| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-L | NNH | 69.000 | 4.60 | - | GGG- | - | - | - | 95.00% | - | Cefkdvdk | IGNY | - | 305 | XIYQ+305 | - | - |
| U-1-NJ | IYX | 77.000 | 3.80 | - | CCC | - | - | - | 52.00% | - | Kyepyscn | EWTS | - | 120 | PYUH+120 | - | - |
| T-N | CLV | 31.000 | 4.90 | - | XX | - | - | - | 10.00% | - | Illwtyku | HCPB | - | 160 | SQXC+160 | - | - |
| Uzc | PHX | 31.000 | - | - | SP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2-H | QYQ | 83.000 | 4.30 | - | ZZZ | - | - | - | 72.00% | - | Byfbbqxp | HKBX | - | 140 | ANTM+140 | - | - |
| F-1-K | QFR | 937.000 | 7.20 | - | KKK | - | - | - | 41.00% | - | Hukhmzbw | GDVM | - | 120 | VKGY+120 | - | - |
| G-M | ZST | 92.000 | 8.20 | - | N | - | - | - | 53.00% | - | Kxjmlaoa | JNYN | - | 185 | TIPK+185 | - | - |
| X-2-P | ZTP | 2.000 | 26.10 | - | SSS- | - | - | - | 17.00% | - | Cpqemjes | EEIF | - | 400 | ZUED+400 | - | - |
| X-T | JNA | 61.000 | 90.90 | - | GG- | - | - | - | 1.00% | - | Lzcvoxzx | IEPF | - | 525 | MSDB+525 | - | - |
Tranche Comments
F-1-K: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144E/Aom K;
U-1-NJ: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144E/Wjz W;
D-2-H: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144N/Khj Q;
T-N: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144O/Pww X;
G-M: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144A/Yhf V;
H-1-L: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144Z/Ibu T;
X-2-P: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144A/Pkb V;
X-T: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144P/Znf O;
Uzc: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144I/Pxw L;
Deal Comments
Yspsf. Bgz Mwee Isktgsu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 4, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | BIR | 34.000 | 6.70 | - | MMM- | - | - | - | 19.00% | - | Kdyjuyua | WOXZ | 255-265 | 265 | HMGV+265 | - | - |
| Yjkwat | XKO | 21.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | VCU | 33.000 | 9.90 | - | WWW | - | - | - | 75.00% | - | Hfukulna | AUSZ | 140 | 140 | JGLE+140 | - | - |
| M-1 | KEF | 74.000 | 2.20 | - | X+ | - | - | - | 25.00% | - | Esbpzelt | DULV | - | 175 | UBUD+175 | - | - |
| P | FHV | 49.000 | 3.90 | - | KK | - | - | - | 11.00% | - | Xbslrywi | ZAYV | 150 | 155 | AZWB+155 | - | - |
| E-2 | XXP | 4.000 | 4.00 | - | X | - | - | - | 60.00% | - | Jwfmzjno | NGXM | - | 205 | VABO+205 | - | - |
| V | VSS | 20.000 | 6.10 | - | XX- | - | - | - | 7.00% | - | Zzksrcpi | WVUS | - | 490 | TNXL+490 | - | - |
| D-2 | FIT | 5.000 | 3.80 | - | JJJ- | - | - | - | 31.00% | - | Erypppxp | AVIA | 365-375 | 380 | XBOF+380 | - | - |
| V-1 | GFP | 683.000 | 3.10 | - | LLL | - | - | - | 11.00% | - | Xytuktwm | IHAW | 117 | 117 | GIZO+117 | - | - |
Tranche Comments
V-1: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144E/Etd G; Comments: Syn-Sioane;
U-2: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144C/Owu Q; Comments: Nwm-Notumg;
P: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144P/Jsj C;
M-1: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144C/Nvd A;
E-2: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144I/Mif G;
I-1: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144E/Mmz D;
D-2: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144M/Rff V;
V: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144N/Aay A;
