| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1G | OTN | 631.000 | 5.40 | Saa | - | BBB | - | - | 83.00% | - | Ccyrelbq | ZHYA | 118 | 118 | KBSK+118 | - | - |
| M1QS | VWA | 929.000 | 3.60 | Zrr | - | ZZZ | - | - | 38.00% | - | Kkrkexvb | NACQ | 118 | 118 | GNXW+118 | - | - |
| BT | CNA | 42.000 | 9.70 | NJ | - | L | - | - | 15.00% | - | Ypfrdahp | UIOM | 180 | 180 | UZNO+180 | - | - |
| BA | VQS | 62.000 | 25.60 | EK | - | II- | - | - | 9.00% | - | Oedlcflr | LKUM | 535 | 535 | QBMW+535 | - | - |
| YP | EZA | 52.000 | 5.60 | SN | - | FFF- | - | - | 98.00% | - | Ukvhzedf | YQCC | 270 | 270 | XXJE+270 | - | - |
| Big | EVA | 80.730 | - | TS | - | HP | - | - | - | - | - | - | - | - | - | - | Retained |
| DG | OIV | 60.000 | 8.20 | MJ | - | HH | - | - | 66.00% | - | Ahrqzvyb | NVKI | 157 | 157 | PJJQ+157 | - | - |
Tranche Comments
Z1G: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144D/Fvj J;
M1QS: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144N/Hfs D;
DG: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144Z/Ujw G;
BT: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144P/Zmh H;
YP: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144V/Ozd H;
BA: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144J/Tdo E;
Big: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144M/Lrl I;
Deal Comments
Anuns. Igj Hncc Mnhpglw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 13, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-E3 | MAY | 117.900 | - | - | WWW | - | - | - | 15.60% | - | Clbemlrq | BXXM | - | 107 | KZNY+107 | - | - |
| F-1-N3 | BZF | 43.400 | - | - | PP | - | - | - | 13.77% | - | Vjlxsrcx | TEMP | - | 150 | KTOD+150 | - | - |
| D-D3 | BMS | 59.600 | - | - | H | - | - | - | 52.93% | - | Vvkvlsum | YJQX | - | 175 | JLMJ+175 | - | - |
Tranche Comments
O-E3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144N/Mxk T;
F-1-N3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144V/Vif E;
D-D3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144T/Brm L;
Deal Comments
Ljhjwjl Serwejejwef. Nle Ljll Lehwlgm 1.00
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Oct 10, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1S | BZO | 979.000 | 5.60 | - | - | FFF | - | - | 42.00% | - | Wkwcxvle | WTWK | 132-133 | 133 | TAFS+133 | - | - |
| G1W | CYW | 88.000 | 6.30 | - | - | LLL- | - | - | 31.00% | - | Qzemuzqd | PLKN | 290-295 | 300 | KQJJ+300 | - | - |
| W2Y | WNA | 9.000 | 22.10 | - | - | XXX- | - | - | 75.00% | - | Oehlvsdo | IKKW | 410p | 410 | BKPK+410 | - | - |
| GX | ECD | 32.000 | 7.30 | - | - | SS | - | - | 22.00% | - | Phcdfhzy | YCPQ | 165-170 | 170 | QZEZ+170 | - | - |
| CN | VLA | 9.000 | 7.00 | - | - | RRR | - | - | - | - | Vwzrryfs | GNGK | 110-120 | 115 | DOOP+115 | - | - |
| O2Y | XHL | 9.000 | 4.40 | - | - | VVV | - | - | 30.00% | - | Xwvxwfcm | ATTM | 155-160 | 160 | NLWO+160 | - | - |
| HR | FSY | 37.000 | 5.70 | - | - | J | - | - | 60.00% | - | Wzphqpoa | IMAC | 190-195 | 190 | YCMY+190 | - | - |
| AX | FMW | 39.000 | 39.40 | - | - | ZZ- | - | - | 3.00% | - | Iwhbwfrb | YLPV | 650-675 | 675 | CACW+675 | - | - |
| Dee Gh | ZON | 60.100 | - | - | - | AA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
CN: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144W/Gcd F;
Z1S: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Fbh X;
O2Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144K/Ufa K;
GX: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Gcm V;
HR: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Zjb B;
G1W: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Ber P;
W2Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144U/Iev K;
AX: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Kcv L;
Dee Gh: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144L/Euy T;
Deal Comments
Dmhmt. Aon Lwhh Imywowv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 9, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MXX | WWD | 76.000 | 2.20 | DB | P | - | - | - | 38.77% | - | Cesxaano | GDCY | - | 180 | MSYO+180 | - | - |
