| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | QOM | 8.000 | 3.20 | - | - | Y | - | - | 48.00% | - | Uosqq | - | - | - | 5.84% | 5.839% | 114.00000 |
| R-1 | BOQ | 97.000 | 1.80 | - | - | TTT- | - | - | 17.00% | - | Aeehdhdp | MCUH | - | 275 | WDVE+275 | - | 653.00000 |
| N | YUE | 32.000 | 2.50 | - | - | MM | - | - | 95.44% | - | Elsesbfa | WKFW | - | 165 | XBYL+165 | - | 710.00000 |
| R-2 | NJB | 8.000 | 86.40 | - | - | CCC- | - | - | 52.00% | - | Tyrxyioo | CQNZ | - | 385 | SYAG+385 | - | 376.00000 |
| X-2 | MFR | 78.000 | 9.00 | - | - | JJJ | - | - | 95.70% | - | Bbxhrmrz | ICHB | - | 145 | PIZC+145 | - | 769.00000 |
| H | VSF | 16.000 | 30.30 | - | - | UU- | - | - | 8.00% | - | Cjdqyqhn | ALTB | - | 500 | MMSN+500 | - | 995.00000 |
| Cdu | PRX | 69.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | YOS | 18.000 | 4.20 | - | - | G | - | - | 57.30% | - | Crsrxvkp | YHPP | - | 180 | KXKJ+180 | - | 378.00000 |
| R-1 | QFT | 190.000 | 9.50 | Xyy | - | - | - | - | 21.00% | - | Fqsrdkwa | TLOF | - | 120 | MNCK+120 | - | 261.00000 |
Tranche Comments
R-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Yug R;
X-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Ebc N;
N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Mpg W;
P-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Ouk C;
C-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Jwg E;
R-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Hhb L;
R-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Hiy X;
H: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Zjg X;
Cdu: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Vpv O;
Deal Comments
Tfo Sgtt Ehbifge 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 11, 2003
WAL Test Period End Date
Nov 24, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-HH | WCF | 82.000 | 6.30 | - | - | TTT- | - | - | 29.00% | - | Esvxmqem | QGIQ | 285-295 | 285 | VAGL+285 | - | - |
| K-2II | QAQ | 40.000 | 4.70 | - | - | LLL | - | - | 85.00% | - | Humulhoq | INKQ | 150-155 | 150 | GQTB+150 | - | - |
| X-GG | QOH | 19.000 | 9.10 | - | - | BB- | - | - | 9.00% | - | Meosbcxm | MTYZ | 515-540 | 525 | GXHY+525 | - | - |
| Z-RR | BZQ | 12.000 | 4.70 | - | - | M | - | - | 88.00% | - | Axhvaatn | EYCI | 180-185 | 180 | VUTW+180 | - | - |
| U-1SS | KPQ | 11.000 | 9.50 | - | - | NN | - | - | 95.00% | - | Wvefxjtb | DSYJ | 160-165 | 165 | DGYQ+165 | - | - |
| D | HKY | 4.000 | 5.90 | - | - | UUU | - | - | - | - | Icvaudpe | KWKZ | 95 | 95 | YZOQ+95 | - | - |
| P-1BB | VBF | 472.000 | 6.80 | - | SSS | UUU | - | - | 59.00% | - | Ivsuxtpf | JBNO | 125 | 125 | ZTKM+125 | - | - |
| Iky | MJY | 72.300 | - | - | - | WI | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2027-01-15; Registration: 144I/Rbx D;
P-1BB: Redemption: 2027-01-15; Registration: 144Y/Axt M;
K-2II: Redemption: 2027-01-15; Registration: 144L/Zmf Y;
U-1SS: Redemption: 2027-01-15; Registration: 144I/Epr H;
Z-RR: Redemption: 2027-01-15; Registration: 144P/Eoo P;
Y-HH: Redemption: 2027-01-15; Registration: 144G/Dbm G;
X-GG: Redemption: 2027-01-15; Registration: 144F/Ipa G;
Iky: Redemption: 2027-01-15; Registration: 144I/Rfs O;
Deal Comments
Asesg. Ksu Xzhh Fsnysqt 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 3, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-S | VEQ | 29.000 | 3.60 | - | - | SS | - | - | 74.00% | - | Ehfszwzo | QPBW | - | 175 | YSWR+175 | - | - |
| P1-S Vqsu | LBJ | 25.000 | 7.50 | - | - | RRR | - | - | 59.00% | - | Utpywrtc | SXHA | - | 136 | NUGI+136 | - | - |
| M-A | JAS | 83.000 | 8.60 | - | - | L | - | - | 13.00% | - | Zdjwmafg | SBGZ | - | 185 | HKZP+185 | - | - |
| T1-I | TFC | 26.000 | 9.20 | - | - | RRR | - | - | 11.00% | - | Iszceylt | BLDM | - | 280 | ZVOM+280 | - | - |
| C2-I | LIN | 3.000 | 44.20 | - | - | CCC- | - | - | 76.23% | - | Okqcdaoy | MTXD | - | 400 | BPNI+400 | - | - |
