| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.000 | 1.24 | - | - | AAA | - | - | - | - | Floating | 3mSOFR | - | 95 | 3mSOFR+95 | - | 100.00000 |
| A-1 | USD | 320.000 | 6.58 | - | - | AAA | - | - | 36.00% | - | Floating | 3mSOFR | - | 132 | 3mSOFR+132 | - | 100.00000 |
| A-2 | USD | 10.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | 3mSOFR | - | 155 | 3mSOFR+155 | - | 100.00000 |
| B | USD | 50.000 | 8.72 | - | - | AA | - | - | 24.00% | - | Floating | 3mSOFR | - | 170 | 3mSOFR+170 | - | 100.00000 |
| C | USD | 30.000 | 9.38 | - | - | A | - | - | 18.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | 100.00000 |
| D-1 | USD | 30.000 | 9.87 | - | - | BBB- | - | - | 12.00% | - | Floating | 3mSOFR | - | 290 | 3mSOFR+290 | - | 100.00000 |
| D-2 | USD | 5.000 | 10.17 | - | - | BBB- | - | - | 11.00% | - | Floating | 3mSOFR | - | 395 | 3mSOFR+395 | - | 100.00000 |
| E | USD | 15.000 | 10.45 | - | - | BB- | - | - | 8.00% | - | Floating | 3mSOFR | - | 525 | 3mSOFR+525 | - | 100.00000 |
| Sub | USD | 52.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
A-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
B: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
D-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
D-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
E: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1O | OJV | 80.900 | 7.10 | NK | - | AAA- | - | - | 11.00% | - | Jmczfswz | JGGV | 300-310 | 310 | ZLTE+310 | - | - |
| TB | OWD | 83.500 | 7.20 | EN | - | R | - | - | 76.00% | - | Elcptael | PQQU | 190-200 | 200 | KAHP+200 | - | - |
| J2N | UZK | 6.660 | 10.50 | SY | - | BBB- | - | - | 37.60% | - | Jyxbodpd | MXZY | 425-435 | 435 | TSPY+435 | - | - |
| VZ | TSH | 94.510 | 87.30 | DK | - | TT- | - | - | 3.00% | - | Esxhxekr | UAAS | 600-625 | 600 | EWSO+600 | - | - |
| MX | THO | 31.700 | 9.90 | WJ | - | DD | - | - | 47.00% | - | Ptlcqtcp | JGHB | 165-175 | 175 | KHEC+175 | - | - |
| Kvx | IIO | 72.780 | - | KM | - | KO | - | - | - | - | - | - | - | - | - | - | Retained |
| NE | RCS | 822.800 | 7.70 | Kqq | - | CJ | - | - | 20.00% | - | Cwvpyjrb | UTZF | 135 | 135 | TZBC+135 | - | - |
Tranche Comments
NE: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144E/Dyr U;
MX: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144P/Vxy P;
TB: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144M/Npv V;
I1O: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144E/Bny Z;
J2N: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144T/Fhv X;
VZ: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144Y/Vmr N;
Kvx: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144M/Mqb F;
Deal Comments
Zgygy. Iok Thoo Xgviovm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 24, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-I2 | HFK | 37.000 | 4.35 | - | - | KK | - | - | 34.60% | - | Iuolhsoz | CSOJ | - | 175 | CQUJ+175 | - | 600.00000 |
| A-Q | NZF | 66.500 | 8.39 | - | - | TT- | - | - | 1.60% | - | Evoosqou | YKUD | - | 650 | TLYW+650 | - | 597.00000 |
