| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rxbrek | NHJ | 731.155 | - | BG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-J-2 | KGR | 84.000 | 5.92 | Eii | - | - | - | - | 79.90% | - | Jqrsslbe | YOEC | - | 155 | BTFY+155 | - | 620.00000 |
| P-F | AUC | 73.000 | 3.46 | Vo2 | - | - | - | - | 94.40% | - | Awxpyrav | SIJI | - | 175 | MQAK+175 | - | 280.00000 |
| Q-R-1 | OPU | 784.700 | 8.30 | Waa | - | - | - | - | 90.20% | - | Ljuqzkcw | UDWV | - | 135 | LVPN+135 | - | 544.00000 |
Tranche Comments
Q-R-1: Redemption: 2026-04-15; Registration: 144M/Uxv Q;
J-J-2: Redemption: 2026-04-15; Registration: 144T/Nvk X;
P-F: Redemption: 2026-04-15; Registration: 144V/Zza Y;
Rxbrek: Redemption: 2026-04-15; Registration: 144Q/Wsg Z;
Deal Comments
Umyzgygezgs. Ljg Dyii Pmgzjpo 1.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EJM | 48.000 | 4.60 | Qb2 | - | - | - | - | 77.00% | - | Qxfwhbwh | ZOCU | 210 | 175 | AUXB+175 | - | - |
| P | HOL | 63.000 | 3.70 | Y3 | - | - | - | - | 66.00% | - | Wzmomssu | NYFY | 350 | 210 | QZVS+210 | - | - |
| XZ | RXE | 241.400 | 1.60 | Whh | - | - | - | - | 16.00% | - | Vzoyerpf | QCWK | 175 | 135 | ZTHG+135 | - | - |
| G | ZJV | 709.800 | 7.40 | Yff | - | - | - | - | 59.00% | - | Kdfvcloo | MKBZ | 135 | 135 | STDE+135 | - | - |
| G | YMY | 97.000 | 8.70 | Kii3 | - | - | - | - | 85.00% | - | Yjpjrosl | XUAY | - | 350 | GSQJ+350 | - | - |
| Jzvctm | KOI | 242.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144Z/Nuq T;
XZ: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144B/Zkz A;
J: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144K/Jiq K;
P: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144F/Itd Y;
G: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144X/Jps R;
Jzvctm: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Ftd G;
Deal Comments
Lab Vocc Fjnqani 3.00. Vej njoc ooa oraqcjn ra KA$600c
Risk Retention
WM - Daiz WS/TW - Dai
Reinvestment Period (YRS)
7.22
Reinvestment Period End Date
Oct 29, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VCK | 264.000 | 7.65 | Dzz | - | - | - | - | 51.00% | - | Dxlvuiap | IOGJ | - | 165 | EYZW+165 | - | 935.00000 |
| V | WRX | 83.000 | 4.69 | Dq2 | - | - | - | - | 56.00% | - | Cvweekbq | YGJB | - | 185 | XGAR+185 | - | 744.00000 |
| V | GLI | 15.000 | 7.14 | A3 | - | - | - | - | 50.00% | - | Hjtqxsts | XESE | - | 230 | AGXO+230 | - | 997.00000 |
| P | JNC | 47.000 | 9.92 | Srr3 | - | - | - | - | 42.00% | - | Efxhupfk | NNXE | - | 385 | TTYD+385 | - | 247.00000 |
| Jpeldb | TVP | 449.840 | - | HU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F Yzkhw | BPB | 51.000 | 2.27 | Thh | - | - | - | - | 32.00% | - | Cmbmvejo | SLAR | - | 165 | LHOS+165 | - | 202.00000 |
Tranche Comments
Z: Redemption: 2026-10-17; Registration: 144J/Nhe W;
F Yzkhw: Redemption: 2026-10-17; Registration: 144G/Cir L;
V: Redemption: 2026-10-17; Registration: 144C/Ibc Q;
V: Redemption: 2026-10-17; Registration: 144D/Mhz N;
P: Redemption: 2026-10-17; Registration: 144Z/Eod X;
Jpeldb: Redemption: 2026-10-17; Registration: 144Y/Mwl Q;
Deal Comments
Qmy Ofll Zsmomna 2.00. Uts nsfl jfg gvgossn
Risk Retention
VL - Xfnj LV/VP - Xfn
Reinvestment Period (YRS)
2.30
Reinvestment Period End Date
Mar 8, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-O | PWJ | 58.000 | 2.90 | Lr2 | - | - | - | - | 71.94% | - | Svujlsqc | DBKL | - | 170 | YELT+170 | - | 393.00000 |
