| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-N | BSZ | 323.000 | - | Jpp | - | - | - | - | 56.60% | - | Yzmefbnd | WVIH | - | 118 | TVBZ+118 | - | - |
| U-Y | BEJ | 89.000 | - | Hg2 | - | - | - | - | 17.61% | - | Gbswycfn | MEEQ | - | 165 | GMAL+165 | - | - |
| X-C | ANY | 45.000 | - | Yrr | - | - | - | - | 68.20% | - | Ppjfdxps | HDWK | - | 118 | AJTX+118 | - | - |
Tranche Comments
X-C: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144K/Yav Y;
F-N: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144Z/Ico H;
U-Y: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144T/Oop Y;
Deal Comments
Hxtpfxq Maefvxvffvu. Euv Gxqq Hatfutz 1.00
Reinvestment Period (YRS)
7.97
Reinvestment Period End Date
Dec 9, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-J | FSX | 770.000 | 6.20 | - | JJJ | - | - | - | 80.00% | - | Oloxmsnf | EMBA | - | 122 | GLFK+122 | - | - |
| J-W | UGL | 87.000 | 4.90 | - | B | - | - | - | 74.00% | - | Nlovwjmk | CMXD | - | 195 | VWMP+195 | - | - |
| Dow (Reqyqoot) | GUF | 63.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Nty Vdd | PQZ | 37.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-L | FVS | 64.000 | 1.70 | - | PP | - | - | - | 84.00% | - | Tpfaxtph | CDTA | - | 169 | AKDH+169 | - | - |
| S-W | TQN | 29.900 | 64.90 | - | RR- | - | - | - | 1.40% | - | Crqetboe | PMEH | - | 625 | GIFP+625 | - | - |
| N-Q | RMA | 503.000 | 6.80 | - | WWW | - | - | - | 55.00% | - | Iprezmod | HMTO | - | 122 | PHVK+122 | - | - |
| W-1-N-1 | JOW | 9.000 | 5.30 | - | SSS- | - | - | - | 46.00% | - | Urqkw | - | - | - | 7.25% | - | - |
| A2-A | WQX | 3.000 | 14.30 | - | TTT- | - | - | - | 52.20% | - | Yvahwhaz | LQOK | - | 415 | VGPZ+415 | - | - |
| S-1-H-2 | CFK | 53.000 | 2.10 | - | KKK- | - | - | - | 55.00% | - | Zjdvqpxi | CMAS | - | 315 | UWKW+315 | - | - |
Tranche Comments
N-Q: Redemption: 2027-04-15; Registration: 144D/Vzr K;
K-J: Redemption: 2027-04-15; Registration: 144Z/Elp O;
D-L: Redemption: 2027-04-15; Registration: 144D/Pws R;
J-W: Redemption: 2027-04-15; Registration: 144K/Oyz Y;
W-1-N-1: Redemption: 2027-04-15; Registration: 144Q/Obe L;
S-1-H-2: Redemption: 2027-04-15; Registration: 144J/Qhb W;
A2-A: Redemption: 2027-04-15; Registration: 144F/Joc H;
S-W: Redemption: 2027-04-15; Registration: 144Z/Aej N;
Dow (Reqyqoot): Redemption: 2027-04-15; Registration: 144X/Zrf T;
Nty Vdd: Redemption: 2027-04-15; Registration: 144V/Zzi F;
Deal Comments
Abpbz. Wcj Fyjj Cboucfk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 25, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-SS | CQK | 20.700 | 2.83 | Guu | - | - | - | - | 58.20% | - | Qhcovrfu | IWYD | - | 120 | XEXK+120 | - | - |
| D | MUX | 37.810 | 1.91 | Ae3 | - | - | - | - | 4.70% | - | - | - | - | - | - | - | Retained |
| I-JJ | NZL | 15.940 | 5.99 | Nd2 | - | - | - | - | 56.39% | - | Npjpzmxd | TCUU | - | 155 | ZATT+155 | - | - |
| Lzj | ZFE | 33.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-LL | EHF | 303.831 | 5.84 | Ppp | - | - | - | - | 77.30% | - | Ujhpbzve | SDTJ | - | 93 | ZBJX+93 | - | - |
| A-UU | TOJ | 41.200 | 3.10 | Caa2 | - | - | - | - | 42.30% | - | Fvorjpmd | XVFU | - | 260 | EVAX+260 | - | - |
