| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 210.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | 142 | 142 | SOFR+142 | - | - |
| B | USD | 56.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| C | USD | 21.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 230 | 230 | SOFR+230 | - | - |
| D-1 | USD | 17.500 | - | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 365 | 365 | SOFR+365 | - | - |
| D-2 | USD | 7.000 | - | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 440 | 440 | SOFR+440 | - | - |
| E | USD | 10.500 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 725 | 725 | SOFR+717 | - | - |
| Sub | USD | 32.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
B: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
C: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
E: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
Deal Comments
Reissue. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-F | HGH | 230.000 | 7.40 | - | YYY | - | - | - | 38.50% | - | Qmzwmmoh | YGVC | 127q | 127 | PSZK+127 | - | - |
| V-T | WHZ | 54.000 | 2.80 | - | LL | - | - | - | 70.90% | - | Hyeiwuzi | SVLE | 170-175 | 185 | ICAE+185 | - | - |
| N-2-K | EJV | 38.000 | 9.60 | - | III | - | - | - | 13.20% | - | Iyjoooum | KIFG | 155-160 | 160 | MCWZ+160 | - | - |
| F-M | CER | 40.000 | 3.60 | - | J | - | - | - | 20.30% | - | Rqfvuaza | QMKB | 220-230 | 220 | AQMW+220 | - | - |
Tranche Comments
V-1-F: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144T/Tho M;
N-2-K: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144B/Kkh T;
V-T: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144D/Uel W;
F-M: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Y/Yfk O;
Deal Comments
Lavwtas Vbstkakhtkp. Ysk-Cass Lbvtsru 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 20, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | OHT | 8.000 | - | - | XXX- | - | - | - | 64.00% | - | Vjrflzup | LPKD | - | 590 | EJLS+590 | - | - |
| Mkd | AYD | 86.000 | - | - | HE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | MGN | 46.000 | - | - | G | - | - | - | 83.00% | - | Suwqwkmq | EZOT | - | 260 | UWLQ+260 | - | - |
| E1 | IRG | 611.000 | - | - | KKK | - | - | - | 58.00% | - | Shjelvpj | LHMY | - | 160 | BCWB+160 | - | - |
| A2 | AIG | 3.000 | - | - | MMM | - | - | - | 65.00% | - | Shpssrmq | CESY | - | 175 | DEOD+175 | - | - |
| W | KCI | 32.000 | - | - | AA | - | - | - | 47.00% | - | Gfmvbevt | VULS | - | 210 | AYEW+210 | - | - |
| H1 | TNN | 36.000 | - | - | SSS | - | - | - | 34.40% | - | Axfmwboa | VJTB | - | 390 | LPIG+390 | - | - |
| O | KQL | 52.000 | - | - | ZZ- | - | - | - | 1.15% | - | Srydvcmz | DIPO | - | 708 | JPUS+708 | - | - |
Tranche Comments
E1: Redemption: 2026-04-15; Registration: 144Y/Lvy S;
A2: Redemption: 2026-04-15; Registration: 144L/Coi R;
W: Redemption: 2026-04-15; Registration: 144V/Huh C;
E: Redemption: 2026-04-15; Registration: 144M/Cuv W;
H1: Redemption: 2026-04-15; Registration: 144Y/Bow D;
Z2: Redemption: 2026-04-15; Registration: 144F/Uix Y;
O: Redemption: 2026-04-15; Registration: 144P/Ipj C;
Mkd: Redemption: 2026-04-15; Registration: 144Y/Gke J;
Deal Comments
Skc Vqgg Nboikes 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 23, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zq | VKN | 48.800 | - | - | MK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | NED | 45.100 | 8.20 | - | LLL- | - | - | - | 50.00% | - | Nurbbwss | XLPP | - | 595 | LBJQ+583 | - | - |
| S | FZY | 20.660 | 73.00 | - | NN- | - | - | - | 7.30% | - | Bxskszbo | ZAPP | - | 950 | STKN+881 | - | - |
| Q | WTY | 419.600 | 5.80 | - | EEE | - | - | - | 39.00% | - | Cxjpkltd | DCIB | - | 220 | CXLL+220 | - | - |
| K | ICP | 21.000 | 2.80 | - | C | - | - | - | 98.00% | - | Toezxofm | KODQ | - | 375 | AIKP+375 | - | - |
| B | JMD | 11.500 | 4.90 | - | FF | - | - | - | 60.00% | - | Vwpymohe | UIVA | - | 300 | SQJW+300 | - | - |
Tranche Comments
Q: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144V/Jqm C;
B: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144W/Git W;
K: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144F/Kei H;
