| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-W2 | RYR | 726.000 | 5.60 | - | UUU | UUU | - | - | 59.00% | - | Jduevrdj | EJIX | - | 146 | TIWT+146 | - | - |
| Jff Kgrbfj | LWX | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2-M2 | OHJ | 70.000 | 4.70 | - | - | ZZZ | - | - | 71.00% | - | Mobdadlo | KPXS | - | 165 | ICBU+165 | - | - |
| U-2-D2 | TJP | 30.000 | 1.60 | - | NN | - | - | - | 37.00% | - | Cmlcw | IHMK | - | 170 | 5.79% | - | - |
| L-Q2 | XFY | 50.000 | 3.10 | - | Y | - | - | - | 22.00% | - | Jkxvypip | XKDX | - | 210 | XTCQ+210 | - | - |
| G-1-R2 | PVH | 89.000 | 8.10 | - | UU | - | - | - | 44.00% | - | Pzvbsqeb | GWED | - | 170 | VAXC+170 | - | - |
| D-A2 | RJU | 23.000 | 43.90 | - | BB- | - | - | - | 7.00% | - | Fxduehyw | PKUH | - | 570 | TNTG+570 | - | - |
| D-1-Z2 | NSW | 11.000 | 6.90 | - | WWW- | - | - | - | 88.00% | - | Kzbyavvd | IUPI | - | 305 | YCFU+305 | - | - |
| V-2-F2 | RLL | 9.000 | 1.50 | - | VVV- | - | - | - | 95.00% | - | Fpcxlinh | AQQB | - | 435 | ZOKS+435 | - | - |
Tranche Comments
Q-1-W2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144T/Xbc V;
D-2-M2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144J/Hft Q;
G-1-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144I/Hyr A;
U-2-D2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144V/Qui J;
L-Q2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144L/Jei F;
D-1-Z2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144K/Zcn S;
V-2-F2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144U/Thq M;
D-A2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144I/Giy M;
Jff Kgrbfj: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144W/Xtl M;
Deal Comments
Mgugu. Fju Jvxx Xglzjlm 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 24, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mgb | KOH | 271.200 | - | - | SE | WC | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1-X3 | NVE | 43.000 | - | - | EEE- | TN | - | - | 39.00% | - | Olmqexsa | CQDL | - | 330 | KVBV+330 | - | - |
| C-1-J3 | BHT | 73.000 | - | - | LL | EF | - | - | 87.00% | - | Ahpyqesg | ZJSR | - | 190 | CUDL+190 | - | - |
| V-1-T3 | UHO | 453.000 | - | - | JJJ | KKK | - | - | 38.00% | - | Sxxrvuaq | BOIV | - | 150 | PMFF+150 | - | - |
| P-J3 | MRD | 41.000 | - | - | J | SE | - | - | 70.00% | - | Hlwvtdpt | VWYB | - | 235 | HIJN+235 | - | - |
| D-2-E3 | NTK | 9.000 | - | - | RRR- | TC | - | - | 12.00% | - | Ebjswvdg | KHVM | - | 450 | WUGL+450 | - | - |
| Q-2-D3 | TSS | 74.000 | - | - | FZ | III | - | - | 93.30% | - | Mzjfezhk | YWZP | - | 170 | ESBO+170 | - | - |
| Z-2-E3 | URY | 44.000 | - | - | HH | VU | - | - | 76.00% | - | Hnyyt | - | - | - | 6.122% | - | - |
| Z-X3 | ZLW | 24.000 | - | - | GG- | ON | - | - | 8.00% | - | Gjovxhjx | BWFD | - | 590 | KCBK+590 | - | - |
Tranche Comments
V-1-T3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144X/Yhb O;
Q-2-D3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Xdb X;
C-1-J3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Yyk X;
Z-2-E3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144L/Mnm B;
P-J3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144U/Ydl L;
Y-1-X3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Mds E;
D-2-E3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144F/Pqs N;
Z-X3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144O/Zul D;
Mgb: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144P/Guc B;
Deal Comments
Xwcwt. Ypo Qhpp Rwjspzy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 20, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-Y3 | LCG | 45.500 | 3.20 | - | Z | - | - | - | 63.76% | - | Fublmodv | 3pT | - | 205 | 3zT+205 | - | - |
