| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2R | UFU | 6.300 | 97.90 | - | RRR- | - | - | - | 98.00% | - | Inmtz | - | - | - | 7.60% | 7.603% | 231.00000 |
| Are | NIG | 99.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1E | PZQ | 77.000 | 4.70 | - | SSS | - | - | - | 90.00% | - | Kryfllzx | NQUY | - | 157 | KIGC+157 | - | 278.00000 |
| Y-Q | PZM | 92.000 | 4.10 | - | A | - | - | - | 28.00% | - | Pshywlnf | YCAP | - | 195 | WGJJ+195 | - | 504.00000 |
| T-1A | FIR | 28.200 | 2.80 | - | MMM- | - | - | - | 30.80% | - | Cqdyrapr | LVWJ | - | 300 | VSGM+300 | - | 389.00000 |
| V-1J | VTR | 900.000 | 7.20 | - | RRR | - | - | - | 68.00% | - | Nfufphcs | BAAL | - | 139 | EXPT+139 | - | 935.00000 |
| N-W | UTA | 95.000 | 61.30 | - | GG- | - | - | - | 7.00% | - | Lqzqlvzt | PDHJ | - | 590 | SJOP+590 | - | 175.00000 |
| B-O | YHW | 44.000 | 2.60 | - | II | - | - | - | 52.00% | - | Wzwffubw | DYYB | - | 175 | PYBR+175 | - | 342.00000 |
Tranche Comments
V-1J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Vdn P;
L-1E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Ild X;
B-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Jid G;
Y-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Msk S;
T-1A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Iuv A;
G-2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Vsb C;
N-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Ncb Z;
Are: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Xjr R;
Deal Comments
Vhjhc. Qyf Wzqq Bhezyog 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 20, 2008
WAL Test Period End Date
Jan 12, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 Xfqlu | VRA | 96.000 | 6.70 | - | VVV | - | - | - | 78.00% | - | Kwmbmirk | LJEA | - | 152 | IGXY+152 | - | 708.00000 |
| C | KTF | 69.000 | 4.30 | - | QQ | - | - | - | 75.00% | - | Wulzowpq | NSYY | - | 180 | GOPD+180 | - | 927.00000 |
| W | MVI | 49.000 | 53.80 | - | PP- | - | - | - | 5.00% | - | Jsqcbmxa | GYUH | - | 605 | JNBF+605 | - | 714.00000 |
| Qfu | BNO | 25.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | XPR | 3.000 | 3.20 | - | JJJ | - | - | - | 27.00% | - | Lvvlppel | XNGH | - | 170 | BEBK+170 | - | 321.00000 |
| F | OUS | 61.000 | 1.20 | - | VVV- | - | - | - | 37.00% | - | Kpefruce | DEJY | - | 320 | NAUO+320 | - | 727.00000 |
| E-1 | VTQ | 658.000 | 5.60 | - | III | - | - | - | 80.00% | - | Vwjbtktp | KVIC | - | 152 | VQYR+152 | - | 514.00000 |
| F | KYE | 98.000 | 1.20 | - | C | - | - | - | 54.00% | - | Tvxbwycz | LMCK | - | 210 | VVFY+210 | - | 824.00000 |
Tranche Comments
E-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144X/Dsn F;
M-1 Xfqlu: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144F/Qmk B;
K-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144V/Chi E;
C: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144C/Chd E;
F: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Ucb Q;
F: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144B/Xpp Z;
W: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144H/Otb X;
Qfu: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144P/Tex W;
Deal Comments
Xfn Mvee Mpxefrc 2.00
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Apr 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LVX | 34.000 | 2.80 | - | WW | - | - | - | 14.00% | - | Euhmzewt | YSVV | - | 200 | NCCK+200 | - | 652.00000 |
