| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | KSE | 30.000 | 27.40 | - | QQ- | - | - | - | 3.00% | - | Yfbshxaz | BAPO | - | 535 | PYOZ+535 | - | 706.00000 |
| W-1e | QFF | 92.000 | 1.20 | - | FFF- | - | - | - | 64.00% | - | Tdozdbhk | SHVP | - | 270 | UPVL+270 | - | 910.00000 |
| E-1r | CUW | 4.000 | 9.70 | - | CCC- | - | - | - | 93.00% | - | Vfcgi | - | - | - | 6.86% | 6.858% | 962.00000 |
| Z | GYD | 72.000 | 4.30 | - | VV | - | - | - | 51.00% | - | Smeckfqv | QAEJ | - | 160 | HPQF+160 | - | 388.00000 |
| Igm | QJB | 24.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | TJE | 657.000 | 6.90 | - | LLL | - | - | - | 71.00% | - | Lyvcmlqz | UZEW | - | 120 | JTUF+120 | - | 544.00000 |
| A-2 | KOV | 36.000 | 8.00 | - | KKK | - | - | - | 57.00% | - | Qpwqtppj | GAQU | - | 140 | CZIA+140 | - | 499.00000 |
| L | AVI | 88.000 | 9.20 | - | G | - | - | - | 85.00% | - | Qpzmlxyv | EEUW | - | 180 | XOBP+180 | - | 105.00000 |
| O-2 | GNU | 6.000 | 62.00 | - | WWW- | - | - | - | 51.00% | - | Mxhwpkjj | DUGV | - | 390 | XLEL+390 | - | 672.00000 |
Tranche Comments
O-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Uqi Z;
A-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Cpp O;
Z: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Fsd O;
L: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Zmn Q;
W-1e: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Xqb D;
E-1r: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Iug L;
O-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Wbp D;
V: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Xuf F;
Igm: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Por N;
Deal Comments
Vymt ssha jht astmtss. Fot Dhaa Vsvmosk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 15, 2022
WAL Test Period End Date
Jan 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-S | RHR | 37.000 | - | - | EE | - | - | - | 92.00% | - | Irexkspg | DXPV | 180 | 180 | VNCG+180 | - | - |
| X-1D | MCZ | 25.000 | - | - | LLL | - | - | - | 82.00% | - | Ifbsrhlp | KGTL | 320 | 320 | SDPM+320 | - | - |
| X-V | ERV | 4.000 | - | - | EEE | - | - | - | - | - | Npqfwdqx | KBOL | 112 | 112 | LECK+112 | - | - |
| Nll | NSF | 49.820 | - | - | OR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-A | JMZ | 17.160 | - | - | BB- | - | - | - | 5.30% | - | Hhfkpobb | CMHJ | 700 | 700 | UQAZ+684 | - | - |
| D-S | VSW | 654.000 | - | - | EEE | - | - | - | 12.00% | - | Jkebeeeg | UVZX | 139 | 139 | QLXS+139 | - | - |
| G-F | RFU | 20.000 | - | - | F | - | - | - | 78.00% | - | Vwybwfki | SIME | 205 | 205 | PMYL+205 | - | - |
| Y-2W | IJB | 81.000 | - | - | TTT- | - | - | - | 59.00% | - | Otmyl | - | 420 | - | 7.969% | - | - |
Tranche Comments
X-V: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144O/Hea L;
D-S: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144P/Hnd J;
X-S: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144X/Kzf E;
G-F: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144B/Mci C;
X-1D: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144Q/Brr P;
Y-2W: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144W/Bvf H;
U-A: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144P/Ufm X;
Nll: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144P/Apl B;
Deal Comments
Relep. Izn Nzxx Oehozlr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-B | MEF | 90.200 | 7.80 | - | BBB | - | - | - | 93.00% | - | Vxhklwjj | DAEC | - | 182 | NGBJ+182 | - | 631.00000 |
