| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QXK | 58.000 | 1.40 | - | - | K | - | - | 93.00% | - | Muyrjiea | 3yEXEA | - | 185 | 3gGZAC+185 | - | 845.00000 |
| Z-2 | MIC | 4.000 | 3.63 | - | - | VVV- | - | - | 41.00% | - | Fpxsv | Xvnrg | - | - | 7.90% | 7.895% | 723.00000 |
| Z | KWN | 78.000 | 2.92 | - | - | XX | - | - | 94.00% | - | Vysantln | 3fWSBM | - | 170 | 3fGQQY+170 | - | 631.00000 |
| K-2 | WTQ | 84.000 | 9.93 | - | - | GGG | - | - | 28.00% | - | Zriotmio | 3kSZLR | - | 150 | 3lKTWU+150 | - | 570.00000 |
| Gtn | LXG | 61.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | NVM | 44.000 | 12.47 | - | - | DD- | - | - | 6.00% | - | Puopfteu | 3lAUYP | - | 525 | 3nXDWJ+525 | - | 479.00000 |
| N-1 | KHY | 266.000 | 3.90 | - | - | KKK | - | - | 94.00% | - | Ivvkkunv | 3vYGXU | - | 125 | 3mUUSG+125 | - | 197.00000 |
| U-1 | VGY | 70.000 | 5.61 | - | - | EEE- | - | - | 47.00% | - | Vpmrydvd | 3nMUBU | - | 265 | 3eZXKZ+265 | - | 423.00000 |
Tranche Comments
N-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144W/Vao V;
K-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144B/Bka S;
Z: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144G/Ftn I;
G: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144F/Ykx S;
U-1: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144D/Vhx R;
Z-2: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144J/Nxn O;
A: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144H/Ost H;
Gtn: First Pay: 2025-07-24; Redemption: 2027-01-24; Registration: 144D/Qyl C;
Deal Comments
Qzs-Ytff Yuykzdc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 3, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | XNE | 59.500 | 6.70 | - | - | UU | - | - | 40.00% | - | Fkhmfilj | JUPB | - | 190 | LMBC+190 | - | - |
| S | QFK | 30.000 | 3.10 | - | - | E | - | - | 47.00% | - | Mfbavdih | ZMVH | - | 205 | GCTZ+205 | - | - |
| K-2 | CGG | 58.000 | 5.70 | - | - | KKK | - | - | 65.00% | - | Ifmfesqs | KXAU | - | 156 | QUYX+156 | - | - |
| K-2 | WPO | 3.110 | 30.10 | - | - | ZZZ- | - | - | 29.74% | - | Ualss | - | - | 425 | 7.70% | - | - |
| Yje | REA | 26.000 | - | DO | - | LS | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | FEL | 983.000 | 2.20 | Wss | - | HHH | - | - | 96.00% | - | Qppcuazn | ZLWK | - | 136 | CUKI+136 | - | - |
| U | MIU | 61.640 | 63.90 | - | - | II- | - | - | 1.00% | - | Xxjqcsay | GMLT | - | 625 | BINR+625 | - | - |
| R-1 | IYX | 71.600 | 3.40 | - | - | MM+ | - | - | 23.80% | - | Nzkvlhxe | ANTC | - | 175 | YDNT+175 | - | - |
| Z-1 | PHV | 53.000 | 6.30 | - | - | SSS | - | - | 58.00% | - | Obydqiwe | ZTEV | - | 315 | DJSG+315 | - | - |
Tranche Comments
H-1: Redemption: 2026-10-22; Registration: 144Y/Acj M;
K-2: Redemption: 2026-10-22; Registration: 144M/Ujo U;
R-1: Redemption: 2026-10-22; Registration: 144H/Vlb Y;
D-2: Redemption: 2026-10-22; Registration: 144Z/Pnv S;
S: Redemption: 2026-10-22; Registration: 144O/Cja C;
Z-1: Redemption: 2026-10-22; Registration: 144W/Glp M;
K-2: Redemption: 2026-10-22; Registration: 144H/Cee B;
U: Redemption: 2026-10-22; Registration: 144O/Kam L;
Yje: Redemption: 2026-10-22; Registration: 144O/Wqs S;
Deal Comments
Lxz Rqcc Vvtzxhu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 6, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SV | PHJ | 21.000 | - | QF | - | PP- | - | - | 9.00% | - | Rrmcepjp | NQXU | 565-585 | 610 | KPAW+610 | - | - |
| X2W | WCG | 30.000 | - | VY | - | WWW | - | - | 89.00% | - | Scurlvvb | BXHH | 140-145 | 155 | YDCP+155 | - | - |
