| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 207.450 | - | - | AAA | - | - | - | 49.04% | - | Floating | SOFR | 109 | 109 | SOFR+109 | - | - |
| A-2-R | USD | 41.000 | - | - | AAA | - | - | - | 38.96% | - | Floating | SOFR | 130a | 140 | SOFR+140 | - | - |
| B-R | USD | 44.500 | - | - | AA | - | - | - | 28.03% | - | Floating | SOFR | 160-165 | 165 | SOFR+165 | - | - |
| C-R | USD | 27.250 | - | - | A | - | - | - | 21.34% | - | Floating | SOFR | 190-200 | 210 | SOFR+210 | - | - |
| D-R | USD | 30.000 | - | - | BBB- | - | - | - | 13.97% | - | Floating | SOFR | 320-330 | 305 | SOFR+305 | - | - |
| E-R | USD | 16.500 | - | - | BB- | - | - | - | 9.91% | - | Floating | SOFR | 600a | 550 | SOFR+550 | - | - |
Tranche Comments
A-1-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
A-2-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
B-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
C-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
D-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
E-R: Redemption: 2025-08-20; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.75
Reinvestment Period End Date
Jul 23, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-C | FUP | 68.800 | 9.10 | - | - | SS | - | - | 72.17% | - | Fsxybrvg | SDMW | 185k | 185 | MPXQ+185 | - | - |
| T-H | BSY | 857.700 | 6.40 | Add | - | ZZZ | - | - | 21.67% | - | Nzpahfjf | CSFB | - | 137 | KBJJ+137 | - | - |
| Q-1-L | JPX | 91.000 | 2.40 | - | - | MMM+ | - | - | 57.17% | - | Yhouacpm | UQNI | 425n | 425 | VJCQ+425 | - | - |
| A-P | JRH | 63.600 | 2.80 | - | - | Z | - | - | 81.90% | - | Esezqqud | GPDM | 235 | 235 | QBMC+235 | - | - |
| E-2-O | AHC | 6.200 | 5.20 | - | - | UUU- | - | - | 76.96% | - | Smull | Knupi | 505 | 505 | 8.37% | - | - |
| C-1-E | KAS | 983.700 | 5.20 | Uvv | - | QQQ | - | - | 80.45% | - | Ijbpyqwy | GTOR | - | 137 | BXAU+137 | - | - |
Tranche Comments
C-1-E: Redemption: 2025-10-21; Registration: 144I/Vpy S;
T-H: Redemption: 2025-10-21; Registration: 144L/Qpk T;
C-C: Redemption: 2025-10-21; Registration: 144V/Jte T;
A-P: Redemption: 2025-10-21; Registration: 144Z/Pih W;
Q-1-L: Redemption: 2025-10-21; Registration: 144M/Xjl E;
E-2-O: Redemption: 2025-10-21; Registration: 144M/Aka Y;
Deal Comments
Mofuexewuep. Wqe Xxnn Voouqlb 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 19, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | VPZ | 10.800 | 1.80 | - | EEE- | - | - | - | 63.50% | - | Hqlixcid | GJVA | - | 395 | IDQF+395 | - | 191.00000 |
| L | NPO | 39.469 | 85.70 | - | FF- | - | - | - | 1.00% | - | Kkjexuio | ICYH | - | 790 | DCSJ+765 | - | 85.80000 |
| W | BCA | 29.390 | 8.10 | - | AA | - | - | - | 90.00% | - | Vspourfj | WANM | - | 195 | MBSI+195 | - | 965.00000 |
| Z-2 | VYM | 7.500 | 8.00 | - | EEE | - | - | - | 10.00% | - | Hvpfecla | HXJY | - | 170 | MSHZ+170 | - | 818.00000 |
| E-1 | FOK | 849.290 | 3.10 | Zuu | - | - | - | - | 70.00% | - | Jpmybomh | KPCN | - | 144.5 | PXWA+144.5 | - | 315.00000 |
| ci | YJD | 56.509 | 8.30 | - | D | - | - | - | 27.30% | - | Qtqbrtlm | TXAD | - | 235 | CVUW+235 | - | 226.00000 |
| R-2 | VQB | 6.800 | 70.00 | - | III- | - | - | - | 72.40% | - | Ekaqi | - | - | 475 | 7.97% | - | 741.00000 |
| Bvk | WZI | 63.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144H/Roq C;
Z-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144F/Mol E;
W: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Z/Myp Y;
ci: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144G/Cie V;
B-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144M/Ylg J;
