| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-I | ZWY | 52.300 | - | - | LL- | - | - | - | 5.85% | - | Eqsoabjp | KVEB | - | 650 | BYAZ+650 | - | - |
| A-1-X | IPY | 312.000 | - | Ujj | - | - | - | - | 89.95% | - | Edjlqlpv | IXST | - | 127 | QAVT+127 | - | - |
| L-H | AWF | 80.000 | - | - | P | - | - | - | 16.12% | - | Jvxlxcra | XDYG | - | 220 | ZSEU+220 | - | - |
| N-2-O | JZL | 1.100 | - | - | MMM- | - | - | - | 84.87% | - | Ncvfxswj | VLIE | - | 450 | QODZ+450 | - | - |
| A-2-M | WHS | 7.000 | - | Gvv | - | - | - | - | 43.11% | - | Xwuwkdnj | WTLD | - | 165 | CCDC+165 | - | - |
| C-1-Z | BUV | 11.000 | - | - | AA | - | - | - | 65.43% | - | Rrxmsayk | BXKS | - | 190 | ZWUG+190 | - | - |
| J-1-L | OBM | 52.400 | - | - | JJJ- | - | - | - | 51.41% | - | Hqbvfokj | DNSN | - | 330 | QNXS+330 | - | - |
Tranche Comments
A-1-X: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144M/Rri F;
A-2-M: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144Q/Dvc L;
C-1-Z: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144T/Npr Y;
L-H: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144H/Vwl G;
J-1-L: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144Z/Otg R;
N-2-O: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144V/Kye M;
N-I: First Pay: 2025-07-15; Redemption: 2026-04-15; Registration: 144H/Csq K;
Deal Comments
Hmqtqpqmtqz. Zoq Kpoo Ambtoyj 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 17, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-M | JTN | 7.000 | 2.70 | - | QQQ | - | - | - | - | - | Ypchtkee | WNHW | - | 95 | UKCH+95 | - | - |
| P-V | VHP | 69.243 | 6.20 | - | EE- | - | - | - | 8.76% | - | Dxrdshbi | CNCV | - | 515 | WCZT+515 | - | - |
| O-2-X | RCT | 4.000 | 8.80 | - | RR | - | - | - | 32.00% | - | Pbzbg | - | - | - | 5.66% | - | - |
| K-1-R | OZL | 769.670 | 7.30 | - | NNN | - | - | - | 30.00% | - | Dkudzzhg | JBSM | - | 108 | PNCL+108 | - | - |
| L-2-T | XCQ | 71.840 | 6.80 | - | BBB | - | - | - | 35.00% | - | Ylhbrwsl | PWEQ | - | 135 | NUKP+135 | - | - |
| Y-E | ONB | 75.220 | 1.20 | - | Q | - | - | - | 10.00% | - | Njyebavs | XSHL | - | 180 | YWCN+180 | - | - |
| Eip | EEL | 72.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1-K | JMP | 46.610 | 6.80 | - | VV | - | - | - | 17.00% | - | Omsxdeyw | CPYL | - | 160 | NHSP+160 | - | - |
| M-T | WAK | 11.420 | 6.50 | - | HHH- | - | - | - | 21.00% | - | Prhowbwk | UKFC | - | 270 | TBTR+270 | - | - |
Tranche Comments
Z-M: Redemption: 2026-01-20; Registration: 144O/Clg R;
K-1-R: Redemption: 2026-01-20; Registration: 144J/Hni G;
L-2-T: Redemption: 2026-01-20; Registration: 144D/Qfi D;
Z-1-K: Redemption: 2026-01-20; Registration: 144Z/Nil X;
O-2-X: Redemption: 2026-01-20; Registration: 144Z/Bjl U;
Y-E: Redemption: 2026-01-20; Registration: 144B/Ktr A;
M-T: Redemption: 2026-01-20; Registration: 144N/Cko L;
P-V: Redemption: 2026-01-20; Registration: 144N/Vch L;
Eip: Redemption: 2026-01-20; Registration: 144O/Fzk X;
Deal Comments
Thmhb. Gcj Acgg Hhgbcnk 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 28, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | IQI | 126.000 | 8.10 | Nhh | HHH | - | - | - | 74.00% | - | Guruouye | 3dYCVL | - | 131 | 3yUXIU+131 | - | - |
| N | OZJ | 41.000 | 34.80 | - | YY- | - | - | - | 2.60% | - | Axwyyclx | 3hJTAF | - | 545 | 3eJDCU+545 | - | - |
| G | TOI | 25.000 | 7.20 | - | GG | - | - | - | 34.00% | - | Bhfwxpdy | 3jCOMT | - | 170 | 3kWEFI+170 | - | - |
| Qfn | HID | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | FNX | 27.000 | 9.10 | - | P | - | - | - | 57.00% | - | Fjwadcsi | 3yZWSI | - | 190 | 3zAYJC+190 | - | - |
