| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-EE | LKA | 52.000 | 9.90 | - | A | - | - | - | 33.12% | - | Smcsmcyb | EMVK | - | 295 | SXHJ+295 | - | - |
| X-C | MNN | 69.000 | 4.20 | - | NNN | - | - | - | 57.81% | - | Rxuvtlxx | PJOQ | - | 465 | GWJM+465 | - | - |
| S-X | UBJ | 285.000 | 9.80 | - | TTT | - | - | - | 69.60% | - | - | - | - | - | - | - | Retained |
| M-YY | ATT | 99.000 | 7.10 | - | BB | - | - | - | 32.42% | - | Ucubssqa | MKLB | - | 210 | TBVS+210 | - | - |
Tranche Comments
S-X: Registration: 144M/Hki X; Comments: Kj Zazv;
M-YY: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144M/Vvu Q;
Z-EE: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144U/Jqw S;
X-C: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144F/Per X;
Deal Comments
Jbfmiqihmix. Vhi-Eqww Ybimhj (ibfm ihabw)l 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 13, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZA | UYV | 15.000 | - | IA | TT | OD | - | - | 45.63% | - | Wdouthma | HZGP | - | 195 | TAFN+195 | - | - |
| VT | OMR | 88.000 | - | ZJ | C | EK | - | - | 61.48% | - | Vciyowpi | YPJH | - | 295 | LTMK+295 | - | - |
| Q | NSN | 974.000 | - | KG | PPP | DU | - | - | 40.93% | - | - | - | - | - | - | - | Retained |
| CS | PYH | 96.000 | - | SI | LLL- | QK | - | - | 14.66% | - | Clpytskf | GDFL | - | 465 | MIVN+465 | - | - |
| FZ | TEZ | 54.000 | - | XK | OO- | EU | - | - | 49.50% | - | - | - | - | - | - | - | Retained |
| Pjo | TRO | 86.480 | - | AE | BX | GD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2026-04-20; Registration: 144Q/Wvd F; Comments: Hz Ysnt;
ZA: Redemption: 2026-04-20; Registration: 144D/Ovi H;
VT: Redemption: 2026-04-20; Registration: 144T/Czh A;
CS: Redemption: 2026-04-20; Registration: 144E/Dwe D;
FZ: Redemption: 2026-04-20; Registration: 144W/Qmf A;
Pjo: Redemption: 2026-04-20; Registration: 144X/Ahm I;
Deal Comments
Lumuxsxxuxy. Iox Kstt Dumuozg 1.00
Risk Retention
DJ/JP - Rhc
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 20, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mif | ZIF | 18.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | UAR | 345.000 | - | - | QQQ | - | - | - | 48.00% | - | Sbxpzunt | QUCB | 141-142 | 142 | XMUS+142 | - | - |
| J | CMH | 82.000 | - | - | T | - | - | - | 21.00% | - | Cyxjjezi | CXGV | 200-210 | 210 | ENEE+210 | - | - |
| Z-W-1 | NIR | 23.000 | - | - | KKK | - | - | - | 57.00% | - | Bmusqcyq | BVPK | - | 142 | SPDJ+142 | - | - |
| N | EZW | 44.000 | - | - | FFF- | - | - | - | 31.00% | - | Ehzufufs | IMPE | 320-335 | 325 | ZYQF+325 | - | - |
| P | MLU | 71.000 | - | - | QQ- | - | - | - | 29.00% | - | - | - | - | - | - | - | Retained |
| Z | EOH | 25.000 | - | - | SS | - | - | - | 13.00% | - | Nbbwqvrg | DOFV | 170-175 | 175 | YLDO+175 | - | - |
| I-D-2 | UTR | 53.000 | - | - | GGG | - | - | - | 10.00% | - | Khywkudi | HLJL | - | 142 | XWDM+142 | - | - |
Tranche Comments
U: Redemption: 2027-03-26; Registration: 144D/Tot M;
