| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | JSK | 60.000 | 2.60 | - | N | - | - | - | 11.00% | - | Izeblivx | JLVL | - | 210 | EOMP+210 | - | 364.00000 |
| X-Ae | GJK | 8.000 | 52.00 | - | RRR- | - | - | - | 10.00% | - | Wdprbkvi | SOIP | - | 450 | HLSY+450 | - | 887.00000 |
| Q | IKB | 1.000 | 43.90 | - | OO- | - | - | - | 4.00% | - | Akxeyryz | LTJG | - | 650 | UVEN+650 | - | 863.00000 |
| L-P | NRQ | 20.000 | 7.80 | - | FFF | - | - | - | 70.00% | - | Olpsxcit | SJWX | - | 150 | YJUZ+150 | - | 463.00000 |
| J | ABB | 85.000 | 3.70 | - | BB | - | - | - | 59.00% | - | Bzpssyhd | JJEB | - | 170 | ZWXE+170 | - | 466.00000 |
| X-Bk | LFJ | 2.000 | 26.00 | - | MMM- | - | - | - | 45.00% | - | Qrgxz | - | - | - | 8.41% | 8.406% | 102.00000 |
| WFF | CNV | 67.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | XCC | 424.000 | 5.60 | - | GGG | - | - | - | 70.00% | - | Tcmlpjwz | XCHQ | - | 124 | XCNV+124 | - | 328.00000 |
| B-2 | CJR | 7.000 | 8.80 | - | U | - | - | - | 48.00% | - | Jnzrv | - | - | - | 6.04% | 6.038% | 152.00000 |
| S-1 | OHC | 24.000 | 6.50 | - | DDD | - | - | - | 32.00% | - | Yywbbexg | OKVO | - | 375 | AVTE+375 | - | 954.00000 |
Tranche Comments
G-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Dow X;
L-P: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Kvm L;
J: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Iba B;
F-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Vlg Z;
B-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Dcp O;
S-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Oyj S;
X-Ae: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Dvu T;
X-Bk: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Dho L;
Q: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Lte A;
WFF: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Nyi E;
Deal Comments
Ljy-Sfvv Ckcjjeq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 16, 2018
WAL Test Period End Date
Feb 7, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1M | UAT | 66.000 | 7.50 | - | XXX- | - | - | - | 13.00% | - | Khqyqpwn | DMOB | - | 320 | WMIO+320 | - | 465.00000 |
| Z-M | OSO | 18.000 | 8.10 | - | X | - | - | - | 99.00% | - | Pdqzeloe | NKMQ | - | 205 | JLGF+205 | - | 838.00000 |
| Efy | ZKP | 50.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1-D | UVJ | 548.000 | 1.60 | - | WWW | - | - | - | 91.00% | - | Vfhzstqj | WWIY | - | 134 | GZFS+134 | - | 780.00000 |
| T-G-L | MJW | 6.000 | 1.70 | - | SSS | - | - | - | 17.00% | - | Xcostecq | GGDR | - | 155 | PTXR+155 | - | 478.00000 |
| M-D | INW | 4.000 | 89.10 | - | VV- | - | - | - | 2.00% | - | Iyxcypkh | TWYS | - | 660 | HDHH+660 | - | 445.00000 |
| Q-L | UBX | 94.000 | 7.70 | - | SS | - | - | - | 26.00% | - | Uvehfkxz | MIPR | - | 180 | JQLU+180 | - | 118.00000 |
| V-2I | LOH | 1.000 | 22.00 | - | QQQ- | - | - | - | 78.00% | - | Wxmrbbbc | GULI | - | 400 | HKAZ+400 | - | 245.00000 |
Tranche Comments
T-1-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Gts U;
T-G-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Nyb O;
Q-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Zoh U;
Z-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Yri F;
I-1M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Rhi P;
V-2I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Xsi F;
M-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Pcj M;
Efy: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Pvc N;
Deal Comments
Ogbgh. Bvv Xwvv Sgvevzm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 17, 2006
WAL Test Period End Date
Oct 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AKZ | 87.100 | - | - | FF | - | - | - | 77.00% | - | Khmcjsxj | IEFQ | 185 | 185 | UMWK+185 | - | - |
| U | ARI | 584.500 | - | - | XXX | - | - | - | 38.90% | - | Wmpfvxrn | ETEW | 146 | 146 | VMYH+146 | - | - |
| G-1 | URQ | 92.932 | - | - | PPP+ | - | - | - | 80.30% | - | Usdhzcbb | PTDC | 375 | 385 | EGFX+385 | - | - |
| Clc | AUI | 72.325 | - | - | ZO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | RQL | 37.700 | - | - | U | - | - | - | 49.00% | - | Dzdopdcm | YNNL | 255 | 255 | PPHP+255 | - | - |
| O-2 | QUN | 9.993 | - | - | EEE- | - | - | - | 88.00% | - | Idejyqkg | HIVE | 515 | 515 | YNTD+515 | - | - |
| D | XYY | 35.000 | - | - | KK- | - | - | - | 1.00% | - | Vlbcbqne | HDNV | 775 | - | ZJPU+774 | - | - |
Tranche Comments
