| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BO2 | KOK | 66.000 | - | TW | SS- | CY | - | - | 3.85% | - | Vqqfmftx | AMBW | - | 675 | IQSX+675 | - | - |
| OW2 | UZF | 99.000 | - | ND | I | OR | - | - | 79.97% | - | Kpxqlxeq | QBZU | - | 180 | GVUB+180 | - | - |
| D1X2 | PXI | 847.000 | - | XX | KKK | CE | - | - | 73.47% | - | Hjowktav | BACC | - | 115 | BMQJ+115 | - | - |
| Z2U2 | MEQ | 46.000 | - | NZ | EE | ND | - | - | 93.76% | - | Arywtdot | HYVD | - | 165 | XIFA+165 | - | - |
| KT2 | UEY | 92.000 | - | HF | OOO- | XP | - | - | 31.45% | - | Kpomkcnt | VAYE | - | 295 | ZHWR+295 | - | - |
Tranche Comments
D1X2: Redemption: 2025-10-20; Registration: 144F/Gcd R;
Z2U2: Redemption: 2025-10-20; Registration: 144X/Ppf K;
OW2: Redemption: 2025-10-20; Registration: 144U/Uup M;
KT2: Redemption: 2025-10-20; Registration: 144A/Uhb M;
BO2: Redemption: 2025-10-20; Registration: 144C/Ubj L;
Deal Comments
Zsyqfafbqfw. Lof-Yavv Isaqomk 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 6, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Crneqh | ELC | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | PIB | 87.340 | 1.90 | - | KK- | - | - | - | 7.00% | - | Ixzfpipd | XJVI | - | 525 | UWIF+525 | - | - |
| D | YYD | 473.000 | 7.50 | - | GGG | - | - | - | 62.00% | - | Sqwbmrmb | CTYI | 134 | 134 | BGDW+134 | - | - |
| T | RIV | 78.000 | 1.10 | - | DD | - | - | - | 55.00% | - | Fesjxycz | TTIP | 165 | 165 | CEES+165 | - | - |
| L | UXR | 19.000 | 1.00 | - | W | - | - | - | 29.00% | - | Gcjoeqpr | WCLD | 180-185 | 185 | BADO+185 | - | - |
| W-2 | LKU | 1.230 | 9.60 | - | EEE- | - | - | - | 18.83% | - | Wuyjjjql | PVPT | 400 | 400 | DXLM+400 | - | - |
| J-1 | XCX | 25.000 | 4.50 | - | NNN- | - | - | - | 66.00% | - | Lrbxlrnu | BUHM | 280 | 280 | DLPE+280 | - | - |
Tranche Comments
D: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144J/Mji I;
T: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144M/Wnq G;
L: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144A/Kdl F;
J-1: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144M/Kjn U;
W-2: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144F/Att W;
N: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144I/Llu E;
Crneqh: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144K/Epw W;
Deal Comments
Bwf Vull Xnrrwhy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 13, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GT | CRO | 33.370 | 58.20 | - | SS- | - | - | - | 4.90% | - | Fxchjkzq | PLXD | 575-600 | 605 | VSBB+605 | - | - |
| CN | PKK | 93.800 | 3.50 | - | T | - | - | - | 34.00% | - | Fluwjpjd | JIWB | 195-200 | 200 | IXLO+200 | - | - |
| LX | TWV | 673.740 | 8.10 | - | YYY | - | - | - | 18.10% | - | Ackpflrp | SVGC | 137 | 137 | UWIY+137 | - | - |
| L2T | RMW | 8.780 | 90.60 | - | QQQ- | - | - | - | 71.45% | - | Acueuuru | HMBR | 425-435 | 440 | WMGO+440 | - | - |
| A1D | UXB | 97.500 | 9.90 | - | KKK- | - | - | - | 19.00% | - | Hxyellwt | QYBH | 300-310 | 315 | SNEH+315 | - | - |
| Kgv | YUT | 98.400 | - | - | NW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | URJ | 3.000 | 1.30 | - | ZZZ | - | - | - | - | - | Feyjxtov | AKFB | 100a | 105 | XDFT+105 | - | - |
| PS | XLN | 59.210 | 9.30 | - | EE | - | - | - | 14.00% | - | Msczhvnm | ZNEZ | 170-175 | 175 | MPJM+175 | - | - |
Tranche Comments
B: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144V/Ytd F;
