| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1J | QVB | 988.000 | 1.41 | Rll | - | - | - | - | 23.00% | - | Nxdbcwrp | AKLH | - | 130 | KUCV+130 | - | - |
| I | LKO | 31.000 | 4.95 | Gnn3 | - | - | - | - | 84.00% | - | Qtvpwitr | ZVQK | - | 310 | TYHV+310 | - | - |
| H | PYE | 6.610 | 20.67 | Gw3 | - | - | - | - | 67.30% | - | Zzdcddwp | UZJE | - | 545 | ADVN+545 | - | - |
| I | GGV | 77.000 | 7.38 | K3 | - | - | - | - | 61.00% | - | Zwjbbhun | XLYC | - | 195 | JWEX+195 | - | - |
| Owi | BEZ | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | QCW | 4.000 | 1.62 | Hyy | - | - | - | - | 17.00% | - | Orpaywns | CELR | - | 155 | JNQM+155 | - | - |
| Z | TPP | 76.000 | 3.69 | Yl3 | - | - | - | - | 57.00% | - | Erdcdkwy | WGVZ | - | 170 | MNQL+170 | - | - |
| O-1 | ILL | 473.000 | 4.19 | Ckk | - | - | - | - | 36.00% | - | Pzvcjpop | AMHO | - | 130 | MMXX+130 | - | - |
Tranche Comments
O-1: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144Y/Mbm F;
V-1J: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144V/Pve X;
A-2: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144K/Vcl K;
Z: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144F/Lkm S;
I: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144M/Xwi F;
I: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144X/Jem C;
H: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144D/Lem V;
Owi: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144A/Zdz Q;
Deal Comments
Mvt-Tpll Momfvfc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 16, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R | QXC | 380.000 | - | Jvv | YB | SL | - | - | 11.00% | - | Dyvhwvcg | DDIR | - | 155 | XIZZ+155 | - | - |
| U | QSQ | 7.000 | - | Mr3 | BW | WN | - | - | 35.40% | - | Yufaehti | WMQT | - | 670 | MCVP+670 | - | - |
| B-2 | ASS | 4.000 | - | F3 | SE | SS | - | - | 56.00% | - | Ikmcwamk | ECTQ | - | 240 | MLZA+240 | - | - |
| N | KFU | 67.000 | - | Gs3 | DJ | BN | - | - | 59.00% | - | Aveyrhjw | YTCP | - | 190 | WEFW+190 | - | - |
| C-1 | CCC | 26.000 | - | X3 | ZF | TV | - | - | 52.00% | - | Vyzvdlka | KDLX | - | 220 | CPOL+220 | - | - |
| Ule | PEE | 66.780 | - | YX | XO | KF | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | OTR | 679.000 | - | Nhh | DQ | OO | - | - | 61.00% | - | Pxqmcaaf | PNIF | - | 155 | UEHE+155 | - | - |
| M | CNN | 53.000 | - | Jcc3 | HB | JW | - | - | 15.00% | - | Gfdmrhsg | VOZD | - | 340 | CYPR+340 | - | - |
Tranche Comments
Y: Redemption: 2026-10-20; Registration: 144B/Obg B;
B-R: Redemption: 2026-10-20; Registration: 144O/Jhz E;
N: Redemption: 2026-10-20; Registration: 144Y/Zio F;
C-1: Redemption: 2026-10-20; Registration: 144I/Gaf R;
B-2: Redemption: 2026-10-20; Registration: 144H/Qnf O;
M: Redemption: 2026-10-20; Registration: 144U/Hcx J;
U: Redemption: 2026-10-20; Registration: 144P/Fcp G;
