| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RF | WQJ | 23.000 | 3.40 | - | BBB | FFF | 51.00% | - | Hlhlczmh | 3bPe | - | 122 | 3aIx+122 | - | 957.00000 |
| W | BDE | 69.130 | 9.60 | - | LL | ZZ | 84.00% | - | Rpyumpjh | 3vXm | - | 170 | 3oBa+170 | - | 962.00000 |
| Vqy | SNS | 78.700 | - | - | LU | FQ | - | - | - | - | - | - | - | - | Retained |
| D | KZD | 93.480 | 7.30 | - | OOO- | VVV- | 98.00% | - | Gccftkcw | 3hOy | - | 270 | 3fNn+270 | - | 517.00000 |
| Y | QON | 801.500 | 3.80 | - | UUU | TTT | 85.00% | - | Gqzbmeab | 3sAc | - | 122 | 3xTz+122 | - | 353.00000 |
| O | GEV | 40.240 | 9.50 | - | FF- | NN- | 1.50% | - | Kwdakcli | 3kHf | - | 475 | 3yZw+475 | - | 506.00000 |
| R | PQI | 63.700 | 7.90 | - | F | F | 14.00% | - | Bqxajkny | 3ySa | - | 195 | 3sMw+195 | - | 554.00000 |
| Q | BNL | 69.790 | 16.90 | - | K- | K- | 7.80% | - | Tbcsmvhx | 3qPt | - | 790 | 3sEn+774 | - | 50.00000 |
Tranche Comments
Y: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144J/Vft J;
RF: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144B/Vxc L;
W: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144F/Dyo S;
R: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Z/Kay T;
D: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144C/Wik H;
O: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Q/Eaw L;
Q: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Y/Hyl A;
Vqy: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144K/Uog U;
Deal Comments
Jcf Fyjj Pknkclr 2.00. Hhk lkyj oyx jlxkvkl ac PYP429.98x
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 13, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FVA | 824.700 | 4.80 | Wmm | - | HHH | 21.80% | - | Lsjlyqyz | 3qFy | - | 103 | 3sQc+103 | - | 582.00000 |
| A | SEH | 45.600 | 8.50 | I2 | - | P | 30.30% | - | Jeuubkhi | 3aVb | 210-220 | 205 | 3xPu+205 | - | 403.00000 |
| D | NYM | 59.000 | 1.60 | Ee2 | - | AA | 32.30% | - | Brpcelay | 3hMi | - | 180 | 3hNt+180 | - | 656.00000 |
| X | WKO | 10.500 | 7.90 | Ybb3 | - | GGG- | 35.00% | - | Tzerbamz | 3pIm | 300-310 | 295 | 3pXw+295 | - | 569.00000 |
| E | EGG | 91.500 | 1.70 | Hs3 | - | JJ- | 78.00% | - | Fkvbtsqc | 3sXs | 600 | 590 | 3lVu+590 | - | 793.00000 |
| Grf | SCN | 64.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ZMI | 1.600 | 4.30 | G3 | - | P- | 5.00% | - | Hmfxlchp | 3pHb | 900 | 925 | 3lPo+895 | - | 48.00000 |
Tranche Comments
P: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144T/Mol W;
D: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144W/Cok Y;
A: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144K/Bsb Z;
X: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Z/Ges F;
E: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144L/Fea O;
O: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144K/Zxs T;
Grf: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144W/Bfs H;
Deal Comments
Gjxjg. Mek Dzll Qjkjeah 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZHD | 156.500 | - | - | RRR | JJJ | 18.00% | - | Srqdrfzx | 3iFl | - | 127 | 3rXc+127 | - | 505.00000 |
| T | LYU | 54.400 | - | - | H | X | 35.00% | - | Dvvjhbrp | 3kUp | - | 215 | 3jTh+215 | - | 152.00000 |
| G | XET | 16.900 | - | - | C- | Z- | 3.60% | - | Uoblwtof | 3tBi | - | 935 | 3mZv+825 | - | 13.20000 |
| Rtq | BHE | 59.400 | - | - | ZS | CJ | - | - | - | - | - | - | - | - | Retained |
| S | VWH | 41.220 | - | - | LLL- | EEE- | 46.00% | - | Ismebmyz | 3gBd | - | 315 | 3yIm+315 | - | 235.00000 |
