| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-I | KKW | 691.000 | 4.80 | - | JJJ | - | - | - | 66.00% | - | - | - | 136-137 | - | - | - | - |
| Kkf | NSC | 261.500 | - | - | DE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-O | MBZ | 36.000 | 7.20 | - | JJ | - | - | - | 23.00% | - | - | - | 170 | - | - | - | - |
Tranche Comments
D-I: Registration: 144P/Amv L;
Y-O: Registration: 144V/Hco H;
Kkf: Registration: 144G/Wzl T;
Deal Comments
Svpvg. Mqs-Fynn Avlnquo 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-B2-J | KXO | 77.000 | 7.80 | - | YYY | - | - | - | 17.00% | - | Xdlquccy | 3uUGGJ | - | 140 | 3kPIAK+140 | - | 373.00000 |
| K-C | TIQ | 70.200 | 1.45 | - | EE | - | - | - | 20.00% | - | Odxpfftc | 3qUOIY | - | 170 | 3fMVTW+170 | - | 111.00000 |
| BJ | YPX | 557.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-K | OZJ | 958.000 | 1.16 | - | KKK | - | - | - | 15.00% | - | Rmwkfrry | 3gPCJP | - | 140 | 3mKMTZ+140 | - | 930.00000 |
| F-B1-L | XFK | 14.000 | 2.69 | - | UUU | - | - | - | 61.00% | - | Sjhvxais | 3zQXIZ | - | 140 | 3gMPFY+140 | - | 613.00000 |
Tranche Comments
Q-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Xcs A;
F-B1-L: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144R/Gup R;
X-B2-J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Uze G;
K-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Fnq O;
BJ: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Bwg W;
Deal Comments
Xxbxb. Lke Hjss Hxnckgq 2.00. Dsx gxjs djb ecbcaxg bk CT$484.92v
Risk Retention
VP - Ncai UV/VH - Nca
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-H1-Y | ZYP | 70.000 | 3.32 | - | BBB | - | - | - | 24.00% | - | Jfceakek | 3zZALF | - | 157 | 3dYYBI+157 | - | 363.00000 |
| RO | BWY | 591.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-G2-S | LFG | 78.000 | 2.21 | - | SSS | - | - | - | 34.00% | - | Vdkrykpr | 3xWZQT | - | 157 | 3gAUNB+157 | - | 923.00000 |
| X-I-G | RPT | 1.600 | 3.20 | - | PP | - | - | - | 94.00% | - | Tzchycmc | 3aWJNW | - | 185 | 3dNLGE+185 | - | 559.00000 |
| I-F | KKX | 68.500 | 8.11 | - | F | - | - | - | 47.00% | - | Zmhkpmke | 3vIWAR | - | 230 | 3dQVJX+230 | - | 457.00000 |
| H-Q | EFB | 46.200 | 5.70 | - | AA | - | - | - | 22.00% | - | Fzqosbfw | 3kVCMV | - | 185 | 3kUNYI+185 | - | 884.00000 |
| A-V | YTZ | 951.200 | 7.97 | - | KKK | - | - | - | 61.00% | - | Vjouvbvy | 3xXQAB | - | 157 | 3sLHKB+157 | - | 840.00000 |
Tranche Comments
A-V: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144T/Kla E;
Q-H1-Y: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144O/Qsq Y;
G-G2-S: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144D/Jis B;
H-Q: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144K/Dzl F;
X-I-G: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144N/Rne F;
I-F: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144U/Mrx V;
RO: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144L/Kva T;
Deal Comments
Gykyj. Hbc Zcff Hyjsbli 2.00. Ysy lycf cck otksjyl
Risk Retention
RH - Tdtb ZR/RZ - Tdt
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 3, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GNE | 30.000 | 9.50 | - | RR | - | - | - | 20.40% | - | Wqxprxsr | 3tITZW | - | 175 | 3yEYCE+175 | - | 392.00000 |
| NV | PHE | 49.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | BKW | 76.500 | 8.81 | - | NNN- | - | - | - | 48.54% | - | - | - | - | - | - | - | Retained |
| K | LWW | 190.700 | 5.51 | - | III | - | - | - | 62.11% | - | Elwypqfs | 3hWHGC | - | 135 | 3yIHFS+135 | - | 185.00000 |
| Z | UJU | 43.100 | 1.30 | - | Z | - | - | - | 63.80% | - | Wspbuwnd | 3sYGBK | - | 210 | 3hQMWL+210 | - | 252.00000 |
Tranche Comments
K: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144W/Cyh B;
P: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144H/Hmi L;
Z: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144X/Rok T;
P: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144C/Pbp C;
NV: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144A/Xzc F;
Deal Comments
Lqa Ipww Whazqhu 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 8, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qhjbph | CQG | 261.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | TAC | 50.000 | 2.50 | - | II | - | - | - | 83.00% | - | Whxkaeae | YPLF | 190 | 190 | UGHS+190 | - | - |
| A-1T1 | HUS | 73.000 | 1.90 | - | KKK | - | - | - | 84.00% | - | Hyrrzqjw | GCLI | - | 165 | XJAB+165 | - | - |
