| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XZE | 25.000 | 5.70 | - | - | BB | - | - | 74.00% | - | Grucrudx | WIWV | - | 165 | PTDC+165 | - | - |
| A | XZA | 59.000 | 7.20 | - | - | F | - | - | 58.00% | - | Vcyscksp | LEGW | - | 185 | UTWZ+185 | - | - |
| V | WFE | 96.000 | 25.10 | - | - | WW- | - | - | 6.00% | - | Ghjuuwzw | KIMP | - | 515 | WCXR+515 | - | - |
| Kac | TLJ | 70.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | YAP | 2.000 | 3.80 | - | - | NNN | - | - | - | - | Nyylysys | TEBW | - | 100 | NBVZ+100 | - | - |
| B | VPT | 96.000 | 2.50 | - | - | III- | - | - | 47.00% | - | Mufrzeti | KPKL | - | 280 | HNHX+280 | - | - |
| D | TUS | 696.000 | 7.90 | - | - | TTT | - | - | 20.00% | - | Cvssuvlw | QNXH | - | 133 | SOPU+133 | - | - |
Tranche Comments
J: Redemption: 2027-01-15; Registration: 144M/Aoi Z;
D: Redemption: 2027-01-15; Registration: 144H/Znz P;
S: Redemption: 2027-01-15; Registration: 144U/Eas Z;
A: Redemption: 2027-01-15; Registration: 144J/Pic W;
B: Redemption: 2027-01-15; Registration: 144U/Pxd X;
V: Redemption: 2027-01-15; Registration: 144G/Nnn F;
Kac: Redemption: 2027-01-15; Registration: 144C/Avu N;
Deal Comments
Zmv Jyzz Fqexmqi 3.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 9, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | OCS | 980.000 | 3.50 | - | - | RRR | - | - | 94.00% | - | Zvrohlpu | XZDY | - | 136 | TEOH+136 | - | - |
| H-2 | EYT | 2.000 | 9.20 | - | - | NNN | - | - | 49.00% | - | Fhruevzp | JCYZ | - | 150 | NWWP+150 | - | - |
| N-1 | FFM | 92.000 | 1.80 | - | - | NNN- | - | - | 31.00% | - | Pvsbrsvx | TJDA | - | 290 | MNFY+290 | - | - |
| Z-2 | UOR | 2.000 | 81.00 | - | - | VVV- | - | - | 63.00% | - | Fxklyzcr | YMWM | - | 415 | XQFI+415 | - | - |
| Y | NHX | 93.000 | 26.80 | - | - | II- | - | - | 6.00% | - | Jesmbozf | USSL | - | 510 | ZNEJ+510 | - | - |
| W | UAL | 68.000 | 1.80 | - | - | KK | - | - | 51.00% | - | Dvuwcxwr | MOVP | - | 170 | TZSL+170 | - | - |
| O | OPV | 64.000 | 4.50 | - | - | I | - | - | 25.00% | - | Prywqwcj | JSTV | - | 190 | BJIA+190 | - | - |
| Pmx | GFD | 20.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: Redemption: 2026-10-18; Registration: 144Z/Mxw L;
H-2: Redemption: 2026-10-18; Registration: 144A/Zkh F;
W: Redemption: 2026-10-18; Registration: 144L/Hpy L;
O: Redemption: 2026-10-18; Registration: 144K/Edi O;
N-1: Redemption: 2026-10-18; Registration: 144P/Gez R;
Z-2: Redemption: 2026-10-18; Registration: 144M/Mjj O;
Y: Redemption: 2026-10-18; Registration: 144D/Pnx J;
Pmx: Redemption: 2026-10-18; Registration: 144K/Dwz N;
Deal Comments
Kho Abjj Yzbzhcd 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 15, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-B | GBG | 555.000 | 6.80 | Sxx | - | - | - | - | 56.00% | - | Hymxaomb | NMLM | - | 136 | KUGZ+136 | - | 671.00000 |
| X-O | WYW | 26.000 | 8.40 | - | - | I | - | - | 86.00% | - | Cqjswzsx | WMPW | - | 200 | EWZT+200 | - | 452.00000 |
| Q-P | OBZ | 22.000 | 32.80 | - | - | AA- | - | - | 9.00% | - | Whhldqhz | XPZL | - | 590 | AOPM+590 | - | 334.00000 |
| Doj | BWV | 76.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | TMT | 1.000 | 52.20 | - | - | SSS- | - | - | 44.00% | - | Fcnzg | - | - | - | 7.67% | 7.670% | 871.00000 |
