| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-M2 | ROW | 98.000 | 4.60 | - | QQ- | - | - | - | 7.20% | - | Zprkldyl | JSHF | - | 625 | OGWO+625 | - | - |
| M-I2 | MRQ | 89.000 | 5.30 | - | RR | - | - | - | 18.51% | - | Mwomoxks | INCY | - | 165 | AKIX+165 | - | - |
| J-M1-H2 | TWA | 327.700 | 4.50 | - | YYY | - | - | - | 16.69% | - | Dcmoweli | IGKH | - | 108 | IYVY+108 | - | - |
| X-O2-B2 | XBC | 606.000 | 4.50 | - | SSS | - | - | - | 45.58% | - | Puerpqab | AEHF | - | 108 | ZXOC+108 | - | - |
| S-N2 | MKF | 16.000 | 5.60 | - | E | - | - | - | 50.67% | - | Kmqloxas | PLUH | - | 195 | HTEA+195 | - | - |
| S-M2 | HFR | 21.400 | 3.40 | - | XXX | - | - | - | 62.76% | - | Bvelzhve | STLZ | - | 108 | AVDR+108 | - | - |
| J-H2 | NGU | 50.000 | 1.80 | - | HHH- | - | - | - | 94.62% | - | Ukpwmcab | GSFU | - | 310 | MXFK+310 | - | - |
| Mof | GUV | 22.000 | - | - | QE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144B/Qci Z;
J-M1-H2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144V/Enu R;
X-O2-B2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144D/Kdz V;
M-I2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144M/Bxp A;
S-N2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144N/Yln O;
J-H2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144D/Fxb Y;
C-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144P/Yvw C;
Mof: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144P/Obt E;
Deal Comments
Axwyyfytyyf. Xxy Cfjj Mxeyxtu 1.00
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Mar 1, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | WJL | 434.000 | 1.40 | Mzz | - | - | - | - | 13.00% | - | Kywqixoi | YDFZ | - | 136 | DQMD+136 | - | 645.00000 |
| D | BXI | 79.000 | 4.20 | - | - | Y | - | - | 47.00% | - | Cjsxqaav | XZDX | - | 200 | YAUG+200 | - | 337.00000 |
| R-1 | HKD | 79.000 | 5.80 | - | - | XXX- | - | - | 76.00% | - | Rlcqkkpq | YWIT | - | 310 | NQNO+310 | - | 184.00000 |
| Y | ESJ | 94.000 | 61.10 | - | - | JJ- | - | - | 8.00% | - | Hspcsafw | QDHZ | - | 575 | JLSP+575 | - | 796.00000 |
| S-2 | FPH | 5.000 | 75.90 | - | - | OOO- | - | - | 54.00% | - | Zpvoo | - | - | - | 7.83% | 7.830% | 420.00000 |
| A | RQB | 39.000 | 1.50 | - | - | RR | - | - | 78.00% | - | Rkwvhxkd | SMNG | - | 180 | JETL+180 | - | 808.00000 |
| Q-2 | CGG | 43.000 | 4.70 | - | - | PPP | - | - | 54.00% | - | Ffqppulj | VZCI | - | 160 | MXKZ+160 | - | 898.00000 |
| B | KFR | 8.200 | 82.70 | S3 | - | - | - | - | 5.20% | - | - | - | - | - | - | - | Retained |
| Ejw | VGK | 99.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Yxk A;
Q-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144P/Wuy X;
A: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Tmk M;
D: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Ljd U;
R-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Nhq X;
S-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144K/Yod L;
Y: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144N/Xzq B;
B: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144I/Ran E;
Ejw: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Zao V;
Deal Comments
Igm-Foxx Auvxguz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 17, 2013
WAL Test Period End Date
Feb 10, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KME | 2.400 | 3.60 | Spp | - | TX | - | - | - | - | Dwlbvdhn | EKCX | - | 100 | YLPV+100 | - | - |
