| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OWM | 898.000 | 1.50 | - | SSS | - | - | - | 57.40% | - | Nekwahfu | YKWK | 127 | 127 | NDFR+127 | - | - |
| D Jcve | CSI | 95.000 | 9.30 | - | EEE | - | - | - | 58.90% | - | Jupqwfon | XUSQ | - | 127 | IUSR+127 | - | - |
| Q | CYK | 92.000 | 9.30 | - | CC | - | - | - | 13.20% | - | Psxhtusm | EZWO | 170-175 | 175 | MIUU+175 | - | - |
| Lchvcb | WJX | 74.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | ECX | 12.000 | 3.20 | - | A | - | - | - | 90.90% | - | Aebjevqh | XTTJ | 200-210 | 210 | JTJS+210 | - | - |
| N-1 | QFQ | 73.000 | 2.70 | - | RRR- | - | - | - | 95.70% | - | Wsostvut | GDQD | 325-340 | 345 | TGZQ+345 | - | - |
| Y | TKG | 96.000 | 5.30 | - | TT- | - | - | - | 5.70% | - | Oubdhuqd | UVCF | 625-640 | 585 | GMYX+585 | - | - |
| Y-2 | GPH | 1.000 | 5.70 | - | LLL- | - | - | - | 24.00% | - | Jmqdwhhf | ABMT | 425i | 415 | VWIN+415 | - | - |
Tranche Comments
W: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144M/Tjv N;
D Jcve: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144M/Eoi H;
Q: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144A/Czx T;
Y: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144I/Qly I;
N-1: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144E/Guh D;
Y-2: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144C/Uzw D;
Y: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144F/Gol N;
Lchvcb: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144G/Kms J;
Deal Comments
Fjm-Qtxx Uejyjco 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 29, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xer | QME | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-R | KQW | 88.000 | 4.10 | - | FFF- | - | - | - | 11.70% | - | Ldykowjj | 3rDNBX | - | 285 | 3qNIXO+285 | - | - |
| S-1S-O | VYV | 194.000 | 5.30 | - | III | HHH | - | - | 45.40% | - | Ndcbuzkw | 3nUJGG | - | - | 3tCKFY+105 | - | - |
| T-E | UWO | 82.000 | 1.20 | - | QQ | - | - | - | 52.40% | - | Lvcatcjy | 3fMDJB | - | 160 | 3vEENI+160 | - | - |
| O | YCG | 46.000 | 8.00 | - | FF- | - | - | - | 9.20% | - | - | - | - | - | - | - | - |
| J2-D | WCR | 20.000 | 7.70 | - | - | BBB | - | - | 70.20% | - | Hpkmudhk | 3eGAWI | - | 140 | 3iSWGT+140 | - | - |
| H-O | KLZ | 29.000 | 1.10 | - | H | - | - | - | 16.30% | - | Exsbpiyc | 3uYBWW | - | 200 | 3tUKEQ+200 | - | - |
| Z1P | ZFN | 24.000 | 3.10 | - | OOO | RRR | - | - | 31.40% | - | - | - | - | - | - | - | - |
Tranche Comments
S-1S-O: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144P/Ytk B;
Z1P: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144A/Tzj D; Comments: Km Vvtm;
J2-D: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144A Ptje;
T-E: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144B/Yxk V;
H-O: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144M/Fph I;
F-R: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144Q/Vks U;
O: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144L/Hcu I; Comments: Xa Xrxa;
Xer: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144A/Oig T;
Deal Comments
Ekzfvevjfvp. Kmv Yess Lkpfmlh 0.5
Reinvestment Period End Date
May 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OMS | 46.000 | - | OY | Q | DB | - | - | 86.30% | - | Vjydrhec | TYIH | - | 215 | PWOV+215 | - | - |
| Vrp | NML | 34.200 | - | CC | UE | IK | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GUZ | 697.000 | - | Uoo | OQ | MS | - | - | 90.00% | - | Srbssosk | WZIA | - | 140 | EQDB+140 | - | - |
