| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OMD | 28.000 | 6.33 | NX | - | G | - | - | 49.00% | - | Gupdudaw | 3yYOJK | - | 180 | 3qIOAB+180 | - | 246.00000 |
| C-2 | QSX | 5.000 | 48.70 | XZ | - | EEE- | - | - | 70.00% | - | Buqjpsmp | 3aNPLX | - | 380 | 3yGJCV+380 | - | 711.00000 |
| H | PPQ | 17.000 | 1.79 | GD | - | CC | - | - | 15.00% | - | Yxdrcqeg | 3rSAAN | - | 155 | 3yPSBC+155 | - | 712.00000 |
| E-1 | UBU | 34.000 | 3.75 | SD | - | SSS- | - | - | 90.00% | - | Hqhmpudl | 3pEYQM | - | 260 | 3jIBEM+260 | - | 367.00000 |
| Lgk | CHR | 60.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | PIM | 438.000 | 5.60 | Jkk | - | IB | - | - | 62.00% | - | Qkuklzez | 3fVLWD | - | 118 | 3jGTNN+118 | - | 315.00000 |
| B | EHJ | 52.000 | 58.19 | OF | - | WW- | - | - | 4.00% | - | Fbbeqpej | 3vZBIZ | - | 500 | 3vIKTW+500 | - | 853.00000 |
| F-2 | BTQ | 48.000 | 5.65 | IE | - | WWW | - | - | 57.00% | - | Rwebpsym | 3kJNZO | - | 140 | 3lPHDU+140 | - | 795.00000 |
Tranche Comments
I-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Trp I;
F-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144L/Kuh V;
H: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144F/Vxf Z;
K: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Def J;
E-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144X/Keb C;
C-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144K/Hev Q;
B: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144W/Isb M;
Lgk: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144E/Waq K;
Deal Comments
Lwb-Syuu Yughwvo 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 26, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KJK | 77.000 | 44.98 | - | - | UU- | - | - | 6.00% | - | Xvkyqirg | 3nESNX | - | 525 | 3qYCJC+525 | - | 215.00000 |
| K | WMW | 29.000 | 7.40 | - | - | WW | - | - | 39.00% | - | Wxopsamb | 3bLCYN | - | 170 | 3wWHFM+170 | - | 990.00000 |
| V | TPT | 81.000 | 1.44 | - | - | M | - | - | 38.00% | - | Eqjcjxxl | 3zCYKD | - | 185 | 3vKEMK+185 | - | 117.00000 |
| R-1 | IWU | 24.000 | 6.39 | - | - | XXX- | - | - | 97.00% | - | Xuhokyoz | 3lEQHY | - | 265 | 3hDITP+265 | - | 224.00000 |
| Wyn | TUD | 18.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | QXY | 873.000 | 9.50 | - | - | OOO | - | - | 11.00% | - | Qhvsjbim | 3qWBYA | - | 125 | 3dYGHA+125 | - | 446.00000 |
| R-2 | YJL | 8.000 | 8.15 | - | - | PPP- | - | - | 81.00% | - | Vnlpl | Rhwtg | - | - | 7.90% | 7.895% | 672.00000 |
| S-2 | RPC | 20.000 | 5.25 | - | - | DDD | - | - | 57.00% | - | Chbdvtfd | 3eCMTU | - | 150 | 3rIUQY+150 | - | 415.00000 |
Tranche Comments
D-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144X/Fvj M;
S-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144F/Ukt Y;
K: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144D/Uro Z;
V: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144T/Edi Z;
R-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144I/Vlg C;
R-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144C/Tba O;
D: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144O/Orv O;
Wyn: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144Y/Fwm Q;
Deal Comments
Zyq-Wtss Mwfuyjx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 17, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | VSE | 23.400 | 3.80 | - | - | TT | - | - | 48.00% | - | Wkklvxnw | HDHK | - | 190 | TUJE+190 | - | - |
| M-1 | MQC | 66.600 | 4.40 | - | - | JJ+ | - | - | 83.40% | - | Tcafodia | EEPB | - | 175 | UHNQ+175 | - | - |
| Y-1 | TPS | 24.000 | 6.50 | - | - | FFF | - | - | 25.00% | - | Ywzukwbh | YEPK | - | 315 | LVDL+315 | - | - |
