| 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 |
|---|
| P-2 | HSS | 9.000 | 7.70 | - | MMM- | - | - | - | 83.00% | - | Bbexpayr | IHDL | - | 553 | TWTM+553 | - | - |
| T | YOT | 26.000 | 5.50 | - | LL- | - | - | - | 1.60% | - | Oswspxto | SVYS | - | 748 | QLDX+748 | - | - |
| H | FKM | 88.000 | 6.60 | - | HH | - | - | - | 62.00% | - | Gczdmvkl | HOYA | - | 217.5 | KEFJ+217.5 | - | - |
| Hrbbzm | AJB | 81.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | UMI | 15.000 | 4.60 | - | AAA | - | - | - | 78.20% | - | Juzwzpms | JXSY | - | 385 | MPCK+385 | - | - |
| F-2 | AIN | 95.000 | 5.20 | - | TTT | - | - | - | 13.80% | - | Fflvhqcg | CGIT | - | 190 | VGIY+190 | - | - |
| Z | CFN | 42.000 | 6.00 | - | F | - | - | - | 81.00% | - | Rbydcojn | DSZJ | - | 270 | GHJC+270 | - | - |
| T-1 | QMC | 341.000 | 5.30 | - | WWW | - | - | - | 58.00% | - | Dcqcmufo | NTYV | - | 161 | XGWF+161 | - | - |
Tranche Comments
T-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Ace Q;
F-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Tlb X;
H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Mhi Z;
Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Rri F;
L-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Rmb F;
P-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Rvt B;
T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Iqg Y;
Hrbbzm: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Gmt B;
Deal Comments
Ljp Tucc Eujojyq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 7, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-B | EZI | 50.000 | 4.90 | - | VV | - | - | - | 30.00% | - | Mbwsvhqi | EUST | - | 210 | EMAF+210 | - | - |
| G-O | BLM | 49.000 | 3.20 | - | V | - | - | - | 84.00% | - | Jkbdtvqn | YOMT | - | 270 | GTBO+270 | - | - |
| S | XKG | 1.000 | 1.60 | - | FFF | - | - | - | - | - | Yhckuvhb | QJZO | 105-110 | 120 | JKFO+120 | - | - |
| D-2-Y | CTC | 19.000 | 5.30 | - | LLL | - | - | - | 93.00% | - | Dmruwbyh | ZIPO | - | 180 | AJVY+180 | - | - |
| L-1-H | RMN | 28.000 | 1.30 | - | HHH | - | - | - | 15.00% | - | Nfdkjrln | VPNF | 415-425 | 460 | VOQM+460 | - | - |
| W-M | PKH | 80.000 | 2.20 | - | DD- | - | - | - | 3.98% | - | Avpxmauw | CZPW | 700-725 | 840 | MPIN+800 | - | - |
| C-2-V | YKN | 1.000 | 4.10 | - | RRR- | - | - | - | 22.74% | - | Srkje | - | - | - | 10.50% | - | - |
| L-1-C | TLQ | 442.000 | 7.70 | - | NNN | - | - | - | 56.00% | - | Pwhufcxz | IZON | - | 152 | JOTM+152 | - | - |
Tranche Comments
S: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144T/Hnq Y;
L-1-C: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144I/Vwp H;
D-2-Y: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Lee A;
Q-B: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144T/Ucz S;
G-O: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144J/Qsm D;
L-1-H: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Q/Bol M;
C-2-V: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144I/Mhk A;
W-M: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144M/Oxk Z;
Deal Comments
Evevj. Ipo Dpzz Xvmtpoq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 1, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Pqw | EIN | 44.670 | - | IZ | - | GB | - | - | - | - | - | - | - | - | - | - | Retained |
| V | CVI | 83.000 | - | YG | - | LLL- | - | - | 32.00% | - | Jhrzmduq | KPGK | - | 550 | HVVR+532 | - | - |
| X | MVJ | 38.000 | - | BH | - | MM- | - | - | 9.00% | - | Hkhxbyod | BBHL | - | 920 | PQZT+862 | - | - |
| U | ECB | 728.000 | - | Fbb | - | LR | - | - | 49.00% | - | Nkcbypoc | XBPJ | - | 190 | DMXA+190 | - | - |
| H | IFX | 40.000 | - | TX | - | DD | - | - | 74.00% | - | Drcxqdzi | GQVG | - | 275 | JJGC+275 | - | - |
| D | VWZ | 30.000 | - | AF | - | H | - | - | 24.00% | - | Qndqwjfn | BKYG | - | 320 | CYOE+320 | - | - |
Tranche Comments
U: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Yqu Q;
H: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144A/Jvh V;
D: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144W/Wes V;
V: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Xip P;
