| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-Z | OPO | 511.000 | 6.40 | - | SSS | - | - | - | 16.00% | - | Oczloyhk | PNPB | - | 160 | KNBK+160 | - | 585.00000 |
| P-R | UTX | 35.710 | 50.70 | - | QQ- | - | - | - | 8.17% | - | Eclmdcaa | MXZJ | - | 750 | XBCV+734 | - | 12.00000 |
| Urf | UPC | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-Z Ctpqh | CJA | 89.000 | 8.70 | - | NNN | - | - | - | 65.00% | - | Txzewmjj | GVBE | - | 160 | QNPY+160 | - | 129.00000 |
| B-P | QHR | 96.000 | 7.30 | - | ZZ | - | - | - | 36.00% | - | Iqcutiqf | PKQH | - | 200 | YUQL+200 | - | 453.00000 |
| Y-U | KRA | 85.000 | 3.50 | - | A | - | - | - | 82.00% | - | Vsxhomez | ETDX | - | 240 | JOLE+240 | - | 716.00000 |
| M-2-N | TSZ | 4.400 | 11.00 | - | JJJ- | - | - | - | 97.40% | - | Qpqqriyy | GLSA | - | 525 | JCOY+525 | - | 628.00000 |
| U-1-H | BRX | 24.000 | 7.10 | - | TTT | - | - | - | 59.00% | - | Scfueadj | ACEU | - | 385 | CBBP+385 | - | 905.00000 |
Tranche Comments
Z-Z: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144V/Fvl Z;
V-Z Ctpqh: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144G/Jyi U;
B-P: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144N/Lkr J;
Y-U: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144M/Pbn F;
U-1-H: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144P/Mwd Y;
M-2-N: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144Y/Uhl Z;
P-R: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144A/Xiw N;
Urf: First Pay: 2025-07-25; Redemption: 2027-04-25; Registration: 144G/Dsu V;
Deal Comments
Megej. Rjn-Hrjj Ieyrjbp 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 16, 2017
WAL Test Period End Date
Apr 3, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TGN | 959.000 | 4.20 | - | UUU | - | - | - | 76.00% | - | Lmwqowob | ACSF | 129-131 | 131 | BUOD+131 | - | 819.00000 |
| S | BTM | 96.000 | 8.50 | - | WW | - | - | - | 35.00% | - | Xqxvttwk | DSKQ | 180v | 180 | ELQF+180 | - | 542.00000 |
| S-W | JJM | 25.000 | 9.90 | - | NNN | - | - | - | 77.00% | - | Dzbokqbg | UZQG | - | 131 | WKDM+131 | - | 837.00000 |
| S | HQN | 90.000 | 4.40 | - | Z | - | - | - | 92.00% | - | Nreoayjq | BIAE | 190-195 | 200 | ZKMC+200 | - | 156.00000 |
| C-2 | HIZ | 5.000 | 52.70 | - | XXX- | - | - | - | 51.00% | - | Djxqqhob | VZKD | 380-390 | 450 | HWUG+450 | - | 421.00000 |
| X | BBJ | 47.000 | 88.20 | - | SS- | - | - | - | 5.00% | - | Ulvmxasv | YSUF | 515-535 | 590 | PILU+590 | - | 282.00000 |
| H-1 | COS | 12.000 | 9.10 | - | DDD- | - | - | - | 35.00% | - | Rbkzdwxv | TOIW | 290-300 | 295 | ZKNS+295 | - | 315.00000 |
| Lpe | IXP | 73.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-W: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144I/Zrh M;
C: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144N/Bdo X;
S: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144W/Lve Y;
S: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144P/Aym O;
H-1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144E/Lng W;
C-2: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144A/Oru N;
X: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144V/Mzd X;
Lpe: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144I/Eyu E;
Deal Comments
Gtp Xuff Psjxtad 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-S | ZAK | 15.000 | 3.80 | - | R | - | - | - | 32.00% | - | Cxozrsld | QBHW | - | 195 | TSVR+195 | - | 486.00000 |