| H | ACI | 36.000 | 3.50 | - | PPP- | - | - | - | 39.00% | - | Xfqmtxdf | 3lJMUI | - | 295 | 3cGKNP+295 | - | - |
| X-2 | XNU | 55.000 | 4.60 | - | OOO | - | - | - | 95.00% | - | Khhqphcs | 3xQXYD | - | 155 | 3yLQWU+155 | - | - |
Tranche Comments
Z-1: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144V/Zks P;
X-2: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144M/Nsa Y;
G: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144H/Viy J;
D: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144H/Fzj X;
H: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144T/Gsj M;
N: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144O/Wff T;
Qfn: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144E/Hky B; Comments: Ohhvckol;
Deal Comments
Ajv Tepp Nlebjeh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 23, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-R | NOR | 786.000 | 7.80 | Sll | - | - | - | - | 48.73% | - | Pkudhmbb | 3uJVXV | - | 120 | 3cTXYW+120 | - | - |
| N-U | QYG | 84.100 | 6.30 | Pcc3 | - | - | - | - | 79.19% | - | Zkrkmwyc | 3gCEVV | - | 295 | 3mEENN+295 | - | - |
| L-U | ANM | 76.100 | 1.70 | Ir3 | - | - | - | - | 1.68% | - | Wdwzulmx | 3vCCKJ | - | 650 | 3oZYHK+650 | - | - |
| A-G | FPO | 98.000 | 3.80 | O2 | - | - | - | - | 60.76% | - | Feedavrd | 3uBBXS | - | 190 | 3rEYGJ+190 | - | - |
| C-C | KGK | 67.700 | 5.20 | Ol2 | - | - | - | - | 81.64% | - | Upruqjma | 3wVOQW | - | 160 | 3cQETS+160 | - | - |
Tranche Comments
Z-R: Redemption: 2025-11-26; Registration: 144E/Mcw W;
C-C: Redemption: 2025-11-26; Registration: 144P/Xku O;
A-G: Redemption: 2025-11-26; Registration: 144Q/Wly S;
N-U: Redemption: 2025-11-26; Registration: 144N/Vxj F;
L-U: Redemption: 2025-11-26; Registration: 144L/Fmg J;
Deal Comments
Jfpvxtxfvxt. Nnx Utzz Jfavner 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-U | BLK | 90.000 | 4.91 | Jww3 | - | - | - | - | 17.15% | - | Asewkdhc | 3eMWOA | - | 325 | 3dJLDL+325 | - | 598.00000 |
| P-2-M | RXB | 1.000 | 1.39 | Waa | - | - | - | - | 79.89% | - | Tphowmjc | 3eXSQD | - | 160 | 3mHNFN+160 | - | 747.00000 |
| X-J | YON | 45.000 | 4.97 | V2 | - | - | - | - | 35.50% | - | Vafoaaok | 3jVPGM | - | 200 | 3lQEEP+200 | - | 824.00000 |
| F-W | GIV | 32.000 | 6.75 | Zi2 | - | - | - | - | 82.39% | - | Ewffmvkw | 3lKNTI | - | 175 | 3uBCHK+175 | - | 861.00000 |
| Y-H | WRH | 26.000 | 4.80 | Cm3 | - | - | - | - | 4.21% | - | Bzyzvbyr | 3nGZMN | - | 675 | 3cMACS+675 | - | 518.00000 |
| G-1-G | UOU | 355.000 | 4.52 | Chh | - | - | - | - | 21.38% | - | Jabyahyp | 3jYUDM | - | 135 | 3gTUVA+135 | - | 311.00000 |
Tranche Comments
G-1-G: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144B/Ebv G;
P-2-M: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144M/Yzg N;
F-W: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144T/How W;
X-J: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144N/Pbd L;
I-U: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144U/Ckb U;
Y-H: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144Q/Fpn W;
Deal Comments
Qsuwwmwtwwy. Msw Fmzz Hsbwscx 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 27, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QJ | TWI | 2.000 | 32.80 | - | OOO- | - | - | - | 94.00% | - | Fuuwu | - | - | 450 | 8.59% | 8.586% | 884.00000 |
| L | ZSH | 87.000 | 50.80 | - | YY- | - | - | - | 6.50% | - | Hamekarc | AGXQ | - | 670 | VVPH+670 | - | 264.00000 |
| P | WEI | 38.000 | 6.30 | - | Q | - | - | - | 78.00% | - | Rhrcwjdd | PGPQ | - | 240 | ADBX+240 | - | 942.00000 |
| W | RUY | 99.000 | 6.90 | - | GG | - | - | - | 29.00% | - | Hfhcrmqh | TZAH | - | 195 | XWEC+195 | - | 246.00000 |
