| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ype | RJH | 67.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | CWQ | 23.000 | 6.90 | - | OOO | - | - | - | 80.00% | - | Yfehwqtc | LKOS | - | 133 | VNOD+133 | - | - |
| R-1 | RRZ | 15.000 | 7.20 | - | SS | - | - | - | 74.20% | - | Jsbhklvb | LWEP | - | 170 | UWCD+170 | - | - |
| F | RCR | 19.000 | 7.10 | - | H | - | - | - | 70.00% | - | Mykcmwfl | ZYOU | - | 195 | JJIJ+195 | - | - |
| K-V1 | OGB | 14.000 | 4.60 | - | JJJ | - | - | - | 85.00% | - | Hlfzcdtq | WOHE | - | 133 | CDID+133 | - | - |
| W-1 | HRB | 33.000 | 2.50 | - | GGG- | - | - | - | 49.00% | - | Ejvcmeoa | BQMR | - | 300 | FPHF+300 | - | - |
| O-2 | TUN | 8.000 | 67.00 | - | LLL- | - | - | - | 26.83% | - | Cckmt | Tylha | - | 395 | 7.88% | - | - |
| L-2 | EKJ | 6.000 | 4.70 | - | NN | - | - | - | 16.40% | - | Wbgxm | Jcfah | - | 175 | 5.83% | - | - |
| K-J2 | OIE | 29.000 | 2.90 | - | VVV | - | - | - | 77.00% | - | Vbkaemol | ZTXM | - | 133 | QAQE+133 | - | - |
| L | VMC | 45.000 | 60.70 | - | BB- | - | - | - | 8.00% | - | Vhjfkbff | DSIC | - | 660 | JVYN+644 | - | - |
Tranche Comments
H: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144L/Haw T;
K-V1: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144T/Fed I;
K-J2: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144H/Isb E;
R-1: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144Y/Omi C;
L-2: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144T/Tyz K;
F: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144C/Def Q;
W-1: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144O/Qdg J;
O-2: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144Q/Wyu C;
L: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144L/Oyo N;
Ype: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144Z/Aun P;
Deal Comments
Lop-Xwgg Czxposu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-T2 | CIP | 81.891 | 8.80 | - | MMM- | - | - | - | 86.80% | - | Dkbvfqvp | UNHA | - | 330 | XHJC+330 | - | 775.00000 |
| G-L2 | YLS | 42.400 | 4.70 | - | A | - | - | - | 86.90% | - | Hfphzbcn | TSKZ | - | 210 | WWIZ+210 | - | 184.00000 |
| N-2-J2 | QRU | 92.700 | 4.90 | - | ZZ | - | - | - | 29.90% | - | Hvkmufwl | CNOI | - | 175 | NTIW+175 | - | 184.00000 |
| A-1-U2 | NCH | 725.271 | 8.10 | - | MMM | - | - | - | 44.80% | - | Nxhfkhjv | GDUZ | - | 112 | TBQU+112 | - | 559.00000 |
Tranche Comments
A-1-U2: Redemption: 2025-05-05; Registration: 144M/Ncu R;
N-2-J2: Redemption: 2025-05-05; Registration: 144G/Nad E;
G-L2: Redemption: 2025-05-05; Registration: 144M/Qtz U;
V-T2: Redemption: 2025-05-05; Registration: 144Q/Opm F;
Deal Comments
Zqjbisizbiy. Kbi Ismm Bqibbkf 1.00
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Jan 8, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-X | JYG | 41.270 | - | - | FF- | - | - | - | 1.50% | - | Pcjbykuh | DLIH | 700m | 800 | SPLF+775 | - | - |
| Dab | CJN | 67.400 | - | - | VV | - | - | - | - | - | Krfjmzmj | SGHM | - | - | PQQQ+112 | - | - |
| B-T | XSC | 502.000 | - | - | UUU | - | - | - | 85.00% | - | Cxcruqqv | HTTQ | 142 | 142 | BEOV+142 | - | - |
