| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zwm | PHN | 26.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | OXF | 5.000 | 86.90 | AX | - | TTT- | - | - | 24.00% | - | Qxqmcrdv | 3lXCTK | - | 380 | 3iCZOQ+380 | - | 408.00000 |
| T | GXS | 62.000 | 69.59 | IE | - | FF- | - | - | 1.00% | - | Ouphxtdf | 3tJXHO | - | 500 | 3dKNVJ+500 | - | 655.00000 |
| O-1 | BQL | 527.000 | 7.15 | Qbb | - | LO | - | - | 48.00% | - | Fjpvhhyq | 3wEVLU | - | 118 | 3aEGLP+118 | - | 797.00000 |
| B-2 | JEF | 33.000 | 6.73 | MN | - | DDD | - | - | 65.00% | - | Mpayafmj | 3jSYWO | - | 140 | 3wGEOE+140 | - | 691.00000 |
| C | BVS | 17.000 | 8.54 | AS | - | TT | - | - | 45.00% | - | Uxdfoyhy | 3vPOSO | - | 155 | 3nGDEY+155 | - | 548.00000 |
| C | RXN | 92.000 | 6.83 | FR | - | R | - | - | 26.00% | - | Orzqblih | 3kMJYW | - | 180 | 3vDKLA+180 | - | 185.00000 |
| Q-1 | XPX | 40.000 | 1.30 | TB | - | YYY- | - | - | 82.00% | - | Fpqevcuf | 3pDVOC | - | 260 | 3nDNCO+260 | - | 972.00000 |
Tranche Comments
O-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144L/Jra N;
B-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Q/Gqj T;
C: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144W/Rcr C;
C: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144O/Lrz G;
Q-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Eqm A;
I-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144O/Iub A;
T: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Kyv D;
Zwm: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144X/Kew B;
Deal Comments
Fmq-Akyy Dxoomps 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 5, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | MWA | 941.000 | 6.90 | - | - | WWW | - | - | 10.00% | - | Lcorlbpf | 3oGDLB | - | 125 | 3gAAIQ+125 | - | 409.00000 |
| K-1 | HBE | 90.000 | 7.29 | - | - | JJJ- | - | - | 92.00% | - | Wwcshorq | 3lVPNP | - | 265 | 3jGJMX+265 | - | 200.00000 |
| B-2 | QTB | 5.000 | 1.94 | - | - | UUU- | - | - | 79.00% | - | Dpkwq | Bloac | - | - | 7.90% | 7.895% | 654.00000 |
| H-2 | QJN | 99.000 | 3.42 | - | - | PPP | - | - | 75.00% | - | Yreaxpcg | 3cDOSS | - | 150 | 3xVLAB+150 | - | 252.00000 |
| A | EEX | 91.000 | 9.56 | - | - | ZZ | - | - | 18.00% | - | Ibuwltrk | 3gGZEH | - | 170 | 3fXUGL+170 | - | 651.00000 |
| Q | IPH | 26.000 | 3.15 | - | - | L | - | - | 55.00% | - | Ipzsydjt | 3xYKCP | - | 185 | 3jGHGT+185 | - | 907.00000 |
| J | IEO | 82.000 | 64.71 | - | - | GG- | - | - | 9.00% | - | Wlqohems | 3jMWJI | - | 525 | 3kZLTT+525 | - | 456.00000 |
| Zgn | VRB | 42.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144A/Gyw C;
H-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144J/Ics S;
A: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144D/Orc R;
Q: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144X/Kca U;
K-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144Y/Fzf A;
B-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144B/Gmh G;
J: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144K/Fns P;
Zgn: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144P/Xon C;
Deal Comments
Wjn-Dybb Byrbjgt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 11, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | GNG | 25.600 | 8.60 | - | - | MM+ | - | - | 84.40% | - | Iueakxxz | MBTD | - | 175 | KKYY+175 | - | - |
| F-1 | QSW | 116.000 | 6.70 | Fkk | - | HHH | - | - | 89.00% | - | Sjwpzzlx | XAVS | - | 136 | SCCC+136 | - | - |
| R-2 | QLM | 5.960 | 45.70 | - | - | OOO- | - | - | 42.81% | - | Jnrub | - | - | 425 | 7.70% | - | - |
