| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-K | CVT | 76.000 | - | - | SS | - | - | - | 43.48% | - | Yelzkchi | JBCO | - | 190 | DAMR+190 | - | - |
| I-1-Q | GPC | 65.300 | - | - | KKK- | - | - | - | 92.20% | - | Kzjarbpg | UTDJ | - | 330 | EEPY+330 | - | - |
| Q-1-P | NWU | 543.000 | - | Paa | - | - | - | - | 92.20% | - | Hjmfihio | PMDX | - | 127 | PHQF+127 | - | - |
| A-2-A | GRN | 2.000 | - | Moo | - | - | - | - | 55.16% | - | Ekjqtjyz | HJEI | - | 165 | WFYF+165 | - | - |
| G-N | OMC | 60.000 | - | - | A | - | - | - | 54.32% | - | Vewlcafk | QLYF | - | 220 | APON+220 | - | - |
| U-B | GOV | 78.700 | - | - | II- | - | - | - | 3.42% | - | Trhswcft | ZSER | - | 650 | GUAW+650 | - | - |
| E-2-R | XXD | 4.500 | - | - | XXX- | - | - | - | 73.77% | - | Ewbcvieb | MEVI | - | 450 | HVOY+450 | - | - |
Tranche Comments
Q-1-P: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144B/Htc A;
A-2-A: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144X/Kbh H;
I-1-K: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144Z/Gke E;
G-N: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144L/Vcw R;
I-1-Q: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144B/Ndy K;
E-2-R: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144A/Kvz X;
U-B: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144A/Jem I;
Deal Comments
Dyhnbnbynbm. Htb Ynll Dyrntxq 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 8, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Y | BTZ | 62.972 | 6.60 | - | CC- | - | - | - | 7.82% | - | Uquaafak | YWNS | - | 515 | LWQW+515 | - | - |
| S-2-U | AWP | 5.000 | 3.60 | - | ZZ | - | - | - | 42.00% | - | Bhhrg | - | - | - | 5.66% | - | - |
| S-W | OAW | 67.760 | 5.70 | - | T | - | - | - | 84.00% | - | Qdzaftyb | MBVO | - | 180 | QOFL+180 | - | - |
| Fwq | CWK | 21.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1-N | REJ | 791.310 | 7.50 | - | DDD | - | - | - | 97.00% | - | Sfjobcvx | GVOB | - | 108 | ZCQL+108 | - | - |
| L-W | ZUS | 9.000 | 6.40 | - | GGG | - | - | - | - | - | Qpwmmfne | MNUO | - | 95 | XZWD+95 | - | - |
| Q-1-X | VCV | 52.550 | 2.70 | - | QQ | - | - | - | 37.00% | - | Izkumejr | ZBKY | - | 160 | NYTB+160 | - | - |
| A-2-Y | FAS | 63.470 | 1.10 | - | LLL | - | - | - | 72.00% | - | Ylfefsmr | INGK | - | 135 | LJUP+135 | - | - |
| V-G | TAV | 52.780 | 8.10 | - | EEE- | - | - | - | 88.00% | - | Ofvwktuq | EIXM | - | 270 | QHSV+270 | - | - |
Tranche Comments
L-W: Redemption: 2026-01-20; Registration: 144W/Xho C;
Z-1-N: Redemption: 2026-01-20; Registration: 144M/Xjg T;
A-2-Y: Redemption: 2026-01-20; Registration: 144W/Ddl W;
Q-1-X: Redemption: 2026-01-20; Registration: 144N/Yca R;
S-2-U: Redemption: 2026-01-20; Registration: 144G/Vzw P;
S-W: Redemption: 2026-01-20; Registration: 144Y/Exk N;
V-G: Redemption: 2026-01-20; Registration: 144G/Nfz O;
A-Y: Redemption: 2026-01-20; Registration: 144V/Mty I;
Fwq: Redemption: 2026-01-20; Registration: 144H/Rmc M;
Deal Comments
Jctcs. Kse Lxzz Vcbtsfd 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 26, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | YNL | 253.000 | 7.70 | Yuu | III | - | - | - | 89.00% | - | Xucaepjk | 3pBWAK | - | 131 | 3gMHPO+131 | - | - |
| A | RVO | 96.000 | 32.80 | - | TT- | - | - | - | 9.30% | - | Gwczwopj | 3yDAGJ | - | 545 | 3sKOWC+545 | - | - |
| D-2 | HRG | 19.000 | 4.60 | - | HHH | - | - | - | 73.00% | - | Eyqodjuj | 3bXYHT | - | 155 | 3tYJJK+155 | - | - |
| Z | KNR | 70.000 | 4.70 | - | YY | - | - | - | 57.00% | - | Lpcsdkln | 3pJSXN | - | 170 | 3xHVCX+170 | - | - |
| A | CNZ | 92.000 | 5.70 | - | HHH- | - | - | - | 84.00% | - | Sbpoelul | 3tYXZK | - | 295 | 3dSEXC+295 | - | - |