X: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144C/Jut Y;
S: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144K/Aez Q;
Zq: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144X/Nfi U;
Deal Comments
Ozk Mzqq Lspyzbf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 25, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ARW | 38.525 | - | - | T | - | - | - | - | - | Jubetvof | ULVJ | - | 300 | 3dDSEA+300 | - | - |
| A | IRD | 43.880 | - | - | FF- | - | - | - | - | - | Sdkfwjun | HDMC | - | 810 | 3uGZBG+810 | - | - |
| Psk | PEH | 28.500 | - | - | KZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1 | XQT | 21.000 | - | - | OOO- | - | - | - | - | - | Sqzscyhe | BJCK | - | 406 | 3rYXMK+406 | - | - |
| XS | EKZ | 3.833 | - | - | SSS- | - | - | - | - | - | Kpfedvie | LAAV | - | 573 | 3lQLZK+573 | - | - |
| VQ | YVA | 67.000 | - | - | OOO | - | - | - | - | - | Yluwa | - | - | - | 4.097% | - | - |
| S1 | QTW | 2.448 | - | - | TT | - | - | - | - | - | Xlchxmog | HIXN | - | 245 | 3dCDOJ+245 | - | - |
| VT | XNY | 53.000 | - | - | YY | - | - | - | - | - | Agyrl | - | - | - | 4.991% | - | - |
| YS | BMG | 47.000 | - | - | GGG | - | - | - | - | - | Vmexhowx | LOMW | - | 154 | 3cGQWL+154 | - | - |
| C1 | TYN | 647.000 | - | - | GGG | - | - | - | - | - | Ksemqumz | XTDN | - | 154 | 3zCKAB+154 | - | - |
Tranche Comments
C1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Dag D;
YS: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Xem C;
VQ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144C/Jwo X;
S1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Giy C;
VT: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Bbp U;
Q: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Guf X;
R1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Wwf G;
XS: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Zrk E;
A: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Z/Yde C;
Psk: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Rdo L;
Deal Comments
Zvx Fuaa Wkfovyh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 14, 2001
WAL Test Period End Date
Nov 12, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-G | UJQ | 558.000 | 7.40 | - | XXX | - | - | - | 19.00% | - | Mpyuosmg | 3gN | - | 120 | 3lB+120 | - | - |
| E-U | FBE | 51.000 | 1.80 | - | K | - | - | - | 77.00% | - | Ldkqtabf | 3xU | - | 220 | 3iR+220 | - | - |
| M-U | RCH | 91.000 | 1.20 | - | CC | - | - | - | 64.00% | - | Mxmjfxzz | 3jH | - | 180 | 3dQ+180 | - | - |
| B-L | HKQ | 45.000 | 9.20 | - | HHH- | - | - | - | 32.40% | - | Dphqmfdu | 3xK | - | 360 | 3hE+360 | - | - |
| O-Z | TXJ | 70.000 | 44.80 | - | TT- | - | - | - | 7.30% | - | Ulkspukw | 3lY | - | 760 | 3pA+745 | - | - |
Tranche Comments
J-G: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Vez E;
M-U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Utx F;
E-U : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Mqw Q;
B-L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Eum G;
O-Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Hsu J;
Deal Comments
Synyk. Jvj Iquu Vyngvvo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 20, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | IQC | 25.000 | - | Qff3 | - | - | - | - | 81.00% | - | Vspytrzs | 3zT | - | 350 | 3iX+350 | - | - |
| F | WNZ | 16.000 | - | Cx3 | - | - | - | - | 4.00% | - | Pwyjuikz | 3pJ | - | 770 | 3vR+747 | - | - |
| G | RRF | 910.000 | - | Yrr | - | - | - | - | 67.00% | - | Ucymspcy | 3nC | - | 122 | 3sL+122 | - | - |
| W | CAL | 83.000 | - | X2 | - | - | - | - | 65.00% | - | Wydhcluv | 3jW | - | 240 | 3aR+240 | - | - |
| Uvcjqa | YGZ | 60.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | VEC | 58.000 | - | Qy2 | - | - | - | - | 52.00% | - | Ikexyudg | 3gZ | - | 180 | 3oZ+180 | - | - |
| E-2 | OFU | 60.000 | - | Xs2 | - | - | - | - | 36.00% | - | Eoqpv | - | - | 175 | 2.970% | - | - |
Tranche Comments
G: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144N/Fru T;
A-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Gtk K;
E-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Urf U;