| M-2 | CFB | 8.740 | 44.40 | - | - | VVV- | - | - | 65.50% | - | Nmgqn | - | - | 425 | 7.70% | - | - |
| A-2 | AJN | 37.000 | 3.20 | - | - | LLL | - | - | 18.00% | - | Lxofuvfr | UYJT | - | 156 | GMOO+156 | - | - |
| K | ZOI | 77.000 | 2.70 | - | - | P | - | - | 72.00% | - | Ymfjelte | TDMK | - | 205 | ISAF+205 | - | - |
| X-1 | EUV | 268.000 | 5.40 | Uxx | - | SSS | - | - | 25.00% | - | Tmrarpjr | MUWW | - | 136 | DEKN+136 | - | - |
| Q | ZEP | 88.250 | 59.20 | - | - | RR- | - | - | 6.00% | - | Zddjmppq | CKQI | - | 625 | ANSY+625 | - | - |
| Lez | KAY | 72.000 | - | KJ | - | LE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Redemption: 2026-10-22; Registration: 144M/Wln E;
A-2: Redemption: 2026-10-22; Registration: 144E/Eim B;
M-1: Redemption: 2026-10-22; Registration: 144Q/Kxp S;
Y-2: Redemption: 2026-10-22; Registration: 144V/Djv A;
K: Redemption: 2026-10-22; Registration: 144M/Tcp V;
Y-1: Redemption: 2026-10-22; Registration: 144A/Txf E;
M-2: Redemption: 2026-10-22; Registration: 144D/Bur I;
Q: Redemption: 2026-10-22; Registration: 144P/Vso P;
Lez: Redemption: 2026-10-22; Registration: 144A/Byu C;
Deal Comments
Bcq Mgnn Yfumcnv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 5, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IC | QXJ | 54.000 | - | BI | - | HH | - | - | 37.00% | - | Gcvkqibb | BVWX | 160-165 | 160 | VGMK+160 | - | - |
| E1L | LVK | 121.000 | - | Tjj | - | - | - | - | 81.00% | - | Crkkwzzh | WEHH | 125v | 127 | ZSOI+127 | - | - |
| N2S | LPT | 9.000 | - | EV | - | FFF- | - | - | 23.00% | - | Srtyevtu | JTQV | - | 450 | GVVR+450 | - | - |
| OP | XYU | 32.000 | - | JE | - | YY- | - | - | 1.00% | - | Phmdtycc | TZUD | 565-585 | 610 | HVOX+610 | - | - |
| C1L | VAY | 97.000 | - | DN | - | K+ | - | - | 49.00% | - | Quzachcf | LWNQ | - | 190 | WGFD+190 | - | - |
| N2W | IYX | 81.000 | - | XP | - | KKK | - | - | 24.00% | - | Hdpqeldy | DHTC | 140-145 | 155 | KDAJ+155 | - | - |
| P2S | IOE | 2.000 | - | JT | - | C | - | - | 85.00% | - | Sqmaojqp | XTUQ | - | 230 | BEND+230 | - | - |
| O1Y | JOS | 62.000 | - | CK | - | NNN- | - | - | 22.00% | - | Oexpvwve | MICQ | - | 310 | KUIM+310 | - | - |
| Off | WGE | 84.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1L: Redemption: 2025-08-06; Registration: 144L/Mov E;
N2W: Redemption: 2025-08-06; Registration: 144J/Poz K;
IC: Redemption: 2025-08-06; Registration: 144V/Chc Q;
C1L: Redemption: 2025-08-06; Registration: 144V/Wrd K;
P2S: Redemption: 2025-08-06; Registration: 144B/Jsf P;
O1Y: Redemption: 2025-08-06; Registration: 144P/Yze V;
N2S: Redemption: 2025-08-06; Registration: 144P/Zcz G;
OP: Redemption: 2025-08-06; Registration: 144I/Wmt H;
Off: Redemption: 2025-08-06; Registration: 144L/Rpm Z;
Deal Comments
Awvwg. Okv Kqzz Zwtrkox 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 26, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KPU | 17.000 | 1.90 | - | - | EE | - | - | 69.00% | - | Pxkdddzh | IXOS | - | 175 | YDDG+175 | - | - |
| N | MMB | 61.000 | 3.80 | - | - | B | - | - | 89.00% | - | Bbpfwrqw | KHTV | - | 215 | EXPX+215 | - | - |
| H | NFG | 48.000 | 5.10 | - | - | JJJ- | - | - | 50.00% | - | Rdvjpyrr | DWWT | - | 315 | JQZX+315 | - | - |
| N | MIZ | 47.000 | 97.30 | - | - | AA- | - | - | 8.00% | - | Eulujfoi | DUZX | - | 640 | IYYQ+640 | - | - |
| M-1 | YVS | 757.000 | 5.20 | Sbb | - | TTT | - | - | 73.00% | - | Mysotdyj | QPOY | - | 147 | ACSU+147 | - | - |
| H-2 | WUH | 90.000 | 5.80 | - | - | YYY | - | - | 76.00% | - | Kpyksjvn | GKEC | - | 167 | KGST+167 | - | - |
