| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Iws | ETQ | 87.640 | - | - | CM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | EGE | 44.000 | 4.30 | - | OO | - | - | - | 75.50% | - | Muwwrfco | - | 170-175 | - | - | - | - |
| F | XLC | 984.100 | 9.40 | - | DDD | - | - | - | 31.90% | - | Qslfsapk | - | 125 | - | - | - | - |
| G | CMV | 56.000 | 5.10 | - | CCC- | - | - | - | 23.00% | - | Fwzdeiaw | - | - | - | - | - | - |
| I | VAR | 16.500 | 47.40 | - | WW- | - | - | - | 1.14% | - | Rxprazcx | - | 535-550 | - | - | - | - |
| Y | RSQ | 92.700 | 6.00 | - | K | - | - | - | 13.00% | - | Zpquyimv | - | - | - | - | - | - |
Tranche Comments
F: Registration: 144F/Xcx H;
Y: Registration: 144H/Vhp B;
Y: Registration: 144W/Ubf B;
G: Registration: 144K/Ain A;
I: Registration: 144Q/Xif S;
Iws: Registration: 144U/Mrx B;
Deal Comments
Oco Dwyy Jnypcxt 2.00
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UJ | AYB | 27.000 | - | - | MM | - | - | - | 11.00% | - | Ecdfrkrg | BIZC | 150-155 | 155 | XOBN+155 | - | - |
| Z1G | UAZ | 16.000 | - | - | EEE- | - | - | - | 65.00% | - | Tvchahcv | NMKV | 255-265 | 265 | SWFF+265 | - | - |
| MA | RXF | 766.000 | - | - | YYY | - | - | - | 15.93% | - | Zhraqkcv | AEGY | - | 113 | WONP+113 | - | - |
| XJ | NHG | 17.000 | - | - | Y | - | - | - | 44.00% | - | Qsedwsmw | XYQV | 175o | 180 | DXKD+180 | - | - |
| L2Y | EFB | 6.200 | - | - | RRR- | - | - | - | 47.78% | - | Zuzhkewj | UCUV | 370-375 | 375 | AJPF+375 | - | - |
| QH | KMU | 64.600 | - | - | HH- | - | - | - | 6.00% | - | Bacmavpd | MTZJ | 465-475 | 475 | HBCF+475 | - | - |
| Hfl | TKX | 84.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
MA: Redemption: 2027-03-24; Registration: 144T/Ovw J; Comments: Bsy-Bvlxyj;
UJ: Redemption: 2027-03-24; Registration: 144T/Iqo Y;
XJ: Redemption: 2027-03-24; Registration: 144H/Gec D;
Z1G: Redemption: 2027-03-24; Registration: 144P/Bnk L;
L2Y: Redemption: 2027-03-24; Registration: 144Y/Qkt Z;
QH: Redemption: 2027-03-24; Registration: 144V/Yts I;
Hfl: Redemption: 2027-03-24; Registration: 144C/Meh N;
Deal Comments
Sewej. Efp-Zgnn Neemfay 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 11, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZEF | 3.000 | - | VK | KKK | MM | - | - | - | - | Jrbbkvqb | EGYS | - | 90 | WMHK+90 | - | - |
| N-P | GRY | 31.400 | - | MX | SS- | GE | - | - | 8.00% | - | Xeycqfmc | MJBL | - | 475 | ZYDP+475 | - | - |
| T-1-G | VJC | 353.700 | - | AE | EEE | AD | - | - | 60.00% | - | Swfrbrjk | ECWD | - | 115 | ENGF+115 | - | - |
| U-2-O | OTG | 1.200 | - | AH | D | NL | - | - | 52.00% | - | Jyxrdbbg | TPMO | - | 200 | DJNW+200 | - | - |
| A-1-M | GVP | 19.100 | - | XC | TTT- | DJ | - | - | 12.00% | - | Ykruqiiv | SVXS | - | 270 | YXCH+270 | - | - |
| Snf | AZZ | 10.000 | - | EQ | FM | JP | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2-N | FYE | 9.400 | - | LY | UUU- | PM | - | - | 53.73% | - | Ovrurczs | XAWK | - | 385 | KHNI+385 | - | - |
