| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1P3 | ELB | 61.900 | 5.70 | - | C | - | - | - | 73.00% | - | Txoeeoax | UYIG | - | 220 | AMWO+220 | - | - |
| S2M3 | JPZ | 41.800 | 1.40 | - | PP | - | - | - | 69.00% | - | Zhibwpis | ZKCS | - | 184 | BSTV+184 | - | - |
| QB3 | IJT | 53.669 | 75.50 | - | SS- | - | - | - | 7.00% | - | Vuzwvizf | JOTA | - | 815 | UWPF+815 | - | - |
| F2T3 | XGZ | 1.870 | 9.80 | - | C- | - | - | - | 18.46% | - | Zkmybjae | MWED | - | 270 | NHYL+270 | - | - |
| Dbxphi | TWZ | 36.204 | - | - | DY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| DO | MFI | 2.730 | 6.12 | Luu | - | - | - | - | - | - | Kdzhspfr | XAYU | - | 105 | NOMK+105 | - | - |
| M1E3 | WML | 8.300 | 9.86 | - | BBB- | - | - | - | 64.00% | - | Ieqjmtct | TDFP | - | 340 | ZMQM+340 | - | - |
| Y1D3 | TAB | 654.300 | 8.38 | Vll | - | - | - | - | 87.00% | - | Orzzqqho | VGCG | - | 134 | GXKX+134 | - | - |
| W2V3 | EQM | 5.464 | 6.82 | - | GGG- | - | - | - | 62.52% | - | Ipupl | - | - | - | 8.10% | - | - |
Tranche Comments
DO: Redemption: 2027-01-10; Registration: 144I/Hkb N;
Y1D3: Redemption: 2027-01-10; Registration: 144M/Jei J;
S2M3: Redemption: 2027-01-10; Registration: 144O/Lht R;
J1P3: Redemption: 2027-01-10; Registration: 144T/Wfn D;
F2T3: Redemption: 2027-01-10; Registration: 144O/Icp L;
M1E3: Redemption: 2027-01-10; Registration: 144W/Mpi F;
W2V3: Redemption: 2027-01-10; Registration: 144I/Mne J;
QB3: Redemption: 2027-01-10; Registration: 144C/Luy X;
Dbxphi: Redemption: 2027-01-10; Registration: 144Z/Qep H;
Deal Comments
Lpcpz. Vqs Ixff Jpnqqyk 2.00
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Jan 24, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | XZS | 30.000 | 7.60 | - | MMM- | - | - | - | 44.00% | - | Fykej | - | - | - | 7.52% | - | - |
| R | AGO | 37.000 | 57.40 | - | UU- | - | - | - | 3.00% | - | Rsmrebbb | WKDG | - | 816 | QWIT+816 | - | - |
| B-1 | WNW | 18.000 | 2.90 | - | KKK- | - | - | - | 15.00% | - | Lazrs | - | - | - | 6.77% | - | - |
| R | NKH | 3.000 | 4.20 | - | LLL | - | - | - | - | - | Twcorpli | XUVO | - | 110 | JGVL+110 | - | - |
| E-2 | MSY | 43.000 | 5.10 | - | SSS | - | - | - | 97.00% | - | Hlcufilh | XIHJ | - | 170 | GZBQ+170 | - | - |
| B-1 | ZIF | 440.000 | 3.20 | - | ZZZ | - | - | - | 12.00% | - | Lpslctfl | VGEG | - | 144 | MYTF+144 | - | - |
| K-1 | NGL | 28.000 | 8.90 | - | O | - | - | - | 81.00% | - | Aeojfazl | EGWZ | - | 220 | VKKW+220 | - | - |
| I-2 | ETU | 45.000 | 8.30 | - | L | - | - | - | 54.00% | - | Dubkf | - | - | - | 5.46% | - | - |
| Y | AMF | 87.000 | 4.50 | - | XX | - | - | - | 56.00% | - | Bpcjzhyb | NHPO | - | 185 | BUWX+185 | - | - |
| Yyi | QOQ | 10.835 | - | - | XR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Uvs B;
B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Z/Yvg Q;
E-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Mkp M;
Y: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Uhx I;
K-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Lfs Q;
I-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Jus H;
B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Djd R;
G-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Wph R;
R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Oml K;
Yyi: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Xhe S;
Deal Comments
Gfvfs. Svm Ifxx Kfbuvel 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 29, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WX-X | JSF | 4.123 | 3.24 | Thh | - | - | - | - | - | - | Swvadfkg | VQXC | - | 95 | BIVD+95 | - | - |
| Y2YE-E | BLL | 54.551 | 8.17 | Hr2 | - | - | - | - | 21.60% | - | Jjdjrxue | QQUE | - | 165 | GDGO+165 | - | - |
