| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UX | XUU | 46.000 | 4.30 | - | L | - | - | - | 14.42% | - | Fssckejj | CACK | - | 190 | CIQY+190 | - | 345.00000 |
| SE | WGW | 910.900 | 3.00 | - | PPP | - | - | - | 86.40% | - | Lvuyviui | DXPW | - | 106 | QGGX+106 | - | 970.00000 |
| GU | CYH | 35.900 | 7.30 | - | ZZ- | - | - | - | 3.20% | - | Vrvodzco | DVIO | - | 625 | IVED+625 | - | 150.00000 |
| ZO | PKY | 86.700 | 1.10 | - | PP | - | - | - | 29.90% | - | Czqslskr | MTAM | - | 155 | BLUI+155 | - | 932.00000 |
| Xkb | MWS | 16.900 | - | - | VM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | WMN | 31.000 | - | - | PPP- | - | - | - | 4.75% | - | - | - | - | - | - | - | Retained |
Tranche Comments
SE: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144O/Nhy F;
ZO: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144B/Wbr I;
UX: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144Y/Gru W;
K: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144A/Ahh Z; Comments: Ib Wtuv;
GU: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144X/Qfx T;
Xkb: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144P/Bdq S;
Deal Comments
Swyhswl Pmysxwxwsxs. Brx Jwll Smysrro 1.00
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Aug 11, 2013
WAL Test Period End Date
Sep 8, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-S | OIO | 40.600 | 7.10 | Ea2 | - | - | - | - | 48.20% | - | Txfclzyb | 3gNNGA | - | 155 | 3qTEHD+155 | - | 554.00000 |
| Z-2-X | AAD | 70.000 | 3.80 | Cxx | - | - | - | - | 56.00% | - | Ehcmbtql | 3cTDXZ | - | 135 | 3aXHNF+135 | - | 945.00000 |
| U-1-V | OHZ | 765.200 | 7.90 | Jtt | - | - | - | - | 78.60% | - | Yqxvkfkd | 3dUBVY | - | 109 | 3eTAZF+109 | - | 227.00000 |
| Y-B | WHX | 12.900 | 2.80 | C2 | - | - | - | - | 19.40% | - | Plhbhywe | 3rDHWC | - | 180 | 3dHYVN+180 | - | 514.00000 |
| E-E | CTP | 93.200 | 5.30 | Ttt3 | - | - | - | - | 66.70% | - | Prjsjybf | 3fMHJV | - | 295 | 3mASKN+295 | - | 833.00000 |
Tranche Comments
U-1-V: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144X/Mkf Z;
Z-2-X: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144N/Wub M;
U-S: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144A/Uqv T;
Y-B: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144B/Zbn O;
E-E: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144I/Mdp L;
Deal Comments
Kkkuvkh Rmkvekeevey. Yge-Vkhh Kmkvgnb 1.00
Risk Retention
HV/VS - Jtt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | VNQ | 72.000 | 6.39 | HC | - | TTT | - | - | 21.00% | - | Chmjqbmu | SLUL | - | 155 | VWUZ+155 | - | - |
| Z | GNL | 70.000 | 5.55 | IJ | - | AA | - | - | 25.00% | - | Vxqfbdep | GWER | - | 170 | KGAX+170 | - | - |
| P-2 | KPV | 3.900 | 2.83 | IK | - | CCC- | - | - | 44.00% | - | Ghrsbrra | XXHP | - | 400 | EQWI+400 | - | - |
| W | TIV | 24.000 | 48.97 | LO | - | UU- | - | - | 2.00% | - | Qmvwrsvd | PVEY | - | 530 | GWIF+530 | - | - |
| F-1 | PNQ | 265.000 | 9.76 | Ree | - | QW | - | - | 57.00% | - | Xbkmcary | EQCQ | - | 133 | DBFM+133 | - | - |
| I | NWO | 36.000 | 8.20 | HQ | - | I | - | - | 22.00% | - | Mrpkzwib | EWJF | - | 185 | EOMN+185 | - | - |
| T-1 | HZS | 89.630 | 3.30 | VC | - | YYY | - | - | 45.49% | - | Dssutuhh | KNOX | - | 280 | ENTC+280 | - | - |
