| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yfy | BYZ | 32.700 | - | - | ZT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-K2 | APV | 72.000 | 5.20 | - | PPP- | - | - | - | 55.67% | - | Zbuvfctj | UDHM | - | 295 | XQSG+295 | - | - |
| Z-X2 | JXI | 59.700 | 9.40 | - | NN | - | - | - | 64.53% | - | Surldwhk | KGIZ | - | 153 | BPXU+153 | - | - |
| C-I2 | QQP | 25.000 | 8.70 | - | T | - | - | - | 95.90% | - | Oprymleq | CUKG | - | 185 | TMPF+185 | - | - |
| O-B2 | YZR | 95.000 | 2.80 | - | CC- | - | - | - | 8.28% | - | Blsacyin | DWFV | - | 575 | PECG+575 | - | - |
| I-R2 | QKF | 873.300 | 4.80 | - | TTT | - | - | - | 75.51% | - | Bvjpxuhz | CEWS | - | 103 | ABTU+103 | - | - |
Tranche Comments
I-R2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144K/Yng I;
Z-X2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144Y/Ipm J;
C-I2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144Q/Gja X;
L-K2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144N/Wyq A;
O-B2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144P/Thk R;
Yfy: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144X/Auw C;
Deal Comments
Zujuwwwkuwq. Tuw-Xwee Uubuubc 1.0
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 29, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-Z1-M2 | VFX | 254.900 | 3.20 | - | MMM | - | - | - | 42.56% | - | Ichavwdg | GMFJ | - | 108 | STPR+108 | - | - |
| W-O2-K2 | MFK | 756.000 | 4.20 | - | BBB | - | - | - | 17.49% | - | Xvpzuood | HBAJ | - | 108 | BGHC+108 | - | - |
| Elw | WTR | 76.000 | - | - | YG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-D2 | PFK | 56.000 | 6.50 | - | BB | - | - | - | 34.38% | - | Gqkwcbbc | EBJV | - | 165 | GKBH+165 | - | - |
| V-E2 | ZME | 98.000 | 2.20 | - | V | - | - | - | 79.55% | - | Sfuvoasc | ZXBF | - | 195 | VXWM+195 | - | - |
| J-M2 | AYL | 56.900 | 6.90 | - | III | - | - | - | 65.95% | - | Wrudekaj | SJQJ | - | 108 | BQEE+108 | - | - |
| D-M2 | OUY | 93.000 | 4.40 | - | UUU- | - | - | - | 88.15% | - | Vrohlpaw | LUNW | - | 310 | DXEL+310 | - | - |
| C-Q2 | CPD | 90.000 | 5.60 | - | ZZ- | - | - | - | 8.70% | - | Lksbcosm | BXCB | - | 625 | ZCEC+625 | - | - |
Tranche Comments
J-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144K/Gbb L;
O-Z1-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144N/Ytk F;
W-O2-K2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144J/Flh E;
B-D2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144A/Rqy Q;
V-E2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144T/Bli C;
D-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144B/Bne G;
C-Q2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144N/Frp U;
Elw: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144B/Tna W;
Deal Comments
Ksobxqxfbxs. Fpx Mqoo Hskbpsu 1.00
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Nov 4, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BNW | 41.000 | 54.10 | - | - | TT- | - | - | 2.00% | - | Dkmmhftc | GNZS | - | 575 | AEGW+575 | - | 643.00000 |
| G | MGR | 68.000 | 5.10 | - | - | II | - | - | 61.00% | - | Asmvcwvg | GBHT | - | 180 | JNGO+180 | - | 117.00000 |
| T-2 | IHR | 3.000 | 78.60 | - | - | CCC- | - | - | 91.00% | - | Pnstf | - | - | - | 7.83% | 7.830% | 679.00000 |
| T | GBZ | 3.100 | 81.60 | Z3 | - | - | - | - | 2.40% | - | - | - | - | - | - | - | Retained |
| Moo | VQA | 63.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | UCJ | 391.000 | 1.10 | Zkk | - | - | - | - | 32.00% | - | Adxjmoxb | ABPI | - | 136 | WOHV+136 | - | 310.00000 |
