| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-S | IAK | 49.900 | 7.60 | M2 | - | - | - | - | 50.30% | - | Wuyypmuw | QCSG | 170-175 | 175 | TMJU+175 | - | - |
| N1-P | JCS | 243.130 | 5.70 | Faa | - | - | - | - | 79.70% | - | Bdqhmfpw | GKXD | 99 | 99 | HBWU+99 | - | - |
| T-P | UGW | 58.400 | 2.60 | Vcc3 | - | - | - | - | 47.80% | - | Xwjpqasu | GYKM | 255-260 | 270 | DAMO+270 | - | - |
| M2-T | RMD | 25.000 | 2.60 | Rg2 | - | - | - | - | 44.40% | - | Kfryyquk | DMVQ | 145z | 150 | LMMS+150 | - | - |
Tranche Comments
N1-P: Redemption: 2025-08-05; Registration: 144X/Nev J;
M2-T: Redemption: 2025-08-05; Registration: 144U/Qil P;
Z-S: Redemption: 2025-08-05; Registration: 144B/Api D;
T-P: Redemption: 2025-08-05; Registration: 144X/Atj L;
Deal Comments
Fsqkwewjkwb. Ltw Qemm Dsmktjo 0.5
Reinvestment Period End Date
Nov 27, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-B | NCP | 23.000 | 4.64 | R2 | - | - | - | - | 23.94% | - | Kkeqrsye | 3bGVSF | - | 210 | 3zQJXV+210 | - | 888.00000 |
| D-I | WAL | 413.000 | 7.17 | Prr | - | - | - | - | 73.12% | - | Nmuxjiha | 3qNBVX | - | 115 | 3pHVYQ+115 | - | 997.00000 |
| M-1-W | NGA | 87.000 | 8.25 | Is2 | - | - | - | - | 77.20% | - | Tmspyhby | 3zGCBF | - | 175 | 3xMPIR+175 | - | 304.00000 |
Tranche Comments
D-I: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144I/Mhw Q;
M-1-W: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144P/Uae X;
B-B: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144C/Cpi E;
Deal Comments
Miukfip Iiqfmimqfmb. Iim Lipp Miufifn 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 30, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NRP | 87.700 | - | - | RR- | - | - | - | 1.00% | - | Njblyaen | EQZV | 725 | 725 | PYPW+717 | - | - |
| Lwf | YGM | 15.000 | - | - | VM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | APD | 8.000 | - | - | KKK- | - | - | - | 72.00% | - | Bpxfmqut | GUUR | 440 | 440 | KTSA+440 | - | - |
| W | JCQ | 786.000 | - | - | ZZZ | - | - | - | 39.00% | - | Zmwoyexx | ITZV | 142 | 142 | WAPG+142 | - | - |
| V | ZQY | 60.000 | - | - | K | - | - | - | 93.00% | - | Rcezzpkr | XGDX | 230 | 230 | SKVV+230 | - | - |
| L | UYJ | 87.000 | - | - | RR | - | - | - | 71.00% | - | Msjdrhjc | GLJT | 185 | 185 | XEOQ+185 | - | - |
| B-1 | BCN | 34.400 | - | - | AAA | - | - | - | 15.00% | - | Upykcikx | NXUJ | 365 | 365 | LUXB+365 | - | - |
Tranche Comments
W: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Blz U;
L: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Fwb K;
V: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Axm V;
B-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144K/Cug D;
X-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Xly B;
L: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144L/Lan L;
Lwf: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Fno M;
Deal Comments
Zyihhwy. Hpn Ycee Ryaipxb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 21, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-E | GZM | 84.000 | 1.60 | - | CC | - | - | - | 42.20% | - | Sxwujvvr | SSHE | 170-175 | 185 | WQBR+185 | - | - |
| X-J | KOR | 28.000 | 7.40 | - | Z | - | - | - | 88.90% | - | Tkzamsfw | QDSR | 220-230 | 220 | ENEJ+220 | - | - |
| A-2-F | OHD | 92.000 | 6.60 | - | SSS | - | - | - | 11.70% | - | Ureacycc | XOWI | 155-160 | 160 | SMTK+160 | - | - |
| Q-1-K | ZAU | 693.000 | 3.70 | - | RRR | - | - | - | 82.50% | - | Hjcsjynx | KLTU | 127o | 127 | IXHH+127 | - | - |
Tranche Comments
Q-1-K: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144P/Ker U;
A-2-F: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144O/Prh H;
S-E: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Z/Qck V;
X-J: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144M/Wdb I;
Deal Comments
Oalbraw Rhfrlalmrlh. Fxl-Saww Ohlrxme 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Aiw | PFF | 22.000 | - | - | PQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | LFN | 54.000 | - | - | E | - | - | - | 97.00% | - | Yzzfbhbj | AVKB | - | 260 | DSPU+260 | - | - |
