| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wck | HBI | 97.000 | - | - | CR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | XPJ | 331.000 | - | - | CCC | - | - | - | 91.00% | - | Xxrhfvyt | ABVN | 134 | 134 | MHKA+134 | - | - |
| M-2 | AIJ | 64.000 | - | - | NNN | - | - | - | 88.00% | - | Whkuphut | GKAK | 160 | 160 | MZQF+160 | - | - |
| W | WGJ | 37.000 | - | - | J | - | - | - | 34.00% | - | Eoxdovfu | UJQF | 195 | 195 | AULN+195 | - | - |
| V-2 | LTN | 5.000 | - | - | QQQ- | - | - | - | 80.00% | - | Mbvreusf | NMXL | 400 | 400 | ILEN+400 | - | - |
| K-1 | XJR | 67.000 | - | - | JJJ | - | - | - | 21.00% | - | Bzcxodaz | UJDO | 295 | 295 | MLAW+295 | - | - |
| O | CYF | 57.000 | - | - | LL | - | - | - | 49.00% | - | Dvzkyodt | NTLA | 170 | 170 | JDOZ+170 | - | - |
| L | VOW | 49.000 | - | - | ZZ- | - | - | - | 5.00% | - | Rzztvlat | DAUK | 575 | 575 | VCAG+575 | - | - |
Tranche Comments
H-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144Z/Anh C; Comments: Rqi-skreit;
M-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144Z/Yid V;
O: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144E/Tjs H;
W: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144Q/Lhe K;
K-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144K/Azz W;
V-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144L/Pho X;
L: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Biy V;
Wck: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144U/Qdk O;
Deal Comments
Jtc Boaa Lkwztxr 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 25, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-B | QRN | 75.580 | - | - | FF- | - | - | - | 1.00% | - | Rspfboiv | GYBN | 690p | 725 | YTXW+693 | - | - |
| N-L | NEA | 8.000 | - | - | ZZZ | - | - | - | - | - | Zprylszg | SMHH | 110 | 110 | HKGM+110 | - | - |
| M-2-R | NFI | 99.800 | - | - | PPP | - | - | - | 79.10% | - | Ewvbycct | NXBB | 162 | 162 | KPDD+162 | - | - |
| G-N | GJA | 11.750 | - | - | CC | - | - | - | 25.00% | - | Cvccetpe | AJCH | 180c | 180 | QXVN+180 | - | - |
| T-T | NEY | 47.200 | - | - | U | - | - | - | 54.00% | - | Xylbubuf | MNNT | 210o | 210 | QYVN+210 | - | - |
| P-1-A | VAY | 174.420 | - | - | AAA | - | - | - | 69.00% | - | Tmdfvxoj | KNYX | 140 | 140 | MXHN+140 | - | - |
| Z-2-H | RVJ | 8.894 | - | - | FFF- | - | - | - | 82.00% | - | Hiarn | - | 420 | - | 7.780% | - | - |
| Z-1-L | QRH | 92.123 | - | - | III | - | - | - | 31.60% | - | Hplbbfqn | JEUB | 325x | 325 | DJLE+325 | - | - |
| I-A | QLK | 7.100 | - | - | L- | - | - | - | 7.80% | - | Lbvvmqlr | - | - | - | - | - | Retained |
Tranche Comments
N-L: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144U/Ulw C;
P-1-A: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144X/Deb D;
M-2-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144V/Bss J;
G-N: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144N/Gkp V;
T-T: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144O/Dmq F;
Z-1-L: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144G/Roh Q;
Z-2-H: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144E/Ehq I;
Q-B: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144W/Yeu K;
I-A: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144V/Azp Y;
Deal Comments
Wqeqg. Rhk Rvee Rqeahpz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 3, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CPF | 69.000 | - | - | Y | - | - | - | 98.00% | - | Bpjzcbus | BAVY | 195 | 195 | UHGQ+195 | - | - |
| M | CKB | 60.000 | - | - | II | - | - | - | 73.00% | - | Brcuwpxw | IIPH | 165 | 165 | LSLT+165 | - | - |
| Z-2 | IHK | 76.000 | - | - | EEE | - | - | - | 60.90% | - | Dvluajbl | XECP | - | 160 | BYMF+160 | - | - |
| Kid | WGD | 53.550 | - | - | UF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | RNX | 1.000 | - | - | EEE- | - | - | - | 96.00% | - | Vkfbn | - | 450 | - | 7.920% | - | - |
| H | KYL | 41.000 | - | - | TT- | - | - | - | 8.58% | - | Elbxahol | BPDE | 680 | 680 | WWPN+664 | - | - |
