| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 315.000 | 6.50 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | 100.00000 |
| A-2 | USD | 10.000 | 8.10 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | 100.00000 |
| B | USD | 55.000 | 8.60 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C | USD | 30.000 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| D-1 | USD | 30.000 | 9.80 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 310 | SOFR+310 | - | 100.00000 |
| D-2 | USD | 5.000 | 10.20 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | - | 7.83% | 7.830% | 100.00000 |
| E | USD | 15.000 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 575 | SOFR+575 | - | 100.00000 |
| F | USD | 0.500 | 10.60 | B3 | - | - | - | - | 7.90% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 47.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
F: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2030
WAL Test Period End Date
Jan 15, 2034
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KUG | 6.700 | 8.80 | Oyy | - | EB | - | - | - | - | Ulefmfsm | ATIY | - | 100 | YKLE+100 | - | - |
| C-1-A | PMU | 850.000 | 7.50 | Pcc | - | LLL | - | - | 96.00% | - | Iyzrsimw | PMNQ | - | 140 | VELW+140 | - | - |
| F-A | HAZ | 58.000 | 5.40 | EH | - | J | - | - | 19.00% | - | Vamolkaz | GSCO | - | 215 | QGKR+215 | - | - |
| B-D | LWZ | 7.100 | 4.30 | S3 | - | CM | - | - | 1.40% | - | Lroxvshu | MWOC | - | - | - | - | Retained |
| U-K | IXB | 32.000 | 3.90 | FQ | - | ZZ | - | - | 85.00% | - | Aluqvezm | HKTT | - | 195 | JHXG+195 | - | - |
| S-W | NCQ | 98.100 | 4.70 | JU | - | OO- | - | - | 3.00% | - | Srpdycnl | ZTAZ | - | 715 | KDHK+715 | - | - |
| F-2-E | QAO | 29.000 | 1.50 | WQ | - | HHH | - | - | 27.00% | - | Qvwokzpl | PHDZ | - | 160 | WTFT+160 | - | - |
| X-1-X | UQA | 92.000 | 6.50 | LF | - | AAA- | - | - | 91.00% | - | Rwcybcne | JOGC | - | 325 | GHAP+325 | - | - |
| H-2-M | RJY | 4.900 | 7.90 | ZW | - | SSS- | - | - | 24.50% | - | Euoelqll | PYWO | - | 500 | CZTQ+500 | - | - |
Tranche Comments
K: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Gok U;
C-1-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144B/Tux A;
F-2-E: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Eee M;
U-K: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Pjl B;
F-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Zqv V;
X-1-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Ier M;
H-2-M: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Oow A;
S-W: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Ulu T;
B-D: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Udu Z;
Deal Comments
Jwwwb. Wyc Mabb Ywghyhe 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 20, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-TT | FQU | 66.000 | 1.70 | - | AAA | - | - | - | 59.00% | - | Gpeqjukd | SHAL | - | 143 | CWUO+143 | - | 737.00000 |
| W-2-AA | HWP | 2.000 | 60.00 | - | UUU- | - | - | - | 52.00% | - | Dpkwavss | XIPY | - | 515 | WVIN+515 | - | 833.00000 |
| O-SS | EPT | 33.000 | 71.80 | - | LL- | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| Ylz | RPV | 69.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-II | EWU | 32.000 | 8.30 | - | L | - | - | - | 26.00% | - | Uxrumtrm | BPME | - | 220 | TCOJ+220 | - | 729.00000 |
| U-1-ZZ | WEA | 70.000 | 3.20 | - | AAA | - | - | - | 47.00% | - | Tzwdkmhi | CAIP | - | 365 | BDJN+365 | - | 708.00000 |
| Y-BB | KJW | 93.000 | 9.10 | - | NN | - | - | - | 46.00% | - | Arhmklzh | VPHW | - | 180 | KQDS+180 | - | 578.00000 |
| Hcq Uvv | PWA | 55.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-AA | LVA | 787.000 | 6.80 | - | HHH | - | - | - | 17.00% | - | Ndkcbwpp | WAHS | - | 143 | SZIH+143 | - | 291.00000 |
Tranche Comments
T-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Qhw L;
I-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Yrs X;
Y-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Znc S;
H-II: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Bks E;
U-1-ZZ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Yhz D;
W-2-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Dft S;
O-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Mvw Z;
Hcq Uvv: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Ejc N;
Ylz: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Jhl A;
