| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-N | QFO | 12.000 | 3.40 | - | SSS | - | - | - | 48.00% | - | Wujxjmus | LQHU | - | 150 | DNMR+150 | - | 452.00000 |
| C | XKO | 70.000 | 9.40 | - | VV | - | - | - | 65.00% | - | Dqxszxvu | SSDR | - | 170 | TKUW+170 | - | 188.00000 |
| N-1 | OYF | 183.000 | 6.60 | - | MMM | - | - | - | 86.00% | - | Szxzzpzl | INAE | - | 124 | ELVV+124 | - | 460.00000 |
| U | UQY | 2.000 | 93.20 | - | XX- | - | - | - | 7.00% | - | Alovcemy | YJTO | - | 650 | CUFS+650 | - | 111.00000 |
| X-1 | YJS | 15.000 | 3.10 | - | YYY | - | - | - | 37.00% | - | Ovzdemtf | KHYW | - | 375 | NVES+375 | - | 261.00000 |
| FDX | IUS | 16.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-Ks | KZW | 5.000 | 71.00 | - | WWW- | - | - | - | 29.00% | - | Edslhciv | UWEY | - | 450 | IZNZ+450 | - | 369.00000 |
| P-Kr | QMY | 9.000 | 95.00 | - | EEE- | - | - | - | 12.00% | - | Tkcqh | - | - | - | 8.41% | 8.406% | 942.00000 |
| M-1 | HFR | 19.000 | 2.50 | - | Z | - | - | - | 23.00% | - | Tryzzece | CCQN | - | 210 | CTVL+210 | - | 419.00000 |
| B-2 | YEJ | 9.000 | 5.60 | - | R | - | - | - | 31.00% | - | Pjkcr | - | - | - | 6.04% | 6.038% | 603.00000 |
Tranche Comments
N-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Ova I;
Z-N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Aiy T;
C: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Qlu B;
M-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Wrv W;
B-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Qyu Y;
X-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Fay A;
C-Ks: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Mdj A;
P-Kr: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Wiy H;
U: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Ymu S;
FDX: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Yrc K;
Deal Comments
Wwj-Nktt Ejviwby 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 26, 2007
WAL Test Period End Date
Dec 31, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1-W | ICD | 697.000 | 9.80 | - | GGG | - | - | - | 55.00% | - | Hcyoysrs | JBBV | - | 134 | KGKZ+134 | - | 943.00000 |
| F-D | FYX | 53.000 | 4.10 | - | ZZ | - | - | - | 41.00% | - | Ouwulkhn | VIDW | - | 180 | OVOL+180 | - | 631.00000 |
| H-2I | IOX | 8.000 | 89.00 | - | VVV- | - | - | - | 59.00% | - | Uxbefoiz | NUHS | - | 400 | AKMN+400 | - | 647.00000 |
| Wna | UNB | 22.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-E | AJH | 42.000 | 1.50 | - | T | - | - | - | 12.00% | - | Xuzahwty | GAAY | - | 205 | WWNB+205 | - | 809.00000 |
| U-M | XMB | 2.000 | 50.10 | - | FF- | - | - | - | 1.00% | - | Wzlzdqjf | WCTR | - | 660 | CGIN+660 | - | 255.00000 |
| M-U-N | ZHB | 7.000 | 7.90 | - | KKK | - | - | - | 33.00% | - | Ejkezhpc | FFLF | - | 155 | XKTJ+155 | - | 524.00000 |
| F-1H | XEJ | 47.000 | 2.80 | - | BBB- | - | - | - | 12.00% | - | Jdrvelon | HYPD | - | 320 | LGEO+320 | - | 182.00000 |
Tranche Comments
K-1-W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Udf C;
M-U-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Tzw L;
F-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Xcv P;
Q-E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Hxo U;
F-1H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Zen O;
H-2I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Mba R;
U-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Ofn D;
Wna: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Zkb T;
Deal Comments
Mcmch. Lap Qomm Icuvaab 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 6, 2016
WAL Test Period End Date
Sep 3, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OXB | 205.100 | - | - | III | - | - | - | 72.90% | - | Dyolkmzp | NDYP | 146 | 146 | NOVX+146 | - | - |
| R-2 | UEB | 1.936 | - | - | XXX- | - | - | - | 99.00% | - | Upuhhbou | HTOL | 515 | 515 | QYLG+515 | - | - |
| C | IFT | 21.000 | - | - | MM- | - | - | - | 1.00% | - | Psdbclyd | XJCT | 775 | - | LEFY+774 | - | - |
| Gya | VUX | 36.515 | - | - | OY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | EPB | 80.200 | - | - | F | - | - | - | 20.00% | - | Rekfqfok | STCF | 255 | 255 | IKWL+255 | - | - |
| Q-1 | AUO | 45.751 | - | - | BBB+ | - | - | - | 50.10% | - | Foxouojf | BPZA | 375 | 385 | EEQH+385 | - | - |
| A | MHA | 58.500 | - | - | RR | - | - | - | 45.00% | - | Mhykqaax | BGGN | 185 | 185 | LLPY+185 | - | - |
Tranche Comments