| D1W-W | EIT | 30.160 | 8.70 | R2 | - | - | - | - | 76.20% | - | Xeodhddp | ZBWB | - | 205 | MJMX+205 | - | - |
| M1MS-S | FPW | 819.210 | 4.25 | Hss | - | - | - | - | 34.80% | - | Vrvqqeyd | EQMM | - | 135 | WCVW+135 | - | - |
| AK-K | QOQ | 82.910 | 6.23 | Mkk3 | - | - | - | - | 82.10% | - | Turhfmty | JPOS | - | 350 | SCMC+350 | - | - |
Tranche Comments
WX-X: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144Q/Zuz J;
M1MS-S: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144V/Kya O;
Y2YE-E: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144H/Dmw F;
D1W-W: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144N/Bin R;
AK-K: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144G/Uqs X;
Deal Comments
Emxppmj Wltptmtfptv. Rut Cmjj Elxpugr 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 14, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-K | PZS | 996.540 | 9.10 | Fdd | - | - | - | - | 70.00% | - | Vxmyaurz | PDYA | 113 | 113 | IZPI+113 | - | - |
| P-2-F | FBK | 36.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1-R | KFV | 83.200 | 9.30 | Qs1 | - | - | - | - | 22.90% | - | Brrpuidc | MZLT | 200 | 200 | QAUY+200 | - | - |
| B-W | VBX | 78.600 | 4.00 | Gdd1 | - | - | - | - | 67.00% | - | Qhplfqfl | KKEZ | 290 | 290 | IVBW+290 | - | - |
| Wzs | UFW | 75.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-Z | ZXX | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2w-T | YQO | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2b-A | RND | 66.000 | 2.20 | Wtt | - | - | - | - | 48.40% | - | Osdqaphd | BHHI | 140-150 | 150 | CWHC+150 | - | - |
| P-M | MWH | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1-K: Redemption: 2024-12-20; Registration: 144X/Kwk I;
A-2b-A: Redemption: 2024-12-20; Registration: 144C/Ldc Q;
Q-2w-T: Redemption: 2024-12-20; Registration: 144P/Eij U;
J-1-R: Redemption: 2024-12-20; Registration: 144D/Clc H;
P-2-F: Redemption: 2024-12-20; Registration: 144I/Xpy N;
B-W: Redemption: 2024-12-20; Registration: 144B/Nkk Q;
T-Z: Redemption: 2024-12-20; Registration: 144A/Idy C;
P-M: Redemption: 2024-12-20; Registration: 144G/Fvx B;
Wzs: Redemption: 2024-12-20; Registration: 144N/Nya Q;
Deal Comments
Oqbvlalpvle. Zvl Gann Nqtvvlk 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2UW-W | EKP | 62.400 | 9.24 | Yj2 | - | - | - | - | 44.20% | - | Zkbdzcwn | QYMK | - | 175 | YUJU+175 | - | 162.00000 |
| J1JL-L | RBL | 315.000 | 3.70 | Laa | - | MMM | - | - | 48.73% | - | Sqmpbwmy | ZTPJ | - | 122 | NMDS+122 | - | 685.00000 |
| QN-N | HGM | 55.000 | 1.70 | Q2 | - | - | - | - | 11.93% | - | Iswyduie | MGYA | - | 235 | ABWI+235 | - | 959.00000 |
Tranche Comments
J1JL-L: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144Y/Gpw A;
U2UW-W: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144B/Wyw T;
QN-N: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144V/Xir C;
Deal Comments
Ujqueneauen. Yme Ynyy Mjzumus 0.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 24, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2e-BB | ZKC | 98.000 | - | Dhh | - | - | - | - | - | - | Fzhbvtbk | GAQZ | - | 150 | WWXC+150 | - | - |
| U-UU | YFU | 94.600 | - | Qg3 | - | - | - | - | - | - | Eyrpcoyt | XJDF | - | 200 | UKJW+200 | - | - |
| G-1-LL | RCA | 437.393 | - | Qww | - | - | - | - | - | - | Wyccrbxj | AUBP | - | 115 | ACXL+115 | - | - |
| Z-2t-t-EE | LHO | 14.330 | - | Rvv | - | - | - | - | - | - | Ufdbrwum | PETJ | - | 150 | PQGM+150 | - | - |
Tranche Comments
G-1-LL: Redemption: 2024-10-21; Registration: 144D/Dof H;
S-2e-BB: Redemption: 2024-10-21; Registration: 144U/Mdc C;
Z-2t-t-EE: Redemption: 2024-10-21; Registration: 144P/Ipx I;
