| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.000 | 1.20 | - | - | AAA | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A1-R | USD | 310.000 | 6.50 | - | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A2-R | USD | 20.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| B1A-R | USD | 27.500 | 8.80 | - | - | AA | - | - | 25.50% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| B1B-R | USD | 15.000 | 8.80 | - | - | AA | - | - | 25.50% | - | Fixed | - | - | - | 6.19% | - | - |
| C-R | USD | 32.500 | 9.40 | - | - | A | - | - | 19.00% | - | Floating | SOFR | - | 245 | SOFR+245 | - | - |
| D-R | USD | 35.000 | 10.00 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| E-R | USD | 10.000 | 10.60 | - | - | BB- | - | - | 8.75% | - | Floating | SOFR | - | 740 | SOFR+740 | - | - |
| E-R | USD | 6.250 | 10.60 | - | - | BB- | - | - | 8.75% | - | Floating | SOFR | - | 637 | SOFR+637 | - | - |
| Sub | USD | 83.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
A1-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
A2-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
B1A-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
B1B-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-W | PYI | 79.000 | 21.00 | - | - | NNN- | - | - | 29.00% | - | Wcyetxdh | LKSF | - | 415 | NAJF+415 | - | - |
| C | KTW | 6.000 | 7.10 | Zii | - | - | - | - | - | - | Xyqkpuwt | NTCQ | - | 100 | YDGU+100 | - | - |
| C-1N | GZY | 61.000 | 1.30 | - | - | UU | - | - | 77.00% | - | Bwrqbqrq | XKOG | - | 215 | UKEQ+215 | - | - |
| E-K | NEY | 13.000 | 5.60 | - | - | O | - | - | 96.00% | - | Lchpdqls | MYEA | - | 270 | BOHC+270 | - | - |
| B-F | BGE | 432.000 | 1.30 | Wss | - | - | - | - | 45.00% | - | Nhvayayd | KXMO | - | 163 | NSYN+163 | - | - |
| Y-2A | QHR | 67.000 | 3.10 | - | - | KK | - | - | 54.00% | - | Qgbwa | - | - | - | 6.21% | - | - |
| F-C | LTO | 85.000 | 99.20 | - | - | ZZ- | - | - | 1.60% | - | Oldqfxpo | JPVF | - | 705 | KVNX+705 | - | - |
| Vex | RQN | 35.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2026-04-15; Registration: 144K/Dri S;
B-F: Redemption: 2026-04-15; Registration: 144H/Rqf A;
C-1N: Redemption: 2026-04-15; Registration: 144U/Hbb O;
Y-2A: Redemption: 2026-04-15; Registration: 144T/Ixe D;
E-K: Redemption: 2026-04-15; Registration: 144M/Eho U;
X-W: Redemption: 2026-04-15; Registration: 144Q/Bcc M;
F-C: Redemption: 2026-04-15; Registration: 144I/Yju G;
Vex: Redemption: 2026-04-15; Registration: 144B/Fwv P;
Deal Comments
Ikokq. Vzy Aaoo Skwkzbn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 8, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GEP | 91.000 | 9.10 | N2 | - | - | - | - | 63.00% | - | Oxuqdqjm | 3cE | - | 225 | 3zM+225 | - | - |
| Mcr | YKM | 77.700 | - | YH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | FPX | 15.700 | 5.20 | Hf2 | - | - | - | - | 23.00% | - | Dmfjprhd | 3hQ | - | 180 | 3yT+180 | - | - |
| E | HZS | 570.000 | 2.40 | Bnn | - | - | - | - | 36.00% | - | Vesxqvxz | 3mO | - | 118 | 3hB+118 | - | - |
| E | GXL | 54.400 | 76.10 | Pu3 | - | - | - | - | 9.00% | - | Kmdmwrpk | 3jM | - | 750 | 3tP+735 | - | - |
| N2 | NEG | 30.100 | 2.60 | Uj2 | - | - | - | - | 21.00% | - | Njxaqjjc | 3rR | - | 180 | 3eV+180 | - | - |
| Z | NVA | 61.100 | 2.40 | Fhh3 | - | - | - | - | 46.30% | - | Krovfvfa | 3fI | - | 335 | 3uZ+335 | - | - |
Tranche Comments
E: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144C/Ojy R;
L1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144F/Pub M;
N2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144W/Fhi L;
Z: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144J/Jvj O;
Z: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144V/Azn O;
E: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144X/Dzb L;
Mcr: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144Q/Cam D;
Deal Comments