Yjkwat: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144A/Pup R;
Deal Comments
Vgh-Bogg Qkqxgum 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 8, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | ELZ | 32.000 | - | JW | BH | AAA | - | - | 62.00% | - | Rrlpwwac | XAXH | - | 170 | MOTV+170 | - | - |
| Rdg | VUV | 17.800 | - | RM | JQ | QD | - | - | - | - | - | - | - | - | - | - | Retained |
| X | NNX | 40.000 | - | ME | FF | QV | - | - | 44.00% | - | Oaojawis | YQHY | - | 180 | QKLY+180 | - | - |
| I-1 | YRV | 754.000 | - | JV | WWW | LLL | - | - | 67.00% | - | Afszkpxn | EVEM | - | 154 | NUAA+154 | - | - |
| Z-1 | IIX | 99.000 | - | VV | YYY- | EI | - | - | 92.00% | - | Fwyeqfxd | WUJB | - | 330 | MXPS+330 | - | - |
| L | RHF | 53.000 | - | CK | K | PT | - | - | 83.00% | - | Jlwybcva | EGZL | - | 220 | CVAO+220 | - | - |
| I | CWA | 35.000 | - | DY | WW- | DR | - | - | 7.00% | - | Vwpolfbe | LEZA | - | 630 | ZQJX+630 | - | - |
| P-A | POJ | 22.000 | - | HX | HHH | UUU | - | - | 61.00% | - | Abhyjdbj | APTN | - | 154 | TLPC+154 | - | - |
| R-2 | WES | 5.000 | - | IX | EEE- | ZN | - | - | 74.00% | - | Gzbbfhhg | VCUS | - | 455 | IESG+455 | - | - |
Tranche Comments
I-1: Redemption: 2026-06-27; Registration: 144F/Byh E;
P-A: Redemption: 2026-06-27; Registration: 144Z/Rpr L;
H-2: Redemption: 2026-06-27; Registration: 144B/Gut Q;
X: Redemption: 2026-06-27; Registration: 144U/Ppt O;
L: Redemption: 2026-06-27; Registration: 144P/Ttv W;
Z-1: Redemption: 2026-06-27; Registration: 144O/Eno V;
R-2: Redemption: 2026-06-27; Registration: 144B/Jng K;
I: Redemption: 2026-06-27; Registration: 144H/Qvb M;
Rdg: Redemption: 2026-06-27; Registration: 144W/Ick K;
Deal Comments
Yvt Bshh Ifkcvbn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 11, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | UVA | 14.000 | - | - | GGG | - | - | - | 49.00% | - | Rflxovbi | CGTE | 184 | 184 | MZPZ+184 | - | - |
| Q | WXS | 11.000 | - | - | T | - | - | - | 79.00% | - | Kqloyzrg | YXIM | 260 | 260 | IOWO+260 | - | - |
| H-1 | UFS | 359.000 | - | - | BBB | - | - | - | 91.00% | - | Kzrbjidw | YQZG | 164 | 164 | AXOW+164 | - | - |
| Nli | BJQ | 26.370 | - | - | HI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | UUN | 19.000 | - | - | RRR+ | - | - | - | 75.00% | - | Eymzbfrl | QYSF | 425 | 425 | SVVM+425 | - | - |
| R | GTV | 17.000 | - | - | KK+ | - | - | - | 1.70% | - | Mplmysdu | DVQF | 700 | 700 | UAOM+692 | - | - |
| C | XEP | 30.000 | - | - | BB | - | - | - | 85.00% | - | Pyqmqlhy | KKLS | 210 | 210 | UVHV+210 | - | - |
Tranche Comments
H-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Gqu V;
T-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Lbc B;
C: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Xbi Z;
Q: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Eob T;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Zlw U;
R: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Dwd X;
Nli: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Dzy T;
Deal Comments
Xby Shzz Xkogban 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 19, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GFP | 48.000 | - | - | ZZ- | - | - | - | - | - | Iewpzkxr | YDEY | - | 814 | LWHM+814 | - | - |
| T | YAT | 61.000 | - | - | I | - | - | - | - | - | Jrzuvblu | DMOZ | 305-315 | 325 | NUDM+325 | - | - |
| X | IUF | 52.000 | - | - | OOO- | - | - | - | - | - | Zkfebvfc | VBYV | 505-515 | 520 | UJGO+520 | - | - |
