| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-H | LBS | 84.000 | 6.90 | - | H | - | - | - | 66.00% | - | Ysheeyfv | GVSP | - | 195 | VXJI+195 | - | 165.00000 |
| F-1N | XZD | 41.300 | 6.50 | - | TTT- | - | - | - | 59.60% | - | Yvxmzajb | SOGR | - | 300 | DQZB+300 | - | 962.00000 |
| H-1X | CZT | 962.000 | 1.90 | - | QQQ | - | - | - | 41.00% | - | Tkljdxkp | QVLI | - | 139 | DOXE+139 | - | 289.00000 |
| P-M | NEF | 61.000 | 6.50 | - | KK | - | - | - | 68.00% | - | Oezvvqcd | IJAB | - | 175 | NMTC+175 | - | 606.00000 |
| Ofu | ZRA | 62.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1Y | PMA | 21.000 | 6.20 | - | VVV | - | - | - | 42.00% | - | Odvvubyt | KYWQ | - | 157 | AVHO+157 | - | 656.00000 |
| N-2A | GGU | 9.500 | 70.80 | - | ZZZ- | - | - | - | 52.00% | - | Osvcw | - | - | - | 7.60% | 7.603% | 426.00000 |
| K-P | UZW | 79.000 | 87.90 | - | GG- | - | - | - | 4.00% | - | Rzryhvyz | SPMP | - | 590 | QJPK+590 | - | 907.00000 |
Tranche Comments
H-1X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Mwq I;
H-1Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Rsx U;
P-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Fle Q;
N-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Vrp C;
F-1N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Ntk X;
N-2A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Erp H;
K-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Oyy R;
Ofu: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Ldn X;
Deal Comments
Ymjmj. Spm Kuhh Wmqqpxv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 17, 2019
WAL Test Period End Date
Aug 1, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vva | CKW | 68.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | VXN | 95.000 | 6.60 | - | II | - | - | - | 26.00% | - | Lczydxfd | TZJR | - | 180 | IXGZ+180 | - | 933.00000 |
| B | WNL | 58.000 | 23.90 | - | FF- | - | - | - | 8.00% | - | Qpskyzvy | ZULB | - | 605 | GPYV+605 | - | 142.00000 |
| B-2 | VGQ | 3.000 | 5.40 | - | WWW | - | - | - | 94.00% | - | Mqekvsfs | EPGS | - | 170 | BPUR+170 | - | 153.00000 |
| X-1 | TAZ | 382.000 | 6.60 | - | RRR | - | - | - | 90.00% | - | Bkpyhehb | VKPE | - | 152 | CBSE+152 | - | 933.00000 |
| Y-1 Yjwwz | FMV | 34.000 | 6.70 | - | HHH | - | - | - | 44.00% | - | Mprhrpko | NSCR | - | 152 | AHTF+152 | - | 506.00000 |
| R | VQA | 57.000 | 5.10 | - | Z | - | - | - | 65.00% | - | Mpqhypsk | MDJC | - | 210 | TQEO+210 | - | 892.00000 |
| C | AOH | 98.000 | 7.80 | - | DDD- | - | - | - | 49.00% | - | Rokotqhb | NVGO | - | 320 | LDDL+320 | - | 189.00000 |
Tranche Comments
X-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144L/Ydm X;
Y-1 Yjwwz: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144X/Eqw A;
B-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144F/Ryy W;
A: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144J/Xxl P;
R: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144V/Ick T;
C: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144O/Nbm R;
B: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144P/Hjv E;
Vva: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144X/Gvo D;
Deal Comments
Agh Zxll Posjgmi 2.00
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Aug 27, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | YQN | 773.000 | 3.40 | - | FFF | - | - | - | 38.00% | - | Kumeoipq | TZOG | - | 160 | JEOS+160 | - | 834.00000 |
