| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Uqp | QJI | 924.530 | - | - | FQ | EW | - | - | - | - | - | - | - | - | - | - | Retained |
| L-RR | GBR | 490.000 | - | - | ZZZ- | IA | - | - | 99.00% | - | Rrxczxtk | QFXF | 390 | 390 | DXPQ+390 | - | - |
| C-TT | FUF | 561.000 | - | - | II- | BL | - | - | 97.00% | - | Ilqfdatg | - | - | - | - | - | Retained |
| P-LL | WFJ | 332.000 | - | - | AA | LV | - | - | 82.50% | - | Yepoctjb | GAHX | 190 | 190 | SUDV+190 | - | - |
| I-2-YY | VKV | 848.000 | - | - | TTT | ZM | - | - | 73.00% | - | Vxhywtay | XJTV | 180 | 180 | PXVN+180 | - | - |
| I-1-GG | NJO | 2,051.000 | - | - | MMM | YYY | - | - | 79.80% | - | Xljptrsz | PWDO | - | 148 | YVZJ+148 | - | - |
| L-PP | KMY | 805.000 | - | - | Y | PR | - | - | 19.10% | - | Qqvmcqot | JTCD | 240 | 240 | CPMD+240 | - | - |
Tranche Comments
I-1-GG: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Lok H; Comments: Syv-zzjfvc;
I-2-YY: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Otk P;
P-LL: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Xug Q;
L-PP: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Aet I;
L-RR: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Xnb L;
C-TT: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Tlj F;
Uqp: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Yeg K;
Deal Comments
Feuex. Rwe-Xojj Xempwcq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 13, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-D | TZQ | 92.700 | 3.90 | - | JJ | EW | - | - | 51.20% | - | Lpuemdpk | ZSBO | - | 170 | BSLY+170 | - | - |
| D-R | ZYX | 49.000 | 7.61 | - | PPP- | NK | - | - | 36.10% | - | Frsadznh | XNOT | - | 320 | YWDX+320 | - | - |
| O-M | EJZ | 55.000 | 1.11 | - | Q | HE | - | - | 26.30% | - | Mkumyxjc | ZCYT | - | 200 | JAOQ+200 | - | - |
| N-U | WXZ | 39.200 | 9.57 | - | RR- | WW | - | - | 56.00% | - | - | - | - | - | - | - | Retained |
| Tgg | HAY | 61.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1-W | FIG | 962.000 | 4.90 | - | PPP | AAA | - | - | 39.00% | - | Eqdqsrcy | CYHH | - | 137 | CNTZ+137 | - | - |
| W-2-E | HBY | 65.000 | 6.55 | - | MMM | PV | - | - | 50.00% | - | Dzyryaxc | PDUX | - | 160 | SGMY+160 | - | - |
Tranche Comments
N-1-W: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Z/Gui I;
W-2-E: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144X/Fxn M;
Y-D: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Z/Bbt U;
O-M: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144W/Vew Q;
D-R: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144F/Rct L;
N-U: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144G/Zbj A;
Tgg: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144J/Mbi L;
Deal Comments
Kmemw. Jjk Fsmm Kmncjuf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 16, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LQQ | ETK | 397.000 | - | KU | W | OT | - | - | 36.00% | - | Epheemdn | CDAD | - | 225 | GTWV+225 | - | - |
| XDD | IZG | 432.000 | - | AD | HHH- | ZL | - | - | 44.70% | - | Hfrbmumj | ITTV | - | 375 | EPTR+375 | - | - |
| NRR | BLO | 333.000 | - | IN | MM | PC | - | - | 86.60% | - | Pdmqykui | JOZD | - | 190 | XJSZ+190 | - | - |
| H2YY | CAQ | 555.000 | - | LA | OOO | YT | - | - | 62.00% | - | Mlpxlfbw | BOMT | - | 175 | QTIQ+175 | - | - |
| XUU | UHS | 854.000 | - | UN | LL- | QG | - | - | 13.00% | - | Wjqbeybx | EAQI | - | 725 | SUGH+725 | - | - |
| Ctw | LJD | 807.470 | - | KO | ZZ | XN | - | - | - | - | - | - | - | - | - | - | Retained |
| D1ZZ | RCK | 2,364.000 | - | AO | YYY | XXX | - | - | 12.00% | - | Mbwxbarf | DQHK | - | 149 | ZHKV+149 | - | - |
Tranche Comments
D1ZZ: Redemption: 2027-01-15; Registration: 144T/Tra F;
H2YY: Redemption: 2027-01-15; Registration: 144U/Dca C;
NRR: Redemption: 2027-01-15; Registration: 144B/Zdv S;
LQQ: Redemption: 2027-01-15; Registration: 144A/Msv Y;
XDD: Redemption: 2027-01-15; Registration: 144F/Euf D;
XUU: Redemption: 2027-01-15; Registration: 144T/Gqi O;
Ctw: Redemption: 2027-01-15; Registration: 144H/Dpy B;
Deal Comments
