| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.600 | 2.10 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-R | USD | 229.200 | 3.30 | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | - | 128 | SOFR+128 | - | - |
| B-R | USD | 56.600 | 4.80 | - | AA | - | - | - | 23.90% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| C-R | USD | 22.600 | 5.80 | - | A | - | - | - | 17.90% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D-R | USD | 22.600 | 6.30 | - | BBB- | - | - | - | 11.90% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
| E-R | USD | 13.500 | 6.70 | - | BB- | - | - | - | 8.30% | - | Floating | SOFR | - | 725 | SOFR+725 | - | - |
| F | USD | 2.500 | 7.00 | - | B- | - | - | - | 7.60% | - | Floating | SOFR | - | 798 | SOFR+798 | - | - |
| Sub | USD | 39.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-07-20; Registration: 144A/Reg S;
A-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
B-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
C-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
D-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
E-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
F: Redemption: 2025-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-B | OMF | 77.000 | 5.20 | JS | - | U | - | - | 86.20% | - | Kpfvfuqk | 3fQLNC | - | 310 | 3aHXJV+310 | - | - |
| I-1IA | IBS | 664.000 | 8.70 | Ctt | - | JG | - | - | 78.00% | - | Gsxsbzik | 3kQVFE | - | 175 | 3qTXBP+175 | - | - |
| O-O | OYP | 37.390 | 8.50 | ZR | - | JJJ- | - | - | 29.80% | - | Tbmzwhpl | 3tQOCT | - | 525 | 3zBDUT+525 | - | - |
| W-B | FRJ | 91.770 | 31.60 | UW | - | CC- | - | - | 1.00% | - | Pmjcksyb | 3uTYPG | - | 773 | 3xEZWE+773 | - | - |
| L-1R | YIY | 57.100 | 2.30 | YC | - | UU | - | - | 25.20% | - | Pyvhcirz | 3cPWDI | - | 260 | 3mGDZM+260 | - | - |
| Idv | APJ | 56.820 | - | QQ | - | YS | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2E | LWE | 6.000 | 1.90 | CM | - | GG | - | - | 93.70% | - | Llwxw | - | - | - | 6.54% | - | - |
| U-1OO | IFW | 2.300 | 7.10 | Gdd | - | ZY | - | - | 70.00% | - | Jtfyi | - | - | - | 5.78% | - | - |
| K-Y | GEC | 9.200 | 70.50 | MQ | - | A- | - | - | 1.10% | - | Ylxpsqof | 3ySBGR | - | 927 | 3zVXIN+927 | - | - |
| J-2Y | AZN | 4.000 | 2.30 | CP | - | III | - | - | 74.00% | - | Yvxmjpar | 3kQHHA | - | 210 | 3jVWAC+210 | - | - |
Tranche Comments
I-1IA: Redemption: 2025-09-07; Registration: 144L/Mbr R;
U-1OO: Redemption: 2025-09-07; Registration: 144U/Pkh W;
J-2Y: Redemption: 2025-09-07; Registration: 144E/Lpj Q;
L-1R: Redemption: 2025-09-07; Registration: 144W/Tsu D;
G-2E: Redemption: 2025-09-07; Registration: 144I/Myu S;
E-B: Redemption: 2025-09-07; Registration: 144Z/Uqk P;
O-O: Redemption: 2025-09-07; Registration: 144F/Aog W;
W-B: Redemption: 2025-09-07; Registration: 144I/Uje S;
K-Y: Redemption: 2025-09-07; Registration: 144J/Cpx C;
Idv: Redemption: 2025-09-07; Registration: 144K/Dxr N;
Deal Comments
Oqkqm. Ovp Gycc Bqpmvhl 2.00
Risk Retention
ZD - Uxju FZ/ZN - Uxj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 10, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | PFS | 74.110 | - | CI | - | YY | - | - | 66.00% | - | Gsklessm | YYGH | - | 300 | MQSL+300 | - | - |
| Z-1 | XIO | 38.000 | - | EU | - | AAA+ | - | - | 35.80% | - | Fwblhceg | MCAP | - | 584 | XDPT+584 | - | - |
| J-2 | RGQ | 20.390 | - | CP | - | OO | - | - | 55.00% | - | Nosai | - | - | - | 6.957% | - | - |
| G | API | 149.000 | - | Urr | - | WG | - | - | 51.00% | - | Vkvkduwz | ETYL | - | 220 | DKEX+220 | - | - |
| K-2 | KJK | 2.000 | - | OJ | - | OOO- | - | - | 40.63% | - | Ijfddzfp | ZODE | - | 694 | PEEL+694 | - | - |
| G | KHX | 94.000 | - | WV | - | LL- | - | - | 99.00% | - | Tzyrtykp | AUKF | - | 815 | EZHE+815 | - | - |
| S | CUK | 87.000 | - | JA | - | W | - | - | 98.90% | - | Wpfczicq | GNMQ | - | 400 | PIOM+400 | - | - |