| Q-2 | YHW | 83.000 | 5.20 | - | - | MMM | - | - | 45.00% | - | Bptxrmrt | IBWX | - | 160 | LLLI+160 | - | 340.00000 |
| O | TRR | 75.000 | 3.30 | - | - | O | - | - | 64.00% | - | Hcbrktze | IDEW | - | 200 | JCYA+200 | - | 478.00000 |
| I-1 | ECK | 32.000 | 8.90 | - | - | UUU- | - | - | 19.00% | - | Qqjuyhee | NIZP | - | 310 | WMJD+310 | - | 827.00000 |
Tranche Comments
L-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Isq T;
Q-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Y/Zqj P;
G: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144M/Jha C;
O: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144N/Awx M;
I-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Y/Cun R;
T-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Zob N;
D: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144L/Eaq U;
T: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Txt Q;
Moo: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Mpz P;
Deal Comments
Dfx-Hjoo Imfxfhz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 8, 2000
WAL Test Period End Date
May 29, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-X | WKV | 24.000 | 5.40 | OL | - | QQQ | - | - | 72.00% | - | Bhjzueoo | IIKT | - | 160 | DESB+160 | - | - |
| U-Z | UEY | 4.400 | 7.50 | E3 | - | FM | - | - | 9.40% | - | Gwbkswlb | DVMG | - | - | - | - | Retained |
| N | PYY | 3.900 | 5.90 | Mmm | - | HP | - | - | - | - | Rkcxecjy | TOZK | - | 100 | LXCT+100 | - | - |
| Y-1-G | QCL | 779.000 | 7.60 | Gkk | - | JJJ | - | - | 68.00% | - | Nubhjrhx | LDGV | - | 140 | LLGH+140 | - | - |
| I-Z | KSN | 97.000 | 8.20 | EV | - | D | - | - | 98.00% | - | Wpywhuks | TZNR | - | 215 | YYEF+215 | - | - |
| T-J | LPD | 22.000 | 8.40 | OC | - | DD | - | - | 98.00% | - | Yyfxoafl | DZQX | - | 195 | KZAL+195 | - | - |
| S-2-T | MQX | 7.200 | 9.70 | EG | - | QQQ- | - | - | 45.40% | - | Ffzezqej | ZKJF | - | 500 | DLAL+500 | - | - |
| Q-O | CRT | 72.900 | 7.60 | OS | - | JJ- | - | - | 4.00% | - | Lfkqodnt | VGAI | - | 715 | YBWY+715 | - | - |
| X-1-N | EBF | 41.000 | 3.80 | UP | - | TTT- | - | - | 31.00% | - | Kcejlayu | PYML | - | 325 | QEJE+325 | - | - |
Tranche Comments
N: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Q/Zsk G;
Y-1-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Ywk H;
K-2-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144B/Zix C;
T-J: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144H/Wkw I;
I-Z: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Xpl K;
X-1-N: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144X/Fqn C;
S-2-T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144L/Xhg V;
Q-O: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Ksw P;
U-Z: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144W/Uiy A;
Deal Comments
Umqmk. Wpt Eyaa Dmscpal 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 14, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-KK | IQL | 85.000 | 8.10 | - | LL | - | - | - | 56.00% | - | Pkqlpaxb | MUXY | - | 180 | EQNE+180 | - | 401.00000 |
| Hpi Pss | LHD | 67.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-SS | AUY | 99.000 | 1.80 | - | RRR | - | - | - | 96.00% | - | Oewdtxtz | SUHD | - | 143 | BLPO+143 | - | 348.00000 |
| G-2-DD | CNX | 7.000 | 81.00 | - | AAA- | - | - | - | 34.00% | - | Gfrehirx | BXXL | - | 515 | MGAW+515 | - | 835.00000 |
| E-1-AA | LWN | 64.000 | 3.30 | - | ZZZ | - | - | - | 46.00% | - | Ukjzqkfo | CZNJ | - | 365 | IQME+365 | - | 434.00000 |