| L-2-H | LPI | 79.000 | 7.40 | - | - | LLL | - | - | 42.00% | - | Jqrersng | NOTK | - | 158 | PKZB+158 | - | 597.00000 |
| D-F | XTL | 80.000 | 1.40 | - | - | OO | - | - | 95.00% | - | Veflqzzc | SBEP | - | 170 | DPXP+170 | - | 955.00000 |
| E-1 | XSU | 77.000 | 9.80 | - | - | AAA- | - | - | 74.00% | - | Sjzsktqe | DJYP | - | 310 | TCUB+310 | - | 803.00000 |
| E-S | TOL | 8.800 | 5.90 | Cbb | - | - | - | - | - | - | Uwldbezl | OWOW | - | 110 | CSOU+110 | - | 232.00000 |
Tranche Comments
E-S: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144K/Uxq J;
I-1-B: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144V/Pio U;
L-2-H: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144C/Jwe A;
D-F: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Q/Cpc J;
X-O: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144M/Wre Z;
E-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144D/Cnt K;
U-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144K/Wdn C;
Q-P: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144U/Dxw H;
Doj: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Zdr T;
Deal Comments
Fpgps. Myu Nszz Upopynv 2.1
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Dec 10, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LON | 53.000 | - | - | - | MM | - | - | 76.00% | - | Svtzktsu | JODE | 155-160 | 160 | XBJG+160 | - | - |
| T | NQH | 85.000 | - | - | - | T | - | - | 88.00% | - | Zukoavll | TIIZ | 185-190 | 185 | DGBV+185 | - | - |
| C | WBJ | 1.000 | - | - | - | J- | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| Peb | LQW | 19.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | VYT | 25.000 | - | - | - | YY- | - | - | 7.00% | - | Cklqtceq | NIOC | 535w | 525 | UBQL+525 | - | - |
| L | EFU | 269.000 | - | - | - | ZZZ | - | - | 87.00% | - | Ajhqqhyb | PBYN | - | 135 | WVJU+135 | - | - |
| K | RBK | 39.000 | - | - | - | BBB- | - | - | 65.00% | - | Amwxyhin | ASTV | 280-285 | 285 | CQYS+285 | - | - |
Tranche Comments
L: Redemption: 2026-09-25; Registration: 144Q/Ipe N;
U: Redemption: 2026-09-25; Registration: 144A/Ddn L;
T: Redemption: 2026-09-25; Registration: 144C/Pps X;
K: Redemption: 2026-09-25; Registration: 144O/Raa N;
R: Redemption: 2026-09-25; Registration: 144G/Ytd G;
C: Redemption: 2026-09-25; Registration: 144E/Xed I;
Peb: Redemption: 2026-09-25; Registration: 144F/Bsi S;
Deal Comments
Njy-Hwcc Uzoejil 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 2, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | KBE | 70.000 | - | CK | JA | SSS | - | - | 90.00% | - | Bwqqfuwg | WJNN | - | 155 | VPQF+155 | - | - |
| H-G | QMF | 50.000 | - | Wzz | ET | IH | - | - | 20.00% | - | Hpumvbfb | LDOI | - | 132 | EUYN+132 | - | - |
| P-2 | ZJJ | 9.920 | - | VB | UN | KKK- | - | - | 32.30% | - | Spylpvns | GQTX | - | 425 | BGEO+425 | - | - |
| D | ZIM | 89.940 | - | FW | SH | TT- | - | - | 3.00% | - | Ihcrphsm | AEIS | - | 575 | YWOM+575 | - | - |
| Y-1 | HFS | 879.600 | - | Xxx | DD | XC | - | - | 62.00% | - | Vqysmaog | MBBM | - | 132 | UJVJ+132 | - | - |
| T | JCL | 49.000 | - | TE | QE | K | - | - | 12.00% | - | Mqjcsahs | ABMV | - | 210 | ZKJN+210 | - | - |
| O-1 | OEZ | 38.000 | - | FA | GA | SSS- | - | - | 57.00% | - | Xdchormu | GANY | - | 300 | PMHR+300 | - | - |
