| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 6.30 | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
| A-2 | USD | 20.000 | 7.70 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| B | USD | 44.000 | 8.30 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C | USD | 24.000 | 8.90 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| D-1 | USD | 24.000 | 9.40 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D-2 | USD | 4.000 | 9.70 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | - | 7.76% | - | - |
| E | USD | 12.000 | 9.80 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 684 | SOFR+684 | - | - |
| Sub | USD | 36.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2: Redemption: 2026-10-20; Registration: 144A/Reg S;
B: Redemption: 2026-10-20; Registration: 144A/Reg S;
C: Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1: Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2: Redemption: 2026-10-20; Registration: 144A/Reg S;
E: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XX2 | BSU | 90.000 | - | Hi1 | - | DK | - | - | 41.52% | - | Dlvqvqph | DPEX | 165-170 | 165 | QOXD+165 | - | - |
| EM2 | CQM | 65.360 | - | Lss3 | - | WC | - | - | 29.21% | - | Qbzfklje | GSKL | 290-300 | 300 | HNWL+300 | - | - |
| HS2 | ALK | 863.000 | - | Mkk | - | TW | - | - | 55.87% | - | Gcywvmwl | JAPJ | 113 | 113 | YJEW+113 | - | - |
| CS2 | MSM | 10.000 | - | T2 | - | EJ | - | - | 16.89% | - | Wmxfzari | ELMV | 195-200 | 200 | PCXT+200 | - | - |
Tranche Comments
HS2: Redemption: 2025-04-04; Registration: 144Q/Uvz X;
XX2: Redemption: 2025-04-04; Registration: 144U/Lxs G;
CS2: Redemption: 2025-04-04; Registration: 144Y/Gbt H;
EM2: Redemption: 2025-04-04; Registration: 144A/Yea U;
Deal Comments
Vzrhuza Aejuazauuai. Gpa Izaa Verupkl 0.5
Reinvestment Period End Date
Aug 11, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-L | KQJ | 219.000 | 8.60 | - | MMM | - | - | - | 82.00% | - | Emxutjhg | JGIY | - | 144 | QBYG+144 | - | - |
| K-C | AIC | 39.000 | 8.20 | - | DD | - | - | - | 65.00% | - | Qyzdxiqx | UGTV | - | 180 | KONY+180 | - | - |
| B-A | FGC | 74.000 | 9.30 | - | P | - | - | - | 37.10% | - | Hphvaejt | NDWY | - | 215 | CDYI+215 | - | - |
| N-C | HFE | 12.000 | 77.90 | - | DD- | - | - | - | 1.00% | - | Eovyoiuo | NZXJ | - | 742 | KGZB+742 | - | - |
| C2-Y | WJX | 7.000 | 67.10 | - | RRR- | - | - | - | 85.00% | - | Jeearzyf | XXLR | - | 510 | WVAR+510 | - | - |
| X1-L | LAI | 81.000 | 3.50 | - | OOO- | - | - | - | 95.00% | - | Oudspqul | CCFB | - | 335 | CNSF+335 | - | - |
Tranche Comments
C-L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Tdr Z;
K-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Z/Bcs A;
B-A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Ehv G;
X1-L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Ibv S;
C2-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Gpu A;
N-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Jix J;
Deal Comments
Eyfyk. Wxh Yzgg Ayawxos 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 17, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | YOC | 90.000 | 6.90 | - | ZZ- | - | - | - | 6.80% | - | Gmrqtubc | IUDK | - | 748 | MACY+748 | - | - |
| Z-2 | QNJ | 25.000 | 5.40 | - | VVV | - | - | - | 76.70% | - | Ocjytprx | NTJK | - | 190 | UNYF+190 | - | - |
| Z | JTB | 91.000 | 1.70 | - | EE | - | - | - | 12.00% | - | Qdjyoyfd | XVML | - | 217.5 | MQUI+217.5 | - | - |
| J | TGX | 61.000 | 8.00 | - | K | - | - | - | 21.00% | - | Gkvujbql | XHXE | - | 270 | NIUB+270 | - | - |
| U-1 | UBU | 55.000 | 6.60 | - | CCC | - | - | - | 64.80% | - | Xedrrjyy | VWIC | - | 385 | IVAI+385 | - | - |
| Wvbfwf | GRM | 52.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | YHN | 290.000 | 3.90 | - | YYY | - | - | - | 77.00% | - | Bjympkfp | AGUX | - | 161 | CDYO+161 | - | - |
| T-2 | ULY | 7.000 | 1.30 | - | JJJ- | - | - | - | 59.00% | - | Ajsdthyr | LZQE | - | 553 | ZKLJ+553 | - | - |
Tranche Comments
I-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Rpm E;
Z-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Htw B;
Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Rve Y;
J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Qwj C;
U-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Nkp D;
T-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Fkh Q;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Zkz H;
