| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SN2 | XAU | 60.000 | 3.98 | Je2 | - | - | - | - | 59.75% | - | Ljuehwcl | DNNP | - | 165 | AXBG+165 | - | 855.00000 |
| VF2 | BJC | 94.000 | 1.95 | Kkk3 | - | - | - | - | 48.60% | - | - | - | - | - | - | - | Retained |
| E1Q2 | IRQ | 580.000 | 9.30 | Rzz | - | - | - | - | 93.80% | - | Budrcptj | IJMR | - | 120 | WDWU+120 | - | 482.00000 |
| YY | POM | 1.000 | 6.71 | J3 | - | - | - | - | 7.55% | - | - | - | - | - | - | - | Retained |
| F2J2 | UTI | 43.000 | 8.27 | Ytt | - | - | - | - | 61.92% | - | Myzopela | KHZI | - | 135 | ENVC+135 | - | 145.00000 |
| Ukbhzv | PIY | 15.000 | - | FM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| MH | FSZ | 83.000 | 8.91 | Iy3 | - | - | - | - | 8.85% | - | - | - | - | - | - | - | Retained |
| YE | NUL | 9.973 | 7.30 | Gee | - | - | - | - | - | - | Wrqurhll | LGTW | - | 95 | BJIK+95 | - | 782.00000 |
| LV2 | GON | 20.000 | 2.60 | B2 | - | - | - | - | 95.17% | - | Scfxhksp | XLHN | - | 195 | VQMW+195 | - | 119.00000 |
Tranche Comments
YE: Redemption: 2025-11-15; Registration: 144V/Uew J;
E1Q2: Redemption: 2025-11-15; Registration: 144Q/Ujq Z;
F2J2: Redemption: 2025-11-15; Registration: 144Q/Was U;
SN2: Redemption: 2025-11-15; Registration: 144C/Foz P;
LV2: Redemption: 2025-11-15; Registration: 144E/Ubn V;
VF2: Redemption: 2025-11-15; Registration: 144Y/Iwa Z;
MH: Redemption: 2025-11-15; Registration: 144V/Elq G;
YY: Redemption: 2025-11-15; Registration: 144C/Quw A;
Ukbhzv: Redemption: 2025-11-15; Registration: 144A/Wng W;
Deal Comments
Ykmkwzwpkwb. Qmw-Azgg Wkakmnd 1.00
Reinvestment Period (YRS)
3.80
Reinvestment Period End Date
Apr 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lkcizx | GAF | 40.800 | - | IB | - | MJ | - | - | - | - | - | - | - | - | - | - | Retained |
| F-O | GVX | 37.859 | 3.60 | - | - | TT | - | - | 33.00% | - | Jcylzhlx | AVVA | - | 175 | PWUA+175 | - | 537.00000 |
| J-2E | TMA | 99.896 | 6.41 | - | - | RRR | - | - | 47.00% | - | Uyjoppht | APSP | - | 155 | MVDZ+155 | - | 244.00000 |
| O-1G | XZZ | 255.969 | 6.67 | Jtt | - | GGG | - | - | 10.60% | - | Tkswlywx | JBCX | - | 137 | PPDT+137 | - | 363.00000 |
| C-C | TOT | 61.170 | 5.87 | - | - | D | - | - | 41.00% | - | Suvhworu | IWNO | - | 195 | EOWH+195 | - | 839.00000 |
| P-P | LXK | 44.937 | 9.99 | - | - | BB- | - | - | 1.00% | - | Fhqbjqzm | ILXH | - | 615 | XPYX+615 | - | 602.00000 |
| C-1R | ZYG | 35.490 | 5.25 | - | - | WWW- | - | - | 85.30% | - | Mdqkkixc | QBJX | - | 310 | XDCA+310 | - | 470.00000 |
| L-2W | EHT | 6.347 | 8.11 | - | - | SSS- | - | - | 27.00% | - | Bdyjcsuc | CDYK | - | 435 | CHFJ+435 | - | 397.00000 |
Tranche Comments
O-1G: Registration: 144P/Ieo L;
J-2E: Registration: 144P/Vpy O;
F-O: Registration: 144O/Mwl V;
C-C: Registration: 144K/Ujf P;
C-1R: Registration: 144U/Buh X;
L-2W: Registration: 144F/Uja V;
P-P: Registration: 144I/Kwd X;
Lkcizx: Registration: 144Q/Ccg L;
Deal Comments
Tkkkf. Lvv Luuu Zkpevhd 2.00
Reinvestment Period (YRS)
1.14
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-P | BHC | 31.000 | 6.00 | - | - | T | - | - | 15.00% | - | Kyydyxwp | AKWR | 195-200 | 200 | QYAQ+200 | - | - |
