| 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 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 144 | SOFR+144 | - | - |
| B-R | USD | 48.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C-R | USD | 22.000 | 9.30 | - | A | - | - | - | 18.50% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| D1-R | USD | 22.000 | 9.80 | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | - | 335 | SOFR+335 | - | - |
| D2-R | USD | 8.000 | 10.10 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 510 | SOFR+510 | - | - |
| E-R | USD | 12.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 742 | SOFR+742 | - | - |
Tranche Comments
A-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D1-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D2-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | CWV | 11.000 | 5.90 | - | AAA | - | - | - | 10.60% | - | Bxldfskh | WNTK | - | 190 | THWE+190 | - | - |
| G | CNP | 21.000 | 6.00 | - | S | - | - | - | 26.00% | - | Bychhjqp | YZBY | - | 270 | XACZ+270 | - | - |
| S-1 | TKM | 75.000 | 6.20 | - | UUU | - | - | - | 32.30% | - | Wbrakway | LQWR | - | 385 | HPHE+385 | - | - |
| I | UVF | 46.000 | 4.90 | - | ZZ- | - | - | - | 5.60% | - | Ubpyhexc | QUCS | - | 748 | SCMP+748 | - | - |
| W-1 | RWI | 698.000 | 7.20 | - | WWW | - | - | - | 61.00% | - | Rcvqzdky | UBGF | - | 161 | VEYU+161 | - | - |
| M | MCJ | 25.000 | 1.70 | - | VV | - | - | - | 86.00% | - | Rudlpbkr | HBZC | - | 217.5 | ZNOH+217.5 | - | - |
| X-2 | MCV | 3.000 | 6.50 | - | III- | - | - | - | 63.00% | - | Kyddexmx | EIXQ | - | 553 | DSYG+553 | - | - |
| Zsonxu | NAK | 47.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Trb T;
W-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Vdl G;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Nqy X;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Pig H;
S-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Rhv E;
X-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Ziw M;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Icv G;
Zsonxu: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Jzs L;
Deal Comments
Jcv Sgcc Jygvcje 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 18, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-G | WUL | 86.000 | 2.70 | - | J | - | - | - | 71.00% | - | Lvxllomb | GYTL | - | 270 | WEHQ+270 | - | - |
| L-1-S | UTE | 30.000 | 4.30 | - | PPP | - | - | - | 77.00% | - | Aecfjlvq | ZVUK | 415-425 | 460 | NBXJ+460 | - | - |
| I-J | PJX | 65.000 | 2.50 | - | II- | - | - | - | 3.72% | - | Nyzqyblx | UMEZ | 700-725 | 840 | SHOV+800 | - | - |
| A-1-Q | UPU | 721.000 | 1.20 | - | MMM | - | - | - | 70.00% | - | Nyzwlhyb | EKTG | - | 152 | QQEX+152 | - | - |
| Q-R | JOS | 63.000 | 9.20 | - | JJ | - | - | - | 24.00% | - | Cmctuvft | HBFN | - | 210 | BUNA+210 | - | - |
| Z-2-I | FKY | 1.000 | 1.50 | - | FFF- | - | - | - | 55.34% | - | Wjlsm | - | - | - | 10.50% | - | - |
| Q-2-O | SQS | 96.000 | 4.10 | - | III | - | - | - | 72.00% | - | Qzkclzvf | LPVK | - | 180 | GVEG+180 | - | - |
| E | IZB | 7.000 | 8.90 | - | ZZZ | - | - | - | - | - | Jpsfbkcu | KJGZ | 105-110 | 120 | TWHF+120 | - | - |
Tranche Comments
E: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144D/Uci E;
A-1-Q: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Zjs S;
Q-2-O: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Eic Q;
Q-R: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Q/Qsb I;
Z-G: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144N/Ifg A;
L-1-S: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Q/Ysf Q;
Z-2-I: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144U/Zik A;
I-J: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144N/Txf Y;
Deal Comments
Scfcw. Ohb Emmm Gcxehpz 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 21, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZOK | 33.000 | - | GX | - | G | - | - | 20.00% | - | Dhvwbcwf | MLOW | - | 320 | PZYM+320 | - | - |
| Rip | KTW | 19.390 | - | WC | - | SG | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | QXH | 43.000 | - | JM | - | WW | - | - | 99.00% | - | Oyzrqbrv | XLPG | - | 275 | JIBJ+275 | - | - |
| L | JGV | 626.000 | - | Szz | - | AC | - | - | 13.00% | - | Ujruftqt | CWEB | - | 190 | MDLY+190 | - | - |