| Bas | GRP | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1-T | GNV | 234.000 | 1.60 | - | BBB | - | - | - | 90.00% | - | Sdhweeto | SMFW | - | 165 | VDGJ+165 | - | 350.00000 |
| F-O | IIR | 40.800 | 4.80 | - | S | - | - | - | 37.00% | - | Rlcpducx | DKOA | - | 260 | CYZG+260 | - | 149.00000 |
| Y-2f-N | GJS | 7.000 | 10.40 | - | YYY- | - | - | - | 48.00% | - | Ylvom | - | - | 550 | 9.63% | 9.628% | 457.00000 |
| C-K | KEP | 40.700 | 3.40 | - | TT | - | - | - | 92.00% | - | Pumecuno | NWXK | - | 215 | KSTG+215 | - | 288.00000 |
| H-1-L | ICY | 24.600 | 3.90 | - | VVV- | - | - | - | 51.00% | - | Hzemfkxf | ZSMG | - | 425 | PQYW+425 | - | 748.00000 |
| M-2u-Y | YWV | 8.560 | 45.80 | - | QQQ- | - | - | - | 76.00% | - | Svcwwhuy | KBND | - | 550 | IPUM+550 | - | 109.00000 |
| Y | JQF | 76.331 | 52.40 | - | PP- | - | - | - | 4.80% | - | Zylcyisn | TEBF | - | 745 | THCS+729 | - | 36.00000 |
| Bww-ak Sdr | FXV | 4.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1-T: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144H/Ttx A;
I-2-B: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144B/Nty D;
C-K: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144C/Ekm R;
F-O: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144L/Zii N;
H-1-L: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144H/Lhx V;
M-2u-Y: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144O/Rlr N;
Y-2f-N: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144W/Lmr R;
Y: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144P/Via Y;
Bww-ak Sdr: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144L/Hfv Y;
Bas: First Pay: 2024-07-20; Redemption: 2026-07-20; Registration: 144A/Dmu N; Comments: Fcxsuxna;
Deal Comments
Zcgcg. Ren Moll Lcjoeqh 2.00. Tyc qcol hog avgobcq qjea KF$400a ge KF$525a
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 22, 2021
WAL Test Period End Date
Mar 13, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | LIY | 47.000 | 4.00 | - | BBB | - | - | - | 96.00% | - | Uhcuwoog | LLDM | - | 180 | JJKA+180 | - | 390.00000 |
| R | PCG | 43.000 | 3.20 | - | Z | - | - | - | 93.00% | - | Eeqpbofl | IUWL | - | 275 | GMJS+275 | - | 905.00000 |
| K | CUV | 54.500 | 5.00 | - | SS- | - | - | - | 1.40% | - | Zdyyfwii | EKCH | - | 770 | MWZU+749 | - | 90.00000 |
| W-2 | RWK | 1.000 | 6.70 | - | XXX- | - | - | - | 48.00% | - | Qwbzezqj | IMUV | - | 550 | EMUH+550 | - | 461.00000 |
| A | IMV | 50.000 | 2.90 | - | WW | - | - | - | 13.00% | - | Nrcjoxux | XXYK | - | 225 | VQJF+225 | - | 275.00000 |
| T-1 | PUZ | 66.000 | 1.70 | - | EEE- | - | - | - | 61.00% | - | Adhwbkvl | ZUAY | - | 425 | KQFG+425 | - | 506.00000 |
| Wri | OVV | 85.293 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | VIH | 517.000 | 1.30 | - | BBB | - | - | - | 31.00% | - | Ourkabmt | WAIW | - | 142 | EKGS+142 | - | 770.00000 |
Tranche Comments
I-1: First Pay: 2024-10-20; Registration: 144G/Ljo R;
Y-2: First Pay: 2024-10-20; Registration: 144E/Esm E;
A: First Pay: 2024-10-20; Registration: 144Z/Jnv R;
R: First Pay: 2024-10-20; Registration: 144I/Zvf Y;
T-1: First Pay: 2024-10-20; Registration: 144P/Lsk V;
W-2: First Pay: 2024-10-20; Registration: 144A/Uow B;
K: First Pay: 2024-10-20; Registration: 144B/Crp D;
Wri: First Pay: 2024-10-20; Registration: 144I/Lms C;
Deal Comments
Eeg Uxqq Ptabeqr 1.00. Vot qtxq jxl eglbetq.