| B-2-M | WXK | 2.000 | 2.10 | - | - | QQQ- | - | - | 68.00% | - | Kevkbhtx | QXVM | - | 440 | PXXM+440 | - | - |
| D-1-U | LIX | 152.000 | 6.20 | Iii | - | GGG | - | - | 16.20% | - | Eskqaurb | BKID | - | 138 | MDLU+138 | - | - |
| U-2-L | FWY | 74.000 | 8.20 | - | - | WWW | - | - | 35.00% | - | Gjdmhwri | VSHV | 155i | 160 | JUPD+160 | - | - |
| I-1-R | FEX | 45.000 | 8.90 | - | - | UUU- | - | - | 22.00% | - | Eldmustf | JWJW | 310-320 | 315 | UKEJ+315 | - | - |
| K-Y | EWE | 20.000 | 8.30 | - | - | DD | - | - | 74.00% | - | Bkrqlpib | UBPP | 175 | 175 | QEFK+175 | - | - |
| C-X | PUT | 91.000 | 3.10 | - | - | AA- | - | - | 9.00% | - | Tvclzsjl | BTCI | - | 610 | LTCY+610 | - | - |
| O-L | RWS | 2.930 | 8.10 | Qjj | - | - | - | - | - | - | Ixrpvqhs | TEYF | - | 105 | PDNI+105 | - | - |
Tranche Comments
O-L: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Ycv Z;
D-1-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Che E;
U-2-L: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Piy H;
K-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Jan B;
T-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Lpv P;
I-1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Fvf T;
B-2-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Aok S;
C-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Ecf N;
Deal Comments
Ekkkx. Mvb Fwww Tkfkvmc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 22, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QVS | 66.000 | 3.40 | - | - | EE | - | - | 59.00% | - | Ejqsldwk | ZXIF | - | 250 | YQCN+250 | - | - |
| Z | LCB | 99.000 | 5.40 | - | - | RRR- | - | - | 63.40% | - | Bbxzvcrm | SLVQ | - | 465 | ZOAJ+465 | - | - |
| F | MBO | 70.000 | 64.00 | - | - | NN- | - | - | 3.00% | - | Zuewqoqe | DISW | - | 800 | DNLN+765 | - | - |
| Y | PRN | 32.000 | 4.20 | - | - | R | - | - | 39.00% | - | Cruuwlpu | AEPM | - | 290 | DVLX+290 | - | - |
| Evdvvs | HHL | 79.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | LSK | 637.000 | 7.60 | Ytt | - | JJJ | - | - | 43.50% | - | Utejatmc | DXFK | - | 173 | KTSR+173 | - | - |
| M-2 | AMC | 51.000 | 4.00 | - | - | QQQ | - | - | 18.00% | - | Bqkzayox | HVCN | - | 200 | XAEE+200 | - | - |
Tranche Comments
S-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Vvd Q;
M-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Gwm F;
I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Ypp R;
Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Kqq Y;
Z: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Gnn O;
F: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Hvq A;
Evdvvs: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Hhx M;
Deal Comments
Rcw Iupp Lhowcpg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AWU | 21.900 | 92.30 | - | - | YY- | - | - | 4.30% | - | Ywbqajzr | LNFS | - | 925 | NCYO+890 | - | - |
| V-1 | RKR | 471.000 | 9.10 | Xyy | - | - | - | - | 74.00% | - | Vsmddyul | BGGU | - | 195 | JSZJ+195 | - | - |
| F | KTJ | 14.400 | 4.60 | - | - | M | - | - | 70.20% | - | Abxqsudt | NLUJ | - | 330 | NQFO+330 | - | - |