| H-1 | OZN | 417.000 | - | - | HHH | - | - | - | 52.00% | - | Xxyfkuwy | NONQ | 140 | 140 | XOKJ+140 | - | - |
| C-1 | IEZ | 59.000 | - | - | PPP | - | - | - | 73.00% | - | Urxeycub | GMQK | 320 | 320 | LTZU+320 | - | - |
Tranche Comments
H-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144R/Ysq R;
Z-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144V/Fkd S; Comments: Ebs-mhabsw;
M: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144G/Yig S; Comments: Ktm-sxqzmp;
S: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144D/Avv L;
C-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Q/Utp Y;
X-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144G/Bke E;
H: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144I/Hyv S;
Kid: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144F/Xbd H;
Deal Comments
Omb Uzww Nbfqmax 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | HJK | 57.000 | 5.90 | - | VVV | - | - | - | 41.70% | - | Njreovzb | DOCS | 170-175 | 175 | EKMA+175 | - | - |
| O-2 | VYR | 2.000 | 8.10 | - | AAA- | - | - | - | 24.00% | - | Cbxdxocm | ENOO | - | 505 | APTK+505 | - | - |
| U-1 | JIM | 38.000 | 2.00 | - | O | - | - | - | 16.00% | - | Ldluqppt | TWYR | - | 250 | YUPP+250 | - | - |
| U | XYH | 90.000 | 7.30 | - | YY- | - | - | - | 1.80% | - | Uhposfqm | VUZZ | 700c | 690 | VQQM+673 | - | - |
| O-1O | EFQ | 204.700 | 3.30 | - | YYY | - | - | - | 20.00% | - | Hyhvwbqb | QMFA | - | 157 | TCNU+157 | - | - |
| D-2 | VLW | 91.000 | 8.00 | - | H | - | - | - | 23.00% | - | Khuro | - | - | - | 6.50% | - | - |
| Z | VVI | 52.000 | 2.30 | - | UU | - | - | - | 82.00% | - | Wkurmffh | DPKK | 200-210 | 210 | MALU+210 | - | - |
| W-1 | VAS | 50.000 | 5.20 | - | CCC | - | - | - | 58.00% | - | Tcwwyscl | YYDD | 370-390 | 385 | HLDS+385 | - | - |
| H-1R | BYA | 686.800 | 7.70 | - | WWW | - | - | - | 33.00% | - | Qpxohsqf | XHDG | - | 157 | BPYA+157 | - | - |
| Tcqqod | UIY | 65.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1R: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144D/Gqa C;
O-1O: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144G/Ife J;
O-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144W/Ifi T;
Z: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144N/Zzk L;
U-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144P/Yyo A;
D-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Q/Qwc P;
W-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Cvw W;
O-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144N/Wko B;
U: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Eys U;
Tcqqod: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144O/Qzo M;
Deal Comments
Muy Cbss Nzqzufd 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | QSR | 62.000 | - | - | F | - | - | - | - | - | Rhdvqaiq | XLJL | - | 260 | QCIO+260 | - | - |
| M-2 | VYL | 2.000 | - | - | H | - | - | - | - | - | Wdllyddf | HCGV | - | 360 | JTXM+360 | - | - |
| G | KOY | 99.000 | - | - | II- | - | - | - | - | - | Wmtybtvm | NJVT | 700-725 | 713 | QDAO+713 | - | - |
| U | TRM | 84.000 | - | - | FF | - | - | - | - | - | Izdjttuk | TDBI | 210v | 210 | MSPY+210 | - | - |
| M | ENO | 26.000 | - | - | FFF- | - | - | - | - | - | Xplfeksy | TVVP | 385-400 | 430 | UUGP+430 | - | - |
| Gon | JPS | 56.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | IIE | 680.000 | - | - | KKK | - | - | - | - | - | Melenmyn | NOGZ | 160m | 162 | KXKN+162 | - | - |
| F-2 | ZOR | 2.000 | - | - | UUU | - | - | - | - | - | Gmckpefu | QTHW | 180m | 180 | QZEF+180 | - | - |
Tranche Comments
O-1: Redemption: 2026-04-15; Registration: 144O/Hdr B;
F-2: Redemption: 2026-04-15; Registration: 144T/Bjv J;
U: Redemption: 2026-04-15; Registration: 144W/Hmj T;
Q-1: Redemption: 2026-04-15; Registration: 144H/Kan U;
M-2: Redemption: 2026-04-15; Registration: 144A/Qqn I;
M: Redemption: 2026-04-15; Registration: 144W/Toe Q;
G: Redemption: 2026-04-15; Registration: 144B/Cla A;
Gon: Redemption: 2026-04-15; Registration: 144C/Wix E;
Deal Comments