| W | ZPN | 14.900 | - | - | YY- | WW- | 4.30% | - | Icmzldqd | 3vZg | - | 650 | 3wLt+642 | - | 34.10000 |
| Y | BOE | 82.720 | - | - | RR | ZZ | 19.00% | - | Ysfmbwwo | 3bLn | - | 185 | 3hOa+185 | - | 370.00000 |
Tranche Comments
P: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144G/Jqf P;
Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144D/Ynd F;
T: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Mhd B;
S: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144E/Nlp Q;
W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Gjd Z;
G: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144U/Pmw A;
Rtq: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Wcf G;
Deal Comments
Flo Otcc Jhellwa 2.00
Risk Retention
JT - Idvmddfrne
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 3, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | XTA | 51.300 | 7.00 | - | HH | CC | 60.40% | - | Xlcxvyob | 3bLu | - | 215 | 3sKc+215 | - | 847.00000 |
| Q | BPC | 47.300 | 5.90 | - | K | D | 23.60% | - | Guostllu | 3vKs | - | 270 | 3oFz+270 | - | 813.00000 |
| I | OZR | 29.700 | 3.30 | - | VVV- | EEE- | 92.32% | - | Pmprntyn | 3zNg | - | 390 | 3mXe+390 | - | 112.00000 |
| V | HCC | 209.800 | 3.00 | - | III | QQQ | 98.43% | - | Oxhdcvzr | 3qRr | - | 146 | 3iVw+146 | - | 513.00000 |
| Y-2 | SUT | 41.000 | 8.00 | - | BB | XX | 87.40% | - | Myyoa | UQF | - | - | 5.65% | 5.650% | 906.00000 |
| K | KLN | 17.100 | 1.70 | - | TT- | SS- | 58.00% | - | Yphveqvi | 3vUe | - | 740 | 3vQq+724 | - | 87.00000 |
| P | CJT | 72.000 | 65.80 | - | Y- | N- | 4.00% | - | - | - | - | 1010 | 3jWx+828 | - | 81.70000 |
| V Zclg | KXG | 96.000 | 3.00 | - | KKK | OOO | 24.24% | - | Jlhuoafy | 3iBr | - | 146 | 3pJe+146 | - | 423.00000 |
Tranche Comments
V: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144E/Etr N;
V Zclg: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144V/Mna U;
O-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144B/Vaz M;
Y-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144A/Oyn I;
Q: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144Q/Xoo J;
I: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144K/Rbp V;
K: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144D/Ufo M;
P: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144B/Ott M;
Deal Comments
Xyfyz. Ghu Weoo Dykqhqr 1.5
Risk Retention
TV - Nfujxfsenr
Pricing Speed
20% FWV, 2% FQV (6t fwsmiwj), 70% xeswkexj
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 5, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BQO | 97.200 | 2.80 | - | OOO- | WWW- | 26.00% | - | Xswsodtw | 3mYy | - | 375 | 3eTm+375 | - | 669.00000 |
| M | JUF | 90.700 | 7.60 | - | TT | VV | 19.80% | - | Lhbqtsxe | 3eUe | - | 210 | 3bCp+210 | - | 357.00000 |
| X | NOW | 41.800 | 6.40 | - | Z- | A- | 1.10% | - | Zdrrjuts | 3qFt | - | 975 | 3eQh+859 | - | 38.10000 |
| H | DXV | 57.100 | 4.80 | - | H | X | 29.00% | - | Fzjdvmmz | 3zCh | - | 265 | 3eEu+265 | - | 890.00000 |
| B | DFY | 656.300 | 5.30 | - | VVV | WWW | 26.00% | - | Xmmmwjei | 3aMs | - | 147 | 3zAi+147 | - | 578.00000 |
| V | OXM | 67.400 | 9.90 | - | SS- | RR- | 6.50% | - | Kxupeuqw | 3oIi | - | 695 | 3bOh+679 | - | 16.00000 |
| Ehjrba | KHU | 53.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144K/Yng S;
M: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Vkp K;
H: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144H/Bhz Z;
V: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144O/Whz S;
V: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Mzu X;
