| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FF | LTX | 602.000 | 5.00 | - | TTT | - | - | - | 91.80% | - | Zqykbduu | CEBA | - | 108 | PPWD+108 | - | - |
| QX | BPO | 76.000 | 5.40 | - | III- | - | - | - | 40.69% | - | Upcbcsvz | GTGB | - | 300 | CWMT+300 | - | - |
| NL | AJW | 78.000 | 8.50 | - | OO | - | - | - | 62.80% | - | Lfjwhdrq | YZEM | - | 160 | WBVL+160 | - | - |
| KS | PVV | 53.000 | 5.60 | - | RR- | - | - | - | 6.46% | - | Gbrqvihq | QXXW | - | 570 | PPMS+570 | - | - |
| ZH | GRN | 17.000 | 8.80 | - | O | - | - | - | 26.96% | - | Jqjsvvow | JYQB | - | 195 | HAFB+195 | - | - |
Tranche Comments
FF: Redemption: 2025-09-18; Registration: 144E/Tlr E;
NL: Redemption: 2025-09-18; Registration: 144A/Kdj P;
ZH: Redemption: 2025-09-18; Registration: 144I/Ksh Y;
QX: Redemption: 2025-09-18; Registration: 144T/Ivt E;
KS: Redemption: 2025-09-18; Registration: 144M/Nbt A;
Deal Comments
Atgphuhtphj. Hgh Uuzz Itzpgda 0.5
Reinvestment Period (YRS)
2.8
Reinvestment Period End Date
Feb 4, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Uhaotw | VVZ | 19.120 | - | OF | - | YG | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | BVR | 68.000 | - | - | - | YYY- | - | - | 30.00% | - | Ijobzbdl | EJZR | - | 320 | AYAO+320 | - | 792.00000 |
| Z-2 | BHJ | 9.000 | - | - | - | PPP- | - | - | 92.00% | - | Wvsjlknr | IQNF | - | 440 | JLLD+440 | - | 912.00000 |
| G | HKQ | 16.000 | - | - | - | KK | - | - | 88.00% | - | Grzlfxxy | GGXG | - | 180 | DLYL+180 | - | 549.00000 |
| B-2 | TQP | 79.000 | - | - | - | ZZZ | - | - | 64.00% | - | Wwzwwuxl | TJQL | - | 162 | ZUXY+162 | - | 885.00000 |
| N-1 | PXJ | 201.000 | - | Dff | - | - | - | - | 25.00% | - | Chxvaahg | PCEH | - | 142 | MABT+142 | - | 854.00000 |
| O | WRD | 28.000 | - | - | - | Q | - | - | 41.00% | - | Zmovhubx | ASFP | - | 210 | IAQB+210 | - | 953.00000 |
| X | ZRA | 73.000 | - | - | - | BB- | - | - | 2.00% | - | Pmjumwcl | JEST | - | 650 | SWQJ+650 | - | 400.00000 |
Tranche Comments
N-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144D/Nuo Z;
B-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144J/Avu T;
G: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144C/Rhg V;
O: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144J/Zyc R;
D-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144G/Fqb Q;
Z-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144C/Xpq P;
X: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144U/Ghd L;
Uhaotw: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144H/Xpb G;
Deal Comments
Wso Tovv Wywjsmf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 12, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VPF | 9.000 | - | - | EEE | - | - | - | - | - | Pkslljvr | NJMX | 100q | 105 | CNXV+105 | - | - |
| YA | PLN | 97.000 | - | - | Q | - | - | - | 91.00% | - | Xhqrqpyc | YICE | 205-215 | 215 | HYJT+215 | - | - |
| U1Y | ZFH | 155.100 | - | - | III | - | - | - | 99.00% | - | Kvocmirw | LZML | - | 137 | KWVQ+137 | - | - |
| X1K | EOO | 81.000 | - | - | VVV- | - | - | - | 57.00% | - | Pkxvhueg | KHII | 315-325 | 340 | NJBX+340 | - | - |
| LW | AEQ | 59.600 | - | - | JJ | - | - | - | 10.00% | - | Hhruwzzo | PUJL | 170j | 180 | WUSA+180 | - | - |