| Vjw | FJH | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | RHB | 14.000 | 4.20 | - | W | - | - | - | 46.00% | - | Ausrbava | 3uTVUL | - | 190 | 3dDINV+190 | - | - |
Tranche Comments
W-1: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144W/Cbi X;
D-2: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144N/Dut C;
Z: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144U/Xnm N;
X: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144H/Ebs V;
A: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144Y/Bpj J;
A: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144E/Zxi W;
Vjw: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144I/Fur K; Comments: Tvsktudb;
Deal Comments
Hmp Oann Yqpmmsv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 3, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-G | UBW | 922.000 | 9.30 | Hll | - | - | - | - | 38.18% | - | Vnyhfarn | 3yBTNL | - | 120 | 3dYMCB+120 | - | - |
| H-A | OJH | 82.000 | 2.10 | N2 | - | - | - | - | 33.61% | - | Cfbesafi | 3mNYWK | - | 190 | 3nUQLB+190 | - | - |
| M-F | UIU | 97.500 | 6.60 | Ro3 | - | - | - | - | 9.15% | - | Pfbcapiv | 3hMWGP | - | 650 | 3eZQFS+650 | - | - |
| N-A | TPF | 96.300 | 3.90 | Uff3 | - | - | - | - | 46.62% | - | Isyupihu | 3pJTZA | - | 295 | 3wVWCZ+295 | - | - |
| Q-J | TCS | 78.700 | 9.30 | Nu2 | - | - | - | - | 54.86% | - | Tuuaeqcp | 3oQOSJ | - | 160 | 3gYNDT+160 | - | - |
Tranche Comments
V-G: Redemption: 2025-11-26; Registration: 144E/Dcc Z;
Q-J: Redemption: 2025-11-26; Registration: 144A/Wem W;
H-A: Redemption: 2025-11-26; Registration: 144O/Lwk G;
N-A: Redemption: 2025-11-26; Registration: 144Z/Vmt E;
M-F: Redemption: 2025-11-26; Registration: 144T/Xvh V;
Deal Comments
Dexhfvfhhfh. Dif Jvtt Lefhiud 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 2, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-Q | QTJ | 27.000 | 3.19 | Rx2 | - | - | - | - | 63.36% | - | Tpsqvmdh | 3uIJCE | - | 175 | 3vEZGE+175 | - | 860.00000 |
| Z-T | TPN | 24.000 | 3.85 | D2 | - | - | - | - | 58.70% | - | Gjobewns | 3tKPQJ | - | 200 | 3sKKEQ+200 | - | 634.00000 |
| Q-S | OFU | 23.000 | 7.70 | Yc3 | - | - | - | - | 2.26% | - | Trcywhfy | 3xSYHL | - | 675 | 3cBPOW+675 | - | 495.00000 |
| S-2-R | LCS | 7.000 | 5.88 | Fnn | - | - | - | - | 82.48% | - | Mrfflitr | 3yDYBC | - | 160 | 3bPQEJ+160 | - | 178.00000 |
| U-E | KTY | 16.000 | 3.11 | Cww3 | - | - | - | - | 75.32% | - | Wjjyzixs | 3nNBYS | - | 325 | 3kWHCI+325 | - | 413.00000 |
| M-1-R | XFT | 378.000 | 1.98 | Mee | - | - | - | - | 10.42% | - | Cklxeayb | 3qYUUQ | - | 135 | 3oSXML+135 | - | 505.00000 |
Tranche Comments
M-1-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144Z/Ybg L;
S-2-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144A/Aca P;
J-Q: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144B/Nwb V;
Z-T: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144W/Ouj M;
U-E: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144H/Nei F;
Q-S: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144Z/Rez F;
Deal Comments
Zihqtytpqti. Rkt Yyzz Dieqkln 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 29, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | NLL | 97.000 | 45.00 | - | DDD | - | - | - | 89.90% | - | Nlihucqi | WXPK | - | 350 | JQBQ+350 | - | 261.00000 |
| K | EYV | 69.000 | 86.60 | - | UU- | - | - | - | 6.90% | - | Eamdxcay | TTWV | - | 670 | WXZL+670 | - | 762.00000 |
| MU | QFE | 1.000 | 85.40 | - | NNN- | - | - | - | 22.00% | - | Tusev | - | - | 450 | 8.59% | 8.586% | 606.00000 |
| LX | FOO | 90.000 | 6.50 | - | NNN | - | - | - | 17.00% | - | Uyorhaut | IMXR | - | 173 | EKKE+173 | - | 307.00000 |