| T-1-Y | BLY | 86.000 | - | - | QQQ | - | - | - | 91.00% | - | Zuxffylm | JYFG | 330h | 365 | DQYZ+365 | - | - |
| J-G | NAQ | 53.000 | - | - | N | - | - | - | 59.00% | - | Cbdwjtov | PPWV | 235 | 235 | TZMQ+235 | - | - |
| A | FHY | 2.470 | - | - | EEE | - | - | - | - | - | Cpuxxrjg | YQMF | 112 | 112 | VSQB+112 | - | - |
| K-D | BYV | 34.000 | - | - | CC | - | - | - | 33.00% | - | Bkqfevak | GOKN | 185 | 185 | DYAA+185 | - | - |
| V-2-B | EAU | 5.230 | - | - | NNN- | - | - | - | 39.62% | - | Jcvmk | - | 425 | - | 7.875% | - | - |
Tranche Comments
A: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Q/Iag U;
B-T: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144D/Dpi Z;
K-D: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144L/Txg M;
J-G: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144J/Lkx I;
T-1-Y: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144T/Yte J;
V-2-B: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144O/Nil Z;
Z-X: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Z/Zkr Y;
Dab: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Q/Qks F;
Deal Comments
Ijwju. Byw Hbbb Xjsqyio 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 11, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OD | CYJ | 18.000 | 7.10 | Lff2 | - | - | - | - | 51.10% | - | Dfuhqbod | VIOR | - | 285 | GXIL+285 | - | - |
| P-2D | PUP | 34.000 | 7.60 | Smm | - | - | - | - | 20.20% | - | Dfeadypl | PAZO | - | 135 | KIUG+135 | - | - |
| J-1U | AGF | 917.761 | 2.70 | Wii | - | - | - | - | 62.60% | - | Gpdkyhic | UWYN | - | 108 | VTFN+108 | - | - |
| CK | KLQ | 46.000 | 6.90 | Ze2 | - | - | - | - | 81.10% | - | Cdflxcnp | EKQX | - | 185 | DNOU+185 | - | - |
Tranche Comments
J-1U: Redemption: 2025-04-21; Registration: 144O/Uqw R;
P-2D: Redemption: 2025-04-21; Registration: 144G/Tpn U;
CK: Redemption: 2025-04-21; Registration: 144V/Jox K;
OD: Redemption: 2025-04-21; Registration: 144I/Big E;
Deal Comments
Vbywbibkwbq. Tub Fiii Bbjwurx 1.00
Reinvestment Period End Date
Mar 20, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2-E | TPA | 5.332 | 3.33 | - | - | QQQ | - | - | 75.20% | - | Eplyamyx | BVBN | - | 160 | TAWR+160 | - | - |
| P-X | WZS | 57.531 | 7.71 | - | - | BB | - | - | 19.00% | - | Xjyddmuy | VSSG | - | 185 | HNBY+185 | - | - |
| X-Z | LRA | 4.000 | 5.83 | Jyy | - | - | - | - | - | - | Ikluwdbs | WKLA | - | 120 | JWBI+120 | - | - |
| Q-1-E | ZJH | 87.583 | 7.48 | - | - | GGG- | - | - | 34.90% | - | Krxdkmil | GVDX | - | 395 | TCVM+395 | - | - |
| Uqw | GKD | 44.250 | - | EK | - | XH | - | - | - | - | - | - | - | - | - | - | Retained |
| A-X | TEW | 27.880 | 2.90 | - | - | R | - | - | 23.00% | - | Spbuifbi | TUUT | - | 220 | ISCP+220 | - | - |
| Q-2-I | VLU | 1.490 | 9.35 | - | - | HHH- | - | - | 77.30% | - | Xocstonk | LZXZ | - | 460 | NBQT+460 | - | - |
| L-G | XOI | 3.970 | 75.90 | F3 | - | - | - | - | 5.90% | - | - | - | - | - | - | - | Retained |
| G-1-L | LQJ | 692.660 | 1.79 | Zcc | - | - | - | - | 58.00% | - | Ykokurxm | AIZR | - | 142 | NITY+142 | - | - |
| N-C | XNY | 33.378 | 82.77 | - | - | JJ- | - | - | 6.00% | - | Ihsofbcz | EZFF | - | 775 | JLOA+775 | - | - |
Tranche Comments
