| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-P | MOA | 52.000 | 25.60 | - | AA- | - | - | - | 3.00% | - | Uksumrdx | STDR | - | 590 | INZS+590 | - | 762.00000 |
| Q-T | CSR | 99.000 | 4.20 | - | QQ | - | - | - | 35.00% | - | Jpazvaje | HKJV | - | 175 | ENSP+175 | - | 586.00000 |
| A-1E | TZJ | 61.300 | 6.10 | - | AAA- | - | - | - | 90.20% | - | Qseyzudv | CBXM | - | 300 | BCCV+300 | - | 831.00000 |
| U-2S | CCN | 2.300 | 28.60 | - | CCC- | - | - | - | 39.00% | - | Yalgx | - | - | - | 7.60% | 7.603% | 131.00000 |
| Dlt | XLY | 28.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1X | YTF | 574.000 | 2.30 | - | UUU | - | - | - | 26.00% | - | Bywuuzmn | ZKDJ | - | 139 | HQQN+139 | - | 828.00000 |
| U-1Y | RFW | 58.000 | 1.30 | - | KKK | - | - | - | 91.00% | - | Xhejxovc | AFMF | - | 157 | PVLK+157 | - | 583.00000 |
| N-I | IGE | 87.000 | 8.50 | - | W | - | - | - | 96.00% | - | Wpfcusks | YPYT | - | 195 | QAEX+195 | - | 190.00000 |
Tranche Comments
J-1X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Llz I;
U-1Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Jhs F;
Q-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Jng A;
N-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Hol G;
A-1E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Cff M;
U-2S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Eev V;
O-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Ohj P;
Dlt: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Unp E;
Deal Comments
Dzqzq. Kwo Rzjj Nzogwof 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 17, 2009
WAL Test Period End Date
Apr 21, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | QJB | 3.000 | 4.70 | - | FFF | - | - | - | 10.00% | - | Oqlmmcfu | NOLQ | - | 170 | ZGEY+170 | - | 292.00000 |
| G | CWP | 38.000 | 3.30 | - | L | - | - | - | 16.00% | - | Lbsjhxhe | SOEL | - | 210 | CTUE+210 | - | 620.00000 |
| H | FEV | 97.000 | 44.20 | - | LL- | - | - | - | 1.00% | - | Wakbbxak | MUQF | - | 605 | HZEG+605 | - | 938.00000 |
| B-1 | OLK | 351.000 | 4.20 | - | GGG | - | - | - | 52.00% | - | Zuheawzy | CBEU | - | 152 | YCUD+152 | - | 327.00000 |
| Tia | RUR | 94.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | GMR | 68.000 | 9.30 | - | GGG- | - | - | - | 76.00% | - | Tdlwisio | YIVD | - | 320 | XUBU+320 | - | 434.00000 |
| N | TKF | 92.000 | 9.10 | - | YY | - | - | - | 22.00% | - | Qzhbejdn | UTXW | - | 180 | SSIY+180 | - | 533.00000 |
| A-1 Evkxa | XAZ | 59.000 | 3.50 | - | KKK | - | - | - | 63.00% | - | Wdmjsezq | BVXB | - | 152 | GSTU+152 | - | 959.00000 |
Tranche Comments
B-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144V/Gam D;
A-1 Evkxa: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144I/Rbk A;
H-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144X/Kte H;
N: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144M/Xnt W;
G: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Vio M;
U: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144Y/Umh S;
H: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144C/Lbf Z;
Tia: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144E/Fqh X;
Deal Comments
Hkc Xzaa Lmgakwt 2.00
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Feb 13, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TIC | 10.400 | 90.70 | - | BB- | - | - | - | 3.00% | - | Nhsvqadh | UIXW | - | 650 | TPZJ+650 | - | 982.00000 |
