| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1OO | IJZ | 49.900 | 3.60 | Ndd3 | - | - | - | - | 52.93% | - | Gxbopxsn | JUZZ | 295-305 | 325 | HMNW+325 | - | 529.00000 |
| C1XX | MOY | 62.600 | 1.20 | Z2 | - | - | - | - | 64.69% | - | Uqoyppqm | BKKS | 175-180 | 185 | CCHK+185 | - | 912.00000 |
| X2LL | YRN | 57.100 | 9.10 | Bkk | - | - | - | - | 52.81% | - | Xqboqxvv | HFSF | 130-135 | 130 | SJEO+130 | - | 232.00000 |
| Sjs | ZZJ | 98.200 | - | DH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B2WW | ZPS | 88.000 | 9.30 | Ann3 | - | - | - | - | 45.60% | - | Ysunj | - | - | - | 6.81% | - | - |
| U1WW | RGO | 649.000 | 5.10 | Gdd | - | - | - | - | 12.29% | - | Ctjlrtlo | CCLH | 105 | 105 | VVBR+105 | - | 519.00000 |
| XGG | RBT | 50.120 | 6.90 | Ui2 | - | - | - | - | 57.24% | - | Bjykjerm | EQAP | 150-155 | 155 | LJKG+155 | - | 288.00000 |
| J2E | VCX | 56.000 | 2.70 | Z2 | - | - | - | - | 24.97% | - | - | - | - | - | - | - | - |
| XJJ | FKL | 63.800 | 4.50 | Tv3 | - | - | - | - | 4.38% | - | Uqomxxxs | LWJB | 630-640 | 690 | EGVA+690 | - | 915.00000 |
Tranche Comments
U1WW: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144J/Rnv N;
X2LL: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144Y/Fri H;
XGG: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144W/Jsn J;
C1XX: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144V/Cad T;
J2E: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144K/Zmm U;
Z1OO: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144D/Wre Z;
B2WW: Redemption: 2025-09-20; Registration: 144I/Qrk W;
XJJ: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144F/Qot E;
Sjs: First Pay: 2025-03-20; Redemption: 2025-09-20; Registration: 144A/Gre E;
Deal Comments
Jbjxvsvbxvs. Kov Ksss Gbxxohi 0.6
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
May 28, 2006
WAL Test Period End Date
Jul 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-N | RMI | 485.693 | 3.80 | Ppp | - | - | - | - | 29.40% | - | Bzxzfjnf | NONH | - | 119 | EVQY+119 | - | - |
| P-F | BRM | 42.180 | 8.80 | Uc3 | - | - | - | - | 37.80% | - | Nxqyxkdr | MWTM | - | 205 | MHAL+205 | - | - |
| U-K | GXI | 99.600 | 2.90 | Jff | - | - | - | - | 34.30% | - | Lszwrsts | ZAES | - | 170 | XBBX+170 | - | - |
Tranche Comments
T-N: Redemption: 2025-03-16; Registration: 144W/Bcx R;
U-K: Redemption: 2025-03-16; Registration: 144V/Lme K;
P-F: Redemption: 2025-03-16; Registration: 144K/Chd D;
Deal Comments
Hmcwjqjswjt. Sgj Rqhh Qmcwglx 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VNJ | 51.300 | 8.83 | - | EE | - | - | - | 16.00% | - | Bysdyjzm | TYXZ | - | 190 | HBKH+190 | - | - |
| Ixj | IXD | 861.680 | - | - | YH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | EEL | 28.900 | 3.38 | - | D | - | - | - | 70.00% | - | Oshpjdzt | KASC | - | 250 | ABSQ+250 | - | - |
| A | WKN | 98.100 | 45.75 | - | GG- | - | - | - | 5.00% | - | Uvxwpjxi | SWCT | - | 735 | ZYXS+735 | - | - |
| R | MFZ | 8.000 | 7.90 | - | KKK | - | - | - | - | - | Ocmkdeks | MTOX | - | 120 | PXBU+120 | - | - |
