| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-T-LL | KCB | 3.240 | 4.10 | - | VVV | - | - | - | - | - | Esxcsdwq | YKFX | 75 | 85 | CQMG+85 | - | - |
| T-LL | AMG | 86.000 | 7.70 | - | MM | - | - | - | 38.50% | - | Zkpsurce | JIVK | 140 | 175 | VLEU+175 | - | - |
| Kfv | MIY | 82.000 | - | - | JR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2-CC | SYS | 64.000 | 8.60 | - | EEE | - | - | - | 72.70% | - | Jpzxecmw | EJVA | 120 | 145 | DHTR+145 | - | - |
| M-1-AA | BHS | 601.000 | 1.00 | - | DDD | - | - | - | 27.10% | - | Hedppbze | KACW | - | 108 | HQFM+108 | - | - |
| N-1-HH | KAK | 28.700 | 5.10 | - | Z | - | - | - | 51.10% | - | Vakdkafk | LOKM | 170 | 200 | AWOV+200 | - | - |
Tranche Comments
F-T-LL: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144L/Pjw T;
M-1-AA: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144X/Arh C;
Y-2-CC: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144E/Yrs Y;
T-LL: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144M/Ydh Y;
N-1-HH: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144D/Xfj M;
Kfv: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144F/Kfw W;
Deal Comments
Thwwxhe Mkqxehejxeb. Uve Hhee Tkwxvel 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 6, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PPOO | RWB | 5.823 | 5.60 | - | RR | - | - | - | 43.54% | - | Nbyodzhb | CNUW | - | 210 | QBJB+210 | - | - |
| OUU | MLR | 40.500 | 8.60 | - | TTT- | - | - | - | 7.27% | - | Yhlrlahd | DBLZ | - | 410 | ECKT+410 | - | - |
| N | OKZ | 61.000 | 7.30 | - | II- | - | - | - | 9.26% | - | - | - | - | - | - | - | Retained |
| MCR | ZPC | 86.600 | 4.80 | - | PPP | - | - | - | 95.50% | - | - | - | - | - | - | - | Retained |
| Q1AA | EMM | 113.000 | 8.90 | - | WWW | - | - | - | 87.94% | - | Dvemuecz | VUCA | - | 122 | ZYSA+122 | - | - |
| AII | MLA | 12.900 | 6.10 | - | D | - | - | - | 44.44% | - | Rkhjfyyx | ZLSK | - | 235 | UBBU+235 | - | - |
| Rvu | AQU | 54.500 | - | - | KN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1SS | MJA | 92.290 | 5.20 | - | CC | - | - | - | 90.10% | - | Wmccfkdo | WUQF | - | 193 | MWAS+193 | - | - |
Tranche Comments
Q1AA: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144H/Elg I;
MCR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144P/Kmv N; Comments: Tou jphr;
U1SS: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144Y/Ezt U;
PPOO: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144W/Xds S;
AII: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144F/Oup O;
OUU: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Crj F;
N: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144O/Ltv X; Comments: Euj ludh;
Rvu: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144L/Qii O;
Deal Comments
Smzyeieuyet. Tfe Kiaa Bmfyfvb 0.5c Kaihh C1SSb 1.00
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
May 31, 2015
WAL Test Period End Date
Sep 1, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Iae | JPH | 61.000 | - | - | TA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OII | TFW | 2.400 | - | - | AAA | - | - | - | - | - | Efreosjl | 3eR | - | 100 | 3zV+100 | - | - |
| Q1E | OVG | 18.900 | - | - | F | - | - | - | 43.00% | - | Vuictzid | 3tX | - | 260 | 3lG+260 | - | - |
| XE | RCE | 995.000 | - | - | MMM | - | - | - | 12.00% | - | Vsrubqvv | 3oP | - | 125 | 3kN+125 | - | - |
| WKW | WKF | 2.000 | - | - | L | - | - | - | 82.00% | - | Lbwfp | - | - | - | 3.741% | - | - |
| VJ | OLT | 59.700 | - | - | WWW- | - | - | - | 41.00% | - | Tprpbxfy | 3zT | - | 381 | 3mL+381 | - | - |
| X | JCK | 9.130 | - | - | G- | - | - | - | 7.60% | - | Lqadtauv | 3kI | - | 889 | 3gO+889 | - | - |
| GB | RUN | 65.000 | - | - | MM | - | - | - | 20.00% | - | Rydloqqj | 3nV | - | 200 | 3aP+200 | - | - |
| MV | VSE | 86.000 | - | - | EE- | - | - | - | 6.00% | - | Bcqqomow | 3yU | - | 787 | 3uY+787 | - | - |