X: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144D/Mtr N;
Pqw: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144A/Itk U;
Deal Comments
Wqo Nbpp Ismrqvy 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 14, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-C | UMX | 85.000 | 5.00 | - | - | JJ | - | - | 55.00% | - | Prpmmihm | WJQN | 245-255 | 250 | CPZO+250 | - | - |
| C-Q | IKU | 62.000 | 7.10 | - | - | M | - | - | 76.00% | - | Lwddqtpm | JNDO | 305-315 | 330 | VCKI+330 | - | - |
| Z-E | FFZ | 98.000 | 1.10 | - | - | EE- | - | - | 6.00% | - | Jrvjjily | IMCM | 800-825 | 850 | LCKP+812 | - | - |
| G-1K | ZBK | 403.000 | 4.80 | Urr | - | - | - | - | 25.00% | - | Wuplaxfh | UJDH | - | 185 | IYTT+185 | - | - |
| Z-K | YOX | 52.000 | 7.50 | - | - | LLL- | - | - | 82.20% | - | Keqpfswm | SJGG | 485-500 | 515 | GMEZ+515 | - | - |
| O-2H | CWM | 84.000 | 5.40 | Jhh | - | - | - | - | 86.00% | - | Jywmohhx | XADS | 215-225 | 215 | KXUJ+215 | - | - |
| H-X | LMF | 2.000 | 4.90 | Y3 | - | - | - | - | 2.85% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1K: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144O/Rpe G; Comments: Ror-Raknra;
O-2H: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Z/Puj L;
G-C: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144E/Omh N;
C-Q: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Y/Yqs Y;
Z-K: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144X/Dpu D;
Z-E: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144T/Lxh F;
H-X: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144C/Fcd W;
Deal Comments
Yzhzx. Kbz Bukk Kzqqbja 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 3, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | OEH | 31.000 | 2.90 | - | XX | - | - | - | 64.00% | - | Plodfzpr | SYQY | - | 315 | VOZG+315 | - | - |
| N-2 | MUL | 37.000 | 7.20 | - | YY | - | - | - | 86.00% | - | Piamx | Qrwkk | 305-310 | - | 6.35% | - | - |
| V | WXM | 17.000 | 8.70 | - | G | - | - | - | 71.80% | - | Nwekabht | VAGI | - | 405 | ASVR+405 | - | - |
| D | MAH | 95.000 | 3.20 | - | FFF- | - | - | - | 99.00% | - | Bjjrmvfh | KHBX | 600-625 | 596 | JYSV+596 | - | - |
| G | COL | 446.000 | 4.20 | - | III | - | - | - | 51.00% | - | Ephsfqzj | BUVF | - | 235 | BGGX+235 | - | - |
| Jsevpn | RFU | 38.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | EAP | 39.000 | 2.40 | - | DD- | - | - | - | 30.00% | - | Nqdxqppc | ZCLL | Bha 900l | 870 | KJEB+870 | - | - |
Tranche Comments
G: First Pay: 2023-07-20; Redemption: 2024-07-09;
D-1: First Pay: 2023-07-20; Redemption: 2024-07-09;
N-2: First Pay: 2023-07-20; Redemption: 2024-07-09;
V: First Pay: 2023-07-20; Redemption: 2024-07-09;
D: First Pay: 2023-07-20; Redemption: 2024-07-09; Comments: Eib-pvazbd;
L: First Pay: 2023-07-20; Redemption: 2024-07-09;
Jsevpn: First Pay: 2023-07-20; Redemption: 2024-07-09;
Deal Comments
Lbk Ygjj Dvsfbfz 1.5
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 2, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | POR | 932.000 | 8.20 | Qww | - | - | - | - | 91.00% | - | Mbyqpmxc | NPZA | - | 200 | EQZN+200 | - | - |
| V-2 | OHL | 74.000 | 8.20 | Pcc | - | - | - | - | 72.00% | - | Qlqkuppr | CXHK | - | 235 | GGQI+235 | - | - |
| C | MKT | 72.000 | 8.70 | - | - | JJ | - | - | 59.00% | - | Lkwchnxn | BOCT | 290 | 290 | SPWB+290 | - | - |
| U | RKQ | 2.000 | 5.60 | N3 | - | - | - | - | 2.36% | - | Phjukwnv | LMST | - | 841 | EPSE+841 | - | - |
| Gwxmrd | XKP | 47.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | JXJ | 65.000 | 2.50 | B3 | - | - | - | - | 16.60% | - | Gqkprske | TWOK | - | 350 | YUJG+350 | - | - |
| C-1 | YCY | 96.000 | 8.70 | - | - | BBB+ | - | - | 24.00% | - | Ocmhthrd | DYEM | - | 421 | BQTB+421 | - | - |
| P-2 | CEX | 8.000 | 7.60 | - | - | GGG- | - | - | 81.00% | - | Uwjvphdf | BNTA | - | 534 | BQUW+534 | - | - |
| K | ZNF | 42.000 | 9.60 | - | - | SS | - | - | 9.00% | - | Uwvjazqa | UZAA | - | 813 | MXFD+813 | - | - |
Tranche Comments
K-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
V-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
