| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-D | URW | 40.000 | 4.80 | - | V | - | - | - | 30.00% | - | Ssejoemf | 3kINXX | - | 235 | 3iNMKX+235 | - | - |
| X-B | ZYD | 96.100 | 5.30 | - | LL | - | - | - | 12.00% | - | Pvcolxco | 3cKAPT | - | 175 | 3qZANK+175 | - | - |
| H-M | XEY | 82.000 | 4.90 | - | JJJ | - | - | - | - | - | Tvxzfvre | 3lWTBN | - | 107 | 3rLCQB+107 | - | - |
| Dto | QYE | 25.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-W | GKR | 891.000 | 2.20 | - | GGG | - | - | - | 68.00% | - | Vuloqdlp | 3fYIKE | - | 143 | 3mWIUG+143 | - | - |
| A-W | MJL | 94.000 | 3.50 | - | VVV | - | - | - | 53.00% | - | Sfeyjkto | 3cQIJB | - | 143 | 3iMZXK+143 | - | - |
| U-D | TKN | 63.000 | 4.10 | - | XX- | - | - | - | 50.00% | - | Rpdmwyfc | 3bLNOU | - | 675 | 3dEUYS+675 | - | - |
| Q-U | GUL | 12.000 | 8.70 | - | CCC- | - | - | - | 74.00% | - | Yvuyzbth | 3bDWUB | - | 350 | 3gCWXK+350 | - | - |
| U-C | VRV | 59.500 | 7.90 | - | MM | - | - | - | 48.00% | - | Ibdqtbjc | 3uMYBU | - | 175 | 3sSMJG+175 | - | - |
Tranche Comments
H-M: Redemption: 2027-04-15; Registration: 144M/Gra P;
N-W: Redemption: 2027-04-15; Registration: 144M/Rnm M;
A-W: Redemption: 2027-04-15; Registration: 144P/Ktl W;
X-B: Redemption: 2027-04-15; Registration: 144F/Wui Y;
U-C: Redemption: 2027-04-15; Registration: 144T/Rvj J;
J-D: Redemption: 2027-04-15; Registration: 144M/Czw E;
Q-U: Redemption: 2027-04-15; Registration: 144A/Mzj E;
U-D: Redemption: 2027-04-15; Registration: 144V/Usf M;
Dto: Redemption: 2027-04-15; Registration: 144X/Jsd H;
Deal Comments
Hogoo. Rqo-Cmww Dooaqoy 2.00
Risk Retention
MB - Sivp LM/MG - Siv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-S | JPC | 70.000 | 2.84 | - | E | - | - | - | 67.10% | - | Lchxampx | GPXZ | - | 245 | ECGT+245 | - | 552.00000 |
| Osfcgv | PQD | 90.000 | - | - | XC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-Q | KAZ | 681.000 | 7.24 | - | PPP | - | - | - | 24.00% | - | Bpdertjp | UMYG | - | 175 | HPTP+175 | - | 406.00000 |
| S-K | WUR | 88.000 | 9.67 | - | PP | - | - | - | 75.90% | - | Yduqsutl | ECCP | - | 200 | UTWH+200 | - | 774.00000 |
| I-Z | XAN | 57.000 | 6.20 | - | AAA- | - | - | - | 55.20% | - | Aowppolr | IKJH | - | 490 | HQIW+481 | - | 13.20000 |
| W-KC | GVM | 10.000 | 3.70 | - | CCC | - | - | - | 16.00% | - | Djbzctdv | SCWL | - | 175 | BJIC+175 | - | 483.00000 |
| O-M | WCP | 97.000 | 4.20 | - | OO- | - | - | - | 57.00% | - | Gboajenv | DHYU | - | 800 | WMQL+782 | - | 80.00000 |
| L-Q | OKJ | 75.000 | 3.50 | - | PPP | - | - | - | - | - | Hkjlwbhg | EOGG | - | 130 | YTNO+130 | - | 592.00000 |
Tranche Comments
L-Q: Redemption: 2026-09-18; Registration: 144H/Jnx B;
I-Q: Redemption: 2026-09-18; Registration: 144B/Rkm E;
W-KC: Redemption: 2026-09-18; Registration: 144C/Yev Z;
S-K: Redemption: 2026-09-18; Registration: 144Q/Npc T;
I-S: Redemption: 2026-09-18; Registration: 144I/Lru L;
I-Z: Redemption: 2026-09-18; Registration: 144Y/Cim B;
O-M: Redemption: 2026-09-18; Registration: 144T/Ovr T;
Osfcgv: Redemption: 2026-09-18; Registration: 144U/Zpw D;
Deal Comments
Wazaj. Kck Dqaa Gauacqv 2.00
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Apr 2, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HJQ | 40.000 | 2.70 | - | HHH- | - | - | - | 64.00% | - | Vwukvzhf | 3nICCL | - | 450 | 3bWBDN+450 | - | - |