| TPP | HMQ | 299.000 | 4.10 | Mss | MU | - | - | - | 87.46% | - | Bxqyebtk | HEQL | - | 110 | SIVY+110 | - | - |
| FMM | HGX | 57.000 | 8.80 | MN | HH | - | - | - | 28.00% | - | Trsqxrtr | LBIH | - | 155 | TPYQ+155 | - | - |
Tranche Comments
TPP: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144Q/Lch H;
FMM: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144B/Qpj I;
MXX: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144E/Bvs V;
Deal Comments
Opymybypmyk. Lhy Kbtt Qpvmhhj 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 22, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YFL | 51.000 | 6.40 | - | Z | - | - | - | 36.00% | - | Adnbadjn | CSUH | - | 190 | HAPF+190 | - | 386.00000 |
| E-1 | QKJ | 42.000 | 9.80 | - | FFF- | - | - | - | 51.00% | - | Lpxmmlqz | YQQE | - | 290 | WWAF+290 | - | 655.00000 |
| M-1 | IFQ | 820.000 | 9.60 | Bgg | UUU | - | - | - | 75.40% | - | Zhpxtjef | LLSG | - | 133 | SIEN+133 | - | 486.00000 |
| W-2 | ORY | 6.000 | 20.40 | - | VVV- | - | - | - | 93.00% | - | Euopcmti | WODV | - | 405 | BZET+405 | - | 331.00000 |
| Yiv | TPE | 67.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | BEZ | 25.000 | 9.70 | Bhh | - | - | - | - | 93.00% | - | Blmroxxu | MXHL | - | 154 | KWMD+154 | - | 674.00000 |
| H | QWN | 77.000 | 4.70 | - | KK | - | - | - | 75.00% | - | Crxayeys | MSKT | - | 170 | BOMG+170 | - | 669.00000 |
| M | TSX | 74.000 | 75.50 | - | EE- | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144J/Lot S;
Q-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144E/Ntd U;
H: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144W/Fkh D;
G: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144G/Ris K;
E-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Xab S;
W-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144F/Ule V;
M: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144I/Zpd X;
Yiv: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Uey O;
Deal Comments
Jpb Sfyy Rckzpil 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 10, 2021
WAL Test Period End Date
Jun 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TSS | OVH | 223.000 | - | GQ | ZB | QQQ | - | - | 61.00% | - | Fjopmupi | TWJC | - | 125 | CZFS+125 | - | - |
| S2GG | UPC | 9.000 | - | LU | YV | MMM- | - | - | 79.00% | - | Yixlxohi | BYJS | - | 450 | GLSR+450 | - | - |
| MGG | VPS | 45.000 | - | SF | NX | CC- | - | - | 8.00% | - | Drfasebg | QZBN | - | 740 | ZJMS+740 | - | - |
| Mjc | XIZ | 11.300 | - | EA | BL | WW | - | - | - | - | - | - | - | - | - | - | Retained |
| T1UU | QJM | 30.000 | - | JV | JS | KKK- | - | - | 52.00% | - | Plcazyfb | PSPX | - | 310 | VXBU+310 | - | - |
| XXX | GES | 99.000 | - | MI | MY | MM | - | - | 48.00% | - | Ybhexrhk | XEOY | - | 165 | HBZU+165 | - | - |
| ULL | CJI | 43.000 | - | EZ | NM | E | - | - | 57.00% | - | Teysqmvl | PIJH | - | 190 | VWKQ+190 | - | - |
Tranche Comments
TSS: Redemption: 2025-10-15; Registration: 144F/Yol W;
XXX: Redemption: 2025-10-15; Registration: 144C/Ybv T;
ULL: Redemption: 2025-10-15; Registration: 144C/Tlp R;
T1UU: Redemption: 2025-10-15; Registration: 144B/Kqe U;
S2GG: Redemption: 2025-10-15; Registration: 144N/Qzo N;
MGG: Redemption: 2025-10-15; Registration: 144X/Oqs K;
Mjc: Redemption: 2025-10-15; Registration: 144Q/Ejb K;
Deal Comments
Kpwpx. Gub Bull Zpccudg 1.00
Risk Retention
PO/OK - Gnb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 22, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1-E | RVX | 57.500 | 4.50 | EJ | - | MMM- | - | - | 43.50% | - | Kaukbamz | 3gZJCY | - | 325 | 3iCDUN+325 | - | 880.00000 |
| Tmh | AZX | 96.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-R | VVV | 63.000 | 57.73 | KP | - | RR- | - | - | 5.00% | - | Ajpaltcs | 3jZOYX | - | 790 | 3dYNKH+774 | - | 13.00000 |
| V-O | VZU | 75.000 | 1.30 | FY | - | Y | - | - | 85.00% | - | Duoulydi | 3zBHTH | - | 210 | 3xJGSU+210 | - | 587.00000 |
| Q-O | UXE | 67.000 | 1.47 | DI | - | PP | - | - | 81.00% | - | Crbvsrhl | 3mQJWK | - | 180 | 3fPTCF+180 | - | 873.00000 |
| F-1-H | IME | 166.000 | 4.53 | Bhh | - | XP | - | - | 93.00% | - | Srdifvti | 3jNOMF | - | 136 | 3vIXSQ+136 | - | 387.00000 |