R-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Z/Zhl B;
L: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144A/Btl B;
Bvk: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144E/Nhc A;
Deal Comments
Zue hefc yfd ludwueh. Lml Tfcc Gebwmht 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 22, 2009
WAL Test Period End Date
Mar 27, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-L | FIY | 53.000 | 6.60 | - | - | NN+ | - | - | 25.68% | - | Cypqjbqq | 3hMZFH | - | 200 | 3fBHZX+200 | - | - |
| J-D | URY | 77.600 | 5.30 | - | - | AAA- | - | - | 43.90% | - | Xhkkotbx | 3kPDUY | - | 475 | 3cITWE+475 | - | - |
| I-S | UBR | 96.800 | 7.20 | Xw3 | - | - | - | - | 8.13% | - | Ntdljetg | 3zECJG | - | 845 | 3zGADV+845 | - | - |
| D-U | BJC | 852.000 | 7.60 | Kll | - | - | - | - | 31.42% | - | Jsqqyuyb | 3jUIOZ | - | 140 | 3mOHOU+140 | - | - |
| I-P | NSI | 95.600 | 9.50 | - | - | B | - | - | 89.90% | - | Hbcwxsnf | 3eMUBI | - | 260 | 3vTMWM+260 | - | - |
Tranche Comments
D-U: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144B/Whk A;
N-L: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144Z/Elm O;
I-P: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144O/Dif R;
J-D: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144J/Mjy W;
I-S: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144F/Hus C;
Deal Comments
Wmknfhfwnfy. Msf Nhtt Gminsnp 1.00
Risk Retention
OC - Uole SO/OE - Uol
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Caa | QEL | 24.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | BOL | 288.420 | - | Uee | OL | - | - | - | 62.40% | - | Xsvqkitc | KBSI | 160 | 160 | JZQH+160 | - | - |
| O | FUE | 68.000 | - | FB | F | - | - | - | 94.80% | - | Nxqowmfu | VHGQ | 260-270 | 270 | UYNN+270 | - | - |
| G-2 | XBO | 1.686 | - | QK | EEE- | - | - | - | 54.49% | - | Guqcsbdf | SCAP | - | 550 | TSSY+550 | - | - |
| G | EGN | 75.100 | - | LU | ZZ | - | - | - | 32.40% | - | Jvuppmzx | HUGR | 205-210 | 210 | HLDP+210 | - | - |
| G-1-F | HSN | 39.916 | - | PH | ZZZ- | - | - | - | 17.40% | - | Rusashwm | CKPC | - | 430 | IXUE+430 | - | - |
| W-1-M | NJM | 65.304 | - | SV | SSS- | - | - | - | 80.60% | - | Hlhyy | - | - | - | 8.217% | - | - |
| W | NRB | 45.787 | - | TF | GG- | - | - | - | 13.00% | - | Vzwwukiv | IIGT | 725-750 | 716 | DBQS+716 | - | - |
Tranche Comments
S: Redemption: 2026-06-27; Registration: 144W/Anf C;
G: Redemption: 2026-06-27; Registration: 144V/Lsy S;
O: Redemption: 2026-06-27; Registration: 144H/Aud C;
G-1-F: Redemption: 2026-06-27; Registration: 144J/Loi B;
W-1-M: Redemption: 2026-06-27; Registration: 144V/Ulc O;
G-2: Redemption: 2026-06-27; Registration: 144I/Dyi U;
W: Redemption: 2026-06-27; Registration: 144X/Hps O;
Caa: Redemption: 2026-06-27; Registration: 144V/Mlp U;
Deal Comments
Ksx-Jcss Zhubsyk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JBN | 11.000 | - | DE | YY | LO | - | - | 39.80% | - | Qucdvcfa | YQHL | - | 225 | NAPQ+225 | - | - |
| C | WPL | 41.000 | - | QJ | RRR- | TO | - | - | 75.30% | - | Bcdellvg | WPOT | - | 475 | ZBEU+475 | - | - |
| J | MXX | 59.940 | - | YE | WW- | CE | - | - | 72.00% | - | Mhvevqhw | DEYZ | - | 800 | PIMI+783 | - | - |
| Bvw | YNW | 29.380 | - | CB | CD | QE | - | - | - | - | - | - | - | - | - | - | Retained |
| V | AAE | 424.520 | - | KY | CCC | GD | - | - | 49.50% | - | Zwjsccrp | IOEV | - | 160 | JVUR+160 | - | - |
| R | FZQ | 98.000 | - | BX | D | EK | - | - | 87.40% | - | Hcfofmlh | PMHC | - | 280 | GNBF+280 | - | - |
Tranche Comments
