| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-D | IHH | 41.000 | - | Dyy | - | - | - | - | 92.70% | - | Iprvvduw | UMGE | - | 118 | BWWE+118 | - | - |
| D-G | HQZ | 21.000 | - | Rk2 | - | - | - | - | 41.51% | - | Ffxaqiuv | UGGZ | - | 165 | TSNY+165 | - | - |
| R-L | HZQ | 291.000 | - | Kgg | - | - | - | - | 73.20% | - | Arykhupw | HLEH | - | 118 | EVLX+118 | - | - |
Tranche Comments
L-D: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144U/Wzn H;
R-L: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144F/Zyi P;
D-G: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144J/Xjc Y;
Deal Comments
Pjlmujy Ayquvjvxuvl. Lav Yjyy Pyluajr 1.00
Reinvestment Period (YRS)
2.20
Reinvestment Period End Date
Nov 19, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2-D | ERP | 4.000 | 19.10 | - | FFF- | - | - | - | 74.60% | - | Avyyydxk | BCNO | - | 415 | IYLJ+415 | - | - |
| T-Y | YFG | 914.000 | 3.20 | - | JJJ | - | - | - | 81.00% | - | Weubpbkd | AVTA | - | 122 | WOMV+122 | - | - |
| Y-1-R-1 | QHU | 6.000 | 6.70 | - | VVV- | - | - | - | 27.00% | - | Uzwus | - | - | - | 7.25% | - | - |
| W-S | APV | 437.000 | 5.70 | - | GGG | - | - | - | 52.00% | - | Xbfltjpu | KWUE | - | 122 | JJXS+122 | - | - |
| B-D | JKL | 78.000 | 8.20 | - | EE | - | - | - | 81.00% | - | Byscdyld | GUDF | - | 169 | XHXT+169 | - | - |
| J-J | ILE | 66.000 | 5.80 | - | H | - | - | - | 92.00% | - | Ubekwqbj | UMJK | - | 195 | MHPD+195 | - | - |
| E-1-L-2 | VUV | 25.000 | 3.60 | - | VVV- | - | - | - | 29.00% | - | Rmeaxbpd | EZVN | - | 315 | SCEE+315 | - | - |
| B-D | PKR | 77.500 | 15.20 | - | MM- | - | - | - | 6.10% | - | Flhzxljl | ZIDT | - | 625 | JGEN+625 | - | - |
| Koj (Jeqpqord) | AZW | 52.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Cli Inn | MFH | 39.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-Y: Redemption: 2027-04-15; Registration: 144V/Kog H;
W-S: Redemption: 2027-04-15; Registration: 144W/Awy B;
B-D: Redemption: 2027-04-15; Registration: 144Z/Qjc A;
J-J: Redemption: 2027-04-15; Registration: 144B/Nva C;
Y-1-R-1: Redemption: 2027-04-15; Registration: 144H/Qkq V;
E-1-L-2: Redemption: 2027-04-15; Registration: 144K/Qmw E;
L2-D: Redemption: 2027-04-15; Registration: 144L/Wbn S;
B-D: Redemption: 2027-04-15; Registration: 144Q/Vhu N;
Koj (Jeqpqord): Redemption: 2027-04-15; Registration: 144Q/Boa V;
Cli Inn: Redemption: 2027-04-15; Registration: 144H/Dmo M;
Deal Comments
Tqfqk. Wrg Zhoo Lqxrrjp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 12, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-II | MHG | 68.600 | 8.54 | Joo | - | - | - | - | 26.98% | - | Jzeafyin | UIIN | - | 120 | BZFC+120 | - | - |
| Mmo | RVR | 89.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-HH | OVA | 84.240 | 2.76 | Tc2 | - | - | - | - | 39.42% | - | Cybvcuha | KVIB | - | 155 | SCIQ+155 | - | - |
| F-II | CVA | 89.800 | 1.80 | Hbb2 | - | - | - | - | 59.20% | - | Idbqrxvh | GLQM | - | 260 | YYZH+260 | - | - |
| O | CGW | 32.330 | 9.67 | Zr3 | - | - | - | - | 5.10% | - | - | - | - | - | - | - | Retained |
| S-TT | BRL | 309.471 | 1.34 | Qbb | - | - | - | - | 28.23% | - | Nlbwyfia | HUNO | - | 93 | TVOL+93 | - | - |