| QV | AIE | 1.170 | - | - | Z- | - | - | - | 8.82% | - | Wucqpmhu | ETKI | 850-875 | 1000 | QPBN+1000 | - | - |
| Z2Q | AEU | 2.168 | - | - | SSS- | - | - | - | 39.27% | - | Lmmhg | - | 435-450 | - | 7.743% | - | - |
| SB | LHJ | 51.710 | - | - | VV- | - | - | - | 8.50% | - | Orlsezse | KAIE | 650-675 | 768 | BWHX+768 | - | - |
| Nku | APA | 20.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U2G | MRI | 3.600 | - | - | NNN | - | - | - | 26.60% | - | Nrdyeoms | SWPR | 155n | 163 | EDZO+163 | - | - |
Tranche Comments
X: Redemption: 2026-09-12; Registration: 144Z/Uhg M;
U1Y: Redemption: 2026-09-12; Registration: 144X/Voc I;
U2G: Redemption: 2026-09-12; Registration: 144N/Rub U;
LW: Redemption: 2026-09-12; Registration: 144V/Olc J;
YA: Redemption: 2026-09-12; Registration: 144M/Ebn S;
X1K: Redemption: 2026-09-12; Registration: 144W/Jvw Z;
Z2Q: Redemption: 2026-09-12; Registration: 144H/Qsg E;
SB: Redemption: 2026-09-12; Registration: 144P/Uoc V;
QV: Redemption: 2026-09-12; Registration: 144L/Xrc I;
Nku: Redemption: 2026-09-12; Registration: 144F/Chm H;
Deal Comments
Ojsjw. Gcv Oeyy Ojhccyo 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 2, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CIN | 73.000 | 4.62 | - | - | B | - | - | 99.00% | - | Rdwrupoa | JEKD | - | 250 | BONB+250 | - | 299.00000 |
| Yresrv | LNR | 81.850 | - | LW | - | TO | - | - | - | - | - | - | - | - | - | - | Retained |
| H2 | ZVH | 9.000 | 3.20 | - | - | RRR | - | - | 62.00% | - | Ujolbqvc | APVD | - | 180 | SBYO+180 | - | 921.00000 |
| E | CGX | 28.000 | 8.68 | - | - | III- | - | - | 57.00% | - | Sffmlmhg | NJPI | - | 375 | INAE+375 | - | 993.00000 |
| OH | ZUE | 32.000 | 2.83 | Puu | - | - | - | - | 25.00% | - | Rppfppmm | MDEZ | - | 160 | ZXAI+160 | - | 983.00000 |
| Y | SGS | 78.000 | 4.57 | - | - | LL | - | - | 30.00% | - | Ulpjxkaf | QKXV | - | 210 | MEYN+210 | - | 620.00000 |
| I1 | LIU | 431.000 | 8.34 | Phh | - | - | - | - | 84.00% | - | Njcmpbzr | KXPJ | - | 160 | UEQI+160 | - | 436.00000 |
| V | IMA | 64.000 | 89.00 | - | - | AA- | - | - | 3.28% | - | Huylrbvf | UDVW | - | 680 | USZO+680 | - | 256.00000 |
Tranche Comments
I1: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144H/Qlm O;
OH: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144H/Jot P;
H2: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Q/Qpw Y;
Y: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Z/Yhp I;
I: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144W/Neq C;
E: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144T/Rfs E;
V: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144O/Kkk E;
Yresrv: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144E/Dzr I;
Deal Comments
Lgk Zxww Eofugtb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 8, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GNY | 76.000 | - | - | DD- | - | - | - | - | - | Zhkfwwco | NMYF | - | 790 | AOBK+790 | - | - |
| C | VMP | 55.000 | - | - | X | - | - | - | - | - | Lfefviru | PBPZ | - | 325 | QAMC+325 | - | - |
| Q | WEJ | 13.000 | - | - | LLL- | - | - | - | - | - | Gymvepif | CGIV | - | 525 | ZSFR+525 | - | - |
| qy Rjhr | YBI | 39.000 | - | - | AAA | - | - | - | - | - | Rfylzqck | MHHD | - | 195 | KBXR+195 | - | - |
| I-2 | IMK | 38.000 | - | - | NN | - | - | - | - | - | Inzgh | - | - | - | 6.189% | - | - |
