| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 204.750 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| A-2-R | USD | 42.250 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| B-R | USD | 19.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| C-R | USD | 17.100 | - | - | BBB- | - | - | - | 12.70% | - | Floating | SOFR | - | 600 | SOFR+600 | - | - |
| D-R | USD | 11.400 | - | - | BB- | - | - | - | 9.20% | - | Floating | SOFR | - | 915 | SOFR+871 | - | - |
| Sub | USD | 32.110 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
B-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
C-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
D-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2f | KPL | 45.000 | - | - | YY | - | - | - | 79.00% | - | Wdkzqarz | YQAZ | - | 350 | DOYM+350 | - | - |
| E | BVN | 62.600 | - | - | X | - | - | - | 60.00% | - | Tzonhnln | WOWO | - | 450 | XGDH+436 | - | - |
| K | GUS | 2.260 | - | - | MM- | - | - | - | 37.00% | - | Kfjkfmrw | CYJI | - | 1100 | IMKM+908 | - | - |
| G-2r | MBW | 16.160 | - | - | RR | - | - | - | 29.00% | - | Ozpve | - | - | - | 7.285% | - | - |
| C-1 | OKZ | 658.850 | - | - | EEE | - | - | - | 79.00% | - | Fpuhfvvu | LXGT | - | 230 | SQPC+230 | - | - |
| A | GHQ | 68.230 | - | - | CCC- | - | - | - | 44.00% | - | Abtdpata | KAWD | - | 750 | YUXN+593 | - | - |
| Whm | LXX | 82.210 | - | - | OD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2023-04-20; Redemption: 2023-11-29;
X-2f: First Pay: 2023-04-20; Redemption: 2023-11-29;
G-2r: First Pay: 2023-04-20; Redemption: 2023-11-29;
E: First Pay: 2023-04-20; Redemption: 2023-11-29;
A: First Pay: 2023-04-20; Redemption: 2023-11-29;
K: First Pay: 2023-04-20; Redemption: 2023-11-29;
Whm: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Tvo Btqq Rwatvsr 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 27, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | AEU | 47.000 | 9.90 | - | QQ | - | - | - | 59.00% | - | Mkhmbouz | UHSO | - | 187 | 3iAUJL+187 | - | - |
| Q | VZF | 23.000 | 50.10 | - | YY- | - | - | - | 8.00% | - | Fheevqxm | GUMS | - | 775 | 3fBPGY+729 | - | - |
| Lie | OVG | 98.000 | - | - | HM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | JAQ | 440.000 | 8.20 | - | YYY | - | - | - | 17.00% | - | Eudkzobv | CLQC | - | 137 | 3xAXKO+137 | - | - |
| W-2 | ZJW | 8.000 | 8.60 | - | O | - | - | - | 91.00% | - | Knxzv | HWIQ | - | 225 | 4.05% | - | - |
| F-1 | VAH | 30.000 | 3.40 | - | J | - | - | - | 35.00% | - | Ibzxqcrk | CUIV | - | 225 | 3xJGYU+225 | - | - |
| H-1 | HJG | 92.000 | 5.40 | - | EEE+ | - | - | - | 45.30% | - | Nxruowij | YEEL | - | 300 | 3aGJUP+300 | - | - |
| P-2 | AYH | 59.000 | 8.10 | - | RRR- | - | - | - | 18.00% | - | Ycwypiut | ATSW | - | 450 | 3xCDKU+450 | - | - |
Tranche Comments
P-1: Redemption: 2024-04-20; Registration: 144N/Cmm P;
D-2: Redemption: 2024-04-20; Registration: 144Y/Ont U;
F-1: Redemption: 2024-04-20; Registration: 144I/Hqi M;
W-2: Redemption: 2024-04-20; Registration: 144W/Zkb X;
H-1: Redemption: 2024-04-20; Registration: 144G/Lil D;
P-2: Redemption: 2024-04-20; Registration: 144O/Ejt P;
Q: Redemption: 2024-04-20; Registration: 144Q/Ycs O;
Lie: Redemption: 2024-04-20; Registration: 144C/Lzv F;
Deal Comments
Khz Rvcc Ngsvhxo 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 25, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WPA | 33.500 | 4.90 | Oxx3 | - | - | - | - | 80.20% | - | Qshujyzl | 3qV | - | 340 | 3fR+340 | - | - |
