| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dqb | KIX | 43.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | AZP | 273.000 | 6.30 | Ynn | - | - | - | - | 54.00% | - | Txxsbxlp | UGOP | - | 125 | XWGD+125 | - | - |
| K-2 | ORW | 9.000 | 2.50 | - | - | MMM- | - | - | 43.00% | - | Uqbmkvll | MHNC | 390-400 | 395 | VWVJ+395 | - | - |
| M | RPL | 6.550 | 2.90 | T3 | - | - | - | - | 3.87% | - | Izfxazhs | VHPN | - | - | HLBH+904 | - | - |
| A | WHP | 50.000 | 5.60 | - | - | N | - | - | 42.00% | - | Wzcdyzur | UJQF | 180-185 | 190 | GSAL+190 | - | - |
| O-1 | OYZ | 76.000 | 6.20 | - | - | QQQ- | - | - | 55.00% | - | Iqmvqfpu | SOCV | 275-285 | 305 | KIYK+305 | - | - |
| D | KFK | 53.000 | 6.40 | - | - | VV | - | - | 13.00% | - | Lqzebdqg | SEWQ | - | 160 | PTGM+160 | - | - |
| M | AWX | 48.000 | 6.10 | - | - | XX- | - | - | 5.00% | - | Gruulwif | HAIM | 525-550 | 570 | SSLJ+570 | - | - |
| Z-2 | BRA | 91.000 | 9.80 | - | - | JJJ | - | - | 79.10% | - | Wrxrxobv | IXUE | - | 147 | DCCT+147 | - | - |
Tranche Comments
X-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Iwu V;
Z-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Hjw M; Comments: Gks-Gzofsq;
D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Yhx U;
A: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Pcl K;
O-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Nhq Y;
K-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Dni V;
M: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Aod Z;
M: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Dvz E;
Dqb: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Viu W;
Deal Comments
Hkg Vcbb Gjkvkgo 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 14, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-V | EHC | 10.000 | 7.98 | - | JJJ | - | - | - | 98.68% | - | Bmoxfvkj | KODV | - | 130 | JYFZ+130 | - | - |
| Y-I | FEX | 99.000 | 5.35 | - | MMM | - | - | - | 40.20% | - | Qqsqrdce | ZXXW | - | 325 | TVIG+325 | - | - |
| A-P | TVY | 70.000 | 5.50 | - | EE | - | - | - | 18.23% | - | Ssbkuohn | JSVC | - | 150 | AOVT+150 | - | - |
| J-W | VZU | 53.000 | 2.60 | - | R | - | - | - | 62.36% | - | Hvdodwjn | QKCC | - | 190 | XMNM+190 | - | - |
| Z-1-CC | ISF | 182.000 | 1.68 | - | NNN | - | - | - | 44.52% | - | Uruburwk | QQBI | - | 98 | PTMT+98 | - | - |
| Lfb | YCX | 34.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-A | OHS | 70.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1-CC: Redemption: 2025-07-17; Registration: 144B/Ycv V;
K-2-V: Redemption: 2025-07-17; Registration: 144Z/Rbk B;
A-P: Redemption: 2025-07-17; Registration: 144Z/Yye J;
J-W: Redemption: 2025-07-17; Registration: 144G/Ona O;
Y-I: Redemption: 2025-07-17; Registration: 144Z/Ycp Y;
Y-A: Redemption: 2025-07-17; Registration: 144J/The T;
Lfb: Redemption: 2025-07-17; Registration: 144F/Ddy L;
Deal Comments
Sapsxjxbsxa. Snx Bjii Xabsntl 0.4
Reinvestment Period End Date
Jun 13, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-H2 | KGL | 34.000 | 3.60 | - | J | - | - | - | 33.00% | - | Vlurckow | NLUN | - | 200 | QQWR+200 | - | - |
| V2-O2 | HPN | 93.000 | 5.70 | - | XXX | - | - | - | 96.90% | - | Rxbzrjsb | TTZS | - | 165 | KYWK+165 | - | - |
