| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2-S | ZEU | 50.000 | 6.80 | - | - | LLL | - | - | 54.00% | - | Lvqursaa | UQYK | - | 185 | YVSJ+185 | - | - |
| E-U | JLN | 12.000 | 35.50 | - | - | BB- | - | - | 4.38% | - | Iyqfxcrl | JZZQ | - | 740 | WIAZ+740 | - | - |
| W-R | XSQ | 69.000 | 78.00 | - | - | MMM- | - | - | 16.00% | - | Eylkfaxi | KSAN | - | 400 | SSYS+400 | - | - |
| I-J | HBN | 1.000 | 2.50 | - | - | VVV | - | - | - | - | Qhvsrjvx | ITKL | - | 100 | AWHF+100 | - | - |
| H1-W | XAU | 491.000 | 3.80 | - | - | AAA | - | - | 90.00% | - | Oumrvvlv | WHYN | - | 155 | GDDH+155 | - | - |
| N1T-W | JZK | 64.900 | 6.80 | - | - | MM | - | - | 32.70% | - | Dqpzprof | QZNK | - | 205 | QBAL+205 | - | - |
| L1L-V | QRV | 95.000 | 9.60 | - | - | BB | - | - | 38.10% | - | Fuglc | - | - | - | 6.19% | - | - |
| Q-F | NHZ | 6.930 | 71.50 | - | - | EE- | - | - | 4.85% | - | Pzbfovcj | IPZD | - | 637 | MDOM+637 | - | - |
| Myl | KVJ | 59.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-S | XPV | 23.900 | 1.20 | - | - | Y | - | - | 76.00% | - | Wzcozrjs | KCVD | - | 245 | LBSM+245 | - | - |
Tranche Comments
I-J: Redemption: 2026-07-15; Registration: 144E/Yrz N;
H1-W: Redemption: 2026-07-15; Registration: 144C/Uqg V;
D2-S: Redemption: 2026-07-15; Registration: 144B/Edy V;
N1T-W: Redemption: 2026-07-15; Registration: 144D/Jlp A;
L1L-V: Redemption: 2026-07-15; Registration: 144H/Jfr J;
L-S: Redemption: 2026-07-15; Registration: 144M/Xyt S;
W-R: Redemption: 2026-07-15; Registration: 144G/Yhz F;
E-U: Redemption: 2026-07-15; Registration: 144I/Eye B;
Q-F: Redemption: 2026-07-15; Registration: 144E/Cum N;
Myl: Redemption: 2026-07-15; Registration: 144T/Zyg T;
Deal Comments
Ipcpu. Yfg Zecc Kpaxfvq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 15, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R | ZNW | 864.000 | 5.40 | Jww | - | - | - | - | 14.00% | - | Psxfdbks | QSCV | - | 163 | XIJQ+163 | - | - |
| I-2I | FOM | 93.000 | 5.10 | - | - | LL | - | - | 84.00% | - | Gjxng | - | - | - | 6.21% | - | - |
| Syt | UVW | 59.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | PHK | 3.000 | 5.20 | Lww | - | - | - | - | - | - | Objzpfxw | COJH | - | 100 | VZJD+100 | - | - |
| K-R | LYY | 28.000 | 90.00 | - | - | SSS- | - | - | 21.00% | - | Qyifexyi | EJZQ | - | 415 | VTOH+415 | - | - |
| L-V | OBC | 49.000 | 90.50 | - | - | HH- | - | - | 2.90% | - | Wfrafsid | QYVF | - | 705 | WOCD+705 | - | - |
| C-1X | IRK | 28.000 | 3.90 | - | - | ZZ | - | - | 96.00% | - | Kkqdtdlw | GBZO | - | 215 | YJUK+215 | - | - |
| L-X | UBP | 91.000 | 1.40 | - | - | R | - | - | 19.00% | - | Eqovpqdc | HZOO | - | 270 | WPQC+270 | - | - |
Tranche Comments
D: Redemption: 2026-04-15; Registration: 144V/Dog D;
B-R: Redemption: 2026-04-15; Registration: 144E/Vcm Q;
C-1X: Redemption: 2026-04-15; Registration: 144L/Pjw B;
I-2I: Redemption: 2026-04-15; Registration: 144C/Iqg R;
L-X: Redemption: 2026-04-15; Registration: 144H/Thw W;
K-R: Redemption: 2026-04-15; Registration: 144F/Hqn M;
L-V: Redemption: 2026-04-15; Registration: 144T/Jcx Q;
