| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zqf | GSD | 48.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-W3 | RUC | 76.600 | 3.60 | H2 | - | - | - | - | 37.61% | - | Vqekudyy | VTLE | - | 225 | JCSX+225 | - | - |
| I-1-P3 | NAU | 774.702 | 6.60 | Vtt | - | - | - | - | 80.43% | - | Mvlbkdye | JGGW | - | 106 | YOIA+106 | - | - |
| N-2-W3 | VVC | 12.000 | 3.90 | Tyy | - | - | - | - | 98.97% | - | Yrcwdoyh | BEJD | - | 130 | LOPM+130 | - | - |
| D-R2 | WWY | 41.300 | 8.40 | Qy3 | - | - | - | - | 9.75% | - | - | - | - | - | - | - | - |
| F-S3 | UVV | 66.200 | 5.70 | Sg2 | - | - | - | - | 96.50% | - | Uxxpelpu | KOGT | - | 160 | VHGH+160 | - | - |
| P-1-H3 | GAC | 25.100 | 1.30 | Ghh3 | - | - | - | - | 30.51% | - | Uzqrsmkq | TOAG | - | 345 | VOZU+345 | - | - |
| H-2-G2 | GSP | 80.400 | 7.10 | Mw1 | - | - | - | - | 3.10% | - | - | - | - | - | - | - | - |
| A-G2 | RRE | 5.000 | 3.80 | W3 | - | - | - | - | 9.22% | - | - | - | - | - | - | - | - |
Tranche Comments
I-1-P3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144P/Tah P;
N-2-W3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144Q/Cnl T;
F-S3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144E/Qsu E;
G-W3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144P/Dts F;
P-1-H3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144I/Cif I;
H-2-G2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144U/Bur S;
D-R2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144J/Bog C;
A-G2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144T/Twv B;
Zqf: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144V/Htp I;
Deal Comments
Whfxcnckxcc. Yfc Cnzz Whaxfvs 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 13, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2P | JOI | 9.500 | 2.70 | - | N | - | - | - | 41.00% | - | Epxme | - | - | - | 6.06% | - | - |
| B-1v-H | QRQ | 99.900 | 4.70 | - | EEE+ | - | - | - | 41.00% | - | Vxqaycjt | JEVO | - | 300 | LGHC+300 | - | - |
| G-1t-W | CSM | 9.000 | 2.60 | - | EEE+ | - | - | - | 31.00% | - | Buaic | - | - | - | 7.07% | - | - |
| W-2-G | GXX | 9.800 | 14.00 | - | XXX- | - | - | - | 39.00% | - | Bmrpasqp | LGKQ | - | 395 | TUPK+395 | - | - |
| S-2-K | LFX | 8.600 | 8.20 | - | OOO | - | - | - | 61.00% | - | Mfbhched | MGYS | - | 145 | CWNY+145 | - | - |
| T-1-L | WSS | 683.500 | 3.70 | - | WWW | - | - | - | 31.00% | - | Edqxfqpg | BPHI | - | 124 | BLDN+124 | - | - |
| S-U | TSP | 35.500 | 25.60 | - | ZZ- | - | - | - | 5.00% | - | Amyxaerc | WESK | - | 625 | SBXS+625 | - | - |
| Q-C | XBS | 97.600 | 6.90 | - | HH | - | - | - | 76.00% | - | Amkxcoyg | GKZP | - | 175 | JIQZ+175 | - | - |
| F-1W | LCV | 35.500 | 7.90 | - | N | - | - | - | 47.00% | - | Ploswdnb | WDLR | - | 199 | IOSH+ | - | - |
| Txix Ksn | KJS | 71.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Fvv Kgfqws | GLP | 21.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1-L: Redemption: 2027-04-20; Registration: 144H/Dts O;
S-2-K: Redemption: 2027-04-20; Registration: 144O/Axx T;
Q-C: Redemption: 2027-04-20; Registration: 144L/Jzz K;
F-1W: Redemption: 2027-04-20; Registration: 144H/Fmq B;
F-2P: Redemption: 2027-04-20; Registration: 144Z/Ydo V;
B-1v-H: Redemption: 2027-04-20; Registration: 144U/Wzl O;
G-1t-W: Redemption: 2027-04-20; Registration: 144X/Mqe N;
W-2-G: Redemption: 2027-04-20; Registration: 144B/Civ H;
S-U: Redemption: 2027-04-20; Registration: 144N/Vps P;
Txix Ksn: Redemption: 2027-04-20; Registration: 144A/Pvn J;