U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Mmd J;
B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Eqs T;
G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Drs I;
G-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Jrw Q;
O-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Rch S;
D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Qpa W;
Clc: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Jcj F;
Deal Comments
Wgw Iwbb Ilqpgfo 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 11, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-A | TCI | 549.346 | 3.30 | - | MMM | - | - | - | 73.50% | - | Bcryfkrx | MCSB | - | 119 | PXCU+119 | - | 480.00000 |
| T-1-Q | OMM | 23.000 | 4.70 | - | QQ | - | - | - | 59.10% | - | Mquewxpb | TGOZ | - | 180 | NNBU+180 | - | 899.00000 |
| G-2-R | VOF | 1.000 | 3.30 | - | EE | - | - | - | 40.80% | - | Yjugk | - | - | - | 6.26% | 6.257% | 225.00000 |
Tranche Comments
Z-A: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144W/Qnr H;
T-1-Q: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144P/Jdn U;
G-2-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144H/Imw P;
Deal Comments
Uhujabaejaa. Uha Tbxx Ohzjhin 0.5
Reinvestment Period End Date
Oct 29, 2018
WAL Test Period End Date
Jun 13, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | RQX | 1.900 | 73.10 | - | MMM- | - | - | - | 73.00% | - | Ausmj | - | - | 540 | 9.52% | - | 155.00000 |
| T | JMD | 23.000 | 4.40 | - | WW | - | - | - | 45.00% | - | Yvkpvcqj | NEGI | - | 225 | YPWE+225 | - | 162.00000 |
| F-V | KRI | 65.000 | 7.00 | - | ZZZ | - | - | - | 43.00% | - | Seavwaow | EHPO | - | 190 | GSJP+190 | - | 633.00000 |
| H-1 | HMJ | 56.500 | 3.90 | - | QQQ- | - | - | - | 29.80% | - | Xuceffvo | DWEL | - | 450 | MKUZ+450 | - | 422.00000 |
| L | TRX | 7.200 | 74.60 | - | DD- | - | - | - | 7.30% | - | Ixyaxiwi | SMIP | - | 750 | BBBJ+709 | - | 58.10000 |
| L | VBY | 67.000 | 6.30 | - | U | - | - | - | 19.00% | - | Avqfcwjn | HAGX | - | 270 | IMVD+270 | - | 971.00000 |
| R | XPN | 9.900 | 2.10 | - | CCC | - | - | - | - | - | Fnxdsfqn | JMBM | - | 115 | MLPJ+115 | - | 419.00000 |
| J-1 | HNO | 639.000 | 6.80 | - | MMM | - | - | - | 75.00% | - | Memrwsag | QABG | - | 162 | PITV+162 | - | 192.00000 |
| Fak | QPP | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Jhc P;
J-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Dko Y; Comments: Kte-Krmlew;
F-V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Jwl L;
T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Gog H; Comments: Jow-Jmjbwb;
L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Obg S;
H-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Coy F;
T-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Xbq E;
L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Yda H;
Fak: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Lkr V;
Deal Comments
Mfj Dxmm Clusfzy 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 13, 2006
WAL Test Period End Date
Feb 1, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BVX | 28.000 | - | - | RR | - | - | - | 16.00% | - | Eyouoquj | DWOU | - | 315 | VETB+315 | - | 420.00000 |
| M | POE | 17.400 | - | - | A | - | - | - | 22.20% | - | Fwyqbzhe | DHSH | - | 385 | XVLV+385 | - | 523.00000 |
| H | RLB | 29.500 | - | - | KK- | - | - | - | 4.40% | - | Zhlfh | NSJU | 925-950 | 925 | 9.120% | 9.120% | 917.00000 |
| Jcd | NAY | 40.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | QLG | 264.000 | - | - | EEE | - | - | - | 23.00% | - | Ebocsbpv | USJM | - | 240 | ETCG+240 | - | 684.00000 |
| Q-1 | LOH | 5.600 | - | - | JJJ- | - | - | - | 82.00% | - | Sylkjaqg | HSIP | - | 595 | QWOW+595 | - | 237.00000 |
| R-P | FQY | 5.000 | - | - | SSS | - | - | - | 72.00% | - | Zzmrtmvm | PLSY | - | 290 | EDMF+290 | - | 368.00000 |
| A-2 | UKU | 8.000 | - | - | UUU- | - | - | - | 33.00% | - | Rkbspcwc | EPDN | - | 595 | TAEW+595 | - | 553.00000 |
Tranche Comments
E-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144E/Hml Q;
R-P: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144W/Iag Y;
A: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144M/Iuk I;
M: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144M/Tvl X;
Q-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144B/Bwh L;
A-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144Q/Tes W;
H: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Dur Q;
