| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1-H2 | JJV | 993.000 | 5.50 | Zbb | - | - | - | - | 22.00% | - | Uhosdqjd | KLJQ | - | 121 | DYUD+121 | - | - |
| Lhd | MTD | 62.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2-F2 | QKI | 4.000 | 1.60 | - | - | CCC | - | - | 30.00% | - | Hbzjumci | NQDQ | - | 150 | ZCFU+150 | - | - |
| Hmm Izl | HYF | 7.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1-X2 | TTB | 51.000 | 5.00 | - | - | S | - | - | 53.00% | - | Meqmlrby | CULM | - | 290 | DKIE+290 | - | - |
| X-E2 | WXL | 82.000 | 6.90 | - | - | XX- | - | - | 4.00% | - | Zjxxepzr | SXLR | - | 600 | THMN+600 | - | - |
| W-L2 | ZNN | 45.000 | 1.20 | - | - | HH | - | - | 95.00% | - | Ykqrsesb | QNYX | - | 170 | BQBR+170 | - | - |
| B-H2 | XWS | 15.000 | 6.00 | - | - | U | - | - | 82.00% | - | Tdprzoaw | AJFU | - | 195 | IATG+195 | - | - |
| E-2-Q2 | VSH | 4.000 | 9.30 | - | - | MMM- | - | - | 12.00% | - | Tehktjug | JIHE | - | 410 | PVTT+410 | - | - |
Tranche Comments
N-1-H2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144K/Ida S;
G-2-F2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144L/Vev R;
W-L2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144M/Pii X;
B-H2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144F/Tyt Z;
B-1-X2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144U/Hxd J;
E-2-Q2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144K/Ltz P;
X-E2: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Q/Doc V;
Hmm Izl: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144D/Efu T;
Lhd: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144T/Jds X;
Deal Comments
Egcgj. Lsn Kckk Eglcsvq 1.00. Fng vgck bcc doccwgv js ZV$406.5y
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 7, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | FQV | 560.000 | 3.70 | Tss | - | - | - | - | 25.00% | - | Jsuvqarb | PGJZ | - | 138 | MVOC+138 | - | 793.00000 |
| S | MJP | 69.000 | 6.80 | - | - | D | - | - | 65.00% | - | Kbmkaslo | KZEG | - | 195 | MTBF+195 | - | 813.00000 |
| E-2 | VZR | 3.000 | 33.10 | - | - | LLL- | - | - | 28.00% | - | Imdwsfsp | ZTVJ | - | 415 | MOYD+415 | - | 288.00000 |
| Kwb | UYD | 83.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | AZA | 76.000 | 9.90 | - | - | RR | - | - | 95.00% | - | Xumkbaoq | MCSK | - | 175 | LJCV+175 | - | 959.00000 |
| B-1 | TBI | 43.000 | 7.20 | - | - | ZZZ | - | - | 29.71% | - | Hcyzzhni | XGWN | - | 300 | EXAL+300 | - | 665.00000 |
| B | AHT | 85.000 | 12.40 | - | - | FF- | - | - | 3.00% | - | Lvjfptjd | PECM | - | 600 | LHAQ+600 | - | 549.00000 |
| T-2 | WYQ | 43.000 | 5.00 | - | - | III | - | - | 73.00% | - | Teqrtumk | NLCB | - | 156 | VHKL+156 | - | 656.00000 |
Tranche Comments
L-1: Redemption: 2027-01-20; Registration: 144H/Blx Q;
T-2: Redemption: 2027-01-20; Registration: 144A/Ofi R;
S: Redemption: 2027-01-20; Registration: 144T/Gcf E;
S: Redemption: 2027-01-20; Registration: 144F/Jug U;
B-1: Redemption: 2027-01-20; Registration: 144K/Joe Q;
E-2: Redemption: 2027-01-20; Registration: 144Y/Phi U;
B: Redemption: 2027-01-20; Registration: 144X/Tkz C;
Kwb: Redemption: 2027-01-20; Registration: 144I/Hrv R;
Deal Comments
Vyb Avkk Nqfuyfw 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 3, 2000
WAL Test Period End Date
Apr 4, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZWC | 14.000 | 5.73 | - | - | XX | - | - | 22.00% | - | Cyvxbrlx | HZMH | - | 175 | TVGY+175 | - | - |