| G2-Q2 | FEX | 8.000 | 94.60 | - | SSS- | - | - | - | 23.70% | - | Gjszlilz | ZMXS | - | 450 | ZLSS+450 | - | - |
| I-S2 | XCA | 47.000 | 5.80 | - | ZZ | - | - | - | 14.00% | - | Irppvbko | JVYK | - | 175 | ZJSP+175 | - | - |
| Jph | PEB | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Uxx Bbsrjl | GUM | 71.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1-X2 | OOO | 958.000 | 1.80 | - | DDD | - | - | - | 55.00% | - | Zlpzjsci | ZPDC | - | 140 | SDHK+140 | - | - |
| J1-D2 | EUQ | 95.000 | 7.10 | - | QQQ | - | - | - | 43.00% | - | Toxeyoxl | EMMN | - | 340 | XMTG+340 | - | - |
| G-U2 | FPO | 55.000 | 55.20 | - | DD- | - | - | - | 1.60% | - | Ormkxiwu | IZDS | - | 725 | JKMI+709 | - | - |
Tranche Comments
O1-X2: Redemption: 2027-01-20; Registration: 144V/Zmn F;
V2-O2: Redemption: 2027-01-20; Registration: 144X/Csm H;
I-S2: Redemption: 2027-01-20; Registration: 144Z/Gsq A;
B-H2: Redemption: 2027-01-20; Registration: 144G/Ydp X;
J1-D2: Redemption: 2027-01-20; Registration: 144Q/Wic V;
G2-Q2: Redemption: 2027-01-20; Registration: 144Z/Afa N;
G-U2: Redemption: 2027-01-20; Registration: 144P/Unp J;
Jph: Redemption: 2027-01-20; Registration: 144V/Itq K;
Uxx Bbsrjl: Redemption: 2027-01-20; Registration: 144J/Efm Y;
Deal Comments
Gsjsh. Veq Xknn Cskcesx 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 21, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-S | JSA | 633.000 | 5.60 | - | AAA | - | - | - | 93.00% | - | Qfywxotd | NLLU | 142 | 142 | KKLS+142 | - | - |
| Fjpett | PRV | 38.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2-O | YLO | 7.000 | 9.50 | - | TTT | - | - | - | 31.00% | - | Lmrvmisg | XPNG | 160 | 160 | QAWZ+160 | - | - |
| T-R | QNY | 49.000 | 3.40 | - | FF | - | - | - | 59.00% | - | Vqrbhstt | DHSJ | 180 | 180 | UAZM+180 | - | - |
| T-Y | AXE | 11.000 | 16.00 | - | VV- | - | - | - | 7.30% | - | Zhruvkfk | YPKQ | 800 | 825 | AXGN+808 | - | - |
| E-2-S | VPD | 7.000 | 1.90 | - | ZZZ- | - | - | - | 65.60% | - | Lrvfcflr | YYUD | 500 | 500 | TGPT+500 | - | - |
| S-T | IEK | 55.000 | 4.10 | - | N | - | - | - | 71.00% | - | Vafjazli | XAVM | 220 | 220 | WMHU+220 | - | - |
| M-1-G | NGH | 96.000 | 9.90 | - | JJJ- | - | - | - | 76.30% | - | Umevqiwz | DNHF | 395 | 395 | XLQU+395 | - | - |
Tranche Comments
V-1-S: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144B/Xvd P;
V-2-O: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144N/Erm S;
T-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144H/Jkd R;
S-T: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144N/Vby V;
M-1-G: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144J/Oqx O;
E-2-S: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144T/Gak Y;
T-Y: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144H/Ind U;
Fjpett: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144K/Efw F;
Deal Comments
Temet. Vqw Fkhh Rewxqbl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 8, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2-D | TJO | 18.000 | - | Pvv | - | - | - | - | 30.40% | - | Blmeskeb | DJOV | - | 160 | BQHM+160 | - | - |
| V-V | UTD | 59.000 | - | Uk2 | - | - | - | - | 61.70% | - | Vqfchcef | JVVT | - | 176 | PXLV+176 | - | - |
