| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-B | BBF | 899.000 | - | Mhh | - | - | - | - | 96.10% | - | Fbzbseij | VHDY | - | 118 | MGZW+118 | - | - |
| F-F | ZWY | 20.000 | - | Tj2 | - | - | - | - | 68.15% | - | Pepzcedl | JIWQ | - | 165 | HXUF+165 | - | - |
| W-A | HNL | 93.000 | - | Gaa | - | - | - | - | 21.70% | - | Nyslehri | UUTJ | - | 118 | GGVM+118 | - | - |
Tranche Comments
W-A: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144G/Zdv M;
F-B: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144A/Wce U;
F-F: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144F/Jmp H;
Deal Comments
Musxhuz Gxmhuuuphui. Ruu Suzz Mxshuwf 1.00
Reinvestment Period (YRS)
2.86
Reinvestment Period End Date
Mar 12, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-E | KQB | 903.000 | 8.50 | - | PPP | - | - | - | 45.00% | - | Ekhmyvts | DBUB | - | 122 | CKUM+122 | - | - |
| W-1-K-1 | LQL | 2.000 | 8.50 | - | CCC- | - | - | - | 56.00% | - | Jbvph | - | - | - | 7.25% | - | - |
| Wpc (Gcemegxo) | EKU | 19.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-V | OIB | 67.000 | 6.60 | - | N | - | - | - | 10.00% | - | Bjsqtwsy | ZJVP | - | 195 | IBXP+195 | - | - |
| F-C | FVE | 922.000 | 1.30 | - | LLL | - | - | - | 34.00% | - | Wyyykjmh | CWJE | - | 122 | TQMH+122 | - | - |
| F-L | XLQ | 31.000 | 2.80 | - | PP | - | - | - | 98.00% | - | Vxmdyves | UPZQ | - | 169 | ICOR+169 | - | - |
| O-1-J-2 | HQE | 56.000 | 9.60 | - | III- | - | - | - | 99.00% | - | Oswxofah | IQJN | - | 315 | CMBJ+315 | - | - |
| W2-G | RKC | 7.000 | 18.40 | - | XXX- | - | - | - | 18.30% | - | Jyevyerw | XEYQ | - | 415 | IDZD+415 | - | - |
| F-K | OIA | 99.300 | 52.40 | - | PP- | - | - | - | 1.80% | - | Yyqlxfij | MYAD | - | 625 | EUSA+625 | - | - |
| Lnx Urr | BQT | 10.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-C: Redemption: 2027-04-15; Registration: 144Y/Wnu Y;
F-E: Redemption: 2027-04-15; Registration: 144O/Dnk W;
F-L: Redemption: 2027-04-15; Registration: 144H/Ivv P;
C-V: Redemption: 2027-04-15; Registration: 144E/Cuo H;
W-1-K-1: Redemption: 2027-04-15; Registration: 144U/Yrl H;
O-1-J-2: Redemption: 2027-04-15; Registration: 144D/Oll L;
W2-G: Redemption: 2027-04-15; Registration: 144O/Mad Y;
F-K: Redemption: 2027-04-15; Registration: 144I/Hjf O;
Wpc (Gcemegxo): Redemption: 2027-04-15; Registration: 144V/Ajt J;
Lnx Urr: Redemption: 2027-04-15; Registration: 144L/Brk V;
Deal Comments
Jcwcx. Lup Icxx Gchvumf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 11, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eqk | PRD | 99.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-YY | MOZ | 186.116 | 5.76 | Brr | - | - | - | - | 40.75% | - | Hkozdlxo | UIWI | - | 93 | HCZM+93 | - | - |
| W-NN | BTV | 10.200 | 4.33 | Zq2 | - | - | - | - | 35.32% | - | Pyfopdyp | GCAC | - | 155 | UOVY+155 | - | - |
| K-EE | IHL | 26.400 | 6.60 | Ruu2 | - | - | - | - | 55.40% | - | Vlklejbv | VVEQ | - | 260 | WQVD+260 | - | - |
| R | QFK | 24.370 | 2.63 | Fs3 | - | - | - | - | 9.40% | - | - | - | - | - | - | - | Retained |
| J-HH | UJI | 60.200 | 6.93 | Njj | - | - | - | - | 36.40% | - | Jurmlhrh | CTAH | - | 120 | INCQ+120 | - | - |
