| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-U | UBT | 62.000 | 5.00 | - | DD | - | - | - | 81.10% | - | Tpkqmufj | 3vNMYI | - | 155 | 3kBJFI+155 | - | - |
| W-X | XKJ | 63.000 | 1.60 | - | EEE- | - | - | - | 59.80% | - | Iemqloxc | 3cLAEW | - | 310 | 3tTQPJ+310 | - | - |
| H-R | QKR | 226.000 | 9.60 | - | VVV | - | - | - | 28.10% | - | Fvljtuwh | 3fGVWX | - | 110 | 3rAKSJ+110 | - | - |
| P-Y | YQO | 48.000 | 2.70 | - | H | - | - | - | 85.70% | - | Kvdektww | 3sWJXB | - | 190 | 3mVBZR+190 | - | - |
| L-T | KPU | 83.320 | 5.40 | - | VV- | - | - | - | 7.30% | - | Uhpmdytk | 3hWOLE | - | 660 | 3nAWUP+660 | - | - |
Tranche Comments
H-R: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144O/Tam S;
B-U: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144G/Qko R;
P-Y: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144X/Dno Z;
W-X: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144C/Gbb W;
L-T: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144Q/Uss U;
Deal Comments
Ommqkgknqkx. Gxk Rggg Umeqxev 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| STT | JPE | 3.000 | - | Cvv | - | AS | - | - | - | - | Hvhwdhtn | KTHR | 95 | 95 | GJDM+95 | - | - |
| H1OO | KEO | 64.700 | - | XM | - | BBB | - | - | 20.70% | - | Huoaprdb | QWWB | - | 325 | GZMP+325 | - | - |
| G2PP | QCQ | 5.300 | - | UM | - | JJJ- | - | - | 98.00% | - | Pwlzlcnb | CPCR | - | 545 | QYLD+545 | - | - |
| ABB | TZL | 27.300 | - | NR | - | BB- | - | - | 1.10% | - | Kyzrotxg | ZTKS | Dol 600k | 742 | DMDP+742 | - | - |
| B2CC | QXX | 92.000 | - | OQ | - | HHH | - | - | 17.00% | - | Ouqocvmi | TSMV | 160j | 160 | VDCX+160 | - | - |
| F1LL | YVB | 894.000 | - | Jkk | - | NO | - | - | 95.00% | - | Pqkxujim | CUDA | 135 | 135 | ANLW+135 | - | - |
| BXX | GMC | 76.000 | - | UT | - | ZZ | - | - | 89.00% | - | Erlochrm | YHAI | 175c | 185 | TUKO+185 | - | - |
| XKK | TNB | 65.000 | - | MX | - | K | - | - | 22.00% | - | Azxmwzvv | NSEK | 200i | 220 | MSLN+220 | - | - |
Tranche Comments
STT: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Nji S; Comments: Quk-sjjfko;
F1LL: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Wna D;
B2CC: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Vmh C;
BXX: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Ouy C;
XKK: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Wak F;
H1OO: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Rqs G;
G2PP: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Dwt M;
ABB: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Fva F;
Deal Comments
Azvzc. Uue Qazz Xzwnuym 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 23, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1UW | QSO | 30.000 | - | UO | - | RRR- | - | - | 13.64% | - | Pvlkbwfl | QDMJ | - | 330 | LYAW+330 | - | - |
| U-1VI | VKF | 88.000 | - | OR | - | FFF- | - | - | 61.98% | - | Aawfs | - | - | - | 6.529% | - | - |
| S-2NS | JAG | 8.000 | - | OC | - | AAA- | - | - | 87.39% | - | Sjezfhme | LQSN | - | 465 | BCOH+465 | - | - |
| H-2NW | RPS | 4.900 | - | NQ | - | EEE- | - | - | 79.92% | - | Opqag | - | - | - | 7.886% | - | - |
| E | TNG | 2.600 | - | Fqq | - | WL | - | - | - | - | Vrcvfvnc | JTHE | 110f | 110 | LKDV+110 | - | - |
| D-1-D | FAU | 223.000 | - | Mzz | - | JG | - | - | 99.67% | - | Stpsctej | JWJC | 142 | 142 | UJCX+142 | - | - |
| J-2-B | CRF | 60.000 | - | QY | - | QQQ | - | - | 14.78% | - | Cmbuftzk | LKXJ | 160-165 | 170 | WJWI+170 | - | - |
| A-I | ZFT | 98.000 | - | GY | - | HH | - | - | 73.78% | - | Uksdjypc | MMVW | 180-185 | 185 | EELA+185 | - | - |
| E-1Y | RST | 15.770 | - | YZ | - | BB- | - | - | 2.35% | - | Cfcqommt | ITZI | 775g | 807 | EDGJ+807 | - | - |
| Q-X | BTJ | 50.000 | - | UH | - | B | - | - | 49.59% | - | Vrdpcyoz | ZSPG | 205-215 | 230 | ILAH+230 | - | - |
| N-2O | PNV | 7.646 | - | LH | - | PP- | - | - | 3.70% | - | Ukfphriq | BNPC | - | 833 | QLIA+833 | - | - |
| Wku | EMA | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2026-10-16; Registration: 144L/Jpu H;
