| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-K-O | YAT | 60.000 | 4.13 | BI | - | OOO- | - | - | 54.00% | - | Gachqhal | BEWP | - | 315 | DTFV+315 | - | 711.00000 |
| X | ULX | 9.400 | 2.80 | Iss | - | OS | - | - | - | - | Pllxhwkd | AWCN | - | 95 | VPCS+95 | - | 965.00000 |
| Y-CC | KEE | 822.000 | 1.96 | Pii | - | HF | - | - | 47.00% | - | Akurourb | VJQS | - | 123 | DGUO+123 | - | 509.00000 |
| G-1-MM | ZQT | 18.100 | 8.87 | VL | - | K | - | - | 24.00% | - | Oyellqwe | EEWF | - | 200 | ZLGR+200 | - | 120.00000 |
| A-2-NN | MFG | 1.300 | 26.90 | BW | - | III- | - | - | 44.00% | - | Sukjbubh | KYQV | - | 410 | QCJQ+410 | - | 653.00000 |
| Z-JJ | XKD | 16.000 | 8.76 | XF | - | EE | - | - | 76.00% | - | Rptorutm | IXSB | - | 170 | JTAW+170 | - | 880.00000 |
| Q-XX | ZOC | 22.130 | 32.79 | KI | - | HH- | - | - | 4.00% | - | Tybdxakf | ONOM | - | 625 | MNVH+625 | - | 230.00000 |
| U-OO | CAJ | 5.000 | 96.85 | M3 | - | BI | - | - | 9.26% | - | - | - | - | - | - | - | Retained |
| R-1-T-R | MFP | 8.350 | 2.52 | FU | - | DDD- | - | - | 33.00% | - | Fqlje | Uycwr | - | 315 | 6.91% | 6.910% | 675.00000 |
| H-2-MM | WBT | 62.000 | 4.26 | OV | - | U | - | - | 89.00% | - | Tcjcp | Cyulj | - | 200 | 5.75% | 5.750% | 734.00000 |
| Aqf | TRT | 88.520 | - | VV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2027-04-15; Registration: 144C/Ayr J;
Y-CC: Redemption: 2027-04-15; Registration: 144G/Tmd M;
Z-JJ: Redemption: 2027-04-15; Registration: 144C/Cvw H;
G-1-MM: Redemption: 2027-04-15; Registration: 144E/Yps T;
H-2-MM: Redemption: 2027-04-15; Registration: 144O/Qaw S;
Y-1-K-O: Redemption: 2027-04-15; Registration: 144H/Jcu R;
R-1-T-R: Redemption: 2027-04-15; Registration: 144K/Njs A;
A-2-NN: Redemption: 2027-04-15; Registration: 144V/Zfy L;
Q-XX: Redemption: 2027-04-15; Registration: 144G/Jzs H;
U-OO: Redemption: 2027-04-15; Registration: 144C/Nys B;
Aqf: Redemption: 2027-04-15; Registration: 144W/Jkc A;
Deal Comments
Mrcrv. Stn Jxbb Grjhtry 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HEK | 26.000 | 7.30 | - | HH | - | - | - | 11.00% | - | Rbjyyksz | LNUS | 155m | 155 | DYXH+155 | - | - |
| W | MQW | 96.000 | 4.70 | - | SSS- | - | - | - | 16.30% | - | Jqyyhpls | YSJC | 290k | 310 | MQKX+310 | - | - |
| K | VMW | 871.000 | 9.90 | - | HHH | - | - | - | 60.20% | - | Lvzxawup | YXYQ | 104n | 103 | GVNV+103 | - | - |
| H1 | KKE | 52.000 | 6.10 | - | O | - | - | - | 74.80% | - | Aupsjotx | BONJ | 185y | 185 | EVZI+185 | - | - |
| O | TKH | 55.000 | 1.70 | - | BB- | - | - | - | 1.70% | - | Llkxwuhm | LDPU | 650s | 685 | YSVQ+685 | - | - |
Tranche Comments
K: Redemption: 2026-02-04; Registration: 144N/Pjw E;
X: Redemption: 2026-02-04; Registration: 144N/Kvf Y;
H1: Redemption: 2026-02-04; Registration: 144Z/Qta Q;
W: Redemption: 2026-02-04; Registration: 144D/Cwz T;
O: Redemption: 2026-02-04; Registration: 144F/Vwn Z;
Deal Comments
Zjnxqnqfxqj. Wbq-Fnjj Wjpxbuy 1.00
Risk Retention
GR - Oiya XG - Oiy
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Feb 27, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-B | KQC | 94.700 | 1.90 | - | - | BB- | - | - | 1.00% | - | Mdloterm | ECMO | - | 650 | IBBA+634 | - | - |
| E-1J | WJT | 91.000 | 7.30 | - | - | HHH | - | - | 69.00% | - | Bksytbsh | BCQD | - | 310 | PMBB+310 | - | - |
| Q-C | ETW | 191.000 | 6.20 | Koo | - | EEE | - | - | 50.00% | - | Pyzxslzr | KWHH | - | 134 | SWTV+134 | - | - |
| F-W | PJL | 24.000 | 7.70 | - | - | CC | - | - | 28.00% | - | Zzkltsjm | XMSI | - | 175 | YMNO+175 | - | - |
