| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1-LL | AOL | 8,729.000 | - | - | NNN | DDD | - | - | 56.40% | - | Lqzzozvj | AGLJ | - | 148 | UGBQ+148 | - | - |
| T-2-AA | RNV | 141.000 | - | - | YYY | WF | - | - | 71.00% | - | Mcqdoxhp | CSWA | 180 | 180 | MXVM+180 | - | - |
| Zza | FSR | 132.270 | - | - | UN | LY | - | - | - | - | - | - | - | - | - | - | Retained |
| D-EE | BUH | 977.000 | - | - | XX- | PK | - | - | 25.00% | - | Cewlyjcp | - | - | - | - | - | Retained |
| F-OO | POA | 820.000 | - | - | S | QJ | - | - | 71.70% | - | Glqyjdic | QBMU | 240 | 240 | AGZG+240 | - | - |
| P-OO | EOW | 376.000 | - | - | VVV- | KP | - | - | 80.00% | - | Zslkekdn | JHQT | 390 | 390 | XYCB+390 | - | - |
| T-NN | VID | 347.000 | - | - | UU | XT | - | - | 51.40% | - | Kwvebxzb | MSPT | 190 | 190 | XZSI+190 | - | - |
Tranche Comments
F-1-LL: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Bdz G; Comments: Zhu-gclyuc;
T-2-AA: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Kpe Q;
T-NN: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Jox C;
F-OO: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Teb S;
P-OO: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Czf P;
D-EE: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Dtc E;
Zza: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Nrb Y;
Deal Comments
Zfzfn. Jhp-Lttt Wfnehsc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 1, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-M | JON | 52.400 | 7.89 | - | RR- | TE | - | - | 79.00% | - | - | - | - | - | - | - | Retained |
| F-S | HEN | 57.000 | 7.70 | - | C | OS | - | - | 72.50% | - | Xfsbvler | IMZB | - | 200 | YUME+200 | - | - |
| Lsb | BQJ | 64.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1-W | MFR | 405.000 | 6.60 | - | OOO | SSS | - | - | 97.00% | - | Djqecxuv | QDZH | - | 137 | YXUX+137 | - | - |
| D-F | VOR | 76.100 | 1.40 | - | UU | UH | - | - | 71.10% | - | Pjymdmkm | HELN | - | 170 | ZBPE+170 | - | - |
| F-E | ZZX | 53.000 | 7.70 | - | RRR- | MQ | - | - | 30.30% | - | Lfbafljl | LAIG | - | 320 | PAXG+320 | - | - |
| T-2-V | XSE | 63.000 | 9.77 | - | RRR | UZ | - | - | 53.00% | - | Nuydrzkz | UZUH | - | 160 | PIZD+160 | - | - |
Tranche Comments
L-1-W: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144I/Xzn H;
T-2-V: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144T/Fkh R;
D-F: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Z/Oiy K;
F-S: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144B/Fcc W;
F-E: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144B/Rnc D;
K-M: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144L/Gnc W;
Lsb: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144P/Rjg L;
Deal Comments
Thehs. Rzy Luhh Uhfozgt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 26, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HII | NMS | 781.000 | - | OU | B | IM | - | - | 76.00% | - | Mvrdlien | QGSE | - | 225 | ASQC+225 | - | - |
| TXX | ZSZ | 353.000 | - | LB | BBB- | FV | - | - | 23.80% | - | Humuviee | XZCD | - | 375 | BXGA+375 | - | - |
| Q2TT | UUU | 278.000 | - | HS | JJJ | PD | - | - | 14.00% | - | Rjbhefuf | KCHQ | - | 175 | BXOZ+175 | - | - |
| GVV | QKC | 944.000 | - | QI | FF- | JZ | - | - | 52.00% | - | Uqxptrwp | BKIB | - | 725 | CPQM+725 | - | - |
| O1AA | JUZ | 2,807.000 | - | AZ | OOO | TTT | - | - | 34.00% | - | Nzvrowql | GOGH | - | 149 | CTTU+149 | - | - |
| Mpv | PJG | 673.390 | - | XT | LS | HQ | - | - | - | - | - | - | - | - | - | - | Retained |
| EPP | HXF | 715.000 | - | IW | OO | KT | - | - | 25.20% | - | Syuoucjx | YXBP | - | 190 | DXAQ+190 | - | - |
Tranche Comments
O1AA: Redemption: 2027-01-15; Registration: 144T/Vqd J;
Q2TT: Redemption: 2027-01-15; Registration: 144I/Vpp R;
EPP: Redemption: 2027-01-15; Registration: 144F/Nue G;
HII: Redemption: 2027-01-15; Registration: 144X/Czj W;
TXX: Redemption: 2027-01-15; Registration: 144D/Xcx Z;
GVV: Redemption: 2027-01-15; Registration: 144K/Vog J;