| N | HZN | 20.450 | 24.60 | - | - | WW- | - | - | 9.00% | - | Nbkakmyo | WDGP | - | 625 | PGSP+625 | - | - |
| Q-2 | NGG | 50.000 | 9.50 | - | - | UUU | - | - | 80.00% | - | Kxjduwiu | NWQT | - | 156 | HJDG+156 | - | - |
| P-2 | IOY | 36.300 | 6.20 | - | - | BB | - | - | 11.00% | - | Jfrjzyhg | CZAI | - | 190 | AELI+190 | - | - |
| N-1 | LLI | 91.000 | 7.70 | - | - | VVV | - | - | 24.00% | - | Yemkxbeo | KHVX | - | 315 | CDAB+315 | - | - |
| Nll | FPG | 86.000 | - | KO | - | LT | - | - | - | - | - | - | - | - | - | - | Retained |
| E | YYF | 96.000 | 7.70 | - | - | T | - | - | 90.00% | - | Vfzzldio | VPDU | - | 205 | HLTK+205 | - | - |
Tranche Comments
F-1: Redemption: 2026-10-22; Registration: 144X/Txd Q;
Q-2: Redemption: 2026-10-22; Registration: 144L/Hyy A;
W-1: Redemption: 2026-10-22; Registration: 144G/Myb Q;
P-2: Redemption: 2026-10-22; Registration: 144Z/Zon Z;
E: Redemption: 2026-10-22; Registration: 144V/Frs E;
N-1: Redemption: 2026-10-22; Registration: 144F/Msk L;
R-2: Redemption: 2026-10-22; Registration: 144I/Woy W;
N: Redemption: 2026-10-22; Registration: 144N/Ade O;
Nll: Redemption: 2026-10-22; Registration: 144V/Gzg B;
Deal Comments
Emk Bstt Cytsmoz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 13, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2Q | GCT | 72.000 | - | VB | - | AAA | - | - | 10.00% | - | Yhyqzfad | NZMP | 140-145 | 155 | GEMD+155 | - | - |
| I2L | YXU | 2.000 | - | QP | - | I | - | - | 88.00% | - | Lmqlojvp | XUHG | - | 230 | UJQG+230 | - | - |
| PH | AFN | 50.000 | - | KT | - | WW- | - | - | 1.00% | - | Mqvzcoxs | KNMU | 565-585 | 610 | WYMI+610 | - | - |
| S1I | IHJ | 25.000 | - | ME | - | Y+ | - | - | 36.00% | - | Ezhvbtrj | ZDVQ | - | 190 | BSZN+190 | - | - |
| BT | PKI | 86.000 | - | NJ | - | DD | - | - | 55.00% | - | Qbevjxqr | XOQY | 160-165 | 160 | SWBC+160 | - | - |
| F1N | WWV | 84.000 | - | AW | - | CCC- | - | - | 48.00% | - | Zjfmovvs | NOUV | - | 310 | NONP+310 | - | - |
| J2Q | XWD | 6.000 | - | UT | - | OOO- | - | - | 68.00% | - | Avhkvmld | NUOO | - | 450 | STXO+450 | - | - |
| B1I | VEB | 932.000 | - | Oww | - | - | - | - | 66.00% | - | Kcxpbvvo | JVSL | 125j | 127 | GGEB+127 | - | - |
| Irk | RYQ | 19.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1I: Redemption: 2025-08-06; Registration: 144D/Rxh C;
Z2Q: Redemption: 2025-08-06; Registration: 144I/Own K;
BT: Redemption: 2025-08-06; Registration: 144W/Gcp K;
S1I: Redemption: 2025-08-06; Registration: 144F/Glf X;
I2L: Redemption: 2025-08-06; Registration: 144L/Znr X;
F1N: Redemption: 2025-08-06; Registration: 144T/Hhi C;
J2Q: Redemption: 2025-08-06; Registration: 144O/Obc Y;
PH: Redemption: 2025-08-06; Registration: 144D/Uvw F;
Irk: Redemption: 2025-08-06; Registration: 144U/Vyv W;
Deal Comments
Ymjmp. Ets Faff Omnotkz 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EOV | 71.000 | 9.90 | - | - | CC | - | - | 94.00% | - | Kpyqjyra | NHLS | - | 175 | SMGQ+175 | - | - |
| D | HXM | 74.000 | 9.50 | - | - | XXX- | - | - | 56.00% | - | Jbcwtble | EVYD | - | 315 | ZOWO+315 | - | - |
| Wft | JJT | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | RPH | 252.000 | 9.40 | Tgg | - | MMM | - | - | 57.00% | - | Usbsmvnv | BMJI | - | 147 | QLKB+147 | - | - |
| L-2 | UJQ | 82.000 | 4.50 | - | - | CCC | - | - | 19.00% | - | Uedkwtlb | CSWK | - | 167 | VEUU+167 | - | - |
| K | GZQ | 12.000 | 3.20 | - | - | N | - | - | 84.00% | - | Fxpobucj | TNHE | - | 215 | VZNT+215 | - | - |
| B | KGY | 19.000 | 53.50 | - | - | LL- | - | - | 2.00% | - | Nqvjbfma | JOLA | - | 640 | PPFR+640 | - | - |
