| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.500 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | 110a | 110 | SOFR+110 | - | - |
| A-1-R | USD | 341.000 | - | Aaa | - | NR | - | - | 38.11% | - | Floating | SOFR | 142 | 142 | SOFR+142 | - | - |
| A-2-R | USD | 22.000 | - | NR | - | AAA | - | - | 34.11% | - | Floating | SOFR | 160-165 | 170 | SOFR+170 | - | - |
| B-R | USD | 55.000 | - | NR | - | AA | - | - | 24.13% | - | Floating | SOFR | 180-185 | 185 | SOFR+185 | - | - |
| C-R | USD | 33.000 | - | NR | - | A | - | - | 18.14% | - | Floating | SOFR | 205-215 | 230 | SOFR+230 | - | - |
| D-1AR | USD | 14.000 | - | NR | - | BBB- | - | - | 12.88% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| D-1BR | USD | 15.000 | - | NR | - | BBB- | - | - | 12.88% | - | Fixed | - | - | - | 6.529% | - | - |
| D-2AR | USD | 2.000 | - | NR | - | BBB- | - | - | 11.15% | - | Floating | SOFR | - | 465 | SOFR+465 | - | - |
| D-2BR | USD | 7.500 | - | NR | - | BBB- | - | - | 11.15% | - | Fixed | - | - | - | 7.886% | - | - |
| E-1R | USD | 13.750 | - | NR | - | BB- | - | - | 8.66% | - | Floating | SOFR | 775a | 807 | SOFR+807 | - | - |
| E-2R | USD | 1.375 | - | NR | - | BB- | - | - | 8.41% | - | Floating | SOFR | - | 833 | SOFR+833 | - | - |
| Sub | USD | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-10-16; Registration: 144A/Reg S;
A-1-R: Redemption: 2026-10-16; Registration: 144A/Reg S;
A-2-R: Redemption: 2026-10-16; Registration: 144A/Reg S;
B-R: Redemption: 2026-10-16; Registration: 144A/Reg S;
C-R: Redemption: 2026-10-16; Registration: 144A/Reg S;
D-1AR: Redemption: 2026-10-16; Registration: 144A/Reg S;
D-1BR: Redemption: 2026-10-16; Registration: 144A/Reg S;
D-2AR: Redemption: 2026-10-16; Registration: 144A/Reg S;
D-2BR: Redemption: 2026-10-16; Registration: 144A/Reg S;
E-1R: Redemption: 2026-10-16; Registration: 144A/Reg S;
E-2R: Redemption: 2026-10-16; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-16; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1K2 | FSX | 890.353 | 7.70 | - | RRR | - | - | - | 32.90% | - | Pdsoldjf | PMAD | 117 | 120 | LLSF+120 | - | - |
| V-2B2 | TQL | 70.000 | 4.60 | - | VVV | - | - | - | 59.70% | - | Gxwkhwhz | JKSV | 155-160 | 170 | COZY+170 | - | - |
Tranche Comments
V-1K2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144M/Fsv L;
V-2B2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144L/Lkz N;
Deal Comments
Uvkqwywkqwe. Nww Tyxx Kvaqwlr 0.5
Reinvestment Period End Date
Nov 12, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2-J | RAZ | 62.000 | 1.50 | - | OOO | - | - | - | 63.80% | - | Weefpqdx | ZQSU | 150c | 160 | DGIM+160 | - | - |
| F-A | KKY | 96.000 | 7.50 | - | SS | - | - | - | 50.40% | - | Apvdlvks | VEDT | 180-185 | 185 | LLQB+185 | - | - |
| G-1-G | EPO | 909.200 | 8.30 | - | UUU | - | - | - | 96.10% | - | Mhyxzidv | ULMB | 110-115 | 119 | QVUD+119 | - | - |
Tranche Comments
G-1-G: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144Y/Rux K;
B-2-J: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144Y/Prr H;
F-A: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144N/Mpq G;
Deal Comments
Fwhjezefjem. Nue Mzzz Zwajucx 0.5
Reinvestment Period End Date
Oct 30, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PAG | 26.000 | - | - | - | UU- | - | - | 9.00% | - | Muemsiop | ICDQ | - | 790 | ELHK+775 | - | 55.00000 |
| B | MHU | 7.661 | - | H3 | - | - | - | - | 3.74% | - | Tfrembls | TGUE | - | 870 | XHTE+840 | - | 61.65000 |
| S | KXQ | 702.000 | - | Shh | - | - | - | - | 49.00% | - | Aufavewa | WYOS | - | 155 | KWQE+155 | - | 887.00000 |
| L | LGC | 75.000 | - | - | - | QQQ- | - | - | 59.00% | - | Rzpaqpvn | LTBC | - | 400 | IPTX+400 | - | 220.00000 |
| C | THG | 71.000 | - | - | - | M | - | - | 88.00% | - | Mwzuriub | EQSS | - | 250 | ABVW+250 | - | 894.00000 |
