| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | XMV | 46.000 | - | NY | DDD- | WB | - | - | 28.00% | - | Rloleivr | QDZR | - | 280 | NBJC+280 | - | - |
| X-F | MGU | 15.000 | - | TT | KK- | KU | - | - | 5.00% | - | Wwbbhkrh | CNNU | - | 550 | TWQT+550 | - | - |
| Q-2-F | CUP | 5.000 | - | DU | TTT- | GR | - | - | 98.23% | - | Ajkdzvvb | UKTD | - | 390 | YPMI+390 | - | - |
| X-S | ABO | 76.000 | - | Zhh | US | DM | - | - | 79.00% | - | Kpfjjiln | ETHD | - | 127 | TLUC+127 | - | - |
| O-X | ZGW | 62.000 | - | TY | V | CZ | - | - | 79.00% | - | Leyflbkf | VJNL | - | 180 | DNCS+180 | - | - |
| F-M-C | IPN | 899.000 | - | Pll | GD | DG | - | - | 12.00% | - | Jxlimuij | SOUS | - | 127 | XOEQ+127 | - | - |
| S-Q | KJQ | 27.000 | - | PO | WW | GV | - | - | 84.00% | - | Yhclevte | YWVT | - | 165 | BQVA+165 | - | - |
| Qxw | GLS | 83.200 | - | YW | ZP | XT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-S: Redemption: 2027-04-23; Registration: 144Q/Kbx O;
F-M-C: Redemption: 2027-04-23; Registration: 144N/Pzz F;
S-Q: Redemption: 2027-04-23; Registration: 144O/Wvf K;
O-X: Redemption: 2027-04-23; Registration: 144K/Qmg J;
A-1-R: Redemption: 2027-04-23; Registration: 144H/Tns A;
Q-2-F: Redemption: 2027-04-23; Registration: 144W/Epp O;
X-F: Redemption: 2027-04-23; Registration: 144G/Utk S;
Qxw: Redemption: 2027-04-23; Registration: 144T/Nym N;
Deal Comments
Kmvmz. Rfx-Zegg Qmzcfqi 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 24, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ZHH | 941.000 | 3.30 | - | JJJ | - | - | - | 40.00% | - | Hhfxjytj | KVPL | - | 115 | PAUZ+115 | - | - |
| G | UJN | 53.914 | 97.40 | - | YY- | - | - | - | 1.00% | - | Yhyjsfsl | JZYU | - | 465 | HQNT+465 | - | - |
| M | CFZ | 97.000 | 9.40 | - | P | - | - | - | 52.00% | - | Wvlsuvzl | CZVX | - | 175 | CMPH+175 | - | - |
| C-1 | OFS | 81.000 | 8.10 | - | YYY- | - | - | - | 53.00% | - | Lxqwlxtm | JOXP | - | 255 | AWIT+255 | - | - |
| R | UXG | 36.000 | 9.10 | - | QQ | - | - | - | 11.00% | - | Lcmazzfk | AXAM | - | 145 | ESOD+145 | - | - |
| U-2 | GJD | 1.000 | 1.40 | - | OOO | - | - | - | 92.00% | - | Avqmxshy | JCNI | - | 135 | ZQAN+135 | - | - |
| Gtu | FME | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | VMG | 7.253 | 45.40 | - | PPP- | - | - | - | 45.80% | - | Usfmdjcw | VGEG | - | 370 | JUDQ+370 | - | - |
Tranche Comments
I-1: Redemption: 2027-04-25; Registration: 144Y/Jnw L;
U-2: Redemption: 2027-04-25; Registration: 144D/Kes E;
R: Redemption: 2027-04-25; Registration: 144E/Fvh P;
M: Redemption: 2027-04-25; Registration: 144V/Rha T;
C-1: Redemption: 2027-04-25; Registration: 144T/Yam T;
O-2: Redemption: 2027-04-25; Registration: 144V/Pjh G;
G: Redemption: 2027-04-25; Registration: 144O/Hjx K;
Gtu: Redemption: 2027-04-25; Registration: 144U/Idp G;
Deal Comments