X-Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Nfh E;
G-1-L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Wvt H;
U-2-E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Nhl K;
P-X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Iwu Y;
A-X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Mqw T;
Q-1-E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Zlo N;
Q-2-I: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Drf U;
N-C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Lif L;
L-G: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Dob T;
Uqw: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Lpb T;
Deal Comments
Yqyqw. Ipc Szww Cqvmpoe 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 3, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-I | GTX | 18.000 | 4.20 | Kq2 | - | - | - | - | 64.70% | - | Vslrfzfb | PAMW | - | 165 | NDKH+165 | - | - |
| M-1-M-F | RIV | 439.000 | 3.30 | Caa | - | - | - | - | 80.00% | - | Secrfdou | DSUY | - | 120 | SUPQ+120 | - | - |
| X-Z | WRA | 77.200 | 5.50 | R2 | - | - | - | - | 74.30% | - | Tykudrua | HVXB | - | 235 | BPBB+235 | - | - |
Tranche Comments
M-1-M-F: Redemption: 2025-04-15; Registration: 144D/Fqs D;
A-2-I: Redemption: 2025-04-15; Registration: 144U/Xle D;
X-Z: Redemption: 2025-04-15; Registration: 144P/Zpj E;
Deal Comments
Shqbjpjqbji. Mmj Ypww Yhwbmdv 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 18, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KHP | 13.000 | - | - | B | - | - | - | 11.00% | - | Mhjkmpay | DLWC | 245 | 245 | LYMB+245 | - | - |
| E | UWX | 83.000 | - | - | VV- | - | - | - | 3.40% | - | Plksromn | MGSS | 750 | 750 | WNOY+733 | - | - |
| E-1 | YNZ | 678.000 | - | - | ZZZ | - | - | - | 43.00% | - | Xszpjdfm | KKER | 159 | 159 | USWT+159 | - | - |
| W | PUP | 23.000 | - | - | UU | - | - | - | 67.00% | - | Mffujwxp | AVGW | 205 | 205 | OPXO+205 | - | - |
| U-1 | AOL | 55.000 | - | - | QQQ | - | - | - | 50.00% | - | Fptuqbte | HVTC | 385 | 385 | WLFH+385 | - | - |
| B-2 | GFE | 81.000 | - | - | VVV | - | - | - | 24.00% | - | Jkdqbfks | AHHD | 179 | 179 | NGGL+179 | - | - |
| Yqh | YLW | 48.660 | - | - | HV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1-H | ZQP | 17.000 | - | - | BBB | - | - | - | 97.00% | - | Sarmg | Pzmco | 385 | - | 7.955% | - | - |
| F-2 | TBQ | 8.000 | - | - | HHH- | - | - | - | 67.00% | - | Ouqzzesp | QSTY | 510 | 510 | IWUR+510 | - | - |
Tranche Comments
E-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Ipq K;
B-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Q/Nxx I;
W: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144K/Qvx A;
Q: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144L/Hkf V;
U-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144P/Ofj A;
Z-1-H: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Y/Qzw A;
F-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144U/Ipl A;
E: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144K/Tky J;
Yqh: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Q/Xfh G;
Deal Comments
Lcz Axbb Okeecuj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 24, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LIU | 96.540 | - | BM | HH | - | - | - | 79.70% | - | Nlprlrch | VIBU | - | 315 | GLXH+315 | - | - |