| Y | FOQ | 66.000 | - | VT | DD | SH | - | - | 81.00% | - | Rdczvmda | ZHOH | - | 190 | HJYP+190 | - | - |
| A-1 | MSB | 69.000 | - | XE | QQQ- | XZ | - | - | 42.80% | - | Asldmzpn | EBEU | - | 375 | JCJG+375 | - | - |
| H | AZQ | 20.000 | - | VM | GG- | YK | - | - | 1.90% | - | Srqfoehf | KEAJ | - | 725 | YJVY+709 | - | - |
| T-Q | YOJ | 46.000 | - | Pbb | PP | YP | - | - | 21.00% | - | Qhqzmmnd | EXTX | - | 140 | IVTN+140 | - | - |
| Q-2 | TLT | 6.000 | - | MU | KKK- | FV | - | - | 59.00% | - | Aulvtoce | TJAH | - | 485 | ZGMO+485 | - | - |
Tranche Comments
J: Redemption: 2027-01-15; Registration: 144I/Gqo Y;
T-Q: Redemption: 2027-01-15; Registration: 144H/Yic Q;
Y: Redemption: 2027-01-15; Registration: 144H/Ewn S;
R: Redemption: 2027-01-15; Registration: 144C/Uws F;
A-1: Redemption: 2027-01-15; Registration: 144N/Woi E;
Q-2: Redemption: 2027-01-15; Registration: 144Z/Udr H;
H: Redemption: 2027-01-15; Registration: 144M/Vai D;
Vrp: Redemption: 2027-01-15; Registration: 144J/Yfj N;
Deal Comments
Mbf-Bvoo Dhnpboy 2.00
Risk Retention
WA/AJ - Okn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 31, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1-S | TET | 266.960 | - | - | YYY | - | - | - | 57.30% | - | Yfwuppbf | IIVB | 109 | 109 | DWHT+109 | - | - |
| I-V | NKS | 45.500 | - | - | YY | - | - | - | 48.30% | - | Abmeevlh | WVQW | 160-165 | 165 | EAZX+165 | - | - |
| B-J | ZKM | 27.200 | - | - | XX- | - | - | - | 6.39% | - | Xpsqvabm | KHGU | 600x | 550 | MVCW+550 | - | - |
| A-2-Y | NTA | 33.000 | - | - | OOO | - | - | - | 38.65% | - | Xbmdhwij | VCFA | 130h | 140 | HSBM+140 | - | - |
| U-V | RWZ | 79.670 | - | - | Z | - | - | - | 80.55% | - | Dsvrtffm | BKWG | 190-200 | 210 | UZBA+210 | - | - |
| D-S | EMD | 77.000 | - | - | AAA- | - | - | - | 42.61% | - | Fwqjaskj | TZSX | 320-330 | 305 | SDTM+305 | - | - |
Tranche Comments
P-1-S: Redemption: 2025-08-20; Registration: 144F/Rav E;
A-2-Y: Redemption: 2025-08-20; Registration: 144N/Mfl J;
I-V: Redemption: 2025-08-20; Registration: 144K/Xje J;
U-V: Redemption: 2025-08-20; Registration: 144C/Fpb H;
D-S: Redemption: 2025-08-20; Registration: 144G/Hox A;
B-J: Redemption: 2025-08-20; Registration: 144V/Luc Q;
Deal Comments
Jexbuaumbux. Hvu Aall Xenbvoh 0.75
Reinvestment Period End Date
Dec 20, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1-P | WOR | 398.400 | 4.20 | Aii | - | ZZZ | - | - | 31.38% | - | Dsyswzfq | XZJL | - | 137 | VEFZ+137 | - | - |
| O-Y | YIV | 10.300 | 4.90 | - | - | T | - | - | 25.50% | - | Dqaealhf | HEPK | 235 | 235 | SODG+235 | - | - |
| Y-V | QHT | 94.500 | 9.60 | - | - | HH | - | - | 49.38% | - | Drqzyreh | TOXE | 185k | 185 | QCCD+185 | - | - |
| C-X | UER | 132.600 | 2.40 | Idd | - | EEE | - | - | 34.24% | - | Rjyarkpk | MVSD | - | 137 | WMDZ+137 | - | - |
| E-1-H | ZSX | 54.000 | 9.90 | - | - | III+ | - | - | 14.12% | - | Zverulyo | HSMZ | 425e | 425 | YHHL+425 | - | - |
| Z-2-J | WGM | 9.700 | 1.60 | - | - | BBB- | - | - | 96.38% | - | Xbpuu | Nukoq | 505 | 505 | 8.37% | - | - |
Tranche Comments
E-1-P: Redemption: 2025-10-21; Registration: 144F/Fvq A;
C-X: Redemption: 2025-10-21; Registration: 144T/Jhf W;
Y-V: Redemption: 2025-10-21; Registration: 144Z/Djl A;
O-Y: Redemption: 2025-10-21; Registration: 144X/Ocl X;
E-1-H: Redemption: 2025-10-21; Registration: 144V/Jhb Q;
Z-2-J: Redemption: 2025-10-21; Registration: 144D/Nhi I;
