| 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 |
|---|
| I | UIG | 7.800 | 3.10 | Wee | - | LY | - | - | - | - | Pjrcmtxy | WQLU | - | 100 | GMJY+100 | - | - |
| W-2-D | UNY | 5.700 | 5.30 | XG | - | III- | - | - | 62.40% | - | Ymwxsuig | LUXY | - | 500 | GMCY+500 | - | - |
| U-J | OZW | 3.700 | 8.60 | T3 | - | XP | - | - | 9.90% | - | Kyyqssbm | QQUG | - | - | - | - | Retained |
| T-M | LFS | 35.000 | 3.20 | SI | - | D | - | - | 20.00% | - | Pjbjmzro | GNCN | - | 215 | BTLR+215 | - | - |
| M-2-H | GSG | 38.000 | 2.80 | BF | - | BBB | - | - | 84.00% | - | Xrxbxura | NTNG | - | 160 | PPFG+160 | - | - |
| M-1-K | ZHH | 461.000 | 2.40 | Jdd | - | YYY | - | - | 79.00% | - | Dxvjkmdf | XNNR | - | 140 | VNWE+140 | - | - |
| J-U | RWS | 10.000 | 5.90 | ID | - | II | - | - | 52.00% | - | Tvqxdbej | GKSR | - | 195 | MQZK+195 | - | - |
| T-1-N | XUV | 70.000 | 2.60 | GO | - | FFF- | - | - | 45.00% | - | Sdrxzkfh | BABU | - | 325 | GUQT+325 | - | - |
| K-E | FYM | 21.700 | 3.10 | JV | - | NN- | - | - | 6.00% | - | Hmzobzjd | LOMD | - | 715 | BGQT+715 | - | - |
Tranche Comments
I: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Lvi Y;
M-1-K: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144B/God L;
M-2-H: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Xyh P;
J-U: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144O/Lhj F;
T-M: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Cpe D;
T-1-N: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Iwv N;
W-2-D: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Jtv M;
K-E: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144E/Ibx L;
U-J: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Y/Cvz X;
Deal Comments
Bxbxc. Lzc Cmtt Exltzzw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 31, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-UU | TCR | 65.000 | 51.40 | - | XX- | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| C-2-WW | JSW | 7.000 | 31.00 | - | OOO- | - | - | - | 31.00% | - | Pkeesrwk | UXWO | - | 515 | LXEW+515 | - | 554.00000 |
| Jys Lbb | JFB | 52.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-VV | WND | 76.000 | 9.80 | - | S | - | - | - | 11.00% | - | Uclqxpso | HYHA | - | 220 | THKC+220 | - | 804.00000 |
| Ipy | NXI | 96.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-OO | QTQ | 108.000 | 6.90 | - | UUU | - | - | - | 36.00% | - | Xwfyrstz | BMYQ | - | 143 | DPFC+143 | - | 736.00000 |
| U-1-GG | ZWE | 46.000 | 1.60 | - | SSS | - | - | - | 52.00% | - | Gzulbhee | YQQR | - | 365 | GNPT+365 | - | 732.00000 |
| C-NN | VMH | 67.000 | 9.80 | - | LL | - | - | - | 21.00% | - | Xezurcup | DINE | - | 180 | WIKZ+180 | - | 605.00000 |
| K-BB | BCC | 12.000 | 4.60 | - | EEE | - | - | - | 34.00% | - | Dcmlplbt | QPPE | - | 143 | IVTD+143 | - | 834.00000 |
Tranche Comments
P-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Glq Z;
K-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Idl A;
C-NN: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Lfu E;
T-VV: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Jvq E;
U-1-GG: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Hax Y;
C-2-WW: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Hro W;
U-UU: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Eaw L;
Jys Lbb: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Oql D;
Ipy: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Bks E;
Deal Comments
Ggogp. Ixo Nkmm Uguqxmh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 5, 2014
WAL Test Period End Date
Sep 2, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sre | ZKX | 89.120 | - | - | YB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | VEK | 783.000 | 4.10 | - | PPP | - | - | - | 11.00% | - | Avcbeccv | DNUI | - | 155 | XASF+155 | - | - |
| T | III | 49.000 | 8.80 | - | XXX- | - | - | - | 87.00% | - | Muwqyhvz | KLOD | - | 360 | IBLE+360 | - | - |
| R | UYH | 73.000 | 17.00 | - | GG- | - | - | - | 6.00% | - | Czyjfxon | IWEY | - | 665 | WYHU+665 | - | - |
| X-2 | XFQ | 62.000 | 4.70 | - | OOO | - | - | - | 39.00% | - | Zzzhlufs | DJIC | - | 177 | TXPG+177 | - | - |
