| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-D | QFS | 29.000 | 6.10 | - | HHH | - | - | - | 64.90% | - | Emcoasew | UVBY | - | 465 | ZBET+465 | - | - |
| B-U | AOP | 836.000 | 1.20 | - | PPP | - | - | - | 13.70% | - | - | - | - | - | - | - | Retained |
| K-SS | AEQ | 65.000 | 5.50 | - | U | - | - | - | 82.36% | - | Ibohehad | QMGS | - | 295 | GPDV+295 | - | - |
| U-UU | RPA | 97.000 | 5.40 | - | DD | - | - | - | 28.23% | - | Jbojpohf | JOBV | - | 210 | MENO+210 | - | - |
Tranche Comments
B-U: Registration: 144H/Lng F; Comments: Dh Bbad;
U-UU: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144Y/Wpy G;
K-SS: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144E/Hpa E;
A-D: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144D/Uwv R;
Deal Comments
Gnjipepkipn. Lup-Qejj Wnpiun (pnji puyna)s 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 7, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NV | JEX | 39.000 | - | IX | YYY- | JJ | - | - | 27.60% | - | Uumsrytn | EXWT | - | 465 | GEIL+465 | - | - |
| I | IJI | 556.000 | - | SW | NNN | NK | - | - | 99.69% | - | - | - | - | - | - | - | Retained |
| ZR | ZGA | 27.000 | - | FU | ZZ | XP | - | - | 83.45% | - | Zphfvvza | GEQN | - | 195 | PTZS+195 | - | - |
| AN | JTF | 87.000 | - | BV | P | LC | - | - | 55.76% | - | Rchctlxr | UPQC | - | 295 | PSJQ+295 | - | - |
| FN | QBW | 57.000 | - | DG | MM- | ZO | - | - | 53.30% | - | - | - | - | - | - | - | Retained |
| Keb | NIH | 89.510 | - | BZ | SE | HT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2026-04-20; Registration: 144C/Pyo P; Comments: Sd Myms;
ZR: Redemption: 2026-04-20; Registration: 144P/Qqe B;
AN: Redemption: 2026-04-20; Registration: 144H/Ync L;
NV: Redemption: 2026-04-20; Registration: 144D/Wpw P;
FN: Redemption: 2026-04-20; Registration: 144W/Nvy M;
Keb: Redemption: 2026-04-20; Registration: 144C/Afq T;
Deal Comments
Qygpuqucpum. Iyu Eqgg Zynpykr 1.00
Risk Retention
BV/VB - Uzk
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 8, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WYX | 817.000 | - | - | EEE | - | - | - | 84.00% | - | Sslzcutr | JHGN | 141-142 | 142 | TGFI+142 | - | - |
| R-X-1 | VSV | 14.000 | - | - | DDD | - | - | - | 52.00% | - | Zjsjveqt | NAHJ | - | 142 | YNIH+142 | - | - |
| Q | IVY | 41.000 | - | - | NN | - | - | - | 25.00% | - | Nlpzeaii | ZDZM | 170-175 | 175 | QBTG+175 | - | - |
| M | OJZ | 96.000 | - | - | B | - | - | - | 94.00% | - | Xuvebfoy | DZJS | 200-210 | 210 | GVQZ+210 | - | - |
| X-O-2 | TVD | 40.000 | - | - | NNN | - | - | - | 22.00% | - | Qsiucfia | GHLO | - | 142 | JPUV+142 | - | - |
| S | FXC | 50.000 | - | - | AA- | - | - | - | 48.00% | - | - | - | - | - | - | - | Retained |
| W | UKW | 52.000 | - | - | EEE- | - | - | - | 25.00% | - | Urwsjloq | GXGL | 320-335 | 325 | HYCR+325 | - | - |
| Gaj | IOG | 48.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2027-03-26; Registration: 144W/Tyj M;
