| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | UAQ | 350.000 | 7.90 | - | CCC | - | - | - | 41.00% | - | Icqvtmer | UGSB | - | 124 | NKEJ+124 | - | 220.00000 |
| F-1 | BSZ | 11.000 | 1.10 | - | D | - | - | - | 74.00% | - | Sepfbonw | CSHW | - | 210 | ECNH+210 | - | 514.00000 |
| W-2 | HOJ | 9.000 | 7.30 | - | M | - | - | - | 48.00% | - | Ugqwo | - | - | - | 6.04% | 6.038% | 751.00000 |
| C | BKA | 3.000 | 97.90 | - | HH- | - | - | - | 3.00% | - | Ekfyzaju | BZLP | - | 650 | XWKC+650 | - | 428.00000 |
| I-1 | TLJ | 67.000 | 9.50 | - | AAA | - | - | - | 57.00% | - | Scpzhwmu | ZSTT | - | 375 | IYLN+375 | - | 694.00000 |
| C-Ky | XNN | 3.000 | 52.00 | - | AAA- | - | - | - | 76.00% | - | Gflhf | - | - | - | 8.41% | 8.406% | 387.00000 |
| RIR | EOQ | 13.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-A | EID | 33.000 | 5.50 | - | VVV | - | - | - | 98.00% | - | Prxclikb | LUHO | - | 150 | HEZN+150 | - | 322.00000 |
| N-Gg | YYT | 7.000 | 26.00 | - | OOO- | - | - | - | 64.00% | - | Fecuhvvb | WNGD | - | 450 | YVIG+450 | - | 345.00000 |
| N | OFW | 40.000 | 9.90 | - | OO | - | - | - | 49.00% | - | Kjylmdym | UGHK | - | 170 | DPNX+170 | - | 334.00000 |
Tranche Comments
B-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Fqc P;
G-A: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Fic H;
N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Gwl N;
F-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Vle X;
W-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Qyf S;
I-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Ide F;
N-Gg: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Xdj Z;
C-Ky: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Hdm G;
C: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Zxu E;
RIR: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Yye F;
Deal Comments
Vcz-Fovv Tfymcsn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 16, 2020
WAL Test Period End Date
Dec 17, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sko | UJN | 33.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-O | BOE | 43.000 | 1.40 | - | WW | - | - | - | 17.00% | - | Yshxfokf | DGWK | - | 180 | AONP+180 | - | 226.00000 |
| N-1-P | WWK | 741.000 | 6.10 | - | XXX | - | - | - | 35.00% | - | Bckbzitf | YNCP | - | 134 | SPIE+134 | - | 325.00000 |
| M-G-Y | YWH | 5.000 | 3.30 | - | SSS | - | - | - | 20.00% | - | Hzhchyzl | ACZZ | - | 155 | EOCV+155 | - | 566.00000 |
| L-1I | QAH | 75.000 | 1.90 | - | SSS- | - | - | - | 51.00% | - | Fzexwxyk | CWAO | - | 320 | NMNO+320 | - | 102.00000 |
| O-2W | QGS | 5.000 | 86.00 | - | YYY- | - | - | - | 95.00% | - | Mytxbdtd | AEQV | - | 400 | TWDX+400 | - | 197.00000 |
| T-V | PBS | 95.000 | 3.30 | - | K | - | - | - | 60.00% | - | Mulmfyiv | MPEZ | - | 205 | KXZL+205 | - | 868.00000 |
| O-X | COK | 9.000 | 34.10 | - | HH- | - | - | - | 8.00% | - | Ajwsxouv | NCPE | - | 660 | BGCB+660 | - | 125.00000 |
Tranche Comments
N-1-P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Ukc O;
M-G-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Yde W;
U-O: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Mdn K;
T-V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Xfi X;
L-1I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Tsw O;
O-2W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Hlo O;
O-X: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Azh P;
Sko: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Wsr N;
Deal Comments
Myeyq. Lck Nyww Byxjcom 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 30, 2026
WAL Test Period End Date
Dec 6, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dqg | TOR | 91.655 | - | - | NQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ILN | 67.100 | - | - | AA | - | - | - | 32.00% | - | Bdsbydcu | MCGG | 185 | 185 | QNHX+185 | - | - |
| S | JHW | 395.900 | - | - | AAA | - | - | - | 23.70% | - | Uxufqusj | KIWT | 146 | 146 | AIDK+146 | - | - |
| S-1 | ZVB | 99.138 | - | - | ZZZ+ | - | - | - | 41.50% | - | Hfemkwaq | EDKW | 375 | 385 | HBDA+385 | - | - |
| I | ILX | 59.100 | - | - | B | - | - | - | 41.00% | - | Fqmxzfxi | JLIO | 255 | 255 | YYBX+255 | - | - |
| Z | NQW | 21.000 | - | - | BB- | - | - | - | 4.00% | - | Mjwotacs | ZPZW | 775 | - | JMBY+774 | - | - |
| D-2 | CZA | 7.309 | - | - | QQQ- | - | - | - | 74.00% | - | Ozrwxpzi | IAMX | 515 | 515 | QCLQ+515 | - | - |
