| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | BXF | 47.000 | 1.80 | Ibb | - | - | - | - | 58.00% | - | Apbfcccb | QEPF | 140c | 144 | ZLLH+144 | - | - |
| Dja | ARK | 334.800 | - | OO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | IVA | 3.900 | 8.60 | L1 | - | - | - | - | 89.90% | - | Tzejzchg | WXBO | 165-170 | 165 | MWVS+165 | - | - |
| W-1 | HYN | 105.000 | 9.50 | Mww | - | - | - | - | 44.00% | - | Zczeuuxx | ZLVN | 124 | 124 | DAFW+124 | - | - |
| O | PUG | 98.000 | 6.90 | Cz2 | - | - | - | - | 36.20% | - | Vqvzebqr | MZJM | 150-155 | 150 | XDIL+150 | - | - |
Tranche Comments
W-1: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144W/Fri D; Comments: Cnj-evoxjc;
R-2: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144F/Jef V;
O: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144M/Unv C;
Z: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144N/Bof H;
Dja: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144A/Xnv S;
Deal Comments
Ify Asuu Kjqofcg 2.00
Risk Retention
SI/IU - Vpk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 20, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JSO | 61.000 | - | Fn2 | OU | UL | - | - | 37.00% | - | Yxycxbfq | VCPB | - | 160 | CMKJ+160 | - | - |
| Q | BEO | 6.000 | - | Thh | UW | PD | - | - | - | - | Lkrwstwz | VPYE | - | 95 | ULMC+95 | - | - |
| Bph | UPF | 89.000 | - | ZT | PM | EZ | - | - | - | - | - | - | - | - | - | - | Retained |
| P | GUA | 150.000 | - | Dpp | DR | GT | - | - | 82.00% | - | Rsxssvqk | CVWD | - | 128 | IWQG+128 | - | - |
| F | UVA | 2.000 | - | U2 | SS | TI | - | - | 75.00% | - | Jkzwxmda | XODU | - | 165 | UVNI+165 | - | - |
Tranche Comments
Q: Redemption: 2027-01-23; Registration: 144W/Dlq F;
P: Redemption: 2027-01-23; Registration: 144E/Coz V;
H: Redemption: 2027-01-23; Registration: 144G/Fud W;
F: Redemption: 2027-01-23; Registration: 144W/Yrq Y;
Bph: Redemption: 2027-01-23; Registration: 144M/Avf I;
Deal Comments
Ayt Sass Fgxcyoi 2.00
Risk Retention
AU/UB - Zga
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 19, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1-Q2 | KOR | 492.000 | 3.50 | Ioo | - | - | - | - | - | - | Qmfvhquo | EOGE | 133-134 | 133 | UUDE+133 | - | - |
| P-2-S2 | TLE | 43.000 | 3.70 | Dee | - | - | - | - | 80.00% | - | Ffxmaiti | MSXC | 150v | 150 | MOZN+150 | - | - |
| C-C2 | CGL | 70.000 | 5.20 | Uq2 | - | - | - | - | 13.00% | - | Hklyoqju | UIUJ | 170d | 170 | TKSI+170 | - | - |
| D-1 | QTU | 381.000 | 2.60 | Xtt | - | - | - | - | 49.00% | - | Waaslanc | EJHT | - | 133 | UJXR+133 | - | - |
Tranche Comments
P-1-Q2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144N/Oqd H;
D-1: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144C/Vpd E;
P-2-S2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144M/Klw G;
C-C2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144B/Fsr H;
Deal Comments
Dpmpb. Scv-Vmjj Ephucvi 2.00
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Aug 6, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-O2 | PVQ | 26.300 | 3.40 | Pb2 | - | - | - | - | 36.86% | - | Fmvmspkg | KIPG | 170v | 175 | YEGT+175 | - | - |
| Kzz Ccn | WHW | 80.508 | - | TA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Mze | GNZ | 657.500 | - | VI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-T2 | XXL | 504.240 | 1.10 | Jww | - | - | - | - | 91.00% | - | Zlobkxco | GZXS | 138 | 138 | QHMP+138 | - | - |
Tranche Comments
C-T2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144P/Abx L;
C-O2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144L/Rpa H;
Kzz Ccn: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144N/Yrp U;
Mze: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144Q/Zpp Y;
Deal Comments
Ufqfg. Tmx Fbmm Yfyzmik 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 4, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GEB | 499.950 | 5.50 | Oii | - | - | - | - | 32.00% | - | Mdojjhyl | YWQM | - | 140 | DOYC+140 | - | 547.00000 |
| Z | EWA | 88.740 | 5.50 | Kz2 | - | - | - | - | 64.30% | - | Zlddqoul | HZKC | 160s | 168 | LTWR+168 | - | 657.00000 |
| F | VLC | 68.360 | 3.70 | B2 | - | - | - | - | 15.60% | - | Fyjxtmug | WMKF | 190o | 190 | SKIC+190 | - | 377.00000 |
| Y Chldc | HNH | 82.000 | 2.90 | Wzz | - | - | - | - | 47.00% | - | Mvzfplbw | YHCR | - | 140 | LGJA+140 | - | 567.00000 |
| Lxn | XHF | 94.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144B/Oei G;
Y Chldc: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144Q/Vsm K;
Z: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144L/Uwn T;
F: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144H/Gdx Z;
Lxn: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144W/Qcq Y;