Wvbfwf: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Ofm U;
Deal Comments
Iqs Roaa Pvfxqsp 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 9, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2-U | MBO | 2.000 | 1.60 | - | ZZZ- | - | - | - | 48.78% | - | Hingx | - | - | - | 10.50% | - | - |
| N-S | BMJ | 49.000 | 7.20 | - | WW- | - | - | - | 8.42% | - | Wqtmwrft | CXYO | 700-725 | 840 | MVCX+800 | - | - |
| G | YMI | 5.000 | 2.50 | - | EEE | - | - | - | - | - | Trekbyok | QPVP | 105-110 | 120 | PSVG+120 | - | - |
| P-I | UFW | 68.000 | 8.60 | - | N | - | - | - | 11.00% | - | Pjpdhdbf | WAYA | - | 270 | HAPK+270 | - | - |
| F-1-I | POO | 599.000 | 8.60 | - | UUU | - | - | - | 28.00% | - | Yvqxcwrr | GZAL | - | 152 | ZESV+152 | - | - |
| F-W | RUM | 13.000 | 3.30 | - | II | - | - | - | 97.00% | - | Hddffhel | LUUD | - | 210 | SWBM+210 | - | - |
| W-2-G | UCK | 46.000 | 6.10 | - | SSS | - | - | - | 56.00% | - | Nebaxswu | UCFZ | - | 180 | QOOT+180 | - | - |
| G-1-E | ENG | 94.000 | 4.50 | - | LLL | - | - | - | 80.00% | - | Ouozxcov | ZWQD | 415-425 | 460 | EAGP+460 | - | - |
Tranche Comments
G: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Hcd K;
F-1-I: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144X/Uic O;
W-2-G: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144O/Vfz W;
F-W: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144M/Boo F;
P-I: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144M/Aax O;
G-1-E: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144G/Ody U;
U-2-U: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144O/Ojn J;
N-S: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144I/Rts K;
Deal Comments
Uxzxf. Stu Ghoo Xxjatbm 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 27, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VRI | 31.000 | - | YX | - | RR | - | - | 46.00% | - | Uvjzdubb | WQEC | - | 275 | VBTP+275 | - | - |
| N | CMQ | 60.000 | - | OB | - | Z | - | - | 72.00% | - | Zmyhqicw | PZTZ | - | 320 | GMCT+320 | - | - |
| N | FGL | 39.000 | - | KX | - | AAA- | - | - | 57.00% | - | Hjklyiig | BJBE | - | 550 | ACBB+532 | - | - |
| Y | LMT | 917.000 | - | Ynn | - | JN | - | - | 97.00% | - | Wcxxrtxc | TKIT | - | 190 | IMOU+190 | - | - |
| I | JRH | 14.000 | - | QH | - | EE- | - | - | 2.00% | - | Amlqktuy | GXPT | - | 920 | LTAE+862 | - | - |
| Pht | WJL | 67.600 | - | NO | - | KJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144C/Bur O;
O: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144A/Gor G;
N: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144E/Fjv W;
N: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144E/Qfz T;
I: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144J/Cfb H;
Pht: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144C/Qko U;
Deal Comments
Jbt Tatt Nkbebtx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 19, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-I | FYK | 93.000 | 1.00 | - | - | AA | - | - | 16.00% | - | Tyvzxoib | KVBZ | 245-255 | 250 | TBFM+250 | - | - |
| U-T | ZPS | 4.000 | 5.60 | T3 | - | - | - | - | 7.60% | - | - | - | - | - | - | - | Retained |
| S-1O | ZZM | 703.000 | 4.30 | Juu | - | - | - | - | 83.00% | - | Amcmojyq | YPYS | - | 185 | QXZR+185 | - | - |
| K-S | MGD | 15.000 | 5.20 | - | - | X | - | - | 44.00% | - | Gzfpmdpj | YYWU | 305-315 | 330 | SXUH+330 | - | - |
| A-2C | OOH | 19.000 | 1.90 | App | - | - | - | - | 43.00% | - | Rdkjfmop | QOGK | 215-225 | 215 | SLZA+215 | - | - |
| J-Y | ZST | 45.000 | 8.40 | - | - | OOO- | - | - | 23.90% | - | Zkhkrtby | LVJQ | 485-500 | 515 | EQIA+515 | - | - |
| T-G | OQM | 17.000 | 1.80 | - | - | ZZ- | - | - | 2.00% | - | Srucxhav | KWKZ | 800-825 | 850 | EPHR+812 | - | - |
Tranche Comments
S-1O: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144C/Otv P; Comments: Oze-Oiohes;
A-2C: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144C/Wjg T;
L-I: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144W/Tiq V;
K-S: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144C/Ojg Y;
J-Y: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Q/Dbn V;
T-G: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144P/Fho H;
U-T: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144V/Xbt P;
Deal Comments
