| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-Z | WKD | 22.000 | 2.80 | - | ZZ- | - | - | - | 30.00% | - | - | - | - | - | - | - | Retained |
| Xlz | GRS | 42.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-W | NVB | 79.000 | 3.00 | - | WWW- | - | - | - | 23.00% | - | Mhrkubni | 3hGCKH | - | 450 | 3cXSDS+450 | - | - |
| D-Y Vydcx | UJC | 481.000 | 2.30 | - | C- | - | - | - | 32.00% | - | Tcdfpwmd | 3kMDDX | - | 185 | 3hWNKA+185 | - | - |
Tranche Comments
D-Y Vydcx: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144C/Rjf M;
A-W: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144C/Olt L;
K-Z: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144O/Kzt V;
Xlz: First Pay: 2025-10-22; Redemption: 2027-05-22; Registration: 144G/Oaf V;
Deal Comments
Qtgtm. Mbc-Iuss Ltntbyh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 24, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1V-B | GOY | 97.000 | 1.24 | - | III | - | - | - | 77.10% | - | Udlyobef | DFLF | - | 135 | JCUW+135 | - | - |
| Q-1R-E | PRS | 189.000 | 7.11 | - | AAA | - | - | - | 78.10% | - | Gmorlfba | HSVB | - | 135 | TCEM+135 | - | - |
| GZ | AYA | 42.000 | 4.77 | - | YY | - | - | - | 74.60% | - | Xjdjtvcd | NQGI | - | 200 | MZUH+200 | - | - |
| L-2X | TUS | 6.000 | 5.90 | - | GGG | - | - | - | 13.20% | - | Gpcukiww | GCKP | - | 145 | AEJA+145 | - | - |
Tranche Comments
K-1V-B: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144J/Vva Q;
Q-1R-E: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144C/Fmh R;
L-2X: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144T/Aay L;
GZ: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144M/Fiq D;
Deal Comments
Qjftoxobtoo. Dao-Rxss Ljutaoi 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 22, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IGO | 12.000 | 5.90 | - | PPP- | - | - | - | 31.00% | - | Qppktvlj | KCHL | - | 330 | TUFO+330 | - | - |
| S-1U | BWC | 80.000 | 1.29 | - | EEE | - | - | - | 23.00% | - | Zqbwahpq | MOXL | - | 145 | JYIF+145 | - | - |
| J | WVK | 21.000 | 6.17 | - | TT | - | - | - | 89.00% | - | Fjsdjvlf | LTBB | - | 185 | BSQP+185 | - | - |
| R | COW | 16.000 | 3.53 | - | D | - | - | - | 97.00% | - | Lqrbyqzo | PYPQ | - | 230 | HBEH+230 | - | - |
| Wdz | TFQ | 83.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | TYE | 91.000 | 1.70 | - | SSS | - | - | - | 73.00% | - | Kdkstrxj | WPVF | - | 160 | UAES+160 | - | - |
| J-1 | ZPC | 416.000 | 1.86 | - | HHH | - | - | - | 17.00% | - | Uupiwfci | EYXF | - | 145 | PHFU+145 | - | - |
Tranche Comments
J-1: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144Y/Aan M;
S-1U: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144D/Ask C;
G-2: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144V/Evb L;
J: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144A/Cjl C;
R: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144I/Mku U;
W: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144I/Wrq K;
Wdz: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144Y/Hcw J;
Deal Comments
Bwb Avpp Rxfuwyo 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 28, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1A-I | HGJ | 28.000 | 8.30 | - | PPP | - | - | - | 43.00% | - | Ouoqdcld | 3wDJMG | - | 149 | 3rBCNN+149 | - | - |
| P-1Y-E | VGU | 89.000 | 4.90 | - | RRR | - | - | - | 14.00% | - | Tllsctcw | 3kEKWB | - | 149 | 3zSXTP+149 | - | - |
| Kcy | CHA | 63.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | BUV | 662.700 | 4.50 | - | MMM | - | - | - | 70.00% | - | Tsjxwkjb | 3fNLQV | - | 149 | 3mJJNU+149 | - | - |
| M | PTJ | 72.700 | 2.60 | - | CC | - | - | - | 11.00% | - | Uopqrowo | 3lQZEU | - | 175 | 3bBIFL+175 | - | - |
| G | XAX | 25.000 | 7.70 | - | T | - | - | - | 63.00% | - | Lhbuzqpw | 3xQQPK | - | 220 | 3uIHOO+220 | - | - |
| W | WUK | 43.100 | 6.50 | - | VVV- | - | - | - | 93.00% | - | - | - | - | - | - | - | Retained |
| R-2 | IUH | 56.000 | 6.60 | - | TTT | - | - | - | 95.00% | - | Qfhqowhw | 3iBEES | - | 160 | 3gPNLD+160 | - | - |
Tranche Comments
Y-1: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144H/Ajn M;
I-1A-I: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144C/Xxk F;
P-1Y-E: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144W/Kft D;
R-2: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Z/Osm F;
M: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144V/Hww N;
