| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-MC | ZWD | 13.000 | 8.93 | - | CCC | - | - | - | 65.00% | - | Aeluopch | LMAG | - | 175 | JDHN+175 | - | 402.00000 |
| G-E | GQR | 69.000 | 5.30 | - | LLL | - | - | - | - | - | Mksuoqsi | HDSZ | - | 130 | CKBV+130 | - | 615.00000 |
| Cnswbu | FHI | 58.000 | - | - | YM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-E | PPM | 897.000 | 2.22 | - | OOO | - | - | - | 27.00% | - | Dhlazdsl | HNDX | - | 175 | DXNS+175 | - | 812.00000 |
| N-G | CWM | 30.000 | 9.18 | - | QQ | - | - | - | 79.60% | - | Vuyzxomm | TUYK | - | 200 | DHIA+200 | - | 161.00000 |
| Q-E | JCM | 96.000 | 5.35 | - | B | - | - | - | 65.70% | - | Drhpcexu | ZUTX | - | 245 | CBFA+245 | - | 480.00000 |
| E-V | QCU | 98.000 | 1.55 | - | KK- | - | - | - | 25.00% | - | Iyrqrdic | MQEQ | - | 800 | VKTS+782 | - | 78.00000 |
| T-X | WUT | 75.000 | 6.20 | - | JJJ- | - | - | - | 78.50% | - | Vkyhexvg | BZBX | - | 490 | ATWA+481 | - | 55.10000 |
Tranche Comments
G-E: Redemption: 2026-09-18; Registration: 144J/Tua T;
G-E: Redemption: 2026-09-18; Registration: 144Y/Qai T;
H-MC: Redemption: 2026-09-18; Registration: 144H/Frz E;
N-G: Redemption: 2026-09-18; Registration: 144C/Xcy J;
Q-E: Redemption: 2026-09-18; Registration: 144H/Dcz X;
T-X: Redemption: 2026-09-18; Registration: 144F/Gpt T;
E-V: Redemption: 2026-09-18; Registration: 144Q/Mde N;
Cnswbu: Redemption: 2026-09-18; Registration: 144O/Xsa V;
Deal Comments
Dcsce. Ouz Vkqq Wcqcuxf 2.00
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Nov 23, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-P | SHS | 989.100 | 8.10 | - | BBB | - | - | - | 64.00% | - | Bzzvadhd | 3cLPQC | - | 170 | 3tUBPZ+170 | - | - |
| E | NUP | 71.000 | 4.50 | - | RRR- | - | - | - | 97.00% | - | Qhupbqry | 3aWHVU | - | 450 | 3bGPQC+450 | - | - |
| Oil | TOF | 64.130 | - | - | MD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | BOH | 301.500 | 7.60 | - | AAA | - | - | - | 56.00% | - | Gyblzcog | 3qXDVC | - | 170 | 3fQBFX+170 | - | - |
| G | VBG | 99.000 | 3.70 | - | L | - | - | - | 61.00% | - | Wjpadqjg | 3kGSSJ | - | 275 | 3yIWBL+275 | - | - |
| U | HIV | 32.000 | 5.30 | - | SS | - | - | - | 91.00% | - | Ukrfhixv | 3eHXZR | - | 195 | 3iXCAQ+195 | - | - |
| W | EUG | 42.000 | 5.40 | - | DD- | - | - | - | 88.00% | - | Adkctmfc | 3iVOXP | - | 800 | 3aADOP+800 | - | - |
Tranche Comments
V: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144E/Hvg C;
X-P: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144C/Aiq E;
U: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144H/Ili F;
G: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144P/Cjy D;
E: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Q/Tze H;
W: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144P/Drj T;
Oil: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144X/Tjx E;
Deal Comments
Xlx Huyy Juoklrq 2.00. Pdu ruuy guj bsjkpur colu KN$394.5u ll KN$493.2u
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 13, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LQR | 38.000 | 4.40 | - | F- | - | - | - | 38.00% | - | Rymaslli | STGE | - | 450 | YGQS+450 | - | 955.00000 |
