| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-X | HZW | 10.500 | 8.60 | - | P | - | - | - | 35.00% | - | Izzyttvc | XSIC | - | 210 | PYJM+210 | - | - |
| L-R | FND | 22.500 | 74.20 | - | CC | - | - | - | 4.00% | - | Pvqkeubm | NICK | - | 645 | UICA+645 | - | - |
| C-G | PNI | 966.220 | 8.90 | - | DDD | - | - | - | 54.00% | - | Dmcvtakr | TALZ | - | 124 | ACQX+124 | - | - |
| K-1-R | WAJ | 29.400 | 9.20 | - | QQQ- | - | - | - | 41.42% | - | Yuqkquoy | HBMY | - | 315 | TLKC+315 | - | - |
| Z-2-H | PHT | 8.600 | 98.10 | - | HHH- | - | - | - | 86.73% | - | Rbbkg | - | - | - | 8.34% | - | - |
| D | YGX | 9.000 | 6.50 | - | III | - | - | - | - | - | Ccupxtoy | HPHH | - | 95 | MILB+95 | - | - |
| H-Q | ZOV | 22.340 | 4.90 | - | RR | - | - | - | 30.00% | - | Fpqoxwjl | ZZVX | - | 195 | NHHM+191 | - | - |
Tranche Comments
D: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144A/Pwe H;
C-G: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144A/Azk E;
H-Q: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144O/Jpx T;
L-X: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144T/Pjy A;
K-1-R: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144G/Yux I;
Z-2-H: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144K/Hja P;
L-R: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144X/Gfn L;
Deal Comments
Hxvxs. Ebn Gvoo Hxyobjt 2.00. Svx jxvo svv dkvonxj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 16, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HXE | 99.000 | 57.00 | - | SS- | - | - | - | 6.00% | - | Lsjoaknb | WVHI | 500-525 | 525 | IMJS+525 | - | - |
| Fck | LBP | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | JZX | 179.000 | 7.50 | - | BBB | - | - | - | 17.00% | - | Mebcmxje | VBIQ | - | 125 | KTOD+125 | - | - |
| C1 | GPW | 49.000 | 5.90 | - | PPP- | - | - | - | 74.00% | - | Fudmdaca | XZCF | 280-290 | 290 | TQLP+290 | - | - |
| A | JVH | 94.000 | 6.70 | - | BB | - | - | - | 11.00% | - | Hfbvhxzr | ETTD | 155-160 | 155 | JLNS+155 | - | - |
| H | RJF | 24.000 | 4.60 | - | P | - | - | - | 70.00% | - | Mczlqtka | BDWR | 180-190 | 180 | EAQC+180 | - | - |
| Z2 | KKI | 7.000 | 1.10 | - | NNN- | - | - | - | 23.00% | - | Tywlvlbr | PEJH | 390-400 | 390 | USAP+390 | - | - |
Tranche Comments
I: Redemption: 2027-04-25; Registration: 144P/Coh L; Comments: Eus-Esiesz;
A: Redemption: 2027-04-25; Registration: 144B/Vwf Q;
H: Redemption: 2027-04-25; Registration: 144M/Kcj K;
C1: Redemption: 2027-04-25; Registration: 144B/Ypp R;
Z2: Redemption: 2027-04-25; Registration: 144T/Gfd N;
U: Redemption: 2027-04-25; Registration: 144W/Uev Q;
Fck: Redemption: 2027-04-25; Registration: 144Y/Ybu M;
Deal Comments
Ttv-Vcff Uyrvtze 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 3, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WUO | 7.500 | - | - | BBB | - | - | - | - | - | Mbjpzidi | KCEZ | 100x | 103 | XETA+103 | - | - |
| B2L | PCO | 67.160 | - | - | AAA | - | - | - | 96.39% | - | Mfpamclv | EHTW | - | 150 | CYCQ+150 | - | - |
| H1M | VAJ | 4.000 | - | - | III | - | - | - | 94.00% | - | Ygpkk | - | - | - | 7.046% | - | - |
| G1S | BNB | 718.000 | - | - | CCC | - | - | - | 46.00% | - | Kfjvzqoi | NAPM | - | 119 | NJDR+119 | - | - |
| UU | RLD | 86.200 | - | - | TT- | - | - | - | 7.90% | - | Rcomhcoe | CKTC | 575-600 | 600 | YCWG+600 | - | - |
| DV | ZSR | 49.680 | - | - | KK | - | - | - | 73.00% | - | Kmkckawd | MXOV | 160-165 | 165 | MHLX+165 | - | - |
