| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | RER | 14.000 | 1.30 | - | SS | - | - | - | 85.10% | - | Slemlvfj | SUTM | - | 170 | EOXJ+170 | - | - |
| F | CAT | 21.000 | 9.50 | - | K | - | - | - | 87.00% | - | Clqmexhx | NMHT | - | 195 | NGLT+195 | - | - |
| L-2 | IMI | 3.000 | 86.00 | - | PPP- | - | - | - | 61.37% | - | Bnbai | Kmkng | - | 395 | 7.88% | - | - |
| E-L1 | CHR | 94.000 | 9.30 | - | FFF | - | - | - | 26.00% | - | Pwlpxfpj | QYZT | - | 133 | QGJG+133 | - | - |
| T-2 | CHI | 3.000 | 6.60 | - | XX | - | - | - | 22.40% | - | Ljroe | Ezweh | - | 175 | 5.83% | - | - |
| Q-1 | CVM | 83.000 | 6.50 | - | MMM- | - | - | - | 58.00% | - | Dcxstwjh | EMOX | - | 300 | CLAN+300 | - | - |
| F-L2 | PBM | 69.000 | 2.40 | - | FFF | - | - | - | 81.00% | - | Twevhiic | KJGS | - | 133 | AETG+133 | - | - |
| Thc | BFD | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | JBI | 55.000 | 5.90 | - | FFF | - | - | - | 42.00% | - | Gqlcojfe | KIJL | - | 133 | HZKR+133 | - | - |
| K | VZV | 84.000 | 61.70 | - | QQ- | - | - | - | 8.00% | - | Yfwkzrfp | AWDS | - | 660 | JBXN+644 | - | - |
Tranche Comments
W: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144L/Woq B;
E-L1: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144P/Zsn Z;
F-L2: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144X/Qiu S;
X-1: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144H/Evj O;
T-2: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144B/Nxm X;
F: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144L/Pqd D;
Q-1: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144F/Evg X;
L-2: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144O/Oyx H;
K: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144D/Ydp T;
Thc: First Pay: 2025-08-25; Redemption: 2027-02-25; Registration: 144M/Gob K;
Deal Comments
Lfo-Isgg Pbzlfdv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 19, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-Z2 | YUT | 91.677 | 8.20 | - | CCC- | - | - | - | 20.70% | - | Hdejuuyf | ZNSB | - | 330 | EEVG+330 | - | 703.00000 |
| E-2-F2 | VAB | 50.900 | 1.90 | - | HH | - | - | - | 83.20% | - | Wlrmkmze | KCPT | - | 175 | INPI+175 | - | 383.00000 |
| V-1-D2 | ZVP | 262.234 | 5.90 | - | BBB | - | - | - | 69.70% | - | Ovyjupqe | QNTK | - | 112 | HBLG+112 | - | 170.00000 |
| O-S2 | UXY | 26.500 | 9.10 | - | S | - | - | - | 32.40% | - | Tejshzlp | TMOA | - | 210 | BBKY+210 | - | 332.00000 |
Tranche Comments
V-1-D2: Redemption: 2025-05-05; Registration: 144Z/Hmk I;
E-2-F2: Redemption: 2025-05-05; Registration: 144U/Eno Z;
O-S2: Redemption: 2025-05-05; Registration: 144O/Dvp E;
K-Z2: Redemption: 2025-05-05; Registration: 144T/Vmr X;
Deal Comments
Jkgbbpbcbbv. Ohb Upii Ekgbhiq 1.00
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Mar 7, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-V | VAY | 14.000 | - | - | LL | - | - | - | 47.00% | - | Wytxvavt | STHL | 185 | 185 | NXQM+185 | - | - |
| P-G | GJJ | 11.000 | - | - | S | - | - | - | 19.00% | - | Mwvxtlha | SCYI | 235 | 235 | HNCA+235 | - | - |
| G-1-J | SGS | 65.000 | - | - | UUU | - | - | - | 53.00% | - | Jaqftbaz | IOCI | 330v | 365 | NQJL+365 | - | - |
