| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.250 | - | - | AAA | - | - | - | - | - | Floating | SOFR | 112 | 112 | SOFR+112 | - | - |
| A-R | USD | 295.000 | - | - | AAA | - | - | - | 41.00% | - | Floating | SOFR | 142 | 142 | SOFR+142 | - | - |
| B-R | USD | 85.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| C-R | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 235 | 235 | SOFR+235 | - | - |
| D-1-R | USD | 25.000 | - | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 330a | 365 | SOFR+365 | - | - |
| D-2-R | USD | 7.750 | - | - | BBB- | - | - | - | 11.45% | - | Fixed | - | 425 | - | 7.875% | - | - |
| E-R | USD | 14.750 | - | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | 700a | 800 | SOFR+775 | - | - |
| Sub | USD | 56.700 | - | - | NR | - | - | - | - | - | Floating | SOFR | - | - | SOFR+112 | - | - |
Tranche Comments
X: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
A-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 18, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FC | RXV | 50.000 | 7.60 | Hqq2 | - | - | - | - | 15.90% | - | Exuypekp | WWSH | - | 285 | GEQV+285 | - | - |
| I-1Q | UHJ | 900.962 | 2.10 | Bmm | - | - | - | - | 76.60% | - | Hyxfltit | WBDG | - | 108 | XAPX+108 | - | - |
| K-2F | XMD | 42.000 | 2.40 | Djj | - | - | - | - | 15.60% | - | Dvpfrase | DNFW | - | 135 | QIWT+135 | - | - |
| EK | FEO | 85.000 | 3.90 | Ts2 | - | - | - | - | 70.90% | - | Mjeuolcy | JWXT | - | 185 | AIJI+185 | - | - |
Tranche Comments
I-1Q: Redemption: 2025-04-21; Registration: 144K/Xdz B;
K-2F: Redemption: 2025-04-21; Registration: 144A/Gbf G;
EK: Redemption: 2025-04-21; Registration: 144B/Uvv F;
FC: Redemption: 2025-04-21; Registration: 144B/Evn W;
Deal Comments
Qcxbzyzgbzh. Wgz Dyhh Kccbgse 1.00
Reinvestment Period End Date
Apr 26, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-T | EYQ | 43.420 | 2.57 | - | - | MM | - | - | 79.00% | - | Gzhsrbyn | ESOM | - | 185 | QDSP+185 | - | - |
| O-K | RFB | 28.410 | 56.60 | - | - | SS- | - | - | 5.00% | - | Dssumsse | MMHN | - | 775 | MXWX+775 | - | - |
| O-1-L | BRV | 36.756 | 6.78 | - | - | NNN- | - | - | 15.70% | - | Dqmkriaa | PDIS | - | 395 | CUCR+395 | - | - |
| Iwf | KYK | 38.830 | - | MS | - | MG | - | - | - | - | - | - | - | - | - | - | Retained |
| A-U | WFT | 3.000 | 6.99 | Lqq | - | - | - | - | - | - | Dsoyohhv | GHJV | - | 120 | BGEI+120 | - | - |
| O-1-P | JIJ | 332.620 | 2.52 | Jrr | - | - | - | - | 92.00% | - | Izxwvssc | YSMJ | - | 142 | ZPNQ+142 | - | - |
| T-2-X | YEM | 8.490 | 8.60 | - | - | YYY- | - | - | 55.40% | - | Uzolxaoc | EAFB | - | 460 | ZKZE+460 | - | - |
| F-2-M | TXL | 4.758 | 5.68 | - | - | BBB | - | - | 60.20% | - | Tvkvtwhj | MHDT | - | 160 | JVTJ+160 | - | - |
| Q-E | VUM | 82.280 | 3.26 | - | - | X | - | - | 62.00% | - | Hvourlrp | YTSF | - | 220 | MGAA+220 | - | - |
| K-D | YSK | 7.490 | 29.80 | X3 | - | - | - | - | 1.55% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Pwp E;
O-1-P: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Yzl N;
F-2-M: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Gxp O;
T-T: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Kje R;
Q-E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Daa I;
O-1-L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Odt E;
T-2-X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Erx Q;
O-K: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Fsp V;
K-D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Chf N;
Iwf: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Tbl W;
Deal Comments
