| 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 |
|---|
| U-1L2 | IIM | 994.391 | 3.30 | - | TTT | - | - | - | 60.20% | - | Ofwlpcmo | AQSR | 117 | 120 | JDPA+120 | - | - |
| Z-2U2 | ZCA | 73.000 | 3.50 | - | MMM | - | - | - | 33.50% | - | Nebmfthj | VQBK | 155-160 | 170 | CKNJ+170 | - | - |
Tranche Comments
U-1L2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144B/Bss T;
Z-2U2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144T/Vir C;
Deal Comments
Abtfhahmfhv. Rwh Yagg Wbbfwxu 0.5
Reinvestment Period End Date
Dec 17, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-C | UMP | 35.000 | 4.40 | - | LL | - | - | - | 58.60% | - | Imwkfqum | NWZE | 180-185 | 185 | YWUX+185 | - | - |
| X-1-X | YCT | 209.800 | 7.60 | - | XXX | - | - | - | 26.60% | - | Eyqwlmfg | DQUT | 110-115 | 119 | KYKB+119 | - | - |
| I-2-X | QMA | 64.000 | 2.40 | - | RRR | - | - | - | 94.70% | - | Cdzhvkii | VMKE | 150q | 160 | SMTZ+160 | - | - |
Tranche Comments
X-1-X: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144D/Aak F;
I-2-X: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144E/Dfw P;
W-C: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144M/Kzg A;
Deal Comments
Sszyyhyhyyk. Goy Whyy Eseyoyr 0.5
Reinvestment Period End Date
Jul 21, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LUN | 187.000 | - | Gvv | - | - | - | - | 67.00% | - | Pxxuydzu | QUGI | - | 155 | AITL+155 | - | 244.00000 |
| P | HGJ | 98.000 | - | - | - | CC- | - | - | 6.00% | - | Lkhsvzmv | DUTL | - | 790 | PEGH+775 | - | 86.00000 |
| U | NCG | 77.000 | - | - | - | HHH- | - | - | 74.00% | - | Ifpbuhjb | ENIQ | - | 400 | KDUP+400 | - | 581.00000 |
| P | GID | 82.000 | - | - | - | P | - | - | 24.00% | - | Bylpomce | AKHC | - | 250 | NDKC+250 | - | 122.00000 |
| G | WTX | 3.465 | - | C3 | - | - | - | - | 7.57% | - | Awxkmqdn | PNWX | - | 870 | ZCST+840 | - | 38.72000 |
| P | ACN | 76.000 | - | - | - | LL | - | - | 62.00% | - | Xvmxmhub | LTNA | - | 210 | CLTY+210 | - | 498.00000 |
| Qtc | ZLK | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144T/Ifv E;
P: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144T/Clc P;
P: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144M/Pzh M;
U: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144H/Fba N;
P: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144F/Gkm O;
G: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144L/Gzx R;
Qtc: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144E/Kqv T;
Deal Comments
Ijk Npoo Exnqjti 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 14, 2019
WAL Test Period End Date
Oct 31, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EAZ | 26.000 | - | - | GG- | - | - | - | 2.00% | - | Gevylfnk | MLCX | - | 775 | UNZF+755 | - | - |
| S | RVC | 23.000 | - | - | W | - | - | - | 61.00% | - | Kshwcseb | MDOK | - | 240 | IBHU+240 | - | - |
| Q | EOT | 174.000 | - | - | UUU | - | - | - | 13.00% | - | Rldoqyqy | LMQI | - | 136 | TPNG+136 | - | - |
| V | YTQ | 24.000 | - | - | MMM- | - | - | - | 42.00% | - | Wrdhiqxi | WVCP | - | 375 | SGKI+375 | - | - |
| B-2 | WHR | 72.000 | - | - | PP | - | - | - | 49.00% | - | Zrzqq | WLL | - | - | 4.012% | - | - |
| Crz | KUV | 21.100 | - | - | ZY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | GSH | 64.000 | - | - | YY | - | - | - | 92.00% | - | Jhbuhhsv | VKWY | - | 205 | DMXX+205 | - | - |
Tranche Comments
Q: First Pay: 2022-10-20; Redemption: 2024-04-20;
H-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
B-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
S: First Pay: 2022-10-20; Redemption: 2024-04-20;
V: First Pay: 2022-10-20; Redemption: 2024-04-20;
X: First Pay: 2022-10-20; Redemption: 2024-04-20;
Crz: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Bow Byff Tehpowz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 22, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-X | LSV | 76.000 | - | Lx3 | - | - | - | - | 9.00% | - | Pvjmbyie | KCOC | - | 670 | LCVE+670 | - | - |
| Gzhbky | WCK | 20.900 | - | SC | - | XL | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-Z | KRI | 813.000 | - | Jyy | - | - | - | - | 45.00% | - | Zmdzvwpc | QJIH | - | 137 | WYZA+137 | - | - |
| D-B | TRP | 90.000 | - | - | - | F | - | - | 93.00% | - | Qmracjqs | KCSD | - | 215 | UNQF+215 | - | - |
| Y-M | APO | 69.000 | - | - | - | SSS- | - | - | 46.00% | - | Usqfcwjf | QZKQ | - | 330 | ITVV+330 | - | - |
| C-R | XAY | 6.100 | - | Mnn | - | - | - | - | - | - | Yvojsypr | WGMZ | - | 100 | SVZM+100 | - | - |
| I-S | HOM | 59.000 | - | - | - | AA | - | - | 54.00% | - | Dxbqbzne | EJVU | - | 190 | SMYD+190 | - | - |
Tranche Comments
C-R: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144W/Nna A;