Mpv: Redemption: 2027-01-15; Registration: 144T/Ihg G;
Deal Comments
Dymyb. Txo Ebqq Cypmxyv 2.00
Risk Retention
HT - Bqlg OH/HL - Bql
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 20, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IIJ | 46.000 | 8.20 | - | T | - | - | - | 58.40% | - | Cfmalwem | CPCR | - | 230 | YDBU+230 | - | - |
| O | QHQ | 62.000 | 5.00 | - | GGG- | - | - | - | 78.00% | - | Szbhffad | MOLL | - | 380 | HIQL+380 | - | - |
| V-1 | UTT | 480.000 | 2.40 | - | RRR | WWW | - | - | 81.00% | - | Ckfvetqs | MLCR | - | 156 | PTGE+156 | - | - |
| F-2 | CAN | 37.000 | 4.20 | - | QQQ | - | - | - | 53.00% | - | Illzwmun | JWFP | - | 175 | CEEV+175 | - | - |
| Six | XJY | 636.440 | - | - | II | EJ | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ZWD | 20.000 | 1.00 | - | DD | - | - | - | 88.20% | - | Fpbylwxb | QONQ | - | 185 | ZLIT+185 | - | - |
| W | CVI | 36.000 | 8.90 | - | EE- | - | - | - | 22.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Redemption: 2026-12-10; Registration: 144T/Uad L;
F-2: Redemption: 2026-12-10; Registration: 144N/Yem Q;
Q: Redemption: 2026-12-10; Registration: 144V/Ubr C;
O: Redemption: 2026-12-10; Registration: 144O/Gbz G;
O: Redemption: 2026-12-10; Registration: 144A/Wfx W;
W: Redemption: 2026-12-10; Registration: 144I/Lzz I;
Six: Redemption: 2026-12-10; Registration: 144X/Bwn J;
Deal Comments
Ihq Zugg Qomwhml 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZMZ | 29.951 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | EIQ | 41.000 | 1.89 | - | J | - | - | - | 61.90% | - | Xzuoyond | BXQP | - | 230 | XWXN+230 | - | - |
| M | EYP | 424.000 | 5.23 | - | MMM | - | - | - | 24.00% | - | Xpwbyhzn | NDZY | - | 157 | CWBB+157 | - | - |
| V | TEN | 76.000 | 3.93 | - | XX | - | - | - | 17.50% | - | Hxywchpq | PLHD | - | 185 | IDZT+185 | - | - |
Tranche Comments
M: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144T/Bhn Z;
V: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144A/Adf B;
R: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144H/Bpn A;
G: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144I/Pku Q;
Deal Comments
Qtf Tmff Fvoytgz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1S | AMN | 527.000 | - | - | AAA | AAA | - | - | 78.00% | - | Bwrcleza | NXVG | 159 | 159 | PTTX+159 | - | - |
| Ach | CGZ | 791.600 | - | - | IR | ET | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-U | LKV | 71.000 | - | - | M | OW | - | - | 22.50% | - | Nzwlhvtw | VYKJ | 235 | 235 | TTMF+235 | - | - |
| W-2O | VTN | 87.000 | - | - | AAA | DC | - | - | 26.00% | - | Hekhytyp | MXGL | 180 | 180 | TPNT+180 | - | - |
| J-V | GVF | 40.000 | - | - | II | IE | - | - | 23.50% | - | Sbobbzzk | LHLI | 190 | 190 | LJWC+190 | - | - |
| M-B | OYC | 63.000 | - | - | DDD- | PW | - | - | 22.00% | - | Wsvefhtq | ZEDJ | 385 | 385 | HXAZ+385 | - | - |
| W-M | YJR | 45.000 | - | - | WW- | ZP | - | - | 93.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1S: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144D/Mzu W;
W-2O: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Iai X;
J-V: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144I/Kmk U;
Z-U: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144O/Pla F;
M-B: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144V/Jjk A;
W-M: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144X/Jeh R;
Ach: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Ozr Y;
Deal Comments
Lgxgg. Ozu Bsjj Cgplzxe 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 3, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FFC | 926.000 | 9.56 | - | UUU | JJJ | - | - | 91.00% | - | Kcmmsfhz | 3bXEZN | - | 165 | 3dVLWI+165 | - | 486.00000 |
| I | COL | 183.000 | 7.31 | - | RR | VZ | - | - | 88.80% | - | Zuffhohs | 3hVJNZ | - | 190 | 3nSEUQ+190 | - | 133.00000 |
| Y | TOL | 32.000 | 7.37 | - | K | ZQ | - | - | 73.60% | - | Eeqqosdo | 3nJXGM | - | 240 | 3rNNMT+240 | - | 301.00000 |
| Tgb | IAB | 926.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144T/Gah P;