| U-A | GON | 64.000 | 13.40 | - | XX- | - | - | - | 1.00% | - | Ajecmyab | CDFT | - | 590 | UYZT+590 | - | 555.00000 |
| P-1T | ZFU | 762.000 | 6.20 | - | MMM | - | - | - | 55.00% | - | Jbkwjvyd | KWIU | - | 139 | TXPC+139 | - | 105.00000 |
| V-H | YZZ | 33.000 | 1.90 | - | VV | - | - | - | 99.00% | - | Rhuvaewg | QUVD | - | 175 | UHVS+175 | - | 948.00000 |
| A-1B | QCQ | 69.700 | 7.10 | - | III- | - | - | - | 76.90% | - | Gufqkwka | SKTN | - | 300 | CIFS+300 | - | 502.00000 |
| K-1I | TKF | 77.000 | 7.80 | - | YYY | - | - | - | 51.00% | - | Pmermsvb | BVKT | - | 157 | YHSB+157 | - | 313.00000 |
| Uqt | PTB | 53.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2J | KCV | 1.500 | 19.40 | - | XXX- | - | - | - | 93.00% | - | Wqksu | - | - | - | 7.60% | 7.603% | 471.00000 |
Tranche Comments
P-1T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Dbg L;
K-1I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Tbl I;
V-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Qhj D;
N-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Uqm C;
A-1B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Huh U;
A-2J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Ltc I;
U-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Eow V;
Uqt: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Akh T;
Deal Comments
Ayyyu. Bbg Sxll Iyjebwi 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 14, 2009
WAL Test Period End Date
Mar 4, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hlu | LFY | 59.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | YLC | 152.000 | 1.40 | - | PPP | - | - | - | 42.00% | - | Slhuqpcy | IEFV | - | 152 | SEHF+152 | - | 381.00000 |
| Q-1 Fptpx | ZSE | 12.000 | 9.40 | - | LLL | - | - | - | 40.00% | - | Xsmwmban | BUHG | - | 152 | QZUV+152 | - | 152.00000 |
| Z | IEA | 29.000 | 6.60 | - | AAA- | - | - | - | 68.00% | - | Lrpsbcyf | XGMR | - | 320 | BMAO+320 | - | 607.00000 |
| U | XRC | 37.000 | 78.80 | - | LL- | - | - | - | 6.00% | - | Mcpxddey | BEKY | - | 605 | ZNNK+605 | - | 926.00000 |
| P | WIW | 51.000 | 1.50 | - | VV | - | - | - | 10.00% | - | Apzhwckw | PKBN | - | 180 | SZQU+180 | - | 823.00000 |
| R-2 | HQC | 7.000 | 4.50 | - | VVV | - | - | - | 55.00% | - | Kjdyhzlg | BACR | - | 170 | AJQA+170 | - | 796.00000 |
| P | LIT | 67.000 | 2.40 | - | S | - | - | - | 45.00% | - | Teuauhae | DPOL | - | 210 | PTDS+210 | - | 416.00000 |
Tranche Comments
F-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144Z/Uhg H;
Q-1 Fptpx: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144L/Pbh S;
R-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144F/Bjc O;
P: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144G/Lkp Q;
P: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144H/Jnt B;
Z: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144D/Byy L;
U: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144N/Zti N;
Hlu: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144A/Reo S;
Deal Comments
Dut Jjoo Duwhudk 2.00
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Dec 27, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YPL | 33.900 | 76.10 | - | GG- | - | - | - | 1.00% | - | Oxyrrcil | CXLP | - | 650 | LHQX+650 | - | 283.00000 |
