| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EEX | 93.000 | 2.80 | - | P | - | - | - | 63.00% | - | Zexmkoqf | QCUD | - | 210 | DHTH+210 | - | - |
| A-1 | LWV | 622.400 | 1.50 | - | GGG | - | - | - | 46.60% | - | Jkawqika | BLFD | - | 135 | MWKL+135 | - | - |
| F | KLR | 46.000 | 54.80 | - | ZZ- | - | - | - | 1.00% | - | Vfpszltm | NIHB | - | 575 | XJHU+575 | - | - |
| Cku | TMM | 99.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | NQL | 91.900 | 5.50 | - | RRR | - | - | - | 41.00% | - | Dskdccap | MUOX | - | 160 | JVBA+160 | - | - |
| B | AKO | 92.000 | 2.90 | - | XX | - | - | - | 94.00% | - | Iscjyscu | DTDH | - | 180 | TWWK+180 | - | - |
| Q-1 | BAU | 54.000 | 2.40 | - | GGG- | - | - | - | 67.00% | - | Upjcllxg | VDNA | - | 310 | VYNJ+310 | - | - |
| H-2 | HKE | 4.000 | 75.90 | - | NNN- | - | - | - | 54.00% | - | Pqcarixs | WZLJ | - | 420 | BHUB+420 | - | - |
Tranche Comments
A-1: Redemption: 2027-07-20; Registration: 144K/Chv X;
F-2: Redemption: 2027-07-20; Registration: 144K/Ynd F;
B: Redemption: 2027-07-20; Registration: 144G/Zmn L;
P: Redemption: 2027-07-20; Registration: 144F/Lot Q;
Q-1: Redemption: 2027-07-20; Registration: 144F/Vcp P;
H-2: Redemption: 2027-07-20; Registration: 144F/Cua R;
F: Redemption: 2027-07-20; Registration: 144H/Urt Q;
Cku: Redemption: 2027-07-20; Registration: 144G/Uob N;
Deal Comments
Acj Yuqq Hfyvcrb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 11, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EW | PZS | 47.000 | - | HC | I | - | - | - | 71.40% | - | Xybmjtcf | 3cXJLL | 215-225 | 220 | YCPD+220 | - | - |
| D1E | GGQ | 167.000 | - | Cff | HHH | - | - | - | 48.23% | - | Tdcyqfzk | 3fYGUY | - | 145 | TWMQ+145 | - | - |
| K2A | CEC | 22.000 | - | MY | RRR | - | - | - | 84.80% | - | Oaymhiat | 3tZOPL | 165t | 170 | LKIS+170 | - | - |
| TC | XLK | 95.000 | - | AD | PP- | - | - | - | 2.84% | - | Fsmquqsx | 3hTAVN | 650-675 | 640 | NGYA+640 | - | - |
| FX | AEI | 75.000 | - | VD | PP | - | - | - | 24.62% | - | Dzeadkhj | 3oTAWX | 185-195 | 185 | UBUV+185 | - | - |
| JJ | TGJ | 18.000 | - | OE | YYY- | - | - | - | 33.44% | - | Myjoxtcf | 3jBXAQ | 325-340 | 340 | HHNB+340 | - | - |
| Egr | PXT | 34.701 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1E: Redemption: 2027-07-20; Registration: 144W/Ect V;
K2A: Redemption: 2027-07-20; Registration: 144P/Puh E;
FX: Redemption: 2027-07-20; Registration: 144L/Myw Q;
EW: Redemption: 2027-07-20; Registration: 144H/Kvo K;
JJ: Redemption: 2027-07-20; Registration: 144P/Jsh G;
TC: Redemption: 2027-07-20; Registration: 144P/Ftb F;
Egr: Redemption: 2027-07-20; Registration: 144G/Dkk N;
Deal Comments
Bqlqb. Bvh-Uxgg Iqkrvlj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 21, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-T | UAH | 53.000 | 41.20 | - | - | R- | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| L-M | RAG | 67.000 | 6.31 | - | - | Q | - | - | 96.00% | - | Xxsbbqhl | ZSTR | - | 200 | WYEW+200 | - | 134.00000 |
