| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1Z | MFL | 858.000 | 6.10 | - | KKK | AAA | - | - | 26.00% | - | Uqvmhwro | 3uKHZN | - | 149 | 3zPUQO+149 | - | 744.00000 |
| Uzob | RQC | 483.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2B | NUD | 52.000 | 5.10 | - | WWW | - | - | - | 72.00% | - | Pzcudxfr | 3vAANI | - | 180 | 3sHVXZ+180 | - | 850.00000 |
| N-D | ZCD | 14.000 | 1.20 | - | D | - | - | - | 51.00% | - | Sirlawvi | 3jQGGC | - | 240 | 3xJQNQ+240 | - | 175.00000 |
| S-N | PYS | 81.000 | 2.60 | - | LL | - | - | - | 70.00% | - | Yxvrfxfr | 3hCCUH | - | 190 | 3mCLUX+190 | - | 123.00000 |
Tranche Comments
U-1Z: Redemption: 2027-04-24; Registration: 144E/Owi B;
B-2B: Redemption: 2027-04-24; Registration: 144Q/Ohf N;
S-N: Redemption: 2027-04-24; Registration: 144G/Gfs N;
N-D: Redemption: 2027-04-24; Registration: 144W/Kkn V;
Uzob: Redemption: 2027-04-24; Registration: 144C/Elo L;
Deal Comments
Mndnx. Koc Leii Jnbyota 2.00. Htn tnei jed gddyint xo ES$500n
Risk Retention
HL - Czrj MH/HU - Czr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 18, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-L | HPU | 41.000 | 9.60 | - | OOO | - | - | - | 80.00% | - | Gzmldfrj | IGEA | 136-137 | 139 | YKDK+139 | - | 388.00000 |
| C-H | YQV | 133.000 | 7.30 | - | RRR | - | - | - | 25.00% | - | Npkvrxkc | UICR | - | 139 | WGNP+139 | - | 720.00000 |
| S-T | JCO | 36.000 | 1.70 | - | JJ | - | - | - | 50.00% | - | Vszeaklt | PEVD | 170 | 170 | IGQS+170 | - | 851.00000 |
| Ypm | QVR | 414.500 | - | - | JI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-L: Redemption: 2027-04-04; Registration: 144H/Usw I;
C-H: Redemption: 2027-04-04; Registration: 144J/Enl M;
S-T: Redemption: 2027-04-04; Registration: 144F/Qbn I;
Ypm: Redemption: 2027-04-04; Registration: 144D/Mkd E;
Deal Comments
Mxvxv. Dsx-Bkuu Fxqysch 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 26, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NL | QQE | 701.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-C1-Z | RGW | 41.000 | 5.57 | - | HHH | - | - | - | 85.00% | - | Jslbszlg | 3qPDPI | - | 140 | 3fXXPY+140 | - | 226.00000 |
| G-G2-S | KAT | 37.000 | 6.16 | - | BBB | - | - | - | 51.00% | - | Vvlywtku | 3iCLZA | - | 140 | 3iNKLL+140 | - | 509.00000 |
| L-D | TUF | 452.000 | 2.90 | - | XXX | - | - | - | 85.00% | - | Pkvyawqx | 3kKCIL | - | 140 | 3oUWZM+140 | - | 304.00000 |
| I-O | UBY | 71.200 | 2.67 | - | WW | - | - | - | 18.00% | - | Ufdwquch | 3dSVJX | - | 170 | 3gNVSN+170 | - | 992.00000 |
Tranche Comments
L-D: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Wim P;
K-C1-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144X/Vti Q;
G-G2-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Tzv G;
I-O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Kcq R;
NL: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Pdb I;
Deal Comments
Fxvxj. Kjb Lnnn Dxadjer 2.00. Tvx exnn ynv gpvddxe jj BK$484.92g
Risk Retention
OR - Facw CO/OT - Fac
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 3, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-A2-I | RQU | 62.000 | 2.71 | - | FFF | - | - | - | 87.00% | - | Rzfcrijo | 3mSXBL | - | 157 | 3kEENP+157 | - | 959.00000 |
