| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | FLL | 21.000 | 9.50 | - | ZZZ- | - | - | - | 71.00% | - | Sckpfqnu | AHGD | 280-290 | 290 | CZOS+290 | - | - |
| N | GON | 83.000 | 8.90 | - | CC | - | - | - | 47.00% | - | Aweqmzla | DDMS | 155-160 | 155 | MHQK+155 | - | - |
| D2 | GZS | 3.000 | 8.50 | - | DDD- | - | - | - | 75.00% | - | Quxkriip | EGOU | 390-400 | 390 | XGUO+390 | - | - |
| U | QEQ | 18.000 | 75.00 | - | QQ- | - | - | - | 4.00% | - | Vcxyuipu | COFQ | 500-525 | 525 | PIPX+525 | - | - |
| Pxq | UQB | 78.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | CFS | 83.000 | 6.20 | - | A | - | - | - | 10.00% | - | Dxmlkpav | IWDS | 180-190 | 180 | QPLR+180 | - | - |
| G | OFA | 835.000 | 8.60 | - | XXX | - | - | - | 49.00% | - | Idybksff | BVZF | - | 125 | CWOL+125 | - | - |
Tranche Comments
G: Redemption: 2027-04-25; Registration: 144V/Cdm J; Comments: Vrt-Vboltz;
N: Redemption: 2027-04-25; Registration: 144P/Cxf H;
H: Redemption: 2027-04-25; Registration: 144Q/Gcw S;
I1: Redemption: 2027-04-25; Registration: 144X/Prs F;
D2: Redemption: 2027-04-25; Registration: 144I/Kkv O;
U: Redemption: 2027-04-25; Registration: 144V/Cew G;
Pxq: Redemption: 2027-04-25; Registration: 144L/Frw A;
Deal Comments
Wkx-Asgg Tsphkhi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 10, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1I | JRI | 6.000 | - | - | GGG | - | - | - | 93.00% | - | Ylyfu | - | - | - | 7.046% | - | - |
| K2A | LQE | 1.200 | - | - | JJJ- | - | - | - | 24.40% | - | Hqzzlreo | QCIW | - | 405 | UIWD+405 | - | - |
| TY | XLS | 24.280 | - | - | ZZ | - | - | - | 23.00% | - | Ommzpuix | ENTA | 160-165 | 165 | XUBX+165 | - | - |
| AN | JUY | 41.000 | - | - | T | - | - | - | 77.00% | - | Zuqopliy | LNDF | 185-195 | 195 | SVBK+195 | - | - |
| L1I | COO | 557.000 | - | - | BBB | - | - | - | 68.00% | - | Bpqedbdd | ZQPT | - | 119 | KISW+119 | - | - |
| I1R | GNM | 97.000 | - | - | VVV | - | - | - | 93.00% | - | Dhrkzuzr | KMUE | - | 295 | THCD+295 | - | - |
| BZ | RQF | 29.900 | - | - | VV- | - | - | - | 5.20% | - | Xxjujhkz | LGUR | 575-600 | 600 | NQDF+600 | - | - |
| M | WOG | 1.100 | - | - | CCC | - | - | - | - | - | Ituyetbk | BBPN | 100u | 103 | CASG+103 | - | - |
| M2T | AWO | 63.580 | - | - | RRR | - | - | - | 73.75% | - | Skmomcjf | XHEY | - | 150 | VYNG+150 | - | - |
Tranche Comments
M: Redemption: 2026-01-20; Registration: 144W/Izy D;
L1I: Redemption: 2026-01-20; Registration: 144N/Lkk S;
M2T: Redemption: 2026-01-20; Registration: 144O/Brp Q;
TY: Redemption: 2026-01-20; Registration: 144U/Lsl Z;
AN: Redemption: 2026-01-20; Registration: 144V/Ciy X;
I1R: Redemption: 2026-01-20; Registration: 144O/Fmv B;
G1I: Redemption: 2026-01-20; Registration: 144Q/Phf A;
K2A: Redemption: 2026-01-20; Registration: 144Z/Vfd P;
BZ: Redemption: 2026-01-20; Registration: 144K/Bdg I;
Deal Comments
Zuvum. Stc-Cull Zufytob 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 10, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XNJ | 87.000 | 4.80 | - | Z | - | - | - | 65.00% | - | Xlkjzjfk | KMYZ | - | 205 | WVEA+205 | - | - |
| M | JUO | 89.000 | 20.30 | - | TT- | - | - | - | 2.00% | - | Tyveliny | VADT | - | 625 | DBMK+625 | - | - |
| Xki | POK | 94.000 | - | - | QI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | BZA | 482.000 | 6.90 | - | BBB | - | - | - | 56.00% | - | Epkwlwsg | YBYE | - | 138 | LYZT+138 | - | - |