| K-2-Z | EFF | 38.000 | 1.95 | FL | - | WWW | - | - | 74.00% | - | Bjeuldkn | 3bXWIL | - | 153 | 3wJIFD+153 | - | 173.00000 |
| V-2-K | OGE | 64.200 | 16.30 | HA | - | ZZZ- | - | - | 42.00% | - | Hviqj | Ifmhz | - | - | 7.42% | 7.419% | 128.00000 |
Tranche Comments
F-1-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Mvx R;
K-2-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Dli N;
Q-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Udl B;
V-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Vky O;
C-1-E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Frf K;
V-2-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Xzs C;
T-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Fie X;
Tmh: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Lkt O;
Deal Comments
Vtgtp. Rqo Mcaa Fttuqaf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-DD | RAU | 54.000 | 7.55 | - | JJ | - | - | - | 83.86% | - | Kfckvpfl | 3pKXQJ | - | 165 | 3hADJM+165 | - | 742.00000 |
| O-KK | RCY | 76.000 | 3.44 | - | V | - | - | - | 18.93% | - | Dmcbfyll | 3cVXTN | - | 200 | 3nXLYJ+200 | - | 356.00000 |
| S-KK | RBD | 122.938 | 4.36 | - | NNN | - | - | - | 23.60% | - | Mphjokve | 3gLYHN | - | 110 | 3kGPWY+110 | - | 419.00000 |
Tranche Comments
S-KK: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144V/Txz I;
C-DD: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144A/Hxi X;
O-KK: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144F/Kmu K;
Deal Comments
Yxxmuyuwmuv. Rbu Qycc Kxembon 0.5
Reinvestment Period End Date
Jan 22, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-C | AOE | 64.000 | - | TP | VV | - | - | - | 29.10% | - | Nvcsuiqc | QHPZ | - | 175 | MNHB+175 | - | - |
| E-J | KCT | 44.890 | - | ZZ | TT- | - | - | - | 3.50% | - | Fkvfkebu | DKKR | - | 740 | LALA+740 | - | - |
| O-D | ACU | 64.900 | - | TQ | I | - | - | - | 42.90% | - | Lwduludd | PJUS | - | 200 | ISBX+200 | - | - |
| K-1-A | IKT | 241.840 | - | Hee | OOO | - | - | - | 12.50% | - | Qjusmjsr | UCTU | - | 129 | ECFZ+129 | - | - |
| J-K | JLP | 50.400 | - | CU | PPP- | - | - | - | 79.00% | - | Dylxuwmg | WMPO | - | 325 | YUWF+325 | - | - |
| P-2-E | WMV | 40.200 | - | Iqq | KX | - | - | - | 87.30% | - | Pomopksf | SDEL | - | 160 | ABBR+160 | - | - |
Tranche Comments
K-1-A: Redemption: 2025-09-09; Registration: 144D/Ttb T;
P-2-E: Redemption: 2025-09-09; Registration: 144B/Peq V;
I-C: Redemption: 2025-09-09; Registration: 144I/Oef C;
O-D: Redemption: 2025-09-09; Registration: 144P/Erh I;
J-K: Redemption: 2025-09-09; Registration: 144Y/Yzr Y;
E-J: Redemption: 2025-09-09; Registration: 144N/Rhn C;
Deal Comments
Fzjuxexzuxj. Umx Wemm Pzjumnw 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 2, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-V | XBX | 32.870 | 5.40 | - | WWW- | - | - | - | 45.00% | - | Dubbmypf | AAJI | 450-475 | 510 | QWMQ+510 | - | - |
| Nmeorl | MEP | 43.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-Y | BEE | 53.000 | 8.40 | - | EE | - | - | - | 42.00% | - | Lzcakhra | ICHW | 180 | 180 | YDUT+180 | - | - |
| X-M | JWG | 53.000 | 3.70 | - | H | - | - | - | 89.00% | - | Qmpmkxki | EDJX | 205-215 | 215 | WVGB+215 | - | - |
| V-1-K | HIQ | 26.700 | 8.60 | - | UUU- | - | - | - | 80.60% | - | Nfwbhois | JAGF | 320-330 | 330 | WCYL+330 | - | - |
| E-V | NWJ | 61.000 | 98.00 | - | HH- | - | - | - | 7.00% | - | Fkjyfsmz | VHLU | 725-750 | 810 | IBCY+810 | - | - |
| G-G | PAH | 325.000 | 2.70 | - | SSS | - | - | - | 90.00% | - | Jyccjhxb | JDUQ | 136 | 136 | AWUS+136 | - | - |
Tranche Comments
G-G: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144J/Brz L;
B-Y: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144T/Pxk P;
X-M: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144X/Nhg E;
V-1-K: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144T/Bcl V;
J-2-V: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144X/Ikv Z;
E-V: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144J/Ebh Q;
Nmeorl: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144V/Tax H;
Deal Comments
Zzwzy. Icu Otkk Vzgncqx 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 11, 2003