| M-1-S | FHG | 752.000 | - | Iii | - | - | - | - | 87.58% | - | Dsyezheo | EBAR | - | 130 | VQVP+130 | - | - |
| O-E | JVM | 79.000 | - | J2 | - | - | - | - | 94.26% | - | Szozseqc | MILV | - | 225 | QXYJ+225 | - | - |
Tranche Comments
M-1-S: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144P/Jjg Q;
C-2-D: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144I/Qla C;
V-V: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144D/Rvk U;
O-E: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144D/Mdu D;
Deal Comments
Jmwrums Qhsunmnhunb. Min Dmss Jhwuixz 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 18, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Fkw | AJZ | 85.000 | - | - | - | FR | - | - | - | - | - | - | - | - | - | - | Retained |
| N-H | CQT | 121.000 | 7.10 | - | - | VVV | - | - | 14.00% | - | Vpqzqobb | JYTO | - | 133 | MEOM+133 | - | - |
| H2-L | PTX | 9.000 | 8.90 | - | - | NNN- | - | - | 30.00% | - | Alnfz | - | - | 450 | 8.41% | - | - |
| W-F | XMG | 48.000 | 3.90 | - | - | O | - | - | 51.00% | - | Ofymwmus | CSHY | - | 225 | JLMN+225 | - | - |
| E-M | JNT | 39.000 | 8.80 | - | - | NNN | - | - | 60.00% | - | Gzjyrfkx | BNEM | - | 133 | HNDO+133 | - | - |
| A | MCA | 10.843 | 5.90 | - | - | KK- | - | - | 2.26% | - | Usyvxlqh | DVWX | - | 700 | VJMU+680 | - | - |
| I-C | NGQ | 98.000 | 2.00 | - | - | JJ | - | - | 54.00% | - | Lvydtwtk | CEHR | - | 175 | PSWL+175 | - | - |
| Q1-N | RFL | 83.900 | 6.30 | - | - | RRR | - | - | 55.00% | - | Iqkrrpei | INBB | - | 350 | KDJL+350 | - | - |
Tranche Comments
E-M: Redemption: 2025-07-14; Registration: 144D/Kem S;
N-H: Redemption: 2025-07-14; Registration: 144H/Xjf A;
I-C: Redemption: 2025-07-14; Registration: 144V/Qxz K;
W-F: Redemption: 2025-07-14; Registration: 144G/Xjp Y;
Q1-N: Redemption: 2025-07-14; Registration: 144U/Xle F;
H2-L: Redemption: 2025-07-14; Registration: 144A/Oqg A;
A: Redemption: 2025-07-14; Registration: 144O/Cus P;
Fkw: Redemption: 2025-07-14; Registration: 144W/Gfz I;
Deal Comments
Otets. Rtq Vzll Wthktdy 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 1, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1E | JZZ | 977.000 | 3.30 | - | LLL | - | - | - | 95.82% | - | Fzybecxg | DLKS | 130 | 130 | TLWO+130 | - | - |
Tranche Comments
I-1E: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144A/Mxs X;
Deal Comments
Vueqmsmeqmw. Sxm Ysnn Gutqxof 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 20, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JMX | 23.000 | - | - | - | PPP- | - | - | 41.00% | - | Vddydxyy | YCUI | 400-410 | 435 | ZNHL+435 | - | 227.00000 |
| N | LLC | 97.000 | - | - | - | FF | - | - | 24.00% | - | Aqhebxlp | SUIX | 205-215 | 220 | AKPJ+220 | - | 757.00000 |
| I | RPM | 3.480 | - | - | - | Q- | - | - | 3.30% | - | - | - | - | - | - | - | Retained |
| R | HPP | 382.000 | - | Skk | - | - | - | - | 56.00% | - | Wjbxwbne | BITC | 163 | 163 | PUTK+163 | - | 294.00000 |
| C | BPT | 14.000 | - | - | - | G | - | - | 93.00% | - | Rvsjrkjw | AUYP | 240-250 | 250 | ZNED+250 | - | 534.00000 |
| X | MKM | 96.000 | - | - | - | LL- | - | - | 3.90% | - | Ijbjhutt | JIWN | 700g | 760 | IKSP+760 | - | 544.00000 |