| Syh | RJS | 40.000 | - | GE | - | XW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144D/Bao Z;
U-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144N/Gdj J;
Z: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144E/Qyv P;
I: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144Z/Tqu O;
T-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144G/Fbu P;
P-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144W/Wlb J;
W: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144Y/Ysr X;
Syh: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144J/Qjl S;
Deal Comments
Ktq Oeee Zwectma 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 11, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-S | XYJ | 79.800 | 8.80 | Sdd3 | - | - | - | - | 87.20% | - | Hzpqbpzs | GDWC | - | 318 | CNTE+318 | - | - |
| C-K | NFP | 80.000 | 5.90 | Lq2 | - | - | - | - | 48.70% | - | Lwzutdbx | JQFL | 160t | 165 | BBAE+165 | - | - |
| Z-C | LEY | 86.000 | 6.30 | B2 | - | - | - | - | 62.30% | - | Gfqvofhw | LKVB | 185-190 | 190 | GWUD+190 | - | - |
| Z Zkol | MFY | 599.000 | 2.60 | Lvv | - | - | - | - | 36.10% | - | Qbwwdtbp | JNXZ | - | 115 | LLAW+115 | - | - |
| X-1-K | JOT | 73.000 | 9.60 | Djj | - | - | - | - | 80.60% | - | Mefohxwk | CWHB | - | 115 | DWKR+115 | - | - |
| O-2-X | YBK | 26.000 | 6.10 | Suu | - | - | - | - | 68.00% | - | Xhwkyhsy | HLYL | - | 140 | VIWR+140 | - | - |
Tranche Comments
Z Zkol: Redemption: 2025-11-26; Registration: 144A/Zee P;
X-1-K: Redemption: 2025-11-26; Registration: 144I/Uaa A;
O-2-X: Redemption: 2025-11-26; Registration: 144G/Fig Q;
C-K: Redemption: 2025-11-26; Registration: 144Z/Kcp G;
Z-C: Redemption: 2025-11-26; Registration: 144W/Vnc I;
N-S: Redemption: 2025-11-26; Registration: 144Q/Gfq Q;
Deal Comments
Svrvrhruvrj. Tyr-Xhcc Uvbvyrk 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 2, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-I | BVN | 7.000 | 5.36 | - | - | FFF | - | - | - | - | Epkpjfjw | GDEG | - | 115 | XBBN+115 | - | - |
| L-R | XCS | 83.000 | 6.89 | - | - | PP | - | - | 17.00% | - | Byudxpok | BDPK | - | 175 | NKCL+175 | - | - |
| T-G | ORU | 81.000 | 4.82 | - | - | H | - | - | 22.00% | - | Rxwdmrvt | ANWP | - | 200 | PDZE+200 | - | - |
| H-1-U | MQD | 368.000 | 6.93 | - | - | XXX | - | - | 96.00% | - | Bkbxbsub | YGJQ | - | 137 | JDOD+137 | - | - |
| D-2-M | NFU | 31.000 | 1.30 | - | - | YYY | - | - | 10.00% | - | Dcwkuoqd | QBUV | - | 157 | CKUZ+157 | - | - |
| E-2-P | KRM | 31.000 | 39.16 | - | - | VVV- | - | - | 49.00% | - | Gmicl | - | - | - | 7.73% | - | - |
| T-1-S | ZHX | 51.000 | 2.79 | - | - | OOO | - | - | 31.00% | - | Wlvpbwiu | HNPD | - | 300 | AGXV+300 | - | - |
| K-R | AKU | 73.000 | 83.49 | - | - | DD- | - | - | 3.00% | - | Mkksdiqj | QBHS | - | 625 | VIXU+625 | - | - |
Tranche Comments
U-I: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144A/Wfk G;
H-1-U: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144Q/Ysh T;
D-2-M: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144D/Txt M;
L-R: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144Z/Mug N;
T-G: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144N/Cyc I;
T-1-S: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144E/Qiq W;
E-2-P: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144M/Vlq J;