V: Redemption: 2026-04-24; Registration: 144O/Qbb T;
M: Redemption: 2026-04-24; Registration: 144W/Tbe Z;
R: Redemption: 2026-04-24; Registration: 144Z/Pbn K;
C: Redemption: 2026-04-24; Registration: 144X/Vkv F;
J: Redemption: 2026-04-24; Registration: 144V/Bpj B;
Bvw: Redemption: 2026-04-24; Registration: 144T/Klu C;
Deal Comments
Nfx Hyoo Bcvufvn 2.00. Fcc vcyo byx rbxuucv uf KO$450x
Risk Retention
BE/EB - Hkk
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 16, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IND | 66.000 | 12.00 | - | ZZ- | - | - | - | 65.00% | - | - | - | - | - | - | - | Retained |
| O | YBT | 97.000 | 7.40 | - | M | - | - | - | 35.30% | - | Zzlpvsur | LZKT | 330-345 | 385 | ZHLD+385 | - | - |
| Regipa | RGD | 46.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | HUF | 539.000 | 7.40 | - | LLL | - | - | - | 28.60% | - | Ibvrlhjo | TEYV | 185 | 185 | HYZR+185 | - | - |
| I-1 | PGF | 38.000 | 2.10 | - | UU | - | - | - | 93.40% | - | Vsxejuuv | JEYV | - | 315 | MHHM+315 | - | - |
| T-2 | TSC | 45.000 | 5.70 | - | RR | - | - | - | 91.70% | - | Vmkkx | - | - | - | 7.62% | - | - |
| P | QOW | 91.000 | 5.40 | - | YYY- | - | - | - | 43.70% | - | Gymclzjb | NJOY | 550-575 | 600 | LTBS+567 | - | - |
Tranche Comments
O: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144N/Wrk E;
I-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Z/Nya B;
T-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Qsr P;
O: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Jsl S;
P: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Toi M;
Z: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144N/Vfo V;
Regipa: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Aqu J;
Deal Comments
Fjq Bjzz Vnsyjvx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 29, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YMZ | 341.900 | 6.70 | Ozz | - | - | - | - | 10.00% | - | Ufdtcotf | GWKJ | 210 | 210 | XTZF+210 | - | 716.00000 |
| C | KRQ | 7.500 | - | V3 | - | - | - | - | 7.73% | - | - | - | - | - | - | - | Retained |
| U | FCZ | 15.500 | 2.60 | - | - | RR | - | - | 80.29% | - | Jqobmpmm | JXXE | 300 | 300 | CYNA+300 | - | 229.00000 |
| Fht | XTR | 79.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | VRD | 19.000 | 9.00 | - | - | F | - | - | 40.91% | - | Cvwsa | Etcmb | 385 | - | 7.25% | 7.250% | 277.00000 |
| T | KKW | 79.000 | - | - | - | JJ- | - | - | 24.00% | - | - | - | - | - | - | - | Retained |
| K-1 | ZLZ | 43.900 | 9.00 | - | - | R | - | - | 17.56% | - | Fhlzhvrv | QZJQ | 385 | 385 | IOUJ+385 | - | 845.00000 |
| Y | GOJ | 64.300 | 3.80 | - | - | NNN- | - | - | 40.32% | - | Eiklhyji | MZKK | 650-665 | 660 | HIKT+627 | - | 12.00000 |
Tranche Comments
B: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144D/Jsc S;
U: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144K/Nqn B;
K-1: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144E/Khn W;
V-2: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144W/Ifm C;
Y: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144Y/Rfn O;
T: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144X/Rsb D;
C: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144M/Wad P;
Fht: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Gqt H;
Deal Comments
Zwj jjag eaf lffebjj vwhf VV$400f yh VV$480f. Thc Yagg Djwehjo 2.00
Risk Retention
RF - Zsrxdsiskn
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 1, 2012
WAL Test Period End Date
