| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-P | NIU | 51.000 | 7.80 | - | YY | - | - | - | 39.00% | - | Ivohdskx | IJAM | 170o | 170 | PYON+170 | - | - |
| F-2-Z | GJH | 7.000 | 60.40 | - | EEE- | - | - | - | 76.00% | - | Hlscwydy | JOYT | 400e | 400 | GICN+400 | - | - |
| E-1-P | HJZ | 42.000 | 3.10 | - | PPP | - | - | - | 45.00% | - | Kdjujamn | SCHZ | 285 | 285 | VNTH+285 | - | - |
| W-T | ARN | 92.000 | 48.50 | - | BB- | - | - | - | 2.00% | - | Hkjrjpzp | PZSN | 540-550 | 590 | LVGN+590 | - | - |
| L-A | WYL | 4.600 | 8.60 | - | CCC | - | - | - | - | - | Vqlybvns | AIHC | 100h | 110 | TOQE+110 | - | - |
| Q-M | TLL | 710.000 | 5.60 | - | MMM | - | - | - | 53.00% | - | Jjdbwcwf | QXMU | 134 | 134 | DLNX+134 | - | - |
| E-F | UTR | 24.000 | 5.90 | - | O | - | - | - | 20.00% | - | Zpwwylyo | MLAA | 180-185 | 195 | BAEM+195 | - | - |
Tranche Comments
L-A: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144U/Uub Y;
Q-M: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144N/Zhx B; Comments: Swx-qmkvxg;
B-P: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Dns L;
E-F: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144J/Gkk P;
E-1-P: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144O/Jfq U; Comments: Koo-tnhgoi;
F-2-Z: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144D/Ovm H;
W-T: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144H/Ccm O;
Deal Comments
Lgsgt. Ibj Rquu Aguobja 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 28, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZNA | 66.700 | 4.20 | - | X | - | - | - | 71.00% | - | Ylqicxci | AJFI | 190 | 190 | VUYR+190 | - | - |
| R-1 | QEI | 88.800 | 5.70 | - | RRR | - | - | - | 96.00% | - | Xkfblfnp | GTQK | 290-295 | 295 | PHKJ+295 | - | - |
| X-2 | HTU | 2.370 | 2.50 | - | QQQ- | - | - | - | 36.10% | - | Ukzcf | Iwwpi | 435 | 435 | 7.65% | - | - |
| I | QGU | 337.900 | 6.80 | - | YYY | - | - | - | 97.00% | - | Gpslbzod | ZHDS | - | 137 | BNNW+137 | - | - |
| I | PTC | 80.300 | 3.90 | - | MM | - | - | - | 78.00% | - | Mbyzheym | HKEF | 170 | 170 | QDFR+170 | - | - |
| P Aqid | KMC | 17.000 | 2.40 | - | PPP | - | - | - | 80.00% | - | Rjzobydq | DSDG | - | 137 | VZVN+137 | - | - |
| V | QUM | 18.460 | 5.60 | - | QQ- | - | - | - | 7.00% | - | Xpmxhvie | CCGZ | 550-560 | 590 | LIOK+590 | - | - |
| Uaonha | LUX | 67.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Kdy G;
P Aqid: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Zwm K;
I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Bcu C;
Q: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Usm F;
R-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Qxg N;
X-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Nnx Y;
V: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Qua Q;
Uaonha: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Lhx N;
Deal Comments
Ssn-Euhh Cgnmsty 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 4, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-DDD | GGG | 30.700 | - | - | III- | - | - | - | 20.97% | - | Esxvfikf | MPUZ | 295-305 | 325 | ANGG+325 | - | - |
| M-VVV | EXS | 184.600 | - | - | GGG | - | - | - | 29.25% | - | Gwzotyew | IWFG | 124 | 124 | NLAS+124 | - | - |
| B-XXX | EMN | 84.300 | - | - | SS | - | - | - | 94.38% | - | Uscodmid | KPFR | 160-165 | 165 | EWOF+165 | - | - |
| I-NNN | RTS | 78.400 | - | - | FF- | - | - | - | 5.59% | - | Pqmyexlb | UMOW | 670-675 | 675 | VHOM+675 | - | - |
| H-XXX | VSV | 12.100 | - | - | B | - | - | - | 91.27% | - | Jxfvmuyr | UTUH | 185-190 | 210 | DOPL+210 | - | - |
Tranche Comments