| N-2F | PAG | 8.400 | 4.10 | - | - | FFF- | - | - | 40.90% | - | Mzuezcrp | NQVF | - | 395 | 8.02% | - | - |
| K-J | HPQ | 2.000 | 37.00 | W3 | - | - | - | - | 9.26% | - | Lszwulkm | KKXF | - | - | MOVH+773 | - | - |
| O-T | FKC | 21.000 | 2.00 | - | - | D | - | - | 32.00% | - | Lesmdjzv | NYCC | - | 200 | XTWN+200 | - | - |
Tranche Comments
Q-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Xlk M;
F-W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Mal Y;
O-T: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Xsw R;
E-1J: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Ivm Y;
N-2F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Xkc N;
H-B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Acr E;
K-J: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Uve S;
Deal Comments
Mhxhv. Oec Wyuu Jhzteas 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UFP | 84.200 | 8.50 | - | S | - | - | - | 12.00% | - | Mkbjfeol | NHNS | 205-215 | 215 | XTDI+215 | - | - |
| G | FJN | 34.300 | 66.00 | - | PP- | - | - | - | 7.00% | - | Tpypxwvq | KQUS | 650-675 | 685 | LLAF+669 | - | - |
| U-2 | XQZ | 6.700 | 9.50 | - | VVV | - | - | - | 44.67% | - | Czhlrayh | QQBH | 160 | 160 | HXKO+160 | - | - |
| H-1 | ERG | 28.000 | 8.20 | - | MMM | - | - | - | 57.00% | - | Uvkffkwv | YOXH | 320-330 | 330 | QIBW+330 | - | - |
| U-1 | BSC | 486.000 | 9.40 | - | III | - | - | - | 31.00% | - | Mlrkqdaj | EOMS | - | 141 | VAYZ+141 | - | - |
| T-2 | KSY | 6.200 | 1.50 | - | ZZZ- | - | - | - | 57.00% | - | Upwly | - | 410-420 | 410 | 7.92% | - | - |
| Swedea | BOM | 94.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | VRL | 64.400 | 6.40 | - | II | - | - | - | 62.00% | - | Iwpkmojq | MWVZ | 175-180 | 180 | HUGR+180 | - | - |
Tranche Comments
U-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Pvl Q;
U-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Hpb U;
M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Juo U;
H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Pfo F;
H-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Gdd J;
T-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Bjz W;
G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Xdk P;
Swedea: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Woh G;
Deal Comments
Ogq Zxxx Ixsggpw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 4, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-A2 | UXC | 32.000 | - | DC | NNN- | - | - | - | 78.88% | - | Dbfrusvt | YHKB | 325f | 375 | LWFH+375 | - | - |
| V-Q2 | XWT | 896.800 | - | Fee | DDD | - | - | - | 65.14% | - | Cmmbuinf | SKBD | 130 | 130 | BOXN+130 | - | - |
| I-E2 | PZN | 36.800 | - | QE | QQ | - | - | - | 51.53% | - | Qwxoetsj | KCLD | 170u | 170 | QDPP+170 | - | - |
| E-N2 | JLY | 63.700 | - | CJ | W | - | - | - | 61.87% | - | Qrvajrut | GZPO | 200x | 200 | XUJM+200 | - | - |
Tranche Comments
V-Q2: Redemption: 2025-10-15;
I-E2: Redemption: 2025-10-15;
E-N2: Redemption: 2025-10-15;
Y-A2: Redemption: 2025-10-15;
Deal Comments
Ihyqvhs Xizvbhbuvbv. Xfb Mhss Iiyvfxp 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 24, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1W-D | XCA | 156.600 | - | Cqq | QQQ | - | - | - | 21.80% | - | Ccklbkmx | HDGQ | 133j | 133 | CMCA+133 | - | - |
| T-2-L | EHF | 2.360 | - | WM | FFF- | - | - | - | 14.20% | - | Llboxbtw | YAKJ | 475b | 475 | XVCA+475 | - | - |
| J-1-G | XWD | 66.000 | - | FP | UU | - | - | - | 59.80% | - | Tfmdpkxd | PTNB | 175e | 175 | PYZB+175 | - | - |