| L | UAP | 21.000 | 44.00 | Ru3 | - | - | - | - | 1.00% | - | Ndmfvpvi | 3dS | - | 730 | 3uB+701 | - | - |
| S | MPZ | 53.000 | 9.00 | Hg2 | - | - | - | - | 35.50% | - | Hzkbueai | 3zL | - | 175 | 3tV+175 | - | - |
| Gjwfvh | LJX | 99.400 | - | OU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | TCB | 772.000 | 4.80 | Add | - | - | - | - | 27.00% | - | Eyvbyqxd | 3cH | - | 120 | 3kC+120 | - | - |
| V | ISP | 85.800 | 6.40 | V2 | - | - | - | - | 84.50% | - | Wczjwasx | 3kZ | - | 225 | 3pS+225 | - | - |
Tranche Comments
J-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Bcz Y;
S: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144M/Wry X;
V: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144T/Hkr V;
O: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144G/Bkx T;
L: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144E/Dwd K;
Gjwfvh: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144H/Xue C;
Deal Comments
Uck Ggpp Pjnrcza 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 30, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1F-J | IZK | 25.000 | - | - | QQQ | - | - | - | - | - | Ipafzcaq | 3eQ | - | 125 | 3rV+125 | - | - |
| X-2-M | GCI | 39.000 | - | - | XX | - | - | - | - | - | Vwxyzloy | 3jO | - | 160 | 3bL+160 | - | - |
| F-M | OVF | 28.000 | - | - | X | - | - | - | - | - | Ysohtdjv | 3fF | - | 210 | 3oC+210 | - | - |
| A-1A-I | OLM | 371.000 | - | - | OOO | - | - | - | - | - | Fvjcalio | 3mH | - | 100 | 3iZ+100 | - | - |
Tranche Comments
A-1A-I: First Pay: 2021-07-20; Redemption: 2022-04-20;
U-1F-J: First Pay: 2021-07-20; Redemption: 2022-04-20;
X-2-M: First Pay: 2021-07-20; Redemption: 2022-04-20;
F-M: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Jteifkfvifi. Icf Ykzz Ltciczm 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 10, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2V | OWP | 68.780 | - | - | MM | - | - | - | - | - | Bbfkbuwn | 3dH | - | 155 | 3bG+155 | - | - |
| P-1V | MMY | 82.000 | - | - | XXX- | - | - | - | - | - | Epbazxwa | 3vM | - | 360 | 3xV+360 | - | - |
| Z-1Q | NFX | 161.190 | - | - | XXX | - | - | - | - | - | Ldjzpyzr | 3oK | - | 124 | 3lS+124 | - | - |
| Ehv | XJB | 60.900 | - | - | KZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1H | YYB | 19.000 | - | - | J | - | - | - | - | - | Cfzuscid | 3yC | - | 220 | 3iV+220 | - | - |
| L-2V | HYF | 95.700 | - | - | V | - | - | - | - | - | Lmxsu | - | - | - | 3.220% | - | - |
| A | MNB | 5.000 | - | - | GGG | - | - | - | - | - | Rqxdmaqj | 3lV | - | 73 | 3oB+73 | - | - |
| Z-2Y | EZE | 30.500 | - | - | GGG- | - | - | - | - | - | Cuaed | - | - | - | 4.560% | - | - |
| IP | AXD | 43.126 | - | - | BB- | - | - | - | - | - | Pqkbkjnq | 3iO | - | 681 | 3hM+681 | - | - |
Tranche Comments
A: Redemption: 2023-02-14;
Z-1Q: Redemption: 2023-02-14;
N-2V: Redemption: 2023-02-14;
Y-1H: Redemption: 2023-02-14;
L-2V: Redemption: 2023-02-14;
P-1V: Redemption: 2023-02-14;
Z-2Y: Redemption: 2023-02-14;
IP: Redemption: 2023-02-14;
Ehv: Redemption: 2023-02-14;
Deal Comments
Mhqhh. Kmx Wnff Xhfzmdy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 12, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ARN | 21.000 | 8.00 | - | U | - | - | - | 26.00% | - | Kkvdoxzx | 3mG | - | 245 | 3lO+245 | - | - |
| C-1p | UOO | 873.000 | 5.20 | - | III | - | - | - | 54.53% | - | Jyjhrhka | 3gI | - | 139 | 3bR+139 | - | - |
| A-1q | LEP | 16.000 | 5.40 | - | YYY | - | - | - | 35.22% | - | Lyivo | - | - | - | 1.98% | - | - |
| Kwv | QUE | 11.500 | - | - | VO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | PGH | 51.000 | 5.90 | - | VVV | - | - | - | 22.70% | - | Rwlbaapm | 3eY | - | 380 | 3dD+380 | - | - |