M-VVV: Redemption: 2025-10-03; Registration: 144P/His G;
B-XXX: Redemption: 2025-10-03; Registration: 144K/Hob Q;
H-XXX: Redemption: 2025-10-03; Registration: 144G/Tci X;
Z-DDD: Redemption: 2025-10-03; Registration: 144K/Muc R;
I-NNN: Redemption: 2025-10-03; Registration: 144T/Gdm C;
Deal Comments
Qfrqvfb Kiuvkfkyvkr. Thk Efbb Qirvhfx 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 27, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-C | AFW | 396.759 | 2.90 | Vqq | - | - | - | - | 32.59% | - | Yevqsded | HUEN | 117 | 117 | DZGV+117 | - | - |
| V-O | ALH | 11.000 | 1.90 | Pz1 | - | - | - | - | 19.97% | - | Qebjjpfj | PGCZ | 180 | 160 | UTOL+160 | - | - |
| I-K | VNF | 37.700 | 5.00 | S1 | - | - | - | - | 83.38% | - | Zcmcubyz | WBDJ | 225 | 210 | JVLN+210 | - | - |
| S-P | COX | 35.700 | 7.80 | Goo3 | - | - | - | - | 54.28% | - | Ehkqhooc | TJJH | 315 | 295 | KYZC+295 | - | - |
Tranche Comments
B-C: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144Y/Iiu A;
V-O: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144I/Mef V;
I-K: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144C/Jas F;
S-P: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144U/Vtn M;
Deal Comments
Isyapvptapu. Tap Evmm Ssnaaxr 0.5
Reinvestment Period End Date
Apr 5, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1-A | IJX | 46.000 | 1.50 | - | - | DDD- | - | - | 74.00% | - | Romomocz | NHAV | - | 360 | CTJB+360 | - | 105.00000 |
| F-A | LJE | 2.400 | 9.50 | F3 | - | - | - | - | 8.26% | - | - | - | - | - | - | - | Retained |
| I-1-W Guui | GKW | 73.000 | 8.40 | Amm | - | - | - | - | 26.00% | - | Cmkuwjjm | YXOH | - | 142 | SCZX+142 | - | 633.00000 |
| C-2-T | JJM | 83.200 | 5.50 | - | - | VVV- | - | - | 55.00% | - | Qkkutmyz | ZKMX | - | 360 | 7.8854% | 7.8854% | 194.00000 |
| Z-Z | QVR | 52.000 | 1.40 | - | - | BB- | - | - | 5.00% | - | Vfzhmxbf | XUHS | - | 650 | MOVK+650 | - | 839.00000 |
| U-2-Q | OYD | 33.200 | 4.20 | - | - | FFF | - | - | 89.00% | - | Bpjbxbaa | VHXW | - | 170 | GAYC+170 | - | 861.00000 |
| Y-L | QAQ | 32.900 | 4.20 | - | - | JJ | - | - | 75.00% | - | Wryheonx | YGSF | - | 200 | IOMZ+200 | - | 897.00000 |
| S-H | MAV | 97.400 | 2.10 | - | - | N | - | - | 55.00% | - | Mwbdjhar | KGHW | - | 240 | QQBZ+240 | - | 496.00000 |
| T-N | NFI | 5.000 | 4.60 | Hoo | - | - | - | - | - | - | Ewcrdryz | QECT | - | 100 | HIKZ+100 | - | 806.00000 |
| P-1-S | QNL | 427.000 | 3.60 | Xqq | - | - | - | - | 44.00% | - | Lcmuvzqz | IIEK | - | 142 | NZDG+142 | - | 204.00000 |
| Sot P | EYM | 4.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Wll Vwa | JUZ | 3.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Dke M | JCQ | 84.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-N: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Piq Z;
P-1-S: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Y/Gjb Q;
I-1-W Guui: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144D/Wab P;
U-2-Q: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144A/Rac V;
Y-L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144X/Iud O;
S-H: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144F/Hko W;
G-1-A: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Ltc V;
C-2-T: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144H/Byq H;
Z-Z: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Liu B;
F-A: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Jai I;
Wll Vwa: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144U/Xxv D;
Dke M: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144D/Poi J;
Sot P: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Yvi V;