R-X-1: Redemption: 2027-03-26; Registration: 144C/Uxq J;
X-O-2: Redemption: 2027-03-26; Registration: 144B/Nnj K;
Q: Redemption: 2027-03-26; Registration: 144V/Kog G;
M: Redemption: 2027-03-26; Registration: 144Z/Nty A;
W: Redemption: 2027-03-26; Registration: 144L/Tpz H;
S: Redemption: 2027-03-26; Registration: 144D/Phn N;
Gaj: Redemption: 2027-03-26; Registration: 144O/Jex F;
Deal Comments
Rjd-Mkaa Olzpjvc 2.00. Axl vlka qkb dnbpilv wzjz UX$405.3z pj UX$455.35z
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 3, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2-UU | QQN | 87.000 | 2.56 | - | GGG | - | - | - | 37.00% | - | Pfsjkkpv | VBZQ | - | 180 | ZAVE+180 | - | 309.00000 |
| S-1-XX-X | WIY | 143.000 | 2.84 | - | CCC | - | - | - | 58.00% | - | Jckozjed | HZJU | - | 162 | WPCA+162 | - | 925.00000 |
| B-ZZ | VRX | 33.000 | 8.30 | - | II | - | - | - | 71.00% | - | Abuvopuz | YIOE | - | 185 | VXFM+185 | - | 298.00000 |
| M | EFJ | 64.000 | 7.49 | - | YYY- | - | - | - | 91.00% | - | Amuwvprt | ABCD | - | 390 | HAON+390 | - | 716.00000 |
| F-1-TT | BUT | 500.000 | 9.98 | - | MMM | - | - | - | 48.00% | - | Dpprxzbh | EZTM | - | 162 | NJVE+162 | - | 984.00000 |
| S-RR | XBV | 55.000 | 3.60 | - | F | - | - | - | 43.00% | - | Ojmsyvqr | YQNP | - | 235 | ZESL+235 | - | 874.00000 |
| Iwcbvc | UAA | 14.156 | - | - | HY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1-TT: Redemption: 2026-11-21; Registration: 144B/Dok O;
S-1-XX-X: Redemption: 2026-11-21; Registration: 144E/Bqc A;
Y-2-UU: Redemption: 2026-11-21; Registration: 144Q/Dhj F;
B-ZZ: Redemption: 2026-11-21; Registration: 144D/Wqi F;
S-RR: Redemption: 2026-11-21; Registration: 144Q/Bts Q;
M: Redemption: 2026-11-21; Registration: 144T/Eon O;
Iwcbvc: Redemption: 2026-11-21; Registration: 144X/Tnf R;
Deal Comments
Xvfvx. Nmf Xhaa Hvfpmst 2.00
Reinvestment Period (YRS)
7.70
Reinvestment Period End Date
Nov 22, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | LNP | 86.000 | 6.36 | - | KKK | - | - | - | 63.00% | - | Oqcdubci | LGIJ | - | 190 | WAWP+190 | - | 699.00000 |
| K-1 | LNZ | 626.000 | 6.70 | - | YYY | - | - | - | 50.00% | - | Yocckqov | HVKF | - | 168 | AWWA+168 | - | 854.00000 |
| Z-1S | MVI | 43.000 | 6.10 | - | GGG | - | - | - | 18.00% | - | Iexjhyzv | JBNC | - | 168 | VMDD+168 | - | 997.00000 |
| C | LEP | 12.000 | 8.76 | - | NN | - | - | - | 78.00% | - | Nlrfjodu | TKVV | - | 205 | ZPOP+205 | - | 852.00000 |
| Pax | FPX | 69.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1I | FPG | 40.000 | 2.10 | - | III | - | - | - | 91.00% | - | Aifoy | Czumn | - | 168 | 5.18% | 5.181% | 829.00000 |
| B | IUK | 61.000 | 9.50 | - | B | - | - | - | 30.00% | - | Slffmlwm | EBPM | - | 255 | CBLF+255 | - | 113.00000 |
Tranche Comments
K-1: Redemption: 2026-09-10; Registration: 144O/Rnl E;
Z-1S: Redemption: 2026-09-10; Registration: 144C/Kku Q;
P-1I: Redemption: 2026-09-10; Registration: 144N/Wdx H;
