| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-P | CIX | 83.000 | 9.90 | - | B | - | - | - | 14.00% | - | Jkjstfbg | 3oUNUX | - | 235 | 3oYQWS+235 | - | - |
| O-Z | GEX | 58.000 | 1.50 | - | SS- | - | - | - | 38.00% | - | Wbxqmfdf | 3qKGUQ | - | 675 | 3qPPYV+675 | - | - |
| F-B | IQV | 75.000 | 3.60 | - | YYY | - | - | - | 77.00% | - | Cvsplwny | 3yDZYC | - | 143 | 3eSVFB+143 | - | - |
| V-C | BKV | 56.000 | 4.50 | - | OOO- | - | - | - | 26.00% | - | Vekescuc | 3qVALQ | - | 350 | 3eDSPB+350 | - | - |
| P-X | LXB | 638.000 | 4.10 | - | YYY | - | - | - | 49.00% | - | Iejxxdxx | 3mGTDI | - | 143 | 3pJIJL+143 | - | - |
| Z-H | QNC | 48.100 | 1.90 | - | YY | - | - | - | 84.00% | - | Pelmspia | 3bNNCL | - | 175 | 3eJBXN+175 | - | - |
| F-M | PEY | 39.000 | 4.30 | - | QQQ | - | - | - | - | - | Buldtrfu | 3tKHQC | - | 107 | 3fIOCJ+107 | - | - |
| O-K | PHD | 69.400 | 6.90 | - | AA | - | - | - | 47.00% | - | Vszqolkd | 3sKCZO | - | 175 | 3kSJPA+175 | - | - |
| Lhx | OIB | 96.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-M: Redemption: 2027-04-15; Registration: 144L/Zci E;
P-X: Redemption: 2027-04-15; Registration: 144A/Mby B;
F-B: Redemption: 2027-04-15; Registration: 144F/Kci B;
O-K: Redemption: 2027-04-15; Registration: 144F/Zfw H;
Z-H: Redemption: 2027-04-15; Registration: 144Q/Naq S;
P-P: Redemption: 2027-04-15; Registration: 144I/Wzw C;
V-C: Redemption: 2027-04-15; Registration: 144Z/Elh Q;
O-Z: Redemption: 2027-04-15; Registration: 144Y/Inl C;
Lhx: Redemption: 2027-04-15; Registration: 144B/Hvp N;
Deal Comments
Avyvr. Ezq-Goaa Wvjrzgk 2.00
Risk Retention
OP - Zifm WO/OE - Zif
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 25, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-DY | PZM | 73.000 | 1.54 | - | VVV | - | - | - | 54.00% | - | Qczywtey | BYPR | - | 175 | LZTC+175 | - | 461.00000 |
| C-H | NKL | 60.000 | 2.79 | - | MM | - | - | - | 43.50% | - | Alseejxj | CHFX | - | 200 | ECFR+200 | - | 909.00000 |
| D-K | NAE | 85.000 | 8.80 | - | HHH- | - | - | - | 79.40% | - | Xyheflnn | GWLT | - | 490 | QHBF+481 | - | 67.60000 |
| Exgrus | BEH | 67.000 | - | - | TM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-X | KEA | 46.000 | 3.30 | - | BB- | - | - | - | 25.00% | - | Ndudqrfu | KMDD | - | 800 | AVZB+782 | - | 58.00000 |
| G-L | CUJ | 69.000 | 5.10 | - | WWW | - | - | - | - | - | Yucheojy | LCCJ | - | 130 | HSLJ+130 | - | 258.00000 |
| Q-Z | OIL | 817.000 | 3.93 | - | LLL | - | - | - | 30.00% | - | Fvcypxki | WLST | - | 175 | ISZS+175 | - | 619.00000 |
| V-T | OKM | 95.000 | 4.51 | - | G | - | - | - | 91.70% | - | Qcwhypuf | VJZQ | - | 245 | CXGZ+245 | - | 970.00000 |
Tranche Comments
G-L: Redemption: 2026-09-18; Registration: 144U/Fxt N;
Q-Z: Redemption: 2026-09-18; Registration: 144H/Emd K;
T-DY: Redemption: 2026-09-18; Registration: 144E/Ajc Y;
C-H: Redemption: 2026-09-18; Registration: 144N/Nfx S;
V-T: Redemption: 2026-09-18; Registration: 144D/Let U;
D-K: Redemption: 2026-09-18; Registration: 144Z/Obq B;
G-X: Redemption: 2026-09-18; Registration: 144X/Ksa G;
Exgrus: Redemption: 2026-09-18; Registration: 144K/Xha R;
Deal Comments
Dueux. Ubs Znqq Yuanbjy 2.00
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Oct 6, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HCK | 78.000 | 2.60 | - | XX | - | - | - | 46.00% | - | Ukymcklm | 3fUADN | - | 195 | 3dMMZK+195 | - | - |
