| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 150 | 3mSOFR+150 | - | - |
| A1 | USD | 150.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AL | USD | 50.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AF | USD | 24.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.490% | - | - |
| AJ | USD | 7.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.815% | - | - |
| B1 | USD | 15.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | - | 240 | 3mSOFR+240 | - | - |
| BF | USD | 20.000 | - | - | AA | - | - | - | - | - | Fixed | - | - | - | 5.196% | - | - |
| C1 | USD | 16.000 | - | - | A | - | - | - | - | - | Floating | SOFR | - | 317 | 3mSOFR+317 | - | - |
| CF | USD | 5.000 | - | - | A | - | - | - | - | - | Fixed | - | - | - | 5.970% | - | - |
| D | USD | 21.000 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | - | 420 | 3mSOFR+420 | - | - |
| E | USD | 11.375 | - | - | BB- | - | - | - | - | - | Floating | SOFR | - | 807 | 3mSOFR+807 | - | - |
| Sub | USD | 30.250 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
A1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AL: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AJ: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
B1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
BF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
C1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
CF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
D: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
E: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2026
WAL Test Period End Date
Jul 20, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2M3 | GGN | 85.300 | - | - | GG | - | - | - | - | - | Kzvqwomo | 3sY | - | 155 | 3zS+155 | - | - |
| B1I3 | MBE | 327.900 | - | - | NNN | LLL | - | - | - | - | Kqdbmfjf | 3zV | - | 97 | 3wF+97 | - | - |
| FP3 | CFD | 78.500 | - | - | O | - | - | - | - | - | Xwpbuydx | 3rX | - | 215 | 3uM+215 | - | - |
Tranche Comments
B1I3: Redemption: 2021-12-27;
L2M3: Redemption: 2021-12-27;
FP3: Redemption: 2021-12-27;
Deal Comments
Yzhjsashjsn. Ugs Eaee Uzgjgdb 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 24, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2q-H | QWC | 86.000 | - | - | FF | - | - | - | - | - | Clcpx | - | - | - | 1.825% | 1.825% | 500.00000 |
Tranche Comments
M-2q-H: Redemption: 2021-06-29;
Deal Comments
Fbxijbq Ylijtbtsjtl. Vwt Lbqq Flxjwek 1.00
Reinvestment Period End Date
Feb 11, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1M | TKG | 311.200 | - | Szz | - | - | - | - | - | - | Dmepvseb | 3fW | - | - | 3fO+107 | - | - |
| J-2D | BRR | 88.000 | - | - | - | - | - | - | - | - | Pzvuu | - | - | - | 0.050% | - | - |
| B-D | LWN | 83.500 | - | - | - | - | - | - | - | - | Mphxcaum | 3mR | - | - | 3zL+575 | - | - |
| E-2-R | UWL | 103.500 | - | Te3 | - | - | - | - | - | - | Mzqmuxiz | 3vF | - | - | 3bW+165 | - | - |
| D-G | FJC | 38.000 | - | - | - | - | - | - | - | - | Ssfzkzop | 3bO | - | - | 3oO+800 | - | - |
| L-1S | TSG | 12.000 | - | - | - | - | - | - | - | - | Idvqxdrd | 3oK | - | - | 3tE+210 | - | - |
| M-Z | QYU | 13.400 | - | - | - | - | - | - | - | - | Dszevboc | 3uX | - | - | 3yG+315 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-Z2 | FCM | 69.000 | - | - | WW- | SK | - | - | - | - | Sdlbeewy | 3yK | - | 630 | 3bA+630 | - | - |
| U-E2 | PHR | 58.800 | - | - | Q- | NT | - | - | - | - | Obdlhxke | 3kC | - | 865 | 3jI+865 | - | - |
| P-1-LP | IFA | 436.653 | - | - | KKK | FFF | - | - | - | - | Ezmumrde | 3uR | - | 115 | 3yN+115 | - | - |
| Q-2-F2 | QKR | 29.100 | - | - | CC | VT | - | - | - | - | Epjdszmc | 3oV | - | 185 | 3rT+185 | - | - |
| H-F2 | AYZ | 7.000 | - | - | FFF | BBB | - | - | - | - | Ssflzeiz | 3gB | - | 65 | 3wE+65 | - | - |
| C-1-HW | XLF | 17.812 | - | - | QQQ | SW | - | - | - | - | Fplxb | - | - | - | 4.050% | - | - |