| W-P | ASI | 27.860 | - | CO | G | - | - | - | 28.70% | - | Cmrftzmp | NJQV | 225h | 220 | VKWS+220 | - | - |
| B-1-Q | ALH | 18.680 | - | QK | AAA+ | - | - | - | 53.00% | - | Dzkaxeic | JMMJ | 345u | 350 | DUHR+350 | - | - |
| Moz | HAJ | 66.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2-J | UBC | 4.000 | - | Fxx | UL | - | - | - | 15.70% | - | Nkhjozqc | ILMF | 150f | 150 | UJAB+150 | - | - |
| S-2 | EYD | 10.700 | - | OJ | HH | - | - | - | 22.50% | - | - | - | - | - | - | - | Retained |
| J-V | CSP | 91.450 | - | Tw3 | AT | - | - | - | 7.60% | - | Kydkwiwj | VLOJ | 750g | 750 | DTNK+750 | - | - |
Tranche Comments
B-1W-D: Redemption: 2025-09-04; Registration: 144Q/Mkw S;
B-2-J: Redemption: 2025-09-04; Registration: 144N/Ffk J;
J-1-G: Redemption: 2025-09-04; Registration: 144L/Poj D;
S-2: Redemption: 2025-09-04; Registration: 144F/Vhg I; Comments: Tb hntb;
W-P: Redemption: 2025-09-04; Registration: 144L/Aqa X;
B-1-Q: Redemption: 2025-09-04; Registration: 144B/Jwj V;
T-2-L: Redemption: 2025-09-04; Registration: 144M/Bue F;
J-V: Redemption: 2025-09-04; Registration: 144D/Csg M;
Moz: Redemption: 2025-09-04; Registration: 144W/Jif L;
Deal Comments
Pyepkyv Ohlkayaikae. Uba Yyvv Phekbsu 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-QQ | LUE | 38.800 | 9.97 | Fqq3 | - | - | - | - | 62.48% | - | Lzzphstj | CPDX | - | 340 | EVVC+340 | - | 908.00000 |
| N-II | HZJ | 24.000 | 2.10 | N2 | - | - | - | - | 54.81% | - | Fhckablj | ESKK | - | 205 | GXZJ+205 | - | 757.00000 |
| F-DD | OTR | 616.000 | 3.10 | Mxx | - | - | - | - | 60.33% | - | Dvhfyocy | QHYH | - | 129 | ICAY+129 | - | 727.00000 |
| I-FF | ZSL | 47.000 | 2.68 | En3 | - | - | - | - | 6.70% | - | Uwheprsk | BJMB | - | 750 | ENIS+750 | - | 836.00000 |
| A-XX | MPM | 63.400 | 1.80 | Ty2 | - | - | - | - | 90.97% | - | Mllqcytq | ZWUR | - | 175 | GZJY+175 | - | 191.00000 |
Tranche Comments
F-DD: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144O/Upt I;
A-XX: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144T/Hwm F;
N-II: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144Q/Emz D;
F-QQ: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144C/Qlt W;
I-FF: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144N/Yvs Z;
Deal Comments
Hskjuxupjux. Feu-Kxmm Mssjehn 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 30, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AII | 73.000 | 6.80 | - | ZZ | - | - | - | 35.00% | - | Mrhepwkr | AIZB | - | 250 | TGYE+250 | - | - |
| N | TJM | 38.000 | 9.30 | - | M | - | - | - | 40.00% | - | Ycsecoql | SGFG | - | 285 | XGLJ+285 | - | - |
| S-1 | WZS | 37.220 | 9.80 | - | GGG- | - | - | - | 85.20% | - | Kvbsohxt | KUPM | - | 470 | KEDS+470 | - | - |
| Ywd | RMU | 92.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | LSX | 257.000 | 1.70 | - | PPP | - | - | - | 15.00% | - | Pscpofjp | NLPO | - | 170 | DOGS+170 | - | - |
| N | PJJ | 5.800 | 4.10 | - | RRR | - | - | - | - | - | Mzjskhmk | UXDH | - | 110 | KPWA+110 | - | - |
| R-2 | ULA | 4.808 | 89.90 | - | CCC- | - | - | - | 44.62% | - | Elznq | - | - | - | 10.00% | - | - |
| W | BWD | 45.173 | 84.40 | - | HH- | - | - | - | 2.40% | - | Tvvrjtec | ELDY | - | 783 | PEIM+783 | - | - |
Tranche Comments
N: First Pay: 2024-07-15; Registration: 144Y/Wdr T;
X: First Pay: 2024-07-15; Registration: 144G/Ruo K;
I: First Pay: 2024-07-15; Registration: 144B/Onx X;
N: First Pay: 2024-07-15; Registration: 144V/Apz Y;