Z-W-1: Redemption: 2027-03-26; Registration: 144J/Yoi M;
I-D-2: Redemption: 2027-03-26; Registration: 144Q/Boc C;
Z: Redemption: 2027-03-26; Registration: 144X/Ubb F;
J: Redemption: 2027-03-26; Registration: 144Y/Vuf C;
N: Redemption: 2027-03-26; Registration: 144K/Zvb A;
P: Redemption: 2027-03-26; Registration: 144W/Eno J;
Mif: Redemption: 2027-03-26; Registration: 144T/Evg H;
Deal Comments
Hbl-Aqyy Hnrcbye 2.00. Zcn ynqy aql eglcgny arbn QW$405.3n kb QW$455.35n
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 2, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-DD | CNU | 34.000 | 1.90 | - | K | - | - | - | 88.00% | - | Hbjvjdjj | EPFR | - | 235 | ZHIH+235 | - | 893.00000 |
| Vlqvjc | AFZ | 26.994 | - | - | AK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-GG | QYL | 546.000 | 6.53 | - | RRR | - | - | - | 80.00% | - | Gfzdlsfk | XMKI | - | 162 | WZGD+162 | - | 732.00000 |
| U-1-RR-D | UIB | 668.000 | 7.37 | - | NNN | - | - | - | 32.00% | - | Tlhyqzki | LVUC | - | 162 | KDPR+162 | - | 701.00000 |
| I-XX | FOJ | 82.000 | 7.30 | - | ZZ | - | - | - | 28.00% | - | Urelaslv | JUSU | - | 185 | ELNV+185 | - | 677.00000 |
| A | TLL | 36.000 | 5.55 | - | LLL- | - | - | - | 42.00% | - | Sfyotqum | XZCI | - | 390 | IVNP+390 | - | 704.00000 |
| H-2-KK | ZJP | 52.000 | 4.54 | - | HHH | - | - | - | 43.00% | - | Sppyryce | TXNO | - | 180 | NHHE+180 | - | 675.00000 |
Tranche Comments
V-1-GG: Redemption: 2026-11-21; Registration: 144L/Ufb E;
U-1-RR-D: Redemption: 2026-11-21; Registration: 144E/Ahi Y;
H-2-KK: Redemption: 2026-11-21; Registration: 144W/Hkj I;
I-XX: Redemption: 2026-11-21; Registration: 144M/Dwa V;
U-DD: Redemption: 2026-11-21; Registration: 144F/Fmd L;
A: Redemption: 2026-11-21; Registration: 144K/Kas E;
Vlqvjc: Redemption: 2026-11-21; Registration: 144L/Gtj B;
Deal Comments
Jfjfe. Oxv Aeyy Xfqkxlg 2.00
Reinvestment Period (YRS)
9.49
Reinvestment Period End Date
Nov 21, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | ICN | 454.000 | 4.40 | - | HHH | - | - | - | 22.00% | - | Lzlfvzhz | UDZM | - | 168 | KETG+168 | - | 781.00000 |
| W | GWF | 50.000 | 9.10 | - | OO | - | - | - | 40.00% | - | Tkmbokod | GNUF | - | 205 | AHCQ+205 | - | 546.00000 |
| Y-1Y | ILM | 42.000 | 8.30 | - | VVV | - | - | - | 74.00% | - | Pqkblahk | KZTW | - | 168 | VVZB+168 | - | 718.00000 |
| S | UKV | 15.000 | 4.54 | - | E | - | - | - | 34.00% | - | Kscamrkp | ZOGM | - | 255 | LPES+255 | - | 162.00000 |
| B-2 | BTM | 38.000 | 6.26 | - | LLL | - | - | - | 90.00% | - | Oqjatxee | CTVY | - | 190 | SQEK+190 | - | 491.00000 |
| X-1C | PYZ | 19.000 | 7.10 | - | NNN | - | - | - | 60.00% | - | Yvfaq | Merwg | - | 168 | 5.18% | 5.181% | 505.00000 |
| Tni | CFH | 37.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Redemption: 2026-09-10; Registration: 144W/Mit E;
Y-1Y: Redemption: 2026-09-10; Registration: 144J/Rfp Q;
X-1C: Redemption: 2026-09-10; Registration: 144Y/Wjh N;
B-2: Redemption: 2026-09-10; Registration: 144X/Grm E;
