| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-YY | ZEH | 689.000 | 6.60 | - | LL- | EE | - | - | 91.00% | - | Gkduvpue | - | - | - | - | - | Retained |
| C-AA | RQR | 379.000 | 4.70 | - | MM | XS | - | - | 62.20% | - | Xuzbhsrh | - | - | - | - | - | - |
| G-1-TT | BLA | 7,262.000 | 9.90 | - | PPP | LLL | - | - | 97.00% | - | Uxpzaeze | - | Gzk rf Izqj 130l | - | - | - | - |
| L-2-VV | QVG | 501.000 | 7.00 | - | GGG | WT | - | - | 28.00% | - | Kpzbwolt | - | - | - | - | - | - |
| B-LL | MJU | 416.000 | 3.10 | - | PPP- | GK | - | - | 64.10% | - | Yhzuswxp | - | - | - | - | - | - |
| O-WW | PAK | 642.000 | 2.20 | - | P | NE | - | - | 80.70% | - | Uypwezsa | - | - | - | - | - | - |
Tranche Comments
G-1-TT: Registration: 144U/Duo R;
L-2-VV: Registration: 144Z/Cak O;
C-AA: Registration: 144K/Bvp Q;
O-WW: Registration: 144O/Fnx J;
B-LL: Registration: 144A/Gnh K;
T-YY: Registration: 144W/Dfb V;
Deal Comments
Ofgfk. Lwt-Lyvv Vftkwod 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-S | HFY | 61.000 | 2.39 | - | J | WN | - | - | 28.40% | - | Zsqpfrbd | SLHH | - | 200 | PQPN+200 | - | - |
| P-X | XMI | 83.000 | 7.49 | - | DDD- | QH | - | - | 52.80% | - | Bqzexsyy | CIWB | - | 320 | KDZV+320 | - | - |
| T-2-M | ANP | 11.000 | 2.97 | - | GGG | EH | - | - | 53.00% | - | Wdzzdbpl | EJNZ | - | 160 | PTAZ+160 | - | - |
| A-1-Y | ZRW | 708.000 | 8.80 | - | ZZZ | SSS | - | - | 32.00% | - | Zlqcpobs | DLHG | - | 137 | GSWM+137 | - | - |
| I-Z | FVP | 16.800 | 3.50 | - | SS | ZE | - | - | 31.10% | - | Qjcckzmq | SKHS | - | 170 | AMZZ+170 | - | - |
| S-G | RKO | 13.700 | 2.66 | - | OO- | ZA | - | - | 89.00% | - | - | - | - | - | - | - | Retained |
| Mkd | RIS | 81.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-Y: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Q/Hzh Y;
T-2-M: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Z/Ilq A;
I-Z: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144J/Jtr V;
J-S: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144K/Uze Q;
P-X: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144W/Pfq T;
S-G: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144L/Mkx M;
Mkd: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144C/Mtj Y;
Deal Comments
Yjxjz. Msk Ejxx Qjqbski 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 10, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BCC | OCW | 732.000 | - | WV | Q | GO | - | - | 18.00% | - | Tbejryhp | ADEK | - | 225 | DTQO+225 | - | - |
| QKK | BEF | 666.000 | - | MU | RR- | BQ | - | - | 18.00% | - | Saxepyja | IDCJ | - | 725 | MIOG+725 | - | - |
| Nuz | CMU | 327.640 | - | AE | OG | TC | - | - | - | - | - | - | - | - | - | - | Retained |
| A2GG | ETS | 952.000 | - | UU | DDD | AF | - | - | 19.00% | - | Ejzasodj | LKPM | - | 175 | IZTU+175 | - | - |
| G1BB | PQT | 8,410.000 | - | ID | YYY | FFF | - | - | 58.00% | - | Equxrzkw | HWYA | - | 149 | YBDE+149 | - | - |
| OHH | KUO | 543.000 | - | KJ | GG | HJ | - | - | 99.70% | - | Aswdfvhy | IKAE | - | 190 | PLUQ+190 | - | - |
| SYY | KNE | 818.000 | - | MY | III- | PH | - | - | 34.40% | - | Zqprtywy | DODY | - | 375 | QOBM+375 | - | - |
Tranche Comments
G1BB: Redemption: 2027-01-15; Registration: 144N/Jtd X;
A2GG: Redemption: 2027-01-15; Registration: 144D/Nwm T;
OHH: Redemption: 2027-01-15; Registration: 144E/Mqb O;
BCC: Redemption: 2027-01-15; Registration: 144P/Ajg P;
SYY: Redemption: 2027-01-15; Registration: 144O/Xxh U;
QKK: Redemption: 2027-01-15; Registration: 144L/Pdh C;
Nuz: Redemption: 2027-01-15; Registration: 144W/Rmb Y;
Deal Comments
Xnhnz. Doe Bvll Knrnoaf 2.00
Risk Retention
OF - Iajn RO/OW - Iaj
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 11, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | BAR | 772.000 | 9.80 | - | KKK | III | - | - | 58.00% | - | Hbhcjetx | BMZO | - | 156 | HOPW+156 | - | - |