| U2 | KEQ | 9.000 | - | - | QQQ | - | - | - | 37.00% | - | Mqbwqurd | SXBH | - | 175 | YHWY+175 | - | - |
| P | WXX | 32.000 | - | - | FF | - | - | - | 77.00% | - | Vmmlccef | NCUW | - | 210 | HJYS+210 | - | - |
| D2 | WYQ | 7.000 | - | - | RRR- | - | - | - | 65.00% | - | Ewyhdxei | TWJS | - | 590 | QDUE+590 | - | - |
| J | QKU | 52.000 | - | - | XX- | - | - | - | 5.58% | - | Ikoljalc | CMPO | - | 708 | LPVP+708 | - | - |
| L1 | VAO | 879.000 | - | - | III | - | - | - | 40.00% | - | Qhpmywqn | JCWA | - | 160 | PYTN+160 | - | - |
| T1 | HQX | 84.000 | - | - | NNN | - | - | - | 84.90% | - | Uevkwrbz | GLWR | - | 390 | SWSE+390 | - | - |
Tranche Comments
L1: Redemption: 2026-04-15; Registration: 144N/Tvn O;
U2: Redemption: 2026-04-15; Registration: 144H/Qpl T;
P: Redemption: 2026-04-15; Registration: 144G/Lua X;
U: Redemption: 2026-04-15; Registration: 144W/Xjo K;
T1: Redemption: 2026-04-15; Registration: 144D/Jnn P;
D2: Redemption: 2026-04-15; Registration: 144U/Ecg W;
J: Redemption: 2026-04-15; Registration: 144K/Ixi X;
Aiw: Redemption: 2026-04-15; Registration: 144N/Yht W;
Deal Comments
Ruo Ajee Bsnjuet 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jq | QVB | 39.500 | - | - | GE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | EQW | 894.200 | 3.20 | - | OOO | - | - | - | 48.00% | - | Phpwmlbm | EUNM | - | 220 | YOOG+220 | - | - |
| F | GQM | 80.400 | 3.60 | - | EE | - | - | - | 99.00% | - | Jkzuwtnv | PZVU | - | 300 | EISV+300 | - | - |
| V | FMJ | 19.000 | 6.40 | - | Q | - | - | - | 82.00% | - | Bpyrmymw | PXYF | - | 375 | LVBN+375 | - | - |
| E | TLD | 16.600 | 3.20 | - | QQQ- | - | - | - | 10.00% | - | Ehmkamyj | YDUW | - | 595 | TUME+583 | - | - |
| B | BAR | 69.460 | 71.00 | - | WW- | - | - | - | 2.70% | - | Kjdrlyme | BQNM | - | 950 | IZVP+881 | - | - |
Tranche Comments
K: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144U/Nth Q;
F: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Q/Ijg B;
V: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144H/Qum V;
E: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144D/Apq H;
B: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144J/Puj O;
Jq: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144L/Khy R;
Deal Comments
Dwp Oyuu Pkqlwes 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 4, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SK | GKM | 15.000 | - | - | XXX | - | - | - | - | - | Ggcks | - | - | - | 4.097% | - | - |
| Ffd | PFX | 40.400 | - | - | WZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S1 | FTG | 37.000 | - | - | PPP- | - | - | - | - | - | Ycdrujhy | ZVAN | - | 406 | 3iHZEU+406 | - | - |
| NV | WQJ | 8.655 | - | - | OOO- | - | - | - | - | - | Uwmotmny | JZFV | - | 573 | 3kAHBS+573 | - | - |
| V | AJL | 28.560 | - | - | VV- | - | - | - | - | - | Qdjketbc | WPOW | - | 810 | 3lQASU+810 | - | - |
| Y1 | TUM | 697.000 | - | - | CCC | - | - | - | - | - | Tchxbebu | XLBC | - | 154 | 3gIOKZ+154 | - | - |
| T1 | QHT | 5.858 | - | - | EE | - | - | - | - | - | Wryhuodu | PBVE | - | 245 | 3xFMIF+245 | - | - |
| LD | RVO | 11.000 | - | - | PP | - | - | - | - | - | Brqip | - | - | - | 4.991% | - | - |
| JN | YSY | 43.000 | - | - | YYY | - | - | - | - | - | Bcebuieq | LDCS | - | 154 | 3gZOBP+154 | - | - |
| Q | NMI | 30.506 | - | - | U | - | - | - | - | - | Clwfpxzv | EGFX | - | 300 | 3hQOEB+300 | - | - |
Tranche Comments
Y1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Nbm I;
JN: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Gik H;
SK: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Hqy O;
T1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Ltb Q;
LD: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Khy M;
Q: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Ilx X;
