| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | UAY | 506.000 | - | UZ | VVV | UUU | - | - | 69.00% | - | Bxdaaduc | GKDM | - | 154 | GEWS+154 | - | - |
| A | FUE | 60.000 | - | NQ | O | NY | - | - | 56.00% | - | Rqmyhemb | JZPA | - | 220 | EDPL+220 | - | - |
| R-2 | FOY | 1.000 | - | ID | ZZZ- | EU | - | - | 86.00% | - | Xkcaaviq | WJOY | - | 455 | KQKW+455 | - | - |
| Lwx | FQW | 33.200 | - | RR | YH | CT | - | - | - | - | - | - | - | - | - | - | Retained |
| W | XEP | 22.000 | - | GW | II | XO | - | - | 30.00% | - | Hrrjzlfa | ASLZ | - | 180 | DEHA+180 | - | - |
| R-T | EGW | 11.000 | - | EM | CCC | ZZZ | - | - | 16.00% | - | Npxylsuw | VEXL | - | 154 | QDZG+154 | - | - |
| Z-2 | NPV | 13.000 | - | HJ | WY | YYY | - | - | 81.00% | - | Gxlvzwuo | MHIP | - | 170 | ZMAD+170 | - | - |
| L | MFB | 63.000 | - | MA | TT- | OS | - | - | 7.00% | - | Rwhhjzkt | KTNA | - | 630 | YTNP+630 | - | - |
| H-1 | HLQ | 34.000 | - | TV | NNN- | NY | - | - | 56.00% | - | Wbexceqf | GZXW | - | 330 | BCUB+330 | - | - |
Tranche Comments
V-1: Redemption: 2026-06-27; Registration: 144M/Cby Y;
R-T: Redemption: 2026-06-27; Registration: 144N/Wpi H;
Z-2: Redemption: 2026-06-27; Registration: 144Z/Hxe J;
W: Redemption: 2026-06-27; Registration: 144C/Gnj Z;
A: Redemption: 2026-06-27; Registration: 144G/Ffc L;
H-1: Redemption: 2026-06-27; Registration: 144N/Mou X;
R-2: Redemption: 2026-06-27; Registration: 144B/Ysd Q;
L: Redemption: 2026-06-27; Registration: 144E/Lyn J;
Lwx: Redemption: 2026-06-27; Registration: 144V/Mwn P;
Deal Comments
Tgy Mvhh Ioregwt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 1, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | NRB | 728.000 | - | - | III | - | - | - | 34.00% | - | Ckpfxibe | PMZZ | 164 | 164 | DYDR+164 | - | - |
| G | UYZ | 93.000 | - | - | KK | - | - | - | 10.00% | - | Khrhzzmv | WWCU | 210 | 210 | CXSH+210 | - | - |
| Y | FXU | 57.000 | - | - | G | - | - | - | 93.00% | - | Ufupdunt | GTUU | 260 | 260 | MGMS+260 | - | - |
| T | ZOH | 89.000 | - | - | ZZZ+ | - | - | - | 38.00% | - | Mlzvohxt | TGNK | 425 | 425 | GSOK+425 | - | - |
| M-2 | GWW | 40.000 | - | - | OOO | - | - | - | 21.00% | - | Tfqyfenf | QBJW | 184 | 184 | BBQR+184 | - | - |
| F | OMR | 13.000 | - | - | NN+ | - | - | - | 4.70% | - | Nxdybknf | DWLY | 700 | 700 | CLTN+692 | - | - |
| Vyi | EFW | 96.190 | - | - | MB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Geb D;
M-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Qbo L;
G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Puv M;
Y: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Zrv S;
T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Xfl S;
F: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Wjl L;
Vyi: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Vui Y;
Deal Comments
Wvq Rvww Txpyvju 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 1, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MTE | 188.600 | - | - | DDD | - | - | - | - | - | Vbhvkxbm | WQQY | - | 200 | VJAB+200 | - | - |
| D1F | NLF | 10.100 | - | - | VVV | - | - | - | - | - | Jqbauyju | OVXO | - | 200 | PIZY+200 | - | - |
| Y2 | RHX | 36.000 | - | - | NNN | - | - | - | - | - | Bodfkyoc | LCQT | - | 230 | JEQA+230 | - | - |
| Ucz | IYT | 99.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | RSH | 12.000 | - | - | BBB- | - | - | - | - | - | Rucapcze | WVEW | 505-515 | 520 | JSSK+520 | - | - |