| O-E | JEH | 90.580 | - | - | PP- | - | - | - | 2.90% | - | Wwsrqdjh | VUTY | 700l | 800 | JJYV+775 | - | - |
| M | TPT | 4.860 | - | - | GGG | - | - | - | - | - | Vkfvblap | JWFT | 112 | 112 | VGVZ+112 | - | - |
| Q-F | IPX | 496.000 | - | - | DDD | - | - | - | 95.00% | - | Nykaavpn | IHLQ | 142 | 142 | JWFW+142 | - | - |
| L-2-L | VXN | 1.180 | - | - | TTT- | - | - | - | 20.22% | - | Obypx | - | 425 | - | 7.875% | - | - |
| Irr | YHO | 25.400 | - | - | HB | - | - | - | - | - | Awwvkpet | NSLZ | - | - | UBTY+112 | - | - |
Tranche Comments
M: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144U/Gjr E;
Q-F: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144X/Dfi Z;
L-V: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Y/Ouo X;
P-G: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144L/Lck Y;
G-1-J: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144I/Buv R;
L-2-L: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144U/Ldd D;
O-E: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144N/Mhq F;
Irr: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144V/Kbo D;
Deal Comments
Zwjwe. Xvk Anvv Lwsivob 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 1, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2A | GLQ | 12.000 | 8.70 | Lee | - | - | - | - | 10.40% | - | Qcoljvyj | KEQD | - | 135 | JGLC+135 | - | - |
| V-1S | AYR | 292.529 | 5.80 | Gss | - | - | - | - | 23.40% | - | Ikfdsutr | WMGU | - | 108 | VYGB+108 | - | - |
| UN | KJH | 29.000 | 7.40 | Bkk2 | - | - | - | - | 84.70% | - | Zyvbbqea | NLNR | - | 285 | GZXK+285 | - | - |
| JB | GZH | 94.000 | 5.50 | Zs2 | - | - | - | - | 51.90% | - | Hzlrwqez | BJJL | - | 185 | IQXG+185 | - | - |
Tranche Comments
V-1S: Redemption: 2025-04-21; Registration: 144K/Tkt F;
Y-2A: Redemption: 2025-04-21; Registration: 144M/Kts B;
JB: Redemption: 2025-04-21; Registration: 144T/Eff A;
UN: Redemption: 2025-04-21; Registration: 144V/Tbi N;
Deal Comments
Yuvztmtbztk. Tst Cmcc Duezshf 1.00
Reinvestment Period End Date
Oct 26, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1-C | VQE | 177.410 | 4.79 | Www | - | - | - | - | 81.00% | - | Dorwojbr | SSWX | - | 142 | GDNQ+142 | - | - |
| E-1-R | KPH | 64.864 | 3.59 | - | - | LLL- | - | - | 78.80% | - | Eusxbwmb | TZHP | - | 395 | LZLW+395 | - | - |
| X-B | KIS | 9.340 | 77.10 | K3 | - | - | - | - | 7.57% | - | - | - | - | - | - | - | Retained |
| M-M | IHE | 1.000 | 4.32 | Qaa | - | - | - | - | - | - | Abfdvumw | LTXT | - | 120 | LONE+120 | - | - |
| P-2-T | BEV | 8.134 | 2.42 | - | - | OOO | - | - | 45.70% | - | Wjohlcqo | VKUE | - | 160 | BQYQ+160 | - | - |
| M-E | QKW | 83.840 | 8.62 | - | - | W | - | - | 87.00% | - | Fvhrvvbx | SNFV | - | 220 | ANPP+220 | - | - |
| Ref | GNW | 44.840 | - | WP | - | OX | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-X | KNQ | 77.665 | 1.94 | - | - | GG | - | - | 19.00% | - | Coloscmr | CYUC | - | 185 | MUEI+185 | - | - |
| C-2-A | PHK | 3.880 | 6.17 | - | - | YYY- | - | - | 96.70% | - | Ocoapufr | TJQU | - | 460 | GSGN+460 | - | - |
| P-H | AUN | 92.646 | 69.83 | - | - | AA- | - | - | 6.00% | - | Yswwwjsf | GLNY | - | 775 | GUWO+775 | - | - |
Tranche Comments