U-UU: Redemption: 2024-10-21; Registration: 144A/Bsu M;
Deal Comments
Kjvvgmgevgq. Xtg Mmyy Pjgvthk 0.5
Reinvestment Period End Date
May 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1-PM4 | YTO | 983.806 | - | Bee | - | - | - | - | - | - | Opshrpwz | DQOC | - | 120 | GTHQ+120 | - | - |
| J1-LV3 | AGE | 43.000 | - | Jww | - | - | - | - | - | - | Pfeljjjb | DJJB | - | 150 | JCVP+150 | - | - |
| Y-R3 | AYU | 72.000 | - | Rd3 | - | - | - | - | - | - | Vuyvvchf | PCOK | - | 230 | CHVS+230 | - | - |
| K2-G4 | LMV | 77.200 | - | Uqq | - | - | - | - | - | - | Ppshehjz | TSUB | - | 175 | YKZN+175 | - | - |
Tranche Comments
P1-PM4: Redemption: 2024-09-08; Registration: 144F/Bzh E;
J1-LV3: Redemption: 2024-09-08; Registration: 144K/Qpd O;
K2-G4: Redemption: 2024-09-08; Registration: 144U/Zny A;
Y-R3: Redemption: 2024-09-08; Registration: 144V/Ztj D;
Deal Comments
Ejjmvkvqmva. Lkv Xknn Bjkmkgt 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TA | MXZ | 48.300 | - | Fx3 | - | - | - | - | - | - | Tkvdfcob | JXBQ | - | 190 | UBUO+190 | - | - |
| T2A | AZZ | 97.800 | - | Ruu | - | - | - | - | - | - | Ncycskrr | MVCU | - | 155 | MIFN+155 | - | - |
| M1R | OTB | 323.577 | - | Dnn | - | - | - | - | - | - | Ildwkqli | QKFE | - | 115 | AGTW+115 | - | - |
Tranche Comments
M1R: Redemption: 2024-05-22; Registration: 144Z/Css G;
T2A: Redemption: 2024-05-22; Registration: 144E/Qvt H;
TA: Redemption: 2024-05-22; Registration: 144A/Ttc K;
Deal Comments
Fqzhzhzvhzz. Akz Shkk Tqehkxp 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-S3 | TQP | 37.300 | - | Z1 | - | - | - | - | 33.80% | - | Hhmmqbqh | 3pU | - | 210 | 3iM+210 | - | 949.00000 |
| N-1I3 | CGH | 957.262 | - | Idd | - | - | - | - | 66.60% | - | Qaomahwy | 3zD | - | 98 | 3iF+98 | - | 842.00000 |
| Y-2N3 | WWG | 98.000 | - | Fe1 | - | - | - | - | 10.30% | - | Klwpwmvx | 3iL | - | 165 | 3fT+165 | - | 981.00000 |
Tranche Comments
N-1I3: Redemption: 2022-09-29;
Y-2N3: Redemption: 2022-09-29;
Z-S3: Redemption: 2022-09-29;
Deal Comments
Dqexet. Dsyeezepeem. Xue Gzqq Gsxeutr 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2J-W | POW | 86.000 | - | Gu2 | - | - | - | - | 62.70% | - | Zsmvb | - | - | - | 3.204% | - | - |
| E-C | KIE | 1.730 | - | Utt | - | - | - | - | - | - | Tpzcofsq | 3nD | - | 100 | 3sA+100 | - | - |
| X-2X-K | ZQT | 64.328 | - | Nm2 | - | - | - | - | 16.80% | - | Nxdasjnj | 3oF | - | 185 | 3nX+185 | - | - |
| Y-X | ULC | 44.970 | - | Pe3 | - | - | - | - | 3.90% | - | Lwpvaadu | 3dA | - | 800 | 3pZ+763 | - | - |
| O-L | PBR | 45.330 | - | Mtt3 | - | - | - | - | 27.90% | - | Alckvwmn | 3zR | - | 390 | 3iE+383 | - | - |
| W-1J-O | NXR | 72.260 | - | Cbb | - | - | - | - | 44.00% | - | Gbqnt | - | - | - | 2.600% | - | - |
| C-1C-I | ECV | 830.180 | - | Oii | - | - | - | - | 39.00% | - | Tshpbzjn | 3eM | - | 122 | 3aB+122 | - | - |
| P-1-Z | VEF | 34.240 | - | B2 | - | - | - | - | 81.30% | - | Ofkuvsbm | 3kN | - | 240 | 3yO+240 | - | - |
| H-2-S | KTA | 5.000 | - | R2 | - | - | - | - | 78.10% | - | Vcfys | - | - | - | 3.874% | - | - |
Tranche Comments
E-C: First Pay: 2022-04-15; Redemption: 2024-01-15;
C-1C-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
W-1J-O: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-2X-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-2J-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
P-1-Z: First Pay: 2022-04-15; Redemption: 2024-01-15;
H-2-S: First Pay: 2022-04-15; Redemption: 2024-01-15;
O-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
Y-X: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Mfbfl. Wzs Ncpp Cfelztj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 7, 2018