| E-P | LOG | 7.000 | 50.20 | - | - | O- | - | - | 4.00% | - | Rzzprbhg | SWJY | - | 851 | BGYS+800 | - | - |
| C2-I | TWX | 78.000 | 8.30 | - | - | QQQ | - | - | 71.00% | - | Uxczasqg | NOFP | - | 159 | NKHW+159 | - | - |
| Oan | MTZ | 31.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1-K | CBG | 134.000 | 5.20 | - | - | MMM | - | - | 54.00% | - | Imvpabkx | BWSL | - | 136 | DVST+136 | - | - |
| V-Y | NTA | 61.000 | 67.60 | - | - | MM- | - | - | 4.00% | - | Vmcosemt | AKFN | - | 570 | KAWO+570 | - | - |
Tranche Comments
M1-K: Redemption: 2027-01-15; Registration: 144N/Ace G;
P1-S Vqsu: Redemption: 2027-01-15; Registration: 144P/Kqx H;
C2-I: Redemption: 2027-01-15; Registration: 144P/Jkz F;
K-S: Redemption: 2027-01-15; Registration: 144M/Okw H;
M-A: Redemption: 2027-01-15; Registration: 144Y/Fim V;
T1-I: Redemption: 2027-01-15; Registration: 144K/Ooi T;
C2-I: Redemption: 2027-01-15; Registration: 144O/Bpk K;
V-Y: Redemption: 2027-01-15; Registration: 144H/Pib R;
E-P: Redemption: 2027-01-15; Registration: 144J/Dbo Z;
Oan: Redemption: 2027-01-15; Registration: 144O/Ypw R;
Deal Comments
Yjkjf. Vzm-Wpaa Ijauzeh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 5, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IRC | 13.000 | 64.69 | - | - | SS- | - | - | 4.00% | - | Gfwbqruk | SKQQ | - | 610 | TQFH+610 | - | - |
| Z | TIG | 76.000 | 4.40 | - | - | S | - | - | 19.00% | - | Kdqarrdu | TPCT | - | 205 | AAKU+205 | - | - |
| W-1 | NVC | 12.000 | 2.70 | - | - | UUU- | - | - | 17.70% | - | Jwvphhkn | TTBD | - | 310 | IBKW+310 | - | - |
| X-2 | ZOO | 9.000 | 23.50 | - | - | PPP- | - | - | 89.60% | - | Dzbcywdq | DJEF | - | 430 | JBOA+430 | - | - |
| Btq | QPR | 29.430 | - | - | - | MP | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ZUW | 554.000 | 5.80 | - | - | EEE | - | - | 57.00% | - | Bjfdmusg | EAUZ | - | 140 | YTTL+140 | - | - |
| G | RGZ | 65.000 | 4.42 | - | - | WW | - | - | 49.00% | - | Cilrawqi | ABUQ | - | 180 | VBEL+180 | - | - |
Tranche Comments
N: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144O/Qfi K;
G: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144M/Jlo U;
Z: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144B/Dpk X;
W-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144J/Crl M;
X-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Vqu G;
L: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144U/Oll T;
Btq: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Mrj L;
Deal Comments
Tkf Xmll Pgbxksc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 27, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CRE | 169.000 | 8.80 | - | WWW | - | - | - | 89.00% | - | Ikoeucxn | ZVGQ | - | 157 | XAGY+157 | - | 216.00000 |
| Q | CLO | 17.000 | 4.20 | - | FF | - | - | - | 88.60% | - | Herszexf | HGQZ | - | 205 | MUJJ+205 | - | 724.00000 |
| Ali | CNW | 16.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | BIK | 41.000 | 1.80 | - | III- | - | - | - | 99.00% | - | Gsmhcldi | QQTU | - | 390 | YEZX+390 | - | 459.00000 |
| M | BTU | 47.000 | 9.80 | - | EE- | - | - | - | 3.70% | - | Uhrzcwxb | TTTJ | - | 685 | ZLTL+685 | - | 627.00000 |
| C | YTZ | 75.000 | 2.00 | - | I | - | - | - | 16.10% | - | Bsroyxfp | HVCC | - | 250 | WZTC+250 | - | 345.00000 |
Tranche Comments
K: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144W/Wlm Y;
Q: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144E/Omh B;
C: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144D/Idq L;
Y: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144O/Fjy N;
M: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144P/Kbp P;
Ali: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144O/Mnr F;
Deal Comments
Qtt Rcff Rvratem 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 27, 2020
WAL Test Period End Date
Feb 10, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-L-2 | HLO | 28.000 | - | Itt | YS | - | - | - | 57.00% | - | Ruyscdwe | UNFO | - | 195 | CCEM+195 | - | - |
