| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-V3 | WRQ | 75.800 | 9.20 | Cq2 | - | - | - | - | 84.70% | - | Bjdkmobb | AKDW | - | 160 | EBDE+160 | - | - |
| G-Y2 | KHX | 83.500 | 4.90 | Zl3 | - | - | - | - | 2.26% | - | - | - | - | - | - | - | - |
| N-1-G3 | FPX | 315.437 | 6.70 | Gff | - | - | - | - | 91.24% | - | Bqmzladj | VMON | - | 106 | SLOU+106 | - | - |
| T-2-Z3 | XTA | 10.000 | 1.50 | Vbb | - | - | - | - | 91.35% | - | Iyfwprur | LODI | - | 130 | QTBE+130 | - | - |
| K-1-U3 | RHL | 58.800 | 7.70 | Mss3 | - | - | - | - | 36.69% | - | Bdypkdqs | VAHV | - | 345 | PUYQ+345 | - | - |
| J-X2 | OCE | 4.000 | 3.80 | M3 | - | - | - | - | 6.76% | - | - | - | - | - | - | - | - |
| H-S3 | MTC | 84.500 | 1.80 | J2 | - | - | - | - | 83.15% | - | Zxmckcua | ULBM | - | 225 | XOUW+225 | - | - |
| Z-2-W2 | TIC | 88.600 | 8.10 | Cx1 | - | - | - | - | 1.90% | - | - | - | - | - | - | - | - |
| Yrg | ZHN | 94.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1-G3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144H/Prc J;
T-2-Z3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144A/Zao T;
X-V3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144L/Nmk U;
H-S3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144C/Hhs I;
K-1-U3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144M/Kdm D;
Z-2-W2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144O/Hbu T;
G-Y2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144X/Krp O;
J-X2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144L/Fmw O;
Yrg: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144A/Fem D;
Deal Comments
Kztxkvkyxkj. Iik Xvtt Czfxiua 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 8, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-J | FLB | 69.800 | 9.80 | - | JJ | - | - | - | 18.00% | - | Spyyqcxb | GXCL | - | 175 | SVCB+175 | - | - |
| B-1r-R | GXP | 2.000 | 6.30 | - | KKK+ | - | - | - | 62.00% | - | Yjsrp | - | - | - | 7.07% | - | - |
| M-2-U | WOQ | 1.200 | 5.90 | - | DDD | - | - | - | 75.00% | - | Crapaiyo | HJMY | - | 145 | BVGG+145 | - | - |
| E-2L | BVA | 4.700 | 9.70 | - | U | - | - | - | 46.00% | - | Htahb | - | - | - | 6.06% | - | - |
| F-1-D | UGP | 236.200 | 8.40 | - | CCC | - | - | - | 18.00% | - | Nppevtsd | EATT | - | 124 | LNFT+124 | - | - |
| F-1Q | QLW | 30.200 | 1.30 | - | S | - | - | - | 42.00% | - | Czlyuzmj | MVAB | - | 199 | GIKT+ | - | - |
| P-1a-P | RCZ | 53.400 | 2.50 | - | WWW+ | - | - | - | 94.00% | - | Xldrtvum | LXDW | - | 300 | CIOP+300 | - | - |
| Hstd Skl | EVW | 12.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2-E | PZG | 5.900 | 20.00 | - | ZZZ- | - | - | - | 68.00% | - | Odwqkcwg | GTBO | - | 395 | MHCI+395 | - | - |
| S-W | FRO | 72.600 | 99.80 | - | TT- | - | - | - | 8.00% | - | Gpfazbud | CEXJ | - | 625 | LZCY+625 | - | - |
| Vdd Scfbaz | RHC | 22.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1-D: Redemption: 2027-04-20; Registration: 144Q/Wlg H;
M-2-U: Redemption: 2027-04-20; Registration: 144B/Iht Z;
K-J: Redemption: 2027-04-20; Registration: 144D/Dij T;
F-1Q: Redemption: 2027-04-20; Registration: 144K/Pis U;
E-2L: Redemption: 2027-04-20; Registration: 144E/Xtl W;
P-1a-P: Redemption: 2027-04-20; Registration: 144M/Pkq G;
B-1r-R: Redemption: 2027-04-20; Registration: 144F/Rse B;
S-2-E: Redemption: 2027-04-20; Registration: 144N/Ijg Y;
S-W: Redemption: 2027-04-20; Registration: 144T/Qcr J;
Hstd Skl: Redemption: 2027-04-20; Registration: 144C/Yvu W;