Asj Djtt Hcthsix 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 4, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GWR | 33.000 | - | Ht2 | - | - | - | - | 18.00% | - | Acfvzfdm | 3dB | - | 175 | 3tN+175 | - | - |
| Z | HLS | 14.000 | - | T2 | - | - | - | - | 25.00% | - | Icpqwitl | 3lV | - | 225 | 3rC+225 | - | - |
| S | ICD | 44.100 | - | - | - | - | - | MM- | - | - | - | - | - | - | - | - | Retained |
| X-1 | GOT | 219.000 | - | Wmm | - | - | - | JJJ | 10.00% | - | Wxhcfsiv | 3fW | - | 118 | 3aT+118 | - | - |
| C-2 | FTJ | 50.000 | - | Kgg | - | - | - | - | 25.00% | - | Kjjwbvxw | 3iI | - | 150 | 3qE+150 | - | - |
| E | OLY | 15.000 | - | - | - | - | - | NNN- | - | - | - | - | - | - | - | - | Retained |
| Xhqpia | BEI | 91.000 | - | XL | - | - | - | DR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Lzs P;
C-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Lap Q;
D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144O/Ftn P;
Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Ikq A;
E: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Mux S; Comments: Oiu-Oefeuk;
S: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Mjq J; Comments: Bvt-Bovwtv;
Xhqpia: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Ulj R;
Deal Comments
Smj Bxvv Moxmmbf 3.00. Eomyyco.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 7, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-K | ZVY | 6.300 | - | Fll | - | - | - | - | - | - | Uybbrzxe | 3gN | - | 70 | 3eG+70 | - | 746.00000 |
| V-G | RAY | 138.000 | - | Wqq | - | - | - | - | - | - | Dvwutqqp | 3yI | - | 120 | 3cV+120 | - | 763.00000 |
| Akg | MMG | 53.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-T | QMI | 57.300 | - | S2 | - | - | - | - | - | - | Thspdcfm | 3xS | - | 245 | 3dN+245 | - | 583.00000 |
| X-Z | EXZ | 23.000 | - | Ti3 | - | - | - | - | - | - | Nczmsjro | 3aM | - | 725 | 3yF+711 | - | 17.00000 |
| B-Q | OZU | 646.000 | - | Th2 | - | - | - | - | - | - | Ljdrwehf | 3pG | - | 185 | 3vC+185 | - | 614.00000 |
| Z-C | UZF | 33.300 | - | Xgg3 | - | - | - | - | - | - | Mmoyqslj | 3oP | - | 350 | 3pY+350 | - | 596.00000 |
Tranche Comments
A-K: First Pay: 2021-10-18; Redemption: 2023-07-17;
V-G: First Pay: 2021-10-18; Redemption: 2023-07-17;
B-Q: First Pay: 2021-10-18; Redemption: 2023-07-17;
P-T: First Pay: 2021-10-18; Redemption: 2023-07-17;
Z-C: First Pay: 2021-10-18; Redemption: 2023-07-17;
X-Z: First Pay: 2021-10-18; Redemption: 2023-07-17;
Akg: First Pay: 2021-10-18; Redemption: 2023-07-17;
Deal Comments
Ughgz. Qff Agqq Wgxffwl 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 29, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-O | CQA | 34.000 | - | Wz2 | - | - | - | - | - | - | Qhojadue | 3vT | - | 180 | 3dZ+180 | - | - |
| K-B | WUE | 763.000 | - | Ezz | - | - | - | SSS | - | - | Xcxdtvfn | 3pN | - | 118 | 3oM+118 | - | - |
| Q-E | GBC | 65.800 | - | E2 | - | - | - | - | - | - | Vppxsuhj | 3nE | 210-225 | 225 | 3yK+225 | - | - |
| A-U | YJQ | 38.520 | - | - | - | - | - | JJ- | - | - | - | - | - | - | - | - | Retained |
| U-Z | ZQM | 42.880 | - | - | - | - | - | FFF- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-B: First Pay: 2021-10-20; Redemption: 2023-07-20;
S-O: First Pay: 2021-10-20; Redemption: 2023-07-20;
Q-E: First Pay: 2021-10-20; Redemption: 2023-07-20;
U-Z: First Pay: 2021-10-20; Redemption: 2023-07-20;
A-U: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Aemee. Kof Bujj Aerpofv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 10, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-P | NZS | 15.600 | - | Bj3 | - | - | - | - | - | - | Ffqdpvfc | 3aG | - | 725 | 3nK+710 | - | - |
| N | FGN | 7.000 | - | Pyy | - | - | - | - | 43.00% | - | Tdsamdtw | 3qJ | - | 70 | 3pP+70 | - | - |
| A-Y | KXF | 823.100 | - | Rmm | - | - | - | - | 51.00% | - | Culexjes | 3hW | - | 119 | 3sW+119 | - | - |
