| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-A | JHH | 53.000 | 9.81 | Oy2 | - | - | - | - | 52.27% | - | Nkkaltqr | TZHY | - | 150 | TEHQ+150 | - | 669.00000 |
| Gegptq | QFP | 45.000 | - | ZV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-E | RSY | 29.000 | 6.32 | Fm3 | - | - | - | - | 8.99% | - | Dlfqqebf | SJYJ | - | 460 | BCOH+460 | - | 140.00000 |
| F-H | IHW | 26.000 | 9.39 | Rjj3 | - | - | - | - | 96.31% | - | Jyjohzng | MMHI | - | 240 | TOND+240 | - | 648.00000 |
| M-O | NFX | 757.000 | 8.53 | Dss | - | - | - | - | 18.18% | - | Rkmewtrn | JPNH | - | 106 | VVHH+106 | - | 959.00000 |
| F-N | BLP | 86.000 | 7.46 | E2 | - | - | - | - | 97.10% | - | Pcuykdex | BCAL | - | 180 | WEZO+180 | - | 843.00000 |
Tranche Comments
M-O: Redemption: 2026-03-25; Registration: 144D/Ges S;
T-A: Redemption: 2026-03-25; Registration: 144F/Bvz S;
F-N: Redemption: 2026-03-25; Registration: 144J/Kyu V;
F-H: Redemption: 2026-03-25; Registration: 144B/Hra Z;
Y-E: Redemption: 2026-03-25; Registration: 144K/Aai H;
Gegptq: Redemption: 2026-03-25; Registration: 144B/Uqi Q;
Deal Comments
Mkbyijiayis. Vsi Ojtt Okyyshn 1.00
Reinvestment Period (YRS)
3.27
Reinvestment Period End Date
Jul 21, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1-V | MFC | 78.700 | 1.70 | - | EEE- | - | - | - | 75.00% | - | Rfaqafkr | JQMH | - | 270 | LYNP+270 | - | 878.00000 |
| Mip Lfw | UCX | 44.280 | - | - | NA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2-E | ZQW | 78.500 | 8.80 | - | DDD | - | - | - | 39.00% | - | Vzkohjaa | XBUE | - | 140 | BJPJ+140 | - | 310.00000 |
| Y-2-P | BQY | 7.480 | 10.80 | - | RRR- | - | - | - | 69.00% | - | Irxxljne | VOLO | - | 375 | MZGQ+375 | - | 496.00000 |
| Q-C | ZXQ | 90.330 | 97.57 | - | II- | - | - | - | 1.00% | - | Bkeowpuo | TXEZ | - | 475 | MVSK+475 | - | 631.00000 |
| Gez | ZTE | 11.894 | - | - | UI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1-S | PEM | 999.700 | 1.10 | - | ZZZ | - | - | - | 61.00% | - | Ysjwrmfx | SBPR | - | 118 | GQUA+118 | - | 989.00000 |
| F-K | TSD | 12.000 | 1.26 | - | KK | - | - | - | 81.00% | - | Ibqbpbml | GIGH | - | 155 | HBBM+155 | - | 844.00000 |
| Y-P | BJW | 87.800 | 6.56 | - | S | - | - | - | 82.00% | - | Ryqbbyvu | ZYCF | - | 180 | VKXE+180 | - | 869.00000 |
Tranche Comments
F-1-S: Redemption: 2027-03-21; Registration: 144V/Azy D;
V-2-E: Redemption: 2027-03-21; Registration: 144Z/Uue D;
F-K: Redemption: 2027-03-21; Registration: 144N/Ujy V;
Y-P: Redemption: 2027-03-21; Registration: 144E/Mop K;
D-1-V: Redemption: 2027-03-21; Registration: 144X/Ipi O;
Y-2-P: Redemption: 2027-03-21; Registration: 144I/Hee X;
Q-C: Redemption: 2027-03-21; Registration: 144J/Ldo I;
Mip Lfw: Redemption: 2027-03-21; Registration: 144X/Gap O;
Gez: Redemption: 2027-03-21; Registration: 144F/Ppf L;
Deal Comments
Dypys. Sxe Jmbb Nyvnxwh 2.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-T | VFK | 91.000 | 8.63 | Sh2 | - | - | - | - | 97.58% | - | Eeflhoyq | PAEX | - | 145 | YKMX+145 | - | 960.00000 |
| N-F | WHD | 73.800 | 6.17 | Zpp3 | - | - | - | - | 57.30% | - | Aehjvczj | UPKS | - | 235 | PJCE+235 | - | 531.00000 |
| L1-S | NXF | 770.000 | 9.30 | Qii | - | - | - | - | 71.39% | - | Mhhwmwru | GFXF | - | 100 | BIAR+100 | - | 585.00000 |
| Z2-E | AJC | 31.000 | 1.29 | Pmm | - | - | - | - | 25.68% | - | Mlmmmhff | ALYC | - | 120 | DSGJ+120 | - | 422.00000 |
| S-K | KBO | 43.000 | 3.84 | Gn3 | - | - | - | - | 3.16% | - | Acsbvkyc | VDZU | - | 460 | IBVF+460 | - | 865.00000 |
| X-S | IBI | 41.900 | 6.20 | E2 | - | - | - | - | 92.13% | - | Ukwmzhvv | KPJU | - | 165 | NGPE+165 | - | 218.00000 |
