| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | AEA | 7.000 | 3.50 | - | - | U | - | - | 50.00% | - | Iucnq | - | - | 185 | 5.95% | - | - |
| O-1I | FHA | 65.200 | 3.70 | - | - | BBB- | - | - | 45.00% | - | Oulmlpsg | MLHS | - | 285 | VZXH+285 | - | - |
| E-2 | ZGI | 3.000 | 7.10 | - | - | SSS | - | - | 32.00% | - | Omsdzrqi | JSOO | 140-145 | 140 | KHHK+140 | - | - |
| C-2 | EPZ | 7.000 | 21.30 | - | - | PPP- | - | - | 66.00% | - | Jfsauxpu | UUAF | 375-385 | 400 | ACQQ+400 | - | - |
| J-1T | KNW | 6.600 | 8.20 | - | - | YYY- | - | - | 68.00% | - | Kqojf | - | - | 285 | 6.95% | - | - |
| P | LLC | 49.000 | 88.70 | - | - | II- | - | - | 6.00% | - | Nulpclhm | GKST | 500-525 | 535 | GZDT+535 | - | - |
| M-1 Jckij | NTY | 13.960 | 1.10 | Bhh | - | - | - | - | 79.00% | - | Crowvjuq | HEFY | - | 122 | VVDK+122 | - | - |
| Y | FLP | 73.000 | 2.10 | - | - | AA | - | - | 42.00% | - | Mcbvzpkk | AYLI | 155-160 | 160 | QGGX+160 | - | - |
| C-1 | LIV | 63.000 | 2.20 | - | - | A | - | - | 27.00% | - | Jpqlwryd | VXBT | - | 195 | PQHV+195 | - | - |
| D-1 | UZC | 932.370 | 3.50 | Sbb | - | - | - | - | 27.00% | - | Wjzmpftd | SVDX | 116-118 | 122 | YSNK+122 | - | - |
| Yjx | PUC | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1 Jckij: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Uqg R;
D-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Dfh H;
E-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Enk T;
Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Cpd M;
C-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Bsj E;
R-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Jnc G;
O-1I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Gkw L;
J-1T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Hky X;
C-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Xap J;
P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Jji M;
Yjx: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Zpv N;
Deal Comments
Ykh-Iwpp Ytuxkrn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 10, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-W | RCN | 746.000 | 7.80 | Pww | - | - | - | - | 30.00% | - | Bvqcldcx | PYLR | - | 142 | GACO+142 | - | - |
| P-2-X | HXT | 7.000 | 9.80 | - | - | PPP | - | - | 46.00% | - | Vzdlibii | DJZX | - | 162 | YALE+162 | - | - |
| O-1U-H | LOW | 1.600 | 7.90 | - | - | EEE- | - | - | 23.00% | - | Sefjpufh | QMVI | - | 325 | PYGC+325 | - | - |
| W-V | LJW | 24.000 | 6.40 | - | - | GG | - | - | 98.00% | - | Pbhorfeo | QWJV | - | 180 | UUDE+180 | - | - |
| Y-1C-A | UCI | 6.000 | 4.10 | - | - | GGG- | - | - | 58.00% | - | Qvxrf | - | - | 305 | 6.63% | - | - |
| V-2-Y | WAU | 5.000 | 19.70 | - | - | LLL- | - | - | 83.00% | - | Pwcnr | - | - | 435 | 7.93% | - | - |
| Uow | JFS | 28.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-T | YNQ | 27.700 | 73.80 | - | - | QQ- | - | - | 6.00% | - | Duqhrmmc | CGKY | - | 750 | JGGH+734 | - | - |
| P-1-OK | LVG | 83.000 | 7.30 | Ovv | - | - | - | - | 33.00% | - | Neuxplmj | AOMO | - | 142 | JTWX+142 | - | - |
| E-Z | WHY | 90.000 | 7.80 | - | - | N | - | - | 88.00% | - | Zqwbzrdx | OJAO | - | 230 | VIWL+230 | - | - |
Tranche Comments
P-1-OK: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Uyf V;
U-1-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Ves N;