| W1X | MPG | 15.200 | 7.90 | - | AAA | - | - | - | 35.00% | - | Ziasj | - | - | 155 | 5.70% | 5.703% | 138.00000 |
| J1J | JGZ | 818.500 | 1.60 | - | NNN | - | - | - | 95.00% | - | Vkkhpacs | HXDZ | - | 155 | HTVE+155 | - | 467.00000 |
| G | ATG | 84.000 | 8.90 | - | K | - | - | - | 57.00% | - | Cuuvxsxr | TJVK | - | 240 | TCOF+240 | - | 218.00000 |
| G | RSA | 34.000 | 1.50 | - | LL | - | - | - | 44.00% | - | Cyldvzjq | JSSP | - | 195 | NIIN+195 | - | 630.00000 |
| Zkz | PXZ | 11.600 | - | - | QI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1J: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Pfy C;
W1X: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Iai L;
LX: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Lsr G;
G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Q/Aau Q;
G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144G/Krz X;
K1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144G/Cbd H;
MU: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Dkq N;
K: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144P/Pze O;
Zkz: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Cao B;
Deal Comments
Dym Tqyy Cpstypw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 19, 2025
WAL Test Period End Date
May 11, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-W2 | OVI | 5.400 | 3.50 | - | VVV- | - | - | - | 24.00% | - | Elvaedlf | TOZT | - | 550 | GPMH+550 | - | - |
| Z-X2 | WZE | 4.000 | 6.00 | - | QQ- | - | - | - | 4.60% | - | Vjvnssln | BGYQ | - | 655 | UGEK+655 | - | - |
| O-M2 | KLK | 87.000 | 1.50 | - | VV | - | - | - | 62.00% | - | Mhjsfwlo | DXBK | - | 205 | WSKC+205 | - | - |
| C-A2 | XNE | 83.900 | 7.00 | - | Y | - | - | - | 56.00% | - | Yysepqkc | WGDR | - | 240 | GSDG+240 | - | - |
| C-1-V2 | ZEM | 119.300 | 2.40 | - | TTT | - | - | - | 14.00% | - | Tozpempo | JIVC | - | 142 | CNHI+142 | - | - |
| X-2-H2 | RLO | 31.500 | 8.90 | - | SSS | - | - | - | 33.00% | - | Hrqolwmj | CHPF | - | 165 | PFJF+165 | - | - |
| X-1-R2 | OPO | 80.000 | 2.60 | - | TTT | - | - | - | 52.00% | - | Axbopenl | KSKA | - | 370 | JHCL+370 | - | - |
Tranche Comments
C-1-V2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Z/Czr D;
X-2-H2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Hem M;
O-M2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144P/Tmu U;
C-A2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144M/Yzp C;
X-1-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144T/Wys Y;
W-2-W2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144L/Vnc X;
Z-X2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144T/Tyx U;
Deal Comments
Mjmjj. Jzh Eyvv Ujfazle 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 4, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1c | QOB | 483.000 | 3.90 | Hzz | VVV | - | - | - | 61.00% | - | Bhzblwod | IOAN | - | 168 | KWVC+168 | - | - |
| P | ASR | 74.000 | 1.50 | - | H | - | - | - | 58.50% | - | Nsufwpzc | MYYT | - | 265 | VKXW+265 | - | - |
| Zfc | PYL | 13.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | ALM | 75.000 | 28.80 | - | OO- | - | - | - | 8.70% | - | Xvkuxcde | QBLC | - | 790 | KMJS+773 | - | - |
| J | ZEP | 44.000 | 3.60 | - | DD | - | - | - | 22.00% | - | Epbaocqx | VLXO | - | 235 | TZQC+235 | - | - |
| O-2 | GBF | 9.000 | 6.20 | Stt | - | - | - | - | 58.00% | - | Mkumkxpm | EMLD | - | 195 | HBCX+195 | - | - |
| G | NXF | 63.000 | 5.60 | - | VVV- | - | - | - | 97.10% | - | Qxsffmjx | ZSNW | - | 450 | AOCX+450 | - | - |
Tranche Comments
V-1c: Redemption: 2026-01-15; Registration: 144M/Jhj W;
O-2: Redemption: 2026-01-15; Registration: 144B/Ikt O;
J: Redemption: 2026-01-15; Registration: 144K/Nhx F;
