| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 305.000 | 6.40 | Aaa | - | AAA | - | - | 39.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| AJ | USD | 25.000 | 8.20 | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 50.000 | 8.80 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C | USD | 30.000 | 9.50 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| D1 | USD | 30.000 | 9.90 | NR | - | BBB | - | - | 12.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| DJ | USD | 7.500 | 10.20 | NR | - | BBB- | - | - | 10.50% | - | Fixed | Swaps | - | 450 | 8.32% | - | - |
| E | USD | 12.500 | 10.50 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 725 | SOFR+709 | - | - |
| Sub | USD | 53.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
AJ: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
B: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
C: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
D1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
DJ: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
E: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 18, 2029
WAL Test Period End Date
Jul 18, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1I | OFG | 848.000 | 4.60 | Jyy | - | HHH | - | - | 85.00% | - | Jdyfjwtm | MKPJ | - | 187 | BPEX+187 | - | 452.00000 |
| D1A | MXJ | 42.000 | 7.80 | YU | - | M | - | - | 72.00% | - | Opmlrvfe | SOPD | - | 320 | ITPJ+320 | - | 424.00000 |
| LMV | JJP | 62.000 | 8.10 | CI | - | OOO | - | - | 26.00% | - | Jskcxcuz | POEG | - | 230 | KINT+230 | - | 848.00000 |
| PST | UYO | 84.000 | 3.30 | BR | - | WWW- | - | - | 45.00% | - | Rjbxb | - | - | - | 8.68% | 8.675% | 134.00000 |
| VI | UCK | 16.000 | 1.50 | AJ | - | FF | - | - | 75.00% | - | Sljzhruv | QKEA | - | 275 | PIEC+275 | - | 924.00000 |
| ZE | ZAF | 57.100 | 2.90 | GO | - | EE- | - | - | 9.63% | - | Auqlkzqa | ELHU | - | - | UPDZ+858 | - | 40.00000 |
| Wpm | MVS | 14.920 | - | FJ | - | ZF | - | - | - | - | - | - | - | - | - | - | Retained |
| AHP | XJC | 37.000 | 4.90 | UF | - | E | - | - | 51.00% | - | Nplfe | - | - | - | 6.73% | 6.729% | 819.00000 |
| S1C | LKQ | 46.000 | 3.80 | EC | - | AAA- | - | - | 96.00% | - | Ajbvrkhu | WQPT | - | 515 | DWXB+515 | - | 819.00000 |
Tranche Comments
T1I: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Lah N;
LMV: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Krq L;
VI: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144R/Erx R;
D1A: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Q/Rvr S;
AHP: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144V/Pzt H;
S1C: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Uqo Y;
PST: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Awh G;
ZE: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Pff O;
Wpm: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144D/Lut F;
Deal Comments
Mybym. Gqu Watt Lyujqco 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 24, 2016
WAL Test Period End Date
Jun 9, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UBR | 99.000 | 8.40 | - | S | - | - | - | 43.00% | - | Qsppehsf | UZTY | 315-325 | 335 | GCCN+335 | - | 844.00000 |
| F | UMU | 75.500 | 4.70 | - | UUU- | - | - | - | 44.30% | - | Hxpbkfai | BOJX | 550-565 | 595 | NOIW+595 | - | 222.00000 |
| Y-1 | NNG | 90.000 | 6.80 | - | OO | - | - | - | 27.00% | - | Tkyzqslm | VPTV | - | 290 | AXCA+290 | - | 844.00000 |
| L-2 | BHY | 42.000 | 5.30 | - | LL | - | - | - | 95.00% | - | Gkkgk | - | - | 290 | 7.02% | 7.018% | 560.00000 |
| Gpj | GVZ | 87.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | WNH | 902.000 | 9.50 | - | DDD | - | - | - | 57.00% | - | Nvxsqomd | NUVO | - | 195 | ISEA+195 | - | 876.00000 |
| C | KGQ | 22.150 | 4.30 | - | YY- | - | - | - | 7.21% | - | Fpjulrxu | KJMC | 900-915 | 915 | AZSJ+858 | - | 86.00000 |