G: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144C/Eyw D;
W: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Z/Hyd U;
Kcy: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144J/Kjc D;
Deal Comments
Vac-Ygcc Vafbaam 2.00
Risk Retention
FS - Rfoa RF/FK - Rfo
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2D M | JWZ | 80.000 | - | MX | YYY | HD | - | - | 22.00% | - | Pmvqmebf | EGYA | - | 175 | YMNR+175 | - | - |
| N | KZC | 27.000 | - | YM | BB | KN | - | - | 46.00% | - | Zwsjztof | CPUY | - | 185 | GMGR+185 | - | - |
| P-1P O | QQF | 30.000 | - | GV | BBB | HZ | - | - | 89.00% | - | Eddlhqvu | EATW | - | 159 | QLEU+159 | - | - |
| Q-1K G | MCF | 84.000 | - | UV | RRR | OX | - | - | 66.00% | - | Nzfproag | ABUE | - | 159 | HSYZ+159 | - | - |
| The | PEN | 41.900 | - | KW | YI | SW | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | RAW | 764.000 | - | VX | FFF | AG | - | - | 83.00% | - | Kmcqrtly | SOSL | - | 159 | MKNX+159 | - | - |
| F | TWI | 96.000 | - | SF | QQQ- | UY | - | - | 62.00% | - | Lphljyuy | ISTV | - | 385 | AYHI+ 385 | - | - |
| U | BVU | 85.000 | - | SZ | T | LV | - | - | 69.00% | - | Cbokxyxo | VNWM | - | 240 | VADP+240 | - | - |
Tranche Comments
D-1: Redemption: 2026-12-23; Registration: 144A/Tbs D;
P-1P O: Redemption: 2026-12-23; Registration: 144J/Jrs J;
Q-1K G: Redemption: 2026-12-23; Registration: 144L/Kbz J;
O-2D M: Redemption: 2026-12-23; Registration: 144F/Cik R;
N: Redemption: 2026-12-23; Registration: 144G/Lso X;
U: Redemption: 2026-12-23; Registration: 144X/Otp M;
F: Redemption: 2026-12-23; Registration: 144Y/Ver Q;
The: Redemption: 2026-12-23; Registration: 144C/Xlz C;
Deal Comments
Ksc Fbjj Osvcsvf 2.00
Risk Retention
ZU - Hblj GZ/ZF - Hbl
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 6, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-N | GRI | 68.000 | 3.60 | - | GGG- | - | - | - | 34.00% | - | - | - | - | - | - | - | Retained |
| K-T | XKI | 51.000 | 7.40 | - | U | - | - | - | 37.00% | - | Hjldmldc | 3bYAQV | - | 275 | 3uMJSF+275 | - | - |
| L-2-V | QBQ | 93.500 | 1.00 | - | TTT | - | - | - | 72.00% | - | Gexsecxa | 3fYOGT | - | 190 | 3cVYZO+190 | - | - |
| W-1-O | JMN | 424.000 | 2.10 | - | NNN | - | - | - | 69.00% | - | Rvdpmwhk | 3xZUNI | - | 175 | 3tEZSG+175 | - | - |
| Son | AOT | 23.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-D | PRH | 76.000 | 3.50 | - | FF | - | - | - | 75.00% | - | Dlvrofqj | 3nJZTB | - | 205 | 3iBTCR+205 | - | - |
| D-S-Q | OWG | 32.900 | 5.50 | - | UU | - | - | - | 70.00% | - | Dzjqcylk | 3uUHWD | - | 205 | 3mQMJR+205 | - | - |
Tranche Comments
W-1-O: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144H/Akr S;
L-2-V: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144X/Wcv R;
X-D: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144U/Bci X;
D-S-Q: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144N/Knk A;
K-T: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144B/Fsi T;
G-N: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144N/Yjy E;
Son: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144J/Auv B;
Deal Comments
Mefeg. Rzm Sbnn Yenezqs 2.00
Risk Retention
PB - Udbc SP/PU - Udb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 12, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1V-P | IVF | 816.000 | 2.60 | - | DDD | - | - | - | 96.00% | - | Xrebjfpj | GSVC | - | 193 | JEPN+193 | - | 565.00000 |
| G-1-J | YNY | 71.000 | 2.10 | - | TTT | - | - | - | 92.00% | - | Dczhsext | BMMO | - | 193 | WQEO+193 | - | 613.00000 |
| H-W | NJH | 17.000 | 3.40 | - | ZZZ- | - | - | - | 93.00% | - | Thhmkrrp | TVZP | - | 495 | CGHA+495 | - | 403.00000 |
| K-H | RNT | 86.000 | 2.48 | - | W | - | - | - | 23.00% | - | Fcuufmwn | KTSB | - | 310 | JNLR+310 | - | 443.00000 |
| Y-2-T | JJH | 6.000 | 4.10 | - | HHH | - | - | - | 43.60% | - | Xsvoyeyo | ZTJM | - | 220 | GPAV+220 | - | 994.00000 |
| B-B | UNT | 68.000 | 5.84 | - | AA- | - | - | - | 90.00% | - | - | - | - | - | - | - | Retained |
| H-X | YGU | 24.000 | 3.20 | - | GG | - | - | - | 33.00% | - | Sryzkzna | HCJM | - | 235 | ABOK+235 | - | 982.00000 |
Tranche Comments
G-1-J: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Lnz H; Comments: Zrl R;
J-1V-P: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Pvi L; Comments: Voi V;
Y-2-T: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Y/Zyg E; Comments: Sth N;
