| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VAQ | 89.000 | 2.60 | - | KKK- | - | - | - | 93.00% | - | Hskjhejd | TQCX | - | 330 | TANY+330 | - | - |
| H | KSB | 10.000 | 9.98 | - | D | - | - | - | 45.00% | - | Allkxaaa | MCXB | - | 230 | PJVQ+230 | - | - |
| N | JOX | 27.000 | 4.56 | - | PP | - | - | - | 32.00% | - | Czbomxrs | WFJF | - | 185 | NZWK+185 | - | - |
| O-1 | RXN | 381.000 | 1.74 | - | VVV | - | - | - | 31.00% | - | Juhvywdv | NOWB | - | 145 | NVIQ+145 | - | - |
| Y-1D | HRO | 52.000 | 2.96 | - | GGG | - | - | - | 27.00% | - | Cqrkrxaw | PEEN | - | 145 | UOXW+145 | - | - |
| U-2 | ZEA | 98.000 | 8.66 | - | WWW | - | - | - | 28.00% | - | Pzpykoyf | GPOK | - | 160 | CKEO+160 | - | - |
| Kuk | FYC | 94.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144O/Bpx I;
Y-1D: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144L/Mxe N;
U-2: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144U/Imk T;
N: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144A/Tqf X;
H: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144K/Qbi E;
E: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144G/Mcb X;
Kuk: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144X/Psn V;
Deal Comments
Jjo Uvpp Mhhojka 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 19, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1E-F | VYJ | 33.000 | 5.80 | - | VVV | - | - | - | 29.00% | - | Obsrwhmc | 3dALQK | - | 149 | 3bIOVF+149 | - | - |
| L | WIM | 74.300 | 8.90 | - | NN | - | - | - | 14.00% | - | Xepekzli | 3oAEHP | - | 175 | 3gPAGY+175 | - | - |
| Y-1 | FZY | 588.600 | 2.30 | - | BBB | - | - | - | 33.00% | - | Jhlskuvp | 3gCEHI | - | 149 | 3nNDXS+149 | - | - |
| M | EIV | 44.700 | 3.20 | - | BBB- | - | - | - | 42.00% | - | - | - | - | - | - | - | Retained |
| Uha | PLD | 47.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1A-V | VCU | 42.000 | 4.30 | - | KKK | - | - | - | 84.00% | - | Zpluximf | 3xHGEV | - | 149 | 3oJVIA+149 | - | - |
| P-2 | ULV | 64.000 | 8.70 | - | III | - | - | - | 26.00% | - | Wufyhbhg | 3aSHKD | - | 160 | 3eICEV+160 | - | - |
| N | YAF | 97.000 | 4.80 | - | C | - | - | - | 15.00% | - | Pqjhzpxb | 3uGBMZ | - | 220 | 3gHDSX+220 | - | - |
Tranche Comments
Y-1: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144M/Mni M;
V-1A-V: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144G/Rsn I;
V-1E-F: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Y/Ile B;
P-2: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144O/Fbt A;
L: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144J/Mxa O;
N: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Y/Vwk W;
M: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144P/Vna M;
Uha: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Y/Ryg R;
Deal Comments
Mqy-Sknn Gzleqrg 2.00
Risk Retention
WZ - Pjtp RW/WY - Pjt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 6, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | EQL | 223.000 | - | MX | JJJ | CA | - | - | 70.00% | - | Eleayqtp | UKIN | - | 159 | QIUY+159 | - | - |
| B-1B P | KPB | 87.000 | - | AV | KKK | EA | - | - | 77.00% | - | Tmqowurj | AKFF | - | 159 | USEU+159 | - | - |
| E | PQN | 80.000 | - | FQ | YY | JC | - | - | 23.00% | - | Clfhmesv | JQOQ | - | 185 | AMHQ+185 | - | - |
| N | PLA | 43.000 | - | SA | NNN- | ZK | - | - | 45.00% | - | Psyckmik | GUAA | - | 385 | HJXE+ 385 | - | - |
| Jxo | OFJ | 29.200 | - | QN | WX | WO | - | - | - | - | - | - | - | - | - | - | Retained |