C: First Pay: 2023-01-20; Redemption: 2023-10-20;
T: First Pay: 2023-01-20; Redemption: 2023-10-20;
C-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
P-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
K: First Pay: 2023-01-20; Redemption: 2023-10-20;
U: First Pay: 2023-01-20; Redemption: 2023-10-20;
Gwxmrd: First Pay: 2023-01-20; Redemption: 2023-10-20;
Deal Comments
Fjp Zgvv Sesmjmf 1.25
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 4, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PWY | 86.000 | 9.20 | - | - | VV | - | - | 24.00% | - | Qsrdbyvw | 3xT | - | 210 | 3qH+210 | - | - |
| D | JKL | 71.000 | 34.90 | Gs3 | - | - | - | - | 3.00% | - | Hqwpmvsw | 3wI | - | 750 | 3iY+734 | - | - |
| W | LED | 75.000 | 8.70 | - | - | MMM- | - | - | 30.00% | - | Xvdpsucd | 3xH | - | 395 | 3qI+395 | - | - |
| R-2 | IOJ | 87.500 | 9.20 | Bcc | - | - | - | - | 34.00% | - | Gphbe | Mgntp | - | 150 | 1.50% | - | - |
| Rmbjzo | YBZ | 82.795 | - | MT | - | MI | - | - | - | - | - | - | - | - | - | - | Retained |
| H | RKM | 37.000 | 2.00 | - | - | X | - | - | 41.00% | - | Ozjosdqu | 3rN | - | 260 | 3lK+260 | - | - |
| V-1 | TUX | 342.400 | 9.90 | Hee | - | - | - | - | 93.00% | - | Xrjwcukk | 3kL | - | 154 | 3eM+154 | - | - |
Tranche Comments
V-1: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144B/Gqa W;
R-2: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144F/Rcu Y;
U: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144U/Ves W;
H: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144N/Dxo S;
W: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144H/Akx I;
D: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144K/Btm M;
Rmbjzo: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144Q/Cfd C;
Deal Comments
Dau Iwjj Mftaakg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 3, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UMO | 46.000 | 1.80 | Sww3 | - | - | - | - | 69.50% | - | Mvumbdqg | 3dC | - | 325 | 3tL+325 | - | 373.00000 |
| I-1 | XIJ | 243.000 | 3.70 | Nuu | - | - | - | - | 63.00% | - | Tpuwjqwc | 3oW | - | 118 | 3eU+118 | - | 664.00000 |
| S | AIR | 25.500 | 9.90 | Bc2 | - | - | - | - | 66.00% | - | Aluoayay | 3xL | - | 175 | 3kV+175 | - | 815.00000 |
| V | ASQ | 83.740 | 1.20 | Dh3 | - | - | - | - | 6.00% | - | Cpyzkqzh | 3iH | - | 695 | 3uG+672 | - | 26.30000 |
| Wnj | EMX | 76.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | ZGS | 35.590 | 2.70 | S2 | - | - | - | - | 74.10% | - | Icrvxvwr | 3zR | - | 215 | 3jN+215 | - | 403.00000 |
| N-2 | VPC | 92.100 | 8.80 | Hdd | - | - | - | - | 28.00% | - | Rxwduduz | 3wE | - | 140 | 3xY+140 | - | 809.00000 |
Tranche Comments
I-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144B/Nxb K;
N-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144W/Lzh E;
S: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Q/Qih Y;
S: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144P/Xmc Z;
U: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Q/Hys U;
V: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Yli R;
Wnj: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144F/Zya B;
Deal Comments
Goz Rxhh Sqhqopt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 5, 2022
WAL Test Period End Date
Feb 5, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-Q | TBW | 97.430 | 3.40 | Edd3 | - | - | - | - | 77.61% | - | Udmbtokl | 3pF | 350-360 | 290 | 3lG+290 | - | 628.00000 |
| X-D | FQI | 592.000 | 7.85 | Euu | - | - | - | - | 78.90% | - | Hfjuovox | 3qT | 133 | 110 | 3sX+110 | - | 561.00000 |
| J-Q | OSK | 14.000 | 9.29 | J2 | - | - | - | - | 27.70% | - | Xecfjzro | 3tX | 250-255 | 200 | 3rK+200 | - | 220.00000 |
| U-L | FEE | 77.000 | 2.53 | Wl2 | - | - | - | - | 81.57% | - | Dbsbdwts | 3iG | 185-190 | 165 | 3jM+165 | - | 624.00000 |
Tranche Comments
X-D: First Pay: 2021-11-22; Redemption: 2022-08-20;
U-L: First Pay: 2021-11-22; Redemption: 2022-08-20;
J-Q: First Pay: 2021-11-22; Redemption: 2022-08-20;
P-Q: First Pay: 2021-11-22; Redemption: 2022-08-20;
Deal Comments
Mtfxeseixeb. Lye Dszz Ptyxyxv 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 18, 1999