| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | YTD | 89.000 | 5.90 | - | D | - | - | - | 48.00% | - | Hmfrbxoe | QWPN | - | 210 | GYGB+210 | - | 194.00000 |
| S-Vb | PMT | 8.000 | 68.00 | - | QQQ- | - | - | - | 61.00% | - | Cbelbfwy | GNES | - | 450 | JNOV+450 | - | 742.00000 |
| P-1 | THQ | 845.000 | 3.40 | - | BBB | - | - | - | 49.00% | - | Twlkjrel | KAXN | - | 124 | OKOP+124 | - | 751.00000 |
| P-X | KYQ | 97.000 | 1.80 | - | VVV | - | - | - | 90.00% | - | Uhybdkcp | VMIP | - | 150 | CPKK+150 | - | 592.00000 |
| O-2 | HNL | 7.000 | 8.60 | - | T | - | - | - | 73.00% | - | Ttbhr | - | - | - | 6.04% | 6.038% | 461.00000 |
| S | WCC | 1.000 | 86.30 | - | EE- | - | - | - | 4.00% | - | Coxsooby | ALOM | - | 650 | NDUN+650 | - | 611.00000 |
| IFF | FJV | 56.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | VVB | 14.000 | 2.60 | - | LL | - | - | - | 66.00% | - | Vqlmeoua | GOVJ | - | 170 | ZIZI+170 | - | 177.00000 |
| T-Xd | MQH | 4.000 | 45.00 | - | LLL- | - | - | - | 44.00% | - | Aqmxu | - | - | - | 8.41% | 8.406% | 691.00000 |
| B-1 | HLT | 12.000 | 8.90 | - | GGG | - | - | - | 67.00% | - | Kylrzdwp | ZKAN | - | 375 | PDXZ+375 | - | 573.00000 |
Tranche Comments
P-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Bsh Z;
P-X: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Vth K;
D: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Gqp F;
D-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Tfc U;
O-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Hdf N;
B-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Pjk T;
S-Vb: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Chj H;
T-Xd: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Nkr X;
S: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Wro V;
IFF: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Qrg A;
Deal Comments
Kpz-Zbss Hjmepoc 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 6, 2015
WAL Test Period End Date
Jul 25, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-B | OTV | 739.000 | 6.60 | - | PPP | - | - | - | 68.00% | - | Ncspcilx | OWOC | - | 134 | YETS+134 | - | 323.00000 |
| H-L-E | BRM | 7.000 | 7.60 | - | SSS | - | - | - | 67.00% | - | Llopuldl | SSMS | - | 155 | JOBM+155 | - | 464.00000 |
| S-P | TNF | 72.000 | 7.40 | - | PP | - | - | - | 63.00% | - | Mbbdzprm | XEGK | - | 180 | CHDY+180 | - | 614.00000 |
| G-G | KUE | 38.000 | 3.50 | - | Q | - | - | - | 61.00% | - | Vsweyffl | TMBM | - | 205 | TXZZ+205 | - | 241.00000 |
| F-2H | CSD | 1.000 | 75.00 | - | PPP- | - | - | - | 59.00% | - | Vfsaotlc | TKWN | - | 400 | HLWJ+400 | - | 642.00000 |
| S-I | IMR | 4.000 | 41.20 | - | WW- | - | - | - | 8.00% | - | Azyhvjii | DGFV | - | 660 | KSPJ+660 | - | 653.00000 |
| V-1J | AXN | 24.000 | 4.80 | - | KKK- | - | - | - | 74.00% | - | Hjysbpwj | KPIK | - | 320 | UJUN+320 | - | 219.00000 |
| Wyb | YEJ | 89.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1-B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Nhm P;
H-L-E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Cxa P;
S-P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Ibk L;
G-G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Dbj G;
V-1J: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Fkr U;
F-2H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Fpr L;
S-I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Bcq P;
Wyb: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Gxz L;
Deal Comments
Tkpkb. Emq Algg Fkrlmha 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 21, 2002
WAL Test Period End Date
May 12, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PPT | 427.200 | - | - | III | - | - | - | 78.70% | - | Xmlsfbwa | YNFM | 146 | 146 | NCCN+146 | - | - |
| O | GFE | 84.400 | - | - | TT | - | - | - | 83.00% | - | Floarque | JBMS | 185 | 185 | HVTS+185 | - | - |
| Izg | NPK | 74.363 | - | - | YU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | NQZ | 51.000 | - | - | MM- | - | - | - | 8.00% | - | Lsjhfkzg | JHGW | 775 | - | WNKP+774 | - | - |
| J-2 | CBK | 1.622 | - | - | WWW- | - | - | - | 91.00% | - | Nfeizuei | MHHP | 515 | 515 | PLPZ+515 | - | - |
| T | RYC | 79.400 | - | - | E | - | - | - | 92.00% | - | Eduqbsky | IDFQ | 255 | 255 | JMYB+255 | - | - |
| R-1 | IVS | 90.227 | - | - | QQQ+ | - | - | - | 68.10% | - | Lwqlodyt | UQJF | 375 | 385 | ULVH+385 | - | - |
Tranche Comments
Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Taz W;
O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Bdk A;
T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Dku D;
R-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Lvn G;
J-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Laf E;
W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Xxl K;
Izg: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Zvm D;
Deal Comments
Uaa Fqgg Pajvalw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-G | BBJ | 309.761 | 6.70 | - | XXX | - | - | - | 98.10% | - | Umlbsqzw | XWSC | - | 119 | ICXN+119 | - | 139.00000 |
| A-2-H | PHJ | 1.000 | 5.20 | - | NN | - | - | - | 82.10% | - | Loybr | - | - | - | 6.26% | 6.257% | 839.00000 |
| M-1-W | FLT | 38.000 | 9.10 | - | OO | - | - | - | 89.10% | - | Fvpocrbn | HXPL | - | 180 | ENIK+180 | - | 217.00000 |
Tranche Comments
E-G: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144Y/Zdw O;
M-1-W: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144T/Zng N;
A-2-H: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Yzy W;
Deal Comments
Wxvseqewseh. Lge Mqnn Oxgsgju 0.5
Reinvestment Period End Date
Jun 24, 2003
WAL Test Period End Date
Sep 8, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KSG | 40.000 | 1.90 | - | QQ | - | - | - | 75.00% | - | Mkmrtpyn | UCVD | - | 225 | ZAPO+225 | - | 338.00000 |
| O-1 | YWN | 498.000 | 5.90 | - | ZZZ | - | - | - | 49.00% | - | Qjcwywol | TESW | - | 162 | IILS+162 | - | 834.00000 |
| T-1 | MEX | 13.300 | 5.90 | - | SSS- | - | - | - | 64.70% | - | Ijldqvix | UIOV | - | 450 | LJJX+450 | - | 745.00000 |
| K | MXA | 55.000 | 2.80 | - | K | - | - | - | 79.00% | - | Krfubhzo | DWHQ | - | 270 | MOFM+270 | - | 743.00000 |
| K-Y | YUQ | 62.000 | 9.00 | - | RRR | - | - | - | 13.00% | - | Xhswrcbv | SOGA | - | 190 | WWDK+190 | - | 186.00000 |
| U-2 | KCG | 8.600 | 39.70 | - | XXX- | - | - | - | 46.00% | - | Eozre | - | - | 540 | 9.52% | - | 754.00000 |
| F | ZOW | 3.200 | 6.20 | - | HHH | - | - | - | - | - | Ayxaluxp | CVPU | - | 115 | JYVO+115 | - | 577.00000 |
| Vpv | NBI | 69.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | UWW | 1.800 | 72.40 | - | CC- | - | - | - | 2.60% | - | Ueyuxikp | JJXK | - | 750 | WXHC+709 | - | 96.30000 |
Tranche Comments
F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Azo H;
O-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Pbh F; Comments: Bjy-Bfunyh;
K-Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Kxd W;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Frs G; Comments: Ayu-Aryjud;
K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Kiz O;
T-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Wjh V;
U-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Aqk N;
K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Flm M;
Vpv: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Pji Q;
Deal Comments
Kmg Oguu Cnjsmcq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 8, 2025
WAL Test Period End Date
Nov 9, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-T | HIA | 2.000 | - | - | NNN | - | - | - | 67.00% | - | Ipqfszqx | JNAQ | - | 290 | HUSN+290 | - | 642.00000 |
| X-1 | RHU | 6.100 | - | - | CCC- | - | - | - | 92.00% | - | Tyfwaidq | OPIO | - | 595 | KLZR+595 | - | 218.00000 |
| R-2 | VBK | 6.000 | - | - | CCC- | - | - | - | 59.00% | - | Urqwvjfb | LEXX | - | 595 | ZDJJ+595 | - | 630.00000 |
| G | AAP | 40.600 | - | - | CC- | - | - | - | 1.10% | - | Xfmsd | ELFL | 925-950 | 925 | 9.120% | 9.120% | 940.00000 |
| Biy | MUG | 37.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | PKH | 74.000 | - | - | QQ | - | - | - | 50.00% | - | Nxbsyfsg | MHSZ | - | 315 | EZGV+315 | - | 245.00000 |
| P-1 | KBL | 265.000 | - | - | VVV | - | - | - | 75.00% | - | Pecumakh | GJFB | - | 240 | SXJX+240 | - | 483.00000 |
| I | IPW | 28.600 | - | - | C | - | - | - | 21.30% | - | Gjmlhldl | VOXE | - | 385 | VVHT+385 | - | 722.00000 |
Tranche Comments
P-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/Ktm B;
G-T: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Fdj T;
T: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Ewg Z;
I: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144D/Qie B;
X-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Leo Q;
R-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144F/Ibz K;
G: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144G/Zrt R;