| Apacnn | VLR | 240.440 | - | FV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-D | FIZ | 972.000 | 9.29 | Qkk | - | - | - | - | 87.44% | - | Zjqwoqrn | GBTV | - | 140 | WLVC+140 | - | 682.00000 |
| F-D | LBD | 28.400 | 7.22 | T3 | - | - | - | - | 92.12% | - | Fukcocfk | UZCH | - | 225 | VASD+225 | - | 985.00000 |
Tranche Comments
W-D: Redemption: 2025-08-22; Registration: 144W/Tsv G;
E-O: Redemption: 2025-08-22; Registration: 144K/Amv K;
F-D: Redemption: 2025-08-22; Registration: 144P/Kpd B;
Apacnn: Redemption: 2025-08-22; Registration: 144D/Cei Y;
Deal Comments
Bvkmhzhzmhx. Joh-Azee Tvwmobq 1.00
Risk Retention
AI - Ccpf XA/AD - Ccp
Reinvestment Period End Date
Jul 28, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FMQ | 30.000 | 9.60 | Tii3 | - | - | - | - | 78.00% | - | Eucumeuf | QBBH | - | 435 | ENKI+435 | - | - |
| Fwesgm | CXU | 472.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | FCY | 596.000 | 1.40 | Yjj | - | - | - | - | 69.00% | - | Wwqwkpyj | BBJG | - | 175 | VGJF+175 | - | - |
| X | IXC | 92.000 | 7.10 | F3 | - | - | - | - | 65.00% | - | Qoccodjc | GMIG | - | 255 | WASJ+255 | - | - |
| L | IWF | 72.000 | 1.40 | Yy2 | - | - | - | - | 65.00% | - | Xdocbffb | VCUP | - | 195 | NNED+195 | - | - |
Tranche Comments
J: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144J/Kop G;
L: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144U/Qqu Y;
X: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144B/Crw V;
M: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144O/Nxr O;
Fwesgm: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144W/Wsl S;
Deal Comments
Jkp Jxmm Repmkta 2.00
Risk Retention
DO - Pyzg DH/CD - Pyz
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 3, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZQE | 25.000 | 6.70 | E3 | - | - | - | - | 85.00% | - | Tzjvrhhr | 3dGAEK | - | 305 | 3bAYJP+305 | - | - |
| O | FQX | 75.000 | 8.50 | Sr2 | - | - | - | - | 82.00% | - | Tvppxzxz | 3rBLTU | - | 230 | 3oMBPD+230 | - | - |
| X | HKH | 149.000 | 3.70 | Ovv | - | - | - | - | 55.00% | - | Exqsrtnd | 3xKDJQ | - | 185 | 3wHWAU+185 | - | - |
| O | RHC | 82.000 | 7.80 | Brr3 | - | - | - | - | 49.00% | - | Blzodfpp | 3hBLWZ | - | 495 | 3cSZHX+495 | - | - |
| GN | WWT | 27.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144J/Ktu A;
O: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144G/Xtj Y;
M: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144F/Iyk D;
O: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Oau A;
GN: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144B/Olm O;
Risk Retention
NB - Wiuc MN/NX - Wiu
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XGD | 361.000 | 7.78 | Wmm | - | - | - | - | 11.00% | - | Acpikqiq | JZFD | - | 190 | TSOR+190 | - | 190.00000 |
| E | BJC | 60.000 | 1.63 | Px2 | - | - | - | - | 56.00% | - | Ckvmajen | JSAG | - | 240 | QEWY+240 | - | 488.00000 |
| I | LEH | 93.600 | 9.31 | M3 | - | - | - | - | 39.00% | - | Bmvvuwop | UHSB | - | 315 | CNKC+315 | - | 168.00000 |
| Q | GZW | 84.000 | 7.27 | Zgg3 | - | - | - | - | 97.00% | - | Bfpvjawt | NMZJ | - | 500 | KKAI+500 | - | 254.00000 |
| Lmo | WIX | 353.557 | - | LB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2026-03-21; Registration: 144A/Hjq E;
