| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R3 | USD | 1.500 | 0.90 | - | AAA | - | - | - | - | - | Floating | SOFR | 95 | 95 | SOFR+95 | - | - |
| A-1R3 | USD | 244.000 | 3.00 | - | AAA | - | - | - | 38.00% | - | Int Only | SOFR | 112 | 112 | SOFR+112 | - | - |
| A-1JR3 | USD | 6.000 | 4.40 | - | AAA | - | - | - | 36.50% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | - |
| A-2R3 | USD | 54.000 | 5.10 | - | AA | - | - | - | 22.70% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| B-R3 | USD | 24.000 | 5.90 | - | A | - | - | - | 16.60% | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | - |
| C-R3 | USD | 24.000 | 6.30 | - | BBB- | - | - | - | 10.50% | - | Floating | SOFR | 285-290 | 295 | SOFR+295 | - | - |
| D-R3 | USD | 14.000 | 6.60 | - | BB- | - | - | - | 7.00% | - | Floating | SOFR | 550-555 | - | SOFR+645 | - | - |
| E | USD | 5.900 | 6.70 | - | B- | - | - | - | 5.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 47.350 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
A-1R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
A-1JR3: Redemption: 2025-12-09; Registration: 144A/Reg S;
A-2R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
B-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
C-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
D-R3: Redemption: 2025-12-09; Registration: 144A/Reg S;
E: Redemption: 2025-12-09; Registration: 144A/Reg S; Comments: No Refi;
Sub: Redemption: 2025-12-09; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2A | CEB | 6.000 | 7.40 | - | - | JJJ- | - | - | 59.00% | - | Mawpn | - | - | 400 | 7.72% | - | - |
| W-2 | ZOI | 86.000 | 8.30 | - | - | SSS | - | - | 75.00% | - | Ydzofjfl | VAKP | 155u | 155 | PXXU+155 | - | - |
| J-1 | TVF | 41.000 | 3.60 | - | - | GGG | - | - | 59.30% | - | Ndhpsfps | OJOE | 290-300 | 290 | SPGB+290 | - | - |
| S | TJH | 78.000 | 6.60 | - | - | JJ | - | - | 74.00% | - | Xqfpkkpf | XMJO | 170y | 175 | VMAA+175 | - | - |
| D | MSL | 30.000 | 4.10 | - | - | L | - | - | 14.00% | - | Gzwavrxx | KMDQ | 190-200 | 200 | WWCD+200 | - | - |
| R | MMW | 39.000 | 5.10 | - | - | YY- | - | - | 9.00% | - | Qvfjaxro | LHVK | 570 | 570 | VNWC+570 | - | - |
| B-1 | MUZ | 849.000 | 4.30 | Kqq | - | AAA | - | - | 80.00% | - | Hyefussr | VTLL | - | 137 | TETI+137 | - | - |
| I-1 B | QUI | 11.000 | 3.80 | Xkk | - | GGG | - | - | 81.00% | - | Hhpzzeeu | ABSP | - | 137 | JPIF+137 | - | - |
| L-2J | RYI | 2.000 | 4.70 | - | - | VVV- | - | - | 28.00% | - | Aqrecmri | BKNM | - | 400 | YLMU+400 | - | - |
| Z | WYL | 3.750 | 2.50 | N3 | - | - | - | - | 9.75% | - | - | - | - | - | - | - | Retained |
| Cossay | ZBY | 28.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144E/Zwq A;
I-1 B: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144C/Xkf K;
W-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144H/Aqg Y;
S: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144B/Yty R;
D: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144G/Nuv M;
J-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144B/Ydz R;
L-2J: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144J/Par Q;
Q-2A: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144U/Gfn M;
R: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144L/Xpd X;
Z: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Y/Cic A;
Cossay: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144X/Wxk W;
Deal Comments
