| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1UU | IVY | 7,034.000 | - | AI | HHH | SSS | - | - | 97.00% | - | Rmdfcafv | GGXX | - | 149 | MTHW+149 | - | - |
| BRR | ARN | 363.000 | - | XA | AA | LE | - | - | 92.60% | - | Qrrpmtkn | USKT | - | 190 | ASNE+190 | - | - |
| Hlr | NOK | 846.520 | - | MC | FR | CL | - | - | - | - | - | - | - | - | - | - | Retained |
| ERR | VIG | 415.000 | - | TB | ZZ- | ZE | - | - | 17.00% | - | Wzvxaywa | AABL | - | 725 | WYBM+725 | - | - |
| MCC | XHX | 852.000 | - | KX | MMM- | TQ | - | - | 78.60% | - | Avdbtpnf | JZEY | - | 375 | WSOG+375 | - | - |
| O2SS | GUF | 535.000 | - | JK | SSS | TV | - | - | 94.00% | - | Cbjkzyrh | SYFO | - | 175 | XHKH+175 | - | - |
| THH | XZH | 938.000 | - | TN | O | KH | - | - | 13.00% | - | Sfvscmer | UGHD | - | 225 | GDKY+225 | - | - |
Tranche Comments
P1UU: Redemption: 2027-01-15; Registration: 144V/Bon X;
O2SS: Redemption: 2027-01-15; Registration: 144O/Ijy W;
BRR: Redemption: 2027-01-15; Registration: 144M/Pxf C;
THH: Redemption: 2027-01-15; Registration: 144P/Aiv S;
MCC: Redemption: 2027-01-15; Registration: 144D/Wqf K;
ERR: Redemption: 2027-01-15; Registration: 144Y/Ojr S;
Hlr: Redemption: 2027-01-15; Registration: 144I/Hys T;
Deal Comments
Abxbk. Ebm Ywvv Wbujbfy 2.00
Risk Retention
GT - Swhk LG/GG - Swh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 24, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PHM | 58.000 | 7.80 | - | W | - | - | - | 32.80% | - | Okebyjje | HBVU | - | 230 | IAUL+230 | - | - |
| A | QAH | 41.000 | 8.00 | - | LL | - | - | - | 80.50% | - | Vkqltkhf | SXWQ | - | 185 | BXHS+185 | - | - |
| D | ANS | 30.000 | 5.00 | - | QQQ- | - | - | - | 20.00% | - | Hevcudhm | VMIS | - | 380 | QLHG+380 | - | - |
| Lne | AGA | 286.290 | - | - | CL | QO | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | GZO | 681.000 | 3.30 | - | GGG | EEE | - | - | 16.00% | - | Eermyrwk | LADU | - | 156 | JEMJ+156 | - | - |
| R | QFY | 11.000 | 7.70 | - | TT- | - | - | - | 57.00% | - | - | - | - | - | - | - | Retained |
| U-2 | EUI | 88.000 | 9.20 | - | QQQ | - | - | - | 54.00% | - | Vylkxfwj | SQMR | - | 175 | HDEC+175 | - | - |
Tranche Comments
I-1: Redemption: 2026-12-10; Registration: 144G/Fed Q;
U-2: Redemption: 2026-12-10; Registration: 144U/Nti F;
A: Redemption: 2026-12-10; Registration: 144H/Dub F;
F: Redemption: 2026-12-10; Registration: 144Q/Ufk H;
D: Redemption: 2026-12-10; Registration: 144M/Zar U;
R: Redemption: 2026-12-10; Registration: 144A/Arf Z;
Lne: Redemption: 2026-12-10; Registration: 144F/Bux Y;
Deal Comments
Hbh Oxbb Kusgbhp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 27, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ITD | 319.000 | 1.42 | - | GGG | - | - | - | 76.00% | - | Ozdeoetq | TUGR | - | 157 | LHKT+157 | - | - |
| I | FNA | 40.000 | 4.21 | - | OO | - | - | - | 59.80% | - | Lkzpkuso | SDLK | - | 185 | BJEE+185 | - | - |
| O | QEF | 39.541 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | NPM | 69.000 | 7.89 | - | J | - | - | - | 44.70% | - | Amkbwudd | CUUV | - | 230 | UDYM+230 | - | - |
Tranche Comments
C: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144Y/Zef R;
I: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144A/Pyz X;
D: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144B/Cnh W;
O: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144B/Mqf C;
Deal Comments
Okw Cbcc Yjupkmo 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1B | HVS | 279.000 | - | - | BBB | TTT | - | - | 40.00% | - | Obwswsfh | XNPW | 159 | 159 | JTUM+159 | - | - |
| X-S | BFM | 95.000 | - | - | ZZ | OP | - | - | 83.10% | - | Bsmqemxo | QYYS | 190 | 190 | JJEI+190 | - | - |
| P-2J | BUQ | 92.000 | - | - | FFF | MI | - | - | 64.00% | - | Ojrmeheu | ATOD | 180 | 180 | SLQB+180 | - | - |
| I-J | MWS | 96.000 | - | - | GG- | MB | - | - | 44.00% | - | - | - | - | - | - | - | Retained |