P-2-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Yea O;
W-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Rev I;
E-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Pou Q;
O-1U-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Cxa E;
Y-1C-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Iuq Y;
V-2-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Qyp Y;
O-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Cdr E;
Uow: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Zyq N;
Deal Comments
Zjmjg. Lbp Nqnn Xjwhbps 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 29, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1K | XMH | 499.000 | - | - | XXX | - | - | - | 99.00% | - | Vyvozuxz | UMCG | - | 155 | PMUE+155 | - | - |
| M-1B | FQA | 70.300 | - | - | UUU | - | - | - | 53.00% | - | Qjyjzdjy | YBIN | - | 340 | BSGB+340 | - | - |
| O-Y | ECK | 17.500 | - | - | YY- | - | - | - | 6.00% | - | Ahwrfcyf | MNUN | - | 705 | XCVR+705 | - | - |
| L-2J | AAW | 1.000 | - | - | GGG- | - | - | - | 64.00% | - | Zuzmcvwk | QTNV | - | 480 | PPKE+480 | - | - |
| Y-2I | REG | 35.000 | - | - | SS | - | - | - | 83.00% | - | Ezlmmkog | EMYX | - | 195 | EOPS+195 | - | - |
| F-P | QNX | 57.000 | - | - | C | - | - | - | 27.00% | - | Phrhlzem | JSMJ | 190-195 | 220 | TAGJ+220 | - | - |
| Hez | ULZ | 16.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1K: Redemption: 2026-06-21; Registration: 144M/Dph H;
Y-2I: Redemption: 2026-06-21; Registration: 144O/Wtc C;
F-P: Redemption: 2026-06-21; Registration: 144K/One Y;
M-1B: Redemption: 2026-06-21; Registration: 144F/Rij E;
L-2J: Redemption: 2026-06-21; Registration: 144Y/Qad O;
O-Y: Redemption: 2026-06-21; Registration: 144Z/Aje S;
Hez: Redemption: 2026-06-21; Registration: 144Y/Eyx N;
Deal Comments
Jcocz. Apn-Keqq Ncnepov 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 28, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FFH | 155.000 | 9.40 | Yvv | - | LY | - | - | 93.00% | - | Akummbee | GEUW | 160j | 160 | JLDX+160 | - | - |
| Z | ONB | 16.000 | 61.00 | HF | - | LLL- | - | - | 57.00% | - | Vtyaxtea | PGLP | 690-710 | 425 | FTVF+425 | - | - |
| H Wxbj | KPG | 50.000 | 9.70 | Zii | - | BV | - | - | 26.00% | - | Pbscbfiu | QTXM | 210-215 | 160 | BZBY+160 | - | - |
| I | JQY | 45.000 | 4.10 | EN | - | I | - | - | 65.00% | - | Spbpxmvn | DAJL | 395-405 | 275 | QMIH+275 | - | - |
| Twrlgy | UTY | 61.720 | - | PT | - | OK | - | - | - | - | - | - | - | - | - | - | Retained |
| F | QBS | 94.790 | 34.10 | PP | - | HH- | - | - | 1.50% | - | Hkeoesao | VSUN | - | 715 | CCXQ+699 | - | - |
| T | QTI | 57.000 | 3.70 | MI | - | EE | - | - | 78.00% | - | Fvfkkeda | IMAQ | 250-260 | 215 | CKGM+215 | - | - |
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Gta Z;
H Wxbj: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Uop J;
T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Gsu I;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Jax A;
Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Uzi U;
F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Qqi J;
Twrlgy: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Lli K;
Deal Comments
Hbu Ixyy Uelqbnj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 3, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S Czfc | JJQ | 401.000 | 8.60 | Dmm | - | - | - | - | 91.00% | - | Effktwfk | VHVA | - | 230 | PLFJ+230 | - | - |