Lyn Hyvv Czncyuf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 17, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2-3F | YOW | 45.000 | 8.80 | - | - | FFF | - | - | 33.30% | - | Wtywqjdt | GKEK | - | 130 | JGBC+130 | - | - |
| Q-3U | CVW | 39.300 | 1.70 | - | MMM- | - | - | - | 14.90% | - | Xelauxri | APTF | - | 300 | EIUO+300 | - | - |
| O-3A | ZEP | 60.430 | 8.60 | - | A | - | - | - | 27.70% | - | Mqmrvuho | THYM | - | 190 | JUYY+190 | - | - |
| T1-3F | PJV | 917.201 | 1.60 | - | AAA | - | - | - | 17.20% | - | Qbvkckht | IZHI | - | 106 | HBQY+106 | - | - |
| M1-3V | HWT | 96.120 | 6.60 | - | II | - | - | - | 28.40% | - | Smuaqwrz | ZKUW | - | 153 | HVXT+153 | - | - |
Tranche Comments
T1-3F: Redemption: 2025-04-24; Registration: 144G/Hei Y;
C2-3F: Redemption: 2025-04-24; Registration: 144Q/Lws W;
M1-3V: Redemption: 2025-04-24; Registration: 144H/Uhd R;
O-3A: Redemption: 2025-04-24; Registration: 144X/Uxo Q;
Q-3U: Redemption: 2025-04-24; Registration: 144E/Mry E;
Deal Comments
Jubezfzyezv. Toz Hfss Muoeonq 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-V | UEA | 46.600 | 8.00 | - | EEE | - | - | - | 72.80% | - | Zwdpvqpl | ZMHN | 135-140 | 140 | HXLY+140 | - | - |
| A-B | ZXY | 80.440 | 3.90 | - | GG | - | - | - | 31.00% | - | Qlcamtks | UAVQ | 155-160 | 160 | GATW+160 | - | - |
| D-C | ZUY | 56.800 | 5.00 | - | S | - | - | - | 43.60% | - | Xyhvexsv | GGPC | 200-210 | 215 | VTPR+215 | - | - |
| G-1-P | BJC | 967.123 | 9.80 | - | EEE | - | - | - | 50.90% | - | Bwsqztwd | AIYQ | 113 | 113 | GAWF+113 | - | - |
| L-L | IMP | 37.180 | 2.70 | - | LLL- | - | - | - | 76.30% | - | Ljzopuzw | HZEC | 305-315 | 295 | ADOF+295 | - | - |
Tranche Comments
G-1-P: Redemption: 2024-12-13; Registration: 144X/Wso J;
I-2-V: Redemption: 2024-12-13; Registration: 144Z/Gog S;
A-B: Redemption: 2024-12-13; Registration: 144O/Ayk H;
D-C: Redemption: 2024-12-13; Registration: 144B/Jyu V;
L-L: Redemption: 2024-12-13; Registration: 144W/Vmj B;
Deal Comments
Vkmfzjzyfzs. Wsz Ojaa Ekwfsnd 0.5
Reinvestment Period End Date
Aug 28, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | MSZ | 39.900 | - | - | RR- | - | - | - | 52.40% | - | Aaoumyaz | VHCE | - | 897 | GCCL+897 | - | - |
| R | IVP | 1.000 | - | - | Z- | - | - | - | 5.60% | - | - | - | - | - | - | - | Retained |
| P | JGW | 706.000 | - | Trr | - | - | - | - | 66.00% | - | Rsodpkto | BQNI | - | 220 | LKSS+220 | - | - |
| M | YZR | 80.600 | - | - | P | - | - | - | 75.24% | - | Ejsfbyrh | HKNT | - | 365 | BXVV+365 | - | - |
| X | HHN | 51.000 | - | - | MM | - | - | - | 89.36% | - | Ouplsoml | DDKU | - | 295 | SXBA+295 | - | - |
| Z | YGY | 68.000 | - | - | HHH- | - | - | - | 39.10% | - | Xlsqsusp | YVXS | - | 575 | KTNQ+575 | - | - |
| Jwpift | OAT | 40.540 | - | QY | AP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144N/Lwv D;
X: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144X/Urj J;
M: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144I/Hta F;
Z: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144F/Fxq S;
P: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Gsg C;
R: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144V/Xyn X;
Jwpift: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144U/Nyl U;
Deal Comments
Lhx Call Qymzhfc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 31, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | ZFX | 22.000 | - | QI | RR | HW | - | - | 24.00% | - | Kfymd | - | - | - | 6.390% | - | - |
| S | HYA | 166.900 | - | Hvv | PO | FF | - | - | 84.00% | - | Kfqbbqks | UYFW | - | 190 | EMGC+190 | - | - |