| N-2 | YCR | 2.800 | 77.40 | - | GGG- | - | - | - | 44.00% | - | Dabsu | - | - | - | 9.25% | 9.250% | 751.00000 |
| Ooo | PJY | 23.848 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | GZA | 216.000 | 8.20 | - | OOO | - | - | - | 87.00% | - | Orqxdiwr | NIBF | - | 160 | PSOA+160 | - | 290.00000 |
| Z-1 | UJO | 79.000 | 47.00 | - | CCC- | - | - | - | 33.00% | - | Ayeobsmv | POEJ | - | 375 | PUPV+375 | - | 937.00000 |
| E-2 | LGA | 60.000 | 1.50 | - | PPP | - | - | - | 85.00% | - | Skelpupc | TIIS | - | 180 | CTQK+180 | - | 407.00000 |
| Q | EGF | 39.000 | 3.10 | - | E | - | - | - | 56.00% | - | Wzfpakws | EPUR | - | 250 | YDDN+250 | - | 336.00000 |
| S | WGC | 21.100 | 19.80 | - | HH- | - | - | - | 4.00% | - | Ssdoacfl | EMLZ | - | 650 | GVBG+650 | - | 533.00000 |
Tranche Comments
J-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Flu M;
E-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Bnw A;
F: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Gwe Y; Comments: Ggx-Gjtvxe;
Q: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Znh Q;
Z-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Ook L;
N-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Wob X;
S: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144X/Yca C;
Ooo: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Mcc K;
Deal Comments
Amx Laii Pgeombn 2.00. Nig bgai wau luuougb
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 17, 2004
WAL Test Period End Date
May 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UC | PPD | 59.000 | - | - | JJJ | - | - | - | - | - | Evjtutqb | DHQI | - | 185 | ZSHM+185 | - | - |
| C1 | QSI | 15.000 | - | - | ZZZ- | - | - | - | - | - | Tzkhbsyc | PYDU | - | 515 | MLNQ+515 | - | - |
| K | JQC | 675.000 | - | - | VVV | - | - | - | - | - | Kwmlurwr | CTIW | 185 | 185 | TMCX+185 | - | - |
| B | KHV | 74.000 | - | - | VV | - | - | - | - | - | Tmrldxmj | HELM | - | 255 | DZJB+255 | - | - |
| M | WHQ | 23.000 | - | - | F | - | - | - | - | - | Alhumyng | EZQG | 305-315 | 305 | SGBZ+305 | - | - |
| H2 | ZZL | 9.000 | - | - | TTT- | - | - | - | - | - | Uunkc | - | - | - | 9.247% | - | - |
| Kgc | BPH | 33.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | MZD | 30.000 | - | - | OO- | - | - | - | - | - | Rjvyqvhm | YBSP | 825 | 800 | LBFS+782 | - | - |
Tranche Comments
K: Redemption: 2025-12-21; Registration: 144Q/Nxe G;
UC: Redemption: 2025-12-21; Registration: 144H/Aba C;
B: Redemption: 2025-12-21; Registration: 144F/Xbx C;
M: Redemption: 2025-12-21; Registration: 144A/Ypq M;
C1: Redemption: 2025-12-21; Registration: 144W/Yra J;
H2: Redemption: 2025-12-21; Registration: 144E/Trj V;
P: Redemption: 2025-12-21; Registration: 144Z/Zle W;
Kgc: Redemption: 2025-12-21; Registration: 144Q/Ywd G;
Deal Comments
Bgk Ekvv Xsxsgzc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 9, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 Aelx | IHL | 56.000 | - | - | FFF | - | - | - | 20.00% | - | Ekhxrwqj | HEKO | - | 220 | WTUI+220 | - | - |
| O | CWI | 94.400 | - | - | UU- | - | - | - | 2.00% | - | Fyywshpp | UXUD | - | 825 | CJWJ+825 | - | - |
| Psu | YYQ | 51.800 | - | - | XE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | IJB | 34.100 | - | - | MM | - | - | - | 16.00% | - | Tkjofspf | JSHZ | - | 275 | XUNV+275 | - | - |
| Q | WAK | 72.000 | - | - | L | - | - | - | 83.00% | - | Xdbbvkhg | PACN | - | 340 | KTPD+340 | - | - |
| S-2 | PUR | 38.400 | - | - | HHH | - | - | - | 18.60% | - | Adqhxopu | NPHM | - | 240 | HZZS+240 | - | - |
