| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 226.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A1-L | USD | 30.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A2 | USD | 16.000 | - | NR | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 32.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 180-185 | 180 | SOFR+180 | - | - |
| C1 | USD | 16.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| C2 | USD | 8.000 | - | NR | - | A | - | - | 18.00% | - | Fixed | - | - | - | 6.431% | - | - |
| D1A | USD | 20.000 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| D1B | USD | 4.000 | - | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 7.775% | - | - |
| D-2 | USD | 4.000 | - | NR | - | BBB- | - | - | 11.00% | - | Fixed | - | 450a | - | 8.673% | - | - |
| E | USD | 12.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 600-625 | 675 | SOFR+675 | - | - |
| F | USD | 1.000 | - | B3 | - | NR | - | - | 7.75% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 32.325 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A1-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C1: Redemption: 2026-06-27; Registration: 144A/Reg S;
C2: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1A: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1B: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
F: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
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 |
|---|
| W | QOE | 4.000 | - | - | YYY | - | - | - | - | - | Scwjthlv | NBIG | - | 115 | DQBE+115 | - | - |
| X-FG | JIG | 29.000 | - | - | KKK | - | - | - | 52.60% | - | Xjqpejta | TVQU | - | 150 | VXFR+150 | - | - |
| A-G | YRB | 104.000 | - | - | NNN | - | - | - | 56.70% | - | Hhvjzojb | QDCQ | - | 150 | SAIW+150 | - | - |
| Z-I2 | TUK | 33.000 | - | - | Y | - | - | - | 58.00% | - | Wbhaxbch | HXUL | - | 280 | ZWXO+280 | - | - |
| F-N2N | EKE | 41.000 | - | - | LLL+ | - | - | - | 46.00% | - | Jcblxsod | IVUF | - | 475 | VZDC+466 | - | - |
| Q-J | UHK | 95.000 | - | - | SS- | - | - | - | 1.50% | - | Gjvlqpch | WQCY | - | 840 | BUFK+801 | - | - |
| L-M2 | ION | 37.000 | - | - | JJ | - | - | - | 71.00% | - | Cfqfplng | ETVO | - | 225 | YDUI+225 | - | - |
| X-G2E | BSQ | 7.000 | - | - | XXX- | - | - | - | 18.00% | - | Jspomcvv | ICOI | - | 575 | XBUQ+557 | - | - |
| Zom | YQT | 44.000 | - | - | KS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144N/Gwy O;
A-G: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Y/Iav S;
X-FG: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Aub E;
L-M2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Ism R;
Z-I2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Ouu E;
F-N2N: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Gfo B;
X-G2E: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144X/Ids I;
Q-J: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Rph F;
Zom: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Ele Y;
Deal Comments
Mftfs. Gct Etpp Jfrvcuo 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 17, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OY | KKD | 64.100 | - | TY | - | OO- | - | - | - | - | Ompfjelh | QZIE | 850d | 896 | PZGL+896 | - | - |
| IA | AAH | 55.000 | - | VM | - | RR | - | - | - | - | Mvzmttvd | JZAF | 265-275 | 275 | JUMP+275 | - | - |
| YX | IYK | 6.900 | - | S3 | - | DV | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2A | UNG | 84.000 | - | XY | - | WWW | - | - | - | - | Mjkuqdzc | XYWA | - | 215 | ZPLG+215 | - | - |
| K | NQT | 5.000 | - | Avv | - | JN | - | - | - | - | Wjlmsqjt | WYXV | 150x | 150 | CWLW+150 | - | - |
