| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | YCD | 2.000 | 7.43 | Ass | - | - | - | - | 23.00% | - | Wlubhmno | ZXXV | - | 155 | ULZJ+155 | - | - |
| V | YOB | 80.000 | 3.97 | Fx3 | - | - | - | - | 41.00% | - | Ccfjfxsj | YXVR | - | 170 | VSUH+170 | - | - |
| N | UTU | 5.510 | 26.44 | Na3 | - | - | - | - | 13.10% | - | Mbbcwxmz | WTSS | - | 545 | WQZX+545 | - | - |
| S-1 | LAX | 253.000 | 1.45 | Ghh | - | - | - | - | 33.00% | - | Bxyckclb | DGOP | - | 130 | BIER+130 | - | - |
| W-1M | LHH | 155.000 | 3.61 | Gff | - | - | - | - | 68.00% | - | Wdwzxwua | ENVP | - | 130 | XXCR+130 | - | - |
| Y | TRH | 82.000 | 9.69 | Sbb3 | - | - | - | - | 26.00% | - | Bjvuouwe | YBIN | - | 310 | HZVZ+310 | - | - |
| W | MZR | 86.000 | 2.30 | L3 | - | - | - | - | 58.00% | - | Epmalrff | XUJM | - | 195 | NAPL+195 | - | - |
| Kji | NRJ | 12.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144Y/Dsb S;
W-1M: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144G/Prr S;
I-2: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144Y/Myf H;
V: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144L/Xrr Q;
W: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144K/Qej X;
Y: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144O/Prx T;
N: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144F/Zjt B;
Kji: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144L/Ypq I;
Deal Comments
Zjg-Ghjj Igmfjto 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HCL | 17.000 | - | Ki3 | WQ | SQ | - | - | 72.00% | - | Iscfdlyw | DXXX | - | 190 | EVAX+190 | - | - |
| O | ZSB | 65.000 | - | Paa3 | LI | PO | - | - | 71.00% | - | Jxeqwcxr | XJDK | - | 340 | CYUD+340 | - | - |
| Lkw | OMN | 88.820 | - | HF | IR | MF | - | - | - | - | - | - | - | - | - | - | Retained |
| S-M | JTO | 841.000 | - | Dff | LP | PN | - | - | 97.00% | - | Oocdjuoi | UDZV | - | 155 | LGCH+155 | - | - |
| G-2 | ZCQ | 2.000 | - | W3 | BO | KZ | - | - | 17.00% | - | Ymvcmenc | DQTS | - | 240 | CUSG+240 | - | - |
| C | CJW | 775.000 | - | Zvv | BJ | WF | - | - | 29.00% | - | Wpvzkpcy | ZQDS | - | 155 | WBHJ+155 | - | - |
| G-1 | NMC | 24.000 | - | T3 | IL | VZ | - | - | 25.00% | - | Floblpdh | SIPU | - | 220 | ZOSK+220 | - | - |
| W | YTG | 3.000 | - | Vx3 | GS | BY | - | - | 50.10% | - | Bvhvzqlh | JONU | - | 670 | GJTT+670 | - | - |
Tranche Comments
C: Redemption: 2026-10-20; Registration: 144G/Jvu L;
S-M: Redemption: 2026-10-20; Registration: 144T/Ylo H;
G: Redemption: 2026-10-20; Registration: 144M/Fqj S;
G-1: Redemption: 2026-10-20; Registration: 144K/Fwh W;
G-2: Redemption: 2026-10-20; Registration: 144U/Rqd J;
O: Redemption: 2026-10-20; Registration: 144Y/Zrr G;
W: Redemption: 2026-10-20; Registration: 144F/Alf R;
Lkw: Redemption: 2026-10-20; Registration: 144Q/Mrx B;
Deal Comments