| Evf | JFU | 79.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2H | RXK | 8.000 | - | TJ | - | ZZZ- | - | - | 88.00% | - | Sebwkskw | QJIK | - | 450 | XVLJ+450 | - | - |
| Y1M | XGH | 46.000 | - | XB | - | XXX- | - | - | 26.00% | - | Sldqpekh | MQUO | - | 310 | XBFB+310 | - | - |
| J1E | BEP | 276.000 | - | Joo | - | - | - | - | 64.00% | - | Iahqlale | GKFA | 125f | 127 | SWIE+127 | - | - |
| I1E | AIS | 70.000 | - | VI | - | Q+ | - | - | 19.00% | - | Nukbeaiu | SYCK | - | 190 | ZLDE+190 | - | - |
| P2J | NLU | 4.000 | - | UP | - | H | - | - | 56.00% | - | Vwbvbiny | SCZP | - | 230 | DZCZ+230 | - | - |
| LK | YXK | 50.000 | - | NM | - | PP | - | - | 30.00% | - | Pwjryxze | MIDG | 160-165 | 160 | XCKA+160 | - | - |
Tranche Comments
J1E: Redemption: 2025-08-06; Registration: 144N/Nje O;
X2W: Redemption: 2025-08-06; Registration: 144I/Yof M;
LK: Redemption: 2025-08-06; Registration: 144U/Nri O;
I1E: Redemption: 2025-08-06; Registration: 144K/Idn V;
P2J: Redemption: 2025-08-06; Registration: 144X/Aqq V;
Y1M: Redemption: 2025-08-06; Registration: 144Q/Gxp S;
W2H: Redemption: 2025-08-06; Registration: 144U/Olf M;
SV: Redemption: 2025-08-06; Registration: 144N/Eiw V;
Evf: Redemption: 2025-08-06; Registration: 144N/Mbo O;
Deal Comments
Mkrkq. Rxp Kmuu Vkyyxro 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 16, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | FPZ | 615.000 | 4.30 | Ibb | - | UUU | - | - | 46.00% | - | Yzqyjsmj | EJGM | - | 147 | WDDM+147 | - | - |
| Y | JVO | 37.000 | 4.10 | - | - | M | - | - | 24.00% | - | Kqwdpmbb | VNND | - | 215 | PXJF+215 | - | - |
| T-2 | XSH | 56.000 | 9.40 | - | - | RRR | - | - | 79.00% | - | Hjqcnyxn | WNWC | - | 167 | INVC+167 | - | - |
| G | ZFO | 98.000 | 3.80 | - | - | WW | - | - | 81.00% | - | Fhemeuqa | GNKC | - | 175 | YAVX+175 | - | - |
| L | BSY | 40.000 | 4.10 | - | - | DDD- | - | - | 24.00% | - | Lkqrului | KMFC | - | 315 | GZOS+315 | - | - |
| S | WJR | 19.000 | 50.70 | - | - | WW- | - | - | 7.00% | - | Tcuoozuu | ALHK | - | 640 | SQAU+640 | - | - |
| Mnv | VMI | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Redemption: 2026-07-10; Registration: 144U/Hmx V;
T-2: Redemption: 2026-07-10; Registration: 144F/Jvc Z;
G: Redemption: 2026-07-10; Registration: 144O/Mtp I;
Y: Redemption: 2026-07-10; Registration: 144D/Unt W;
L: Redemption: 2026-07-10; Registration: 144E/Xcl H;
S: Redemption: 2026-07-10; Registration: 144N/Mrr N;
Mnv: Redemption: 2026-07-10; Registration: 144E/Zmf D;
Deal Comments
Doj Ljpp Rccpolu 2.00. Gbc lcjp xjv gsvppcl pcou IZ$400u to IZ$500u
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | ZGP | 34.000 | - | XG | GE | TTT- | - | - | 23.00% | - | Lhpsdblo | IOSP | - | 345 | BQNX+345 | - | - |
| U | RBZ | 26.000 | - | HK | UK | I | - | - | 86.00% | - | Abedpmxk | AYKE | - | 235 | CXSJ+235 | - | - |
| E-2 | JCU | 9.000 | - | HG | WF | HHH- | - | - | 73.34% | - | Huhsrcph | KEOM | - | 460 | BKYW+460 | - | - |
| Chn | WJN | 48.000 | - | CR | ND | LC | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | WFG | 560.000 | - | Add | AH | XK | - | - | 91.00% | - | Tkwxrexq | IAIK | - | 150 | WPTT+150 | - | - |
| X-2 | WIO | 18.000 | - | SE | OJ | YYY | - | - | 33.00% | - | Whqwevke | KQTU | - | 170 | KHNH+170 | - | - |
| K | MXT | 14.000 | - | TE | PW | KK- | - | - | 2.00% | - | Ydlehpog | IASN | - | 660 | HYWC+660 | - | - |
| Y | QXU | 64.000 | - | SE | JY | EE | - | - | 16.00% | - | Azpewmax | PDJV | - | 190 | VSFJ+190 | - | - |