| Ofj | QLD | 31.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-ZZ | XWO | 387.000 | 3.40 | - | YYY | - | - | - | 69.00% | - | Pdjjltxb | HBTQ | - | 143 | NUZA+143 | - | 275.00000 |
| T-JJ | ZOE | 26.000 | 2.90 | - | Q | - | - | - | 86.00% | - | Xvluhyji | ZPZV | - | 220 | VUDC+220 | - | 201.00000 |
| U-HH | GZG | 13.000 | 21.50 | - | GG- | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-ZZ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Cub T;
W-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Wcc U;
G-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Lmm J;
T-JJ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Lit N;
E-1-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Par E;
G-2-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Hhy D;
U-HH: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Dcp D;
Hpi Pss: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Rvm Y;
Ofj: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Lqa U;
Deal Comments
Ukqkz. Rqs Bvhh Gkntqly 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 19, 2008
WAL Test Period End Date
May 7, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RCU | 26.000 | 3.70 | - | B | - | - | - | 68.00% | - | Bymrtdar | KVNI | - | 250 | ACDW+250 | - | - |
| S | XIX | 24.000 | 49.00 | - | TT- | - | - | - | 3.00% | - | Gczpitni | MVXN | - | 665 | ZNPA+665 | - | - |
| T-1 | CVJ | 978.000 | 4.20 | - | NNN | - | - | - | 37.00% | - | Kvdupoqr | TOMC | - | 155 | AANX+155 | - | - |
| B | CZZ | 85.000 | 7.50 | - | II | - | - | - | 69.00% | - | Rqrhrfqb | IMQJ | - | 205 | JOPK+205 | - | - |
| Khv | LMU | 32.940 | - | - | SB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | WFM | 23.000 | 8.40 | - | III- | - | - | - | 73.00% | - | Ncblthkn | DJTJ | - | 360 | VAXL+360 | - | - |
| D-2 | GIQ | 53.000 | 4.70 | - | WWW | - | - | - | 57.00% | - | Fwxotchj | YADW | - | 177 | VJQX+177 | - | - |
Tranche Comments
T-1: Redemption: 2026-04-15; Registration: 144H/Dxc B;
D-2: Redemption: 2026-04-15; Registration: 144L/Zkg O;
B: Redemption: 2026-04-15; Registration: 144Q/Zie L;
B: Redemption: 2026-04-15; Registration: 144G/Ksh X;
Q: Redemption: 2026-04-15; Registration: 144V/Gjo C;
S: Redemption: 2026-04-15; Registration: 144W/Gvg N;
Khv: Redemption: 2026-04-15; Registration: 144B/Vcc S;
Deal Comments
Zgq Wooo Vpjcgzs 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 13, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XEG | 26.000 | 37.00 | - | UU- | - | - | - | 6.50% | - | Lylmmjjm | NHCV | 825-850 | 815 | KQPV+798 | - | 22.00000 |
| Z | MWH | 83.000 | 1.50 | - | I | - | - | - | 52.00% | - | Vjocrpkt | NQBT | 300-315 | 300 | YHLA+300 | - | 666.00000 |
| Y | FFR | 963.000 | 9.10 | - | GGG | - | - | - | 48.00% | - | Gbfkpswv | UUCN | - | 186 | IQIG+186 | - | 421.00000 |
| J | HSQ | 96.000 | 4.90 | - | LLL- | - | - | - | 75.40% | - | Kkerltyg | EXVH | 510-525 | 500 | NEAB+500 | - | 678.00000 |
| Mwc | GZF | 73.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | GMA | 11.000 | 9.10 | - | AA | - | - | - | 29.00% | - | Kjvllmzw | GVGL | 260-265 | 265 | IDJB+265 | - | 733.00000 |
Tranche Comments
Y: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Lxe I; Comments: Auo-Azqcog;
K: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144E/Pvl O;
Z: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144L/Cxm L;
J: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144L/Wbi F;
T: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144C/Ibq T;
Mwc: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144X/Ghx Y;
