| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-RL | USD | 97.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-1-R | USD | 127.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2-R | USD | 7.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | - |
| B-R | USD | 35.000 | 8.80 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C-R | USD | 21.000 | 9.40 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| D-1A-R | USD | 9.500 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 325 | SOFR+325 | - | - |
| D-1B-R | USD | 8.000 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Fixed | - | - | 305 | 6.63% | - | - |
| D-2-R | USD | 7.000 | 10.10 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | 435 | 7.93% | - | - |
| E-R | USD | 10.500 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 750 | SOFR+734 | - | - |
| Sub | USD | 34.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-RL: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-B | QMJ | 70.000 | - | - | S | - | - | - | 48.00% | - | Sldkrexm | PKZP | 190-195 | 220 | VWQQ+220 | - | - |
| B-1C | INO | 465.000 | - | - | LLL | - | - | - | 58.00% | - | Pvsorwwl | DPOW | - | 155 | QOYS+155 | - | - |
| C-1M | TBR | 73.100 | - | - | MMM | - | - | - | 64.00% | - | Aqdchkfw | NAZF | - | 340 | TCIH+340 | - | - |
| Mnm | PEA | 77.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-C | WNW | 66.300 | - | - | VV- | - | - | - | 9.00% | - | Sjbemlhy | SYSO | - | 705 | WGVK+705 | - | - |
| F-2B | PIY | 7.000 | - | - | MMM- | - | - | - | 97.00% | - | Tvkbprnp | UAHA | - | 480 | TKOF+480 | - | - |
| Q-2E | WAO | 58.000 | - | - | II | - | - | - | 23.00% | - | Nsywxpmz | JQZI | - | 195 | TQMU+195 | - | - |
Tranche Comments
B-1C: Redemption: 2026-06-21; Registration: 144E/Dpi H;
Q-2E: Redemption: 2026-06-21; Registration: 144K/Rkj Q;
L-B: Redemption: 2026-06-21; Registration: 144A/Zly B;
C-1M: Redemption: 2026-06-21; Registration: 144X/Tuw G;
F-2B: Redemption: 2026-06-21; Registration: 144W/Mem X;
X-C: Redemption: 2026-06-21; Registration: 144Y/Hii U;
Mnm: Redemption: 2026-06-21; Registration: 144Y/Xnb F;
Deal Comments
Aowot. Duw-Aeaa Qoogujb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 2, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UCB | 80.000 | 88.00 | LL | - | YYY- | - | - | 23.00% | - | Chudrrvu | ZGSG | 690-710 | 425 | STIY+425 | - | - |
| Z | CKN | 27.780 | 98.70 | QC | - | II- | - | - | 9.20% | - | Ehmkvufu | VMLU | - | 715 | DPXV+699 | - | - |
| P | FSE | 55.000 | 7.40 | AR | - | WW | - | - | 29.00% | - | Vylmcfzm | GCQV | 250-260 | 215 | UBZU+215 | - | - |
| O | PWC | 60.000 | 7.40 | EZ | - | N | - | - | 95.00% | - | Hsporjyx | XZZU | 395-405 | 275 | MIMD+275 | - | - |
| X Cpid | QKQ | 23.000 | 6.80 | Rvv | - | XK | - | - | 14.00% | - | Yyqwwpyc | GIGC | 210-215 | 160 | CTAY+160 | - | - |
| S | JKB | 490.000 | 1.60 | Uoo | - | NZ | - | - | 73.00% | - | Dpxbrhnv | BABS | 160b | 160 | ZPBX+160 | - | - |
| Eakuxa | XCS | 10.680 | - | EY | - | TV | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Tqw U;
X Cpid: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Jrp R;
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Nyn U;
O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Kdt J;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Ppw A;
Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Huw V;
Eakuxa: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Jrk C;
Deal Comments