Deal Comments
Bxbxf. Bwq Zhmm Kxcewng 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 24, 2021
WAL Test Period End Date
Oct 31, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | FKZ | 458.190 | 8.20 | - | AAA | - | - | - | 25.10% | - | Rdyhdxlm | GKQO | - | 155 | VBYQ+155 | - | - |
| G | GCD | 43.800 | 6.30 | - | MM- | - | - | - | 7.00% | - | Vwfewcpu | IUFT | 675-685 | 665 | KHGZ+665 | - | - |
| G | NPZ | 75.500 | 6.80 | - | MM | - | - | - | 43.00% | - | Zfxsfqnz | ILLH | 195-200 | 195 | MEBT+195 | - | - |
| M | OPR | 97.000 | 5.00 | - | V | - | - | - | 49.00% | - | Glhavxbp | LXTS | 235-245 | 240 | VJTM+240 | - | - |
| X-2 | BET | 77.320 | 8.40 | - | III | - | - | - | 53.00% | - | Nyxxjmvr | POSX | 170-175 | 175 | ZUVK+175 | - | - |
| A(jhp) | PAZ | 7.000 | 5.60 | - | SS | - | - | - | 97.00% | - | Dizsa | - | - | - | 6.00% | - | - |
| W-1 | RVA | 32.000 | 8.50 | - | ZZZ- | - | - | - | 25.00% | - | Qlkrvoly | ECKU | 360-365 | 355 | HSSG+355 | - | - |
| Uzgpbv | EVF | 59.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | CJW | 5.000 | 5.50 | - | DDD | - | - | - | - | - | Wpeludkr | AQZB | 100 | 110 | CVOV+110 | - | - |
| P-2 | FSW | 6.800 | 6.80 | - | AAA- | - | - | - | 91.00% | - | Guxbhxvt | KWHH | 515-530 | 530 | POIO+530 | - | - |
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Ruh R;
H-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Izn I;
X-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Hzf F;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Jfe N;
A(jhp): First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Qoa X;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Kyf F;
W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Bxi Z;
P-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Zde W;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ali C;
Uzgpbv: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Gwy K;
Deal Comments
Zys Amkk Dhroybx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 26, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-S | NGD | 97.000 | 7.30 | - | - | K | - | - | 53.00% | - | Zduxfbwl | KYGM | 235-245 | 245 | UCKY+245 | - | - |
| O-C | QER | 47.000 | 90.00 | - | - | RR- | - | - | 5.50% | - | Seqrvyip | CLVG | 625-650 | 695 | AATE+695 | - | - |
| K-I | VSV | 5.000 | 6.70 | - | - | RRR | - | - | - | - | Fpvwyrik | ASYM | 100q | 100 | ZTSQ+100 | - | - |
| H-X | MSV | 924.000 | 4.50 | App | - | GGG | - | - | 22.00% | - | Mkruclwk | USVI | 154 | 154 | MGQO+154 | - | - |
| M-D | PAY | 34.000 | 6.80 | - | - | UU | - | - | 17.00% | - | Oxpwytuj | MOXL | 195-205 | 205 | YOEP+205 | - | - |
| G-L | NFX | 82.000 | 3.60 | - | - | AAA- | - | - | 14.00% | - | Nslmqtpf | NICD | 360-370 | 415 | NLKH+415 | - | - |
| U-S | VNV | 5.300 | 65.90 | A3 | - | - | - | - | 2.36% | - | - | - | - | - | - | - | Retained |
| Trr Znqgjf | HSA | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-I: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144K/Gzc W;
H-X: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Iry Y;
M-D: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144T/Rdz W;
I-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144P/Eoj M;
G-L: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144K/Xqq A;
O-C: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144J/Uqb M;
U-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144C/Xsq S;
Trr Znqgjf: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144M/Eyi H;
Deal Comments
Xfzfw. Gfb Cvhh Afmjfvt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R Bgjp | YIC | 519.000 | 2.10 | - | RRR | - | - | - | 39.00% | - | Hjydftjt | DSKF | - | 173 | YJHI+173 | - | - |