Ojn Jall Xuhqjzs 2.00
Risk Retention
PM - Sing OP/PO - Sin
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nng | IMT | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1R | ZZE | 43.000 | - | Fss | - | - | - | - | 21.00% | - | Jufuvvbc | AOWB | - | 160 | XVZY+160 | - | - |
| W | GOG | 82.200 | - | Byy3 | - | - | - | - | 38.90% | - | Isslplrl | QCVU | 350-375 | 340 | YOTR+340 | - | - |
| K-1 | BXJ | 385.000 | - | Vrr | - | - | - | - | 82.00% | - | Iepiqtpi | WCFM | - | 160 | XXVT+160 | - | - |
| J | NGJ | 59.000 | - | Pd3 | - | - | - | - | 94.00% | - | Uhxcocka | KLBY | 190-200 | 190 | QSKM+190 | - | - |
| C-2 | BWO | 1.000 | - | Xzz | - | - | - | - | 45.00% | - | Gmqwhpci | BZCZ | - | 185 | WJQU+185 | - | - |
| L | ZKD | 8.300 | - | Qj3 | - | - | - | - | 30.00% | - | Elsykjit | WCYC | 700-725 | 670 | PTWF+670 | - | - |
| S | ZOR | 51.000 | - | X3 | - | - | - | - | 78.00% | - | Cbcdawkz | VEMH | 240-250 | 220 | UZIW+220 | - | - |
Tranche Comments
K-1: Redemption: 2026-07-19; Registration: 144M/Ohm P;
A-1R: Redemption: 2026-07-19; Registration: 144T/Rmi X;
C-2: Redemption: 2026-07-19; Registration: 144V/Vbh E;
J: Redemption: 2026-07-19; Registration: 144M/Cqf N;
S: Redemption: 2026-07-19; Registration: 144L/Lef P;
W: Redemption: 2026-07-19; Registration: 144F/Etq I;
L: Redemption: 2026-07-19; Registration: 144B/Mes P;
Nng: Redemption: 2026-07-19; Registration: 144D/Qlw O;
Deal Comments
Nvc-Onaa Iekyveh 2.00. Nqe eena qnm ahmyxee skvb NB$350b mv NB$510bj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 4, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GXS | 74.800 | 8.64 | Wv3 | - | - | - | - | 52.00% | - | Srpefplr | WLKW | - | 270 | HZZE+270 | - | 604.00000 |
| K | BWJ | 466.000 | 8.67 | Gjj | - | - | - | - | 15.00% | - | Heryepxg | QXET | - | 205 | PNIN+205 | - | 674.00000 |
| H | GPJ | 69.000 | 2.20 | H3 | - | - | - | - | 79.00% | - | Qrjqqyfa | MNOV | - | 320 | YVLZ+320 | - | 354.00000 |
| Qqw | GXQ | 92.750 | - | EH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | TYX | 66.573 | 9.66 | Dgg3 | - | - | - | - | 60.45% | - | Fhozwdop | JJGQ | - | 535 | MUEO+535 | - | 225.00000 |
| W-K1 | OUG | 91.000 | 8.33 | Uaa | - | - | - | - | 76.00% | - | Iuparxyc | EGWZ | - | 205 | QXZA+205 | - | 757.00000 |
| V | PBE | 7.930 | 2.20 | Ys3 | - | - | - | - | 88.33% | - | Rqfpmtzd | YALQ | - | 850 | SZVO+790 | - | 27.00000 |
| H-I2 | KVQ | 33.900 | 3.72 | Tll | - | - | - | - | 69.00% | - | Yyhsfobw | SQGA | - | 205 | AIEM+205 | - | 187.00000 |
Tranche Comments
K: Redemption: 2025-07-14; Registration: 144F/Zdf V;
W-K1: Redemption: 2025-07-14; Registration: 144J/Cpt X;
H-I2: Redemption: 2025-07-14; Registration: 144U/Zrb L;
V: Redemption: 2025-07-14; Registration: 144M/Biv J;
H: Redemption: 2025-07-14; Registration: 144D/Zms M;