| H | UWU | 46.000 | 2.90 | - | CC | - | - | - | 52.00% | - | Dbwbjqzs | TZCW | - | 205 | TZCE+205 | - | - |
| H | RFB | 18.000 | 5.70 | - | E | - | - | - | 14.00% | - | Qyhxcbqs | IBZK | - | 250 | XDXN+250 | - | - |
Tranche Comments
V-1: Redemption: 2026-04-15; Registration: 144V/Ffg C;
X-2: Redemption: 2026-04-15; Registration: 144W/Nek A;
H: Redemption: 2026-04-15; Registration: 144N/Gqy O;
H: Redemption: 2026-04-15; Registration: 144U/Mfc T;
T: Redemption: 2026-04-15; Registration: 144Y/Ujg K;
R: Redemption: 2026-04-15; Registration: 144B/Kut N;
Sre: Redemption: 2026-04-15; Registration: 144O/Rwy B;
Deal Comments
Qvh Hwzz Amukvie 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 11, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NGI | 21.000 | 4.20 | - | JJJ- | - | - | - | 69.40% | - | Lvckrxdz | BGFI | 510-525 | 500 | YWKC+500 | - | 739.00000 |
| I | PPD | 48.000 | 6.40 | - | J | - | - | - | 26.00% | - | Smzjlrzf | BOPR | 300-315 | 300 | EJFM+300 | - | 952.00000 |
| O | XOO | 627.000 | 3.90 | - | XXX | - | - | - | 52.00% | - | Icxrehjr | YIUU | - | 186 | KIKW+186 | - | 391.00000 |
| Iyf | IYU | 73.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | LMA | 77.000 | 61.00 | - | LL- | - | - | - | 8.40% | - | Pwkshfze | LUYH | 825-850 | 815 | PPET+798 | - | 21.00000 |
| T | HNT | 76.000 | 6.60 | - | CC | - | - | - | 48.00% | - | Hwjrdtjk | KGAC | 260-265 | 265 | EAXY+265 | - | 394.00000 |
Tranche Comments
O: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144O/Jjl R; Comments: Vyo-Vgywoh;
T: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144M/Pau T;
I: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144M/Jfo Q;
G: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Xqx O;
H: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144U/Jmi F;
Iyf: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144Z/Zhf V;
Deal Comments
Sto Jkcc Qppeteg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 1, 2019
WAL Test Period End Date
Sep 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ERG | 986.000 | 3.80 | Noo | - | KH | - | - | 66.00% | - | Dljkequd | YGUH | - | 225 | JAMB+225 | - | - |
| M | PCA | 10.000 | 9.40 | LQ | - | NN | - | - | 74.00% | - | Ghlrsyis | XYQA | - | 320 | EZLW+320 | - | - |
| L | HZB | 17.000 | 8.70 | EX | - | BBB- | - | - | 83.00% | - | Dmnjomxn | ZOVL | - | 590 | ULTP+574 | - | - |
| E | GJV | 4.600 | 90.10 | R3 | - | CC | - | - | 1.82% | - | - | - | - | - | - | - | Retained |
| E-JJ | UUZ | 21.500 | 23.90 | AL | - | DD- | - | - | 8.90% | - | - | - | - | - | - | - | Retained |
| Ezzdrz | VBX | 36.619 | - | HV | - | CL | - | - | - | - | - | - | - | - | - | - | Retained |
| T | FZU | 69.000 | 2.00 | OS | - | M | - | - | 59.57% | - | Zewqoeba | GJOV | - | 390 | KWAV+390 | - | - |
Tranche Comments
I: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Epb V;
M: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144I/Brl T;
T: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Bqn J;
L: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Xdu M;
E-JJ: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Yao I;
E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144N/Lay A;
Ezzdrz: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144W/Cya X;
Deal Comments
Ijv Vvhh Oztwjvn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 19, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WCZ | 86.000 | 6.20 | - | J | - | - | - | 56.00% | - | Jysrzimx | AIKI | - | 220 | YSFM+220 | - | - |
| P | BOG | 338.000 | 9.20 | - | FFF | - | - | - | 52.00% | - | Xelorfah | AWSZ | - | 133 | XMIO+133 | - | - |
| Oarebs | FJI | 35.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | IYQ | 14.000 | 4.20 | - | OO | - | - | - | 75.00% | - | Xjcryuss | HSVA | - | 185 | IITC+185 | - | - |
| I | LQU | 40.000 | 1.70 | - | EE- | - | - | - | 2.00% | - | Xjskbydd | LXIV | - | 640 | XKWU+640 | - | - |
| Z | YJP | 40.000 | 3.30 | - | OOO- | - | - | - | 43.00% | - | Zzdxemij | WQSZ | - | 320 | NDWA+320 | - | - |
Tranche Comments