| Bv | NVW | 88.500 | - | BB | - | UR | - | - | - | - | - | - | - | - | - | - | Retained |
| I | YGL | 18.700 | 4.40 | - | - | LL | - | - | 50.00% | - | Ldcpfpyg | MWSS | - | 260 | AGBH+260 | - | - |
| Z | COJ | 91.600 | 6.70 | - | - | ZZZ- | - | - | 60.50% | - | Lczzwpej | PJVM | - | 550 | GMGR+550 | - | - |
| O-2 | IRH | 61.100 | 6.20 | - | - | EEE | - | - | 42.90% | - | Ohdjciah | YGAT | - | 230 | BUCC+230 | - | - |
Tranche Comments
V-1: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144I/Bqe A;
O-2: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144F/Vbe Y;
I: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144P/Usj H;
F: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144U/Gow Y;
Z: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144M/Fir R;
F: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144H/Fis Y;
Bv: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144A/Vmw C;
Deal Comments
Sfz Ynpp Pzhpfhs 2.00
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Jul 14, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EQI | 50.000 | 8.59 | - | - | NN- | - | - | 5.00% | - | Odhqdrse | EJIE | - | 885 | NGXO+850 | - | 96.00000 |
| O | VLH | 68.000 | 8.90 | - | - | YY | - | - | 41.00% | - | Uuweesnj | MUUV | - | 285 | TIQK+285 | - | 314.00000 |
| C-2 | MMG | 77.000 | 6.28 | - | - | KKK | - | - | 95.00% | - | Ohylqjsq | JJMN | - | 240 | LYOX+240 | - | 950.00000 |
| Xplahk | NCP | 39.800 | - | SM | - | OA | - | - | - | - | - | - | - | - | - | - | Retained |
| W | OPG | 47.000 | 7.68 | - | - | VVV- | - | - | 56.80% | - | Rkevdese | QNMO | - | 500 | GHCC+500 | - | 228.00000 |
| L-1 | BHS | 974.000 | 7.12 | Exx | - | PPP | - | - | 25.80% | - | Tuecfrrt | WXOM | - | 190 | HAFV+190 | - | 771.00000 |
| S | QIO | 49.000 | 2.60 | - | - | O | - | - | 43.30% | - | Xmdlsorc | GNJW | - | 375 | HIZV+375 | - | 822.00000 |
Deal Comments
Yqv Xsbb Zblwqir 2.02.
Reinvestment Period (YRS)
8.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | KLY | 614.000 | 9.20 | Doo | - | DDD | - | - | 48.40% | - | Ydrqliaq | MGLV | - | 184 | SEKS+184 | - | - |
| M | KOL | 4.000 | 74.60 | U3 | - | JP | - | - | 4.10% | - | Twyyjdrh | PWJX | - | 823 | LZSN+823 | - | - |
| Emkbqx | RSR | 66.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | REV | 61.000 | 7.20 | - | - | TT | - | - | 24.00% | - | Dyuabzmv | MHZT | - | 290 | ZBCZ+290 | - | - |
| O | FZB | 11.000 | 8.80 | - | - | TTT- | - | - | 49.00% | - | Uvxdkvap | CZNP | - | 495 | DSHW+495 | - | - |
| Q-2 | CMA | 59.000 | 5.80 | - | - | PPP | - | - | 68.00% | - | Fyhzvlub | AEIH | - | 240 | PSFI+240 | - | - |
| X-2 | XMK | 14.000 | 8.20 | - | - | SS | - | - | 85.00% | - | Vwpes | - | - | - | 5.61% | - | - |
| U | FVY | 96.800 | 86.00 | - | - | HH- | - | - | 4.93% | - | Imoerwlk | SAOJ | - | 790 | UJJZ+790 | - | - |
| Y | LKO | 59.000 | 6.90 | - | - | W | - | - | 81.00% | - | Bloerqff | EKTC | - | 395 | SAOZ+395 | - | - |
Tranche Comments
M-1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Vqh E;
Q-2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Ybg G;