| Psy | BOG | 50.769 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | WJU | 75.000 | 2.50 | - | AAA | - | - | - | 23.00% | - | Thxwmsqb | XLSZ | - | 180 | VQYU+180 | - | 811.00000 |
| M | LAX | 96.000 | 8.90 | - | ZZ | - | - | - | 77.00% | - | Mfkcumsv | IVLF | - | 200 | ZHEA+200 | - | 561.00000 |
| U | ZOC | 62.100 | 88.80 | - | RR- | - | - | - | 2.00% | - | Xmfftjkf | XPGT | - | 650 | HNQS+650 | - | 136.00000 |
| Y-1 | MXS | 56.000 | 89.00 | - | KKK- | - | - | - | 55.00% | - | Wcdeqjlj | VOOO | - | 375 | CPJU+375 | - | 907.00000 |
| G-2 | CMU | 6.100 | 74.80 | - | XXX- | - | - | - | 60.00% | - | Jhzht | - | - | - | 9.25% | 9.250% | 518.00000 |
| T | JWA | 38.000 | 6.90 | - | O | - | - | - | 88.00% | - | Twejcqti | BCKB | - | 250 | EWYH+250 | - | 934.00000 |
Tranche Comments
T-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144C/Ohj L;
W-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Efp T;
M: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Xey V; Comments: Zuk-Zrzfko;
T: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Dfz D;
Y-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144V/Jse C;
G-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Yuh I;
U: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Z/Brw K;
Psy: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144F/Nrs X;
Deal Comments
Ixk Egyy Rtbjxxe 2.00. Wyt xtgy cgo aoojotx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 18, 2026
WAL Test Period End Date
Jul 13, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lnn | MQJ | 85.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | IVH | 56.000 | - | - | OO | - | - | - | - | - | Ahebxlps | BQSR | - | 255 | TUZZ+255 | - | - |
| P2 | WLR | 2.000 | - | - | GGG- | - | - | - | - | - | Cfhmp | - | - | - | 9.247% | - | - |
| P | WBB | 49.000 | - | - | DD- | - | - | - | - | - | Wmysbawo | EJTR | 825 | 800 | WUOI+782 | - | - |
| PH | CQY | 99.000 | - | - | UUU | - | - | - | - | - | Kqhdyfxy | KQOJ | - | 185 | IXWH+185 | - | - |
| Q | MHN | 563.000 | - | - | BBB | - | - | - | - | - | Fhsdvpil | GOHG | 185 | 185 | BCGY+185 | - | - |
| W | COC | 15.000 | - | - | B | - | - | - | - | - | Evuxxkaj | QXDQ | 305-315 | 305 | NKKO+305 | - | - |
| T1 | VMZ | 60.000 | - | - | KKK- | - | - | - | - | - | Pmraalpr | GUCX | - | 515 | VDJI+515 | - | - |
Tranche Comments
Q: Redemption: 2025-12-21; Registration: 144V/Tsh M;
PH: Redemption: 2025-12-21; Registration: 144A/Xxt W;
P: Redemption: 2025-12-21; Registration: 144W/Qne A;
W: Redemption: 2025-12-21; Registration: 144O/Vrq Q;
T1: Redemption: 2025-12-21; Registration: 144F/Eqr T;
P2: Redemption: 2025-12-21; Registration: 144L/Rwh G;
P: Redemption: 2025-12-21; Registration: 144F/Qzc O;
Lnn: Redemption: 2025-12-21; Registration: 144Z/Knz K;
Deal Comments
Ysq Uuaa Olpxslz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 28, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | EJO | 572.000 | - | - | WWW | - | - | - | 39.00% | - | Qxpuhujj | DOBV | - | 220 | QSBZ+220 | - | - |
| J | IYI | 16.300 | - | - | DD- | - | - | - | 6.00% | - | Bbssjqcx | BXLK | - | 825 | PJVV+825 | - | - |
| O-2 | EEV | 74.700 | - | - | DDD | - | - | - | 29.90% | - | Ypjlwljj | XCHQ | - | 240 | XQTS+240 | - | - |
| Z-1 Riyb | PFW | 85.000 | - | - | TTT | - | - | - | 51.00% | - | Isjkrwdx | TTGX | - | 220 | ZALI+220 | - | - |
| A | EOW | 60.500 | - | - | OOO- | - | - | - | 91.30% | - | Ddjahlzu | MDKJ | - | 540 | HTJR+540 | - | - |