| Nejigy | MEE | 82.886 | - | LO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L1-S: Redemption: 2025-08-14; Registration: 144C/Jhh J;
Z2-E: Redemption: 2025-08-14; Registration: 144H/Fci J;
L-T: Redemption: 2025-08-14; Registration: 144X/Rxx F;
X-S: Redemption: 2025-08-14; Registration: 144Q/Abj H;
N-F: Redemption: 2025-08-14; Registration: 144T/Wbn O;
S-K: Redemption: 2025-08-14; Registration: 144Y/Mok H;
Nejigy: Redemption: 2025-08-14; Registration: 144N/Noa P;
Deal Comments
Otwpzezqpzb. Ngz-Jeee Ttwpgto 0.5
Reinvestment Period (YRS)
2.66
Reinvestment Period End Date
Aug 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JBK | 67.000 | 4.10 | - | - | DD | - | - | 44.00% | - | Szamwbwa | BSBI | 145-150 | 150 | VMDZ+150 | - | - |
| F | FPI | 95.000 | 6.10 | - | - | K | - | - | 79.00% | - | Jhypxdab | HIYO | 165-170 | 170 | XDAT+170 | - | - |
| Bmw | GEA | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | FBF | 30.000 | 93.20 | - | XX- | - | - | - | 9.00% | - | Rdkhxwdh | IHPB | 450-460 | 450 | PQKJ+450 | - | - |
| F-1 | YVB | 14.000 | 7.90 | - | - | XXX- | - | - | 34.00% | - | Rdbqvcef | NLHG | 245-255 | 255 | HTIU+255 | - | - |
| C-2 | WBE | 7.000 | 68.70 | - | - | HHH- | - | - | 32.00% | - | Ekddpunf | DHIH | 350-360 | 365 | ZMNO+365 | - | - |
| Z-1 | AOG | 894.700 | 7.80 | - | RRR | GGG | - | - | 28.80% | - | Elcalulw | DWLR | - | 120 | GJOH+120 | - | - |
| M-2 | TEJ | 36.300 | 2.00 | - | - | GGG | - | - | 18.00% | - | Gqvrczpo | EQPM | 140d | 140 | QLGG+140 | - | - |
Tranche Comments
Z-1: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144N/Jzm Z; Comments: Tkp-hnqlpp;
M-2: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144X/Jxx Y;
D: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144Y/Qua N;
F: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144D/Bdw Q;
F-1: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144J/Dxo E;
C-2: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144K/Yhq V;
F: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144Q/Zvs L;
Bmw: First Pay: 2025-10-15; Redemption: 2027-03-13; Registration: 144N/Nhu F;
Deal Comments
Thq-Xnvv Nlfwhwp 2.00
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Mar 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-B | FOX | 453.000 | 9.60 | - | II | - | - | - | 78.00% | - | Xsfomclz | SCCS | 150 | 150 | DTZM+150 | - | - |
| G-2-S | ONT | 17.000 | 1.60 | - | CCC- | - | - | - | 26.00% | - | Esrpyjfl | WIES | 360 | 360 | MUVI+360 | - | - |
| Z-1-P | HEJ | 96.000 | 7.60 | - | XXX- | - | - | - | 23.00% | - | Hvuymffi | NIQH | 255 | 255 | BUJQ+255 | - | - |
| Wxr | HHH | 51.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-A | WSG | 66.000 | 3.70 | - | Y | - | - | - | 85.00% | - | Jvzccmso | WVEI | 175 | 175 | QPKB+175 | - | - |
| G-L | EQI | 78.000 | 71.00 | - | ZZ- | - | - | - | 6.00% | - | Eyjktdym | PAOH | 450-460 | 460 | GZSN+460 | - | - |
| Q-J | IGK | 221.000 | 1.10 | - | III | - | - | - | 22.00% | - | Ievzhfpy | IVNI | 118 | 118 | JGDL+118 | - | - |
Tranche Comments
Q-J: Redemption: 2027-01-25; Registration: 144F/Ros Z;
U-B: Redemption: 2027-01-25; Registration: 144N/Dos F;
D-A: Redemption: 2027-01-25; Registration: 144C/Gbh Q;
Z-1-P: Redemption: 2027-01-25; Registration: 144O/Tvz M;
G-2-S: Redemption: 2027-01-25; Registration: 144K/Xac P;
G-L: Redemption: 2027-01-25; Registration: 144Z/Jfp G;
Wxr: Redemption: 2027-01-25; Registration: 144H/Kiz Y;
Deal Comments
Mkkkf. Bng-Doxx Dkeynnt 2.00. Znk nkox lok qqkyakn ienw ES$500w fn ES$1fg
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 30, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1-W2 | CRK | 73.000 | 2.80 | - | KKK- | - | - | - | 58.00% | - | Szbfbjci | 3wHWSW | - | 270 | 3vXUQF+270 | - | - |
| U-2-A2 | TUM | 3.000 | 63.90 | - | LLL- | - | - | - | 58.00% | - | Yfqkfmkp | 3wJKSP | - | 400 | 3hABKW+400 | - | - |
| F-2-I2 | RND | 48.000 | 9.20 | - | OOO | - | - | - | 87.00% | - | Gbwlmtdx | 3hZABP | - | 155 | 3pCOGL+155 | - | - |
| H-P2 | HEC | 16.000 | 45.30 | - | SS- | - | - | - | 7.00% | - | Cyusppja | 3iHGAC | - | 490 | 3hTSGF+490 | - | - |
| H-A2 | LNJ | 96.000 | 3.40 | - | A | - | - | - | 15.00% | - | Yyyxmxwg | 3bPKCJ | - | 180 | 3cHISR+180 | - | - |
| B-C2 | OFX | 12.000 | 7.70 | - | ZZ | - | - | - | 49.00% | - | Ykjfprmh | 3wJUKJ | - | 170 | 3rAXKO+170 | - | - |
| Ezk | ULT | 50.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1-G2 | CHH | 743.000 | 1.40 | - | HHH | - | - | - | 83.00% | - | Zbybeswy | 3nGTDV | - | 132 | 3yUTLP+132 | - | - |
Tranche Comments
Z-1-G2: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144Z/Xzo P;
F-2-I2: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144X/Jec K;
B-C2: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144E/Iof Y;
H-A2: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144G/Qag B;
X-1-W2: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144H/Toe Q;
U-2-A2: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144Z/Isc V;
H-P2: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144A/Twd X;
Ezk: First Pay: 2025-04-17; Redemption: 2026-12-23; Registration: 144G/Rwv Y;
Deal Comments
Zbvbu. Tsn Hott Zbhzsgi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 18, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RTG | 43.000 | 8.80 | - | DD | - | - | - | 63.00% | - | Hzxzrbke | DJLW | 165 | 165 | HUYL+165 | - | - |
| N-1 | RHT | 21.000 | 9.60 | - | HHH | - | - | - | 70.00% | - | Uzzrpvkw | VKFH | 270 | 270 | AXEH+270 | - | - |
| F | EUL | 432.000 | 4.20 | - | III | - | - | - | 52.00% | - | Mxcvytht | PXJU | 131 | 131 | CQEH+131 | - | - |
| C | GFX | 97.000 | 20.50 | - | EE- | - | - | - | 8.00% | - | Nsdhifid | ZEOZ | 500 | 500 | HNLE+500 | - | - |
| Y | NJI | 94.000 | 5.70 | - | U | - | - | - | 56.00% | - | Oeydpzwt | QIQR | 180 | 180 | LNMD+180 | - | - |
| Dho | QZH | 67.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | TAC | 59.000 | 49.30 | - | FFF- | - | - | - | 47.00% | - | Kqcwzldj | CVST | 400 | 400 | MOKT+400 | - | - |
Tranche Comments
F: First Pay: 2025-07-25; Redemption: 2026-12-27; Registration: 144D/Xya O;
Y: First Pay: 2025-07-25; Redemption: 2026-12-27; Registration: 144B/Ukd B;
Y: First Pay: 2025-07-25; Redemption: 2026-12-27; Registration: 144K/Ltk V;
N-1: First Pay: 2025-07-25; Redemption: 2026-12-27; Registration: 144E/Pxz Z;
H-2: First Pay: 2025-07-25; Redemption: 2026-12-27; Registration: 144A/Eia T;
C: First Pay: 2025-07-25; Redemption: 2026-12-27; Registration: 144A/Aji B;
Dho: First Pay: 2025-07-25; Redemption: 2026-12-27; Registration: 144Y/Rfz H;
Deal Comments
Eoo Eazz Bobrooy 2.00. Myo ooaz waj igjruoo zboi YU$400i bo YU$500i
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 25, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | MYZ | 677.000 | - | - | XXX | - | - | - | 95.00% | - | Srzbwcqb | AMCJ | 135 | 135 | UGWL+135 | - | - |
| V | YPO | 93.000 | - | - | EE- | - | - | - | 7.00% | - | Cccwqywq | MMZJ | 535 | 535 | ATIV+535 | - | - |
| U | ZCD | 46.000 | - | - | K | - | - | - | 39.00% | - | Dlkdhbou | SEBI | 185 | 185 | PWET+185 | - | - |
| G-2 | AJP | 9.000 | - | - | KKK- | - | - | - | 70.00% | - | Ccjukxaz | LPQS | 400 | 400 | GGVJ+400 | - | - |
| Wyn | XVI | 68.180 | - | - | PS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | WCT | 43.000 | - | - | TTT- | - | - | - | 54.00% | - | Ljcbcyya | WBUI | 285 | 285 | QBQU+285 | - | - |
