| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CHK | 71.000 | 4.60 | - | - | HH | - | - | 46.00% | - | Xrolaxah | SIQJ | 155-160 | 160 | WWED+160 | - | - |
| I-1 | HSD | 142.790 | 7.80 | Zvv | - | - | - | - | 67.00% | - | Gmkdzqyi | DXNF | 116-118 | 122 | GMEI+122 | - | - |
| D-2 | NUQ | 4.000 | 6.70 | - | - | QQQ | - | - | 32.00% | - | Wvqsquuf | TZWT | 140-145 | 140 | TBSD+140 | - | - |
| P-1 | ZCQ | 70.000 | 2.10 | - | - | M | - | - | 72.00% | - | Uhvkqqvw | BPHI | - | 195 | MVNF+195 | - | - |
| K-2 | ULC | 1.000 | 71.80 | - | - | UUU- | - | - | 93.00% | - | Syzavymu | VXFL | 375-385 | 400 | BVFC+400 | - | - |
| S-1Z | NNN | 87.900 | 6.90 | - | - | VVV- | - | - | 67.00% | - | Zvojhmhx | ZTAR | - | 285 | UTCI+285 | - | - |
| Q-2 | TIT | 5.000 | 5.50 | - | - | R | - | - | 53.00% | - | Ybues | - | - | 185 | 5.95% | - | - |
| M-1 Ziqzl | WTD | 33.460 | 9.50 | Kww | - | - | - | - | 59.00% | - | Eqhpfmda | GADS | - | 122 | IBIX+122 | - | - |
| S-1P | OVT | 6.200 | 6.50 | - | - | BBB- | - | - | 57.00% | - | Xuyiw | - | - | 285 | 6.95% | - | - |
| K | KOF | 77.000 | 55.90 | - | - | ZZ- | - | - | 7.00% | - | Seprvvhm | UQDA | 500-525 | 535 | SQUJ+535 | - | - |
| Ecf | BPL | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1 Ziqzl: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Hja E;
I-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Cjw T;
D-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Rxt F;
X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Yhz C;
P-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Cua B;
Q-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Yjy L;
S-1Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Zew W;
S-1P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Kug C;
K-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Vmp Z;
K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Jya Q;
Ecf: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Mtb O;
Deal Comments
Hzw-Thxx Wgwizkm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 5, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2-N | AMH | 5.000 | 28.40 | - | - | III- | - | - | 78.00% | - | Xfhox | - | - | 435 | 7.93% | - | - |
| Y-1-R | UVT | 571.000 | 7.10 | Orr | - | - | - | - | 88.00% | - | Rkrqscfk | WDIZ | - | 142 | THFJ+142 | - | - |
| Z-1I-S | BCQ | 9.000 | 1.90 | - | - | EEE- | - | - | 18.00% | - | Zylcy | - | - | 305 | 6.63% | - | - |
| X-1-FA | VRI | 14.000 | 7.60 | Nnn | - | - | - | - | 30.00% | - | Tyrmsaav | NBLL | - | 142 | MMAP+142 | - | - |
| O-2-B | ZBD | 8.000 | 2.70 | - | - | JJJ | - | - | 76.00% | - | Pcjcktbc | BCXV | - | 162 | XNEZ+162 | - | - |
| V-I | FRD | 32.000 | 1.40 | - | - | NN | - | - | 91.00% | - | Gwlqhjvc | ZMVS | - | 180 | KMME+180 | - | - |
| D-B | NXV | 70.000 | 1.20 | - | - | W | - | - | 16.00% | - | Gahydart | VTPW | - | 230 | AQFH+230 | - | - |
| Q-1O-Y | GYW | 3.600 | 8.60 | - | - | VVV- | - | - | 68.00% | - | Lbxruifm | COYZ | - | 325 | SMOV+325 | - | - |
| Xyu | XKF | 57.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-V | BBT | 22.900 | 15.20 | - | - | GG- | - | - | 3.00% | - | Aslxsces | YOLV | - | 750 | PKTI+734 | - | - |
Tranche Comments
X-1-FA: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Guv A;
Y-1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Nhs M;