Zov Qgmm Qbojoxn 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 5, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JIA | 72.000 | 6.42 | - | - | WW | - | - | 39.00% | - | Vpwzmkob | DGYK | - | 155 | KUUD+155 | - | 947.00000 |
| F-1 | CMQ | 197.000 | 2.95 | Ass | - | - | - | - | 16.00% | - | Bhjsliaa | USLB | - | 118 | QJIA+118 | - | 604.00000 |
| F-2 | LWL | 2.000 | 6.77 | - | - | FFF- | - | - | 18.00% | - | Pxdsxpad | XMOP | - | 375 | HCKY+375 | - | 686.00000 |
| Rtsjit | YBE | 25.740 | - | JH | - | NX | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | YCR | 19.000 | 4.57 | - | - | NN- | - | - | 8.00% | - | Zvjdmmah | NKYD | - | 475 | MKSB+475 | - | 330.00000 |
| I | LNH | 12.000 | 3.46 | - | - | H | - | - | 98.00% | - | Emkmqhce | EGGX | - | 170 | UYVJ+170 | - | 155.00000 |
| F | NPB | 3.300 | 97.70 | K3 | - | - | - | - | 3.64% | - | - | - | - | - | - | - | Retained |
| Z-2 | MQR | 5.000 | 9.60 | - | - | WWW | - | - | 37.00% | - | Npuaawmg | IBII | - | 138 | PUNQ+138 | - | 975.00000 |
| Z-1 | IBK | 36.000 | 6.14 | - | - | AAA- | - | - | 42.00% | - | Vesktdsv | YVIT | - | 260 | AOQJ+260 | - | 884.00000 |
Tranche Comments
F-1: Redemption: 2027-03-13; Registration: 144U/Taq Z;
Z-2: Redemption: 2027-03-13; Registration: 144P/Ybx V;
R: Redemption: 2027-03-13; Registration: 144F/Ujf V;
I: Redemption: 2027-03-13; Registration: 144U/Zeb K;
Z-1: Redemption: 2027-03-13; Registration: 144B/Yhk E;
F-2: Redemption: 2027-03-13; Registration: 144O/Zan K;
Z: Redemption: 2027-03-13; Registration: 144B/Axh Y;
F: Redemption: 2027-03-13; Registration: 144T/Wcz E;
Rtsjit: Redemption: 2027-03-13; Registration: 144W/Khg U;
Deal Comments
Ajp Qqgg Wepfjgs 2.00
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Dec 20, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1X3 | YFU | 968.000 | 9.00 | - | LLL | - | - | - | 52.00% | - | Rfxpmazz | TTFB | 112 | 112 | JIEN+112 | - | - |
| M-J3 | RRH | 33.000 | 6.20 | - | TT- | - | - | - | 4.00% | - | Xqqpvfsz | QGOJ | 550-555 | - | YWOE+645 | - | - |
| A-K3 | MAA | 29.000 | 9.60 | - | N | - | - | - | 78.80% | - | Oddvlysj | TXBS | 180-185 | 185 | VQMT+185 | - | - |
| Mro | FUV | 90.360 | - | - | CT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | JQJ | 6.400 | 5.60 | - | K- | - | - | - | 8.60% | - | - | - | - | - | - | - | Retained |
| U-2B3 | QXJ | 48.000 | 1.50 | - | ZZ | - | - | - | 79.90% | - | Pmcceqyj | ISHD | 160 | 160 | JLJU+160 | - | - |
| K-C3 | ZCK | 73.000 | 8.70 | - | DDD- | - | - | - | 41.20% | - | Mudkblto | YUTQ | 285-290 | 295 | HZQT+295 | - | - |
| L-W3 | TWN | 8.300 | 8.60 | - | SSS | - | - | - | - | - | Bfuyulnz | KDMA | 95 | 95 | PLLV+95 | - | - |
| O-1XV3 | CPJ | 2.000 | 6.70 | - | KKK | - | - | - | 62.90% | - | Kpsypywz | ZVOU | 135 | 135 | TZUD+135 | - | - |
Tranche Comments
L-W3: Redemption: 2025-12-09; Registration: 144V/Dwj U;
X-1X3: Redemption: 2025-12-09; Registration: 144F/Iwe E;
O-1XV3: Redemption: 2025-12-09; Registration: 144O/Urd W;
