSS | - | - | - | 42.00% | - | Ovmooaea | DLKM | - | 155 | UIEI+155 | - | - |
| Y2 | NZS | 31.000 | 4.40 | - | L | - | - | - | 65.00% | - | Mjbup | - | - | 250 | 6.62% | - | - |
| B | IFX | 93.000 | 8.30 | - | ZZ- | - | - | - | 1.50% | - | Qxkapfon | YQSW | 700-715 | 715 | UZLV+707 | - | - |
| Ablniy | KEI | 54.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q1-F: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Xzn Y;
B1-K: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Afe Q;
P-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Plk C;
X: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144J/Bso V;
Q1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Vmq H;
Y2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Icu Y;
J: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Bdq T;
B: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Zuh J;
Ablniy: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Elq S;
Deal Comments
Awh Swnn Ppgtwef 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | UBL | 103.700 | 3.60 | - | AAA | - | - | - | 74.80% | - | Sebzmxck | JHIV | - | 155 | JGYR+155 | - | - |
| B-1 | ECF | 71.000 | 9.60 | - | BBB+ | - | - | - | 95.00% | - | Rxwoheki | TLFV | - | 430 | YHDX+430 | - | - |
| Y-2 | TTY | 70.100 | 4.70 | - | EEE | - | - | - | 53.00% | - | Nurphhvd | KMNZ | 175-180 | 185 | HIAQ+185 | - | - |
| W-2 | RMQ | 24.000 | 5.40 | - | DDD- | - | - | - | 65.00% | - | Fsvnn | - | - | - | 9.50% | - | - |
| G-1 | KUX | 50.000 | 2.00 | - | R | - | - | - | 76.00% | - | Glhpatyf | ZYND | - | 280 | QEIA+280 | - | - |
| J-2 | MVS | 70.000 | 5.00 | - | H | - | - | - | 76.00% | - | Fcpgh | - | - | 275 | 6.62% | - | - |
| W | VNY | 98.500 | 52.00 | - | DD- | - | - | - | 1.40% | - | Jkdpklpb | NKDC | 700-715 | 750 | EBBQ+733 | - | - |
| Z | NCJ | 51.000 | 6.50 | - | PP | - | - | - | 25.00% | - | Byhlwxqi | CTVP | 200-210 | 220 | VYMB+220 | - | - |
| Eeisix | ZGL | 41.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Hjx J;
Y-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144M/Qix G;
Z: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144F/Rmu X;
G-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144Z/Pjw V;
J-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144B/Crv Y;
B-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144V/Kbg U;
W-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144Y/Ftj V;
W: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144X/Ajo A;
Eeisix: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Qob U;
Deal Comments
Ylc Saoo Bhlnlos 2.00
Risk Retention
PR - Umd, Ehstesm 7
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 28, 2018