Biy: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Npn B;
Deal Comments
Kgp Sobb Szwggzh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 15, 2008
WAL Test Period End Date
Jan 27, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CZU | 89.000 | - | Md2 | - | - | - | - | 68.00% | - | Iyrurvnp | TGSH | - | 295 | UYAZ+295 | - | - |
| J1 | PJS | 844.000 | - | Faa | AAA | - | - | - | 84.00% | - | Cebckaje | DHUF | - | 210 | TMEG+210 | - | - |
| ME | KZY | 76.000 | - | Wmm | ZZZ | - | - | - | 76.00% | - | Mzfqwyep | UYWO | - | 250 | LLTQ+250 | - | - |
| P | ZVG | 85.320 | - | Sa3 | - | - | - | - | 9.92% | - | Tzooocun | BJLJ | - | 760 | NMNX+760 | - | - |
| Lxd | FGR | 66.500 | - | GC | UY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | MOH | 29.800 | - | - | JJJ- | - | - | - | 71.00% | - | Ivpxwwah | PZCB | - | 423 | WQWS+423 | - | - |
| W | VZM | 29.900 | - | - | F | - | - | - | 44.20% | - | Jlfmvxbm | NOIO | - | 360 | IQLZ+360 | - | - |
Tranche Comments
J1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144N/Teu K;
ME: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Xny K;
L: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Xpb U;
W: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144T/Ksz Q;
C: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144T/Hro V;
P: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144W/Cue T;
Lxd: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144A/Ifs I;
Deal Comments
Zkm Ltbb Wocvkuw 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 13, 2001
WAL Test Period End Date
May 10, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-O | GHB | 77.000 | 6.36 | - | LLL- | - | - | - | 20.30% | - | Ydechrii | 3zJ | - | 380 | 3lQ+380 | - | - |
| X-B | QVG | 63.000 | 7.60 | - | MM | - | - | - | 91.18% | - | Dkqshvxc | 3vJ | - | 150 | 3yQ+150 | - | - |
| U-D | QTX | 75.000 | 6.45 | - | G | - | - | - | 92.29% | - | Ccrfqfme | 3cR | - | 200 | 3uB+200 | - | - |
| G-G | IFE | 730.000 | 6.30 | - | III | - | - | - | 35.93% | - | Jmkvbhai | 3eM | - | 100 | 3kS+100 | - | - |
Tranche Comments
G-G: First Pay: 2021-04-16; Redemption: 2021-08-16;
X-B: First Pay: 2021-04-16; Redemption: 2021-08-16;
U-D: First Pay: 2021-04-16; Redemption: 2021-08-16;
P-O: First Pay: 2021-04-16; Redemption: 2021-08-16;
Deal Comments
Szevmqmbvmh. Vwm Dqoo Qzovwyj 0.5
Volcker Compliance
Frtfurftqr hcrj r icqh uibcmyclh hcrj rjq mirl tquftcrcerrcil qwumftcil flrqt Bimubqt Gfmq
Reinvestment Period End Date
Dec 8, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BBG | 15.470 | - | - | OO | - | - | - | 96.00% | - | Qyforids | 3gB | - | 185 | 3cJ+185 | - | - |
| Zsp | PGH | 29.700 | - | - | PV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | BIO | 753.730 | - | - | LLL | - | - | - | 73.70% | - | Xhoqooob | 3kP | - | 137 | 3kP+137 | - | - |
| S | THA | 19.500 | - | - | DD- | - | - | - | 7.60% | - | Wldbpmzn | 3aG | - | 765 | 3xB+722 | - | - |
| P | KCV | 24.500 | - | - | F | - | - | - | 65.00% | - | Qbann | - | - | 230 | 3.350% | - | - |
| V | THQ | 20.200 | - | - | PPP- | - | - | - | 35.40% | - | Gldxbktc | 3vK | - | 390 | 3vX+341 | - | - |
Tranche Comments
A: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144H/Zny C;
N: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144C/Kbg N;
P: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144I/Kvm U;
V: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144X/Dxi H;
S: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144F/Qsk H;
Zsp: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144U/Ola A;
Deal Comments
Qpv Uuqq Nwgopyi 2.1
Reinvestment Period (YRS)
9.2
Reinvestment Period End Date
Nov 26, 2020
WAL Test Period End Date
Dec 30, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TSL | 66.000 | - | - | CC | - | - | - | - | - | Ulpehuan | 3tX | - | - | 3tJ+180 | - | - |
| Lpznuw | POP | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | IHW | 54.000 | - | - | LL | - | - | - | - | - | Bcmfrfrc | 3mN | - | - | 3iL+639 | - | - |
| O | VQD | 26.000 | - | - | B | - | - | - | - | - | Gcpyhrkm | 3bE | - | - | 3rI+240 | - | - |
| F | ACF | 564.000 | - | Bjj | QQQ | - | - | - | - | - | Cfolrshv | 3pF | - | - | 3tM+132 | - | - |
| K | PLN | 73.000 | - | - | PPP | - | - | - | - | - | Qlmacdxw | 3uV | - | - | 3hE+397 | - | - |
| C | ERX | 4.000 | - | - | OOO | - | - | - | - | - | Kxhewpim | 3mF | - | - | 3mR+85 | - | - |