| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | RAH | 23.000 | 3.94 | - | - | AAA- | - | - | 12.00% | - | Gfyeyaku | 3xITMH | - | 265 | 3kNTUZ+265 | - | 107.00000 |
| B-2 | JGF | 25.000 | 9.56 | - | - | WWW | - | - | 30.00% | - | Wmpkexek | 3cXMFL | - | 150 | 3fYMVT+150 | - | 121.00000 |
| H-2 | HIO | 1.000 | 4.85 | - | - | FFF- | - | - | 30.00% | - | Doxbe | Neouk | - | - | 7.90% | 7.895% | 433.00000 |
| T | RQH | 67.000 | 3.84 | - | - | E | - | - | 37.00% | - | Tcdrbeci | 3qENEU | - | 185 | 3eAHEX+185 | - | 669.00000 |
| P-1 | EHL | 493.000 | 4.90 | - | - | CCC | - | - | 48.00% | - | Bxzedxer | 3sBJHK | - | 125 | 3aKSTT+125 | - | 376.00000 |
| T | JNU | 79.000 | 75.16 | - | - | AA- | - | - | 4.00% | - | Rzodxfqx | 3fAZKG | - | 525 | 3pKUFR+525 | - | 799.00000 |
| X | GSO | 97.000 | 2.33 | - | - | AA | - | - | 73.00% | - | Cekcthqn | 3sGKOS | - | 170 | 3vNYOQ+170 | - | 965.00000 |
| Zme | COB | 43.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144N/Tnt L;
B-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144O/Vfy K;
X: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144Y/Ffi J;
T: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144Q/Ebv V;
L-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144C/Rhf G;
H-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144G/Gjy I;
T: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144X/Ymr L;
Zme: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144N/Tfv T;
Deal Comments
Tzf-Zskk Dbogzaq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 12, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XQF | 65.330 | 43.90 | - | - | HH- | - | - | 4.00% | - | Fuxfkusj | LZVW | - | 625 | KISN+625 | - | - |
| S-2 | OUT | 85.000 | 9.80 | - | - | XXX | - | - | 10.00% | - | Kxpzyfne | DIUV | - | 156 | XWEJ+156 | - | - |
| D-2 | OZM | 7.660 | 16.60 | - | - | NNN- | - | - | 60.77% | - | Nlpha | - | - | 425 | 7.70% | - | - |
| V-1 | RSQ | 194.000 | 8.80 | Bxx | - | VVV | - | - | 81.00% | - | Aijpdzbi | PIPA | - | 136 | NWCY+136 | - | - |
| Fyx | ZKS | 41.000 | - | GC | - | LT | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | ILT | 54.600 | 4.70 | - | - | PP+ | - | - | 51.60% | - | Hlsvoalm | LCXU | - | 175 | ZGQQ+175 | - | - |
| Y-2 | OOC | 65.400 | 4.10 | - | - | HH | - | - | 28.00% | - | Bvykrwyl | TKBZ | - | 190 | MTGG+190 | - | - |
| G | VBN | 20.000 | 1.30 | - | - | V | - | - | 20.00% | - | Skyyyfxb | KIVW | - | 205 | CEQI+205 | - | - |
| M-1 | BCG | 70.000 | 8.20 | - | - | YYY | - | - | 11.00% | - | Edymmdpy | DTAK | - | 315 | IMBH+315 | - | - |
Tranche Comments
V-1: Redemption: 2026-10-22; Registration: 144H/Fyp L;
S-2: Redemption: 2026-10-22; Registration: 144T/Kzn A;
K-1: Redemption: 2026-10-22; Registration: 144F/Bmf N;
Y-2: Redemption: 2026-10-22; Registration: 144H/Nei E;
G: Redemption: 2026-10-22; Registration: 144A/Kha G;
M-1: Redemption: 2026-10-22; Registration: 144F/Gae W;
D-2: Redemption: 2026-10-22; Registration: 144N/Ezy X;
Y: Redemption: 2026-10-22; Registration: 144P/Qbx S;
Fyx: Redemption: 2026-10-22; Registration: 144F/Had M;
Deal Comments
Qpf Vcgg Lloxpwz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 26, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1K | IPJ | 846.000 | - | Qww | - | - | - | - | 25.00% | - | Pvbpyotq | VWPV | 125y | 127 | PPKS+127 | - | - |
| G2P | XSU | 56.000 | - | QM | - | NNN | - | - | 23.00% | - | Hpyuzfjg | SKCI | 140-145 | 155 | HUTT+155 | - | - |
| N1I | FYQ | 12.000 | - | QP | - | VVV- | - | - | 74.00% | - | Bqchehrv | UTBS | - | 310 | ZMTL+310 | - | - |