| C | AZP | 74.000 | - | JX | J | IE | - | - | 24.00% | - | Mbksslmz | YUNU | - | 240 | LJKQ+240 | - | - |
| I-1J X | EFB | 51.000 | - | AD | QQQ | PS | - | - | 26.00% | - | Ohyeawaj | HKFL | - | 159 | PDJU+159 | - | - |
| B-2K I | YSC | 95.000 | - | WT | XXX | IU | - | - | 50.00% | - | Eadsaclc | LBBG | - | 175 | VTKO+175 | - | - |
Tranche Comments
M-1: Redemption: 2026-12-23; Registration: 144Z/Adj S;
B-1B P: Redemption: 2026-12-23; Registration: 144E/Hao K;
I-1J X: Redemption: 2026-12-23; Registration: 144Y/Tef D;
B-2K I: Redemption: 2026-12-23; Registration: 144J/Hvp U;
E: Redemption: 2026-12-23; Registration: 144D/Amn C;
C: Redemption: 2026-12-23; Registration: 144W/Ajh G;
N: Redemption: 2026-12-23; Registration: 144L/Kwq H;
Jxo: Redemption: 2026-12-23; Registration: 144M/Vtk Y;
Deal Comments
Zyg Hhnn Tiavyiw 2.00
Risk Retention
CB - Ctpl AC/CS - Ctp
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 26, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-C | TZP | 81.000 | 4.60 | - | B | - | - | - | 62.00% | - | Marzjqal | 3eGGNC | - | 275 | 3dQDCU+275 | - | - |
| L-C | JZN | 35.000 | 2.30 | - | KK | - | - | - | 79.00% | - | Cfmvmwsd | 3vJGYL | - | 205 | 3vHADU+205 | - | - |
| W-1-G | PLY | 299.000 | 4.80 | - | QQQ | - | - | - | 98.00% | - | Necksfwh | 3eETFU | - | 175 | 3oZTJA+175 | - | - |
| G-X | CWA | 53.000 | 1.10 | - | FFF- | - | - | - | 13.00% | - | - | - | - | - | - | - | Retained |
| D-2-C | THE | 29.400 | 6.00 | - | TTT | - | - | - | 79.00% | - | Llshhjsf | 3lQJBH | - | 190 | 3nWTXT+190 | - | - |
| Y-T-A | KZQ | 76.900 | 1.80 | - | KK | - | - | - | 12.00% | - | Edkfvljg | 3mUXLR | - | 205 | 3nXJWT+205 | - | - |
| Jea | LLJ | 23.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1-G: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144E/Juy E;
D-2-C: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144B/Ioq Y;
L-C: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144V/Rim D;
Y-T-A: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Xth L;
S-C: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144G/Pig M;
G-X: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144T/Vsc V;
Jea: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144H/Abf S;
Deal Comments
Jmmmt. Ame Bexx Imcgmlz 2.00
Risk Retention
WL - Jrux TW/WD - Jru
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 2, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1C-Y | ULW | 815.000 | 4.40 | - | FFF | - | - | - | 39.00% | - | Eecduacu | DILW | - | 193 | CSFV+193 | - | 604.00000 |
| H-N | ZTL | 91.000 | 3.82 | - | S | - | - | - | 45.00% | - | Alrsbyik | SVEG | - | 310 | BEQY+310 | - | 696.00000 |
| I-1-N | MFZ | 16.000 | 4.10 | - | JJJ | - | - | - | 97.00% | - | Bbkupfyw | BYPV | - | 193 | HDFK+193 | - | 834.00000 |
| J-2-E | ATR | 9.000 | 2.20 | - | KKK | - | - | - | 13.50% | - | Lmdfepnw | SAVB | - | 220 | QSQU+220 | - | 370.00000 |
| E-T | EWU | 56.000 | 1.15 | - | PP | - | - | - | 51.00% | - | Hlfuqzwd | HBIX | - | 235 | SIWN+235 | - | 761.00000 |
| Z-V | FNS | 66.000 | 4.40 | - | YYY- | - | - | - | 31.00% | - | Ammvmclf | XELS | - | 495 | LNHX+495 | - | 203.00000 |
| T-H | IQR | 90.000 | 3.92 | - | EE- | - | - | - | 56.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1-N: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144K/Lov U; Comments: Ipa V;
Z-1C-Y: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144E/Zqh K; Comments: Yuw Q;
J-2-E: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144U/Yiy A; Comments: Zqf F;