| S-T-1 | AGO | 42.700 | 9.35 | - | - | CCC | - | - | 14.00% | - | Bwpxreoh | SMHV | - | 290 | DUMK+290 | - | 787.00000 |
| O-E-2 | XOM | 46.300 | 1.90 | - | - | DDD- | - | - | 76.20% | - | Ibwkdajk | CYCJ | - | 414 | HPDU+414 | - | 420.00000 |
| T-W | PMF | 37.000 | 1.96 | - | - | AA- | - | - | 3.00% | - | Ozdjjzzu | YWCX | - | 525 | WKPD+510 | - | 10.00000 |
| E-D-2 | IVX | 53.000 | 5.32 | - | - | QQQ | - | - | 84.00% | - | Tebujzhf | ALJO | - | 150 | MZCT+150 | - | 965.00000 |
| T-Z | CVZ | 15.000 | 3.88 | - | - | II | - | - | 51.00% | - | Sfbhfvey | SEQH | - | 170 | VITF+170 | - | 594.00000 |
| X-S-1 | UOD | 269.000 | 2.99 | Ctt | - | - | - | - | 27.00% | - | Gcdxacyc | HDMH | - | 125 | GMBT+125 | - | 987.00000 |
| Feroji | KXL | 67.140 | - | CZ | - | EM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-S-1: Redemption: 2027-04-15; Registration: 144A/Zad Y;
E-D-2: Redemption: 2027-04-15; Registration: 144U/Uta O;
T-Z: Redemption: 2027-04-15; Registration: 144N/Frw J;
L-M: Redemption: 2027-04-15; Registration: 144E/Qqv I;
S-T-1: Redemption: 2027-04-15; Registration: 144Q/Blg L;
O-E-2: Redemption: 2027-04-15; Registration: 144W/Zxb Y;
T-W: Redemption: 2027-04-15; Registration: 144K/Hbd N;
Y-T: Redemption: 2027-04-15; Registration: 144J/Uud T;
Feroji: Redemption: 2027-04-15; Registration: 144V/Lvk Y;
Deal Comments
Oftfz. Vfj Dtyy Wfbmftr 2.05
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Nov 17, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1g-P | PQE | 812.400 | 5.60 | - | - | DDD | - | - | 40.00% | - | Juucmimx | PZWX | - | 115 | IWLB+115 | - | - |
| I-1w-T | HLN | 96.000 | 4.20 | - | - | III | - | - | 34.00% | - | Nejsqatv | NYIU | - | 140 | KGDV+140 | - | - |
| D-J | KIA | 32.400 | 6.90 | - | - | I | - | - | 81.00% | - | Wvyhzmrt | XCQA | - | 180 | GXKU+180 | - | - |
| F-2S | ZTO | 4.670 | 77.10 | - | - | BBB- | - | - | 88.00% | - | Dqwsblfg | QPLS | - | 355 | LDFK+ 355 | - | - |
| Zoo Ycq | ZSY | 29.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Fvw | FEU | 31.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2Y | TUL | 78.200 | 6.50 | - | - | VV | - | - | 25.00% | - | Pcmolzan | JAZQ | - | 150 | LUHN+150 | - | - |
| J-I | XML | 20.720 | 26.50 | - | - | FF- | - | - | 2.00% | - | Wymfcpcm | QQLK | - | 475 | JPCM+475 | - | - |
| S-1B | BTC | 98.300 | 8.10 | - | - | XXX- | - | - | 25.00% | - | Ampxjemp | GBJI | - | 270 | JPGI+270 | - | - |
| F-Y | TPW | 5.611 | 82.20 | - | - | O- | - | - | 5.60% | - | Huwbmhei | GVNH | - | 760 | MEZD+760 | - | - |
Tranche Comments
Q-1g-P: Redemption: 2027-04-20; Registration: 144Z/Nbq V;
I-1w-T: Redemption: 2027-04-20; Registration: 144I/Imx O;
G-2Y: Redemption: 2027-04-20; Registration: 144N/Upr Q;
D-J: Redemption: 2027-04-20; Registration: 144U/Pjc C;
S-1B: Redemption: 2027-04-20; Registration: 144F/Kxh B;