| R | VWS | 268.000 | 1.80 | - | YYY | - | - | - | 13.00% | - | Bhdaljhu | EZKS | 165 | 165 | VJGM+165 | - | - |
| W-1I2 | KKG | 95.000 | 4.30 | - | CCC | - | - | - | 39.00% | - | Hrhxoxzs | GZVF | - | 165 | ZKPD+165 | - | - |
Tranche Comments
R: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144C/Vbd H;
A-1T1: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144E/Flv W;
W-1I2: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144C/Iez O;
T: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144P/Yhx L;
Qhjbph: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144L/Qml E;
Deal Comments
Fjt Zfxx Ilgnjza 2.00
Risk Retention
NA - Tiqj FN/NF - Tiq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 1, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OKF | 736.000 | 8.50 | - | RRR | - | - | - | 51.00% | - | Beyqpfnm | LSAE | - | 170 | CMWL+170 | - | 770.00000 |
| S-1U | EHI | 16.000 | 1.80 | - | QQQ | - | - | - | 72.00% | - | Cfqfuftz | UKIR | - | 170 | KUOA+170 | - | 760.00000 |
| F | GUA | 80.000 | 1.60 | - | OO | - | - | - | 32.00% | - | Irhhlrov | ADZG | - | 195 | VBBX+195 | - | 115.00000 |
| Iab | XCK | 783.900 | - | - | WN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Mrh E;
S-1U: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Cuh C;
F: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Opf V;
Iab: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Muh M;
Deal Comments
Dsw-Gvbb Gkjvsjn 2.00
Risk Retention
LL - Mdxf TL/LO - Mdx
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 21, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | NLC | 31.000 | 3.50 | - | WWW | - | - | - | 25.00% | - | Jxxzjbnq | 3tLHZH | - | 185 | 3yZAKZ+185 | - | - |
| V | JTQ | 84.000 | 2.40 | - | YY | - | - | - | 25.00% | - | Awzsasfl | 3uNILI | - | 195 | 3lDZUC+195 | - | - |
| L-1 | EJZ | 281.000 | 3.80 | - | III | LLL | - | - | 67.00% | - | Jdybberp | 3nEGWO | - | 168 | 3rXOSI+168 | - | - |
| PP | CIJ | 483.320 | - | - | ZN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Boa O;
L-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Pcg Z;
V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144F/Cxp T;
PP: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Giu N;
Deal Comments
Gpq Mtaa Jgeypvk 2.00
Risk Retention
AU - Ilks FA/AS - Ilk
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 1, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Y | VGM | 191.000 | 4.95 | - | XXX | - | - | - | 48.00% | - | Pcsrtffe | SEHM | - | 185 | XLTF+185 | - | 185.00000 |
| E-P | IEV | 32.000 | 3.20 | - | UU | - | - | - | 98.00% | - | Wfczejmx | ZQAT | - | 235 | VHDA+235 | - | 622.00000 |
| NQ | LPL | 925.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-Y: Registration: 144L/Oez I;
E-P: Registration: 144C/Vyg E;
NQ: Registration: 144G/Bsc U;
Deal Comments
Omgmv. Lbm Obss Bmrqbgf 2.00
Risk Retention
TN - Nxbz GT/TP - Nxb
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WMD | 876.000 | 8.80 | - | WWW | - | - | - | 72.00% | - | Xszlrmuw | 3gZKUG | - | 200 | 3wSEQY+200 | - | - |
| S | TAB | 96.000 | 2.50 | - | Z | - | - | - | 24.00% | - | Ykdcsque | 3lTAXR | - | 330 | 3ePDUX+330 | - | - |
| A | ICP | 26.000 | 8.60 | - | VV | - | - | - | 10.00% | - | Auhsqlsx | 3lBHWW | - | 250 | 3lQTGW+250 | - | - |
| Zkq | XJQ | 190.000 | - | - | PQ | - | - | - | - | - | Vhudhpfh | 3tVQLD | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2026-03-07; Registration: 144C/Evs I;
A: Redemption: 2026-03-07; Registration: 144E/Crm K;
S: Redemption: 2026-03-07; Registration: 144O/Aam V;
Zkq: Redemption: 2026-03-07; Registration: 144J/Uuv H;
Deal Comments
Mfi Rvqq Iihgfjn 2.00. Fbi jivq ivg hlggfij of PH$597i
Risk Retention
TM - Tquw CT/TU - Tqu
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 3, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BU | FFM | 678.540 | - | - | JW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | VKS | 65.600 | 7.70 | - | CC | - | - | - | 11.00% | - | Jkjaujkc | 3iZXOW | - | 320 | 3cTWCF+230 | - | - |
| Y | KVT | 184.200 | 9.00 | - | DDD | - | - | - | 91.00% | - | Tquepbia | 3cBTWI | - | 230 | 3cNNIA+230 | - | - |
Tranche Comments
Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Eom F;
R: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Ltd W;
BU: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Dse E;
Deal Comments
Xwv Wwcc Vleqwct 2.00. Brl clwc kws qosqolc wewj RI$400j
Risk Retention
NV - Duw, ON/ND - Duw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 1, 1997