E-T: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144H/Xfn Z; Comments: Vcj R;
H-N: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Q/Gzx U; Comments: Xya E;
Z-V: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144A/Mxc Z; Comments: Yrr U;
T-H: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144G/Jpy I; Comments: Cao L;
Deal Comments
Fgbgw. Evg Ksoo Agthvyl 2.00
Risk Retention
LT - Uwdq XL/LN - Uwd
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 3, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1L-L | AEM | 682.000 | 9.94 | - | FFF | - | - | - | 45.58% | - | Fwewzyrw | USJS | - | 180 | GYHM+180 | - | - |
| D-U | VMY | 89.000 | 5.36 | - | DDD- | - | - | - | 33.23% | - | Tilziwif | KVSE | - | 510 | MYFK+510 | - | - |
| H-2-K | QXC | 85.000 | 9.83 | - | EEE | - | - | - | 78.45% | - | Wklshhcx | ILLD | - | 215 | WJXH+215 | - | - |
| L-W | ALB | 30.000 | 3.74 | - | SS | - | - | - | 36.41% | - | Rkwxzsen | EIFW | - | 240 | UVGH+240 | - | - |
| A-Z | ZXW | 45.000 | 1.60 | - | Z | - | - | - | 75.80% | - | Wykuwycr | HJEA | - | 310 | IDZR+310 | - | - |
| T-G | IOP | 89.000 | 5.20 | - | UU- | - | - | - | 97.43% | - | Ethjytmg | GSYT | - | 795 | UISZ+795 | - | - |
Tranche Comments
L-1L-L: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144J/Hbq N;
H-2-K: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144D/Zbo Y;
L-W: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144M/Nbv P;
A-Z: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144Q/Czg T;
D-U: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144N/Bda X;
T-G: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144P/Xzf H;
Deal Comments
Qpffyayzfyc. Kyy Lass Hpjfygx 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 11, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QM | GVC | 59.000 | 2.10 | - | CC | - | - | - | 46.00% | - | Hemslwzb | WVEO | - | 260 | QHJR+260 | - | 585.00000 |
| PP | AWF | 73.000 | 7.60 | - | LL | - | - | - | 23.00% | - | Hlvelkmo | ISUK | - | 260 | FCYF+260 | - | 441.00000 |
| X-2 | YBQ | 7.000 | 7.27 | - | RRR | - | - | - | 38.00% | - | Tazeahir | JJFK | - | 235 | EBKB+235 | - | 933.00000 |
| B | JFZ | 43.000 | 8.30 | - | O | - | - | - | 94.00% | - | Yhobaaae | MPTA | - | 330 | PEFC+330 | - | 637.00000 |
| Elk | LQC | 30.573 | - | - | FQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | CIG | 863.000 | 4.92 | - | KKK | - | - | - | 56.00% | - | Jyvzjrjp | BUUJ | - | 198 | IHVT+198 | - | 775.00000 |
Tranche Comments
Q-1: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144H/Qdw Z;
X-2: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144H/Bdf N;
QM: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144O/Dov G;
PP: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144X/Fng T;
B: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144T/Nhx Q;
Elk: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144T/Tkz E;
Deal Comments
Sxg Yamm Ekjuxyb 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 17, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | LVW | 82.000 | 9.00 | - | DDD | - | - | - | 89.00% | - | Rkslqjcy | 3lHDQZ | - | 270 | 3zJNMM+270 | - | - |
| W-1 | TWC | 825.600 | 8.90 | - | MMM | - | - | - | 38.00% | - | Lredxxeo | 3qVMEU | - | 230 | 3kYPIH+230 | - | - |
| U | OCF | 39.000 | 9.60 | - | H | - | - | - | 97.00% | - | Nfzvcyrh | 3tDEYJ | - | 390 | 3lKYPW+390 | - | - |
| F | FCH | 40.000 | 5.10 | - | NNN- | - | - | - | 59.00% | - | Tdbojxzw | 3lGOOW | - | 590 | 3lXSVR+590 | - | - |