| U-X | RZC | 20.800 | 4.60 | IS | - | VV- | - | - | 7.00% | - | Mqlfzjlq | AION | - | 715 | EZUS+715 | - | - |
| X-Q | YGC | 28.000 | 7.70 | DL | - | TT | - | - | 87.00% | - | Bfcmjalr | ZSEG | - | 195 | IHYV+195 | - | - |
| D-2-V | AAR | 3.100 | 3.60 | ZZ | - | QQQ- | - | - | 18.40% | - | Pdqubzcj | HNKS | - | 500 | NKOJ+500 | - | - |
| L-H | WUI | 2.700 | 3.40 | F3 | - | HU | - | - | 1.60% | - | Wrsazzqj | CHOI | - | - | - | - | Retained |
| W-2-D | TMK | 86.000 | 6.70 | FM | - | RRR | - | - | 14.00% | - | Bbwrzfba | CKZH | - | 160 | JCXU+160 | - | - |
| X-1-U | OWU | 807.000 | 3.30 | Wcc | - | PPP | - | - | 83.00% | - | Jpvqpvcy | WMKZ | - | 140 | JIAM+140 | - | - |
| K-H | EXS | 35.000 | 7.30 | OY | - | W | - | - | 90.00% | - | Jbvftjoj | KKJN | - | 215 | WKBY+215 | - | - |
| S-1-I | YMS | 87.000 | 4.50 | PV | - | HHH- | - | - | 61.00% | - | Jxovshuh | WWEF | - | 325 | HZQC+325 | - | - |
Tranche Comments
M: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144L/Ayy H;
X-1-U: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Znr X;
W-2-D: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Qfr T;
X-Q: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Hie V;
K-H: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Nxj P;
S-1-I: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Ozn N;
D-2-V: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Bou Y;
U-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Hyg K;
L-H: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Xkz P;
Deal Comments
Iyhyq. Gqc Ykll Oynyqzt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 8, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-LL | CLA | 99.000 | 1.90 | - | N | - | - | - | 44.00% | - | Nvdkpvth | WANM | - | 220 | DKPU+220 | - | 864.00000 |
| Bhz Ndd | VUJ | 72.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-AA | TCV | 923.000 | 5.80 | - | KKK | - | - | - | 71.00% | - | Wwkuasrk | ACZY | - | 143 | CATF+143 | - | 314.00000 |
| U-2-SS | VES | 9.000 | 55.00 | - | ZZZ- | - | - | - | 62.00% | - | Lzjhdmbg | TWVZ | - | 515 | LAKU+515 | - | 783.00000 |
| H-CC | GWH | 75.000 | 5.40 | - | GGG | - | - | - | 34.00% | - | Ppedkkqs | ZEIC | - | 143 | KAVF+143 | - | 214.00000 |
| I-EE | RYX | 55.000 | 3.50 | - | GG | - | - | - | 59.00% | - | Yupvbhvr | VVTE | - | 180 | VHCH+180 | - | 220.00000 |
| Tdm | BCQ | 82.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1-HH | TBY | 52.000 | 9.20 | - | EEE | - | - | - | 57.00% | - | Ovpdxswm | ZXSS | - | 365 | AEXC+365 | - | 668.00000 |
| B-QQ | KSH | 94.000 | 53.20 | - | OO- | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Nll L;
H-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Izf F;
I-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Dxk D;
C-LL: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Fbj E;
A-1-HH: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Ytv U;
U-2-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Rbq Y;
B-QQ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Imb L;
Bhz Ndd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Bfj W;
Tdm: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Xrq S;
Deal Comments
Emume. Nwj Sttt Wmzjwsa 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 7, 2020
WAL Test Period End Date
Apr 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rov | KJL | 74.840 | - | - | PR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | MXC | 23.000 | 7.20 | - | YYY | - | - | - | 73.00% | - | Frquahiw | CKHO | - | 177 | PSZK+177 | - | - |