| M | YZY | 76.000 | 9.50 | - | AA | - | - | - | 59.00% | - | Lmbmhpzu | IUDJ | - | 175 | AZZE+175 | - | - |
| C-2 | OGZ | 3.000 | 88.90 | - | HHH- | - | - | - | 24.00% | - | Upqrfzfm | AYQF | - | 420 | UVCW+420 | - | - |
| Q-1 | MTC | 18.000 | 3.90 | - | JJJ- | - | - | - | 87.00% | - | Uqwkmaeb | POAI | - | 315 | JQQG+315 | - | - |
Tranche Comments
K: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144A/Bdc I;
M: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144B/Wns S;
G: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144C/Gja H;
Q-1: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144E/Ezi Y;
C-2: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144F/Bna G;
M: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144P/Umb X;
Xki: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144F/Lli Y;
Deal Comments
Sxm Xqcc Auzgxnk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 13, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1-A | PGN | 38.000 | 3.30 | - | YYY- | - | - | - | 46.00% | - | Tfuhobox | XHMG | - | 330 | DOZP+330 | - | - |
| V-H | ERQ | 46.000 | 7.50 | - | WW | - | - | - | 73.00% | - | Dlqszlhm | NNKI | - | 185 | QJIN+185 | - | - |
| J-B | GCH | 87.000 | 7.60 | - | L | - | - | - | 44.00% | - | Tfplqipp | SYYW | - | 210 | QPHM+210 | - | - |
| K-P | ZTB | 290.000 | 9.70 | - | RRR | - | - | - | 73.00% | - | Vxxaajum | ZKYX | - | 140 | KSVE+140 | - | - |
| A-O | IRN | 93.000 | 75.50 | - | HH- | - | - | - | 3.00% | - | Ozjdpsqn | CHVH | - | 692 | QKEL+692 | - | - |
| N-2-I | QBO | 2.000 | 53.00 | - | WWW- | - | - | - | 62.00% | - | Oljpz | - | - | - | 7.51% | - | - |
Tranche Comments
K-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Lqi O;
V-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Zto Y;
J-B: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Cjz X;
S-1-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Y/Qlw P;
N-2-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144P/Tfu L;
A-O: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Z/Usr F;
Deal Comments
Rfpfe. Qcc Jyaa Ufgkcbq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 8, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-M | NTK | 31.392 | - | - | DD- | - | - | - | 8.00% | - | Epmmroho | WGYR | 700 | 700 | XKFG+700 | - | - |
| K-S | QXH | 66.200 | - | - | II | - | - | - | 26.00% | - | Tjjbpskm | SXMP | 180 | 180 | TGZG+180 | - | - |
| W-2-L | WAH | 1.349 | - | - | NNN- | - | - | - | 28.14% | - | Hvsuzcem | LSZI | 475 | 475 | GOPV+475 | - | - |
| Wjh | TYX | 48.800 | - | - | XF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1-D | MRW | 41.000 | - | - | AAA- | - | - | - | 62.00% | - | Fcxfclkl | BKJM | 340 | 340 | UMJE+340 | - | - |
| J-H | ABN | 4.000 | - | - | WWW | - | - | - | - | - | Kykzcjlo | LWSB | 100 | 100 | SYSS+100 | - | - |
| T-B | JPK | 589.800 | - | - | LLL | - | - | - | 44.00% | - | Jmkhfpvw | BXIQ | 142 | 142 | FFXF+142 | - | - |
| M-G | JKU | 44.000 | - | - | K | - | - | - | 98.00% | - | Asryhrxs | LUBS | 210 | 210 | GQUI+210 | - | - |
Tranche Comments
J-H: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144U/Erh P;
T-B: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Zfz I;
K-S: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144W/Ybc G;
M-G: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144O/Dbn C;
Z-1-D: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144X/Qmi W;
W-2-L: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Z/Tra B;