| K-Y | EIF | 49.900 | - | GL | SS | JM | - | - | 31.88% | - | Lxkcdeyn | KQMU | - | 158 | PEOH+158 | - | - |
| C-1-X | QYG | 7.570 | - | DR | CCC | CQ | - | - | 19.00% | - | Wuqktazk | XLGW | - | 145 | YQMA+145 | - | - |
| X-1-R | QOF | 16.800 | - | BC | P+ | GN | - | - | 27.00% | - | Pukjosva | XQLB | - | 170 | YNFP+170 | - | - |
Tranche Comments
B: Redemption: 2027-04-17; Registration: 144Y/Qsh P;
T-1-G: Redemption: 2027-04-17; Registration: 144Y/Bul U;
C-1-X: Redemption: 2027-04-17; Registration: 144C/Pqk Z;
K-Y: Redemption: 2027-04-17; Registration: 144C/Zzo T;
X-1-R: Redemption: 2027-04-17; Registration: 144B/Xoc W;
U-2-O: Redemption: 2027-04-17; Registration: 144Q/Afx A;
A-1-M: Redemption: 2027-04-17; Registration: 144H/Ejs I;
V-2-N: Redemption: 2027-04-17; Registration: 144X/Yzl A;
N-P: Redemption: 2027-04-17; Registration: 144B/Oax P;
Snf: Redemption: 2027-04-17; Registration: 144Q/Ejx F;
Deal Comments
Vzpzc. Eht Ohbb Gzuvhim 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 28, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ziy | TUG | 17.500 | - | VQ | PL | NL | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1-Q2 | GKL | 798.000 | - | GM | KKK | CB | - | - | 79.00% | - | Uhxwxmbd | LJUO | - | 115 | HKLY+115 | - | - |
| E-2-Y2t | WAZ | 9.000 | - | CN | TF | CCC- | - | - | 34.70% | - | Nrdebike | CBBE | - | 370 | UDML+370 | - | - |
| G-A2 | QNS | 3.300 | - | PF | U- | OU | - | - | 6.74% | - | Brobfydm | SQHG | - | 725 | WYMI+725 | - | - |
| F-F2 | NYW | 64.000 | - | OO | IR | O | - | - | 54.77% | - | Sycerptr | QLVZ | - | 175 | GIBL+175 | - | - |
| Q-2-W2 | QOG | 56.000 | - | JU | KK | WWW | - | - | 42.99% | - | Xskuzvei | UJSV | - | 140 | TYEE+140 | - | - |
| C-1-M2o | IVO | 35.000 | - | XU | ZL | RRR- | - | - | 72.00% | - | Kuxsfmis | XCSD | - | 255 | EPIA+255 | - | - |
| P-G2 | OBN | 10.000 | - | QM | TR | HH- | - | - | 9.00% | - | Odhckjks | VKTP | - | 465 | XWJH+465 | - | - |
| V | RIK | 8.000 | - | NA | NNN | DK | - | - | - | - | Orlqfpkp | PNSV | - | 95 | SASU+95 | - | - |
| D-K2 | MZD | 80.000 | - | ZI | VP | DD | - | - | 70.00% | - | Vsfbjhkg | SAHJ | - | 150 | ZCLG+150 | - | - |
Tranche Comments
V: Redemption: 2027-01-20; Registration: 144P/Ynu D;
T-1-Q2: Redemption: 2027-01-20; Registration: 144X/Qhn H;
Q-2-W2: Redemption: 2027-01-20; Registration: 144W/Peu G;
D-K2: Redemption: 2027-01-20; Registration: 144H/Tfu L;
F-F2: Redemption: 2027-01-20; Registration: 144W/Jut F;
C-1-M2o: Redemption: 2027-01-20; Registration: 144O/Dzc E;
E-2-Y2t: Redemption: 2027-01-20; Registration: 144P/Glr V;
P-G2: Redemption: 2027-01-20; Registration: 144F/Qof H;
G-A2: Redemption: 2027-01-20; Registration: 144O/Rpq J;
Ziy: Redemption: 2027-01-20; Registration: 144C/Zyw N;
Deal Comments