U-2B3: Redemption: 2025-12-09; Registration: 144O/Ryp A;
A-K3: Redemption: 2025-12-09; Registration: 144I/Jyi G;
K-C3: Redemption: 2025-12-09; Registration: 144C/Tqb B;
M-J3: Redemption: 2025-12-09; Registration: 144C/Udd Y;
G: Redemption: 2025-12-09; Registration: 144V/Ihy W; Comments: Eo Ivsc;
Mro: Redemption: 2025-12-09; Registration: 144F/Lkm N;
Deal Comments
Zxkiqiqfiqy. Fvq Zizz Lxpivrg 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 6, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | TMU | 648.000 | 4.80 | Auu | - | BBB | - | - | 40.00% | - | Gwbolfxm | DJQM | - | 137 | LUNW+137 | - | - |
| G-1 S | KQE | 76.000 | 7.50 | Ctt | - | CCC | - | - | 16.00% | - | Tdxjsjza | VQAS | - | 137 | QTZB+137 | - | - |
| Y | NZJ | 73.000 | 3.70 | - | - | KK- | - | - | 9.00% | - | Mwjoytvr | WHFN | 570 | 570 | TOTD+570 | - | - |
| A | FNX | 95.000 | 6.20 | - | - | S | - | - | 80.00% | - | Uvpappso | DLJL | 190-200 | 200 | NCBY+200 | - | - |
| U-2U | KSF | 6.000 | 5.20 | - | - | SSS- | - | - | 98.00% | - | Bnpxu | - | - | 400 | 7.72% | - | - |
| F | ZBI | 2.170 | 9.70 | G3 | - | - | - | - | 6.45% | - | - | - | - | - | - | - | Retained |
| X-2U | OBV | 7.000 | 1.30 | - | - | RRR- | - | - | 89.00% | - | Mrxxpqiz | WNVS | - | 400 | ASDX+400 | - | - |
| Y-2 | EYQ | 17.000 | 6.60 | - | - | AAA | - | - | 15.00% | - | Shlxvtjl | IHCF | 155h | 155 | KTOA+155 | - | - |
| M | XOR | 73.000 | 6.10 | - | - | HH | - | - | 85.00% | - | Ljrpuotz | UJXM | 170f | 175 | DNEU+175 | - | - |
| M-1 | AON | 81.000 | 2.20 | - | - | LLL | - | - | 21.60% | - | Wfvzxynb | YEFZ | 290-300 | 290 | CEPN+290 | - | - |
| Uvdsct | KML | 82.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144V/Jhd P;
G-1 S: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144M/Fwd X;
Y-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144I/Brd K;
M: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144J/Nex U;
A: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144O/Poq B;
M-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144H/Lrc V;
X-2U: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144F/Bqu O;
U-2U: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144X/Kcv O;
Y: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144D/Tuh B;
F: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144F/Mya X;
Uvdsct: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144N/Wac Q;
Deal Comments
Wvs Zann Glukvcm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 4, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1-3K | MHT | 422.376 | 9.20 | - | QQQ | - | - | - | 98.70% | - | Ghrqlrrf | UQQG | - | 106 | DGMS+106 | - | - |
| W-3Q | JSP | 54.360 | 9.20 | - | S | - | - | - | 68.70% | - | Dsexqbzi | YMEA | - | 190 | YOOQ+190 | - | - |
| D-3M | IJH | 13.700 | 8.10 | - | VVV- | - | - | - | 71.10% | - | Kedkmmpk | JLWZ | - | 300 | TVTB+300 | - | - |
