| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-BE | CYQ | 13.000 | 7.20 | - | DDD | - | - | - | 21.00% | - | Lzhruifb | LXCG | - | 120 | NUXU+120 | - | - |
| X-P | KFO | 73.000 | 3.50 | - | II | - | - | - | 96.00% | - | Lhfxbrwa | LOFV | - | 160 | XMXW+160 | - | - |
| Pwa | FPN | 30.000 | - | - | WB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2-K | ZIZ | 83.000 | 2.70 | - | TTT | - | - | - | 44.00% | - | Ypbjcvlg | YHKX | - | 140 | YWDC+140 | - | - |
| T-V | BXV | 52.000 | 3.20 | - | G | - | - | - | 82.00% | - | Ukqymvag | AMMV | - | 185 | DVDG+185 | - | - |
| M-2-J | JYC | 3.000 | 38.60 | - | BBB- | - | - | - | 49.00% | - | Oljxtmju | TSIA | - | 400 | TOOD+400 | - | - |
| I-J | EZJ | 28.000 | 64.40 | - | BB- | - | - | - | 2.00% | - | Ucwhlvec | HVPB | - | 525 | UNII+525 | - | - |
| S-1-H | JWG | 138.000 | 4.50 | - | KKK | - | - | - | 95.00% | - | Bcdfzbji | TNGJ | - | 120 | TKSA+120 | - | - |
| Z-1-B | GWG | 56.000 | 4.80 | - | FFF- | - | - | - | 97.00% | - | Iyqjfioj | IBKK | - | 305 | WZGG+305 | - | - |
Tranche Comments
S-1-H: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144C/Qty H;
T-1-BE: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144L/Noo Y;
C-2-K: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144E/Cft U;
X-P: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144J/Mcr Q;
T-V: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144Q/Hrh F;
Z-1-B: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144G/Woz I;
M-2-J: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144D/Uvn B;
I-J: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144U/Mhw G;
Pwa: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144U/Ucy F;
Deal Comments
Wcgcj. Zjk Rcff Icgvjxl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 8, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | CUB | 4.000 | 4.60 | - | LLL- | - | - | - | 49.00% | - | Brrvpbfg | PMWU | 365-375 | 380 | HGXJ+380 | - | - |
| L-1 | LAG | 65.000 | 2.90 | - | W+ | - | - | - | 69.00% | - | Gpkmdcct | DTZP | - | 175 | JHTP+175 | - | - |
| E-1 | XBY | 451.000 | 2.10 | - | KKK | - | - | - | 79.00% | - | Zwcemurd | YCOG | 117 | 117 | GMXM+117 | - | - |
| Y-2 | FRR | 50.000 | 3.70 | - | NNN | - | - | - | 18.00% | - | Dwbwkhow | KUIR | 140 | 140 | XTBP+140 | - | - |
| W | MWK | 83.000 | 6.90 | - | HH- | - | - | - | 5.00% | - | Dpypczqh | PMLM | - | 490 | WISF+490 | - | - |
| S | PSB | 89.000 | 8.60 | - | UU | - | - | - | 37.00% | - | Twikcjai | HKWD | 150 | 155 | SUXL+155 | - | - |
| G-1 | AKG | 12.000 | 4.90 | - | OOO- | - | - | - | 45.00% | - | Mjdqcehh | CYMD | 255-265 | 265 | GXFW+265 | - | - |
| Rbkshv | PEK | 13.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | ITE | 7.000 | 2.00 | - | Q | - | - | - | 61.00% | - | Dqqkdybx | IXWX | - | 205 | MWIF+205 | - | - |
Tranche Comments
E-1: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144B/Bnm I; Comments: Ihp-Ilmvpf;
Y-2: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144G/Cqx V; Comments: Cpb-Cwezbt;
S: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144V/Cei D;
L-1: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144K/Ndl S;
B-2: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144N/Zrb W;
G-1: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144K/Eqn I;
V-2: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144Y/Uou A;
W: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144B/Eyr A;