| T-1 | LWF | 725.000 | 8.10 | - | PPP | - | - | - | 62.00% | - | Bqsmrbpq | QQVQ | - | 160 | ETKP+160 | - | 651.00000 |
| I | FVI | 10.000 | 9.20 | - | U | - | - | - | 98.00% | - | Bvprcwmf | XNOD | - | 250 | NZGT+250 | - | 718.00000 |
| J-2 | TMR | 1.100 | 11.90 | - | PPP- | - | - | - | 93.00% | - | Wkmwj | - | - | - | 9.25% | 9.250% | 361.00000 |
| W-1 | HAM | 27.000 | 46.00 | - | FFF- | - | - | - | 62.00% | - | Mjxfbudw | LQTN | - | 375 | NZOV+375 | - | 518.00000 |
| K-2 | CYO | 59.000 | 1.10 | - | DDD | - | - | - | 28.00% | - | Dyzszrdo | EMXE | - | 180 | GUMW+180 | - | 252.00000 |
| C | XVQ | 10.000 | 6.80 | - | DD | - | - | - | 89.00% | - | Sbvcacrj | YTDE | - | 200 | MVZG+200 | - | 906.00000 |
| Itc | RWB | 73.857 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Tya Y;
K-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144D/Nvr Y;
C: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144F/Njw M; Comments: Drr-Dvqwrv;
I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Knd W;
W-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Gaf M;
J-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144D/Qym W;
I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Vzw B;
Itc: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Mvb M;
Deal Comments
Rxt Yfvv Zuflxkn 2.00. Bku kufv tfs auslouk
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 2, 2002
WAL Test Period End Date
Sep 22, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GVB | 602.000 | - | - | TTT | - | - | - | - | - | Ozxsvkac | SZCS | 185 | 185 | HYHL+185 | - | - |
| DH | EKR | 36.000 | - | - | QQQ | - | - | - | - | - | Vblwwokm | STEI | - | 185 | GXCF+185 | - | - |
| X | YWF | 21.000 | - | - | L | - | - | - | - | - | Obodjhcx | ZGFZ | 305-315 | 305 | UWTA+305 | - | - |
| K | TKO | 93.000 | - | - | AA- | - | - | - | - | - | Jjexxqhe | JGTX | 825 | 800 | DELI+782 | - | - |
| O | BRU | 92.000 | - | - | WW | - | - | - | - | - | Leqstavn | ZKXW | - | 255 | MDTI+255 | - | - |
| M2 | AHI | 1.000 | - | - | WWW- | - | - | - | - | - | Folzn | - | - | - | 9.247% | - | - |
| N1 | OWD | 52.000 | - | - | AAA- | - | - | - | - | - | Tyyrfdji | WVCV | - | 515 | MLMH+515 | - | - |
| Uya | BQQ | 75.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Redemption: 2025-12-21; Registration: 144N/Mzu J;
DH: Redemption: 2025-12-21; Registration: 144N/Rdk F;
O: Redemption: 2025-12-21; Registration: 144J/Ind O;
X: Redemption: 2025-12-21; Registration: 144U/Gap G;
N1: Redemption: 2025-12-21; Registration: 144D/Ywj I;
M2: Redemption: 2025-12-21; Registration: 144K/Gjk L;
K: Redemption: 2025-12-21; Registration: 144X/Zsi H;
Uya: Redemption: 2025-12-21; Registration: 144P/Tiq S;
Deal Comments
Kxz Rcmm Ebbhxcu 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 23, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JFU | 81.100 | - | - | CC- | - | - | - | 9.00% | - | Skwpzetk | XDJM | - | 825 | BJMV+825 | - | - |
| S | RSU | 30.600 | - | - | CC | - | - | - | 78.00% | - | Hylahkis | ZZWK | - | 275 | XJUV+275 | - | - |
| X | WUF | 85.300 | - | - | JJJ- | - | - | - | 60.30% | - | Mluveisb | QUCW | - | 540 | LSSU+540 | - | - |
| H-1 Tyei | RWF | 53.000 | - | - | KKK | - | - | - | 83.00% | - | Ivfelmng | UJAW | - | 220 | NMLB+220 | - | - |
| D-1 | LTR | 327.000 | - | - | OOO | - | - | - | 52.00% | - | Qcbuhpoi | UBEN | - | 220 | IXYX+220 | - | - |
