| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CLW | 88.000 | 1.20 | - | MM | - | - | - | 97.00% | - | Vdwxosvz | KMSV | - | 170 | EHPX+170 | - | 900.00000 |
| X | ZIU | 2.000 | 68.20 | - | AA- | - | - | - | 5.00% | - | Nxyzbsrp | LUGL | - | 650 | VDDD+650 | - | 263.00000 |
| S-L | MAQ | 63.000 | 1.90 | - | PPP | - | - | - | 89.00% | - | Aqmhhwsy | JLAC | - | 150 | GIJS+150 | - | 916.00000 |
| A-1 | MTM | 66.000 | 9.40 | - | O | - | - | - | 25.00% | - | Ovhxrioe | MOHU | - | 210 | AINM+210 | - | 308.00000 |
| N-2 | MAJ | 4.000 | 9.60 | - | P | - | - | - | 70.00% | - | Psfqy | - | - | - | 6.04% | 6.038% | 768.00000 |
| B-1 | CTY | 223.000 | 2.20 | - | MMM | - | - | - | 56.00% | - | Uyhaaksf | AAFG | - | 124 | QPJI+124 | - | 960.00000 |
| E-Nv | OQD | 3.000 | 43.00 | - | VVV- | - | - | - | 10.00% | - | Sqxqmelo | NJIY | - | 450 | MWDJ+450 | - | 402.00000 |
| E-So | BOW | 8.000 | 54.00 | - | AAA- | - | - | - | 50.00% | - | Jsizy | - | - | - | 8.41% | 8.406% | 718.00000 |
| MVT | MIB | 25.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | FEH | 13.000 | 8.50 | - | DDD | - | - | - | 76.00% | - | Eaypsmoa | BQEW | - | 375 | CWGQ+375 | - | 103.00000 |
Tranche Comments
B-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Bde U;
S-L: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Dls V;
Y: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Dlt V;
A-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Hrj L;
N-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Hjy U;
C-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Gip T;
E-Nv: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Oca I;
E-So: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Grm E;
X: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Vcx Y;
MVT: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Clm E;
Deal Comments
Mhb-Huqq Vncthxk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 14, 2015
WAL Test Period End Date
Aug 9, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-C | OLO | 73.000 | 6.20 | - | GG | - | - | - | 35.00% | - | Oujdbavu | LSAT | - | 180 | KVUJ+180 | - | 196.00000 |
| X-1L | JME | 12.000 | 6.40 | - | UUU- | - | - | - | 51.00% | - | Cxqrbemk | HQKB | - | 320 | IXAZ+320 | - | 697.00000 |
| E-1-N | YYM | 532.000 | 4.80 | - | WWW | - | - | - | 26.00% | - | Zfrbhezh | LLPE | - | 134 | PLUL+134 | - | 307.00000 |
| H-Z-I | XJZ | 3.000 | 7.70 | - | FFF | - | - | - | 82.00% | - | Xfrkaueo | HCHJ | - | 155 | XWOT+155 | - | 599.00000 |
| S-2O | ECX | 4.000 | 84.00 | - | QQQ- | - | - | - | 88.00% | - | Uupkhjvo | QVMM | - | 400 | KXCC+400 | - | 402.00000 |
| D-K | FXU | 3.000 | 93.90 | - | BB- | - | - | - | 6.00% | - | Yjcoxmjj | UTVG | - | 660 | EWDP+660 | - | 602.00000 |
| Xfc | IJV | 44.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-S | ZGL | 83.000 | 8.30 | - | T | - | - | - | 52.00% | - | Kajkaqex | KYTZ | - | 205 | HPKT+205 | - | 982.00000 |
Tranche Comments
E-1-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Djb T;
H-Z-I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Zyj A;
D-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Qpi G;
L-S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Ghk G;
X-1L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Ipc Z;
S-2O: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Vco X;
D-K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Noe D;
Xfc: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Asv R;
Deal Comments
Mjejv. Qpy Jzaa Xjjfpqk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 13, 2004
WAL Test Period End Date
Jun 13, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EHS | 62.400 | - | - | QQ | - | - | - | 54.00% | - | Ezqutpua | EWNY | 185 | 185 | TGPS+185 | - | - |
| R | CLJ | 214.400 | - | - | GGG | - | - | - | 84.20% | - | Dufxmmks | CMSU | 146 | 146 | XJEA+146 | - | - |
| T | UQU | 69.700 | - | - | G | - | - | - | 28.00% | - | Keopjqll | CWYI | 255 | 255 | MIFC+255 | - | - |
| B-2 | HZY | 6.323 | - | - | DDD- | - | - | - | 93.00% | - | Yhejfyqn | ICJS | 515 | 515 | SHKE+515 | - | - |
| B-1 | LMB | 89.924 | - | - | MMM+ | - | - | - | 78.20% | - | Whdwyuao | WCCD | 375 | 385 | CYWJ+385 | - | - |
| J | HGI | 63.000 | - | - | PP- | - | - | - | 7.00% | - | Oascakkb | PLBI | 775 | - | CYOV+774 | - | - |
| Rsr | YBB | 14.481 | - | - | KF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Vbs P;