LX: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144M/Vog E;
PS: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144J/Zao P;
CN: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Z/Bqz K;
A1D: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144J/Uck V;
L2T: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Y/Mqj U;
GT: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144E/Owq A;
Kgv: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144X/Yyg B;
Deal Comments
Qjzjh. Ekz Txbb Wjshkrm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 22, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-Y | HER | 12.000 | 5.10 | - | CC | - | - | - | 59.00% | - | Pywdqcyx | BCLZ | - | 185 | BQBP+185 | - | - |
| Y-1-C | BTU | 89.000 | 1.60 | - | UUU- | - | - | - | 74.00% | - | Awrwpqfx | XAQL | 295-305 | 300 | QGWW+300 | - | - |
| AY | ABX | 445.000 | 3.50 | - | EEE | - | - | - | 60.00% | - | Jhojstwr | BECA | - | 137 | BTKW+137 | - | - |
| U-2-G | EMI | 2.600 | 7.70 | - | JJJ- | - | - | - | 19.70% | - | Fmmml | - | 425s | 425 | 7.42% | - | - |
| M-1-J | ZQN | 75.000 | 2.20 | - | AA+ | - | - | - | 44.00% | - | Kujbxkky | XGFT | - | 170 | UWPF+170 | - | - |
| I-K | FJR | 27.000 | 3.40 | - | PPP | - | - | - | 11.00% | - | Oszdpbfv | HXJP | 137 | 137 | QKTA+137 | - | - |
| P-R | OGX | 82.000 | 4.50 | - | EE- | - | - | - | 5.25% | - | Pxjstint | PMSO | 600-625 | 575 | BQFG+575 | - | - |
| L-V | HBO | 93.000 | 8.00 | - | F | - | - | - | 51.00% | - | Ovykfskv | WZED | 190-200 | 195 | YWYI+195 | - | - |
Tranche Comments
AY: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Bub D;
I-K: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144B/Ghf P;
M-1-J: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Fdr S;
Q-2-Y: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Fht O;
L-V: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144X/Txg E;
Y-1-C: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144W/Njd Z;
U-2-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144D/Atp D;
P-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144P/Wko H;
Deal Comments
Ujzjt. Map Qxjj Xjwaavq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 16, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | TVH | 5.000 | - | - | DDD- | - | - | - | 52.00% | - | Yxuhbppg | GWPE | 410-425 | 425 | BDAU+425 | - | - |
| F1 | OXM | 96.000 | - | - | QQQ- | - | - | - | 13.00% | - | Wfdqcwqy | IYEZ | 280-290 | 290 | LZLZ+290 | - | - |
| J | LBJ | 893.000 | - | - | CCC | - | - | - | 24.00% | - | Ekwlhzpu | XDSB | - | 135 | ULNJ+135 | - | - |
| J | EKA | 96.000 | - | - | C | - | - | - | 57.00% | - | Zmvltuep | YCKI | 185-195 | 190 | ATAI+190 | - | - |
| F | WCL | 53.000 | - | - | OO | - | - | - | 13.00% | - | Ckclxwqy | CCQD | 160-165 | 165 | VZGR+165 | - | - |
| G | IFC | 53.000 | - | - | XX- | - | - | - | 7.00% | - | Khsetmty | AJWE | 550-575 | 565 | TUNM+565 | - | - |
| Zhv | AEJ | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Redemption: 2026-09-06; Registration: 144Y/Vmb G;
F: Redemption: 2026-09-06; Registration: 144A/Yln O;
J: Redemption: 2026-09-06; Registration: 144G/Hvn P;
F1: Redemption: 2026-09-06; Registration: 144A/Wid T;
H2: Redemption: 2026-09-06; Registration: 144E/Bxm O;
G: Redemption: 2026-09-06; Registration: 144Z/Ovz Z;
Zhv: Redemption: 2026-09-06; Registration: 144I/Gcf J;
Deal Comments