F-2S: Redemption: 2027-04-20; Registration: 144A/Dkn N;
J-I: Redemption: 2027-04-20; Registration: 144N/Ttf B;
F-Y: Redemption: 2027-04-20; Registration: 144M/Cov V;
Fvw: Redemption: 2027-04-20; Registration: 144J/Bje H;
Zoo Ycq: Redemption: 2027-04-20; Registration: 144N/Ghp P;
Deal Comments
Uquqv. Hte Mmff Xqwetyc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 16, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | RIC | 646.000 | 8.20 | - | TTT | - | - | - | 95.00% | - | Sfqcfqon | LXGB | - | 116 | BQYC+116 | - | - |
| W-1 | LGS | 39.000 | 6.60 | - | YYY- | - | - | - | 42.00% | - | Fyfxfenz | VETC | 240-250 | 245 | JZUK+245 | - | - |
| R | JWH | 74.000 | 5.00 | - | R | - | - | - | 47.00% | - | Eslbdpdl | SAKE | 165-170 | 170 | SQOQ+170 | - | - |
| S-2 | BCV | 7.000 | 6.10 | - | EEE- | - | - | - | 36.00% | - | Dddjqwre | SCYB | 355 | 355 | PDJH+355 | - | - |
| C-2 | XYU | 1.300 | 6.40 | - | MMM | - | - | - | 96.40% | - | Cmruaept | ZIOJ | 140 | 140 | NKTK+140 | - | - |
| D | MVR | 12.900 | 4.70 | - | XX | - | - | - | 55.00% | - | Fujprzlz | YGTO | 145-150 | 145 | HKXT+145 | - | - |
| U | UTS | 75.000 | 77.00 | - | JJ- | - | - | - | 2.00% | - | Szzsxuaq | LNOJ | 460-470 | 450 | JWWR+450 | - | - |
| Yix | GTR | 17.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144D/Rol G;
C-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144E/Pnk V;
D: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144V/Lnj V;
R: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144H/Dsd U;
W-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144Y/Wtn V;
S-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144A/Ahd L;
U: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144W/Bmb M;
Yix: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144B/Tmx Q;
Deal Comments
Ovb-Vwww Vucmvxh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 6, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MC5 | OSU | 39.500 | - | Rdd3 | - | - | - | - | 51.90% | - | Wzcbqxpl | JQPD | 265-275 | 275 | XXVZ+275 | - | - |
| MB5 | IYF | 57.800 | - | Q2 | - | - | - | - | 52.20% | - | Guhokbva | JZJP | - | 190 | QOPW+190 | - | - |
| D1Z5 | WWG | 32.000 | - | Emm | - | - | - | - | 62.80% | - | Okyqpqhm | LVGU | 135-140 | 135 | CQXB+135 | - | - |
| Y2V5 | VOW | 18.000 | - | Be2 | - | - | - | - | 69.00% | - | Ibxfwfly | NBJG | 150-155 | 160 | XXQV+160 | - | - |
| Y1Y5 | OQS | 641.000 | - | Qqq | - | - | - | - | 34.00% | - | Vbjddzai | CEZZ | 105 | 105 | KQUT+105 | - | - |
Tranche Comments
Y1Y5: Redemption: 2025-10-21; Registration: 144Y/Rkp E;
D1Z5: Redemption: 2025-10-21; Registration: 144K/Nac U;
Y2V5: Redemption: 2025-10-21; Registration: 144A/Kew O;
MB5: Redemption: 2025-10-21; Registration: 144G/Ckb P;
MC5: Redemption: 2025-10-21; Registration: 144J/Lkq L;
Deal Comments
Zvjqnvz Dtknmvmznmj. Hnm Cvzz Ztjnnea 0.75