Gypyr. Xwv Otbb Dyeewru 2.00
Risk Retention
HH - Lmse CH/HE - Lms
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 24, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | MEA | 35.000 | 8.30 | - | I | - | - | - | 44.60% | - | Dbrhrxbo | TAWH | - | 230 | LCHK+230 | - | - |
| B | OAH | 70.000 | 1.90 | - | VV- | - | - | - | 26.00% | - | - | - | - | - | - | - | Retained |
| Fvi | ZNR | 587.290 | - | - | EZ | KS | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | RBR | 41.000 | 5.60 | - | LLL | - | - | - | 78.00% | - | Abratiuy | VAKY | - | 175 | DQQZ+175 | - | - |
| Q | BMI | 48.000 | 4.00 | - | SSS- | - | - | - | 71.00% | - | Rbheevje | CCUK | - | 380 | DAEN+380 | - | - |
| Q | VAJ | 93.000 | 9.00 | - | UU | - | - | - | 11.60% | - | Ivfuafbv | AHEC | - | 185 | UAZE+185 | - | - |
| T-1 | NOQ | 392.000 | 5.80 | - | MMM | XXX | - | - | 24.00% | - | Dbswuhea | ZVKW | - | 156 | PIHS+156 | - | - |
Tranche Comments
T-1: Redemption: 2026-12-10; Registration: 144O/Mta T;
T-2: Redemption: 2026-12-10; Registration: 144E/Ojr Z;
Q: Redemption: 2026-12-10; Registration: 144N/Mmj X;
J: Redemption: 2026-12-10; Registration: 144P/Drb R;
Q: Redemption: 2026-12-10; Registration: 144D/Bcz L;
B: Redemption: 2026-12-10; Registration: 144G/Vwo A;
Fvi: Redemption: 2026-12-10; Registration: 144X/Iuc N;
Deal Comments
Ovr Eubb Zrwrvyj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 20, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VNU | 47.997 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | PVB | 234.000 | 4.88 | - | DDD | - | - | - | 53.00% | - | Aurswpxn | WZLB | - | 157 | MPOA+157 | - | - |
| F | KOP | 82.000 | 8.57 | - | VV | - | - | - | 99.40% | - | Zokckuqo | UKYV | - | 185 | YBWO+185 | - | - |
| J | VTC | 85.000 | 4.13 | - | Y | - | - | - | 91.20% | - | Hebawrpu | HSGG | - | 230 | VXTA+230 | - | - |
Tranche Comments
P: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144M/Lzw N;
F: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144N/Rue X;
J: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144X/Nnw X;
R: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144G/Nus E;
Deal Comments
Bgp Qbww Dpkugbn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 8, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1R | PEX | 595.000 | - | - | NNN | NNN | - | - | 34.00% | - | Vlhwcucc | CJLT | 159 | 159 | YNCT+159 | - | - |
| F-2I | HVW | 90.000 | - | - | HHH | OM | - | - | 12.00% | - | Nvzjbedw | UZEF | 180 | 180 | NZGI+180 | - | - |
| N-Q | XHE | 56.000 | - | - | O | DL | - | - | 57.80% | - | Bracyatl | ANQQ | 235 | 235 | YYHQ+235 | - | - |
| X-R | GJB | 19.000 | - | - | CCC- | AP | - | - | 21.00% | - | Dqpafmjh | JMFD | 385 | 385 | KNWC+385 | - | - |
| N-E | IYU | 35.000 | - | - | SS | EJ | - | - | 48.60% | - | Wqpczesf | HAWV | 190 | 190 | WZBI+190 | - | - |
| L-H | MVT | 86.000 | - | - | ZZ- | HO | - | - | 62.00% | - | - | - | - | - | - | - | Retained |
| Mme | NKY | 748.600 | - | - | QZ | BW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1R: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144M/Mhu S;
F-2I: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144F/Hkk Y;
N-E: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144E/Wci C;
N-Q: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144P/Efo Q;
X-R: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Y/Zyq F;
L-H: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144T/Kvn C;
Mme: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Eff M;
Deal Comments
Kefeq. Imo Jcff Jesrmya 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 29, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xuk | WJP | 955.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | MLI | 900.000 | 8.81 | - | NN | ZE | - | - | 39.10% | - | Dzepjdsp | 3jKIOM | - | 190 | 3yLOSQ+190 | - | 998.00000 |
| X | EMJ | 492.000 | 1.91 | - | NNN | TTT | - | - | 63.00% | - | Gvybswjr | 3gAVUJ | - | 165 | 3zMQSF+165 | - | 577.00000 |
| E | TJI | 36.000 | 2.30 | - | D | FU | - | - | 49.20% | - | Zyrcuuwf | 3pIWZJ | - | 240 | 3iKNNR+240 | - | 679.00000 |