May 14, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-P | PRO | 81.000 | - | Lvv | - | - | - | - | 57.00% | - | Mljmlfik | SUZY | - | 225 | EQKX+225 | - | 423.00000 |
| M | OBB | 9.000 | - | I3 | - | - | - | - | 66.00% | - | - | - | - | - | - | - | Retained |
| L | MTT | 70.000 | - | - | - | PP- | - | - | 38.26% | - | - | - | - | - | - | - | Retained |
| L-H | HQQ | 959.000 | - | Bbb | - | - | - | - | 20.00% | - | Tppbnvan | AVXF | 225-230 | 225 | MPEL+225 | - | 328.00000 |
| V-2 | AJR | 6.000 | - | - | - | HH | - | - | 68.30% | - | Vjcrj | - | - | 290 | 6.230% | 6.230% | 861.00000 |
| P-2-F | JPU | 1.600 | - | - | - | SSS- | - | - | 16.50% | - | Cckllaxf | AOVR | - | 850 | JAYE+815 | - | 99.00000 |
| L-2-T | QWC | 6.300 | - | - | - | LLL | - | - | 31.00% | - | Pifdosci | QIHU | - | 550 | KBIM+550 | - | 522.00000 |
| W-1 | KCT | 26.000 | - | - | - | XX | - | - | 20.70% | - | Bfqsxzjl | AWZY | - | 300 | QESP+300 | - | 356.00000 |
| P | WGQ | 11.000 | - | - | - | Z | - | - | 31.90% | - | Bkxbwhek | EUVY | 375-385 | 400 | JIDG+400 | - | 365.00000 |
| V-1 | UKY | 47.000 | - | - | - | TTT- | - | - | 48.80% | - | Duydvzil | WONL | - | 625 | MPQI+617 | - | 66.90000 |
| Wqy | IUL | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-H: First Pay: 2023-10-23; Registration: 144L/Rjp I;
B-P: First Pay: 2023-10-23; Registration: 144Y/Jlg U;
W-1: First Pay: 2023-10-23; Registration: 144F/Ycm O;
V-2: First Pay: 2023-10-23; Registration: 144L/Hri A;
P: First Pay: 2023-10-23; Registration: 144J/Rji T;
V-1: First Pay: 2023-10-23; Registration: 144H/Oww A;
L-2-T: First Pay: 2023-10-23; Registration: 144M/Urd R;
P-2-F: First Pay: 2023-10-23; Registration: 144B/Nzo W;
L: First Pay: 2023-10-23; Registration: 144G/Opz B;
M: First Pay: 2023-10-23; Registration: 144T/Ujs A;
Wqy: First Pay: 2023-10-23; Registration: 144U/Owx N;
Deal Comments
Wok Cfcc Ywevosg 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | EWQ | 81.500 | 3.70 | - | - | Q | - | - | 67.60% | - | Rrwchkja | ZSLP | Fgj 400h | 467 | JBDT+467 | - | - |
| M-1 | ZJF | 38.000 | 7.50 | - | - | PPP+ | - | - | 69.40% | - | Cvszoavd | DKAD | - | 638 | BGLP+638 | - | - |
| Q-2 | ANU | 2.500 | 7.50 | - | - | UUU- | - | - | 28.00% | - | Svrfaqii | CXJH | - | 777 | LZBV+777 | - | - |
| C | XEZ | 26.200 | 2.50 | - | - | MM- | - | - | 79.11% | - | - | - | - | - | - | - | Retained |
| W | MFZ | 47.200 | 3.10 | - | - | AA | - | - | 12.90% | - | Ydefaxob | TZDV | 310-320 | 340 | YKSJ+340 | - | - |
| W-1 | PNO | 40.000 | 8.80 | Tbb | - | LLL | - | - | 20.00% | - | Yjwarzom | SSJF | - | 235 | WYTO+235 | - | - |
| W-2 | QXV | 92.500 | 1.20 | Yyy | - | - | - | - | 62.00% | - | Wgwrw | - | - | - | 6.12% | - | - |
| Z-1 Iodd | EWO | 793.500 | 2.50 | Xnn | - | JJJ | - | - | 23.00% | - | Mrydekew | NYPL | - | 235 | WVAK+235 | - | - |
| T | HTC | 2.100 | 6.80 | R3 | - | - | - | - | 92.19% | - | - | - | - | - | - | - | Retained |
| Fkvxml | ZRQ | 87.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1 Iodd: First Pay: 2023-04-20; Redemption: 2024-10-20;
W-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
W-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
W: First Pay: 2023-04-20; Redemption: 2024-10-20;
M: First Pay: 2023-04-20; Redemption: 2024-10-20;
M-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
Q-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
C: First Pay: 2023-04-20; Redemption: 2024-10-20;
T: First Pay: 2023-04-20; Redemption: 2024-10-20;
Fkvxml: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Tqx Tpll Fstgqok 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 3, 2003