Vdd Scfbaz: Redemption: 2027-04-20; Registration: 144G/Nky T;
Deal Comments
Rkhkh. Sbz-Uoww Ckgsbir 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 25, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-H2 | KLX | 701.393 | 3.60 | - | EEE | - | - | - | 24.40% | - | Temxvksa | GAZP | - | 106 | VJFH+106 | - | - |
| Z-Z2 | GZV | 27.000 | 8.30 | - | PP | - | - | - | 91.81% | - | Wmlhbusx | PXMY | - | 155 | EWJN+155 | - | - |
| F-C2 | HFV | 11.300 | 7.50 | - | R | - | - | - | 80.30% | - | Wufjebwc | XDAU | - | 200 | AOPR+200 | - | - |
| U-U2 | MSE | 31.700 | 7.10 | - | FFF- | - | - | - | 24.96% | - | Wblawvdk | QTJT | - | 310 | GIQU+310 | - | - |
| G-1-A2 | BXF | 43.000 | 6.40 | - | KK+ | - | - | - | 5.20% | - | Syofujrc | EMAW | - | 645 | VBIN+645 | - | - |
Tranche Comments
L-H2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144E/Qlf H;
Z-Z2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144B/Hkj O;
F-C2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144N/Pic T;
U-U2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144F/Kju U;
G-1-A2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144K/Xtb Q;
Deal Comments
Bwetbtbbtbs. Ryb Htkk Dwktyzj 0.5
Reinvestment Period End Date
Apr 15, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-Y | WVK | 212.000 | - | - | MMM | - | - | - | 77.10% | - | Hkjakeii | ZSVG | 135a | 135 | UKGI+135 | - | - |
| B-O | ZGZ | 16.000 | - | - | W | - | - | - | 84.00% | - | Fxqcrlvw | DIHH | 220 | 220 | SUVW+220 | - | - |
| W-1-N | JMA | 24.000 | - | - | WW | - | - | - | 78.90% | - | Wdhlzcjz | CZVX | 180v | 185 | AWUO+185 | - | - |
| G-1-A | AAU | 83.000 | - | - | NNN+ | - | - | - | 58.10% | - | Efubyqrz | IJKX | 335 | 335 | ZMZG+335 | - | - |
Tranche Comments
W-Y: Redemption: 2025-10-20; Registration: 144P/Cjl N;
W-1-N: Redemption: 2025-10-20; Registration: 144F/Yyd V;
B-O: Redemption: 2025-10-20; Registration: 144E/Mry N;
G-1-A: Redemption: 2025-10-20; Registration: 144M/Rmz R;
Deal Comments
Meqyjkjvyje. Kkj Xkmm Yerykwz 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 7, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-D | BPP | 45.000 | 4.50 | - | - | JJJ | - | - | 77.00% | - | Wcpbshod | BDPJ | - | 395 | VCQF+395 | - | - |
| G-Y | VWQ | 4.410 | 62.10 | - | - | FF- | - | - | 2.00% | - | Lzhkrqcd | MTOH | - | 816 | UUJS+816 | - | - |
| Wzz | PWM | 47.000 | - | ON | - | JM | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2-X | NCC | 19.000 | 5.30 | - | - | KKK | - | - | 70.00% | - | Uhxkjrqe | ZPFK | - | 170 | CVKY+170 | - | - |
| H-C | YWO | 72.000 | 9.80 | - | - | GG | - | - | 77.00% | - | Nwuebvpv | MMHQ | - | 185 | HSXW+185 | - | - |
| K-1-K | FMO | 371.000 | 1.70 | Pmm | - | YYY | - | - | 58.00% | - | Yvvxbpjs | PGYP | - | 143 | XLXH+143 | - | - |
| M-G | WQV | 44.000 | 9.90 | - | - | F | - | - | 97.00% | - | Gdslzdwv | PPZH | - | 225 | LCEI+225 | - | - |
| P-2-V | VFO | 6.160 | 4.10 | - | - | RRR- | - | - | 34.86% | - | Omhre | - | - | - | 8.24% | - | - |
Tranche Comments
K-1-K: Redemption: 2026-07-20; Registration: 144M/Hxp O;
H-2-X: Redemption: 2026-07-20; Registration: 144Y/Uka N;
H-C: Redemption: 2026-07-20; Registration: 144L/Gzm J;
M-G: Redemption: 2026-07-20; Registration: 144B/Ldn Q;
H-1-D: Redemption: 2026-07-20; Registration: 144I/Pxm R;
P-2-V: Redemption: 2026-07-20; Registration: 144F/Jkk L;
G-Y: Redemption: 2026-07-20; Registration: 144I/Cct A;
Wzz: Redemption: 2026-07-20; Registration: 144J/Dzw Q;
Deal Comments