Tranche Comments
OII: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Pes K;
XE: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144H/Oot K;
GB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Zdr W;
Q1E: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Wwt E;
WKW: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144X/Ehq B;
VJ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144C/Omb E;
MV: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Grq G;
X: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Nnr O;
Iae: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144K/Qmi N;
Deal Comments
Rpnpj. Xzx Rwxx Bpknzja 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 7, 2003
WAL Test Period End Date
Aug 21, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | XEO | 12.000 | - | - | FFF | - | - | - | - | - | Gdhslmig | 3fE | - | 140 | 3mL+140 | - | - |
| O-1 | NBU | 456.000 | - | - | WWW | - | - | - | - | - | Duvozkau | 3eN | - | 132 | 3nP+132 | - | - |
| Hrx | PPA | 11.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ENO | 18.000 | - | - | YY | - | - | - | - | - | Sfzpexct | 3pU | - | 155 | 3sV+155 | - | - |
| I-1 | QUM | 35.000 | - | - | I | - | - | - | - | - | Vcuzavxm | 3xA | - | 235 | 3rC+235 | - | - |
| V | UIF | 42.000 | - | - | YYY- | - | - | - | - | - | Uvbuemhv | 3pJ | - | 318 | 3nG+318 | - | - |
| Y-2 | JLG | 99.000 | - | - | X | - | - | - | - | - | Dvnjd | - | - | - | 3.780% | - | - |
| M | OUB | 45.000 | - | - | JJ- | - | - | - | - | - | Zxozryck | 3iD | - | 739 | 3rU+739 | - | - |
Tranche Comments
O-1: Redemption: 2023-04-25;
J-2: Redemption: 2023-04-25;
K: Redemption: 2023-04-25;
I-1: Redemption: 2023-04-25;
Y-2: Redemption: 2023-04-25;
V: Redemption: 2023-04-25;
M: Redemption: 2023-04-25;
Hrx: Redemption: 2023-04-25;
Deal Comments
Bwq-Noww Lqbiwbj 2.00.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 23, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | IKS | 47.000 | - | - | VV | - | - | - | 41.40% | - | Lxxfbmpb | 3xU | - | 215 | 3eW+215 | - | - |
| S-1 | BJZ | 210.000 | - | - | BBB | - | - | - | 29.00% | - | Rsjoybld | 3oH | - | 145 | 3hH+145 | - | - |
| G-D | IXR | 96.000 | - | - | BBB | - | - | - | 37.00% | - | Pzmgc | - | - | - | 2.721% | - | - |
| N-1 | WMH | 74.300 | - | - | H | - | - | - | 90.00% | - | Ulvkrefl | 3nL | - | 317 | 3xL+317 | - | - |
| G-J | IXF | 52.000 | - | - | R | - | - | - | 44.00% | - | Jpqwa | - | - | - | 4.623% | - | - |
| Y-F | KPA | 7.000 | - | - | CCC- | - | - | - | 14.00% | - | Wkwmj | - | - | - | 5.836% | - | - |
| Z-1 | PBY | 46.500 | - | - | MMM- | - | - | - | 46.00% | - | Eukmuipw | 3vY | - | 463 | 3gG+463 | - | - |
| K-Y | KNX | 15.700 | - | - | YYY | - | - | - | 78.00% | - | Jsehdsch | 3aB | - | 130 | 3wT+130 | - | - |
| T-P | XWK | 64.000 | - | - | CC | - | - | - | 24.10% | - | Qikjp | - | - | - | 3.500% | - | - |
| X-I | KRY | 63.590 | - | - | JJ | - | - | - | 81.90% | - | Puwohxhk | 3pP | - | 200 | 3yA+200 | - | - |
| Z | HRP | 51.000 | - | - | ZZ- | - | - | - | 1.00% | - | Hpyvwykc | 3cB | - | 775 | 3aD+775 | - | - |
| Xjk | XJR | 40.800 | - | - | YA | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
S-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144V Mngh;
G-D: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144W Dawp;
K-Y: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144R Aqcm;
W-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144H Pnix;
T-P: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144H Fugt;
X-I: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144T Msxz;
N-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Nudr;
G-J: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Mgol;
Z-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144A Pvsu;
Y-F: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144M Wukc;
Z: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144I Dzln;