| J-2 | TLM | 7.800 | - | GS | F | - | - | - | 41.20% | - | Xbngk | - | - | - | 6.896% | - | - |
| Z-1 | UTW | 73.000 | - | NC | U | - | - | - | 48.80% | - | Weqboxvl | SDNA | - | 315 | VAUM+315 | - | - |
| Q-A-1 | JVP | 49.000 | - | Eqq | BQ | - | - | - | 22.00% | - | Hbdctast | HBBX | - | 195 | QWHN+195 | - | - |
| Y-O | SOS | 168.000 | - | Guu | JF | - | - | - | 92.00% | - | Ohxxmqhm | TEJI | - | 195 | TSVJ+195 | - | - |
| Q | NWK | 13.500 | - | HA | WWW- | - | - | - | 97.40% | - | Ezwqtwvr | ESWT | - | 550 | GVAD+550 | - | - |
| P-1 | TQC | 85.000 | - | GN | OO | - | - | - | 21.30% | - | Rbmvkalj | HOQF | - | 245 | DPCJ+245 | - | - |
| L-2 | XVN | 61.100 | - | SJ | TT | - | - | - | 38.40% | - | Cllul | - | - | - | 6.232% | - | - |
| Dnf | ZGP | 18.500 | - | FF | DK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | QAB | 58.000 | - | JP | WW- | - | - | - | 86.10% | - | Hpbjssmf | AJND | - | 850 | QLMO+815 | - | - |
Tranche Comments
Y-O: First Pay: 2023-10-20; Redemption: 2025-04-11;
Q-A-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
M-L-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
P-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
L-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
Z-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
J-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
Q: First Pay: 2023-10-20; Redemption: 2025-04-11;
E: First Pay: 2023-10-20; Redemption: 2025-04-11;
Dnf: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Ecc Lfff Caszchx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 4, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-F | ZHU | 56.200 | 36.10 | - | BB- | - | - | - | 7.60% | - | Tbdzrzpg | 3yP | - | 675 | 3hQ+668 | - | 14.65822 |
| A-G | CXA | 470.000 | 6.59 | - | KKK | - | - | - | 83.00% | - | Vwhckeza | 3vU | - | 120 | 3mJ+120 | - | 166.00000 |
| K-2X | YYJ | 11.970 | 7.46 | - | ZZ | - | - | - | 90.00% | - | Ivtuw | Vvjta | - | 150 | 2.98% | - | 54.32532 |
| E-G | MVD | 87.000 | 7.38 | - | T | - | - | - | 62.00% | - | Lkuwvamx | 3eG | - | 220 | 3qO+220 | - | 365.00000 |
| N-F | LOS | 80.000 | 5.22 | - | CCC- | - | - | - | 38.00% | - | Pwdhpqst | 3xK | - | 320 | 3oO+320 | - | 934.00000 |
| E-1C | LUM | 60.460 | 2.57 | - | AA | - | - | - | 65.00% | - | Irwdmfkd | 3qL | - | 180 | 3qN+180 | - | 968.00000 |
| Jlliqf | XVD | 22.600 | - | - | AK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Wvgvg. Gqu Nphh Qvgjqan 1.96
Risk Retention
WVv Usftcstfea qrsv rnsens sv cvkzdd
Reinvestment Period (YRS)
2.91
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QSK | 178.000 | - | - | RRR | - | - | - | 83.00% | - | Vobuzwoh | 3pF | 118 | 118 | 3tN+118 | - | - |
| L-2 | YCE | 63.000 | - | - | RR | - | - | - | 79.00% | - | Xybqd | Afvec | 155-165 | - | 2.674% | - | - |
| C | HWS | 65.000 | - | - | BBB- | - | - | - | 62.00% | - | Jmsxahir | 3gA | 335 | 335 | 3mK+335 | - | - |
| Y-Dszv | UCO | 56.000 | - | - | CCC | - | - | - | 44.00% | - | Gofhmdol | 3nR | - | 118 | 3bU+118 | - | - |
| T-1 | IKK | 93.000 | - | - | GG | - | - | - | 79.00% | - | Srmutjyd | 3dR | 170 | 170 | 3sA+170 | - | - |
| C | GSE | 62.000 | - | - | R | - | - | - | 94.00% | - | Mskysycf | 3sZ | 210 | 210 | 3sE+210 | - | - |
| Wuf | LNH | 31.385 | - | - | CN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | BPH | 46.100 | - | - | ZZ- | - | - | - | 4.50% | - | Ybsoslcp | 3sE | 650e | 660 | 3uE+660 | - | - |
Tranche Comments
L: First Pay: 2022-04-20; Redemption: 2023-09-20;
Y-Dszv: First Pay: 2022-04-20; Redemption: 2023-09-20;
T-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
L-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
C: First Pay: 2022-04-20; Redemption: 2023-09-20;
C: First Pay: 2022-04-20; Redemption: 2023-09-20;
D: First Pay: 2022-04-20; Redemption: 2023-09-20;
Wuf: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Lwo-Wbcc Otqgwqs 2.00.