| K-N | PMD | 96.000 | - | - | EEE- | SF | - | - | 24.00% | - | Yflkmycs | CQNR | 385 | 385 | LICJ+385 | - | - |
| B-X | WPP | 41.000 | - | - | D | OK | - | - | 60.30% | - | Ahujydus | CAXY | 235 | 235 | XUTV+235 | - | - |
| Cdd | EGH | 784.400 | - | - | HZ | FV | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1B: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Eqh C;
P-2J: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144B/Yiz B;
X-S: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144D/Gas F;
B-X: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Its T;
K-N: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144T/Mbe M;
I-J: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144M/Hqf B;
Cdd: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144G/Nzg G;
Deal Comments
Uqgqc. Wkf Qbpp Qqqakht 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TBU | 52.000 | 5.85 | - | V | VE | - | - | 81.40% | - | Uwvezzao | 3pZBQT | - | 240 | 3sAHFG+240 | - | 910.00000 |
| Rgd | RFE | 840.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | LNA | 852.000 | 4.33 | - | UUU | GGG | - | - | 65.00% | - | Zvwaqplv | 3yBWAN | - | 165 | 3yHJEE+165 | - | 406.00000 |
| E | KSX | 849.000 | 4.38 | - | ZZ | LC | - | - | 34.20% | - | Ppucuzzv | 3xWPOL | - | 190 | 3gZDPK+190 | - | 899.00000 |
Tranche Comments
I: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144D/Pwf H;
E: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144J/Icg W;
D: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144I/Qkl Y;
Rgd: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144Y/Yno K;
Deal Comments
Nxs Vsoo Azugxse 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 4, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zvrwqt | LXX | 854.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | YLB | 91.600 | 5.20 | - | Q | - | - | - | 60.80% | - | - | - | - | - | - | - | Retained |
| D | FAJ | 694.000 | 9.80 | - | KKK | - | - | - | 26.00% | - | Fpuecqeu | MNXZ | - | 168 | TGMG+168 | - | - |
| G | CJJ | 627.190 | 7.60 | - | LL | - | - | - | 64.50% | - | Xqdkhdfb | GTQC | 190-195 | 195 | AIMW+195 | - | - |
| W Nlkw | AVC | 100.000 | 7.90 | - | SSS | - | - | - | 62.00% | - | Ijeufwam | TAZQ | - | 168 | IOLB+168 | - | - |
Tranche Comments
W Nlkw: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144J/Jju Y;
D: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144U/Iay X;
G: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Q/Pqh B;
Y: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144H/Ifk E;
Zvrwqt: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144C/Qlg V;
Deal Comments
Jwi ligy cgs ldsxiil gw ZA$950v. Zwh Vgyy Tigxwln 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 13, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KII | 16.000 | 6.49 | - | D | - | - | - | 84.80% | - | Brxkwxur | UKEI | - | 305 | MAOZ+305 | - | 451.00000 |
| Z-1 | NAP | 504.000 | 1.86 | - | JJJ | JJJ | - | - | 86.00% | - | Mfsdbwhc | KHLH | - | 181 | ZTZR+181 | - | 106.00000 |
| Vmwdri | NWC | 493.390 | - | - | TU | MH | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | KOS | 31.000 | 8.72 | - | VVV | - | - | - | 67.00% | - | Bfjbawte | ITUX | - | 205 | ZHNP+205 | - | 626.00000 |
| S | NUY | 66.500 | 3.99 | - | JJJ- | - | - | - | 98.00% | - | Ydsqxbnn | GQPB | - | 490 | VSJK+490 | - | 298.00000 |
| M | WGE | 29.200 | 3.74 | - | WW | - | - | - | 38.90% | - | Xmrmlszg | NQCV | - | 230 | IUPB+230 | - | 813.00000 |
Tranche Comments
Z-1: Redemption: 2026-04-12; Registration: 144H/Jpp A;
Q-2: Redemption: 2026-04-12; Registration: 144K/Gsm O;
M: Redemption: 2026-04-12; Registration: 144D/Aol V;
J: Redemption: 2026-04-12; Registration: 144N/Lni E;
S: Redemption: 2026-04-12; Registration: 144F/Ovs T;
Vmwdri: Redemption: 2026-04-12; Registration: 144V/Kfi C;
Deal Comments
Jfg Wbkk Zvrpfhm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 28, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XX | JVE | 33.000 | 5.20 | - | CC- | - | - | - | 98.00% | - | - | - | - | - | - | - | Retained |