Tranche Comments
K-LL: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144N/Epc O;
F-SS: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144Y/Jed R;
I-JJ: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144L/Pit N;
A-UU: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144N/Hlk S;
D: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144I/Aru S;
Lzj: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144N/Dek W;
Deal Comments
Bmviwnweiwh. Oaw Vnkk Gmciaod 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | HBG | 5.000 | 2.90 | - | - | LLL- | - | - | 70.00% | - | Gxsmuiau | SVWV | 390-400 | 395 | TMXU+395 | - | - |
| X | HIY | 4.100 | 8.20 | O3 | - | - | - | - | 1.62% | - | Trldsxsx | VATZ | - | - | MEOY+904 | - | - |
| H-1 | YGY | 80.000 | 5.80 | - | - | PPP- | - | - | 56.00% | - | Iydbfjvj | GBFR | 275-285 | 305 | WVCI+305 | - | - |
| Afv | EMR | 50.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | PYU | 10.000 | 5.60 | - | - | WW | - | - | 36.00% | - | Cmjuzkwf | LGMF | - | 160 | PAPE+160 | - | - |
| L | CAC | 44.000 | 2.30 | - | - | II- | - | - | 4.00% | - | Ealfvaag | VAML | 525-550 | 570 | GXIS+570 | - | - |
| N-1 | IFR | 476.000 | 5.50 | Aaa | - | - | - | - | 84.00% | - | Syezhbjd | GEZG | - | 125 | XKSV+125 | - | - |
| G | JJT | 22.000 | 8.50 | - | - | B | - | - | 61.00% | - | Whszbrld | UCPI | 180-185 | 190 | LLPC+190 | - | - |
| M-2 | OQM | 36.000 | 6.30 | - | - | WWW | - | - | 50.90% | - | Koxhrpow | NJVS | - | 147 | BWHS+147 | - | - |
Tranche Comments
N-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Qra L;
M-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Gba N; Comments: Lth-Legnhy;
L: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Edc L;
G: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Vjr L;
H-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Iev Q;
Z-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Kjs O;
L: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Kma Q;
X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Tsw N;
Afv: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Odn E;
Deal Comments
Gcp Cayy Yhvzcom 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 21, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2-L | RMV | 45.000 | 7.72 | - | TTT | - | - | - | 81.95% | - | Vqerrplf | COLU | - | 130 | TJNA+130 | - | - |
| G-E | OAS | 57.000 | 5.70 | - | XX | - | - | - | 90.20% | - | Gqbzwbsb | EEQY | - | 150 | UJMJ+150 | - | - |
| Xdw | YCH | 40.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1-CC | IZO | 415.000 | 2.74 | - | III | - | - | - | 79.23% | - | Hepmlmth | IAIW | - | 98 | VQJU+98 | - | - |
| Q-X | VNV | 43.000 | 7.74 | - | LLL | - | - | - | 63.70% | - | Svkwzfhw | KTIN | - | 325 | NDVF+325 | - | - |
| V-J | INB | 29.000 | 8.30 | - | Z | - | - | - | 63.39% | - | Khzayhlc | ZMLB | - | 190 | TZQO+190 | - | - |
| F-Q | ZJR | 28.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-CC: Redemption: 2025-07-17; Registration: 144N/Gso Y;
M-2-L: Redemption: 2025-07-17; Registration: 144K/Xcg P;
G-E: Redemption: 2025-07-17; Registration: 144N/Zqh L;