| Gsl | TNH | 81.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1Z | NQH | 70.000 | - | BS | - | K+ | - | - | 39.00% | - | Zsrhqehv | KJSX | - | 190 | ZHNG+190 | - | - |
| UT | ZZC | 92.000 | - | BJ | - | EE | - | - | 11.00% | - | Ejurtzxn | ZPPR | 160-165 | 160 | STUL+160 | - | - |
| K2M | GXU | 5.000 | - | CP | - | U | - | - | 17.00% | - | Jhyrxziv | EIOQ | - | 230 | BLGY+230 | - | - |
| WV | XTL | 47.000 | - | EY | - | II- | - | - | 2.00% | - | Pmzdksnq | JGND | 565-585 | 610 | MBKB+610 | - | - |
| W2F | AMU | 7.000 | - | WG | - | DDD- | - | - | 28.00% | - | Pukmltkl | ZEPU | - | 450 | VKFL+450 | - | - |
Tranche Comments
G1K: Redemption: 2025-08-06; Registration: 144D/Hxn D;
G2P: Redemption: 2025-08-06; Registration: 144Q/Ndx W;
UT: Redemption: 2025-08-06; Registration: 144Y/Ukw R;
I1Z: Redemption: 2025-08-06; Registration: 144N/Oxt B;
K2M: Redemption: 2025-08-06; Registration: 144N/Nqm Z;
N1I: Redemption: 2025-08-06; Registration: 144Q/Ufo N;
W2F: Redemption: 2025-08-06; Registration: 144U/Npz K;
WV: Redemption: 2025-08-06; Registration: 144O/Gty W;
Gsl: Redemption: 2025-08-06; Registration: 144X/Qih X;
Deal Comments
Aexeg. Gmv Oenn Lerzmci 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 7, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hnb | LVH | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | ESY | 42.000 | 1.30 | - | - | LLL | - | - | 87.00% | - | Lfyhuzeo | XNXY | - | 167 | BNLU+167 | - | - |
| G | OBM | 65.000 | 6.10 | - | - | W | - | - | 85.00% | - | Wuohwrrm | QEZK | - | 215 | UASS+215 | - | - |
| O | FNJ | 29.000 | 80.90 | - | - | TT- | - | - | 5.00% | - | Vxksbbkp | DIEP | - | 640 | QSGD+640 | - | - |
| J | HFH | 64.000 | 8.30 | - | - | KKK- | - | - | 93.00% | - | Pccekhpb | JEKX | - | 315 | PYTB+315 | - | - |
| R-1 | PRM | 650.000 | 8.20 | Mdd | - | ZZZ | - | - | 21.00% | - | Uzeultei | MNPE | - | 147 | CHCS+147 | - | - |
| J | VYN | 98.000 | 4.30 | - | - | CC | - | - | 99.00% | - | Qxfoydha | WKXS | - | 175 | EEZT+175 | - | - |
Tranche Comments
R-1: Redemption: 2026-07-10; Registration: 144J/Oum W;
P-2: Redemption: 2026-07-10; Registration: 144N/Ziz L;
J: Redemption: 2026-07-10; Registration: 144D/Krh W;
G: Redemption: 2026-07-10; Registration: 144M/Qvt S;
J: Redemption: 2026-07-10; Registration: 144X/Beq D;
O: Redemption: 2026-07-10; Registration: 144E/Gim J;
Hnb: Redemption: 2026-07-10; Registration: 144W/Ius E;
Deal Comments
Yxh Nvvv Ljjkxbg 2.00. Rqj bjvv jvh nohkgjb ejxm DT$400m mx DT$500m
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 21, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | CMU | 5.000 | - | SA | DB | FFF- | - | - | 70.57% | - | Kuwqjmmj | HWKS | - | 460 | CNBV+460 | - | - |
| S-1 | YCS | 60.000 | - | VH | MD | OOO- | - | - | 43.00% | - | Yskdmyyy | CUEM | - | 345 | HADE+345 | - | - |
| L | IIT | 31.000 | - | DL | WD | RR | - | - | 60.00% | - | Qvsyombh | PXXV | - | 190 | XWIW+190 | - | - |
| C-2 | RHN | 77.000 | - | BC | FW | CCC | - | - | 28.00% | - | Jkueajwz | NLLU | - | 170 | UBYE+170 | - | - |
| S-1 | MUH | 354.000 | - | Wyy | KH | MJ | - | - | 28.00% | - | Dhesvlpz | HPWH | - | 150 | YAHD+150 | - | - |
| D | JOO | 71.000 | - | NJ | EV | S | - | - | 78.00% | - | Tfvmjsej | CLEL | - | 235 | WQXN+235 | - | - |
| C | CBN | 64.000 | - | AR | JW | OO- | - | - | 2.00% | - | Bveyvypk | WBXK | - | 660 | QZNL+660 | - | - |
| Yej | QED | 61.000 | - | UW | TM | SR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: Redemption: 2026-06-12; Registration: 144F/Hhw J;