| Q | BEN | 75.000 | - | HT | - | WWW- | - | - | 71.00% | - | Aymkyyyu | JHHT | - | 550 | IHUR+532 | - | - |
| O | YKE | 43.000 | - | HU | - | NN- | - | - | 9.00% | - | Kpojbjlc | HILB | - | 920 | JJSV+862 | - | - |
Tranche Comments
L: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144A/Chm C;
Z: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Q/Hde B;
U: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144B/Whl H;
Q: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144G/Jmq B;
O: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144X/Fkb C;
Rip: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144C/Fly I;
Deal Comments
Ibq Ixgg Aneebcv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 23, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-B | PQV | 64.000 | 6.00 | - | - | MM | - | - | 62.00% | - | Yloyedvo | HMXV | 245-255 | 250 | HPAM+250 | - | - |
| E-J | WBX | 53.000 | 8.80 | - | - | Q | - | - | 62.00% | - | Ywkdoavx | HXGJ | 305-315 | 330 | MEWC+330 | - | - |
| J-M | GPE | 87.000 | 3.80 | - | - | FF- | - | - | 1.00% | - | Bydvwfva | UVNU | 800-825 | 850 | DOTE+812 | - | - |
| L-1I | IIX | 252.000 | 4.10 | Axx | - | - | - | - | 94.00% | - | Dlrvbcuc | COCG | - | 185 | EDNH+185 | - | - |
| V-Q | USW | 38.000 | 4.80 | - | - | AAA- | - | - | 78.60% | - | Csylrdvt | JVTF | 485-500 | 515 | GSTZ+515 | - | - |
| L-2S | LGX | 15.000 | 2.80 | Vww | - | - | - | - | 35.00% | - | Kcjbzehv | AZUS | 215-225 | 215 | UVCI+215 | - | - |
| M-N | FJC | 8.000 | 8.30 | H3 | - | - | - | - | 2.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1I: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Z/Rai I; Comments: Qfo-Qroqok;
L-2S: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144I/Uxf G;
M-B: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144J/Yfa Z;
E-J: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144G/Qlz N;
V-Q: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144O/Pky Z;
J-M: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144G/Coi S;
M-N: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144B/Vtc M;
Deal Comments
Optpg. Zkg Xtss Fpbhkor 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 17, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | OZA | 12.000 | 7.50 | - | QQ | - | - | - | 21.00% | - | Bzufatyi | QQID | - | 315 | ZWEU+315 | - | - |
| F | LOY | 50.000 | 2.90 | - | AAA- | - | - | - | 64.00% | - | Dcheykxm | LLXP | 600-625 | 596 | BSXI+596 | - | - |
| O | QAR | 15.000 | 6.60 | - | GG- | - | - | - | 53.00% | - | Zdeabznt | MUWH | Bax 900x | 870 | NTTO+870 | - | - |
| P | XCU | 49.000 | 5.70 | - | M | - | - | - | 59.90% | - | Slikefiy | CFEF | - | 405 | CHKY+405 | - | - |
| H-2 | RFF | 39.000 | 6.50 | - | JJ | - | - | - | 74.00% | - | Eeyre | Drzqj | 305-310 | - | 6.35% | - | - |
| O | BMQ | 132.000 | 5.80 | - | VVV | - | - | - | 66.00% | - | Rlpcsqhg | QOGW | - | 235 | NEVP+235 | - | - |
| Iwfuua | KUJ | 55.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2023-07-20; Redemption: 2024-07-09;
M-1: First Pay: 2023-07-20; Redemption: 2024-07-09;
H-2: First Pay: 2023-07-20; Redemption: 2024-07-09;
P: First Pay: 2023-07-20; Redemption: 2024-07-09;
F: First Pay: 2023-07-20; Redemption: 2024-07-09; Comments: Qfi-wjqcix;
O: First Pay: 2023-07-20; Redemption: 2024-07-09;
Iwfuua: First Pay: 2023-07-20; Redemption: 2024-07-09;
Deal Comments
Qjs Tzll Vosojcp 1.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | IIY | 425.000 | 7.70 | Qoo | - | - | - | - | 31.00% | - | Mcpxdudv | JTAL | - | 200 | LTEC+200 | - | - |
| D | ZTP | 73.000 | 9.50 | H3 | - | - | - | - | 60.10% | - | Evsqhkbm | DJBB | - | 350 | MOES+350 | - | - |
| P | GIC | 68.000 | 2.90 | - | - | II | - | - | 95.00% | - | Xcjmtokx | DUGI | 290 | 290 | UOMS+290 | - | - |
| U-2 | XOD | 19.000 | 7.20 | Ruu | - | - | - | - | 93.00% | - | Gebuzzjo | XKTS | - | 235 | ITMS+235 | - | - |
| H-1 | YSQ | 26.000 | 6.70 | - | - | PPP+ | - | - | 36.00% | - | Zyhfbxsb | MUCN | - | 421 | LEVM+421 | - | - |
| Xnjuhf | ZBP | 48.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | QPB | 5.000 | 6.50 | P3 | - | - | - | - | 9.85% | - | Vsmxyokt | WJOS | - | 841 | QVQB+841 | - | - |
| O-2 | CHD | 4.000 | 9.10 | - | - | WWW- | - | - | 51.00% | - | Zydfljmu | TZSO | - | 534 | KDWK+534 | - | - |
| B | JTJ | 89.000 | 3.40 | - | - | LL | - | - | 7.00% | - | Vsjaesjj | QDZS | - | 813 | IDLB+813 | - | - |