Rsv Kohh Ylkwsem 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 14, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1C | QJZ | 48.000 | 2.60 | - | ZZZ- | - | - | - | 69.00% | - | Bmoykmoa | ZHQY | 300f | 310 | GJLU+310 | - | - |
| KXN | OIY | 29.000 | - | - | BBB | - | - | - | 92.60% | - | Vklrhfxw | HMJP | - | 138 | MEMC+138 | - | - |
| O2A | VWG | 9.000 | 41.00 | - | TTT- | - | - | - | 35.26% | - | Efsaxkas | EJZY | 420e | 460 | PPHA+460 | - | - |
| NL | YXA | 76.000 | 98.80 | - | BB- | - | - | - | 8.00% | - | Vbldxzkp | XSAV | 610j | 625 | SVSO+625 | - | - |
| XV | BXC | 34.000 | 8.60 | - | AA | - | - | - | 47.40% | - | Qjoaltta | VXFF | 160l | 165 | JLQG+165 | - | - |
| PK | UAI | 78.000 | 4.70 | - | N | - | - | - | 35.00% | - | Qkzcqzfs | KWDY | 200p | 210 | LSQE+210 | - | - |
| Pxh | CNV | 13.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| SB | UUJ | 572.000 | 8.50 | - | AAA | - | - | - | 21.70% | - | Lhcuuokg | WPES | 137-138 | 138 | CVSC+138 | - | - |
| O | ONS | 2.000 | 9.70 | - | VVV | - | - | - | - | - | Foxiocqi | IAQD | - | 95 | BVSK+95 | - | - |
Tranche Comments
O: Redemption: 2026-07-21; Registration: 144P/Xxn H;
SB: Redemption: 2026-07-21; Registration: 144I/Zzg J;
KXN: Redemption: 2026-07-21; Registration: 144W/Kay U;
XV: Redemption: 2026-07-21; Registration: 144O/Myy G;
PK: Redemption: 2026-07-21; Registration: 144I/Rsn K;
Z1C: Redemption: 2026-07-21; Registration: 144F/Ibc S;
O2A: Redemption: 2026-07-21; Registration: 144T/Qss P;
NL: Redemption: 2026-07-21; Registration: 144G/Etl H;
Pxh: Redemption: 2026-07-21; Registration: 144C/Tps Z;
Deal Comments
Ygxgk. Fwz Kgxx Ugmcwnh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 2, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WGO | 478.000 | - | Tyy | QQQ | - | - | - | 46.00% | - | Lobzyyuo | YBYL | 148 | 148 | JBQF+148 | - | - |
| H | OZI | 92.000 | - | YH | I | - | - | - | 65.00% | - | Kdyofsfy | HSHO | 225-235 | 215 | JVHA+215 | - | - |
| Uiw | VZY | 33.290 | - | TY | MS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | WUQ | 19.000 | - | NV | LL | - | - | - | 90.00% | - | Rzmlysar | TNCO | 185-190 | 180 | BOUO+180 | - | - |
| Q | XJS | 81.460 | - | IA | YY- | - | - | - | 4.00% | - | Qfolsyye | VZIQ | 600-610 | 600 | XMTP+600 | - | - |
| W-2 | XIP | 1.590 | - | YS | OOO- | - | - | - | 45.65% | - | Ozpwwhxw | MVML | 460r | 450 | KKQT+450 | - | - |
| Q-1 | OQI | 80.000 | - | LQ | WWW- | - | - | - | 49.00% | - | Neqphszu | CCSH | 320-330 | 315 | IUCW+315 | - | - |
Tranche Comments
W: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Y/Ayj K;
K: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144V/Rtl G;
H: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144K/Lpg H;
Q-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144X/Lan E;
W-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Ncr H;
Q: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144J/Dml I;
Uiw: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Uhh Y;
Deal Comments
Amz-Uzpp Vqupmgk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 5, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GMX | 206.000 | - | Mqq | XD | QH | - | - | 13.00% | - | Nmwhqcrl | KACA | - | 152 | CEMD+152 | - | - |
| X | JWE | 23.000 | - | CV | DDD- | NE | - | - | 92.00% | - | Lfcaulzi | APMI | - | 360 | LVJQ+360 | - | - |
| Hzf | GVX | 97.000 | - | AJ | PL | TS | - | - | - | - | - | - | - | - | - | - | Retained |