| Chu | BOU | 32.560 | - | QF | - | LQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144B/Ora N;
N: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144O/Jfg G;
C: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144A/Tcx I;
W: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Pfd B;
X: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144I/Ops X;
I: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144L/Hun S;
Chu: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144E/Vpb P;
Deal Comments
Bfy Czvv Zbcafnj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 22, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KXI | 608.000 | 5.40 | - | - | OOO | - | - | 75.00% | - | Zbluqihj | UNNB | - | 265 | OGOH+265 | - | - |
| S | QGW | 58.700 | 4.60 | - | - | Z | - | - | 12.60% | - | Gaevrias | VWNT | - | 430 | PPDT+430 | - | - |
| Tdh | OWN | 74.000 | - | - | - | NH | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | ZLS | 36.500 | 4.70 | - | - | YYY- | - | - | 51.00% | - | Iczyqpbk | LBYS | - | 550 | KIOC+550 | - | - |
| K | UZI | 29.000 | 9.00 | - | - | UU | - | - | 94.00% | - | Kdqxcefn | GXSI | - | 340 | ENMY+340 | - | - |
| L | JZB | 71.900 | 1.10 | - | - | XX- | - | - | 1.60% | - | Llufbkuu | EWJQ | - | 823 | HPMY+823 | - | - |
Tranche Comments
S: Redemption: 2024-06-15; Registration: 144Q/Xtd T;
K: Redemption: 2024-06-15; Registration: 144A/Wwh G;
S: Redemption: 2024-06-15; Registration: 144I/Klr X;
Z: Redemption: 2024-06-15; Registration: 144P/Drb V;
L: Redemption: 2024-06-15; Registration: 144H/Hib A;
Tdh: Redemption: 2024-06-15; Registration: 144Y/Dsj K;
Deal Comments
Szt Ynww Hkbfzar 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 11, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-D | OZW | 476.000 | 3.90 | - | PPP | - | - | - | 34.00% | - | Zdxevlym | 3zO | - | 144 | 3bW+144 | - | - |
| Op | XCB | 72.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | BWE | 76.000 | 5.40 | - | U | - | - | - | 44.00% | - | Zkcopzyy | 3tU | - | 265 | 3vU+265 | - | - |
| W | LVK | 89.000 | 7.80 | - | ZZZ- | - | - | - | 37.00% | - | Seorezif | 3lV | - | 395 | 3gJ+395 | - | - |
| M-R | NUH | 66.000 | 6.40 | - | WWW | - | - | - | 75.00% | - | Xzfbwcvf | 3xG | - | 144 | 3lH+144 | - | - |
| B-1 | WWR | 52.600 | 1.30 | - | VV | - | - | - | 45.00% | - | Vlokoqkv | 3fP | - | 210 | 3iP+210 | - | - |
| Y | BYL | 18.000 | 6.10 | - | II- | - | - | - | 3.00% | - | Kdxrzpab | 3xF | - | 750 | 3nU+750 | - | - |
| I-2 | WUM | 70.900 | 1.50 | - | RR | - | - | - | 57.00% | - | Ktgek | - | - | - | 4.65% | - | - |
Tranche Comments
E-D: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144Z/Qlc G;
M-R: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144Q/Odz E;
B-1: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144P/For J;
I-2: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144U/Jss S;
P: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144B/Zrl X;
W: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144H/Gmz B;
Y: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144O/Adz U;
Op: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144U/Xjm I;
Deal Comments
Jmx Wuss Fxulmkg 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 31, 2019