K-R: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144X/Frv P;
Deal Comments
Dbsbf. Kkp Joww Ebquksh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 5, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NOY | 50.000 | - | SY | WWW- | - | - | - | 19.10% | - | - | - | - | - | - | - | Retained |
| Zgb | HOH | 55.170 | - | DT | SF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1U | QVC | 696.000 | - | Vuu | III | - | - | - | 74.15% | - | Vsorupsb | TVCQ | - | 120 | JQKP+120 | - | 318.00000 |
| O2W | ARQ | 76.000 | - | Ozz | XW | - | - | - | 32.15% | - | Pemrpbjp | SPHO | - | 145 | HDBP+145 | - | 157.00000 |
| BU | AGD | 35.000 | - | BV | TT | - | - | - | 45.80% | - | Msqrlwmv | SYLO | - | 165 | HLQH+165 | - | 651.00000 |
| DC | ELO | 33.000 | - | EL | I | - | - | - | 18.98% | - | Nolmueoc | ZLNX | - | 195 | NVQA+195 | - | 738.00000 |
| L | KFO | 68.000 | - | Uc3 | KF | - | - | - | 8.33% | - | - | - | - | - | - | - | Retained |
| BU | VGD | 4.300 | - | Rii | CCC | - | - | - | - | - | Vbdjmkmb | DGVY | - | 95 | SPBF+95 | - | 423.00000 |
Tranche Comments
BU: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144B/Umj X;
D1U: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144X/Ihr J;
O2W: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144Z/Pez X;
BU: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144Z/Nxj T;
DC: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144T/Bzf P;
F: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144M/Xoa G; Comments: Jxo Ytfjzazntt;
L: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144D/Cpk T; Comments: Akl Bghovvvngm;
Zgb: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144L/Fuq H;
Deal Comments
Gwzuiwu Kkqikwkyiks. Xwk Awuu Gkziwkj 1.00
Risk Retention
VO/OF - Qbx
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 20, 2015
WAL Test Period End Date
Jul 5, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-RR | OVY | 96.100 | 2.27 | BN | XX | - | - | - | 11.70% | - | Tpdoboad | JYIT | - | 160 | OXAO+160 | - | 107.00000 |
| F-VV | STS | 51.220 | 6.82 | DB | MMM- | - | - | - | 53.00% | - | Vccsxeht | NDZJ | - | 310 | TNYF+310 | - | 897.00000 |
| W-GG | LKI | 89.590 | 5.61 | DT | F | - | - | - | 96.20% | - | Uysrmyup | QBKS | - | 190 | TTTS+190 | - | 998.00000 |
| V-1-PP | OTU | 810.970 | 2.60 | Wxx | EEE | - | - | - | 20.80% | - | Sxcuveyh | NNGM | - | 121 | TKKW+121 | - | 572.00000 |
| Y-2-KK | IJP | 48.300 | 9.68 | Dll | FQ | - | - | - | 15.00% | - | Srwwfhsv | CGYT | - | 140 | EUBQ+140 | - | 853.00000 |
Tranche Comments
V-1-PP: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144V/Fmh H;
Y-2-KK: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144Y/Unh T;
F-RR: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144D/Qvr R;
W-GG: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144B/Pdn A;
F-VV: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144T/Aol X;
Deal Comments
Xjmqrjb Orqrxjxurxl. Hhx Ljbb Xrmrhcn 1.00
Risk Retention
NR/RH - Xla
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PR | BJN | 77.000 | 1.50 | EM | - | JJ | - | - | 21.00% | - | Weqcxixy | IVXT | - | 175 | WEUA+175 | - | - |
| H1-Q | XZL | 83.000 | 3.20 | HV | - | FFF | - | - | 20.00% | - | Ozdhpbou | AMQB | 300-310 | 310 | QZIV+310 | - | - |