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Jan 1, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1-Y | ZGJ | 74.000 | 1.30 | - | III- | - | - | - | 49.53% | - | Mncdcwfn | MYKT | 260-265 | 265 | IAXB+265 | - | - |
| A-2-C | AXJ | 5.000 | 7.70 | - | ZZZ- | - | - | - | 68.17% | - | Hkzlvzwq | XBQO | 370-375 | 375 | PNWL+375 | - | - |
| E-V | UBF | 28.000 | 2.10 | - | HH | - | - | - | 98.56% | - | Jxpmbjsp | SIZZ | 160 | 160 | BSVV+160 | - | - |
| E-C | WLQ | 19.000 | 2.70 | - | W | - | - | - | 88.47% | - | Vvlqkklr | XPWF | 170-175 | 175 | NVXI+175 | - | - |
| T-L | LOS | 795.000 | 3.50 | - | MMM | - | - | - | 62.40% | - | Eqzljomt | ULTQ | - | 125 | IJCE+125 | - | - |
| T-Y | LWW | 28.000 | 3.90 | - | GG- | - | - | - | 4.99% | - | Cwwzekyi | TCIM | 490 | 490 | USKO+490 | - | - |
Tranche Comments
T-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Btk Q;
E-V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Kpg J;
E-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Bpy R;
S-1-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Hqv H;
A-2-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Qso N;
T-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Qrr G;
Deal Comments
Mptph. Zeo Qbnn Hpfteqz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 16, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | JCO | 14.000 | - | NI | ZZZ | - | - | - | 16.00% | - | Fdrkcocg | VAGX | 150n | 150 | XPXO+150 | - | - |
| M1 | MVV | 43.000 | - | AH | NNN- | - | - | - | 93.00% | - | Kzueyrxo | MWZP | 280-285 | 265 | CTVE+265 | - | - |
| J | UEM | 11.000 | - | TV | SS | - | - | - | 89.00% | - | Sbwljluc | CISL | 160-165 | 165 | EPWX+165 | - | - |
| Iek | WEO | 49.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1 | NJB | 174.000 | - | Jjj | XXX | - | - | - | 56.00% | - | Vrkarrpu | HAZN | - | 131 | JUJE+131 | - | - |
| D | KBD | 68.000 | - | DR | MM- | - | - | - | 6.00% | - | Apkuuidn | WWNM | 500-515 | 500 | EOJU+500 | - | - |
| W | YJD | 72.000 | - | JU | E | - | - | - | 31.00% | - | Nytupyvt | LKSN | 180-190 | 175 | SSSD+175 | - | - |
| Z2 | IGJ | 2.000 | - | LC | HHH- | - | - | - | 42.00% | - | Lcuuefty | WQAU | 390-400 | 390 | WMGS+390 | - | - |
Tranche Comments
I1: Redemption: 2027-01-15; Registration: 144H/Gyh B; Comments: Mot-tiqltm;
K2: Redemption: 2027-01-15; Registration: 144W/Rid E;
J: Redemption: 2027-01-15; Registration: 144Y/Gtf H;
W: Redemption: 2027-01-15; Registration: 144U/Yle A;
M1: Redemption: 2027-01-15; Registration: 144V/Nrq V;
Z2: Redemption: 2027-01-15; Registration: 144F/Dpl B;
D: Redemption: 2027-01-15; Registration: 144W/Vdm G;
Iek: Redemption: 2027-01-15; Registration: 144E/Ike A;
Deal Comments
Ocf Tpbb Cabmctv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 8, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MI | YSV | 89.000 | - | HT | - | TT | - | - | 97.95% | - | Kdfrperq | SGVH | 165f | 170 | QCOZ+170 | - | - |
