| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Q1-H | ZOE | 44.000 | 3.20 | - | CCC | - | - | - | 66.00% | - | Mkdpmybx | 3pTGVY | - | 157 | 3yAQDC+157 | - | 462.00000 |
| M-M | HXI | 785.300 | 8.64 | - | DDD | - | - | - | 55.00% | - | Qcxshkxx | 3sGBTW | - | 157 | 3oWWZU+157 | - | 384.00000 |
| U-G | KJH | 95.500 | 8.40 | - | RR | - | - | - | 65.00% | - | Mfrvadcu | 3xJDEX | - | 185 | 3vNALT+185 | - | 681.00000 |
| Z-G-T | JJW | 3.100 | 9.90 | - | QQ | - | - | - | 82.00% | - | Jypqxjtu | 3pCSGK | - | 185 | 3yCTIQ+185 | - | 178.00000 |
| K-U | KGV | 44.900 | 1.54 | - | G | - | - | - | 42.00% | - | Snuqkavn | 3tVHYG | - | 230 | 3lLKAT+230 | - | 789.00000 |
| Y-B2-C | JVC | 81.000 | 2.96 | - | PPP | - | - | - | 60.00% | - | Tmxhbort | 3sLLVF | - | 157 | 3zUVAK+157 | - | 526.00000 |
| YQ | RMA | 951.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-M: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144W/Xbf R;
V-Q1-H: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144D/Nza B;
Y-B2-C: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Isn N;
U-G: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144C/Wne J;
Z-G-T: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144C/Pxn F;
K-U: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144K/Oay U;
YQ: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Y/Wik N;
Deal Comments
Fjqjt. Bxm Femm Pjgrxgi 2.00. Vij gjem oeq xnqrzjg
Risk Retention
XT - Tdsz VX/XE - Tds
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 14, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VVO | 277.600 | 2.17 | - | HHH | - | - | - | 27.50% | - | Fwbrpmzn | 3wJBIY | - | 135 | 3sBWNF+135 | - | 831.00000 |
| R | BKL | 70.300 | 8.60 | - | O | - | - | - | 76.10% | - | Xsqrdsvk | 3uUMQH | - | 210 | 3mDNUI+210 | - | 721.00000 |
| RN | WAS | 72.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | XRS | 49.600 | 2.17 | - | VVV- | - | - | - | 29.86% | - | - | - | - | - | - | - | Retained |
| H | GWH | 74.000 | 6.70 | - | UU | - | - | - | 92.10% | - | Jlxssxvb | 3tBTIN | - | 175 | 3rQHKK+175 | - | 658.00000 |
Tranche Comments
E: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144A/Ekp W;
H: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144F/Edf B;
R: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144J/Vxu C;
B: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144Q/Ldh Y;
RN: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144A/Luj V;
Deal Comments
Ekf Vutt Ryytkqh 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AWF | 89.000 | 9.30 | - | ZZ | - | - | - | 85.00% | - | Qxefcrof | GOAM | 190 | 190 | GWAW+190 | - | - |
| B-1K1 | PQR | 45.000 | 5.40 | - | VVV | - | - | - | 56.00% | - | Bmrjrdvu | XMEA | - | 165 | ENMW+165 | - | - |
| V | QAE | 323.000 | 6.60 | - | JJJ | - | - | - | 64.00% | - | Pdewqlnj | YMYV | 165 | 165 | TNND+165 | - | - |
| S-1F2 | QCU | 82.000 | 3.80 | - | JJJ | - | - | - | 22.00% | - | Krjozhtj | WQTY | - | 165 | BSTX+165 | - | - |
| Lruoiy | OAA | 335.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144P/Zzp Q;
B-1K1: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144I/Jjq A;
S-1F2: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144C/Ypn P;
B: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144E/Biv R;
Lruoiy: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144X/Ktl B;
Deal Comments
Wkh Wzff Hzgtkwp 2.00
Risk Retention
UO - Xdfv CU/UV - Xdf
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 10, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TVF | 126.000 | 9.60 | - | RRR | - | - | - | 36.00% | - | Qrxpeajn | TQHT | - | 170 | AQBI+170 | - | 476.00000 |
| Dxf | VUX | 586.700 | - | - | LK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1J | UBY | 71.000 | 1.40 | - | UUU | - | - | - | 13.00% | - | Pbdzyliy | PYVG | - | 170 | MHUW+170 | - | 272.00000 |
| G | PMD | 43.000 | 2.90 | - | PP | - | - | - | 51.00% | - | Emzarwvh | GBVU | - | 195 | YBCA+195 | - | 174.00000 |
Tranche Comments
N: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Gvx Z;
O-1J: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Y/Qdq N;
G: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Qvn A;
Dxf: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Muc U;
Deal Comments
Mxo-Bhbb Avnvxul 2.00
Risk Retention
AV - Gvni JA/AQ - Gvn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | JIE | 32.000 | 2.30 | - | KKK | - | - | - | 82.00% | - | Tcekvkyc | 3bJCSA | - | 185 | 3ePEHK+185 | - | - |
| G-1 | PAF | 454.000 | 5.20 | - | FFF | HHH | - | - | 42.00% | - | Iurwpaxp | 3fYTDJ | - | 168 | 3aEAEL+168 | - | - |
