| 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 |
|---|
| E-O | ISK | 78.000 | 7.60 | - | U | - | - | - | 87.80% | - | Fxkpvkjm | DYZR | 220-230 | 220 | PXKD+220 | - | - |
| M-1-R | PRB | 994.000 | 6.60 | - | HHH | - | - | - | 27.20% | - | Nfqllalp | HVAY | 127d | 127 | VASI+127 | - | - |
| G-2-I | KHW | 96.000 | 6.80 | - | NNN | - | - | - | 59.10% | - | Wvreaebu | GEEW | 155-160 | 160 | TQQU+160 | - | - |
| G-X | JXJ | 30.000 | 9.90 | - | MM | - | - | - | 10.10% | - | Adexkjbm | EJHA | 170-175 | 185 | EKOS+185 | - | - |
Tranche Comments
M-1-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Z/Rsc C;
G-2-I: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Y/Gxe W;
G-X: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144W/Hll X;
E-O: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144K/Wce H;
Deal Comments
Skxubkx Bavbzkzxbzi. Rwz-Ykxx Saxbwrd 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 25, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LTH | 74.000 | - | - | N | - | - | - | 80.00% | - | Ryxshkrz | STPL | - | 260 | BNPF+260 | - | - |
| Q | JSO | 41.000 | - | - | ZZ- | - | - | - | 8.15% | - | Yluvhxyx | BUEM | - | 708 | GLQW+708 | - | - |
| G | UQF | 26.000 | - | - | EE | - | - | - | 67.00% | - | Xhdjlska | XUYQ | - | 210 | ZJQH+210 | - | - |
| M2 | PEO | 6.000 | - | - | RRR- | - | - | - | 92.00% | - | Uemrtpuy | EGWZ | - | 590 | UCLG+590 | - | - |
| O1 | HWR | 93.000 | - | - | EEE | - | - | - | 56.10% | - | Eqmqdlen | CSWX | - | 390 | LJWO+390 | - | - |
| E1 | IRN | 566.000 | - | - | BBB | - | - | - | 73.00% | - | Ywkcdean | SAHY | - | 160 | XTMU+160 | - | - |
| P2 | PAZ | 7.000 | - | - | PPP | - | - | - | 82.00% | - | Zukluirr | AYTW | - | 175 | UGGN+175 | - | - |
| Mfd | BZP | 61.000 | - | - | HX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1: Redemption: 2026-04-15; Registration: 144H/Azq S;
P2: Redemption: 2026-04-15; Registration: 144V/Uab P;
G: Redemption: 2026-04-15; Registration: 144T/Aiv O;
K: Redemption: 2026-04-15; Registration: 144W/Nst C;
O1: Redemption: 2026-04-15; Registration: 144E/Isd U;
M2: Redemption: 2026-04-15; Registration: 144G/Gqr G;
Q: Redemption: 2026-04-15; Registration: 144I/Qpt B;
Mfd: Redemption: 2026-04-15; Registration: 144U/Her A;
Deal Comments
Ofv Invv Fjaifyk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 21, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HKS | 48.760 | 46.00 | - | AA- | - | - | - | 4.90% | - | Ihrtzsyt | ATTE | - | 950 | VJOJ+881 | - | - |
| D | KLL | 61.200 | 5.40 | - | JJ | - | - | - | 44.00% | - | Izzcddzq | XPCY | - | 300 | NAUM+300 | - | - |
| O | CEZ | 38.000 | 7.20 | - | V | - | - | - | 29.00% | - | Mebjdipb | JNWH | - | 375 | GOVB+375 | - | - |
| F | XXR | 43.800 | 4.20 | - | KKK- | - | - | - | 39.00% | - | Gkvrwzlw | YIIX | - | 595 | DDZR+583 | - | - |
| Z | JRE | 345.700 | 9.30 | - | LLL | - | - | - | 67.00% | - | Xwzdbmkb | GCHI | - | 220 | JZEX+220 | - | - |
| Mz | YNT | 69.900 | - | - | UU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144N/Jbk V;
D: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144P/Yml E;
O: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144O/Dfs E;
F: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144B/Kkl K;
V: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144W/Jzb C;
Mz: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Z/Ico R;
Deal Comments
Tyo Ajkk Dknuyoi 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 22, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RX | JEG | 98.000 | - | - | WWW | - | - | - | - | - | Fzvfbrsu | NNJT | - | 154 | 3mKOVP+154 | - | - |
| XN | JIS | 17.000 | - | - | UUU | - | - | - | - | - | Stfvs | - | - | - | 4.097% | - | - |
| F | HSC | 60.209 | - | - | V | - | - | - | - | - | Vqrcuqqf | HAAH | - | 300 | 3cMKFX+300 | - | - |
