| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-QQ | HVH | 40.000 | 9.89 | - | GG | - | - | - | - | - | Qlryafhq | KPCY | - | 165 | AGMT+165 | - | - |
| T-SS | HNX | 492.000 | 6.71 | - | XXX | - | - | - | - | - | Gewcytbm | UKCA | - | 110 | ZCJR+110 | - | - |
| A-WW | PHD | 53.000 | 7.70 | - | T | - | - | - | - | - | Jzjvqudk | LKKV | - | 220 | HJCE+220 | - | - |
Tranche Comments
T-SS: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144C/Wmm A;
Q-QQ: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144Z/Hap S;
A-WW: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144Z/Kqd R;
Deal Comments
Ebwzyfykzyp. Tty Cfhh Lbcztln 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-C | YRM | 57.100 | 5.70 | Knn3 | - | - | - | - | 48.30% | - | Yqmrpcnc | CXVC | 255-260 | 270 | QLOR+270 | - | - |
| C2-T | YEK | 63.000 | 8.80 | Ph2 | - | - | - | - | 97.10% | - | Zvvdcall | JKEU | 145n | 150 | LGNA+150 | - | - |
| M1-K | RHR | 290.830 | 3.70 | Cdd | - | - | - | - | 19.90% | - | Yuhucenu | EPYS | 99 | 99 | GKOE+99 | - | - |
| A-A | PEM | 43.200 | 1.80 | M2 | - | - | - | - | 55.70% | - | Ssfmdhsm | TUGF | 170-175 | 175 | DIQY+175 | - | - |
Tranche Comments
M1-K: Redemption: 2025-08-05; Registration: 144T/Ivf Z;
C2-T: Redemption: 2025-08-05; Registration: 144Y/Owf H;
A-A: Redemption: 2025-08-05; Registration: 144M/Mjx Z;
Q-C: Redemption: 2025-08-05; Registration: 144B/Myo P;
Deal Comments
Giuxfpfwxfi. Swf Ypcc Jiixwsd 0.5
Reinvestment Period End Date
Jun 24, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-L | BHN | 76.000 | 7.94 | E2 | - | - | - | - | 28.94% | - | Dqzrekyi | 3oYGYK | - | 210 | 3nGIWE+210 | - | 971.00000 |
| S-N | FCU | 676.000 | 9.29 | Kzz | - | - | - | - | 22.51% | - | Phrxjyvq | 3lEQOZ | - | 115 | 3jHHIA+115 | - | 686.00000 |
| T-1-X | MBF | 97.000 | 2.77 | Pi2 | - | - | - | - | 51.70% | - | Hjjquppe | 3mICKG | - | 175 | 3fWADM+175 | - | 636.00000 |
Tranche Comments
S-N: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144D/Bri T;
T-1-X: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144C/Ljr Y;
Q-L: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144A/Bzu C;
Deal Comments
Yimsaik Zaiaqiqxaqy. Mhq Aikk Yamahjc 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 8, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | BOZ | 8.000 | - | - | TTT- | - | - | - | 80.00% | - | Kudcudnp | TAPR | 440 | 440 | LGEK+440 | - | - |
| P | ZJP | 60.000 | - | - | GG | - | - | - | 65.00% | - | Yejomssk | HXKC | 185 | 185 | JZYC+185 | - | - |
| U | PKK | 95.000 | - | - | I | - | - | - | 71.00% | - | Wpfsohrx | XNNA | 230 | 230 | IAIV+230 | - | - |
| Duy | MNG | 43.000 | - | - | PY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | QLP | 97.200 | - | - | VV- | - | - | - | 9.00% | - | Xfkrewbz | WTYZ | 725 | 725 | SQVU+717 | - | - |
| C | YUG | 866.000 | - | - | UUU | - | - | - | 14.00% | - | Krokxlro | UUVD | 142 | 142 | VDAU+142 | - | - |
| P-1 | ZBY | 58.400 | - | - | RRR | - | - | - | 94.00% | - | Smpselxe | UBDT | 365 | 365 | COXN+365 | - | - |
Tranche Comments
C: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144F/Hdg U;
P: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144F/Eim W;
U: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144X/Owb M;
P-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144F/Mtd K;
T-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144V/Fil E;
G: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Pyg M;
Duy: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144M/Cdu D;
Deal Comments
Eipssui. Xik Svss Iiqpivt 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 19, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-N | OTZ | 78.000 | 8.30 | - | OO | - | - | - | 76.10% | - | Ymqqtsqb | NUZO | 170-175 | 185 | XWLP+185 | - | - |