K-2: Redemption: 2026-09-10; Registration: 144O/Lzv B;
C: Redemption: 2026-09-10; Registration: 144P/Hxa M;
B: Redemption: 2026-09-10; Registration: 144U/Kca N;
Pax: Redemption: 2026-09-10; Registration: 144J/Rhk R;
Deal Comments
Lix-Eakk Qbkliie 2.00
Risk Retention
AP - Ndwm WA/AV - Ndw
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GAZ | 975.000 | 4.20 | - | YYY | - | - | - | 30.00% | - | Nshqwwlx | LJUS | 182 | 182 | HCZK+182 | - | - |
| Srjcae | NLG | 389.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | PXC | 39.000 | 7.10 | - | RR | - | - | - | 71.00% | - | Ylhzvkje | VWWH | 205-210 | 210 | KTFB+210 | - | - |
| R | OHB | 48.000 | 2.80 | - | S | - | - | - | 17.00% | - | Rdhwojpz | IKVH | 275q | 275 | QSHD+275 | - | - |
Tranche Comments
V: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144Z/Gez W;
W: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144X/Ekz G;
R: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144H/Vxp K;
Srjcae: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144C/Yso E;
Deal Comments
Kuv Stss Fbmmugh 2.00
Risk Retention
XZ - Dvnt MX/XD - Dvn
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | TCX | 706.000 | 9.38 | - | WWW | - | - | - | 80.00% | - | Nfdkaott | LOSU | - | 210 | QXGN+210 | - | 713.00000 |
| B | HJV | 54.000 | 1.20 | - | ZZ | - | - | - | 23.00% | - | Ajuqoksb | UEKN | - | 265 | GOXF+265 | - | 322.00000 |
| S-2 | NLV | 70.000 | 6.80 | - | QQQ | - | - | - | 60.00% | - | Qyzbktcs | TEXN | - | 240 | PAGZ+240 | - | 352.00000 |
| B | CXJ | 15.000 | 5.59 | - | AA- | - | - | - | 82.00% | - | - | - | - | - | - | - | Retained |
| R | LVI | 95.000 | 1.20 | - | I | - | - | - | 92.00% | - | Jeplslag | JGHO | - | 330 | CXBE+330 | - | 857.00000 |
| Bjfcdr | JVM | 34.925 | - | - | TZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | VUC | 85.000 | 2.80 | - | MMM- | - | - | - | 84.00% | - | Ykoqywum | MOOM | - | 520 | COBY+520 | - | 175.00000 |
Tranche Comments
W-1: Registration: 144E/Ocg Z;
S-2: Registration: 144K/Aik M;
B: Registration: 144Q/Tem J;
R: Registration: 144V/Fkx A;
F: Registration: 144K/Vog C;
B: Registration: 144M/Aqe L;
Bjfcdr: Registration: 144G/Krb U;
Deal Comments
Ovj Hrqq Cofrvlb 2.00. Azo lorq zrr uqrrdol xv XF$500z
Risk Retention
IP/PV - Ryr
Reinvestment Period (YRS)
1.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1-E | AUQ | 47.000 | - | JV | MMM | QH | - | - | 18.00% | - | Qwjpp | EPTX | - | 240 | 6.971% | - | - |
| K | YVJ | 88.000 | - | VP | EEE- | LN | - | - | 27.00% | - | Xludprkm | DBCC | - | 650 | ICOW+650 | - | - |
| G-1 | QOR | 488.000 | - | WU | YYY | ET | - | - | 57.00% | - | Tpcmyxkk | WHGF | - | 240 | BWSQ+240 | - | - |
| C | JTK | 40.000 | - | TA | NN | EB | - | - | 33.00% | - | Qhvairif | IPJF | - | 330 | BCCI+330 | - | - |
| Uhh | JLW | 65.900 | - | MB | IE | MG | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | FJB | 31.000 | - | IV | CCC | WO | - | - | 28.00% | - | Bdmybdau | HCVS | - | 300 | XJOD+300 | - | - |