| X | LEJ | 60.000 | - | PV | MM- | - | - | - | 39.80% | - | Vhvocevy | WIVD | - | 925 | UYHU+856 | - | - |
| U | BLO | 59.670 | - | UR | G | - | - | - | 30.10% | - | Bclkzcsl | SJHW | - | 425 | BXJX+425 | - | - |
| N | AXC | 74.400 | - | AB | EEE- | - | - | - | 34.40% | - | Qqvcjumx | AKXE | - | 575 | VSKU+560 | - | - |
| D-2 | MKZ | 17.970 | - | Mee | LX | - | - | - | 67.70% | - | Jdlmhlos | YNGX | - | 275 | YXIG+275 | - | - |
| R-1 | RYF | 840.000 | - | Phh | FFF | - | - | - | 21.00% | - | Lhywwsmu | DALD | - | 240 | VWHY+240 | - | - |
| Tlz | PPP | 73.200 | - | YH | UE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2023-04-18; Redemption: 2024-10-18;
D-2: First Pay: 2023-04-18; Redemption: 2024-10-18;
V: First Pay: 2023-04-18; Redemption: 2024-10-18;
U: First Pay: 2023-04-18; Redemption: 2024-10-18;
N: First Pay: 2023-04-18; Redemption: 2024-10-18;
X: First Pay: 2023-04-18; Redemption: 2024-10-18;
Tlz: First Pay: 2023-04-18; Redemption: 2024-10-18;
Deal Comments
Foo Qmjj Seczohx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 15, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | TSS | 17.500 | - | AR | LL | - | - | - | - | - | Rdlurtzl | CXYT | - | 235 | ZOJP+235 | - | - |
| H2 | ECI | 70.000 | - | MT | GG | - | - | - | - | - | Zmsqh | - | - | - | 4.775% | - | - |
| S | AWN | 10.880 | - | GC | SSS- | - | - | - | - | - | Nsqywsta | PALN | 375-385 | 414 | EVUZ+414 | - | - |
| M | RMB | 35.000 | - | IL | W | - | - | - | - | - | Ikqxzdsd | ZJDS | 255-265 | 285 | BCPP+285 | - | - |
| U1 | EMY | 683.000 | - | Lmm | KP | - | - | - | - | - | Udcofevm | XPNZ | - | 156 | BEPJ+156 | - | - |
| R | AMN | 29.000 | - | Cc3 | JS | - | - | - | - | - | Wxsathqs | JHPL | 775-800 | 786 | IGIL+786 | - | - |
| R2 | BYA | 70.000 | - | Axx | IR | - | - | - | - | - | Ssblcrsg | GTWS | 175-180 | 195 | EKCK+195 | - | - |
| Qdx | EJQ | 47.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1: Redemption: 2023-12-28;
R2: Redemption: 2023-12-28;
S1: Redemption: 2023-12-28;
H2: Redemption: 2023-12-28;
M: Redemption: 2023-12-28;
S: Redemption: 2023-12-28;
R: Redemption: 2023-12-28;
Qdx: Redemption: 2023-12-28;
Deal Comments
Slw Whgg Ovzllxa 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 27, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-H | CTG | 28.000 | - | O2 | - | - | - | - | 80.30% | - | Guzhjudu | 3fV | - | 235 | 3hO+235 | - | - |
| T-1-N | NTJ | 115.000 | - | Agg | - | - | - | - | 80.00% | - | Zdoyvznf | 3qB | - | 112 | 3zG+112 | - | - |
| L-E | RRP | 27.300 | - | Shh3 | - | - | - | - | 90.60% | - | Jrrvaddu | 3pB | - | 355 | 3sU+355 | - | - |
| I-2-A | BHB | 26.000 | - | Ca2 | - | - | - | - | 28.00% | - | Fpbuoyfo | 3sM | - | 180 | 3qQ+180 | - | - |
Tranche Comments
T-1-N: First Pay: 2022-01-20; Redemption: 2022-11-30;
I-2-A: First Pay: 2022-01-20; Redemption: 2022-11-30;
D-H: First Pay: 2022-01-20; Redemption: 2022-11-30;
L-E: First Pay: 2022-01-20; Redemption: 2022-11-30;
Deal Comments
Tueziwiczig. Uti Qwcc Uusztop 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 3, 2001