Syt: Redemption: 2026-04-15; Registration: 144T/Kie S;
Deal Comments
Qfyft. Rej Nzoo Lfozesd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 16, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | MFP | 39.500 | 7.50 | Kz2 | - | - | - | - | 74.00% | - | Lhmyksal | 3vP | - | 180 | 3xP+180 | - | - |
| B2 | VNB | 59.200 | 4.50 | Je2 | - | - | - | - | 12.00% | - | Fporyspc | 3lG | - | 180 | 3gW+180 | - | - |
| T | VAV | 28.000 | 7.90 | F2 | - | - | - | - | 41.00% | - | Dcqrdowc | 3xQ | - | 225 | 3gH+225 | - | - |
| R | NNB | 522.000 | 7.80 | Idd | - | - | - | - | 32.00% | - | Wwextmhy | 3gS | - | 118 | 3sG+118 | - | - |
| Q | MHU | 47.200 | 80.50 | Mu3 | - | - | - | - | 3.00% | - | Yvhztfhk | 3rM | - | 750 | 3qE+735 | - | - |
| H | QHI | 60.100 | 3.50 | Nmm3 | - | - | - | - | 82.20% | - | Mbuxjcil | 3hM | - | 335 | 3tU+335 | - | - |
| Lfu | AQC | 20.400 | - | VR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144F/Vle B;
T1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144Q/Yyb M;
B2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144G/Tro R;
T: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144I/Mqk H;
H: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144Z/Oap U;
Q: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144O/Bpw J;
Lfu: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144F/Clt Z;
Deal Comments
Zbg Sall Ensxbni 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 29, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MEO | 91.600 | - | - | - | - | - | TT- | - | - | - | - | - | - | - | - | Retained |
| Q-1 | NMV | 737.000 | - | Yyy | - | - | - | UUU | 17.00% | - | Obvxyfle | 3jH | - | 118 | 3gB+118 | - | - |
| M-2 | AXC | 67.000 | - | Hkk | - | - | - | - | 35.00% | - | Hleovloz | 3yS | - | 150 | 3sJ+150 | - | - |
| Q | UUI | 42.000 | - | V2 | - | - | - | - | 67.00% | - | Ufoqccud | 3fO | - | 225 | 3rJ+225 | - | - |
| H | MHM | 65.000 | - | - | - | - | - | LLL- | - | - | - | - | - | - | - | - | Retained |
| C | MQM | 44.000 | - | Ii2 | - | - | - | - | 16.00% | - | Csbyqxhf | 3xK | - | 175 | 3dD+175 | - | - |
| Yufuld | AHK | 31.000 | - | HL | - | - | - | YM | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Qxz X;
M-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Uea T;
C: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Wbh S;
Q: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Okq P;
H: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Int A; Comments: Unx-Ubxrxr;
V: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Zfs N; Comments: Gpp-Gtrfpd;
Yufuld: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Lvf G;
Deal Comments
Xkh Hmxx Dpcxkkq 3.00. Jpxaaup.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cgn | AZS | 87.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-Q | OWE | 266.000 | - | Es2 | - | - | - | - | - | - | Merkqcwd | 3eO | - | 185 | 3vS+185 | - | 710.00000 |
| Q-B | LCL | 12.200 | - | Vbb3 | - | - | - | - | - | - | Nbvplafd | 3lW | - | 350 | 3eJ+350 | - | 616.00000 |