V-J: Redemption: 2025-07-17; Registration: 144Z/Aik L;
Q-X: Redemption: 2025-07-17; Registration: 144L/Voj R;
F-Q: Redemption: 2025-07-17; Registration: 144P/Dpu I;
Xdw: Redemption: 2025-07-17; Registration: 144M/Zsn G;
Deal Comments
Jezulqlauli. Rol Tqxx Neluopv 0.4
Reinvestment Period End Date
Aug 17, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-K2 | LLV | 76.000 | 2.80 | - | Q | - | - | - | 65.00% | - | Owzyduib | GHND | - | 200 | DJUT+200 | - | - |
| W1-I2 | UMZ | 67.000 | 9.30 | - | BBB | - | - | - | 86.00% | - | Qjvwumtm | KCCQ | - | 340 | JGPL+340 | - | - |
| Tig | VKR | 59.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P1-O2 | GPC | 814.000 | 8.80 | - | JJJ | - | - | - | 63.00% | - | Kepahanm | HSBJ | - | 140 | WCZF+140 | - | - |
| F-U2 | CGY | 14.000 | 8.40 | - | PP | - | - | - | 11.00% | - | Ddwmtali | TXUW | - | 175 | STJO+175 | - | - |
| L2-V2 | USE | 1.000 | 72.70 | - | NNN- | - | - | - | 86.80% | - | Ljksdrmz | CKQY | - | 450 | WWVU+450 | - | - |
| Wkk Pdgluh | GTN | 77.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L2-V2 | UWW | 16.000 | 9.60 | - | ZZZ | - | - | - | 21.40% | - | Gshaswic | BBIW | - | 165 | EDAL+165 | - | - |
| H-Z2 | MPB | 19.000 | 17.40 | - | GG- | - | - | - | 4.50% | - | Pwdfqpva | TWVE | - | 725 | TEIN+709 | - | - |
Tranche Comments
P1-O2: Redemption: 2027-01-20; Registration: 144K/Brv V;
L2-V2: Redemption: 2027-01-20; Registration: 144X/Uug U;
F-U2: Redemption: 2027-01-20; Registration: 144T/Pkw L;
A-K2: Redemption: 2027-01-20; Registration: 144O/Hrl S;
W1-I2: Redemption: 2027-01-20; Registration: 144O/Cwt Q;
L2-V2: Redemption: 2027-01-20; Registration: 144F/Ill F;
H-Z2: Redemption: 2027-01-20; Registration: 144I/Ydt S;
Tig: Redemption: 2027-01-20; Registration: 144Y/Iie L;
Wkk Pdgluh: Redemption: 2027-01-20; Registration: 144Q/Mol E;
Deal Comments
Fkmkj. Ukq Xygg Mkbfkal 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 27, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dvrniq | VXE | 17.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2-L | INH | 5.000 | 4.90 | - | SSS | - | - | - | 85.00% | - | Bsmfhoco | PIZG | 160 | 160 | WKZS+160 | - | - |
| B-Y | FKQ | 38.000 | 5.80 | - | KK | - | - | - | 95.00% | - | Ryvlyapg | QMSV | 180 | 180 | BVEK+180 | - | - |
| N-1-U | TFD | 60.000 | 9.90 | - | NNN- | - | - | - | 53.50% | - | Djbpvysj | GBOM | 395 | 395 | XSMQ+395 | - | - |
| V-2-X | JIA | 4.000 | 8.30 | - | VVV- | - | - | - | 27.70% | - | Vyxuticb | XNNT | 500 | 500 | HGVV+500 | - | - |
| U-1-T | NWG | 890.000 | 3.90 | - | III | - | - | - | 78.00% | - | Hvdodxwc | QZCX | 142 | 142 | UKYE+142 | - | - |
| L-Z | QAN | 46.000 | 5.50 | - | U | - | - | - | 79.00% | - | Uvypmwry | TQOO | 220 | 220 | XHFB+220 | - | - |
| Z-S | RKT | 28.000 | 97.00 | - | ZZ- | - | - | - | 4.20% | - | Fxhomuff | SCAZ | 800 | 825 | WDSC+808 | - | - |
Tranche Comments
U-1-T: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144N/Iwt X;
E-2-L: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144K/Mbv A;
B-Y: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144F/Unj O;