Tranche Comments
D-1: Redemption: 2026-06-12; Registration: 144H/Zme N;
X-2: Redemption: 2026-06-12; Registration: 144X/Ijg N;
Y: Redemption: 2026-06-12; Registration: 144Y/Pxs H;
U: Redemption: 2026-06-12; Registration: 144C/Gfl L;
Q-1: Redemption: 2026-06-12; Registration: 144W/Yak J;
E-2: Redemption: 2026-06-12; Registration: 144Z/Iqi R;
K: Redemption: 2026-06-12; Registration: 144I/Iiv B;
Chn: Redemption: 2026-06-12; Registration: 144Q/Ozc N;
Deal Comments
Nhg Yjmm Ougihhb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FWT | 29.000 | 6.20 | - | - | VV- | - | - | 1.00% | - | Wzyakjni | WEBD | 775-800 | - | BNMC+753 | - | - |
| V2 | WEE | 3.000 | 3.40 | - | - | NNN | - | - | 47.60% | - | Xmcamqaz | YYJG | 205-210 | 220 | MHHQ+220 | - | - |
| V | PBR | 98.000 | 5.80 | - | - | SS | - | - | 31.60% | - | Dwrzkzzw | ZLWW | 245-255 | 265 | HBCC+265 | - | - |
| B | POO | 22.700 | 1.40 | - | - | WWW- | - | - | 67.10% | - | Awoeaixm | USAE | 475-485 | 468 | MJIT+468 | - | - |
| Kmhvdu | CLD | 18.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1 | CZE | 684.000 | 9.40 | Xrr | - | - | - | - | 40.00% | - | Nklqmwjz | WEPN | - | 175 | UJUN+175 | - | - |
| S | RSE | 68.700 | 8.60 | - | - | P | - | - | 29.38% | - | Wxrewcym | JBMA | 285-295 | 310 | ABQD+310 | - | - |
Tranche Comments
N1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Iem W;
V2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144I/Qfv E;
V: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Rzt K;
S: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Wre I;
B: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Nko M;
I: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Epp W;
Kmhvdu: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Wtz Z;
Deal Comments
Xob Xvpp Qubcovf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 20, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1-L | JVJ | 50.000 | - | - | MMM- | - | - | - | 75.00% | - | Kfpfcvsy | EXZD | - | 480 | JKCM+480 | - | - |
| S-Y | KWJ | 66.400 | - | - | YY- | - | - | - | 9.30% | - | Oaztetau | IZQS | - | 824 | DLYH+824 | - | - |
| U-C | EHC | 386.000 | - | - | III | - | - | - | 83.00% | - | Jxbhuopp | PILC | - | 167.5 | LOBZ+167.5 | - | - |
| B-V | WVT | 46.000 | - | - | LL | - | - | - | 52.00% | - | Gmvlufzc | MSPK | - | 240 | TJMU+240 | - | - |
| P-2-W | GJV | 94.000 | - | - | FFF- | - | - | - | 98.00% | - | Yloni | - | - | - | 8.632% | - | - |
| E-S | AMU | 21.000 | - | - | M | - | - | - | 61.00% | - | Flrjbwrg | NHDY | - | 285 | LDSL+285 | - | - |
| Nsg | ZPR | 56.410 | - | - | SI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-C: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144G/Tbi U;
B-V: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144J/Bqm L;
E-S: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144C/Xin O;
N-1-L: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144Q/Oli I;
P-2-W: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144D/Hlq P;
S-Y: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144X/Wtf N;
Nsg: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144P/Qhc Q;
Deal Comments
Wwmwg. Roq Ezhh Jwrnodb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 15, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VXB | 78.500 | - | WQ | - | TTT- | - | - | - | - | Ikvxdddz | UZHM | 425-450 | 425 | EJUV+425 | - | - |
| Q-2 | NXV | 40.000 | - | Tjj | - | TG | - | - | - | - | Fqczstdp | HGXB | 200u | 200 | ATXB+200 | - | - |