| P1-3M | WJU | 18.910 | 2.50 | - | NN | - | - | - | 27.10% | - | Qzwftctc | UYSY | - | 153 | TDWW+153 | - | - |
| W2-3E | YSW | 92.000 | 6.20 | - | - | NNN | - | - | 42.50% | - | Rbpahyds | WHUZ | - | 130 | TAKI+130 | - | - |
Tranche Comments
K1-3K: Redemption: 2025-04-24; Registration: 144T/Wcs D;
W2-3E: Redemption: 2025-04-24; Registration: 144A/Twr E;
P1-3M: Redemption: 2025-04-24; Registration: 144T/Lte Z;
W-3Q: Redemption: 2025-04-24; Registration: 144P/Ghx H;
D-3M: Redemption: 2025-04-24; Registration: 144U/Lni A;
Deal Comments
Zfjfmemxfmq. Jwm Uegg Dfffwjn 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-L | ICS | 245.397 | 4.90 | - | XXX | - | - | - | 65.90% | - | Ummqjlxs | DXGS | 113 | 113 | LZYB+113 | - | - |
| T-F | VWK | 29.850 | 6.00 | - | X | - | - | - | 20.30% | - | Fbrrdsrh | UDIF | 200-210 | 215 | LSSB+215 | - | - |
| X-S | OPF | 55.290 | 3.30 | - | VVV- | - | - | - | 42.50% | - | Nspxohyu | LGUR | 305-315 | 295 | TBXV+295 | - | - |
| Y-2-Y | YHT | 40.100 | 7.00 | - | JJJ | - | - | - | 90.90% | - | Lprvmweo | YUUJ | 135-140 | 140 | QIBB+140 | - | - |
| P-L | EIB | 78.180 | 3.10 | - | OO | - | - | - | 54.00% | - | Tszkddta | XGVO | 155-160 | 160 | INIC+160 | - | - |
Tranche Comments
A-1-L: Redemption: 2024-12-13; Registration: 144F/Jes J;
Y-2-Y: Redemption: 2024-12-13; Registration: 144Z/Fce P;
P-L: Redemption: 2024-12-13; Registration: 144Z/Qqn Q;
T-F: Redemption: 2024-12-13; Registration: 144T/Vdf K;
X-S: Redemption: 2024-12-13; Registration: 144E/Zsl U;
Deal Comments
Mtecqxqbcqt. Wjq Exkk Ctscjcr 0.5
Reinvestment Period End Date
Jul 11, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BYC | 36.900 | - | - | E | - | - | - | 66.46% | - | Kxmyfscy | LTKF | - | 365 | HKCH+365 | - | - |
| M | ZMW | 18.100 | - | - | AA- | - | - | - | 95.40% | - | Iwqqxxpd | UKJV | - | 897 | ECMH+897 | - | - |
| Svoffu | AUC | 80.990 | - | DB | EE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | LTZ | 872.000 | - | Ypp | - | - | - | - | 58.00% | - | Bypqbmhc | TKWG | - | 220 | YDYG+220 | - | - |
| O | PNY | 17.000 | - | - | AA | - | - | - | 77.64% | - | Tjjcedlb | GUXZ | - | 295 | KHNT+295 | - | - |
| J | KZL | 35.000 | - | - | JJJ- | - | - | - | 83.90% | - | Hszjrdeu | ZGTG | - | 575 | ZCPU+575 | - | - |
| X | GPS | 6.000 | - | - | N- | - | - | - | 2.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144J/Dty V;
O: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Y/Rqp D;
R: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144I/Exq H;
J: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144U/Qif D;
M: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144K/Hpa J;
X: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144D/Aht C;
Svoffu: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144O/Vbe K;
Deal Comments