Tranche Comments
Z-1: Redemption: 2026-07-10; Registration: 144K/Cvg N;
L-2: Redemption: 2026-07-10; Registration: 144L/Jxb E;
S: Redemption: 2026-07-10; Registration: 144Q/Kue V;
K: Redemption: 2026-07-10; Registration: 144M/Rny M;
D: Redemption: 2026-07-10; Registration: 144D/Rzm F;
B: Redemption: 2026-07-10; Registration: 144E/Cmg B;
Wft: Redemption: 2026-07-10; Registration: 144P/Tdf P;
Deal Comments
Nvc Mnoo Peqgvek 2.00. Mbe eeno knl lrlgvee oqvv BJ$400v ev BJ$500v
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | NEG | 69.000 | - | NG | OD | LLL | - | - | 80.00% | - | Pucaopwi | MOYB | - | 170 | GUII+170 | - | - |
| U | KSE | 65.000 | - | BR | AX | DD- | - | - | 2.00% | - | Fuypvxxr | LIPM | - | 660 | JXQB+660 | - | - |
| C | RXO | 92.000 | - | IB | OS | PP | - | - | 51.00% | - | Whfxpqym | GIBH | - | 190 | UAXJ+190 | - | - |
| Z-1 | NPI | 741.000 | - | Tff | BH | KN | - | - | 51.00% | - | Efnrohxn | VXPB | - | 150 | YLOK+150 | - | - |
| I-2 | GKJ | 5.000 | - | HK | MV | TTT- | - | - | 77.33% | - | Uuralwkx | KMIM | - | 460 | GPCO+460 | - | - |
| C | NOJ | 70.000 | - | KK | KU | V | - | - | 13.00% | - | Rbfbzjbz | GVJN | - | 235 | XVXE+235 | - | - |
| S-1 | GGO | 25.000 | - | QD | UE | EEE- | - | - | 17.00% | - | Fdllzkin | CZPZ | - | 345 | PUCP+345 | - | - |
| Aoh | HGL | 95.000 | - | SK | NR | BB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: Redemption: 2026-06-12; Registration: 144Y/Onr W;
N-2: Redemption: 2026-06-12; Registration: 144Y/Zpi U;
C: Redemption: 2026-06-12; Registration: 144E/Fos U;
C: Redemption: 2026-06-12; Registration: 144A/Zue J;
S-1: Redemption: 2026-06-12; Registration: 144G/Bva U;
I-2: Redemption: 2026-06-12; Registration: 144F/Rtq M;
U: Redemption: 2026-06-12; Registration: 144Z/Oxa C;
Aoh: Redemption: 2026-06-12; Registration: 144G/Fzx M;
Deal Comments
Npw Uyxx Mecwphm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 27, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KHB | 50.000 | 7.50 | - | - | CC- | - | - | 4.00% | - | Auoqrfwi | XPYG | 775-800 | - | ECOM+753 | - | - |
| X | KFW | 36.000 | 4.60 | - | - | EE | - | - | 95.80% | - | Spvotqrw | HNPP | 245-255 | 265 | PVYA+265 | - | - |
| E1 | HOO | 692.000 | 6.80 | Xww | - | - | - | - | 21.00% | - | Pqfddhvo | WMTL | - | 175 | BAPA+175 | - | - |
| Q2 | OMV | 8.000 | 8.40 | - | - | CCC | - | - | 26.50% | - | Mhddelud | BWFC | 205-210 | 220 | YDNP+220 | - | - |
| G | HCM | 27.500 | 5.60 | - | - | EEE- | - | - | 74.30% | - | Mxrpjijc | JLSF | 475-485 | 468 | MGUO+468 | - | - |
| L | OAY | 91.500 | 5.20 | - | - | X | - | - | 92.85% | - | Obhyymic | BLZH | 285-295 | 310 | MJVT+310 | - | - |
| Imznem | ZVN | 45.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Bzz D;
Q2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Lvp B;
X: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Gum Z;
L: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Piq M;
G: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Dns J;
G: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144R/Ozt R;
Imznem: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Pnn T;
Deal Comments
Lkv Obmm Ajmakpy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 30, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-I | YTD | 304.000 | - | - | III | - | - | - | 58.00% | - | Yrfmvrkf | SIAI | - | 167.5 | YVQF+167.5 | - | - |
| Lek | NBC | 35.940 | - | - | MQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-X | NFH | 75.000 | - | - | Z | - | - | - | 11.00% | - | Zcxkvidp | IMZD | - | 285 | EUDO+285 | - | - |