Jcd: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144T/Nlv O;
Deal Comments
Ajk Lvmm Ffxbjfz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 5, 2014
WAL Test Period End Date
Dec 4, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | CWO | 410.000 | - | Xii | GGG | - | - | - | 67.00% | - | Ekzxkian | IUOO | - | 210 | NEUL+210 | - | - |
| D | ZHY | 22.700 | - | - | HHH- | - | - | - | 27.00% | - | Wusoyqbf | TUIP | - | 423 | LVYY+423 | - | - |
| Ayl | FOV | 65.200 | - | FC | FS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FH | BXX | 71.000 | - | Sff | TTT | - | - | - | 23.00% | - | Efrwljnc | ZKMR | - | 250 | DLQJ+250 | - | - |
| K | MAF | 94.000 | - | Kb2 | - | - | - | - | 42.00% | - | Jvohwmck | YXAU | - | 295 | WGGO+295 | - | - |
| Z | UAY | 38.790 | - | Hx3 | - | - | - | - | 1.19% | - | Ufdplukb | SIIQ | - | 760 | TWXE+760 | - | - |
| C | OYW | 24.600 | - | - | E | - | - | - | 82.70% | - | Hzdrhbjc | CZKH | - | 360 | APEC+360 | - | - |
Tranche Comments
C1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144J/Ytl D;
FH: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144J/Tus N;
K: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144H/Xbj K;
C: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144N/Zjj D;
D: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144M/Qcz Q;
Z: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Q/Xlp C;
Ayl: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144P/Ass J;
Deal Comments
Dpk Yqcc Voovpas 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 28, 2011
WAL Test Period End Date
Jun 30, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-E | IOC | 86.000 | 8.10 | - | DD | - | - | - | 84.93% | - | Gyxzzhkj | 3uD | - | 150 | 3tF+150 | - | - |
| W-Z | GJZ | 41.000 | 5.31 | - | III- | - | - | - | 66.11% | - | Rjluvabk | 3tP | - | 380 | 3zD+380 | - | - |
| E-B | WWO | 48.000 | 9.10 | - | X | - | - | - | 12.58% | - | Impsqtks | 3gO | - | 200 | 3dF+200 | - | - |
| L-P | FSH | 599.000 | 3.30 | - | III | - | - | - | 86.86% | - | Vfesmtvs | 3lU | - | 100 | 3rD+100 | - | - |
Tranche Comments
L-P: First Pay: 2021-04-16; Redemption: 2021-08-16;
M-E: First Pay: 2021-04-16; Redemption: 2021-08-16;
E-B: First Pay: 2021-04-16; Redemption: 2021-08-16;
W-Z: First Pay: 2021-04-16; Redemption: 2021-08-16;
Deal Comments
Gkyuljleulf. Fhl Mjww Wkluhiz 0.5
Volcker Compliance
Xsdtvstdvf jfsh p bfvj vatopvfod jfsh shv papo wvvtdfsfvpsfao vsvptwfao tofvd Sapvtvd Etpv
Reinvestment Period End Date
Feb 28, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WGM | 994.150 | - | - | DDD | - | - | - | 91.50% | - | Ufvyyrqn | 3sC | - | 137 | 3lG+137 | - | - |
| Uyq | TXZ | 52.400 | - | - | IQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | CMK | 64.940 | - | - | JJ | - | - | - | 96.00% | - | Xyjcjidz | 3yD | - | 185 | 3rI+185 | - | - |
| T | CFJ | 76.300 | - | - | TTT- | - | - | - | 79.70% | - | Gmzudanc | 3gP | - | 390 | 3zO+341 | - | - |
| Y | JGS | 29.800 | - | - | Z | - | - | - | 96.00% | - | Yzgmx | - | - | 230 | 3.350% | - | - |
| D | NPY | 48.200 | - | - | UU- | - | - | - | 6.73% | - | Jswqbdtd | 3cU | - | 765 | 3zF+722 | - | - |
Tranche Comments
K: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144P/Ktd M;
H: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144T/Lzc N;
Y: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144L/Xsa Z;
T: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144F/Crh G;
D: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144L/Ens Y;
Uyq: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144J/Bih P;
Deal Comments
Tmt Rsnn Ipzfmpq 2.1
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Dec 10, 2021
WAL Test Period End Date
Dec 19, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZYE | 62.000 | - | - | NN | - | - | - | - | - | Krowsrre | 3qG | - | - | 3zG+639 | - | - |
| D | LFX | 861.000 | - | Fss | BBB | - | - | - | - | - | Pkpzefpx | 3sZ | - | - | 3jB+132 | - | - |
| Pkbdmr | PSN | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | UJE | 7.000 | - | - | QQQ | - | - | - | - | - | Nbqrqzeu | 3eJ | - | - | 3cH+85 | - | - |
| M | BLP | 67.000 | - | - | F | - | - | - | - | - | Sxvfpjlz | 3gB | - | - | 3uL+240 | - | - |
| E | WJU | 34.000 | - | - | ZZ | - | - | - | - | - | Ayzdmtef | 3dW | - | - | 3eJ+180 | - | - |
| K | PMX | 67.000 | - | - | XXX | - | - | - | - | - | Zwvxtcac | 3hN | - | - | 3oW+397 | - | - |