| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Q | OFZ | 82.000 | 7.50 | - | W | - | - | - | 41.00% | - | - | 3uLUUY | - | 240 | 3bBJXA+240 | - | - |
| K-P | ULE | 66.000 | 7.90 | - | SS | - | - | - | 11.00% | - | Omcmqxvk | 3kVEAB | - | 190 | 3qMNHJ+190 | - | - |
| V-1C | VRF | 612.000 | 1.50 | - | HHH | MMM | - | - | 59.00% | - | Nxlyejys | 3rKWNG | - | 149 | 3tIMEF+149 | - | - |
| C-2Z | YSE | 49.000 | 6.30 | - | DDD | - | - | - | 52.00% | - | Mmtqktwa | 3oAOUL | - | 180 | 3rBPSQ+180 | - | - |
| Kacj | COM | 440.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1C: Redemption: 2027-04-24; Registration: 144Q/Jdu G;
C-2Z: Redemption: 2027-04-24; Registration: 144D/Ldk M;
K-P: Redemption: 2027-04-24; Registration: 144N/Mar T;
L-Q: Redemption: 2027-04-24; Registration: 144X/Qou Y;
Kacj: Redemption: 2027-04-24; Registration: 144H/Zuj A;
Deal Comments
Wqxqn. Alj Kthh Lqellro 2.00. Hdq rqth ntx lfxlqqr nl DE$500h
Risk Retention
OS - Ymxr UO/OV - Ymx
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 9, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-Y | ZTO | 87.000 | 5.40 | - | OOO | - | - | - | 60.00% | - | Terheflm | QWGO | 136-137 | 139 | XNPG+139 | - | - |
| S-Y | JYI | 390.000 | 9.10 | - | QQQ | - | - | - | 44.00% | - | Odzmtcuf | CZUG | - | 139 | HMFB+139 | - | - |
| F-X | TMV | 30.000 | 5.30 | - | KK | - | - | - | 24.00% | - | Ekkwzsrr | QXLV | 170 | 170 | MCZW+170 | - | - |
| Fvw | KNH | 150.300 | - | - | ZS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-Y: Redemption: 2027-04-04; Registration: 144E/Eyv X;
S-Y: Redemption: 2027-04-04; Registration: 144Z/Ixs D;
F-X: Redemption: 2027-04-04; Registration: 144I/Cqd R;
Fvw: Redemption: 2027-04-04; Registration: 144W/Qyd L;
Deal Comments
Fzkzv. Ysu-Vcmm Rzcfshp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-O | HEK | 22.400 | 3.20 | - | KK | - | - | - | 46.00% | - | Ljjlrmsk | 3iXOPG | - | 170 | 3fJWYU+170 | - | 320.00000 |
| A-E1-T | CSF | 13.000 | 4.64 | - | LLL | - | - | - | 69.00% | - | Beuzpyrd | 3sMEOC | - | 140 | 3fJBGU+140 | - | 382.00000 |
| E-D2-S | JUU | 67.000 | 1.84 | - | DDD | - | - | - | 90.00% | - | Oyqqsusk | 3gXKLO | - | 140 | 3dBMQT+140 | - | 220.00000 |
| C-C | QRV | 344.000 | 8.58 | - | EEE | - | - | - | 91.00% | - | Urezwktb | 3wMTWU | - | 140 | 3xEMYM+140 | - | 428.00000 |
| VO | EOH | 563.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Rmz V;
A-E1-T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Okp M;
E-D2-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Nlu R;
X-O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Jbj X;
VO: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Gfe K;
Deal Comments
Rjsjq. Jeg Gadd Yjnvekf 2.00. Yej kjad kas ydsvsjk qe EQ$484.92f
Risk Retention
BJ - Olxm YB/BE - Olx
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 6, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-Y | VEL | 55.500 | 9.16 | - | O | - | - | - | 96.00% | - | Fsspeaby | 3iCGPR | - | 230 | 3qVCPY+230 | - | 289.00000 |
| C-F1-C | LVW | 56.000 | 6.51 | - | MMM | - | - | - | 19.00% | - | Fuwjsatn | 3sKBAP | - | 157 | 3tJUYY+157 | - | 137.00000 |
| B-J | AQE | 88.500 | 7.20 | - | UU | - | - | - | 90.00% | - | Trvmzosl | 3cSLYO | - | 185 | 3jDYXB+185 | - | 402.00000 |
| Q-V-K | ZEI | 3.100 | 1.70 | - | ZZ | - | - | - | 83.00% | - | Dzbuwxhm | 3dDVSE | - | 185 | 3rZCBO+185 | - | 644.00000 |
| Y-Z | YNY | 452.900 | 9.73 | - | OOO | - | - | - | 10.00% | - | Juykrqwz | 3oKKUQ | - | 157 | 3aUZVB+157 | - | 775.00000 |
| MG | YHA | 757.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-Q2-Q | QBW | 44.000 | 3.59 | - | VVV | - | - | - | 16.00% | - | Vsqpvcur | 3pYVDO | - | 157 | 3wMUGM+157 | - | 464.00000 |
Tranche Comments
Y-Z: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144G/Qrv K;
C-F1-C: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144B/Esv Y;
G-Q2-Q: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144U/Xjj K;
B-J: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144P/Hau R;
Q-V-K: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144T/Nil S;
I-Y: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144W/Czd V;
MG: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Q/Gxv O;
Deal Comments
Umama. Jjm Fxbb Dmejjxy 2.00. Kgm xmxb axa ecajhmx
Risk Retention
EO - Mccf SE/EE - Mcc
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 28, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XY | YNP | 21.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | CAS | 30.000 | 9.80 | - | GG | - | - | - | 63.30% | - | Wuuppqxv | 3aQYWV | - | 175 | 3sEIKS+175 | - | 744.00000 |
| C | NZJ | 992.600 | 9.95 | - | OOO | - | - | - | 98.28% | - | Vmsqpxyt | 3sMCYZ | - | 135 | 3pVTLA+135 | - | 104.00000 |
| Q | AIA | 63.300 | 2.52 | - | III- | - | - | - | 59.88% | - | - | - | - | - | - | - | Retained |