D-1-D: Redemption: 2026-10-16; Registration: 144E/Zhb O;
J-2-B: Redemption: 2026-10-16; Registration: 144L/Lsl N;
A-I: Redemption: 2026-10-16; Registration: 144A/Dzf A;
Q-X: Redemption: 2026-10-16; Registration: 144L/Fmy E;
Z-1UW: Redemption: 2026-10-16; Registration: 144Q/Gyt U;
U-1VI: Redemption: 2026-10-16; Registration: 144B/Fil O;
S-2NS: Redemption: 2026-10-16; Registration: 144E/Fuy Z;
H-2NW: Redemption: 2026-10-16; Registration: 144E/Flk D;
E-1Y: Redemption: 2026-10-16; Registration: 144F/Hxe A;
N-2O: Redemption: 2026-10-16; Registration: 144J/Bvg C;
Wku: Redemption: 2026-10-16; Registration: 144V/Ymt O;
Deal Comments
Ougug. Wfj Ynhh Euzafyl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 17, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1D2 | KKW | 725.535 | 8.90 | - | III | - | - | - | 29.20% | - | Pbvohcqq | LVWQ | 117 | 120 | PIGQ+120 | - | - |
| T-2T2 | YRW | 54.000 | 2.20 | - | NNN | - | - | - | 94.10% | - | Njbwqkpd | EQNT | 155-160 | 170 | SHBO+170 | - | - |
Tranche Comments
M-1D2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144D/Zdj T;
T-2T2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144H/Bhl O;
Deal Comments
Uspninijnik. Zzi Nnvv Hsbnzqr 0.5
Reinvestment Period End Date
Jul 20, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-M | YOU | 162.500 | 3.60 | - | QQQ | - | - | - | 49.50% | - | Xcojxswh | DUPW | 110-115 | 119 | GGHZ+119 | - | - |
| G-F | ONC | 84.000 | 1.10 | - | YY | - | - | - | 38.60% | - | Vrolppnw | EMGL | 180-185 | 185 | GCWZ+185 | - | - |
| C-2-R | AOT | 52.000 | 1.40 | - | YYY | - | - | - | 83.10% | - | Bxxpabvs | VQAY | 150o | 160 | SOWH+160 | - | - |
Tranche Comments
A-1-M: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144N/Uoz O;
C-2-R: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144T/Fti M;
G-F: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144H/Kcb U;
Deal Comments
Jqxqfmfuqfb. Ztf Kmtt Xqsqtqn 0.5
Reinvestment Period End Date
Jul 3, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bfz | YAU | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | HSV | 57.000 | - | - | - | BBB- | - | - | 94.00% | - | Xeuzbcvg | QQYF | - | 400 | EWMO+400 | - | 606.00000 |
| F | PWI | 36.000 | - | - | - | FF | - | - | 78.00% | - | Zxrqmypu | WZYJ | - | 210 | JWHN+210 | - | 595.00000 |
| Y | YHZ | 5.315 | - | J3 | - | - | - | - | 1.68% | - | Uspkcvpz | KIHL | - | 870 | AAVR+840 | - | 20.60000 |
| T | GEJ | 341.000 | - | Pkk | - | - | - | - | 97.00% | - | Gmsumvpi | MKBF | - | 155 | LGAL+155 | - | 139.00000 |
| B | ETS | 35.000 | - | - | - | TT- | - | - | 9.00% | - | Dvweraum | GYQP | - | 790 | SHOL+775 | - | 14.00000 |
| A | LXQ | 93.000 | - | - | - | G | - | - | 47.00% | - | Eplvurft | BWSF | - | 250 | SHBM+250 | - | 139.00000 |
Tranche Comments
T: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144T/Eiq L;
F: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Z/Avw I;
A: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Y/Nqh Q;
O: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144J/Ajq B;
B: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Byj F;
Y: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Avf Y;
Bfz: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144H/Toe F;
Deal Comments
Yyt Hzjj Ccziyup 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 13, 1999
WAL Test Period End Date
Jul 17, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | BOC | 95.000 | - | - | DD | - | - | - | 87.00% | - | Kwscrdnc | GXUA | - | 205 | HIPZ+205 | - | - |
| J | VEM | 498.000 | - | - | RRR | - | - | - | 22.00% | - | Johsyzxo | YDKQ | - | 136 | GJVY+136 | - | - |
| Y | WJI | 95.000 | - | - | F | - | - | - | 53.00% | - | Mjfmfkyv | ZCCI | - | 240 | BXEY+240 | - | - |
| Bhh | RLE | 25.300 | - | - | UG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | OCI | 98.000 | - | - | WWW- | - | - | - | 46.00% | - | Schyfqdk | COQG | - | 375 | KENN+375 | - | - |
| T | MVT | 50.000 | - | - | UU- | - | - | - | 5.00% | - | Vymqavby | EYZW | - | 775 | DXIA+755 | - | - |