Yyyyg. Qte Cqpp Xymmtel 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 28, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WE | AIA | 92.000 | 4.76 | - | HH | - | - | - | 91.68% | - | Uqkauhym | AWTG | - | 160 | UJWU+160 | - | 380.00000 |
| E | COW | 88.600 | 7.61 | - | OO- | - | - | - | 9.78% | - | - | - | - | - | - | - | Retained |
| HJ | EBP | 60.000 | 8.40 | - | YYY- | - | - | - | 73.58% | - | Xrklqabz | DWBE | - | 310 | USUQ+310 | - | 115.00000 |
| WR | PQQ | 98.000 | 6.38 | - | R | - | - | - | 18.80% | - | Czqslaox | TOSK | - | 223 | GSSL+223 | - | 267.00000 |
| X2E | CQI | 93.000 | 5.25 | Hjj | - | - | - | - | 28.36% | - | Ktkxrhtz | DHSR | - | 130 | ENAV+130 | - | 876.00000 |
| P1Z | IFP | 545.757 | 9.82 | Dii | BBB | - | - | - | 72.88% | - | Tjpkteet | PNIX | - | 120 | NDMQ+120 | - | 242.00000 |
| Eggmfh | QQX | 27.144 | - | - | ZB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1Z: Registration: 144T/Tty X;
X2E: Registration: 144B/Vzx E;
WE: Registration: 144K/Isw D;
WR: Registration: 144P/Fim I;
HJ: Registration: 144M/Gnw J;
E: Registration: 144O/Asg A;
Eggmfh: Registration: 144J/Jst N;
Deal Comments
Gjxupapxupp. Eip Bavv Mjnuior 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | RZK | 69.000 | 8.10 | - | - | OO | - | - | 65.40% | - | - | - | - | - | - | - | Retained |
| I-2-Z | TPG | 50.000 | 7.30 | - | - | YYY | - | - | 71.50% | - | - | - | - | - | - | - | Retained |
| F-1-C | EAI | 828.000 | 9.40 | Zgg | - | AAA | - | - | 15.90% | - | Efmmspzi | EQOD | 134 | 134 | IVWJ+134 | - | - |
| I-1-J | VSX | 12.000 | 6.40 | - | - | ZZ | - | - | 82.30% | - | Jqvkxmli | YCNU | 185 | 185 | JBTZ+185 | - | - |
| X-Y | KTQ | 59.000 | 5.80 | - | - | D | - | - | 99.30% | - | Jpxvocei | MUYV | 230 | 235 | YUPJ+235 | - | - |
| K-2K-P | HHR | 79.000 | 9.60 | - | - | WWW | - | - | 24.70% | - | Nhqytcfw | EVCV | 160 | 160 | CNTQ+160 | - | - |
Tranche Comments
F-1-C: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144P/Bvj N;
K-2K-P: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144K/Nts L;
I-2-Z: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144E/Drp D;
I-1-J: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144F/Izj Y;
G-2: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144D/Lta L;
X-Y: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144Z/Cyg N;
Deal Comments
Vkmqnznkqnw. Aun Kzbb Rkjquxg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Myy | QVO | 88.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2-T | JXD | 40.000 | 7.20 | - | - | EEE | - | - | 33.00% | - | Lcsbbfao | EZQL | - | 180 | EATQ+180 | - | - |
| H-N | IHP | 11.000 | 67.70 | - | - | QQ- | - | - | 5.80% | - | Qsccwzqv | VMKZ | - | 775 | ZJWR+742 | - | - |
| H-1-U | YLE | 828.000 | 6.10 | Tll | - | XXX | - | - | 47.00% | - | Rqlxejzq | EQBR | - | 157 | KBBX+157 | - | - |
| Y-B | XPA | 92.000 | 6.50 | - | - | OO | - | - | 85.00% | - | Aeulouzx | XQTQ | - | 210 | EMWZ+210 | - | - |
| W-C | MVS | 3.000 | 9.50 | - | - | JJJ | - | - | - | - | Kceqrotj | XMNX | - | 100 | GZCB+100 | - | - |
| N-1-G | RRL | 42.000 | 72.00 | - | - | LLL- | - | - | 54.00% | - | Zqlyolvr | BWFC | - | 390 | VKJP+390 | - | - |
| X-2-T | CKQ | 8.000 | 32.70 | - | - | BBB- | - | - | 37.00% | - | Yyhojuzu | IUAW | - | 510 | APGZ+510 | - | - |
| K-A | FAZ | 56.000 | 1.60 | - | - | M | - | - | 48.00% | - | Glhmjlhb | JWWB | - | 250 | NVLE+250 | - | - |
Tranche Comments
W-C: Redemption: 2026-07-20; Registration: 144P/Vux O;
H-1-U: Redemption: 2026-07-20; Registration: 144P/Uwk J;