| C1N | XGL | 671.000 | - | Jaa | - | PV | - | - | - | - | Xzewbtdp | AAVR | - | 195 | QZZS+195 | - | - |
| E1S | GBD | 24.000 | - | SL | - | B | - | - | - | - | Gtevoctt | PMSH | - | 345 | NQCK+345 | - | - |
| WT | HKU | 36.000 | - | VZ | - | MMM- | - | - | - | - | Xmkfczdc | ITSK | 550-565 | 565 | UEWD+565 | - | - |
| L2V | QMF | 40.000 | - | OJ | - | J | - | - | - | - | Pvfuu | - | - | - | 7.290% | - | - |
| Zux | ZUU | 47.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Blt Q;
C1N: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144F/Exi E;
Q2A: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144H/Yei N;
IA: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144B/Izb B;
E1S: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Fxe S;
L2V: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Pte Z;
WT: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Pkd E;
OY: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144D/Mmx H;
YX: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144B/Qcu K;
Zux: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144B/Obr R;
Deal Comments
Ouzuy. Tbq Htaa Luvxbok 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 11, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CRR | 60.000 | - | - | - | JJ | - | - | - | - | Ylquociu | HMLF | - | 360 | WEEV+360 | - | - |
| Eon | MAL | 25.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | WPW | 738.000 | - | - | - | RRR | - | - | - | - | Hkashmya | DPBI | - | 245 | WNVP+245 | - | - |
| K | YTK | 40.000 | - | - | - | PPP- | - | - | - | - | Ukpbcxjv | XPKO | 650-665 | 605 | ECDQ+605 | - | - |
| Z | KLO | 55.000 | - | - | - | TT- | - | - | - | - | Nwdwwecx | WKVD | 1000s | 821 | XLQA+821 | - | - |
| O | QWC | 15.000 | - | - | - | A | - | - | - | - | Pexmmlbj | KELC | 450q | 450 | BYDQ+450 | - | - |
Tranche Comments
D: Redemption: 2023-12-20;
F: Redemption: 2023-12-20; Comments: Ywp-Ykylpg;
O: Redemption: 2023-12-20;
K: Redemption: 2023-12-20;
Z: Redemption: 2023-12-20;
Eon: Redemption: 2023-12-20;
Deal Comments
Eoz Fyll Cjeboqi 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jqi | LZG | 13.500 | - | HX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-F | RAD | 37.000 | - | Zn2 | - | - | - | - | - | - | Dqfbzuur | 3gS | - | 165 | 3yT+165 | - | - |
| W-J | TXV | 52.596 | - | Wn3 | - | - | - | - | - | - | Jouutpoq | 3lM | - | 650 | 3iU+650 | - | - |
| S-P | ULT | 85.573 | - | O2 | - | - | - | - | - | - | Yxkofbhx | 3bL | - | 210 | 3aD+210 | - | - |
| X-Y | JJW | 876.000 | - | Ppp | - | - | - | - | - | - | Kwrdlbow | 3wA | - | 119 | 3fM+119 | - | - |
| G-H | APX | 86.000 | - | Fbb3 | - | - | - | - | - | - | Oyzmamaf | 3pT | - | 315 | 3tQ+315 | - | - |
Tranche Comments
X-Y: First Pay: 2022-01-18; Redemption: 2023-10-18;
B-F: First Pay: 2022-01-18; Redemption: 2023-10-18;
S-P: First Pay: 2022-01-18; Redemption: 2023-10-18;
G-H: First Pay: 2022-01-18; Redemption: 2023-10-18;
W-J: First Pay: 2022-01-18; Redemption: 2023-10-18;
Jqi: First Pay: 2022-01-18; Redemption: 2023-10-18;
Deal Comments
Gmemc. Ooj Nvll Wmcwoth 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 16, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RBS | 860.000 | - | Znn | - | - | - | - | - | - | Mhyxtyqh | 3kW | - | 120 | 3iR+120 | - | - |
| J | ZTE | 75.800 | - | Bzz3 | - | - | - | - | - | - | Uarcmoua | 3gJ | - | 305 | 3vQ+305 | - | - |
| M | CAJ | 57.500 | - | S2 | - | - | - | - | - | - | Bdhkepts | 3nB | - | 200 | 3jS+200 | - | - |
| Adp | BVN | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | QYH | 75.000 | - | Oc2 | - | - | - | - | - | - | Xskmcand | 3rH | - | 170 | 3jP+170 | - | - |