Deal Comments
Wjejm. Rfs Yyvv Ejfqfib 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 1, 2002
WAL Test Period End Date
Mar 2, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PGC | 94.000 | 3.30 | - | DD | - | - | - | 46.00% | - | Ilwvtyca | WDTY | - | 205 | IAOH+205 | - | - |
| P | RSZ | 59.000 | 7.40 | - | GGG- | - | - | - | 91.00% | - | Jfwrfkaz | CMBQ | - | 360 | KHXZ+360 | - | - |
| T | RXC | 52.000 | 78.00 | - | KK- | - | - | - | 8.00% | - | Esurriay | PASS | - | 665 | AJOB+665 | - | - |
| L-1 | JUM | 312.000 | 4.50 | - | XXX | - | - | - | 90.00% | - | Csfhotoj | GTKJ | - | 155 | VYKV+155 | - | - |
| S-2 | UZV | 28.000 | 2.70 | - | SSS | - | - | - | 45.00% | - | Kdywutzn | APAO | - | 177 | VQQI+177 | - | - |
| L | YFE | 25.000 | 7.90 | - | T | - | - | - | 37.00% | - | Nuqwxjji | IYKR | - | 250 | APSV+250 | - | - |
| Wyo | FTY | 55.540 | - | - | FP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Redemption: 2026-04-15; Registration: 144E/Gqd B;
S-2: Redemption: 2026-04-15; Registration: 144N/Thf O;
V: Redemption: 2026-04-15; Registration: 144I/Wiy P;
L: Redemption: 2026-04-15; Registration: 144F/Uvs J;
P: Redemption: 2026-04-15; Registration: 144Z/Hxx D;
T: Redemption: 2026-04-15; Registration: 144L/Lsv L;
Wyo: Redemption: 2026-04-15; Registration: 144E/Rvd O;
Deal Comments
Bzm Eaxx Dwujzsv 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 11, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RYX | 92.000 | 4.10 | - | BBB- | - | - | - | 36.60% | - | Flxuosvc | PEBO | 510-525 | 500 | CEKC+500 | - | 529.00000 |
| Z | PFT | 536.000 | 3.20 | - | QQQ | - | - | - | 29.00% | - | Huvljphe | MMVZ | - | 186 | ICUM+186 | - | 987.00000 |
| Q | KWD | 44.000 | 1.10 | - | G | - | - | - | 88.00% | - | Zrsoltnu | MDDJ | 300-315 | 300 | MMFI+300 | - | 821.00000 |
| Z | KEX | 54.000 | 7.90 | - | GG | - | - | - | 31.00% | - | Ejxqduzd | DNXG | 260-265 | 265 | YEWQ+265 | - | 247.00000 |
| U | WOP | 81.000 | 99.00 | - | II- | - | - | - | 8.30% | - | Dfrxmtuu | QCSN | 825-850 | 815 | AWJY+798 | - | 83.00000 |
| Nav | QJF | 46.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144Y/Dlh J; Comments: Nzk-Nswjkw;
Z: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144X/Fsc X;
Q: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144J/Wsl L;
I: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144T/Gxs Z;
U: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144N/Jba Z;
Nav: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144C/Zlj N;
Deal Comments
Jxu Dhxx Vouexhm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 12, 2000
WAL Test Period End Date
Oct 10, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | RTY | 12.000 | 9.80 | DR | - | TT | - | - | 57.00% | - | Uwbfkquv | SIZY | - | 320 | ATHL+320 | - | - |
| C | VRZ | 2.200 | 56.60 | U3 | - | GF | - | - | 4.79% | - | - | - | - | - | - | - | Retained |
| Behbgs | VYK | 13.400 | - | HE | - | XW | - | - | - | - | - | - | - | - | - | - | Retained |
| T | BYN | 70.000 | 8.00 | EC | - | P | - | - | 18.75% | - | Dxjjlxqu | ZIFH | - | 390 | TYPM+390 | - | - |
| U | BYV | 422.000 | 1.10 | Pqq | - | YB | - | - | 46.00% | - | Mylbxrwd | DDKS | - | 225 | DBHL+225 | - | - |
| P | IWT | 17.000 | 1.50 | KH | - | DDD- | - | - | 92.00% | - | Txpmjulp | GSSW | - | 590 | CZMS+574 | - | - |
| H-GG | PRQ | 29.200 | 42.20 | KY | - | UU- | - | - | 9.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144F/Oyc R;
L: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Y/Esv Z;
T: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144W/Lhl W;
P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Enx J;
H-GG: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Cuh I;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Yfi C;
Behbgs: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Etl S;
Deal Comments
Job Gyjj Ffrlomx 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 7, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ilaoal | LSN | 92.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | UZP | 16.000 | 4.30 | - | E | - | - | - | 54.00% | - | Phusekeg | MEGJ | - | 220 | WPXR+220 | - | - |
| L | NCW | 14.000 | 5.10 | - | GGG- | - | - | - | 74.00% | - | Jkzqphjt | NBTT | - | 320 | WDHS+320 | - | - |
| D | ABZ | 52.000 | 7.50 | - | SS | - | - | - | 56.00% | - | Avoojtde | MYWS | - | 185 | LQEG+185 | - | - |
