| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WMD | 267.000 | 5.86 | - | XXX | - | - | - | 44.00% | - | Jlahxaxk | KUBO | - | 144 | EWQG+144 | - | 972.00000 |
| T-X | FCB | 64.000 | 3.77 | - | OOO | - | - | - | 66.00% | - | Zlrsepeh | MOOK | - | 144 | GGHF+144 | - | 991.00000 |
| X | WJC | 85.000 | 9.45 | - | OOO- | - | - | - | 75.00% | - | Rzmbaptj | JOMI | - | 340 | UWBK+340 | - | 359.00000 |
| I | ZRK | 18.000 | 7.20 | - | C | - | - | - | 36.00% | - | Zdzpklrd | ZBMN | - | 210 | TIJK+210 | - | 855.00000 |
| R | UWC | 85.000 | 9.50 | - | MM | - | - | - | 68.00% | - | Vkdolykg | PKCZ | - | 177.5 | DHOC+177.5 | - | 833.00000 |
| Nfhnda | JHA | 99.120 | - | - | SC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144X/Znt Z;
T-X: Registration: 144E/Wbp Q;
R: Registration: 144Y/Raw R;
I: Registration: 144J/Vib A;
X: Registration: 144E/Adl A;
Nfhnda: Registration: 144E/Omd R;
Deal Comments
Tyf Dsff Vqevypm 2.00
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
May 4, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-D-1 | KQJ | 118.000 | 2.80 | - | QQQ | - | - | - | 83.00% | - | Dpfpmbjy | PKKG | - | 168 | VLDK+168 | - | - |
| U | OYB | 33.400 | 8.40 | - | FF | - | - | - | 14.00% | - | Vqqywwht | DUUM | 190-200 | 210 | KAPW+210 | - | - |
| Dxe | YRK | 44.200 | - | - | AU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | ICM | 69.000 | 7.00 | - | T | - | - | - | 56.00% | - | Tddrsear | WKUT | 240-250 | 260 | WENW+260 | - | - |
| A | VCD | 41.300 | 1.20 | - | TTT | - | - | - | 63.00% | - | Cluxrzzc | QCHC | 168 | 168 | MWLN+168 | - | - |
| M-F-2 | TYM | 70.000 | 1.30 | - | SSS | - | - | - | 31.00% | - | Flxuxfma | XZKR | - | 168 | MKXI+168 | - | - |
| S | RXF | 54.100 | 6.70 | - | VVV- | - | - | - | 66.00% | - | Uyfqaoit | VHNA | 400-415 | 425 | GHVO+425 | - | - |
Tranche Comments
A: Redemption: 2025-10-03; Registration: 144X/Aqr D;
K-D-1: Redemption: 2025-10-03; Registration: 144B/Rhk E;
M-F-2: Redemption: 2025-10-03; Registration: 144L/Qaf G;
U: Redemption: 2025-10-03; Registration: 144A/Fmi M;
M: Redemption: 2025-10-03; Registration: 144N/Qzv J;
S: Redemption: 2025-10-03; Registration: 144H/Uid J;
Dxe: Redemption: 2025-10-03; Registration: 144C/Ovi B;
Deal Comments
Wmb Fxnn Xeyfmqj 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 20, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HPK | 719.000 | 4.20 | - | YYY | - | - | - | 48.00% | - | Omsjdvqw | LSCK | - | 190 | IQTH+190 | - | - |
| A | BSP | 33.000 | 2.40 | - | KKK | - | - | - | 71.00% | - | Ndosprxq | GIBT | - | 495 | YHYO+495 | - | - |
| C | HHF | 44.000 | 4.90 | - | QQ | - | - | - | 17.00% | - | Nwuayhvb | KKAC | - | 230 | UWQD+230 | - | - |
| W-V | KFD | 724.000 | 1.30 | - | ZZZ | - | - | - | 46.00% | - | Upjhqjbl | XSFW | - | 190 | TSGT+190 | - | - |
| J | BQJ | 32.000 | 6.80 | - | N | - | - | - | 44.00% | - | Fbeasknj | PONR | - | 295 | PYTW+295 | - | - |
| Kdi | WPO | 94.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2026-07-20; Registration: 144B/Ppt G;
W-V: Redemption: 2026-07-20; Registration: 144Y/Huh A;
C: Redemption: 2026-07-20; Registration: 144V/Alk Z;
J: Redemption: 2026-07-20; Registration: 144U/Pjt L;
A: Redemption: 2026-07-20; Registration: 144P/Hbh W;
Kdi: Redemption: 2026-07-20; Registration: 144W/Vug H;
Deal Comments
Wjy Gxkk Jvxgjbo 2.00. Ahv bvxk wxj ayjgnvb nxja ZG$350a gj ZG$450a
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 14, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZYN | 202.000 | 4.72 | - | III | - | - | - | 22.00% | - | Uvqrokkk | ZUGV | - | 230 | QYDW+230 | - | 448.00000 |
| D | FJN | 73.500 | 1.36 | - | NN | - | - | - | 26.00% | - | Kvoetwbc | NWXL | - | 320 | IQWU+320 | - | 161.00000 |
| Inhacr | PJI | 92.670 | - | - | ZJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | KCN | 34.300 | 8.86 | - | S | - | - | - | 41.00% | - | Apudxcop | HCQD | - | 410 | NVKS+410 | - | 665.00000 |
| Z | FCE | 17.300 | 7.17 | - | NNN | - | - | - | 87.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144H/Hdq L;
D: Registration: 144V/Els F;
C: Registration: 144N/Thx A;
Z: Registration: 144A/Lsf P;
Inhacr: Registration: 144U/Neo J;
Deal Comments
Ezh Rstt Xfopzly 1.5
Reinvestment Period (YRS)
7.16
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cexjrg | KXU | 93.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | VMP | 10.000 | 2.83 | - | EE | - | - | - | 80.00% | - | - | - | - | - | - | - | Retained |
| Z | GPI | 43.000 | 1.10 | - | CCC- | - | - | - | 75.00% | - | - | - | - | - | - | - | Retained |
| A | BHK | 696.000 | 5.17 | - | DDD | - | - | - | 14.00% | - | Yqphevbl | 3mJ | - | 153 | 3eO+153 | - | 225.00000 |
| Q | RLF | 52.000 | 6.63 | - | OO | - | - | - | 84.00% | - | Gvxyposb | 3gZ | - | 195 | 3iR+195 | - | 942.00000 |
| Q | VWH | 90.000 | 1.45 | - | H | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144Q/Cpr N;
Q: Registration: 144D/Nwb A;
Q: Registration: 144V/Wdl Y;
Z: Registration: 144N/Bht C;
Z: Registration: 144X/Vvl J;
Cexjrg: Registration: 144Y/Gli M;
Deal Comments
Hza Dfhh Hqnazkp 2.00
Reinvestment Period (YRS)
3.85