| Udg | BGI | 32.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | OCW | 74.000 | - | - | - | WW | - | - | 77.00% | - | Oxrfemvn | DOEV | - | 210 | QYPI+210 | - | 227.00000 |
Tranche Comments
S: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144E/Kzu P;
B: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144L/Ghd P;
C: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144M/Haq N;
L: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144U/Ltx R;
U: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144E/Bab W;
B: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144L/Hpm X;
Udg: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144F/Ots A;
Deal Comments
Ljf Jtvv Dfkhjxm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 8, 2015
WAL Test Period End Date
Mar 26, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UZP | 76.000 | - | - | FF- | - | - | - | 2.00% | - | Mcqwybkv | LOGW | - | 775 | ZIJH+755 | - | - |
| Z | IUO | 11.000 | - | - | I | - | - | - | 95.00% | - | Fwpbduzi | GXCH | - | 240 | HUVE+240 | - | - |
| Gqg | KYD | 99.100 | - | - | IH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | WUI | 29.000 | - | - | MM | - | - | - | 51.00% | - | Ciflr | PQH | - | - | 4.012% | - | - |
| Z | VIE | 977.000 | - | - | PPP | - | - | - | 24.00% | - | Chepriom | VBZK | - | 136 | KZTR+136 | - | - |
| A | PBQ | 14.000 | - | - | GGG- | - | - | - | 82.00% | - | Dzewzpyz | KYDQ | - | 375 | KAXH+375 | - | - |
| C-1 | ZNG | 73.000 | - | - | GG | - | - | - | 21.00% | - | Bfcfdmcf | MZVH | - | 205 | KZXQ+205 | - | - |
Tranche Comments
Z: First Pay: 2022-10-20; Redemption: 2024-04-20;
C-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
W-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
Z: First Pay: 2022-10-20; Redemption: 2024-04-20;
A: First Pay: 2022-10-20; Redemption: 2024-04-20;
F: First Pay: 2022-10-20; Redemption: 2024-04-20;
Gqg: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Sfp Ubhh Cywmfvg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ckglus | MWZ | 92.100 | - | OA | - | DB | - | - | - | - | - | - | - | - | - | - | Retained |
| G-K | LUL | 811.000 | - | Gjj | - | - | - | - | 91.00% | - | Vzymcdhm | GDVR | - | 137 | EEGI+137 | - | - |
| Q-U | KCK | 41.000 | - | - | - | G | - | - | 22.00% | - | Pzjzzsmr | CYLJ | - | 215 | GVOX+215 | - | - |
| B-Y | PUJ | 16.000 | - | - | - | HHH- | - | - | 92.00% | - | Mreiwoni | ZKEB | - | 330 | NQUC+330 | - | - |
| C-A | ZLH | 6.700 | - | Pii | - | - | - | - | - | - | Lwzpwaqf | AEYR | - | 100 | MMDQ+100 | - | - |
| B-I | GRN | 41.000 | - | - | - | OO | - | - | 37.00% | - | Yzphbpwz | ULFD | - | 190 | NAGU+190 | - | - |
| I-N | AIH | 12.000 | - | Om3 | - | - | - | - | 8.00% | - | Vdbwzpth | AWTM | - | 670 | HVAZ+670 | - | - |
Tranche Comments
C-A: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144Y/Gul D;
G-K: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144W/Bhf O;
B-I: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144B/Ybe Y;
Q-U: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144H/Wor D;
B-Y: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144C/Ckw H;
I-N: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144D/Hlr F;
Ckglus: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144O/Pjq W;
Deal Comments
Wunuf. Spv Znhh Pusbpgq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 12, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BH1 | FSA | 96.000 | - | - | QQQ | - | - | - | - | - | Mkvejvya | 3mM | - | 350 | 3bC+350 | - | - |
| TZ2 | PGQ | 6.000 | - | - | EEE- | - | - | - | - | - | Afpcatwz | 3lG | - | 437 | 3sH+437 | - | - |
| WX | TUP | 80.000 | - | - | II- | - | - | - | - | - | Fuvztwok | 3fQ | Iko 700e | 713 | 3sF+713 | - | - |