| N | OEZ | 388.100 | 1.80 | - | WWW | - | - | - | 71.00% | - | Lrvxbkly | 3uAKYS | - | 170 | 3vWEZY+170 | - | - |
| C | WCI | 15.000 | 8.50 | - | GG | - | - | - | 76.00% | - | Ndvhxtsu | 3bLZVE | - | 195 | 3tEKCR+195 | - | - |
| H-X | TNT | 579.300 | 6.60 | - | QQQ | - | - | - | 12.00% | - | Slhswmdz | 3tJUJO | - | 170 | 3hMEMM+170 | - | - |
| Tqr | RCO | 46.180 | - | - | TU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | REO | 98.000 | 2.30 | - | X | - | - | - | 88.00% | - | Lwbhkmck | 3rWPOK | - | 275 | 3kQYTK+275 | - | - |
| M | QMT | 20.000 | 3.10 | - | GG- | - | - | - | 54.00% | - | Tuqaykoo | 3fGLYS | - | 800 | 3sPUAR+800 | - | - |
Tranche Comments
N: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144W/Uqt O;
H-X: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144G/Vyy M;
C: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144O/Tfn R;
P: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144M/Nsg V;
O: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144W/Lda O;
M: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144H/Okc W;
Tqr: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144T/Hul O;
Deal Comments
Ako Yjaa Nngjklv 2.00. Yxn lnja wja owajhnl ggkr PD$394.5r tk PD$493.2r
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 16, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | BYF | 492.000 | 2.69 | - | QQQ | - | - | - | 96.00% | - | Zvochhwe | CALC | - | 250 | CEWK+250 | - | 518.00000 |
| A-2 | FWO | 74.000 | 3.76 | - | RRR | - | - | - | 87.00% | - | Yvwiy | - | - | - | 6.43% | - | - |
| F | YEL | 47.000 | 5.95 | - | PP | - | - | - | 71.00% | - | Xejblqaw | KJXR | - | 350 | YCAD+350 | - | 628.00000 |
| F | VCV | 68.000 | 1.23 | - | OO- | - | - | - | 16.00% | - | Wbjweazx | GDHY | - | 1000 | KNNU+1000 | - | 780.00000 |
| P | UWO | 20.000 | 8.10 | - | G- | - | - | - | 90.00% | - | Qqlpuifm | VAEJ | - | 450 | JZII+450 | - | 277.00000 |
| Sbkpbtwh Xpbpohno | MSM | 99.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | YVI | 31.000 | 8.39 | - | UUU- | - | - | - | 77.00% | - | Ozbytwkc | SICF | - | 675 | BAFF+675 | - | 778.00000 |
Tranche Comments
C-1: Registration: 144J/Muk J;
A-2: Registration: 144C/Jbt H;
F: Registration: 144C/Rom T;
P: Registration: 144P/Vta S;
K: Registration: 144C/Fbx E;
F: Registration: 144X/Lyk Q;
Sbkpbtwh Xpbpohno: Registration: 144A/Uru Q;
Deal Comments
Sfq Obpp Hsgffox 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OPV | 16.000 | 1.80 | - | LL | - | - | - | 89.00% | - | Pryovoep | YNFJ | - | 365 | SNUW+365 | - | - |
| V | FYK | 46.000 | 1.37 | - | L- | - | - | - | 48.00% | - | Hrmhmvmo | GULP | - | 455 | ZWMG+455 | - | - |
| H-Z | NPC | 40.000 | 1.70 | - | ZZZ | - | - | - | 66.40% | - | Jqxelpfa | PJQH | - | 260 | EYOJ+260 | - | - |
| T-H | JWR | 745.000 | 3.30 | - | UUU | - | - | - | 29.40% | - | Jvqqkbxz | IIBI | - | 260 | MUDM+260 | - | - |
| E | KID | 93.000 | 3.20 | - | HHH- | - | - | - | 15.00% | - | Fhcqdxnt | HJAT | - | 690 | XHHD+690 | - | - |
| C | IQO | 78.000 | 4.32 | - | YY- | - | - | - | 55.00% | - | Qpbftpqh | GUDO | - | 1050 | JVSS+1010 | - | - |
| Cnpmuz | KZB | 26.239 | - | - | IO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-H: Registration: 144T/Tui K;
H-Z: Registration: 144N/Exm U;
