| 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 |
|---|
| H-1E | TNM | 678.000 | 6.20 | Kss | - | - | - | - | 95.00% | - | Pfjyjpwq | LVUL | - | 139 | ZOVV+139 | - | - |
| G-1 | UCV | 516.000 | 7.60 | Tpp | - | - | - | - | 92.00% | - | Vhqfksaz | IULU | - | 139 | BLTX+139 | - | - |
| K-1 | COD | 86.000 | 1.10 | - | - | QQQ- | - | - | 63.00% | - | Bceyrzha | AGVG | 310 | 310 | XEMG+310 | - | - |
| C-1 | AHC | 80.500 | 7.40 | - | - | AA+ | - | - | 45.93% | - | Vhwzpzrv | JJWU | 165 | 165 | XJSC+165 | - | - |
| P-2 | AOF | 40.000 | 5.00 | - | - | TTT | - | - | 68.00% | - | Vmbccivv | WVLA | 150 | 150 | HLCK+150 | - | - |
| R | QLV | 2.300 | 95.00 | - | - | SS- | - | - | 6.00% | - | Xuwzoexu | VKNZ | 675-700 | 670 | QBLK+670 | - | - |
| I | MCT | 49.000 | 6.00 | - | - | F | - | - | 26.00% | - | Yeczkfsj | DINQ | 210 | 210 | VTCP+210 | - | - |
| T-2 | QET | 3.100 | 4.90 | - | - | CCC- | - | - | 52.60% | - | Ytqys | Fzapx | 450 | - | 7.94% | - | - |
| U-2 | URL | 24.500 | 1.90 | Qh3 | - | - | - | - | 39.00% | - | Qevlqsua | ZXLU | 170 | 170 | CKGT+170 | - | - |
| Vfjimf | IZN | 33.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1E: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144P/Rue J;
G-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144P/Wmj N;
P-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144E/Aau E;
C-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144D/Tys F;
U-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144Z/Rcc Z;
I: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144J/Jqt E;
K-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144J/Lbt Y;
T-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144K/Kft L;
R: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144O/Fmj G;
Vfjimf: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144G/Maz X;
Deal Comments
Upc Isqq Rmnyppw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | GHT | 91.000 | 9.70 | IV | - | FFF | - | - | 70.00% | - | Jdmrekby | IPWS | 175 | 175 | JVPW+175 | - | - |
| G | FZX | 16.000 | 89.40 | MW | - | II- | - | - | 2.00% | - | Wbxkajls | NOUU | 650 | 650 | VEOR+642 | - | - |
| Z1 | ICF | 732.000 | 3.80 | Tgg | - | CZ | - | - | 10.00% | - | Sbekpznt | PDGP | - | 154 | BMND+154 | - | - |
| Y | UZF | 25.000 | 4.10 | KO | - | YY | - | - | 29.00% | - | Nrhecpiu | NXHS | 195 | 195 | VJAJ+195 | - | - |
| B2 | FKA | 2.000 | 25.90 | MS | - | EEE- | - | - | 55.30% | - | Uxyprfqg | DCQG | - | 475 | DZLP+475 | - | - |
| Jov | WXU | 93.500 | - | ZP | - | JU | - | - | - | - | - | - | - | - | - | - | Retained |
| F | OWE | 57.000 | 1.70 | FN | - | G | - | - | 28.00% | - | Vqxyhkpy | JXYO | 245 | 245 | HBNF+245 | - | - |
| E1 | GNS | 77.000 | 2.90 | IR | - | DDD | - | - | 42.00% | - | Xmqstlfi | DKQH | - | 350 | WQPF+350 | - | - |
Tranche Comments
Z1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144T/Oss T;
J2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144H/Vxk S;
Y: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Y/Vzj Y; Comments: Moewjgiee;
F: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144E/Vya M; Comments: Rrfmuiwfe;
E1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144D/Xsk H;
B2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Y/Tax J;
G: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144T/Oma S;
Jov: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144A/Yen H;
Deal Comments
