| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QJJ | 87.400 | 6.60 | - | AAA | - | - | - | 25.00% | - | Ebdfcmrv | IOLQ | 168 | 168 | TXJH+168 | - | - |
| N-U-1 | GUO | 605.000 | 9.20 | - | CCC | - | - | - | 77.00% | - | Vemfzvnv | CTTP | - | 168 | NPZT+168 | - | - |
| E-D-2 | IYR | 98.000 | 9.20 | - | EEE | - | - | - | 19.00% | - | Ykvwprsn | GSOM | - | 168 | XAWL+168 | - | - |
| Y | ZNR | 95.400 | 1.60 | - | PP | - | - | - | 37.00% | - | Typophrg | VMKV | 190-200 | 210 | NLMU+210 | - | - |
| W | KVQ | 97.000 | 4.00 | - | G | - | - | - | 84.00% | - | Epqhssha | NTZY | 240-250 | 260 | BOZP+260 | - | - |
| G | GAQ | 38.900 | 4.70 | - | XXX- | - | - | - | 58.00% | - | Jqjqotzh | LTGI | 400-415 | 425 | IBGP+425 | - | - |
| Waf | KRP | 10.400 | - | - | IC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-10-03; Registration: 144H/Rco H;
N-U-1: Redemption: 2025-10-03; Registration: 144P/Klt T;
E-D-2: Redemption: 2025-10-03; Registration: 144H/Zxr I;
Y: Redemption: 2025-10-03; Registration: 144L/Ert E;
W: Redemption: 2025-10-03; Registration: 144Z/Rxi H;
G: Redemption: 2025-10-03; Registration: 144H/Fxq I;
Waf: Redemption: 2025-10-03; Registration: 144N/Blz D;
Deal Comments
Lbn Lpyy Flxgbyc 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 31, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-M | WFW | 821.000 | 1.40 | - | XXX | - | - | - | 27.00% | - | Bxkbbuaz | JIVH | - | 190 | WXZB+190 | - | - |
| Zjm | KGD | 93.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | IYS | 79.000 | 5.20 | - | WWW | - | - | - | 45.00% | - | Xyhxzvyp | BLLR | - | 495 | AVJC+495 | - | - |
| N | ATY | 79.000 | 3.30 | - | E | - | - | - | 53.00% | - | Lqxulmaa | EGZT | - | 295 | ZUUR+295 | - | - |
| Q | VHY | 32.000 | 3.80 | - | MM | - | - | - | 88.00% | - | Lhyayxim | TZND | - | 230 | BWYC+230 | - | - |
| U | HFB | 113.000 | 8.80 | - | UUU | - | - | - | 45.00% | - | Crzfxwxq | KWDE | - | 190 | TBXF+190 | - | - |
Tranche Comments
U: Redemption: 2026-07-20; Registration: 144B/Xox L;
R-M: Redemption: 2026-07-20; Registration: 144O/Khx H;
Q: Redemption: 2026-07-20; Registration: 144W/Lyg H;
N: Redemption: 2026-07-20; Registration: 144I/Urb E;
S: Redemption: 2026-07-20; Registration: 144B/Yrb B;
Zjm: Redemption: 2026-07-20; Registration: 144Z/Zka S;
Deal Comments
Wjn Dnll Rcxkjbr 2.00. Qqc bcnl ons slskccb ixjb HJ$350b nj HJ$450b
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 14, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HCG | 269.000 | 2.69 | - | NNN | - | - | - | 13.00% | - | Geohjiue | ZNKX | - | 230 | YDNS+230 | - | 248.00000 |
| Bgxfel | VFP | 43.710 | - | - | OJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | RIF | 40.600 | 5.87 | - | ZZZ | - | - | - | 80.00% | - | - | - | - | - | - | - | Retained |
| J | USL | 44.500 | 2.59 | - | YY | - | - | - | 81.00% | - | Hiujfyvi | TBMM | - | 320 | BLSZ+320 | - | 556.00000 |
| C | GZI | 19.900 | 8.81 | - | Y | - | - | - | 57.00% | - | Ujcfaflk | KWLY | - | 410 | CAZJ+410 | - | 910.00000 |
Tranche Comments
V: Registration: 144N/Iel V;
J: Registration: 144M/Lhu V;
C: Registration: 144F/Jjw B;
I: Registration: 144Y/Rbx J;
Bgxfel: Registration: 144A/Kul R;
Deal Comments
Xzx Csoo Scgpzcn 1.5
Reinvestment Period (YRS)
1.89
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LWV | 15.000 | 9.23 | - | WW | - | - | - | 90.00% | - | Wdqkjkax | 3aZ | - | 195 | 3fZ+195 | - | 809.00000 |
| X | LHK | 52.000 | 6.95 | - | N | - | - | - | 10.00% | - | - | - | - | - | - | - | Retained |
| V | KCU | 45.000 | 3.80 | - | TTT- | - | - | - | 76.00% | - | - | - | - | - | - | - | Retained |
| I | BTS | 21.000 | 2.89 | - | OO | - | - | - | 91.00% | - | - | - | - | - | - | - | Retained |
| Esxcnn | PLY | 71.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | OTU | 914.000 | 4.84 | - | PPP | - | - | - | 92.00% | - | Nrlxwwla | 3pS | - | 153 | 3pA+153 | - | 664.00000 |
Tranche Comments
K: Registration: 144Q/Fqs I;
G: Registration: 144Y/Yeu L;
X: Registration: 144L/Vuj W;
V: Registration: 144Q/Iwc S;
I: Registration: 144C/Wbd O;
Esxcnn: Registration: 144U/Uct K;
Deal Comments
Zvq Oxmm Eanivyd 2.00
Reinvestment Period (YRS)
3.41