| H | EAM | 53.000 | 3.50 | - | XXX- | - | - | - | 29.00% | - | Zusschdy | 3nNELO | - | 450 | 3kDDBL+450 | - | - |
| R-H | QUT | 817.400 | 3.60 | - | EEE | - | - | - | 92.00% | - | Cqvdkivq | 3nSMGZ | - | 170 | 3jUCOU+170 | - | - |
| W | FSN | 79.000 | 1.30 | - | D | - | - | - | 17.00% | - | Sbqskkvn | 3nTPUL | - | 275 | 3cYJHL+275 | - | - |
| O | OZX | 207.500 | 2.10 | - | QQQ | - | - | - | 95.00% | - | Obroctfy | 3eCZNZ | - | 170 | 3oQPNT+170 | - | - |
| Ylu | RHG | 56.330 | - | - | EI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | NMF | 14.000 | 9.40 | - | KK- | - | - | - | 34.00% | - | Nkzmmzcw | 3lZHNU | - | 800 | 3fACXN+800 | - | - |
Tranche Comments
O: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144M/Yrf Q;
R-H: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144X/Pjh C;
F: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144C/Krg G;
W: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144P/Iui U;
H: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Q/Yxc D;
P: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Q/Frn I;
Ylu: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Y/Bir T;
Deal Comments
Dss Jsll Bkloscx 2.00. Nek cksl gsi lsiokkc ilsd GN$394.5d os GN$493.2d
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | IVE | 924.000 | 5.19 | - | SSS | - | - | - | 51.00% | - | Xffudpdv | CQNM | - | 250 | NNQY+250 | - | 123.00000 |
| L-2 | TXU | 86.000 | 7.23 | - | YYY | - | - | - | 90.00% | - | Cgkvg | - | - | - | 6.43% | - | - |
| L | CJO | 77.000 | 1.27 | - | JJ | - | - | - | 87.00% | - | Aumlzhrk | NHYX | - | 350 | TQQR+350 | - | 172.00000 |
| D | LJM | 52.000 | 2.60 | - | S- | - | - | - | 53.00% | - | Scpvfsoa | KWDU | - | 450 | MXGB+450 | - | 279.00000 |
| Pjcjjtrt Njmjxtkx | AGC | 69.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | QTU | 59.000 | 6.73 | - | OO- | - | - | - | 91.00% | - | Sjzssjor | GZIO | - | 1000 | OZHO+1000 | - | 428.00000 |
| Z | LXT | 66.000 | 7.27 | - | XXX- | - | - | - | 90.00% | - | Thfqaiyk | ZQSN | - | 675 | WHIM+675 | - | 482.00000 |
Tranche Comments
J-1: Registration: 144U/Tlj U;
L-2: Registration: 144N/Owx S;
L: Registration: 144V/Pwz X;
D: Registration: 144W/Bls Y;
Z: Registration: 144H/Roh J;
A: Registration: 144B/Ozm J;
Pjcjjtrt Njmjxtkx: Registration: 144A/Rwy O;
Deal Comments
Khs Syff Gonuhvp 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HHT | 16.000 | 9.67 | - | JJ | - | - | - | 37.00% | - | Hlbewcvc | SWMT | - | 365 | JOTI+365 | - | - |
| R-Y | YBO | 18.000 | 4.30 | - | MMM | - | - | - | 45.10% | - | Lczbakrf | DETO | - | 260 | YZFE+260 | - | - |
| V | MLS | 75.000 | 1.46 | - | HH- | - | - | - | 46.00% | - | Klddeuuz | GGVA | - | 1050 | HOKA+1010 | - | - |
| G-W | UCY | 179.000 | 4.60 | - | FFF | - | - | - | 36.90% | - | Cujjtibg | XSFE | - | 260 | HNFN+260 | - | - |
| Q | TRK | 42.000 | 5.30 | - | JJJ- | - | - | - | 64.00% | - | Mlrzytmg | NONL | - | 690 | MAUW+690 | - | - |
| K | IHN | 43.000 | 6.75 | - | F- | - | - | - | 32.00% | - | Svbemscu | WWJY | - | 455 | IGAN+455 | - | - |
| Whcirq | VSG | 38.818 | - | - | MA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-W: Registration: 144P/Xbp Z;
R-Y: Registration: 144Q/Zoc U;
P: Registration: 144Y/Ryp C;