| O | TBY | 70.500 | - | - | BB | - | - | - | 10.00% | - | Uewsvdwz | HCTL | - | 275 | GJSO+275 | - | - |
| Kyb | NWC | 66.100 | - | - | GK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | MWJ | 55.000 | - | - | P | - | - | - | 34.00% | - | Tykjpvft | JCST | - | 340 | ZSPL+340 | - | - |
Tranche Comments
T-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144E/Dab S;
Z-1 Riyb: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144C/Vpv H;
O-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144G/Twq C;
O: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144X/Nrc J;
S: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144N/Qzj B;
A: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Jfy S;
J: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144C/Ehf K;
Kyb: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144C/Uzn A;
Deal Comments
Tvx Wkff Sbuhvjo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 30, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZOC | 82.000 | 3.70 | - | WW | - | - | - | 57.00% | - | Oyybmypx | UACR | 250-260 | 260 | JTYV+260 | - | 581.00000 |
| E | TAO | 21.000 | 95.40 | - | SS- | - | - | - | 4.80% | - | Dhqszhkh | XTBK | 825-850 | 835 | PNYV+822 | - | 68.96000 |
| G | QGF | 48.700 | 8.50 | - | F | - | - | - | 37.20% | - | Ohehtltw | QEXG | 315-335 | 330 | DPHL+330 | - | 139.00000 |
| X | VRH | 20.000 | 5.10 | - | YYY- | - | - | - | 36.10% | - | Jcyerqhk | BPWM | 535-550 | 550 | MVUU+550 | - | 918.00000 |
| U | RSL | 835.000 | 1.30 | - | UUU | - | - | - | 29.00% | - | Cevyuvyy | VOHI | 210 | 210 | AOIA+210 | - | 449.00000 |
| Ovh | UCQ | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2023-10-25; Registration: 144X/Jur J;
X: First Pay: 2023-10-25; Registration: 144C/Ypy H;
G: First Pay: 2023-10-25; Registration: 144K/Pbh Y;
X: First Pay: 2023-10-25; Registration: 144I/Dta T;
E: First Pay: 2023-10-25; Registration: 144W/Pqc C;
Ovh: First Pay: 2023-10-25; Registration: 144A/Iwk G;
Deal Comments
Vmh Rjbb Gmsrmao 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | HYL | 964.000 | - | Kii | - | - | - | - | 95.00% | - | Edpzpocn | ADMX | 220 | 220 | SCWL+220 | - | 531.00000 |
| M | AYG | 10.000 | - | - | - | HH | - | - | 41.00% | - | Bldhbxzd | QINK | 325 | 325 | MXXO+325 | - | 809.00000 |
| Rim | PQS | 49.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | XEY | 11.000 | - | A3 | - | - | - | - | 84.00% | - | Udlqyxyy | VUGW | 380 | 380 | BXFE+380 | - | 886.00000 |
| R | UIT | 49.000 | - | - | - | RRR- | - | - | 60.00% | - | Yqmlcvhd | SJJC | 590 | 590 | DSKR+573 | - | 20.00000 |
| E-2 | VON | 14.000 | - | Xtt | - | - | - | - | 28.00% | - | Kvtbetyk | VTLG | 250 | 250 | WVHN+250 | - | 841.00000 |
| V | HYX | 82.730 | - | - | - | QQ- | - | - | 5.32% | - | Nvlsupnk | UAXI | 900-925 | 950 | UXYF+855 | - | 88.00000 |
Tranche Comments
I-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Q/Ulb B;
E-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144I/Wxe E;
M: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144A/Wls K;
K: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144X/Bqq Y;
R: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Wvn Q;
V: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Q/Vkr P;
Rim: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144G/Hio J;
Deal Comments
Hlj Gzvv hplnlne 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 14, 2011
WAL Test Period End Date
Oct 16, 2011