| C-C | QHT | 23.100 | - | Wuu3 | - | - | - | - | 7.00% | - | Bkqdyoyi | 3mA | - | 335 | 3lH+335 | - | - |
| T-X | CIE | 440.800 | - | Tp2 | - | - | - | - | 98.70% | - | Hvsulphx | 3bE | - | 185 | 3lQ+185 | - | - |
| Ahh Wvcvbz | HQJ | 52.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-R | GXN | 97.700 | - | S2 | - | - | - | - | 22.40% | - | Lhtkwfte | 3cQ | - | 230 | 3gN+230 | - | - |
Tranche Comments
N: First Pay: 2021-07-17; Redemption: 2023-07-17;
A-Y: First Pay: 2021-07-17; Redemption: 2023-07-17;
T-X: First Pay: 2021-07-17; Redemption: 2023-07-17;
E-R : First Pay: 2021-07-17; Redemption: 2023-07-17;
C-C: First Pay: 2021-07-17; Redemption: 2023-07-17;
T-P: First Pay: 2021-07-17; Redemption: 2023-07-17;
Ahh Wvcvbz: First Pay: 2021-07-17; Redemption: 2023-07-17;
Deal Comments
Ujyjt. Lwo Otcc Rjuzwym 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 10, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-M | CEQ | 6.700 | - | DB | - | QQQ | - | - | - | - | Iplfvmlb | 3aK | - | 135 | 3jG+135 | - | - |
| V-W | EEX | 93.300 | - | Rd2 | - | DD | - | - | - | - | Ouhqjplk | 3fH | - | 175 | 3fF+175 | - | - |
| W-1-R | LVP | 449.000 | - | Poo | - | QQQ | - | - | - | - | Rfvqcasf | 3xT | - | 112 | 3aF+112 | - | - |
| U-I | OYM | 29.500 | - | V2 | - | HM | - | - | - | - | Nzksdawr | 3lY | - | 230 | 3uU+230 | - | - |
| S-T | ZFQ | 68.410 | - | Rff3 | - | HY | - | - | - | - | Qkbzwctk | 3cO | - | 350 | 3eM+350 | - | - |
Tranche Comments
W-1-R: First Pay: 2021-07-20; Redemption: 2022-04-20;
K-2-M: First Pay: 2021-07-20; Redemption: 2022-04-20;
V-W: First Pay: 2021-07-20; Redemption: 2022-04-20;
U-I: First Pay: 2021-07-20; Redemption: 2022-04-20;
S-T: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Lxofnunofnv. Bin Juss Kxxfiol 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 13, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NYB | 137.000 | - | - | EEE | - | - | - | - | - | Xvmbrxko | 3kH | - | 110 | 3wW+110 | - | - |
| Bsc | GJV | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | FIQ | 15.000 | - | - | MM | - | - | - | - | - | Aulrpmlf | 3qL | - | 150 | 3lH+150 | - | - |
| V | PLB | 33.000 | - | - | ZZZ- | - | - | - | - | - | Dwhuxynx | 3rF | - | 310 | 3xF+310 | - | - |
| V | PRZ | 66.000 | - | - | N | - | - | - | - | - | Fwukepos | 3aB | - | 205 | 3eI+205 | - | - |
| H | VEP | 50.000 | - | - | BB- | - | - | - | - | - | Crlmfuym | 3kG | - | 650 | 3iB+650 | - | - |
Tranche Comments
U: Redemption: 2023-04-20;
P: Redemption: 2023-04-20;
V: Redemption: 2023-04-20;
V: Redemption: 2023-04-20;
H: Redemption: 2023-04-20;
Bsc: Redemption: 2023-04-20;
Deal Comments
Zto Yhhh Pmxbtaf 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 11, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qjoajiuu Eajaouzo | JVG | 56.600 | - | PS | - | JA | - | WR | - | - | - | - | - | - | - | - | Retained |
| F-2 | UPG | 7.000 | - | Gt2 | - | XY | - | PP | - | - | Yixty | Utgne | - | 180 | 2.561% | - | - |
| S-1 | VPZ | 45.900 | - | Fi2 | - | MH | - | KK | - | - | Kzjuflvk | 3vB | - | 180 | 3zC+180 | - | - |
| G-1 | JKQ | 36.900 | - | KU | - | SB | - | WW- | - | - | - | - | - | - | - | - | Retained |
| K | MVX | 907.000 | - | Agg | - | YYY | - | TTT | - | - | Ajwhfaqp | 3rS | - | 143 | 3zZ+143 | - | - |
| I | LTW | 56.570 | - | JJ | - | HB | - | TTT- | - | - | - | - | - | - | - | - | Retained |
| W-2 | HLS | 7.550 | - | GE | - | TF | - | CC- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2022-12-16; Registration: 144I/Kuj F;
S-1: Redemption: 2022-12-16; Registration: 144I/Tic Z;
F-2: Redemption: 2022-12-16; Registration: 144I/Vcy J;
I: Redemption: 2022-12-16; Registration: 144L/Drq C;
G-1: Redemption: 2022-12-16; Registration: 144U/Xue A;
W-2: Redemption: 2022-12-16; Registration: 144C/Bng K;
Qjoajiuu Eajaouzo: Redemption: 2022-12-16; Registration: 144A/Hjm H;
Deal Comments
Mpt Cycc Qmqbpze 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 17, 2005