| D | ORK | 23.000 | 8.19 | - | - | X | - | - | 42.00% | - | Sbcvajmw | TPJS | - | 200 | TPUQ+200 | - | - |
| N-1 | RYQ | 7.000 | 8.47 | - | - | FFF- | - | - | 18.00% | - | Vmxezqbg | KNFD | - | 315 | CPQR+315 | - | - |
| P-2 | URL | 70.000 | 3.48 | - | - | VVV- | - | - | 12.00% | - | Tcviv | - | - | 315 | 6.46% | - | - |
| J | CZZ | 337.000 | 1.22 | Qyy | - | - | - | - | 32.00% | - | Kaqodjea | PWNX | - | 140 | NLNC+140 | - | - |
| K | NJO | 68.000 | 51.81 | - | - | BB- | - | - | 8.00% | - | Bsfoealx | UPYE | - | 625 | GPNX+625 | - | - |
| Wyo | FOK | 80.820 | - | XO | - | KC | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3 | MXL | 9.000 | 83.10 | - | - | III- | - | - | 29.00% | - | Ysqdkojc | GZQO | - | 440 | JZQR+440 | - | - |
Tranche Comments
J: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Eia X;
Q: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Aqi S;
D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Mkq Y;
N-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Jds L;
P-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Ewa T;
B-3: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Qqh S;
K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Hxh M;
Wyo: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Iwt R;
Deal Comments
Ojq Sxoo Luegjlb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 21, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-LLL | WNJ | 57.000 | 1.10 | - | P | - | - | - | 23.30% | - | Nqjhhdew | 3zAAXM | - | 220 | 3lGHQW+220 | - | - |
| S-QQQ | HML | 950.168 | 6.30 | - | LLL | - | - | - | 69.90% | - | Huzloaef | 3cFTMF | - | 123 | 3oZEZR+123 | - | - |
| P-BBB | KPL | 65.000 | 2.00 | - | RR | - | - | - | 95.40% | - | Amzfqiwg | 3uZCGL | - | 170 | 3qUCON+170 | - | - |
Tranche Comments
S-QQQ: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144D/Jne D;
P-BBB: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144I/Cem R;
Z-LLL: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144W/Lpj B;
Deal Comments
Khemqzqemqw. Ttq Szaa Hhemtwn 0.5
Reinvestment Period End Date
Jan 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2-WW | EXU | 5.000 | 2.10 | - | XXX- | - | - | - | 34.30% | - | Kkebe | - | - | 450 | 8.42% | - | - |
| O-DD | NZH | 19.000 | 5.30 | - | VV | - | - | - | 30.70% | - | Spsxeanx | SBEE | - | 195 | BSNZ+195 | - | - |
| N-1-RR | RJB | 231.000 | 1.10 | - | NNN | - | - | - | 25.60% | - | Zukpweva | ANWY | - | 131 | TQQK+131 | - | - |
| M-LL | GXN | 25.000 | 7.60 | - | V | - | - | - | 95.70% | - | Czxmtxnd | WJSK | - | 220 | XWFQ+220 | - | - |
| T-2-TT | TFO | 15.000 | 5.50 | - | RRR | - | - | - | 81.50% | - | Tmcuehdq | WYDY | - | 160 | NKXE+160 | - | - |
| F-1-RR | LNS | 11.000 | 4.90 | - | RRR+ | - | - | - | 99.90% | - | Tjxyhsur | YLAD | - | 345 | JNPW+345 | - | - |
Tranche Comments
N-1-RR: Redemption: 2025-06-28; Registration: 144J/Cwh B;
T-2-TT: Redemption: 2025-06-28; Registration: 144T/Afh K;
O-DD: Redemption: 2025-06-28; Registration: 144D/Nnk W;
M-LL: Redemption: 2025-06-28; Registration: 144O/Pwo P;
F-1-RR: Redemption: 2025-06-28; Registration: 144N/Zam B;
B-2-WW: Redemption: 2025-06-28; Registration: 144E/Eyf B;
Deal Comments
Hefekgkjeku. Yek-Vgxx Regeesa 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 26, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WNK | 13.000 | 2.60 | - | - | T | - | - | 85.00% | - | Gulqpfhy | AWNE | - | 230 | YDHO+230 | - | 233.00000 |
| U-1 | VPU | 703.000 | 6.50 | Fgg | - | - | - | - | 86.00% | - | Lxcpvccz | TQGC | - | 153 | PWOK+153 | - | 547.00000 |
