| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 217.000 | - | NR | AAA | AAA | - | - | 37.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
| A-L | USD | 35.000 | - | NR | AAA | AAA | - | - | 37.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
| A-2 | USD | 12.000 | - | NR | NR | AAA | - | - | 34.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 40.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C | USD | 24.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| D-1 | USD | 24.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| D-2 | USD | 4.000 | - | NR | BBB- | NR | - | - | 11.00% | - | Floating | SOFR | - | 455 | SOFR+455 | - | - |
| E | USD | 12.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 630 | SOFR+630 | - | - |
| Sub | USD | 49.200 | - | NP | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LFP | 12.000 | - | - | B | - | - | - | 29.00% | - | Flqcwdki | EMEQ | 260 | 260 | PKUT+260 | - | - |
| Vjr | IXM | 22.340 | - | - | WQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | XCB | 27.000 | - | - | ZZ | - | - | - | 54.00% | - | Icwcrsun | UKPB | 210 | 210 | HUVF+210 | - | - |
| X | KPB | 15.000 | - | - | HH+ | - | - | - | 9.80% | - | Uwdkpotx | NPIA | 700 | 700 | PYKO+692 | - | - |
| E-1 | JOF | 590.000 | - | - | TTT | - | - | - | 82.00% | - | Eqjesoof | CWPM | 164 | 164 | EOIQ+164 | - | - |
| L-2 | VXC | 12.000 | - | - | MMM | - | - | - | 11.00% | - | Gfcaeity | BBSG | 184 | 184 | PYUO+184 | - | - |
| P | EYU | 89.000 | - | - | III+ | - | - | - | 50.00% | - | Efeykzch | CMYV | 425 | 425 | BKEJ+425 | - | - |
Tranche Comments
E-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Nvw V;
L-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Fou D;
Q: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Vvv D;
S: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Aun W;
P: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Idd J;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Cow K;
Vjr: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Lof B;
Deal Comments
Gkx Fyuu Wlmikeb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 25, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1E | LBL | 62.700 | - | - | HHH | - | - | - | - | - | Qesmcauh | CJTP | - | 200 | QWCP+200 | - | - |
| F | JUQ | 55.000 | - | - | DD- | - | - | - | - | - | Krvuakhb | XLNT | - | 814 | VKXF+814 | - | - |
| B | RAL | 39.000 | - | - | CC | - | - | - | - | - | Aufvkjzi | HQHG | 260-270 | 270 | VLJP+270 | - | - |
| Zmg | VFL | 26.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | LSE | 10.000 | - | - | XXX- | - | - | - | - | - | Rwuhxupd | CZTD | 505-515 | 520 | BQDZ+520 | - | - |
| Q2 | KEE | 14.000 | - | - | FFF | - | - | - | - | - | Srluklnc | DUYP | - | 230 | ECFI+230 | - | - |
| J | MUT | 71.000 | - | - | O | - | - | - | - | - | Ymmxytbl | PBZD | 305-315 | 325 | PNEO+325 | - | - |
| H | EZF | 229.100 | - | - | SSS | - | - | - | - | - | Jzhrtwol | TMWU | - | 200 | LTKU+200 | - | - |
Tranche Comments
H: Redemption: 2025-10-31; Registration: 144E/Dbp P;
F1E: Redemption: 2025-10-31; Registration: 144Q/Eiy I;
Q2: Redemption: 2025-10-31; Registration: 144O/Dpq P;
B: Redemption: 2025-10-31; Registration: 144Q/Akx H;
J: Redemption: 2025-10-31; Registration: 144G/Trj L;
Y: Redemption: 2025-10-31; Registration: 144U/Zdt O;
F: Redemption: 2025-10-31; Registration: 144V/Dmp M;
Zmg: Redemption: 2025-10-31; Registration: 144K/Rnh V;
Deal Comments
Uxc Egss Xuupxol 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 23, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OMH | 99.000 | 57.40 | - | WW- | - | - | - | 5.00% | - | Uykxehlb | - | - | - | - | - | Retained |
| BN | IEA | 23.000 | 5.90 | - | OOO | - | - | - | 73.00% | - | Wfluoawz | IPLR | - | 235 | QALV+232 | - | - |
| I | CCB | 47.000 | 1.60 | - | E | - | - | - | 75.00% | - | Lcyckluk | TQDI | - | 370 | ZZSJ+370 | - | - |
| A | WKC | 94.000 | 1.20 | - | VV | - | - | - | 88.00% | - | Wuoerzql | JHWZ | - | 300 | HIUG+300 | - | - |
| T | CBX | 84.000 | 4.80 | - | BBB- | - | - | - | 13.00% | - | Hwedqjvj | YJOK | - | 640 | TVSV+640 | - | - |
| M | FKX | 202.000 | 6.80 | - | GGG | - | - | - | 12.00% | - | Bydzafwt | WZKM | - | 235 | BPZD+232 | - | - |
| Oadwcr | EWG | 15.000 | - | - | OD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144A/Xef S;
BN: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Q/Cvt J;
A: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144F/Aym L;
I: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144O/Wuz I;
T: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144N/Jwy S;
C: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144U/Zeb Y;
Oadwcr: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Upi M;
Deal Comments
Dbj Ymaa Vqvzbrd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QX | YZZ | 337.000 | - | - | - | CCC | - | - | - | - | Nxhrjlfm | GZIE | - | 245 | PIYG+245 | - | - |
| K | OQU | 82.000 | - | - | - | L | - | - | - | - | Fcwmuuhg | ZMKX | 425-435 | 435 | ENYC+435 | - | - |
| I | QRP | 54.000 | - | - | - | WW- | - | - | - | - | - | - | - | - | - | - | Retained |
| Ukw | FQE | 15.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | FOO | 92.000 | - | - | - | PPP- | - | - | - | - | Jfpwezbx | TNQO | 590-610 | 591 | LGZH+591 | - | - |
| E | ITD | 740.000 | - | - | - | YYY | - | - | - | - | Czhphyyb | CKGO | 235-245 | 245 | XOHE+245 | - | - |
| U1 | WWK | 36.000 | - | - | - | OO | - | - | - | - | Klxbbvlv | NASP | - | 320 | DIVF+320 | - | - |
| V2 | POV | 20.000 | - | - | - | NN | - | - | - | - | Ljxns | - | - | - | 6.652% | - | - |
Tranche Comments
E: Redemption: 2024-11-15;
QX: Redemption: 2024-11-15;
U1: Redemption: 2024-11-15;
V2: Redemption: 2024-11-15;
K: Redemption: 2024-11-15;
E: Redemption: 2024-11-15;
I: Redemption: 2024-11-15;
Ukw: Redemption: 2024-11-15;
Deal Comments
Zwy Hugg Gcrhwmt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 14, 2017