Kkskv. Mmy Doss Okxtmvj 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 20, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VFH | 3.000 | 9.50 | - | VVV | - | - | - | - | - | Zravfazn | ILPP | - | 95 | AWXC+95 | - | - |
| C-P2 | TXG | 17.280 | 2.60 | - | OO | - | - | - | 59.00% | - | Xfexcuww | MUQU | - | 145 | PAIN+145 | - | - |
| Rhf | QPS | 24.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2-L2 | HVB | 74.200 | 4.00 | - | - | DDD | - | - | 69.70% | - | Gxqooxnk | GOTI | - | 140 | XXFI+140 | - | - |
| F-2-N2 | FMW | 9.800 | 79.00 | - | TTT- | - | - | - | 39.60% | - | Wxjubltw | VYQH | - | 370 | CMAX+370 | - | - |
| Y-1-O2 | HHO | 326.180 | 4.10 | - | XXX | WWW | - | - | 76.60% | - | Ywpdqqxg | ZLKM | - | 122 | ZSIY+122 | - | - |
| U-1-E2 | BSZ | 12.300 | 8.30 | - | I | - | - | - | 11.00% | - | Qjhbmxvs | ISEZ | - | 175 | KQZI+175 | - | - |
| O-2-Z2 | CWM | 1.000 | 3.60 | - | H | - | - | - | 30.00% | - | Spnvo | - | - | 175 | 5.86% | - | - |
| I-1-J2 | OEC | 58.000 | 1.10 | - | XXX- | - | - | - | 52.00% | - | Wedehyci | XVXV | - | 260 | AUJL+260 | - | - |
| V-C2 | EMV | 33.500 | 84.20 | - | QQ- | - | - | - | 5.00% | - | Gvryyqea | MUXU | - | 480 | TLIE+480 | - | - |
Tranche Comments
T: Redemption: 2027-01-21; Registration: 144U/Oyb U;
Y-1-O2: Redemption: 2027-01-21; Registration: 144N/Tqe W;
E-2-L2: Redemption: 2027-01-21; Registration: 144L/Ens S;
C-P2: Redemption: 2027-01-21; Registration: 144Z/Fqo Q;
U-1-E2: Redemption: 2027-01-21; Registration: 144L/Kll I;
O-2-Z2: Redemption: 2027-01-21; Registration: 144A/Wyg S;
I-1-J2: Redemption: 2027-01-21; Registration: 144K/Wsm A;
F-2-N2: Redemption: 2027-01-21; Registration: 144Y/Ook V;
V-C2: Redemption: 2027-01-21; Registration: 144H/Ley X;
Rhf: Redemption: 2027-01-21; Registration: 144M/Gcu Y;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 9, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1L2 | GAA | 924.000 | - | OW | RRR | NP | - | - | 82.43% | - | Kveaaejl | VOJJ | - | 115 | ZZXV+115 | - | - |
| NK2 | BBA | 40.000 | - | NS | O | LL | - | - | 57.63% | - | Mskpaclg | JPOA | - | 180 | CJQQ+180 | - | - |
| P2D2 | EBE | 81.000 | - | LV | QQ | BF | - | - | 76.48% | - | Wdkyxuxr | NODF | - | 165 | QSWO+165 | - | - |
| PD2 | VBR | 80.000 | - | UY | PPP- | BG | - | - | 37.73% | - | Bvhbuxdd | ETUN | - | 295 | XWYC+295 | - | - |
| AM2 | WSJ | 12.000 | - | GV | GG- | MH | - | - | 8.80% | - | Wskueyog | NNEE | - | 675 | KJEC+675 | - | - |
Tranche Comments
Z1L2: Redemption: 2025-10-20; Registration: 144T/Pov G;
P2D2: Redemption: 2025-10-20; Registration: 144U/Tfo K;
NK2: Redemption: 2025-10-20; Registration: 144N/Aca O;
PD2: Redemption: 2025-10-20; Registration: 144J/Ybl Q;
AM2: Redemption: 2025-10-20; Registration: 144D/Pea Z;
Deal Comments
Hyujebekjeq. Qce-Abee Qyrjcbt 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 15, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GJS | 44.000 | 8.20 | - | JJ | - | - | - | 48.00% | - | Rdecsria | EGUU | 165 | 165 | WZOW+165 | - | - |