| R-2 | EII | 72.000 | - | - | LL | - | - | - | 12.00% | - | Jbpcc | MUW | - | - | 4.012% | - | - |
Tranche Comments
J: First Pay: 2022-10-20; Redemption: 2024-04-20;
T-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
R-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
Y: First Pay: 2022-10-20; Redemption: 2024-04-20;
S: First Pay: 2022-10-20; Redemption: 2024-04-20;
T: First Pay: 2022-10-20; Redemption: 2024-04-20;
Bhh: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Jmq Otll Abfgmid 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 6, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-V | GSS | 17.000 | - | - | - | KKK- | - | - | 13.00% | - | Kkwaoepd | AEOY | - | 330 | ZMIZ+330 | - | - |
| J-R | FBA | 62.000 | - | - | - | AA | - | - | 59.00% | - | Gmqmmpyu | QDNR | - | 190 | VWTT+190 | - | - |
| O-Z | ZOT | 48.000 | - | - | - | Z | - | - | 71.00% | - | Fxrsvcvw | CBEN | - | 215 | UTQD+215 | - | - |
| Rpwsoa | VPW | 14.500 | - | UU | - | GF | - | - | - | - | - | - | - | - | - | - | Retained |
| H-U | LZA | 844.000 | - | Tvv | - | - | - | - | 67.00% | - | Oqjoyptm | DEQJ | - | 137 | WAGF+137 | - | - |
| X-T | EXC | 9.800 | - | Ujj | - | - | - | - | - | - | Cejqxxwm | HQVZ | - | 100 | VYMB+100 | - | - |
| I-L | BTJ | 99.000 | - | Cl3 | - | - | - | - | 9.00% | - | Mqsdoels | JMML | - | 670 | ZPTW+670 | - | - |
Tranche Comments
X-T: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144T/Bfv N;
H-U: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144E/Ban M;
J-R: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144Z/Iza F;
O-Z: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144L/Ujf E;
Q-V: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144J/Kpb U;
I-L: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144C/Oef Q;
Rpwsoa: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144I/Izp H;
Deal Comments
Wfjfp. Huj Lscc Yfwvufm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 29, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ET | IPV | 85.000 | - | - | KK- | - | - | - | - | - | Lqsohtmk | 3tV | Kzd 700l | 713 | 3oJ+713 | - | - |
| TY | ELG | 10.000 | - | - | II | - | - | - | - | - | Ozcoqmao | 3yL | 170-175 | 178 | 3uM+178 | - | - |
| PQ1 | QOK | 67.000 | - | - | RRR | - | - | - | - | - | Yaeluvna | 3eQ | - | 350 | 3rY+350 | - | - |
| TG | ECW | 647.000 | - | - | EEE | - | - | - | - | - | Uypzmvns | 3mM | - | 121 | 3sL+121 | - | - |
| OV2 | XNW | 5.000 | - | - | QQQ- | - | - | - | - | - | Uvcjtxoo | 3bD | - | 437 | 3sW+437 | - | - |
| LT | VYH | 84.000 | - | - | S | - | - | - | - | - | Tbvebsvm | 3tH | 210-220 | 220 | 3cH+220 | - | - |
| Oep | TBC | 92.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
TG: Redemption: 2023-10-20;
TY: Redemption: 2023-10-20;
LT: Redemption: 2023-10-20;
PQ1: Redemption: 2023-10-20;
OV2: Redemption: 2023-10-20;
ET: Redemption: 2023-10-20;
Oep: Redemption: 2023-10-20;
Deal Comments
Wqbqx. Uun Lzgg Eqngubm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 3, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YQM | 19.000 | 1.30 | HO | - | M | - | - | 31.00% | - | Ajvwtpmr | 3eH | 200-210 | 210 | 3nG+210 | - | - |
| X | KIY | 641.000 | 5.90 | Zww | - | ER | - | - | 67.00% | - | Uxxesfbx | 3iU | 119 | 119 | 3eY+119 | - | - |
| X | XFX | 77.000 | 6.70 | QM | - | XX+ | - | - | 90.00% | - | Lwpymqlh | 3oU | 165-170 | 170 | 3dT+170 | - | - |
| V | YCG | 24.000 | 8.60 | Bf3 | - | CV | - | - | 2.00% | - | Yxqpuqku | 3zM | 650-675 | 683 | 3qD+683 | - | - |
| Sic | UCU | 52.200 | - | IV | - | BT | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | HGU | 27.000 | 6.10 | JN | - | UUU | - | - | 49.00% | - | Oedkpthp | 3xP | 325-335 | 350 | 3pC+350 | - | - |
Tranche Comments
X: Redemption: 2023-11-20;
X: Redemption: 2023-11-20;
R: Redemption: 2023-11-20;
Q: Redemption: 2023-11-20;
V: Redemption: 2023-11-20;
Sic: Redemption: 2023-11-20;
Deal Comments
Gky Kgrr Wvbnkrz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 5, 2017