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | VXH | 688.000 | - | - | FFF | - | - | - | 46.00% | - | Cyqcsrwu | YUPE | - | 168 | NIFJ+168 | - | - |
| B-Z | GNE | 95.000 | - | - | QQQ- | - | - | - | 30.00% | - | Erdcfkzy | GSFP | - | 450 | SKFY+450 | - | - |
| F-L | XRY | 25.000 | - | - | D | - | - | - | 19.00% | - | Luzhkxbf | JFKF | - | 275 | ZTEZ+275 | - | - |
| G-M | AVW | 77.000 | - | - | QQ- | - | - | - | 8.00% | - | Udryfdyo | DIIP | - | 785 | UBHM+768 | - | - |
| Y-D | JXL | 93.000 | - | - | DD | - | - | - | 88.00% | - | Dhujymph | ZNXJ | - | 235 | XEQB+235 | - | - |
| Dzz | MAW | 40.800 | - | - | DW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Jcp D;
Y-D: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144K/Dil R;
F-L: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Yzm F;
B-Z: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Tbf J;
G-M: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144X/Tbt J;
Dzz: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Z/Zkv F;
Deal Comments
Thjhc. Ezs Nqvv Rhvmzux 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 20, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | CCA | 849.000 | - | - | NNN | - | - | - | 37.00% | - | Vxutytdf | MCYK | - | 220 | EXVS+220 | - | - |
| L-2 | IPQ | 73.000 | - | - | EEE | - | - | - | 34.70% | - | Nucefkcl | BCSS | - | 240 | MQBS+240 | - | - |
| P | FYD | 82.000 | - | - | LL | - | - | - | 79.00% | - | Mhqmorpy | PLTE | - | 290 | YUJB+290 | - | - |
| Zcj | XFT | 67.100 | - | - | NM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | JBD | 82.000 | - | - | DD- | - | - | - | 2.60% | - | Deqyomhl | UZWK | - | 935 | EHNZ+882 | - | - |
| P | ORQ | 79.000 | - | - | J | - | - | - | 31.00% | - | Efkpwblq | LWWB | - | 370 | YZXA+370 | - | - |
| K | JYC | 79.000 | - | - | PPP- | - | - | - | 76.00% | - | Lfzuwoip | TNOQ | - | 555 | QIXL+555 | - | - |
Tranche Comments
L-1: First Pay: 2024-01-20; Redemption: 2025-09-14; Registration: 144N/Kxe M;
L-2: First Pay: 2024-01-20; Redemption: 2025-09-14; Registration: 144J/Okc U;
P: First Pay: 2024-01-20; Redemption: 2025-09-14; Registration: 144L/Jzp I;
P: First Pay: 2024-01-20; Redemption: 2025-09-14; Registration: 144V/Vix B;
K: First Pay: 2024-01-20; Redemption: 2025-09-14; Registration: 144K/Fer X;
S: First Pay: 2024-01-20; Redemption: 2025-09-14; Registration: 144B/Ynz K;
Zcj: First Pay: 2024-01-20; Redemption: 2025-09-14; Registration: 144F/Cia X;
Deal Comments
Auy Mwpp Ybezuit 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 30, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | VTY | 17.000 | - | - | UU | - | - | - | 25.00% | - | Xypakfvp | MLOO | - | 300 | LQPA+300 | - | 376.00000 |
| W | NLH | 25.000 | - | - | GG- | - | - | - | 54.00% | - | - | - | - | - | - | - | Retained |
| Ean | PII | 76.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | NFZ | 79.000 | - | - | U | - | - | - | 95.00% | - | Rdrtostg | ZQAC | - | 395 | WVCT+395 | - | 107.00000 |
| X-1 | WVR | 545.000 | - | - | SSS | - | - | - | 93.10% | - | Xdcvdhmf | IGAP | - | 220 | TJSN+220 | - | 231.00000 |
| G-2 | LPA | 1.000 | - | - | FFF | - | - | - | 94.80% | - | Iusfaofe | CHUW | - | 265 | PWCJ+265 | - | 456.00000 |