Tranche Comments
S-TT: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144G/Ppy V;
J-II: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144Y/Kzq E;
O-HH: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144U/Dba D;
F-II: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144I/Udu E;
O: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144O/Tsc P;
Mmo: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144F/Bxz A;
Deal Comments
Bbevsisjvsg. Mys Aipp Ebqvyvz 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZXG | 8.930 | 5.50 | V3 | - | - | - | - | 2.83% | - | Mepbczzw | KUGF | - | - | DAVH+904 | - | - |
| H-1 | WHE | 552.000 | 9.20 | Uqq | - | - | - | - | 91.00% | - | Iwafwvea | SDYX | - | 125 | PXLX+125 | - | - |
| F-2 | WOU | 98.000 | 8.80 | - | - | UUU | - | - | 25.90% | - | Tfqkdqfr | GMBV | - | 147 | WLAT+147 | - | - |
| Q | AQW | 79.000 | 3.80 | - | - | N | - | - | 71.00% | - | Xfvxsoqr | ALTK | 180-185 | 190 | MZVA+190 | - | - |
| F-1 | MOK | 25.000 | 2.20 | - | - | WWW- | - | - | 29.00% | - | Brcktlhj | GKGR | 275-285 | 305 | VYHL+305 | - | - |
| Q | GWT | 35.000 | 4.20 | - | - | OO- | - | - | 4.00% | - | Mwhptfkj | JHBI | 525-550 | 570 | TJUV+570 | - | - |
| S-2 | AEM | 6.000 | 6.50 | - | - | NNN- | - | - | 82.00% | - | Fzrzcynm | UOJQ | 390-400 | 395 | YWOT+395 | - | - |
| Rdy | VKP | 55.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | PWJ | 75.000 | 5.40 | - | - | QQ | - | - | 27.00% | - | Gaojlamv | PVNM | - | 160 | TCQV+160 | - | - |
Tranche Comments
H-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Ylt B;
F-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Yme N; Comments: Xfs-Xvlysg;
Q: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Jkf X;
Q: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Ewl S;
F-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Qui Z;
S-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Bvv V;
Q: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Ema T;
J: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Mvh W;
Rdy: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Lxp C;
Deal Comments
Lsw Lvzz Hvhosjx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 8, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-H | IGR | 31.000 | 6.46 | - | PPP | - | - | - | 29.39% | - | Swrpqmam | DHXQ | - | 130 | CIVQ+130 | - | - |
| Y-W | YHU | 30.000 | 1.49 | - | MMM | - | - | - | 57.90% | - | Rbjcmfpv | PXMS | - | 325 | PZFK+325 | - | - |
| K-1-YY | MBY | 635.000 | 8.64 | - | NNN | - | - | - | 72.17% | - | Lzehprqb | BZHF | - | 98 | UVOL+98 | - | - |
| Q-N | YHD | 56.000 | 3.80 | - | E | - | - | - | 53.91% | - | Iqbotbrg | CVIN | - | 190 | HSFF+190 | - | - |
| T-Z | FQQ | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-J | JLG | 50.000 | 8.70 | - | HH | - | - | - | 88.15% | - | Chjrrdow | MVUI | - | 150 | XWMO+150 | - | - |
| Pio | CWJ | 30.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1-YY: Redemption: 2025-07-17; Registration: 144Z/Ypl G;
E-2-H: Redemption: 2025-07-17; Registration: 144Q/Kyf Z;
D-J: Redemption: 2025-07-17; Registration: 144W/Fqq K;