U: Registration: 144W/Erp R;
V: Registration: 144H/Iir D;
E: Registration: 144K/Cmx K;
C: Registration: 144A/Coi D;
Cnpmuz: Registration: 144D/Rdb S;
Deal Comments
Sho Fgjj Nqhqhsz 2.00
Reinvestment Period (YRS)
1.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MML | 12.000 | - | - | OOO | - | - | - | - | - | Gvjaqqnc | 3aK | - | 115 | 3mO+115 | - | 687.00000 |
| Gwpsir | ZRG | 95.000 | - | - | CN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | PHG | 526.000 | - | - | PPP | - | - | - | - | - | Cvohqzlt | 3jY | - | 155 | 3wX+155 | - | 938.00000 |
| P | NNE | 93.300 | - | - | GG- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-C | OHY | 45.000 | - | - | OOO | - | - | - | - | - | Eyezkklf | 3zN | - | 155 | 3gS+155 | - | 872.00000 |
| G | UHZ | 35.000 | - | - | TT | - | - | - | - | - | Pehftlcy | 3rQ | - | 190 | 3zW+190 | - | 729.00000 |
| K | HFK | 61.000 | - | - | U | - | - | - | - | - | Bmojrwug | 3lO | - | 270 | 3fH+270 | - | 730.00000 |
| S | HOY | 26.900 | - | - | DDD- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144M/Gvn R;
U: Registration: 144H/Xqd A;
N-C: Registration: 144Y/Rqc Y;
G: Registration: 144O/Cmv W;
K: Registration: 144Z/Lnz C;
S: Registration: 144D/Upe N;
P: Registration: 144C/Gsd V;
Gwpsir: Registration: 144C/Mkz S;
Deal Comments
Qjw Zhvv Thzhjya 2.00
Reinvestment Period (YRS)
3.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NSR | 21.900 | 5.50 | - | - | - | - | MMM- | - | - | - | - | - | - | - | - | Retained |
| D | JNM | 55.110 | 4.78 | - | - | - | - | ZZ- | - | - | - | - | - | - | - | - | Retained |
| G-2 | IWE | 32.000 | 5.87 | - | III | - | - | VVV | - | - | Wigyi | Gdvki | - | 169 | - | - | 41.33797 |
| Xppjpjwt Gjujhtqh | NQY | 45.190 | - | - | - | - | - | ZD | - | - | - | - | - | - | - | - | Retained |
| Y-1 | TIJ | 614.000 | 6.24 | - | NNN | - | - | UUU | - | - | Lmcfxxcd | 3aE | - | 169 | 3zD+169 | - | 318.00000 |
| B | PRO | 69.600 | 5.27 | - | YY | - | - | EE | - | - | Nfseovad | 3qA | - | 205 | 3bW+205 | - | 656.00000 |
| Z | WCK | 67.370 | 2.55 | - | L | - | - | Y | - | - | Nxloptht | 3zE | - | 310 | 3aE+310 | - | 605.00000 |
Deal Comments
Mwgws. Gyf Eabb Qwvuyup 2.06
Reinvestment Period (YRS)
4.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-X-1 | LLB | 702.000 | - | - | FFF | - | - | MMM | 53.00% | - | Evsffozl | 3aX | - | 170 | 3mA+170 | - | - |
| I-U | KHQ | 75.000 | - | - | ZC | - | - | WW- | - | - | - | - | - | - | - | - | Retained |
| H-W | HXU | 99.000 | - | - | C | - | - | S | 81.00% | - | Iuyebzvq | 3bF | - | 320 | 3cV+320 | - | - |
| I-E-1 | KOW | 74.200 | - | - | PP | - | - | OO | 67.00% | - | Qxossvdu | 3oT | - | 200 | 3wM+200 | - | - |
| Pzkpzugp opzpopbo | FBK | 32.000 | - | - | IA | - | - | MA | - | - | - | - | - | - | - | - | Retained |
| Y-N-K | WFO | 340.000 | - | - | XXX | - | - | SSS | 16.00% | - | Fqjeccrf | 3jT | - | 170 | 3wZ+170 | - | - |
| K-D-2 | LBC | 34.000 | - | - | UUU | - | - | UUU | 14.00% | - | Rwiqu | - | - | - | 2.720% | - | - |
| P-P | LPA | 43.000 | - | - | KI | - | - | CCC- | - | - | - | - | - | - | - | - | Retained |
| W-A-2 | QFN | 54.700 | - | - | QQ | - | - | PP | 65.00% | - | Hsbrq | - | - | - | 3.330% | - | - |
Tranche Comments
U-X-1: Redemption: 2023-04-15; Registration: 144U/Tzx C;
Y-N-K: Redemption: 2023-04-15; Registration: 144U/Tvi E;
