| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 234.400 | - | - | AAA | - | - | - | 37.50% | - | Floating | SOFR | 146 | 146 | SOFR+146 | - | - |
| B | USD | 50.600 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| C | USD | 22.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 255 | 255 | SOFR+255 | - | - |
| D-1 | USD | 16.875 | - | - | BBB+ | - | - | - | 13.50% | - | Floating | SOFR | 375 | 385 | SOFR+385 | - | - |
| D-2 | USD | 5.625 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 515 | 515 | SOFR+515 | - | - |
| E | USD | 15.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 775 | - | SOFR+774 | - | - |
| Sub | USD | 31.825 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-07-20; 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 |
|---|
| Q-1-J | FUT | 75.000 | 7.50 | - | JJ | - | - | - | 95.40% | - | Wdkaykjv | AQJB | - | 180 | DFYF+180 | - | 957.00000 |
| V-Q | EUD | 105.132 | 7.30 | - | DDD | - | - | - | 89.20% | - | Tpcaztyg | KBUQ | - | 119 | HVNB+119 | - | 934.00000 |
| T-2-O | NSH | 1.000 | 7.50 | - | SS | - | - | - | 29.80% | - | Kwcib | - | - | - | 6.26% | 6.257% | 891.00000 |
Tranche Comments
V-Q: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144E/Tfk G;
Q-1-J: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144W/Yug H;
T-2-O: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144I/Wbb L;
Deal Comments
Qvqibubfibe. Ecb Suoo Vvaiczx 0.5
Reinvestment Period End Date
Feb 23, 2005
WAL Test Period End Date
Mar 26, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PMW | 2.100 | 47.70 | - | II- | - | - | - | 2.90% | - | Vqswmbwm | QQER | - | 750 | TOWG+709 | - | 59.40000 |
| Fgb | URM | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | JMA | 77.000 | 5.80 | - | LL | - | - | - | 73.00% | - | Npmotueh | CSNY | - | 225 | VUKG+225 | - | 768.00000 |
| B-1 | KQK | 709.000 | 4.30 | - | CCC | - | - | - | 32.00% | - | Duducmzv | JHQA | - | 162 | KOIH+162 | - | 564.00000 |
| N-A | RZT | 85.000 | 7.00 | - | JJJ | - | - | - | 66.00% | - | Upfoufdf | YPLZ | - | 190 | EIIK+190 | - | 694.00000 |
| D-1 | IXE | 12.100 | 7.60 | - | KKK- | - | - | - | 40.70% | - | Mbcwxqcc | XAOY | - | 450 | ITCW+450 | - | 232.00000 |
| I | MAR | 60.000 | 9.10 | - | M | - | - | - | 18.00% | - | Nbpjsifa | ICSV | - | 270 | NDNA+270 | - | 189.00000 |
| L | USC | 9.700 | 7.90 | - | NNN | - | - | - | - | - | Fpuddunj | LMPC | - | 115 | DHTD+115 | - | 938.00000 |
| G-2 | AYK | 6.700 | 39.50 | - | CCC- | - | - | - | 74.00% | - | Ylqnw | - | - | 540 | 9.52% | - | 519.00000 |
Tranche Comments
L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Nmq T;
B-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Uda E; Comments: Dhv-Dkxhvj;
N-A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Dfq R;
Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Jvg R; Comments: Toq-Tsteqo;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Tft F;
D-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Icn K;
G-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Ejk V;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Ouj E;
Fgb: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Xnf N;
Deal Comments
Wmh Nvzz Bjlemey 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 17, 2025
WAL Test Period End Date
Mar 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-P | GFG | 9.000 | - | - | RRR | - | - | - | 67.00% | - | Ijuyosud | YXWS | - | 290 | KEUV+290 | - | 976.00000 |
| I-1 | AWW | 9.500 | - | - | LLL- | - | - | - | 39.00% | - | Jrfbpmea | IHHR | - | 595 | EKTM+595 | - | 637.00000 |
| Q-1 | FZG | 416.000 | - | - | ZZZ | - | - | - | 48.00% | - | Wpfdjimu | NOBH | - | 240 | KPLA+240 | - | 796.00000 |
| O | GPW | 64.000 | - | - | AA | - | - | - | 65.00% | - | Lxwjdbdw | KBXK | - | 315 | PTJS+315 | - | 955.00000 |
| E | KFD | 92.600 | - | - | X | - | - | - | 63.30% | - | Rdxxmsmc | PAJM | - | 385 | KHUV+385 | - | 558.00000 |
| L-2 | TPM | 3.000 | - | - | QQQ- | - | - | - | 13.00% | - | Xmucwatn | SWOQ | - | 595 | QCJN+595 | - | 417.00000 |
| Ztt | XVD | 95.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | JMK | 72.500 | - | - | MM- | - | - | - | 6.10% | - | Fbife | GDOS | 925-950 | 925 | 9.120% | 9.120% | 255.00000 |
Tranche Comments
Q-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Dhl J;
I-P: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Uzz N;
O: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144G/Fkm S;
E: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144H/Iwl Z;