| V | VMK | 19.000 | 90.00 | - | DD- | - | - | - | 7.00% | - | Shkuyctr | JPFG | - | 665 | LHYG+665 | - | - |
| D-1 | GGC | 112.000 | 1.30 | - | TTT | - | - | - | 10.00% | - | Afuooakk | JUAL | - | 155 | LNUR+155 | - | - |
| T | ACR | 68.000 | 9.90 | - | TT | - | - | - | 49.00% | - | Fmvsqcba | HIQD | - | 205 | NIZP+205 | - | - |
| C | PQM | 95.000 | 6.90 | - | A | - | - | - | 93.00% | - | Ibuzartb | WOYN | - | 250 | QESB+250 | - | - |
| A | YSZ | 40.000 | 2.50 | - | WWW- | - | - | - | 99.00% | - | Bxorhzlb | SAXL | - | 360 | ZTJP+360 | - | - |
Tranche Comments
D-1: Redemption: 2026-04-15; Registration: 144X/Ald A;
I-2: Redemption: 2026-04-15; Registration: 144O/Adn Y;
T: Redemption: 2026-04-15; Registration: 144T/Fpw P;
C: Redemption: 2026-04-15; Registration: 144M/Euf H;
A: Redemption: 2026-04-15; Registration: 144X/Voj F;
V: Redemption: 2026-04-15; Registration: 144W/Tmu K;
Rov: Redemption: 2026-04-15; Registration: 144Q/Wvh Y;
Deal Comments
Hzo Osaa Rkjmzac 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 17, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KIS | 640.000 | 2.40 | - | CCC | - | - | - | 59.00% | - | Dhoufmxq | MVBV | - | 186 | ZDAS+186 | - | 793.00000 |
| Dcs | EBG | 11.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | TOE | 10.000 | 5.90 | - | K | - | - | - | 37.00% | - | Nlqbkqkg | MZAJ | 300-315 | 300 | PHFK+300 | - | 295.00000 |
| Y | WRK | 27.000 | 7.50 | - | MM | - | - | - | 71.00% | - | Pupcxdht | BWMZ | 260-265 | 265 | DMQN+265 | - | 408.00000 |
| U | HRW | 10.000 | 9.80 | - | LLL- | - | - | - | 24.10% | - | Yxlbqxew | EDWL | 510-525 | 500 | JSXE+500 | - | 866.00000 |
| M | RBO | 33.000 | 18.00 | - | ZZ- | - | - | - | 4.70% | - | Blydolze | MUGQ | 825-850 | 815 | ALTL+798 | - | 23.00000 |
Tranche Comments
Y: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144B/Qud P; Comments: Bhs-Bxlosr;
Y: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144B/Maf S;
A: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144L/Oin G;
U: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144M/Moq J;
M: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Jts Q;
Dcs: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Jse A;
Deal Comments
Tvj Ozqq Pgsovob 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 22, 2017
WAL Test Period End Date
Mar 1, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VUA | 40.000 | 5.90 | YQ | - | JJJ- | - | - | 27.00% | - | Xvuxymmd | XQDW | - | 590 | DKZX+574 | - | - |
| T | NQL | 189.000 | 5.20 | Ivv | - | YP | - | - | 31.00% | - | Wjzfkwwv | EZLZ | - | 225 | ANTA+225 | - | - |
| M | XOD | 26.000 | 1.00 | CR | - | P | - | - | 89.47% | - | Ishhvdmu | DBMF | - | 390 | UDWF+390 | - | - |
| G | FEG | 1.600 | 61.20 | Q3 | - | CZ | - | - | 2.79% | - | - | - | - | - | - | - | Retained |
| F | WUK | 94.000 | 1.30 | IG | - | BB | - | - | 82.00% | - | Twyhyhwm | BUWM | - | 320 | LPCR+320 | - | - |
| Wsbekm | LHC | 84.943 | - | SP | - | PG | - | - | - | - | - | - | - | - | - | - | Retained |
| W-RR | HMG | 76.300 | 23.70 | QQ | - | TT- | - | - | 9.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Goi O;
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Xxa D;
M: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Usz L;
N: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144J/Jtr J;
W-RR: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144M/Onz M;
G: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Xuj P;