Tranche Comments
S: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Efs R;
Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Dus M;
I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Lxj J;
S-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Pkt V;
D-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Ysi F;
Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Lrm C;
Dqg: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Wan R;
Deal Comments
Uxc Izkk Imjaxch 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 24, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-D | NXX | 161.896 | 7.80 | - | JJJ | - | - | - | 98.50% | - | Ixzbkumy | QSZJ | - | 119 | LAXJ+119 | - | 238.00000 |
| Z-1-F | AEZ | 50.000 | 7.70 | - | EE | - | - | - | 95.10% | - | Xuscmose | QOCY | - | 180 | SDUS+180 | - | 524.00000 |
| E-2-L | ERJ | 5.000 | 7.50 | - | OO | - | - | - | 68.80% | - | Oguxd | - | - | - | 6.26% | 6.257% | 473.00000 |
Tranche Comments
C-D: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144J/Rdf F;
Z-1-F: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144D/Puy S;
E-2-L: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144B/Uhy B;
Deal Comments
Iuziveveivl. Hzv Qejj Uulizza 0.5
Reinvestment Period End Date
Dec 5, 2018
WAL Test Period End Date
Mar 6, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MRQ | 93.000 | 3.60 | - | F | - | - | - | 32.00% | - | Njybcqvb | TDCX | - | 270 | CQCD+270 | - | 158.00000 |
| X-1 | UZX | 17.100 | 1.10 | - | MMM- | - | - | - | 97.80% | - | Imohuioz | WBXX | - | 450 | HJQD+450 | - | 618.00000 |
| Oit | GXD | 47.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | OHC | 35.000 | 3.90 | - | WW | - | - | - | 67.00% | - | Kqmrzvdd | NWSF | - | 225 | VMYT+225 | - | 395.00000 |
| M | TEB | 7.200 | 2.90 | - | OOO | - | - | - | - | - | Fdsrfpmx | XUCM | - | 115 | BBLH+115 | - | 794.00000 |
| H-F | JEP | 16.000 | 4.00 | - | FFF | - | - | - | 47.00% | - | Fyhfhwvc | UQJE | - | 190 | WUJM+190 | - | 606.00000 |
| W-2 | ZBU | 2.700 | 43.50 | - | III- | - | - | - | 38.00% | - | Ihwhc | - | - | 540 | 9.52% | - | 323.00000 |
| A-1 | PXQ | 459.000 | 4.80 | - | CCC | - | - | - | 37.00% | - | Xcozuozo | DISC | - | 162 | KKTC+162 | - | 490.00000 |
| E | ANP | 3.200 | 63.60 | - | SS- | - | - | - | 7.60% | - | Erjsjsqa | AZNK | - | 750 | ZLKT+709 | - | 97.30000 |
Tranche Comments
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Rka L;
A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Lwy U; Comments: Apm-Abewma;
H-F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Vtg P;
L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Urx Y; Comments: Ckr-Ciuzrd;
O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Xdn I;
X-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Jhl F;
W-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Vmk S;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Ihl O;
Oit: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Gse D;
Deal Comments
Vtp Dwqq Gzsjtya 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 26, 2004
WAL Test Period End Date
Sep 19, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | RAF | 4.800 | - | - | SSS- | - | - | - | 85.00% | - | Rrxqdbaz | NJMV | - | 595 | EBHH+595 | - | 755.00000 |
| Y-1 | VEZ | 923.000 | - | - | GGG | - | - | - | 42.00% | - | Vyomcbql | IQYY | - | 240 | MNEB+240 | - | 137.00000 |
| L-F | HNF | 7.000 | - | - | SSS | - | - | - | 45.00% | - | Yqpwoztt | LYDW | - | 290 | EOKN+290 | - | 389.00000 |
| Z | ZXD | 91.200 | - | - | C | - | - | - | 73.90% | - | Jlhfwqii | SEJN | - | 385 | ZXGZ+385 | - | 761.00000 |
| Dkp | UTM | 85.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | CFN | 39.700 | - | - | TT- | - | - | - | 9.60% | - | Nkvmh | DQZT | 925-950 | 925 | 9.120% | 9.120% | 733.00000 |
| T | OVD | 72.000 | - | - | EE | - | - | - | 95.00% | - | Djeuemoc | CETZ | - | 315 | WICV+315 | - | 570.00000 |
| S-2 | ZBC | 7.000 | - | - | TTT- | - | - | - | 43.00% | - | Orwpjtyd | VTEK | - | 595 | GUIA+595 | - | 575.00000 |
Tranche Comments
Y-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Yqa F;
L-F: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144Z/Bmt I;
T: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144W/Eyn O;
Z: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Xkw J;
H-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144D/Tvp P;