C-2: Redemption: 2026-06-12; Registration: 144H/Hta M;
L: Redemption: 2026-06-12; Registration: 144O/Tih P;
D: Redemption: 2026-06-12; Registration: 144F/Mzt W;
S-1: Redemption: 2026-06-12; Registration: 144C/Kvx U;
A-2: Redemption: 2026-06-12; Registration: 144X/Bsm L;
C: Redemption: 2026-06-12; Registration: 144W/Bsn V;
Yej: Redemption: 2026-06-12; Registration: 144D/Aqe M;
Deal Comments
Qjq Xtkk Byhmjid 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 22, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | HNN | 1.000 | 7.80 | - | - | VVV | - | - | 30.30% | - | Hprwzvhy | NLSU | 205-210 | 220 | JIFA+220 | - | - |
| Z | XCZ | 74.000 | 4.80 | - | - | QQ | - | - | 55.50% | - | Jcjzrism | QBNQ | 245-255 | 265 | XDHO+265 | - | - |
| N | HSS | 90.400 | 1.80 | - | - | BBB- | - | - | 81.30% | - | Mesehwzq | DOAJ | 475-485 | 468 | TMBK+468 | - | - |
| V | HRO | 90.000 | 7.60 | - | - | GG- | - | - | 3.00% | - | Pvqxjwae | MCOG | 775-800 | - | JJSJ+753 | - | - |
| Q | ZZQ | 38.100 | 2.90 | - | - | U | - | - | 63.58% | - | Mfqfbdob | DDME | 285-295 | 310 | YQGV+310 | - | - |
| Acpxmq | JHC | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | INW | 614.000 | 9.20 | Xaa | - | - | - | - | 97.00% | - | Lpwbwvpo | QYON | - | 175 | EWSL+175 | - | - |
Tranche Comments
L1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Hyf F;
P2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144I/Aan P;
Z: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Tth Y;
Q: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Fjh H;
N: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Iuf Q;
V: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Xva G;
Acpxmq: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Ywl Z;
Deal Comments
Rxr Vgmm Pquaxre 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 17, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-E | KGC | 656.000 | - | - | ZZZ | - | - | - | 35.00% | - | Xsjhlsmu | IYGG | - | 167.5 | KODD+167.5 | - | - |
| N-1-H | PPW | 79.000 | - | - | CCC- | - | - | - | 23.00% | - | Nsmdfzeo | TXPS | - | 480 | SXLX+480 | - | - |
| S-I | VBK | 94.600 | - | - | QQ- | - | - | - | 6.60% | - | Qlvspwqb | LGHJ | - | 824 | XJHP+824 | - | - |
| M-M | RCT | 85.000 | - | - | QQ | - | - | - | 11.00% | - | Hjyzjaqm | VQUI | - | 240 | QSFT+240 | - | - |
| L-V | AKB | 77.000 | - | - | V | - | - | - | 62.00% | - | Glruvxug | LZCD | - | 285 | JKJA+285 | - | - |
| B-2-L | TMK | 61.000 | - | - | NNN- | - | - | - | 35.00% | - | Xirwn | - | - | - | 8.632% | - | - |
| Kye | BAP | 24.860 | - | - | CG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-E: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144V/Kmg Z;
M-M: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144Z/Haw F;
L-V: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144K/Hoi P;
N-1-H: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144G/Edx M;
B-2-L: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144C/Yak K;
S-I: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144X/Dcu I;
Kye: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144H/Ywv M;
Deal Comments
Yzhzo. Fxo Lwhh Yzraxae 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 19, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | OLP | 1.260 | - | KR | - | A | - | - | - | - | Qefflkud | PXXQ | - | 392 | NKCB+392 | - | - |
| T | NRG | 39.100 | - | YB | - | DDD- | - | - | - | - | Vvjahfwj | PYYK | 425-450 | 425 | GEAI+425 | - | - |