| Den | FFG | 83.800 | - | - | BX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A1 | QQB | 72.000 | 34.00 | - | BBB | - | - | - | 76.60% | - | Ismorwdv | YNKN | - | 350 | DMDK+350 | - | 736.00000 |
| V1D | YGM | 71.700 | 7.60 | - | GGG | - | - | - | 40.00% | - | Xoumr | - | - | 155 | 5.70% | 5.703% | 455.00000 |
| XF | CBV | 25.000 | 2.90 | - | XXX | - | - | - | 82.00% | - | Qucljkah | KDAK | - | 173 | YEAH+173 | - | 882.00000 |
| Y1Y | YJR | 574.700 | 5.50 | - | CCC | - | - | - | 48.00% | - | Fwryeang | LVWW | - | 155 | QXBC+155 | - | 257.00000 |
Tranche Comments
Y1Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Zsi U;
V1D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Thk E;
XF: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Pbx I;
W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Xjt O;
P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Crn G;
A1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Q/Ovw I;
QJ: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Htd O;
L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Z/Jwb K;
Den: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Nwu J;
Deal Comments
Ata Ffkk Rtqatwl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 17, 2011
WAL Test Period End Date
Aug 31, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-K2 | WNY | 74.200 | 8.40 | - | OOO | - | - | - | 18.00% | - | Rwkuhpes | SPVD | - | 165 | BOKX+165 | - | - |
| U-1-B2 | JZL | 58.000 | 5.60 | - | SSS | - | - | - | 45.00% | - | Udbadubi | GXYC | - | 370 | EQME+370 | - | - |
| H-Y2 | UEK | 56.000 | 8.40 | - | HH | - | - | - | 29.00% | - | Zseabqes | LHAO | - | 205 | SOKB+205 | - | - |
| V-L2 | UMY | 66.200 | 7.00 | - | F | - | - | - | 67.00% | - | Wylszbds | ZVHU | - | 240 | DMDB+240 | - | - |
| L-H2 | JUI | 6.000 | 9.00 | - | SS- | - | - | - | 7.50% | - | Wkhpmrew | HLDS | - | 655 | KHMU+655 | - | - |
| T-1-B2 | BCG | 955.100 | 1.40 | - | SSS | - | - | - | 86.00% | - | Jcycbxyr | JAAC | - | 142 | TLNV+142 | - | - |
| U-2-D2 | KGE | 1.600 | 6.30 | - | ZZZ- | - | - | - | 89.00% | - | Qrzjfqel | GBJH | - | 550 | XECW+550 | - | - |
Tranche Comments
T-1-B2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144V/Jla J;
H-2-K2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144V/Pxa L;
H-Y2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144T/Zrx Y;
V-L2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144H/Dxu C;
U-1-B2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144I/Aeq H;
U-2-D2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144U/Zje S;
L-H2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Y/Guw J;
Deal Comments
Hquqg. Svw Aahh Dqetvek 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 28, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cdd | ARY | 31.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1i | FQW | 935.000 | 5.90 | Ypp | ZZZ | - | - | - | 18.00% | - | Zhbrbhld | WHPK | - | 168 | NDAI+168 | - | - |
| G | VGK | 15.000 | 9.80 | - | UU | - | - | - | 54.00% | - | Syvberhr | WEKS | - | 235 | NXUN+235 | - | - |
| Q-2 | XPO | 1.000 | 3.40 | Syy | - | - | - | - | 70.00% | - | Rrxwtodn | EGHD | - | 195 | LUIO+195 | - | - |
| H | EFV | 27.000 | 57.80 | - | EE- | - | - | - | 3.30% | - | Xepbyamk | JLJV | - | 790 | VMNZ+773 | - | - |
| Q | ZBP | 87.000 | 1.10 | - | TTT- | - | - | - | 38.90% | - | Dwlpyvlr | VCEJ | - | 450 | EQJP+450 | - | - |
| A | PKM | 46.000 | 3.90 | - | B | - | - | - | 11.80% | - | Vewvdkkj | YCII | - | 265 | TOML+265 | - | - |
Tranche Comments
S-1i: Redemption: 2026-01-15; Registration: 144L/Ahj B;
Q-2: Redemption: 2026-01-15; Registration: 144Q/Rrz G;
G: Redemption: 2026-01-15; Registration: 144W/Qpa Y;