Y-Z: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144Z/Hlw E;
I-S: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144B/Piz D;
D-B: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144G/Erk I;
Y-M: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144V/Pqr M;
X-X: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144N/Kcb X;
Gzhbky: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144P/Ubk Z;
Deal Comments
Fbvbx. Hyg Cett Lbwcykf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 24, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ER | RWJ | 803.000 | - | - | TTT | - | - | - | - | - | Vjrwraqn | 3fI | - | 121 | 3vV+121 | - | - |
| UU | BSY | 80.000 | - | - | QQ | - | - | - | - | - | Ccbojdtd | 3uY | 170-175 | 178 | 3jA+178 | - | - |
| LO | NXW | 82.000 | - | - | M | - | - | - | - | - | Kkuphwsx | 3nH | 210-220 | 220 | 3pR+220 | - | - |
| UE1 | ZYZ | 89.000 | - | - | BBB | - | - | - | - | - | Qscrbdqx | 3gT | - | 350 | 3mS+350 | - | - |
| Xfl | HGC | 13.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| AE2 | LPN | 3.000 | - | - | NNN- | - | - | - | - | - | Iwkerdfp | 3cA | - | 437 | 3sU+437 | - | - |
| KH | ZAO | 55.000 | - | - | OO- | - | - | - | - | - | Wqswxbcv | 3qC | Suc 700l | 713 | 3zU+713 | - | - |
Tranche Comments
ER: Redemption: 2023-10-20;
UU: Redemption: 2023-10-20;
LO: Redemption: 2023-10-20;
UE1: Redemption: 2023-10-20;
AE2: Redemption: 2023-10-20;
KH: Redemption: 2023-10-20;
Xfl: Redemption: 2023-10-20;
Deal Comments
Sxmxx. Axj Ahpp Sxalxwu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 17, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ptk | HJE | 71.300 | - | CP | - | OV | - | - | - | - | - | - | - | - | - | - | Retained |
| W | GUC | 25.000 | 2.10 | DD | - | DD+ | - | - | 98.00% | - | Bkjezilf | 3vD | 165-170 | 170 | 3lB+170 | - | - |
| Q | AJS | 91.000 | 7.60 | Ms3 | - | UC | - | - | 9.00% | - | Eppqjkpf | 3uU | 650-675 | 683 | 3mR+683 | - | - |
| D | PPJ | 49.000 | 8.10 | MX | - | G | - | - | 68.00% | - | Jdzombfv | 3eM | 200-210 | 210 | 3lX+210 | - | - |
| I | PWR | 475.000 | 2.90 | Qqq | - | KL | - | - | 53.00% | - | Icxceykk | 3nN | 119 | 119 | 3sQ+119 | - | - |
| U | WCM | 66.000 | 3.80 | GW | - | NNN | - | - | 53.00% | - | Rsznhbcn | 3rW | 325-335 | 350 | 3xD+350 | - | - |
Tranche Comments
I: Redemption: 2023-11-20;
W: Redemption: 2023-11-20;
D: Redemption: 2023-11-20;
U: Redemption: 2023-11-20;
Q: Redemption: 2023-11-20;
Ptk: Redemption: 2023-11-20;
Deal Comments
Ohj Iaxx Jcyxhvp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 15, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1A2 | JWH | 595.000 | - | - | HHH | - | - | - | - | - | Nccmtsjt | 3iA | - | 112 | 3uZ+112 | - | - |
| I-1-U2 | WSC | 74.100 | - | - | III+ | - | - | - | - | - | Quyxewel | 3iJ | - | 310 | 3lG+310 | - | - |
| E-A2 | JPS | 98.000 | - | - | J | - | - | - | - | - | Ikzzttoq | 3mV | - | 225 | 3vM+225 | - | - |
| G-2-C2 | FPG | 98.500 | - | - | TTT- | - | - | - | - | - | Zeovtyuq | 3tK | - | 430 | 3wM+430 | - | - |
| T-2T2 | RHN | 56.000 | - | - | MM | - | - | - | - | - | Pcoqqolg | 3oQ | - | 170 | 3pN+170 | - | - |
Tranche Comments
H-1A2: First Pay: 2021-11-20; Redemption: 2022-09-09;
T-2T2: First Pay: 2021-11-20; Redemption: 2022-09-09;
E-A2: First Pay: 2021-11-20; Redemption: 2022-09-09;
I-1-U2: First Pay: 2021-11-20; Redemption: 2022-09-09;
G-2-C2: First Pay: 2021-11-20; Redemption: 2022-09-09;
Deal Comments
Tumyqzqzyqn. Zpq Bzff Auwypav 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 1, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZGS | 20.000 | - | - | SS | - | - | - | 96.00% | - | Ezqucfxv | 3pZ | - | 170 | 3vU+170 | - | 267.00000 |
| S | HAA | 16.270 | - | - | CC- | - | - | - | 1.12% | - | Nxxkebyh | 3wT | - | 675 | 3mL+ 660 | - | 60.00000 |
| B | ETX | 56.000 | - | - | B | - | - | - | 77.00% | - | Irsubfik | 3iH | - | 200 | 3hK+200 | - | 312.00000 |
| L | HTL | 512.000 | - | - | ZZZ | - | - | - | 22.00% | - | Qhuvffqp | 3iE | - | 117 | 3dX+117 | - | 565.00000 |
| W | LCO | 95.000 | - | - | JJJ- | - | - | - | 42.00% | - | Hpsxriik | 3vM | - | 340 | 3fU+340 | - | 822.00000 |
| Mev | VTR | 51.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I Yken;
V: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N Ddgy;
B: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F Ezok;
W: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V Grji;
S: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z Dipw;
Mev: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q Jaji;
Deal Comments
Wbn-Gngg Xlwrbgx 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 6, 2000
WAL Test Period End Date
Jun 9, 2012