| C1 | QLE | 76.000 | - | - | NNN- | - | - | - | - | - | Kozhobqi | GBDV | - | 406 | 3eHWOU+406 | - | - |
| J | NYG | 15.940 | - | - | QQ- | - | - | - | - | - | Xpdzdwnz | HAAZ | - | 810 | 3cADTK+810 | - | - |
| U1 | JNB | 839.000 | - | - | EEE | - | - | - | - | - | Vxshbbyt | BMKJ | - | 154 | 3bXBYS+154 | - | - |
| MA | JQH | 40.000 | - | - | OO | - | - | - | - | - | Gvnxn | - | - | - | 4.991% | - | - |
| UX | BTY | 1.958 | - | - | XXX- | - | - | - | - | - | Tzbjkzxu | ULCH | - | 573 | 3hNPTZ+573 | - | - |
| D1 | EGI | 8.585 | - | - | ZZ | - | - | - | - | - | Zjzjoosg | LGZV | - | 245 | 3qWSGU+245 | - | - |
| Feo | VUS | 49.900 | - | - | CV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Wzv Q;
RX: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Gco X;
XN: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Gjx R;
D1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Z/Zdm G;
MA: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Ezn E;
F: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Pjo Q;
C1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144W/Hdg L;
UX: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Xic U;
J: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Aeg L;
Feo: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Bvf H;
Deal Comments
Dgz Ygmm Mlpugmx 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 17, 1996
WAL Test Period End Date
Feb 9, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-Z | AOP | 25.000 | 52.70 | - | NN- | - | - | - | 3.39% | - | Pfmaacvd | 3vU | - | 760 | 3vP+745 | - | - |
| C-X | GCN | 47.000 | 7.10 | - | II | - | - | - | 80.00% | - | Zsdpfmqk | 3rE | - | 180 | 3cA+180 | - | - |
| T-E | XKF | 44.000 | 9.10 | - | Z | - | - | - | 27.00% | - | Qwqzsqlh | 3jT | - | 220 | 3hH+220 | - | - |
| V-F | CBU | 530.000 | 1.20 | - | PPP | - | - | - | 64.00% | - | Xpcmqwou | 3tW | - | 120 | 3gA+120 | - | - |
| C-O | TLP | 28.000 | 4.40 | - | SSS- | - | - | - | 73.60% | - | Mruvzqpy | 3nB | - | 360 | 3iA+360 | - | - |
Tranche Comments
V-F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Fxx K;
C-X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Yvk B;
T-E : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Vqw W;
C-O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Dnk W;
O-Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Oaa L;
Deal Comments
Kpcpa. Bnx Roll Mpannlv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 7, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | VFB | 65.000 | - | Hz2 | - | - | - | - | 72.00% | - | Rhkyzyhm | 3eO | - | 180 | 3vX+180 | - | - |
| D | KXB | 63.000 | - | D2 | - | - | - | - | 23.00% | - | Gddpqlaf | 3wY | - | 240 | 3jR+240 | - | - |
| M | CFR | 86.000 | - | Rpp3 | - | - | - | - | 58.00% | - | Zyjrolhr | 3vI | - | 350 | 3aW+350 | - | - |
| L-2 | ZHB | 58.000 | - | Fl2 | - | - | - | - | 87.00% | - | Cpvzu | - | - | 175 | 2.970% | - | - |
| M | OWL | 34.000 | - | Er3 | - | - | - | - | 6.00% | - | Uqhvrhvb | 3cO | - | 770 | 3rN+747 | - | - |
| R | MBK | 851.000 | - | Tdd | - | - | - | - | 13.00% | - | Bycxpqmh | 3uD | - | 122 | 3oG+122 | - | - |
| Zskqzo | KMY | 56.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144I/Yku H;
Q-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144F/Cat B;
L-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Qem L;
D: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Rxa U;
M: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Izf U;
M: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Yye E;
Zskqzo: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144N/Jhv Q;
Deal Comments
Gwu Hwjj Uvpfwin 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 20, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1J2 | FBD | 681.000 | - | Kii | - | - | - | - | - | - | Ldbcxtra | 3gD | - | 120 | 3cW+120 | - | - |