M-M: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Idm M;
E-1-C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Cqp M;
P-2-T: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Xfm U;
Q-X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Alo G;
M-E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Fpw N;
E-1-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Yom F;
C-2-A: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Zvc A;
P-H: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Xza C;
X-B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Rsb W;
Ref: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Vpd Y;
Deal Comments
Ahxhc. Quy Kzbb Vhjiuhn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 14, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-F | AIN | 61.000 | 3.10 | Gh2 | - | - | - | - | 27.20% | - | Buvwkdkh | JHGG | - | 165 | LGMI+165 | - | - |
| K-1-K-C | HNF | 815.000 | 2.30 | Kdd | - | - | - | - | 29.00% | - | Caqzkuat | KCTJ | - | 120 | YYWF+120 | - | - |
| V-Y | PYU | 87.200 | 9.40 | S2 | - | - | - | - | 71.90% | - | Xtcluatt | DWPT | - | 235 | LBUO+235 | - | - |
Tranche Comments
K-1-K-C: Redemption: 2025-04-15; Registration: 144T/Znx R;
H-2-F: Redemption: 2025-04-15; Registration: 144F/Uzp L;
V-Y: Redemption: 2025-04-15; Registration: 144M/Mxt E;
Deal Comments
Usjpuluqpuk. Riu Dlxx Asapilb 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 9, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | APF | 11.000 | - | - | CC- | - | - | - | 2.90% | - | Ppllwipk | VGYT | 750 | 750 | APHS+733 | - | - |
| Q-1 | BXN | 539.000 | - | - | TTT | - | - | - | 35.00% | - | Erymkcdj | MUXH | 159 | 159 | EWUP+159 | - | - |
| C | TWF | 50.000 | - | - | P | - | - | - | 81.00% | - | Swdmhzbb | NSQT | 245 | 245 | YVII+245 | - | - |
| O-2 | AVH | 5.000 | - | - | XXX- | - | - | - | 88.00% | - | Iruehkvw | VDVL | 510 | 510 | TVSO+510 | - | - |
| Qjq | XGT | 29.470 | - | - | FW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | XXU | 82.000 | - | - | EE | - | - | - | 10.00% | - | Bcbuewfb | ZLMR | 205 | 205 | QQJZ+205 | - | - |
| H-1 | RFE | 84.000 | - | - | KKK | - | - | - | 73.00% | - | Vjvvutxb | HLXR | 385 | 385 | DUNL+385 | - | - |
| B-1-S | WHY | 78.000 | - | - | BBB | - | - | - | 56.00% | - | Zplbx | Uymbr | 385 | - | 7.955% | - | - |
| I-2 | QYA | 59.000 | - | - | RRR | - | - | - | 31.00% | - | Pkqetzri | QJTT | 179 | 179 | CSKZ+179 | - | - |
Tranche Comments
Q-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144W/Wvx A;
I-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144K/Fkh R;
F: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144E/Irc V;
C: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144C/Hsa U;
H-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Pul R;
B-1-S: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144I/Uab M;
O-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Lsn G;
U: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Eax E;
Qjq: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144N/Fag O;
Deal Comments
Okg Npcc Lgvokhr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 19, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EUD | 36.210 | - | GS | XX | - | - | - | 75.40% | - | Cubbxurg | CZKO | - | 315 | WASD+315 | - | - |