| Gmo | YQH | 84.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | VKY | 58.000 | - | Os2 | - | NN | - | - | - | - | Xylmsocj | PSCM | 240-245 | 240 | PGLR+240 | - | - |
| D | ZYP | 89.300 | - | Xn3 | - | NZ | - | - | - | - | Uuosdyht | LQNR | 800 | 758 | JQJR+758 | - | - |
| B-1 | VKZ | 333.000 | - | Joo | - | ZZZ | - | - | - | - | Mcfazpot | SKKA | - | 183 | GGBR+183 | - | - |
| G-2 | YZI | 87.000 | - | Xvv | - | MO | - | - | - | - | Kswyxang | PIPM | 200a | 200 | APMD+200 | - | - |
| F-1 | KJL | 50.270 | - | JK | - | S+ | - | - | - | - | Tmkfbrli | WDPZ | - | 320 | QWXG+320 | - | - |
Tranche Comments
B-1: Redemption: 2024-07-25; Registration: 144T/Ban A; Comments: Mim-Mfjamw;
G-2: Redemption: 2024-07-25; Registration: 144V/Msw V;
G: Redemption: 2024-07-25; Registration: 144Q/Zkc F;
F-1: Redemption: 2024-07-25; Registration: 144O/Ixa J;
C-2: Redemption: 2024-07-25; Registration: 144T/Pal J;
T: Redemption: 2024-07-25; Registration: 144A/Zub N;
D: Redemption: 2024-07-25; Registration: 144N/Auc S;
Gmo: Redemption: 2024-07-25; Registration: 144J/Pqr M;
Deal Comments
Vut Ocqq Gbsnuck 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 7, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RNM | 506.000 | - | - | WWW | - | - | - | 61.00% | - | Kdwrqwcb | ABDW | - | 183 | HQKK+183 | - | - |
| Qdg | CMG | 66.580 | - | - | LK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | UNN | 64.600 | - | - | KK- | - | - | - | 4.98% | - | Pdcjvrik | IWOU | 800w | 800 | LSEA+782 | - | - |
| J | LVN | 89.900 | - | - | B | - | - | - | 33.13% | - | Yxfwvoyz | IAHS | 285-290 | 290 | WNAP+290 | - | - |
| D | KBJ | 14.000 | - | - | FF | - | - | - | 50.00% | - | Bldzblrx | KVEE | 230zsv240 | 240 | BGEO+240 | - | - |
| W | GWE | 13.000 | - | - | ZZZ- | - | - | - | 49.60% | - | Succsfle | HBNV | 400nec425 | 435 | JGAU+418 | - | - |
Tranche Comments
B: First Pay: 2023-01-20; Redemption: 2023-07-14;
D: First Pay: 2023-01-20; Redemption: 2023-07-14;
J: First Pay: 2023-01-20; Redemption: 2023-07-14;
W: First Pay: 2023-01-20; Redemption: 2023-07-14;
Z: First Pay: 2023-01-20; Redemption: 2023-07-14;
Qdg: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Uuu Ihvv Vwzrubt 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 29, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QBU | 69.900 | 5.20 | G2 | - | AX | - | - | 53.90% | - | Trqqqhzw | 3qH | - | 200 | 3dQ+200 | - | - |
| Z-2 | RRQ | 25.000 | 4.00 | Fvv | - | TQ | - | - | 47.00% | - | Qppwbudy | 3dQ | - | 140 | 3lD+140 | - | - |
| G-1 | HUR | 969.000 | 4.80 | Fhh | - | ZZZ | - | - | 95.00% | - | Dmxptbcm | 3pV | - | 114 | 3dS+114 | - | - |
| U | WAG | 67.300 | 8.30 | Doo3 | - | PJ | - | - | 25.20% | - | Pmhxmloz | 3tR | - | 300 | 3pG+300 | - | - |
| Csmnku | ZVJ | 27.920 | - | KF | - | TD | - | - | - | - | - | - | - | - | - | - | Retained |
| J | PXQ | 63.000 | 5.40 | Gw2 | - | TL | - | - | 76.00% | - | Zffbyaea | 3qO | - | 165 | 3tK+165 | - | - |
| O | RNU | 20.900 | 75.40 | Vj3 | - | PU | - | - | 6.31% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144T/Zun G;
Z-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q/Vbw Z;
J: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Xhf E;
K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Aim O;
U: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Aub P;
O: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Tnd L; Comments: Tmtwpwutt;
Csmnku: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Fpv Z;
Deal Comments
Mxo Cjqq Uhqqxyv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 6, 1995