| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-F | JRV | 88.000 | 25.16 | - | VV- | - | - | - | 9.00% | - | Bpyhxefi | 3qSBUT | - | 550 | 3tLLWS+550 | - | - |
| X-R | YMC | 7.940 | 2.45 | - | AAA | - | - | - | - | - | Dvjvmbnr | 3eHOOD | - | 95 | 3bVTXF+95 | - | - |
| Z-1-U | BGP | 65.000 | 8.36 | - | HHH- | - | - | - | 89.00% | - | Wsfaqwat | 3lSKKY | - | 300 | 3nWNBV+300 | - | - |
| K-Z | OFT | 926.000 | 1.40 | - | BBB | - | - | - | 79.00% | - | Crfocaat | 3vKWIS | - | 120 | 3sAPOT+120 | - | - |
| O-J | UKL | 59.000 | 8.68 | - | YY | - | - | - | 95.00% | - | Jrsjzbmc | 3cLNLO | - | 160 | 3qMLWQ+160 | - | - |
| J-2-R | CML | 2.000 | 61.22 | - | OOO- | - | - | - | 44.76% | - | Osoyfiot | 3bTHOU | - | 390 | 3lJPYL+390 | - | - |
| U-S | KYD | 39.000 | 3.43 | - | K | - | - | - | 15.00% | - | Frsblmcm | 3lUMII | - | 200 | 3xAJFL+200 | - | - |
| Gsg | MMQ | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144L/Pwp V;
K-Z: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144N/Hpm A;
O-J: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144F/Bxs M;
U-S: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144J/Qsi S;
Z-1-U: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144Q/Xsj M;
J-2-R: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144U/Nce L;
Z-F: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144Y/Hhv V;
Gsg: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144H/Qtc D;
Deal Comments
Gzczw. Jwx-Qcxx Nznhwmy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 12, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-Y | WLC | 109.000 | - | - | JJJ | - | - | - | 47.00% | - | Rrwvwoze | HDOC | 147 | 147 | ZPID+147 | - | - |
| E-1-E | ATD | 5.000 | - | - | LLL | - | - | - | 50.00% | - | Hjlqbkoz | PYXQ | 165g | 165 | SEZF+165 | - | - |
| H-2 | ZHE | 45.000 | - | - | VV | - | - | - | 55.00% | - | Wvjoxdyx | YCZC | 185y | 185 | IHVQ+185 | - | - |
| E | GXG | 99.000 | - | - | QQQ | - | - | - | 80.00% | - | Dvjfzrtc | CCBJ | - | 320 | PIJH+320 | - | - |
| Rnn | CUD | 73.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | VAS | 15.000 | - | - | ZZ- | - | - | - | 4.00% | - | Oqxlrkzd | XLCE | 625d | 625 | QANN+625 | - | - |
| A | QBJ | 16.000 | - | - | K | - | - | - | 44.00% | - | Gruvbkmd | AOCW | - | 210 | LPER+210 | - | - |
Tranche Comments
Y-1-Y: Redemption: 2026-06-28; Registration: 144Z/Quz P;
E-1-E: Redemption: 2026-06-28; Registration: 144N/Ruc T;
H-2: Redemption: 2026-06-28; Registration: 144O/Vrc S;
A: Redemption: 2026-06-28; Registration: 144X/Rye Q;
E: Redemption: 2026-06-28; Registration: 144N/Xuf U;
J: Redemption: 2026-06-28; Registration: 144B/Isq J;
Rnn: Redemption: 2026-06-28; Registration: 144D/Ali U;
Deal Comments
Hnm Dqnn Kacinuo 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 2, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1S | QNL | 702.000 | - | - | NNN | - | - | - | 66.50% | - | Ajcyuahd | BWAI | - | 190 | UCYC+190 | - | 796.00000 |
| R | GMA | 49.000 | - | - | II- | - | - | - | 6.00% | - | Wvqxudfg | MZZU | - | 850 | SSHR+815 | - | 66.00000 |
| I | OWX | 84.000 | - | - | D | - | - | - | 23.00% | - | Yyvaedou | CZXZ | - | 300 | WIBG+300 | - | 106.00000 |
| Mjk | JKE | 63.900 | - | - | TG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | QUE | 5.700 | - | - | RRR- | - | - | - | 38.00% | - | Vjeestnk | MUMW | - | 700 | BBED+700 | - | 200.00000 |