F-M: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Z/Dab U;
Wjh: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144M/Jdb L;
Deal Comments
Lesee. Ofk Yopp Uewpfsg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 22, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YWR | 189.900 | - | Kee | JK | - | - | - | - | - | Vshhfvre | TXTP | - | 183 | DPHN+183 | - | - |
| F-2 | CAY | 2.000 | - | AM | U | - | - | - | - | - | Saujp | - | - | - | 7.401% | - | - |
| X-1T | FCM | 93.000 | - | OL | TTT | - | - | - | - | - | Ymbsmqle | DXIY | - | 450 | DVCD+450 | - | - |
| I-2 | TFZ | 2.100 | - | PR | AAA- | - | - | - | - | - | Pmuamhfq | WJUI | - | 608 | MQZZ+608 | - | - |
| Zgz | LVT | 74.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1E | HHX | 6.400 | - | ZA | EEE | - | - | - | - | - | Slwuw | - | - | - | 8.903% | - | - |
| J-1 | VHW | 19.000 | - | LJ | WW | - | - | - | - | - | Xhfxqtsd | NILZ | - | 250 | KBXE+250 | - | - |
| J-2 | OSR | 4.700 | - | JM | DD | - | - | - | - | - | Vqrrm | - | - | - | 6.900% | - | - |
| Q | NEO | 75.872 | - | JR | SS- | - | - | - | - | - | Eqooubjb | QNSO | 750-775 | 805 | DZBF+805 | - | - |
| K-1 | AHM | 37.000 | - | LM | V+ | - | - | - | - | - | Dclfyfbx | GGZF | - | 300 | GENX+300 | - | - |
Tranche Comments
D: Redemption: 2025-11-16; Registration: 144X/Buj C; Comments: Kwt-Ksuntr;
J-1: Redemption: 2025-11-16; Registration: 144Z/Bvo W;
J-2: Redemption: 2025-11-16; Registration: 144L/Gql M;
K-1: Redemption: 2025-11-16; Registration: 144X/Dby U;
F-2: Redemption: 2025-11-16; Registration: 144H/Jld K;
X-1T: Redemption: 2025-11-16; Registration: 144I/Evm Y;
I-1E: Redemption: 2025-11-16; Registration: 144C/Dja Z;
I-2: Redemption: 2025-11-16; Registration: 144N/Yrd V;
Q: Redemption: 2025-11-16; Registration: 144H/Knb P;
Zgz: Redemption: 2025-11-16; Registration: 144C/Zfw G;
Deal Comments
Gzo Nqhh Qwjwzby 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 3, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IJR | 97.600 | - | GY | W | - | - | - | - | - | Wvocbfpw | LCWW | 320-330 | 340 | QBKY+340 | - | - |
| K | ECE | 20.000 | - | VN | VV | - | - | - | - | - | Evrwoczh | GYIB | 280f | 285 | IBWM+285 | - | - |
| Q | WOE | 24.400 | - | OZ | OOO- | - | - | - | - | - | Ajfbsysj | IZDX | Vqt xt Bqxi 500y | 550 | VWWU+550 | - | - |
| D | OJD | 996.000 | - | Rtt | OO | - | - | - | - | - | Fkxkflpr | KIFZ | 205-215 | 205 | INOI+205 | - | - |
| Emo | UOA | 77.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | NOR | 25.100 | - | AM | GG- | - | - | - | - | - | Nbxpzczd | IQWB | - | 894 | ACWI+894 | - | - |
Tranche Comments
D: Redemption: 2025-07-20; Registration: 144I/Gjn U;
K: Redemption: 2025-07-20; Registration: 144M/Bqk H;
L: Redemption: 2025-07-20; Registration: 144X/Myl Y;
Q: Redemption: 2025-07-20; Registration: 144B/Lde B;
O: Redemption: 2025-07-20; Registration: 144E/Hbw Q;
Emo: Redemption: 2025-07-20; Registration: 144Q/Zdm R;
Deal Comments
Iou Entt Wvhtobl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UQR | 18.000 | - | - | WW- | - | - | - | - | - | Xdoqvzlj | PYKQ | 1000w | 881 | JYDU+881 | - | - |
| W-2 | FFF | 2.000 | - | - | DD | - | - | - | - | - | Crrvd | - | - | - | 7.013% | - | - |
| W | OPK | 33.000 | - | - | C | - | - | - | - | - | Qeqywkiu | VGFF | 430d | 430 | WCKV+430 | - | - |
| S | CVK | 613.000 | - | - | JJJ | - | - | - | - | - | Blojaktk | LVWP | - | 250 | AYWR+250 | - | - |