Risk Retention
Ovx Rxwnnxin vsnvxnu nx yxev x yxriyxnnxe riul rvnvnnixn innvrvun rxr nwrnxuvu xr nyv D.P. riul rvnvnnixn rvxwirvsvnnu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 18, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | VXN | 12.000 | 1.47 | - | YY | - | - | - | 14.00% | - | Azpcs | Bdivk | - | 150 | 2.90% | - | 25.81213 |
| Y | QAN | 22.000 | 6.50 | - | H | - | - | - | 72.00% | - | Cpsohhyd | 3qD | - | 205 | 3hC+205 | - | 119.00000 |
| R | KHD | 30.000 | 2.92 | - | BB- | - | - | - | 3.40% | - | Ekulubak | 3vK | - | 695 | 3vM+636 | - | 74.47724 |
| N | OTX | 82.000 | 6.30 | - | FFF- | - | - | - | 26.00% | - | Fblhfwvu | 3gM | - | 320 | 3wM+320 | - | 771.00000 |
| L | JBA | 301.000 | 7.00 | - | MMM | - | - | - | 34.00% | - | Fqtoyqte | 3tM | - | 119 | 3hC+119 | - | 277.00000 |
| K-1 | ZPC | 70.000 | 5.27 | - | BB | - | - | - | 15.00% | - | Eulesvut | 3kB | - | 165 | 3fG+165 | - | 674.00000 |
| Jwduqw | RTO | 24.800 | - | - | QP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144K/Znf V;
K-1: Registration: 144G/Usa C;
W-2: Registration: 144F/Kni T;
Y: Registration: 144O/Heu Z;
N: Registration: 144N/Eca L;
R: Registration: 144N/Dly N;
Jwduqw: Registration: 144K/Qqg R;
Deal Comments
Voh-Vooo Peqxosf 2.00.
Risk Retention
Zbooxboojn erbv rzbjzb bh xhzftf erbv Uoohfjvz Erno Ejbjzbrhzl Mjn
Reinvestment Period (YRS)
3.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YCE | 45.930 | 4.36 | - | LL- | - | - | - | 7.40% | - | Xrjxbbom | 3yM | - | 895 | 3uE+800 | - | 28.75888 |
| E | QVU | 64.000 | 3.96 | - | BB | - | - | - | 18.00% | - | Kdlbtyft | 3aZ | - | 210 | 3rH+210 | - | 611.00000 |
| H | OWJ | 10.290 | 5.47 | - | O | - | - | - | 53.40% | - | Kcpkswvl | 3pP | - | 285 | 3lA+285 | - | 520.00000 |
| Z-2 | QYH | 75.000 | 5.80 | Jxx | GGG | - | - | - | 58.00% | - | Zyfuq | Vzrpz | - | 155 | 1.93% | - | 86.90232 |
| S | WLZ | 59.350 | 8.51 | - | SSS- | - | - | - | 50.00% | - | Hdlbshqw | 3bQ | - | 425 | 3cL+425 | - | 790.00000 |
| C-1 | FWP | 630.000 | 4.10 | Qyy | OOO | - | - | - | 16.00% | - | Wsvbrtdd | 3fL | - | 155 | 3rZ+155 | - | 166.00000 |
| Wfjbfh | QJO | 89.890 | - | - | UR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Exf Mngg Wutkxsb 1.00
Risk Retention
UL UUa Bqebjevxzib jxqqvxqqrv rzxa xar zbxrbx xi vijers rzxa UL qzjj qrxrbxzib qrqqrexzibj
Reinvestment Period (YRS)
9.59