Fvv Kgfqws: Redemption: 2027-04-20; Registration: 144H/Twu T;
Deal Comments
Vmcmb. Omv-Xaaa Tmbymvk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 28, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-G2 | NFN | 15.800 | 4.30 | - | CCC- | - | - | - | 50.32% | - | Wmhspofa | TGTU | - | 310 | AUMG+310 | - | - |
| X-O2 | OWV | 643.450 | 1.20 | - | MMM | - | - | - | 66.80% | - | Uydoqtsv | XLTJ | - | 106 | PYID+106 | - | - |
| S-P2 | KHQ | 35.000 | 3.60 | - | AA | - | - | - | 56.14% | - | Xzdzpzpx | WVMU | - | 155 | LOEY+155 | - | - |
| B-N2 | HFW | 31.800 | 1.90 | - | S | - | - | - | 75.10% | - | Rdhplcrm | IJKS | - | 200 | EXPY+200 | - | - |
| M-1-X2 | AUE | 32.000 | 5.40 | - | XX+ | - | - | - | 2.81% | - | Rveiwlei | WAAJ | - | 645 | QLSA+645 | - | - |
Tranche Comments
X-O2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144G/Xch Q;
S-P2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144D/Cws L;
B-N2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144J/Eqy E;
D-G2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144E/Hlj V;
M-1-X2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144E/Hee T;
Deal Comments
Wvwfvuvtfvq. Lfv Luaa Svaffth 0.5
Reinvestment Period End Date
Sep 4, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-X | APK | 829.000 | - | - | PPP | - | - | - | 60.70% | - | Hxwpsoxl | WJAF | 135z | 135 | AZGT+135 | - | - |
| K-1-H | IZC | 25.000 | - | - | QQQ+ | - | - | - | 59.60% | - | Xskpjupk | YXZN | 335 | 335 | ZNFG+335 | - | - |
| G-1-L | FEZ | 57.000 | - | - | KK | - | - | - | 62.20% | - | Cbdsesxf | VKKL | 180m | 185 | CSVX+185 | - | - |
| W-Y | VPG | 85.000 | - | - | T | - | - | - | 34.00% | - | Lvkywnln | PVUI | 220 | 220 | HISH+220 | - | - |
Tranche Comments
G-X: Redemption: 2025-10-20; Registration: 144P/Epf H;
G-1-L: Redemption: 2025-10-20; Registration: 144P/Pju F;
W-Y: Redemption: 2025-10-20; Registration: 144C/Hda Z;
K-1-H: Redemption: 2025-10-20; Registration: 144L/Rum B;
Deal Comments
Skthwfwshwq. Acw Afnn Kkjhcwa 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-O | ALM | 87.000 | 3.90 | - | - | KK | - | - | 49.00% | - | Hlehyjrb | MIAL | - | 185 | YUMF+185 | - | - |
| Y-M | JJI | 41.000 | 9.90 | - | - | C | - | - | 23.00% | - | Vxchtzvo | DPAH | - | 225 | UDUD+225 | - | - |
| V-2-A | UGW | 90.000 | 7.20 | - | - | DDD | - | - | 94.00% | - | Slrvbqff | CJZC | - | 170 | AIQZ+170 | - | - |
| Vmw | MAX | 79.000 | - | YN | - | HH | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1-B | GLP | 177.000 | 1.90 | Iss | - | ZZZ | - | - | 90.00% | - | Qlmvmzxv | CBQZ | - | 143 | UOZF+143 | - | - |
| A-2-W | PKM | 3.170 | 1.40 | - | - | QQQ- | - | - | 38.75% | - | Tazfd | - | - | - | 8.24% | - | - |
| A-1-E | BOR | 80.000 | 4.70 | - | - | JJJ | - | - | 37.00% | - | Khobeuwx | GVBN | - | 395 | ICUK+395 | - | - |
| X-J | ECH | 9.530 | 79.10 | - | - | FF- | - | - | 5.00% | - | Xsllfynt | EMBC | - | 816 | TASS+816 | - | - |
Tranche Comments
U-1-B: Redemption: 2026-07-20; Registration: 144W/Uvg M;
V-2-A: Redemption: 2026-07-20; Registration: 144W/Lmy Q;
S-O: Redemption: 2026-07-20; Registration: 144P/Fcp E;
Y-M: Redemption: 2026-07-20; Registration: 144N/Itr S;
A-1-E: Redemption: 2026-07-20; Registration: 144J/Mbp M;
A-2-W: Redemption: 2026-07-20; Registration: 144J/Owo M;
X-J: Redemption: 2026-07-20; Registration: 144D/Kpn N;
Vmw: Redemption: 2026-07-20; Registration: 144O/Txp L;
Deal Comments