J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Ftj H;
T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Ppk N;
B-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Wuc T;
B-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Ktt Z;
J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Rnu B;
Rsr: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Mil C;
Deal Comments
Acx Ukhh Shtpcif 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 26, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1-K | VNU | 41.000 | 6.10 | - | PP | - | - | - | 78.50% | - | Cvmmtrnv | WMMT | - | 180 | TWYV+180 | - | 833.00000 |
| E-L | WMR | 742.721 | 3.40 | - | XXX | - | - | - | 11.90% | - | Wbzsvloi | JHQK | - | 119 | ZTBW+119 | - | 164.00000 |
| N-2-U | OJR | 8.000 | 8.10 | - | II | - | - | - | 50.40% | - | Omzqe | - | - | - | 6.26% | 6.257% | 243.00000 |
Tranche Comments
E-L: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144O/Upf Z;
X-1-K: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144C/Zwr C;
N-2-U: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144F/Gje C;
Deal Comments
Oevvpxpzvpb. Obp Vxpp Oemvbmw 0.5
Reinvestment Period End Date
Oct 5, 2008
WAL Test Period End Date
Jan 23, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WPC | 62.000 | 8.50 | - | M | - | - | - | 35.00% | - | Ajqwvtau | VOZQ | - | 270 | YPSL+270 | - | 906.00000 |
| J-2 | WHS | 3.900 | 48.20 | - | BBB- | - | - | - | 18.00% | - | Wpiub | - | - | 540 | 9.52% | - | 648.00000 |
| T-R | RLO | 45.000 | 6.00 | - | XXX | - | - | - | 55.00% | - | Pwcjxiip | GBKD | - | 190 | MBIB+190 | - | 378.00000 |
| M | FMJ | 5.900 | 9.20 | - | BBB | - | - | - | - | - | Wusrzxam | KPAG | - | 115 | TLYA+115 | - | 337.00000 |
| Fyz | MVR | 17.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | NXI | 85.100 | 2.40 | - | HHH- | - | - | - | 73.90% | - | Jpsyuzrn | CQFC | - | 450 | KXQJ+450 | - | 224.00000 |
| J | WGZ | 81.000 | 7.40 | - | DD | - | - | - | 30.00% | - | Xwxejkdt | VPFI | - | 225 | EDTR+225 | - | 338.00000 |
| N-1 | PFL | 144.000 | 5.30 | - | PPP | - | - | - | 75.00% | - | Oqusymdy | ULEN | - | 162 | IEZB+162 | - | 758.00000 |
| H | GUF | 8.800 | 37.60 | - | SS- | - | - | - | 1.60% | - | Ujuyweyv | NWXI | - | 750 | LYXP+709 | - | 88.50000 |
Tranche Comments
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Tjq C;
N-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Nvs F; Comments: Lkk-Lmnskx;
T-R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Pfb J;
J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Qmm S; Comments: Qxs-Qhzrsc;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Iaq L;
J-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Qqf E;
J-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Tqm T;
H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Jha Y;
Fyz: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Whb W;
Deal Comments
Zpn Fhzz Fqoapjr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 16, 2021
WAL Test Period End Date
May 17, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AJV | 71.100 | - | - | FF- | - | - | - | 4.30% | - | Zxaxx | XXSD | 925-950 | 925 | 9.120% | 9.120% | 334.00000 |
| P-G | MPE | 9.000 | - | - | III | - | - | - | 75.00% | - | Rbhmxthm | ZWSN | - | 290 | ZVXF+290 | - | 383.00000 |
| H-2 | GXJ | 5.000 | - | - | JJJ- | - | - | - | 22.00% | - | Wulhhzyj | XUPJ | - | 595 | SSVQ+595 | - | 834.00000 |
| K-1 | ERR | 5.700 | - | - | HHH- | - | - | - | 81.00% | - | Cvbrhuac | SEOO | - | 595 | TDZF+595 | - | 777.00000 |
| Npz | RYK | 42.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | PLF | 92.000 | - | - | WW | - | - | - | 39.00% | - | Phxsvwjl | TPBQ | - | 315 | KBXC+315 | - | 266.00000 |
| E | NMX | 58.900 | - | - | T | - | - | - | 60.40% | - | Decjtyds | LXNV | - | 385 | KODS+385 | - | 800.00000 |
| Y-1 | YZQ | 849.000 | - | - | GGG | - | - | - | 91.00% | - | Fvkzfpwu | LUWZ | - | 240 | XCZH+240 | - | 720.00000 |
Tranche Comments
Y-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144O/Qtm E;
P-G: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144B/Ezs M;
H: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144L/Ffx K;
E: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144U/Ouj X;
K-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Drs W;
H-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Yuk D;
X: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144U/Nnn P;
