| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1B | EXV | 424.000 | 9.20 | Grr | WWW | - | - | - | 32.77% | - | Zqvskbrp | 3mLZHR | - | - | - | - | - |
| MI | LPU | 56.000 | 1.10 | FW | BB | - | - | - | 14.84% | - | Fymqbyrj | 3cSZHN | 185-195 | - | - | - | - |
| Wgz | EAB | 38.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J2H | FYM | 67.000 | 9.00 | YI | MMM | - | - | - | 44.30% | - | Jspupkbj | 3kTZTO | 165p | - | - | - | - |
| TF | GMN | 79.000 | 93.00 | YS | MM- | - | - | - | 3.34% | - | Omkhxahm | 3sPEND | 650-675 | - | - | - | - |
| OB | FED | 22.000 | 8.40 | YQ | E | - | - | - | 79.30% | - | Hrwvhacr | 3nVLPV | 215-225 | - | - | - | - |
| LH | XST | 24.000 | 8.90 | LW | HHH- | - | - | - | 96.73% | - | Hahucabg | 3jGWJE | 325-340 | - | - | - | - |
Tranche Comments
K1B: Registration: 144X/Vwd U;
J2H: Registration: 144K/Qzg S;
MI: Registration: 144M/Mjn T;
OB: Registration: 144I/Aai B;
LH: Registration: 144J/Auk D;
TF: Registration: 144K/Wam C;
Wgz: Registration: 144W/Vid O;
Deal Comments
Vgygf. Raj-Qpnn Sgwbaav 2.00
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-G-2 | XZO | 97.000 | 6.31 | - | - | CCC | - | - | 27.00% | - | Qrpqzxxy | YNDD | - | 150 | VQGF+150 | - | 878.00000 |
| A-C-1 | TCD | 54.300 | 1.56 | - | - | LLL | - | - | 59.00% | - | Emuqmkdf | VQDA | - | 290 | MUDK+290 | - | 442.00000 |
| Z-P | NVR | 44.000 | 36.10 | - | - | D- | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| V-B-1 | TWO | 412.000 | 5.93 | Soo | - | - | - | - | 50.00% | - | Wbvvcohw | QMYV | - | 125 | CUUR+125 | - | 356.00000 |
| J-H | CTA | 72.000 | 8.97 | - | - | PP- | - | - | 5.00% | - | Yxcwwpfh | JGWW | - | 525 | IYHZ+510 | - | 58.00000 |
| C-Y | KVT | 18.000 | 4.95 | - | - | Z | - | - | 19.00% | - | Opdzbpfl | LKTH | - | 200 | TDMX+200 | - | 165.00000 |
| Pzdupj | FRU | 41.710 | - | JX | - | QZ | - | - | - | - | - | - | - | - | - | - | Retained |
| O-L-2 | NYD | 90.400 | 5.63 | - | - | UUU- | - | - | 52.50% | - | Ujsqmcsi | LQEB | - | 414 | DPHZ+414 | - | 499.00000 |
| H-A | PZK | 62.000 | 6.21 | - | - | PP | - | - | 61.00% | - | Kkjaryye | VAGG | - | 170 | VWID+170 | - | 551.00000 |
Tranche Comments
V-B-1: Redemption: 2027-04-15; Registration: 144J/Qbt F;
M-G-2: Redemption: 2027-04-15; Registration: 144A/Pyr Y;
H-A: Redemption: 2027-04-15; Registration: 144T/Tog B;
C-Y: Redemption: 2027-04-15; Registration: 144T/Glh M;
A-C-1: Redemption: 2027-04-15; Registration: 144X/Eur V;
O-L-2: Redemption: 2027-04-15; Registration: 144Z/Wjn T;
J-H: Redemption: 2027-04-15; Registration: 144D/Bzj J;
Z-P: Redemption: 2027-04-15; Registration: 144Z/Rki Q;
Pzdupj: Redemption: 2027-04-15; Registration: 144A/Fjv A;
Deal Comments
Qfxfc. Vsk Ovxx Hfxosvj 2.05
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Aug 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1o-T | ZYO | 946.700 | 8.80 | - | - | TTT | - | - | 87.00% | - | Ckjfzzfb | WIHP | - | 115 | IOGM+115 | - | - |
| S-1t-X | ZBS | 56.000 | 9.30 | - | - | DDD | - | - | 33.00% | - | Tvdjeoya | MQCG | - | 140 | IMBQ+140 | - | - |
| Uss Ejr | FKC | 82.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2E | NNE | 70.900 | 1.50 | - | - | WW | - | - | 74.00% | - | Tfebrkdp | VAXO | - | 150 | LCEU+150 | - | - |
| A-Y | OGC | 8.350 | 29.60 | - | - | Z- | - | - | 9.10% | - | Vpfylmmb | TDEJ | - | 760 | XCNY+760 | - | - |
| U-1T | JEB | 55.100 | 1.70 | - | - | WWW- | - | - | 68.00% | - | Sccdyara | DUQN | - | 270 | ZNYU+270 | - | - |
| G-2T | PBX | 5.960 | 12.50 | - | - | QQQ- | - | - | 95.00% | - | Rkfemfos | DCZX | - | 355 | IXMU+ 355 | - | - |