Imemk. Xyk Okpp Gmyoyzj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 26, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XA | WWE | 64.000 | 1.93 | - | KK | - | - | - | 41.63% | - | Wfvcjdbf | AITY | - | 160 | SCPT+160 | - | 257.00000 |
| N2O | HNZ | 21.000 | 9.51 | Ccc | - | - | - | - | 25.89% | - | Krqdpral | UMLW | - | 130 | JIGU+130 | - | 794.00000 |
| Mjqbag | JQI | 92.601 | - | - | DE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| UP | RBQ | 52.000 | 4.75 | - | D | - | - | - | 40.34% | - | Jluambyp | JOXO | - | 223 | ZAIY+223 | - | 533.00000 |
| Y1E | AKP | 546.676 | 8.78 | Sll | SSS | - | - | - | 46.98% | - | Gkjfhhva | IHNP | - | 120 | AGTG+120 | - | 895.00000 |
| UV | CSC | 47.000 | 4.90 | - | LLL- | - | - | - | 32.62% | - | Devhdkvd | GGWY | - | 310 | IISI+310 | - | 636.00000 |
| K | IGO | 32.600 | 8.61 | - | UU- | - | - | - | 4.57% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1E: Registration: 144J/Awl V;
N2O: Registration: 144E/Zty F;
XA: Registration: 144O/Aiv T;
UP: Registration: 144Z/Gxi T;
UV: Registration: 144F/Pxv Z;
K: Registration: 144B/Fmd S;
Mjqbag: Registration: 144R/Fdz R;
Deal Comments
Gkyknxnsknv. Van Cxhh Xkskajf 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | AZN | 97.000 | 3.50 | - | - | VV | - | - | 40.50% | - | - | - | - | - | - | - | Retained |
| H-2-U | GCJ | 35.000 | 9.70 | - | - | VVV | - | - | 16.30% | - | - | - | - | - | - | - | Retained |
| B-1-R | LJW | 73.000 | 6.40 | - | - | GG | - | - | 91.80% | - | Mcjytbqa | NTOB | 185 | 185 | NCKI+185 | - | - |
| W-1-B | UHT | 838.000 | 7.20 | Qcc | - | KKK | - | - | 61.50% | - | Xrraqeri | SISJ | 134 | 134 | BTTV+134 | - | - |
| S-C | NMR | 91.000 | 1.50 | - | - | H | - | - | 19.40% | - | Iqjowslu | ITHR | 230 | 235 | EOAQ+235 | - | - |
| D-2D-O | HAE | 49.000 | 7.20 | - | - | III | - | - | 50.10% | - | Czpzctqe | IDKP | 160 | 160 | DHON+160 | - | - |
Tranche Comments
W-1-B: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144L/Mpm E;
D-2D-O: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144Q/Jmx G;
H-2-U: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144P/Pmq K;
B-1-R: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144C/Cpw D;
N-2: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144I/Nrm J;
S-C: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144I/Fyc P;
Deal Comments
Exewbmbywbs. Fjb Fmhh Yxowjjn 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 16, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-W | WAJ | 275.000 | 9.60 | Lmm | - | UUU | - | - | 25.00% | - | Cbcsoulw | SXYV | - | 157 | AOUB+157 | - | - |
| B-2-T | LKX | 23.000 | 5.30 | - | - | FFF | - | - | 59.00% | - | Srywvpfu | ZTXW | - | 180 | IKBP+180 | - | - |
| F-Z | VYX | 71.000 | 4.20 | - | - | BB | - | - | 31.00% | - | Lzbyctai | JDND | - | 210 | VSCO+210 | - | - |
| M-C | OYB | 5.000 | 2.60 | - | - | VVV | - | - | - | - | Hlevwjpg | SPNO | - | 100 | INCF+100 | - | - |
| O-1-C | WTC | 63.000 | 16.00 | - | - | KKK- | - | - | 64.00% | - | Cuxqcbps | UGJH | - | 390 | HLKP+390 | - | - |
| I-E | PYG | 99.000 | 3.10 | - | - | D | - | - | 77.00% | - | Ccwysxfd | EVNO | - | 250 | UJIP+250 | - | - |
| O-2-J | OFQ | 4.000 | 50.60 | - | - | EEE- | - | - | 48.00% | - | Xsxscdvv | DSZK | - | 510 | BHUV+510 | - | - |
| Jho | ZNI | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-U | JGT | 21.000 | 94.10 | - | - | II- | - | - | 8.60% | - | Tekbbhww | YSBR | - | 775 | CVPW+742 | - | - |
Tranche Comments
M-C: Redemption: 2026-07-20; Registration: 144W/Iye E;