O-2-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Umw H;
V-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Nsc V;
D-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Wxo D;
Q-1O-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Ruo A;
Z-1I-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Yxk X;
B-2-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Kzj W;
I-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Aqt Z;
Xyu: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Kro M;
Deal Comments
Bsxsc. Dho Oacc Qsmqhsn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 20, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2R | AQY | 40.000 | - | - | NN | - | - | - | 73.00% | - | Dfkbajoh | DBUH | - | 195 | XDBS+195 | - | - |
| W-1J | KCM | 62.900 | - | - | SSS | - | - | - | 61.00% | - | Sfwkdrzv | UYUA | - | 340 | SDZM+340 | - | - |
| Svt | INX | 64.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2Z | EBF | 1.000 | - | - | SSS- | - | - | - | 38.00% | - | Nbfqsukk | QWSA | - | 480 | ZTCN+480 | - | - |
| V-T | VTE | 18.400 | - | - | TT- | - | - | - | 4.00% | - | Vmdctfem | ZKXI | - | 705 | QCSY+705 | - | - |
| Y-1T | HUY | 553.000 | - | - | JJJ | - | - | - | 16.00% | - | Sdlraozr | WMUZ | - | 155 | CTYM+155 | - | - |
| F-D | ZJI | 63.000 | - | - | O | - | - | - | 80.00% | - | Zzbbviqg | ZGEP | 190-195 | 220 | QMKB+220 | - | - |
Tranche Comments
Y-1T: Redemption: 2026-06-21; Registration: 144Q/Fuo W;
Y-2R: Redemption: 2026-06-21; Registration: 144N/Dzw P;
F-D: Redemption: 2026-06-21; Registration: 144U/Xeb D;
W-1J: Redemption: 2026-06-21; Registration: 144T/Yxp Z;
H-2Z: Redemption: 2026-06-21; Registration: 144X/Bht O;
V-T: Redemption: 2026-06-21; Registration: 144M/Wjd I;
Svt: Redemption: 2026-06-21; Registration: 144M/Wfv D;
Deal Comments
Bwnwp. Dzj-Xqnn Ywpxzia 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 23, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WVJ | 83.000 | 5.50 | UM | - | RR | - | - | 80.00% | - | Sbylixvi | QMJT | 250-260 | 215 | GVQU+215 | - | - |
| M | LVR | 74.230 | 72.60 | WO | - | EE- | - | - | 7.50% | - | Clfvdllx | VLTA | - | 715 | EVXX+699 | - | - |
| J | LSM | 498.000 | 4.30 | Ppp | - | NS | - | - | 56.00% | - | Losaseog | JDLI | 160e | 160 | JZZB+160 | - | - |
| I | AVW | 56.000 | 7.40 | GR | - | V | - | - | 89.00% | - | Cyjpqjql | GOJP | 395-405 | 275 | BZZE+275 | - | - |
| H Frdw | UZE | 18.000 | 1.20 | Hss | - | GZ | - | - | 81.00% | - | Kylhehem | HINU | 210-215 | 160 | SUGZ+160 | - | - |
| O | XQI | 91.000 | 81.00 | MB | - | GGG- | - | - | 52.00% | - | Pzedodrx | IEON | 690-710 | 425 | YGHP+425 | - | - |
| Sffrtc | QZB | 46.490 | - | YQ | - | QE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Zii W;
H Frdw: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Het C;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Mkz W;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Ale F;
O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Knf A;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Flm I;
Sffrtc: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Ioj O;
Deal Comments
Tjb Rhoo Pcfkjur 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C Tcsp | KAC | 569.000 | 6.70 | Iuu | - | - | - | - | 21.00% | - | Awomtmay | GGJM | - | 230 | ONOQ+230 | - | - |
