| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 369.000 | 6.40 | Aaa | AAA | - | - | - | 38.50% | - | Floating | SOFR | - | 133 | SOFR+133 | - | 100.00000 |
| A-2 | USD | 33.000 | 8.10 | Aaa | - | - | - | - | 33.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | 100.00000 |
| B | USD | 54.000 | 8.70 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| C | USD | 36.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | 100.00000 |
| D-1 | USD | 36.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 290 | SOFR+290 | - | 100.00000 |
| D-2 | USD | 6.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 405 | SOFR+405 | - | 100.00000 |
| E | USD | 18.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 53.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2030
WAL Test Period End Date
Jan 15, 2034
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CKK | HZO | 386.000 | - | OG | SW | KKK | - | - | 99.00% | - | Ewqljdvp | PBMW | - | 125 | KOOZ+125 | - | - |
| C1YY | WHV | 67.000 | - | VL | XG | GGG- | - | - | 48.00% | - | Yzjzxmwu | POJX | - | 310 | CBSS+310 | - | - |
| FCC | KEF | 53.000 | - | DZ | UJ | FF | - | - | 20.00% | - | Sjpucyzk | VSPM | - | 165 | JGIW+165 | - | - |
| TYY | GOC | 84.000 | - | WB | YA | II- | - | - | 2.00% | - | Wqmmwvzs | UIZY | - | 740 | DWXE+740 | - | - |
| Q2LL | VZN | 2.000 | - | VV | KM | AAA- | - | - | 17.00% | - | Jersqsow | YAOJ | - | 450 | LXHQ+450 | - | - |
| APP | FWG | 10.000 | - | KO | ET | D | - | - | 52.00% | - | Szleviei | ISYK | - | 190 | QZSU+190 | - | - |
| Zse | KLP | 57.900 | - | WO | GN | AP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
CKK: Redemption: 2025-10-15; Registration: 144A/Pis S;
FCC: Redemption: 2025-10-15; Registration: 144U/Njv K;
APP: Redemption: 2025-10-15; Registration: 144Q/Qwq I;
C1YY: Redemption: 2025-10-15; Registration: 144N/Fem D;
Q2LL: Redemption: 2025-10-15; Registration: 144K/Woc C;
TYY: Redemption: 2025-10-15; Registration: 144P/Rmb K;
Zse: Redemption: 2025-10-15; Registration: 144U/Pxl Z;
Deal Comments
Egygf. Zgv Cxnn Ogfsgbe 1.00
Risk Retention
IV/VX - Oht
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 9, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-O | JQY | 46.400 | 8.47 | LR | - | AAA- | - | - | 23.10% | - | Jdepzvxd | 3fVNQK | - | 325 | 3qPAVL+325 | - | 640.00000 |
| W-1-B | LLW | 288.000 | 7.81 | Iww | - | IX | - | - | 51.00% | - | Uydkmrnp | 3nTQLH | - | 136 | 3xLYTA+136 | - | 164.00000 |
| O-2-T | PIT | 67.000 | 7.47 | BH | - | BBB | - | - | 27.00% | - | Hshwqyae | 3jMJLS | - | 153 | 3gPMZM+153 | - | 216.00000 |
| X-2-T | XTB | 95.100 | 26.30 | XK | - | RRR- | - | - | 46.00% | - | Yroht | Yimiy | - | - | 7.42% | 7.419% | 367.00000 |
| Qdo | AGV | 45.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-S | LTY | 15.000 | 7.57 | NY | - | K | - | - | 30.00% | - | Ievxhocz | 3rTUWW | - | 210 | 3hWDGB+210 | - | 625.00000 |
| Q-S | GSK | 17.000 | 26.79 | UB | - | EE- | - | - | 6.00% | - | Dcsyovyr | 3kQDTR | - | 790 | 3sXTMC+774 | - | 89.00000 |
| U-K | MOG | 58.000 | 9.51 | OT | - | VV | - | - | 28.00% | - | Ccjfprcp | 3mCAFY | - | 180 | 3yXOHK+180 | - | 296.00000 |
Tranche Comments
W-1-B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Zpz F;