| DW | YLZ | 93.000 | - | GQ | - | O | - | - | 13.23% | - | Mruyeypf | JVUX | 185-190 | 190 | BXXB+190 | - | - |
| D2X | XHZ | 17.000 | - | JU | - | CCC | - | - | 86.86% | - | Qylzjvfe | NLMJ | 155c | 158 | MMYR+158 | - | - |
| F2P | JJX | 4.000 | - | DP | - | ZZZ- | - | - | 54.89% | - | Xdrvovad | UTWO | 400-410 | 410 | UZIQ+410 | - | - |
| IW | GKX | 39.000 | - | YZ | - | MM- | - | - | 5.10% | - | Zcbbbiky | QKXT | 525-535 | 550 | IXWM+550 | - | - |
| Bxn | BZS | 43.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1G | PXH | 164.000 | - | Xee | - | BM | - | - | 70.93% | - | Muxqdczs | DKSE | 135 | 135 | XKQS+135 | - | - |
| Z1K | YIW | 79.000 | - | UE | - | DDD- | - | - | 35.19% | - | Tdhlsazr | NWQQ | 285-290 | 290 | UIOG+290 | - | - |
Tranche Comments
N1G: Redemption: 2026-10-20; Registration: 144L/Gxf H;
D2X: Redemption: 2026-10-20; Registration: 144Z/Vqg H;
MI: Redemption: 2026-10-20; Registration: 144W/Kjf Y;
DW: Redemption: 2026-10-20; Registration: 144E/Kri O;
Z1K: Redemption: 2026-10-20; Registration: 144V/Kyb J;
F2P: Redemption: 2026-10-20; Registration: 144T/Wcx D;
IW: Redemption: 2026-10-20; Registration: 144L/Ruw S;
Bxn: Redemption: 2026-10-20; Registration: 144I/Qyq U;
Deal Comments
Mpkpc. Vzs Qwxx Eppizco 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 27, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-T | VWC | 59.000 | 3.20 | - | X | - | - | - | 98.19% | - | Qqrruwus | LPIF | 190-195 | 185 | WSTF+185 | - | - |
| Q-T | UHL | 73.000 | 3.70 | - | SS- | - | - | - | 1.86% | - | Aqjckazz | XJMT | 550-575 | 550 | CBLN+550 | - | - |
| W-1-C | GNX | 259.000 | 2.20 | - | SSS | - | - | - | 40.93% | - | Tzjzfkoe | PNHF | - | 136 | EZSB+136 | - | - |
| P-1-Z | LXF | 863.000 | 1.10 | - | KKK | - | - | - | 81.44% | - | Gebfbyiy | KNPV | - | 136 | ZXVR+136 | - | - |
| B-2-E | FIM | 6.000 | 8.30 | - | LLL- | - | - | - | 18.52% | - | Cccmcmwc | PPWY | 415 | 415 | DXAO+415 | - | - |
| M-2-S | CVB | 1.800 | 9.00 | - | PPP | - | - | - | 72.48% | - | Ewcscehi | BBKM | 150-155 | 160 | ZAID+160 | - | - |
| W-1-F | YCA | 30.000 | 4.40 | - | MMM- | - | - | - | 45.77% | - | Xqwhmvar | IAAE | 290-295 | 295 | WGIT+295 | - | - |
| Z-A | OXK | 95.600 | 9.70 | - | XX | - | - | - | 85.61% | - | Wcrmdrkk | XGYS | 165-170 | 170 | YQZS+170 | - | - |
Tranche Comments
W-1-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Jau T;
P-1-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Nnk O;
M-2-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Jim V;
Z-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Zna V;
S-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Zyt T;
W-1-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Xwr A;
B-2-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Dwk S;
Q-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Rys E;
Deal Comments
Bxoxj. Wbk Dtee Dxoebjm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 16, 2005