| Ksn | RRK | 28.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-F | PEJ | 70.200 | 8.70 | - | - | E | - | - | 26.00% | - | Zkdfplme | WYQH | - | 180 | NNVG+180 | - | - |
| F-P | MEN | 80.340 | 78.90 | - | - | PP- | - | - | 6.00% | - | Crovavln | CBUD | - | 475 | SXUH+475 | - | - |
Tranche Comments
H-1o-T: Redemption: 2027-04-20; Registration: 144Q/Waf U;
S-1t-X: Redemption: 2027-04-20; Registration: 144K/Fvd T;
H-2E: Redemption: 2027-04-20; Registration: 144D/Vuc G;
Q-F: Redemption: 2027-04-20; Registration: 144P/Ayp J;
U-1T: Redemption: 2027-04-20; Registration: 144F/Jii M;
G-2T: Redemption: 2027-04-20; Registration: 144J/Rxx X;
F-P: Redemption: 2027-04-20; Registration: 144O/Qwa I;
A-Y: Redemption: 2027-04-20; Registration: 144Y/Vbr V;
Ksn: Redemption: 2027-04-20; Registration: 144J/Qsx J;
Uss Ejr: Redemption: 2027-04-20; Registration: 144C/Owk F;
Deal Comments
Xegew. Veb Ffww Ievmezy 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 17, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UIU | 41.000 | 7.00 | - | Y | - | - | - | 51.00% | - | Bplfesig | DJKY | 165-170 | 170 | NNLY+170 | - | - |
| I-1 | QHJ | 87.000 | 1.40 | - | UUU- | - | - | - | 71.00% | - | Jhuvhmci | WLNQ | 240-250 | 245 | UOJW+245 | - | - |
| Unx | CEG | 58.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | UTW | 370.000 | 9.40 | - | WWW | - | - | - | 27.00% | - | Lxjzfpsc | YXEZ | - | 116 | YCUZ+116 | - | - |
| I-2 | XQM | 3.300 | 6.20 | - | EEE | - | - | - | 99.70% | - | Cjxhqcxx | AUKX | 140 | 140 | CIZF+140 | - | - |
| Y-2 | UYE | 7.000 | 4.30 | - | XXX- | - | - | - | 76.00% | - | Jzepwbnh | DQEZ | 355 | 355 | CIZX+355 | - | - |
| Q | GKC | 40.000 | 33.00 | - | DD- | - | - | - | 8.00% | - | Mvkldiyy | DVPC | 460-470 | 450 | IIPU+450 | - | - |
| T | YML | 90.200 | 9.10 | - | TT | - | - | - | 35.00% | - | Vyclpxzb | ZOCK | 145-150 | 145 | HWYZ+145 | - | - |
Tranche Comments
I-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144L/Dib V;
I-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144U/Pje A;
T: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144A/Rin J;
L: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144N/Epa F;
I-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144F/Qfe N;
Y-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144F/Lvf E;
Q: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144Z/Til G;
Unx: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144C/Nlp J;
Deal Comments
Emo-Xkoo Nwyvmtn 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 14, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MH5 | JWE | 89.500 | - | C2 | - | - | - | - | 17.90% | - | Opfkdbbb | WMGF | - | 190 | GZTG+190 | - | - |
| T1T5 | MJE | 811.000 | - | Jgg | - | - | - | - | 43.00% | - | Rrfykyxd | QUBI | 105 | 105 | KXQW+105 | - | - |
| K2X5 | ANO | 51.000 | - | Qv2 | - | - | - | - | 66.00% | - | Fbwwsokl | WPNJ | 150-155 | 160 | HBUS+160 | - | - |
| J1Y5 | QRG | 53.000 | - | Kll | - | - | - | - | 98.80% | - | Psehzkbn | VEAG | 135-140 | 135 | WEJI+135 | - | - |
| AA5 | BBR | 87.800 | - | Zaa3 | - | - | - | - | 79.10% | - | Jzdlxuox | CVPW | 265-275 | 275 | JZYZ+275 | - | - |
Tranche Comments
T1T5: Redemption: 2025-10-21; Registration: 144D/Wyl V;
J1Y5: Redemption: 2025-10-21; Registration: 144M/Whx P;
K2X5: Redemption: 2025-10-21; Registration: 144M/Bet I;
MH5: Redemption: 2025-10-21; Registration: 144Y/Dyf H;
AA5: Redemption: 2025-10-21; Registration: 144F/Prq J;
Deal Comments
Wyjvhyb Heqhpypwhpb. Ixp Wybb Wejhxor 0.75
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Dec 23, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-N | YUR | 897.000 | 7.30 | - | SSS | - | - | - | 18.30% | - | Cdzqyuor | PUCZ | - | 125 | QZQP+125 | - | - |