| F-1 | BSG | 81.000 | 7.12 | - | AAA- | - | - | - | 34.00% | - | Mcleyfdi | UJCK | - | 375 | WSDH+375 | - | - |
| X-1 | UXO | 799.000 | 9.40 | - | VVV | - | - | - | 36.00% | - | Audjcwja | NQNK | - | 145 | KIIM+145 | - | - |
| O-2 | RQV | 6.700 | 13.00 | - | MMM- | - | - | - | 14.60% | - | Phgug | - | - | - | 9.00% | - | - |
| H-2 | LWA | 48.900 | 7.28 | - | GGG | - | - | - | 47.00% | - | Hqrrchjo | AJTC | - | 166 | ZKUD+166 | - | - |
Tranche Comments
R: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144Y/Ecz P;
X-1: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144A/Yeo N;
H-2: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144D/Epk R;
S: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144F/Jhk N;
I: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144B/Cam T;
F-1: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144V/Zau Y;
O-2: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144W/Ued J;
A: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144W/Rbi T;
Ixj: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144U/Tsn B;
Deal Comments
Oxvxm. Jgq Dhee Fxslgfi 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-I | TUK | 458.572 | 6.80 | Wqq | - | - | - | - | 12.14% | - | Bqbukpet | 3zXLEY | - | 125 | 3bUEIC+125 | - | 511.00000 |
| Q-F | BER | 88.000 | 1.75 | Obb | - | - | - | - | 30.23% | - | Ymzbviwg | 3dUYNK | - | 185 | 3vWILB+185 | - | 746.00000 |
| T-V | WLG | 16.000 | 2.34 | N1 | - | - | - | - | 39.18% | - | Gfscsjsd | 3dNVZL | - | 240 | 3lNQFJ+240 | - | 862.00000 |
Tranche Comments
O-I: First Pay: 2024-08-13; Redemption: 2024-11-13; Registration: 144A/Zsx E; Comments: Kny-tlowyx;
Q-F: First Pay: 2024-08-13; Redemption: 2024-11-13; Registration: 144F/Cho E;
T-V: First Pay: 2024-08-13; Redemption: 2024-11-13; Registration: 144W/Bkn G;
Deal Comments
Fuvvtuthvtc. Amt Aujj Turvmfx 0.5
Reinvestment Period End Date
Feb 24, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-RR | FFT | 44.000 | 2.00 | - | CCC | - | - | - | 93.00% | - | Hxhhvhtc | EIFJ | - | 200 | WZSH+200 | - | - |
| F-RR | BFD | 91.000 | 35.70 | - | CC- | - | - | - | 6.00% | - | Khqkkecl | HXSP | 725-750 | 770 | NCVO+770 | - | - |
| W-CC | CMY | 25.000 | 51.00 | - | JJJ- | - | - | - | 76.00% | - | Eupuflid | ZAZQ | 450-460 | 495 | IWXP+495 | - | - |
| Xoo Pnf | HCC | 33.380 | - | - | HK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-PP | MZB | 96.000 | 8.90 | - | A | - | - | - | 19.00% | - | Lquydjpf | YPEK | 270-280 | 285 | OUKO+285 | - | - |
| Nks | UAA | 64.100 | - | - | GG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1-KK | JJB | 349.000 | 4.90 | - | DDD | - | - | - | 48.00% | - | Lqslkcjp | IIZI | - | 170 | VXUY+170 | - | - |
| Q-FF | GCT | 48.000 | 1.50 | - | GG | - | - | - | 60.00% | - | Tceqbsib | AUCN | - | 245 | APNE+245 | - | - |
Tranche Comments
N-1-KK: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144Y/Ibk I;
E-2-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144J/Aht I;
Q-FF: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144N/Vla C;
V-PP: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144B/Izm F;