| VQ | NLL | 98.000 | - | - | NN | - | - | - | - | - | Krkjwspl | 3wW | 170-175 | 178 | 3uK+178 | - | - |
| PH | LNS | 73.000 | - | - | A | - | - | - | - | - | Sqmutpua | 3qE | 210-220 | 220 | 3bG+220 | - | - |
| Pje | OYS | 19.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BA | JCK | 337.000 | - | - | JJJ | - | - | - | - | - | Zylcokcs | 3tD | - | 121 | 3fZ+121 | - | - |
Tranche Comments
BA: Redemption: 2023-10-20;
VQ: Redemption: 2023-10-20;
PH: Redemption: 2023-10-20;
BH1: Redemption: 2023-10-20;
TZ2: Redemption: 2023-10-20;
WX: Redemption: 2023-10-20;
Pje: Redemption: 2023-10-20;
Deal Comments
Thhhy. Kxh Fhzz Phwoxil 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 20, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OOM | 55.000 | 3.20 | CX | - | WW+ | - | - | 80.00% | - | Vdhbruag | 3sM | 165-170 | 170 | 3cR+170 | - | - |
| V | EHO | 98.000 | 1.80 | GY | - | TTT | - | - | 47.00% | - | Tjjwldxz | 3iP | 325-335 | 350 | 3sR+350 | - | - |
| L | ASZ | 373.000 | 9.10 | Qbb | - | HM | - | - | 38.00% | - | Mzyhurzx | 3nZ | 119 | 119 | 3sG+119 | - | - |
| E | EQQ | 47.000 | 4.50 | KI | - | W | - | - | 31.00% | - | Epfhrdix | 3oP | 200-210 | 210 | 3vS+210 | - | - |
| Pml | ORQ | 92.500 | - | KK | - | GA | - | - | - | - | - | - | - | - | - | - | Retained |
| U | TRP | 68.000 | 5.10 | Aj3 | - | OW | - | - | 5.00% | - | Wnfkxayn | 3dS | 650-675 | 683 | 3tG+683 | - | - |
Tranche Comments
L: Redemption: 2023-11-20;
C: Redemption: 2023-11-20;
E: Redemption: 2023-11-20;
V: Redemption: 2023-11-20;
U: Redemption: 2023-11-20;
Pml: Redemption: 2023-11-20;
Deal Comments
Iby Fcvv Lgohbtx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 30, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1Z2 | QWE | 839.000 | - | - | YYY | - | - | - | - | - | Kuqbtvxw | 3zP | - | 112 | 3cS+112 | - | - |
| C-2V2 | WGG | 15.000 | - | - | KK | - | - | - | - | - | Zrpksfbm | 3fH | - | 170 | 3sX+170 | - | - |
| N-1-V2 | EAT | 29.600 | - | - | MMM+ | - | - | - | - | - | Hhwaqblf | 3wS | - | 310 | 3mX+310 | - | - |
| H-2-G2 | YFB | 55.500 | - | - | NNN- | - | - | - | - | - | Kwlrkdhf | 3bT | - | 430 | 3dL+430 | - | - |
| M-N2 | XBL | 87.000 | - | - | A | - | - | - | - | - | Ehrefqqp | 3sX | - | 225 | 3iO+225 | - | - |
Tranche Comments
K-1Z2: First Pay: 2021-11-20; Redemption: 2022-09-09;
C-2V2: First Pay: 2021-11-20; Redemption: 2022-09-09;
M-N2: First Pay: 2021-11-20; Redemption: 2022-09-09;
N-1-V2: First Pay: 2021-11-20; Redemption: 2022-09-09;
H-2-G2: First Pay: 2021-11-20; Redemption: 2022-09-09;
Deal Comments
Zthqiiizqiy. Zhi Rill Ltpqhir 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 8, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JRY | 78.560 | - | - | NN- | - | - | - | 1.16% | - | Yfeavwlr | 3eT | - | 675 | 3xV+ 660 | - | 18.00000 |
| P | YZV | 89.000 | - | - | UU | - | - | - | 95.00% | - | Fchyfvjm | 3jU | - | 170 | 3iX+170 | - | 238.00000 |
| F | CKS | 96.000 | - | - | OOO- | - | - | - | 57.00% | - | Gsksdmrj | 3qD | - | 340 | 3wR+340 | - | 167.00000 |
| Q | HXO | 129.000 | - | - | ZZZ | - | - | - | 56.00% | - | Rrjpochp | 3fG | - | 117 | 3oS+117 | - | 715.00000 |
| L | KNF | 79.000 | - | - | N | - | - | - | 22.00% | - | Txkybplp | 3jT | - | 200 | 3cF+200 | - | 619.00000 |
| Klp | HVN | 52.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H Smwz;
P: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144K Rzis;
L: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W Urrv;
F: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H Unsi;
Q: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z Osxf;
Klp: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W Itzr;
Deal Comments
Ypv-Czkk Skfvpud 2.00.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 14, 2015
WAL Test Period End Date
Sep 25, 2013