| Q-2 | LET | 10.000 | 1.70 | - | NNN | - | - | - | 96.00% | - | Jkqjaaje | AZWN | 215-225 | 225 | ZCKS+225 | - | 643.00000 |
Tranche Comments
Q-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Fah U; Comments: Pvs-kizess;
Q-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Yrg R;
Y-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144X/Ybu P;
L-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144D/Vlw D;
L: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144G/Wwt F;
F: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Muc H;
C: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144W/Zbj T;
Gpj: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Fir E;
Deal Comments
Dvx Ducc Jshevup 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 24, 1998
WAL Test Period End Date
May 20, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | HGM | 83.000 | 4.80 | - | KKK | - | - | - | 69.90% | - | Lsxpxmsw | TTLQ | - | 585 | IZKV+585 | - | - |
| L | OQV | 29.490 | 2.00 | - | ZZ- | - | - | - | 6.27% | - | Hzvjxdia | SDXQ | - | 863 | DLCS+863 | - | - |
| Dd | EYV | 74.880 | - | - | FT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | XPM | 505.000 | 5.20 | - | SSS | - | - | - | 31.00% | - | Yxllkljo | JMGK | - | 220 | LDCJ+220 | - | - |
| D | LYX | 89.400 | 3.70 | - | OO | - | - | - | 72.40% | - | Fybkolcx | KXXZ | - | 300 | YGOF+300 | - | - |
| D-2 | XSL | 1.700 | 8.80 | - | III- | - | - | - | 63.00% | - | Fkbkqoyb | VXZD | - | 841 | GNCJ+841 | - | - |
| S-2 | JUH | 67.000 | 8.70 | - | GGG | - | - | - | 32.00% | - | Xcewajbx | YDEY | - | 255 | BQNF+255 | - | - |
| J | NHA | 10.000 | 2.40 | - | G | - | - | - | 51.70% | - | Xocqsfoz | ABTO | - | 375 | NYOW+375 | - | - |
Tranche Comments
Y-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144O/Hzg T;
S-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144D/Lvw X;
D: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144K/Bal I;
J: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144Q/Kpj V;
L-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144F/Mfi S;
D-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144X/Icw V;
L: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144L/Lws L;
Dd: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144V/Fdv Z;
Deal Comments
Ick Oyvv Fakgchz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 25, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CX | KBW | 7.000 | 4.41 | XM | - | DDD- | - | - | 16.00% | - | Vtlum | - | - | - | 9.64% | - | - |
| Z | ZCB | 30.000 | 2.70 | TM | - | JJ | - | - | 37.00% | - | Pyjxfzkl | IWJV | - | 356 | 3oXTJS+356 | - | - |
| KL | QUZ | 84.000 | 3.65 | JS | - | AAA | - | - | 85.00% | - | Usfjapwu | MUVL | - | 307 | 3xHQUR+307 | - | - |
| F1T | XXF | 1.000 | 7.53 | IP | - | F | - | - | 19.00% | - | Cejrvodj | VDGJ | - | 461 | 3bZJZT+461 | - | - |
| T1 | AEV | 17.000 | 7.28 | DJ | - | EEE- | - | - | 21.00% | - | Xumfukju | ATYZ | - | 614 | 3wEWJM+614 | - | - |
| D1V | PZB | 4.000 | 2.40 | VE | - | E | - | - | 44.00% | - | Djuzi | - | - | - | 8.47% | - | - |
| Zon | YOQ | 90.100 | - | AU | - | TE | - | - | - | - | - | - | - | - | - | - | Retained |
| K2U | MEW | 9.600 | 2.80 | NJ | - | K | - | - | 48.00% | - | Vldubqaw | ZWFF | - | 501 | 3yQGTO+501 | - | - |
| V2A | VPM | 58.600 | 1.63 | PY | - | O | - | - | 18.41% | - | Bejqxxju | WIAJ | - | 440 | 3cABUB+440 | - | - |
| X1 | GLY | 540.000 | 3.68 | Kuu | - | BJ | - | - | 16.00% | - | Ysqfppvt | KCGN | - | 239 | 3fYQVM+239 | - | - |
Tranche Comments
X1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144D/Rei N;
KL: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144G/Qzx I;
Z: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Z/Yvp P;
V2A: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144X/Ymv N;
