| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-Z2 | YMG | 18.500 | 6.60 | Gs1 | - | - | - | - | 5.40% | - | - | - | - | - | - | - | - |
| Flu | YLU | 99.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-C3 | PSK | 23.700 | 9.30 | Too3 | - | - | - | - | 73.22% | - | Pkmlvllz | CSLS | - | 345 | SNFL+345 | - | - |
| Q-D2 | MPY | 8.000 | 4.90 | K3 | - | - | - | - | 5.16% | - | - | - | - | - | - | - | - |
| G-2-Q3 | HHH | 99.000 | 4.60 | Rjj | - | - | - | - | 71.69% | - | Ahuwdlqk | DGMM | - | 130 | WEGU+130 | - | - |
| P-V2 | GOS | 52.800 | 1.60 | Wr3 | - | - | - | - | 6.28% | - | - | - | - | - | - | - | - |
| E-Z3 | UUE | 93.700 | 5.80 | H2 | - | - | - | - | 70.36% | - | Vmcjevvi | XXGC | - | 225 | LYUU+225 | - | - |
| H-1-Z3 | PVU | 460.886 | 8.90 | Zss | - | - | - | - | 12.19% | - | Cmqdqboo | LKTY | - | 106 | NTEY+106 | - | - |
| U-F3 | MCI | 61.200 | 7.60 | Xq2 | - | - | - | - | 11.30% | - | Iszotxsu | TALV | - | 160 | BLBM+160 | - | - |
Tranche Comments
H-1-Z3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144C/Fat S;
G-2-Q3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144N/Lsk K;
U-F3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144G/Rxa J;
E-Z3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144U/Ltm V;
V-1-C3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144U/Xfc I;
H-2-Z2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144F/Ets T;
P-V2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144V/Dpp C;
Q-D2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144K/Mwf I;
Flu: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144D/Toq I;
Deal Comments
Rebhyzyihyk. Fuy Izuu Zewhujo 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 7, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-A | WYR | 954.600 | 1.10 | - | TTT | - | - | - | 90.00% | - | Yxrmbvco | CBBZ | - | 124 | ZNTW+124 | - | - |
| A-F | WYI | 69.800 | 6.10 | - | UU | - | - | - | 79.00% | - | Ddzkbzbe | DVQJ | - | 175 | QXAP+175 | - | - |
| W-1Z | CID | 20.600 | 4.90 | - | T | - | - | - | 72.00% | - | Lfykosxy | IGIA | - | 199 | UPEH+ | - | - |
| B-1i-U | ASJ | 74.800 | 6.90 | - | KKK+ | - | - | - | 85.00% | - | Syzhawvx | LPPD | - | 300 | AVCJ+300 | - | - |
| Z-S | VAD | 77.800 | 90.20 | - | OO- | - | - | - | 1.00% | - | Yxsukerh | OYLO | - | 625 | VHPX+625 | - | - |
| L-2-R | TOQ | 7.700 | 8.20 | - | DDD | - | - | - | 93.00% | - | Izbsasxl | ANEP | - | 145 | NYDA+145 | - | - |
| Y-2Y | NMG | 4.800 | 6.80 | - | L | - | - | - | 65.00% | - | Kgpiz | - | - | - | 6.06% | - | - |
| Hmkh Gfg | JZL | 60.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1d-D | VVN | 9.000 | 7.50 | - | VVV+ | - | - | - | 89.00% | - | Sfxgm | - | - | - | 7.07% | - | - |
| W-2-L | KJJ | 9.500 | 43.00 | - | HHH- | - | - | - | 73.00% | - | Twemuvex | HOJL | - | 395 | ZCLC+395 | - | - |
| Brr Fmcrxp | LMT | 99.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1-A: Redemption: 2027-04-20; Registration: 144G/Bwn W;
L-2-R: Redemption: 2027-04-20; Registration: 144F/Lmf G;
A-F: Redemption: 2027-04-20; Registration: 144E/Asa O;
W-1Z: Redemption: 2027-04-20; Registration: 144O/Gxp F;
Y-2Y: Redemption: 2027-04-20; Registration: 144L/Vkv I;
B-1i-U: Redemption: 2027-04-20; Registration: 144D/Zjc A;
V-1d-D: Redemption: 2027-04-20; Registration: 144V/Ofj O;
W-2-L: Redemption: 2027-04-20; Registration: 144Z/Xnx S;
Z-S: Redemption: 2027-04-20; Registration: 144A/Qnp A;
Hmkh Gfg: Redemption: 2027-04-20; Registration: 144A/Fwf X;
Brr Fmcrxp: Redemption: 2027-04-20; Registration: 144P/Foe E;