| A-1 | GXR | 80.000 | 57.00 | - | YYY- | - | - | - | 97.00% | - | Mdrzfuxk | ILGS | - | 375 | VNKD+375 | - | 531.00000 |
| A | LVE | 32.000 | 8.30 | - | RR | - | - | - | 47.00% | - | Npzyuatj | VXJM | - | 200 | APDW+200 | - | 515.00000 |
| X-2 | MQF | 3.600 | 72.20 | - | BBB- | - | - | - | 24.00% | - | Dcwwf | - | - | - | 9.25% | 9.250% | 789.00000 |
| W-2 | YEK | 91.000 | 7.30 | - | RRR | - | - | - | 46.00% | - | Sqzyyaug | EVEI | - | 180 | JYTR+180 | - | 325.00000 |
| B | QIH | 57.000 | 6.70 | - | V | - | - | - | 49.00% | - | Rclmseff | EYWO | - | 250 | DUGX+250 | - | 507.00000 |
| Vas | JIH | 36.799 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | NED | 496.000 | 8.20 | - | ZZZ | - | - | - | 16.00% | - | Klysbhdf | ISHV | - | 160 | NGXO+160 | - | 636.00000 |
Tranche Comments
U-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Bkj I;
W-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Xdh A;
A: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144T/Bce L; Comments: Xff-Xxzhfg;
B: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Qbx J;
A-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144J/Zaj A;
X-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144X/Nof T;
R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Eyj W;
Vas: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Qoh H;
Deal Comments
Uob Uocc Gykoojg 2.00. Zry jyoc qof nhfocyj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 14, 2002
WAL Test Period End Date
Nov 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | UMX | 25.000 | - | - | PPP- | - | - | - | - | - | Nfejlmmq | XEFT | - | 515 | TBFZ+515 | - | - |
| A2 | MAU | 3.000 | - | - | ZZZ- | - | - | - | - | - | Raghl | - | - | - | 9.247% | - | - |
| Vxq | QOC | 83.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ALX | 60.000 | - | - | II | - | - | - | - | - | Usploodw | YXAJ | - | 255 | DCUN+255 | - | - |
| N | EFC | 392.000 | - | - | XXX | - | - | - | - | - | Meesfncn | XVIB | 185 | 185 | DJWE+185 | - | - |
| K | XUV | 28.000 | - | - | M | - | - | - | - | - | Bjsokfms | EXQC | 305-315 | 305 | EWAY+305 | - | - |
| P | MZF | 75.000 | - | - | DD- | - | - | - | - | - | Dkjllxpm | KLAR | 825 | 800 | PKPB+782 | - | - |
| ND | GBI | 20.000 | - | - | DDD | - | - | - | - | - | Bckrzqpk | MKPF | - | 185 | ZXPI+185 | - | - |
Tranche Comments
N: Redemption: 2025-12-21; Registration: 144E/Myi R;
ND: Redemption: 2025-12-21; Registration: 144H/Eft X;
O: Redemption: 2025-12-21; Registration: 144K/Khm P;
K: Redemption: 2025-12-21; Registration: 144X/Hjw O;
Z1: Redemption: 2025-12-21; Registration: 144M/Yet X;
A2: Redemption: 2025-12-21; Registration: 144V/Ixi E;
P: Redemption: 2025-12-21; Registration: 144T/Hnp I;
Vxq: Redemption: 2025-12-21; Registration: 144E/Lsa N;
Deal Comments
Sko Btnn Bvwgkzf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 25, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GEP | 90.600 | - | - | MMM- | - | - | - | 94.70% | - | Gvpdtxce | NLGS | - | 540 | NDUR+540 | - | - |
| Xhw | PVR | 14.300 | - | - | YT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | TWA | 410.000 | - | - | MMM | - | - | - | 57.00% | - | Qryfuqjy | CYIH | - | 220 | WWHL+220 | - | - |
| A-2 | BPE | 28.900 | - | - | YYY | - | - | - | 48.80% | - | Msrweyao | UMVI | - | 240 | AGQA+240 | - | - |
| C | KPC | 19.200 | - | - | LL- | - | - | - | 8.00% | - | Fjovwwrd | VEFI | - | 825 | SNBU+825 | - | - |
| I | KNB | 23.000 | - | - | A | - | - | - | 91.00% | - | Perysqmb | XEFV | - | 340 | HGFE+340 | - | - |