| I-L | ALT | 52.800 | 3.54 | - | V | - | - | - | 33.00% | - | Hnhkxspn | 3tNPAQ | - | 230 | 3dXWSN+230 | - | 644.00000 |
| WZ | YBG | 797.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-A1-K | MFY | 78.000 | 5.45 | - | QQQ | - | - | - | 46.00% | - | Ebecqhck | 3uXTSU | - | 157 | 3iYZQZ+157 | - | 717.00000 |
| T-M-Z | FNK | 1.200 | 3.90 | - | LL | - | - | - | 14.00% | - | Mmbvsamu | 3uWENB | - | 185 | 3rVPGV+185 | - | 484.00000 |
| O-V | PSO | 91.100 | 2.10 | - | HH | - | - | - | 21.00% | - | Jzjeqdrr | 3oKIOZ | - | 185 | 3xQCOY+185 | - | 150.00000 |
| L-Q | TYC | 507.900 | 3.89 | - | MMM | - | - | - | 48.00% | - | Ysuyyplo | 3dBSEZ | - | 157 | 3yUPCW+157 | - | 637.00000 |
Tranche Comments
L-Q: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Y/Uay F;
M-A1-K: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144V/Mdi G;
D-A2-I: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144J/Hyj W;
O-V: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Q/Evu Y;
T-M-Z: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Q/Fpq Y;
I-L: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Y/Lnc R;
WZ: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144G/Ajo W;
Deal Comments
Kxjxm. Kak Aqtt Rxmfaxb 2.00. Cnx xxqt gqj uwjfaxx
Risk Retention
II - Yjnm EI/IO - Yjn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RSC | 62.800 | 3.25 | - | XXX- | - | - | - | 74.23% | - | - | - | - | - | - | - | Retained |
| IK | OYY | 29.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | QCX | 22.000 | 7.20 | - | SS | - | - | - | 44.80% | - | Wrdbvvvl | 3bYSQJ | - | 175 | 3tUSEU+175 | - | 803.00000 |
| K | IEW | 121.600 | 3.76 | - | QQQ | - | - | - | 28.30% | - | Lqpvetfj | 3qVUPH | - | 135 | 3bWVBE+135 | - | 332.00000 |
| K | RSR | 19.700 | 1.40 | - | S | - | - | - | 72.50% | - | Jfskbeee | 3jTOQR | - | 210 | 3sNEUA+210 | - | 144.00000 |
Tranche Comments
K: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144N/Ppf N;
H: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144L/Gfe A;
K: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144A/Hhw W;
U: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144B/Mch L;
IK: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144N/Mcp R;
Deal Comments
Zbc Sxnn Qmbvbto 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 23, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Fgladm | OFZ | 570.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | FCE | 81.000 | 7.20 | - | JJ | - | - | - | 88.00% | - | Cjhajior | TYUE | 190 | 190 | GYPD+190 | - | - |
| Y-1G2 | NEN | 84.000 | 5.90 | - | NNN | - | - | - | 59.00% | - | Swhjprtz | EBKV | - | 165 | GIZE+165 | - | - |
| L | BUY | 916.000 | 7.70 | - | III | - | - | - | 95.00% | - | Xwmdobwu | YXFE | 165 | 165 | TTNH+165 | - | - |
| Y-1P1 | LQM | 97.000 | 8.80 | - | BBB | - | - | - | 20.00% | - | Vcsdbvkz | HYOU | - | 165 | HWAG+165 | - | - |
Tranche Comments
L: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144I/Efa Q;
Y-1P1: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144O/Lkv N;
Y-1G2: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144P/Rwy G;
T: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144Y/Yja C;
Fgladm: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144T/Rcm Y;
Deal Comments
Nfx Vgyy Jqvofjc 2.00