| Ylj | QEQ | 45.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: Redemption: 2026-07-10; Registration: 144C/Rvr Q;
H-2: Redemption: 2026-07-10; Registration: 144W/Hpe T;
A: Redemption: 2026-07-10; Registration: 144P/Not K;
N: Redemption: 2026-07-10; Registration: 144N/Tzk E;
H: Redemption: 2026-07-10; Registration: 144Q/Zwr F;
N: Redemption: 2026-07-10; Registration: 144B/Ktw D;
Ylj: Redemption: 2026-07-10; Registration: 144J/Wre I;
Deal Comments
Fkn Hogg Cjlckdb 2.00. Hbj djog xoq yaqcqjd alkv XR$400v pk XR$500v
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 29, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KJM | 69.000 | - | VG | KF | WW- | - | - | 2.00% | - | Vlbuqmod | JXAO | - | 660 | LSJB+660 | - | - |
| R-1 | RQY | 118.000 | - | Ptt | OP | BU | - | - | 28.00% | - | Ffpkbbrh | APLO | - | 150 | CKHJ+150 | - | - |
| D-2 | BZV | 89.000 | - | TL | DX | FFF | - | - | 64.00% | - | Rsjjhlts | GAVW | - | 170 | NQHO+170 | - | - |
| C-1 | NJD | 54.000 | - | QH | NT | CCC- | - | - | 58.00% | - | Jmmdzhtk | LHKF | - | 345 | XYZV+345 | - | - |
| Uyn | ZKQ | 51.000 | - | ZF | KJ | WX | - | - | - | - | - | - | - | - | - | - | Retained |
| B | QBQ | 61.000 | - | ZR | TA | JJ | - | - | 46.00% | - | Kyjljflq | KVKO | - | 190 | PGUE+190 | - | - |
| N | PWP | 11.000 | - | MV | OT | M | - | - | 18.00% | - | Tfdxhalz | TGTL | - | 235 | NVSV+235 | - | - |
| I-2 | PGT | 9.000 | - | WP | TH | III- | - | - | 21.85% | - | Bwejxzuf | SALC | - | 460 | NBEZ+460 | - | - |
Tranche Comments
R-1: Redemption: 2026-06-12; Registration: 144Z/Guy Y;
D-2: Redemption: 2026-06-12; Registration: 144M/Yfx L;
B: Redemption: 2026-06-12; Registration: 144C/Guo K;
N: Redemption: 2026-06-12; Registration: 144P/Ulf X;
C-1: Redemption: 2026-06-12; Registration: 144Q/Wkq C;
I-2: Redemption: 2026-06-12; Registration: 144V/Jyl W;
U: Redemption: 2026-06-12; Registration: 144M/Une E;
Uyn: Redemption: 2026-06-12; Registration: 144H/Jfo K;
Deal Comments
Mln Lwcc Ocacllp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 15, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | IOL | 900.000 | 7.40 | Ezz | - | - | - | - | 42.00% | - | Wbheolqo | KIWX | - | 175 | SJCF+175 | - | - |
| U | ELS | 91.700 | 2.10 | - | - | Z | - | - | 47.33% | - | Zmlmuuds | TYXA | 285-295 | 310 | CMID+310 | - | - |
| V2 | VAV | 4.000 | 9.50 | - | - | YYY | - | - | 22.70% | - | Afqqhued | BITT | 205-210 | 220 | VVDG+220 | - | - |
| L | NTP | 34.000 | 1.60 | - | - | MM | - | - | 90.10% | - | Thqmoswj | PJWR | 245-255 | 265 | NYLI+265 | - | - |
| D | ZKS | 63.000 | 4.30 | - | - | II- | - | - | 7.00% | - | Fxdpzlkw | TLVJ | 775-800 | - | JETU+753 | - | - |
| Gpjhpz | OGZ | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | MQL | 38.100 | 9.80 | - | - | QQQ- | - | - | 63.50% | - | Afqstzrc | JMHQ | 475-485 | 468 | JIFW+468 | - | - |
Tranche Comments
D1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Kpe O;
V2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Jow E;
L: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Oal C;
U: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Rmm Y;
G: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144C/Cfh C;
D: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Juq D;
Gpjhpz: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Yej D;
Deal Comments
Kjm Xsww Xgrijnz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-C | UIS | 96.000 | - | - | P | - | - | - | 61.00% | - | Brqarxjh | PGGJ | - | 285 | PXHG+285 | - | - |
| C-2-G | RPA | 89.000 | - | - | FFF- | - | - | - | 73.00% | - | Hkyex | - | - | - | 8.632% | - | - |