K: Registration: 144I/Orj U;
Q: Registration: 144F/Wku R;
V: Registration: 144H/Awg J;
Whcirq: Registration: 144N/Rdt Y;
Deal Comments
Rbz Dcpp Pwxmbvk 2.00
Reinvestment Period (YRS)
2.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PMV | 44.000 | - | - | XX | - | - | - | - | - | Szbcoukj | 3qT | - | 190 | 3sO+190 | - | 584.00000 |
| E | BZR | 61.500 | - | - | RRR- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | RCA | 82.000 | - | - | UUU | - | - | - | - | - | Mckqhcab | 3bB | - | 115 | 3hT+115 | - | 312.00000 |
| F | PMK | 414.000 | - | - | XXX | - | - | - | - | - | Relkjmsl | 3oZ | - | 155 | 3cN+155 | - | 943.00000 |
| P-T | EJY | 45.000 | - | - | YYY | - | - | - | - | - | Eeolvqhq | 3nS | - | 155 | 3sF+155 | - | 561.00000 |
| F | CPY | 25.200 | - | - | ZZ- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Hzkrpw | ORN | 84.000 | - | - | IJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | QVL | 61.000 | - | - | C | - | - | - | - | - | Hvrahamv | 3dA | - | 270 | 3eN+270 | - | 739.00000 |
Tranche Comments
T: Registration: 144K/Gpm D;
F: Registration: 144H/Jnf Z;
P-T: Registration: 144B/Ojw V;
B: Registration: 144V/Twd Y;
I: Registration: 144U/Mlf O;
E: Registration: 144A/Ndy F;
F: Registration: 144Q/Vsv J;
Hzkrpw: Registration: 144E/Vrn M;
Deal Comments
Wox Bann Haxpomi 2.00
Reinvestment Period (YRS)
7.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ATO | 80.800 | 3.48 | - | - | - | - | JJJ- | - | - | - | - | - | - | - | - | Retained |
| M | CBO | 76.570 | 2.31 | - | - | - | - | AA- | - | - | - | - | - | - | - | - | Retained |
| Jcmgcgxq Ggcgfqrf | AVE | 82.810 | - | - | - | - | - | VT | - | - | - | - | - | - | - | - | Retained |
| D-2 | KXT | 77.000 | 3.91 | - | HHH | - | - | NNN | - | - | Chqji | Mdafv | - | 169 | - | - | 34.26171 |
| R | MFO | 30.290 | 8.54 | - | C | - | - | I | - | - | Hjoqadhg | 3yU | - | 310 | 3wR+310 | - | 536.00000 |
| T-1 | BOR | 857.000 | 3.31 | - | FFF | - | - | LLL | - | - | Bdusjemc | 3zZ | - | 169 | 3vQ+169 | - | 746.00000 |
| K | HPP | 11.100 | 2.63 | - | JJ | - | - | BB | - | - | Usqdyzwi | 3zV | - | 205 | 3dF+205 | - | 442.00000 |
Deal Comments
Hpypu. Vzb Iaxx Mpzpzzg 2.06
Reinvestment Period (YRS)
8.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-Q-2 | NQZ | 61.700 | - | - | PP | - | - | WW | 60.00% | - | Xuizc | - | - | - | 3.330% | - | - |
| Y-Q-1 | WYP | 569.000 | - | - | ZZZ | - | - | EEE | 54.00% | - | Irlwjuqh | 3iL | - | 170 | 3fF+170 | - | - |
| I-B | PCP | 52.000 | - | - | Z | - | - | K | 29.00% | - | Vcrhdanc | 3aR | - | 320 | 3rW+320 | - | - |
| K-F-1 | UUO | 46.700 | - | - | XX | - | - | KK | 39.00% | - | Skrhouiz | 3hH | - | 200 | 3zV+200 | - | - |
| Bxwxxfws wxhxwsyw | GWP | 25.000 | - | - | OE | - | - | FL | - | - | - | - | - | - | - | - | Retained |
| N-K-2 | PBV | 75.000 | - | - | III | - | - | OOO | 70.00% | - | Rthlu | - | - | - | 2.720% | - | - |
| U-K | WLI | 81.000 | - | - | QO | - | - | FFF- | - | - | - | - | - | - | - | - | Retained |
| P-V | ZSR | 65.000 | - | - | KY | - | - | RR- | - | - | - | - | - | - | - | - | Retained |
| Y-J-O | ZFO | 258.000 | - | - | BBB | - | - | BBB | 90.00% | - | Juxwwioe | 3wA | - | 170 | 3eA+170 | - | - |
Tranche Comments
Y-Q-1: Redemption: 2023-04-15; Registration: 144U/Wca M;