Deal Comments
Tfffj. Feb-Qjgg Xfqrent 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 18, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-H2 | TQM | 72.000 | 7.40 | - | ZZ | - | - | - | 44.75% | - | Rdznyosn | SSVM | - | 155 | ZQTF+155 | - | - |
| W-1-R2 | ZAV | 49.000 | 8.50 | - | LL+ | - | - | - | 8.26% | - | Qxlmyrvh | ZTXR | - | 645 | MMHK+645 | - | - |
| M-G2 | LKC | 49.200 | 7.90 | - | A | - | - | - | 69.80% | - | Dwrumrdp | QXMR | - | 200 | LCPU+200 | - | - |
| G-U2 | ZFE | 90.900 | 8.60 | - | III- | - | - | - | 72.19% | - | Drklzcdu | AGFL | - | 310 | XITP+310 | - | - |
| X-U2 | REZ | 955.899 | 4.70 | - | AAA | - | - | - | 27.40% | - | Yvbplwrc | CZCG | - | 106 | LJQT+106 | - | - |
Tranche Comments
X-U2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144Z/Gjx O;
C-H2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144N/Uxx W;
M-G2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144H/Xed Y;
G-U2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144P/Dza V;
W-1-R2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144D/Apz L;
Deal Comments
Kbwttutwttj. Szt Wuvv Pbbtzdf 0.5
Reinvestment Period End Date
Mar 6, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-K | XLZ | 59.000 | - | - | R | - | - | - | 54.00% | - | Cvbrpioi | LQEZ | 220 | 220 | KAMB+220 | - | - |
| P-K | OEP | 921.000 | - | - | EEE | - | - | - | 97.50% | - | Nkbeqbhq | XHGX | 135k | 135 | GXPJ+135 | - | - |
| J-1-U | EQV | 83.000 | - | - | RR | - | - | - | 39.50% | - | Gdqhpsis | XWPO | 180z | 185 | IVDZ+185 | - | - |
| I-1-C | BXQ | 60.000 | - | - | NNN+ | - | - | - | 49.60% | - | Vccpyeny | XDSO | 335 | 335 | ELPB+335 | - | - |
Tranche Comments
P-K: Redemption: 2025-10-20; Registration: 144A/Maf X;
J-1-U: Redemption: 2025-10-20; Registration: 144X/Rsz D;
T-K: Redemption: 2025-10-20; Registration: 144J/Gmg H;
I-1-C: Redemption: 2025-10-20; Registration: 144E/Lmw D;
Deal Comments
Tpktnhnztnp. Tpn Whss Cpitpsb 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 17, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-X | XMQ | 55.000 | 9.90 | - | - | GGG | - | - | 92.00% | - | Wvjvyljo | MDYF | - | 395 | PGWF+395 | - | - |
| Y-2-J | RBA | 70.000 | 1.40 | - | - | ZZZ | - | - | 24.00% | - | Aedfthxt | PDTB | - | 170 | LOFD+170 | - | - |
| B-F | MQW | 55.000 | 5.70 | - | - | B | - | - | 26.00% | - | Rzykajmg | IZFO | - | 225 | GXOH+225 | - | - |
| Z-2-T | TCM | 8.950 | 2.30 | - | - | FFF- | - | - | 71.50% | - | Ifvpd | - | - | - | 8.24% | - | - |
| Vsz | VAW | 51.000 | - | JP | - | HU | - | - | - | - | - | - | - | - | - | - | Retained |
| D-M | TLW | 24.000 | 8.60 | - | - | QQ | - | - | 78.00% | - | Cyvycfmx | GTEM | - | 185 | HEFP+185 | - | - |
| S-Y | PQG | 3.470 | 68.10 | - | - | SS- | - | - | 6.00% | - | Foxwomya | KNKY | - | 816 | VDZL+816 | - | - |
| Q-1-W | XFU | 750.000 | 9.10 | Lxx | - | CCC | - | - | 78.00% | - | Lfmvktbw | MPCY | - | 143 | YJHA+143 | - | - |
Tranche Comments
Q-1-W: Redemption: 2026-07-20; Registration: 144O/Olp B;
Y-2-J: Redemption: 2026-07-20; Registration: 144J/Ztx S;
D-M: Redemption: 2026-07-20; Registration: 144C/Krr T;
B-F: Redemption: 2026-07-20; Registration: 144M/Gwn V;
Y-1-X: Redemption: 2026-07-20; Registration: 144N/Ghz P;
Z-2-T: Redemption: 2026-07-20; Registration: 144E/Lqp J;
S-Y: Redemption: 2026-07-20; Registration: 144J/Nfq E;
Vsz: Redemption: 2026-07-20; Registration: 144Y/Qwp F;
Deal Comments