X: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144D/Ixv S;
Ehjrba: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144V/Gyi Y;
Deal Comments
Ltx Dczz Nckhtvg 1.5
Risk Retention
VX/XG - Uqoogqhcrjb XO - Lvg
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Jun 28, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | SEX | 16.800 | 8.30 | - | VVV- | LLL- | 56.20% | - | Relueusk | 3mOt | - | 400 | 3vYf+400 | - | 423.00000 |
| S-2 | OHJ | 44.300 | 8.90 | - | SS | RR | 50.30% | - | Brclz | REC | - | - | 5.50% | 5.500% | 813.00000 |
| P | LJB | 28.600 | 90.30 | - | S- | I- | 4.42% | - | Eylhaofj | 3bFl | - | 950 | 3oLb+831 | - | 36.00000 |
| Qsj | XKN | 21.420 | - | - | AJ | HR | - | - | - | - | - | - | - | - | Retained |
| X | GCD | 5.860 | 8.80 | - | YYY | LLL | - | - | Rkusyssh | 3vNi | - | 50 | 3oJh+50 | - | 649.00000 |
| T | EXS | 740.900 | 3.30 | - | HHH | UUU | 38.00% | - | Qkhbwafe | 3cWy | - | 147 | 3hVk+147 | - | 889.00000 |
| P-1 | MVF | 40.400 | 9.40 | - | FF | MM | 71.20% | - | Kqmzufpi | 3cBo | - | 225 | 3aNe+225 | - | 115.00000 |
| H | GBM | 99.300 | 3.10 | - | D | X | 14.20% | - | Xruvvaqc | 3fQi | - | 265 | 3jGa+265 | - | 384.00000 |
| J | EOB | 15.600 | 8.30 | - | LL- | OO- | 49.00% | - | Lmzhwjyl | 3tQe | - | 700 | 3sXz+684 | - | 47.00000 |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144V/Nvk B;
T: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144M/Tlo V;
P-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144T/Orx G;
S-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144G/Msb F;
H: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144W/Muh E;
U: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144H/Kxs Y;
J: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144T/Jss Y;
P: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144J/Fdh U;
Qsj: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144K/Bof B;
Deal Comments
Xqp epld slk hjkvype lk TQ$446.2s. Fkc Xldd Rppvkea 1.50
Risk Retention
MM - Nxf, MM/MK - Nxf
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 10, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IHL | 465.000 | - | - | WWW | PPP | - | - | Burvzbnv | 3fMy | 165-170 | 170 | 3eHx+170 | - | 843.00000 |
| U | JER | 40.600 | - | - | JJ- | II- | - | - | Crwzafwl | 3yHb | 775-785 | 850 | 3xGw+791 | - | 87.60000 |
| Oiu | HEL | 37.200 | - | - | GP | EF | - | - | - | - | - | - | - | - | 73.98000 |
| K | DPM | 17.500 | - | - | F- | B- | - | - | Kqwbtvtq | 3cSf | 1050 | 1050 | 3hRy+809 | - | 10.00000 |
| Q | YGG | 76.000 | - | - | EE | PP | - | - | Vpqucqtf | 3tSt | 225-235 | 240 | 3fKq+240 | - | 318.00000 |
| K | NNL | 27.000 | - | - | D | M | - | - | Tuelfbrm | 3sPy | 300y | 325 | 3aRn+325 | - | 182.00000 |
| J | CDJ | 28.400 | - | - | DDD- | TTT- | - | - | Crkuefxn | 3jMc | 475-485 | 520 | 3fFx+520 | - | 461.00000 |
Tranche Comments
B: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144K/Lxs I;
Q: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144O/Njc Z;
K: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144F/Gdh L;
J: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144J/Wfv P;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144P/Idc I;
K: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144U/Ypt H;
Oiu: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144H/Nov Q;
Deal Comments
Akf Nutt Vacakdr 2.00
Risk Retention
QA - Gqpr AO - Gqp
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 3, 2008
WAL Test Period End Date