| T | GIR | 37.000 | 6.84 | - | NN- | - | - | - | 28.00% | - | Hwdpxucu | NILK | - | 1000 | ZOYI+1000 | - | 893.00000 |
| M-2 | ISC | 49.000 | 4.21 | - | BBB | - | - | - | 36.00% | - | Mkyir | - | - | - | 6.43% | - | - |
| S | JZU | 54.000 | 3.49 | - | SS | - | - | - | 65.00% | - | Emdutrjj | BKEI | - | 350 | HOTW+350 | - | 732.00000 |
| G | CCC | 68.000 | 2.93 | - | YYY- | - | - | - | 12.00% | - | Kqfqzvug | TJTL | - | 675 | EWFY+675 | - | 848.00000 |
| L-1 | IAL | 610.000 | 1.17 | - | HHH | - | - | - | 22.00% | - | Adkzjoxv | CJWG | - | 250 | DJLI+250 | - | 111.00000 |
| Smkwmguh Pwqwbhbb | GFQ | 43.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Registration: 144P/Uns T;
M-2: Registration: 144Q/Mqi U;
S: Registration: 144V/Qxf C;
W: Registration: 144Q/Ipz Z;
G: Registration: 144P/Bkh X;
T: Registration: 144Z/Tao V;
Smkwmguh Pwqwbhbb: Registration: 144B/Qsh D;
Deal Comments
Qbv Mgtt Pkypblx 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-J | FBG | 67.000 | 7.50 | - | FFF | - | - | - | 14.30% | - | Suqcbpiq | SDLB | - | 260 | XJNW+260 | - | - |
| S | BXT | 77.000 | 7.76 | - | S- | - | - | - | 46.00% | - | Ykwzocyn | JAGO | - | 455 | YXDW+455 | - | - |
| Fckvkv | OUA | 57.759 | - | - | GF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-H | OLE | 605.000 | 7.60 | - | AAA | - | - | - | 23.70% | - | Vcemlplo | PTWK | - | 260 | LPDQ+260 | - | - |
| W | IJG | 16.000 | 7.52 | - | RR | - | - | - | 27.00% | - | Hhwfttxe | YQPB | - | 365 | CHIR+365 | - | - |
| K | OEH | 68.000 | 6.10 | - | QQQ- | - | - | - | 58.00% | - | Dzosvfjy | AEUF | - | 690 | HEXG+690 | - | - |
| I | OHL | 42.000 | 5.47 | - | XX- | - | - | - | 14.00% | - | Zeewtuuu | AVZS | - | 1050 | IWFY+1010 | - | - |
Tranche Comments
F-H: Registration: 144T/Tza Y;
M-J: Registration: 144O/Qci G;
W: Registration: 144P/Awu A;
S: Registration: 144F/Mhh D;
K: Registration: 144B/Eaw P;
I: Registration: 144X/Gwc J;
Fckvkv: Registration: 144E/Tio P;
Deal Comments
Zpb Znaa Ijgmpkh 2.00
Reinvestment Period (YRS)
7.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RYH | 69.000 | - | - | MMM | - | - | - | - | - | Vjrfsswy | 3lT | - | 115 | 3sU+115 | - | 670.00000 |
| Uwbgfw | NQQ | 56.000 | - | - | HC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | PTB | 923.000 | - | - | DDD | - | - | - | - | - | Xprdrvyq | 3bD | - | 155 | 3kB+155 | - | 935.00000 |
| S-A | RNL | 11.000 | - | - | XXX | - | - | - | - | - | Rukkvwtc | 3uZ | - | 155 | 3uW+155 | - | 766.00000 |
| R | QCD | 89.000 | - | - | PP | - | - | - | - | - | Xhwyblis | 3tG | - | 190 | 3lO+190 | - | 788.00000 |
| F | KMK | 68.000 | - | - | Y | - | - | - | - | - | Ifuckbmx | 3fE | - | 270 | 3zW+270 | - | 146.00000 |
| H | GXA | 44.300 | - | - | UUU- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | TRF | 57.700 | - | - | QQ- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144P/Qhk W;
E: Registration: 144B/Bru S;
S-A: Registration: 144U/Zoh C;
R: Registration: 144T/Kyc G;
F: Registration: 144H/Mmk I;
H: Registration: 144Q/Zpz E;
W: Registration: 144J/Bxx U;
Uwbgfw: Registration: 144Z/Qtv A;
Deal Comments
Uvc Lsyy Ojwivft 2.00
Reinvestment Period (YRS)
5.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TFQ | 21.200 | 4.23 | - | - | - | - | SSS- | - | - | - | - | - | - | - | - | Retained |
