| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JL | MFB | 424.000 | 4.00 | - | PPP | - | - | - | 79.20% | - | Hykhszzx | GHXG | - | 108 | GSBE+108 | - | - |
| JK | CUC | 51.000 | 4.30 | - | R | - | - | - | 14.43% | - | Auhyeqni | HEXI | - | 195 | YGQM+195 | - | - |
| KT | YCJ | 19.000 | 6.10 | - | NN | - | - | - | 34.30% | - | Obmchhmd | LOBI | - | 160 | KHXP+160 | - | - |
| GT | KOA | 53.000 | 3.10 | - | JJJ- | - | - | - | 92.24% | - | Lnsvdawn | IJFM | - | 300 | MKLR+300 | - | - |
| JV | NEW | 48.000 | 5.20 | - | LL- | - | - | - | 6.18% | - | Duphkrsd | HAPU | - | 570 | ISCG+570 | - | - |
Tranche Comments
JL: Redemption: 2025-09-18; Registration: 144M/Boi N;
KT: Redemption: 2025-09-18; Registration: 144D/Njn C;
JK: Redemption: 2025-09-18; Registration: 144C/Ger M;
GT: Redemption: 2025-09-18; Registration: 144T/Ylk H;
JV: Redemption: 2025-09-18; Registration: 144Q/Gez N;
Deal Comments
Utpixaxtixs. Asx Eaqq Ktwisik 0.5
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Aug 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HVS | 14.000 | - | - | - | MM | - | - | 69.00% | - | Tlqhofzj | PKIS | - | 180 | MNCG+180 | - | 508.00000 |
| V | PEB | 51.000 | - | - | - | O | - | - | 34.00% | - | Yvxvooje | UTQU | - | 210 | QNAV+210 | - | 796.00000 |
| R | YBJ | 94.000 | - | - | - | HH- | - | - | 4.00% | - | Lmuxddmp | DZCG | - | 650 | XLFT+650 | - | 472.00000 |
| S-1 | RSM | 721.000 | - | Juu | - | - | - | - | 91.00% | - | Aklxeujw | AMKT | - | 142 | MUGG+142 | - | 716.00000 |
| Orrddg | MZG | 55.340 | - | GR | - | NW | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | OPK | 33.000 | - | - | - | RRR | - | - | 30.00% | - | Pbshhqum | VIYX | - | 162 | GLFY+162 | - | 883.00000 |
| B-1 | NBN | 26.000 | - | - | - | WWW- | - | - | 28.00% | - | Zrwezoib | WYIU | - | 320 | NTNT+320 | - | 427.00000 |
| W-2 | UWR | 9.000 | - | - | - | BBB- | - | - | 73.00% | - | Fbepwbxg | VNMM | - | 440 | DYKI+440 | - | 691.00000 |
Tranche Comments
S-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144N/Iax Q;
J-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144T/Rvu M;
Q: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144X/Acq Y;
V: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144W/Lwg R;
B-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144M/Nyq M;
W-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144U/Bba S;
R: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144V/Hoi V;
Orrddg: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144N/Juv M;
Deal Comments
Kaw Nfaa Wokfacs 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 31, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Uge | TPW | 16.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OK | ZAX | 52.190 | - | - | OO- | - | - | - | 4.40% | - | Omeertui | SXYB | 650-675 | 768 | IETY+768 | - | - |
| S1P | TOP | 396.900 | - | - | GGG | - | - | - | 35.00% | - | Zhkjefzh | MGUR | - | 137 | PQZD+137 | - | - |
| L | OPF | 6.000 | - | - | BBB | - | - | - | - | - | Pspbeuig | LKZQ | 100p | 105 | CAYM+105 | - | - |
| U2H | UMD | 4.620 | - | - | YYY- | - | - | - | 67.65% | - | Ychpu | - | 435-450 | - | 7.743% | - | - |
| U2T | GPM | 8.170 | - | - | III | - | - | - | 66.10% | - | Dstolebt | YBTA | 155k | 163 | QKXP+163 | - | - |
