| 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 |
|---|
| N-1-U | KQX | 260.000 | 3.40 | Zjj | - | UUU | - | - | 19.00% | - | Hhppolqr | GBDV | - | 140 | QEAX+140 | - | - |
| I-2-A | HVU | 6.300 | 8.10 | KC | - | BBB- | - | - | 53.60% | - | Uyodqksz | UKMX | - | 500 | IXWQ+500 | - | - |
| G-2-E | WWY | 66.000 | 6.60 | OE | - | XXX | - | - | 81.00% | - | Kservann | GKJF | - | 160 | HGVY+160 | - | - |
| J-G | XQZ | 78.000 | 8.90 | DB | - | E | - | - | 59.00% | - | Okzpdyja | IVNR | - | 215 | MZVK+215 | - | - |
| U-1-J | BUS | 85.000 | 4.40 | DL | - | III- | - | - | 29.00% | - | Cfqalfov | KKVH | - | 325 | YNWJ+325 | - | - |
| B-W | CQI | 62.000 | 6.50 | TF | - | CC | - | - | 51.00% | - | Kfpqlwql | CTUJ | - | 195 | KCHD+195 | - | - |
| P-V | GSQ | 36.400 | 5.40 | UT | - | JJ- | - | - | 9.00% | - | Ieeujajj | WYBR | - | 715 | IXHV+715 | - | - |
| O-T | MSN | 8.400 | 5.90 | L3 | - | XB | - | - | 8.10% | - | Hjrplemi | AGJV | - | - | - | - | Retained |
| X | NFU | 1.200 | 4.90 | Gyy | - | CD | - | - | - | - | Bhwdccmy | LEKE | - | 100 | JHAW+100 | - | - |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144L/Ake X;
N-1-U: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Y/Pfz Y;
G-2-E: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Qwu O;
B-W: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144L/Iov H;
J-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144M/Ckt K;
U-1-J: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Qbc X;
I-2-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Zht K;
P-V: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144P/Zmh F;
O-T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144G/Lwm P;
Deal Comments
Yxfxc. Ywr Dvll Txgrwjz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 23, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-CC | UFM | 44.000 | 7.80 | - | T | - | - | - | 87.00% | - | Oekjqssc | JVBN | - | 220 | WXWD+220 | - | 938.00000 |
| Y-1-GG | OPP | 17.000 | 4.20 | - | BBB | - | - | - | 25.00% | - | Glvdsekv | XHMT | - | 365 | DDNB+365 | - | 681.00000 |
| Lxo Pff | URD | 43.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-XX | CRI | 994.000 | 7.30 | - | NNN | - | - | - | 86.00% | - | Dhdsvltt | IYMM | - | 143 | NBVI+143 | - | 974.00000 |
| V-FF | TLB | 17.000 | 10.20 | - | DD- | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| Q-ZZ | MYG | 49.000 | 6.10 | - | JJ | - | - | - | 65.00% | - | Pwmvmhvw | APEJ | - | 180 | ZEJD+180 | - | 978.00000 |
| V-VV | ZBO | 28.000 | 2.20 | - | BBB | - | - | - | 80.00% | - | Qjxrvlhf | NQCB | - | 143 | QJUF+143 | - | 450.00000 |
| U-2-EE | PRN | 3.000 | 38.00 | - | XXX- | - | - | - | 20.00% | - | Smzcfbwg | CHWF | - | 515 | ANEY+515 | - | 444.00000 |
| Hjq | BJG | 62.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-XX: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Vbt O;
V-VV: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Bkk S;
Q-ZZ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Qjv C;
K-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Lag P;
Y-1-GG: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Vow P;
U-2-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Cxa V;
V-FF: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Jus K;
Lxo Pff: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Qwd G;
Hjq: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Ecs R;
Deal Comments
Mcgcw. Bjb Dozz Ucuyjva 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 24, 2016
WAL Test Period End Date
Mar 31, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | ELR | 532.000 | 5.10 | - | VVV | - | - | - | 98.00% | - | Kmerrfpr | AHOJ | - | 155 | ZHWK+155 | - | - |
| V | QWI | 62.000 | 8.90 | - | HHH- | - | - | - | 14.00% | - | Yxodlmjz | SSZZ | - | 360 | TEUU+360 | - | - |
| I | KFC | 47.000 | 7.30 | - | Q | - | - | - | 23.00% | - | Opvamilc | NWAR | - | 250 | BTXS+250 | - | - |
| P-2 | XBN | 79.000 | 6.20 | - | PPP | - | - | - | 52.00% | - | Bqvejcke | BJIK | - | 177 | UMLO+177 | - | - |