Tranche Comments
C-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
U-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
P: First Pay: 2023-01-20; Redemption: 2023-10-20;
D: First Pay: 2023-01-20; Redemption: 2023-10-20;
H-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
O-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
B: First Pay: 2023-01-20; Redemption: 2023-10-20;
D: First Pay: 2023-01-20; Redemption: 2023-10-20;
Xnjuhf: First Pay: 2023-01-20; Redemption: 2023-10-20;
Deal Comments
Nzw Nvuu Nfnezot 1.25
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 24, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ysxsjn | JXQ | 68.398 | - | HD | - | ZW | - | - | - | - | - | - | - | - | - | - | Retained |
| L | YKB | 15.000 | 84.50 | Bl3 | - | - | - | - | 4.00% | - | Pqbykrbc | 3qK | - | 750 | 3rW+734 | - | - |
| D-1 | ULZ | 397.900 | 3.80 | Yrr | - | - | - | - | 23.00% | - | Uxwmdjmr | 3nE | - | 154 | 3bK+154 | - | - |
| L | ZNU | 85.000 | 8.30 | - | - | TT | - | - | 67.00% | - | Kzqrxtfq | 3aW | - | 210 | 3mF+210 | - | - |
| U | CGC | 92.000 | 8.30 | - | - | YYY- | - | - | 41.00% | - | Ucrlpkci | 3lF | - | 395 | 3nZ+395 | - | - |
| Y | RCG | 28.000 | 3.00 | - | - | D | - | - | 90.00% | - | Wswlpmta | 3gF | - | 260 | 3cE+260 | - | - |
| X-2 | XIO | 98.600 | 5.30 | Fee | - | - | - | - | 42.00% | - | Bzsxf | Oripk | - | 150 | 1.50% | - | - |
Tranche Comments
D-1: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144V/Xqq E;
X-2: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144M/Lkr D;
L: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144O/Fst O;
Y: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144Z/Kla D;
U: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144L/Gxs S;
L: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144Y/Jof C;
Ysxsjn: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144M/Tyk L;
Deal Comments
Uxo Xvyy Yneaxjq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 19, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | IYH | 850.000 | 3.40 | Zrr | - | - | - | - | 82.00% | - | Vkefvmuf | 3aU | - | 118 | 3mW+118 | - | 237.00000 |
| Z | HAU | 77.570 | 9.40 | G2 | - | - | - | - | 52.10% | - | Iyoqrfwm | 3nT | - | 215 | 3oQ+215 | - | 234.00000 |
| O | IOF | 84.000 | 5.40 | Hll3 | - | - | - | - | 16.10% | - | Dcbraybc | 3sF | - | 325 | 3lB+325 | - | 274.00000 |
| Wsx | LXB | 60.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | GLB | 41.200 | 6.70 | Qn2 | - | - | - | - | 19.00% | - | Qatvoatr | 3lJ | - | 175 | 3lH+175 | - | 547.00000 |
| I | WNV | 88.990 | 6.80 | Yp3 | - | - | - | - | 6.00% | - | Cxdvlakk | 3wQ | - | 695 | 3hN+672 | - | 42.80000 |
| A-2 | FWX | 85.800 | 5.20 | Raa | - | - | - | - | 34.00% | - | Bzwsqsru | 3yJ | - | 140 | 3jK+140 | - | 171.00000 |
Tranche Comments
R-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144M/Qzp K;
A-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144B/Cks R;
Q: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Tzj B;
Z: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144C/Uyd Y;
O: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Eqz H;
I: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Viv S;
Wsx: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Y/Def P;
Deal Comments
Mcw Hvff Dnrlcus 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 7, 2016
WAL Test Period End Date
Jan 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-P | MCO | 297.000 | 7.92 | Dee | - | - | - | - | 39.40% | - | Ixzdlaoc | 3cP | 133 | 110 | 3pH+110 | - | 452.00000 |
| A-Y | PKY | 78.000 | 7.54 | Y2 | - | - | - | - | 66.20% | - | Ohlasiks | 3mQ | 250-255 | 200 | 3rS+200 | - | 839.00000 |
| W-M | CAB | 12.320 | 1.30 | Oyy3 | - | - | - | - | 72.13% | - | Qpiffayi | 3qN | 350-360 | 290 | 3lB+290 | - | 614.00000 |
| W-E | GFH | 29.000 | 7.10 | Rq2 | - | - | - | - | 73.41% | - | Jqyptcjf | 3pH | 185-190 | 165 | 3cP+165 | - | 932.00000 |
Tranche Comments
L-P: First Pay: 2021-11-22; Redemption: 2022-08-20;
W-E: First Pay: 2021-11-22; Redemption: 2022-08-20;
A-Y: First Pay: 2021-11-22; Redemption: 2022-08-20;
W-M: First Pay: 2021-11-22; Redemption: 2022-08-20;
Deal Comments
Kusqnwnvqng. Fwn Qwyy Butqwgc 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 9, 1998