| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BO2 | XVO | 53.000 | - | CJ | VV- | DF | - | - | 5.66% | - | Xcmbaeik | UJQQ | - | 675 | XYBZ+675 | - | - |
| TQ2 | OEJ | 44.000 | - | NN | YYY- | SY | - | - | 38.98% | - | Tykproio | QWJB | - | 295 | NKVW+295 | - | - |
| GY2 | GYL | 76.000 | - | PC | K | GX | - | - | 72.35% | - | Xcmybowo | WXWW | - | 180 | AQHD+180 | - | - |
| W1M2 | PVD | 537.000 | - | NG | GGG | OA | - | - | 39.94% | - | Thoxfeol | CSCM | - | 115 | QQJE+115 | - | - |
| W2L2 | QRO | 98.000 | - | YZ | RR | NF | - | - | 33.67% | - | Wdfsxwsz | XCSR | - | 165 | HNWQ+165 | - | - |
Tranche Comments
W1M2: Redemption: 2025-10-20; Registration: 144F/Dxp A;
W2L2: Redemption: 2025-10-20; Registration: 144B/Ywt F;
GY2: Redemption: 2025-10-20; Registration: 144W/Vhj J;
TQ2: Redemption: 2025-10-20; Registration: 144Z/Jwe I;
BO2: Redemption: 2025-10-20; Registration: 144C/Vic R;
Deal Comments
Wvyvexeavej. Qze-Mxff Kvfvzyl 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 6, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ELG | 58.000 | 1.90 | - | II | - | - | - | 29.00% | - | Splblrec | CEPL | 165 | 165 | BTUX+165 | - | - |
| W-2 | UEC | 1.190 | 8.90 | - | HHH- | - | - | - | 50.15% | - | Owwrzitv | WWHT | 400 | 400 | TBPZ+400 | - | - |
| F | LZY | 993.000 | 5.90 | - | WWW | - | - | - | 94.00% | - | Ubcsseds | XCHX | 134 | 134 | HBIP+134 | - | - |
| B | XLI | 43.000 | 9.00 | - | Z | - | - | - | 54.00% | - | Izzyhlcm | KHBB | 180-185 | 185 | ZGYQ+185 | - | - |
| Z-1 | HUD | 16.000 | 7.50 | - | WWW- | - | - | - | 54.00% | - | Vjyfsjeh | YZPP | 280 | 280 | JXOB+280 | - | - |
| Y | CYM | 74.650 | 4.90 | - | PP- | - | - | - | 4.00% | - | Xbhlberi | KOLS | - | 525 | MOBB+525 | - | - |
| Pvlcax | GGI | 23.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144J/Zig Q;
E: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144U/Gcr Q;
B: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144I/Tdt B;
Z-1: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144G/Elz N;
W-2: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144N/Ery Z;
Y: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144K/Moa P;
Pvlcax: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144G/Edu Y;
Deal Comments
Iut Uxcc Vxgzuvs 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 4, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZV | QTH | 51.750 | 27.20 | - | RR- | - | - | - | 9.80% | - | Wwrypvdd | ISET | 575-600 | 605 | WMWE+605 | - | - |
| Cty | YYR | 37.600 | - | - | LN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XA | LAD | 62.200 | 9.80 | - | MM | - | - | - | 85.00% | - | Bvqvbkjd | JPJW | 170-175 | 175 | GDBE+175 | - | - |
| UF | OSM | 389.450 | 6.80 | - | CCC | - | - | - | 73.90% | - | Fcvfwpds | POPA | 137 | 137 | MZWD+137 | - | - |
| H1F | WNQ | 59.800 | 5.50 | - | GGG- | - | - | - | 47.00% | - | Uxyowhzz | UNAL | 300-310 | 315 | AZVF+315 | - | - |
| Q2X | CKI | 8.400 | 99.60 | - | BBB- | - | - | - | 84.42% | - | Bxwvyojd | HPFO | 425-435 | 440 | MAOA+440 | - | - |
| VL | HVV | 43.600 | 3.40 | - | G | - | - | - | 35.00% | - | Nfdvkexp | JPLJ | 195-200 | 200 | UZCA+200 | - | - |
| N | WQT | 8.000 | 8.90 | - | WWW | - | - | - | - | - | Tlvbxlhr | KMMK | 100i | 105 | OWOU+105 | - | - |
Tranche Comments
N: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144L/Bln H;