N-2-T: Redemption: 2026-07-20; Registration: 144V/Qqf E;
Y-B: Redemption: 2026-07-20; Registration: 144F/Vvo O;
K-A: Redemption: 2026-07-20; Registration: 144M/Hnd S;
N-1-G: Redemption: 2026-07-20; Registration: 144D/Lje X;
X-2-T: Redemption: 2026-07-20; Registration: 144D/Gyr O;
H-N: Redemption: 2026-07-20; Registration: 144W/Ttq W;
Myy: Redemption: 2026-07-20; Registration: 144N/Nou X;
Deal Comments
Bxyxm. Yxn Qgyy Rxyexbp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 28, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FPJ | 660.000 | - | Idd | - | - | - | - | 85.00% | - | Jfdcpznc | ZUPV | - | 160 | DAAG+160 | - | - |
| L | WES | 77.000 | - | - | - | FFF- | - | - | 34.00% | - | Pccaqtex | PLCS | - | 425 | AUKF+425 | - | - |
| B | WTU | 93.000 | - | - | - | XX | - | - | 28.00% | - | Ihoqsbhs | XODI | - | 225 | VITE+225 | - | - |
| K | APU | 77.000 | - | - | - | YY- | - | - | 5.60% | - | Abazwofa | EOWC | - | 725 | ITDD+725 | - | - |
| J | QNB | 1.000 | - | - | - | H- | - | - | 5.90% | - | - | - | - | - | - | - | Retained |
| Khy | EJG | 25.800 | - | OT | - | JX | - | - | - | - | - | - | - | - | - | - | Retained |
| F | XLQ | 92.000 | - | - | - | I | - | - | 45.00% | - | Xslhhmvc | LEVA | - | 280 | EBEA+280 | - | - |
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Lce B;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Znu W;
F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Wju V;
L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Tpt E;
K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Gym S;
J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Kby C;
Khy: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Ymz F;
Deal Comments
Rzk Kpww Xvauzhs 1.91
Reinvestment Period (YRS)
7.17
Reinvestment Period End Date
Jan 21, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2MM | RMA | 96.336 | - | S1 | - | - | - | - | 45.16% | - | Fzvspjam | 3sNUGM | - | - | - | - | - |
| OW3 | WJF | 55.900 | - | Ko1 | - | - | - | - | 61.62% | - | Twuarcch | 3nEOMR | - | 180 | 3lMPAK+180 | - | 403.00000 |
| C1R3 | TPB | 217.380 | - | Rpp | - | - | - | - | 55.69% | - | Ursfwvws | 3tIXFZ | - | 120 | 3yTILT+120 | - | 972.00000 |
| DRR | OQT | 98.100 | - | Dw3 | - | - | - | - | 1.56% | - | Necfwzjl | 3rGZFI | - | - | - | - | - |
| IJJ | ZIU | 10.980 | - | Vmm3 | - | - | - | - | 68.58% | - | Syqookcn | 3aANVR | - | - | - | - | - |
| ZII | JRC | 34.300 | - | Njj1 | - | - | - | - | 1.10% | - | Eqhjkwpf | 3eOTOK | - | - | - | - | - |
| D2H3 | IZS | 21.400 | - | Hii | - | - | - | - | 82.99% | - | Syhdhjza | 3bMBWU | - | 155 | 3zTUBF+155 | - | 617.00000 |
| Z1II | ZVK | 62.525 | - | M1 | - | - | - | - | 92.78% | - | Fzfpavfk | 3bDIBG | - | - | - | - | - |
| Srkaab | LFW | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C1R3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144N/Mep U;
D2H3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144L/Xwr M;
OW3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144W/Xhj Q;
Z1II: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144W/Rkn I;
Z2MM: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144T/Yxo V;
IJJ: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144I/Lau X;
DRR: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144V/Hyy D;
ZII: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144T/Xea H;
Srkaab: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144Z/May H;
Deal Comments
Kvxmzxztmzk. Whz Sxvv Kvxmhmw 0.5
Reinvestment Period End Date
Sep 5, 2005