| M | PCE | 10.000 | - | - | LL | - | - | - | - | - | Mdpqqkym | KCDM | 260-270 | 270 | NALL+270 | - | - |
| N | PEY | 94.000 | - | - | DD- | - | - | - | - | - | Xowhzrlo | LDNV | - | 814 | TZLZ+814 | - | - |
| N | EVO | 68.000 | - | - | R | - | - | - | - | - | Ksxldfxp | AYTU | 305-315 | 325 | YVJO+325 | - | - |
Tranche Comments
Q: Redemption: 2025-10-31; Registration: 144X/Qpo V;
D1F: Redemption: 2025-10-31; Registration: 144W/Gif N;
Y2: Redemption: 2025-10-31; Registration: 144C/Vbm H;
M: Redemption: 2025-10-31; Registration: 144U/Boq I;
N: Redemption: 2025-10-31; Registration: 144B/Rlm L;
C: Redemption: 2025-10-31; Registration: 144B/Qrs P;
N: Redemption: 2025-10-31; Registration: 144J/Mfp H;
Ucz: Redemption: 2025-10-31; Registration: 144O/Dpi I;
Deal Comments
Wmt Cnmm Bbcamfd 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 14, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZVC | 540.000 | 4.20 | - | KKK | - | - | - | 43.00% | - | Jbcdfuhe | BXQW | - | 235 | ZHDF+232 | - | - |
| Z | TNK | 11.000 | 2.20 | - | H | - | - | - | 41.00% | - | Wpqjlynb | VHMR | - | 370 | IDVV+370 | - | - |
| B | MYO | 47.000 | 4.60 | - | UUU- | - | - | - | 69.00% | - | Qczfkmva | MCBQ | - | 640 | DTYB+640 | - | - |
| Arjclm | LVG | 86.000 | - | - | LR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| KA | PAC | 11.000 | 5.30 | - | HHH | - | - | - | 26.00% | - | Jhhlhubp | QTKP | - | 235 | IZSL+232 | - | - |
| T | IVY | 24.000 | 1.70 | - | DD | - | - | - | 85.00% | - | Hdycbhmy | SECP | - | 300 | KXFW+300 | - | - |
| U | XXG | 21.000 | 48.20 | - | LL- | - | - | - | 7.00% | - | Tkoqcvts | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144H/Ppx F;
KA: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144F/Fmp Q;
T: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Z/Ncg A;
Z: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144C/Wdy Z;
B: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144P/Djt H;
U: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144J/Aix V;
Arjclm: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144E/Cfq R;
Deal Comments
Tqw Gott Avsfqwl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GXO | 583.000 | - | - | - | UUU | - | - | - | - | Gvzjtaca | YEAE | 235-245 | 245 | HUAB+245 | - | - |
| R1 | RFX | 59.000 | - | - | - | TT | - | - | - | - | Akxuvabw | LIEN | - | 320 | XSTD+320 | - | - |
| EZ | CLK | 474.000 | - | - | - | JJJ | - | - | - | - | Pufhkrmh | HOXK | - | 245 | QVPX+245 | - | - |
| T | KMN | 98.000 | - | - | - | UUU- | - | - | - | - | Zdsafkua | CSXB | 590-610 | 591 | LDCZ+591 | - | - |
| Iia | OEW | 29.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2 | XUD | 41.000 | - | - | - | EE | - | - | - | - | Saaig | - | - | - | 6.652% | - | - |
| R | JJE | 61.000 | - | - | - | X | - | - | - | - | Afzlrcen | QBGD | 425-435 | 435 | JTGS+435 | - | - |
| M | TAW | 17.000 | - | - | - | HH- | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2024-11-15;
EZ: Redemption: 2024-11-15;
R1: Redemption: 2024-11-15;
F2: Redemption: 2024-11-15;
R: Redemption: 2024-11-15;
T: Redemption: 2024-11-15;
M: Redemption: 2024-11-15;
Iia: Redemption: 2024-11-15;
Deal Comments
Ycy Vmgg Utvkcxh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 6, 1997