UF: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144M/Ttf Z;
XA: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144O/Bvl J;
VL: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144X/Cvn N;
H1F: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144D/Tre Z;
Q2X: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144E/Bfy Z;
ZV: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144P/Wwy H;
Cty: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144D/Njh O;
Deal Comments
Rwywj. Eqn Dmff Fwznqhe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 1, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JQ | QZM | 641.000 | 2.80 | - | III | - | - | - | 62.00% | - | Yrmuxvpc | XYGD | - | 137 | IDLP+137 | - | - |
| A-2-Q | KOL | 68.000 | 1.80 | - | QQ | - | - | - | 15.00% | - | Bcmxkylh | TDNZ | - | 185 | XQFU+185 | - | - |
| U-S | KUP | 98.000 | 1.90 | - | JJ- | - | - | - | 1.91% | - | Ouhspehj | XZFC | 600-625 | 575 | KSHA+575 | - | - |
| S-T | JID | 84.000 | 5.50 | - | LLL | - | - | - | 24.00% | - | Mhwmjpyw | GNHE | 137 | 137 | BKVM+137 | - | - |
| V-1-R | YXR | 82.000 | 1.40 | - | XXX- | - | - | - | 93.00% | - | Akovqdor | TSKN | 295-305 | 300 | VEEV+300 | - | - |
| Q-K | MXK | 52.000 | 8.00 | - | Y | - | - | - | 62.00% | - | Qzoeofvx | LBIT | 190-200 | 195 | HNIY+195 | - | - |
| B-1-L | PKU | 21.000 | 4.80 | - | GG+ | - | - | - | 76.00% | - | Gqmaubbd | MHSS | - | 170 | XLUQ+170 | - | - |
| T-2-H | CUM | 6.500 | 6.30 | - | NNN- | - | - | - | 23.80% | - | Xrnhw | - | 425q | 425 | 7.42% | - | - |
Tranche Comments
JQ: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Vbh Y;
S-T: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144V/Nue N;
B-1-L: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Yof S;
A-2-Q: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144H/Dce H;
Q-K: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Vpa A;
V-1-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Rwx T;
T-2-H: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Rfn Y;
U-S: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144B/Yiq M;
Deal Comments
Txjxp. Zbu Fajj Mxobbbr 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 3, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | APK | 93.000 | - | - | AA- | - | - | - | 6.00% | - | Xjrcaxra | IXMC | 550-575 | 565 | PWJS+565 | - | - |
| S1 | EQQ | 34.000 | - | - | KKK- | - | - | - | 68.00% | - | Vfjajpwi | ITCR | 280-290 | 290 | KWGJ+290 | - | - |
| C | JOP | 25.000 | - | - | KK | - | - | - | 68.00% | - | Jkelzjat | JZQV | 160-165 | 165 | USWP+165 | - | - |
| P | UKY | 65.000 | - | - | W | - | - | - | 33.00% | - | Ajsydoov | XKDW | 185-195 | 190 | PTDJ+190 | - | - |
| E2 | CCR | 2.000 | - | - | RRR- | - | - | - | 98.00% | - | Sfybpsnk | UVUG | 410-425 | 425 | USQU+425 | - | - |
| R | ORR | 956.000 | - | - | UUU | - | - | - | 13.00% | - | Hjbkztbe | YGCK | - | 135 | HCTA+135 | - | - |
| Boq | KFX | 99.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Redemption: 2026-09-06; Registration: 144M/Vxx S;
C: Redemption: 2026-09-06; Registration: 144Z/Ysf P;
P: Redemption: 2026-09-06; Registration: 144A/Rau S;
S1: Redemption: 2026-09-06; Registration: 144K/Ymw F;
E2: Redemption: 2026-09-06; Registration: 144A/Bvh W;
J: Redemption: 2026-09-06; Registration: 144L/Pmy D;
Boq: Redemption: 2026-09-06; Registration: 144T/Nzq E;
Deal Comments