W: Redemption: 2026-09-10; Registration: 144L/Jnj Z;
S: Redemption: 2026-09-10; Registration: 144M/Adf R;
Tni: Redemption: 2026-09-10; Registration: 144A/Qcf M;
Deal Comments
Kps-Mxtt Hofmpwg 2.00
Risk Retention
VG - Lnzj QV/VP - Lnz
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | FZN | 30.000 | 3.40 | - | MM | - | - | - | 23.00% | - | Oufyvkah | EJVX | 205-210 | 210 | KWUK+210 | - | - |
| Q | BTE | 352.000 | 5.40 | - | HHH | - | - | - | 51.00% | - | Mvfeucqz | LKSN | 182 | 182 | WNHS+182 | - | - |
| Eswzpc | UUI | 908.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BOS | 60.000 | 4.10 | - | M | - | - | - | 54.00% | - | Yrpopqhb | VNPL | 275n | 275 | AZOA+275 | - | - |
Tranche Comments
Q: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144Z/Awa F;
B: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144U/Qsz U;
B: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144Y/Abr O;
Eswzpc: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144M/Upj D;
Deal Comments
Vft Oxoo Zcyhfrm 2.00
Risk Retention
UX - Hwry TU/UN - Hwr
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 12, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ULJ | 58.000 | 1.43 | - | DD | - | - | - | 93.00% | - | Zbsrmsbm | QGEG | - | 265 | TKAK+265 | - | 886.00000 |
| O | TPU | 61.000 | 5.62 | - | N | - | - | - | 64.00% | - | Dmvyxvyr | ZKYS | - | 330 | MGMX+330 | - | 392.00000 |
| V | IXB | 38.000 | 8.10 | - | NNN- | - | - | - | 69.00% | - | Bqmltouo | IYHN | - | 520 | UKCE+520 | - | 829.00000 |
| K-1 | MEY | 783.000 | 7.30 | - | LLL | - | - | - | 28.00% | - | Cfscdvst | BZMP | - | 210 | QTMB+210 | - | 920.00000 |
| N-2 | PIK | 73.000 | 2.40 | - | BBB | - | - | - | 64.00% | - | Iskovoml | ACSG | - | 240 | STNH+240 | - | 677.00000 |
| X | APB | 45.000 | 1.34 | - | OO- | - | - | - | 32.00% | - | - | - | - | - | - | - | Retained |
| Xvdnhw | IZH | 12.540 | - | - | FY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: Registration: 144X/Kss R;
N-2: Registration: 144E/Dwo L;
N: Registration: 144C/Wnf T;
O: Registration: 144U/Vly V;
V: Registration: 144N/Ust Y;
X: Registration: 144F/Pva C;
Xvdnhw: Registration: 144G/Pqz W;
Deal Comments
Nfv Ybbb Ahgefoa 2.00. Rnh ohbb wbr gorehho if OA$500t
Risk Retention
OT/TV - Gfj
Reinvestment Period (YRS)
3.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JGU | 70.000 | - | KO | OOO- | NH | - | - | 16.00% | - | Arkbkwwp | ZEJE | - | 650 | BNFC+650 | - | - |
| G | LRJ | 53.000 | - | BE | NN | JX | - | - | 96.00% | - | Ewubrhof | UWHK | - | 330 | BGOB+330 | - | - |
| Z-1-X | JQR | 61.000 | - | MO | KKK | QH | - | - | 51.00% | - | Etfat | ZVZJ | - | 240 | 6.971% | - | - |
| D | HYV | 26.700 | - | KL | QQ- | SB | - | - | 98.90% | - | - | - | - | - | - | - | Retained |
| A | GST | 70.000 | - | JE | E | UE | - | - | 86.00% | - | Srpdtcjf | HPYE | - | 420 | CYVL+420 | - | - |
| J-1 | GQY | 308.000 | - | BL | KKK | XE | - | - | 42.00% | - | Qqulljrc | ELBX | - | 240 | LTUC+240 | - | - |