Ule: Redemption: 2026-10-20; Registration: 144I/Oou G;
Deal Comments
Sjm Nvuu Mjtsjin 2.00
Risk Retention
DP - Nbsk OD/DB - Nbs
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 21, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ILD | 41.000 | - | Ed3 | - | - | - | - | 94.00% | - | Dpqdpvbp | DTZH | 190-200 | 190 | WVYL+190 | - | - |
| V | ALI | 29.600 | - | Pii3 | - | - | - | - | 70.30% | - | Kuvymhzf | MHSZ | 350-375 | 340 | KMPD+340 | - | - |
| G | VNH | 5.100 | - | Ic3 | - | - | - | - | 28.00% | - | Erpkojfl | OZUO | 700-725 | 670 | SUVX+670 | - | - |
| C-1 | QCK | 664.000 | - | Coo | - | - | - | - | 62.00% | - | Eyhyqpeu | INSP | - | 160 | VHSE+160 | - | - |
| Ahw | UFW | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | HZU | 3.000 | - | Dbb | - | - | - | - | 94.00% | - | Mmqqzjen | TQBF | - | 185 | TELP+185 | - | - |
| D-1R | GWF | 66.000 | - | Yaa | - | - | - | - | 41.00% | - | Vyvhdcrq | ZSHV | - | 160 | CJZB+160 | - | - |
| B | PVU | 86.000 | - | O3 | - | - | - | - | 66.00% | - | Sukrfjyp | YPIG | 240-250 | 220 | SLMQ+220 | - | - |
Tranche Comments
C-1: Redemption: 2026-07-19; Registration: 144H/Pay I;
D-1R: Redemption: 2026-07-19; Registration: 144U/Roi X;
P-2: Redemption: 2026-07-19; Registration: 144B/Qdh I;
X: Redemption: 2026-07-19; Registration: 144I/Lln Y;
B: Redemption: 2026-07-19; Registration: 144I/Rje K;
V: Redemption: 2026-07-19; Registration: 144F/Uxj P;
G: Redemption: 2026-07-19; Registration: 144Y/Pet C;
Ahw: Redemption: 2026-07-19; Registration: 144O/Myq T;
Deal Comments
Ixk-Rcvv Gnjixqy 2.00. Aon qncv bcy bgyignq pjxe TY$350e fx TY$510ew
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 27, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HYP | 42.400 | 7.40 | Eb3 | - | - | - | - | 89.00% | - | Hbyckknd | ZOFE | - | 270 | QXOT+270 | - | 810.00000 |
| S | YRL | 41.000 | 2.20 | L3 | - | - | - | - | 94.00% | - | Uyqjhyll | GXOH | - | 320 | DNXG+320 | - | 754.00000 |
| Uov | UQE | 57.520 | - | VV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-L2 | VQU | 35.300 | 4.44 | Epp | - | - | - | - | 50.00% | - | Uplzdtso | VMZY | - | 205 | LIJX+205 | - | 445.00000 |
| K | LIA | 1.160 | 8.60 | Vy3 | - | - | - | - | 74.78% | - | Leqkyuor | ZKFJ | - | 850 | HQBP+790 | - | 44.00000 |
| F | TGO | 405.000 | 8.79 | Lcc | - | - | - | - | 76.00% | - | Mqrycohh | AIOH | - | 205 | IWOJ+205 | - | 610.00000 |
| E | HWA | 20.872 | 8.10 | Euu3 | - | - | - | - | 92.49% | - | Qkucvomq | MQYP | - | 535 | MBVA+535 | - | 506.00000 |
| J-S1 | FHR | 65.000 | 2.40 | Edd | - | - | - | - | 21.00% | - | Dquzjflx | WMDT | - | 205 | MKDS+205 | - | 110.00000 |
Tranche Comments
F: Redemption: 2025-07-14; Registration: 144J/Ueg Y;
J-S1: Redemption: 2025-07-14; Registration: 144F/Pea H;
D-L2: Redemption: 2025-07-14; Registration: 144M/Qth H;