Q-1-W: Redemption: 2026-07-20; Registration: 144H/Plx N;
B-2-T: Redemption: 2026-07-20; Registration: 144P/Vlw U;
F-Z: Redemption: 2026-07-20; Registration: 144Q/Xtk G;
I-E: Redemption: 2026-07-20; Registration: 144N/Iiu F;
O-1-C: Redemption: 2026-07-20; Registration: 144J/Izv H;
O-2-J: Redemption: 2026-07-20; Registration: 144D/Omj B;
U-U: Redemption: 2026-07-20; Registration: 144Z/Kts A;
Jho: Redemption: 2026-07-20; Registration: 144T/Xin X;
Deal Comments
Ifefc. Doe Dmff Lfryosu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 28, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BKY | 68.000 | - | - | - | TTT- | - | - | 67.00% | - | Wlfpkskq | BXTQ | - | 425 | SSBP+425 | - | - |
| X | WIT | 5.000 | - | - | - | Y- | - | - | 3.60% | - | - | - | - | - | - | - | Retained |
| I | UVP | 32.000 | - | - | - | V | - | - | 67.00% | - | Bsflxbdc | UYVP | - | 280 | DOSW+280 | - | - |
| B | HKA | 37.000 | - | - | - | XX | - | - | 17.00% | - | Yyphfqce | MWUU | - | 225 | IJAZ+225 | - | - |
| C | OIG | 69.000 | - | - | - | RR- | - | - | 8.70% | - | Hcpkbysq | PWVN | - | 725 | YCXM+725 | - | - |
| E | RRQ | 449.000 | - | Err | - | - | - | - | 78.00% | - | Bjdzpjnr | POTN | - | 160 | WJMW+160 | - | - |
| Ynn | IML | 29.540 | - | AN | - | YU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Ynh F;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Fkt B;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Rsi H;
Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Rfo I;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Qsv C;
X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Oad G;
Ynn: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Rkn L;
Deal Comments
Aws Efpp Xlrawfm 1.91
Reinvestment Period (YRS)
3.30
Reinvestment Period End Date
Aug 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Gzegkq | UQJ | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZHH | QOP | 24.200 | - | Wb3 | - | - | - | - | 9.97% | - | Kemhkztf | 3mJHFS | - | - | - | - | - |
| H1P3 | GTT | 494.299 | - | Pbb | - | - | - | - | 34.35% | - | Ssymrkdp | 3sHAKX | - | 120 | 3uYPSA+120 | - | 759.00000 |
| S1YY | FIS | 32.635 | - | S1 | - | - | - | - | 61.57% | - | Vqjeutah | 3cTMSK | - | - | - | - | - |
| JR3 | GYS | 42.730 | - | Mb1 | - | - | - | - | 85.95% | - | Izjrecnk | 3nIVAL | - | 180 | 3vVPHK+180 | - | 565.00000 |
| LRR | XYU | 78.780 | - | Npp3 | - | - | - | - | 44.28% | - | Pykcusdv | 3wLBPG | - | - | - | - | - |
| P2HH | AJD | 45.309 | - | W1 | - | - | - | - | 40.45% | - | Ejlzrwnu | 3lDQJK | - | - | - | - | - |
| U2T3 | YPH | 59.900 | - | Jhh | - | - | - | - | 35.23% | - | Hdhyjuzb | 3lSQGK | - | 155 | 3wIXPI+155 | - | 365.00000 |
| IUU | WHD | 18.100 | - | Zmm1 | - | - | - | - | 8.90% | - | Nwblulae | 3vATTO | - | - | - | - | - |
Tranche Comments
H1P3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144N/Gco D;
U2T3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144M/Jve H;
JR3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144T/Ypf H;
S1YY: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144K/Zvp V;
P2HH: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144B/Key D;
LRR: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144G/Gkl N;
ZHH: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144O/Lhb J;
IUU: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144T/Dwy D;
Gzegkq: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144Z/Zuq A;
Deal Comments
Yjuskhkhsky. Ewk Ohmm Ijwswqp 0.5
Reinvestment Period End Date
Nov 13, 1997