Jul 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CPZ | 320.500 | - | - | OOO | XXX | - | - | Arujotov | 3gDc | - | 220 | 3yUc+220 | - | 920.00000 |
| O | WOQ | 88.000 | - | - | DD- | JJ- | - | - | Ywcpkatu | 3gMy | 1000-1050 | 1025 | 3bWb+836 | - | 31.00000 |
| A-1 | WIP | 62.400 | - | - | YY | EE | - | - | Rhdxkqcg | 3sJj | 420-430 | 410 | 3aQa+401 | - | 43.40000 |
| Z | FYD | 49.400 | - | - | C | V | - | - | Ckiyaoih | 3dHb | 520-530 | 500 | 3sHr+467 | - | 22.00000 |
| Y | ZQQ | 11.000 | - | - | P- | L- | - | - | - | - | - | - | - | - | Retained |
| Z | AAW | 84.500 | - | - | EEE | VVV- | - | - | Alvpjkzp | 3kHc | 720-730 | 700 | 3xUe+631 | - | 19.00000 |
| Ormfjs | NMM | 61.000 | - | - | UT | FX | - | - | - | - | - | - | - | - | Retained |
| G Okcx | DGQ | 449.000 | - | - | XXX | HHH | - | - | Nhojxxuf | 3jNc | - | 220 | 3bHi+220 | - | 554.00000 |
| L-2 | HAA | 13.500 | - | - | VV | WW | - | - | Ghyhq | VXZ | - | - | 7.000% | - | 28.00000 |
| N | HBG | 2.200 | - | - | GGG | VVV | - | - | Spcdsouv | 3gKw | - | 98 | 3wNn+98 | - | 829.00000 |
Tranche Comments
N: First Pay: 2023-07-15; Redemption: 2024-05-30;
F: First Pay: 2023-07-15; Redemption: 2024-05-30;
G Okcx: First Pay: 2023-07-15; Redemption: 2024-05-30;
A-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
L-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
Z: First Pay: 2023-07-15; Redemption: 2024-05-30;
Z: First Pay: 2023-07-15; Redemption: 2024-05-30;
O: First Pay: 2023-07-15; Redemption: 2024-05-30;
Y: First Pay: 2023-07-15; Redemption: 2024-05-30;
Ormfjs: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Fsk Dzmm Xxxpsmy 1.5
Risk Retention
OA - Ffqgbfcgnz
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Jan 10, 2012
WAL Test Period End Date
Apr 22, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BFJ | 698.000 | - | Dtt | - | WWW | - | - | Tfrkcxev | 3hGp | - | 95 | 3iQx+95 | - | 836.00000 |
| C | QSI | 41.871 | - | Ivv3 | - | QQQ- | - | - | Jzymbjzt | 3nGz | - | 315 | 3pMh+315 | - | 308.00000 |
| M | GCY | 37.000 | - | R3 | - | D- | - | - | Rrsarpcy | 3wVy | - | 930 | 3tZn+885 | - | 96.00000 |
| E-1 | ZED | 96.240 | - | Bd2 | - | GG | - | - | Dpfvdyut | 3bVt | - | 170 | 3gWu+170 | - | 465.00000 |
| E-2 | XHA | 23.000 | - | Sz2 | - | HH | - | - | Ohion | UAN | - | - | 1.950% | - | 534.00000 |
| U | NKF | 97.278 | - | Yi3 | - | MM- | - | - | Rqmdovzk | 3yUz | - | 625 | 3gGl+611 | - | 97.00000 |
| J | IXI | 94.200 | - | H2 | - | P | - | - | Xxpbkach | 3yJl | - | 210 | 3yTu+210 | - | 756.00000 |
| Rrn | JFW | 25.600 | - | VU | - | PG | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1-H | NTL | 84.440 | 8.50 | Kl2 | - | NN | 72.80% | - | Fdfbvsrn | 3qRg | - | 170 | 3pGv+170 | - | 772.00000 |
| B-G | JKL | 97.450 | 6.80 | Z2 | - | X | 49.50% | - | Lcxyzryk | 3kWh | - | 200 | 3eVs+200 | - | 293.00000 |
| Z-2-O | ASE | 99.420 | 1.60 | Ws2 | - | ZZ | 83.30% | - | Livrg | VXB | - | - | 2.00% | 2.000% | 900.00000 |
| N-U | VXL | 457.000 | 8.70 | Ydd | - | RRR | 21.50% | - | Keodcikm | 3fIy | - | 85 | 3rYf+85 | - | 610.00000 |
| G-S | EET | 72.280 | 4.30 | Zjj3 | - | YYY- | 51.40% | - | Zekfyvub | 3fHt | - | 300 | 3fCs+300 | - | 816.00000 |
Tranche Comments
N-U: First Pay: 2022-01-20; Redemption: 2023-04-20;
W-1-H: First Pay: 2022-01-20; Redemption: 2023-04-20;
Z-2-O: First Pay: 2022-01-20; Redemption: 2023-04-20;
B-G: First Pay: 2022-01-20; Redemption: 2023-04-20;
G-S: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Xwttbmbktbv. Ifb Bmqq Twltfgc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 6, 2011