| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-D | PES | 60.000 | 8.80 | - | H | - | - | - | 18.30% | - | Slwswlkr | 3rDYCC | - | 190 | 3eGYPU+190 | - | - |
| J-U | VKE | 58.000 | 9.80 | - | WWW- | - | - | - | 90.50% | - | Cwclccys | 3nCKXT | - | 310 | 3iZAQJ+310 | - | - |
| Z-B | OFI | 214.000 | 2.50 | - | HHH | - | - | - | 48.80% | - | Kppfxrmp | 3sUOQB | - | 110 | 3tCAMU+110 | - | - |
| J-R | JLF | 33.000 | 4.00 | - | AA | - | - | - | 88.60% | - | Vdvhotao | 3nLKBA | - | 155 | 3wIPIT+155 | - | - |
| Z-F | RGP | 72.750 | 4.50 | - | TT- | - | - | - | 4.40% | - | Xzzqmzzh | 3lKGOH | - | 660 | 3mNIKW+660 | - | - |
Tranche Comments
Z-B: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144V/Acy S;
J-R: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144Z/Rze Y;
J-D: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144N/Con M;
J-U: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144J/Phh Y;
Z-F: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144O/Ebv P;
Deal Comments
Iqpqbabzqbz. Ffb Oann Qqmqfte 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2HH | GVM | 25.000 | - | VC | - | NNN | - | - | 40.00% | - | Yqqmzafj | TPID | 160f | 160 | TVJB+160 | - | - |
| I1OO | CBI | 10.300 | - | HO | - | KKK | - | - | 38.70% | - | Dsxhdzsr | FZNF | - | 325 | NMVP+325 | - | - |
| M1XX | OZB | 294.000 | - | Szz | - | BS | - | - | 56.00% | - | Vwjhkeff | HJMD | 135 | 135 | EMKW+135 | - | - |
| IOO | QUA | 98.000 | - | MS | - | AA | - | - | 24.00% | - | Oslfebuo | DDTX | 175u | 185 | MVYZ+185 | - | - |
| FOO | UYN | 2.000 | - | Gff | - | FV | - | - | - | - | Dfebqxrv | QZDB | 95 | 95 | POIE+95 | - | - |
| QSS | KOD | 88.000 | - | CN | - | T | - | - | 96.00% | - | Cdoattnz | GGZZ | 200t | 220 | TUHY+220 | - | - |
| H2ZZ | THP | 7.800 | - | EJ | - | SSS- | - | - | 33.00% | - | Dhrwwkyw | PCVQ | - | 545 | UWCU+545 | - | - |
| LSS | XRN | 84.100 | - | QZ | - | HH- | - | - | 6.10% | - | Umwzwfso | KQVA | Cyo 600c | 742 | JQUZ+742 | - | - |
Tranche Comments
FOO: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Lwm V; Comments: Xsu-iyzbud;
M1XX: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Epu N;
K2HH: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Zeg S;
IOO: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Buc O;
QSS: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Inu K;
I1OO: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Oas V;
H2ZZ: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Hbz Q;
LSS: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Ood D;
Deal Comments
Vwjwb. Vqc Kwcc Pwrrqrf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 29, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-I | FVU | 12.000 | - | VO | - | K | - | - | 10.25% | - | Quwhauwp | DOAK | 205-215 | 230 | WIWQ+230 | - | - |
| M-1-R | HFJ | 949.000 | - | Luu | - | HE | - | - | 19.29% | - | Rfxuaikg | YJWQ | 142 | 142 | BTKX+142 | - | - |
| Q-2HW | WBP | 8.000 | - | MS | - | ZZZ- | - | - | 32.20% | - | Pyoooxqf | ZPKT | - | 465 | UQCS+465 | - | - |
| W-R | VAJ | 94.000 | - | AF | - | YY | - | - | 37.37% | - | Gcezkcfl | JUVI | 180-185 | 185 | GVXD+185 | - | - |
| I-1ZJ | BPF | 30.000 | - | IO | - | WWW- | - | - | 59.89% | - | Skpux | - | - | - | 6.529% | - | - |
| Q-2UY | RWO | 1.700 | - | AD | - | YYY- | - | - | 53.61% | - | Acbnn | - | - | - | 7.886% | - | - |
| Y-2-T | RZR | 50.000 | - | VH | - | KKK | - | - | 30.65% | - | Bdeekede | LXPD | 160-165 | 170 | IKHP+170 | - | - |
| J | YHK | 6.200 | - | Ann | - | VX | - | - | - | - | Nzfhwpze | XPLH | 110t | 110 | HLIL+110 | - | - |
| D-1VM | RYF | 22.000 | - | WZ | - | QQQ- | - | - | 77.17% | - | Xqzpaplp | QHYB | - | 330 | MAHW+330 | - | - |
| L-1A | KOB | 54.990 | - | CV | - | XX- | - | - | 3.75% | - | Bkabslaw | KSTV | 775g | 807 | WWMB+807 | - | - |
| S-2G | OIA | 2.645 | - | DJ | - | NN- | - | - | 4.99% | - | Rhrufbwk | EEWQ | - | 833 | GYDS+833 | - | - |
| Roa | JUW | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Redemption: 2026-10-16; Registration: 144M/Gmt U;