| CT | JPS | 41.000 | - | - | N | - | - | - | 83.00% | - | Dfjuwpdl | WQES | 205-215 | 215 | ZSAM+215 | - | - |
| GA | KVX | 68.540 | - | - | MM | - | - | - | 55.00% | - | Hyuordbm | IOPD | 170r | 180 | YQAO+180 | - | - |
| V1D | IAM | 10.000 | - | - | GGG- | - | - | - | 26.00% | - | Tqojdrhr | QQEB | 315-325 | 340 | XGEE+340 | - | - |
| OO | VKR | 4.480 | - | - | K- | - | - | - | 4.54% | - | Dqykesiy | GYBK | 850-875 | 1000 | KWTT+1000 | - | - |
Tranche Comments
L: Redemption: 2026-09-12; Registration: 144X/Ohr D;
S1P: Redemption: 2026-09-12; Registration: 144M/Ycd T;
U2T: Redemption: 2026-09-12; Registration: 144M/Zyr G;
GA: Redemption: 2026-09-12; Registration: 144M/Wpy T;
CT: Redemption: 2026-09-12; Registration: 144Z/Ydj X;
V1D: Redemption: 2026-09-12; Registration: 144L/Oct D;
U2H: Redemption: 2026-09-12; Registration: 144A/Otl V;
OK: Redemption: 2026-09-12; Registration: 144Y/Fku A;
OO: Redemption: 2026-09-12; Registration: 144P/Xwc B;
Uge: Redemption: 2026-09-12; Registration: 144D/Zvl A;
Deal Comments
Dsfsq. Vgo Dshh Pskugly 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 17, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KGY | 39.000 | 7.73 | - | - | X | - | - | 57.00% | - | Fkyyywmv | IYJO | - | 250 | KCCE+250 | - | 340.00000 |
| Z | CNL | 99.000 | 13.00 | - | - | MM- | - | - | 6.59% | - | Izharxhb | EQNH | - | 680 | SSVU+680 | - | 268.00000 |
| L1 | ZLH | 537.000 | 3.68 | Quu | - | - | - | - | 36.00% | - | Fbqwecxv | PHGZ | - | 160 | QGFZ+160 | - | 688.00000 |
| H | ICJ | 88.000 | 3.84 | - | - | EE | - | - | 25.00% | - | Pmydvjvu | NJDZ | - | 210 | JJSF+210 | - | 180.00000 |
| Y | JTS | 58.000 | 8.54 | - | - | VVV- | - | - | 86.00% | - | Iymsxvdk | GODR | - | 375 | AWEX+375 | - | 733.00000 |
| MO | JJF | 88.000 | 5.72 | Nnn | - | - | - | - | 81.00% | - | Tvkqkaks | EGDS | - | 160 | VMTM+160 | - | 257.00000 |
| N2 | XIY | 1.000 | 8.70 | - | - | BBB | - | - | 87.00% | - | Brxlfqoh | TJVB | - | 180 | YHXK+180 | - | 745.00000 |
| Mmrqhf | PPQ | 88.650 | - | HW | - | GQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L1: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144O/Nzv O;
MO: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144H/Gle Q;
N2: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144G/Ybq V;
H: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144O/Xxz H;
K: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144K/Ioq S;
Y: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144N/Qme M;
Z: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Q/Gjf C;
Mmrqhf: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Y/Nap L;
Deal Comments
Sht Wxll Znzuhlf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 22, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dnk | LUO | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | MSW | 39.000 | - | - | N | - | - | - | - | - | Rmijocib | MZMK | - | 325 | NJUQ+325 | - | - |
| Y | WJH | 98.000 | - | - | TTT- | - | - | - | - | - | Nsvepdak | IEUG | - | 525 | YSEW+525 | - | - |
| bs Svqq | NIM | 70.000 | - | - | CCC | - | - | - | - | - | Tzqjxira | EQOK | - | 195 | WPAG+195 | - | - |
| K-2 | QFL | 37.000 | - | - | OO | - | - | - | - | - | Wowvl | - | - | - | 6.189% | - | - |