| S-1 | EGC | 21.000 | - | - | DD | - | - | - | - | - | Dyrkuhwg | PEUR | - | 340 | DAKM+340 | - | - |
| C | EJX | 77.000 | - | - | TTT- | - | - | - | - | - | Ybbzymrs | MNHB | Sgj 600x | 612 | HUNK+612 | - | - |
| Bnp | AZR | 80.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144J/Rld G;
S-1: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144O/Xdn R;
W-2: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144N/Uec G;
W: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144O/Tbj A;
C: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144J/Qxn Q;
I: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144I/Xqf G;
Bnp: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144O/Efr J;
Deal Comments
Eca Nygg Znavcam 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 8, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XXH | 85.700 | 8.10 | - | GG- | - | - | - | 69.70% | - | Gvlrjmdk | NMIG | - | - | - | - | - |
| Gmhihe | XFO | 72.000 | - | - | PD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | MSY | 25.000 | 4.40 | - | RR | - | - | - | 43.00% | - | Xyvwvmol | BIVN | - | 315 | GZNM+315 | - | - |
| U | HRA | 14.200 | 6.00 | - | S | - | - | - | 93.24% | - | Yyvwetlf | TJUY | - | 410 | BTUR+410 | - | - |
| V | ZAD | 28.000 | 5.60 | - | PPP- | - | - | - | 20.77% | - | Uhjewsqg | QTIJ | - | 600 | LPPU+583 | - | - |
| S-2 | JNZ | 10.000 | 8.10 | - | MM | - | - | - | 75.00% | - | Cofvs | JEVJ | - | 305 | 3.05% | - | - |
| H | PWR | 815.000 | 2.80 | - | VVV | - | - | - | 15.70% | - | Qmzewfkr | CEGT | - | 235 | CPNJ+235 | - | - |
Tranche Comments
H: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Zde M;
H-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144W/Ava I;
S-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144L/Oac V;
U: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Xyj B;
V: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Bsj F;
S: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144B/Gnr C;
Gmhihe: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144P/Wxs E;
Deal Comments
Vvm Rkss Xlbavkt 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 2, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LBN | 838.000 | - | Tzz | - | - | - | - | - | - | Hykmhwsm | 3iK | - | 121 | 3pU+121 | - | - |
| A1 | CBA | 97.960 | - | P2 | - | - | - | - | - | - | Xqybeqaa | 3uZ | - | 247 | 3iF+247 | - | - |
| Y | FQQ | 27.100 | - | Lg3 | - | - | - | - | - | - | Qmxsjtug | 3hY | - | 737 | 3hX+737 | - | - |
| P2 | TVA | 93.400 | - | X2 | - | - | - | - | - | - | Nzgkc | GBA | - | - | 3.318% | - | - |
| D1 | JZD | 27.000 | - | Co2 | - | - | - | - | - | - | Pzfptynb | 3kA | - | 190 | 3kU+190 | - | - |
| R | BQR | 60.760 | - | Oqq3 | - | - | - | - | - | - | Oxjxswcp | 3hW | - | 378 | 3pX+378 | - | - |
| F2 | UAE | 49.000 | - | Xd2 | - | - | - | - | - | - | Qucpj | QZH | - | - | 3.205% | - | - |
| Lvl | IVL | 10.000 | - | BU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2022-04-18; Redemption: 2023-12-22;
D1: First Pay: 2022-04-18; Redemption: 2023-12-22;
F2: First Pay: 2022-04-18; Redemption: 2023-12-22;
A1: First Pay: 2022-04-18; Redemption: 2023-12-22;
P2: First Pay: 2022-04-18; Redemption: 2023-12-22;
R: First Pay: 2022-04-18; Redemption: 2023-12-22;
Y: First Pay: 2022-04-18; Redemption: 2023-12-22;
Lvl: First Pay: 2022-04-18; Redemption: 2023-12-22;
Deal Comments
Ngw Lpss Xxzsgda 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 11, 2006