Tranche Comments
Q-YY: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144G/Tis F;
J-HH: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144Z/Uja G;
W-NN: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144B/Lwc G;
K-EE: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144T/Pqz D;
R: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144B/Kve G;
Eqk: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144G/Xzu Y;
Deal Comments
Shsfnynafng. Nbn Tyii Zhefbpc 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | WHR | 414.000 | 6.80 | Xqq | - | - | - | - | 13.00% | - | Dyqjsvcu | ABPB | - | 125 | LWOA+125 | - | - |
| E | WVT | 67.000 | 5.30 | - | - | OO- | - | - | 5.00% | - | Tqwyuynt | WGID | 525-550 | 570 | TMVT+570 | - | - |
| R-1 | ZJE | 59.000 | 4.80 | - | - | YYY- | - | - | 68.00% | - | Hkckxxem | GLZV | 275-285 | 305 | BWCR+305 | - | - |
| V | TKG | 36.000 | 7.50 | - | - | N | - | - | 74.00% | - | Dqvsahcg | DAGL | 180-185 | 190 | VABU+190 | - | - |
| I | MHO | 9.270 | 5.80 | N3 | - | - | - | - | 7.51% | - | Yrvdfqaa | VYKU | - | - | UPNU+904 | - | - |
| H-2 | ZVV | 7.000 | 8.70 | - | - | BBB- | - | - | 71.00% | - | Wmrovkoz | AQGT | 390-400 | 395 | IHLT+395 | - | - |
| Xwt | QYX | 85.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | YNY | 90.000 | 4.50 | - | - | NNN | - | - | 41.10% | - | Zvfqmabs | DTCV | - | 147 | YAPL+147 | - | - |
| C | EWC | 58.000 | 2.30 | - | - | II | - | - | 67.00% | - | Sljbscuu | PIER | - | 160 | BMVJ+160 | - | - |
Tranche Comments
Z-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Lso D;
H-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Vkn P; Comments: Ijp-Irllpp;
C: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Ify I;
V: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Ekx B;
R-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Rfg D;
H-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Ndq Z;
E: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Zin X;
I: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Aau L;
Xwt: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Kdk L;
Deal Comments
Fun Jfpp Szepuwb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 5, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-C | NPQ | 32.000 | 9.72 | - | JJJ | - | - | - | 61.50% | - | Lwfxrajx | CKFH | - | 325 | TJOV+325 | - | - |
| I-Q | NSF | 33.000 | 7.30 | - | PP | - | - | - | 14.79% | - | Espzxdnt | VPQA | - | 150 | GPUN+150 | - | - |
| Sww | REI | 69.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-C | GUT | 74.000 | 6.80 | - | J | - | - | - | 21.12% | - | Luvpdjih | IJCP | - | 190 | AGUA+190 | - | - |
| K-F | ZSJ | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-II | CYM | 773.000 | 4.43 | - | CCC | - | - | - | 69.49% | - | Cqoxmkyw | JCVG | - | 98 | MCAW+98 | - | - |
| I-2-N | CNM | 27.000 | 5.31 | - | PPP | - | - | - | 42.59% | - | Sxsjbcmk | HKGS | - | 130 | PHQQ+130 | - | - |
Tranche Comments
K-1-II: Redemption: 2025-07-17; Registration: 144J/Tng N;
I-2-N: Redemption: 2025-07-17; Registration: 144Y/Fal E;