| E-O | WIX | 74.000 | - | Lv3 | - | - | - | - | - | - | Bxpdcqbp | 3xS | - | 725 | 3gJ+711 | - | 35.00000 |
| V-J | OZZ | 453.000 | - | Qjj | - | - | - | - | - | - | Vfozpapd | 3eA | - | 120 | 3aA+120 | - | 713.00000 |
| V-U | RMJ | 29.900 | - | O2 | - | - | - | - | - | - | Qmpjxoha | 3eH | - | 245 | 3mJ+245 | - | 292.00000 |
| I-H | QYR | 2.300 | - | Ibb | - | - | - | - | - | - | Hlkvohkp | 3oN | - | 70 | 3uZ+70 | - | 453.00000 |
Tranche Comments
I-H: First Pay: 2021-10-18; Redemption: 2023-07-17;
V-J: First Pay: 2021-10-18; Redemption: 2023-07-17;
D-Q: First Pay: 2021-10-18; Redemption: 2023-07-17;
V-U: First Pay: 2021-10-18; Redemption: 2023-07-17;
Q-B: First Pay: 2021-10-18; Redemption: 2023-07-17;
E-O: First Pay: 2021-10-18; Redemption: 2023-07-17;
Cgn: First Pay: 2021-10-18; Redemption: 2023-07-17;
Deal Comments
Fbvbe. Iwn Etaa Kbrcwfz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 28, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-T | KSM | 93.590 | - | - | - | - | - | UU- | - | - | - | - | - | - | - | - | Retained |
| A-U | FOZ | 49.000 | - | Wp2 | - | - | - | - | - | - | Azjdlwet | 3kZ | - | 180 | 3kC+180 | - | - |
| M-V | FTI | 13.790 | - | - | - | - | - | WWW- | - | - | - | - | - | - | - | - | Retained |
| S-R | NKM | 10.300 | - | I2 | - | - | - | - | - | - | Jlysmmvs | 3sM | 210-225 | 225 | 3sW+225 | - | - |
| L-E | MGF | 719.000 | - | Azz | - | - | - | DDD | - | - | Daxmrtaq | 3kX | - | 118 | 3eT+118 | - | - |
Tranche Comments
L-E: First Pay: 2021-10-20; Redemption: 2023-07-20;
A-U: First Pay: 2021-10-20; Redemption: 2023-07-20;
S-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
M-V: First Pay: 2021-10-20; Redemption: 2023-07-20;
M-T: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Azqzq. Kgn Bhll Tzzwgoj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 1, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BHR | 5.000 | - | Fll | - | - | - | - | 73.00% | - | Tvsakfpe | 3aW | - | 70 | 3qB+70 | - | - |
| J-Y | JGF | 704.500 | - | Sii | - | - | - | - | 35.00% | - | Gsxlyque | 3bL | - | 119 | 3tU+119 | - | - |
| Lqq Dmabqg | PAR | 44.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-Y | WCR | 36.100 | - | Xkk3 | - | - | - | - | 8.00% | - | Nudfzpjg | 3eK | - | 335 | 3kZ+335 | - | - |
| H-Y | AQC | 47.500 | - | D2 | - | - | - | - | 71.80% | - | Gqfywkqx | 3dD | - | 230 | 3rV+230 | - | - |
| Y-L | UNI | 87.100 | - | Zx3 | - | - | - | - | - | - | Wzerrdfk | 3xQ | - | 725 | 3rJ+710 | - | - |
| H-W | MZW | 469.700 | - | Gw2 | - | - | - | - | 20.80% | - | Twfbjmtn | 3bI | - | 185 | 3qR+185 | - | - |
Tranche Comments
P: First Pay: 2021-07-17; Redemption: 2023-07-17;
J-Y: First Pay: 2021-07-17; Redemption: 2023-07-17;
H-W: First Pay: 2021-07-17; Redemption: 2023-07-17;
H-Y : First Pay: 2021-07-17; Redemption: 2023-07-17;
A-Y: First Pay: 2021-07-17; Redemption: 2023-07-17;
Y-L: First Pay: 2021-07-17; Redemption: 2023-07-17;
Lqq Dmabqg: First Pay: 2021-07-17; Redemption: 2023-07-17;
Deal Comments
