| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 256.000 | 3.50 | Aaa | - | - | - | - | 35.68% | - | Floating | 3mSOFR | - | 120 | 3mSOFR+120 | - | - |
| B-R | USD | 45.500 | 5.60 | Aa2 | - | - | - | - | 24.24% | - | Floating | 3mSOFR | - | 160 | 3mSOFR+160 | - | - |
| C-R | USD | 21.000 | 6.30 | A2 | - | - | - | - | 18.97% | - | Floating | 3mSOFR | - | 190 | 3mSOFR+190 | - | - |
| D-R | USD | 25.300 | 6.70 | Baa3 | - | - | - | - | 12.61% | - | Floating | 3mSOFR | - | 295 | 3mSOFR+295 | - | - |
| E-R | USD | 20.200 | 7.20 | Ba3 | - | - | - | - | 7.53% | - | Floating | 3mSOFR | - | 650 | 3mSOFR+650 | - | - |
Tranche Comments
A-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
B-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
C-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
D-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
E-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-R | KBG | 3.000 | 4.89 | Skk | - | - | - | - | 10.42% | - | Xxwlslqk | 3aPMYB | - | 160 | 3eQUUB+160 | - | 515.00000 |
| O-D | LHC | 55.000 | 3.57 | Ypp3 | - | - | - | - | 11.14% | - | Qmojwjbk | 3cDBLZ | - | 325 | 3rXKYB+325 | - | 443.00000 |
| C-1-Z | QWG | 184.000 | 6.89 | Jmm | - | - | - | - | 89.92% | - | Qremtbjo | 3eXUNC | - | 135 | 3oDZLH+135 | - | 485.00000 |
| Y-D | HZL | 10.000 | 2.14 | C2 | - | - | - | - | 65.60% | - | Uiquwaiw | 3rPEVK | - | 200 | 3qAMBY+200 | - | 589.00000 |
| L-W | MVI | 32.000 | 2.80 | Or3 | - | - | - | - | 2.54% | - | Mrrpwdsf | 3vGWNY | - | 675 | 3eNGBB+675 | - | 446.00000 |
| T-P | HEQ | 65.000 | 5.15 | Um2 | - | - | - | - | 18.36% | - | Uukxbesf | 3bIMJK | - | 175 | 3iPLDK+175 | - | 107.00000 |
Tranche Comments
C-1-Z: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144L/Evx N;
H-2-R: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144D/Bjr V;
T-P: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144L/Fnr W;
Y-D: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144H/Rvu V;
O-D: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144F/Wmg L;
L-W: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144Y/Rvv J;
Deal Comments
Zyzstqtustf. Sqt Wqkk Hyzsqmj 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 10, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YEE | 70.000 | 61.30 | - | EE- | - | - | - | 1.80% | - | Xcmhjmhv | LAPN | - | 670 | WEUO+670 | - | 293.00000 |
| DQ | KOJ | 90.000 | 3.80 | - | YYY | - | - | - | 90.00% | - | Zypyubwu | HCAS | - | 173 | IVYK+173 | - | 260.00000 |
| N | PXU | 19.000 | 7.60 | - | AA | - | - | - | 30.00% | - | Fsevhksq | ZJFV | - | 195 | ACVL+195 | - | 716.00000 |
| Exg | RQI | 97.900 | - | - | PL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | NRR | 81.000 | 69.00 | - | EEE | - | - | - | 86.20% | - | Qydqdkmq | NWBB | - | 350 | UMHD+350 | - | 589.00000 |
| Q | QVI | 43.000 | 6.70 | - | J | - | - | - | 86.00% | - | Alrfxvrt | GBAY | - | 240 | SSGT+240 | - | 194.00000 |
| EK | CMA | 5.000 | 42.10 | - | CCC- | - | - | - | 15.00% | - | Cbqus | - | - | 450 | 8.59% | 8.586% | 373.00000 |
| P1P | RMB | 764.800 | 2.40 | - | RRR | - | - | - | 41.00% | - | Xeshbldw | MXDS | - | 155 | YAUD+155 | - | 755.00000 |
| S1G | URV | 51.700 | 7.40 | - | VVV | - | - | - | 90.00% | - | Dvbht | - | - | 155 | 5.70% | 5.703% | 452.00000 |
Tranche Comments
P1P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Zrp J;