I-Q: Redemption: 2025-07-17; Registration: 144J/Whm F;
D-C: Redemption: 2025-07-17; Registration: 144X/Zdx O;
G-C: Redemption: 2025-07-17; Registration: 144M/Tzo O;
K-F: Redemption: 2025-07-17; Registration: 144U/Xqn S;
Sww: Redemption: 2025-07-17; Registration: 144P/Lnw Q;
Deal Comments
Eqyhfffthfx. Ksf Afoo Gqghsib 0.4
Reinvestment Period End Date
May 31, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1-F2 | XYJ | 934.000 | 2.50 | - | NNN | - | - | - | 50.00% | - | Efxjadcw | UGPG | - | 140 | NIZZ+140 | - | - |
| B1-G2 | QEZ | 87.000 | 5.50 | - | RRR | - | - | - | 48.00% | - | Xrhulqph | NQYH | - | 340 | UHPU+340 | - | - |
| X2-K2 | NLK | 17.000 | 4.80 | - | DDD | - | - | - | 65.80% | - | Dlxjdeom | IJPX | - | 165 | GLTG+165 | - | - |
| W2-M2 | EUC | 8.000 | 55.60 | - | SSS- | - | - | - | 52.20% | - | Jxkekimb | QKUB | - | 450 | LMJZ+450 | - | - |
| D-O2 | EJH | 86.000 | 92.80 | - | JJ- | - | - | - | 4.60% | - | Cbbkdbrq | MQUP | - | 725 | DYLC+709 | - | - |
| Bfr | ZNK | 22.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Lss Ahssbx | JCS | 33.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-C2 | WGL | 67.000 | 3.30 | - | LL | - | - | - | 71.00% | - | Iqbxqrxb | PIUZ | - | 175 | EKLJ+175 | - | - |
| A-E2 | MVB | 34.000 | 6.80 | - | A | - | - | - | 37.00% | - | Apwmvdbw | CQXP | - | 200 | HLPV+200 | - | - |
Tranche Comments
Q1-F2: Redemption: 2027-01-20; Registration: 144M/Rhj D;
X2-K2: Redemption: 2027-01-20; Registration: 144C/Trv J;
I-C2: Redemption: 2027-01-20; Registration: 144J/Mze M;
A-E2: Redemption: 2027-01-20; Registration: 144N/Rkv B;
B1-G2: Redemption: 2027-01-20; Registration: 144O/Cbi D;
W2-M2: Redemption: 2027-01-20; Registration: 144Z/Rwg X;
D-O2: Redemption: 2027-01-20; Registration: 144F/Meh Z;
Bfr: Redemption: 2027-01-20; Registration: 144M/Qxl H;
Lss Ahssbx: Redemption: 2027-01-20; Registration: 144W/Cuz T;
Deal Comments
Rzxzg. Bhb Sexx Izwfhck 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 11, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1-C | LTD | 15.000 | 9.80 | - | AAA- | - | - | - | 65.30% | - | Rfsdvyfz | CCPL | 395 | 395 | NBNB+395 | - | - |
| K-2-C | IZS | 4.000 | 8.30 | - | EEE- | - | - | - | 39.50% | - | Xkjqdtxk | VIJO | 500 | 500 | UXIQ+500 | - | - |
| A-2-V | HMZ | 8.000 | 7.20 | - | XXX | - | - | - | 75.00% | - | Kpqxwdxm | TWSC | 160 | 160 | PVJE+160 | - | - |
| L-R | LEM | 18.000 | 3.80 | - | J | - | - | - | 74.00% | - | Tpcevzij | AEBB | 220 | 220 | QSVD+220 | - | - |
| N-T | APS | 80.000 | 2.40 | - | ZZ | - | - | - | 42.00% | - | Usxhazcr | CWZR | 180 | 180 | YWCI+180 | - | - |
| E-1-Z | EVK | 514.000 | 7.80 | - | JJJ | - | - | - | 86.00% | - | Mzvuamlo | SMBO | 142 | 142 | BTBG+142 | - | - |
| L-T | UKL | 53.000 | 54.00 | - | XX- | - | - | - | 6.20% | - | Epejsuqb | NSGW | 800 | 825 | DQUL+808 | - | - |
| Kanxjn | MBZ | 14.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1-Z: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144J/Uub B;
A-2-V: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144K/Ika C;
N-T: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144D/Ata D;
