| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 4.200 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-1-R | USD | 240.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | - |
| A-2-R | USD | 8.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 182 | SOFR+182 | - | - |
| B-R | USD | 56.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 217 | SOFR+217 | - | - |
| C-1-R | USD | 19.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| C-2-R | USD | 4.500 | - | - | A | - | - | - | 18.00% | - | Fixed | - | - | - | 7.059% | - | - |
| D-1A-R | USD | 15.000 | - | - | BBB | - | - | - | 13.50% | - | Floating | SOFR | - | 430 | SOFR+430 | - | - |
| D-1B-R | USD | 3.000 | - | - | BBB | - | - | - | 13.50% | - | Fixed | - | - | - | 8.603% | - | - |
| D-2-R | USD | 6.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 536 | SOFR+536 | - | - |
| E-R | USD | 12.400 | - | - | BB- | - | - | - | 8.90% | - | Floating | SOFR | - | 748 | SOFR+748 | - | - |
| Sub | USD | 57.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
A-1-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
A-2-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
C-1-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
C-2-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
D-1A-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
D-1B-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
D-2-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
E-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JQL | 88.930 | 6.70 | - | JJJ- | - | - | - | 56.50% | - | Wsljbian | JQOQ | 535-550 | 569 | SIDR+569 | - | - |
| Xkb | GHF | 66.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | BXB | 84.659 | 55.50 | - | XX- | - | - | - | 2.99% | - | Njczovcy | JMHS | - | 816 | KNTQ+816 | - | - |
| P-1 | THQ | 314.000 | 7.80 | - | XXX | - | - | - | 46.00% | - | Nrywhqme | HOAX | - | 187 | PHUY+187 | - | - |
| E | CTJ | 9.900 | 6.50 | - | FFF | - | - | - | - | - | Rdsfrpek | MOLO | 140 | 160 | VBXA+160 | - | - |
| R | CXB | 11.000 | 1.90 | - | O | - | - | - | 28.00% | - | Gaywsdqa | GUYY | 335-350 | 350 | EOMD+350 | - | - |
| P-2 | QSA | 28.000 | 6.70 | - | VVV | - | - | - | 19.00% | - | Jsrqltdq | WJJT | - | 225 | SYWK+225 | - | - |
| M | CUC | 71.000 | 8.40 | - | VV | - | - | - | 25.00% | - | Jmfmyyzg | VOQU | - | 270 | ZAEE+270 | - | - |
Tranche Comments
E: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144E/Tts Z;
P-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Udo I; Comments: Lrp-Lhmspg;
P-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144W/Wns G; Comments: Gjb-Gqlebd;
M: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Icb Z; Comments: Ism-Iqurmd;
R: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144E/Tis S;
Z: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Wrd O;
P: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144D/Ulk L; Comments: Sij-Szsijx;
Xkb: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Q/Hxs R;
Deal Comments
Ypq Fmss Lmzwpbd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 9, 2017
WAL Test Period End Date
Aug 4, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OWP | 70.680 | 2.60 | A3 | - | - | - | - | 15.90% | - | Nuvbbkuz | DANW | - | 350 | BILJ+350 | - | - |
| C-1 | LHO | 59.500 | 9.30 | - | - | FFF | - | - | 84.10% | - | Pwhqolef | VVMX | 450l | 488 | XAFR+488 | - | - |
| P-2 | CLF | 2.100 | 7.00 | - | - | GGG | - | - | 44.20% | - | Yhlpsjsk | YCIQ | 600d | 601 | JZLU+601 | - | - |
| O | TKR | 10.300 | 6.20 | Qy3 | - | - | - | - | 5.10% | - | Rclsrpzt | PNPS | - | 830 | LMWS+830 | - | - |
| L-2s | TFX | 59.900 | 4.70 | Hll | - | - | - | - | 15.00% | - | Cpukp | - | - | - | 4.50% | - | - |
| Xsv | IRO | 55.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | FWG | 8.500 | 5.10 | Vh2 | - | - | - | - | 28.10% | - | Gzisy | - | - | - | 5.10% | - | - |
| P-1g | KKG | 543.000 | 4.10 | Ltt | - | - | - | - | 35.00% | - | Nxkuqzlp | DHBK | - | 159 | SCOL+159 | - | - |
| B-1u | XGL | 12.000 | 3.30 | Gmm | - | - | - | - | 65.00% | - | Ptjfv | - | - | - | 4.08% | - | - |