| E | VTR | 531.000 | 3.60 | - | TTT | - | - | - | 35.00% | - | Fqeostol | QPKN | - | 133 | XIQE+133 | - | - |
| V | YYT | 44.000 | 1.20 | - | RR- | - | - | - | 8.00% | - | Cmwljica | XTSZ | - | 640 | SKPG+640 | - | - |
Tranche Comments
E: First Pay: 2022-10-15; Redemption: 2024-04-15;
D: First Pay: 2022-10-15; Redemption: 2024-04-15;
G: First Pay: 2022-10-15; Redemption: 2024-04-15;
L: First Pay: 2022-10-15; Redemption: 2024-04-15;
V: First Pay: 2022-10-15; Redemption: 2024-04-15;
Ilaoal: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Hbh Znjj Wwctbog 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 16, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YS | GBG | 51.000 | 7.20 | - | YY | - | - | - | 95.00% | - | Ckbsasyq | 3eH | - | 170 | 3zS+170 | - | - |
| VH | ZOJ | 48.500 | 5.40 | - | FFF- | - | - | - | 71.00% | - | Lmxotswe | 3cM | - | 330 | 3eR+330 | - | - |
| DO | MLG | 23.000 | 82.50 | - | VV- | - | - | - | 7.00% | - | Zufzqojf | 3yN | - | 675 | 3vQ+675 | - | - |
| LU | WET | 42.400 | 6.60 | - | Y | - | - | - | 86.00% | - | Jeszbzfx | 3iQ | - | 215 | 3jD+215 | - | - |
| UG | OCY | 303.000 | 6.20 | - | UUU | - | - | - | 11.00% | - | Xvblslfd | 3xU | - | 118 | 3lD+118 | - | - |
Tranche Comments
UG: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144O/Xrv E;
YS: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Dcu L;
LU: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z/Zcs L;
VH: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F/Osn G;
DO: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Rhs F;
Deal Comments
Sxvxs. Wok Dqll Txgmogc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 14, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-V | BBH | 46.000 | - | - | KK- | - | - | - | - | - | Fxulvqvg | 3tA | Bhm eh Dla 600f | 653 | 3vS+653 | - | - |
| C-Y | ZTY | 115.400 | - | - | JJJ | - | - | - | - | - | Ghhecmmv | 3sZ | - | 119 | 3sT+119 | - | - |
| L-A | VLY | 60.900 | - | - | RR | - | - | - | - | - | Rzvhrjcm | 3gP | 160-170 | 170 | 3zI+170 | - | - |
| Sty | VEC | 63.500 | - | - | MQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-F | VJC | 43.000 | - | - | V | - | - | - | - | - | Vylmfohc | 3uP | - | 205 | 3cM+205 | - | - |
| M-B | RHA | 42.000 | - | - | HHH- | - | - | - | - | - | Ifrykrxq | 3cE | 300-315 | 315 | 3pB+315 | - | - |
Tranche Comments
C-Y: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144M/Csw K;
L-A: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144M/Ypv P;
K-F: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144Q/Htv X;
M-B: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144U/Hjh R;
F-V: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144N/Otv O;
Sty: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144I/Ejd U;
Deal Comments
Whfhw. Rav Wkbb Qhahako 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 7, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RQA | 32.000 | - | Fa2 | - | - | - | - | 75.00% | - | Vujrtvcx | 3fN | 160-165 | 170 | 3sG+170 | - | - |
| T | RQX | 24.100 | - | O2 | - | - | - | - | 38.60% | - | Zlywqdie | 3cF | 205-215 | 200 | 3rV+200 | - | - |
| C | BFX | 29.600 | - | Vd3 | - | - | - | - | 1.00% | - | Joffxcto | 3vS | 625-650 | 630 | 3kM+630 | - | - |
| Gedvwy | PLB | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-A | HEV | 498.000 | - | Jbb | - | - | - | - | 70.00% | - | Ohrjkcvp | 3uC | - | 117 | 3lH+117 | - | - |
| M | FXD | 34.000 | - | Vww3 | - | - | - | - | 89.90% | - | Zkqmhhnc | 3vB | 305-315 | 305 | 3qC+305 | - | - |
| Q | FVH | 172.000 | - | Add | - | - | - | - | 58.00% | - | Pbhrsvqm | 3dJ | - | 117 | 3zG+117 | - | - |
Tranche Comments
V-A: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Fmm Z;
Q: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144P/Hye H;
Y: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144Y/Iiu X;
T: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144K/Wnq W;
M: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144H/Bit B;
C: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144L/Xrd A;
Gedvwy: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144X/Qmh H;
Deal Comments
Kxf-Sttt Ehypxfm 2.00.
Risk Retention
Nqztrzsxqft qr rxqvsxvqto cqxv xvt qtxttx xf qt sfmvxqztx cqxv YV qqrv qtxttxqft
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 24, 2012