Wsbekm: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Avu F;
Deal Comments
Xvq Ijff Xnrpvhu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 14, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZBM | 506.000 | 8.40 | - | KKK | - | - | - | 76.00% | - | Vqbdvdjh | VIIO | - | 133 | GBCZ+133 | - | - |
| Y | MOA | 91.000 | 8.70 | - | Y | - | - | - | 76.00% | - | Vrdbvfmz | TIFI | - | 220 | XOCH+220 | - | - |
| G | HCT | 97.000 | 9.40 | - | II- | - | - | - | 3.00% | - | Smhrldas | LDAF | - | 640 | AONC+640 | - | - |
| G | ZMA | 21.000 | 5.10 | - | BBB- | - | - | - | 41.00% | - | Psuzzefz | XTCB | - | 320 | MJCJ+320 | - | - |
| Uoknhv | OWU | 10.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | VLT | 66.000 | 3.90 | - | XX | - | - | - | 35.00% | - | Hlcsfbnj | JBUI | - | 185 | IKAN+185 | - | - |
Tranche Comments
K: First Pay: 2022-10-15; Redemption: 2024-04-15;
Z: First Pay: 2022-10-15; Redemption: 2024-04-15;
Y: First Pay: 2022-10-15; Redemption: 2024-04-15;
G: First Pay: 2022-10-15; Redemption: 2024-04-15;
G: First Pay: 2022-10-15; Redemption: 2024-04-15;
Uoknhv: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Dcj Onnn Wmapcpy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 13, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GG | RFA | 62.000 | 28.10 | - | II- | - | - | - | 6.00% | - | Fjjaslwx | 3nS | - | 675 | 3jK+675 | - | - |
| YO | CKQ | 43.000 | 9.90 | - | VV | - | - | - | 10.00% | - | Mozuroly | 3fH | - | 170 | 3oB+170 | - | - |
| FT | KHO | 257.000 | 4.60 | - | VVV | - | - | - | 65.00% | - | Mcomyumz | 3oA | - | 118 | 3lE+118 | - | - |
| XY | OGX | 54.600 | 1.70 | - | G | - | - | - | 39.00% | - | Gbkqmuov | 3rG | - | 215 | 3lD+215 | - | - |
| LY | IKD | 22.700 | 3.70 | - | ZZZ- | - | - | - | 28.00% | - | Xqfspxra | 3hV | - | 330 | 3qH+330 | - | - |
Tranche Comments
FT: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Glr Y;
YO: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Efx J;
XY: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q/Cpc D;
LY: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Gzo D;
GG: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144T/Wnn X;
Deal Comments
Bwcwn. Dbt Vnll Jwbhbnz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 5, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-S | UVW | 43.000 | - | - | H | - | - | - | - | - | Txjhazfx | 3tE | - | 205 | 3sH+205 | - | - |
| N-I | TZT | 712.100 | - | - | MMM | - | - | - | - | - | Xrxsrieb | 3iK | - | 119 | 3vL+119 | - | - |
| I-K | VWD | 29.000 | - | - | III- | - | - | - | - | - | Zyewejoh | 3kZ | 300-315 | 315 | 3qO+315 | - | - |
| T-C | FUR | 63.500 | - | - | II | - | - | - | - | - | Hmybrwji | 3cZ | 160-170 | 170 | 3yT+170 | - | - |
| G-U | GSA | 72.000 | - | - | FF- | - | - | - | - | - | Eflqdvah | 3bP | Cbq ob Wap 600s | 653 | 3xN+653 | - | - |
| Ywj | BLA | 92.700 | - | - | FK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-I: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144W/Wdb W;
T-C: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144F/Jhk R;
X-S: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144K/Odg B;
I-K: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144P/Oje U;
G-U: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144P/Mnj B;
Ywj: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144H/Vtm O;
Deal Comments
Rxwxm. Dsm Bgbb Yxtcsqo 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 2014