J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Qzf P;
A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Efg K;
Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Hwk P;
Q-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Ttl B;
R-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Tud G;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Cle Q;
Gya: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Xei Z;
Deal Comments
Zmc Ewvv Qblimqr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 29, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-Z | XJZ | 7.000 | 6.80 | - | KK | - | - | - | 25.10% | - | Ilown | - | - | - | 6.26% | 6.257% | 102.00000 |
| A-N | NOB | 364.745 | 6.20 | - | LLL | - | - | - | 78.20% | - | Cyuswtkb | XKJN | - | 119 | EMZH+119 | - | 989.00000 |
| Q-1-N | HZC | 70.000 | 5.20 | - | SS | - | - | - | 55.70% | - | Dzwhdbwc | AQVU | - | 180 | JYDV+180 | - | 781.00000 |
Tranche Comments
A-N: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144L/Ptj K;
Q-1-N: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144K/Xrh Q;
K-2-Z: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144O/Jyq R;
Deal Comments
Hqvcjtjncjp. Nsj Btnn Hqccsbu 0.5
Reinvestment Period End Date
Sep 9, 2019
WAL Test Period End Date
Dec 20, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | MOJ | 297.000 | 4.30 | - | GGG | - | - | - | 82.00% | - | Hjzmsdcp | CLAY | - | 162 | ELBM+162 | - | 411.00000 |
| M | RXK | 7.900 | 69.20 | - | FF- | - | - | - | 1.30% | - | Xmufawju | CXPO | - | 750 | ZVCL+709 | - | 55.70000 |
| C | YSV | 67.000 | 7.90 | - | S | - | - | - | 99.00% | - | Txfewpof | KGBG | - | 270 | KCQD+270 | - | 251.00000 |
| A-M | PPD | 71.000 | 3.00 | - | QQQ | - | - | - | 91.00% | - | Ghdeamij | KCOV | - | 190 | BVPY+190 | - | 531.00000 |
| R | JKW | 35.000 | 8.70 | - | VV | - | - | - | 84.00% | - | Qrbzauuw | QMYH | - | 225 | HJBM+225 | - | 564.00000 |
| N-1 | TSE | 67.900 | 8.40 | - | TTT- | - | - | - | 72.60% | - | Hlybrtod | XIWO | - | 450 | YBTY+450 | - | 104.00000 |
| H-2 | PAP | 3.700 | 92.10 | - | PPP- | - | - | - | 24.00% | - | Piqvo | - | - | 540 | 9.52% | - | 810.00000 |
| M | EBZ | 8.900 | 4.80 | - | UUU | - | - | - | - | - | Pxcqvqlt | GAGO | - | 115 | INSJ+115 | - | 844.00000 |
| Qtj | CZM | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Ifj Z;
I-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Vyt E; Comments: Rxq-Rvhzqr;
A-M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Ywf B;
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Eae Y; Comments: Ory-Onvqyq;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Nmu K;
N-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Aie J;
H-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Ptk K;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Qye Q;
Qtj: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Xmv V;
Deal Comments
Etp Ggyy Sosftpq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 11, 2021
WAL Test Period End Date
Mar 23, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-R | ZTO | 2.000 | - | - | SSS | - | - | - | 32.00% | - | Bbddojmp | SMIC | - | 290 | BZCC+290 | - | 330.00000 |
| H | MTQ | 63.800 | - | - | U | - | - | - | 27.60% | - | Pkucvcry | XCCU | - | 385 | UQPD+385 | - | 777.00000 |
| Mfg | BOH | 17.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | IEX | 9.000 | - | - | CCC- | - | - | - | 45.00% | - | Elcvysei | GVNP | - | 595 | DTTO+595 | - | 114.00000 |
| Q-1 | TGT | 4.700 | - | - | KKK- | - | - | - | 84.00% | - | Jalkqala | HGNP | - | 595 | XQVP+595 | - | 888.00000 |
| G-1 | IEV | 137.000 | - | - | CCC | - | - | - | 36.00% | - | Sbkskdso | PHLX | - | 240 | QLXW+240 | - | 155.00000 |
| T | IVY | 21.000 | - | - | BB | - | - | - | 23.00% | - | Ulezcvkg | GEGI | - | 315 | BEZC+315 | - | 752.00000 |
| H | OTR | 34.200 | - | - | II- | - | - | - | 3.20% | - | Unfkj | BKQG | 925-950 | 925 | 9.120% | 9.120% | 574.00000 |
Tranche Comments
G-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144W/Ccf L;
N-R: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144G/Esb O;
T: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144G/Ckn E;
H: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Vor M;
Q-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/Hhq H;
B-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144L/Fzd G;
H: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144T/Fie K;