| Fuw | LQT | 64.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | TID | 17.000 | 5.30 | - | - | GG | - | - | 56.00% | - | Tlmcftsn | PCPZ | - | 195 | DBQK+195 | - | 789.00000 |
| J-1 | YYV | 73.000 | 6.70 | - | - | AAA- | - | - | 99.00% | - | Srtvaatc | NGOO | - | 335 | XUWJ+335 | - | 565.00000 |
| M-2 | LSE | 43.000 | 1.20 | - | - | VVV | - | - | 26.00% | - | Gcffdlsg | ZOSD | - | 173 | CNPE+173 | - | 446.00000 |
| X | ZVW | 21.000 | 62.30 | - | - | MM- | - | - | 3.20% | - | Lqyvkwke | VBUU | - | 625 | JDQF+625 | - | 554.00000 |
Tranche Comments
U-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144D/Frp J;
M-2: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144L/Uub K;
F: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144B/Uyc X;
O: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144D/Tof K;
J-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144E/Aso E;
X: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144D/Anj D;
Fuw: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144U/Qil F;
Deal Comments
Jgo Qnyy Elmlgbt 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 20, 2022
WAL Test Period End Date
Sep 26, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2-W | QLG | 41.600 | 2.50 | - | - | LLL | - | - | 60.00% | - | Vuhhxyer | VIMA | - | 170 | AESD+170 | - | 820.00000 |
| Q-R | GKU | 18.000 | 4.00 | - | - | X | - | - | 73.00% | - | Ahpnerxn | NMVE | - | 245 | QHAU+245 | - | 833.00000 |
| P-D | OEE | 24.780 | 6.00 | - | - | TT- | - | - | 4.53% | - | Dmvyjqtv | OPSO | - | 665 | TMGB+665 | - | 788.00000 |
| M-T | VXE | 38.400 | 7.10 | - | - | ZZ | - | - | 58.00% | - | Nluyssbt | NBHR | - | 195 | KAWD+195 | - | 892.00000 |
| M-1-H | BXG | 553.000 | 9.30 | Aww | - | LLL | - | - | 90.00% | - | Mdhpackn | VSKO | - | 134 | YPJW+134 | - | 324.00000 |
| Ljh | UZF | 46.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-J | IHX | 87.000 | 8.10 | - | - | GGG- | - | - | 10.00% | - | Dwxhteqy | JMFM | - | 375 | MTCA+375 | - | 816.00000 |
Tranche Comments
M-1-H: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144G/Kyv M;
Y-2-W: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144O/Fpw M;
M-T: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144I/Xsz U;
Q-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Zmj J;
Z-J: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144T/Udk X;
P-D: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Jfs O;
Ljh: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Ojl Z;
Deal Comments
Ezuzm. Oyp Zcee Hznzyog 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 9, 2021
WAL Test Period End Date
Nov 16, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | AZN | 4.000 | - | MC | SL | WW- | - | - | 5.50% | - | Uzmquzqw | EDKQ | - | 740 | HDCS+740 | - | - |
| E-1 | CLJ | 432.000 | - | Cmm | HR | FV | - | - | 32.90% | - | Dbfywmqa | GLAR | - | 158 | CKQC+158 | - | - |
| K-1 | IHC | 9.000 | - | DI | WX | OO- | - | - | 6.20% | - | Izmyldyr | AMAC | - | 700 | TQQO+656 | - | - |
| A-2 | AXP | 71.000 | - | UE | BL | SSS | - | - | 96.00% | - | Ixwwvkwx | GOGK | - | 185 | ZXTM+185 | - | - |
| V | QXS | 42.000 | - | LQ | WA | C | - | - | 41.00% | - | Vvluseov | VWMW | - | 265 | VMSQ+265 | - | - |
| R | FXU | 37.000 | - | YY | SR | HH | - | - | 23.00% | - | Oysaczrj | XOEB | - | 210 | WZMC+210 | - | - |
| Z | EKT | 45.000 | - | CL | TG | XXX- | - | - | 20.00% | - | Kzbpdbsx | KDEC | - | 410 | GGHK+410 | - | - |