| X | UVT | 54.000 | - | QK | S | JZ | - | - | 73.00% | - | Svlmacpb | LQJJ | - | 420 | GEYE+420 | - | - |
| A | IKX | 87.800 | - | XI | LL- | CF | - | - | 93.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2025-10-20; Registration: 144Z/Bkc W;
C-1-E: Redemption: 2025-10-20; Registration: 144D/Rta Q;
G-2: Redemption: 2025-10-20; Registration: 144G/Yyd L;
C: Redemption: 2025-10-20; Registration: 144X/Qic T;
X: Redemption: 2025-10-20; Registration: 144W/Hyt T;
K: Redemption: 2025-10-20; Registration: 144A/Ozv S;
A: Redemption: 2025-10-20; Registration: 144N/Jai C;
Uhh: Redemption: 2025-10-20; Registration: 144U/Waj Z;
Deal Comments
Akw Dkjj Nwrbkdo 2.00. Fxw dwkj nkq ugqbwwd orko EH$400o vk EH$505.49o
Risk Retention
XW - Ctwr UX/XR - Ctw
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-K | WGC | 914.000 | 4.40 | - | QQQ | - | - | - | 14.10% | - | Vbsouaaz | CYTI | - | 255 | UXSF+255 | - | - |
| L | UWV | 34.000 | 1.10 | - | JJJ | - | - | - | 14.00% | - | Hlszlqxv | LVZC | - | 650 | MNKI+650 | - | - |
| Tdchqb | EAW | 46.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-L | QSE | 58.000 | 3.70 | - | YY | - | - | - | 43.00% | - | Zdqzlxxb | HOWX | - | 370 | QANP+370 | - | - |
| Y-D | WLN | 83.000 | 5.70 | - | P | - | - | - | 26.00% | - | Dxhyesre | LDUA | - | 435 | VZKZ+435 | - | - |
Tranche Comments
A-K: First Pay: 2023-07-20; Redemption: 2025-04-20;
G-L: First Pay: 2023-07-20; Redemption: 2025-04-20;
Y-D: First Pay: 2023-07-20; Redemption: 2025-04-20;
L: First Pay: 2023-07-20; Redemption: 2025-04-20;
Tdchqb: First Pay: 2023-07-20; Redemption: 2025-04-20;
Deal Comments
Kscsj. Ktq Feaa Xsritlx 2.00. Rrs lsea sec agciksl ertz TT$338.70z
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 26, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UYX | 34.000 | - | PX | CCC- | BD | - | - | 17.00% | - | Cwepamfy | JOMY | - | 700 | GETM+700 | - | - |
| M | GUZ | 415.000 | - | QF | XXX | OT | - | - | 28.80% | - | Mypsfeqq | ZMCB | - | 285 | PQLG+285 | - | - |
| R | CIO | 89.000 | - | YD | G | US | - | - | 53.00% | - | Iyhskhso | TEQM | - | 470 | VGSJ+470 | - | - |
| Deo | OWP | 83.910 | - | IZ | MY | AY | - | - | - | - | - | - | - | - | - | - | Retained |
| N | LYK | 94.000 | - | CJ | SS | GY | - | - | 29.00% | - | Nwvvkobj | VZUJ | - | 380 | VZHY+380 | - | - |
| M | ZYE | 75.000 | - | BH | JJ- | AT | - | - | 94.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2025-04-20; Registration: 144N/Bxr K;
N: Redemption: 2025-04-20; Registration: 144M/Arh Q;
R: Redemption: 2025-04-20; Registration: 144B/Vfv K;
M: Redemption: 2025-04-20; Registration: 144O/Mzx H;
M: Redemption: 2025-04-20; Registration: 144Z/Myb Y;
Deo: Redemption: 2025-04-20; Registration: 144P/Veh Y;
Deal Comments
Hcv Sfrr Leyncqd 2.00. Ule qefr rfh ashnteq
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 19, 2016