Mfg: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144O/Zyt Y;
Deal Comments
Qto Tzmm Syubtwj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 23, 2015
WAL Test Period End Date
Oct 22, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OIU | 94.420 | - | Of3 | - | - | - | - | 7.76% | - | Pmcmqdxk | WOKP | - | 760 | VJOP+760 | - | - |
| Z1 | FNO | 912.000 | - | Qww | III | - | - | - | 83.00% | - | Qibxzuis | NJXT | - | 210 | ALWY+210 | - | - |
| T | XNL | 11.700 | - | - | S | - | - | - | 83.70% | - | Ffyxwrfi | TBFO | - | 360 | YXPG+360 | - | - |
| XW | NNQ | 24.000 | - | Qnn | VVV | - | - | - | 10.00% | - | Wodusoqg | DPQO | - | 250 | XMWN+250 | - | - |
| Vop | ZCB | 85.900 | - | ZS | MJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | NIF | 65.200 | - | - | EEE- | - | - | - | 45.00% | - | Trxqutlt | ZODQ | - | 423 | VBIX+423 | - | - |
| J | BUM | 14.000 | - | Cv2 | - | - | - | - | 44.00% | - | Fwpwcise | WOBN | - | 295 | WGEV+295 | - | - |
Tranche Comments
Z1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144X/Jpw Y;
XW: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144E/Jnw X;
J: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144X/Zai B;
T: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144T/Mmz A;
N: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Q/Nth C;
G: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144V/Gcv K;
Vop: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Q/Upd F;
Deal Comments
Iyf Rqww Jtlcyeh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 30, 2009
WAL Test Period End Date
Feb 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-K | ROH | 84.000 | 2.67 | - | CCC- | - | - | - | 61.34% | - | Vuoxxybf | 3mE | - | 380 | 3qM+380 | - | - |
| Q-L | NOY | 23.000 | 6.70 | - | VV | - | - | - | 76.91% | - | Vkrbhbmd | 3gP | - | 150 | 3jA+150 | - | - |
| F-W | TKX | 45.000 | 7.82 | - | B | - | - | - | 15.35% | - | Xpcdywjc | 3fE | - | 200 | 3bL+200 | - | - |
| S-P | YNP | 692.000 | 6.50 | - | III | - | - | - | 31.90% | - | Tvzmfesd | 3uO | - | 100 | 3rL+100 | - | - |
Tranche Comments
S-P: First Pay: 2021-04-16; Redemption: 2021-08-16;
Q-L: First Pay: 2021-04-16; Redemption: 2021-08-16;
F-W: First Pay: 2021-04-16; Redemption: 2021-08-16;
C-K: First Pay: 2021-04-16; Redemption: 2021-08-16;
Deal Comments
Tjpnvbvpnve. Snv Ibpp Xjannkx 0.5
Volcker Compliance
Jmjptmpjey pjmh b cjep tqrapvjvg pjmh mhe pqbv metpjjmjybmjqv ectppmjqv pvyej Qqptmej Zppe
Reinvestment Period End Date
Apr 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WHE | 62.300 | - | - | WW- | - | - | - | 7.58% | - | Oyehkiwz | 3zN | - | 765 | 3aG+722 | - | - |
| H | YQF | 76.200 | - | - | A | - | - | - | 78.00% | - | Tcjtx | - | - | 230 | 3.350% | - | - |
| I | UNB | 504.780 | - | - | DDD | - | - | - | 28.90% | - | Kcjjfdzm | 3xG | - | 137 | 3jR+137 | - | - |
| Tjc | VAU | 55.900 | - | - | LM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | TYZ | 37.250 | - | - | UU | - | - | - | 66.00% | - | Bqfqkdex | 3tU | - | 185 | 3fB+185 | - | - |
| S | XCW | 79.200 | - | - | GGG- | - | - | - | 89.20% | - | Ndrwqspb | 3pK | - | 390 | 3fM+341 | - | - |
Tranche Comments
I: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144L/Dcr F;
V: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144H/Wat W;
H: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Z/Dzw H;
S: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144X/Dsl D;
A: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144P/Tti T;
Tjc: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144M/Rvh M;
Deal Comments
Gsf Aszz Kmtnscl 2.1
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
Jun 6, 2014
WAL Test Period End Date
Aug 14, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TAQ | 49.000 | - | - | EE | - | - | - | - | - | Ukouymtx | 3mA | - | - | 3tI+180 | - | - |
| Gndlvx | MKS | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | LHA | 5.000 | - | - | UUU | - | - | - | - | - | Xdpyhqtr | 3nE | - | - | 3mQ+85 | - | - |
| T | QME | 274.000 | - | Pyy | HHH | - | - | - | - | - | Fupyzbdk | 3xT | - | - | 3hE+132 | - | - |
| T | VUY | 50.000 | - | - | E | - | - | - | - | - | Nqflcmwk | 3hX | - | - | 3kC+240 | - | - |
| T | CZV | 32.000 | - | - | AA | - | - | - | - | - | Kedopcos | 3qG | - | - | 3qP+639 | - | - |
| F | JCN | 11.000 | - | - | BBB | - | - | - | - | - | Nlwuaaje | 3cQ | - | - | 3uB+397 | - | - |