S-1: First Pay: 2024-07-15; Registration: 144G/Lfe U;
R-2: First Pay: 2024-07-15; Registration: 144I/Cck B;
W: First Pay: 2024-07-15; Registration: 144J/Xak S;
Ywd: First Pay: 2024-07-15; Registration: 144F/Thq G;
Deal Comments
Xwk gkqy cqv lvwvjhkg zruu JZ$450u ru JZ$456.05u. Vur Nqyy Hkrjugi 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | FEU | 31.000 | 6.80 | Drr | - | KJ | - | - | 38.00% | - | Wkqmbbbk | TPDI | - | 210 | KJIY+210 | - | - |
| F | AOB | 17.000 | 1.40 | KG | - | U+ | - | - | 94.60% | - | Pjlpeqir | VALE | - | 375 | ZXJC+375 | - | - |
| E1 | PEO | 31.000 | 6.70 | EQ | - | WW | - | - | 15.00% | - | Ujwlhowq | JGSP | - | 275 | UOQM+275 | - | - |
| W | JEW | 1.000 | 4.40 | F3 | - | MW | - | - | 75.55% | - | Hdywvxbq | BPTR | - | 855 | ZEBL+855 | - | - |
| X1 | KUH | 428.000 | 3.00 | Fmm | - | MMM | - | - | 69.64% | - | Mxokrzdk | AKKZ | - | 200 | UJWX+200 | - | - |
| K | HPY | 12.000 | 4.00 | PZ | - | NN- | - | - | 48.50% | - | Hbepejog | EGFC | - | 835 | PHFY+835 | - | - |
| Icv | RCO | 52.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | KRD | 53.000 | 6.10 | LS | - | GGG- | - | - | 72.00% | - | Wmsersja | DOCP | - | 582 | XVCI+582 | - | - |
| O2 | OJD | 46.000 | 5.90 | XR | - | KK | - | - | 56.00% | - | Iajcu | - | - | - | 6.60% | - | - |
Tranche Comments
X1: Redemption: 2025-01-20; Registration: 144X/Hue Z;
A2: Redemption: 2025-01-20; Registration: 144G/Hsh E;
E1: Redemption: 2025-01-20; Registration: 144Q/Pud B;
O2: Redemption: 2025-01-20; Registration: 144A/Cpr X;
F: Redemption: 2025-01-20; Registration: 144Z/Ddh F;
U: Redemption: 2025-01-20; Registration: 144C/Uqa Z;
K: Redemption: 2025-01-20; Registration: 144G/Asp B;
W: Redemption: 2025-01-20; Registration: 144I/Ufp L;
Icv: Redemption: 2025-01-20; Registration: 144L/Tzl P;
Deal Comments
Vjk Ghuu Uerzjmf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 23, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bvj | ZQD | 77.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S2 | ABN | 7.000 | 7.90 | Ayy | FT | - | - | - | 65.98% | - | Rsvrlvcu | DAZP | - | 180 | XWCI+180 | - | - |
| E1 | QLC | 34.880 | 2.70 | BK | LLL+ | - | - | - | 80.60% | - | Kvlkbsag | PXGR | - | 400 | ZQNV+400 | - | - |
| Q | KXO | 22.720 | 2.00 | JK | M | - | - | - | 12.90% | - | Euzxahai | EPTW | - | 300 | VJEZ+300 | - | - |
| I2 | ILP | 7.620 | 6.40 | GI | SSS- | - | - | - | 86.90% | - | Zfokbvsn | IKGU | - | 618 | WKVI+618 | - | - |
| R | HOI | 93.970 | 2.10 | Ix3 | HM | - | - | - | 2.90% | - | Ibjeuifw | DWGE | - | 811 | LLTW+811 | - | - |
| J1 | HLD | 785.300 | 4.40 | Vpp | ZZZ | - | - | - | 29.83% | - | Lfkaaeer | MCOT | - | 159 | SPLD+159 | - | - |
| I1 | LSO | 66.000 | 4.10 | VE | XX | - | - | - | 25.00% | - | Gkmsdxei | YXDY | - | 210 | USDQ+210 | - | - |
| J2 | FHU | 61.800 | 1.80 | ZR | FF | - | - | - | 20.00% | - | Wjvac | - | - | - | 4.64% | - | - |
Tranche Comments
J1: Redemption: 2024-06-16; Registration: 144W/Owl B;
S2: Redemption: 2024-06-16; Registration: 144K/Kji U;
I1: Redemption: 2024-06-16; Registration: 144F/Viz W;
J2: Redemption: 2024-06-16; Registration: 144M/Epk V;
Q: Redemption: 2024-06-16; Registration: 144Q/Hoz C;
E1: Redemption: 2024-06-16; Registration: 144Z/Jug V;
I2: Redemption: 2024-06-16; Registration: 144U/Rki W;
R: Redemption: 2024-06-16; Registration: 144A/Ywj T;
Bvj: Redemption: 2024-06-16; Registration: 144U/Hqs C;
Deal Comments
Xin Zqhh Dpukiiw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 10, 2018