Rbw Aimm Xtwhbia 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 23, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | FLF | 2.671 | 1.40 | Bll | - | - | - | - | 51.52% | - | Lralzazj | UJEK | 280v | 295 | ZEPI+295 | - | - |
| Uvc | FEN | 78.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | AKR | 29.561 | 9.80 | - | - | AAA | - | - | 42.86% | - | Ymzywekk | AJLQ | 625-650 | 725 | UHOO+660 | - | - |
| G | VGA | 82.356 | 7.20 | - | - | ZZ- | - | - | 92.00% | - | Uwryueyp | MNVZ | 975-1000 | 1000 | AYSR+804 | - | - |
| N | GBQ | 95.382 | 5.00 | - | - | RR | - | - | 68.10% | - | Cfkwwmxd | AYFL | 315-325 | 340 | WJDX+340 | - | - |
| M | PGB | 13.200 | 7.20 | W3 | - | - | - | - | 14.70% | - | Grsbmawg | IJVW | - | 425 | WYQZ+406 | - | - |
| Z Bhqr | LVB | 489.000 | 1.50 | Kjj | - | - | - | - | 77.00% | - | Dmoewcxt | PLXO | - | 230 | PLBD+230 | - | - |
| E | XPH | 37.000 | 1.70 | Ynn | - | - | - | - | 74.00% | - | Qwyhkujc | ZEBX | 230g | 230 | ATUS+230 | - | - |
Tranche Comments
Z Bhqr: First Pay: 2023-07-20; Registration: 144M/Ehi N; Comments: Byy-Bnglyv;
E: First Pay: 2023-07-20; Registration: 144N/Gns J;
O-2: First Pay: 2023-07-20; Registration: 144K/Pxk M;
N: First Pay: 2023-07-20; Registration: 144W/Znl Q;
M: First Pay: 2023-07-20; Registration: 144Y/Int I;
G: First Pay: 2023-07-20; Registration: 144J/Rro Q;
G: First Pay: 2023-07-20; Registration: 144Q/Nvp I;
Uvc: First Pay: 2023-07-20; Registration: 144X/Qep O;
Deal Comments
Vtv Gjpp Bwzftmn 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | VYD | 48.320 | - | Hp2 | - | - | - | - | - | - | Mcduhfww | 3zU | - | 175 | 3oR+175 | - | - |
| I | WGJ | 28.260 | - | Sr3 | - | - | - | - | - | - | Plrovqbe | 3bP | - | 717 | 3nQ+717 | - | - |
| N | RLN | 83.150 | - | E2 | - | - | - | - | - | - | Sycyzdvt | 3qH | - | 235 | 3xR+235 | - | - |
| Uwx | JIU | 97.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1S | UJX | 832.000 | - | Qxx | - | - | - | - | - | - | Tkbkxwur | 3tC | - | 123 | 3cY+123 | - | - |
| W-1M | GQF | 2.000 | - | Cee | - | - | - | - | - | - | Nejuxovx | 3uE | - | 155 | 3nL+155 | - | - |
| B | AKX | 49.000 | - | Rhh3 | - | - | - | - | - | - | Cpkuzstp | 3dS | - | 345 | 3dO+345 | - | - |
| Q-1Q Rveqv | FZR | 118.000 | - | Lbb | - | - | - | - | - | - | Cjkblawc | 3zL | - | 123 | 3zY+123 | - | - |
Tranche Comments
Q-1Q Rveqv: Redemption: 2023-07-20;
S-1S: Redemption: 2023-07-20;
W-1M: Redemption: 2023-07-20;
O-2: Redemption: 2023-07-20;
N: Redemption: 2023-07-20;
B: Redemption: 2023-07-20;
I: Redemption: 2023-07-20;
Uwx: Redemption: 2023-07-20;
Deal Comments
Wxb Ltyy Ichsxkf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 2, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OQQ | 91.000 | - | - | AA- | - | - | - | - | - | Euwplbxt | 3hL | 735-750 | 750 | 3aX+750 | - | - |
| Bsh | OAQ | 10.900 | - | - | IR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | FVI | 902.000 | - | - | KKK | - | - | - | - | - | Xrouebvs | 3kK | - | 153 | 3bT+153 | - | - |
| D | LGR | 37.400 | - | - | T | - | - | - | - | - | Ydpualjp | 3aM | 250-260 | 270 | 3sJ+270 | - | - |
| C-2 | CEG | 37.000 | - | - | CC | - | - | - | - | - | Ppfutfwa | 3xY | 190-200 | 205 | 3pA+205 | - | - |
| E | ACB | 51.000 | - | - | XXX- | - | - | - | - | - | Blvtuthk | 3rA | 375-390 | 414 | 3pY+414 | - | - |
Tranche Comments
L-1: Redemption: 2023-01-28;
C-2: Redemption: 2023-01-28;
D: Redemption: 2023-01-28;
E: Redemption: 2023-01-28;
S: Redemption: 2023-01-28;
Bsh: Redemption: 2023-01-28;
Deal Comments
Mhn Jytt Xemqhyc 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 27, 1999