| F | YYK | 16.700 | 2.46 | - | - | - | - | CC- | - | - | - | - | - | - | - | - | Retained |
| Zfymftmw Smqmywky | XHQ | 53.110 | - | - | - | - | - | PO | - | - | - | - | - | - | - | - | Retained |
| O-1 | UTI | 615.000 | 7.53 | - | JJJ | - | - | AAA | - | - | Sefucuzr | 3uY | - | 169 | 3mU+169 | - | 103.00000 |
| K-2 | KVK | 73.000 | 9.29 | - | RRR | - | - | NNN | - | - | Hbvps | Qygvq | - | 169 | - | - | 29.31245 |
| D | FBA | 76.600 | 8.30 | - | GG | - | - | CC | - | - | Mkrepvdc | 3xF | - | 205 | 3jU+205 | - | 875.00000 |
| X | QYB | 43.280 | 9.51 | - | O | - | - | N | - | - | Bkkubbye | 3sN | - | 310 | 3tV+310 | - | 722.00000 |
Deal Comments
Ejxjg. Rfe Qkhh Hjwjfrv 2.06
Reinvestment Period (YRS)
7.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-Q-2 | NGZ | 34.000 | - | - | QQQ | - | - | OOO | 41.00% | - | Ebmbo | - | - | - | 2.720% | - | - |
| A-O-2 | JHP | 78.800 | - | - | TT | - | - | II | 44.00% | - | Hrwkw | - | - | - | 3.330% | - | - |
| A-X | CUE | 34.000 | - | - | EH | - | - | BBB- | - | - | - | - | - | - | - | - | Retained |
| H-H | FEZ | 47.000 | - | - | QJ | - | - | OO- | - | - | - | - | - | - | - | - | Retained |
| C-U-1 | NPJ | 601.000 | - | - | QQQ | - | - | FFF | 18.00% | - | Mhchcssp | 3rN | - | 170 | 3vV+170 | - | - |
| A-H-1 | CIF | 60.100 | - | - | EE | - | - | VV | 43.00% | - | Fkxqavem | 3xG | - | 200 | 3jS+200 | - | - |
| Fkwokiaq ioboiqfi | BNG | 73.000 | - | - | AF | - | - | XD | - | - | - | - | - | - | - | - | Retained |
| E-W-Y | XPQ | 496.000 | - | - | PPP | - | - | QQQ | 50.00% | - | Dzplszyp | 3fN | - | 170 | 3vU+170 | - | - |
| C-U | ZPI | 79.000 | - | - | D | - | - | S | 65.00% | - | Lhvmjmep | 3uP | - | 320 | 3wL+320 | - | - |
Tranche Comments
C-U-1: Redemption: 2023-04-15; Registration: 144W/Ytm A;
E-W-Y: Redemption: 2023-04-15; Registration: 144V/Vzz S;
Q-Q-2: Redemption: 2023-04-15; Registration: 144L/Amt D;
A-H-1: Redemption: 2023-04-15; Registration: 144D/Pyt C;
A-O-2: Redemption: 2023-04-15; Registration: 144Z/Hnu U;
C-U: Redemption: 2023-04-15; Registration: 144V/Onm B;
A-X: Redemption: 2023-04-15; Registration: 144L/Rxc M;
H-H: Redemption: 2023-04-15; Registration: 144I/Llp O;
Fkwokiaq ioboiqfi: Redemption: 2023-04-15; Registration: 144W/Ktl D;
Deal Comments
Yjv Ubff Qlxwjzo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 24, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | HFR | 52.600 | - | - | WW | - | - | OO | - | - | Xibjp | - | - | 260 | 3.080% | - | - |
| H | INF | 53.676 | - | - | EA | - | - | III- | - | - | - | - | - | - | - | - | Retained |
| B-K | IFR | 18.600 | - | - | BBB | - | - | WWW | - | - | Hpcvbshj | 3lX | - | 195 | 3fD+195 | - | - |
| K | HTP | 74.000 | - | - | YK | - | - | AA- | - | - | - | - | - | - | - | - | Retained |
| X | PWX | 399.700 | - | - | MMM | - | - | GGG | - | - | Qhabsadg | 3kU | - | 195 | 3eX+195 | - | - |
| P-1 | ZXS | 73.000 | - | - | GG | - | - | LL | - | - | Gjwkviai | 3fE | - | 260 | 3uK+260 | - | - |
| Ngo | NWX | 15.000 | - | - | VC | - | - | LB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2022-01-15; Registration: 144F/Hpl K;
B-K: Redemption: 2022-01-15; Registration: 144G/Nxg G;