Rtztx. Ztf Rkmm Ittbtiv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 22, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-B | ICZ | 31.000 | 9.30 | Aq2 | - | - | - | - | 95.10% | - | Ixtejowt | HEEP | - | 165 | YGFL+165 | - | - |
| Y-1-Y-N | KXS | 312.000 | 6.90 | Vxx | - | - | - | - | 48.00% | - | Iqybojvb | VOFJ | - | 120 | ULAH+120 | - | - |
| U-Z | NGZ | 52.800 | 4.10 | E2 | - | - | - | - | 35.50% | - | Njjhjywk | XHHB | - | 235 | XVWZ+235 | - | - |
Tranche Comments
Y-1-Y-N: Redemption: 2025-04-15; Registration: 144E/Ypk N;
G-2-B: Redemption: 2025-04-15; Registration: 144H/Mba P;
U-Z: Redemption: 2025-04-15; Registration: 144E/Drx Y;
Deal Comments
Qshwbebbwbs. Nqb Qeee Usvwqka 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 17, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | TMM | 67.000 | - | - | PPP | - | - | - | 10.00% | - | Hwfbaapj | WWKH | 179 | 179 | YTYQ+179 | - | - |
| Y | UGX | 65.000 | - | - | XX | - | - | - | 98.00% | - | Tcffwrli | BGLV | 205 | 205 | HAAT+205 | - | - |
| K-1 | YGF | 23.000 | - | - | GGG | - | - | - | 82.00% | - | Rwpcvcpb | DXXB | 385 | 385 | XVTN+385 | - | - |
| Oaq | XVN | 54.430 | - | - | UP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | RYO | 4.000 | - | - | NNN- | - | - | - | 14.00% | - | Xkqqwlcc | AJCD | 510 | 510 | HNDN+510 | - | - |
| M-1-I | MMU | 57.000 | - | - | III | - | - | - | 43.00% | - | Huvgd | Ofumy | 385 | - | 7.955% | - | - |
| B | ABY | 74.000 | - | - | VV- | - | - | - | 7.40% | - | Sqzutpas | SPFX | 750 | 750 | CELT+733 | - | - |
| R | PYR | 91.000 | - | - | F | - | - | - | 87.00% | - | Qzmzroxr | AVKA | 245 | 245 | CXZE+245 | - | - |
| C-1 | KGJ | 475.000 | - | - | CCC | - | - | - | 58.00% | - | Nwqqmszy | AVSW | 159 | 159 | IJPU+159 | - | - |
Tranche Comments
C-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144X/Btj B;
U-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Z/Hvj P;
Y: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Y/Jdj L;
R: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Lsf G;
K-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144O/Epp X;
M-1-I: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144E/Amm I;
P-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144F/Bfu T;
B: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144N/Ltl N;
Oaq: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Wmt L;
Deal Comments
Hwp Swll Ctexwvf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 29, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PPI | 42.530 | - | KH | HH | - | - | - | 55.90% | - | Szfsccxf | ABSR | - | 315 | TQKL+315 | - | - |
| Qhc | YXC | 63.700 | - | TA | XX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | UGS | 43.000 | - | GW | UU- | - | - | - | 26.90% | - | Opvxdidy | HXIP | - | 925 | TBVN+856 | - | - |
| D-1 | GAL | 406.000 | - | Qjj | MMM | - | - | - | 96.00% | - | Kkpauxfi | KLWA | - | 240 | WAQP+240 | - | - |
| E-2 | YHD | 67.590 | - | Ioo | XM | - | - | - | 17.60% | - | Mvesbhdp | KUOK | - | 275 | TSFX+275 | - | - |
| D | JMB | 32.550 | - | YK | G | - | - | - | 68.90% | - | Wxjwtvhi | TMSH | - | 425 | EDZQ+425 | - | - |
| H | XZS | 31.200 | - | OU | ZZZ- | - | - | - | 11.30% | - | Ftayeatc | NMSS | - | 575 | TVCB+560 | - | - |
Tranche Comments
D-1: First Pay: 2023-04-18; Redemption: 2024-10-18;
E-2: First Pay: 2023-04-18; Redemption: 2024-10-18;
Q: First Pay: 2023-04-18; Redemption: 2024-10-18;
D: First Pay: 2023-04-18; Redemption: 2024-10-18;
H: First Pay: 2023-04-18; Redemption: 2024-10-18;
K: First Pay: 2023-04-18; Redemption: 2024-10-18;
Qhc: First Pay: 2023-04-18; Redemption: 2024-10-18;
Deal Comments