| J-1S | EOE | 12.000 | 2.31 | - | - | NNN- | - | - | 16.60% | - | Bqoyucbv | DNBR | - | 310 | UWAF+310 | - | 770.00000 |
| Ogquwr | XME | 77.400 | - | PK | - | LZ | - | - | - | - | - | - | - | - | - | - | Retained |
| C-C | XGZ | 51.000 | 2.10 | - | - | C | - | - | 96.30% | - | Ecwrxyjx | HNZO | - | 200 | XTFY+200 | - | 388.00000 |
| U-2A | EJF | 5.800 | 6.75 | - | - | BBB- | - | - | 71.70% | - | Kvehwbas | YWJE | - | 435 | NWXQ+435 | - | 585.00000 |
| I-T2 | QJC | 308.000 | 1.30 | Yii | - | - | - | - | 98.70% | - | Gwfuwpcw | MKIT | - | 136 | EXKT+136 | - | 953.00000 |
Tranche Comments
I-T2: Registration: 144N/Kqc O;
G-I2: Registration: 144D/Btu G;
C-C: Registration: 144T/Htt H;
J-1S: Registration: 144O/Khf T;
U-2A: Registration: 144N/Apy W;
A-Q: Registration: 144E/Rpc U;
Ogquwr: Registration: 144H/Ese O;
Deal Comments
Kxzxt. Bte Fqnn Ixwltfv 2.00
Risk Retention
SB/BS - Fba
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-T | VBB | 61.587 | 4.00 | - | - | DD- | - | - | 9.00% | - | Jvosvfnr | AQSL | - | 570 | YOHD+570 | - | - |
| V-H | ZNE | 689.500 | 7.90 | - | - | HHH | - | - | 67.00% | - | Xematrlu | PMQQ | - | 128 | TTCS+128 | - | - |
| Q-O | GLI | 64.700 | 5.60 | - | - | OO | - | - | 65.00% | - | Hcbedfyr | YQGN | - | 160 | KXPS+160 | - | - |
| S1-L | QXZ | 65.900 | 6.90 | - | - | LLL | - | - | 85.00% | - | Ukwrjvcx | XDGR | - | 295 | LLZL+295 | - | - |
| Elp | CRE | 71.000 | - | - | - | AS | - | - | - | - | - | - | - | - | - | - | Retained |
| T-H | VYX | 21.700 | 2.20 | - | - | B | - | - | 97.00% | - | Kxyvrfcp | SVWP | - | 185 | DPNS+185 | - | - |
| J2-E | ECH | 8.366 | 9.20 | - | - | PPP- | - | - | 85.47% | - | Pcoffihh | PQTG | - | 445 | XDPI+445 | - | - |
Tranche Comments
V-H: Redemption: 2025-07-23; Registration: 144J/Eej Z;
Q-O: Redemption: 2025-07-23; Registration: 144J/Yht Q;
T-H: Redemption: 2025-07-23; Registration: 144G/Gqu M;
S1-L: Redemption: 2025-07-23; Registration: 144G/Nao K;
J2-E: Redemption: 2025-07-23; Registration: 144W/Bxg M;
Q-T: Redemption: 2025-07-23; Registration: 144V/Dib U;
Elp: Redemption: 2025-07-23; Registration: 144Y/Xcf G;
Deal Comments
Epzhwvwuhwk. Vaw Uvyy Hpahaze 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 30, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-B | PZH | 58.000 | 6.80 | - | - | L | - | - | 88.00% | - | Hwebuhid | NKQH | - | 190 | UXKJ+190 | - | - |
| Z-Q | TFC | 81.000 | 8.30 | - | - | KKK- | - | - | 65.00% | - | Pvodfkej | DWJV | - | 285 | STWE+285 | - | - |
| I-O | ARY | 54.000 | 7.30 | - | - | FF- | - | - | 9.00% | - | Bucldaws | EKSC | - | 550 | JNTW+550 | - | - |
| C-X | PPT | 85.000 | 3.50 | - | - | GG | - | - | 68.00% | - | Jxykohae | EPYH | - | 165 | WQUQ+165 | - | - |
| U-V | NQY | 357.000 | 6.60 | - | - | HHH | - | - | 80.00% | - | Crayadyo | NYIK | - | 125 | LCMD+125 | - | - |
Tranche Comments
U-V: Redemption: 2025-07-23; Registration: 144P/Ttm H;
C-X: Redemption: 2025-07-23; Registration: 144O/Bjv G;
U-B: Redemption: 2025-07-23; Registration: 144J/Xnh E;
Z-Q: Redemption: 2025-07-23; Registration: 144A/Aje H;
I-O: Redemption: 2025-07-23; Registration: 144O/Lpj N;
Deal Comments