Q-N: Redemption: 2025-07-17; Registration: 144H/Zbq O;
Y-W: Redemption: 2025-07-17; Registration: 144K/Yji W;
T-Z: Redemption: 2025-07-17; Registration: 144K/Jra B;
Pio: Redemption: 2025-07-17; Registration: 144E/Lze E;
Deal Comments
Omsmwywxmwf. New Uytt Emgmeaz 0.4
Reinvestment Period End Date
Jan 30, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-E2 | MOV | 408.000 | 8.20 | - | MMM | - | - | - | 26.00% | - | Xpvccfbr | VOZB | - | 140 | XYXB+140 | - | - |
| Fff Eclajc | BLP | 19.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-P2 | UPI | 15.000 | 8.90 | - | SS | - | - | - | 51.00% | - | Uzqucjdi | EZTL | - | 175 | SZPD+175 | - | - |
| M-A2 | OCA | 97.000 | 99.20 | - | OO- | - | - | - | 8.60% | - | Avzxcizr | ASHE | - | 725 | JHEN+709 | - | - |
| G-A2 | TEK | 60.000 | 7.10 | - | U | - | - | - | 35.00% | - | Kbzllfze | YQWO | - | 200 | NOPZ+200 | - | - |
| Ugg | HRA | 53.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A2-P2 | FEB | 30.000 | 7.70 | - | PPP | - | - | - | 70.30% | - | Ksryrelc | PXPE | - | 165 | MYSM+165 | - | - |
| L1-M2 | CLE | 95.000 | 6.90 | - | UUU | - | - | - | 59.00% | - | Vkyqlclb | DJYS | - | 340 | SQYP+340 | - | - |
| S2-S2 | LIA | 5.000 | 53.40 | - | III- | - | - | - | 56.10% | - | Bvpckmuk | IVSE | - | 450 | PMAE+450 | - | - |
Tranche Comments
G1-E2: Redemption: 2027-01-20; Registration: 144K/Tms W;
A2-P2: Redemption: 2027-01-20; Registration: 144Z/Kfk Q;
P-P2: Redemption: 2027-01-20; Registration: 144H/Krg E;
G-A2: Redemption: 2027-01-20; Registration: 144W/Zkn X;
L1-M2: Redemption: 2027-01-20; Registration: 144G/Ctv M;
S2-S2: Redemption: 2027-01-20; Registration: 144X/Wld T;
M-A2: Redemption: 2027-01-20; Registration: 144X/Gmz W;
Ugg: Redemption: 2027-01-20; Registration: 144K/Ijs R;
Fff Eclajc: Redemption: 2027-01-20; Registration: 144W/Alr W;
Deal Comments
Lzhzn. Vvp Ewyy Xzhivnm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 8, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Z | ROC | 44.000 | 5.80 | - | Z | - | - | - | 75.00% | - | Bubomcsl | ULCA | 220 | 220 | VABK+220 | - | - |
| P-1-E | KGV | 36.000 | 3.90 | - | VVV- | - | - | - | 86.80% | - | Oacpawhb | TNOW | 395 | 395 | CGLO+395 | - | - |
| Qnaspi | BKW | 76.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-F | FZU | 85.000 | 4.70 | - | AA | - | - | - | 12.00% | - | Odlumhxb | LAUW | 180 | 180 | XHNF+180 | - | - |
| L-2-W | FTA | 6.000 | 7.50 | - | WWW- | - | - | - | 28.10% | - | Hqumakqq | VVLK | 500 | 500 | GQJR+500 | - | - |
| L-1-O | GLC | 201.000 | 1.80 | - | BBB | - | - | - | 28.00% | - | Ajjjcczw | TQNR | 142 | 142 | JNAI+142 | - | - |
| Q-W | RNZ | 41.000 | 26.00 | - | QQ- | - | - | - | 3.90% | - | Rmsjccam | KEWW | 800 | 825 | AHZV+808 | - | - |
| G-2-C | YPH | 3.000 | 3.40 | - | JJJ | - | - | - | 15.00% | - | Jmrhezwj | QKIQ | 160 | 160 | CNJW+160 | - | - |
Tranche Comments
L-1-O: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144D/Ies J;
G-2-C: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Q/Xfq W;
A-F: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144H/Yvc W;
V-Z: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144T/Dzc X;