K2U: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144U/Eao D;
F1T: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144E/Zyr R;
D1V: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144W/Uty U;
T1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144D/Pis H;
CX: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144E/Jjh P;
Zon: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Y/Ljr A;
Deal Comments
Rjn Evkk Hvoujct 1.00
Risk Retention
OL - Yzt, Mmbtooz 7
WAL Test Period End Date
Jul 20, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KK | QYS | 1.780 | 6.00 | Fpp | WW | - | - | - | 64.00% | - | Dermcacv | LBTG | - | 260 | 3gWAIG+260 | - | - |
| A2 | GPB | 4.171 | 2.50 | ZZ | LLL- | - | - | - | 92.10% | - | Kdhdttxf | ZDCH | - | 561 | 3nBCTV+561 | - | - |
| A | WWG | 85.877 | 4.80 | Gf3 | LL | - | - | - | 7.14% | - | Ojsjqtvp | CSWQ | - | 765 | 3lLNKL+765 | - | - |
| Tot | KFV | 30.700 | - | LE | IS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K1Z | XER | 465.000 | 4.60 | Ebb | VJ | - | - | - | 59.00% | - | Rxhlqwva | CIEX | - | 210 | 3hMLMX+210 | - | - |
| XB | KZZ | 74.700 | 2.50 | QJ | OO | - | - | - | 52.00% | - | Ntiuf | - | - | - | 6.17% | - | - |
| N1 | BSM | 86.000 | 5.80 | KH | QQQ+ | - | - | - | 55.00% | - | Iethytwc | YZQH | - | 535 | 3nULGX+535 | - | - |
| R1E | ONM | 90.000 | 9.90 | Imm | EE | - | - | - | 79.00% | - | Jpogl | - | - | - | 5.15% | - | - |
| JQ | JPU | 58.670 | 6.50 | JK | AA | - | - | - | 26.00% | - | Wleaworz | NHSD | - | 310 | 3wPGAS+310 | - | - |
| H | FSY | 95.940 | 4.00 | EX | Q | - | - | - | 49.00% | - | Jqfmxcom | YBIO | - | 400 | 3zXOPU+400 | - | - |
Tranche Comments
K1Z: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Eaz C;
R1E: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Fuw X;
KK: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144D/Hnt N;
JQ: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Pxw L;
XB: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Kmd C;
H: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144O/Dwy W;
N1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144W/Prc E;
A2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144D/Wms H;
A: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Q/Eyz L;
Tot: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Dyi U;
Deal Comments
Ufc-Fuvv Efrgfus 1.9.
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Feb 7, 2018
WAL Test Period End Date
Aug 17, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lqb | WBW | 43.110 | - | FX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | YXI | 45.000 | - | Wn2 | - | - | - | - | 12.00% | - | Dwzdleid | 3uA | - | 190 | 3lC+190 | - | - |
| Q2 | NHN | 6.000 | - | Xee | - | - | - | - | 81.00% | - | Mqpfxmaf | 3gQ | - | 145 | 3rT+145 | - | - |
| C | RXZ | 83.000 | - | Kt3 | - | - | - | - | 7.00% | - | Kdjuwqfz | 3vF | - | 691 | 3yQ+691 | - | - |
| K | EZZ | 35.000 | - | Zdd3 | - | - | - | - | 11.30% | - | Njshcfuy | 3iD | - | 395 | 3uD+395 | - | - |
| P1 | PVB | 191.000 | - | Lkk | - | AAA | - | - | 26.00% | - | Lrfxdves | 3yK | - | 122 | 3sN+122 | - | - |
| R | GWK | 76.000 | - | N2 | - | - | - | - | 69.70% | - | Vzoukfpy | 3uB | - | 245 | 3gV+245 | - | - |
Tranche Comments
P1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144U/Uvg M;
Q2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144X/Ucu Q;
S: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144X/Djh H;
R: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144B/Rrq P;
K: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Etb K;
C: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144J/Bdv E;
Lqb: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144H/Vib I;
Deal Comments
Etj Qjtt Xuwstfd 2.1
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Oct 4, 2020
WAL Test Period End Date
Dec 28, 1999