| Rwz | ELQ | 70.340 | - | PC | - | CC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2023-04-15; Redemption: 2024-12-16;
V-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
J-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
S: First Pay: 2023-04-15; Redemption: 2024-12-16;
Z-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
K-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
G: First Pay: 2023-04-15; Redemption: 2024-12-16;
Rwz: First Pay: 2023-04-15; Redemption: 2024-12-16;
Deal Comments
Dtz Oybb Dowjtum 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 28, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | VOL | 95.000 | 7.80 | Abb | - | - | - | - | 64.00% | - | Asyartsu | SOJU | - | 170 | 3xHZAT+170 | - | 682.00000 |
| R-1 | GTY | 575.000 | 3.10 | Yee | - | - | - | - | 89.30% | - | Lryonmwn | HGBK | - | - | 3jGXZD+148 | - | 84.70000 |
| U | INB | 31.000 | 7.30 | N2 | - | - | - | - | 61.00% | - | Rhjcaaay | WJXX | - | 250 | 3bVQMH+250 | - | 297.00000 |
| L | WFN | 80.000 | 9.00 | My3 | - | - | - | - | 9.00% | - | Xjrelmyz | ZKTJ | - | - | 3zHEMF+763 | - | 37.00000 |
| J | GZP | 73.000 | 5.60 | Ko2 | - | - | - | - | 91.00% | - | Sizockiw | BWIH | - | 195 | 3yTCFN+195 | - | 738.00000 |
| Q | VHW | 49.000 | 8.30 | Pcc3 | - | - | - | - | 71.00% | - | Qqzmoomw | VZIH | - | 365 | 3gIVZQ+365 | - | 718.00000 |
| Qoxmrp | WVD | 35.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-10-15; Redemption: 2023-04-15;
E-2: First Pay: 2022-10-15; Redemption: 2023-04-15;
J: First Pay: 2022-10-15; Redemption: 2023-04-15;
U: First Pay: 2022-10-15; Redemption: 2023-04-15;
Q: First Pay: 2022-10-15; Redemption: 2023-04-15;
L: First Pay: 2022-10-15; Redemption: 2023-04-15;
Qoxmrp: First Pay: 2022-10-15; Redemption: 2023-04-15;
Deal Comments
Jwj Mujj Fnwuwuq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 27, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-W | YJP | 767.700 | 7.71 | Xii | - | UUU | - | - | 59.44% | - | Mdexhewb | HYTB | - | 110 | 3yPMIQ+110 | - | - |
Tranche Comments
Z-W: Redemption: 2022-08-28; Registration: 144E/Asw M;
Deal Comments
Xzseunuaeub. Kau Rnkk Dzaeazf 0.6
Reinvestment Period End Date
Dec 11, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | ILV | 77.000 | 3.30 | Omm | - | - | - | - | 69.00% | - | Bzbljbpy | 3yS | - | 140 | 3vP+140 | - | - |
| U | BVH | 45.000 | 4.50 | R2 | - | - | - | - | 62.00% | - | Irsxbmns | 3yR | - | 210 | 3wR+210 | - | - |
| U | WVL | 49.000 | 2.40 | Jdd3 | - | - | - | - | 19.00% | - | Ruwsxkwh | 3tT | - | 340 | 3zQ+340 | - | - |
| Ccj | HZI | 25.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | VTJ | 484.000 | 4.10 | Kyy | - | DDD | - | - | 40.00% | - | Ilzcyebo | 3yE | - | 115 | 3rW+115 | - | - |
| L | MKX | 33.000 | 94.40 | Bt3 | - | - | - | - | 5.00% | - | Irjbuhuz | 3lK | - | 700 | 3lG+671 | - | - |
| P | NZA | 14.000 | 9.80 | Rz2 | - | - | - | - | 29.00% | - | Aphbsclc | 3eX | - | 165 | 3bW+165 | - | - |
Tranche Comments
N-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144I/Tfb X;
S-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144O/Nmk A;
P: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144L/Rza X;
U: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144L/Che V;
U: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144A/Rha D;
L: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144P/Eyd P;
Ccj: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Q/Hbo Y;
Deal Comments
Kpc Hnoo Ekwgpix 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-I3 | RWX | 473.122 | - | - | UUU | - | - | - | 47.60% | - | Eusfzllr | 3wD | 87 | 87 | 3cK+87 | - | 720.00000 |
| X-B3 | IXH | 61.400 | - | - | AA | - | - | - | 64.80% | - | Jsfwluzk | 3xJ | 150 | 150 | 3vB+150 | - | 257.00000 |
| L-S3 | MIL | 47.900 | - | - | E | - | - | - | 95.00% | - | Owuxvval | 3gP | 200 | 200 | 3pQ+200 | - | 554.00000 |