| E | FSH | 32.000 | - | ZM | D | UO | - | - | 87.00% | - | Bayklboa | EXKQ | - | 245 | QTUR+245 | - | - |
| V | GAZ | 72.000 | - | LM | VV | NF | - | - | 64.00% | - | Kduxrcza | KMJC | - | 200 | SXEN+200 | - | - |
| E | NZE | 90.930 | - | UR | DD- | CM | - | - | 5.94% | - | Rdbwbkab | WQCI | - | 665 | GAJH+665 | - | - |
Tranche Comments
P: Redemption: 2026-04-05; Registration: 144U/Nur D;
V: Redemption: 2026-04-05; Registration: 144T/Cfj I;
E: Redemption: 2026-04-05; Registration: 144V/Bdk I;
X: Redemption: 2026-04-05; Registration: 144J/Rdf Y;
E: Redemption: 2026-04-05; Registration: 144T/Von Y;
Hzf: Redemption: 2026-04-05; Registration: 144Z/Oky J;
Deal Comments
Bko Zgbb Dxqvkxj 2.00. Nqx xxgb xgy slyvrxx fqkl $400l xk $500l
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 12, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-A | YZB | 3.000 | 1.60 | - | TTT | - | - | - | 50.00% | - | Mjpikyir | XJVC | 200i | 195 | ILGG+195 | - | - |
| M | VMK | 9.000 | 7.80 | - | BBB | - | - | - | - | - | Ydmwqptf | TVSP | 130u | 130 | PJVZ+130 | - | - |
| X-1-C | BYJ | 508.000 | 3.90 | - | DDD | - | - | - | 10.00% | - | Esypovrh | FZOF | - | 179 | XSZG+179 | - | - |
| I-J | EZP | 18.000 | 7.90 | - | I | - | - | - | 43.00% | - | Ezevttnd | YPTN | 290-300 | 290 | YUZH+290 | - | - |
| B-C | YPK | 26.000 | 1.80 | - | ZZ- | - | - | - | 1.70% | - | Yfxwpznt | CQFF | 780-800 | 760 | GQOC+742 | - | - |
| P-V | OCR | 62.000 | 5.60 | - | RRR- | - | - | - | 26.00% | - | Xddwebis | HEDF | 465-475 | 465 | ALNX+465 | - | - |
| G-U | HIB | 71.000 | 6.20 | - | II | - | - | - | 43.00% | - | Jqrppupc | LXQO | 245-255 | 245 | MJAF+245 | - | - |
Tranche Comments
M: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Wtm X;
X-1-C: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Kth F;
O-2-A: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Q/Xxq Q;
G-U: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Lzj J;
I-J: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144O/Lfk E;
P-V: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Q/Vhs S;
B-C: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Huv Q;
Deal Comments
Rgwgk. Evu Mftt Hgbmvgl 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 1, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Msz | BNT | 18.900 | - | - | XR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | UED | 50.000 | - | - | S | - | - | - | 34.00% | - | Nrueprus | SYKE | - | 270 | XEHX+270 | - | - |
| A | VJL | 468.000 | - | - | LLL | - | - | - | 51.00% | - | Nmjfuhrq | MQAH | - | 174 | PAPN+174 | - | - |
| K | EQP | 73.000 | - | - | BB | - | - | - | 42.79% | - | Fyfstulx | HYKR | - | 225 | TPUU+225 | - | - |
| X | PBA | 21.500 | - | - | TTT- | - | - | - | 43.59% | - | Nlwvbjhe | VMCW | - | 420 | IIQL+420 | - | - |
| L | TNE | 38.200 | - | - | FF- | - | - | - | 9.00% | - | Vrrfrkel | CEEG | - | 705 | WXSQ+705 | - | - |
Tranche Comments
A: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144I/Foi U;
K: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144F/Pwa D;
B: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144T/Rwm F;
X: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144O/Ldg Y;
L: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144M/Gic K;
Msz: First Pay: 2024-04-23; Redemption: 2025-10-23; Registration: 144V/Mpu W;
Deal Comments
Xgz Xbkk Xunyglj 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 1, 2019