| D-X3 | GGG | 67.100 | 75.20 | - | OO- | - | - | - | 5.47% | - | Jdcyubkk | 3rY | - | 665 | 3lO+665 | - | - |
| N-E3 | EFN | 84.700 | 6.30 | - | XXX- | - | - | - | 93.60% | - | Weblaokt | 3xK | - | 320 | 3mR+320 | - | - |
| Y-E3 | TKY | 257.000 | 6.70 | - | MMM | - | - | - | 41.63% | - | Sqwmwiml | 3iS | - | 115 | 3cH+115 | - | - |
| Vqgldl | YFH | 96.237 | - | - | WV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | XHN | 3.500 | 4.30 | - | UUU | - | - | - | - | - | Czmvprii | 3sL | - | 70 | 3pH+70 | - | - |
| Y-J3 | CSS | 56.300 | 6.90 | - | WW | - | - | - | 71.22% | - | Mjsxalcl | 3zM | - | 170 | 3gW+170 | - | - |
Tranche Comments
R: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144X/Bwm R;
Y-E3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144X/Gra B;
Y-J3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144X/Tmb O;
I-Y3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144E/Llw R;
N-E3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144Z/Esl O;
D-X3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144L/Vkj P;
Vqgldl: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144H/Tdl R;
Deal Comments
Mjjjx. Ktp Jgtt Sjrktzv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-V | EXZ | 735.300 | - | - | FFF | PPP | - | - | - | - | Ikqvxdcz | 3uW | - | 126 | 3oO+126 | - | - |
| Pzr | ZVL | 13.000 | - | - | WF | MJ | - | - | - | - | - | - | - | - | - | - | - |
| I-P | CSR | 99.300 | - | - | A | WO | - | - | - | - | Twoesxrw | 3wB | - | 195 | 3aR+195 | - | - |
| A-U | YEO | 19.700 | - | - | KK- | US | - | - | - | - | Glcuwrnf | 3nX | - | 635 | 3nZ+635 | - | - |
| D-T1 | CVK | 77.100 | - | - | ZZ | NT | - | - | - | - | Upzwxdtl | 3uM | - | 160 | 3aV+160 | - | - |
| N-J | GIV | 37.200 | - | - | PPP- | SM | - | - | - | - | Svjbdvjw | 3sK | - | 300 | 3oV+300 | - | - |
| Q-D2 | IFF | 43.000 | - | - | MM | CO | - | - | - | - | Nfsgn | - | - | - | 2.920% | - | - |
Tranche Comments
B-V: Redemption: 2025-01-20;
D-T1: Redemption: 2025-01-20;
Q-D2: Redemption: 2025-01-20;
I-P: Redemption: 2025-01-20;
N-J: Redemption: 2025-01-20;
A-U: Redemption: 2025-01-20;
Pzr: Redemption: 2025-01-20;
Deal Comments
Uaxam. Jxp-Jzuu Qaagxjk 2.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 12, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1T2 | LLU | 565.000 | - | - | HHH | MMM | - | - | - | - | Cjdmbidm | 3qW | - | 134 | 3sF+134 | - | - |
| L-Q2 | VSX | 27.000 | - | - | BBB- | QZ | - | - | - | - | Hujwfpet | 3cV | - | 400 | 3eL+400 | - | - |
| B-E2 | JKB | 46.300 | - | - | UU- | TM | - | - | - | - | - | - | - | - | - | - | Retained |
| A-R2 | HAC | 15.700 | - | - | K | UT | - | - | - | - | Szxqrirw | 3lK | - | 265 | 3qA+265 | - | - |
| K-1-S2 | ZUT | 55.000 | - | - | RR | MW | - | - | - | - | Jcbypuom | 3jA | - | 190 | 3fF+190 | - | - |
| A-2H2 | LVI | 9.000 | - | - | CN | RRR | - | - | - | - | Nhxqh | - | - | - | 3.248% | - | - |
| S-2-F2 | YFY | 3.400 | - | - | SS | QR | - | - | - | - | Xvitg | - | - | - | 3.508% | - | - |
Tranche Comments
N-1T2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144E/Mil L;
A-2H2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144O/Vkv A;
K-1-S2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144N/Kom V;
S-2-F2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144Y/Nza W;
A-R2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144G/Wkz Z;
L-Q2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144G/Zrl L;
B-E2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144N/Dmj W;
Deal Comments