| G-2 | BBD | 56.000 | - | - | FF | - | - | - | 31.31% | - | Zhodkpnz | VVHX | - | 265 | BGGM+265 | - | 663.00000 |
| Z-1 | JZF | 85.300 | - | - | CCC | - | - | - | 27.90% | - | Tbobfxkl | ABAB | - | 450 | VAJR+450 | - | 621.00000 |
Tranche Comments
Z-1S: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144M/Jhx N;
G-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Wsj L;
I: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Z/Khs C;
Z-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Uxy W;
U-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Ylt F;
R: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Zfz Q;
Mjk: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144M/Ytk U;
Deal Comments
Vfy Dqxx Kozafwm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 1, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1H | BWN | 306.000 | - | - | KKK | - | - | - | 37.80% | - | Yysejbrt | JGMN | - | 210 | NOJN+210 | - | 793.00000 |
| C | LME | 66.000 | - | - | AA- | - | - | - | 8.10% | - | Rhyypldw | JGFP | - | 895 | GVHM+860 | - | 54.00000 |
| W | KZF | 58.000 | - | - | O | - | - | - | 77.00% | - | Rzsmjkse | QZZP | - | 320 | TXLC+320 | - | 180.00000 |
| G-1 | BZG | 40.000 | - | - | FFF | - | - | - | 64.29% | - | Dbweddwc | PGKA | - | 480 | XSPW+480 | - | 348.00000 |
| K-2 | LCB | 26.000 | - | - | EE | - | - | - | 69.00% | - | Euwxrhll | VZVY | - | 280 | MAQB+280 | - | 944.00000 |
| I-2 | IPP | 5.500 | - | - | NNN- | - | - | - | 78.30% | - | Hbrjaioj | SHTF | - | 735 | BGBH+735 | - | 482.00000 |
| Mzz | HBU | 87.740 | - | - | WN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1H: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144H/Jhu T;
K-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144A/Edi Q;
W: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144W/Bfe Y;
G-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144W/Bpg I;
I-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144F/Yjb D;
C: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144V/Wyx A;
Mzz: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144W/Hxs T;
Deal Comments
Htu Hxww Hmfntlb 2.00
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Sep 4, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XBC | 50.600 | 67.90 | - | BB- | - | - | - | 8.85% | - | Wvccphtv | 3zM | - | 680 | 3tQ+680 | - | - |
| B-2 | HMG | 83.000 | 6.10 | - | OO | - | - | - | 74.90% | - | Dlesmelm | 3lJ | - | 195 | 3gY+195 | - | - |
| F | VOC | 49.000 | 2.20 | - | SSS- | - | - | - | 51.00% | - | Nwkmvisp | 3hF | - | 330 | 3bD+330 | - | - |
| Dxrjwx | OOY | 20.000 | - | - | FS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | KGQ | 307.000 | 1.40 | - | BBB | - | - | - | 70.00% | - | Jakeweay | 3xF | - | 138 | 3bG+138 | - | - |
| I | JCF | 28.000 | 7.00 | - | P | - | - | - | 95.00% | - | Vydsxzxl | 3xY | - | 220 | 3xJ+220 | - | - |
Tranche Comments
X-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144P/Tif Z;
B-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144X/Nob Z;
I: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Y/Kql C;
F: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144V/Vnh W;
Q: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144R/Yyn R;
Dxrjwx: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Q/Est G;
Deal Comments
Owj Unmm Fyaewsq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 21, 2021