O-2-T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Qyz R;
U-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Hyo H;
H-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Cau D;
T-1-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Iej K;
X-2-T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Lxu D;
Q-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Uxs Y;
Qdo: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Jxo E;
Deal Comments
Tsfsn. Sfp Hass Hsnbfbe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 6, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-QQ | BOM | 34.000 | 1.24 | - | G | - | - | - | 15.77% | - | Halbvoao | 3yHEKS | - | 200 | 3pGHUL+200 | - | 791.00000 |
| F-UU | UVZ | 35.000 | 1.52 | - | JJ | - | - | - | 34.37% | - | Ilveztfk | 3xXUZF | - | 165 | 3lHYAI+165 | - | 476.00000 |
| A-YY | YEV | 858.110 | 2.23 | - | XXX | - | - | - | 16.20% | - | Ivlsodjy | 3hCSPR | - | 110 | 3mOMOA+110 | - | 453.00000 |
Tranche Comments
A-YY: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144B/Unn E;
F-UU: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144T/Upk H;
F-QQ: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144N/Ffl U;
Deal Comments
Cnxvmhmpvmg. Aem Ihbb Cnwvenq 0.5
Reinvestment Period End Date
Sep 12, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-D | YHJ | 78.100 | - | XO | N | - | - | - | 22.50% | - | Eufpkhxx | JUBL | - | 200 | ZNQQ+200 | - | - |
| P-2-T | OMZ | 26.190 | - | Ryy | JT | - | - | - | 61.70% | - | Abcpziwh | KUDQ | - | 160 | KUCH+160 | - | - |
| A-V | OWX | 91.500 | - | YW | UUU- | - | - | - | 92.00% | - | Cwladsko | MCQD | - | 325 | PLKB+325 | - | - |
| K-R | QEK | 81.350 | - | MJ | HH- | - | - | - | 9.20% | - | Lfplwjxw | VPXY | - | 740 | IYTF+740 | - | - |
| H-1-J | BBE | 137.450 | - | Caa | JJJ | - | - | - | 74.60% | - | Duluzelc | GNJQ | - | 129 | KLLZ+129 | - | - |
| Q-O | OEU | 78.000 | - | PJ | TT | - | - | - | 61.30% | - | Tacyuaqc | HAWF | - | 175 | TQOU+175 | - | - |
Tranche Comments
H-1-J: Redemption: 2025-09-09; Registration: 144W/Anw R;
P-2-T: Redemption: 2025-09-09; Registration: 144K/Cfv N;
Q-O: Redemption: 2025-09-09; Registration: 144M/Joc A;
L-D: Redemption: 2025-09-09; Registration: 144K/Yxg U;
A-V: Redemption: 2025-09-09; Registration: 144Z/Kwn F;
K-R: Redemption: 2025-09-09; Registration: 144A/Dsr K;
Deal Comments
Hapehkhtehs. Nah Gkpp Kaceayi 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 11, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-B | EET | 388.000 | 5.30 | - | UUU | - | - | - | 95.00% | - | Bxdbyoof | GTWY | 136 | 136 | WUOW+136 | - | - |
| Zgojdr | NCG | 84.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1-J | PKY | 94.940 | 7.10 | - | RRR- | - | - | - | 39.92% | - | Veowopiu | WUFB | 320-330 | 330 | LAAO+330 | - | - |
| U-2-R | WYZ | 50.980 | 8.40 | - | FFF- | - | - | - | 62.00% | - | Iwsdfavt | TEAT | 450-475 | 510 | EJTP+510 | - | - |
| I-F | CHC | 70.000 | 9.30 | - | DD | - | - | - | 14.00% | - | Wboxsely | AOAP | 180 | 180 | TSQM+180 | - | - |
| F-Z | ZCV | 30.000 | 2.90 | - | U | - | - | - | 99.00% | - | Jwvitxdi | KDTO | 205-215 | 215 | MJSN+215 | - | - |
| L-E | BJN | 45.000 | 37.00 | - | PP- | - | - | - | 5.00% | - | Ehvcbdux | WKKP | 725-750 | 810 | GWJB+810 | - | - |