Xjk: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144Z Pnut;
Reinvestment Period End Date
Jan 15, 2021
WAL Test Period End Date
Apr 6, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-G | KOX | 6.000 | - | - | AAA | - | - | - | - | - | Jxoejstn | 3qU | - | 70 | 3rM+70 | - | 112.00000 |
| F | GAZ | 86.000 | - | - | ZZ | - | - | - | - | - | Vrmxrhem | 3eC | - | 170 | 3hD+170 | - | 813.00000 |
| Z-1 | PVH | 671.000 | - | - | TTT | - | - | - | - | - | Nzfxtcyn | 3eA | - | 111 | 3oW+111 | - | 411.00000 |
| C | BXM | 40.000 | - | - | JJJ- | - | - | - | - | - | Utkcmtoz | 3qH | - | 320 | 3fH+320 | - | 396.00000 |
| P | ZER | 92.000 | - | - | XX- | - | - | - | - | - | Swzxdtzx | 3xP | - | 590 | 3bK+590 | - | 233.00000 |
| Axu | QWI | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | PYD | 65.000 | - | - | Q | - | - | - | - | - | Tkwlxpoa | 3mO | - | 220 | 3vO+220 | - | 473.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ALA | 58.900 | - | - | UU | - | - | - | - | - | Jcdzekvl | 3xM | - | 165 | 3aT+165 | - | - |
| U | IGJ | 6.000 | - | - | L- | - | - | - | - | - | Culkaxbt | 3oI | - | 750 | 3wE+750 | - | - |
| M | VNM | 39.000 | - | - | CCC- | - | - | - | - | - | Geuoldqx | 3rE | - | 300 | 3mF+300 | - | - |
| F | MRQ | 60.600 | - | - | U | - | - | - | - | - | Mxrhppdx | 3rD | - | 207 | 3xK+207 | - | - |
| R | ZJR | 68.000 | - | - | GG- | - | - | - | - | - | Rxuohxlw | 3mZ | - | 610 | 3uZ+610 | - | - |
| Z | UEI | 796.000 | - | - | QQQ | - | - | - | - | - | Rpxjeosh | 3eW | - | 119 | 3mE+119 | - | - |
| Izq | LCV | 11.800 | - | - | KJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144I/Vmz C;
D: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144K/Tqg I;
F: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144J/Ael H;
M: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144H/Rpf Q;
R: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144W/Ati I;
U: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144W/Ewh Z;
Izq: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144V/Zqo P;
Deal Comments
Doh Yxnn Aeftodr 2.00
Risk Retention
RZ/Zuffhefg
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 1, 2010
WAL Test Period End Date
Mar 9, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-Z | XCS | 82.000 | - | Xww3 | - | - | - | - | - | - | Jlzyxswm | 3xT | - | - | 3yO+315 | - | - |
| I-WW | NET | 26.000 | - | Db2 | - | - | - | - | - | - | Zhzmlway | 3kX | - | - | 3vV+145 | - | - |
| G-I | HMO | 274.000 | - | Ann | - | - | - | - | - | - | Ikvkrjnt | 3qL | - | - | 3uP+103 | - | - |
| K-HH | MOT | 71.000 | - | U2 | - | - | - | - | - | - | Ucrpqomg | 3fE | - | - | 3bD+190 | - | - |
| E-E | ARC | 79.830 | - | Ja3 | - | - | - | - | - | - | Tbojkxwx | 3wD | - | - | 3oV+640 | - | - |
Deal Comments
Wxyuvj mxdkvivykvt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-K | YQX | 81.000 | - | - | TTT | - | - | - | - | - | Kpfjxsja | 3zI | - | - | 3qR+418 | - | - |
| J-V | PPB | 771.900 | - | - | GGG | - | - | - | - | - | Xevvsqii | 3vJ | - | - | 3lY+132 | - | - |
| N-L | IXO | 90.000 | - | - | DD | - | - | - | - | - | Uzwbqvrt | 3oQ | - | - | 3sJ+190 | - | - |
| N-A | VZK | 3.900 | - | - | Z- | - | - | - | - | - | Udzetsaj | 3iN | - | - | 3lB+885 | - | - |
| P-Y | MIL | 24.000 | - | - | GG | - | - | - | - | - | Qcxhkymu | 3tN | - | - | 3tL+785 | - | - |
| A-R | WGA | 42.200 | - | - | M | - | - | - | - | - | Fhuwpfbg | 3tH | - | - | 3wS+280 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1N | VNK | 960.000 | - | Yuu | - | - | - | - | - | - | Bbdqosvv | 3zV | - | - | 3uW+145 | - | - |
| H-P | LMC | 25.000 | - | Yh2 | - | - | - | - | - | - | Plpzuoqb | 3uX | - | - | 3uA+200 | - | - |
| C-A | UCP | 81.000 | - | A2 | - | - | - | - | - | - | Buqqylbg | 3oM | - | - | 3pA+290 | - | - |
| S-2Y | POR | 35.000 | - | Mqq3 | - | - | - | - | - | - | Asfkquca | 3fG | - | - | 3yV+475 | - | - |