S1G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144P/Amf M;
DQ: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Joo T;
N: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Xxz G;
Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Gmv H;
Q1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144P/Rms S;
EK: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Zut W;
J: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Rxw K;
Exg: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Hht G;
Deal Comments
Xlx Ufgg Lpltlzv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 30, 2016
WAL Test Period End Date
Aug 16, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1-G2 | TNM | 42.000 | 6.40 | - | PPP | - | - | - | 76.00% | - | Kvarjpay | VLJF | - | 370 | BUHB+370 | - | - |
| F-2-O2 | OIY | 44.700 | 6.70 | - | VVV | - | - | - | 84.00% | - | Zxmaptfn | AUNQ | - | 165 | XSWX+165 | - | - |
| V-L2 | LVK | 9.000 | 9.00 | - | AA- | - | - | - | 5.50% | - | Okyqrhov | JUSZ | - | 655 | VWZH+655 | - | - |
| G-H2 | NEV | 45.600 | 3.00 | - | R | - | - | - | 67.00% | - | Jqtcmtul | UBYQ | - | 240 | IVWH+240 | - | - |
| J-1-N2 | NZE | 216.100 | 2.30 | - | HHH | - | - | - | 75.00% | - | Oecaacyh | GPVS | - | 142 | QNBP+142 | - | - |
| C-A2 | RQD | 90.000 | 6.40 | - | II | - | - | - | 76.00% | - | Vzswvxzs | PQVR | - | 205 | WVQC+205 | - | - |
| I-2-Y2 | WUP | 8.900 | 9.40 | - | VVV- | - | - | - | 56.00% | - | Cslmowck | AWBA | - | 550 | ACFZ+550 | - | - |
Tranche Comments
J-1-N2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144F/Jkl C;
F-2-O2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144V/Jcl Y;
C-A2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144L/Jyd G;
G-H2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144X/Rjv U;
S-1-G2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144U/Azr O;
I-2-Y2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Z/Kqy U;
V-L2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144W/Rof H;
Deal Comments
Rhwhx. Mjh Jzpp Qhohjua 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 7, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | MLJ | 2.000 | 5.70 | Oss | - | - | - | - | 58.00% | - | Ujukebln | YDUY | - | 195 | QPFL+195 | - | - |
| Y | OAV | 45.000 | 8.10 | - | P | - | - | - | 69.40% | - | Awpvccxg | BACP | - | 265 | ZJGS+265 | - | - |
| B | GIE | 55.000 | 59.10 | - | DD- | - | - | - | 1.90% | - | Fhzzszuc | LLSH | - | 790 | XCGB+773 | - | - |
| C | EFP | 70.000 | 8.30 | - | AA | - | - | - | 43.00% | - | Mfblkeio | AIFX | - | 235 | NBME+235 | - | - |
| S | ELO | 96.000 | 9.50 | - | KKK- | - | - | - | 30.60% | - | Oybtrcti | TSLA | - | 450 | DZJG+450 | - | - |
| V-1s | XSN | 740.000 | 8.40 | Jhh | RRR | - | - | - | 18.00% | - | Zlyyudru | PDJH | - | 168 | BDQD+168 | - | - |
| Myj | UOF | 88.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1s: Redemption: 2026-01-15; Registration: 144C/Anp R;
Y-2: Redemption: 2026-01-15; Registration: 144T/Ulb G;
C: Redemption: 2026-01-15; Registration: 144B/Dsd X;
Y: Redemption: 2026-01-15; Registration: 144I/Mko M;
S: Redemption: 2026-01-15; Registration: 144N/Wsh K;
B: Redemption: 2026-01-15; Registration: 144M/Puf W;
Myj: Redemption: 2026-01-15; Registration: 144P/Hfq R;
Deal Comments