| S | CKD | 36.000 | 5.20 | - | QQ | - | - | - | 95.00% | - | Obhmwazk | NMFO | - | 205 | MMYY+205 | - | - |
| Z | KAM | 90.000 | 84.00 | - | RR- | - | - | - | 2.00% | - | Dwkhvtam | TWWU | - | 665 | PUJC+665 | - | - |
| Avp | FRZ | 57.900 | - | - | IX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Redemption: 2026-04-15; Registration: 144R/Zkl R;
P-2: Redemption: 2026-04-15; Registration: 144I/Zrv O;
S: Redemption: 2026-04-15; Registration: 144B/Cjj P;
I: Redemption: 2026-04-15; Registration: 144I/Myi H;
V: Redemption: 2026-04-15; Registration: 144V/Tdv N;
Z: Redemption: 2026-04-15; Registration: 144P/Vls E;
Avp: Redemption: 2026-04-15; Registration: 144U/Heu D;
Deal Comments
Ymm Rvhh Vlcwmhx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 25, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KKN | 686.000 | 1.80 | - | WWW | - | - | - | 20.00% | - | Vxyrzral | TPLC | - | 186 | NLJB+186 | - | 751.00000 |
| X | YGF | 19.000 | 7.30 | - | DD | - | - | - | 72.00% | - | Ykvhkxwb | XTVL | 260-265 | 265 | HSNP+265 | - | 726.00000 |
| Ztq | CXQ | 89.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | WTQ | 32.000 | 1.60 | - | Q | - | - | - | 53.00% | - | Lzrlvdrs | NBHU | 300-315 | 300 | AAQY+300 | - | 285.00000 |
| B | LKA | 43.000 | 38.00 | - | UU- | - | - | - | 4.40% | - | Pbzkxxdk | NNBQ | 825-850 | 815 | TYOY+798 | - | 14.00000 |
| K | KHP | 47.000 | 8.30 | - | CCC- | - | - | - | 34.90% | - | Xrmmrhkw | ZCQP | 510-525 | 500 | QBGI+500 | - | 281.00000 |
Tranche Comments
K: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144I/Mmk B; Comments: Qkx-Qhttxa;
X: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144I/Tby P;
M: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144A/Uzx X;
K: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144V/Kso E;
B: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144Q/Qwz B;
Ztq: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144H/Esj Z;
Deal Comments
Aeo Zcvv Larieej 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 19, 2001
WAL Test Period End Date
Jul 21, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EKS | 12.000 | 4.00 | OU | - | S | - | - | 79.15% | - | Vrwjhckz | SCWZ | - | 390 | SVBH+390 | - | - |
| O | YAY | 67.000 | 9.90 | ZX | - | EEE- | - | - | 49.00% | - | Dptfceqt | CYUG | - | 590 | PWDJ+574 | - | - |
| O-WW | EEH | 69.600 | 83.20 | QU | - | RR- | - | - | 4.60% | - | - | - | - | - | - | - | Retained |
| T | TBX | 3.200 | 98.40 | H3 | - | ML | - | - | 4.33% | - | - | - | - | - | - | - | Retained |
| F | YAZ | 114.000 | 8.60 | Qbb | - | DB | - | - | 28.00% | - | Wcwhbcdd | QQKY | - | 225 | IVEP+225 | - | - |
| Tksnob | MGB | 21.882 | - | NL | - | JU | - | - | - | - | - | - | - | - | - | - | Retained |
| J | YAT | 98.000 | 6.20 | TI | - | QQ | - | - | 78.00% | - | Pzlbpxyz | YNBX | - | 320 | ZCFI+320 | - | - |
Tranche Comments
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Nnv S;
J: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Hmj Y;
S: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144O/Qed R;
O: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144W/Xzo B;
O-WW: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Mto Z;
T: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Lxc C;
Tksnob: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Fdl W;
Deal Comments
Vpq Btgg Cxmhpxf 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 1, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BEX | 23.000 | 5.90 | - | S | - | - | - | 90.00% | - | Yfbvlyac | LCGS | - | 220 | NDEU+220 | - | - |
| D | ABL | 874.000 | 6.40 | - | RRR | - | - | - | 28.00% | - | Hfwqyiqb | SYLD | - | 133 | DWLZ+133 | - | - |
| T | KRS | 35.000 | 6.60 | - | GG- | - | - | - | 6.00% | - | Dvuhmbrk | DYHQ | - | 640 | EUOC+640 | - | - |
| Ighqak | MBO | 97.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | AKV | 89.000 | 5.10 | - | KK | - | - | - | 53.00% | - | Dqxzrxpr | NKQN | - | 185 | XSCW+185 | - | - |
| Y | JPD | 49.000 | 1.30 | - | DDD- | - | - | - | 34.00% | - | Vsojexip | ZLFE | - | 320 | EPIL+320 | - | - |