Deal Comments
Atvsqqqisqe. Fxq Aqbb Ftesxmj 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 1, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | LOZ | 3.600 | 71.00 | - | JJJ- | - | - | - | 24.70% | - | Cyamy | - | - | 475 | 7.97% | - | 118.00000 |
| Crv | FLE | 69.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | KGX | 6.200 | 1.00 | - | UUU | - | - | - | 96.00% | - | Jmoujmlz | SCIX | - | 170 | DABV+170 | - | 965.00000 |
| J | IHI | 57.410 | 4.90 | - | QQ | - | - | - | 69.00% | - | Qvfuhmmf | TQUO | - | 195 | YUBN+195 | - | 163.00000 |
| hu | IXR | 82.208 | 5.80 | - | Q | - | - | - | 16.90% | - | Owpfbfnv | GEFK | - | 235 | PKMV+235 | - | 617.00000 |
| U-1 | WOO | 63.300 | 6.30 | - | GGG- | - | - | - | 54.70% | - | Gxvyleri | QQAL | - | 395 | IXFA+395 | - | 240.00000 |
| B-1 | LGJ | 677.860 | 7.60 | Mkk | - | - | - | - | 16.00% | - | Ghpwjiee | MYEG | - | 144.5 | WGFX+144.5 | - | 867.00000 |
| C | OPB | 84.484 | 15.70 | - | KK- | - | - | - | 7.00% | - | Txtqjant | HQUP | - | 790 | NADR+765 | - | 58.50000 |
Tranche Comments
B-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144E/Vak P;
R-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144M/Zoo C;
J: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144A/Whc P;
hu: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144L/Wcz Z;
U-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144D/Gjy G;
S-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144F/Vkb T;
C: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144I/Wtm J;
Crv: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144C/Vwg F;
Deal Comments
Wcf kfjj cja qbajcfk. Xvg Sjjj Dfnjvkp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 19, 2020
WAL Test Period End Date
Jul 14, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-F | NCI | 38.200 | 9.80 | - | - | G | - | - | 79.40% | - | Zplujpbr | 3aXXNQ | - | 260 | 3iBSAK+260 | - | - |
| P-J | LCD | 499.000 | 4.90 | Hww | - | - | - | - | 31.48% | - | Dvzawlzf | 3nZUVV | - | 140 | 3oHVYP+140 | - | - |
| K-E | RBT | 36.300 | 5.70 | - | - | HHH- | - | - | 44.50% | - | Ovyzmdrs | 3zDWIE | - | 475 | 3cQOGF+475 | - | - |
| W-T | ZSI | 56.000 | 8.30 | - | - | KK+ | - | - | 17.30% | - | Wqdlpqhp | 3xQHUL | - | 200 | 3tSWGD+200 | - | - |
| W-H | KJV | 11.600 | 4.20 | Tt3 | - | - | - | - | 6.12% | - | Hejcfmbd | 3vTXBM | - | 845 | 3jAXOW+845 | - | - |
Tranche Comments
P-J: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144W/Gsb E;
W-T: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144J/Qrk I;
P-F: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144Y/Yzk I;
K-E: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144X/Gqv C;
W-H: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144N/Hax D;
Deal Comments
Wityeieiyes. Nwe Biss Yimywng 1.00
Risk Retention
PH - Sznc PP/PV - Szn
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 11, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ONK | 755.390 | - | Uoo | BN | - | - | - | 32.20% | - | Yfrlqmll | TWHY | 160 | 160 | ECLQ+160 | - | - |
| U | CWP | 38.000 | - | IQ | I | - | - | - | 93.70% | - | Ixjpojmw | JKJZ | 260-270 | 270 | SKDL+270 | - | - |
| I-1-S | QRH | 29.732 | - | WI | UUU- | - | - | - | 11.40% | - | Jdurxwec | DODT | - | 430 | ETKU+430 | - | - |
| E-2 | BIO | 9.249 | - | GD | KKK- | - | - | - | 21.39% | - | Ysehvaor | TXYL | - | 550 | WHKU+550 | - | - |
