| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 248.000 | 6.46 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | 100.00000 |
| A-2 | USD | 16.000 | 7.90 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | 100.00000 |
| B | USD | 40.000 | 8.42 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C | USD | 24.000 | 8.96 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| D-1 | USD | 24.000 | 9.42 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| D-2 | USD | 4.000 | 9.76 | - | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | 100.00000 |
| E | USD | 12.000 | 9.88 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 660 | SOFR+660 | - | 100.00000 |
| Equity | USD | 36.585 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-12-16; Registration: 144A/Reg S;
A-2: Redemption: 2026-12-16; Registration: 144A/Reg S;
B: Redemption: 2026-12-16; Registration: 144A/Reg S;
C: Redemption: 2026-12-16; Registration: 144A/Reg S;
D-1: Redemption: 2026-12-16; Registration: 144A/Reg S;
D-2: Redemption: 2026-12-16; Registration: 144A/Reg S;
E: Redemption: 2026-12-16; Registration: 144A/Reg S;
Equity: Redemption: 2026-12-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.08
Reinvestment Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | ZCR | 23.100 | 4.60 | Yl3 | - | - | - | - | 74.00% | - | Lzbkzxzr | AUMI | 170 | 170 | LYZK+170 | - | - |
| K-2 | NEW | 8.300 | 5.40 | - | - | GGG- | - | - | 33.60% | - | Shysc | Fkatt | 450 | - | 7.94% | - | - |
| Q-1F | WEF | 727.000 | 6.20 | Akk | - | - | - | - | 85.00% | - | Pcucwozw | NSEU | - | 139 | UCSL+139 | - | - |
| V-2 | GEY | 81.000 | 4.00 | - | - | III | - | - | 58.00% | - | Fuzywjpb | MIPJ | 150 | 150 | QXUU+150 | - | - |
| S | ISB | 20.000 | 6.00 | - | - | Q | - | - | 27.00% | - | Lbpmbcrd | QOCX | 210 | 210 | APKJ+210 | - | - |
| O | ZVK | 8.200 | 63.00 | - | - | YY- | - | - | 7.00% | - | Uyhctcmb | DDCY | 675-700 | 670 | APLS+670 | - | - |
| J-1 | RAO | 319.000 | 2.10 | Haa | - | - | - | - | 90.00% | - | Mqfapozy | SLHQ | - | 139 | AXOO+139 | - | - |
| A-1 | KCB | 54.100 | 5.40 | - | - | SS+ | - | - | 17.89% | - | Kqrhodoe | CHUV | 165 | 165 | JHNJ+165 | - | - |
| R-1 | AID | 93.000 | 1.50 | - | - | VVV- | - | - | 47.00% | - | Omxhvmqz | VBNF | 310 | 310 | YBQK+310 | - | - |
| Qcwmca | TGL | 92.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1F: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144L/Ppl G;
J-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144Y/Fka K;
V-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144L/Dky D;
A-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144D/Bai P;
T-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144K/Vee Y;
S: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144B/Krf P;
R-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144G/Pzz G;
K-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144G/Fet N;
O: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144H/Mwl P;
Qcwmca: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144Z/Zrm I;
Deal Comments
Dsy Rghh Oqpqsbz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 26, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WHC | 91.000 | 4.20 | KW | - | B | - | - | 51.00% | - | Qfhxuzbr | DUNX | 245 | 245 | SBBO+245 | - | - |
| Ixr | LHL | 54.800 | - | EI | - | MA | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1 | YLG | 958.000 | 4.30 | Lvv | - | ZS | - | - | 62.00% | - | Nmqwrmuk | VNAN | - | 154 | BPIF+154 | - | - |
| I1 | KEU | 39.000 | 6.80 | LY | - | WWW | - | - | 23.00% | - | Qdeujiwf | QZHN | - | 350 | YGZM+350 | - | - |
| V | KWK | 79.000 | 15.60 | IN | - | CC- | - | - | 9.00% | - | Nfqsbjrh | SCFH | 650 | 650 | EVKW+642 | - | - |
| C | GSK | 55.000 | 9.80 | CS | - | AA | - | - | 50.00% | - | Aeqyrteb | YQNF | 195 | 195 | JNCS+195 | - | - |
| C2 | SYS | 2.000 | 18.20 | JU | - | NNN- | - | - | 36.90% | - | Zydxxrzx | VDCT | - | 475 | GKVO+475 | - | - |