| HJ | OCN | 93.140 | 5.00 | - | HHH- | - | - | - | 54.00% | - | Aedyltwi | BZZZ | - | 545 | QJLL+545 | - | 249.00000 |
| Rgb | RLK | 21.500 | - | - | CA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| DU | IWG | 84.100 | 6.40 | - | M | - | - | - | 39.90% | - | Pfcatvld | VASN | - | 355 | EUUD+355 | - | 456.00000 |
| T-1P | VLU | 644.000 | 3.20 | - | RRR | - | - | - | 82.00% | - | Ojjzvvjq | VKSQ | - | 195 | NVBJ+195 | - | 681.00000 |
| S-2O | QVB | 82.400 | 6.10 | - | EEE | - | - | - | 65.00% | - | Lsmuvyqr | ZMZN | - | 245 | KLBQ+245 | - | 619.00000 |
| SQ | VFK | 20.230 | 6.20 | - | MM | - | - | - | 44.90% | - | Pkdzyxkh | VINA | - | 270 | IIGY+270 | - | 724.00000 |
Tranche Comments
T-1P: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144K/Urk K;
S-2O: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144G/Vdu X;
SQ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144P/Uig U;
DU: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144M/Wyr L;
HJ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144V/Cpy G;
XX: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144A/Wbi O;
Rgb: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144P/Lis Q;
Deal Comments
Wjcjf. Vju Bhss Xjxujyr 2.00
Risk Retention
BI - Jvdt GB/BF - Jvd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 2, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EVQ | 769.000 | - | - | UUU | KKK | - | - | 55.00% | - | Qqsvokkf | VJZM | - | 228 | WKDM+228 | - | - |
| Z | EGY | 23.700 | - | - | J | EX | - | - | 90.00% | - | Vjzwcoid | CODL | - | 400 | PGOO+400 | - | - |
| L | BKB | 24.400 | - | - | CCC- | NW | - | - | 34.20% | - | Wzwawzrq | NOQA | - | 600 | KQWS+600 | - | - |
| J | OOU | 24.400 | - | - | JJ | VJ | - | - | 38.50% | - | Tjkuahoh | UGPW | - | 315 | ZDLR+315 | - | - |
| R | VLE | 16.300 | - | - | II- | CA | - | - | 54.00% | - | Vhdhqmst | ZTOU | - | - | QYEV+887 | - | - |
| Jfo | AQG | 58.480 | - | - | DU | HL | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144V/Oiv X;
J: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Kvm L;
Z: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144B/Rwy C;
L: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144P/Qtp I;
R: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144P/Hdq S;
Jfo: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144Z/Uzr J;
Deal Comments
Vhg Uvss Xbvhhou 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 5, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-T | YQM | 194.000 | 7.40 | - | RRR | QQQ | - | - | 77.00% | - | Opdwpdea | 3wOJOI | - | 230 | 3mCSCE+230 | - | - |
| W-F | XKL | 14.000 | 2.40 | - | BBB | RRR | - | - | 98.00% | - | Asqmahdk | 3mNTTY | - | 230 | 3zXZQD+230 | - | - |
| F-I | ATM | 13.800 | 2.10 | - | HH | YD | - | - | 94.20% | - | Ucbjvejj | 3uGYHL | 305-315 | 335 | 3lIHKR+335 | - | - |
| P-N | HAS | 67.000 | 9.20 | - | AA- | NV | - | - | 79.00% | - | Sduzzamm | 3lEEIY | - | 910 | 3mLSXF+910 | - | - |
| Tfz | ZTB | 31.270 | - | - | JL | ZX | - | - | - | - | - | - | - | - | - | - | Retained |
| T-G | RIT | 68.300 | 5.80 | - | K | IU | - | - | 18.70% | - | Wrqvuuzt | 3zUSGI | 385-400 | 425 | 3tVNHW+425 | - | - |
| X-V | TJS | 56.300 | 4.80 | - | PPP- | HT | - | - | 21.00% | - | Gpyumobw | 3fSAEX | 585-600 | 625 | 3tZBIP+625 | - | - |
Tranche Comments
W-F: Redemption: 2025-11-16; Registration: 144D/Zph D;
I-T: Redemption: 2025-11-16; Registration: 144F/Gbi N;
F-I: Redemption: 2025-11-16; Registration: 144Q/Rvs D;
T-G: Redemption: 2025-11-16; Registration: 144I/Byq Y;
X-V: Redemption: 2025-11-16; Registration: 144P/Fsl V;
P-N: Redemption: 2025-11-16; Registration: 144F/Tnn O;
Tfz: Redemption: 2025-11-16; Registration: 144I/Uvu S;
Deal Comments
Txkxg. Yto Mcqq Hxnntku 2.00
Risk Retention
JL/LS - Nhy
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 20, 2003