| K | UES | 79.000 | 9.40 | - | ZZ- | - | - | - | 84.00% | - | - | - | - | - | - | - | Retained |
| O | HFL | 14.000 | 5.00 | - | FF | - | - | - | 55.20% | - | Yrkspbwf | PZFJ | - | 185 | HZUW+185 | - | - |
| V | VNG | 61.000 | 2.80 | - | A | - | - | - | 53.10% | - | Yipaovia | MBBN | - | 230 | ZMNI+230 | - | - |
| Vem | OCD | 711.580 | - | - | GT | JK | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | EXK | 39.000 | 4.60 | - | BBB | - | - | - | 98.00% | - | Mxojmlvp | PDES | - | 175 | NOLN+175 | - | - |
| F | XGQ | 79.000 | 2.00 | - | GGG- | - | - | - | 81.00% | - | Gpjwuhbm | IHLY | - | 380 | LJUT+380 | - | - |
Tranche Comments
Z-1: Redemption: 2026-12-10; Registration: 144V/Wwm Q;
G-2: Redemption: 2026-12-10; Registration: 144A/Grq Q;
O: Redemption: 2026-12-10; Registration: 144A/Cua S;
V: Redemption: 2026-12-10; Registration: 144G/Yzp O;
F: Redemption: 2026-12-10; Registration: 144K/Amd Z;
K: Redemption: 2026-12-10; Registration: 144W/Nem Q;
Vem: Redemption: 2026-12-10; Registration: 144C/Wji G;
Deal Comments
Ryu Djww Xtynyhs 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 10, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EPD | 99.000 | 3.12 | - | KK | - | - | - | 58.90% | - | Gxvdztbn | VSYT | - | 185 | YYYK+185 | - | - |
| Z | MEC | 135.000 | 3.56 | - | MMM | - | - | - | 52.00% | - | Hkpeyskd | AYAQ | - | 157 | QIGP+157 | - | - |
| A | JFM | 36.282 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | XZF | 51.000 | 7.65 | - | U | - | - | - | 57.20% | - | Rdvluhmn | VVXI | - | 230 | IHPG+230 | - | - |
Tranche Comments
Z: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144C/Fhy D;
O: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144T/Mcm W;
N: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144E/Bba O;
A: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144T/Liq V;
Deal Comments
Kmc Kucc Tosymob 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 15, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2C | XMG | 53.000 | - | - | UUU | FW | - | - | 87.00% | - | Mebrprqg | KZFU | 180 | 180 | QSWN+180 | - | - |
| X-P | BOK | 31.000 | - | - | LL- | XL | - | - | 31.00% | - | - | - | - | - | - | - | Retained |
| Z-T | QTS | 29.000 | - | - | Y | EY | - | - | 24.90% | - | Nfzffwvm | BPDV | 235 | 235 | IKHC+235 | - | - |
| S-1A | LBC | 605.000 | - | - | III | RRR | - | - | 64.00% | - | Oskykhmg | KTTM | 159 | 159 | DGIR+159 | - | - |
| Fxx | PQB | 558.300 | - | - | US | EA | - | - | - | - | - | - | - | - | - | - | Retained |
| N-U | APC | 89.000 | - | - | OO | QE | - | - | 61.90% | - | Frcdxokt | JLHH | 190 | 190 | EDXZ+190 | - | - |
| T-Q | RUY | 61.000 | - | - | FFF- | TH | - | - | 16.00% | - | Wqmwmrkv | THJJ | 385 | 385 | LGJJ+385 | - | - |
Tranche Comments
S-1A: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144O/Qom F;
L-2C: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Xwc S;
N-U: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144X/Eba H;
Z-T: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Edt A;
T-Q: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144E/Qhk X;
X-P: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Nbs D;
Fxx: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Yry P;
Deal Comments
Sjgje. Tub Uxtt Bjfuubw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 28, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EOQ | 38.000 | 3.34 | - | C | CZ | - | - | 39.50% | - | Vrpnrazn | 3nZBAK | - | 240 | 3vHBLP+240 | - | 509.00000 |
| O | AOM | 239.000 | 1.81 | - | FFF | DDD | - | - | 19.00% | - | Efswouyf | 3hQZYG | - | 165 | 3xATUV+165 | - | 348.00000 |
| Zgh | GJZ | 760.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | OLD | 709.000 | 3.90 | - | TT | ZA | - | - | 52.50% | - | Dbvxxses | 3oUZZW | - | 190 | 3nPNAJ+190 | - | 817.00000 |
Tranche Comments
O: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144P/Btf W;
H: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144F/Dvm Q;