P-1-E: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144V/Olv C;
L-2-W: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144J/Dsg B;
Q-W: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144H/Iif O;
Qnaspi: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144V/Fen B;
Deal Comments
Jsxst. Dke Skqq Lsjrksv 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 16, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-S | MLG | 704.000 | - | Hyy | - | - | - | - | 77.91% | - | Dcsujvve | AQAS | - | 130 | BKOK+130 | - | - |
| A-A | IOG | 73.000 | - | T2 | - | - | - | - | 38.99% | - | Wexwjdrl | LAXG | - | 225 | GIOI+225 | - | - |
| V-2-H | KOO | 64.000 | - | Rrr | - | - | - | - | 44.48% | - | Ccbjtywz | BOVZ | - | 160 | IXCW+160 | - | - |
| S-O | CKB | 18.000 | - | Yg2 | - | - | - | - | 18.60% | - | Jcorbyrr | MPPR | - | 176 | DNYA+176 | - | - |
Tranche Comments
T-1-S: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144J/Zrp K;
V-2-H: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144Y/Vel X;
S-O: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144G/Fup B;
A-A: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144K/Oqv V;
Deal Comments
Isuxmsr Harmjsjqmja. Fxj Isrr Iaumxqv 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 15, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Egc | WGA | 78.000 | - | - | - | QV | - | - | - | - | - | - | - | - | - | - | Retained |
| N-S | NYW | 764.000 | 4.40 | - | - | TTT | - | - | 68.00% | - | Blrkqjpn | WGCG | - | 133 | GWCT+133 | - | - |
| F2-B | LBE | 2.000 | 2.60 | - | - | NNN- | - | - | 97.00% | - | Bmpvd | - | - | 450 | 8.41% | - | - |
| O-P | WRG | 49.000 | 6.20 | - | - | K | - | - | 94.00% | - | Emqdpuqb | BFKF | - | 225 | BSNN+225 | - | - |
| I-D | FKU | 92.000 | 5.80 | - | - | UUU | - | - | 73.00% | - | Mvsflrfg | DZLO | - | 133 | CSGP+133 | - | - |
| R | BQN | 67.532 | 5.60 | - | - | AA- | - | - | 8.29% | - | Wddayqnf | QNAI | - | 700 | TENR+680 | - | - |
| L-Z | BJB | 16.000 | 6.00 | - | - | BB | - | - | 93.00% | - | Xrccjhds | GNOU | - | 175 | HXOH+175 | - | - |
| P1-H | EPB | 80.500 | 9.10 | - | - | RRR | - | - | 33.00% | - | Akywhhst | GOGO | - | 350 | VZCG+350 | - | - |
Tranche Comments
I-D: Redemption: 2025-07-14; Registration: 144Z/Auw G;
N-S: Redemption: 2025-07-14; Registration: 144T/Ypt H;
L-Z: Redemption: 2025-07-14; Registration: 144H/Pzc L;
O-P: Redemption: 2025-07-14; Registration: 144X/Hfp T;
P1-H: Redemption: 2025-07-14; Registration: 144K/Hik N;
F2-B: Redemption: 2025-07-14; Registration: 144W/Twi J;
R: Redemption: 2025-07-14; Registration: 144A/Qmr W;
Egc: Redemption: 2025-07-14; Registration: 144I/Ldy A;
Deal Comments
Ibfbg. Oho Txaa Tbhbhat 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 27, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1F | TYW | 637.000 | 7.70 | - | CCC | - | - | - | 80.76% | - | Xcpaltzr | AQBI | 130 | 130 | VGLX+130 | - | - |
Tranche Comments
F-1F: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144F/Cds Y;
Deal Comments
Xmtzinixzin. Wsi Hnoo Nmazsbu 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 23, 2011