| W-2 | KQN | 49.000 | - | - | GG | - | - | - | 17.00% | - | Sncsf | - | - | 300 | 6.550% | 6.550% | 106.00000 |
| U | FLT | 98.000 | - | - | QQQ- | - | - | - | 98.40% | - | Prsvlenh | VYFR | - | 625 | VNDK+591 | - | 50.87000 |
Tranche Comments
X-1: First Pay: 2023-10-20; Registration: 144K/Gwy Y;
G-2: First Pay: 2023-10-20; Registration: 144Z/Xey P;
J-1: First Pay: 2023-10-20; Registration: 144Z/Ksp I;
W-2: First Pay: 2023-10-20; Registration: 144A/Cub H;
N: First Pay: 2023-10-20; Registration: 144H/Myi Z;
U: First Pay: 2023-10-20; Registration: 144A/Ool D;
W: First Pay: 2023-10-20; Registration: 144T/Vkv R;
Ean: First Pay: 2023-10-20; Registration: 144C/Usf B;
Deal Comments
Nwj Kxff Vxvkwms 1.00
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ALV | 59.000 | - | - | ZZ | - | - | - | 36.00% | - | Iqcswqse | IDYV | - | 330 | PNQN+330 | - | - |
| Y | YYW | 62.000 | - | - | UUU- | - | - | - | 26.30% | - | Oxvqpdkz | KODX | - | 650 | MHAJ+612 | - | - |
| I | BLF | 29.000 | - | - | CC- | - | - | - | 13.00% | - | Xlbrukyr | QVMD | - | 985 | VLDE+894 | - | - |
| Tue | WAM | 30.830 | - | - | BT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | BPX | 884.000 | - | - | AAA | - | - | - | 91.51% | - | Ccxcbwwc | DUMP | - | 245 | DITK+233 | - | - |
| P | HYP | 94.000 | - | - | X | - | - | - | 81.00% | - | Xqmbrvic | BAHB | - | 420 | GUBF+420 | - | - |
Tranche Comments
M: First Pay: 2023-07-20; Redemption: 2024-02-22;
X: First Pay: 2023-07-20; Redemption: 2024-02-22;
P: First Pay: 2023-07-20; Redemption: 2024-02-22;
Y: First Pay: 2023-07-20; Redemption: 2024-02-22;
I: First Pay: 2023-07-20; Redemption: 2024-02-22;
Tue: First Pay: 2023-07-20; Redemption: 2024-02-22;
Deal Comments
Too Gebb Glueoap 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 14, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | HTR | 11.000 | - | - | ZZ | - | - | - | 98.00% | - | Thqdufma | 3zW | - | 180 | 3aY+180 | - | - |
| X-2 | NGZ | 6.000 | - | - | O | - | - | - | 14.00% | - | Cvfos | - | - | - | 3.681% | - | - |
| Qia | BEY | 26.730 | - | - | XP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | TWI | 35.000 | - | - | Y | - | - | - | 17.00% | - | Npdhhpyq | 3gH | - | 225 | 3lV+225 | - | - |
| UW | HFC | 536.000 | - | - | HHH | - | - | - | 55.00% | - | Mwyyqcss | 3cH | - | 125 | 3oH+125 | - | - |
| ZQ | FYM | 19.000 | - | - | III | - | - | - | 69.00% | - | Fyvjbqku | 3aH | - | 125 | 3sC+125 | - | - |
| Q-2 | VFE | 31.000 | - | - | WW | - | - | - | 62.00% | - | Mywvc | - | - | - | 3.280% | - | - |
| Q | VYS | 68.000 | - | - | SSS- | - | - | - | 1.25% | - | Dlyaohkk | 3wD | - | 365 | 3zQ+365 | - | - |
| B | ZLC | 56.000 | - | - | YY- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
UW: First Pay: 2022-04-20; Redemption: 2024-11-30;
ZQ: First Pay: 2022-04-20; Redemption: 2024-11-30;
A-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
Q-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
P-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
X-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
Q: First Pay: 2022-04-20; Redemption: 2023-10-20;
B: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Fkg Estt Kfjrkix WK-WFx 3.00e V-1-Gisx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 23, 2004