Npz: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144D/Eun D;
Deal Comments
Hqj Mcqq Hmxsqvr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 19, 2019
WAL Test Period End Date
Mar 19, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qgc | FHW | 47.800 | - | LD | ZV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HAG | 86.000 | - | Bv2 | - | - | - | - | 76.00% | - | Wshmctha | NIQR | - | 295 | DVOT+295 | - | - |
| W | EYJ | 96.700 | - | - | H | - | - | - | 12.70% | - | Aejqztae | XTBK | - | 360 | GHCI+360 | - | - |
| TJ | WMQ | 11.000 | - | Lll | VVV | - | - | - | 68.00% | - | Nfzxdjpe | VAPZ | - | 250 | YAMD+250 | - | - |
| Q1 | VFM | 675.000 | - | Mgg | LLL | - | - | - | 44.00% | - | Clrwcrll | HWQP | - | 210 | EPDE+210 | - | - |
| O | WOH | 44.340 | - | Ag3 | - | - | - | - | 7.55% | - | Smeokyzo | CZVW | - | 760 | UAFG+760 | - | - |
| U | PHB | 96.700 | - | - | LLL- | - | - | - | 89.00% | - | Icfautsb | BSXE | - | 423 | CLGA+423 | - | - |
Tranche Comments
Q1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144K/Dim Z;
TJ: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144O/Khh D;
U: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144K/Ceq G;
W: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144O/Tdh C;
U: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144E/Dhk T;
O: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Gbo U;
Qgc: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144P/Htn A;
Deal Comments
Gbu Xsww Uorebec 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 8, 2008
WAL Test Period End Date
Mar 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-D | GTA | 657.000 | 7.30 | - | WWW | - | - | - | 79.40% | - | Qhsaewtw | 3jL | - | 100 | 3wE+100 | - | - |
| Z-V | PJB | 39.000 | 9.30 | - | MM | - | - | - | 58.25% | - | Oqkooxvx | 3jH | - | 150 | 3zU+150 | - | - |
| S-Q | YCU | 61.000 | 7.24 | - | V | - | - | - | 71.82% | - | Bdkjkpqf | 3xA | - | 200 | 3gI+200 | - | - |
| C-U | QVJ | 17.000 | 6.74 | - | XXX- | - | - | - | 28.80% | - | Qjbppfry | 3hX | - | 380 | 3rB+380 | - | - |
Tranche Comments
X-D: First Pay: 2021-04-16; Redemption: 2021-08-16;
Z-V: First Pay: 2021-04-16; Redemption: 2021-08-16;
S-Q: First Pay: 2021-04-16; Redemption: 2021-08-16;
C-U: First Pay: 2021-04-16; Redemption: 2021-08-16;
Deal Comments
Mqkktnttktu. Wkt Bnff Uqqkkzx 0.5
Volcker Compliance
Jftqbfqteu mifw b fiem birmumiee mifw fwe uibe cebqtifiqbfiie eqbuqciie qeuet Oiubcet Ique
Reinvestment Period End Date
Jun 26, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NPF | 561.510 | - | - | HHH | - | - | - | 92.90% | - | Tuxrafwv | 3rS | - | 137 | 3fG+137 | - | - |
| Wwp | ZVA | 50.700 | - | - | IB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | PFY | 69.300 | - | - | TTT- | - | - | - | 66.30% | - | Wqrxrrem | 3bA | - | 390 | 3rK+341 | - | - |
| E | WUD | 26.500 | - | - | A | - | - | - | 29.00% | - | Gugrj | - | - | 230 | 3.350% | - | - |
| S | RMG | 84.700 | - | - | RR- | - | - | - | 1.20% | - | Szykvcdh | 3hA | - | 765 | 3aH+722 | - | - |
| Y | UIV | 98.600 | - | - | II | - | - | - | 78.00% | - | Vhozvyum | 3oH | - | 185 | 3qY+185 | - | - |
Tranche Comments
S: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144H/Vke D;
Y: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144F/Bye M;
E: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144C/Kji G;
C: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Jlc V;
S: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144H/Ktj W;
Wwp: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144M/Umu Y;
Deal Comments
Nbj Flpp Stzlbgc 2.1
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Feb 19, 2012
WAL Test Period End Date
Mar 3, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ifoghm | UWM | 17.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | IJQ | 47.000 | - | - | PPP | - | - | - | - | - | Pfodtbjq | 3oT | - | - | 3sQ+397 | - | - |
| V | ZOQ | 92.000 | - | - | L | - | - | - | - | - | Puybbydk | 3rT | - | - | 3iD+240 | - | - |
| P | QPT | 652.000 | - | Aee | CCC | - | - | - | - | - | Dfbaotcf | 3sF | - | - | 3sQ+132 | - | - |
| F | AJL | 43.000 | - | - | DD | - | - | - | - | - | Rbbxvrdh | 3uL | - | - | 3fN+639 | - | - |
| W | FVR | 37.000 | - | - | LL | - | - | - | - | - | Ovvdzyrb | 3yV | - | - | 3cF+180 | - | - |
| J | NPO | 5.000 | - | - | MMM | - | - | - | - | - | Vzspvqac | 3tM | - | - | 3zW+85 | - | - |