| E | GNP | 38.000 | - | - | XX- | - | - | - | - | - | Vqjexuoh | IWLY | - | 790 | KDOL+790 | - | - |
| E-1 | LUW | 65.200 | - | - | AA | - | - | - | - | - | Mmyhddad | NVSL | - | 250 | IOUV+250 | - | - |
| O | REM | 382.300 | - | - | FFF | - | - | - | - | - | Edfzksds | KSAQ | - | 195 | LVCW+195 | - | - |
Tranche Comments
O: Redemption: 2025-03-30;
bs Svqq: Redemption: 2025-03-30;
E-1: Redemption: 2025-03-30;
K-2: Redemption: 2025-03-30;
Z: Redemption: 2025-03-30;
Y: Redemption: 2025-03-30;
E: Redemption: 2025-03-30;
Dnk: Redemption: 2025-03-30;
Deal Comments
Jfv Eoww Qzfafvs 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 19, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XMY | 26.000 | - | - | W+ | - | - | - | 60.00% | - | Fqwdpiye | DQJB | - | - | TGAS+210 | - | - |
| W | GQJ | 535.000 | - | - | OOO | - | - | - | 49.00% | - | Plqautnm | TYFN | - | - | BUEF+138 | - | - |
| B | OES | 90.000 | - | - | FF- | - | - | - | 7.00% | - | Rwelehbn | KZEX | - | - | ZVEV+675 | - | - |
| Nja | UQI | 68.900 | - | - | QP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | QVK | 28.000 | - | - | UU | - | - | - | 98.00% | - | Jxzkqfep | XZMM | - | - | GEXY+190 | - | - |
| T | GQP | 17.000 | - | - | NNN- | - | - | - | 83.00% | - | Ybqrvvsm | DTWZ | - | - | MIZW+320 | - | - |
Tranche Comments
W: Redemption: 2024-03-29;
E: Redemption: 2024-03-29;
Q: Redemption: 2024-03-29;
T: Redemption: 2024-03-29;
B: Redemption: 2024-03-29;
Nja: Redemption: 2024-03-29;
Deal Comments
Wwv Ozaa Hfyswti 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 22, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WFV | 78.000 | - | - | JJ | - | - | - | 52.00% | - | Ukfzwvln | 3zF | - | 175 | 3oU+175 | - | - |
| M | AXK | 44.000 | - | - | I | - | - | - | 87.00% | - | Mubhlawd | 3wD | - | 220 | 3cA+220 | - | - |
| I | UEI | 67.000 | - | - | AAA- | - | - | - | 90.18% | - | Blcouiox | 3yJ | - | 330 | 3dA+330 | - | - |
| G | LCT | 33.000 | - | - | OO- | - | - | - | 4.00% | - | Wleruwmk | 3aA | - | 645 | 3nD+645 | - | - |
| Ehe | GMR | 97.900 | - | - | NP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | AHZ | 935.000 | - | - | JJJ | - | - | - | 83.00% | - | Kqusyvkf | 3gG | - | 120 | 3tQ+120 | - | - |
Tranche Comments
N: Redemption: 2023-10-15; Registration: 144W/Hbc H;
O: Redemption: 2023-10-15; Registration: 144B/Rvc Q;
M: Redemption: 2023-10-15; Registration: 144M/Wth D;
I: Redemption: 2023-10-15; Registration: 144O/Npd L;
G: Redemption: 2023-10-15; Registration: 144O/Rqz A;
Ehe: Redemption: 2023-10-15; Registration: 144V/Ilt R;
Deal Comments
Efg Ojoo Caahfcp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 29, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JEF | 45.200 | - | Ud3 | - | - | - | - | - | - | Psljawij | 3nC | - | - | 3fG+587 | - | - |
| L | ANV | 84.960 | - | Aff3 | - | - | - | - | - | - | Blmymwsk | 3tA | - | - | 3gL+295 | - | - |
| Dhc | ZAQ | 79.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | LUA | 611.000 | - | Trr | - | DDD | - | - | - | - | Lhomcecu | 3cK | - | - | 3xW+105 | - | - |
| O | XFT | 75.700 | - | Rx2 | - | - | - | - | - | - | Oldzzchr | 3xX | - | - | 3lK+165 | - | - |
| T | WHS | 76.300 | - | D2 | - | - | - | - | - | - | Wdvkhxng | 3rK | - | - | 3yG+200 | - | - |