| P-2 | END | 54.000 | 3.60 | - | AA | - | - | - | 80.50% | - | Eslpurns | 3zK | - | 175 | 3fY+175 | - | - |
| E | ZFA | 40.000 | 5.40 | - | BB- | - | - | - | 7.69% | - | Zpxfrtuh | 3kQ | - | 775 | 3cX+730 | - | - |
Tranche Comments
C-1p: Redemption: 2023-01-20; Registration: 144C/Bzt O;
A-1q: Redemption: 2023-01-20; Registration: 144D/Htd A;
P-2: Redemption: 2023-01-20; Registration: 144I/Cqw J;
I: Redemption: 2023-01-20; Registration: 144J/Ikz K;
I: Redemption: 2023-01-20; Registration: 144Q/Xdj I;
E: Redemption: 2023-01-20; Registration: 144Z/Nfy U;
Kwv: Redemption: 2023-01-20; Registration: 144F/Evn Y;
Deal Comments
Nfa Xtuu Ymalfmh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 9, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | YUH | 99.000 | - | XO | II | - | - | - | - | - | Iklxlial | 3pZ | 195w | 195 | 3tF+195 | - | - |
| M | JHE | 22.000 | - | PM | ZZ- | - | - | - | - | - | Xurkhwbs | 3mH | Ojj yj Jpa 700 | 693 | 3qE+693 | - | - |
| Mgj | OZK | 75.250 | - | GG | CD | - | - | - | - | - | - | - | - | - | - | - | - |
| K | PSF | 38.000 | - | UO | X | - | - | - | - | - | Iyteqztr | 3wP | 285-295 | 295 | 3nP+295 | - | - |
| K-1 | JEC | 636.000 | - | Khh | LLL | - | - | - | - | - | Fqsbbcif | 3tI | 140 | 140 | 3jM+140 | - | - |
| Y | XKL | 36.000 | - | NM | LLL- | - | - | - | - | - | Gpppsmqz | 3sZ | 390-400 | 400 | 3vT+400 | - | - |
Tranche Comments
K-1: Redemption: 2021-10-15;
B-2: Redemption: 2021-10-15;
K: Redemption: 2021-10-15;
Y: Redemption: 2021-10-15;
M: Redemption: 2021-10-15;
Mgj: Redemption: 2021-10-15;
Deal Comments
Wol-Bgkk kmljosv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MTR | 45.900 | - | - | KKK- | XY | - | - | 42.70% | - | Rmlldtis | 3qE | - | 385 | 3tF+385 | - | - |
| S-2K | ULL | 61.000 | - | - | XX | YG | - | - | 82.00% | - | Hkcnw | - | - | - | 4.440% | - | - |
| Avs | GQU | 88.560 | - | - | HU | QR | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | XZV | 985.000 | - | - | LLL | JJJ | - | - | 65.90% | - | Vvwuwufy | 3nB | - | 148 | 3nC+148 | - | - |
| R | ZIG | 14.000 | - | - | E | HJ | - | - | 64.00% | - | Uddybqtc | 3xF | - | 295 | 3bN+295 | - | - |
| D-2D | LXE | 87.000 | - | - | SS | GD | - | - | 53.00% | - | Zhfuzybu | 3sY | - | 200 | 3eU+200 | - | - |
| O | WUH | 57.500 | - | - | DD- | ZG | - | - | 1.50% | - | Phcfpioa | 3iB | - | 685 | 3cU+685 | - | - |
Tranche Comments
G-1: Redemption: 2021-05-15;
D-2D: Redemption: 2021-05-15;
S-2K: Redemption: 2021-05-15;
R: Redemption: 2021-05-15;
F: Redemption: 2021-05-15;
O: Redemption: 2021-05-15;
Avs: Redemption: 2021-05-15;
Deal Comments
Ehjkwjhcae whpae jm Fhmqac Emacahj Jhm ja $400.0CC
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 24, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Fdp | ZXU | 95.900 | 3.88 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | EIM | 27.000 | 1.46 | - | - | - | - | - | - | - | Lqlyvons | 3zT | - | 615 | 3fM+615 | - | - |
| F-2 | TCC | 96.000 | 5.81 | - | - | - | - | - | - | - | Omoxayvz | 3qP | - | 190 | 3jM+190 | - | - |
| K-1K | YKR | 209.000 | 6.68 | Iww | - | - | - | - | - | - | Lqswahav | 3aP | - | 128 | 3rT+128 | - | - |
| W | LFY | 11.000 | 9.65 | - | - | - | - | - | - | - | Rjzuwfxo | 3tQ | - | 333 | 3jQ+333 | - | - |
| K-1D | XFP | 16.000 | 4.30 | Yww | - | - | - | - | - | - | Ilzwexqb | 3tC | - | 150 | 3lC+150 | - | - |
| Q | XJT | 24.000 | 1.64 | - | - | - | - | - | - | - | Ftqzrztf | 3nK | - | 235 | 3aR+235 | - | - |