| I1H | IHI | 10.000 | - | - | LLL | - | - | - | 67.00% | - | Rcfhfspd | IHPN | - | 295 | SHLU+295 | - | - |
| XC | MHQ | 11.000 | - | - | N | - | - | - | 37.00% | - | Crvxuuhw | NYBQ | 185-195 | 195 | YHQO+195 | - | - |
| X2R | KUH | 8.900 | - | - | QQQ- | - | - | - | 11.70% | - | Cqpvldzm | HIUQ | - | 405 | TEBZ+405 | - | - |
Tranche Comments
L: Redemption: 2026-01-20; Registration: 144E/Cxm H;
G1S: Redemption: 2026-01-20; Registration: 144K/Gtv Y;
B2L: Redemption: 2026-01-20; Registration: 144P/Mdl L;
DV: Redemption: 2026-01-20; Registration: 144H/Wqs L;
XC: Redemption: 2026-01-20; Registration: 144U/Ean R;
I1H: Redemption: 2026-01-20; Registration: 144U/Fxs K;
H1M: Redemption: 2026-01-20; Registration: 144W/Ady N;
X2R: Redemption: 2026-01-20; Registration: 144M/Isl M;
UU: Redemption: 2026-01-20; Registration: 144J/Gfo P;
Deal Comments
Kbhbw. Hhb-Yqjj Ibvfhzx 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 18, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | XOD | 47.000 | 6.60 | - | WWW- | - | - | - | 63.00% | - | Ufmxrwzq | XCQF | - | 315 | UMYU+315 | - | - |
| L | UWF | 83.000 | 53.40 | - | FF- | - | - | - | 4.00% | - | Yfjphqdb | HGAX | - | 625 | JOMF+625 | - | - |
| B-2 | NSO | 7.000 | 72.70 | - | GGG- | - | - | - | 49.00% | - | Rqvwhfab | WDZZ | - | 420 | BLHC+420 | - | - |
| Eca | KCJ | 91.000 | - | - | IM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | OVP | 58.000 | 9.20 | - | GG | - | - | - | 95.00% | - | Vrzxkecs | AYXM | - | 175 | HNWA+175 | - | - |
| U | ZEE | 70.000 | 7.10 | - | I | - | - | - | 29.00% | - | Akqfaoxo | YUJC | - | 205 | KXIP+205 | - | - |
| O | KXT | 905.000 | 1.90 | - | LLL | - | - | - | 23.00% | - | Qymmjqxj | LKKY | - | 138 | VXLX+138 | - | - |
Tranche Comments
O: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144Y/Xdv K;
R: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144M/Cli G;
U: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144Y/Gfv S;
G-1: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144X/Azk V;
B-2: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144U/Zfm X;
L: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144E/Lwb F;
Eca: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144M/Ewi N;
Deal Comments
Lhe Igpp Lfohheq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 11, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-N | VGL | 39.000 | 89.30 | - | NN- | - | - | - | 3.00% | - | Jllhttdh | VKPV | - | 692 | MPQS+692 | - | - |
| Z-M | BYM | 74.000 | 9.40 | - | QQ | - | - | - | 18.00% | - | Iwtbfect | TAWR | - | 185 | ZWJE+185 | - | - |
| A-1-A | RGQ | 42.000 | 8.90 | - | LLL- | - | - | - | 60.00% | - | Qfsyjcyo | TGZL | - | 330 | GOGZ+330 | - | - |
| V-K | QLU | 82.000 | 1.30 | - | Q | - | - | - | 28.00% | - | Npxamrdj | AUCC | - | 210 | BMTZ+210 | - | - |
| H-F | ZRB | 783.000 | 2.90 | - | YYY | - | - | - | 39.00% | - | Sezykdwx | LPJF | - | 140 | JTKL+140 | - | - |
| P-2-H | KEH | 8.000 | 46.00 | - | UUU- | - | - | - | 73.00% | - | Vpgzq | - | - | - | 7.51% | - | - |
Tranche Comments
H-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Hxa T;
Z-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Nkt O;
V-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Pnv W;
A-1-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Vvm P;
P-2-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Bai F;
Q-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Cqb L;
Deal Comments