Owpvkpkevkf. Zpk Bphh Mwtvpls 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 30, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-V3 | EHR | 15.000 | 87.00 | - | - | ZZ- | - | - | 5.00% | - | Nbyhnidn | ELMA | - | 675 | HGDL+675 | - | - |
| H-I3 | ILP | 664.000 | 3.50 | Okk | - | - | - | - | 86.00% | - | Bwxwdokh | PHXD | 140 | 140 | MXNK+140 | - | - |
| E-1-A3 | BRA | 77.000 | 9.60 | - | - | BBB- | - | - | 34.40% | - | Oqjptzoe | ZUUM | 315 | 315 | GNJQ+315 | - | - |
| H-Q3 | QCC | 26.000 | 5.10 | - | - | X | - | - | 77.00% | - | Numphmlk | LUSZ | 215 | 215 | JBWP+215 | - | - |
| S-2-J3 | FKD | 2.000 | 5.40 | - | - | KKK- | - | - | 79.60% | - | Bcsclskl | LEZI | 450 | 450 | BTCH+450 | - | - |
| N-J3 | XAZ | 44.000 | 9.30 | - | - | SS | - | - | 18.00% | - | Fklrzfsc | SBFF | 170 | 170 | YETE+170 | - | - |
Tranche Comments
H-I3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144P/Ptu B;
N-J3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144J/Yyk L;
H-Q3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144B/Zwx J;
E-1-A3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144E/Oqr B;
S-2-J3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144Y/Lur N;
V-V3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144X/Zkg X;
Deal Comments
Dusus. Zpm Bpgg Nubbprf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 12, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-B2 | HMM | 93.000 | 2.70 | - | - | RR | - | - | 70.00% | - | Myddwvej | WUXZ | 195g | 200 | UNHO+200 | - | - |
| B2-D2 | KPQ | 8.000 | 4.80 | - | - | XXX- | - | - | 98.77% | - | Cmhjsfie | NJXB | 475m | 475 | ZXMT+475 | - | - |
| Y-D2 | HOI | 75.000 | 2.40 | - | - | PP- | - | - | 4.00% | - | Dzclxytl | AXGF | 650l | - | - | - | Retained |
| Yzz Oganul | CLX | 17.900 | - | FP | - | SC | - | - | - | - | - | - | - | - | - | - | Retained |
| W1Q-W2 | LQI | 65.000 | 9.60 | - | - | BBB- | - | - | 67.20% | - | Gtfpo | - | - | - | 8.08% | - | - |
| I-W2 | TPT | 33.000 | 9.00 | - | - | R | - | - | 80.00% | - | Xaoeadlg | ZSOY | 240-245 | 245 | BMOF+245 | - | - |
| I1-H2 | GEW | 613.200 | 8.40 | Tww | - | ZZZ | - | - | 28.20% | - | Zbyqoeuy | QASE | - | 152 | LWTM+152 | - | - |
| J2-W2 | ZRI | 68.900 | 7.10 | - | - | VVV | - | - | 41.00% | - | Tpcxbzsq | ACPT | 170c | 172 | NTID+172 | - | - |
| B1W-Z2 | KOA | 23.000 | 5.90 | - | - | XXX- | - | - | 79.10% | - | Bzxzbscg | KEGS | - | 375 | UXZM+375 | - | - |
Tranche Comments
I1-H2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144C/Gkr C;
J2-W2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144B/Tlm C;
J-B2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144W/Bsc E;
I-W2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144H/Fhg D;
B1W-Z2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144X/Lqq O;
W1Q-W2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144V/Ahg N;
B2-D2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144V/Nfo H;
Y-D2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144Z/Wcn F;
Yzz Oganul: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144J/Urg M;
Deal Comments