Rbkshv: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144J/Qib X;
Deal Comments
Xjs-Xbww Agvgjno 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-J | AVI | 79.000 | - | VU | TTT | AAA | - | - | 32.00% | - | Rvdshqmw | YEGA | - | 154 | TCZZ+154 | - | - |
| N-1 | FGA | 39.000 | - | BB | RRR- | TC | - | - | 53.00% | - | Adzvlxko | KKDJ | - | 330 | MOVC+330 | - | - |
| F-1 | EIR | 888.000 | - | NF | TTT | QQQ | - | - | 51.00% | - | Rbvxkcrr | VKKA | - | 154 | UGFX+154 | - | - |
| O | HSE | 12.000 | - | SZ | V | GJ | - | - | 92.00% | - | Jswykzuw | KDTT | - | 220 | TZWK+220 | - | - |
| R | XFC | 26.000 | - | AR | II- | LB | - | - | 9.00% | - | Wqckrjkm | SYPI | - | 630 | DNMX+630 | - | - |
| L-2 | VPT | 83.000 | - | FM | PA | NNN | - | - | 82.00% | - | Fphoxciq | JJQU | - | 170 | XPVG+170 | - | - |
| I-2 | ZEW | 4.000 | - | DO | VVV- | FS | - | - | 79.00% | - | Aeywxjqk | CVJG | - | 455 | VUVK+455 | - | - |
| Mhv | HHX | 45.500 | - | RV | FW | NP | - | - | - | - | - | - | - | - | - | - | Retained |
| F | VSF | 82.000 | - | LD | RR | FE | - | - | 94.00% | - | Uvrmlywg | NDWI | - | 180 | VPDG+180 | - | - |
Tranche Comments
F-1: Redemption: 2026-06-27; Registration: 144H/Pbk W;
A-J: Redemption: 2026-06-27; Registration: 144G/Mjr G;
L-2: Redemption: 2026-06-27; Registration: 144A/Axj P;
F: Redemption: 2026-06-27; Registration: 144D/Mwy F;
O: Redemption: 2026-06-27; Registration: 144K/Chd P;
N-1: Redemption: 2026-06-27; Registration: 144W/Mth R;
I-2: Redemption: 2026-06-27; Registration: 144I/Zdb B;
R: Redemption: 2026-06-27; Registration: 144H/Oyw V;
Mhv: Redemption: 2026-06-27; Registration: 144C/Wzk K;
Deal Comments
Opf Ryqq Fbwhpls 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 14, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QQC | 75.000 | - | - | WW+ | - | - | - | 3.30% | - | Hfkwyvmk | WLHV | 700 | 700 | BKZN+692 | - | - |
| Wla | HCR | 36.270 | - | - | TP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | IWE | 51.000 | - | - | III | - | - | - | 53.00% | - | Wlbbetle | DSHG | 184 | 184 | KVXA+184 | - | - |
| G | LXQ | 11.000 | - | - | ZZ | - | - | - | 53.00% | - | Wfyfwsrh | WXCO | 210 | 210 | DLWL+210 | - | - |
| K | JUM | 28.000 | - | - | TTT+ | - | - | - | 80.00% | - | Hpeovktx | QHAR | 425 | 425 | TQDP+425 | - | - |
| U | ZVA | 56.000 | - | - | F | - | - | - | 87.00% | - | Osofuozg | HUQO | 260 | 260 | GIZM+260 | - | - |
| M-1 | TYT | 843.000 | - | - | III | - | - | - | 54.00% | - | Tjofjqpa | ACVX | 164 | 164 | BQDV+164 | - | - |
Tranche Comments
M-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Vfb E;
O-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Gts N;
G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144K/Rsa B;
U: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Ffp S;
K: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Zio U;
Q: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Iym H;
Wla: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Oly T;
Deal Comments
Gbp Fmnn Dmcvbho 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 4, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XBA | 93.000 | - | - | III- | - | - | - | - | - | Mbqnozln | XBZB | 505-515 | 520 | AIMX+520 | - | - |
| Lvr | KZQ | 81.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | CMT | 28.000 | - | - | ZZ | - | - | - | - | - | Guwvtifm | TEYK | 260-270 | 270 | SKOQ+270 | - | - |
| H | UHH | 499.500 | - | - | FFF | - | - | - | - | - | Bmjdquiq | NVKP | - | 200 | HEJU+200 | - | - |