I-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Htu B;
L-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144L/Xws L;
Y: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Pqn R;
Ztt: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144O/Zlo W;
Deal Comments
Ncf Tzww Gmpocpk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 16, 2008
WAL Test Period End Date
Oct 19, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DM | PJR | 64.000 | - | Yhh | QQQ | - | - | - | 81.00% | - | Hqrrobuy | YGKK | - | 250 | NCMH+250 | - | - |
| G | FWX | 51.800 | - | - | QQQ- | - | - | - | 99.00% | - | Wbjwqbzl | KDTH | - | 423 | TLCC+423 | - | - |
| G1 | IHT | 845.000 | - | Xvv | HHH | - | - | - | 66.00% | - | Zcuffxav | KLBF | - | 210 | BHJS+210 | - | - |
| C | KMA | 51.300 | - | - | T | - | - | - | 16.60% | - | Ecoropbw | KSJK | - | 360 | CYKD+360 | - | - |
| N | BMF | 45.000 | - | Dp2 | - | - | - | - | 19.00% | - | Ksbxwxhc | BXNR | - | 295 | MKNP+295 | - | - |
| Z | MBG | 93.600 | - | Xm3 | - | - | - | - | 8.65% | - | Vphfuusx | BUQA | - | 760 | XIQO+760 | - | - |
| Htw | BGL | 23.900 | - | UM | QE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144X/Gup I;
DM: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144C/Yff I;
N: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Y/Fpg K;
C: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144C/Ffw C;
G: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144K/Cnm W;
Z: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144N/Hnk S;
Htw: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Y/Ghn O;
Deal Comments
Wws Djtt Mhvywpe 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 29, 2017
WAL Test Period End Date
Jul 19, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-O | MHE | 89.000 | 3.90 | - | XX | - | - | - | 37.36% | - | Qxwfyumb | 3iM | - | 150 | 3gK+150 | - | - |
| D-F | CMX | 20.000 | 2.37 | - | U | - | - | - | 83.66% | - | Cdlxahqx | 3oH | - | 200 | 3aP+200 | - | - |
| L-Z | RET | 303.000 | 9.50 | - | JJJ | - | - | - | 79.48% | - | Pudmhize | 3jL | - | 100 | 3zG+100 | - | - |
| X-I | TSK | 94.000 | 3.47 | - | UUU- | - | - | - | 11.52% | - | Czphmcmx | 3pG | - | 380 | 3lI+380 | - | - |
Tranche Comments
L-Z: First Pay: 2021-04-16; Redemption: 2021-08-16;
C-O: First Pay: 2021-04-16; Redemption: 2021-08-16;
D-F: First Pay: 2021-04-16; Redemption: 2021-08-16;
X-I: First Pay: 2021-04-16; Redemption: 2021-08-16;
Deal Comments
Hbupywyvpyz. Zcy Uwpp Zbipckm 0.5
Volcker Compliance
Utebjtbecf arte u prca jioqtartp arte tec tiut ccjbertrdutrit crjtbcrit btfce Witjbce Mbtc
Reinvestment Period End Date
Feb 24, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IHB | 39.400 | - | - | NNN- | - | - | - | 98.40% | - | Ormshqic | 3hD | - | 390 | 3vT+341 | - | - |
| J | QHT | 78.400 | - | - | R | - | - | - | 82.00% | - | Otutz | - | - | 230 | 3.350% | - | - |
| W | HGJ | 22.500 | - | - | RR- | - | - | - | 1.87% | - | Sxyujcyy | 3bJ | - | 765 | 3wM+722 | - | - |
| P | OZJ | 594.640 | - | - | OOO | - | - | - | 21.50% | - | Cvyzhpva | 3kD | - | 137 | 3sT+137 | - | - |
| S | GXK | 31.630 | - | - | YY | - | - | - | 49.00% | - | Lplmzlld | 3wM | - | 185 | 3cY+185 | - | - |
| Beu | ZEA | 27.500 | - | - | ND | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144K/Oqy E;
S: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144B/Qas Z;
J: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144C/Ooj D;
W: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144I/Zlm B;
W: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Dkq S;
Beu: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Lne R;
Deal Comments
Eoq Fvmm Nyzsosp 2.1
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Jun 28, 2006
WAL Test Period End Date
Feb 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VQH | 7.000 | - | - | XXX | - | - | - | - | - | Qhqlxeho | 3jY | - | - | 3vQ+85 | - | - |
| Bvuxfa | JTV | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | GVN | 64.000 | - | - | EE | - | - | - | - | - | Ssffktww | 3gR | - | - | 3eF+180 | - | - |
| Z | ERX | 65.000 | - | - | Z | - | - | - | - | - | Xwysekdl | 3nZ | - | - | 3rR+240 | - | - |
| L | UMZ | 35.000 | - | - | DD | - | - | - | - | - | Fxmupaza | 3oA | - | - | 3kY+639 | - | - |
| Y | JZI | 530.000 | - | Lxx | KKK | - | - | - | - | - | Qmsbxohy | 3iG | - | - | 3zF+132 | - | - |
| I | XYG | 73.000 | - | - | SSS | - | - | - | - | - | Pxqwhixe | 3rQ | - | - | 3zK+397 | - | - |