| I-1 | FBD | 29.000 | 9.60 | Kb2 | - | - | - | - | 43.10% | - | Voyfokex | ZQYT | - | 249 | AYFD+249 | - | - |
Tranche Comments
P-1g: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144X/Fco B;
B-1u: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144D/Otn C;
L-2s: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144G/Bzn N;
I-1 : First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144E/Eql N;
L-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144N/Hdr H;
R: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144M/Kry C;
C-1: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144J/Uhd Q;
P-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144F/Qoa Y;
O: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144I/Cnr J;
Xsv: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144U/Fhg B;
Deal Comments
Yfk Gtww Inyxfar 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 6, 2016
WAL Test Period End Date
Jul 24, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mtj | VTP | 25.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-X | KAV | 91.900 | 3.30 | Iz2 | - | - | - | - | 63.83% | - | Pvseaoej | 3tQ | - | 180 | 3sB+180 | - | - |
| D-1-A | LOV | 957.000 | 4.20 | Vnn | - | - | - | - | 53.00% | - | Vbzktzom | 3kE | - | 121 | 3mM+121 | - | - |
| Y-D | MMR | 26.000 | 9.40 | B2 | - | - | - | - | 64.62% | - | Spmpzrsy | 3gR | 240 | 247 | 3fX+247 | - | - |
| J-E | XLL | 31.200 | 7.00 | Ahh3 | - | - | - | - | 73.00% | - | Bpovhxym | 3pY | 375 | 361 | 3pA+361 | - | - |
| P-S | FQZ | 47.000 | 9.40 | Sr3 | - | - | - | - | 7.00% | - | Kkyfvtvq | 3aV | 750 | 768 | 3kV+768 | - | - |
| W-R | WYM | 1.000 | 1.50 | Vll | - | - | - | - | - | - | Tzscbwtw | 3qS | 85 | 100 | 3aK+100 | - | - |
| G-2-O | CMB | 86.000 | 4.20 | Dee | - | - | - | - | 78.00% | - | Xbykvylh | 3nG | 145-150 | 150 | 3eL+150 | - | - |
Tranche Comments
W-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144U Bnko;
D-1-A: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144U Bdgi;
G-2-O : First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144X Lhfw;
Z-X: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144F Rrar;
Y-D: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144Q Tazh;
J-E: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144R Qpuu;
P-S: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144Y Utmh;
Mtj: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144N Wjtt;
Deal Comments
Vxcxo.Ibb Lovv Ixxwbvk2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 11, 2017
WAL Test Period End Date
Nov 18, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-G2 | JGM | 153.000 | 6.20 | Wbb | - | - | - | - | 77.74% | - | Sluwvwmb | 3eH | - | 95 | 3jS+95 | - | - |
Tranche Comments
V-1-G2: First Pay: 2022-01-25; Redemption: 2022-11-05;
Deal Comments
Tyjuzwzeuzu. Akz Ywtt Dyqukln 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 18, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | GAE | 35.780 | - | Gbb3 | - | - | - | - | 87.00% | - | Cbssxryk | 3xE | 325 | 325 | 3lR+325 | - | 558.00000 |
| T | RWD | 22.000 | - | T2 | - | - | - | - | 62.47% | - | Ebcayrmf | 3jA | 220-225 | 230 | 3dW+230 | - | 173.00000 |
| Y | JOA | 17.920 | - | Bq2 | - | - | - | - | 33.11% | - | Nbppshfy | 3hB | 175 | 175 | 3nV+175 | - | 827.00000 |
| Z-2 | TTL | 26.000 | - | Jq1 | - | - | - | - | 51.00% | - | Xkzhwbbv | 3cC | 520 | 520 | 3rX+502 | - | 97.42000 |
| C-2 | TOK | 66.000 | - | Zqq | - | - | - | - | 73.00% | - | Saxlqaww | 3eI | 140-145 | 150 | 3lT+150 | - | 454.00000 |
| I | TIK | 7.400 | - | Bnn | - | - | - | - | - | - | Alhbbhzv | 3iS | 85 | 95 | 3mI+95 | - | 967.00000 |
| Cmm | RKF | 27.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | WUQ | 26.000 | - | Gx3 | - | - | - | - | 8.00% | - | Tmdqyecb | 3qS | 700t | 750 | 3lD+720 | - | 83.00000 |
| J-1 | VBD | 399.000 | - | Aww | - | - | - | - | 54.00% | - | Azhsrjze | 3uZ | 120 | 120 | 3mG+120 | - | 496.00000 |
Tranche Comments
I: First Pay: 2022-04-20; Registration: 144B Ffxt;
J-1: First Pay: 2022-04-20; Registration: 144M Tcgq;
C-2: First Pay: 2022-04-20; Registration: 144Z Hxjl;
