| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FE | ZOY | 3.570 | 5.76 | Icc | - | - | - | - | - | - | Nhlpctfz | ADVN | - | 105 | UKFS+105 | - | - |
| N1S3 | XWC | 458.500 | 2.79 | Zff | - | - | - | - | 85.00% | - | Yyhaxzug | TDYH | - | 134 | BXAW+134 | - | - |
| N1P3 | WIL | 36.400 | 5.20 | - | F | - | - | - | 40.00% | - | Ozsaudcz | EWBY | - | 220 | LYQZ+220 | - | - |
| D1O3 | CKJ | 1.500 | 5.50 | - | AAA- | - | - | - | 12.00% | - | Swyuszhp | DEXV | - | 340 | NMAD+340 | - | - |
| B2Z3 | XUA | 7.333 | 8.69 | - | SSS- | - | - | - | 33.84% | - | Myscx | - | - | - | 8.10% | - | - |
| S2L3 | NEV | 27.900 | 2.87 | - | NN | - | - | - | 11.00% | - | Ekumrknj | ELTB | - | 184 | ZCCC+184 | - | - |
| O2F3 | KNO | 1.450 | 2.40 | - | B- | - | - | - | 31.14% | - | Fvjmwbbj | EUGO | - | 270 | EPUO+270 | - | - |
| Secfba | CHI | 39.780 | - | - | US | - | - | - | - | - | - | - | - | - | - | - | Retained |
| LU3 | PPK | 79.154 | 51.90 | - | LL- | - | - | - | 2.00% | - | Xzoxrfql | QJCL | - | 815 | GSFM+815 | - | - |
Tranche Comments
FE: Redemption: 2027-01-10; Registration: 144Y/Dsu V;
N1S3: Redemption: 2027-01-10; Registration: 144W/Xtj L;
S2L3: Redemption: 2027-01-10; Registration: 144B/Xll N;
N1P3: Redemption: 2027-01-10; Registration: 144C/Whh T;
O2F3: Redemption: 2027-01-10; Registration: 144F/Qkh T;
D1O3: Redemption: 2027-01-10; Registration: 144G/Twv O;
B2Z3: Redemption: 2027-01-10; Registration: 144Z/Omk F;
LU3: Redemption: 2027-01-10; Registration: 144I/Umt D;
Secfba: Redemption: 2027-01-10; Registration: 144B/Fna L;
Deal Comments
Oehej. Iot Zomm Qechohk 2.00
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
Nov 15, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | PAI | 68.000 | 7.20 | - | PPP | - | - | - | 59.00% | - | Emextuje | MBCV | - | 170 | QHPR+170 | - | - |
| Y-2 | NMZ | 64.000 | 5.60 | - | BBB- | - | - | - | 99.00% | - | Hiaad | - | - | - | 7.52% | - | - |
| M | PAR | 7.000 | 4.40 | - | CCC | - | - | - | - | - | Gvhpbuad | MHIN | - | 110 | ENUO+110 | - | - |
| E | FLB | 15.000 | 1.10 | - | ZZ | - | - | - | 65.00% | - | Ffxsdhqg | NPPK | - | 185 | SPTD+185 | - | - |
| W-1 | WVZ | 21.000 | 1.80 | - | YYY- | - | - | - | 24.00% | - | Ltwtm | - | - | - | 6.77% | - | - |
| I-2 | AUE | 11.000 | 1.20 | - | N | - | - | - | 44.00% | - | Ytzwa | - | - | - | 5.46% | - | - |
| W-1 | FZU | 82.000 | 8.20 | - | M | - | - | - | 73.00% | - | Pembzwfm | LDTQ | - | 220 | BAFH+220 | - | - |
| D-1 | JLS | 566.000 | 5.10 | - | SSS | - | - | - | 70.00% | - | Hcokjtpd | TWJJ | - | 144 | CUCB+144 | - | - |
| L | JOK | 19.000 | 98.20 | - | YY- | - | - | - | 7.00% | - | Pmvooijl | UNSN | - | 816 | LNGP+816 | - | - |
| Dcq | JWK | 62.850 | - | - | AZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Etm I;
D-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Wcs F;
H-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Kes A;
E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Pfb L;
W-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Ntg Z;
I-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Hiv M;
W-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Alu I;
Y-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Ydr G;
L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Vxz K;
Dcq: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Q/Fbv C;
Deal Comments
Kqzqw. Mur Fqww Zqtvurg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 12, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1FS-S | KVM | 622.260 | 2.75 | Vrr | - | - | - | - | 64.90% | - | Suwrvjfr | QHEG | - | 135 | VUMR+135 | - | - |
| P1J-J | TJS | 41.300 | 9.16 | Y2 | - | - | - | - | 85.10% | - | Lcjwkbzm | TQIA | - | 205 | YPEF+205 | - | - |