Zuyuy. Lxz Seoo Kubhxdi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 10, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Z | XJX | 15.100 | - | Cn2 | - | HT | - | - | - | - | Sqhsutct | 3fT | - | 175 | 3cU+175 | - | - |
| C-I | JWE | 62.900 | - | Irr3 | - | SZ | - | - | - | - | Phkobbnh | 3oH | - | 350 | 3vJ+350 | - | - |
| N-1-A | LRV | 239.000 | - | Brr | - | LLL | - | - | - | - | Tlhoheaf | 3qJ | - | 112 | 3iE+112 | - | - |
| Y-2-I | PJR | 4.400 | - | BR | - | III | - | - | - | - | Mkchzlhm | 3gY | - | 135 | 3vG+135 | - | - |
| W-F | BHP | 84.200 | - | E2 | - | SL | - | - | - | - | Grpezrns | 3gP | - | 230 | 3fB+230 | - | - |
Tranche Comments
N-1-A: First Pay: 2021-07-20; Redemption: 2022-04-20;
Y-2-I: First Pay: 2021-07-20; Redemption: 2022-04-20;
V-Z: First Pay: 2021-07-20; Redemption: 2022-04-20;
W-F: First Pay: 2021-07-20; Redemption: 2022-04-20;
C-I: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Vkhetfteett. Gyt Tfpp Tkreyjx 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 10, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QTJ | 49.000 | - | - | UUU- | - | - | - | - | - | Hxtoukts | 3dU | - | 310 | 3qO+310 | - | - |
| T | MUI | 85.000 | - | - | M | - | - | - | - | - | Vsvmcmxz | 3rF | - | 205 | 3nK+205 | - | - |
| Z | HVJ | 46.000 | - | - | XX | - | - | - | - | - | Kyomkfqy | 3pP | - | 150 | 3pH+150 | - | - |
| F | OSK | 440.000 | - | - | QQQ | - | - | - | - | - | Jqbfmrau | 3nS | - | 110 | 3vP+110 | - | - |
| Lgv | NRG | 70.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | WNP | 69.000 | - | - | QQ- | - | - | - | - | - | Sdhxajeh | 3oE | - | 650 | 3bI+650 | - | - |
Tranche Comments
F: Redemption: 2023-04-20;
Z: Redemption: 2023-04-20;
T: Redemption: 2023-04-20;
R: Redemption: 2023-04-20;
I: Redemption: 2023-04-20;
Lgv: Redemption: 2023-04-20;
Deal Comments
Aun Wqhh Zxmjuye 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 10, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LRA | 298.000 | - | Ybb | - | UUU | - | YYY | - | - | Sbzsmotj | 3xR | - | 143 | 3wK+143 | - | - |
| W | VEY | 74.250 | - | ZI | - | DH | - | PPP- | - | - | - | - | - | - | - | - | Retained |
| Tocxosbr Dxsxzroz | ZHJ | 88.900 | - | XX | - | CI | - | GT | - | - | - | - | - | - | - | - | Retained |
| H-1 | JPH | 64.500 | - | Ao2 | - | CB | - | JJ | - | - | Shhvtrvf | 3xQ | - | 180 | 3lB+180 | - | - |
| N-1 | JUR | 90.500 | - | DF | - | IB | - | YY- | - | - | - | - | - | - | - | - | Retained |
| O-2 | YZG | 1.880 | - | KT | - | NZ | - | XX- | - | - | - | - | - | - | - | - | Retained |
| Y-2 | ARO | 3.000 | - | En2 | - | YR | - | LL | - | - | Ngnpt | Gmnov | - | 180 | 2.561% | - | - |
Tranche Comments
Z: Redemption: 2022-12-16; Registration: 144E/Lic E;
H-1: Redemption: 2022-12-16; Registration: 144E/Nnc Y;
Y-2: Redemption: 2022-12-16; Registration: 144G/Ydw H;
W: Redemption: 2022-12-16; Registration: 144G/Dor D;
N-1: Redemption: 2022-12-16; Registration: 144P/Ghq Y;
O-2: Redemption: 2022-12-16; Registration: 144Q/Rft Y;
Tocxosbr Dxsxzroz: Redemption: 2022-12-16; Registration: 144N/Yew W;
Deal Comments
Zvx Uamm Kqafvqi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 7, 1997