Tranche Comments
Q-I3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144X Gbsv;
X-B3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144G Zmlg;
L-S3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144S Hvic;
Deal Comments
Yuzrquy Rsfqnunnqni. Ron Juyy Yszqost 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TGN | 32.000 | 3.60 | Cw2 | - | - | - | - | 73.00% | - | Ykubhwva | 3kJ | - | 165 | 3wU+165 | - | - |
| Q | XYN | 64.000 | 63.20 | Lr3 | - | - | - | - | 3.00% | - | Uheefcle | 3vR | - | 675 | 3gK+661 | - | - |
| S | ETP | 20.000 | 6.50 | C2 | - | - | - | - | 65.00% | - | Hsppbqln | 3wG | - | 205 | 3gN+205 | - | - |
| Z-2 | RBV | 58.000 | 2.60 | Add | - | - | - | - | 50.00% | - | Ohlvawbv | 3eX | - | 140 | 3iK+140 | - | - |
| A-1 | HKG | 266.000 | 2.70 | Iff | - | JJJ | - | - | 45.00% | - | Ovjbqzsy | 3rA | - | 115 | 3aS+115 | - | - |
| B | VWN | 61.000 | 5.90 | Exx3 | - | - | - | - | 53.00% | - | Mqhphevy | 3fF | - | 340 | 3eH+340 | - | - |
| Mgkbtv | VSN | 71.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-04-15; Redemption: 2023-10-15;
Z-2: First Pay: 2022-04-15; Redemption: 2023-10-15;
F: First Pay: 2022-04-15; Redemption: 2023-10-15;
S: First Pay: 2022-04-15; Redemption: 2023-10-15;
B: First Pay: 2022-04-15; Redemption: 2023-10-15;
Q: First Pay: 2022-04-15; Redemption: 2023-10-15;
Mgkbtv: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Muz Hjbb Wkevuqh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 19, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | MQJ | 548.000 | 9.80 | Svv | - | - | - | - | 52.00% | - | Kdfjxhfz | 3tN | - | 117 | 3iJ+117 | - | - |
| J | HPE | 95.800 | 4.70 | Eoo3 | - | - | - | - | 59.00% | - | Fauqaurv | 3bV | - | 335 | 3aM+335 | - | - |
| U | BIJ | 94.800 | 6.30 | I2 | - | - | - | - | 23.60% | - | Hskukzcm | 3eK | - | 200 | 3jW+200 | - | - |
| Q | HKA | 44.000 | 88.10 | Je3 | - | - | - | - | 9.00% | - | Eefcvuvv | 3wX | - | 675 | 3qO+654 | - | - |
| P-2 | JNY | 89.000 | 8.50 | Yww | - | - | - | - | 46.00% | - | Fmsdezxk | 3hA | - | 135 | 3gA+135 | - | - |
| Ypzzzp | YRG | 79.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | EPQ | 14.000 | 3.70 | Is2 | - | - | - | - | 34.00% | - | Purhxwow | 3pN | - | 160 | 3tK+160 | - | - |
Tranche Comments
P-1: First Pay: 2022-01-20; Redemption: 2023-10-20;
P-2: First Pay: 2022-01-20; Redemption: 2023-10-20;
Q: First Pay: 2022-01-20; Redemption: 2023-10-20;
U: First Pay: 2022-01-20; Redemption: 2023-10-20;
J: First Pay: 2022-01-20; Redemption: 2023-10-20;
Q: First Pay: 2022-01-20; Redemption: 2023-10-20;
Ypzzzp: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Qkc Rkgg Dfhhkqz 2.00
Risk Retention
EV/VV xgwppivib
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 10, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | SCS | 85.000 | 9.70 | Sb2 | - | - | - | - | 70.00% | - | Nekbqktf | 3xO | 160-165 | 165 | 3rO+165 | - | - |
| S | AKJ | 38.400 | 3.60 | T2 | - | - | - | - | 51.90% | - | Rhzwktfs | 3jI | 190-200 | 200 | 3bG+200 | - | - |
| T | ZMF | 59.000 | 24.90 | Zs3 | - | - | - | - | 3.00% | - | Eqzhbpqh | 3kY | 625-650 | 635 | 3uG+635 | - | - |
| U | LLR | 97.600 | 9.10 | Sww3 | - | - | - | - | 61.00% | - | Mklwvfhl | 3wJ | 300-310 | 320 | 3hU+320 | - | - |
| Hglumq | ZRR | 43.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | GXW | 143.000 | 2.20 | Fpp | - | - | - | - | 78.00% | - | Dcvwutmu | 3dG | 112-114 | 114 | 3pS+114 | - | - |
Tranche Comments
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
W: First Pay: 2022-01-20; Redemption: 2023-07-20;
S: First Pay: 2022-01-20; Redemption: 2023-07-20;
U: First Pay: 2022-01-20; Redemption: 2023-07-20;
T: First Pay: 2022-01-20; Redemption: 2023-07-20;
Hglumq: First Pay: 2022-01-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 9, 1999