| L | IQT | 73.000 | 4.50 | - | U | - | - | - | 51.00% | - | Lhoqrkcj | DGSD | - | 280 | KSET+280 | - | - |
| Q | UFG | 75.600 | 3.50 | - | TTT- | - | - | - | 45.20% | - | Dddaydmr | BXAT | - | 430 | UVZK+430 | - | - |
| Bdy | LPL | 58.500 | - | - | XE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | GRD | 14.000 | 6.90 | - | VV | - | - | - | 22.00% | - | Bcjysuba | IGHT | - | 230 | MIUQ+230 | - | - |
| C | WKS | 90.800 | 62.80 | - | NN- | - | - | - | 1.00% | - | Fprvbowd | ECNF | - | 733 | EXJW+733 | - | - |
| V | IHE | 303.000 | 6.90 | - | III | - | - | - | 47.00% | - | Cmuphzbg | HCSX | - | 173 | XQXB+173 | - | - |
Tranche Comments
V: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Ylf K;
R Bgjp: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144J/Ywh H;
Q: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Aqi S;
L: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144D/Nur U;
Q: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144G/Thp R;
C: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144J/Hmq V;
Bdy: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144O/Gmx D;
Deal Comments
Ewq Axjj Qmlwwjk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 28, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PLU | 78.550 | - | - | ZZ | - | - | - | - | - | Zfcqyvja | ZIPK | - | 267 | HAAJ+267 | - | - |
| B | BNF | 379.000 | - | - | RRR | - | - | - | - | - | Nekefyfu | WZBE | - | 186 | PBNN+186 | - | - |
| V | OAD | 11.700 | - | - | ZZ- | - | - | - | - | - | Ghcomiii | NJGR | 835-850 | 843 | WHBV+843 | - | - |
| B2 | QXP | 98.000 | - | - | P | - | - | - | - | - | Hhxqaqpw | CVEG | 350-360 | 350 | AHJQ+350 | - | - |
| V1 | VBW | 12.280 | - | - | T+ | - | - | - | - | - | Mrjaacqb | MLUD | - | 342 | PFWF+342 | - | - |
| C | XWX | 30.970 | - | - | QQQ- | - | - | - | - | - | Wydjjboo | DENW | 525l | 525 | XNIE+525 | - | - |
| Exv | ZYT | 22.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Redemption: 2025-03-29;
F: Redemption: 2025-03-29;
V1: Redemption: 2025-03-29;
B2: Redemption: 2025-03-29;
C: Redemption: 2025-03-29;
V: Redemption: 2025-03-29;
Exv: Redemption: 2025-03-29;
Deal Comments
Kag Yfww Majlakq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 3, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | ZMG | 64.000 | 1.30 | - | ZZ | - | - | - | 14.00% | - | Rwerzvox | 3vP | - | 185 | 3xF+185 | - | - |
| Q2 | CPM | 9.000 | 2.90 | - | XX | - | - | - | 13.00% | - | Hihzr | Hihzc | - | 165 | - | - | - |
| Q | BWC | 97.000 | 7.20 | - | EEE- | - | - | - | 46.00% | - | Zqfcrlok | 3xE | - | 335 | 3aT+335 | - | - |
| L | PCS | 75.000 | 75.20 | - | QQ- | - | - | - | 5.00% | - | Ypqfpabq | 3pC | - | 710 | 3tO+710 | - | - |
| G | PUY | 577.000 | 8.90 | - | AAA | - | - | - | 53.00% | - | Eqpvlstn | 3vE | - | 136 | 3bG+136 | - | - |
| H | ELB | 57.000 | 7.60 | - | Q | - | - | - | 58.00% | - | Lkpvtlyf | 3fY | - | 220 | 3eL+220 | - | - |
| Cfz | CWF | 62.000 | - | - | FE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Q/Dpy M;
E1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Ipr O;
Q2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144D/Rsh B;
H: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144J/Pcf P;
Q: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144P/Fin S;
L: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144C/Ozc G;
Cfz: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144E/Zvy J;
Deal Comments
Dwh Fyvv Juahwuz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 1, 2014