Lkq Ipcc Gofjkoh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1J-Y | YTP | 466.000 | 9.40 | Hff | - | - | - | - | 42.60% | - | Kmukzhuj | DHIA | - | 130 | CHKW+130 | - | - |
Tranche Comments
J1J-Y: First Pay: 2024-07-26; Redemption: 2024-11-15; Registration: 144K/Mko L;
Deal Comments
Uzszmzmpzmw. Aem Wzoo Rzpzecn 0.5
Reinvestment Period End Date
Oct 2, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1-C | FYV | 581.000 | 9.30 | - | BBB | - | - | - | 70.90% | - | Upvvxyso | GLXS | 118i | 128 | HSKN+128 | - | - |
Tranche Comments
V1-C: First Pay: 2024-07-25; Redemption: 2024-10-25; Registration: 144O/Mmk Y;
Deal Comments
Zkhmxzxxmxp. Qmx Vzqq Dkhmmyu 0.5
Reinvestment Period End Date
Oct 11, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RQF | 13.000 | 1.60 | - | - | MM- | - | - | 4.00% | - | Kzwzdkrn | JZBK | 650-675 | 750 | CWNQ+733 | - | - |
| M-2 | CHQ | 4.000 | 2.40 | - | - | YYY- | - | - | 90.81% | - | Bcpexwxf | QANE | - | 450 | UEGP+450 | - | - |
| U-2 | XXZ | 47.000 | 2.50 | - | - | AAA | - | - | 37.00% | - | Tyermbco | WJSL | 175-180 | 180 | ZHPU+180 | - | - |
| F-1 | PIQ | 56.000 | 6.40 | - | - | AAA- | - | - | 35.00% | - | Sesuzxqv | TVJB | - | 390 | CDAJ+390 | - | - |
| R-1 | OOB | 375.000 | 3.70 | Qll | - | - | - | - | 76.00% | - | Nwdlwdce | HDIH | 160 | 160 | ADHJ+160 | - | - |
| U | HAN | 97.000 | 2.70 | - | - | UU | - | - | 28.00% | - | Szvlllxl | SISG | 200-210 | 210 | KDQX+210 | - | - |
| P | ZWS | 17.000 | 3.90 | - | - | Z | - | - | 35.00% | - | Plfarwoz | LYHV | 245-255 | 255 | VUBO+255 | - | - |
| Wpnvzx | JFK | 85.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144I/Zsu I;
U-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144Q/Htl G;
U: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Ozz A;
P: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144I/Bic F;
F-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Jxn W;
M-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144G/Nul U;
A: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144A/Bkl S;
Wpnvzx: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144G/Vmp S;
Deal Comments
Dlg Cxpp Xlqqlto 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zul | CHB | 28.000 | - | JR | AL | OF | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | KFY | 40.000 | - | OO | DW | KKK | - | - | 39.00% | - | Vrhjochp | DQYZ | - | 215 | WESY+215 | - | - |
| O | FVT | 89.000 | - | WK | PE | KK- | - | - | 9.00% | - | Deyaqyke | ASWQ | - | 875 | QVDP+840 | - | - |
| I-1 | BWB | 393.000 | - | Mff | BH | VG | - | - | 26.00% | - | Yxopwude | YIIH | - | 183 | QYVT+183 | - | - |
| E | WNF | 84.000 | - | SA | QQ | RR | - | - | 47.00% | - | Obqamope | TBSR | - | 275 | AZVO+275 | - | - |
| K | GBP | 17.000 | - | DO | BD | E | - | - | 56.00% | - | Gfweltzx | LQII | - | 325 | TLJC+325 | - | - |
| C | FYU | 36.000 | - | OA | ZX | DDD- | - | - | 11.48% | - | Nmucjyim | ZMXI | - | 555 | PLYV+555 | - | - |
Tranche Comments
I-1: Redemption: 2026-01-29; Registration: 144O/Efx U;
F-2: Redemption: 2026-01-29; Registration: 144O/Xtw F;
E: Redemption: 2026-01-29; Registration: 144T/Khp I;
K: Redemption: 2026-01-29; Registration: 144E/Bep P;
C: Redemption: 2026-01-29; Registration: 144V/Muk C;
O: Redemption: 2026-01-29; Registration: 144K/Bmg J;
Zul: Redemption: 2026-01-29; Registration: 144E/Leg C;
Deal Comments
Mkx-Uuff Nslvkrd 2.00
Risk Retention
IR/RR - Gik
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 24, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FRJ | 15.000 | - | QO | IF | II | - | - | 28.40% | - | Xsmfjqzq | IXST | - | 285 | VXFM+285 | - | - |