E: Redemption: 2026-03-21; Registration: 144E/Fwf Q;
I: Redemption: 2026-03-21; Registration: 144H/Wpf I;
Q: Redemption: 2026-03-21; Registration: 144G/Vlr I;
Lmo: Redemption: 2026-03-21; Registration: 144J/Kki V;
Deal Comments
Oox Qaii Urnkoob 2.00. Nxr orai aaa lrakiro xnoj WU$352.15j jo WU$651.24j
Risk Retention
NX - Tgqe FN/NH - Tgq
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rsgphu | HXT | 758.460 | - | TW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | LCW | 111.600 | 2.70 | Nnn | - | - | - | - | 54.00% | - | Pshrbquq | GHQX | - | 235 | PTFW+235 | - | 993.00000 |
| S | LJT | 96.300 | 1.10 | Pk2 | - | - | - | - | 61.00% | - | Prrzlrem | ELFZ | - | 320 | JKYS+320 | - | 151.00000 |
| E | HHY | 30.200 | 4.11 | T3 | - | - | - | - | 43.00% | - | Borlroyz | KXJT | - | 420 | TBXN+420 | - | 240.00000 |
| N | BLL | 95.900 | 2.22 | Pee3 | - | - | - | - | 83.00% | - | Ujscrclz | IGIE | - | 620 | XSMP+620 | - | 331.00000 |
Tranche Comments
C: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144K/Bkc B;
S: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144W/Owv R;
E: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144Z/Dqz M;
N: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144W/Czo E;
Rsgphu: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144D/Bde L;
Deal Comments
Ycb Whxx Btekcnp 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 8, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LSF | 835.000 | 3.79 | Ess | - | - | - | - | 70.00% | - | Tcjhubnc | GWCR | - | 242.5 | XOWA+242.5 | - | 953.00000 |
| P | ZYE | 42.000 | 5.38 | Lf2 | - | - | - | - | 80.00% | - | Zhkabeja | LZNT | - | 335 | VENV+335 | - | 839.00000 |
| Gwuzhc | VUJ | 255.691 | - | IU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | RFW | 53.000 | 9.31 | Pmm3 | - | - | - | - | 76.00% | - | Gyyswdhr | JIUW | - | 660 | PQNG+660 | - | 470.00000 |
| R | VQQ | 15.000 | 2.55 | R3 | - | - | - | - | 79.00% | - | Pyrzcpew | ZWZP | - | 435 | JOCY+435 | - | 997.00000 |
Tranche Comments
L: Registration: 144L/Tuv L;
P: Registration: 144G/Bqs X;
R: Registration: 144U/Kal L;
Z: Registration: 144E/Zax A;
Gwuzhc: Registration: 144U/Jli E;
Deal Comments
Hh-Rvvsh zt Zhcyhcsv Gzwv Dsvpevd XXRX. Dzv Zwdd Shcezpu 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Akg | WOG | 553.600 | - | GV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | YRK | 629.300 | 4.78 | Mss | - | - | - | - | 55.00% | - | Lqmdszwi | 3cZOQY | - | 248 | 3hZACF+248 | - | - |
| S | XBL | 62.600 | 9.82 | X3 | - | - | - | - | 64.00% | - | Verqlihl | 3wTKSY | - | 415 | 3bEJFW+415 | - | - |
| C | PKL | 58.600 | 4.21 | Oh2 | - | - | - | - | 17.00% | - | Oftrsqct | 3xVWCV | - | 335 | 3iKQCE+335 | - | - |
| Y-2 | UHJ | 54.840 | 3.54 | Rtt | - | - | - | - | 90.00% | - | Agfns | - | - | - | 6.72% | - | - |
Tranche Comments
G-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Qsx K;
Y-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144F/Hxb P;
C: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Diw A;
S: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144Y/Awv G;
Akg: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Qkj M;
Deal Comments
Qoq Giii Dcgporh 2.00. Tvc rcii jih pqegcihcr cgoi DB$350i co DB$509.3i
Risk Retention
RA - Zpoa RC/JR - Zpo
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 9, 2011