Vmhmk. Xfy Tbtt Bmmxfgz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 19, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-X | FYN | 3.822 | - | - | HHH- | - | - | - | 97.81% | - | Wlvxsdok | APBY | 475 | 475 | BOXW+475 | - | - |
| H-M | NGA | 4.000 | - | - | EEE | - | - | - | - | - | Jdjcburx | GNGR | 100 | 100 | DUCZ+100 | - | - |
| F-D | QFV | 57.316 | - | - | BB- | - | - | - | 5.00% | - | Spubvoai | LYWN | 700 | 700 | WVUU+700 | - | - |
| U-R | CAZ | 541.400 | - | - | III | - | - | - | 40.00% | - | Koldsoya | WMKJ | 142 | 142 | QUSE+142 | - | - |
| Bva | HOB | 86.700 | - | - | PC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1-R | BKR | 31.000 | - | - | QQQ- | - | - | - | 17.00% | - | Lxcojkbp | CTWB | 340 | 340 | MWEM+340 | - | - |
| J-Z | MVQ | 42.000 | - | - | R | - | - | - | 11.00% | - | Pjcptowm | STSJ | 210 | 210 | UVDR+210 | - | - |
| T-O | MYO | 33.700 | - | - | OO | - | - | - | 61.00% | - | Ubmelxvd | GYSP | 180 | 180 | LIKK+180 | - | - |
Tranche Comments
H-M: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144O/Tkz G;
U-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144U/Tsg V;
T-O: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144V/Opm U;
J-Z: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144L/Iup X;
M-1-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144T/Hki V;
D-2-X: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144F/Zfs Q;
F-D: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144I/Fft D;
Bva: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144L/Msa J;
Deal Comments
Lumue. Bvz Wcjj Vuxwvsi 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 14, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | LEF | 43.000 | - | OV | HH | - | - | - | - | - | Bbuezour | VXNA | - | 250 | TMYP+250 | - | - |
| E-1Y | MKC | 12.000 | - | PO | KKK | - | - | - | - | - | Qwwpvpjn | BJFJ | - | 450 | CDJW+450 | - | - |
| D-1R | VLN | 4.400 | - | IE | CCC | - | - | - | - | - | Zlvja | - | - | - | 8.903% | - | - |
| W-2 | KOT | 2.800 | - | LK | VVV- | - | - | - | - | - | Vbpepblc | XZFP | - | 608 | VJTG+608 | - | - |
| Yvt | UXD | 35.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | GSH | 4.500 | - | TO | QQ | - | - | - | - | - | Fjazi | - | - | - | 6.900% | - | - |
| R-2 | HMD | 4.000 | - | HR | Q | - | - | - | - | - | Zynzt | - | - | - | 7.401% | - | - |
| Q | JWH | 607.700 | - | Jnn | CF | - | - | - | - | - | Mwvhrzbr | WZAC | - | 183 | TDCC+183 | - | - |
| N | UXP | 55.322 | - | EA | QQ- | - | - | - | - | - | Rxoejjov | WCLB | 750-775 | 805 | KDJO+805 | - | - |
| G-1 | OEM | 83.000 | - | IX | O+ | - | - | - | - | - | Objdmmch | UUMH | - | 300 | IVJE+300 | - | - |
Tranche Comments
Q: Redemption: 2025-11-16; Registration: 144E/Itv V; Comments: Yhv-Yhotvm;
Y-1: Redemption: 2025-11-16; Registration: 144F/Oaw W;
E-2: Redemption: 2025-11-16; Registration: 144W/Tco B;
G-1: Redemption: 2025-11-16; Registration: 144Q/Fsx T;
R-2: Redemption: 2025-11-16; Registration: 144G/Tnb Z;
E-1Y: Redemption: 2025-11-16; Registration: 144G/Hid Y;
D-1R: Redemption: 2025-11-16; Registration: 144A/Dln Z;
W-2: Redemption: 2025-11-16; Registration: 144F/Kpz J;
N: Redemption: 2025-11-16; Registration: 144V/Gkx B;
Yvt: Redemption: 2025-11-16; Registration: 144Q/Zol O;
Deal Comments
Wuq Cpww Imcculh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 21, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YBH | 66.000 | - | OJ | XX | - | - | - | - | - | Fszlhoxd | LLQY | 280n | 285 | BMKD+285 | - | - |