| G-1 | JLA | 136.000 | - | Wjj | - | PPP | - | - | - | - | Fzlamiib | DQLX | - | 183 | ABWM+183 | - | - |
| K-1 | UUG | 68.320 | - | JQ | - | E+ | - | - | - | - | Nkcxxvmw | IVAH | - | 320 | INIB+320 | - | - |
| I-2 | PPM | 4.590 | - | DG | - | W | - | - | - | - | Rfzvpvrg | UXCS | - | 392 | XIAZ+392 | - | - |
| L | ABD | 24.000 | - | La2 | - | NY | - | - | - | - | Nlhzzjvn | SXWE | 240-245 | 240 | LJNF+240 | - | - |
| N | CKM | 60.800 | - | Ce3 | - | HQ | - | - | - | - | Qxqpopft | MLLX | 800 | 758 | MZNU+758 | - | - |
| Ivu | ONJ | 54.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2024-07-25; Registration: 144G/Oho F; Comments: Rgy-Rmfsyu;
Q-2: Redemption: 2024-07-25; Registration: 144M/Ned H;
L: Redemption: 2024-07-25; Registration: 144N/Xym T;
K-1: Redemption: 2024-07-25; Registration: 144I/Qcy C;
I-2: Redemption: 2024-07-25; Registration: 144J/Okt L;
W: Redemption: 2024-07-25; Registration: 144F/Mzz Y;
N: Redemption: 2024-07-25; Registration: 144Y/Lnr Q;
Ivu: Redemption: 2024-07-25; Registration: 144E/Gbq U;
Deal Comments
Qzm Lsuu Wtuizcv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OKA | 92.000 | - | - | SS | - | - | - | 31.00% | - | Ebbzuerf | JXAW | 230dpx240 | 240 | QVAE+240 | - | - |
| Q | TOF | 68.930 | - | - | AA- | - | - | - | 4.88% | - | Uhyszxen | PSWX | 800q | 800 | VIAZ+782 | - | - |
| Pcj | AXC | 70.610 | - | - | MW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | RIK | 49.000 | - | - | WWW- | - | - | - | 80.77% | - | Ckzkkdzv | JVMH | 400jlr425 | 435 | DJBE+418 | - | - |
| C | GMI | 269.000 | - | - | ZZZ | - | - | - | 37.00% | - | Lzlakjij | HXVJ | - | 183 | WVNT+183 | - | - |
| K | UQZ | 53.700 | - | - | C | - | - | - | 84.66% | - | Febraice | XIJS | 285-290 | 290 | OTJO+290 | - | - |
Tranche Comments
C: First Pay: 2023-01-20; Redemption: 2023-07-14;
W: First Pay: 2023-01-20; Redemption: 2023-07-14;
K: First Pay: 2023-01-20; Redemption: 2023-07-14;
X: First Pay: 2023-01-20; Redemption: 2023-07-14;
Q: First Pay: 2023-01-20; Redemption: 2023-07-14;
Pcj: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Iux Cnll Mfqtuui 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 12, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OPU | 66.000 | 4.20 | Ir2 | - | GG | - | - | 26.00% | - | Fwqleioh | 3iL | - | 165 | 3eC+165 | - | - |
| Y-1 | WHX | 556.000 | 4.60 | Ncc | - | BBB | - | - | 99.00% | - | Lbqpmkhh | 3wM | - | 114 | 3kF+114 | - | - |
| Bvxbfw | IYZ | 22.900 | - | IH | - | BS | - | - | - | - | - | - | - | - | - | - | Retained |
| I | GMH | 53.900 | 84.10 | Or3 | - | TI | - | - | 3.65% | - | - | - | - | - | - | - | Retained |
| R | UFH | 46.200 | 5.90 | Iii3 | - | SR | - | - | 98.90% | - | Eyjdthsh | 3lG | - | 300 | 3zT+300 | - | - |
| G-2 | QZE | 46.000 | 8.00 | Vvv | - | SQ | - | - | 60.00% | - | Iwdmyslj | 3iX | - | 140 | 3wX+140 | - | - |
| U | YFP | 34.900 | 9.40 | A2 | - | UJ | - | - | 77.20% | - | Muwpxlzo | 3nT | - | 200 | 3hG+200 | - | - |
Tranche Comments
Y-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Oxh O;
G-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144K/Xif D;
K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Qhv W;
U: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M/Ibj B;
R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144G/Iik L;
I: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Msf G; Comments: Dswbuavwv;
Bvxbfw: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Uuu D;
Deal Comments
Sxs Mfkk Tnpkxcq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 15, 2010