A: Redemption: 2026-01-15; Registration: 144N/Obl S;
Q: Redemption: 2026-01-15; Registration: 144A/Enz J;
H: Redemption: 2026-01-15; Registration: 144W/Ths W;
Cdd: Redemption: 2026-01-15; Registration: 144G/Pmz T;
Deal Comments
Rxm Xpvv Ucmexls 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 4, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | UTN | 1.000 | - | Ehh | - | - | - | - | 97.00% | - | Gvcpdswe | QYEZ | - | 230 | WBXS+230 | - | - |
| U | AHL | 71.000 | - | - | P | - | - | - | 57.00% | - | Xzdxasrm | DOVK | - | 340 | EESS+340 | - | - |
| Useowg | OFV | 13.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | OFQ | 57.000 | - | - | YY | - | - | - | 56.00% | - | Tzluvtrz | UOPM | - | 245 | LIVO+245 | - | - |
| I | QHT | 8.700 | - | - | G- | - | - | - | 1.20% | - | Rlqdaptk | ZKJP | - | 794 | BKXN+794 | - | - |
| N-1 | XPU | 558.000 | - | Mmm | - | - | - | - | 34.00% | - | Pyzprbhe | EPSO | - | 195 | MAIW+195 | - | - |
| Z | XHU | 34.500 | - | - | ZZZ- | - | - | - | 12.30% | - | Mkmwuduz | BYKR | - | 575 | LWWO+575 | - | - |
| W-W | UUM | 81.000 | - | - | QQ | - | - | - | 84.00% | - | Hfmgh | - | - | - | 5.730% | - | - |
| G | JIF | 23.100 | - | - | TT- | - | - | - | 9.90% | - | Kmbwpuab | ISCZ | - | 828 | HZWC+828 | - | - |
Tranche Comments
N-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144G/Kzd P;
X-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144H/Kxt X;
G-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Y/Gcp L;
W-W: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144D/Tla Q;
U: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144P/Toi Y;
Z: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144P/Jlw O;
G: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144H/All Y;
I: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Z/Hed H;
Useowg: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144V/Wuj L;
Deal Comments
Rvx Xnuu Dcowvht 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 31, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1J | XYX | 143.560 | - | Kjj | NL | - | - | - | 58.00% | - | Rchhjcwc | IJTM | - | 240 | LQBU+240 | - | - |
| W | ALF | 32.600 | - | WL | OOO- | - | - | - | 16.00% | - | Xwzvlumq | GTQJ | - | 601 | UEMI+601 | - | - |
| YQ | ACU | 5.700 | - | Brr | LM | - | - | - | 29.00% | - | Urcosysw | SUPS | - | 275 | POLT+275 | - | - |
| HH | ZBK | 18.880 | - | GU | RR | - | - | - | 99.50% | - | Pqstm | - | - | - | 7.045% | - | - |
| Y | URF | 64.574 | - | QC | SS- | - | - | - | 73.42% | - | Iqfpdtfw | DGQH | - | 889 | CEBI+889 | - | - |
| W1D | VOW | 83.000 | - | Vll | NS | - | - | - | 94.00% | - | Eicue | - | - | - | 6.710% | - | - |
| K1 | ZUI | 87.900 | - | DS | OO | - | - | - | 12.50% | - | Pvdptzkb | VYXU | - | 310 | YMEZ+310 | - | - |
| P | RWR | 51.124 | - | TM | S | - | - | - | 87.30% | - | Ulvssmzf | SAGZ | - | 410 | DYEV+410 | - | - |
| Win | WAA | 90.100 | - | OF | MM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1J: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Bur I;
W1D: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Gkq L;
YQ: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Hqp N;
K1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Pyg H;
HH: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Zvp U;
P: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Ioz H;
W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Qdo D;
Y: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Lfi O;
Win: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Kcg C;
Deal Comments
Mzn Btzz Chsizop 2.1
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Mar 19, 2019
WAL Test Period End Date
May 13, 2019