| X-M | TGW | 73.000 | 3.30 | - | L | - | - | - | 12.46% | - | Prcurhjs | DYXJ | 170-175 | 175 | YDPK+175 | - | - |
| W-N | KOH | 78.000 | 3.40 | - | WW- | - | - | - | 8.59% | - | Zyxrdnwn | XZUE | 490 | 490 | XXLD+490 | - | - |
| D-1-H | CTU | 27.000 | 8.70 | - | AAA- | - | - | - | 89.73% | - | Xwdaorcr | WMDA | 260-265 | 265 | KSFV+265 | - | - |
| M-2-E | IVV | 4.000 | 4.90 | - | XXX- | - | - | - | 41.86% | - | Mpoqlhsw | JCWC | 370-375 | 375 | SSCS+375 | - | - |
| S-N | JHI | 15.000 | 9.90 | - | BB | - | - | - | 18.35% | - | Tbmqucpa | ADJD | 160 | 160 | XJPI+160 | - | - |
Tranche Comments
I-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Ntr E;
S-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Dte L;
X-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Vnh B;
D-1-H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Ybs T;
M-2-E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Inf G;
W-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Puw G;
Deal Comments
Fwzwr. Gfw Mctt Xwevfrh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 19, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | LQC | 224.000 | - | Pnn | TTT | - | - | - | 67.00% | - | Hwqmdmub | PSYR | - | 131 | YGPI+131 | - | - |
| O2 | YXD | 40.000 | - | CO | TTT | - | - | - | 99.00% | - | Gyylqetw | DTSS | 150v | 150 | POBL+150 | - | - |
| F | KZL | 82.000 | - | UN | N | - | - | - | 17.00% | - | Eposyshw | SAOT | 180-190 | 175 | XSBY+175 | - | - |
| N1 | GCJ | 33.000 | - | ZY | JJJ- | - | - | - | 31.00% | - | Nsnkevxn | CPBN | 280-285 | 265 | XABR+265 | - | - |
| L2 | RKL | 8.000 | - | AM | OOO- | - | - | - | 62.00% | - | Tkjbuqhj | JNWN | 390-400 | 390 | TBUL+390 | - | - |
| K | BAU | 93.000 | - | SG | DD- | - | - | - | 9.00% | - | Wevwsaxb | YGXV | 500-515 | 500 | MHFG+500 | - | - |
| Ncl | EXC | 38.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | TTH | 13.000 | - | BO | GG | - | - | - | 10.00% | - | Prqaheyj | NEHC | 160-165 | 165 | YKTD+165 | - | - |
Tranche Comments
Z1: Redemption: 2027-01-15; Registration: 144I/Elg G; Comments: Mrq-muaqqu;
O2: Redemption: 2027-01-15; Registration: 144N/Gyp Y;
V: Redemption: 2027-01-15; Registration: 144A/Muw D;
F: Redemption: 2027-01-15; Registration: 144W/Gas J;
N1: Redemption: 2027-01-15; Registration: 144I/Cks V;
L2: Redemption: 2027-01-15; Registration: 144Y/Udb G;
K: Redemption: 2027-01-15; Registration: 144M/Yca P;
Ncl: Redemption: 2027-01-15; Registration: 144F/Wwr S;
Deal Comments
Xgy Dkyy Vkacgpf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2U | OBX | 86.000 | - | IN | - | NNN | - | - | 52.90% | - | Blcqmhbe | BOCS | 155s | 158 | XDAI+158 | - | - |
| HU | BQG | 52.000 | - | VB | - | XX | - | - | 25.84% | - | Jxzlmoqy | VSNQ | 165h | 170 | GEJO+170 | - | - |
| TY | GPP | 95.000 | - | HB | - | O | - | - | 96.53% | - | Szlqxmew | WKPY | 185-190 | 190 | WZFD+190 | - | - |
| A1G | YPA | 873.000 | - | Yss | - | WR | - | - | 62.38% | - | Dhukzxou | PPKM | 135 | 135 | HOKQ+135 | - | - |
| G1G | RYL | 18.000 | - | AT | - | VVV- | - | - | 31.91% | - | Vokpopvn | EPKD | 285-290 | 290 | IUBI+290 | - | - |
| SG | BWA | 93.000 | - | VQ | - | HH- | - | - | 3.78% | - | Ozyjdljz | TCIH | 525-535 | 550 | ELGY+550 | - | - |
| U2H | YTF | 1.000 | - | BN | - | YYY- | - | - | 44.70% | - | Bciqxhim | ESOV | 400-410 | 410 | SHBN+410 | - | - |
| Yvh | XGB | 57.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1G: Redemption: 2026-10-20; Registration: 144Y/Ljk P;
H2U: Redemption: 2026-10-20; Registration: 144O/Rag L;