V-1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144J/Ddl E;
X-2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144X/Zym D;
Y: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Uvm K;
O: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Eqx H;
U: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Gnk Q;
M: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Y/Vfv U;
Emkbqx: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Ylk J;
Deal Comments
Skp Ungg Fwzjkbs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sdfkzj | NYZ | 73.600 | - | HJ | - | CU | - | - | - | - | - | - | - | - | - | - | Retained |
| E2 | TGR | 98.000 | 6.90 | - | - | OOO | - | - | 74.50% | - | Xlxsckqh | YSOZ | 150-155 | 165 | XSOK+165 | - | - |
| E-2 | ETR | 66.000 | 3.10 | - | - | HHH- | - | - | 60.00% | - | Tjjfddpw | ICPV | - | 500 | HJTE+489 | - | - |
| T1 | WYG | 306.200 | 8.20 | Err | - | SSS | - | - | 40.50% | - | Ovzyxylz | LBPF | - | 131 | HDTE+131 | - | - |
| P-1 | PBX | 32.000 | 4.70 | - | - | III | - | - | 54.00% | - | Lymebbon | DIIP | - | 325 | UPUS+325 | - | - |
| F | RMK | 21.000 | 1.70 | Yb3 | - | - | - | - | 8.00% | - | Pmfkbjmf | UXPT | 650-660 | 700 | ZOIA+685 | - | - |
| Y | POW | 41.400 | 9.00 | - | - | LL | - | - | 71.00% | - | Zjsqmmkf | JWAI | 180-185 | 195 | DUQG+195 | - | - |
| G | KYK | 30.000 | 2.60 | - | - | Y+ | - | - | 82.00% | - | Ryppxlco | HYYX | 210-220 | 235 | VTZJ+235 | - | - |
Tranche Comments
T1: First Pay: 2022-10-15; Redemption: 2024-04-15; Comments: Qty-Qulzyl;
E2: First Pay: 2022-10-15; Redemption: 2024-04-15;
Y: First Pay: 2022-10-15; Redemption: 2024-04-15;
G: First Pay: 2022-10-15; Redemption: 2024-04-15;
P-1: First Pay: 2022-10-15; Redemption: 2024-04-15;
E-2: First Pay: 2022-10-15; Redemption: 2024-04-15;
F: First Pay: 2022-10-15; Redemption: 2024-04-15;
Sdfkzj: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Fcb Dyhh Qpyecld 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 23, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZTS | 32.800 | 1.62 | K2 | - | - | - | - | 70.54% | - | Xchujerl | 3cH | - | 210 | 3uX+210 | - | 548.00000 |
| H | ORF | 54.000 | 1.50 | Gx3 | - | - | - | - | 5.00% | - | Llkzbbqg | 3lR | - | 675 | 3dQ+675 | - | 236.00000 |
| Mgugmk | CSJ | 30.310 | - | IL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | TVX | 14.000 | 4.98 | Hr2 | - | - | - | - | 32.00% | - | Tmuucfqn | 3lU | - | 165 | 3jE+165 | - | 513.00000 |
| D | ONI | 59.400 | 4.65 | Wee | - | - | - | - | 65.00% | - | Meqwmtwx | 3zG | - | 116 | 3gQ+116 | - | 901.00000 |
| Y | VMM | 19.500 | 5.75 | Bhh3 | - | - | - | - | 29.00% | - | Vvsurvup | 3kS | - | 310 | 3gT+310 | - | 406.00000 |
| G-U | QQY | 202.200 | 5.52 | Pzz | - | - | - | - | 71.00% | - | Sduqdasy | 3yU | - | 116 | 3jE+116 | - | 923.00000 |
Tranche Comments
G-U: Registration: 144G/Vfy C;
D: Registration: 144K/Yhy Y;
N: Registration: 144N/Vun P;
C: Registration: 144D/Kas N;
Y: Registration: 144P/Kwv N;
H: Registration: 144T/Cus T;
Mgugmk: Registration: 144Y/Bap D;
Deal Comments
Wmu Xvyy Ublkmog 1.96
Reinvestment Period (YRS)
2.59