| U | EYO | 65.600 | - | NQ | MMM- | - | - | - | - | - | Nmwurhyh | QZYP | Ojm lu Njqt 500z | 550 | HTFJ+550 | - | - |
| B | AFJ | 497.000 | - | Duu | BB | - | - | - | - | - | Qblqdwtq | MWSA | 205-215 | 205 | LZYJ+205 | - | - |
| I | NAF | 29.600 | - | SR | R | - | - | - | - | - | Thwjxlya | JHEN | 320-330 | 340 | WWCN+340 | - | - |
| Cmn | BAA | 61.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | ZKT | 18.700 | - | WJ | RR- | - | - | - | - | - | Ilrqrkia | WJSX | - | 894 | QZDM+894 | - | - |
Tranche Comments
B: Redemption: 2025-07-20; Registration: 144C/Fde A;
A: Redemption: 2025-07-20; Registration: 144H/Bfs X;
I: Redemption: 2025-07-20; Registration: 144I/Kbg Y;
U: Redemption: 2025-07-20; Registration: 144U/Ztb K;
I: Redemption: 2025-07-20; Registration: 144Y/Qbo B;
Cmn: Redemption: 2025-07-20; Registration: 144K/Ejb J;
Deal Comments
Ezh Qsqq Eppozwm 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 15, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VXB | 92.000 | - | - | Z | - | - | - | - | - | Kzrbotjx | MMGV | 430n | 430 | QGZI+430 | - | - |
| J | JRZ | 540.000 | - | - | KKK | - | - | - | - | - | Qcbdjflx | ASVK | - | 250 | MNTR+250 | - | - |
| I | RCE | 24.000 | - | - | QQ- | - | - | - | - | - | Meumymza | BSWI | 1000o | 881 | YOES+881 | - | - |
| O-1 | EPZ | 98.000 | - | - | XX | - | - | - | - | - | Wvjcphwy | JWXR | - | 340 | MEIH+340 | - | - |
| O-2 | UQV | 3.000 | - | - | CC | - | - | - | - | - | Mqapv | - | - | - | 7.013% | - | - |
| F | XXU | 80.000 | - | - | CCC- | - | - | - | - | - | Edvoyzph | SYSG | Lig 600l | 612 | ILGN+612 | - | - |
| Duk | JZC | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144F/Gsr I;
O-1: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Z/Eqx Z;
O-2: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144F/Xcp T;
Q: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144V/Blj E;
F: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144L/Bec D;
I: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Q/Hzi H;
Duk: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144M/Hfp H;
Deal Comments
Swm Dhmm Fewywfi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 30, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | LHD | 76.000 | 6.40 | - | CC | - | - | - | 72.00% | - | Xtawk | NJLS | - | 305 | 3.05% | - | - |
| J | FBR | 32.200 | 8.00 | - | V | - | - | - | 48.21% | - | Dxrtbust | MTVX | - | 410 | MYOT+410 | - | - |
| W-1 | HQG | 36.000 | 6.90 | - | AA | - | - | - | 59.00% | - | Mmvulbwv | WUIC | - | 315 | NGCY+315 | - | - |
| Oovrfe | KBO | 59.000 | - | - | TS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | LHY | 944.000 | 1.90 | - | BBB | - | - | - | 78.70% | - | Eqpxamng | YXIG | - | 235 | IUHY+235 | - | - |
| Z | LTZ | 85.000 | 5.80 | - | MMM- | - | - | - | 95.51% | - | Fmecdenr | XXLU | - | 600 | HNBK+583 | - | - |
| T | RAW | 84.400 | 1.40 | - | LL- | - | - | - | 57.90% | - | Fsubmqvy | EBHD | - | - | - | - | - |
Tranche Comments
Y: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144W/Anc G;
W-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144M/Yhm Z;
S-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Fkg Y;
J: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144H/Twk D;
Z: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144F/Cbu Y;
T: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144K/Wre W;
Oovrfe: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144V/Xbk B;
Deal Comments
Ibj Xvvv Rkunbnq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 18, 2016