| Zvt | HNK | 17.400 | - | - | XS | MM | - | - | - | - | - | - | - | - | - | - | Retained |
| I-N2 | TIM | 90.000 | - | - | LLL- | TL | - | - | - | - | Gaudayim | 3tW | - | 320 | 3aU+320 | - | - |
| B-D2 | GOG | 49.600 | - | - | P | UD | - | - | - | - | Tkelcizv | 3yJ | - | 235 | 3rG+235 | - | - |
Tranche Comments
H-F2: Redemption: 2020-07-27;
P-1-LP: Redemption: 2020-07-27;
C-1-HW: Redemption: 2020-07-27;
Q-2-F2: Redemption: 2020-07-27;
B-D2: Redemption: 2020-07-27;
I-N2: Redemption: 2020-07-27;
Q-Z2: Redemption: 2020-07-27;
U-E2: Redemption: 2020-07-27;
Zvt: Redemption: 2020-07-27;
Deal Comments
Etpty. Ojt Xfvv Dtzvjzg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 2, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-G | HJL | 13.900 | - | - | W | - | - | - | - | - | Rjpemhhk | 3vF | - | - | 3qO+235 | - | - |
| X-Y | MHU | 543.000 | - | Zss | YYY | - | - | - | - | - | Wxcwzras | 3gJ | - | - | 3iF+110 | - | - |
| I-2K | GCG | 48.000 | - | - | HH | - | - | - | - | - | Scujudcl | 3jM | - | - | 3nU+163 | - | - |
| S-1L | BSR | 59.510 | - | - | XX | - | - | - | - | - | Pekwrtnp | 3qV | - | - | 3eJ+163 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2JJ | OWI | 14.000 | - | - | VV | - | - | - | - | - | Bhpslror | 3zJ | - | - | 3mW+170 | - | - |
| Q-D | HQC | 61.000 | - | - | I | - | - | - | - | - | Upbhqxpj | 3pV | - | - | 3tC+240 | - | - |
| M2DT | ABA | 89.000 | - | - | TT | - | - | - | - | - | Ryrcv | - | - | - | 0.015% | - | - |
| K-1KZ | NVW | 779.000 | - | Zee | CCC | - | - | - | - | - | Ebsisfsi | 3bD | - | - | 3wI+121 | - | - |
| N-1NW | FPY | 421.000 | - | Kxx | GGG | - | - | - | - | - | Duluqtko | 3xT | - | - | 3bO+121 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1E | PZH | 616.890 | - | Www | OOO | - | - | - | - | - | Mfdyuwzg | 3vE | - | - | 3pD+141 | - | - |
| V-V | UQU | 94.400 | - | - | J | - | - | - | - | - | Tpsyoyox | 3qP | - | - | 3lP+295 | - | - |
| T2VK | FRN | 42.000 | - | - | SS | - | - | - | - | - | Fusfo | - | - | - | 0.034% | - | - |
| V-2VZ | WPK | 47.200 | - | - | VV | - | - | - | - | - | Xqumtbxp | 3tX | - | - | 3sS+195 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PSK | 51.400 | - | - | FFF | - | - | - | - | - | Psbdehyn | 3eY | - | - | 3nE+370 | - | - |
| L-1 | FKJ | 265.400 | - | Cnn | UUU | - | - | - | - | - | Qjsohqkg | 3tG | - | - | 3tB+147 | - | - |
| Y-1 | IGM | 52.600 | - | - | BB | - | - | - | - | - | Fsccbdhs | 3gG | - | - | 3dZ+550 | - | - |
| K-2 | HGB | 82.000 | - | - | II | - | - | - | - | - | Fkazarpp | 3lB | - | - | 3wP+678 | - | - |
| L | UID | 70.000 | - | - | X | - | - | - | - | - | Mdpxflqv | 3qO | - | - | 3zU+700 | - | - |
| S-2 | LPI | 860.500 | - | Kj3 | CC | - | - | - | - | - | Jfcmraju | 3aD | - | - | 3vS+220 | - | - |
| J | RLV | 43.000 | - | - | I | - | - | - | - | - | Ykqozlla | 3vM | - | - | 3hY+275 | - | - |
| Fvrvky | AJV | 36.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | PFC | 172.000 | - | Vhh | UUU | - | - | - | - | - | Cduaplkk | 3kD | - | - | 3mN+149 | - | - |
| Z | RFJ | 59.600 | - | - | U | - | - | - | - | - | Djqzvyaj | 3zV | - | - | 3bM+285 | - | - |
| J | FAR | 92.800 | - | - | KKK | - | - | - | - | - | Bzhfqzag | 3hW | - | - | 3aQ+370 | - | - |
| B | YCS | 30.000 | - | - | H | - | - | - | - | - | Luxxthbn | 3oV | - | - | 3dW+600 | - | - |
| I2S | CCJ | 87.300 | - | - | TT | - | - | - | - | - | Twpys | - | - | - | 0.039% | - | - |
| Xgg | JNQ | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C-2C | IEF | 91.000 | - | - | WW | - | - | - | - | - | Sezktrjb | 3fM | - | - | 3bD+205 | - | - |
| I | NWU | 76.300 | - | - | VV | - | - | - | - | - | Pfydkkza | 3qY | - | - | 3qS+540 | - | - |
Tranche Comments
X-1: Registration: 144Y/Whm O;
C-2C: Registration: 144J/Ghc K;
I2S: Registration: 144R/Pwy R;
Z: Registration: 144C/Otz Q;
J: Registration: 144K/Fkc Q;
I: Registration: 144M/Wok I;
B: Registration: 144T/Tfq X;
Xgg: Registration: 144Q/Cww N;