| F-K | GCS | 78.000 | - | - | MM | - | - | - | 31.00% | - | Dkofmykw | JGCD | - | 240 | UIMF+240 | - | - |
| Q-1-H | WIE | 36.000 | - | - | HHH- | - | - | - | 76.00% | - | Cocobduw | DKBJ | - | 480 | UPMK+480 | - | - |
| I-2-B | CTM | 76.000 | - | - | YYY- | - | - | - | 62.00% | - | Ziqih | - | - | - | 8.632% | - | - |
| Y-U | KOV | 67.500 | - | - | II- | - | - | - | 9.40% | - | Yymoqbda | PPEC | - | 824 | DSCD+824 | - | - |
Tranche Comments
M-I: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144C/Tem E;
F-K: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144T/Tbd D;
T-X: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144X/Fqu J;
Q-1-H: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144Z/Erg M;
I-2-B: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144B/Mer P;
Y-U: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144J/Eij Q;
Lek: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144P/Umy U;
Deal Comments
Ibwbx. Nox Lygg Ibcjolf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 27, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | YWH | 1.370 | - | BZ | - | K | - | - | - | - | Vroqqyhu | WSYX | - | 392 | SUVR+392 | - | - |
| Yww | AXF | 22.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | QSM | 20.600 | - | PM | - | SSS- | - | - | - | - | Bxzkhqvk | VJCS | 425-450 | 425 | UWFQ+425 | - | - |
| H-1 | YPX | 868.000 | - | Qoo | - | EEE | - | - | - | - | Wkleotho | WDVY | - | 183 | QCIJ+183 | - | - |
| K | UZL | 98.300 | - | Ae3 | - | KH | - | - | - | - | Pdqdhpei | WAHT | 800 | 758 | CIPB+758 | - | - |
| K-2 | ZLW | 47.000 | - | Ghh | - | QX | - | - | - | - | Ilhjwdca | YIUU | 200d | 200 | XVQV+200 | - | - |
| X | ZCS | 25.000 | - | Oj2 | - | GN | - | - | - | - | Zmkcqfzi | NTHV | 240-245 | 240 | AYTI+240 | - | - |
| G-1 | CAA | 46.510 | - | XT | - | J+ | - | - | - | - | Lhzyofiv | XOTC | - | 320 | DXTK+320 | - | - |
Tranche Comments
H-1: Redemption: 2024-07-25; Registration: 144I/Lyg C; Comments: Lrm-Lzqnmr;
K-2: Redemption: 2024-07-25; Registration: 144C/Ljz O;
X: Redemption: 2024-07-25; Registration: 144D/Wqu U;
G-1: Redemption: 2024-07-25; Registration: 144F/Qfz S;
H-2: Redemption: 2024-07-25; Registration: 144H/Xrl U;
I: Redemption: 2024-07-25; Registration: 144D/Imb U;
K: Redemption: 2024-07-25; Registration: 144U/Jiu H;
Yww: Redemption: 2024-07-25; Registration: 144H/Orr Q;
Deal Comments
Hsf Enbb Loqwsfk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 30, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CAU | 30.360 | - | - | YY- | - | - | - | 4.57% | - | Xvmpyitw | TAUA | 800s | 800 | ANSU+782 | - | - |
| Q | GFV | 56.400 | - | - | W | - | - | - | 24.13% | - | Ohfoyjyh | HMGP | 285-290 | 290 | ENOA+290 | - | - |
| D | QSA | 845.000 | - | - | GGG | - | - | - | 72.00% | - | Vbelxjeu | LCXM | - | 183 | LOUH+183 | - | - |
| T | LJO | 65.000 | - | - | DDD- | - | - | - | 36.36% | - | Oyultseo | DUBQ | 400anu425 | 435 | IBPU+418 | - | - |
| L | QKE | 94.000 | - | - | JJ | - | - | - | 84.00% | - | Bsxbdyam | BBCZ | 230xbi240 | 240 | SZAL+240 | - | - |
| Jiy | LSF | 92.980 | - | - | SZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2023-01-20; Redemption: 2023-07-14;
L: First Pay: 2023-01-20; Redemption: 2023-07-14;
Q: First Pay: 2023-01-20; Redemption: 2023-07-14;
T: First Pay: 2023-01-20; Redemption: 2023-07-14;
M: First Pay: 2023-01-20; Redemption: 2023-07-14;
Jiy: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Etq Vcss Vgnbtad 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 22, 2010