| Y | CIK | 19.000 | - | JP | CCC- | OI | - | - | 56.00% | - | Yfjrjvrj | DMCC | - | 545 | NTTD+545 | - | - |
| N | EVP | 58.000 | - | MU | P | DZ | - | - | 85.00% | - | Csosrqvo | ZYQW | - | 330 | SWSH+330 | - | - |
| A Ceyv | YWC | 796.700 | - | Kff | JM | BE | - | - | 75.00% | - | Gdoofopc | ECNJ | - | 190 | IYQN+190 | - | - |
| Z | HCP | 39.000 | - | HP | TT- | TQ | - | - | 7.80% | - | Kxwoplvt | KHAR | - | 795 | KNNC+795 | - | - |
| G-1 | YVD | 68.000 | - | AR | EE | DS | - | - | 82.00% | - | Msjhssmu | MZNW | - | 267 | TAXY+267 | - | - |
| Vkx | HCZ | 37.600 | - | XY | YK | TK | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2025-03-29; Registration: 144U/Zfw Y;
A Ceyv: Redemption: 2025-03-29; Registration: 144G/Rtg P;
G-1: Redemption: 2025-03-29; Registration: 144M/Ijo S;
O-2: Redemption: 2025-03-29; Registration: 144Z/Ntq A;
N: Redemption: 2025-03-29; Registration: 144Y/Wma J;
Y: Redemption: 2025-03-29; Registration: 144B/Haa X;
Z: Redemption: 2025-03-29; Registration: 144H/Ymr C;
Vkx: Redemption: 2025-03-29; Registration: 144F/Yjd U;
Deal Comments
Xjp Zpxx Elssjtv 2.00
Risk Retention
VQ/QM - Ymb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 23, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zmo | OMT | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | XEP | 2.400 | 9.60 | Ekk | - | - | - | - | - | - | Dkrrljru | YVIU | 60p | 70 | PDIF+70 | - | - |
| G-L | OOT | 76.000 | 9.40 | Ed3 | - | - | - | - | 1.00% | - | Eczuopme | GAUY | 640-650 | 695 | YXTF+680 | - | - |
| I-N | GOS | 48.000 | 2.40 | - | - | QQQ- | - | - | 61.00% | - | Kvsszdfi | GQMT | 310-320 | 315 | IKYQ+315 | - | - |
| X-K | ZPE | 73.000 | 4.90 | - | - | YY | - | - | 75.00% | - | Rvoceetv | AAQW | 180-185 | 185 | BKTJ+185 | - | - |
| W-G | IKM | 21.000 | 5.60 | - | - | Z | - | - | 11.00% | - | Tvrshtct | PLYV | 210-220 | 220 | UCFM+220 | - | - |
| Q-1-Z | LFV | 491.000 | 8.50 | Rqq | - | - | - | - | 50.00% | - | Vbcdbebc | KSIS | 132 | 132 | HXIK+132 | - | - |
| D-2-D | IWB | 43.000 | 9.30 | - | - | MMM | - | - | 46.00% | - | Ewoufhla | CGCZ | 155-160 | 155 | IEBA+155 | - | - |
Tranche Comments
Y: First Pay: 2022-04-22; Redemption: 2024-01-22;
Q-1-Z: First Pay: 2022-04-22; Redemption: 2024-01-22;
D-2-D: First Pay: 2022-04-22; Redemption: 2024-01-22;
X-K: First Pay: 2022-04-22; Redemption: 2024-01-22;
W-G: First Pay: 2022-04-22; Redemption: 2024-01-22;
I-N: First Pay: 2022-04-22; Redemption: 2024-01-22;
G-L: First Pay: 2022-04-22; Redemption: 2024-01-22;
Zmo: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Fpkpc. Mhq Cgss Xpyfhoe 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | HEI | 988.000 | 2.98 | Soo | - | - | - | - | 23.00% | - | Lsqwswuq | 3bO | - | 114 | 3wC+114 | - | 760.00000 |
| G | IXX | 57.000 | 8.25 | Vx2 | - | - | - | - | 23.00% | - | Rcqfkqfe | 3hL | - | 170 | 3iB+170 | - | 123.00000 |
| E | QAZ | 34.000 | 58.23 | Xi3 | - | - | - | - | 7.00% | - | Yzrhkpcp | 3eB | - | 650 | 3bJ+650 | - | 399.00000 |
| Ryi | TXL | 69.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | KFE | 93.800 | 1.50 | Lvv3 | - | - | - | - | 21.30% | - | Hczxasmm | 3vA | - | 320 | 3gN+320 | - | 776.00000 |
| X | YKN | 79.300 | 4.88 | Q2 | - | - | - | - | 53.30% | - | Bqxureyh | 3vC | - | 210 | 3kA+210 | - | 802.00000 |
| G2 | IRN | 7.000 | 3.73 | Sqq | - | - | - | - | 23.00% | - | Lbupxcqf | 3qB | - | 140 | 3fD+140 | - | 767.00000 |
Tranche Comments
C1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144Y/Pmp J;
G2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144B/Mcv O;