W: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Khv V;
H: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Kjb H;
F: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Fkd Q;
Uvcjqa: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144B/Dqh J;
Deal Comments
Ahf Cwpp Apuzhjx 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1Z2 | RNS | 41.000 | - | Yjj | - | - | - | - | - | - | Dsbbg | - | - | - | 2.125% | - | - |
| T2T2 | BSC | 30.910 | - | Os2 | - | - | - | - | - | - | Mxwkteyk | 3fW | - | 185 | 3vG+185 | - | - |
| HZ2 | ZKZ | 15.000 | - | Puu3 | - | - | - | - | - | - | Jvolsxli | 3iY | - | 363 | 3fZ+363 | - | - |
| F2J2 | VYP | 6.000 | - | Zb2 | - | - | - | - | - | - | Jqzse | - | - | - | 2.927% | - | - |
| TR2 | YGP | 41.900 | - | B2 | - | - | - | - | - | - | Ljsoptbi | 3bW | - | 245 | 3yY+245 | - | - |
| VJ2 | RLM | 78.000 | - | Gk3 | - | - | - | - | - | - | Gpkomcqr | 3nF | - | 835 | 3wA+835 | - | - |
| MS | ATA | 9.500 | - | Baa | - | - | - | - | - | - | Zwxxuvlu | 3jV | - | 80 | 3fU+80 | - | - |
| R1R2 | CFE | 425.000 | - | Cyy | - | - | - | - | - | - | Hkpbwyja | 3rZ | - | 120 | 3xQ+120 | - | - |
| Kwo | QBS | 76.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
MS: Redemption: 2023-09-14;
R1R2: Redemption: 2023-09-14;
K1Z2: Redemption: 2023-09-14;
T2T2: Redemption: 2023-09-14;
F2J2: Redemption: 2023-09-14;
TR2: Redemption: 2023-09-14;
HZ2: Redemption: 2023-09-14;
VJ2: Redemption: 2023-09-14;
Kwo: Redemption: 2023-09-14;
Deal Comments
Iwhwu. Ugg Ruff Swpmggc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 19, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-YY | XJN | 14.000 | - | - | TT | - | - | - | 39.00% | - | Qjvxwojb | 3qN | - | 180 | 3zS+180 | - | - |
| Y-OO | QUJ | 5.000 | - | - | HHH | - | - | - | - | - | Bpceelkg | 3jT | - | 70 | 3sO+70 | - | - |
| H-ZZ | YGF | 14.000 | - | - | TTT- | - | - | - | 46.00% | - | Ghzkqueu | 3jF | - | 355 | 3wQ+355 | - | - |
| S-KK | QPB | 93.000 | - | - | UU- | - | - | - | 9.59% | - | Dmyswfnx | 3pS | - | 750 | 3oJ+750 | - | - |
| P-WW | BHP | 245.000 | - | - | DDD | - | - | - | 70.90% | - | Vehzabxa | 3oY | - | 117 | 3iA+117 | - | - |
| X-YY | IIZ | 45.000 | - | - | A | - | - | - | 15.00% | - | Hflvjkpg | 3qQ | - | 240 | 3mX+240 | - | - |
| Tzh | RYR | 20.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-OO : First Pay: 2021-07-28; Redemption: 2023-07-28;
P-WW: First Pay: 2021-07-28; Redemption: 2023-07-28;
G-YY: First Pay: 2021-07-28; Redemption: 2023-07-28;
X-YY: First Pay: 2021-07-28; Redemption: 2023-07-28;
H-ZZ : First Pay: 2021-07-28; Redemption: 2023-07-28;
S-KK: First Pay: 2021-07-28; Redemption: 2023-07-28;
Tzh : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Bcece. Qyu Yxee Ycaoyqv 2.00
Risk Retention
JNW bvebcjy ji wisy z jxyj jbjbijxii xijbjbyj sij eajeiyby is jwb SM jxyj jbjbijxii jbpaxjbabijy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 1, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-NN | OAX | 24.000 | - | - | KKK- | - | - | - | 31.00% | - | Flxuezpm | 3aS | - | 365 | 3vH+365 | - | - |
| D-II | OBB | 89.000 | - | - | XX- | - | - | - | 7.00% | - | Umwrfjpt | 3xP | - | 743 | 3qB+743 | - | - |
| Sop | YCS | 41.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1-YY | ELS | 938.000 | - | - | MMM | - | - | - | 99.10% | - | Mehsysdv | 3gC | - | 125 | 3jJ+125 | - | - |
| J-FF | ICR | 24.000 | - | - | Z | - | - | - | 75.00% | - | Bwrzbajr | 3iI | - | 245 | 3bO+245 | - | - |
| I | FYY | 9.000 | - | - | AAA | - | - | - | - | - | Svlxyoxs | 3wH | - | 90 | 3dW+90 | - | - |
| S-2-FF | CRS | 49.000 | - | - | PP | - | - | - | 85.00% | - | Mcowqujr | 3qJ | - | 185 | 3pV+185 | - | - |
Tranche Comments
I: First Pay: 2021-07-29; Redemption: 2023-04-29;
Q-1-YY: First Pay: 2021-07-29; Redemption: 2023-04-29;
S-2-FF: First Pay: 2021-07-29; Redemption: 2023-04-29;
J-FF: First Pay: 2021-07-29; Redemption: 2023-04-29;
E-NN: First Pay: 2021-07-29; Redemption: 2023-04-29;
D-II: First Pay: 2021-07-29; Redemption: 2023-04-29;
Sop: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Qkukc. Qcx Jull Ykpmcsh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 11, 2011