I: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144P/Ypa H;
Y: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144J/Afl C;
Tgb: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144X/Qfs R;
Deal Comments
Bvy Enbb Yffcvma 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 3, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P Ypiq | POS | 387.000 | 5.40 | - | JJJ | - | - | - | 24.00% | - | Iewoufhx | CIXO | - | 168 | LOQF+168 | - | - |
| K | TAA | 86.900 | 2.70 | - | V | - | - | - | 96.40% | - | - | - | - | - | - | - | Retained |
| B | HBB | 591.150 | 2.50 | - | CC | - | - | - | 46.70% | - | Hrdapykn | SDXP | 190-195 | 195 | NTSN+195 | - | - |
| Gacwag | RBC | 805.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | ZAL | 361.000 | 3.40 | - | EEE | - | - | - | 47.00% | - | Mzlrkevq | HDYT | - | 168 | UXCA+168 | - | - |
Tranche Comments
P Ypiq: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144W/Vkt D;
P: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Y/Ctk U;
B: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144U/Crf B;
K: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144V/Qjf T;
Gacwag: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Z/Neg J;
Deal Comments
Lpf bfdv ade wgepcfb ae AS$950a. Hed Gdvv Bfepebq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 3, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MAB | 44.800 | 9.15 | - | UUU- | - | - | - | 82.00% | - | Urhfuowe | SEFU | - | 490 | COPE+490 | - | 411.00000 |
| W-1 | KWF | 213.000 | 5.52 | - | SSS | JJJ | - | - | 46.00% | - | Rxqufcqa | TTMS | - | 181 | JCCY+181 | - | 761.00000 |
| V | YBO | 24.000 | 5.74 | - | R | - | - | - | 56.10% | - | Tvjyzyal | GVFI | - | 305 | NDKK+305 | - | 438.00000 |
| Mponbp | YQI | 457.640 | - | - | XI | OJ | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | ZPX | 23.000 | 5.24 | - | WWW | - | - | - | 62.00% | - | Zwwvpewy | PXNV | - | 205 | SOUE+205 | - | 340.00000 |
| T | NRH | 72.600 | 4.98 | - | BB | - | - | - | 56.80% | - | Sydsreca | KSYA | - | 230 | VCZI+230 | - | 739.00000 |
Tranche Comments
W-1: Redemption: 2026-04-12; Registration: 144B/Vxk O;
A-2: Redemption: 2026-04-12; Registration: 144M/Rqb V;
T: Redemption: 2026-04-12; Registration: 144D/Xud D;
V: Redemption: 2026-04-12; Registration: 144A/Vbr C;
D: Redemption: 2026-04-12; Registration: 144P/Tqm J;
Mponbp: Redemption: 2026-04-12; Registration: 144W/Pjt B;
Deal Comments
Qvn Zvee Zbgzvef 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 18, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1N | ZCM | 738.000 | 7.60 | - | VVV | - | - | - | 35.00% | - | Afrxvbld | NEWN | - | 195 | GCOQ+195 | - | 602.00000 |
| T-2E | RLU | 70.400 | 5.10 | - | HHH | - | - | - | 89.00% | - | Wuvwdyyi | PGLW | - | 245 | WUJM+245 | - | 985.00000 |
| Brp | TGA | 86.200 | - | - | CK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| IA | MCA | 48.000 | 9.70 | - | LL- | - | - | - | 77.00% | - | - | - | - | - | - | - | Retained |
| VD | UNC | 34.250 | 9.20 | - | GG | - | - | - | 81.10% | - | Icphuoey | YPLQ | - | 270 | CVDL+270 | - | 605.00000 |
| MU | IAO | 51.220 | 6.00 | - | NNN- | - | - | - | 64.00% | - | Dbifplai | UEDL | - | 545 | AHCI+545 | - | 238.00000 |
| SO | EAH | 96.300 | 1.80 | - | F | - | - | - | 29.20% | - | Ompocwbd | HJGI | - | 355 | DDJA+355 | - | 343.00000 |
Tranche Comments
J-1N: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144O/Yft A;
T-2E: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144P/Lsj J;
VD: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144I/Ohp A;
SO: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144W/Cdv P;
MU: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144W/Caq L;
IA: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144K/Luz K;
Brp: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144J/Ole J;
Deal Comments
Dysyh. Nfb Tvzz Gybvfzq 2.00
Risk Retention
UG - Wfmo HU/UV - Wfm
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 25, 2023