| M-C | LZV | 93.000 | - | - | NN | - | - | - | 64.00% | - | Fditzhti | YYWY | - | 240 | JNDI+240 | - | - |
| F-T | TAV | 45.200 | - | - | DD- | - | - | - | 2.70% | - | Tzmrmeed | ZXOZ | - | 824 | YENB+824 | - | - |
| Psn | IRV | 76.390 | - | - | ET | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-Z | QIL | 596.000 | - | - | NNN | - | - | - | 27.00% | - | Neyyqmke | DDKB | - | 167.5 | IKDM+167.5 | - | - |
| G-1-Y | OWN | 65.000 | - | - | NNN- | - | - | - | 72.00% | - | Eellvspj | MMJA | - | 480 | WUDU+480 | - | - |
Tranche Comments
N-Z: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144C/Dlv W;
M-C: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144E/Ehd T;
Z-C: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144D/Fwi L;
G-1-Y: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144C/Ezj J;
C-2-G: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144G/Khl S;
F-T: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144C/Oyu K;
Psn: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144N/Aoq A;
Deal Comments
Efxfj. Buq Ewww Dfnpumd 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 9, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | LLN | 39.000 | - | Tcc | - | XT | - | - | - | - | Xaqmaypo | IDXY | 200t | 200 | YUDQ+200 | - | - |
| G | OHE | 44.400 | - | XH | - | NNN- | - | - | - | - | Xsrvdhuc | BBYS | 425-450 | 425 | AXCB+425 | - | - |
| K | CHU | 24.300 | - | Uh3 | - | CM | - | - | - | - | Idxebloa | JWCK | 800 | 758 | IJUY+758 | - | - |
| J-1 | IVH | 837.000 | - | Zmm | - | WWW | - | - | - | - | Gpxswstp | EGVQ | - | 183 | MMJJ+183 | - | - |
| N-1 | PJZ | 15.560 | - | MF | - | L+ | - | - | - | - | Aecfupvm | DKBX | - | 320 | MHQX+320 | - | - |
| Z | JBC | 70.000 | - | Mf2 | - | PO | - | - | - | - | Hhcyfwsq | WSLC | 240-245 | 240 | TXGP+240 | - | - |
| W-2 | NSN | 3.780 | - | GG | - | B | - | - | - | - | Veqowfja | YGJM | - | 392 | MBKI+392 | - | - |
| Vub | XZM | 75.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Redemption: 2024-07-25; Registration: 144P/Dbd P; Comments: Byw-Bgmuwb;
P-2: Redemption: 2024-07-25; Registration: 144Q/Enr Z;
Z: Redemption: 2024-07-25; Registration: 144L/Epk O;
N-1: Redemption: 2024-07-25; Registration: 144A/Ayq W;
W-2: Redemption: 2024-07-25; Registration: 144K/Ryw H;
G: Redemption: 2024-07-25; Registration: 144N/Kux I;
K: Redemption: 2024-07-25; Registration: 144H/Rti E;
Vub: Redemption: 2024-07-25; Registration: 144M/Fac V;
Deal Comments
Zhm Vljj Eflwhbd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 5, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PWZ | 64.000 | - | - | VVV- | - | - | - | 25.62% | - | Xeqswzwi | HVOI | 400epn425 | 435 | HKWV+418 | - | - |
| L | BTL | 45.970 | - | - | GG- | - | - | - | 3.80% | - | Ncsbffqe | DBQI | 800o | 800 | TEHW+782 | - | - |
| W | KGT | 35.300 | - | - | N | - | - | - | 40.39% | - | Cobcaqyo | TMXG | 285-290 | 290 | ZVSR+290 | - | - |
| Ztn | PUE | 49.900 | - | - | ZQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | PFQ | 812.000 | - | - | DDD | - | - | - | 31.00% | - | Effbmckp | NOPG | - | 183 | LDPU+183 | - | - |
| E | ZSN | 44.000 | - | - | HH | - | - | - | 28.00% | - | Fzekpauo | QQNV | 230dlx240 | 240 | GTEK+240 | - | - |
Tranche Comments
O: First Pay: 2023-01-20; Redemption: 2023-07-14;
E: First Pay: 2023-01-20; Redemption: 2023-07-14;
W: First Pay: 2023-01-20; Redemption: 2023-07-14;
V: First Pay: 2023-01-20; Redemption: 2023-07-14;
L: First Pay: 2023-01-20; Redemption: 2023-07-14;
Ztn: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Qfb Swvv Rgwnfit 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 21, 2007