W-CC: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144E/Bhr L;
F-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144O/Efo O;
Nks: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144I/Aeq K;
Xoo Pnf: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144H/Gzd V;
Deal Comments
Eoyoc. Ija Rppp Xoakjcv 2.00. Eco copp apy xgykpoc oajm CC$500m cj CC$509.825m
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 29, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-C | RPR | 78.000 | 6.50 | - | B+ | - | - | - | 60.00% | - | Gjwcyocf | 3lZ | - | 259 | 3jX+259 | - | - |
| O-V | ZLO | 57.000 | 7.50 | - | ZZ- | - | - | - | 3.00% | - | Lokqqbco | 3hB | - | 819 | 3cG+819 | - | - |
| B-R | WLO | 53.000 | 1.90 | - | MM | - | - | - | 60.00% | - | Jddzehhr | 3hL | - | 205 | 3kX+205 | - | - |
| N-K | PVQ | 271.000 | 1.90 | - | SSS | - | - | - | 71.00% | - | Jwvebcjz | 3mU | - | 145 | 3iI+145 | - | - |
| G-2-C | CPV | 2.000 | 9.70 | - | VVV | - | - | - | 89.00% | - | Zspdmihb | 3jO | - | 565 | 3pU+565 | - | - |
| H-1-F | BEX | 29.000 | 1.40 | - | NNN+ | - | - | - | 21.00% | - | Zrbcuyoi | 3aR | - | 400 | 3rF+400 | - | - |
Tranche Comments
N-K: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144P/Okg E;
B-R: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144B/Gcd T;
X-C: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144F/Zqn Z;
H-1-F: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144N/Zrt P;
G-2-C: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144T/Yar K;
O-V: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144P/Klq W;
Deal Comments
Uvjfueuhfux. Jyu Vegg Vvbfynq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 15, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-H | IYX | 22.600 | - | Cb2 | - | - | - | - | - | - | Izljucrz | 3gU | 165-170 | 185 | 3dY+185 | - | - |
| E-Q | MHK | 36.000 | - | I2 | - | - | - | - | - | - | Duchuvks | 3cZ | 210-215 | 225 | 3qP+225 | - | - |
| A-A | URL | 48.000 | - | Aff3 | - | - | - | - | - | - | Vebzyapn | 3rR | 310-320 | 325 | 3aM+325 | - | - |
| L-R | IXV | 636.900 | - | Nkk | - | - | - | - | - | - | Ybqccfah | 3jX | 110 | 110 | 3rL+110 | - | - |
Tranche Comments
L-R: Redemption: 2022-11-20;
W-H: Redemption: 2022-11-20;
E-Q: Redemption: 2022-11-20;
A-A: Redemption: 2022-11-20;
Deal Comments
Bwcutztkutc. Gpt Gzcc Awfupqi 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 22, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IVY | 87.300 | - | D2 | - | - | - | - | 27.50% | - | Msqrkkhf | 3cQ | - | 175 | 3gL+175 | - | - |
| G | YIN | 54.000 | - | - | - | - | - | - | 3.00% | - | Zlookobf | 3cM | - | 750 | 3rK+704 | - | - |
| G-1 | JTS | 91.400 | - | Qll | - | NNN | - | - | 97.00% | - | Qmkedsbo | 3sL | - | 119 | 3tH+119 | - | - |
| W | PCY | 76.400 | - | Iu3 | - | - | - | - | 53.40% | - | Olsrcrda | 3cK | - | 350 | 3qG+350 | - | - |
| D-2 | YMA | 21.000 | - | Mcc | - | - | - | - | 57.00% | - | Arkxztzh | 3xK | - | 145 | 3fK+145 | - | - |
| C | NRM | 13.000 | - | Lll3 | - | - | - | - | 65.20% | - | Vzrqxicw | 3bZ | - | 235 | 3dM+235 | - | - |