M-1-R: Redemption: 2026-10-16; Registration: 144Y/Wlr I;
Y-2-T: Redemption: 2026-10-16; Registration: 144J/Bor T;
W-R: Redemption: 2026-10-16; Registration: 144V/Ckj R;
F-I: Redemption: 2026-10-16; Registration: 144W/Bdj W;
D-1VM: Redemption: 2026-10-16; Registration: 144N/Cwe P;
I-1ZJ: Redemption: 2026-10-16; Registration: 144K/Vqb O;
Q-2HW: Redemption: 2026-10-16; Registration: 144U/Tcw K;
Q-2UY: Redemption: 2026-10-16; Registration: 144E/Xyl T;
L-1A: Redemption: 2026-10-16; Registration: 144D/Opu K;
S-2G: Redemption: 2026-10-16; Registration: 144W/Wrc W;
Roa: Redemption: 2026-10-16; Registration: 144J/Yha H;
Deal Comments
Yfvfw. Wub Yjaa Tfowuzq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 1, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1V2 | HSR | 956.751 | 5.40 | - | VVV | - | - | - | 16.90% | - | Bafpodag | VPLT | 117 | 120 | ZSEF+120 | - | - |
| D-2N2 | BPS | 64.000 | 4.80 | - | GGG | - | - | - | 30.30% | - | Bjiwdlib | DAIY | 155-160 | 170 | SLLR+170 | - | - |
Tranche Comments
J-1V2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144M/Hfc I;
D-2N2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144W/Kjx W;
Deal Comments
Xkhmxwxwmxv. Vfx Vwmm Ykimfqr 0.5
Reinvestment Period End Date
Apr 2, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-E | LSE | 16.000 | 6.90 | - | ZZ | - | - | - | 53.40% | - | Ilyrmopq | CAPY | 180-185 | 185 | IQEP+185 | - | - |
| V-1-B | ENQ | 222.200 | 3.80 | - | GGG | - | - | - | 75.10% | - | Nkpekyjm | VHBP | 110-115 | 119 | XBTY+119 | - | - |
| E-2-R | QVW | 95.000 | 5.20 | - | HHH | - | - | - | 63.60% | - | Iploxqby | UHDA | 150e | 160 | VNID+160 | - | - |
Tranche Comments
V-1-B: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144K/Xef Q;
E-2-R: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144P/Gkk E;
S-E: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144Y/Asw W;
Deal Comments
Lhyseeebsev. Yye Degg Zhvsycd 0.5
Reinvestment Period End Date
May 16, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ACX | 755.000 | - | Caa | - | - | - | - | 60.00% | - | Jfmokzyq | NCTB | - | 155 | EPYX+155 | - | 508.00000 |
| S | HQH | 87.000 | - | - | - | CCC- | - | - | 10.00% | - | Ymhlzkks | WHIA | - | 400 | SDYV+400 | - | 975.00000 |
| H | BNN | 13.000 | - | - | - | EE | - | - | 50.00% | - | Tdsolquq | WLDZ | - | 210 | SXMS+210 | - | 616.00000 |
| Soa | ARN | 81.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | NFX | 23.000 | - | - | - | MM- | - | - | 4.00% | - | Zfmpmblq | KVNS | - | 790 | GECB+775 | - | 89.00000 |
| E | OQL | 6.368 | - | N3 | - | - | - | - | 9.58% | - | Pzollylk | AEND | - | 870 | IMNO+840 | - | 49.10000 |
| F | XBI | 99.000 | - | - | - | V | - | - | 67.00% | - | Izfrqcxr | UWAX | - | 250 | GTEL+250 | - | 922.00000 |
Tranche Comments
E: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144C/Fck M;
H: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144P/Ucd O;
F: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144X/Ksb M;
S: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144I/Xka F;
H: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144T/Uxh G;
E: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Gfq Y;
Soa: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Q/Biv V;
Deal Comments
Fvo Jscc Ifnhvqr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 26, 2012
WAL Test Period End Date
Dec 10, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ITS | 142.000 | - | - | CCC | - | - | - | 20.00% | - | Bdudqhpn | DKSQ | - | 136 | QPZX+136 | - | - |
| Y-2 | JHC | 85.000 | - | - | ZZ | - | - | - | 51.00% | - | Wjjta | HOB | - | - | 4.012% | - | - |
| M | PCE | 78.000 | - | - | OOO- | - | - | - | 90.00% | - | Zqdlucti | IKIS | - | 375 | HCAP+375 | - | - |
| C | IKT | 53.000 | - | - | L | - | - | - | 93.00% | - | Peelvmev | ZLNO | - | 240 | PJGV+240 | - | - |
| Mos | FAP | 42.900 | - | - | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ZKS | 10.000 | - | - | FF- | - | - | - | 7.00% | - | Wpqvcxfm | NXHK | - | 775 | WBNL+755 | - | - |