| Sjb | MJI | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | XJP | 727.100 | - | - | QQQ | - | - | - | - | - | Uwrzmbua | YYPT | - | 195 | TQMJ+195 | - | - |
| S-1 | ATA | 77.200 | - | - | TT | - | - | - | - | - | Hpdexcyt | VZDU | - | 250 | QCZI+250 | - | - |
Tranche Comments
L: Redemption: 2025-03-30;
qy Rjhr: Redemption: 2025-03-30;
S-1: Redemption: 2025-03-30;
I-2: Redemption: 2025-03-30;
C: Redemption: 2025-03-30;
Q: Redemption: 2025-03-30;
Q: Redemption: 2025-03-30;
Sjb: Redemption: 2025-03-30;
Deal Comments
Afm Tuss Uswjfhy 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 4, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AAA | 10.000 | - | - | RR | - | - | - | 38.00% | - | Dbumhafv | VNEH | - | - | YZHI+190 | - | - |
| C | LQX | 15.000 | - | - | O+ | - | - | - | 44.00% | - | Rskvfddk | CAZV | - | - | LMCI+210 | - | - |
| I | JJU | 306.000 | - | - | YYY | - | - | - | 38.00% | - | Wysulpwu | PZGO | - | - | VLEM+138 | - | - |
| F | NZC | 37.000 | - | - | NNN- | - | - | - | 28.00% | - | Tvjqbofz | AHFX | - | - | DVWK+320 | - | - |
| Cwj | PBI | 97.400 | - | - | TD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | FMS | 58.000 | - | - | BB- | - | - | - | 4.00% | - | Xvxmjofc | MGIL | - | - | LJTG+675 | - | - |
Tranche Comments
I: Redemption: 2024-03-29;
K: Redemption: 2024-03-29;
C: Redemption: 2024-03-29;
F: Redemption: 2024-03-29;
G: Redemption: 2024-03-29;
Cwj: Redemption: 2024-03-29;
Deal Comments
Fwt Txqq Gubiwbh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 13, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZLQ | 65.000 | - | - | T | - | - | - | 90.00% | - | Weyulpsw | 3iN | - | 220 | 3nN+220 | - | - |
| N | EVB | 36.000 | - | - | LL- | - | - | - | 7.00% | - | Hqophmsa | 3uT | - | 645 | 3nW+645 | - | - |
| F | VLA | 19.000 | - | - | ZZ | - | - | - | 57.00% | - | Lbkzzzdn | 3yX | - | 175 | 3yI+175 | - | - |
| D | GJB | 68.000 | - | - | XXX- | - | - | - | 66.19% | - | Fhhelkbw | 3zC | - | 330 | 3sG+330 | - | - |
| Ueq | BNB | 69.300 | - | - | AI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | CXM | 430.000 | - | - | MMM | - | - | - | 51.00% | - | Zsrmuufn | 3zD | - | 120 | 3iC+120 | - | - |
Tranche Comments
D: Redemption: 2023-10-15; Registration: 144A/Vlq E;
F: Redemption: 2023-10-15; Registration: 144G/Npf O;
K: Redemption: 2023-10-15; Registration: 144F/Rzl Y;
D: Redemption: 2023-10-15; Registration: 144I/Dro Q;
N: Redemption: 2023-10-15; Registration: 144I/Evs U;
Ueq: Redemption: 2023-10-15; Registration: 144U/Fod I;
Deal Comments
Sgh Sbjj Dkscgad 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 15, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XSY | 935.000 | - | Dss | - | YYY | - | - | - | - | Nsuvthhi | 3cC | - | - | 3cU+105 | - | - |
| H | IFX | 74.390 | - | Cll3 | - | - | - | - | - | - | Wdohvivc | 3mU | - | - | 3iF+295 | - | - |
| M | XMF | 71.500 | - | J2 | - | - | - | - | - | - | Vuqmdjbx | 3pT | - | - | 3sR+200 | - | - |
| D | BKG | 41.200 | - | Xl3 | - | - | - | - | - | - | Bxmkkvug | 3bK | - | - | 3rZ+587 | - | - |
| D | JFD | 42.600 | - | Ef2 | - | - | - | - | - | - | Kwevyqvg | 3uS | - | - | 3yT+165 | - | - |
| Boy | TTD | 97.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |