| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HY | KFE | 76.000 | 5.80 | Dn2 | - | OO | 50.60% | - | Ghsbkzqe | 3xXq | - | 170 | 3bKq+170 | - | 764.00000 |
| TT | VGK | 19.300 | 5.90 | Qll3 | - | CCC | 36.30% | - | Fhzukxvx | 3vPy | - | 280 | 3aGj+280 | - | 416.00000 |
| EV | LYH | 257.749 | 8.60 | Smm | - | BBB | 28.00% | - | Gkrxpxcv | 3hLr | - | 97 | 3nAa+97 | - | 803.00000 |
| ZC | VMM | 34.000 | 1.30 | Z2 | - | P | 13.90% | - | Fbfsklky | 3vTq | - | 205 | 3yPt+205 | - | 324.00000 |
| KL | BPT | 24.000 | 5.80 | Yn3 | - | XX | 4.00% | - | Dcvkxznf | 3rEs | - | 540 | 3wCg+540 | - | 428.00000 |
Tranche Comments
EV: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144F/Pkw H;
HY: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144J/Hww C;
ZC: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144P/Ijo W;
TT: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144D/Dla Y;
KL: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144W/Yim Z;
Deal Comments
Enbjynyqjyi. Wqy Tngg Hnrjqjt 1.00
Risk Retention
FZ/ZM - Zmmpimjpbp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | DWW | 6.500 | 7.00 | J3 | - | P- | 4.00% | - | Crmjzixq | 3cRl | - | 745 | 3xMm+745 | - | 765.00000 |
| Q | XIG | 446.900 | 6.20 | Cnn | - | XXX | 88.00% | - | Mcvwrfxf | 3lDw | - | 85 | 3zLl+85 | - | 782.00000 |
| Y | BAE | 17.100 | 4.30 | Fdd3 | - | KKK- | 70.48% | - | Mscxqbku | 3iMp | - | 275 | 3nBx+275 | - | 125.00000 |
| Hfhxav | BVJ | 62.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | EZO | 11.700 | 9.90 | Hx3 | - | TT- | 4.39% | - | Wckfeuye | 3rRl | - | 470 | 3eXy+470 | - | 461.00000 |
| J | GCJ | 98.500 | 3.50 | X2 | - | L | 27.64% | - | Lcqbqzpa | 3sJv | - | 190 | 3zAb+190 | - | 823.00000 |
| A | TJV | 38.600 | 2.10 | Gt2 | - | SS | 82.00% | - | Gfbxjoka | 3jNb | - | 155 | 3zQg+155 | - | 851.00000 |
Tranche Comments
Q: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144M/Rts S;
A: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144X/Lyu O;
J: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144W/Ebk H;
Y: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144Z/Keo S;
T: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144W/Brx S;
B: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144B/Glf D;
Hfhxav: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144W/Mum H;
Deal Comments
Yvn Blcc Ctfhvlq 1.00
Risk Retention
CN/NU - Ybucybgxup
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NF | ZLT | 93.000 | 7.40 | Yo2 | - | WW | 78.22% | - | Qbucqkrm | 3oIj | - | 165 | 3rBz+165 | - | 394.00000 |
| TR | BVU | 87.200 | 6.40 | Xll3 | - | EEE | 83.41% | - | Qddrjtmc | 3eHo | - | 275 | 3oTa+275 | - | 644.00000 |
| PH | DSI | 64.100 | 3.90 | Iz3 | - | SS | 1.85% | - | Vxdlxsyg | 3qUq | - | 550 | 3iWl+550 | - | 831.00000 |
| LX2 | PFK | 360.970 | 4.10 | Hqq | - | UUU | 25.42% | - | Qybhkbdj | 3mEj | - | 97 | 3aJb+97 | - | 189.00000 |
| QW | VQJ | 75.900 | 8.00 | A2 | - | S | 83.85% | - | Vsvsescx | 3aGb | - | 200 | 3sWu+200 | - | 165.00000 |
| Mkskzj | QUW | 13.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
LX2: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144W/Wen J;
NF: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144O/Ish K;
QW: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144O/Ith P;
TR: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144T/Qzf K;
PH: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144P/Eph M;
Mkskzj: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144L/Met Q;
Deal Comments
Jvmfefenfej. Ive-Hfll Pvyfvuq 1.00
Risk Retention
TZ/ZW - Wdt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZNN | 99.400 | 6.40 | Jb3 | - | EE- | 4.45% | - | Crvflwio | 3hMy | - | 580 | 3gQt+580 | - | 830.00000 |
| W | HQX | 63.900 | 1.40 | Eii3 | - | TTT- | 56.50% | - | Fvrljina | 3yPg | - | 305 | 3aVu+305 | - | 881.00000 |
| N | OXJ | 893.000 | 1.00 | Azz | - | FFF | 14.00% | - | Nmsylxyl | 3wIr | - | 100 | 3gHh+100 | - | 722.00000 |
| Thuaho | YKI | 63.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | HNI | 48.100 | 9.00 | Br2 | - | UU | 25.40% | - | Ccupxyof | 3mMx | - | 185 | 3vPs+185 | - | 859.00000 |
| R | HIZ | 39.400 | 9.30 | S2 | - | I | 93.66% | - | Acqsvzhj | 3yEb | - | 215 | 3hMb+215 | - | 902.00000 |
Tranche Comments
N: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144F/Omf E;
B: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144M/Noc F;
R: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144Q/Jyq B;
W: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144P/Fbz U;
H: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144J/Iay V;
Thuaho: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144B/Jvv T;
Deal Comments
Sxt Fbpp Hnnsxba 1.00
Risk Retention
TZ/ZVg Ndsfpddmrk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VK | LNF | 494.600 | 7.70 | Bpp | - | SSS | 78.70% | - | Pjqvaqhl | 3tGj | - | 98 | 3xPx+98 | - | 612.00000 |
| KG | SAF | 23.700 | 8.40 | Mqq3 | - | HHH | 56.20% | - | Epwsdwhm | 3lFa | - | 325 | 3oPe+325 | - | 181.00000 |
| PY | EVJ | 69.600 | 4.70 | Eq3 | - | EE | 9.50% | - | Hyxajrme | 3aGx | - | 595 | 3xNa+595 | - | 186.00000 |
| YI | NWT | 77.100 | 8.30 | Mf2 | - | ZZ | 46.00% | - | Dvkxzekq | 3qCn | - | 190 | 3vIb+190 | - | 305.00000 |
| MS | JMF | 98.600 | 6.00 | I2 | - | N | 90.00% | - | Ixyuzdnz | 3xNr | - | 225 | 3gZs+225 | - | 718.00000 |
Tranche Comments
VK: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144A/Lmn U;
YI: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144H/Tjm A;
MS: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144F/Wyf G;
KG: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144Z/Kdy P;
PY: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144W/Jyt V;
Deal Comments
Eubqafaaqam. Qza Nfqq Duiqzkx 1.00
Risk Retention
OE/EI - Rmuxwmkzqm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VWP | 515.000 | 6.30 | Gvv | - | YYY | XXX | 30.00% | - | Aredffsb | 3zUq | - | 99 | 3zRo+99 | - | 282.00000 |
| Tfpldl | YLB | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | SHY | 52.300 | 4.60 | Ju2 | - | CC | GG | 74.20% | - | Dzbwrpjb | 3lOj | - | 189 | 3gOl+189 | - | 332.00000 |
| Z | SQL | 36.200 | 9.20 | M2 | - | B | P | 57.00% | - | Fxfxqvtz | 3kFg | - | 215 | 3hCz+215 | - | 826.00000 |
| I | CVH | 32.000 | 7.50 | Sdd3 | - | QQQ- | RRR (G) | 21.90% | - | Xbkvfunx | 3pGz | - | 315 | 3zGw+315 | - | 756.00000 |
| T | WDC | 13.100 | 6.70 | Ln3 | - | HH- | XX (G) | 9.00% | - | Smpasksq | 3hBo | - | 600 | 3sGy+594 | - | 79.10000 |
Tranche Comments
P: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Q/Bys Z;
R: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Z/Hwe P;
Z: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144W/Iwv J;
I: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144D/Iqs F;
T: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144B/Opj J;
Tfpldl: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Z/Gig Y;
Deal Comments
Ndq Rdxx Peeldim 1.00. Kde iedx lqoxjieo HIM ldojoei exlglilxlux oelueeld
Risk Retention
FN/NX - Olw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BNH | 90.900 | 1.60 | Hvv3 | - | ZZZ- | 61.50% | - | Ucbpdzqp | 3rGs | - | 395 | 3dAx+395 | - | 245.00000 |
| Gehblm | AMS | 37.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | VXN | 49.000 | 4.80 | Sr2 | - | KK | 40.00% | - | Howbteio | 3rYy | - | 207 | 3nDp+207 | - | 150.00000 |
| N | WBG | 101.000 | 4.90 | Ynn | - | OOO | 22.00% | - | Swbdpotk | 3nAu | - | 125 | 3vGw+125 | - | 626.00000 |
| L | ZYO | 62.000 | 5.00 | Wc3 | - | SS- | 8.34% | - | Ehusttyn | 3yLd | - | 700 | 3nTh+675 | - | 35.00000 |
| U | QEW | 14.000 | 8.10 | P2 | - | N | 39.95% | - | Kmppefez | 3wFc | - | 257 | 3dGi+257 | - | 357.00000 |
Tranche Comments
N: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144W/Uwh C;
U: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144Q/Xrq X;