Dkf Cbjj Mlemkrw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 3, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QXC | 21.000 | 5.60 | - | BB | - | - | - | 65.00% | - | Yevzjacw | WZTX | - | 275 | MJCO+275 | - | - |
| P-1 | GYS | 606.000 | 3.20 | - | MMM | - | - | - | 36.00% | - | Gdhmtuqt | GOQD | - | 205 | GPYB+205 | - | - |
| J-2 | HON | 91.000 | 6.30 | - | QQQ | - | - | - | 67.00% | - | Yhcsswhu | BTUM | - | 235 | MBQJ+235 | - | - |
| J | RPY | 18.000 | 2.50 | - | P+ | - | - | - | 85.00% | - | Xkceciwc | SGDT | - | 350 | DIBE+350 | - | - |
| Vnc | HAW | 71.400 | - | - | NU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | GPP | 19.000 | 6.30 | - | GGG- | - | - | - | 81.20% | - | Lqdztfqd | TUCZ | - | 545 | APCY+545 | - | - |
| V | ZRV | 77.500 | 97.30 | - | AA- | - | - | - | 5.30% | - | Sryqbxlh | IJDT | - | 900 | XAQR+847 | - | - |
Tranche Comments
P-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144P/Dul M;
J-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144A/Yyl Z;
S: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144H/Gnz L;
J: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144O/Vma Q;
W: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144G/Nmt W;
V: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144W/Bsz N;
Vnc: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Dxz V;
Deal Comments
Jjn Gygg Upacjbt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 30, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BTV | 11.000 | - | - | V | - | - | - | 17.00% | - | Eqvkydzc | ZKDU | - | 390 | YTUA+390 | - | - |
| K | BPV | 92.700 | - | - | NN- | - | - | - | 1.50% | - | Pqbyckja | YVUW | - | 950 | UTQJ+863 | - | - |
| K-2 | QLM | 68.000 | - | - | XXX | - | - | - | 66.00% | - | Kurebdan | DTOV | - | 255 | LZSD+255 | - | - |
| M | YBJ | 73.000 | - | - | XXX- | - | - | - | 73.90% | - | Bzeqyplu | PEZZ | - | 625 | MCOG+609 | - | - |
| Bvy | NLD | 75.200 | - | - | XX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | MJF | 43.000 | - | - | DD | - | - | - | 78.00% | - | Ylklpmkg | XPCG | - | 290 | BLQC+290 | - | - |
| T-1 | TRN | 596.000 | - | - | KKK | - | - | - | 74.90% | - | Zrluefxq | EQKR | - | 225 | XKAS+225 | - | - |
Tranche Comments
T-1: First Pay: 2024-01-15; Redemption: 2025-05-31;
K-2: First Pay: 2024-01-15; Redemption: 2025-05-31;
C: First Pay: 2024-01-15; Redemption: 2025-05-31;
A: First Pay: 2024-01-15; Redemption: 2025-05-31;
M: First Pay: 2024-01-15; Redemption: 2025-05-31;
K: First Pay: 2024-01-15; Redemption: 2025-05-31;
Bvy: First Pay: 2024-01-15; Redemption: 2025-05-31;
Deal Comments
Akz Bsbb Jakbkqt 2.00
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Sep 29, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | LBZ | 9.000 | - | - | ZZZ- | - | - | - | 83.00% | - | Orpgx | - | - | - | 9.370% | - | - |
| S-1 | HFL | 344.000 | - | - | VVV | - | - | - | 57.00% | - | Ajvllvhs | EYDG | 235 | 235 | 3sDQXX+235 | - | - |
| P-2Y | ZMA | 41.000 | - | - | SS | - | - | - | 65.31% | - | Fjjlb | - | - | - | 6.130% | - | - |
| Wrr | EYP | 10.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | VOU | 85.000 | - | - | Y | - | - | - | 52.93% | - | Wxrpsata | SBHP | 390-400 | 390 | 3mBBCB+390 | - | - |
| C-2C | VWY | 37.000 | - | - | LL | - | - | - | 28.10% | - | Ddfjfbxr | NMHE | - | 300 | 3qPWPV+300 | - | - |
| D | OEW | 23.000 | - | - | LL- | - | - | - | 6.80% | - | Eefyjlnz | CDQV | Wka 900z | 905 | 3hIJHB+905 | - | - |
| G-1 | MPY | 22.000 | - | - | FFF- | - | - | - | 19.00% | - | Ckpvslkb | QBUE | - | 602 | 3bBDCY+602 | - | - |
Tranche Comments
S-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
C-2C: First Pay: 2023-10-15; Redemption: 2025-03-03;
P-2Y: First Pay: 2023-10-15; Redemption: 2025-03-03;
T: First Pay: 2023-10-15; Redemption: 2025-03-03;
G-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
Z-2: First Pay: 2023-10-15; Redemption: 2025-03-03;
D: First Pay: 2023-10-15; Redemption: 2025-03-03;
Wrr: First Pay: 2023-10-15; Redemption: 2025-03-03;
Deal Comments
Dpo Ztww Aljspib 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 23, 2023