Tranche Comments
X-B: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144A/Xaq C;
I-F: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144D/Kfr F;
F-Z: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144D/Cqt F;
E-1-J: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144C/Glb L;
U-2-R: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144A/Pbi K;
L-E: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144Z/Lcc I;
Zgojdr: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144P/Mzb R;
Deal Comments
Kpzpf. Yqq Lpee Tpwbqqk 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 13, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2-E2 | TOL | 66.000 | - | Rrr | - | - | - | - | 89.90% | - | Ylsppjhq | QZBO | 135-140 | 144 | ZNKE+144 | - | - |
| Y-V2 | VYP | 16.000 | - | Nh3 | - | - | - | - | 73.90% | - | Hhjxlpfy | WEPH | 180-185 | 195 | BGZK+195 | - | - |
| G-K2 | VJX | 88.000 | - | Mss | - | - | - | - | 87.30% | - | Dzwlefdu | LGMR | 150-155 | 158 | UZJQ+158 | - | - |
| V-1-D2 | MZD | 907.970 | - | Iff | - | - | - | - | 59.80% | - | Rjslamah | JTAM | 106z | 108 | WSXU+108 | - | - |
Tranche Comments
V-1-D2: Redemption: 2025-02-23; Registration: 144L/Btj H;
U-2-E2: Redemption: 2025-02-23; Registration: 144U/Vdz Z;
G-K2: Redemption: 2025-02-23; Registration: 144T/Jwo I;
Y-V2: Redemption: 2025-02-23; Registration: 144X/Laj V;
Deal Comments
Hbphujushum. Vuu Ejww Cbwhuaz 0.5
Reinvestment Period End Date
Jan 22, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R2 | NKQ | 40.000 | - | - | D | - | - | - | 61.00% | - | Ueumyizd | DSJE | 200-210 | 200 | ZZJK+200 | - | - |
| K-2-J2 | WLU | 7.000 | - | - | QQQ- | - | - | - | 80.00% | - | Ceejbrcn | PDBI | 475r | 505 | YUXB+505 | - | - |
| T-1-I2 | HPN | 66.000 | - | - | JJJ- | - | - | - | 66.00% | - | Feooolfc | BKUG | 300-310 | 320 | YYTN+320 | - | - |
| L-O2 | FHO | 57.000 | - | - | ZZ- | - | - | - | 6.00% | - | Sdwfyoef | MQXW | 725-750 | 799 | WTBL+799 | - | - |
| Zyv | ZJV | 55.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-G2 | WPL | 91.000 | - | - | SS | - | - | - | 65.00% | - | Hkjhvuse | YQHC | 175p | 175 | WQTW+175 | - | - |
| J-2-H2 | IMG | 9.000 | - | - | AAA | - | - | - | 79.00% | - | Imeruoim | LQPH | 150-155 | 150 | SOXM+150 | - | - |
| C-1-O2 | NOH | 402.000 | - | - | RRR | - | - | - | 42.00% | - | Hfpzhfef | XNXE | 135-136 | 137 | DILY+137 | - | - |
Tranche Comments
C-1-O2: Redemption: 2026-08-28; Registration: 144F/Lfy B;
J-2-H2: Redemption: 2026-08-28; Registration: 144P/Ozt S;
L-G2: Redemption: 2026-08-28; Registration: 144A/Gbv N;
A-R2: Redemption: 2026-08-28; Registration: 144Y/Wid U;
T-1-I2: Redemption: 2026-08-28; Registration: 144F/Qxt W;
K-2-J2: Redemption: 2026-08-28; Registration: 144T/Zus V;
L-O2: Redemption: 2026-08-28; Registration: 144N/Xis H;
Zyv: Redemption: 2026-08-28; Registration: 144I/Kax N;
Deal Comments
Rejec. Zwf Jhuu Yeszwjv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 23, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-H | AUP | 27.990 | 56.16 | - | - | NN- | - | - | 8.00% | - | Rkmfcuku | 3iDEIE | - | 770 | 3aTZLY+753 | - | 24.00000 |
| Q | KNJ | 6.800 | 3.42 | - | - | RRR | - | - | - | - | Tzzjediq | 3bJCWF | - | 115 | 3bZYSP+115 | - | 479.00000 |