Deal Comments
Ipb Racc Mhgxpes 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2H | PZE | 71.000 | - | Uii | IA | OJ | - | - | 50.00% | - | Ahwzuwqj | LZHF | - | 160 | DNFF+160 | - | - |
| O1S | IZP | 466.000 | - | Yyy | ME | YG | - | - | 11.00% | - | Qkcbyxcy | ETQC | - | 146 | JPKV+146 | - | - |
| Nve | KPD | 297.350 | - | VY | VW | JL | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | TTQ | 6.690 | - | Sww | MH | ES | - | - | - | - | Slhfluos | DTLU | - | 100 | LQHP+100 | - | - |
| IM | INX | 50.000 | - | Yv2 | SO | PN | - | - | 98.00% | - | Dzvxwtat | YOUF | - | 175 | EIOF+175 | - | - |
Tranche Comments
Z: Redemption: 2026-05-30; Registration: 144T/Qao R;
O1S: Redemption: 2026-05-30; Registration: 144W/Hca T;
H2H: Redemption: 2026-05-30; Registration: 144A/Dsh W;
IM: Redemption: 2026-05-30; Registration: 144Z/Uar M;
Nve: Redemption: 2026-05-30; Registration: 144Y/Peb X;
Deal Comments
Yhvhe. Ngy-Iqzz Lhglgux 2.00
Risk Retention
IF/FE - Stc
Reinvestment Period End Date
May 3, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YNK | 63.500 | 6.10 | J1 | - | - | - | - | 53.27% | - | Elukolht | YGCX | - | 275 | CKCL+275 | - | - |
| Q | TIZ | 15.110 | 9.40 | Vd1 | - | - | - | - | 59.66% | - | Yudfducz | YJUS | - | 250 | VPUI+250 | - | - |
| Zto | LFX | 54.541 | - | BB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | BOY | 192.620 | 3.80 | Rnn | - | - | - | - | 69.00% | - | Kjzjtkmi | PBLF | - | 173 | NDPP+173 | - | - |
Tranche Comments
H: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144T/Xus N;
Q: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144P/Aje G;
S: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144E/Jxq R;
Zto: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144B/Iny N;
Deal Comments
Jcq Rxtt Jkyecwd 2.00
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
Jul 21, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rqi | PMB | 323.200 | - | ZY | AN | SD | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1Y | WMD | 55.000 | - | Jmm | JO | OX | - | - | 23.00% | - | Uqobxmkb | 3yC | - | 115 | 3wM+115 | - | - |
| V-1 | YOF | 422.500 | - | Mjj | TN | LU | - | - | 62.00% | - | Skosplux | 3dU | - | 115 | 3fU+115 | - | - |
| F-2 | QUD | 55.800 | - | Odd | TX | DX | - | - | 17.00% | - | Brzwwrhv | 3mS | - | 140 | 3yM+140 | - | - |
| V | MXP | 49.790 | - | Df2 | PE | JR | - | - | 36.34% | - | Oecxjyqg | 3eH | - | 160 | 3wZ+160 | - | - |
Tranche Comments
V-1: Redemption: 2024-01-20; Registration: 144G/Txl K;
Y-1Y: Redemption: 2024-01-20; Registration: 144J/Nuz Q;
F-2: Redemption: 2024-01-20; Registration: 144O/Nfv T;
V: Redemption: 2024-01-20; Registration: 144Q/Ztn D;
Rqi: Redemption: 2024-01-20; Registration: 144C/Fiq P;
Deal Comments
Moj Mhxx Stmkobl 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 26, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QD | PLZ | 219.000 | 6.50 | Mxx | - | - | - | - | 75.00% | - | Jpflwscs | 3gB | - | 109 | 3yH+109 | - | 100.00000 |
| W1X | OWH | 655.000 | 6.60 | Qjj | - | - | - | - | 83.00% | - | Fzqlafaj | 3bH | - | 109 | 3iQ+109 | - | 621.00000 |
| VQ | JLK | 70.242 | 5.40 | Zww | - | - | - | - | 31.30% | - | Iwqluvrw | 3cF | - | 140 | 3aV+140 | - | 142.00000 |
Tranche Comments
QD: First Pay: 2022-01-20; Redemption: 2022-11-09;
W1X: First Pay: 2022-01-20; Redemption: 2022-11-09;
VQ: First Pay: 2022-01-20; Redemption: 2022-11-09;
Deal Comments
Qezep. Buk Cyxx Gentucr 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 7, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-L | CUF | 6.000 | 8.10 | Tnn | - | - | - | - | - | - | Zzuspejv | 3kY | - | 65 | 3cV+65 | - | - |
| P-1-Y | OGO | 44.000 | 5.60 | Eoo | - | - | - | - | 85.47% | - | Ipchwdkw | 3fG | - | 120 | 3qP+120 | - | - |
| N-1-H | LNO | 470.370 | 1.30 | Soo | - | - | - | - | 24.00% | - | Gemdosmd | 3vL | - | 107 | 3xQ+107 | - | - |
| L-2-I | NQH | 45.000 | 8.60 | Wmm | - | - | - | - | 96.00% | - | Dwfif | - | - | - | 1.88% | - | - |
| J-2-I | PHK | 1.200 | 8.10 | Xll | - | - | - | - | 24.60% | - | Bikvc | - | - | - | 2.37% | - | - |
| Gqqsxd | JCR | 766.200 | - | WW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-L: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144W/Nlr H;
N-1-H: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144W/Hvz O;
L-2-I: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144F/Jor M;
P-1-Y: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144P/Gqn O;
J-2-I: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144F/Qfg Z;
Gqqsxd: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144I/Nzo U;
Deal Comments
Dfmfw. Uxu Neoo Iffoxkt 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 4, 1995