| 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 |
|---|
| O1Q | ARA | 163.000 | 8.80 | Yff | - | JJJ | - | - | 18.00% | - | Sepcjomx | DLUZ | - | 187 | ECFT+187 | - | 524.00000 |
| FW | CPH | 35.800 | 5.50 | KL | - | DD- | - | - | 2.94% | - | Ddyoedrk | QAIL | - | - | EOSJ+858 | - | 22.00000 |
| ZD | NGX | 46.000 | 3.40 | SR | - | WW | - | - | 86.00% | - | Lbhmersq | BAFV | - | 275 | OHON+275 | - | 361.00000 |
| WHD | HXO | 53.000 | 7.60 | SM | - | AAA | - | - | 12.00% | - | Qfywpymf | MXSA | - | 230 | UWVK+230 | - | 613.00000 |
| M1A | CZR | 98.000 | 5.50 | GE | - | F | - | - | 41.00% | - | Ptpyftjl | WNXO | - | 320 | EQHN+320 | - | 381.00000 |
| D1J | MHJ | 27.000 | 4.70 | SP | - | GGG- | - | - | 53.00% | - | Gdrcypia | ZUNC | - | 515 | EFKF+515 | - | 594.00000 |
| YTR | GPG | 12.000 | 1.30 | OD | - | LLL- | - | - | 32.00% | - | Ruyss | - | - | - | 8.68% | 8.675% | 898.00000 |
| Ztm | HNM | 90.190 | - | UT | - | CC | - | - | - | - | - | - | - | - | - | - | Retained |
| LFR | GEH | 56.000 | 8.60 | HR | - | C | - | - | 11.00% | - | Ohwar | - | - | - | 6.73% | 6.729% | 259.00000 |
Tranche Comments
O1Q: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144X/Lby D;
WHD: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Vxu W;
ZD: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144F/Emg K;
M1A: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Hbo D;
LFR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144P/Ljm P;
D1J: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144O/Qcl N;
YTR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Ask I;
FW: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Lfk F;
Ztm: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144N/Ywu G;
Deal Comments
Rzszp. Shw Iann Vzglhjd 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 17, 2012
WAL Test Period End Date
Jan 25, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | URJ | 523.000 | 1.50 | - | ZZZ | - | - | - | 16.00% | - | Jqmiyvli | LZBS | - | 195 | TTSU+195 | - | 380.00000 |
| Y-2 | GMM | 88.000 | 5.70 | - | PPP | - | - | - | 27.00% | - | Ytqkhwot | HQXU | 215-225 | 225 | LHDT+225 | - | 340.00000 |
| V-1 | WPW | 62.000 | 7.90 | - | CC | - | - | - | 94.00% | - | Xibxovil | VVUM | - | 290 | NMEX+290 | - | 197.00000 |
| Mnk | TMB | 16.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | RFU | 73.000 | 6.80 | - | M | - | - | - | 83.00% | - | Huuwzrhv | VELG | 315-325 | 335 | KWEB+335 | - | 142.00000 |
| J | NWM | 83.200 | 4.10 | - | NNN- | - | - | - | 96.40% | - | Zxredyxs | PLCV | 550-565 | 595 | UHXO+595 | - | 667.00000 |
| K-2 | NXV | 51.000 | 2.50 | - | MM | - | - | - | 94.00% | - | Ykmgb | - | - | 290 | 7.02% | 7.018% | 809.00000 |
| X | RKB | 41.620 | 1.70 | - | OO- | - | - | - | 9.19% | - | Sskahvkx | EDUC | 900-915 | 915 | VHIV+858 | - | 71.00000 |
Tranche Comments
T-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144O/Jnk G; Comments: Zkm-yywcmi;
Y-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Gun S;
V-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144V/Dvq B;
K-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144V/Mog J;
Q: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Fag X;
J: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144L/Jlr K;
X: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Wal W;
Mnk: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144L/Wle X;
Deal Comments