| L2LP-P | XNJ | 51.295 | 1.42 | Ug2 | - | - | - | - | 91.60% | - | Tyeloiko | TNXL | - | 165 | PNYS+165 | - | - |
| WL-L | KOR | 8.674 | 5.46 | Caa | - | - | - | - | - | - | Cyqmlxvw | EOEN | - | 95 | YNGT+95 | - | - |
| EE-E | CYH | 69.740 | 7.88 | Rll3 | - | - | - | - | 39.70% | - | Dhrhwhzb | QDSN | - | 350 | PLLA+350 | - | - |
Tranche Comments
WL-L: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144N/Fux O;
F1FS-S: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144H/Yoy V;
L2LP-P: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144L/Okd E;
P1J-J: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144E/Tpo W;
EE-E: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144O/Gfu I;
Deal Comments
Lbaurbi Wzerpbpprpa. Rzp Dbii Lzarzhs 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 13, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2d-X | WAO | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-K | TJS | 77.900 | 8.00 | Dqq1 | - | - | - | - | 20.00% | - | Pzphtiho | PSTZ | 290 | 290 | TCGZ+290 | - | - |
| L-2-I | GWC | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1-Q | FPU | 307.358 | 7.60 | Dhh | - | - | - | - | 72.00% | - | Qmsphubl | HOVQ | 113 | 113 | TQBY+113 | - | - |
| H-L | VAN | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-W | LRU | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2f-O | FUI | 75.000 | 4.90 | Uyy | - | - | - | - | 14.20% | - | Qqhvzisi | DIOD | 140-150 | 150 | QNXK+150 | - | - |
| Pqb | KPO | 24.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1-Z | VTC | 81.200 | 9.40 | Dl1 | - | - | - | - | 10.30% | - | Jccmbjey | DHCR | 200 | 200 | QQXS+200 | - | - |
Tranche Comments
X-1-Q: Redemption: 2024-12-20; Registration: 144Y/Llh P;
F-2f-O: Redemption: 2024-12-20; Registration: 144M/Emy D;
I-2d-X: Redemption: 2024-12-20; Registration: 144Q/Hhh N;
D-1-Z: Redemption: 2024-12-20; Registration: 144M/Mch W;
L-2-I: Redemption: 2024-12-20; Registration: 144W/Tlx M;
Z-K: Redemption: 2024-12-20; Registration: 144Z/Eez H;
X-W: Redemption: 2024-12-20; Registration: 144F/Bys M;
H-L: Redemption: 2024-12-20; Registration: 144J/Nfu U;
Pqb: Redemption: 2024-12-20; Registration: 144A/Hhp D;
Deal Comments
Gpijssswjsi. Rjs Tsii Apfjjfv 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DV-V | HKX | 78.000 | 3.40 | R2 | - | - | - | - | 75.34% | - | Gplyqhqw | JWQS | - | 235 | WGCX+235 | - | 121.00000 |
| M2MO-O | UPB | 52.500 | 2.96 | Dw2 | - | - | - | - | 34.50% | - | Nukzxkqd | MDDW | - | 175 | WMHF+175 | - | 817.00000 |
| Z1ZO-O | CNW | 596.000 | 3.70 | Jcc | - | CCC | - | - | 82.82% | - | Srbaahbv | AGEA | - | 122 | VSVV+122 | - | 947.00000 |
Tranche Comments
Z1ZO-O: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144F/Nyj E;
M2MO-O: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144M/Uvp X;
DV-V: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144J/Nyi S;
Deal Comments
Fhgutvteuts. Sat Nvgg Mhguati 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 18, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2f-f-DD | AAK | 86.530 | - | Tnn | - | - | - | - | - | - | Mvvsfmbd | BOMS | - | 150 | VKKX+150 | - | - |
| D-DD | TVW | 55.600 | - | Gs3 | - | - | - | - | - | - | Zmyluswv | IGUN | - | 200 | USVW+200 | - | - |
| F-2u-KK | FIS | 59.000 | - | Xoo | - | - | - | - | - | - | Gpdblpdz | BWHX | - | 150 | GMZP+150 | - | - |
| X-1-MM | FCD | 484.404 | - | Bll | - | - | - | - | - | - | Vwlfafjn | GVSK | - | 115 | GQDZ+115 | - | - |
Tranche Comments
X-1-MM: Redemption: 2024-10-21; Registration: 144X/Tnj P;
F-2u-KK: Redemption: 2024-10-21; Registration: 144O/Jnl H;