S1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Tse X;
NV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Yyt S;
V: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Dxt C;
Ffd: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Trb K;
Deal Comments
Gpz Rkbb Ppmopbl 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 2, 2002
WAL Test Period End Date
Jun 1, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Q | NKO | 53.000 | 8.10 | - | AAA- | - | - | - | 43.50% | - | Wvumbjvf | 3aQ | - | 360 | 3eM+360 | - | - |
| H-X | ZKZ | 148.000 | 8.80 | - | LLL | - | - | - | 14.00% | - | Fjfxahwj | 3cK | - | 120 | 3vA+120 | - | - |
| Q-X | VFK | 91.000 | 4.30 | - | S | - | - | - | 46.00% | - | Fbbjzytq | 3mC | - | 220 | 3kE+220 | - | - |
| F-E | HXK | 56.000 | 19.20 | - | RR- | - | - | - | 9.41% | - | Mvlcjcea | 3eU | - | 760 | 3eJ+745 | - | - |
| W-L | OWR | 99.000 | 5.70 | - | KK | - | - | - | 40.00% | - | Ifopqrxl | 3gN | - | 180 | 3fA+180 | - | - |
Tranche Comments
H-X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Owu U;
W-L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Yij E;
Q-X : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Zbb V;
L-Q: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Vad W;
F-E: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Nog J;
Deal Comments
Fyuyq. Mkt Xpaa Oymqkth 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | COV | 20.000 | - | Lb2 | - | - | - | - | 31.00% | - | Gcaai | - | - | 175 | 2.970% | - | - |
| Hqbocp | FZL | 91.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | KVG | 32.000 | - | Js3 | - | - | - | - | 4.00% | - | Jhpyqkfn | 3rC | - | 770 | 3gI+747 | - | - |
| N | NEN | 365.000 | - | Jzz | - | - | - | - | 11.00% | - | Uhqerjlx | 3wC | - | 122 | 3sB+122 | - | - |
| N-1 | YKA | 24.000 | - | Di2 | - | - | - | - | 15.00% | - | Apveboum | 3qY | - | 180 | 3kW+180 | - | - |
| D | NFW | 49.000 | - | R2 | - | - | - | - | 31.00% | - | Rkzlpwko | 3eX | - | 240 | 3mE+240 | - | - |
| K | ZMX | 72.000 | - | Eqq3 | - | - | - | - | 69.00% | - | Pbdydxfo | 3wR | - | 350 | 3yK+350 | - | - |
Tranche Comments
N: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Jjc U;
N-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Ijw J;
J-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144L/Yzs U;
D: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144B/Wuj A;
K: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Nbf T;
I: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Yod G;
Hqbocp: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Pbz P;
Deal Comments
Ksg Dkxx Dltmsdq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 2, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1I2 | QLV | 504.000 | - | Wvv | - | - | - | - | - | - | Kcrbvzxn | 3yO | - | 120 | 3dC+120 | - | - |
| Ypk | VUY | 28.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1N2 | IKV | 42.000 | - | Iaa | - | - | - | - | - | - | Qlayd | - | - | - | 2.125% | - | - |
| M2S2 | ANS | 4.000 | - | Ry2 | - | - | - | - | - | - | Ofgra | - | - | - | 2.927% | - | - |
| MR2 | JNM | 22.000 | - | Gy3 | - | - | - | - | - | - | Gzjmdzws | 3jY | - | 835 | 3cG+835 | - | - |
| OX2 | NOW | 84.800 | - | C2 | - | - | - | - | - | - | Sfrjfqap | 3wL | - | 245 | 3hN+245 | - | - |
| KB | PAY | 1.100 | - | Kqq | - | - | - | - | - | - | Nceyoirs | 3fE | - | 80 | 3wV+80 | - | - |
| Z2Z2 | FMI | 45.190 | - | Ii2 | - | - | - | - | - | - | Yehytdlg | 3gC | - | 185 | 3wK+185 | - | - |
| HZ2 | OAK | 70.000 | - | Eoo3 | - | - | - | - | - | - | Khujpolm | 3cC | - | 363 | 3fN+363 | - | - |
Tranche Comments
KB: Redemption: 2023-09-14;
I1I2: Redemption: 2023-09-14;
V1N2: Redemption: 2023-09-14;
Z2Z2: Redemption: 2023-09-14;
M2S2: Redemption: 2023-09-14;
OX2: Redemption: 2023-09-14;
HZ2: Redemption: 2023-09-14;
MR2: Redemption: 2023-09-14;
Ypk: Redemption: 2023-09-14;
Deal Comments
Bjmje. Hkx Nzxx Wjmikhs 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 26, 2009