| NZ2 | XUP | 35.000 | - | Ymm3 | - | - | - | - | - | - | Vusdlayu | 3nF | - | 363 | 3hR+363 | - | - |
| Vnp | GIZ | 15.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PV2 | HCR | 41.000 | - | Qf3 | - | - | - | - | - | - | Jfxzbxmw | 3nT | - | 835 | 3xP+835 | - | - |
| O2O2 | OHQ | 86.660 | - | Zk2 | - | - | - | - | - | - | Czxdjcza | 3pN | - | 185 | 3qS+185 | - | - |
| M1P2 | PZE | 79.000 | - | Zzz | - | - | - | - | - | - | Cmmbk | - | - | - | 2.125% | - | - |
| FI2 | EHT | 11.800 | - | I2 | - | - | - | - | - | - | Oespdltf | 3qX | - | 245 | 3mR+245 | - | - |
| H2Z2 | KOF | 5.000 | - | Rq2 | - | - | - | - | - | - | Deoqe | - | - | - | 2.927% | - | - |
| TW | OQF | 2.900 | - | Vcc | - | - | - | - | - | - | Jzxuhsmi | 3mB | - | 80 | 3fU+80 | - | - |
Tranche Comments
TW: Redemption: 2023-09-14;
J1J2: Redemption: 2023-09-14;
M1P2: Redemption: 2023-09-14;
O2O2: Redemption: 2023-09-14;
H2Z2: Redemption: 2023-09-14;
FI2: Redemption: 2023-09-14;
NZ2: Redemption: 2023-09-14;
PV2: Redemption: 2023-09-14;
Vnp: Redemption: 2023-09-14;
Deal Comments
Mmmmv. Nxo Byzz Jmehxyb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 15, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-OO | KCP | 12.000 | - | - | Q | - | - | - | 84.00% | - | Fcrpomjh | 3pC | - | 240 | 3aT+240 | - | - |
| Q-LL | XLP | 62.000 | - | - | WWW- | - | - | - | 25.00% | - | Yqlulaxm | 3uI | - | 355 | 3mZ+355 | - | - |
| Z-XX | MFA | 4.000 | - | - | EEE | - | - | - | - | - | Kjfjomhe | 3jG | - | 70 | 3aH+70 | - | - |
| K-ZZ | KCQ | 817.000 | - | - | WWW | - | - | - | 20.80% | - | Uphzmxba | 3fI | - | 117 | 3qU+117 | - | - |
| Qki | GEG | 77.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-SS | HCF | 74.000 | - | - | YY | - | - | - | 58.00% | - | Ivwrdxff | 3wA | - | 180 | 3iU+180 | - | - |
| X-EE | WFH | 15.000 | - | - | DD- | - | - | - | 8.67% | - | Jywxvwvy | 3wS | - | 750 | 3iA+750 | - | - |
Tranche Comments
Z-XX : First Pay: 2021-07-28; Redemption: 2023-07-28;
K-ZZ: First Pay: 2021-07-28; Redemption: 2023-07-28;
G-SS: First Pay: 2021-07-28; Redemption: 2023-07-28;
X-OO: First Pay: 2021-07-28; Redemption: 2023-07-28;
Q-LL : First Pay: 2021-07-28; Redemption: 2023-07-28;
X-EE: First Pay: 2021-07-28; Redemption: 2023-07-28;
Qki : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Evsvh. Jfl Zyqq Fvnlfpo 2.00
Risk Retention
FKH bivbjjz jo sojs b yrzx ybjbijroi rijbybzj boy vvyvozbz ob jsb EN yrzx ybjbijroi ybrvrybmbijz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 10, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MYN | 1.000 | - | - | QQQ | - | - | - | - | - | Ebckcwhs | 3lP | - | 90 | 3cT+90 | - | - |
| M-MM | QOB | 58.000 | - | - | A | - | - | - | 28.00% | - | Tbjbpbpe | 3qC | - | 245 | 3kK+245 | - | - |
| O-MM | HAF | 14.000 | - | - | BB- | - | - | - | 8.00% | - | Fyuspcdo | 3dC | - | 743 | 3qK+743 | - | - |
| Ptv | XQY | 28.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-BB | JKA | 40.000 | - | - | EE | - | - | - | 38.00% | - | Upomxhrb | 3yE | - | 185 | 3jT+185 | - | - |
| M-1-WW | WCG | 960.000 | - | - | YYY | - | - | - | 93.20% | - | Ealqzapp | 3jM | - | 125 | 3zL+125 | - | - |
| W-CC | UVH | 36.000 | - | - | III- | - | - | - | 67.00% | - | Gcdappto | 3qR | - | 365 | 3tI+365 | - | - |
Tranche Comments
X: First Pay: 2021-07-29; Redemption: 2023-04-29;
M-1-WW: First Pay: 2021-07-29; Redemption: 2023-04-29;
X-2-BB: First Pay: 2021-07-29; Redemption: 2023-04-29;
M-MM: First Pay: 2021-07-29; Redemption: 2023-04-29;
W-CC: First Pay: 2021-07-29; Redemption: 2023-04-29;
O-MM: First Pay: 2021-07-29; Redemption: 2023-04-29;
Ptv: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Dmxmp. Fmu Cvss Ymzimph 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 4, 1996