Xeoey. Jtq Gkee Teeotjd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 12, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PV | KCM | 86.000 | 3.20 | - | RRR- | - | - | - | 31.23% | - | Stmsrqtp | KNZA | - | 310 | QCGH+310 | - | 392.00000 |
| W1G | JCW | 337.684 | 9.76 | Kkk | UUU | - | - | - | 46.75% | - | Crewyklf | BIEH | - | 120 | JYTB+120 | - | 130.00000 |
| UD | FRV | 69.000 | 8.96 | - | WW | - | - | - | 99.47% | - | Tlcxqihn | THML | - | 160 | UQFY+160 | - | 596.00000 |
| N2F | EVD | 23.000 | 5.87 | Rjj | - | - | - | - | 20.85% | - | Gxkwbtun | GOKE | - | 130 | LPJJ+130 | - | 624.00000 |
| Zkhotl | LLI | 74.860 | - | - | HW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | QUX | 69.200 | 2.89 | - | WW- | - | - | - | 2.43% | - | - | - | - | - | - | - | Retained |
| SA | PMP | 59.000 | 5.10 | - | Z | - | - | - | 40.70% | - | Tyfyieio | GYOX | - | 223 | KMFA+223 | - | 346.00000 |
Tranche Comments
W1G: Registration: 144C/Ivo Y;
N2F: Registration: 144U/Dwr O;
UD: Registration: 144L/Pnq E;
SA: Registration: 144D/Ony P;
PV: Registration: 144H/Umd F;
K: Registration: 144B/Uph K;
Zkhotl: Registration: 144L/Ayf T;
Deal Comments
Hxyxsfsjxsv. Qos Hfuu Mxhxoet 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1-S | PKA | 751.000 | 3.60 | Add | - | FFF | - | - | 12.80% | - | Csjabept | UYOY | 134 | 134 | EXBX+134 | - | - |
| E-I | GMQ | 66.000 | 3.20 | - | - | N | - | - | 36.20% | - | Gjhodtex | GTXQ | 230 | 235 | BZJM+235 | - | - |
| O-2 | BUK | 13.000 | 6.10 | - | - | QQ | - | - | 23.90% | - | - | - | - | - | - | - | Retained |
| M-2M-U | VWX | 34.000 | 9.10 | - | - | FFF | - | - | 65.70% | - | Tulxdoyx | EUZT | 160 | 160 | TNWG+160 | - | - |
| Z-1-B | XNY | 75.000 | 3.50 | - | - | AA | - | - | 56.90% | - | Dwhucucy | DXMY | 185 | 185 | PQEB+185 | - | - |
| G-2-J | NTT | 37.000 | 1.30 | - | - | III | - | - | 77.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1-S: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144Q/Ixc J;
M-2M-U: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144T/Jam A;
G-2-J: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144P/Wuy A;
Z-1-B: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144T/Xxn U;
O-2: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144X/Jox Q;
E-I: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144I/Mxm C;
Deal Comments
Yzrssksyssx. Mps Mkoo Lzgsprb 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 27, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-T | NHL | 86.000 | 4.90 | - | - | BB | - | - | 94.00% | - | Cquexidj | QWAB | - | 210 | NOWR+210 | - | - |
| Y-P | OQZ | 44.000 | 6.90 | - | - | Y | - | - | 92.00% | - | Nxoktcwe | PJCV | - | 250 | DAZD+250 | - | - |
| I-J | IFN | 32.000 | 71.60 | - | - | MM- | - | - | 6.20% | - | Gvsdvjqq | SKQH | - | 775 | JQUN+742 | - | - |
| T-1-O | RRI | 95.000 | 24.00 | - | - | HHH- | - | - | 74.00% | - | Icmouelf | CXHM | - | 390 | JZTS+390 | - | - |
| B-1-D | RSI | 142.000 | 1.90 | Mxx | - | PPP | - | - | 75.00% | - | Pjsrekng | JJYW | - | 157 | QEMT+157 | - | - |
| E-2-O | PEL | 4.000 | 31.60 | - | - | JJJ- | - | - | 67.00% | - | Nswrfjhx | YBZF | - | 510 | WILZ+510 | - | - |
| Xzb | YVD | 47.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2-O | VJZ | 70.000 | 5.50 | - | - | MMM | - | - | 45.00% | - | Ayhuhhlg | JYAK | - | 180 | TUCC+180 | - | - |
| H-O | LTR | 9.000 | 3.30 | - | - | NNN | - | - | - | - | Tqxkmddy | YQFS | - | 100 | KLOS+100 | - | - |
Tranche Comments
H-O: Redemption: 2026-07-20; Registration: 144D/Itd I;
B-1-D: Redemption: 2026-07-20; Registration: 144Y/Lhm Y;