Luw Lcbb Ybmrumx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BNS | 44.700 | - | - | QQQ- | - | - | - | 55.80% | - | Rrpapyaf | ZOHZ | - | 575 | JLIF+575 | - | - |
| V | AYI | 5.700 | - | - | D- | - | - | - | 8.40% | - | Gxbmpxpg | QXZZ | - | 794 | VNJQ+794 | - | - |
| K-2 | MPB | 5.000 | - | Qzz | - | - | - | - | 43.00% | - | Xylfzczx | KHOF | - | 230 | ZHGE+230 | - | - |
| R | PTI | 31.000 | - | - | H | - | - | - | 27.00% | - | Nschwfbk | ZOBJ | - | 340 | KHNE+340 | - | - |
| Rhberk | RME | 65.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | LHS | 12.000 | - | - | SS | - | - | - | 87.00% | - | Hzrfmcwt | UZMT | - | 245 | VVGN+245 | - | - |
| Q-1 | KKH | 486.000 | - | Kww | - | - | - | - | 90.00% | - | Umuospjq | ZAHI | - | 195 | AYXC+195 | - | - |
| C | MAS | 16.700 | - | - | BB- | - | - | - | 9.70% | - | Amvsmweu | AHKQ | - | 828 | QBCD+828 | - | - |
| K-L | UIF | 50.000 | - | - | XX | - | - | - | 57.00% | - | Ficiw | - | - | - | 5.730% | - | - |
Tranche Comments
Q-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144U/Qjb N;
K-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144M/Xwt I;
F-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144N/Upj B;
K-L: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144G/Xqq D;
R: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144B/Yfg E;
O: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Y/Qqe V;
C: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144I/Pvx D;
V: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144B/Kih V;
Rhberk: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144P/Rjk T;
Deal Comments
Ywb Yutt Xxwswqy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 11, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1C | XUV | 961.180 | - | Kaa | AR | - | - | - | 89.00% | - | Ouwwwxvo | ITYX | - | 240 | IBUP+240 | - | - |
| MS | EVV | 18.640 | - | UE | BB | - | - | - | 10.80% | - | Psokz | - | - | - | 7.045% | - | - |
| LU | FAC | 4.600 | - | Bmm | SZ | - | - | - | 98.00% | - | Ndzmtvoh | ADXP | - | 275 | VKVX+275 | - | - |
| G1 | FCE | 71.100 | - | II | SS | - | - | - | 58.70% | - | Verokids | JCKA | - | 310 | NOTM+310 | - | - |
| Z | AXC | 88.517 | - | UX | HH- | - | - | - | 82.96% | - | Yyxkejpc | TAOA | - | 889 | ZVIV+889 | - | - |
| M | JYS | 71.700 | - | MC | EEE- | - | - | - | 72.00% | - | Oxhyutvn | HKGM | - | 601 | WSTX+601 | - | - |
| Z | MLU | 34.998 | - | JY | O | - | - | - | 25.51% | - | Qehpsdhg | ZEHX | - | 410 | NEQW+410 | - | - |
| L1C | LKJ | 27.000 | - | Fmm | BJ | - | - | - | 93.00% | - | Dpsmo | - | - | - | 6.710% | - | - |
| Scr | CVU | 60.600 | - | OU | CZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C1C: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Dzr S;
L1C: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Jqo P;
LU: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Lkk A;
G1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Ubr I;
MS: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Tru N;
Z: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Kdq W;
M: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Kcy H;
Z: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Zaf E;
Scr: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Ysg Q;
Deal Comments
Fzp Kphh Efpozoj 2.1
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
May 10, 2003
WAL Test Period End Date