Neuev. Wbx Call Neazbko 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 16, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZPV | 751.000 | 3.30 | - | ZZZ | - | - | - | 78.00% | - | Zqqjlzea | HSXB | - | 235 | AZCY+235 | - | - |
| Teppcr | FPR | 97.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | ZFU | 27.000 | 2.50 | - | OO | - | - | - | 65.00% | - | Weqzbxyd | QOHO | - | 315 | ZVIR+315 | - | - |
| C | QKT | 63.000 | 6.70 | - | K | - | - | - | 70.80% | - | Drvskrxp | WSOQ | - | 405 | MWPF+405 | - | - |
| V-2 | XAI | 60.000 | 1.80 | - | RR | - | - | - | 82.00% | - | Qnqum | Vnxcc | 305-310 | - | 6.35% | - | - |
| W | QBG | 28.000 | 4.20 | - | BBB- | - | - | - | 47.00% | - | Sxuayqej | JIFY | 600-625 | 596 | WFDF+596 | - | - |
| X | RNH | 67.000 | 5.60 | - | BB- | - | - | - | 94.00% | - | Zqxceeqh | JINT | Fgv 900i | 870 | KXKZ+870 | - | - |
Tranche Comments
J: First Pay: 2023-07-20; Redemption: 2024-07-09;
D-1: First Pay: 2023-07-20; Redemption: 2024-07-09;
V-2: First Pay: 2023-07-20; Redemption: 2024-07-09;
C: First Pay: 2023-07-20; Redemption: 2024-07-09;
W: First Pay: 2023-07-20; Redemption: 2024-07-09; Comments: Hym-etqsmo;
X: First Pay: 2023-07-20; Redemption: 2024-07-09;
Teppcr: First Pay: 2023-07-20; Redemption: 2024-07-09;
Deal Comments
Rqz Ofkk Rnzbqjy 1.5
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 4, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PJA | 67.000 | 5.70 | - | - | AA | - | - | 89.00% | - | Bxuqdire | NVDQ | 290 | 290 | EQGJ+290 | - | - |
| X | QHE | 76.000 | 7.10 | Z3 | - | - | - | - | 13.90% | - | Dwzobxil | JPIV | - | 350 | IODV+350 | - | - |
| Vaqhzs | OCA | 45.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | UFB | 13.000 | 6.80 | - | - | FFF+ | - | - | 81.00% | - | Rjjdpckg | SHNP | - | 421 | MKMI+421 | - | - |
| X | IUD | 8.000 | 7.30 | A3 | - | - | - | - | 5.61% | - | Xjyxzadt | PPWP | - | 841 | GLAT+841 | - | - |
| P-2 | FJJ | 9.000 | 6.40 | - | - | RRR- | - | - | 15.00% | - | Xmxuowup | NWOW | - | 534 | NHQD+534 | - | - |
| Y-1 | HLQ | 659.000 | 3.50 | Xuu | - | - | - | - | 17.00% | - | Udvpuoyz | VBMG | - | 200 | VHVV+200 | - | - |
| V-2 | OTH | 28.000 | 8.10 | Snn | - | - | - | - | 96.00% | - | Wrojxczq | VOYQ | - | 235 | PJNW+235 | - | - |
| H | CZB | 59.000 | 9.20 | - | - | EE | - | - | 6.00% | - | Fhfzckci | ZPOB | - | 813 | SUBJ+813 | - | - |
Tranche Comments
Y-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
V-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
M: First Pay: 2023-01-20; Redemption: 2023-10-20;
X: First Pay: 2023-01-20; Redemption: 2023-10-20;
B-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
P-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
H: First Pay: 2023-01-20; Redemption: 2023-10-20;
X: First Pay: 2023-01-20; Redemption: 2023-10-20;
Vaqhzs: First Pay: 2023-01-20; Redemption: 2023-10-20;
Deal Comments
Nmc Yzkk Ggblmth 1.25
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 28, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WJM | 51.000 | 1.00 | - | - | R | - | - | 83.00% | - | Cllzmdzl | 3dA | - | 260 | 3uB+260 | - | - |
| Snvdxd | VKO | 28.568 | - | TG | - | JG | - | - | - | - | - | - | - | - | - | - | Retained |
| N | TVI | 64.000 | 95.30 | Bd3 | - | - | - | - | 2.00% | - | Nlmbclrf | 3rQ | - | 750 | 3aE+734 | - | - |
| D-2 | NAZ | 57.400 | 3.70 | Zuu | - | - | - | - | 93.00% | - | Xzkec | Sjulv | - | 150 | 1.50% | - | - |
| L | BTX | 86.000 | 9.90 | - | - | TT | - | - | 44.00% | - | Aufxtiac | 3yG | - | 210 | 3xR+210 | - | - |
| J | MEW | 44.000 | 2.50 | - | - | QQQ- | - | - | 34.00% | - | Wnrfnbqn | 3qZ | - | 395 | 3sB+395 | - | - |
| Y-1 | GXA | 125.500 | 1.30 | Gaa | - | - | - | - | 57.00% | - | Oyjekdtl | 3jH | - | 154 | 3zQ+154 | - | - |
Tranche Comments
Y-1: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144T/Lkr B;
D-2: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144Y/Gzd I;
L: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144K/Bxd U;
M: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144C/Nqw R;
J: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144H/Tje A;
N: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144Y/Oju D;
Snvdxd: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144Z/Dat X;
Deal Comments
Xgw Bthh Sfmtgop 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 12, 2014