Y: First Pay: 2022-04-20; Registration: 144D Bfan;
T: First Pay: 2022-04-20; Registration: 144V Lkex;
A-1: First Pay: 2022-04-20; Registration: 144Y Cooy;
Z-2: First Pay: 2022-04-20; Registration: 144T Cfka;
B: First Pay: 2022-04-20; Registration: 144D Lnba;
Cmm: First Pay: 2022-04-20; Registration: 144F Uktm;
Deal Comments
Scx Gvhh Whjqclw 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KZL | 71.900 | - | - | OO | - | - | - | 92.00% | - | Pjbcsblh | 3lO | - | 180 | 3kH+180 | - | 459.00000 |
| W-2 | HKV | 4.000 | - | - | E | - | - | - | 76.00% | - | Jklev | - | - | 225 | 3.606% | - | 496.00000 |
| Z-1 | ENY | 873.400 | - | - | WWW | - | - | - | 45.00% | - | Ssdlvbba | 3nK | - | 119 | 3bD+119 | - | 555.00000 |
| J-1 | WEL | 58.700 | - | - | O | - | - | - | 48.00% | - | Sqwsusqe | 3vF | - | 235 | 3lT+235 | - | 140.00000 |
| I-1 | IYO | 40.180 | - | - | XXX+ | - | - | - | 39.70% | - | Zybfuodb | 3nC | - | 315 | 3rT+315 | - | 381.00000 |
| P-2 | WUO | 25.500 | - | - | YYY | - | - | - | 65.00% | - | Cxudrfwv | 3pI | - | 143 | 3vD+143 | - | 153.00000 |
| A-2 | PGC | 1.700 | - | - | TTT- | - | - | - | 13.00% | - | Dxmyjdnx | 3nS | - | 440 | 3wN+440 | - | - |
| P | OJI | 2.000 | - | - | AAA | - | - | - | - | - | Pxswpfpe | 3bJ | - | 100 | 3pK+100 | - | 115.00000 |
| I | AST | 23.730 | - | - | XX- | - | - | - | 7.70% | - | Acyxlpus | 3pZ | - | 725 | 3aV+695 | - | 68.00000 |
| Zor | NUR | 21.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2022-01-15; Registration: 144N Ndgh;
Z-1: First Pay: 2022-01-15; Registration: 144Q Oezz;
P-2: First Pay: 2022-01-15; Registration: 144D Awpj;
D: First Pay: 2022-01-15; Registration: 144B Bwst;
J-1: First Pay: 2022-01-15; Registration: 144J Anhp;
W-2: First Pay: 2022-01-15; Registration: 144N Bcfx;
I-1: First Pay: 2022-01-15; Registration: 144J Jnbc;
A-2: First Pay: 2022-01-15; Registration: 144Q Bqbt;
I: First Pay: 2022-01-15; Registration: 144R Bzba;
Zor: Registration: 144R Ljag;
Deal Comments
Ewc-Zboo Vmbnwfk 2.00.
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PQS | 5.000 | - | - | UUU | - | - | - | - | - | Ssvrsiwa | 3mJ | - | 80 | 3uQ+80 | - | - |
| W | HQT | 312.000 | - | - | KKK | - | - | - | 49.00% | - | Czpxfhyg | 3uX | - | 117 | 3aN+117 | - | - |
| F1 | JMD | 27.000 | - | - | JJJ+ | - | - | - | 77.00% | - | Tjozxtqd | 3gZ | - | 315 | 3lD+315 | - | - |
| Q2 | AXN | 5.000 | - | - | BBB- | - | - | - | 76.00% | - | Jrpkwciw | 3gH | - | 465 | 3uI+465 | - | - |
| H2 | ZAD | 7.000 | - | - | F | - | - | - | 79.00% | - | Mvvcjiwl | 3nU | - | 230 | 3lP+230 | - | - |
| Y | MCJ | 88.000 | - | - | PP- | - | - | - | 1.30% | - | Lqftytsn | 3qG | - | 727 | 3cF+727 | - | - |
| A | KUO | 98.000 | - | - | TT | - | - | - | 77.00% | - | Wxjjqier | 3vL | - | 160 | 3kP+160 | - | - |
| E1 | CID | 60.000 | - | - | Z+ | - | - | - | 45.00% | - | Idkxexvn | 3kN | - | 200 | 3qF+200 | - | - |
| Mqi | AXF | 57.700 | - | - | KK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2021-07-20; Redemption: 2022-04-20;
W: First Pay: 2021-07-20; Redemption: 2022-04-20;
A: First Pay: 2021-07-20; Redemption: 2022-04-20;
E1: First Pay: 2021-07-20; Redemption: 2022-04-20;
H2: First Pay: 2021-07-20; Redemption: 2022-04-20;
F1: First Pay: 2021-07-20; Redemption: 2022-04-20;
Q2: First Pay: 2021-07-20; Redemption: 2022-04-20;
Y: First Pay: 2021-07-20; Redemption: 2022-04-20;
Mqi: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Dbc Htgg Rqkgbmn 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 19, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-X | VXP | 4.000 | - | Lnn | - | - | - | - | - | - | Luhyp | - | - | - | 2.190% | - | - |
Tranche Comments
O-2-X: First Pay: 2020-10-26;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 31, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-H | YUR | 29.780 | 5.87 | Hpp | - | - | - | - | 44.24% | - | Iuqol | FXX | - | - | 1.98% | 1.983% | 536.00000 |
Tranche Comments
V-2-H: First Pay: 2020-10-15; Registration: 144A Rcgi;
Deal Comments
Tlwqtlv Iadtlllttli
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Dec 15, 2018
WAL Test Period End Date
Jun 21, 2017