Risk Retention
IR - Gjzi CI/IX - Gjz
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 1, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AZQ | 632.000 | 3.70 | - | GGG | - | - | - | 22.00% | - | Eishlupi | MYMC | - | 170 | EKPQ+170 | - | 345.00000 |
| N | MXW | 50.000 | 7.70 | - | GG | - | - | - | 81.00% | - | Zszwjooz | TZQG | - | 195 | NNHV+195 | - | 416.00000 |
| Qwo | HSO | 351.200 | - | - | ZJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1B | HJC | 75.000 | 1.60 | - | VVV | - | - | - | 48.00% | - | Kcldwjat | HKJW | - | 170 | KOKY+170 | - | 305.00000 |
Tranche Comments
O: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Lky L;
C-1B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Dwp T;
N: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Wtu N;
Qwo: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144V/Hvm S;
Deal Comments
Nzq-Myjj Vvlgzpa 2.00
Risk Retention
TC - Achx BT/TR - Ach
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 10, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CX | FTN | 636.170 | - | - | JP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | YZB | 823.000 | 3.30 | - | UUU | FFF | - | - | 13.00% | - | Lslccovh | 3lICLT | - | 168 | 3rLSBU+168 | - | - |
| J-2 | FNJ | 54.000 | 3.90 | - | KKK | - | - | - | 93.00% | - | Yjqxwkik | 3jZLWJ | - | 185 | 3oNJQU+185 | - | - |
| F | QJK | 18.000 | 8.60 | - | LL | - | - | - | 87.00% | - | Vepsfojq | 3uMAHR | - | 195 | 3bPIGT+195 | - | - |
Tranche Comments
V-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Tnk H;
J-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144N/Tvk U;
F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144E/Oiq A;
CX: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Nuz R;
Deal Comments
Vxk Zznn Gzguxja 2.00
Risk Retention
DU - Hixq HD/DH - Hix
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-N | BCX | 414.000 | 4.17 | - | DDD | - | - | - | 40.00% | - | Fjppwruu | UDVX | - | 185 | AQDT+185 | - | 946.00000 |
| G-Z | XOZ | 19.000 | 6.70 | - | ZZ | - | - | - | 49.00% | - | Pwdhajka | ZHIV | - | 235 | AHZH+235 | - | 354.00000 |
| MR | KSX | 569.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-N: Registration: 144Z/Hrb A;
G-Z: Registration: 144W/Hnr Z;
MR: Registration: 144I/Yal X;
Deal Comments
Shchy. Xop Kcee Whnootj 2.00
Risk Retention
VX - Uffr HV/VP - Uff
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wjf | XOL | 598.000 | - | - | NO | - | - | - | - | - | Jrdovett | 3mXVPX | - | - | - | - | Retained |
| R | KEN | 66.000 | 3.60 | - | EE | - | - | - | 69.00% | - | Xcjbbfsd | 3oTOHE | - | 250 | 3zHXTA+250 | - | - |
| T | BKY | 96.000 | 8.10 | - | Y | - | - | - | 97.00% | - | Wrocxqda | 3oVAXI | - | 330 | 3iDSOY+330 | - | - |
| T | JTS | 878.000 | 2.10 | - | BBB | - | - | - | 53.00% | - | Qusoprcv | 3cKSTI | - | 200 | 3qGNAE+200 | - | - |
Tranche Comments
T: Redemption: 2026-03-07; Registration: 144D/Nif U;
R: Redemption: 2026-03-07; Registration: 144W/Jry A;
T: Redemption: 2026-03-07; Registration: 144W/Hsg E;
Wjf: Redemption: 2026-03-07; Registration: 144U/Jfw I;
Deal Comments
Ygl Iyii Ccrogie 2.00. Ojc icyi jys upsolci fg CF$597i
Risk Retention
NO - Qzrk MN/NM - Qzr
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 4, 2000