Tranche Comments
X: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144Y/Cmv P;
Z: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144B/Hcu L;
E: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144T/Yws O;
Xuk: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144K/Wdp J;
Deal Comments
Nzc Vxuu Nfitzin 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 26, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XJZ | 764.000 | 1.20 | - | EEE | - | - | - | 93.00% | - | Uixobjiq | CEOS | - | 168 | TLWR+168 | - | - |
| Y | FKI | 540.620 | 8.60 | - | FF | - | - | - | 92.90% | - | Bvfpmavh | XNUK | 190-195 | 195 | YUGC+195 | - | - |
| Ahnmdb | INT | 315.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F Ihkp | FBY | 153.000 | 3.90 | - | DDD | - | - | - | 45.00% | - | Rdukzdnt | KCVV | - | 168 | EUPS+168 | - | - |
| K | MQD | 99.100 | 3.80 | - | B | - | - | - | 31.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F Ihkp: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144D/Pqf J;
T: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144J/Dqb G;
Y: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144U/Chc L;
K: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144I/Qaq K;
Ahnmdb: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144K/Luw R;
Deal Comments
Hqx dxfq hfw bjwshxd ya MW$950s. Gau Ffqq Dxtsadi 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 13, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Pkjobd | PTO | 793.380 | - | - | IV | TG | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | MOG | 87.000 | 9.82 | - | III | - | - | - | 82.00% | - | Nbqxqfzm | WKFA | - | 205 | TDZG+205 | - | 941.00000 |
| C | IWE | 74.600 | 9.64 | - | NN | - | - | - | 73.90% | - | Rycuzfqu | CLOY | - | 230 | UIZZ+230 | - | 897.00000 |
| B | QNE | 16.000 | 7.89 | - | F | - | - | - | 40.60% | - | Uswvjrvs | VZJC | - | 305 | GPDF+305 | - | 518.00000 |
| F | CJV | 67.600 | 3.21 | - | NNN- | - | - | - | 29.00% | - | Hmpfuvhx | WWAS | - | 490 | DNMO+490 | - | 812.00000 |
| T-1 | QPW | 341.000 | 1.92 | - | HHH | NNN | - | - | 78.00% | - | Kksfusef | AWGK | - | 181 | GSJN+181 | - | 199.00000 |
Tranche Comments
T-1: Redemption: 2026-04-12; Registration: 144T/Uji V;
J-2: Redemption: 2026-04-12; Registration: 144V/Ltt P;
C: Redemption: 2026-04-12; Registration: 144M/Qtu W;
B: Redemption: 2026-04-12; Registration: 144Y/Zcc P;
F: Redemption: 2026-04-12; Registration: 144M/Rbd K;
Pkjobd: Redemption: 2026-04-12; Registration: 144H/Msn Z;
Deal Comments
Xyj Etss Jakkymc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 23, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UZ | OHS | 90.690 | 2.20 | - | OO | - | - | - | 16.90% | - | Slpqvzyy | JXQA | - | 270 | KVAL+270 | - | 303.00000 |
| NR | ZVW | 13.520 | 6.00 | - | XXX- | - | - | - | 20.00% | - | Ddjdlykx | ZOLN | - | 545 | SEYW+545 | - | 296.00000 |
| F-1V | UYJ | 629.000 | 4.40 | - | OOO | - | - | - | 59.00% | - | Orqysayu | BYBC | - | 195 | WNZB+195 | - | 924.00000 |
| Mqz | NMQ | 39.600 | - | - | IQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| LJ | PTY | 77.900 | 6.50 | - | U | - | - | - | 36.60% | - | Axsurftw | TPCB | - | 355 | ENTW+355 | - | 715.00000 |
| Z-2Z | KEX | 55.200 | 2.20 | - | KKK | - | - | - | 97.00% | - | Gpsffpvk | EVXL | - | 245 | EKEN+245 | - | 956.00000 |
| GQ | FOU | 21.000 | 6.90 | - | UU- | - | - | - | 72.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1V: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144T/Pwg D;
Z-2Z: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144C/Nvy V;
UZ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Kvx O;
LJ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144X/Pvj F;
NR: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144V/Rvp K;
GQ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144N/Gez S;
Mqz: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144P/Haf F;
Deal Comments
Kmemu. Yxe Guzz Omxjxgv 2.00
Risk Retention
GO - Xmir XG/GA - Xmi
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 16, 2019