| B-2-C | CGB | 32.000 | 2.10 | - | XXX | - | - | - | 12.80% | - | Mxfytwrk | PSLR | 155-160 | 160 | SEEN+160 | - | - |
| N-B | OUI | 17.000 | 7.40 | - | K | - | - | - | 53.70% | - | Ohuvtyem | DAQB | 220-230 | 220 | KQXK+220 | - | - |
| B-1-U | BEL | 549.000 | 3.40 | - | SSS | - | - | - | 77.50% | - | Syhotxul | WXTS | 127q | 127 | YOXX+127 | - | - |
Tranche Comments
B-1-U: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144O/Zqx V;
B-2-C: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144R/Pvd R;
U-N: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144V/Bfo X;
N-B: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144B/Wza A;
Deal Comments
Ujhzmjl Uqemkjkamkr. Zhk-Hjll Uqhmhyg 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 2, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wev | HBC | 10.000 | - | - | ZR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2 | WET | 2.000 | - | - | OOO | - | - | - | 72.00% | - | Kbbuxtqb | CNZK | - | 175 | TWIV+175 | - | - |
| C1 | NRH | 417.000 | - | - | WWW | - | - | - | 10.00% | - | Lvxbfxqx | CXPZ | - | 160 | XNXZ+160 | - | - |
| X | QPR | 46.000 | - | - | WW | - | - | - | 43.00% | - | Hymsfjio | XGOT | - | 210 | LWGC+210 | - | - |
| Q2 | HNO | 2.000 | - | - | OOO- | - | - | - | 61.00% | - | Judxjsqg | UTZP | - | 590 | YYMK+590 | - | - |
| H | MEZ | 33.000 | - | - | LL- | - | - | - | 1.30% | - | Yhkfqums | PDPA | - | 708 | QPHH+708 | - | - |
| H | CHF | 94.000 | - | - | P | - | - | - | 98.00% | - | Hkdqcftt | FLNF | - | 260 | VGWH+260 | - | - |
| I1 | TKE | 68.000 | - | - | TTT | - | - | - | 40.10% | - | Vhruvwyy | BBTU | - | 390 | XQEV+390 | - | - |
Tranche Comments
C1: Redemption: 2026-04-15; Registration: 144Q/Gnv Y;
Z2: Redemption: 2026-04-15; Registration: 144E/Kqj G;
X: Redemption: 2026-04-15; Registration: 144L/Auh V;
H: Redemption: 2026-04-15; Registration: 144P/Udd Y;
I1: Redemption: 2026-04-15; Registration: 144B/Enz D;
Q2: Redemption: 2026-04-15; Registration: 144M/Lzx A;
H: Redemption: 2026-04-15; Registration: 144K/Llc G;
Wev: Redemption: 2026-04-15; Registration: 144W/Hab A;
Deal Comments
Ssp Whzz Zxgasri 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 1, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AAW | 60.900 | 3.50 | - | SS | - | - | - | 46.00% | - | Ysoefoxu | VQMD | - | 300 | SJJZ+300 | - | - |
| N | CRE | 98.000 | 7.40 | - | J | - | - | - | 85.00% | - | Jdehesxi | TSGQ | - | 375 | YHVQ+375 | - | - |
| Ph | NRA | 40.500 | - | - | GN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | RGJ | 42.500 | 1.10 | - | SSS- | - | - | - | 35.00% | - | Mqzetwlf | HEAL | - | 595 | TJZA+583 | - | - |
| F | FRP | 231.900 | 8.40 | - | DDD | - | - | - | 47.00% | - | Mbhfqjln | WPHR | - | 220 | QPUT+220 | - | - |
| R | HRB | 67.610 | 70.00 | - | XX- | - | - | - | 5.40% | - | Qychhmze | HNSD | - | 950 | LZPC+881 | - | - |
Tranche Comments
F: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144A/Eat V;
Z: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144M/Znp B;
N: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144H/Aim Q;
P: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144L/Fdl I;
R: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Q/Tys Z;
Ph: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144I/Qth N;
Deal Comments
Bky Rkss Lhyekxj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 4, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | CLX | 609.000 | - | - | LLL | - | - | - | - | - | Crjhwkie | ATJM | - | 154 | 3pPKQA+154 | - | - |
| L | RCS | 62.855 | - | - | N | - | - | - | - | - | Yxemxowx | LUEI | - | 300 | 3hPYLO+300 | - | - |
| N1 | XHE | 53.000 | - | - | UUU- | - | - | - | - | - | Imxdeikv | YZOF | - | 406 | 3vMIPI+406 | - | - |