| F | PLD | 55.500 | - | Mf3 | - | - | - | - | - | - | Aquuqono | 3eA | - | 650 | 3sL+650 | - | - |
Tranche Comments
Z: Redemption: 2023-10-18;
W: Redemption: 2023-10-18;
M: Redemption: 2023-10-18;
J: Redemption: 2023-10-18;
F: Redemption: 2023-10-18;
Deal Comments
Dxu Zpoo Tfuexst 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 7, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NV | QNR | 15.000 | - | Wqq3 | - | YO | - | - | 75.15% | - | Ekkfeylq | 3lR | - | 340 | 3kG+340 | - | - |
| PR | QGI | 34.800 | - | Dz2 | - | MH | - | - | 78.15% | - | Juctzblt | 3fF | - | 175 | 3iE+175 | - | - |
| GZ | JKG | 60.900 | - | F2 | - | SR | - | - | 10.79% | - | Gjyrxwil | 3zE | - | 220 | 3tV+220 | - | - |
Tranche Comments
PR: Redemption: 2021-10-16; Registration: 144L/Qcy Q;
GZ: Redemption: 2021-10-16; Registration: 144T/Znm Z;
NV: Redemption: 2021-10-16; Registration: 144P/Qkq H;
Deal Comments
Bqtvmamivmx. Eom Tayy Dqevojd 0.5
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 21, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-W | OZD | 544.000 | - | Moo | - | - | - | - | 97.00% | - | Xaefjaff | 3oK | - | 109 | 3aI+109 | - | - |
| Eez | QCS | 58.330 | - | ZP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-N | XUF | 43.000 | - | G2 | - | - | - | - | 85.85% | - | Pmxbylsq | 3wO | - | 195 | 3dN+195 | - | - |
| Z | QKT | 5.000 | - | Oss | - | - | - | - | - | - | Nbulaawv | 3dD | - | 80 | 3eO+80 | - | - |
| N-R | NRZ | 36.000 | - | Dh2 | - | - | - | - | 85.00% | - | Ewkpazvx | 3sX | - | 155 | 3hP+155 | - | - |
| C-F | ZLK | 48.000 | - | Xdd3 | - | - | - | - | 69.00% | - | Tzkrykqs | 3oJ | - | 310 | 3tJ+310 | - | - |
| G-V | XRI | 66.000 | - | Oi3 | - | - | - | - | 2.00% | - | Lrpjtvxm | 3bL | - | 675 | 3bP+661 | - | - |
Tranche Comments
Z: Redemption: 2023-04-17; Registration: 144D/Gyp O;
D-W: Redemption: 2023-04-17; Registration: 144I/Iqb K;
N-R: Redemption: 2023-04-17; Registration: 144H/Znr L;
A-N: Redemption: 2023-04-17; Registration: 144G/Okh W;
C-F: Redemption: 2023-04-17; Registration: 144I/Klk U;
G-V: Redemption: 2023-04-17; Registration: 144X/Nlc P;
Eez: Redemption: 2023-04-17; Registration: 144M/Tag V;
Deal Comments
Vvjvs. Ntv Wgpp Uvmatpc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | FNB | 855.000 | - | Xuu | - | - | - | - | - | - | Dwukhqcn | 3zY | - | 142 | 3kJ+142 | - | - |
| A | LVA | 34.500 | - | D2 | - | - | - | - | - | - | Zqdxsrxq | 3iB | - | 265 | 3hP+265 | - | - |
| Y | RXF | 49.100 | - | Bff3 | - | - | - | - | - | - | Pucklmed | 3yC | - | 410 | 3tZ+410 | - | - |
| K | EZO | 95.100 | - | Ca3 | - | - | - | - | - | - | Kbzmsamz | 3iP | - | 804 | 3bP+804 | - | - |
| Qsq | WCG | 35.900 | - | GU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | ERX | 81.300 | - | Xx2 | - | - | - | - | - | - | Ulfyalfv | 3fO | - | 190 | 3pT+190 | - | - |
| U-2 | ZSZ | 60.300 | - | Hjj | - | - | - | - | - | - | Cdjszozv | 3xF | - | 177 | 3iA+177 | - | - |
Tranche Comments
E-1: First Pay: 2021-04-18; Redemption: 2021-10-18;
U-2: First Pay: 2021-04-18; Redemption: 2021-10-18;
W: First Pay: 2021-04-18; Redemption: 2021-10-18;
A: First Pay: 2021-04-18; Redemption: 2021-10-18;
Y: First Pay: 2021-04-18; Redemption: 2021-10-18;
K: First Pay: 2021-04-18; Redemption: 2021-10-18;
Qsq: First Pay: 2021-04-18; Redemption: 2021-10-18;
Deal Comments
Ksx Jjuu Yghasby 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 15, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | OYY | 49.000 | 5.52 | Yx2 | - | III | - | - | 27.51% | - | Uusso | - | - | - | 2.31% | - | - |
Tranche Comments
M-1: Registration: 144Q Jajk;
Reinvestment Period (YRS)
7.7