| K2 | RAG | 40.000 | 5.70 | JY | - | GGG | - | - | 29.00% | - | Dbokaifs | WLIK | 175 | 175 | CNFC+175 | - | - |
Tranche Comments
Z1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144K/Wtg X;
K2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144A/Ueu C;
C: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144E/Mty G; Comments: Wgoppimor;
L: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144W/Xkt S; Comments: Kfkekzskn;
I1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144K/Ojm D;
C2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144C/Cya I;
V: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144N/Znk T;
Ixr: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144I/Net B;
Deal Comments
Fgk Tykk Gfgjgde 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 17, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1Q-U | CWI | 846.000 | 1.10 | Hyy | - | - | - | - | 68.39% | - | Slvcukye | KWBG | - | 130 | GDAH+130 | - | - |
Tranche Comments
Q1Q-U: First Pay: 2024-07-26; Redemption: 2024-11-15; Registration: 144C/Vhb C;
Deal Comments
Mmkxzvzbxzf. Lxz Ovcc Gmexxks 0.5
Reinvestment Period End Date
Mar 1, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1-M | RSJ | 821.000 | 6.80 | - | III | - | - | - | 76.20% | - | Vywwlwco | HMPV | 118a | 128 | VXEX+128 | - | - |
Tranche Comments
X1-M: First Pay: 2024-07-25; Redemption: 2024-10-25; Registration: 144Q/Bxz X;
Deal Comments
Wfjyzfzfyzn. Iiz Gfyy Nftyitw 0.5
Reinvestment Period End Date
Apr 17, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | VEV | 24.000 | 6.20 | - | - | PPP- | - | - | 62.00% | - | Mquotodc | CKJH | - | 390 | WLJX+390 | - | - |
| U-2 | WFX | 4.000 | 8.90 | - | - | GGG- | - | - | 88.19% | - | Iawjxtka | MVZN | - | 450 | UXAF+450 | - | - |
| P-1 | TYM | 914.000 | 6.40 | Hff | - | - | - | - | 32.00% | - | Scrumssc | DHVR | 160 | 160 | VWWE+160 | - | - |
| G-2 | AWX | 51.000 | 7.90 | - | - | III | - | - | 30.00% | - | Jrjkxkyp | EUUY | 175-180 | 180 | YOII+180 | - | - |
| U | GYH | 90.000 | 1.60 | - | - | OO- | - | - | 8.00% | - | Lvqoluww | SBXS | 650-675 | 750 | ULDH+733 | - | - |
| K | XQC | 31.000 | 7.20 | - | - | NN | - | - | 30.00% | - | Bpsxqlqk | WAXJ | 200-210 | 210 | MGUP+210 | - | - |
| J | QYG | 60.000 | 5.20 | - | - | Y | - | - | 54.00% | - | Svshbpqi | ZQYX | 245-255 | 255 | KDKU+255 | - | - |
| Jdjosn | WRK | 65.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144V/Bxf J;
G-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144X/Imm D;
K: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144Q/Kqc V;
J: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144L/Nby F;
O-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144T/Gkk B;
U-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144C/Vae A;
U: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Rfx G;
Jdjosn: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144C/Kjh O;
Deal Comments
Yhk Kyzz Kpfhhbl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 25, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IGM | 21.000 | - | BL | HR | FF- | - | - | 4.00% | - | Zkprsted | PBGW | - | 875 | XKUH+840 | - | - |
| U-2 | KGE | 27.000 | - | AT | LO | NNN | - | - | 52.00% | - | Mzhzekvr | HEFC | - | 215 | PYFV+215 | - | - |
| Y | EVJ | 47.000 | - | ZK | XS | T | - | - | 75.00% | - | Yfpyxvay | MNNQ | - | 325 | LWMA+325 | - | - |
| Xpy | KKQ | 32.000 | - | VX | SJ | VN | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | CYW | 195.000 | - | Ruu | DT | DK | - | - | 22.00% | - | Xqfbjssu | HKWK | - | 183 | QHEC+183 | - | - |
| D | CMX | 96.000 | - | FT | TS | DDD- | - | - | 88.88% | - | Lbcsjlhu | GWEA | - | 555 | QUFW+555 | - | - |
| P | JXT | 16.000 | - | QH | BH | YY | - | - | 64.00% | - | Sqwyljan | DVCD | - | 275 | UNNE+275 | - | - |
Tranche Comments
W-1: Redemption: 2026-01-29; Registration: 144B/Owf V;
U-2: Redemption: 2026-01-29; Registration: 144Q/Ely J;
P: Redemption: 2026-01-29; Registration: 144I/Lar X;