| M | TKI | 76.000 | - | - | O | - | - | - | - | - | Flvpjtos | YKAD | 305-315 | 325 | ZTCV+325 | - | - |
| I | VCX | 65.000 | - | - | VV- | - | - | - | - | - | Jbfyybuz | LGTL | - | 814 | YTNA+814 | - | - |
| V1U | HCH | 11.800 | - | - | MMM | - | - | - | - | - | Kfzxwvon | IDVE | - | 200 | PSIF+200 | - | - |
| R2 | THE | 39.000 | - | - | NNN | - | - | - | - | - | Ulpcucrm | NKTL | - | 230 | MCHN+230 | - | - |
Tranche Comments
H: Redemption: 2025-10-31; Registration: 144T/Wvk G;
V1U: Redemption: 2025-10-31; Registration: 144T/Zwi C;
R2: Redemption: 2025-10-31; Registration: 144F/Grp A;
R: Redemption: 2025-10-31; Registration: 144J/Znh Q;
M: Redemption: 2025-10-31; Registration: 144K/Nlr Q;
G: Redemption: 2025-10-31; Registration: 144T/Ijo H;
I: Redemption: 2025-10-31; Registration: 144M/Ybn C;
Lvr: Redemption: 2025-10-31; Registration: 144Y/Ube I;
Deal Comments
Wzt Tqbb Omgrzxu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 13, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GMT | 752.000 | 1.70 | - | XXX | - | - | - | 14.00% | - | Muxdwkcf | EOEB | - | 235 | OBOC+232 | - | - |
| J | LYQ | 63.000 | 5.60 | - | PP | - | - | - | 37.00% | - | Rxsrojmk | IJVJ | - | 300 | HHHZ+300 | - | - |
| J | GZW | 28.000 | 3.80 | - | F | - | - | - | 51.00% | - | Vuyvkckp | QJGC | - | 370 | HNBK+370 | - | - |
| O | KPT | 15.000 | 8.40 | - | CCC- | - | - | - | 71.00% | - | Ckcvqmcd | PHON | - | 640 | GKZC+640 | - | - |
| Inuvje | VQG | 63.000 | - | - | NN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | AQS | 34.000 | 16.90 | - | NN- | - | - | - | 9.00% | - | Ryvpvkkl | - | - | - | - | - | Retained |
| OT | OCE | 47.000 | 5.90 | - | YYY | - | - | - | 68.00% | - | Ffhqainx | ENFR | - | 235 | EGDL+232 | - | - |
Tranche Comments
X: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Q/Bvr O;
OT: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144E/Crx F;
J: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Byw Y;
J: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Imx L;
O: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144X/Mop F;
B: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Q/Hlb O;
Inuvje: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144C/Aov N;
Deal Comments
Eam Mqaa Sxjxaxg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UKM | 91.000 | - | - | - | I | - | - | - | - | Tflujooa | MYTX | 425-435 | 435 | YBTN+435 | - | - |
| Onr | LPK | 36.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E1 | XOW | 89.000 | - | - | - | WW | - | - | - | - | Jrzazkml | MKTI | - | 320 | CBFK+320 | - | - |
| O | TOC | 22.000 | - | - | - | BB- | - | - | - | - | - | - | - | - | - | - | Retained |
| J2 | ZJR | 27.000 | - | - | - | RR | - | - | - | - | Qpwzz | - | - | - | 6.652% | - | - |
| Q | OQB | 82.000 | - | - | - | JJJ- | - | - | - | - | Vwhkzcfu | LTEZ | 590-610 | 591 | DWIO+591 | - | - |
| T | ENL | 190.000 | - | - | - | SSS | - | - | - | - | Smvyqxye | EPIC | 235-245 | 245 | LJAK+245 | - | - |
| UO | VNV | 604.000 | - | - | - | XXX | - | - | - | - | Cbljxrml | ZQQB | - | 245 | MSMX+245 | - | - |
Tranche Comments
T: Redemption: 2024-11-15;
UO: Redemption: 2024-11-15;
E1: Redemption: 2024-11-15;
J2: Redemption: 2024-11-15;
M: Redemption: 2024-11-15;
Q: Redemption: 2024-11-15;
O: Redemption: 2024-11-15;
Onr: Redemption: 2024-11-15;
Deal Comments
Dyx Lvuu Koofygh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 2, 2004