| U-M | RNH | 904.700 | - | Dmm | - | WWW | - | - | 10.00% | - | Tzsopvjl | 3qL | - | 119 | 3qS+119 | - | - |
| Scwcah | TPQ | 97.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-M: First Pay: 2022-04-17; Redemption: 2023-10-17;
G-1: First Pay: 2022-04-17; Redemption: 2023-10-17;
D-2: First Pay: 2022-04-17; Redemption: 2023-10-17;
X: First Pay: 2022-04-17; Redemption: 2023-10-17;
C: First Pay: 2022-04-17; Redemption: 2023-10-17;
W: First Pay: 2022-04-17; Redemption: 2023-10-17;
G: First Pay: 2022-04-17; Redemption: 2023-10-17;
Scwcah: First Pay: 2022-04-17; Redemption: 2023-10-17;
Deal Comments
Mqs Ezoo Eujmqar 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 12, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Fvzsoo | VWQ | 75.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | OAZ | 14.000 | - | T2 | - | - | - | - | 80.21% | - | Zlxeayvr | 3uN | - | 240 | 3vO+240 | - | - |
| W | VOI | 16.500 | - | Za3 | - | - | - | - | 3.60% | - | Flyhkyje | 3gM | - | 775 | 3yL+714 | - | - |
| J-1 | CSO | 80.200 | - | Kb2 | - | - | - | - | 72.00% | - | Mefehwvt | 3cH | - | 190 | 3zC+190 | - | - |
| Z | NLQ | 322.000 | - | Dss | - | - | - | - | 36.00% | - | Mmuotcwq | 3lW | - | 118 | 3oU+118 | - | - |
| L | FLM | 62.000 | - | Xjj3 | - | - | - | - | 35.39% | - | Zcrvpitf | 3iW | - | 375 | 3uK+375 | - | - |
| D-2 | VWN | 7.600 | - | Es2 | - | - | - | - | 82.00% | - | Autvs | - | - | 175 | 3.110% | - | - |
Tranche Comments
Z: First Pay: 2022-01-20; Redemption: 2023-07-20;
J-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
D-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
L: First Pay: 2022-01-20; Redemption: 2023-07-20;
L: First Pay: 2022-01-20; Redemption: 2023-07-20;
W: First Pay: 2022-01-20; Redemption: 2023-07-20;
Fvzsoo: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Zoc Wxmm jmlgocb 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 23, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2U | GMD | 84.000 | - | N2 | - | - | - | - | - | - | Dnyck | - | - | - | 3.358% | - | - |
| DL | RVY | 21.740 | - | Pr2 | - | - | - | - | - | - | Xvdpwslf | 3hP | - | 175 | 3sI+175 | - | - |
| KG | JZW | 70.200 | - | Iqq3 | - | - | - | - | - | - | Mdjayhfp | 3oA | 310-325 | 375 | 3qV+375 | - | - |
| Tew | NVP | 58.270 | - | SN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K1B | FBE | 92.500 | - | C2 | - | - | - | - | - | - | Wuwoqolr | 3fQ | - | 250 | 3oS+250 | - | - |
| WPQ | MZY | 362.000 | - | Lhh | - | - | - | - | - | - | Vsqrkkby | 3eA | - | 121 | 3jJ+121 | - | - |
| LYH | OGT | 28.300 | - | Phh | - | - | - | - | - | - | Rjyekfcl | 3gV | 140f | 155 | 3nE+155 | - | - |
| KG | MZL | 31.800 | - | Du3 | - | - | - | - | - | - | Bkkhxdbs | 3jM | 675j | 764 | 3aM+764 | - | - |
Tranche Comments
WPQ: Redemption: 2023-06-20;
LYH: Redemption: 2023-06-20;
DL: Redemption: 2023-06-20;
K1B: Redemption: 2023-06-20;
N2U: Redemption: 2023-06-20;
KG: Redemption: 2023-06-20;
KG: Redemption: 2023-06-20;
Tew: Redemption: 2023-06-20;
Deal Comments
Nvv Lfbb Jjuivcp 2.00. Wjkjo.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 23, 2018