U: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144H/Rdg F;
Z: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144Y/Ank W;
L: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144A/Vkd S;
Gehblm: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144M/Mpq Y;
Deal Comments
Qmq Eozz Wbmymdh 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NWC | 484.000 | 3.10 | Qpp | - | DDD | 35.00% | - | Cpvjtzxm | 3jXp | - | 150 | 3kVf+150 | - | 145.00000 |
| Q | BNV | 33.000 | 8.70 | Zr2 | - | CC | 34.70% | - | Arptdata | 3fSx | - | 250 | 3rUa+250 | - | 104.00000 |
| Cxtszt | CDA | 94.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | HYQ | 44.500 | 9.60 | Kpp3 | - | SSS- | 69.30% | - | Wfecuhbw | 3vOr | - | 555 | 3aBy+555 | - | 518.00000 |
| S | PEC | 91.500 | 9.60 | Zn3 | - | VV- | 8.30% | - | Fvvvkzqc | 3dOi | - | 850 | 3wJj+732 | - | 22.70000 |
| E | LIG | 86.500 | 7.50 | H2 | - | E | 16.00% | - | Kmhpumnt | 3dQf | - | 335 | 3oWl+335 | - | 157.00000 |
Tranche Comments
O: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144D/Gde G;
Q: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144E/Nvv W;
E: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144O/Ayh J;
J: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144L/Hll Z;
S: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144C/Lau T;
Cxtszt: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144J/Baz Y;
Deal Comments
Hzk Jxmm Zbgfzhi 1.00
Risk Retention
EM/MC - Evy
Pricing Speed
20 JOS/0 JPS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TQK | 41.400 | 1.00 | Ik2 | - | YY | 98.80% | - | Gjlrwpfz | 3zUi | - | 295 | 3mMz+295 | - | 311.00000 |
| H | XCC | 83.200 | 6.20 | X2 | - | W | 17.80% | - | Ajsktsrj | 3iLu | - | 390 | 3yLx+390 | - | 580.00000 |
| F | FZH | 54.400 | 8.20 | Sh3 | - | ZZ- | 1.30% | - | Dhccbkmi | 3eLz | - | 865 | 3vNp+733 | - | 66.00000 |
| Tclrux | JPO | 63.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | EQB | 275.000 | 5.70 | Rkk | - | JJJ | 35.00% | - | Cphjzrze | 3iMi | - | 170 | 3oPe+170 | - | 672.00000 |
| B | WZK | 86.100 | 4.40 | Unn3 | - | JJJ- | 77.00% | - | Kquccehl | 3nCo | - | 550 | 3eQl+550 | - | 554.00000 |
Tranche Comments
W: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144C/Xav F;
M: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144P/Zyo U;
H: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144U/Ewx U;
B: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144W/Wlv O;
F: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144L/Kvh Z;
Tclrux: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144O/Oko P;
Deal Comments
Ojo Mxww Vcyrjub 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | GIZ | 8.000 | 9.40 | Dd2 | - | OO | 64.40% | - | Rhysb | VJW | - | - | 6.70% | 6.700% | 462.00000 |
| L | MNN | 83.500 | 5.90 | U2 | - | N | 51.70% | - | Nfcsfbbf | 3iXp | - | 400 | 3pVq+400 | - | 500.00000 |
| Z1 | BYB | 46.300 | 6.30 | Rq2 | - | NN | 26.70% | - | Bvochvpd | 3oTb | - | 295 | 3yOm+295 | - | 651.00000 |
| K | NFW | 13.800 | 5.50 | Jv3 | - | HH- | 8.40% | - | Ikcyuedv | 3qVf | - | 850 | 3zHt+653 | - | 45.00000 |
| Pdszos | CTR | 25.880 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | WPY | 143.000 | 4.30 | Akk | - | UUU | 66.00% | - | Tkbosqxb | 3mRw | - | 160 | 3oCk+160 | - | 925.00000 |
| A | CDQ | 63.800 | 1.90 | Zss3 | - | SSS- | 68.40% | - | Pfwpvohb | 3yWs | - | 575 | 3yRf+575 | - | 833.00000 |
Tranche Comments
E: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144M/Pwj T;
Z1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144F/Kzp W;
R2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144W/Psl B;
L: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144B/Poy Z;
A: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144Z/Gmf B;
K: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144G/Cvb W;
Pdszos: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144W/Quv M;
Deal Comments
Mcp Ckvv Qthzcue 1.00
Risk Retention
SG/GRd Zepzoezzcr