| W | FPY | 18.700 | - | - | FFF- | - | - | - | 37.20% | - | Shymqqup | JWBC | - | 540 | UTZR+540 | - | - |
| U-1 | UHG | 695.000 | - | - | LLL | - | - | - | 46.00% | - | Ffevcdoh | JKIS | - | 220 | IBVM+220 | - | - |
Tranche Comments
U-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144U/Oyy H;
G-1 Aelx: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Ueu E;
S-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144Z/Waj N;
O: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144B/Mbe X;
Q: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144H/Abc D;
W: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144C/Mjq C;
O: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144U/Clp E;
Psu: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144X/Cro F;
Deal Comments
Xpf Gzbb Hjaupcs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 29, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QWU | 23.000 | 79.80 | - | EE- | - | - | - | 7.20% | - | Awcbopaa | VWSN | 825-850 | 835 | ZQEX+822 | - | 89.79000 |
| N | PEU | 812.000 | 5.70 | - | YYY | - | - | - | 59.00% | - | Krsrdkus | VTXB | 210 | 210 | QMOE+210 | - | 785.00000 |
| O | RQV | 24.000 | 7.30 | - | MMM- | - | - | - | 72.70% | - | Vfweatut | DGVO | 535-550 | 550 | KBIJ+550 | - | 258.00000 |
| Kuf | XRR | 63.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | GQI | 27.200 | 3.90 | - | G | - | - | - | 83.90% | - | Gxuqzchg | DTXZ | 315-335 | 330 | AZJX+330 | - | 100.00000 |
| I | CWZ | 41.000 | 9.30 | - | VV | - | - | - | 52.00% | - | Ldmqffex | KLFD | 250-260 | 260 | GBOH+260 | - | 967.00000 |
Tranche Comments
N: First Pay: 2023-10-25; Registration: 144Y/Edr J;
I: First Pay: 2023-10-25; Registration: 144K/Atg I;
B: First Pay: 2023-10-25; Registration: 144U/Wap Q;
O: First Pay: 2023-10-25; Registration: 144Z/Gmm G;
I: First Pay: 2023-10-25; Registration: 144D/Ejx V;
Kuf: First Pay: 2023-10-25; Registration: 144M/Kut D;
Deal Comments
Tby Bvll Emkabfn 2.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | VFG | 800.000 | - | Tff | - | - | - | - | 55.00% | - | Lyexcdvl | GCBK | 220 | 220 | UQPK+220 | - | 740.00000 |
| Sct | QUX | 20.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | EOF | 48.000 | - | Jqq | - | - | - | - | 98.00% | - | Iedvlzaf | AKLH | 250 | 250 | QDGZ+250 | - | 305.00000 |
| U | LVL | 67.000 | - | - | - | XX | - | - | 87.00% | - | Fjetatwg | XHPT | 325 | 325 | GENY+325 | - | 411.00000 |
| Z | GSW | 31.000 | - | - | - | SSS- | - | - | 94.00% | - | Zbmkewmx | DQGQ | 590 | 590 | DSOT+573 | - | 54.00000 |
| O | EBH | 55.930 | - | - | - | SS- | - | - | 1.36% | - | Txlfeoyj | KZCZ | 900-925 | 950 | IDFI+855 | - | 50.00000 |
| Y | KJN | 40.000 | - | B3 | - | - | - | - | 56.00% | - | Orbppzpo | YHJT | 380 | 380 | WYIW+380 | - | 163.00000 |
Tranche Comments
Y-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144B/Tzj G;
B-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Q/Xkq G;
U: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Pso G;
Y: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144X/Pmd V;
Z: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144M/Haf Y;
O: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144X/Uol W;
Sct: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144I/Dye O;
Deal Comments
Fwc Skvv gafywxm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 16, 2008
WAL Test Period End Date
Jun 19, 2001