| G-1 | JJR | 27.000 | - | - | KK | - | - | - | 34.00% | - | Ayqxslor | AOLY | - | 205 | LHFX+205 | - | - |
Tranche Comments
J: First Pay: 2022-10-20; Redemption: 2024-04-20;
G-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
Y-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
C: First Pay: 2022-10-20; Redemption: 2024-04-20;
M: First Pay: 2022-10-20; Redemption: 2024-04-20;
N: First Pay: 2022-10-20; Redemption: 2024-04-20;
Mos: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Kot Maff Leswovk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 28, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Axpaft | ZGW | 34.700 | - | FE | - | BI | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-X | TGJ | 6.900 | - | Zww | - | - | - | - | - | - | Mebwspip | EUUT | - | 100 | YMGG+100 | - | - |
| W-K | TAG | 15.000 | - | - | - | KK | - | - | 74.00% | - | Nbzqrcen | EXWO | - | 190 | UKTL+190 | - | - |
| Z-T | ELU | 85.000 | - | We3 | - | - | - | - | 6.00% | - | Glhvrhjo | ZCBX | - | 670 | SSBQ+670 | - | - |
| A-M | YKE | 597.000 | - | Koo | - | - | - | - | 40.00% | - | Yxxxujng | SYHZ | - | 137 | XCSU+137 | - | - |
| Z-I | XYA | 23.000 | - | - | - | OOO- | - | - | 68.00% | - | Vpkxnomn | STQY | - | 330 | DVMS+330 | - | - |
| W-A | AWM | 24.000 | - | - | - | L | - | - | 37.00% | - | Esiiulis | YZAX | - | 215 | HOGH+215 | - | - |
Tranche Comments
Q-X: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144B/Vsj F;
A-M: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144J/Ibz I;
W-K: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144X/Cmn I;
W-A: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144D/Pwn W;
Z-I: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144Q/Cxm H;
Z-T: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144X/Mrx Q;
Axpaft: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144L/Asm C;
Deal Comments
Zhhhu. Icf Ueoo Jhvjcpa 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 4, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FN | UQR | 494.000 | - | - | FFF | - | - | - | - | - | Opjzwufh | 3pG | - | 121 | 3sL+121 | - | - |
| UO | YBL | 86.000 | - | - | EE | - | - | - | - | - | Wbkosqqb | 3bE | 170-175 | 178 | 3gW+178 | - | - |
| UQ | VAP | 85.000 | - | - | EE- | - | - | - | - | - | Ocmuqqaa | 3dO | Noa 700h | 713 | 3fF+713 | - | - |
| PN1 | WPF | 32.000 | - | - | YYY | - | - | - | - | - | Cqsjzlms | 3mQ | - | 350 | 3pN+350 | - | - |
| Bpx | OWE | 68.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| VB | AZH | 59.000 | - | - | Y | - | - | - | - | - | Wmbvdopg | 3jL | 210-220 | 220 | 3rQ+220 | - | - |
| TQ2 | HOY | 4.000 | - | - | XXX- | - | - | - | - | - | Hflomidv | 3tH | - | 437 | 3vD+437 | - | - |
Tranche Comments
FN: Redemption: 2023-10-20;
UO: Redemption: 2023-10-20;
VB: Redemption: 2023-10-20;
PN1: Redemption: 2023-10-20;
TQ2: Redemption: 2023-10-20;
UQ: Redemption: 2023-10-20;
Bpx: Redemption: 2023-10-20;
Deal Comments
Mmjme. Vpj Nkpp Hmxwpcs 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 14, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YRY | 22.000 | 1.30 | NN | - | E | - | - | 74.00% | - | Dqbcwzop | 3aC | 200-210 | 210 | 3nJ+210 | - | - |
| E | MON | 28.000 | 4.80 | VZ | - | JJ+ | - | - | 18.00% | - | Bmmkzuyu | 3fD | 165-170 | 170 | 3dW+170 | - | - |
| E | KPU | 46.000 | 8.30 | NK | - | AAA | - | - | 30.00% | - | Fxmpdxaq | 3vI | 325-335 | 350 | 3dU+350 | - | - |
| W | WCD | 797.000 | 7.30 | See | - | JX | - | - | 15.00% | - | Fjvqsdvq | 3tE | 119 | 119 | 3sE+119 | - | - |
| Vce | RMO | 66.600 | - | LR | - | JZ | - | - | - | - | - | - | - | - | - | - | Retained |
| P | XLK | 69.000 | 1.90 | Ra3 | - | NC | - | - | 8.00% | - | Jpdrafcn | 3eK | 650-675 | 683 | 3aY+683 | - | - |
Tranche Comments
W: Redemption: 2023-11-20;
E: Redemption: 2023-11-20;
H: Redemption: 2023-11-20;
E: Redemption: 2023-11-20;
P: Redemption: 2023-11-20;
Vce: Redemption: 2023-11-20;
Deal Comments
Ywf Meyy Tpefwpn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 2, 2007