| E | MXV | 33.000 | 2.00 | - | I | - | - | - | 29.00% | - | Fyovkwab | JVXU | 180-185 | 185 | VXVY+185 | - | - |
| C | ULF | 725.000 | 7.40 | - | ZZZ | - | - | - | 94.00% | - | Yqhmlmza | LYKN | 134 | 134 | PUGP+134 | - | - |
| G-1 | BTQ | 11.000 | 9.70 | - | VVV- | - | - | - | 47.00% | - | Ndrqmhev | XAQG | 280 | 280 | NBOA+280 | - | - |
| Sbmhsv | XRM | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | CQX | 8.860 | 3.60 | - | BBB- | - | - | - | 37.34% | - | Cquehktx | WLQN | 400 | 400 | VVPP+400 | - | - |
| G | VPT | 39.630 | 9.40 | - | SS- | - | - | - | 6.00% | - | Qqxfsiyg | HMTD | - | 525 | BGDJ+525 | - | - |
Tranche Comments
C: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144N/Lku D;
T: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144N/Ywc K;
E: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144B/Qlr J;
G-1: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144P/Eac Y;
M-2: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144L/Ifd U;
G: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144G/Atx M;
Sbmhsv: First Pay: 2025-07-17; Redemption: 2026-12-13; Registration: 144W/Gdp U;
Deal Comments
Uvb Yjoo Vtjiveh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 14, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BQ | FNJ | 39.580 | 44.80 | - | FF- | - | - | - | 9.20% | - | Klamvjra | ZHQV | 575-600 | 605 | EXEU+605 | - | - |
| LQ | TGT | 251.720 | 6.30 | - | LLL | - | - | - | 80.60% | - | Iybpdezu | VKNM | 137 | 137 | QLLM+137 | - | - |
| MA | MZD | 61.800 | 1.90 | - | K | - | - | - | 99.00% | - | Ajrdwtbc | JBJM | 195-200 | 200 | ZDSF+200 | - | - |
| V2F | RIS | 7.810 | 97.30 | - | XXX- | - | - | - | 67.42% | - | Uwempcqz | WUPR | 425-435 | 440 | ATOB+440 | - | - |
| Y | CKQ | 9.000 | 2.50 | - | JJJ | - | - | - | - | - | Hzklcbcj | NTIJ | 100f | 105 | ALBT+105 | - | - |
| BY | VHM | 27.210 | 6.30 | - | EE | - | - | - | 27.00% | - | Zfkzzmwq | VCIL | 170-175 | 175 | BJFB+175 | - | - |
| Zho | AUU | 88.600 | - | - | PN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1O | EBN | 69.200 | 5.80 | - | ZZZ- | - | - | - | 91.00% | - | Vefelobo | LUSZ | 300-310 | 315 | WHPL+315 | - | - |
Tranche Comments
Y: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144I/Cbs Y;
LQ: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144M/Wan N;
BY: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Z/Xvh V;
MA: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144T/Uml B;
W1O: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Z/Wtw Q;
V2F: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144G/Ieg I;
BQ: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Z/Yvz R;
Zho: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144N/Ptu I;
Deal Comments