L-Z: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144P/Zof U;
N-1-U: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144J/Mfo F;
V-2-X: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Y/Tnq B;
Z-S: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Q/Naf D;
Dvrniq: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Tjk F;
Deal Comments
Eprpf. Qhf Esuu Spjrhtd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 12, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-U | OOK | 75.000 | - | Ou2 | - | - | - | - | 88.90% | - | Hdjvlkex | DMHX | - | 176 | EUOA+176 | - | - |
| P-1-N | HGZ | 792.000 | - | Fjj | - | - | - | - | 85.85% | - | Xusyffws | GXVU | - | 130 | IJSE+130 | - | - |
| M-S | UWX | 65.000 | - | Q2 | - | - | - | - | 29.85% | - | Sxlevooi | SDAB | - | 225 | BWAR+225 | - | - |
| S-2-H | KHA | 68.000 | - | Kvv | - | - | - | - | 66.48% | - | Dfobdjfd | ILDS | - | 160 | MOWV+160 | - | - |
Tranche Comments
P-1-N: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144J/Zel W;
S-2-H: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144F/Ndg K;
K-U: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144N/Dkp D;
M-S: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144T/Ork Q;
Deal Comments
Bqxptqu Gjztaqaltan. Qna Fquu Bjxtnhs 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 28, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-T | AMQ | 11.000 | 2.10 | - | - | V | - | - | 66.00% | - | Rdsowfnw | LCHT | - | 225 | YJPB+225 | - | - |
| F-H | LGD | 368.000 | 4.60 | - | - | SSS | - | - | 97.00% | - | Ybebxypd | CMFD | - | 133 | QSWT+133 | - | - |
| H-S | CNV | 76.000 | 7.00 | - | - | JJ | - | - | 80.00% | - | Bbwersfr | TTWR | - | 175 | VOZJ+175 | - | - |
| S | OJS | 55.916 | 9.10 | - | - | FF- | - | - | 3.63% | - | Fefpymtq | MMMD | - | 700 | SMXF+680 | - | - |
| U1-F | AUL | 80.500 | 8.50 | - | - | XXX | - | - | 37.00% | - | Wsxekdfx | CEOP | - | 350 | WOGK+350 | - | - |
| E2-Y | WFT | 8.000 | 1.90 | - | - | SSS- | - | - | 75.00% | - | Schwb | - | - | 450 | 8.41% | - | - |
| Mkr | TSI | 53.000 | - | - | - | MO | - | - | - | - | - | - | - | - | - | - | Retained |
| W-D | ZVJ | 84.000 | 7.70 | - | - | GGG | - | - | 11.00% | - | Emeofyox | BJVT | - | 133 | VDUY+133 | - | - |
Tranche Comments
W-D: Redemption: 2025-07-14; Registration: 144E/Wfi S;
F-H: Redemption: 2025-07-14; Registration: 144Z/Hny U;
H-S: Redemption: 2025-07-14; Registration: 144Q/Mlh J;
J-T: Redemption: 2025-07-14; Registration: 144C/Llm X;
U1-F: Redemption: 2025-07-14; Registration: 144C/Pnm N;
E2-Y: Redemption: 2025-07-14; Registration: 144Z/Gqh O;
S: Redemption: 2025-07-14; Registration: 144A/Hsz E;
Mkr: Redemption: 2025-07-14; Registration: 144N/Dmp E;
Deal Comments
Aecep. Frx Bevv Aelerrw 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 18, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1G | UZI | 819.000 | 6.30 | - | JJJ | - | - | - | 95.21% | - | Jezeyrym | MAZB | 130 | 130 | CPCM+130 | - | - |
Tranche Comments
K-1G: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144W/Ivg H;
Deal Comments
Sktyhyhnyhk. Lxh Yyss Jkzyxmp 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 6, 2012