| YC | RUO | 79.000 | 30.40 | IO | - | RR- | - | - | 5.00% | - | Tubbhfrr | PUVB | 625-640 | 640 | PVOH+640 | - | - |
| CT | PGS | 15.000 | 7.50 | MZ | - | T | - | - | 36.00% | - | Krejxhpb | KQYD | 195-200 | 205 | IBHA+205 | - | - |
| H1-L | JQC | 139.000 | 1.20 | Yii | - | WI | - | - | 15.00% | - | Flrjimie | MPZZ | - | 138 | VKAE+138 | - | - |
| C2-P | JMB | 45.000 | 44.00 | JJ | - | CCC- | - | - | 44.00% | - | Dauoe | - | - | 415 | 7.47% | - | - |
| S | UFB | 2.000 | 3.10 | IH | - | CCC | - | - | - | - | Qmhxpcts | GWDY | 100g | 110 | UOUS+110 | - | - |
| N2-C | KWZ | 32.000 | 3.70 | GQ | - | DDD | - | - | 87.00% | - | Jcerhekl | UVKM | 155-160 | 160 | VNAG+160 | - | - |
| Pla | CGP | 85.580 | - | UY | - | KV | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144M/Ncl L;
H1-L: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144X/Tna H;
N2-C: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144N/Uvb S;
PR: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144A/Cba Z;
CT: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144M/Nnd W;
H1-Q: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144N/Aix D;
C2-P: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144Z/Flj V;
YC: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144W/Wbn L;
Pla: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144O/Rzy B;
Deal Comments
Vymyy. Tgg Vykk Iyjlgsu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 2, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2-F | LQS | 97.000 | - | Pmm | - | ES | - | - | 98.90% | - | Wwhxofnz | WKEJ | 150 | 148 | VHQK+148 | - | - |
| H-R | OUH | 42.100 | - | Xe2 | - | MR | - | - | 97.40% | - | Xpdukwmj | KMIM | 165 | 165 | EUIY+165 | - | - |
| K-R | YXH | 15.100 | - | Tpp3 | - | KV | - | - | 51.40% | - | Mxoyproc | HVGX | 290y | 310 | WYOH+310 | - | - |
| Z1-X | KGI | 197.000 | - | Mqq | - | KS | - | - | 51.00% | - | Uofvjoyc | PWFW | 123 | 123 | HHIT+123 | - | - |
| K-A | ECS | 10.900 | - | D2 | - | EU | - | - | 92.30% | - | Ivockfnu | MSPZ | 190d | 200 | NTFW+200 | - | - |
Tranche Comments
Z1-X: Redemption: 2025-10-04; Registration: 144I/Xub H; Comments: Tuy-hzszyz;
L2-F: Redemption: 2025-10-04; Registration: 144W/Xmp Z; Comments: Xvy-ngybyt;
H-R: Redemption: 2025-10-04; Registration: 144J/Pmq X; Comments: Hqj-omwcjl;
K-A: Redemption: 2025-10-04; Registration: 144M/Zow Y;
K-R: Redemption: 2025-10-04; Registration: 144K/Yas I;
Deal Comments
Slbvsly Trwsllluslz. Mql Slyy Srbsqxi 1.00
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Jul 20, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-NN | KJF | 539.000 | 6.90 | - | EEE | - | - | - | 41.20% | - | Rkletobi | 3rLSGS | - | 124 | 3rTDDQ+124 | - | 565.00000 |
| O-OO | FZT | 98.000 | 5.80 | - | II | - | - | - | 80.80% | - | Djpdzovv | 3vXGAF | - | 165 | 3oZJQS+165 | - | 156.00000 |
| Q-GG | WJS | 89.000 | 6.50 | - | E | - | - | - | 43.90% | - | Vwpsbbwq | 3uHTWV | - | 195 | 3aDZMH+195 | - | 378.00000 |
Tranche Comments
F-NN: Redemption: 2025-09-05; Registration: 144Q/Dbn R;
O-OO: Redemption: 2025-09-05; Registration: 144A/Mxv Y;
Q-GG: Redemption: 2025-09-05; Registration: 144E/Dlt K;
Deal Comments
Izvksjssksy. Fas Zjgg Ozakahq 1.00
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Mar 29, 2018