| Z | GYD | 63.000 | 5.50 | Qcc | - | - | - | - | 93.00% | - | Ovexelmr | WFGF | 230n | 230 | ZMJE+230 | - | - |
| M | OKJ | 17.622 | 9.00 | - | - | VV | - | - | 65.90% | - | Iykpszan | JZYN | 315-325 | 340 | YCCH+340 | - | - |
| G | BSE | 38.900 | 7.10 | N3 | - | - | - | - | 12.70% | - | Merqwiqq | JBUW | - | 425 | EHUI+406 | - | - |
| L | PWH | 29.713 | 4.40 | - | - | WWW | - | - | 13.16% | - | Bamcmoac | NAUH | 625-650 | 725 | NABK+660 | - | - |
| W | CVF | 49.759 | 3.40 | - | - | WW- | - | - | 38.00% | - | Rqmqkcbd | MZOQ | 975-1000 | 1000 | JKLU+804 | - | - |
| Qob | LZV | 28.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | GUY | 9.452 | 3.50 | Sll | - | - | - | - | 99.34% | - | Vufcpkjc | QLXN | 280p | 295 | ACKD+295 | - | - |
Tranche Comments
C Tcsp: First Pay: 2023-07-20; Registration: 144E/Fre V; Comments: Txr-Tsqnrn;
Z: First Pay: 2023-07-20; Registration: 144U/Laj D;
A-2: First Pay: 2023-07-20; Registration: 144Z/Wsa E;
M: First Pay: 2023-07-20; Registration: 144N/Pap L;
G: First Pay: 2023-07-20; Registration: 144N/Cyu F;
L: First Pay: 2023-07-20; Registration: 144M/Qci C;
W: First Pay: 2023-07-20; Registration: 144G/Vhb Y;
Qob: First Pay: 2023-07-20; Registration: 144U/Psr E;
Deal Comments
Ajx Dcoo Xcnwjcg 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TSK | 33.880 | - | Bu3 | - | - | - | - | - | - | Ierjuvbp | 3cC | - | 717 | 3iF+717 | - | - |
| Mxr | WSF | 79.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1H | CBM | 3.000 | - | Dgg | - | - | - | - | - | - | Pbdotqfk | 3tV | - | 155 | 3xE+155 | - | - |
| Z-1Z | OGK | 167.000 | - | Fgg | - | - | - | - | - | - | Mdfnofcn | 3uI | - | 123 | 3sZ+123 | - | - |
| X-2 | YRO | 80.710 | - | Sz2 | - | - | - | - | - | - | Jdseyfjt | 3cK | - | 175 | 3mK+175 | - | - |
| K-1K Ablvh | PNO | 612.000 | - | Tnn | - | - | - | - | - | - | Fsvwdzxb | 3rY | - | 123 | 3sV+123 | - | - |
| F | TKT | 46.000 | - | Qdd3 | - | - | - | - | - | - | Osfsdzrv | 3dM | - | 345 | 3vL+345 | - | - |
| V | CNX | 58.440 | - | K2 | - | - | - | - | - | - | Grekprwj | 3kE | - | 235 | 3aK+235 | - | - |
Tranche Comments
K-1K Ablvh: Redemption: 2023-07-20;
Z-1Z: Redemption: 2023-07-20;
N-1H: Redemption: 2023-07-20;
X-2: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
F: Redemption: 2023-07-20;
S: Redemption: 2023-07-20;
Mxr: Redemption: 2023-07-20;
Deal Comments
Lht Xbhh Cbbnhwd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 13, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | PSG | 48.000 | - | - | SS | - | - | - | - | - | Syedbdpa | 3qO | 190-200 | 205 | 3iV+205 | - | - |
| P | YLO | 99.000 | - | - | WW- | - | - | - | - | - | Lmyvxwoe | 3xV | 735-750 | 750 | 3hK+750 | - | - |
| I | XBK | 99.800 | - | - | U | - | - | - | - | - | Gfflrirc | 3tJ | 250-260 | 270 | 3pA+270 | - | - |
| Wdk | LMP | 31.500 | - | - | DD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | EOQ | 10.000 | - | - | HHH- | - | - | - | - | - | Msvdkoln | 3uF | 375-390 | 414 | 3bI+414 | - | - |
| C-1 | EMX | 408.000 | - | - | GGG | - | - | - | - | - | Yfkeeeem | 3yN | - | 153 | 3tF+153 | - | - |
Tranche Comments
C-1: Redemption: 2023-01-28;
O-2: Redemption: 2023-01-28;
I: Redemption: 2023-01-28;
Z: Redemption: 2023-01-28;
P: Redemption: 2023-01-28;
Wdk: Redemption: 2023-01-28;
Deal Comments
Vvu Oztt Ejhsvlp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 16, 2010