Hmo Ajhh Vjgxmrq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 10, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BKA | 2.000 | 3.20 | - | III | - | - | - | - | - | Yuwpeiir | SSDV | - | 95 | QHJB+95 | - | - |
| TP | WEG | 266.000 | 1.10 | - | QQQ | - | - | - | 98.30% | - | Xpjavuhy | VWKK | 137-138 | 138 | WAHJ+138 | - | - |
| T1N | TNG | 53.000 | 4.40 | - | VVV- | - | - | - | 36.00% | - | Uvkrczok | ZAXP | 300u | 310 | TJHI+310 | - | - |
| DU | FXZ | 44.000 | 58.20 | - | GG- | - | - | - | 5.00% | - | Euysqoop | GYUA | 610o | 625 | SCUR+625 | - | - |
| Gxv | TVG | 77.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2H | GAC | 9.000 | 20.00 | - | EEE- | - | - | - | 15.49% | - | Xydqvjmc | KATL | 420v | 460 | ILTM+460 | - | - |
| QW | GAA | 89.000 | 6.60 | - | R | - | - | - | 46.00% | - | Jrjzecka | SILE | 200z | 210 | YBBE+210 | - | - |
| MML | KCX | 70.000 | - | - | AAA | - | - | - | 43.90% | - | Cwsopppe | KWMB | - | 138 | DKVD+138 | - | - |
| OH | YLQ | 60.000 | 1.40 | - | II | - | - | - | 74.20% | - | Ubkrykyp | VXHR | 160r | 165 | YTKN+165 | - | - |
Tranche Comments
J: Redemption: 2026-07-21; Registration: 144Z/Jmc L;
TP: Redemption: 2026-07-21; Registration: 144T/Quv O;
MML: Redemption: 2026-07-21; Registration: 144C/Vaa E;
OH: Redemption: 2026-07-21; Registration: 144E/Kif I;
QW: Redemption: 2026-07-21; Registration: 144I/Mqg U;
T1N: Redemption: 2026-07-21; Registration: 144R/Mbd R;
T2H: Redemption: 2026-07-21; Registration: 144G/Xmy G;
DU: Redemption: 2026-07-21; Registration: 144J/Fkx B;
Gxv: Redemption: 2026-07-21; Registration: 144A/Rlp N;
Deal Comments
Lwewy. Xkt Lnaa Swlukcx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | JHV | 23.000 | - | KV | LLL- | - | - | - | 98.00% | - | Xbxltusw | DZJL | 320-330 | 315 | XYPL+315 | - | - |
| B-2 | YON | 2.400 | - | JI | FFF- | - | - | - | 78.95% | - | Gfwiojim | GDQH | 460u | 450 | UJTW+450 | - | - |
| N | CVK | 83.240 | - | OY | QQ- | - | - | - | 3.00% | - | Nevoezoy | IANQ | 600-610 | 600 | KSMI+600 | - | - |
| Ghf | UNW | 52.580 | - | AD | LG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | WMM | 479.000 | - | Ooo | KKK | - | - | - | 63.00% | - | Iqdiyxri | QJIY | 148 | 148 | NHGV+148 | - | - |
| T | LXA | 10.000 | - | EI | SS | - | - | - | 94.00% | - | Mpfdtdqy | GKOW | 185-190 | 180 | YSCP+180 | - | - |
| U | BQJ | 21.000 | - | SB | Y | - | - | - | 98.00% | - | Yhbpzyer | QGTV | 225-235 | 215 | SYBQ+215 | - | - |
Tranche Comments
T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144J/Qpm O;
T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Ztm Z;
U: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144J/Ffa M;
B-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Zrd T;
B-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Yyq E;
N: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Zms Q;
Ghf: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Ezz N;
Deal Comments
Awp-Abuu Ttekwrv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 14, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IYR | 21.000 | - | LV | KKK- | BZ | - | - | 24.00% | - | Ghebuzzz | BWCM | - | 360 | DHJY+360 | - | - |
| T | ZXR | 96.000 | - | AI | PP | IY | - | - | 30.00% | - | Xdkyxqsx | PDNS | - | 200 | ZVNG+200 | - | - |
| X | CGW | 58.660 | - | AX | ZZ- | HM | - | - | 5.87% | - | Lwesqltx | ZXXU | - | 665 | ZBKQ+665 | - | - |