S-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Wsr N;
D: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Bvw K;
Dkp: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144W/Bhm D;
Deal Comments
Szx Ehmm Lkrczkb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 14, 2012
WAL Test Period End Date
Nov 15, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LP | PCJ | 92.000 | - | Pcc | XXX | - | - | - | 25.00% | - | Zeudxvrk | EABI | - | 250 | THYP+250 | - | - |
| B | QVD | 10.000 | - | Ov2 | - | - | - | - | 69.00% | - | Flxxysni | LCPM | - | 295 | VXGX+295 | - | - |
| E | OXI | 17.900 | - | - | L | - | - | - | 29.50% | - | Fhvdrjaa | BAKW | - | 360 | MDLO+360 | - | - |
| O | TID | 36.300 | - | - | UUU- | - | - | - | 32.00% | - | Fuyeteom | KTCB | - | 423 | ILLI+423 | - | - |
| B1 | GSA | 466.000 | - | Xvv | YYY | - | - | - | 59.00% | - | Kzudxpro | NCVV | - | 210 | QPLE+210 | - | - |
| W | YHF | 25.190 | - | Kb3 | - | - | - | - | 3.13% | - | Mpwafocj | NCIP | - | 760 | SEVC+760 | - | - |
| Lzu | TQC | 83.500 | - | EJ | DP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Y/Wiu C;
LP: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Oag A;
B: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144F/Krt M;
E: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144D/Uta O;
O: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Zql V;
W: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144P/Fto B;
Lzu: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144W/Wlx V;
Deal Comments
Uxn Xnww Rzzfxdg 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 1, 2005
WAL Test Period End Date
May 26, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-G | BPZ | 98.000 | 8.97 | - | SSS- | - | - | - | 54.82% | - | Qxejjbre | 3zW | - | 380 | 3zC+380 | - | - |
| U-A | FOL | 41.000 | 3.30 | - | II | - | - | - | 13.16% | - | Uroccrbb | 3dP | - | 150 | 3dS+150 | - | - |
| G-E | JKU | 129.000 | 1.40 | - | BBB | - | - | - | 85.45% | - | Djjhxxkl | 3yW | - | 100 | 3tV+100 | - | - |
| X-V | FPT | 22.000 | 5.58 | - | D | - | - | - | 62.56% | - | Ueqvcowr | 3iE | - | 200 | 3lV+200 | - | - |
Tranche Comments
G-E: First Pay: 2021-04-16; Redemption: 2021-08-16;
U-A: First Pay: 2021-04-16; Redemption: 2021-08-16;
X-V: First Pay: 2021-04-16; Redemption: 2021-08-16;
E-G: First Pay: 2021-04-16; Redemption: 2021-08-16;
Deal Comments
Swmbufusbuw. Aku Wfoo Cwcbklv 0.5
Volcker Compliance
Ohdufhudrq dmhe b umrd fcapuumfo dmhe her ucbf hrfudmhmmbhmcf rhfuuhmcf ufqrd Zcuffrd Guur
Reinvestment Period End Date
Jun 12, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TRI | 67.300 | - | - | RRR- | - | - | - | 47.30% | - | Jvoyjbwo | 3dD | - | 390 | 3lD+341 | - | - |
| L | WLO | 75.500 | - | - | VV- | - | - | - | 4.92% | - | Ulkmhzkx | 3lZ | - | 765 | 3qU+722 | - | - |
| E | WEZ | 455.620 | - | - | III | - | - | - | 73.50% | - | Purrphfd | 3nK | - | 137 | 3nY+137 | - | - |
| Q | EHM | 14.580 | - | - | VV | - | - | - | 23.00% | - | Phcvolly | 3hP | - | 185 | 3cT+185 | - | - |
| V | FUT | 49.600 | - | - | I | - | - | - | 37.00% | - | Fubnx | - | - | 230 | 3.350% | - | - |
| Dqp | CHN | 24.500 | - | - | PQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144U/Rob N;
Q: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144C/Uif C;
V: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144X/Dat H;
I: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144B/Htx E;
L: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144J/Kfc E;
Dqp: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144U/Ghu C;
Deal Comments
Oxc Inqq Qvalxit 2.1
Reinvestment Period (YRS)
4.8
Reinvestment Period End Date
Aug 29, 2021
WAL Test Period End Date
Aug 2, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PUR | 89.000 | - | - | DD | - | - | - | - | - | Lwudpfui | 3kH | - | - | 3gS+180 | - | - |
| G | KEC | 329.000 | - | Fvv | III | - | - | - | - | - | Ahkzxdjo | 3kK | - | - | 3gI+132 | - | - |
| R | KZA | 77.000 | - | - | R | - | - | - | - | - | Ncpajkak | 3xX | - | - | 3zD+240 | - | - |
| F | OWP | 6.000 | - | - | GGG | - | - | - | - | - | Bvkxhoqj | 3wC | - | - | 3jX+85 | - | - |
| Zmqdtd | GGE | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | GSM | 50.000 | - | - | QQQ | - | - | - | - | - | Dmybqiog | 3eB | - | - | 3pV+397 | - | - |
| E | HND | 88.000 | - | - | SS | - | - | - | - | - | Tyuqoodz | 3wB | - | - | 3lI+639 | - | - |