Mcmcs. Tww-Coss Bcuhwmt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-A2 | YJX | 59.500 | - | - | DZ | LLL | - | - | - | - | Vjermeto | 3tF | 140 | 140 | 3gS+140 | - | - |
| C-C2 | OUN | 5.300 | - | - | R- | LH | - | - | - | - | Eocktomk | 3zX | - | 790 | 3fV+790 | - | - |
| J-D2 | QMO | 51.000 | - | - | G | UQ | - | - | - | - | Arfwzkfb | 3oN | 185-195 | 207 | 3vM+207 | - | - |
| K-P2 | FSB | 36.200 | - | - | LLL- | SV | - | - | - | - | Vmlqbpic | 3pD | 285-295 | 305 | 3cU+305 | - | - |
| Rxf | EGI | 54.000 | - | - | NN | FA | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1-T2 | ASC | 171.000 | - | - | WWW | MMM | - | - | - | - | Uwslyeox | 3jX | 109 | 109 | 3uT+109 | - | - |
| H-W2 | OMU | 29.000 | - | - | TT | MY | - | - | - | - | Ckulkekr | 3uW | 155-165 | 160 | 3yI+160 | - | - |
| E-L2 | GPY | 70.900 | - | - | KK- | HH | - | - | - | - | Kvsfcdon | 3dM | 550-565 | 550 | 3tC+550 | - | - |
Tranche Comments
G-1-T2: Redemption: 2020-07-23;
J-2-A2: Redemption: 2020-07-23;
H-W2: Redemption: 2020-07-23;
J-D2: Redemption: 2020-07-23;
K-P2 : Redemption: 2020-07-23;
E-L2: Redemption: 2020-07-23;
C-C2: Redemption: 2020-07-23;
Rxf: Redemption: 2020-07-23;
Deal Comments
Vhlhj. Fcy Eemm Whfwclp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 14, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2C | QBT | 72.000 | - | Ixx | - | BBB | - | - | - | - | Gzipi | - | - | - | 0.030% | - | - |
| I-1N | FMF | 212.000 | - | Ggg | - | WWW | - | - | - | - | Tykocbtq | 3yE | - | - | 3tM+115 | - | - |
| W-2T | EER | 40.700 | - | Qr2 | - | OO | - | - | - | - | Mgxej | - | - | - | 0.036% | - | - |
| J-1U | UPX | 77.000 | - | Ll2 | - | LL | - | - | - | - | Aukcbmde | 3cP | - | - | 3rA+155 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1C | EGL | 25.500 | - | - | KK | - | - | - | - | - | Szbdvrwf | 3gA | - | - | 3aS+145 | - | - |
| O-O | JLI | 442.300 | - | Www | TTT | - | - | - | - | - | Tkuelsip | 3rJ | - | - | 3rP+109 | - | - |
| O-X | PTX | 83.500 | - | - | Y | - | - | - | - | - | Tseejttb | 3pL | - | - | 3zC+205 | - | - |
| N-2K | TJS | 86.000 | - | - | GG | - | - | - | - | - | Qahmd | - | - | - | 0.033% | - | - |
| Q-C | AEQ | 55.700 | - | - | TTT | - | - | - | - | - | Kcckezru | 3eJ | - | - | 3eZ+305 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-X | VEV | 73.550 | - | J2 | - | - | - | - | - | - | Rwwjmbsg | 3rH | - | - | 3wV+255 | - | - |
| M-B | LPF | 25.920 | - | Brr3 | - | - | - | - | - | - | Dyokcbsq | 3sJ | - | - | 3qM+420 | - | - |
| C-W | KTE | 219.000 | - | Cff | - | YYY | - | - | - | - | Clrwmvsq | 3sC | - | - | 3xM+141 | - | - |
| T | WJZ | 52.800 | - | Hx3 | - | - | - | - | - | - | Rzjrspqz | 3wI | - | - | 3vH+550 | - | - |
| O-X | VRG | 47.300 | - | Zz2 | - | - | - | - | - | - | Suhudwim | 3zH | - | - | 3gR+180 | - | - |
| Kfjvfq | PNP | 89.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | WHG | 79.460 | - | Z3 | - | - | - | - | - | - | Lupcsdch | 3fA | - | - | 3qJ+640 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2Y | VMJ | 66.800 | - | - | LL | - | - | - | - | - | Gbgkw | - | - | - | 0.037% | - | - |
| W-1H | VUF | 82.000 | - | - | LL | - | - | - | - | - | Yvhaeasb | 3jL | - | - | 3rE+185 | - | - |
| M-M | KLY | 24.000 | - | - | ZZZ | - | - | - | - | - | Jsabdafx | 3cV | - | - | 3wB+415 | - | - |
| C-V | AWC | 10.700 | - | - | Q | - | - | - | - | - | Lwmlxxem | 3qE | - | - | 3sU+260 | - | - |
| G-R | RVK | 661.000 | - | Bnn | GGG | - | - | - | - | - | Tdkudfzq | 3mU | - | - | 3wO+135 | - | - |
| V-F | EZJ | 39.000 | - | - | GG | - | - | - | - | - | Bxhypqqo | 3iO | - | - | 3qE+725 | - | - |