| F1R | MXN | 59.600 | - | - | FFF | - | - | - | - | - | Pruahzcv | SENP | - | 200 | MTDE+200 | - | - |
| C | RGP | 91.000 | - | - | MM | - | - | - | - | - | Sloulhne | KCLJ | 260-270 | 270 | IGDX+270 | - | - |
| W | WSX | 865.600 | - | - | SSS | - | - | - | - | - | Hpbjyazo | NTDO | - | 200 | MGQO+200 | - | - |
| M2 | XPB | 16.000 | - | - | EEE | - | - | - | - | - | Qdekwwqt | TGTZ | - | 230 | XJDS+230 | - | - |
| Mgb | QEI | 95.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Redemption: 2025-10-31; Registration: 144P/Rvp D;
F1R: Redemption: 2025-10-31; Registration: 144G/Mry Z;
M2: Redemption: 2025-10-31; Registration: 144T/Taf C;
C: Redemption: 2025-10-31; Registration: 144X/Jyl S;
T: Redemption: 2025-10-31; Registration: 144A/Aje K;
X: Redemption: 2025-10-31; Registration: 144O/Cim C;
S: Redemption: 2025-10-31; Registration: 144O/Usz X;
Mgb: Redemption: 2025-10-31; Registration: 144W/Fmg W;
Deal Comments
Dsy Uphh Gabisyo 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KK | NWT | 72.000 | 3.40 | - | ZZZ | - | - | - | 60.00% | - | Ndxmbknz | NVKG | - | 235 | EVKO+232 | - | - |
| H | GLT | 20.000 | 11.60 | - | MM- | - | - | - | 4.00% | - | Gryxfclr | - | - | - | - | - | Retained |
| Kxhhmg | GKX | 57.000 | - | - | SS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | LML | 194.000 | 9.80 | - | RRR | - | - | - | 19.00% | - | Hdyqmyof | TBJI | - | 235 | HMYB+232 | - | - |
| U | TGM | 22.000 | 4.50 | - | DD | - | - | - | 83.00% | - | Amkmybrk | DIJN | - | 300 | HIWC+300 | - | - |
| Q | KPQ | 19.000 | 8.10 | - | Z | - | - | - | 17.00% | - | Jvoytirr | IENH | - | 370 | BGJF+370 | - | - |
| P | KZX | 87.000 | 1.70 | - | OOO- | - | - | - | 75.00% | - | Oyuylqes | XHHA | - | 640 | AEPH+640 | - | - |
Tranche Comments
D: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Y/Ejw L;
KK: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144I/Ejs E;
U: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144M/Cxz E;
Q: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144X/Bdu Z;
P: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Z/Riw U;
H: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Q/Lzi I;
Kxhhmg: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144U/Lif D;
Deal Comments
Yky Mtoo Hfcmkwz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 27, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | TAA | 29.000 | - | - | - | XX | - | - | - | - | Smswl | - | - | - | 6.652% | - | - |
| J | AEH | 42.000 | - | - | - | I | - | - | - | - | Cvshejpg | CNVK | 425-435 | 435 | WPKR+435 | - | - |
| Q | VZM | 97.000 | - | - | - | OO- | - | - | - | - | - | - | - | - | - | - | Retained |
| P | UGC | 356.000 | - | - | - | OOO | - | - | - | - | Mseupbqy | ESIJ | 235-245 | 245 | INKR+245 | - | - |
| RW | HTY | 519.000 | - | - | - | VVV | - | - | - | - | Yxwxqqud | LJAU | - | 245 | TSCF+245 | - | - |
| Wdg | MIJ | 37.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1 | ACW | 77.000 | - | - | - | HH | - | - | - | - | Tblqfbff | SIBP | - | 320 | ZPSK+320 | - | - |
| M | KLU | 39.000 | - | - | - | DDD- | - | - | - | - | Tzhfdsza | DDPU | 590-610 | 591 | HNXJ+591 | - | - |
Tranche Comments
P: Redemption: 2024-11-15;
RW: Redemption: 2024-11-15;
C1: Redemption: 2024-11-15;
J2: Redemption: 2024-11-15;
J: Redemption: 2024-11-15;
M: Redemption: 2024-11-15;
Q: Redemption: 2024-11-15;
Wdg: Redemption: 2024-11-15;
Deal Comments
Ezy Hfhh Rtqfzpd 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 22, 2023