Vfvfz. Wtk Czzz Tfmztfq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-V2 | BUQ | 60.700 | - | - | CCC- | - | - | - | 20.16% | - | Ddbbkudf | COEA | - | 300 | HXWH+300 | - | - |
| S-1-W2 | AEP | 854.100 | - | - | FFF | - | - | - | 67.92% | - | Qfqbwsxa | CWVU | - | 92 | LXTK+92 | - | - |
| T-K2 | GBM | 41.600 | - | - | DD | - | - | - | 95.20% | - | Xzswrtxy | TLJG | - | 135 | GGSX+135 | - | - |
| F-I2 | NVG | 21.300 | - | - | B | - | - | - | 75.80% | - | Bjzljqaq | WIES | - | 185 | SAQZ+185 | - | - |
Tranche Comments
S-1-W2: First Pay: 2021-10-15; Redemption: 2022-03-21;
T-K2: First Pay: 2021-10-15; Redemption: 2022-03-21;
F-I2: First Pay: 2021-10-15; Redemption: 2022-03-21;
D-V2: First Pay: 2021-10-15; Redemption: 2022-03-21;
Deal Comments
Uuuuwnwkuwq. Fgw Znpp Ruvugxc 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 12, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MV | QHK | 88.000 | - | - | Z | - | - | - | - | - | Zwycckdk | 3yE | - | 180 | 3kL+180 | - | - |
| Tet | NEA | 91.200 | - | - | DM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FX | MEO | 78.000 | - | - | WWW- | - | - | - | - | - | Uzuujmjq | 3bH | - | 285 | 3pU+285 | - | - |
| EN | MZU | 162.000 | - | - | JJJ | - | - | - | - | - | Efwxxrkf | 3oW | - | 97 | 3mL+97 | - | - |
| IH | NBT | 67.000 | - | - | PP- | - | - | - | - | - | Trcmelql | 3nP | - | 575 | 3dV+575 | - | - |
| DA | KTB | 20.000 | - | - | CC | - | - | - | - | - | Tyblwfwv | 3zN | - | 145 | 3kN+145 | - | - |
Tranche Comments
EN: First Pay: 2021-07-20; Redemption: 2021-12-25;
DA: First Pay: 2021-07-20; Redemption: 2021-12-25;
MV: First Pay: 2021-07-20; Redemption: 2021-12-25;
FX: First Pay: 2021-07-20; Redemption: 2021-12-25;
IH: First Pay: 2021-07-20; Redemption: 2021-12-25;
Tet: First Pay: 2021-07-20; Redemption: 2021-12-25;
Deal Comments
Hyhxjbjzxjv. Iuj Mbyy Hypxunw 0.6
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-TT | NZR | 63.000 | - | G2 | - | NM | - | - | 17.80% | - | Npwhlmbd | 3dF | - | 190 | 3wR+190 | - | - |
| N-VV | WEN | 74.000 | - | Qxx3 | - | DD | - | - | 86.00% | - | Quoyhlpc | 3qL | - | 295 | 3hO+295 | - | - |
| F-QQ | VGM | 915.800 | - | Ujj | - | QQQ | - | - | 43.80% | - | Pwqbmlvx | 3mO | - | 116 | 3aM+116 | - | - |
| B-MM | AMD | 91.400 | - | Jc3 | - | BL | - | - | 3.70% | - | Lrbcmdsp | 3jN | - | 650 | 3mC+650 | - | - |
| T-F | HHB | 1.000 | - | Vqq | - | SP | - | - | - | - | Occfdwsr | 3gG | - | 95 | 3oI+95 | - | - |
| C-MM | IHO | 34.100 | - | Hz2 | - | CN | - | - | 78.90% | - | Ypxxkowl | 3fL | - | 165 | 3mC+165 | - | - |
| Hip | BYG | 45.300 | - | CE | - | DC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-F: Redemption: 2023-06-10; Registration: 144U/Fda V;
F-QQ: Redemption: 2023-06-10; Registration: 144H/Ejp Z;
C-MM: Redemption: 2023-06-10; Registration: 144P/Rdo T;
W-TT: Redemption: 2023-06-10; Registration: 144H/Lsp J;
N-VV: Redemption: 2023-06-10; Registration: 144Z/Riw F;
B-MM: Redemption: 2023-06-10; Registration: 144E/Pev F;
Hip: Redemption: 2023-06-10; Registration: 144W/Ysw C;
Deal Comments
Apwpm. Kbp Ryvv Ppmqbco 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 20, 2022