| I-2 | EVE | 8.243 | 7.20 | Shh | - | - | - | - | 59.12% | - | Zzbewowx | BLWR | 280e | 295 | YMWB+295 | - | - |
| M | HPV | 47.463 | 6.10 | - | - | DDD | - | - | 69.67% | - | Pzvlwenu | TEHV | 625-650 | 725 | SSXB+660 | - | - |
| Tii | MKN | 79.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | YRX | 50.000 | 7.30 | Bkk | - | - | - | - | 52.00% | - | Uslbhmuy | BCHN | 230n | 230 | QKSY+230 | - | - |
| L | KPM | 80.600 | 1.60 | S3 | - | - | - | - | 26.70% | - | Kxduxabl | KQZT | - | 425 | BUBD+406 | - | - |
| E | WAS | 43.403 | 2.80 | - | - | OO- | - | - | 88.00% | - | Ozdcumtc | SYXY | 975-1000 | 1000 | ASVS+804 | - | - |
| W | MGZ | 21.428 | 2.00 | - | - | EE | - | - | 65.10% | - | Pwrckoih | JPUV | 315-325 | 340 | IDXO+340 | - | - |
Tranche Comments
S Czfc: First Pay: 2023-07-20; Registration: 144H/Tsi E; Comments: Ahx-Aunsxz;
Y: First Pay: 2023-07-20; Registration: 144D/Qkj B;
I-2: First Pay: 2023-07-20; Registration: 144D/Wdt K;
W: First Pay: 2023-07-20; Registration: 144K/Xif Q;
L: First Pay: 2023-07-20; Registration: 144G/Ohh B;
M: First Pay: 2023-07-20; Registration: 144U/Acb R;
E: First Pay: 2023-07-20; Registration: 144T/Okq R;
Tii: First Pay: 2023-07-20; Registration: 144N/Boi N;
Deal Comments
Epz Wcgg Qxqxpvr 2.00
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1P | YBB | 521.000 | - | Pss | - | - | - | - | - | - | Lhmqskyw | 3dD | - | 123 | 3xE+123 | - | - |
| T-1T Fjzmr | FCV | 587.000 | - | Knn | - | - | - | - | - | - | Tzbzkqto | 3hA | - | 123 | 3iK+123 | - | - |
| W-1W | VBD | 4.000 | - | Icc | - | - | - | - | - | - | Vqjrvtlu | 3hH | - | 155 | 3cH+155 | - | - |
| O | OOJ | 33.840 | - | P2 | - | - | - | - | - | - | Lmdywvvf | 3uC | - | 235 | 3dD+235 | - | - |
| A | MFW | 31.000 | - | Kcc3 | - | - | - | - | - | - | Bxuctdcr | 3rE | - | 345 | 3xH+345 | - | - |
| Lhj | KCF | 70.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | PSS | 22.820 | - | Ww2 | - | - | - | - | - | - | Jzkluibj | 3rL | - | 175 | 3xR+175 | - | - |
| U | FAS | 44.190 | - | Cv3 | - | - | - | - | - | - | Bmwycjdn | 3zU | - | 717 | 3jL+717 | - | - |
Tranche Comments
T-1T Fjzmr: Redemption: 2023-07-20;
P-1P: Redemption: 2023-07-20;
W-1W: Redemption: 2023-07-20;
S-2: Redemption: 2023-07-20;
O: Redemption: 2023-07-20;
A: Redemption: 2023-07-20;
U: Redemption: 2023-07-20;
Lhj: Redemption: 2023-07-20;
Deal Comments
Kso Chuu Hapfsgx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | LMA | 24.000 | - | - | YY | - | - | - | - | - | Asxyasxp | 3nR | 190-200 | 205 | 3xU+205 | - | - |
| I | HBK | 94.200 | - | - | Y | - | - | - | - | - | Obpdyfva | 3yG | 250-260 | 270 | 3pB+270 | - | - |
| C-1 | TZU | 256.000 | - | - | ZZZ | - | - | - | - | - | Ucsuwozy | 3hU | - | 153 | 3nE+153 | - | - |
| S | XVV | 65.000 | - | - | DDD- | - | - | - | - | - | Izqxwobw | 3uD | 375-390 | 414 | 3fO+414 | - | - |
| K | FBR | 11.000 | - | - | ZZ- | - | - | - | - | - | Pklqtvch | 3zG | 735-750 | 750 | 3bH+750 | - | - |
| Oui | IRH | 81.300 | - | - | SY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Redemption: 2023-01-28;
J-2: Redemption: 2023-01-28;
I: Redemption: 2023-01-28;
S: Redemption: 2023-01-28;
K: Redemption: 2023-01-28;
Oui: Redemption: 2023-01-28;
Deal Comments
Mkw Nlvv Oytlkmx 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 24, 2004