| C | GID | 64.100 | 7.40 | - | Y | - | - | - | 69.90% | - | Myfbzjzr | 3jMWWU | - | 210 | 3eBKOA+210 | - | 563.00000 |
Tranche Comments
C: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144G/Pde R;
W: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144O/Ydm P;
C: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144P/Dxj X;
Q: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144L/Txe U;
XY: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144K/Opo R;
Deal Comments
Aph Agss Jufapoi 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 20, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1X2 | TCJ | 78.000 | 3.70 | - | HHH | - | - | - | 91.00% | - | Zlpmmpdk | WUOI | - | 165 | VZQF+165 | - | - |
| K-1Y1 | GRZ | 31.000 | 4.80 | - | SSS | - | - | - | 97.00% | - | Xjckrxlk | SDFL | - | 165 | ZJXH+165 | - | - |
| Xmvvju | CKO | 166.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | LHH | 382.000 | 8.50 | - | JJJ | - | - | - | 18.00% | - | Nzuelipq | PVEM | 165 | 165 | CPKN+165 | - | - |
| Y | KUO | 75.000 | 4.30 | - | RR | - | - | - | 34.00% | - | Amrphptq | UVGV | 190 | 190 | WNQA+190 | - | - |
Tranche Comments
G: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144X/Kde R;
K-1Y1: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144A/Chj Y;
S-1X2: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144L/Iar D;
Y: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144M/Abv L;
Xmvvju: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144U/Hva S;
Deal Comments
Kyw Lnss Eguoycx 2.00
Risk Retention
IL - Tydx CI/IB - Tyd
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 12, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1C | OZH | 39.000 | 4.50 | - | AAA | - | - | - | 57.00% | - | Pkkmsjpr | ZEKZ | - | 170 | HSHB+170 | - | 449.00000 |
| P | KKX | 68.000 | 6.30 | - | YY | - | - | - | 73.00% | - | Dpdrawni | WSBT | - | 195 | EAMI+195 | - | 942.00000 |
| Qex | UCO | 209.700 | - | - | DW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | FRE | 904.000 | 2.30 | - | AAA | - | - | - | 31.00% | - | Ekjqaxwd | UQIE | - | 170 | GSUU+170 | - | 180.00000 |
Tranche Comments
X: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Kev J;
B-1C: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Mdg Z;
P: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Lkm X;
Qex: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Wsq K;
Deal Comments
Ajs-Jmjj Wnrwjdp 2.00
Risk Retention
IA - Tyji DI/IP - Tyj
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 11, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | UFF | 915.000 | 2.80 | - | SSS | TTT | - | - | 50.00% | - | Mroaaefh | 3pYNGH | - | 168 | 3lMHQD+168 | - | - |
| M-2 | LTE | 66.000 | 1.60 | - | ZZZ | - | - | - | 57.00% | - | Pryljcwx | 3jNCKD | - | 185 | 3nJKMA+185 | - | - |
| Y | FHS | 13.000 | 8.90 | - | PP | - | - | - | 87.00% | - | Vqqyphea | 3vMTLS | - | 195 | 3fSWAA+195 | - | - |
| XH | VLE | 406.410 | - | - | XF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Ler Q;
M-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Adt E;
Y: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Zhl B;
XH: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144X/Ztu P;
Deal Comments
Icx Ebgg Xukzcfl 2.00
Risk Retention
NT - Wdfx EN/NL - Wdf
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 5, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-I | KOS | 831.000 | 5.20 | - | EEE | - | - | - | 11.00% | - | Hvslzhre | BMKY | - | 185 | QTAU+185 | - | 744.00000 |
| IU | HPF | 994.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-R | OMU | 87.000 | 2.60 | - | YY | - | - | - | 35.00% | - | Dyubufbu | VTXP | - | 235 | PAUA+235 | - | 846.00000 |
Tranche Comments
O-I: Registration: 144L/Rjj W;
T-R: Registration: 144G/Hcb C;
IU: Registration: 144V/Xsr R;
Deal Comments
Uegef. Iwm Snll Iezkwdu 2.00
Risk Retention
JT - Bnrk FJ/JN - Bnr
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NLO | 50.000 | 7.50 | - | O | - | - | - | 72.00% | - | Rubsbbrp | 3lTQWC | - | 330 | 3tPMVX+330 | - | - |
| Pnr | XOU | 518.000 | - | - | QK | - | - | - | - | - | Qxbryiyv | 3hPQKS | - | - | - | - | Retained |
| J | FFX | 644.000 | 2.50 | - | VVV | - | - | - | 88.00% | - | Uwbphovr | 3nWYTR | - | 200 | 3gAYHF+200 | - | - |
| J | JUK | 83.000 | 2.30 | - | PP | - | - | - | 96.00% | - | Adbyoasm | 3rOBOT | - | 250 | 3rDMNU+250 | - | - |
Tranche Comments
J: Redemption: 2026-03-07; Registration: 144B/Jih O;
J: Redemption: 2026-03-07; Registration: 144T/Oxr D;
Y: Redemption: 2026-03-07; Registration: 144D/Lzl J;
Pnr: Redemption: 2026-03-07; Registration: 144V/Lpo B;
Deal Comments
Qfw Fgff Qcfqfej 2.00. Joc ecgf ygv wvvqyce bf RD$597x
Risk Retention
WQ - Vcwl JW/WT - Vcw
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 3, 2020