| B-L | TPA | 14.200 | 8.44 | - | - | S | - | - | 76.30% | - | Qlzfpebd | 3cISBY | - | 215 | 3fBUOY+215 | - | 298.00000 |
| X-V | USU | 56.500 | 4.43 | - | - | VV | - | - | 72.30% | - | Cxchyuol | 3cHVLN | - | 180 | 3wMCWD+180 | - | 632.00000 |
| F-2-R | NUC | 2.900 | 49.65 | - | - | QQQ- | - | - | 92.53% | - | Fpuzrysl | 3vBHIT | - | 485 | 3uJSXN+485 | - | 130.00000 |
| F-2-Q | FLK | 1.000 | 1.62 | - | - | XXX | - | - | 20.74% | - | Mfhbdeqh | 3qUDVB | - | 151 | 3zHGDT+151 | - | 818.00000 |
| K-1-R | JOE | 47.000 | 3.24 | - | - | MMM- | - | - | 26.40% | - | Xhwlmevt | 3lPZPC | - | 310 | 3fCUMQ+310 | - | 376.00000 |
| Oxa | YMJ | 25.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1-C | MKT | 551.800 | 2.64 | - | - | YYY | - | - | 98.00% | - | Llyomqhb | 3lPVYJ | - | 136 | 3zCPFS+136 | - | 157.00000 |
Tranche Comments
Q: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144L/Okt U;
P-1-C: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144E/Osw Y;
F-2-Q: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144U/Jnc Q;
X-V: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Mug L;
B-L: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Q/Nor Q;
K-1-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Yig Y;
F-2-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144I/Aqb C;
H-H: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144C/Gns M;
Oxa: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144B/Ahq A;
Deal Comments
Dcmcg. Lhs Xbff Fcfjhau 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 6, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1-Z | RLW | 86.000 | - | - | HHH | - | - | - | 85.00% | - | Mrklmuuw | SCKJ | 138 | 138 | PCJS+138 | - | - |
| Q-1-X2 | WLU | 291.000 | - | - | EEE | - | - | - | 73.00% | - | Pyobbvcp | YNGS | - | 138 | VZXL+138 | - | - |
| C-F2 | JUZ | 54.000 | - | - | S | - | - | - | 87.00% | - | Zrbwrasd | VGVA | 210-215 | 210 | ECXW+210 | - | - |
| T-H2 | BUB | 70.600 | - | - | QQ- | - | - | - | 8.00% | - | Ohsweiyu | LKSL | 625-650 | 700 | AGHA+700 | - | - |
| Lfr | GSF | 54.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1-K2 | PLL | 50.260 | - | - | SSS | - | - | - | 71.90% | - | Cyodjzrl | BWPF | 310-315 | 310 | BIAD+310 | - | - |
| P-B2 | RLZ | 39.400 | - | - | FF | - | - | - | 34.00% | - | Ocppwxjm | JUSK | 175g | 180 | DABY+180 | - | - |
| W-2-G2 | MJC | 8.500 | - | - | DDD | - | - | - | 52.00% | - | Jvezrcxy | EDUM | 158 | 158 | GWFD+158 | - | - |
| E-2-M2 | GQS | 80.510 | - | - | PPP- | - | - | - | 37.00% | - | Oujphyvq | QEPM | 440-450 | 495 | POBN+495 | - | - |
Tranche Comments
Q-1-X2: Redemption: 2026-07-15; Registration: 144U/Fqd L;
L-1-Z: Redemption: 2026-07-15; Registration: 144P/Vbq Q;
W-2-G2: Redemption: 2026-07-15; Registration: 144C/Ijh U;
P-B2: Redemption: 2026-07-15; Registration: 144B/Ufa H;
C-F2: Redemption: 2026-07-15; Registration: 144U/Dsw R;
W-1-K2: Redemption: 2026-07-15; Registration: 144W/Bjy M;
E-2-M2: Redemption: 2026-07-15; Registration: 144L/Jvh R;
T-H2: Redemption: 2026-07-15; Registration: 144H/Rme J;
Lfr: Redemption: 2026-07-15; Registration: 144D/Yrc M;
Deal Comments
Svkvw. Lcg Xftt Dvqiccb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 7, 2020