U-2-O: Redemption: 2026-07-20; Registration: 144N/Pks Q;
M-T: Redemption: 2026-07-20; Registration: 144N/Jjm W;
Y-P: Redemption: 2026-07-20; Registration: 144T/Fxb S;
T-1-O: Redemption: 2026-07-20; Registration: 144A/Qfx L;
E-2-O: Redemption: 2026-07-20; Registration: 144C/Byw G;
I-J: Redemption: 2026-07-20; Registration: 144K/Vje U;
Xzb: Redemption: 2026-07-20; Registration: 144Y/Hyh W;
Deal Comments
Fzbzw. Gep Laaa Ezfoeny 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 26, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | POL | 29.000 | - | - | - | D | - | - | 33.00% | - | Cwjexbci | NVUU | - | 280 | DTLM+280 | - | - |
| D | FKX | 4.000 | - | - | - | C- | - | - | 5.80% | - | - | - | - | - | - | - | Retained |
| P | XHX | 932.000 | - | Ugg | - | - | - | - | 62.00% | - | Wcrskrou | SDZX | - | 160 | JEVF+160 | - | - |
| Wab | GKU | 93.320 | - | GV | - | KW | - | - | - | - | - | - | - | - | - | - | Retained |
| M | OHK | 49.000 | - | - | - | JJ | - | - | 98.00% | - | Lmqvcxyh | VPEP | - | 225 | IEPT+225 | - | - |
| G | RTC | 60.000 | - | - | - | TTT- | - | - | 73.00% | - | Fxpycmby | XSTN | - | 425 | ZSAN+425 | - | - |
| T | HYE | 22.000 | - | - | - | KK- | - | - | 4.80% | - | Bwusaaws | PTXB | - | 725 | AQPW+725 | - | - |
Tranche Comments
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Bpt M;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Pkn P;
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Esi W;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Qei D;
T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Pbk P;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Cxs E;
Wab: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Fyy M;
Deal Comments
Djs Cjoo Rezmjny 1.91
Reinvestment Period (YRS)
5.89
Reinvestment Period End Date
Aug 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2T3 | BJF | 37.400 | - | Dgg | - | - | - | - | 71.43% | - | Ifxevdro | 3fJOSR | - | 155 | 3xXTHA+155 | - | 785.00000 |
| ZGG | OPP | 61.300 | - | Ix3 | - | - | - | - | 9.42% | - | Yvwcdwjk | 3dMSSG | - | - | - | - | - |
| B2FF | PHS | 39.234 | - | V1 | - | - | - | - | 36.29% | - | Epdorfeu | 3wQYCP | - | - | - | - | - |
| NXX | QIS | 58.100 | - | Mll1 | - | - | - | - | 2.50% | - | Wkpqfezm | 3kGSSI | - | - | - | - | - |
| JJ3 | VEH | 21.800 | - | Qt1 | - | - | - | - | 15.60% | - | Vupblzqj | 3wZYXI | - | 180 | 3zWLNC+180 | - | 875.00000 |
| Kdxqzx | TUP | 89.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| NBB | ZMV | 27.310 | - | Cjj3 | - | - | - | - | 30.83% | - | Wdyfeipy | 3mSTTI | - | - | - | - | - |
| C1I3 | NZB | 226.244 | - | Wee | - | - | - | - | 28.58% | - | Gczxsvzf | 3vEYOG | - | 120 | 3oLOCQ+120 | - | 562.00000 |
| V1CC | HBK | 12.156 | - | T1 | - | - | - | - | 31.78% | - | Wqlrvqky | 3qXGOV | - | - | - | - | - |
Tranche Comments
C1I3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144K/Ikg P;
T2T3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144D/Mok I;
JJ3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144G/Ocn W;
V1CC: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144L/Qtr J;
B2FF: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144K/Psa T;
NBB: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144L/Ryh A;
ZGG: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144P/Dhi W;
NXX: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144T/Wdd A;
Kdxqzx: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144C/Uye Z;
Deal Comments
Qvqfkiknfkw. Mok Dill Vvffoka 0.5
Reinvestment Period End Date
Feb 26, 1995