Deal Comments
Sbq Rpyy Ibzubts 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 21, 2013
WAL Test Period End Date
Mar 11, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HJR | 37.000 | 1.90 | TS | - | VVV- | - | - | 58.00% | - | Sembdaeh | LPDV | - | 590 | KXKD+574 | - | - |
| M | WYN | 868.000 | 1.60 | Cpp | - | XU | - | - | 73.00% | - | Ckhcqbbf | NOLY | - | 225 | JBXD+225 | - | - |
| Kfpeju | ZTE | 84.915 | - | VS | - | CC | - | - | - | - | - | - | - | - | - | - | Retained |
| L | GSX | 88.000 | 7.00 | HP | - | G | - | - | 36.45% | - | Dslfskkl | TAHD | - | 390 | ANBM+390 | - | - |
| P | MXG | 8.900 | 13.50 | H3 | - | OW | - | - | 5.53% | - | - | - | - | - | - | - | Retained |
| P | ZMF | 97.000 | 4.80 | XK | - | OO | - | - | 24.00% | - | Kkuuzqxz | PMOI | - | 320 | JXZP+320 | - | - |
| K-NN | CCE | 91.200 | 34.40 | KY | - | VV- | - | - | 1.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Wsa Q;
P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144B/Zfc L;
L: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144H/Tsl B;
O: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Wze E;
K-NN: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Blv O;
P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Jiu F;
Kfpeju: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144E/Vbu N;
Deal Comments
Bvs Mvss Bjkxvcz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 24, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ROA | 48.000 | 7.70 | - | VV | - | - | - | 96.00% | - | Dyoedjro | ZHQI | - | 185 | AUZQ+185 | - | - |
| D | KOJ | 280.000 | 3.60 | - | JJJ | - | - | - | 20.00% | - | Rmcbhmjj | WCSF | - | 133 | KDKA+133 | - | - |
| Iloivs | NCO | 36.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | VCJ | 37.000 | 5.20 | - | SSS- | - | - | - | 18.00% | - | Veswthlj | MCNB | - | 320 | ZLLR+320 | - | - |
| U | XTK | 46.000 | 2.70 | - | Q | - | - | - | 86.00% | - | Zvwzzokx | BSXG | - | 220 | ASVK+220 | - | - |
| Z | NIE | 44.000 | 5.10 | - | WW- | - | - | - | 6.00% | - | Tdbuyjzm | PTFF | - | 640 | VMUU+640 | - | - |
Tranche Comments
D: First Pay: 2022-10-15; Redemption: 2024-04-15;
V: First Pay: 2022-10-15; Redemption: 2024-04-15;
U: First Pay: 2022-10-15; Redemption: 2024-04-15;
V: First Pay: 2022-10-15; Redemption: 2024-04-15;
Z: First Pay: 2022-10-15; Redemption: 2024-04-15;
Iloivs: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Mwm Azpp Woqbwng 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 28, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZK | MNM | 642.000 | 6.40 | - | GGG | - | - | - | 88.00% | - | Emhlqmbe | 3jC | - | 118 | 3hA+118 | - | - |
| YI | WBQ | 73.200 | 7.50 | - | I | - | - | - | 85.00% | - | Iyvmptip | 3aB | - | 215 | 3dD+215 | - | - |
| FF | YRW | 11.000 | 3.60 | - | CC | - | - | - | 14.00% | - | Yrqvodqw | 3iE | - | 170 | 3fJ+170 | - | - |
| YD | PYO | 88.700 | 8.90 | - | VVV- | - | - | - | 59.00% | - | Qcdwmdtn | 3mI | - | 330 | 3jC+330 | - | - |
| TD | ZZE | 50.000 | 38.70 | - | II- | - | - | - | 6.00% | - | Dloahjjh | 3mY | - | 675 | 3vV+675 | - | - |
Tranche Comments
ZK: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M/Tiy G;
FF: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144T/Esn U;
YI: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Rwi C;
YD: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144O/Azq Q;
TD: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Aoh K;
Deal Comments
Hmgmm. Ocb Yvff Nmykcmx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 5, 2021