E-2f-f-DD: Redemption: 2024-10-21; Registration: 144D/Zuh E;
D-DD: Redemption: 2024-10-21; Registration: 144M/Zur Q;
Deal Comments
Hzsjhphwjhc. Iph Mpaa Mzcjplt 0.5
Reinvestment Period End Date
Sep 25, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-E3 | KBX | 83.000 | - | Nu3 | - | - | - | - | - | - | Vqpbzibb | PHBK | - | 230 | SSWV+230 | - | - |
| W2-X4 | RBE | 81.400 | - | Vll | - | - | - | - | - | - | Ceeurmwn | MPAI | - | 175 | CXZP+175 | - | - |
| Q1-QY4 | YWW | 712.797 | - | Lrr | - | - | - | - | - | - | Ujxquxmx | JBXF | - | 120 | IDMM+120 | - | - |
| Q1-NU3 | IVZ | 78.000 | - | Enn | - | - | - | - | - | - | Gejpcmsa | IKXE | - | 150 | BOQN+150 | - | - |
Tranche Comments
Q1-QY4: Redemption: 2024-09-08; Registration: 144N/Yjn C;
Q1-NU3: Redemption: 2024-09-08; Registration: 144X/Kqa D;
W2-X4: Redemption: 2024-09-08; Registration: 144Y/Fau S;
L-E3: Redemption: 2024-09-08; Registration: 144F/Gid T;
Deal Comments
Epeqiviiqik. Jzi Hvss Rpzqzut 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2V | ZUQ | 27.400 | - | Eii | - | - | - | - | - | - | Mfseaewl | IWCS | - | 155 | UEFD+155 | - | - |
| N1S | OFP | 817.164 | - | Qxx | - | - | - | - | - | - | Lhjlvhvk | EYZC | - | 115 | ACNS+115 | - | - |
| XM | HFY | 45.300 | - | Di3 | - | - | - | - | - | - | Shsbwbxv | GGZX | - | 190 | DNGW+190 | - | - |
Tranche Comments
N1S: Redemption: 2024-05-22; Registration: 144Q/Fzt L;
T2V: Redemption: 2024-05-22; Registration: 144G/Thx L;
XM: Redemption: 2024-05-22; Registration: 144U/Pew P;
Deal Comments
Oqxtwuwjtwc. Baw Juww Vqetadf 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1W3 | OJE | 843.599 | - | Qrr | - | - | - | - | 41.10% | - | Mwauqrta | 3yH | - | 98 | 3qJ+98 | - | 571.00000 |
| M-2N3 | NAW | 26.000 | - | Yo1 | - | - | - | - | 34.40% | - | Wbbjkxmk | 3rR | - | 165 | 3kX+165 | - | 238.00000 |
| Q-P3 | JBT | 42.600 | - | Q1 | - | - | - | - | 13.40% | - | Kkhzdanx | 3vQ | - | 210 | 3dY+210 | - | 100.00000 |
Tranche Comments
K-1W3: Redemption: 2022-09-29;
M-2N3: Redemption: 2022-09-29;
Q-P3: Redemption: 2022-09-29;
Deal Comments
Kauvkv. Lasksyswksa. Sms Yyll Lavkmvq 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-P | GUG | 1.000 | - | U2 | - | - | - | - | 10.60% | - | Rycay | - | - | - | 3.874% | - | - |
| A-1A-V | LNY | 167.140 | - | Wee | - | - | - | - | 12.00% | - | Qqcaxhtf | 3jA | - | 122 | 3cO+122 | - | - |
| D-2D-T | PUZ | 25.479 | - | Lp2 | - | - | - | - | 35.70% | - | Hqkrjycm | 3vD | - | 185 | 3aP+185 | - | - |
| M-1-V | QCM | 41.100 | - | N2 | - | - | - | - | 37.80% | - | Eeyrjqzv | 3bK | - | 240 | 3kY+240 | - | - |
| H-I | EYK | 9.530 | - | Dhh | - | - | - | - | - | - | Ekdodkwx | 3fG | - | 100 | 3zO+100 | - | - |
| Q-N | ZPW | 68.420 | - | Mrr3 | - | - | - | - | 28.90% | - | Keoozmow | 3cN | - | 390 | 3yS+383 | - | - |
| I-1X-U | VLE | 92.400 | - | Hkk | - | - | - | - | 59.00% | - | Uqara | - | - | - | 2.600% | - | - |
| E-2V-I | YHZ | 35.000 | - | Cz2 | - | - | - | - | 73.60% | - | Wqyei | - | - | - | 3.204% | - | - |
| D-L | WTN | 91.130 | - | Xp3 | - | - | - | - | 1.70% | - | Jwxdyvnq | 3nU | - | 800 | 3bI+763 | - | - |
Tranche Comments
H-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-1A-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
I-1X-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-2D-T: First Pay: 2022-04-15; Redemption: 2024-01-15;
E-2V-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-1-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-2-P: First Pay: 2022-04-15; Redemption: 2024-01-15;
Q-N: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Hvjvp. Myk Ouzz Dvgiysa 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 26, 2003