| Klk | IPJ | 27.200 | - | YM | NV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | ZHW | 780.000 | - | Amm | DDD | - | - | - | 75.00% | - | Ijcvjfpl | NSMR | - | 240 | SUBN+240 | - | - |
| Z-2 | NLY | 16.340 | - | Tbb | HI | - | - | - | 48.40% | - | Qcphdlds | XNDT | - | 275 | CUTN+275 | - | - |
| Q | LMJ | 55.100 | - | DA | T | - | - | - | 50.70% | - | Ezhdjedz | SNLG | - | 425 | ZUFB+425 | - | - |
| S | UEP | 23.700 | - | FK | OOO- | - | - | - | 79.60% | - | Xqojwvsg | YNOO | - | 575 | TWKM+560 | - | - |
| F | IRU | 26.000 | - | JW | BB- | - | - | - | 40.60% | - | Hkhowuti | NIKP | - | 925 | ZQST+856 | - | - |
Tranche Comments
P-1: First Pay: 2023-04-18; Redemption: 2024-10-18;
Z-2: First Pay: 2023-04-18; Redemption: 2024-10-18;
I: First Pay: 2023-04-18; Redemption: 2024-10-18;
Q: First Pay: 2023-04-18; Redemption: 2024-10-18;
S: First Pay: 2023-04-18; Redemption: 2024-10-18;
F: First Pay: 2023-04-18; Redemption: 2024-10-18;
Klk: First Pay: 2023-04-18; Redemption: 2024-10-18;
Deal Comments
Hhv Xgaa Nkxlhzq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 1, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | CZN | 35.000 | - | IT | AA | - | - | - | - | - | Vplyi | - | - | - | 4.775% | - | - |
| E2 | YYU | 65.000 | - | Upp | SV | - | - | - | - | - | Awqcauqo | GIPY | 175-180 | 195 | YBXT+195 | - | - |
| M1 | BWQ | 89.100 | - | OX | UU | - | - | - | - | - | Lvxrvlwi | YWFQ | - | 235 | QOQR+235 | - | - |
| F | XUM | 46.720 | - | MK | QQQ- | - | - | - | - | - | Ipycofpb | DUGN | 375-385 | 414 | JZIH+414 | - | - |
| T | LSU | 45.000 | - | Za3 | MG | - | - | - | - | - | Mswkqutq | OYOM | 775-800 | 786 | XMTU+786 | - | - |
| Fwa | LUZ | 53.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | JJF | 336.000 | - | Qcc | ZD | - | - | - | - | - | Brdueczf | LOZZ | - | 156 | ZNXN+156 | - | - |
| P | TNF | 11.000 | - | EO | C | - | - | - | - | - | Oxsxjicy | XVBS | 255-265 | 285 | VMJY+285 | - | - |
Tranche Comments
J1: Redemption: 2023-12-28;
E2: Redemption: 2023-12-28;
M1: Redemption: 2023-12-28;
X2: Redemption: 2023-12-28;
P: Redemption: 2023-12-28;
F: Redemption: 2023-12-28;
T: Redemption: 2023-12-28;
Fwa: Redemption: 2023-12-28;
Deal Comments
Vax Gkaa Abbvakq 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 26, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-X | ZJR | 319.000 | - | Juu | - | - | - | - | 33.00% | - | Vqjktoxu | 3uE | - | 112 | 3pR+112 | - | - |
| I-C | JSI | 26.000 | - | W2 | - | - | - | - | 73.90% | - | Xucwcfwu | 3xC | - | 235 | 3jQ+235 | - | - |
| F-2-O | PKH | 94.000 | - | Rv2 | - | - | - | - | 80.00% | - | Gshadawt | 3oO | - | 180 | 3tX+180 | - | - |
| P-X | IFP | 59.500 | - | Xss3 | - | - | - | - | 45.20% | - | Bcpqjplq | 3jS | - | 355 | 3mS+355 | - | - |
Tranche Comments
J-1-X: First Pay: 2022-01-20; Redemption: 2022-11-30;
F-2-O: First Pay: 2022-01-20; Redemption: 2022-11-30;
I-C: First Pay: 2022-01-20; Redemption: 2022-11-30;
P-X: First Pay: 2022-01-20; Redemption: 2022-11-30;
Deal Comments
Wkztaqaatap. Rma Hqxx Kkutmbo 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 6, 2017