O: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144P/Eck U;
Zgh: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144M/Vfu A;
Deal Comments
Rkw Qppp Ogxakei 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 22, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B Swve | TMF | 379.000 | 6.30 | - | UUU | - | - | - | 51.00% | - | Mfkoxxfv | AHTA | - | 168 | YNZM+168 | - | - |
| Q | CRS | 430.000 | 5.80 | - | RRR | - | - | - | 38.00% | - | Kkoywkdb | QNFG | - | 168 | CLHZ+168 | - | - |
| N | ASG | 91.600 | 6.30 | - | R | - | - | - | 38.30% | - | - | - | - | - | - | - | Retained |
| Uwxbrl | KVW | 629.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | EME | 999.630 | 1.90 | - | SS | - | - | - | 69.60% | - | Lzrekvlm | KQKQ | 190-195 | 195 | GSKZ+195 | - | - |
Tranche Comments
B Swve: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144T/Www T;
Q: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144J/Vxw G;
K: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Q/Hua C;
N: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144N/Epf D;
Uwxbrl: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144U/Aem Q;
Deal Comments
Ywe fegd hgw cbwefef pl JQ$950k. Llc Bgdd Qevelfj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 3, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NAI | 38.300 | 1.50 | - | LLL- | - | - | - | 99.00% | - | Tchqjdse | NJKY | - | 490 | PIXN+490 | - | 688.00000 |
| B-1 | VFZ | 272.000 | 7.56 | - | TTT | EEE | - | - | 40.00% | - | Qmmbspjd | JODD | - | 181 | KMKL+181 | - | 118.00000 |
| L | NAA | 31.400 | 4.64 | - | LL | - | - | - | 34.30% | - | Kjkmlhsg | TPDT | - | 230 | PUIY+230 | - | 394.00000 |
| U | MHA | 55.000 | 9.44 | - | M | - | - | - | 13.50% | - | Ozupueel | YIIY | - | 305 | OPOE+305 | - | 286.00000 |
| F-2 | WKB | 29.000 | 8.82 | - | NNN | - | - | - | 14.00% | - | Vsmqrmxy | DYCO | - | 205 | PWPY+205 | - | 916.00000 |
| Nqhulw | BUE | 553.460 | - | - | LS | MC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: Redemption: 2026-04-12; Registration: 144A/Oyq H;
F-2: Redemption: 2026-04-12; Registration: 144M/Xsy N;
L: Redemption: 2026-04-12; Registration: 144C/Zll L;
U: Redemption: 2026-04-12; Registration: 144W/Fjz A;
F: Redemption: 2026-04-12; Registration: 144H/Upo H;
Nqhulw: Redemption: 2026-04-12; Registration: 144Z/Ikw Z;
Deal Comments
Xem Qoyy Apemega 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 31, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2G | JNU | 25.500 | 1.50 | - | MMM | - | - | - | 45.00% | - | Uuwzuejv | ABJW | - | 245 | BGXJ+245 | - | 781.00000 |
| BQ | FSO | 61.100 | 4.40 | - | M | - | - | - | 22.70% | - | Mmrjbefp | CAHJ | - | 355 | UQFT+355 | - | 909.00000 |
| NR | LSR | 77.880 | 5.60 | - | OO | - | - | - | 32.70% | - | Wcxelhcm | AULX | - | 270 | WWQF+270 | - | 703.00000 |
| MM | EOY | 80.760 | 5.00 | - | AAA- | - | - | - | 99.00% | - | Bxjrurks | YWWA | - | 545 | GZJL+545 | - | 524.00000 |
| Rmb | AAQ | 92.500 | - | - | ZU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1R | KZA | 221.000 | 3.40 | - | WWW | - | - | - | 77.00% | - | Rcduhthm | GYZH | - | 195 | MBAC+195 | - | 318.00000 |
| DG | ICR | 66.000 | 4.50 | - | RR- | - | - | - | 70.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1R: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Twy C;
Q-2G: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Z/Hpu G;
NR: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Y/Vzk B;
BQ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144G/Olm U;
MM: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144W/Gma T;
DG: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Y/Lmd M;
Rmb: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144A/Ufi N;
Deal Comments
Gjqjz. Tom Nvmm Rjghous 2.00
Risk Retention
HO - Hldt ZH/HL - Hld
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 31, 2002