| S-1 Bxubu | LTP | 70.000 | 6.40 | - | WWW | - | - | - | 21.00% | - | Rddcssag | 3mLXBY | - | 230 | 3lJMMQ+230 | - | - |
| Voj | PBE | 78.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | XMH | 76.300 | 8.70 | - | KK | - | - | - | 22.00% | - | Akjcqlbd | 3vVOXM | - | 290 | 3dYEKF+290 | - | - |
Tranche Comments
S-1 Bxubu: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144B/Zpp X;
W-1: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144A/Vmf L;
N-2: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144X/Dzu E;
W: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144K/Jme Y;
U: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144D/Jow F;
F: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144O/Csz N;
Voj: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144B/Rll D;
Deal Comments
Qob Jzzz Uuwjobg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 14, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | IGS | 94.000 | - | LD | AAA | BW | - | - | 68.00% | - | Sbkevoln | KWUY | 310-320 | 320 | UEOS+320 | - | - |
| X | YNJ | 71.000 | - | DI | MM | UV | - | - | 37.00% | - | Edekbpek | CVES | 365-375 | 405 | QBWZ+405 | - | - |
| I | TRX | 44.000 | - | JH | F | BT | - | - | 56.00% | - | Ywklhifd | BZHP | 440-450 | 470 | TXLF+470 | - | - |
| A-1A | EHV | 193.000 | - | AH | UUU | ZH | - | - | 86.00% | - | Yuazyfax | NJEJ | - | 270 | WMCG+270 | - | - |
| L | KXO | 92.000 | - | JP | HHH- | ZM | - | - | 98.00% | - | Vqqzkmyi | YJIK | 675-700 | 700 | WKDC+700 | - | - |
| Z-1X | IYD | 76.000 | - | VA | JJJ | QN | - | - | 60.00% | - | Ftgzd | GBDL | - | 260 | 6.549% | - | - |
| Msv | OME | 79.000 | - | DG | OO | CE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: Redemption: 2025-07-20; Registration: 144Z/Roz R;
Z-1X: Redemption: 2025-07-20; Registration: 144M/Wre S;
Q-2: Redemption: 2025-07-20; Registration: 144E/Mob M;
X: Redemption: 2025-07-20; Registration: 144C/Ydl Q;
I: Redemption: 2025-07-20; Registration: 144K/Tak T;
L: Redemption: 2025-07-20; Registration: 144P/Ytp R;
Msv: Redemption: 2025-07-20; Registration: 144X/Okr B;
Deal Comments
Ocx Hull Hggvclb 2.00
Risk Retention
UW - Bwan RU/UF - Bwa
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 26, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | NOK | 99.000 | 1.85 | - | FF | - | - | - | 57.00% | - | Yzjljzfb | MQNI | - | 375 | 3cIBFB+375 | - | - |
| D | NYB | 83.000 | 4.45 | - | W | - | - | - | 60.00% | - | Rwhvlalo | IZIH | - | 525 | 3sNDWZ+525 | - | - |
| E | CRJ | 740.000 | 1.41 | - | KKK | - | - | - | 86.00% | - | Isoxzpat | WOMD | - | 268 | 3tPJHM+268 | - | - |
| C2 | IVM | 2.000 | 8.90 | - | RR | - | - | - | 80.00% | - | Ykpmq | - | - | 375 | 7.63% | - | - |
| O | NIL | 91.000 | 5.45 | - | ZZZ- | - | - | - | 67.00% | - | Qdxfzbmv | EWZO | - | 700 | 3gUTHW+700 | - | - |
| G Qsqu | RBP | 26.000 | 1.32 | - | TTT | - | - | - | 53.00% | - | Rfwhmbim | SVDI | - | 268 | 3eKWYX+268 | - | - |
| Madd | XAL | 93.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144P/Nal M;
G Qsqu: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144Q/Dnd W;
M1: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144D/Lnk G;
C2: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144O/Uak A;
D: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144J/Baz K;
O: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144X/Eaf Y;
Madd: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144M/Ztx I;
Deal Comments
Jaz Guaa Ctakafi 2.00
Risk Retention
WZ - Lcz, ZW/WY - Lcz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 5, 2003