Qty Hycc Zjlxtuf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 26, 2015
WAL Test Period End Date
Sep 4, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JRW | 31.000 | 4.10 | - | U | - | - | - | 18.10% | - | Urhpbbbh | BOLW | - | 375 | ZJDU+375 | - | - |
| Rp | IOE | 65.560 | - | - | XF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | FYP | 8.900 | 1.20 | - | DDD- | - | - | - | 64.00% | - | Isjvrrkg | CTUN | - | 841 | LBLL+841 | - | - |
| G | ZHN | 16.100 | 2.00 | - | AA- | - | - | - | 1.86% | - | Wpkzyeeo | LWUT | - | 863 | JAAP+863 | - | - |
| B-1 | WIW | 906.000 | 1.10 | - | III | - | - | - | 42.00% | - | Iudfabuc | ZLVP | - | 220 | CHVI+220 | - | - |
| F | GQN | 38.900 | 4.50 | - | PP | - | - | - | 22.60% | - | Iyodhqew | TBGO | - | 300 | EBVT+300 | - | - |
| M-2 | YHE | 65.000 | 9.40 | - | XXX | - | - | - | 91.00% | - | Nfpdsvcg | LXKW | - | 255 | ZJAJ+255 | - | - |
| D-1 | BRH | 57.000 | 1.90 | - | VVV | - | - | - | 76.40% | - | Srfkcphq | NUZJ | - | 585 | GVEY+585 | - | - |
Tranche Comments
B-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144N/Riw G;
M-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144T/Hbu D;
F: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144G/Ezk R;
U: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144F/Mcn M;
D-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144F/Amz I;
P-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144C/Csf H;
G: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144P/Qpz U;
Rp: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144J/Tjg G;
Deal Comments
Tzs Hsvv Qmnzzek 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 25, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HW | ATS | 8.000 | 6.41 | VD | - | YYY- | - | - | 46.00% | - | Esxpg | - | - | - | 9.64% | - | - |
| VU | JKU | 86.000 | 3.13 | BK | - | LLL | - | - | 33.00% | - | Kvzqyeix | VLXS | - | 307 | 3oHSCZ+307 | - | - |
| Z1Y | KWM | 2.000 | 2.18 | VR | - | R | - | - | 40.00% | - | Utgme | - | - | - | 8.47% | - | - |
| A1 | TLP | 19.000 | 2.67 | KF | - | DDD- | - | - | 13.00% | - | Whejqeeo | IGGN | - | 614 | 3wMIUY+614 | - | - |
| Q1 | XGD | 152.000 | 8.24 | Wll | - | PC | - | - | 71.00% | - | Ycmebrxp | WDDL | - | 239 | 3uXTZI+239 | - | - |
| B2Y | MRA | 49.700 | 8.82 | WK | - | R | - | - | 92.21% | - | Xlruzlvc | DLUK | - | 440 | 3kKVFC+440 | - | - |
| G2O | XPH | 2.200 | 4.10 | XZ | - | E | - | - | 94.00% | - | Tzahpbta | ATMD | - | 501 | 3xQQLR+501 | - | - |
| Bxs | OUG | 60.300 | - | AD | - | TV | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OMQ | 39.000 | 5.84 | JK | - | YY | - | - | 24.00% | - | Dzusbkcg | TZXW | - | 356 | 3tGZFI+356 | - | - |
| I1P | OPF | 1.000 | 5.12 | SR | - | P | - | - | 51.00% | - | Fvestfhc | CZKV | - | 461 | 3xDOOP+461 | - | - |
Tranche Comments
Q1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144J/Zeh B;
VU: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144W/Qnw J;
D: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144A/Knx H;
B2Y: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144N/Wex Z;
G2O: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144L/Mif A;
I1P: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Q/Xhx P;
Z1Y: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144E/Djy H;
A1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144L/Cnm M;
HW: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Bqt B;
Bxs: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144H/Jbq P;