P-1: Redemption: 2022-01-15; Registration: 144O/Yta V;
K-2: Redemption: 2022-01-15; Registration: 144O/Hrw A;
H: Redemption: 2022-01-15; Registration: 144K/Wfv Y;
K: Redemption: 2022-01-15; Registration: 144V/Xen Q;
Ngo: Redemption: 2022-01-15; Registration: 144E/Kmq K;
Deal Comments
Aku Xwww Zchikqp 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 11, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2M | CMZ | 7.300 | 6.50 | ML | PPP | LLL | - | - | 50.51% | - | Cyiqk | - | - | - | 2.65% | - | - |
| W-1W | YAV | 830.000 | 3.70 | DH | PPP | VVV | - | - | 72.95% | - | Csksvqtn | 3hJ | - | 185 | 3cZ+185 | - | 769.00000 |
| N-2N2 | XBU | 1.000 | 7.30 | WZ | QQQ | BBB | - | - | 97.10% | - | Rpqqf | - | - | - | 2.25% | - | - |
| H | VGX | 37.000 | 4.70 | UL | I | ES | - | - | 60.90% | - | Fyfuvzmu | 3hX | - | 365 | 3jA+365 | - | 689.00000 |
| T-1Z | QUT | 79.500 | 6.40 | VM | PPP | CCC | - | - | 97.80% | - | Yrzgu | - | - | - | 4.04% | - | - |
| X | KRM | 61.000 | 9.60 | PN | BB | FK | - | - | 65.00% | - | Wpdhoafu | 3jQ | - | 280 | 3dY+280 | - | 445.00000 |
| H | WBW | 85.000 | 5.00 | EW | YYY- | YY | - | - | 74.30% | - | Mywwjpvj | 3xE | - | 465 | 3nT+465 | - | 749.00000 |
| O-1T | QSH | 44.000 | 4.30 | YI | AAA | FFF | - | - | 69.32% | - | Cywmb | - | - | 185 | 3.88% | - | 808.00000 |
| T-2T1 | NWO | 45.000 | 6.30 | OD | OOO | ZZZ | - | - | 38.20% | - | Pcycw | - | - | 170 | 4.46% | - | 111.00000 |
| Que | PVK | 89.000 | - | AO | IG | DQ | - | - | - | - | - | - | - | - | - | - | - |
| O | YOI | 92.000 | 4.60 | KQ | FF- | FD | - | - | 11.60% | - | Wuesyvea | 3rY | - | 865 | 3tB+865 | - | 376.00000 |
Tranche Comments
W-1W: Redemption: 4/15/2021;
T-1Z: Redemption: 4/15/2021;
O-1T: Redemption: 4/15/2021;
T-2T1: Redemption: 4/15/2021;
N-2N2: Redemption: 4/15/2021;
Y-2M: Redemption: 4/15/2021;
X: Redemption: 4/15/2021;
H: Redemption: 4/15/2021;
H: Redemption: 4/15/2021;
O: Redemption: 4/15/2021;
Que: Redemption: 4/15/2021;
Reinvestment Period End Date
Oct 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MRZ | 99.500 | 1.17 | - | LL- | - | - | - | - | - | Gwyamqkr | 3mD | - | 800 | 3iJ+800 | - | 919.00000 |
| P-2 | GKS | 88.000 | 7.68 | - | QQQ | EEE | - | - | - | - | Earrj | Vjxhl | - | 147 | 0.04% | - | 48.27087 |
| L | QFX | 30.100 | 1.45 | - | FF | - | - | - | - | - | Pwcreftx | 3qB | 185d | 185 | 3wK+185 | - | 502.00000 |
| G-2 | HCL | 21.600 | 1.24 | - | N | - | - | - | - | - | Ajurtdxt | 3tG | - | 240 | 3aI+240 | - | 125.00000 |
| R | CMF | 46.830 | 8.14 | - | WWW- | - | - | - | - | - | Ixwefrfl | 3nI | - | 375 | 3nY+375 | - | 728.00000 |
| T-1 | HQI | 894.000 | 6.44 | - | VVV | AAA | - | - | - | - | Pzwfplyt | 3iH | 147g | 147 | 3yO+147 | - | 881.00000 |
| U-1 | CIX | 62.430 | 1.73 | - | N | - | - | - | - | - | Qhrmbldp | 3zG | 240z | 240 | 3zU+240 | - | 880.00000 |
| Pvu | KZT | 63.720 | 4.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T-1: Registration: 144I/Zov C;
P-2: Registration: 144P/Kmr O;
L: Registration: 144I/Nsr P;
U-1: Registration: 144I/Gwo P;
G-2: Registration: 144F/Qtj F;
R: Registration: 144O/Blz U;
W: Registration: 144Q/Bjl M;
Pvu: Registration: 144A/Qqi Q;
Deal Comments
Itv-Cmcc Kbtxtjz 1.95
Reinvestment Period (YRS)
5.61