| M | OEI | 53.000 | - | OE | QX | LLL- | - | - | 66.80% | - | Bskbotqe | GIBH | - | 570 | LGMR+570 | - | - |
| Z | RTI | 785.000 | - | Aoo | HM | ZY | - | - | 93.00% | - | Pzjzofsn | ZXGD | - | 189 | QNQM+189 | - | - |
| Zyo | ASF | 14.100 | - | NP | MG | AH | - | - | - | - | - | - | - | - | - | - | Retained |
| U | LYV | 27.000 | - | FB | CV | L | - | - | 74.00% | - | Ahfoqpla | QGCS | - | 340 | TOPU+340 | - | - |
| I | VQJ | 20.000 | - | MT | CA | YY- | - | - | 2.86% | - | Kfoepjcx | YBCZ | - | 881 | KPCW+881 | - | - |
Tranche Comments
Z: Redemption: 2025-07-26; Registration: 144Q/Vmq Z;
H: Redemption: 2025-07-26; Registration: 144X/Akl W;
U: Redemption: 2025-07-26; Registration: 144T/Jai J;
M: Redemption: 2025-07-26; Registration: 144G/Wjs U;
I: Redemption: 2025-07-26; Registration: 144O/Jrz K;
Zyo: Redemption: 2025-07-26; Registration: 144A/Xtr P;
Deal Comments
Gtu Wjqq Pvtmtac 2.00
Risk Retention
SP/PF - Vga
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | UIE | 30.200 | 7.10 | YH | - | SSS | - | - | 94.50% | - | Lqxfahxc | HTJT | - | 285 | MIQU+285 | - | - |
| U | UMV | 25.700 | 8.10 | PU | - | RR | - | - | 65.70% | - | Idoymtyo | GDMU | - | 310 | HBYW+310 | - | - |
| J | MLL | 27.100 | 30.00 | FX | - | DD- | - | - | 35.76% | - | Hozxorql | TLAE | - | 975 | MNKQ+885 | - | - |
| Tr | VCX | 69.400 | - | JK | - | QC | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | KWP | 351.000 | 2.10 | Vww | - | EEE | - | - | 52.00% | - | Plbdthqr | BPGA | - | 225 | WVAT+225 | - | - |
| G | CQJ | 51.600 | 9.30 | IP | - | V | - | - | 30.96% | - | Hxbstfbs | QVDI | - | 400 | HVGY+400 | - | - |
| X | HJP | 17.100 | 2.20 | ZY | - | YYY- | - | - | 23.20% | - | Ourddemw | DEWT | - | 600 | QQEP+576 | - | - |
Tranche Comments
F-1: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144A/Yzo S;
T-2: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144X/Hwk D;
U: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144E/Wys L;
G: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144W/Ekb A;
X: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144H/Ppv J;
J: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144K/Any N;
Tr: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144V/Ayt N;
Deal Comments
Ihj Bqkk Dwgmhly 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 19, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-B | XFK | 65.300 | - | Ln2 | - | - | - | - | 58.00% | - | Wbpuksqq | UKHT | - | 190 | HYFQ+190 | - | - |
| U-D | PKH | 65.000 | - | Pm3 | - | - | - | - | 1.00% | - | Zvxwtcvg | KEFL | - | 750 | GYKH+725 | - | - |
| W-1-D | GIY | 703.600 | - | Zll | - | - | - | - | 89.00% | - | Wwkfmyiu | YDUA | - | 128 | PWMY+128 | - | - |
| Y-P | WVE | 81.000 | - | V2 | - | - | - | - | 95.00% | - | Tldurwqw | TJFW | - | 225 | WXFS+225 | - | - |
| F-2-P | HNW | 13.000 | - | Yaa | - | - | - | - | 30.00% | - | Jazub | - | - | - | 2.843% | - | - |
| S-G | JBO | 34.000 | - | App3 | - | - | - | - | 39.00% | - | Gydceeea | BYIP | - | 345 | YKYR+345 | - | - |
Tranche Comments
W-1-D: First Pay: 2022-04-25; Redemption: 2023-04-25;
F-2-P: First Pay: 2022-04-25; Redemption: 2023-04-25;
S-B: First Pay: 2022-04-25; Redemption: 2023-04-25;
Y-P: First Pay: 2022-04-25; Redemption: 2023-04-25;
S-G: First Pay: 2022-04-25; Redemption: 2023-04-25;
U-D: First Pay: 2022-04-25; Redemption: 2023-04-25;
Deal Comments
Amwmh. Qvv Ixtt Rmbyvsk 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 25, 2002