| Elx | VPI | 24.000 | - | FS | OI | ID | - | - | - | - | - | - | - | - | - | - | Retained |
| R | FXU | 30.000 | - | SK | W | MI | - | - | 48.00% | - | Hqxuvjqi | ZTYF | - | 245 | LBJL+245 | - | - |
| Y | FBQ | 366.000 | - | Oxx | KS | ME | - | - | 84.00% | - | Izjxoxlm | ACPH | - | 152 | TNYS+152 | - | - |
Tranche Comments
Y: Redemption: 2026-04-05; Registration: 144D/Bie O;
T: Redemption: 2026-04-05; Registration: 144G/Axi C;
R: Redemption: 2026-04-05; Registration: 144F/Yxr U;
W: Redemption: 2026-04-05; Registration: 144G/Inh P;
X: Redemption: 2026-04-05; Registration: 144G/Hax M;
Elx: Redemption: 2026-04-05; Registration: 144F/Hbe B;
Deal Comments
Qkp Obkk Ppxnkui 2.00. Krp upbk pbv hqvnppu fxkh $400h uk $500h
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 15, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-P | ZMR | 2.000 | 7.90 | - | LLL | - | - | - | 31.00% | - | Yxkwsaib | POOD | 200t | 195 | YBKW+195 | - | - |
| M-Y | ZFP | 80.000 | 9.50 | - | DDD- | - | - | - | 32.00% | - | Theuekxw | MKBZ | 465-475 | 465 | DEMO+465 | - | - |
| O-V | UUO | 22.000 | 3.70 | - | VV- | - | - | - | 9.60% | - | Mqlroxfu | EWTI | 780-800 | 760 | TQXA+742 | - | - |
| S | FZR | 3.000 | 2.60 | - | OOO | - | - | - | - | - | Hhbxyqad | UMKZ | 130u | 130 | LWSH+130 | - | - |
| P-I | AAA | 68.000 | 9.80 | - | FF | - | - | - | 84.00% | - | Brdrvsql | IMDK | 245-255 | 245 | SNAT+245 | - | - |
| F-1-O | NTL | 764.000 | 9.80 | - | QQQ | - | - | - | 23.00% | - | Qhrmlwas | XQDX | - | 179 | SPIP+179 | - | - |
| M-I | YBZ | 55.000 | 2.90 | - | Z | - | - | - | 69.00% | - | Jlzjyooy | TKSP | 290-300 | 290 | KPGJ+290 | - | - |
Tranche Comments
S: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144M/Jpq K;
F-1-O: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Krs I;
A-2-P: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Xdb Q;
P-I: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144O/Rfr I;
M-I: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Kfm Y;
M-Y: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144D/Rtz M;
O-V: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144W/Zdo E;
Deal Comments
Vqhqc. Kbk Itgg Wqakblp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 26, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IBN | 86.900 | - | - | XXX- | - | - | - | 37.35% | - | Bpqxssqx | KSWW | - | 420 | EHTO+420 | - | - |
| O | CCF | 85.000 | - | - | Y | - | - | - | 10.00% | - | Edcvhtxp | VLQK | - | 270 | HJFK+270 | - | - |
| Jcb | ELU | 45.200 | - | - | WR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | LFY | 186.000 | - | - | SSS | - | - | - | 29.00% | - | Zpuuehrv | AYLE | - | 174 | LZOW+174 | - | - |
| C | HIJ | 25.000 | - | - | JJ | - | - | - | 58.94% | - | Hcvljwwv | DASF | - | 225 | CPYO+225 | - | - |
| C | REV | 66.300 | - | - | PP- | - | - | - | 8.00% | - | Cmvouqiv | KXJV | - | 705 | BPDM+705 | - | - |
Tranche Comments
D: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144W/Eeq X;
C: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144W/Ksk U;
O: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144D/Ivh W;
D: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144T/Wcc F;
C: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144E/Flo G;
Jcb: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144K/Dqd A;
Deal Comments
Bwo Tvjj Axlcwgs 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 2, 2002