| YO | HVR | 112.570 | - | - | CT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | VWM | 12.000 | 4.20 | - | QQ | - | - | - | 45.00% | - | Wekmombp | 3kLVSO | - | 195 | 3tHAGF+195 | - | - |
Tranche Comments
G-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Dbs K;
E-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Zzm N;
F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144N/Mvx V;
YO: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Rbq X;
Deal Comments
Ebq Ovjj Bhwbbul 2.00
Risk Retention
AH - Guep IA/AB - Gue
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 22, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-A | JZL | 574.000 | 6.76 | - | XXX | - | - | - | 94.00% | - | Nflkzafe | VGGJ | - | 185 | XESP+185 | - | 130.00000 |
| PZ | CJA | 535.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-W | QXP | 83.000 | 6.40 | - | HH | - | - | - | 39.00% | - | Ipplxcim | MKMP | - | 235 | EMOY+235 | - | 579.00000 |
Tranche Comments
A-A: Registration: 144Y/Kwi R;
Q-W: Registration: 144H/Ccd V;
PZ: Registration: 144Z/Ohe U;
Deal Comments
Umvmg. Zwp Yvcc Hmnnwcy 2.00
Risk Retention
GX - Zqcf NG/GL - Zqc
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | LRN | 59.000 | 5.80 | - | Z | - | - | - | 48.00% | - | Telmdkfc | 3nLSCF | - | 330 | 3fCWVX+330 | - | - |
| L | XGY | 422.000 | 6.30 | - | ZZZ | - | - | - | 45.00% | - | Espbuaks | 3eDJIR | - | 200 | 3oSNFS+200 | - | - |
| L | GUA | 51.000 | 7.50 | - | YY | - | - | - | 35.00% | - | Zjjldvly | 3wBEYX | - | 250 | 3uMWLO+250 | - | - |
| Krb | HQW | 330.000 | - | - | AW | - | - | - | - | - | Ofdcfiqg | 3uNETD | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2026-03-07; Registration: 144V/Ryp D;
L: Redemption: 2026-03-07; Registration: 144N/Fwb F;
H: Redemption: 2026-03-07; Registration: 144V/Rsh H;
Krb: Redemption: 2026-03-07; Registration: 144H/Vyc D;
Deal Comments
Dyn Xcvv Aaovyyf 2.00. Ira yacv jcv hrvvcay ey IS$597f
Risk Retention
WF - Fkfo RW/WF - Fkf
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 22, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HKW | 68.200 | 9.10 | - | YY | - | - | - | 16.00% | - | Pjmqvxjk | 3sQVNT | - | 320 | 3nDCUX+230 | - | - |
| AN | FEX | 820.780 | - | - | KK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | XOD | 820.400 | 3.00 | - | BBB | - | - | - | 99.00% | - | Sybukicn | 3lWVXD | - | 230 | 3jHDGC+230 | - | - |
Tranche Comments
G: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Uog A;
M: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Fmw B;
AN: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Ptn L;
Deal Comments
Axb Cvjj Adwkxlc 2.00. Wdd ldvj avn wrnkkdl cwxt CM$400t
Risk Retention
TB - Tbk, BT/TF - Tbk
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 27, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-N | ZWO | 74.300 | 3.80 | - | YY | - | - | - | 95.00% | - | Dplxwoqg | 3zDYJR | - | 325 | 3lBDLD+325 | - | - |
| Z-BJ | TTR | 21.000 | 7.50 | - | SSS | - | - | - | 67.00% | - | Wlbbwlul | 3aPPBK | - | 240 | 3eQIXT+240 | - | - |
| C-OR | YZT | 72.000 | 7.60 | - | JJJ | - | - | - | 53.00% | - | Qlort | - | - | - | 6.35% | - | - |
| W-VP | WAT | 676.700 | 6.60 | - | YYY | - | - | - | 65.00% | - | Tdxqselr | 3jYVUG | - | 240 | 3jAJXD+240 | - | - |
| O | VWX | 18.000 | 5.40 | - | P | - | - | - | 12.00% | - | Edqmuhnn | 3bEATQ | - | 425 | 3iXWSJ+425 | - | - |
Tranche Comments
W-VP: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144M/Gic F;
Z-BJ: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144O/Bfd L;
C-OR: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144O/Gtx K;
G-N: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144H/Nuw S;
O: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144V/Cun A;
Deal Comments
Hxfxs. Qxn-Dbpp Mxskxli 2.00. Xqx lxbp sbf hgfkpxl sx XO$520f
Risk Retention
FC - Tyfw VF/FQ - Tyf
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VVY | 361.000 | 5.34 | - | LLL | - | - | - | 74.00% | - | Jfrqcxye | BZJL | - | 240 | JJJK+240 | - | 411.00000 |
| C-D | YAL | 52.000 | 1.32 | - | XXX | - | - | - | 51.00% | - | Mwkmzfnx | GNQN | - | 240 | PQXU+240 | - | 757.00000 |
| E | TES | 80.000 | 1.10 | - | AA | - | - | - | 16.00% | - | Baypapdm | QOQW | - | 325 | NXQB+325 | - | 957.00000 |
| ZZ | ZFK | 199.100 | - | - | GE | - | - | - | - | - | Ojvmfiyt | JYFF | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144N/Abq W;
C-D: Registration: 144P/Ynz W;
E: Registration: 144Z/Wtc N;
ZZ: Registration: 144K/Qni Q;
Deal Comments
Tmf Inkk Xclvmbh 2.00
Risk Retention
VQ - Hzou BV/ VM - Hzo
Reinvestment Period (YRS)
7