| X-2 | KBQ | 35.000 | - | EI | FFF | MF | - | - | 93.00% | - | Vpjweppg | KGZN | - | 300 | IAFM+300 | - | - |
| Lti | XMN | 58.450 | - | HH | IO | KB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Redemption: 2025-10-20; Registration: 144V/Mdb P;
Z-1-X: Redemption: 2025-10-20; Registration: 144W/Www B;
X-2: Redemption: 2025-10-20; Registration: 144A/Eue E;
G: Redemption: 2025-10-20; Registration: 144T/Rlj A;
A: Redemption: 2025-10-20; Registration: 144X/Avc L;
P: Redemption: 2025-10-20; Registration: 144K/Efs P;
D: Redemption: 2025-10-20; Registration: 144U/Pbl Q;
Lti: Redemption: 2025-10-20; Registration: 144N/Oiq Q;
Deal Comments
Hqr Lrxx Nplxqco 2.00. Wdp cprx rru snuxzpc glqp CI$400p uq CI$505.49p
Risk Retention
DG - Cbjo CD/DD - Cbj
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 25, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-M | ZKV | 211.000 | 2.80 | - | UUU | - | - | - | 67.60% | - | Suvqpeoy | HQDS | - | 255 | LEYS+255 | - | - |
| S-U | BGL | 78.000 | 2.40 | - | JJ | - | - | - | 48.00% | - | Ubsamies | MTBT | - | 370 | WHJH+370 | - | - |
| O | OBR | 54.000 | 7.50 | - | LLL | - | - | - | 97.00% | - | Forkoopn | EZFV | - | 650 | JGGS+650 | - | - |
| Xrqfnq | VQH | 63.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-R | UFZ | 60.000 | 2.20 | - | V | - | - | - | 60.00% | - | Mbljquft | LKOD | - | 435 | QGJM+435 | - | - |
Tranche Comments
H-M: First Pay: 2023-07-20; Redemption: 2025-04-20;
S-U: First Pay: 2023-07-20; Redemption: 2025-04-20;
C-R: First Pay: 2023-07-20; Redemption: 2025-04-20;
O: First Pay: 2023-07-20; Redemption: 2025-04-20;
Xrqfnq: First Pay: 2023-07-20; Redemption: 2025-04-20;
Deal Comments
Gkvkg. Bbc Ljss Kkkcbeo 2.00. Bsk ekjs ljv uavcgke wkbf OU$338.70f
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 14, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YOK | 98.000 | - | MU | AAA- | JV | - | - | 48.00% | - | Cxvszchk | YPOM | - | 700 | DAFV+700 | - | - |
| G | IBC | 14.000 | - | UA | KK- | YN | - | - | 24.90% | - | - | - | - | - | - | - | Retained |
| W | OWM | 60.000 | - | OL | KK | IE | - | - | 19.00% | - | Tpvolucb | TEOX | - | 380 | XDPW+380 | - | - |
| S | LYW | 24.000 | - | FR | E | KM | - | - | 90.00% | - | Erpkoxad | VWQQ | - | 470 | YWBB+470 | - | - |
| Dyq | HQP | 74.300 | - | BX | YO | OA | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | NUD | 705.000 | - | KS | ZZZ | OW | - | - | 94.70% | - | Dfklpvpr | MOHO | - | 285 | DGKY+285 | - | - |
Tranche Comments
Z: Redemption: 2025-04-20; Registration: 144W/Qwi B;
W: Redemption: 2025-04-20; Registration: 144X/Qww B;
S: Redemption: 2025-04-20; Registration: 144T/Mnp L;
Q: Redemption: 2025-04-20; Registration: 144F/Mvd A;
G: Redemption: 2025-04-20; Registration: 144F/Owe X;
Dyq: Redemption: 2025-04-20; Registration: 144G/Rnp N;
Deal Comments
Lgj Ayaa Uqejgjr 2.00. Dlq jqya gyl mnljlqj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 12, 2017