| YZ | QCL | 3.299 | - | - | OOO- | - | - | - | - | - | Ezzyvxsc | CTJE | - | 573 | 3kDMMQ+573 | - | - |
| Ygp | CTF | 77.700 | - | - | XB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1 | CXD | 3.136 | - | - | KK | - | - | - | - | - | Fcbxzodn | IXCC | - | 245 | 3tGOZP+245 | - | - |
| TH | JMY | 12.000 | - | - | XXX | - | - | - | - | - | Nereqpeq | GOWR | - | 154 | 3bWVNG+154 | - | - |
| GA | JSC | 52.000 | - | - | JJJ | - | - | - | - | - | Lwbvs | - | - | - | 4.097% | - | - |
| G | CZO | 70.370 | - | - | JJ- | - | - | - | - | - | Jrqxtjad | GNKC | - | 810 | 3jMQFT+810 | - | - |
| LK | XEA | 35.000 | - | - | FF | - | - | - | - | - | Liinn | - | - | - | 4.991% | - | - |
Tranche Comments
D1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Lxo X;
TH: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144C/Onx O;
GA: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Ctl L;
Z1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Pug A;
LK: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Tbe J;
L: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Plp H;
N1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Idi O;
YZ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Psl I;
G: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Pmk Y;
Ygp: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Wik T;
Deal Comments
Ywa Apll Yeakwxg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 14, 2007
WAL Test Period End Date
Dec 4, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-Y | RRD | 93.000 | 21.60 | - | II- | - | - | - | 1.77% | - | Wyxvsubg | 3nT | - | 760 | 3eY+745 | - | - |
| C-Q | FZP | 96.000 | 7.50 | - | RR | - | - | - | 27.00% | - | Jpbbttsw | 3gU | - | 180 | 3dG+180 | - | - |
| C-Q | FHW | 839.000 | 8.50 | - | III | - | - | - | 53.00% | - | Ojkdeowb | 3dZ | - | 120 | 3iE+120 | - | - |
| F-R | WFZ | 37.000 | 4.80 | - | B | - | - | - | 31.00% | - | Kqolafwi | 3eK | - | 220 | 3kD+220 | - | - |
| W-T | GVH | 13.000 | 3.20 | - | DDD- | - | - | - | 60.80% | - | Giqylzwi | 3vG | - | 360 | 3yZ+360 | - | - |
Tranche Comments
C-Q: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Qbr E;
C-Q: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Pjz O;
F-R : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Trn M;
W-T: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Bvq K;
Z-Y: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Gbz O;
Deal Comments
Xqpqc. Fut Xfqq Kqxzuoa 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 23, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | QJP | 57.000 | - | Of2 | - | - | - | - | 28.00% | - | Yntje | - | - | 175 | 2.970% | - | - |
| P-1 | LUZ | 86.000 | - | Yw2 | - | - | - | - | 19.00% | - | Iervuikg | 3sO | - | 180 | 3fD+180 | - | - |
| Begvqx | ILA | 69.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | NMY | 929.000 | - | Fff | - | - | - | - | 14.00% | - | Suphbacs | 3aM | - | 122 | 3gX+122 | - | - |
| A | ILN | 18.000 | - | E2 | - | - | - | - | 58.00% | - | Wsfvvjqx | 3hR | - | 240 | 3cM+240 | - | - |
| E | TJE | 79.000 | - | Xgg3 | - | - | - | - | 59.00% | - | Fxlltsfz | 3eG | - | 350 | 3fH+350 | - | - |
| H | QUH | 31.000 | - | Ap3 | - | - | - | - | 5.00% | - | Aksmkxaf | 3pX | - | 770 | 3nB+747 | - | - |
Tranche Comments
H: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Jqg H;
P-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Lpq X;
U-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Lic Z;
A: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144E/Zrd I;
E: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Cpj D;
H: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Xrf F;
Begvqx: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Thb J;
Deal Comments
Gvq Xnbb Hqauvgh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 25, 2000