Y: Redemption: 2026-01-29; Registration: 144M/Uxw X;
D: Redemption: 2026-01-29; Registration: 144N/Tfl D;
I: Redemption: 2026-01-29; Registration: 144K/Huu Q;
Xpy: Redemption: 2026-01-29; Registration: 144K/Tik T;
Deal Comments
Nhf-Hbcc Lfjlhqx 2.00
Risk Retention
VS/SU - Lft
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 19, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hma | HIJ | 70.400 | - | LK | HB | TC | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | YBG | 74.000 | - | ST | JW | GG | - | - | 54.20% | - | Fqxqckqs | CKNQ | - | 285 | UBTY+285 | - | - |
| D | AYC | 81.000 | - | VR | LI | FF- | - | - | 9.55% | - | Zmpdrwhi | KTYO | - | 881 | UPZT+881 | - | - |
| P | VND | 26.000 | - | IQ | HH | HHH- | - | - | 67.80% | - | Qrfacrcx | YOSB | - | 570 | LAUQ+570 | - | - |
| B | GZW | 903.000 | - | Bss | DS | IE | - | - | 84.00% | - | Errruwle | QGSZ | - | 189 | NBYB+189 | - | - |
| Q | YRQ | 60.000 | - | JC | OD | U | - | - | 37.00% | - | Dvveejwg | XEMB | - | 340 | QYOP+340 | - | - |
Tranche Comments
B: Redemption: 2025-07-26; Registration: 144X/Zzg A;
Z: Redemption: 2025-07-26; Registration: 144M/Knw D;
Q: Redemption: 2025-07-26; Registration: 144I/Cmu V;
P: Redemption: 2025-07-26; Registration: 144P/Hab O;
D: Redemption: 2025-07-26; Registration: 144C/Pwr P;
Hma: Redemption: 2025-07-26; Registration: 144V/Aqb E;
Deal Comments
Gzv Mcoo Fmyjzlt 2.00
Risk Retention
EP/PJ - Yqi
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 4, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZNQ | 53.700 | 49.00 | SM | - | HH- | - | - | 67.19% | - | Ibejsosd | TIMG | - | 975 | DTJU+885 | - | - |
| L-1 | GQQ | 106.000 | 5.10 | Rtt | - | NNN | - | - | 98.00% | - | Kolxvxko | UDET | - | 225 | CBZX+225 | - | - |
| R-2 | EMM | 68.300 | 1.90 | DF | - | PPP | - | - | 11.70% | - | Grsaymca | MJMU | - | 285 | SATR+285 | - | - |
| Q | NHD | 18.800 | 3.40 | XN | - | GG | - | - | 33.90% | - | Nvdmqsld | QWCV | - | 310 | ILNG+310 | - | - |
| O | YHC | 72.900 | 4.60 | WZ | - | I | - | - | 28.82% | - | Nmchhapz | PGJW | - | 400 | XZFA+400 | - | - |
| X | XCH | 90.700 | 6.20 | MY | - | UUU- | - | - | 35.46% | - | Wvxyzzaq | TDWP | - | 600 | AYPT+576 | - | - |
| Sh | TCC | 47.600 | - | GA | - | YD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144C/Rel A;
R-2: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144O/Bzf W;
Q: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144X/Llh J;
O: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144W/Xxb Z;
X: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144D/Pqr Z;
E: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144A/Zmf T;
Sh: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144K/Llq C;
Deal Comments
Auo Tphh Bhrpupw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 7, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-J | ERQ | 12.100 | - | Un2 | - | - | - | - | 89.00% | - | Tjdobpll | JPLW | - | 190 | GBVP+190 | - | - |
| Y-T | UKM | 25.000 | - | Cyy3 | - | - | - | - | 78.00% | - | Vdvyrovs | YALQ | - | 345 | TYUE+345 | - | - |
| D-V | KXG | 99.000 | - | O2 | - | - | - | - | 75.00% | - | Tmhadejz | EXXV | - | 225 | IYNM+225 | - | - |
| S-2-G | XHB | 83.000 | - | Kaa | - | - | - | - | 73.00% | - | Wzfga | - | - | - | 2.843% | - | - |
| A-A | ATQ | 30.000 | - | Ro3 | - | - | - | - | 5.00% | - | Kjqefbpc | DNNZ | - | 750 | NYXN+725 | - | - |
| C-1-R | FMZ | 802.700 | - | Kee | - | - | - | - | 32.00% | - | Avvbhrwu | GUXB | - | 128 | GKIH+128 | - | - |
Tranche Comments
C-1-R: First Pay: 2022-04-25; Redemption: 2023-04-25;
S-2-G: First Pay: 2022-04-25; Redemption: 2023-04-25;
Z-J: First Pay: 2022-04-25; Redemption: 2023-04-25;
D-V: First Pay: 2022-04-25; Redemption: 2023-04-25;
Y-T: First Pay: 2022-04-25; Redemption: 2023-04-25;
A-A: First Pay: 2022-04-25; Redemption: 2023-04-25;
Deal Comments
Uhphy. Jww Mxoo Jhakwhe 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 31, 2010