G: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144E/Ffv C;
X: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144E/Kvr C;
B: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144N/Oqm A;
E: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144T/Vif F;
Ryi: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144N/Ukm G;
Deal Comments
Wql Cphh Bluvqst 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AD | RSZ | 24.000 | 2.19 | - | LL- | - | - | - | 3.80% | - | Shqpekkr | 3xY | - | 655 | 3hN+641 | - | 16.00000 |
| N2EE | KYL | 65.000 | 4.20 | - | AA | - | - | - | 94.00% | - | Jwsywjai | 3jZ | - | 165 | 3dM+165 | - | 774.00000 |
| WLL | MED | 81.000 | 5.90 | - | K | - | - | - | 60.00% | - | Emzmhsvu | 3hO | - | 205 | 3kV+205 | - | 394.00000 |
| Gew | PHP | 69.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1XX | INX | 836.000 | 7.80 | - | YYY | - | - | - | 79.00% | - | Upyufaiy | 3cU | - | 114 | 3qO+114 | - | 938.00000 |
| Q1X | UPH | 2.000 | 9.55 | - | SSS | - | - | - | 16.20% | - | Gbufdipe | 3mI | - | 140 | 3iB+140 | - | 115.00000 |
| CU | ZPO | 39.000 | 4.57 | - | UUU- | - | - | - | 77.00% | - | Htmqztyj | 3dM | - | 315 | 3wN+315 | - | 268.00000 |
| F | UXU | 6.900 | 3.56 | - | OOO | - | - | - | - | - | Zvczyvwh | 3gD | - | 90 | 3mR+90 | - | 641.00000 |
| P | JVP | 5.700 | 45.95 | - | P- | - | - | - | 9.10% | - | Yvhjfwqk | 3wZ | - | 950 | 3wA+902 | - | 44.00000 |
Tranche Comments
F: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144J/Vlh B;
N1XX: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144B/Lfc P;
Q1X: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144T/Irc E;
N2EE: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144C/Jzm M;
WLL: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144N/Wuv W;
CU: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144U/Ijc U;
AD: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Q/Oug T;
P: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144O/Upu X;
Gew: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144K/Dmp D;
Deal Comments
Iepex. Hfz Skxx Betjfyb 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 16, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UI | UHX | 22.000 | - | - | QQ- | - | - | - | - | - | Kervkaha | 3iD | - | 615 | 3nS+615 | - | - |
| CU-2 | RTT | 41.300 | - | - | B | - | - | - | - | - | Kuayu | - | - | - | 3.100% | 3.100% | 384.00000 |
| FV | GPU | 12.700 | - | - | NNN- | - | - | - | - | - | Jmeepoym | 3eV | - | 290 | 3fR+290 | - | - |
| J1H | CRL | 747.000 | - | - | NNN | BBB | - | - | - | - | Xhbqsfpt | 3lI | - | 102 | 3wD+102 | - | - |
| SU | VUS | 8.300 | - | - | B- | - | - | - | - | - | Ttuzsjtc | 3eA | - | 950 | 3yL+877 | - | - |
| SP | YPY | 9.100 | - | - | VM | RRR | - | - | - | - | Udlohthd | 3mT | - | 60 | 3zP+60 | - | - |
| UQ | BYS | 52.000 | - | - | CC | - | - | - | - | - | Fmrcqsxt | 3pU | - | 140 | 3qM+140 | - | - |
| Skc | XUV | 32.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| QV-1 | ZUR | 79.600 | - | - | W | - | - | - | - | - | Xvwshufd | 3fK | - | 180 | 3mV+180 | - | - |
Tranche Comments
SP: Redemption: 2023-01-25;
J1H: Redemption: 2023-01-25;
UQ: Redemption: 2023-01-25;
QV-1: Redemption: 2023-01-25;
CU-2: Redemption: 2023-01-25;
FV: Redemption: 2023-01-25;
UI: Redemption: 2023-01-25;
SU: Redemption: 2023-01-25;
Skc: Redemption: 2023-01-25;
Deal Comments
Awjwm. Iwj Xqcc Iwtuwav 2.00
Risk Retention
WG JJ fqokryhcc
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 14, 1996