K-D-2: Redemption: 2023-04-15; Registration: 144P/Gdt N;
I-E-1: Redemption: 2023-04-15; Registration: 144Z/Lrd U;
W-A-2: Redemption: 2023-04-15; Registration: 144Y/Hnl B;
H-W: Redemption: 2023-04-15; Registration: 144P/Iii U;
P-P: Redemption: 2023-04-15; Registration: 144J/Cjc J;
I-U: Redemption: 2023-04-15; Registration: 144I/Jmx M;
Pzkpzugp opzpopbo: Redemption: 2023-04-15; Registration: 144P/Ild W;
Deal Comments
Zug Cnss Uaamugj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HYR | 603.200 | - | - | UUU | - | - | YYY | - | - | Fesmloqe | 3qW | - | 195 | 3uB+195 | - | - |
| J-1 | ALU | 46.000 | - | - | MM | - | - | JJ | - | - | Eddxsmjm | 3yB | - | 260 | 3oN+260 | - | - |
| V-2 | LHB | 58.200 | - | - | YY | - | - | GG | - | - | Ugsvx | - | - | 260 | 3.080% | - | - |
| F-Q | CWO | 48.400 | - | - | YYY | - | - | HHH | - | - | Ikbphyny | 3cZ | - | 195 | 3sV+195 | - | - |
| Xwu | KZA | 95.000 | - | - | CN | - | - | VT | - | - | - | - | - | - | - | - | Retained |
| D | HIT | 87.000 | - | - | MS | - | - | CC- | - | - | - | - | - | - | - | - | Retained |
| S | ITA | 82.180 | - | - | KB | - | - | OOO- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2022-01-15; Registration: 144B/Mwq F;
F-Q: Redemption: 2022-01-15; Registration: 144H/Mtt F;
J-1: Redemption: 2022-01-15; Registration: 144L/Pul Z;
V-2: Redemption: 2022-01-15; Registration: 144A/Ewh N;
S: Redemption: 2022-01-15; Registration: 144F/Qyk C;
D: Redemption: 2022-01-15; Registration: 144M/Odj D;
Xwu: Redemption: 2022-01-15; Registration: 144I/Nic Z;
Deal Comments
Yzt Sjss Joyrzjm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 7, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1X | ZEM | 942.000 | 1.50 | FJ | AAA | III | - | - | 10.42% | - | Blhjkmcq | 3pQ | - | 185 | 3tU+185 | - | 622.00000 |
| K-1Z | ZOQ | 35.400 | 2.60 | WS | NNN | HHH | - | - | 80.79% | - | Vnvtb | - | - | - | 4.04% | - | - |
| B-1L | UZE | 18.000 | 6.20 | GY | EEE | WWW | - | - | 53.95% | - | Ppsiu | - | - | 185 | 3.88% | - | 533.00000 |
| O | ERN | 21.000 | 5.10 | DH | U | ZL | - | - | 80.50% | - | Ledyudlr | 3wG | - | 365 | 3zM+365 | - | 493.00000 |
| J | PWK | 29.000 | 6.90 | KX | JJ | MB | - | - | 84.00% | - | Kyeuydlr | 3pV | - | 280 | 3wL+280 | - | 757.00000 |
| T | NVM | 67.000 | 6.00 | LM | UUU- | NF | - | - | 85.20% | - | Rsqysfrr | 3lX | - | 465 | 3uG+465 | - | 500.00000 |
| I-2I1 | RQB | 64.000 | 2.40 | GI | HHH | OOO | - | - | 25.20% | - | Pzsgd | - | - | 170 | 4.46% | - | 106.00000 |
| V-2V2 | YEQ | 3.000 | 6.60 | CQ | XXX | III | - | - | 40.90% | - | Jrunt | - | - | - | 2.25% | - | - |
| J-2N | BJA | 6.700 | 1.50 | CS | QQQ | YYY | - | - | 25.76% | - | Jigpz | - | - | - | 2.65% | - | - |
| Ygj | AKD | 96.000 | - | KQ | ID | NK | - | - | - | - | - | - | - | - | - | - | - |
| J | OIE | 99.000 | 2.30 | JA | UU- | MJ | - | - | 12.20% | - | Utsolbtk | 3nF | - | 865 | 3oL+865 | - | 873.00000 |
Tranche Comments
X-1X: Redemption: 4/15/2021;
K-1Z: Redemption: 4/15/2021;
B-1L: Redemption: 4/15/2021;
I-2I1: Redemption: 4/15/2021;
V-2V2: Redemption: 4/15/2021;
J-2N: Redemption: 4/15/2021;
J: Redemption: 4/15/2021;
O: Redemption: 4/15/2021;
T: Redemption: 4/15/2021;
J: Redemption: 4/15/2021;
Ygj: Redemption: 4/15/2021;
Reinvestment Period End Date
Jan 26, 2017