Tcy Iyww Vhpfcdq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KCR | 11.000 | - | CM | Y | PA | - | - | 67.00% | - | Qhbcmfqr | VDCN | - | 330 | JLFG+330 | - | - |
| U | MBX | 375.900 | - | Nee | DM | XQ | - | - | 98.00% | - | Qwwqbaiq | EZUM | - | 190 | NNVI+190 | - | - |
| B | HJF | 77.000 | - | CN | HHH- | KH | - | - | 16.00% | - | Eslcwpws | ZIAV | - | 545 | JMMT+545 | - | - |
| Zib | RNH | 24.600 | - | UT | AV | XJ | - | - | - | - | - | - | - | - | - | - | Retained |
| K Jixe | RMU | 901.400 | - | Ktt | HT | TZ | - | - | 34.00% | - | Iewbjrqc | ZCTS | - | 190 | IQDY+190 | - | - |
| Y-1 | AQW | 75.000 | - | IX | KK | HN | - | - | 64.00% | - | Xfpyduie | TGCE | - | 267 | YNBJ+267 | - | - |
| U | AWN | 52.000 | - | NU | KK- | EV | - | - | 1.19% | - | Cbsiiqsi | UJXE | - | 795 | ABPO+795 | - | - |
| R-2 | GVA | 35.000 | - | BH | CC | HG | - | - | 22.00% | - | Drgue | - | - | - | 6.390% | - | - |
Tranche Comments
U: Redemption: 2025-03-29; Registration: 144Z/Pva O;
K Jixe: Redemption: 2025-03-29; Registration: 144Z/Hqv E;
Y-1: Redemption: 2025-03-29; Registration: 144U/Iwp E;
R-2: Redemption: 2025-03-29; Registration: 144A/Oru P;
P: Redemption: 2025-03-29; Registration: 144H/Gdd E;
B: Redemption: 2025-03-29; Registration: 144N/Afj Q;
U: Redemption: 2025-03-29; Registration: 144K/Clo K;
Zib: Redemption: 2025-03-29; Registration: 144D/Zfw A;
Deal Comments
Sgj Rjcc Htxugur 2.00
Risk Retention
TM/MG - Tnz
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 31, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-E | LWT | 66.000 | 9.50 | - | - | L | - | - | 55.00% | - | Srspzybt | LCZQ | 210-220 | 220 | YCPE+220 | - | - |
| G-2-U | IWB | 83.000 | 1.50 | - | - | GGG | - | - | 52.00% | - | Edzperpf | DDEB | 155-160 | 155 | NOIW+155 | - | - |
| Q-C | EFS | 70.000 | 3.30 | - | - | KK | - | - | 54.00% | - | Sywlckou | WUCI | 180-185 | 185 | PVHL+185 | - | - |
| E-R | ESP | 37.000 | 4.80 | Un3 | - | - | - | - | 7.00% | - | Nqlxsmql | VUOX | 640-650 | 695 | SSQD+680 | - | - |
| N-C | JJR | 15.000 | 9.30 | - | - | RRR- | - | - | 10.00% | - | Rkfdlzel | QHVT | 310-320 | 315 | ZBBV+315 | - | - |
| Rfe | RIA | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-H | YUC | 717.000 | 9.40 | Dee | - | - | - | - | 43.00% | - | Ssmxtupc | AIZP | 132 | 132 | TYAD+132 | - | - |
| D | VHE | 1.300 | 2.20 | Add | - | - | - | - | - | - | Axfaxhag | TMUS | 60t | 70 | JQEV+70 | - | - |
Tranche Comments
D: First Pay: 2022-04-22; Redemption: 2024-01-22;
V-1-H: First Pay: 2022-04-22; Redemption: 2024-01-22;
G-2-U: First Pay: 2022-04-22; Redemption: 2024-01-22;
Q-C: First Pay: 2022-04-22; Redemption: 2024-01-22;
B-E: First Pay: 2022-04-22; Redemption: 2024-01-22;
N-C: First Pay: 2022-04-22; Redemption: 2024-01-22;
E-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
Rfe: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Lvtvf. Ecy Yjtt Lvaoczp 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 12, 2022