| D | LUI | 81.348 | - | HY | FF- | - | - | - | 16.00% | - | Jdqrzcss | QLUY | 725-750 | 716 | JHWX+716 | - | - |
| Cac | JHS | 82.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-G | VHC | 48.753 | - | CG | FFF- | - | - | - | 31.30% | - | Wrljb | - | - | - | 8.217% | - | - |
| X | VLK | 96.800 | - | EN | JJ | - | - | - | 71.50% | - | Dmfxtrrl | JNQG | 205-210 | 210 | QDVM+210 | - | - |
Tranche Comments
A: Redemption: 2026-06-27; Registration: 144Z/Fcv E;
X: Redemption: 2026-06-27; Registration: 144W/Ybq H;
U: Redemption: 2026-06-27; Registration: 144Z/Cjc G;
I-1-S: Redemption: 2026-06-27; Registration: 144L/Ctl K;
K-1-G: Redemption: 2026-06-27; Registration: 144Q/Vrb W;
E-2: Redemption: 2026-06-27; Registration: 144V/Cqn I;
D: Redemption: 2026-06-27; Registration: 144T/Kru Z;
Cac: Redemption: 2026-06-27; Registration: 144P/Asn X;
Deal Comments
Euq-Tfss Ancfucm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 15, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YQY | 604.320 | - | IY | LLL | VF | - | - | 26.10% | - | Hubpfhxb | XMEW | - | 160 | DEEX+160 | - | - |
| N | XGX | 23.000 | - | ZN | KKK- | ZS | - | - | 98.30% | - | Efqbuuns | IJOX | - | 475 | LUSV+475 | - | - |
| G | KGM | 10.000 | - | IR | A | WI | - | - | 93.80% | - | Xzwvjoki | QVBV | - | 280 | WBJS+280 | - | - |
| V | GFG | 92.860 | - | SF | RR- | GA | - | - | 19.00% | - | Lufxecwx | YDYY | - | 800 | DNAK+783 | - | - |
| Egn | PJS | 76.650 | - | VH | IX | GR | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | VYN | 98.000 | - | JZ | YY | YD | - | - | 98.90% | - | Ueoqajpw | NYEG | - | 225 | ZNGT+225 | - | - |
Tranche Comments
S: Redemption: 2026-04-24; Registration: 144P/Rdz Z;
Q: Redemption: 2026-04-24; Registration: 144C/Nbx O;
G: Redemption: 2026-04-24; Registration: 144P/Raq T;
N: Redemption: 2026-04-24; Registration: 144K/Qpo N;
V: Redemption: 2026-04-24; Registration: 144G/Vnm S;
Egn: Redemption: 2026-04-24; Registration: 144C/Ffn S;
Deal Comments
Gsy Gvss Dfessbr 2.00. Zhf bfvs ovx kpxsqfb ss GY$450v
Risk Retention
VO/OI - Aou
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 20, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | LKE | 71.000 | 6.10 | - | MM | - | - | - | 46.60% | - | Wcjkx | - | - | - | 7.62% | - | - |
| A | HWV | 38.000 | 4.10 | - | OOO- | - | - | - | 40.20% | - | Yquyvhux | SSNM | 550-575 | 600 | JSSD+567 | - | - |
| J | UAI | 26.000 | 68.00 | - | TT- | - | - | - | 29.00% | - | - | - | - | - | - | - | Retained |
| Sfwapv | HBH | 53.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | YAJ | 165.000 | 2.70 | - | LLL | - | - | - | 73.40% | - | Dfrupdvy | ELBV | 185 | 185 | YJSQ+185 | - | - |
| Y-1 | QEL | 95.000 | 4.50 | - | II | - | - | - | 79.60% | - | Bbsuupxz | ZZUS | - | 315 | VBKO+315 | - | - |
| P | IVJ | 18.000 | 6.60 | - | T | - | - | - | 86.30% | - | Fypmdkne | ZBHE | 330-345 | 385 | KMDP+385 | - | - |
Tranche Comments
D: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144N/Oby C;
Y-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Wyk A;
H-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144W/Wqa E;
P: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144J/Zzp E;
A: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144G/Phd Q;
J: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144N/Zkh A;
Sfwapv: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Wea K;
Deal Comments
Wfx Amss Kjrnfbe 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 25, 2024