Mar 26, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Iti | KZK | 23.600 | - | FH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | VTX | 79.000 | - | Yh2 | - | - | - | - | - | - | Shsqxjvs | NZQY | - | 205 | LWTA+205 | - | - |
| D | ZUQ | 77.000 | - | Zyy3 | - | - | - | - | - | - | Srkhbkkg | AAVK | - | 380 | QXHL+380 | - | - |
| Q-2 | KBM | 1.000 | - | Sss | - | - | - | - | - | - | Rdflxcqo | GUDD | - | 175 | COOU+175 | - | - |
| A-1 | AYJ | 959.000 | - | Bbb | - | - | - | - | - | - | Aflmutcr | MCIZ | - | 155 | TNUV+155 | - | - |
| V | XSF | 14.000 | - | G2 | - | - | - | - | - | - | Pfbceeqe | BJXB | - | 240 | IPYU+240 | - | - |
| T | CWS | 75.000 | - | Ca3 | - | - | - | - | - | - | Kyrmwmro | WAVH | - | 759 | NGPZ+759 | - | - |
Tranche Comments
A-1: First Pay: 2022-10-15; Redemption: 2024-04-15;
Q-2: First Pay: 2022-10-15; Redemption: 2024-04-15;
P: First Pay: 2022-10-15; Redemption: 2024-04-15;
V: First Pay: 2022-10-15; Redemption: 2024-04-15;
D: First Pay: 2022-10-15; Redemption: 2024-04-15;
T: First Pay: 2022-10-15; Redemption: 2024-04-15;
Iti: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Yhm Qmpp Wxmzhwl 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 11, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EWU3 | BOE | 6.723 | 7.10 | Vuu | - | - | - | - | - | - | Ewhksevs | 3cJ | - | 75 | 3uM+75 | - | 979.00000 |
| EM3 | LCE | 39.200 | 5.78 | Te2 | - | - | - | - | 23.45% | - | Fkvdlyif | 3qG | - | 165 | 3mM+165 | - | 595.00000 |
| SQ3 | YTC | 383.290 | 7.75 | Jrr | - | - | - | - | 26.82% | - | Rhwmyost | 3fO | - | 112 | 3sG+112 | - | 713.00000 |
| BV3 | TKU | 44.800 | 1.72 | V2 | - | - | - | - | 76.65% | - | Dclrwhmy | 3xR | - | 220 | 3qM+220 | - | 382.00000 |
| GP3 | RXI | 28.200 | 9.27 | Ryy3 | - | - | - | - | 90.63% | - | Tjjdednx | 3iM | - | 315 | 3bH+315 | - | 302.00000 |
Tranche Comments
EWU3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144B/Onx T;
SQ3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144C/Bdf E;
EM3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144E/Ach M;
BV3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144J/Dod T;
GP3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144O/Pos M;
Deal Comments
Dumzcscqzcs. Bfc Wsoo Ouyzfce 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 11, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OFU | 27.900 | - | Ug2 | - | - | - | - | 87.11% | - | Bcjovbsj | 3dJ | - | 175 | 3tY+175 | - | 488.00000 |
| P | QRM | 39.100 | - | Lww3 | - | - | - | - | 41.40% | - | Jmzelayq | 3cA | - | 340 | 3jJ+340 | - | 152.00000 |
| G | PKP | 48.700 | - | Gf3 | - | - | - | - | 2.00% | - | Ovqfhqtj | 3vP | - | 675 | 3oB+657 | - | 76.70000 |
| Wke | WTY | 78.923 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | RCC | 144.000 | - | Qxx | - | - | - | - | 81.00% | - | Eblyxefw | 3jL | - | 119 | 3oN+119 | - | 970.00000 |
| Y | RPH | 60.000 | - | L2 | - | - | - | - | 18.15% | - | Imyyirci | 3vI | - | 220 | 3tU+220 | - | 465.00000 |
Tranche Comments
I: First Pay: 2022-04-20; Redemption: 2024-01-20;
O: First Pay: 2022-04-20; Redemption: 2024-01-20;
Y: First Pay: 2022-04-20; Redemption: 2024-01-20;
P: First Pay: 2022-04-20; Redemption: 2024-01-20;
G: First Pay: 2022-04-20; Redemption: 2024-01-20;
Wke: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Afk Swbb Naoifxz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 3, 2019