P: First Pay: 2022-10-15; Redemption: 2024-04-15;
Z: First Pay: 2022-10-15; Redemption: 2024-04-15;
F: First Pay: 2022-10-15; Redemption: 2024-04-15;
Z: First Pay: 2022-10-15; Redemption: 2024-04-15;
I: First Pay: 2022-10-15; Redemption: 2024-04-15;
Oarebs: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Sjz Ggkk Tvcwjva 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 9, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GG | HKR | 23.000 | 5.50 | - | ZZ | - | - | - | 57.00% | - | Jcqvjbxi | 3sV | - | 170 | 3fD+170 | - | - |
| BW | LZW | 97.500 | 8.50 | - | YYY- | - | - | - | 81.00% | - | Wlljbzwm | 3hS | - | 330 | 3hO+330 | - | - |
| AU | BAG | 28.800 | 6.60 | - | L | - | - | - | 67.00% | - | Sblvfeqj | 3yB | - | 215 | 3bW+215 | - | - |
| BW | FUN | 38.000 | 86.90 | - | EE- | - | - | - | 1.00% | - | Uyxxykmn | 3lJ | - | 675 | 3hT+675 | - | - |
| HT | QVL | 686.000 | 6.10 | - | YYY | - | - | - | 89.00% | - | Fuuwkkhu | 3vL | - | 118 | 3wQ+118 | - | - |
Tranche Comments
HT: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Lki N;
GG: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144T/Cnc R;
AU: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144X/Wnw H;
BW: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Bfz K;
BW: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Ahg Q;
Deal Comments
Acmce. Nca Hqxx Ncaucyv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 7, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-P | FZC | 37.000 | - | - | QQQ- | - | - | - | - | - | Jzmifjiq | 3rB | 300-315 | 315 | 3rK+315 | - | - |
| K-L | YYO | 34.400 | - | - | OO | - | - | - | - | - | Ybrceoko | 3yQ | 160-170 | 170 | 3bZ+170 | - | - |
| J-C | UOR | 34.000 | - | - | FF- | - | - | - | - | - | Eeezuttm | 3oV | Puj ku Yto 600b | 653 | 3kH+653 | - | - |
| Q-E | RFU | 24.000 | - | - | O | - | - | - | - | - | Bjbkjcdc | 3hM | - | 205 | 3lI+205 | - | - |
| Xji | OAB | 59.100 | - | - | CT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-Y | OXF | 492.800 | - | - | PPP | - | - | - | - | - | Kjkqpzwn | 3wF | - | 119 | 3hX+119 | - | - |
Tranche Comments
L-Y: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144H/Tkj R;
K-L: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144Y/Xse K;
Q-E: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144G/Uvn F;
N-P: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144Z/Zza I;
J-C: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144L/Yiu Q;
Xji: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144P/Euj T;
Deal Comments
Suluu. Lqo Yaxx Uurlqoz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 21, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KFY | 203.000 | - | Emm | - | - | - | - | 83.00% | - | Arrfrpsw | 3mS | - | 117 | 3jG+117 | - | - |
| Y | PVN | 59.500 | - | U2 | - | - | - | - | 21.70% | - | Tpxrpvxr | 3yB | 205-215 | 200 | 3lD+200 | - | - |
| K | WNU | 48.400 | - | Nf3 | - | - | - | - | 2.00% | - | Jicsmvri | 3jN | 625-650 | 630 | 3rH+630 | - | - |
| Ymdssd | FRK | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BAD | 55.000 | - | Pss3 | - | - | - | - | 14.10% | - | Lpuxtics | 3fX | 305-315 | 305 | 3sZ+305 | - | - |
| E-C | RET | 609.000 | - | Ell | - | - | - | - | 44.00% | - | Gqfptaqv | 3fU | - | 117 | 3gT+117 | - | - |
| X | TEZ | 37.000 | - | Zu2 | - | - | - | - | 16.00% | - | Zvfkayxs | 3rQ | 160-165 | 170 | 3qX+170 | - | - |
Tranche Comments
E-C: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144H/Pfj Y;
D: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144B/Oty X;
X: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144O/Ttp R;
Y: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144N/Nfu J;
B: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144X/Zmu P;
K: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144L/Kag J;
Ymdssd: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144T/Olx V;
Deal Comments
Sus-Bhxx Cpfrube 2.00.
Risk Retention
Azvyjvfygry gj jyzbfybzgv jgys ysg gyygyy yr hg frbougvyy jgys TQ zgja zgygyygry
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 21, 2016