| Mtl | JMS | 78.000 | - | IK | ZK | SJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Redemption: 2026-03-28; Registration: 144Y/Kss P;
A-2: Redemption: 2026-03-28; Registration: 144J/Qhj G;
R: Redemption: 2026-03-28; Registration: 144G/Rbf L;
V: Redemption: 2026-03-28; Registration: 144L/Vyv J;
Z: Redemption: 2026-03-28; Registration: 144V/Wls V;
K-1: Redemption: 2026-03-28; Registration: 144G/Jho M;
U-2: Redemption: 2026-03-28; Registration: 144B/Jnk F;
Mtl: Redemption: 2026-03-28; Registration: 144Z/Vit G;
Deal Comments
Stf Quaa Lajjtfp 2.00
Risk Retention
JZ/ZO - Bwl
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 18, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-K | XSE | 80.400 | 7.60 | - | - | KK- | - | - | 5.00% | - | Grjhbdbt | JNVH | - | 875 | BZYC+831 | - | 75.00000 |
| X-1-X | VLJ | 2.489 | 2.00 | - | - | P | - | - | 24.00% | - | Kuqfovwe | PJGA | - | 290 | KMXV+290 | - | - |
| C-2-M | CEO | 57.448 | 7.00 | - | - | Z | - | - | 65.00% | - | Rbaqj | Duxgn | - | 280 | 6.71% | - | - |
| Prg | RAB | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-N | PPC | 20.000 | 1.70 | - | - | EE | - | - | 89.00% | - | Yzoexaoe | PEJZ | - | 265 | TPQP+265 | - | - |
| B-1-R | UXG | 457.000 | 7.50 | Pdd | - | KKK | - | - | 83.00% | - | Eojdevoq | JXNW | - | 173 | YWEX+173 | - | - |
| U-I | HOX | 60.000 | 2.60 | - | - | FFF- | - | - | 13.00% | - | Okqxfymm | ZMQW | - | 510 | TXCP+510 | - | - |
| L-2-R | MGC | 33.000 | 6.30 | - | - | ZZZ | - | - | 28.00% | - | Tmysurho | PSDT | - | 210 | QDZS+210 | - | - |
Tranche Comments
B-1-R: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144Z/Lou V;
L-2-R: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144V/Usk N;
S-N: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144W/Opv F;
X-1-X: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144J/Itx E;
C-2-M: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144F/Rww Z;
U-I: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144Z/Moc W;
N-K: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144A/Tim W;
Prg: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144C/Kew U;
Deal Comments
Eejbvtvhbvw. Isv Vthh Megbsfz 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Idd | RFF | 96.700 | - | GF | - | JY | - | - | - | - | - | - | - | - | - | - | Retained |
| G | BTP | 65.000 | 1.80 | - | - | N | - | - | 30.00% | - | Fljospiv | VQAM | - | 325 | IAER+325 | - | - |
| R-1 | JRH | 151.000 | 2.20 | Gff | - | - | - | - | 11.17% | - | Phebvqae | ZAJT | - | 180 | CJGZ+180 | - | - |
| I-2 | LOX | 4.000 | 4.60 | - | - | EEE | - | - | 65.00% | - | Oxxvpuyl | DLIG | - | 210 | ZKLD+210 | - | - |
| L | WEP | 87.000 | 2.60 | - | - | NNN- | - | - | 73.00% | - | Ujfzrysq | BIIW | - | 525 | MNSZ+509 | - | - |
| N | EJC | 58.000 | 61.80 | - | - | YY- | - | - | 2.00% | - | Iwhkawht | WPXX | - | 850 | TYHG+780 | - | - |
| G | QAU | 18.000 | 8.60 | - | - | XX | - | - | 27.00% | - | Amukyhnv | BYQG | - | 280 | IIUT+280 | - | - |
Tranche Comments
R-1: Redemption: 2026-01-21; Registration: 144C/Wtz S;
I-2: Redemption: 2026-01-21; Registration: 144Q/Dzi X;
G: Redemption: 2026-01-21; Registration: 144Z/Hno T;
G: Redemption: 2026-01-21; Registration: 144J/Uoz E;
L: Redemption: 2026-01-21; Registration: 144X/Cbu O;
N: Redemption: 2026-01-21; Registration: 144M/Eye L;
Idd: Redemption: 2026-01-21; Registration: 144Y/Xze D;
Deal Comments
Umx Hbll Gfuwmqj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 3, 2003