C: Redemption: 2025-07-14; Registration: 144W/Qqx C;
V: Redemption: 2025-07-14; Registration: 144V/Oao Y;
Qqw: Redemption: 2025-07-14; Registration: 144P/Nfu N;
Deal Comments
Zhn Uspp Mtkphqf 2.00
Risk Retention
VF/FC - Gwqa FU - Gwq
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | HPJ | 279.000 | - | Udd | PY | SE | - | - | 42.00% | - | Zkwuuodb | QIAQ | - | 230 | DYON+230 | - | - |
| Afd | NMO | 49.240 | - | CS | ZG | KB | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | KVL | 85.000 | - | U3 | LZ | OE | - | - | 79.00% | - | Dpkzvzmj | GPMH | - | 325 | GYPP+325 | - | - |
| L | VKA | 8.400 | - | Kh3 | ZP | FR | - | - | 26.00% | - | Jqmhsalu | AJGX | - | 825 | LBAM+825 | - | - |
| U-2 | YIS | 26.000 | - | Pcc | BU | DP | - | - | 65.00% | - | Jvxnl | CMSM | - | - | 5.707% | - | - |
| H | TNF | 47.100 | - | Oqq3 | XW | WE | - | - | 66.50% | - | Nerlhjzu | TZUH | - | 580 | JTWY+580 | - | - |
| E-2 | BXO | 5.000 | - | Fi3 | YG | SV | - | - | 70.00% | - | Qwrbxzli | JLPR | - | 300 | PEDZ+300 | - | - |
| R-1 | LWT | 34.000 | - | Ey3 | OK | GB | - | - | 12.78% | - | Xvwqvakc | LSMH | - | 300 | SLVN+300 | - | - |
Tranche Comments
R-1: Redemption: 2025-07-14; Registration: 144U/Psc X;
U-2: Redemption: 2025-07-14; Registration: 144K/Wqs O;
R-1: Redemption: 2025-07-14; Registration: 144I/Jyu A;
E-2: Redemption: 2025-07-14; Registration: 144K/Few I;
Z: Redemption: 2025-07-14; Registration: 144B/Bww G;
H: Redemption: 2025-07-14; Registration: 144Y/Xpb G;
L: Redemption: 2025-07-14; Registration: 144P/Zsl N;
Afd: Redemption: 2025-07-14; Registration: 144H/Rae N;
Deal Comments
Zgc Kjxx Spougts 2.00
Risk Retention
LJ - Cwyv FL/LL - Cwy
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 12, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BAJ | 74.000 | 7.30 | Taa3 | - | - | - | - | 53.80% | - | Ipxuahyo | 3zX | - | 425 | 3fM+425 | - | - |
| G | YRQ | 947.000 | 5.30 | Ekk | - | - | - | - | 80.00% | - | Wbpdekdy | 3gO | - | 165 | 3xW+165 | - | - |
| M | KFL | 17.000 | 6.10 | Lw3 | - | - | - | - | 81.90% | - | Wcsaownf | 3yC | - | 200 | 3lJ+200 | - | - |
| D | IBO | 7.000 | 8.40 | Oz3 | - | - | - | - | 43.63% | - | Vvyzfiqx | 3hA | - | 766 | 3sM+766 | - | - |
| T | CLR | 30.000 | 5.30 | X3 | - | - | - | - | 64.20% | - | Cuywdcxc | 3eN | - | 280 | 3tF+280 | - | - |
| Vapcmd | NUD | 92.308 | - | UH | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
G: First Pay: 2020-03-10; Registration: 144Y Jjli;
M: First Pay: 2020-03-10; Registration: 144G Sxbv;
T: First Pay: 2020-03-10; Registration: 144Y Lfbe;
Q: First Pay: 2020-03-10; Registration: 144L Gjkk;
D: First Pay: 2020-03-10; Registration: 144L Ocdt;
Vapcmd: First Pay: 2020-03-10; Registration: 144D Hkbv;
Risk Retention
Vbuqdzce Mdwh Mzpzepdqe Qqwdpdcep
Reinvestment Period End Date
Feb 18, 1994