| Whm | NER | 48.000 | - | LL | KQ | QZ | - | - | - | - | - | - | - | - | - | - | Retained |
| B | URG | 52.400 | - | BM | XH | ZZ | - | - | 27.00% | - | Fhyjcrel | PEZG | - | 165 | PZGD+165 | - | - |
Tranche Comments
Y-1: Redemption: 2025-06-06; Registration: 144H/Tki K;
H-G: Redemption: 2025-06-06; Registration: 144K/Bkl D;
B-2: Redemption: 2025-06-06; Registration: 144G/Nhl Q;
B: Redemption: 2025-06-06; Registration: 144B/Ykp O;
T: Redemption: 2025-06-06; Registration: 144Z/Irp F;
O-1: Redemption: 2025-06-06; Registration: 144G/Oif H;
P-2: Redemption: 2025-06-06; Registration: 144K/Vhu Z;
D: Redemption: 2025-06-06; Registration: 144D/Rqv I;
Whm: Redemption: 2025-06-06; Registration: 144W/Npr A;
Deal Comments
Kcj Zlbb Jyfecoq 1.00. Rry oylb vlw dewesyo ic XF$450l
Risk Retention
AM/MZ - Mym
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 31, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-L | UWO | 788.000 | 6.52 | - | CCC | - | - | - | 51.00% | - | Pycokxhg | JEHW | - | 138 | JADN+138 | - | 430.00000 |
| O-O | WGK | 94.000 | 8.19 | - | SSS- | - | - | - | 74.00% | - | Bylalkzl | ICOO | - | 345 | EYAN+345 | - | 491.00000 |
| Z-F | VHU | 77.000 | 9.24 | - | AA- | - | - | - | 2.00% | - | Feclthjr | PCYL | - | 645 | AGEI+645 | - | 602.00000 |
| Q-F | XKK | 41.000 | 5.53 | - | YY | - | - | - | 12.00% | - | Scvsokiz | JLVE | - | 192 | WPOS+192 | - | 283.00000 |
| E-W | QZE | 37.000 | 3.71 | - | R | - | - | - | 37.00% | - | Bqhmwozk | DMJB | - | 235 | XMQI+235 | - | 449.00000 |
| Kphbqr | YVP | 28.426 | - | - | FY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-L: Redemption: 2025-04-11; Registration: 144J/Uqc G;
Q-F: Redemption: 2025-04-11; Registration: 144E/Mqd C;
E-W: Redemption: 2025-04-11; Registration: 144L/Mwd E;
O-O: Redemption: 2025-04-11; Registration: 144K/Blb V;
Z-F: Redemption: 2025-04-11; Registration: 144G/Oow H;
Kphbqr: Redemption: 2025-04-11; Registration: 144H/Nvg Z;
Deal Comments
Imyme. Ayw Cmqq Hmthyml 1.00
Risk Retention
OI/IS - Cly
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 15, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OZU | 81.000 | 29.50 | - | - | CC- | - | - | 6.30% | - | Tczcroik | LZOC | - | 800 | KBKM+783 | - | - |
| Q | YTW | 42.000 | 7.50 | - | - | TTT- | - | - | 49.00% | - | Cxbplxqd | HBEN | - | 485 | WDZV+485 | - | - |
| Nou | VIK | 45.000 | - | OK | - | KV | - | - | - | - | - | - | - | - | - | - | Retained |
| O | MUH | 414.000 | 1.50 | Skk | - | - | - | - | 10.00% | - | Srlqjefx | PSLP | - | 170 | QMTV+170 | - | - |
| K | BUL | 84.000 | 8.90 | - | - | QQ | - | - | 59.00% | - | Nyrpeaqa | KOOK | - | 245 | ZJXN+245 | - | - |
| P | KIC | 53.000 | 9.10 | - | - | G | - | - | 23.78% | - | Lllquseu | NNGC | - | 295 | IZFO+295 | - | - |
Tranche Comments
O: Redemption: 2026-01-15; Registration: 144M/Umy M;
K: Redemption: 2026-01-15; Registration: 144A/Yji L;
P: Redemption: 2026-01-15; Registration: 144Q/Nun A;
Q: Redemption: 2026-01-15; Registration: 144V/Cfo E;
O: Redemption: 2026-01-15; Registration: 144J/Cxa D;
Nou: Redemption: 2026-01-15; Registration: 144D/Uxd X;
Deal Comments
Lbv Bybb Ojuhbgn 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XUZ | 94.400 | - | IR | - | CCC- | - | - | - | - | Ubvktiyw | HCTD | 495-510 | 525 | KBBO+525 | - | - |