L-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144C/Ari V;
E-1-C: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144J/Jzq J;
K-2-C: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144M/Utw M;
L-T: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144I/Yjj G;
Kanxjn: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Y/Gpr U;
Deal Comments
Ouwuh. Ykx Bqkk Kupjktf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 18, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-B | PEL | 62.000 | - | Zc2 | - | - | - | - | 80.10% | - | Kozkoqzm | EKGU | - | 176 | NCPQ+176 | - | - |
| Q-2-B | QZT | 96.000 | - | Fee | - | - | - | - | 62.19% | - | Nxyjkham | GGED | - | 160 | NHUB+160 | - | - |
| E-V | ZNE | 23.000 | - | A2 | - | - | - | - | 45.28% | - | Nrjrkmyq | ZYGB | - | 225 | IXED+225 | - | - |
| L-1-W | OQK | 587.000 | - | Uff | - | - | - | - | 23.31% | - | Ddrekufu | YZGA | - | 130 | SOBL+130 | - | - |
Tranche Comments
L-1-W: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144I/Utm P;
Q-2-B: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144E/Bob C;
D-B: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144O/Mic Z;
E-V: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144M/Oan M;
Deal Comments
Mcwjvcb Orzvycypvyt. Ycy Gcbb Mrwvcwq 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 6, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-K | WPM | 22.000 | 1.70 | - | - | NNN | - | - | 50.00% | - | Ihsvoqcs | WPQT | - | 133 | GJEJ+133 | - | - |
| E1-L | MJE | 69.600 | 4.30 | - | - | JJJ | - | - | 80.00% | - | Rwpxyjmb | NBUG | - | 350 | NWGS+350 | - | - |
| B-S | HLA | 431.000 | 1.10 | - | - | ZZZ | - | - | 14.00% | - | Jdsvspsj | WYKX | - | 133 | WOKQ+133 | - | - |
| I-M | WEO | 91.000 | 3.00 | - | - | FF | - | - | 30.00% | - | Hxyhklze | LEEJ | - | 175 | IQNA+175 | - | - |
| C-Z | WYR | 41.000 | 7.70 | - | - | U | - | - | 64.00% | - | Tmbbdcvb | BCGW | - | 225 | TTTB+225 | - | - |
| Hxk | LGH | 16.000 | - | - | - | VT | - | - | - | - | - | - | - | - | - | - | Retained |
| T2-I | LSB | 6.000 | 6.50 | - | - | TTT- | - | - | 96.00% | - | Vnvoa | - | - | 450 | 8.41% | - | - |
| N | FKS | 10.324 | 4.40 | - | - | TT- | - | - | 6.69% | - | Wudatkof | IBEG | - | 700 | OMOA+680 | - | - |
Tranche Comments
U-K: Redemption: 2025-07-14; Registration: 144N/Edn L;
B-S: Redemption: 2025-07-14; Registration: 144N/Yje B;
I-M: Redemption: 2025-07-14; Registration: 144E/Rxe Z;
C-Z: Redemption: 2025-07-14; Registration: 144N/Eqm T;
E1-L: Redemption: 2025-07-14; Registration: 144P/Gqa E;
T2-I: Redemption: 2025-07-14; Registration: 144C/Osw L;
N: Redemption: 2025-07-14; Registration: 144Z/Nqn K;
Hxk: Redemption: 2025-07-14; Registration: 144L/Wxx L;
Deal Comments
Dgvgv. Whg Uoaa Ggcjhdz 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1D | BXQ | 128.000 | 5.50 | - | EEE | - | - | - | 57.36% | - | Bhkhqufr | AJPF | 130 | 130 | HBBC+130 | - | - |
Tranche Comments
P-1D: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144E/Mqw W;
Deal Comments
Ywhkiqiqkim. Ngi Sqtt Nwokgwx 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 16, 2003