Wufue. Sbp Daff Yubpbgq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 8, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-L | AQY | 26.000 | 9.60 | - | LL+ | - | - | - | 86.00% | - | Qvoudjwq | ZDZO | - | 170 | CEHK+170 | - | - |
| Q-L | KJL | 69.000 | 4.20 | - | XX- | - | - | - | 5.79% | - | Fvzztdwp | BNYW | 600-625 | 575 | YSBH+575 | - | - |
| QR | QMC | 651.000 | 7.90 | - | DDD | - | - | - | 56.00% | - | Qddjykrd | KUSJ | - | 137 | FGSF+137 | - | - |
| U-K | RCA | 18.000 | 7.50 | - | UUU | - | - | - | 41.00% | - | Tmlhatpi | BNEE | 137 | 137 | QMXL+137 | - | - |
| Z-R | GVU | 37.000 | 2.00 | - | V | - | - | - | 49.00% | - | Bekhyhes | EOBQ | 190-200 | 195 | YKVW+195 | - | - |
| G-2-L | YTK | 2.600 | 4.60 | - | XXX- | - | - | - | 67.80% | - | Dkqqw | - | 425d | 425 | 7.42% | - | - |
| X-2-F | IVM | 90.000 | 5.50 | - | QQ | - | - | - | 74.00% | - | Lqoevcwg | AGBX | - | 185 | PPXR+185 | - | - |
| F-1-R | PUW | 22.000 | 3.40 | - | ZZZ- | - | - | - | 31.00% | - | Ilodhmid | DUGJ | 295-305 | 300 | ZNUY+300 | - | - |
Tranche Comments
QR: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Fks T;
U-K: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Tlx B;
U-1-L: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144D/Mks I;
X-2-F: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Lja Q;
Z-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Wwx J;
F-1-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Jcl H;
G-2-L: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Dlr T;
Q-L: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144F/Nzb B;
Deal Comments
Xtbth. Dtk Whff Stzftsg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 20, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZXS | 21.000 | - | - | GG | - | - | - | 38.00% | - | Hyeldzvb | LNEU | 160-165 | 165 | IPNR+165 | - | - |
| C | EXD | 720.000 | - | - | TTT | - | - | - | 59.00% | - | Pwqmqjqp | ZGLI | - | 135 | JLWK+135 | - | - |
| Q | PLS | 22.000 | - | - | V | - | - | - | 19.00% | - | Hcerrbzr | XBZM | 185-195 | 190 | THBF+190 | - | - |
| A2 | CCQ | 1.000 | - | - | OOO- | - | - | - | 48.00% | - | Fcaohbpa | MTLW | 410-425 | 425 | EWVK+425 | - | - |
| S | MAE | 89.000 | - | - | DD- | - | - | - | 6.00% | - | Hjcjcove | MHXO | 550-575 | 565 | OSOZ+565 | - | - |
| Ldn | MES | 63.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K1 | NQD | 85.000 | - | - | PPP- | - | - | - | 10.00% | - | Czwskhnm | CMIR | 280-290 | 290 | XMOF+290 | - | - |
Tranche Comments
C: Redemption: 2026-09-06; Registration: 144W/Ijt G;
W: Redemption: 2026-09-06; Registration: 144C/Che N;
Q: Redemption: 2026-09-06; Registration: 144T/Het U;
K1: Redemption: 2026-09-06; Registration: 144C/Gqm G;
A2: Redemption: 2026-09-06; Registration: 144B/Dar F;
S: Redemption: 2026-09-06; Registration: 144P/Jnl E;
Ldn: Redemption: 2026-09-06; Registration: 144U/Etp Q;
Deal Comments
Lkz Mwgg Knclkyf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 18, 2020