Y-J-O: Redemption: 2023-04-15; Registration: 144M/Zrx F;
N-K-2: Redemption: 2023-04-15; Registration: 144V/Nkb D;
K-F-1: Redemption: 2023-04-15; Registration: 144F/Loy K;
H-Q-2: Redemption: 2023-04-15; Registration: 144U/Xts G;
I-B: Redemption: 2023-04-15; Registration: 144J/Gws C;
U-K: Redemption: 2023-04-15; Registration: 144G/Qtu S;
P-V: Redemption: 2023-04-15; Registration: 144Q/Gry U;
Bxwxxfws wxhxwsyw: Redemption: 2023-04-15; Registration: 144D/Obb O;
Deal Comments
Dgz Zqaa Hwjwggh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | LZS | 52.600 | - | - | VV | - | - | ZZ | - | - | Incji | - | - | 260 | 3.080% | - | - |
| I | LMC | 109.600 | - | - | SSS | - | - | AAA | - | - | Cwskqzcs | 3cO | - | 195 | 3zW+195 | - | - |
| E | RWC | 29.000 | - | - | MM | - | - | FF- | - | - | - | - | - | - | - | - | Retained |
| A | HQL | 97.476 | - | - | PK | - | - | YYY- | - | - | - | - | - | - | - | - | Retained |
| G-1 | KNA | 70.000 | - | - | CC | - | - | EE | - | - | Xuclmuqb | 3iP | - | 260 | 3wJ+260 | - | - |
| Q-W | MRN | 38.400 | - | - | EEE | - | - | ZZZ | - | - | Eswzubef | 3qP | - | 195 | 3jR+195 | - | - |
| Fxv | CLN | 73.000 | - | - | GG | - | - | FH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2022-01-15; Registration: 144T/Jjk P;
Q-W: Redemption: 2022-01-15; Registration: 144H/Bxc L;
G-1: Redemption: 2022-01-15; Registration: 144B/Dsk F;
Z-2: Redemption: 2022-01-15; Registration: 144N/Ica L;
A: Redemption: 2022-01-15; Registration: 144H/Qtw G;
E: Redemption: 2022-01-15; Registration: 144O/Vro Y;
Fxv: Redemption: 2022-01-15; Registration: 144O/Qmp U;
Deal Comments
Ngt Bzll Gyhagvr 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 5, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1Y | WXZ | 51.600 | 1.70 | TF | FFF | EEE | - | - | 56.80% | - | Sspjx | - | - | - | 4.04% | - | - |
| U-1T | IOW | 48.000 | 7.50 | DY | BBB | VVV | - | - | 29.42% | - | Nihix | - | - | 185 | 3.88% | - | 300.00000 |
| U | ZJY | 39.000 | 9.30 | QP | JJ | YZ | - | - | 55.00% | - | Yewacrri | 3hJ | - | 280 | 3yS+280 | - | 291.00000 |
| V | AGC | 95.000 | 6.90 | FE | U | KR | - | - | 80.20% | - | Dwpdqzaw | 3fW | - | 365 | 3xG+365 | - | 474.00000 |
| W-2W1 | FIU | 81.000 | 1.80 | AH | NNN | FFF | - | - | 38.10% | - | Ocnak | - | - | 170 | 4.46% | - | 771.00000 |
| B-1B | PGH | 459.000 | 6.20 | MI | KKK | GGG | - | - | 30.14% | - | Fcayvkxa | 3zY | - | 185 | 3vG+185 | - | 169.00000 |
| O-2O2 | OVE | 3.000 | 5.90 | BE | HHH | BBB | - | - | 11.60% | - | Ioglg | - | - | - | 2.25% | - | - |
| L-2M | KGC | 7.200 | 9.70 | AR | EEE | CCC | - | - | 33.84% | - | Ntbhe | - | - | - | 2.65% | - | - |
| U | TSD | 78.000 | 2.00 | IB | JJJ- | OD | - | - | 72.30% | - | Luhhkilq | 3aU | - | 465 | 3bO+465 | - | 310.00000 |
| F | QXI | 72.000 | 3.80 | EC | YY- | VC | - | - | 91.60% | - | Iszaovys | 3fT | - | 865 | 3hC+865 | - | 645.00000 |
| Bjx | NUL | 34.000 | - | JZ | XW | BX | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B-1B: Redemption: 4/15/2021;
L-1Y: Redemption: 4/15/2021;
U-1T: Redemption: 4/15/2021;
W-2W1: Redemption: 4/15/2021;
O-2O2: Redemption: 4/15/2021;
L-2M: Redemption: 4/15/2021;
U: Redemption: 4/15/2021;
V: Redemption: 4/15/2021;
U: Redemption: 4/15/2021;
F: Redemption: 4/15/2021;
Bjx: Redemption: 4/15/2021;
Reinvestment Period End Date
Nov 3, 1991