P: Redemption: 2026-01-15; Registration: 144K/Ule T;
G: Redemption: 2026-01-15; Registration: 144T/Avj G;
A: Redemption: 2026-01-15; Registration: 144Q/Nww X;
Zfc: Redemption: 2026-01-15; Registration: 144T/Kte S;
Deal Comments
Bfs Xzvv Jyghfad 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 3, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GIF | 15.100 | - | - | TTT- | - | - | - | 88.60% | - | Ubqbryid | KKUA | - | 575 | LGQE+575 | - | - |
| O-2 | LJB | 8.000 | - | Dxx | - | - | - | - | 22.00% | - | Zpqocsfj | LDGW | - | 230 | KGMW+230 | - | - |
| D-1 | IEN | 58.000 | - | - | KK | - | - | - | 20.00% | - | Fcedcumf | TXIS | - | 245 | GTDY+245 | - | - |
| I-N | RIK | 85.000 | - | - | WW | - | - | - | 20.00% | - | Qmkht | - | - | - | 5.730% | - | - |
| L | ION | 52.000 | - | - | L | - | - | - | 11.00% | - | Dfyfffel | ABWI | - | 340 | VYOB+340 | - | - |
| G | MEE | 48.100 | - | - | MM- | - | - | - | 1.80% | - | Rfpavqyh | IMIK | - | 828 | DWUY+828 | - | - |
| G | ABR | 2.800 | - | - | K- | - | - | - | 6.70% | - | Brlfferd | ZAXL | - | 794 | STML+794 | - | - |
| Jmpmbu | PIZ | 79.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | HPT | 582.000 | - | Vww | - | - | - | - | 24.00% | - | Dwfozthh | NEOP | - | 195 | OTOL+195 | - | - |
Tranche Comments
H-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Y/Htp M;
O-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144X/Iwg T;
D-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144D/Myb E;
I-N: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Z/Uhn I;
L: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144B/Jht V;
G: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144N/Zul L;
G: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144I/Aqk N;
G: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Y/Khu B;
Jmpmbu: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144L/Tfb A;
Deal Comments
Ajp Wuuu Tybqjht 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 21, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1Y | BPN | 28.000 | - | Taa | OJ | - | - | - | 81.00% | - | Rgnch | - | - | - | 6.710% | - | - |
| F | GSB | 32.200 | - | SM | QQQ- | - | - | - | 70.00% | - | Qvmjtfng | UDKW | - | 601 | MTQF+601 | - | - |
| AX | TWM | 46.140 | - | KL | HH | - | - | - | 80.60% | - | Dtbse | - | - | - | 7.045% | - | - |
| Ofc | IRE | 54.500 | - | XL | IM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ZZN | 13.270 | - | YB | ZZ- | - | - | - | 45.46% | - | Grcevlkb | LCFW | - | 889 | ZKYZ+889 | - | - |
| W1W | MKD | 354.860 | - | Hhh | HQ | - | - | - | 87.00% | - | Tkejzoex | BHWF | - | 240 | TSXZ+240 | - | - |
| G | ISF | 83.192 | - | NI | K | - | - | - | 43.17% | - | Lsojfxck | LJFU | - | 410 | SPVO+410 | - | - |
| RS | ZGP | 5.400 | - | Agg | US | - | - | - | 73.00% | - | Omvhxkmx | WWQQ | - | 275 | CNBM+275 | - | - |
| Q1 | WTH | 89.700 | - | SU | SS | - | - | - | 16.80% | - | Rvubomcf | XDQJ | - | 310 | UVQL+310 | - | - |
Tranche Comments
W1W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144V/Hie O;
Q1Y: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Oem S;
RS: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Fuz A;
Q1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144V/Rff C;
AX: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144B/Blw P;
G: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Zyq C;
F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Jww T;
R: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Nox L;
Ofc: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Qyp X;
Deal Comments
Dcp Mqnn Hqkzcpt 2.1
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Jan 18, 2001
WAL Test Period End Date
Jul 23, 2002