HU: Redemption: 2026-10-20; Registration: 144K/Xxi U;
TY: Redemption: 2026-10-20; Registration: 144P/Jjl D;
G1G: Redemption: 2026-10-20; Registration: 144M/Jew F;
U2H: Redemption: 2026-10-20; Registration: 144X/Tbo F;
SG: Redemption: 2026-10-20; Registration: 144T/Het V;
Yvh: Redemption: 2026-10-20; Registration: 144Y/Ehe J;
Deal Comments
Fjsjc. Iwp Ixss Ljoiwrk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 12, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-O | HIM | 6.000 | 8.80 | - | YYY- | - | - | - | 57.99% | - | Gmlxzpeb | CYAQ | 415 | 415 | BHFT+415 | - | - |
| B-1-Q | HRG | 780.000 | 4.50 | - | UUU | - | - | - | 94.47% | - | Pabhwaee | IJZS | - | 136 | BUVS+136 | - | - |
| V-U | FPT | 95.000 | 6.20 | - | AA- | - | - | - | 2.25% | - | Rlrefvju | BHEJ | 550-575 | 550 | CWDE+550 | - | - |
| I-1-A | YKB | 725.000 | 4.30 | - | BBB | - | - | - | 42.34% | - | Heywttyy | GYWY | - | 136 | ZUCO+136 | - | - |
| L-X | LBE | 57.900 | 2.10 | - | EE | - | - | - | 95.97% | - | Lhmjfdwo | DPTC | 165-170 | 170 | DNYP+170 | - | - |
| X-1-O | WSC | 30.000 | 6.40 | - | HHH- | - | - | - | 29.63% | - | Fdxpmasv | NSSB | 290-295 | 295 | CBGO+295 | - | - |
| G-H | FWJ | 16.000 | 7.80 | - | U | - | - | - | 86.75% | - | Bsekcppz | SQMQ | 190-195 | 185 | AMZE+185 | - | - |
| X-2-C | XEP | 5.400 | 2.00 | - | YYY | - | - | - | 16.37% | - | Gkfvhxyg | KNTD | 150-155 | 160 | HUHZ+160 | - | - |
Tranche Comments
B-1-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Ivm T;
I-1-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Gau D;
X-2-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Lxp R;
L-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Bla C;
G-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Vww E;
X-1-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Lng F;
P-2-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Olu Q;
V-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Ceo L;
Deal Comments
Seuee. Gcq Chjj Cezucob 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 4, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Crudjw | KGE | 99.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-U | XQV | 71.000 | 8.70 | - | ZZ- | - | - | - | 2.81% | - | Uqsemccw | HTWL | - | 600 | ZENW+600 | - | - |
| L-2-J | HCG | 8.800 | 8.00 | - | PPP | - | - | - | 38.69% | - | Qeulemua | DTTE | - | 157 | ZTHF+157 | - | - |
| Z-Y | TUU | 10.400 | 1.40 | - | WW | - | - | - | 49.78% | - | Ryjufaet | SNTQ | - | 170 | KLAD+170 | - | - |
| Z-2-K | CEZ | 3.000 | 9.40 | - | QQQ- | - | - | - | 10.66% | - | Pxuarbbi | JUVP | - | 425 | QPYP+425 | - | - |
| V-1-L | JOI | 996.000 | 4.10 | - | JJJ | - | - | - | 60.89% | - | Ujfbtxhy | GSOB | 135 | 135 | TUUD+135 | - | - |
| H-W | GXZ | 46.000 | 3.00 | - | O | - | - | - | 34.54% | - | Knuhlzjn | YMTE | - | 195 | UVNR+195 | - | - |
| Q-1-C | JTY | 50.000 | 6.50 | - | WWW- | - | - | - | 79.72% | - | Kllwlsjz | JLGR | - | 305 | UCBJ+305 | - | - |
Tranche Comments
V-1-L: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144K/Nxi N;
L-2-J: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144B/Oza S;
Z-Y: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144D/Gdh N;
H-W: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144Q/Esg Z;
Q-1-C: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144Q/Vpb R;
Z-2-K: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144O/Nhz H;
H-U: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144U/Tcw U;
Crudjw: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144A/Aom V;
Deal Comments
Lpupf. Iwu Ujoo Lpgmwck 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 5, 2013