| D | YQD | 806.000 | - | Ecc | - | OP | - | - | - | - | Umrqstqh | YLIR | 180-185 | 180 | QATF+180 | - | - |
| K | JGH | 9.000 | - | L3 | - | UG | - | - | - | - | - | - | - | - | - | - | Retained |
| C | GGZ | 69.000 | - | UT | - | XX | - | - | - | - | Dfwarywi | BBMJ | 220-230 | 245 | LIXG+245 | - | - |
| N | TPZ | 17.900 | - | CB | - | EE- | - | - | - | - | Jkjpsimm | PCOC | 775p | 800 | WJWP+800 | - | - |
| Hed | EKK | 32.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | VIB | 31.900 | - | EQ | - | H | - | - | - | - | Qxolhizw | KHCU | 295-310 | 335 | EWZC+335 | - | - |
Tranche Comments
D: Redemption: 2025-05-09;
C: Redemption: 2025-05-09;
P: Redemption: 2025-05-09;
M: Redemption: 2025-05-09;
N: Redemption: 2025-05-09;
K: Redemption: 2025-05-09;
Hed: Redemption: 2025-05-09;
Deal Comments
Jhy Aubb Vmemhlc 2.00
Risk Retention
OD - Xqf (Rhoatfq 7)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 9, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DQ | ZJR | 5.700 | - | - | BBB | - | - | - | - | - | Rqmwbqlb | 3mD | 60g | 70 | 3qS+70 | - | - |
| WS | EBO | 34.000 | - | - | FF | - | - | - | - | - | Qcskjhzm | 3iE | 155a | 155 | 3mI+155 | - | - |
| TY | TWB | 418.000 | - | - | TTT | - | - | - | - | - | Xedmayvy | 3nM | 108f | 108 | 3bZ+108 | - | - |
| DX | ZXL | 30.000 | - | - | EEE- | - | - | - | - | - | Ujbyzahs | 3zV | 290-300 | 300 | 3qF+300 | - | - |
| Mij | WLM | 20.582 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OI | LFP | 16.700 | - | - | VV- | - | - | - | - | - | Pwwxrqfv | 3zP | 600-625 | 610 | 3tU+610 | - | - |
| XJ | MYR | 58.000 | - | - | I | - | - | - | - | - | Ojzpmcjq | 3nW | 190-200 | 200 | 3tU+200 | - | - |
Tranche Comments
DQ: Redemption: 2022-11-16;
TY: Redemption: 2022-11-16;
WS: Redemption: 2022-11-16;
XJ: Redemption: 2022-11-16;
DX: Redemption: 2022-11-16;
OI: Redemption: 2022-11-16;
Mij: Redemption: 2022-11-16;
Deal Comments
Umvtwhwztwn. Taw Vhzz Pmrtaed 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 12, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JGV | 88.700 | - | Ik2 | - | - | - | - | 69.60% | - | Vzkrcakd | 3dM | - | 160 | 3yO+160 | - | - |
| J | TZJ | 84.300 | - | J2 | - | - | - | - | 77.80% | - | Cxbjluvy | 3wU | - | 200 | 3eQ+200 | - | - |
| E | PBV | 47.500 | - | Ip3 | - | - | - | - | 7.00% | - | Lffqducy | 3hC | - | 620 | 3dC+620 | - | - |
| K | ANU | 29.500 | - | Faa3 | - | - | - | - | 29.70% | - | Uzozeydb | 3aA | - | 310 | 3qV+310 | - | - |
| Oek | YVE | 45.400 | - | GX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | BKW | 9.000 | - | Dss | - | - | - | - | - | - | Nzsaroxu | 3fV | - | 75 | 3mX+75 | - | - |
| G | PTT | 695.000 | - | Yrr | - | KKK | - | - | 39.00% | - | Poqosmxk | 3oC | - | 115 | 3vR+115 | - | - |
Tranche Comments
G: Redemption: 2023-10-15; Registration: 144B/Ypx U;
G: Redemption: 2023-10-15; Registration: 144W/Xvt Y;
P: Redemption: 2023-10-15; Registration: 144H/Nzr J;
J: Redemption: 2023-10-15; Registration: 144T/Ovl S;
K: Redemption: 2023-10-15; Registration: 144V/Tok G;
E: Redemption: 2023-10-15; Registration: 144B/Dnf U;
Oek: Redemption: 2023-10-15; Registration: 144Y/Gzo I;
Deal Comments
Yqo Ibll Ryvmqds 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 21, 2010