Tvt Vshh Uzsovzu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 20, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wre | OOB | 17.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1 | REA | 241.000 | - | Qtt | JA | - | - | - | - | - | Idiiryvi | CNDF | - | 156 | JWUU+156 | - | - |
| E1 | VMK | 73.900 | - | BI | HH | - | - | - | - | - | Tjovbxdk | JAVT | - | 235 | DMQI+235 | - | - |
| I | QZF | 12.000 | - | EX | Y | - | - | - | - | - | Bjuwcpyh | EHDH | 255-265 | 285 | HJSG+285 | - | - |
| V | XGS | 15.000 | - | Ob3 | XK | - | - | - | - | - | Ijzzzplf | CXQV | 775-800 | 786 | IDWH+786 | - | - |
| V2 | OSO | 95.000 | - | Iyy | IZ | - | - | - | - | - | Wwybxjao | KWWH | 175-180 | 195 | QYWZ+195 | - | - |
| O2 | EYS | 63.000 | - | XQ | YY | - | - | - | - | - | Hgkba | - | - | - | 4.775% | - | - |
| P | JNW | 80.350 | - | DN | III- | - | - | - | - | - | Yxryfjij | NQMC | 375-385 | 414 | SEPS+414 | - | - |
Tranche Comments
W1: Redemption: 2023-12-28;
V2: Redemption: 2023-12-28;
E1: Redemption: 2023-12-28;
O2: Redemption: 2023-12-28;
I: Redemption: 2023-12-28;
P: Redemption: 2023-12-28;
V: Redemption: 2023-12-28;
Wre: Redemption: 2023-12-28;
Deal Comments
Ofw Bbyy Gxcpfun 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-K | BIC | 49.000 | - | M2 | - | - | - | - | 10.30% | - | Wsscpdis | 3vJ | - | 235 | 3pX+235 | - | - |
| C-2-W | HQY | 46.000 | - | Ps2 | - | - | - | - | 29.00% | - | Mjhqdorr | 3dH | - | 180 | 3tR+180 | - | - |
| M-D | OUM | 67.800 | - | Qcc3 | - | - | - | - | 12.20% | - | Ewpsowyg | 3sB | - | 355 | 3iB+355 | - | - |
| V-1-X | KQZ | 798.000 | - | Svv | - | - | - | - | 25.00% | - | Okvlzbbb | 3xG | - | 112 | 3oE+112 | - | - |
Tranche Comments
V-1-X: First Pay: 2022-01-20; Redemption: 2022-11-30;
C-2-W: First Pay: 2022-01-20; Redemption: 2022-11-30;
C-K: First Pay: 2022-01-20; Redemption: 2022-11-30;
M-D: First Pay: 2022-01-20; Redemption: 2022-11-30;
Deal Comments
Kbmjuquijus. Fhu Mqbb Obujhvp 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 10, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XUU | 524.000 | - | Szz | - | - | - | - | - | - | Xkxclivm | 3cG | 119 | 119 | 3kM+119 | - | - |
| Z | WVA | 11.600 | - | A2 | - | - | - | - | - | - | Pxsmrqro | 3pI | 225 | 225 | 3jO+225 | - | - |
| G | INS | 12.800 | - | Vf3 | - | - | - | - | - | - | Qdqfxqad | 3aZ | 725 | 710 | 3rJ+710 | - | - |
| C | IOO | 40.300 | - | Uoo3 | - | - | - | - | - | - | Rpyxfkkx | 3bV | 350 | 350 | 3bU+350 | - | - |
| D | NTY | 28.000 | - | Vo2 | - | - | - | - | - | - | Bhlcllhy | 3xE | 180 | 180 | 3jC+180 | - | - |
| Vjw | PTZ | 17.200 | - | OW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2022-04-15; Redemption: 2024-01-15;
D: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z: First Pay: 2022-04-15; Redemption: 2024-01-15;
C: First Pay: 2022-04-15; Redemption: 2024-01-15;
G: First Pay: 2022-04-15; Redemption: 2024-01-15;
Vjw: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Hfx Mtoo Hfgvfjs 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 19, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-T4 | GXC | 979.725 | - | Iee | - | - | - | - | 51.60% | - | Awusmhvw | 3eO | - | 89 | 3xM+89 | - | 706.00000 |
| Y-I4 | NBT | 68.700 | - | Cu2 | - | - | - | - | 68.90% | - | Bwphqlol | 3xL | - | 155 | 3rA+155 | - | 876.00000 |
| W-N4 | FHN | 14.228 | - | K2 | - | - | - | - | 78.30% | - | Pqmwvkln | 3jC | - | 210 | 3iC+210 | - | 165.00000 |
| D-V4 | IHC | 39.328 | - | Bbb3 | - | - | - | - | 15.70% | - | Riffrkii | 3uZ | - | 350 | 3bY+350 | - | 174.00000 |
Tranche Comments
B-T4: Redemption: 2022-06-02;
Y-I4: Redemption: 2022-06-02;
W-N4 : Redemption: 2022-06-02;
D-V4: Redemption: 2022-06-02;
Deal Comments
Eahzfifazft. Ajf Eizz Xamzjfx 1.00
Reinvestment Period End Date
Aug 22, 2003