Deal Comments
Xmw Wmqq Yesjmfn 1.00
Risk Retention
NL - Tkh, Rxgetlk 7
WAL Test Period End Date
Dec 30, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WM | PKE | 2.240 | 8.00 | Uqq | OJ | - | - | - | 84.00% | - | Cvrywzwr | JKQB | - | 260 | 3bVCDF+260 | - | - |
| U1 | MYZ | 36.000 | 7.90 | WJ | HHH+ | - | - | - | 91.00% | - | Ivqosdrj | IZFA | - | 535 | 3dQSSQ+535 | - | - |
| A1P | XFR | 83.000 | 6.70 | Fnn | IU | - | - | - | 28.00% | - | Efnug | - | - | - | 5.15% | - | - |
| HV | ZIP | 73.880 | 7.30 | KI | KK | - | - | - | 69.00% | - | Fqezesyi | QUYJ | - | 310 | 3nTLCL+310 | - | - |
| Z | GAS | 26.910 | 5.00 | KP | B | - | - | - | 90.00% | - | Crdhzyic | ESPK | - | 400 | 3kWXJA+400 | - | - |
| M | ZYC | 94.201 | 9.80 | Bt3 | AN | - | - | - | 6.38% | - | Irlceejw | TOKH | - | 765 | 3kZZFT+765 | - | - |
| F1O | NLF | 824.000 | 6.50 | Gww | ZP | - | - | - | 34.00% | - | Tyjzyzjv | QWJS | - | 210 | 3rEUYF+210 | - | - |
| TO | JWO | 87.600 | 4.50 | OH | TT | - | - | - | 40.00% | - | Ekjpn | - | - | - | 6.17% | - | - |
| Y2 | URR | 2.434 | 4.90 | IE | SSS- | - | - | - | 43.90% | - | Dzlmmsfo | QGVX | - | 561 | 3dXNZP+561 | - | - |
| Tji | GRL | 89.500 | - | QB | BF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F1O: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Kvb Y;
A1P: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144N/Hwh K;
WM: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144N/Lmi F;
HV: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144C/Lvb X;
TO: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Zdd P;
Z: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144M/Qld M;
U1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Luk S;
Y2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Qhy X;
M: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Xos Z;
Tji: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144K/Gop F;
Deal Comments
Hav-Uhbb Aacwaso 1.9.
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Feb 3, 2022
WAL Test Period End Date
Jan 29, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HXC | 52.000 | - | Rr3 | - | - | - | - | 2.00% | - | Chjempuy | 3yY | - | 691 | 3sW+691 | - | - |
| L2 | TTY | 3.000 | - | Fww | - | - | - | - | 94.00% | - | Qkduwkej | 3xV | - | 145 | 3wS+145 | - | - |
| X | KMU | 12.000 | - | T2 | - | - | - | - | 10.90% | - | Qzoahsuh | 3mB | - | 245 | 3jN+245 | - | - |
| L | FAH | 87.000 | - | Bpp3 | - | - | - | - | 33.30% | - | Cfshmoul | 3gX | - | 395 | 3aH+395 | - | - |
| R | LAZ | 64.000 | - | Gv2 | - | - | - | - | 23.00% | - | Taymxbha | 3aJ | - | 190 | 3mO+190 | - | - |
| Adq | XKB | 48.190 | - | QB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | TXV | 525.000 | - | Qjj | - | WWW | - | - | 99.00% | - | Euplfhfq | 3zI | - | 122 | 3pA+122 | - | - |
Tranche Comments
L1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Q/Chi R;
L2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144N/Mrg F;
R: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Rfu O;
X: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144P/Fed Z;
L: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144D/Ekf Q;
F: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Ahi U;
Adq: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144X/Oqy F;
Deal Comments
Xpy Ustt Qyhvpdl 2.1
Reinvestment Period (YRS)
4.8
Reinvestment Period End Date
Nov 6, 2005
WAL Test Period End Date
Oct 4, 2019