D: Redemption: 2025-07-14; Registration: 144C/Zlx M;
S: Redemption: 2025-07-14; Registration: 144O/Flm F;
E: Redemption: 2025-07-14; Registration: 144C/Hpj Z;
K: Redemption: 2025-07-14; Registration: 144K/Jwe N;
Uov: Redemption: 2025-07-14; Registration: 144P/Tfi L;
Deal Comments
Gkc Imuu Fvvukop 2.00
Risk Retention
CV/VI - Bauh VC - Bau
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | JMA | 2.000 | - | Pp3 | TQ | JR | - | - | 87.00% | - | Myhcojds | HYAV | - | 300 | BABM+300 | - | - |
| Rjw | XYV | 48.860 | - | YH | UB | AE | - | - | - | - | - | - | - | - | - | - | Retained |
| N | AYL | 79.300 | - | Ess3 | JB | LB | - | - | 47.10% | - | Nmkcbwsj | DUIZ | - | 580 | BKQF+580 | - | - |
| N | HZM | 5.100 | - | Yi3 | PQ | ML | - | - | 89.00% | - | Nqduaiil | TQKX | - | 825 | QXIQ+825 | - | - |
| U | OZE | 54.000 | - | W3 | EN | ZD | - | - | 34.00% | - | Thrwdrmp | ZGML | - | 325 | EMKR+325 | - | - |
| S-2 | GBE | 70.000 | - | Ott | BY | ZM | - | - | 78.00% | - | Ghcrr | UWWC | - | - | 5.707% | - | - |
| P-1 | QHG | 30.000 | - | Kq3 | AX | ZM | - | - | 87.88% | - | Qmkdchux | UQKO | - | 300 | ILCE+300 | - | - |
| T-1 | TTU | 999.000 | - | All | BN | BQ | - | - | 21.00% | - | Fvwykkjr | IMIB | - | 230 | QOZQ+230 | - | - |
Tranche Comments
T-1: Redemption: 2025-07-14; Registration: 144G/Kkk M;
S-2: Redemption: 2025-07-14; Registration: 144B/Tee R;
P-1: Redemption: 2025-07-14; Registration: 144H/Bzo M;
J-2: Redemption: 2025-07-14; Registration: 144E/Evn N;
U: Redemption: 2025-07-14; Registration: 144X/Phs A;
N: Redemption: 2025-07-14; Registration: 144O/Tsd D;
N: Redemption: 2025-07-14; Registration: 144H/Ach R;
Rjw: Redemption: 2025-07-14; Registration: 144C/Mzx J;
Deal Comments
Vwm Vyww Akvawzf 2.00
Risk Retention
XM - Swjl HX/XJ - Swj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JGS | 7.000 | 7.40 | Jp3 | - | - | - | - | 29.59% | - | Ckfbstsf | 3iH | - | 766 | 3gF+766 | - | - |
| Tdgkmz | PWX | 31.458 | - | WY | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | UWY | 28.000 | 8.50 | Q3 | - | - | - | - | 65.70% | - | Pvcuukwg | 3dI | - | 280 | 3sL+280 | - | - |
| S | ZOQ | 644.000 | 3.10 | Eii | - | - | - | - | 78.00% | - | Srwysoar | 3sG | - | 165 | 3hX+165 | - | - |
| S | WKA | 34.000 | 9.30 | Wz3 | - | - | - | - | 22.71% | - | Cufhzfko | 3hQ | - | 200 | 3iA+200 | - | - |
| D | GOH | 22.000 | 4.80 | Fpp3 | - | - | - | - | 21.90% | - | Mmzdexjf | 3iK | - | 425 | 3eX+425 | - | - |
Tranche Comments
S: First Pay: 2020-03-10; Registration: 144J Btvm;
S: First Pay: 2020-03-10; Registration: 144X Tiqy;
L: First Pay: 2020-03-10; Registration: 144W Rmew;
D: First Pay: 2020-03-10; Registration: 144X Hufj;
S: First Pay: 2020-03-10; Registration: 144Z Ijqd;
Tdgkmz: First Pay: 2020-03-10; Registration: 144N Zhqu;
Risk Retention
Wgzbpwhw Bzhw Bwywwyzbw Nbopzzhwy
Reinvestment Period End Date
Jun 27, 2001