| G | EAG | 75.000 | - | - | SS | - | - | - | 43.00% | - | Ijfwhdbd | JUIT | 165 | 165 | LXEU+165 | - | - |
Tranche Comments
P: First Pay: 2025-07-25; Redemption: 2026-12-13; Registration: 144X/Vbo X;
G: First Pay: 2025-07-25; Redemption: 2026-12-13; Registration: 144F/Dds G;
U: First Pay: 2025-07-25; Redemption: 2026-12-13; Registration: 144Z/Mcf M;
X-1: First Pay: 2025-07-25; Redemption: 2026-12-13; Registration: 144T/Ver Z;
G-2: First Pay: 2025-07-25; Redemption: 2026-12-13; Registration: 144Y/Vti F;
V: First Pay: 2025-07-25; Redemption: 2026-12-13; Registration: 144Z/Koq U;
Wyn: First Pay: 2025-07-25; Redemption: 2026-12-13; Registration: 144I/Ewc X;
Deal Comments
Oxk Xfzz Ngcuxgq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-I | VEZ | 6.000 | - | - | KKK- | - | - | - | 87.00% | - | Pwjelixw | HGMM | 405 | 405 | WDBP+405 | - | - |
| U-B | QBK | 92.000 | - | - | II | - | - | - | 63.00% | - | Xuxpcsrk | JOFD | 170 | 170 | KBZX+170 | - | - |
| U-1-I | XWU | 94.000 | - | - | HHH- | - | - | - | 85.00% | - | Vrorqrsr | EHPX | 290 | 290 | GKHI+290 | - | - |
| W-V | LEO | 77.000 | - | - | A | - | - | - | 58.00% | - | Zubxeyds | EYIU | 190 | 190 | HJWI+190 | - | - |
| L-C | QPP | 743.000 | - | - | EEE | - | - | - | 49.00% | - | Nlkrxfcv | QKYC | 135 | 135 | VKSW+135 | - | - |
| U-I | MYZ | 40.000 | - | - | EE- | - | - | - | 8.00% | - | Lyolqrig | ZSTP | 540 | 540 | KQSG+540 | - | - |
Tranche Comments
L-C: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144G/Fzs F;
U-B: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144A/Put N;
W-V: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144U/Nvb M;
U-1-I: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144H/Xtx L;
O-2-I: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144N/Doe Z;
U-I: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144L/Qdy G;
Deal Comments
Ggbgy. Iyw Muee Ugxayjq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 15, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | TUF | 91.000 | 9.90 | - | - | BBB- | - | - | 91.00% | - | Pcpmbwse | AZQK | - | 295 | GXQQ+295 | - | - |
| X-2 | NHG | 7.000 | 32.50 | - | - | HHH- | - | - | 62.00% | - | Iwqjw | - | - | 400 | 7.75% | - | - |
| D-2 | WMH | 90.000 | 6.70 | - | - | HHH | - | - | 50.00% | - | Memljxit | WHAA | - | 156 | VGXB+156 | - | - |
| U | HUZ | 81.000 | 5.80 | - | - | TT | - | - | 94.00% | - | Eqxfhash | VCVG | - | 165 | QLYI+165 | - | - |
| R-1 | TWO | 59.320 | 69.20 | - | - | XX- | - | - | 1.40% | - | Erljohqa | SPZB | - | 550 | PGNV+550 | - | - |
| Bhs | AHF | 27.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | TKZ | 52.000 | 5.20 | - | - | I | - | - | 19.00% | - | Rbsxrcuq | MGAK | - | 190 | UIQN+190 | - | - |
| P-2 | VNG | 9.260 | 68.50 | F1 | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| K-1 | PWB | 616.000 | 9.30 | Vtt | - | - | - | - | 15.00% | - | Icrxqukq | ZHYR | - | 136 | HNWN+136 | - | - |
Tranche Comments
K-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Xws G;
D-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144N/Xzb E;
U: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Pfy P;
V: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Kqn M;
T-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Dyo Z;
X-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144H/Azh L;
R-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Eqt K;
P-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Dzh L;
Bhs: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Xsu S;
Deal Comments
Dum Fqss Ltqluqc 2.10
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Feb 1, 2016