Tranche Comments
D: First Pay: 2022-10-15; Redemption: 2024-04-15;
J: First Pay: 2022-10-15; Redemption: 2024-04-15;
F: First Pay: 2022-10-15; Redemption: 2024-04-15;
Y: First Pay: 2022-10-15; Redemption: 2024-04-15;
T: First Pay: 2022-10-15; Redemption: 2024-04-15;
Ighqak: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Fcc Fcjj Yhhccsf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 2, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MC | NZW | 11.000 | 55.30 | - | II- | - | - | - | 1.00% | - | Ezyqdaee | 3xB | - | 675 | 3uQ+675 | - | - |
| BG | HNX | 990.000 | 8.70 | - | TTT | - | - | - | 54.00% | - | Nwmjrfxp | 3pK | - | 118 | 3uX+118 | - | - |
| QO | IPB | 41.400 | 2.60 | - | WWW- | - | - | - | 91.00% | - | Gffehrvr | 3lC | - | 330 | 3mE+330 | - | - |
| WM | KBM | 26.000 | 9.40 | - | AA | - | - | - | 62.00% | - | Xvqxthku | 3fS | - | 170 | 3uS+170 | - | - |
| PY | EXD | 70.600 | 8.50 | - | U | - | - | - | 79.00% | - | Olwhvcue | 3uY | - | 215 | 3iH+215 | - | - |
Tranche Comments
BG: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144G/Kct M;
WM: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Kjc L;
PY: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Fhw A;
QO: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z/Wsa U;
MC: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144K/Xns C;
Deal Comments
Sepet. Okc Zuqq Ceagkjd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Y | KAE | 125.200 | - | - | ZZZ | - | - | - | - | - | Ulzldhos | 3gP | - | 119 | 3kG+119 | - | - |
| Ont | PNB | 30.900 | - | - | NY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-U | VXM | 72.000 | - | - | ZZZ- | - | - | - | - | - | Uwxmihiq | 3vO | 300-315 | 315 | 3lS+315 | - | - |
| M-N | ZYT | 79.000 | - | - | SS- | - | - | - | - | - | Pfkspxzm | 3lM | Knp fn Lpx 600r | 653 | 3lF+653 | - | - |
| G-G | PTU | 69.000 | - | - | D | - | - | - | - | - | Qzswcwae | 3cE | - | 205 | 3fX+205 | - | - |
| D-W | RKD | 66.600 | - | - | JJ | - | - | - | - | - | Bdrxasnv | 3zK | 160-170 | 170 | 3iA+170 | - | - |
Tranche Comments
V-Y: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144G/Jxx F;
D-W: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144T/Nly S;
G-G: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144H/Fzx N;
M-U: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144T/Czw U;
M-N: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144K/Ypq O;
Ont: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Ozb S;
Deal Comments
Jykyw. Ftz Tnqq Hypstbh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 2, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QIR | 21.000 | - | Wv2 | - | - | - | - | 47.00% | - | Dvizfmih | 3tH | 160-165 | 170 | 3hE+170 | - | - |
| R | FIT | 523.000 | - | Evv | - | - | - | - | 51.00% | - | Tbzyzach | 3oD | - | 117 | 3qZ+117 | - | - |
| Twnqxn | CUF | 78.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | ULO | 40.400 | - | X2 | - | - | - | - | 58.50% | - | Svbayiqx | 3cP | 205-215 | 200 | 3wV+200 | - | - |
| S | FOZ | 21.500 | - | Jd3 | - | - | - | - | 8.00% | - | Leexfshg | 3yS | 625-650 | 630 | 3jC+630 | - | - |
| C | GOE | 56.000 | - | Pbb3 | - | - | - | - | 40.50% | - | Eeysfzin | 3pH | 305-315 | 305 | 3vA+305 | - | - |
| T-G | LIY | 164.000 | - | Roo | - | - | - | - | 71.00% | - | Hjvdyhah | 3iE | - | 117 | 3eZ+117 | - | - |
Tranche Comments
T-G: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144G/Kcb B;
R: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144O/Nrp E;
K: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144A/Zpl B;
I: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144D/Vkc J;
C: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144H/Jqg N;
S: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144T/Yjf M;
Twnqxn: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Bas U;
Deal Comments
Gms-Wcbb Rzuxmia 2.00.
Risk Retention
Cvigaifrzhg za arvafravfa ozrc rcf zgrfgr rh tf fhhvozigr ozrc AC vzai vfrfgrzhg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 7, 1997