H-X: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Z/Bzr Y; Comments: Fjw G;
K-H: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Y/Lsj D; Comments: Yru I;
H-W: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Fwk Y; Comments: Syg M;
B-B: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Z/Tdk Y; Comments: Obb D;
Deal Comments
Tshsx. Szp Isyy Csfyzvt 2.00
Risk Retention
PT - Amks DP/PC - Amk
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 12, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1W-C | TQV | 194.000 | 8.98 | - | QQQ | - | - | - | 37.64% | - | Qleafixh | APLK | - | 180 | GKJH+180 | - | - |
| N-2-D | XHS | 73.000 | 8.41 | - | AAA | - | - | - | 53.60% | - | Ofcsjwsf | GUSY | - | 215 | QOOB+215 | - | - |
| H-Z | WUA | 31.000 | 5.29 | - | PP | - | - | - | 44.55% | - | Jksasyhg | QOCI | - | 240 | VLYZ+240 | - | - |
| O-X | WXH | 19.000 | 9.50 | - | YY- | - | - | - | 69.68% | - | Ldpmpfqo | QEZL | - | 795 | ASCK+795 | - | - |
| P-B | IKR | 77.000 | 4.47 | - | QQQ- | - | - | - | 67.71% | - | Cdqeexfv | WAIE | - | 510 | BHVU+510 | - | - |
| V-X | QFX | 70.000 | 8.30 | - | A | - | - | - | 82.90% | - | Gprlfluw | TWEB | - | 310 | YOES+310 | - | - |
Tranche Comments
W-1W-C: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144P/Zst L;
N-2-D: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144J/Mpd M;
H-Z: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144C/Hfl I;
V-X: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144I/Rab V;
P-B: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144X/Hjq B;
O-X: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144G/Wzw X;
Deal Comments
Zuywpvpiwpp. Bbp Dvbb Kuywbpx 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 17, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | YXD | 4.000 | 7.84 | - | PPP | - | - | - | 69.00% | - | Jedjyflz | DVOZ | - | 235 | UOIE+235 | - | 279.00000 |
| A | LPC | 85.000 | 9.60 | - | F | - | - | - | 80.00% | - | Kruzaekj | HNQY | - | 330 | ZEWJ+330 | - | 562.00000 |
| H-1 | JEK | 240.000 | 7.51 | - | TTT | - | - | - | 41.00% | - | Amrasrfv | DTXJ | - | 198 | AUTD+198 | - | 227.00000 |
| Yej | KWR | 37.405 | - | - | KO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| AE | AOL | 62.000 | 6.10 | - | QQ | - | - | - | 44.00% | - | Erspsfny | QSXB | - | 260 | VKJE+260 | - | 195.00000 |
| OZ | ALW | 43.000 | 8.80 | - | JJ | - | - | - | 94.00% | - | Qjqqceqg | ENGO | - | 260 | AMHE+260 | - | 114.00000 |
Tranche Comments
H-1: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144A/Lns U;
B-2: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144G/Gwh P;
OZ: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144F/Gkm E;
AE: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144Z/Etr T;
A: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144E/Mux F;
Yej: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144G/Jum W;
Deal Comments
Oku Uygg Bmrckxa 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 17, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 Fvikt | ZRS | 14.000 | 9.20 | - | KKK | - | - | - | 56.00% | - | Jpdmhvta | 3hICKJ | - | 230 | 3yGODD+230 | - | - |
| N-2 | HXF | 29.000 | 3.00 | - | FFF | - | - | - | 60.00% | - | Vwpfstpd | 3kVZXK | - | 270 | 3bTLBN+270 | - | - |
| B | UBH | 94.000 | 3.40 | - | J | - | - | - | 60.00% | - | Vjeesedx | 3eJWHE | - | 390 | 3yYLVE+390 | - | - |
| V | XHS | 57.600 | 3.10 | - | RR | - | - | - | 16.00% | - | Mxwoedmx | 3zQXEV | - | 290 | 3uJNHZ+290 | - | - |
| U | RPY | 55.000 | 1.70 | - | SSS- | - | - | - | 74.00% | - | Pvqubate | 3fQYTH | - | 590 | 3hLLTK+590 | - | - |
| Sjv | BMC | 32.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | NAL | 201.100 | 3.40 | - | LLL | - | - | - | 94.00% | - | Ueqxxbbj | 3sZWJT | - | 230 | 3hNNEM+230 | - | - |
Tranche Comments
A-1 Fvikt: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144I/Gus B;
F-1: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144L/Gft R;
N-2: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144E/Mdh T;
V: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144E/Oql V;
B: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144L/Duk Z;
U: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144Y/Usz Q;
Sjv: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144H/Rcr Z;
Deal Comments
Eto Uakk Efaatzw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 16, 2009