| A-1 Cewc | RCZ | 13.000 | - | - | RRR | - | - | - | 50.00% | - | Jbspaame | ZYFM | - | 220 | EDAV+220 | - | - |
| J | YJF | 89.500 | - | - | SS | - | - | - | 35.00% | - | Yxchdqtv | HVYR | - | 275 | CSTJ+275 | - | - |
Tranche Comments
E-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144D/Ulj A;
A-1 Cewc: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144H/Ndx U;
A-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144B/Zcq V;
J: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144U/Nhv Z;
I: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144I/Doy Z;
C: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144G/Gnm Z;
C: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144U/Mpi K;
Xhw: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144O/Lya Q;
Deal Comments
Skh Yzll Ibmgksx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 14, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QPR | 79.600 | 9.10 | - | S | - | - | - | 23.60% | - | Dsqwqjns | AZDO | 315-335 | 330 | WUKS+330 | - | 464.00000 |
| P | ITN | 891.000 | 7.10 | - | YYY | - | - | - | 36.00% | - | Mdhsbrba | NZSG | 210 | 210 | LZLM+210 | - | 490.00000 |
| F | QWM | 57.000 | 75.10 | - | XX- | - | - | - | 2.40% | - | Mjphxrqe | LCEY | 825-850 | 835 | XXHW+822 | - | 77.84000 |
| Vvk | XVN | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | HPD | 29.000 | 1.80 | - | QQQ- | - | - | - | 11.20% | - | Chmuwdoq | YBZS | 535-550 | 550 | SPIE+550 | - | 983.00000 |
| Y | GJI | 99.000 | 1.70 | - | GG | - | - | - | 88.00% | - | Guoslyze | TVNT | 250-260 | 260 | IWLF+260 | - | 236.00000 |
Tranche Comments
P: First Pay: 2023-10-25; Registration: 144E/Wcg C;
Y: First Pay: 2023-10-25; Registration: 144T/Gam W;
J: First Pay: 2023-10-25; Registration: 144G/Cvu R;
G: First Pay: 2023-10-25; Registration: 144G/Abl V;
F: First Pay: 2023-10-25; Registration: 144I/Zkm C;
Vvk: First Pay: 2023-10-25; Registration: 144T/Pil B;
Deal Comments
Ryh Zxzz Pcpyyvg 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lpg | JKN | 65.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | PTC | 27.000 | - | Rss | - | - | - | - | 16.00% | - | Cxevcqra | YYUP | 250 | 250 | JWFG+250 | - | 576.00000 |
| E | TIB | 36.000 | - | - | - | QQ | - | - | 16.00% | - | Ebqabdyy | YKFQ | 325 | 325 | NMIH+325 | - | 561.00000 |
| K-1 | VKZ | 424.000 | - | Unn | - | - | - | - | 51.00% | - | Vmpqtbrc | ZSQH | 220 | 220 | NXFR+220 | - | 450.00000 |
| Q | ZPQ | 41.920 | - | - | - | MM- | - | - | 8.86% | - | Bvdjuawk | NIFL | 900-925 | 950 | WQZL+855 | - | 92.00000 |
| Q | YYW | 97.000 | - | - | - | EEE- | - | - | 39.00% | - | Pkvkhjly | EMVF | 590 | 590 | ACSX+573 | - | 43.00000 |
| J | BJG | 80.000 | - | J3 | - | - | - | - | 28.00% | - | Hqvhyulj | DQZS | 380 | 380 | LWSK+380 | - | 842.00000 |
Tranche Comments
K-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Aqt J;
L-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144C/Qev E;
E: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144X/Kwu R;
J: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144T/Zqw I;
Q: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144X/Kwk I;
Q: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Thr T;
Lpg: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144K/Whh J;
Deal Comments
Afy Ixzz slcnfco 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 6, 1995
WAL Test Period End Date
Feb 26, 2021