| W-2 | VWJ | 47.200 | - | - | NNN | - | - | - | 84.90% | - | Xdkzwwlt | QYOU | - | 240 | XAZY+240 | - | - |
| C | IYG | 16.000 | - | - | S | - | - | - | 15.00% | - | Alohkekw | YEZD | - | 340 | TOSB+340 | - | - |
| Olf | GRA | 21.400 | - | - | PR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Hph Y;
H-1 Tyei: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144X/Dsk I;
W-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144K/Rdk M;
S: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144A/Wuo N;
C: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144C/Jhk N;
X: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144K/Gtm T;
F: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144Y/Foi D;
Olf: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144D/Eqv F;
Deal Comments
Xhz Eouu Aurhhmf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 6, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JBI | 53.100 | 2.70 | - | O | - | - | - | 93.30% | - | Gcfqqxeg | IKDW | 315-335 | 330 | XPPD+330 | - | 817.00000 |
| T | XAE | 47.000 | 1.90 | - | HHH- | - | - | - | 53.20% | - | Kmokvytp | ZHCJ | 535-550 | 550 | QYBP+550 | - | 572.00000 |
| Y | RUY | 17.000 | 25.20 | - | XX- | - | - | - | 6.30% | - | Impymsyz | QGSC | 825-850 | 835 | LZBG+822 | - | 25.69000 |
| C | KZI | 71.000 | 7.80 | - | VV | - | - | - | 43.00% | - | Dheoedhg | EWEM | 250-260 | 260 | DJKC+260 | - | 998.00000 |
| Ncx | AQQ | 17.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | WBC | 844.000 | 3.80 | - | VVV | - | - | - | 76.00% | - | Upeddyqk | JCPF | 210 | 210 | BMMM+210 | - | 279.00000 |
Tranche Comments
A: First Pay: 2023-10-25; Registration: 144B/Rnn E;
C: First Pay: 2023-10-25; Registration: 144U/Dnj K;
X: First Pay: 2023-10-25; Registration: 144N/Vns E;
T: First Pay: 2023-10-25; Registration: 144N/Djk I;
Y: First Pay: 2023-10-25; Registration: 144B/Tix I;
Ncx: First Pay: 2023-10-25; Registration: 144I/Csq H;
Deal Comments
Fnk Vjww Njxynnq 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | WZI | 83.000 | - | Nxx | - | - | - | - | 90.00% | - | Wykwltxu | AVTS | 250 | 250 | LOUT+250 | - | 752.00000 |
| A | AFE | 84.000 | - | - | - | FF | - | - | 43.00% | - | Ccrrfuqd | XVZP | 325 | 325 | BMYQ+325 | - | 160.00000 |
| U | RZH | 79.000 | - | I3 | - | - | - | - | 50.00% | - | Thhdhpuj | IVHZ | 380 | 380 | KNMG+380 | - | 436.00000 |
| Z-1 | WNR | 630.000 | - | Yxx | - | - | - | - | 11.00% | - | Iofmlzos | KELU | 220 | 220 | XHBI+220 | - | 844.00000 |
| D | KGK | 87.000 | - | - | - | QQQ- | - | - | 96.00% | - | Mbeahkhy | LQQQ | 590 | 590 | DEHV+573 | - | 51.00000 |
| B | WUK | 20.520 | - | - | - | SS- | - | - | 9.26% | - | Gdjbtxln | NIHS | 900-925 | 950 | DNSY+855 | - | 63.00000 |
| Cju | EFC | 18.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144D/Qmn S;
C-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144G/Nsu U;
A: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Qid R;
U: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144W/Aho Z;
D: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144O/Jtx E;
B: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144T/Rhh M;
Cju: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144C/Ukm S;
Deal Comments
Hhb Jnvv jtykhae 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 7, 2005
WAL Test Period End Date
Jun 8, 2016