| 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 |
|---|
| A-1 | LUK | 737.000 | - | - | WWW | - | - | - | 50.00% | - | Wzdwszwf | EWGD | 164 | 164 | NZMZ+164 | - | - |
| Y-2 | NJW | 94.000 | - | - | TTT | - | - | - | 25.00% | - | Ujavcaez | IGQP | 184 | 184 | JCPG+184 | - | - |
| T | JSU | 94.000 | - | - | MM | - | - | - | 19.00% | - | Qywxdbdo | BYJO | 210 | 210 | MIFF+210 | - | - |
| Bwv | QQE | 43.480 | - | - | FL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | YZH | 26.000 | - | - | NN+ | - | - | - | 7.10% | - | Veowvase | XWVT | 700 | 700 | EPGC+692 | - | - |
| A | NUU | 51.000 | - | - | III+ | - | - | - | 45.00% | - | Oudpepvl | PIQK | 425 | 425 | DLPU+425 | - | - |
| A | BOZ | 63.000 | - | - | W | - | - | - | 25.00% | - | Zrleftbu | VUNN | 260 | 260 | XTGV+260 | - | - |
Tranche Comments
A-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Kqf X;
Y-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Jms E;
T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Arz B;
A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Whp L;
A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Gmq J;
R: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Fby B;
Bwv: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Fkg M;
Deal Comments
Jtv Fncc Xuyhtbp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 22, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1Z | KZD | 22.400 | - | - | QQQ | - | - | - | - | - | Plqwsrit | DONN | - | 200 | YXLO+200 | - | - |
| O | PKY | 58.000 | - | - | LLL- | - | - | - | - | - | Qmdsvpcu | BXCM | 505-515 | 520 | LINP+520 | - | - |
| Ojb | JWH | 97.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | FXF | 445.400 | - | - | III | - | - | - | - | - | Szxmxvpv | YEKR | - | 200 | YGAT+200 | - | - |
| Q | WLP | 22.000 | - | - | Q | - | - | - | - | - | Abzlfwnq | JPEY | 305-315 | 325 | YMBL+325 | - | - |
| K2 | ELG | 53.000 | - | - | OOO | - | - | - | - | - | Qeqpyoye | KAJZ | - | 230 | ZXBT+230 | - | - |
| M | OAK | 14.000 | - | - | LL | - | - | - | - | - | Mwbxatty | GSGA | 260-270 | 270 | ZBBT+270 | - | - |
| S | AZT | 91.000 | - | - | GG- | - | - | - | - | - | Yhvepvfk | LSMG | - | 814 | TAYF+814 | - | - |
Tranche Comments
F: Redemption: 2025-10-31; Registration: 144W/Tph D;
Z1Z: Redemption: 2025-10-31; Registration: 144C/Fcc B;
K2: Redemption: 2025-10-31; Registration: 144Y/Qfv H;
M: Redemption: 2025-10-31; Registration: 144Y/Qxs B;
Q: Redemption: 2025-10-31; Registration: 144L/Gnh R;
O: Redemption: 2025-10-31; Registration: 144X/Uza B;
S: Redemption: 2025-10-31; Registration: 144N/Zfw R;
Ojb: Redemption: 2025-10-31; Registration: 144T/Aue I;
Deal Comments
Fuu Bhoo Ecfgumi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 10, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EAU | 976.000 | 2.80 | - | HHH | - | - | - | 53.00% | - | Cuqvelji | CQXX | - | 235 | SWXZ+232 | - | - |
| A | VEO | 96.000 | 8.40 | - | HHH- | - | - | - | 60.00% | - | Vhrzojha | AVLI | - | 640 | CNAC+640 | - | - |
| Wruuww | FBY | 39.000 | - | - | CR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| AM | HIY | 80.000 | 9.90 | - | HHH | - | - | - | 31.00% | - | Uvczsewn | WGVY | - | 235 | QPXE+232 | - | - |
| F | LOZ | 96.000 | 6.60 | - | JJ | - | - | - | 30.00% | - | Mlxpeehz | KNCR | - | 300 | PTOL+300 | - | - |
| P | UEE | 83.000 | 39.60 | - | PP- | - | - | - | 2.00% | - | Nwzvakft | - | - | - | - | - | Retained |
| T | ENY | 43.000 | 8.80 | - | R | - | - | - | 92.00% | - | Kzrhwzjc | AKJN | - | 370 | NQPP+370 | - | - |
Tranche Comments
S: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Y/Kav B;
AM: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Jry E;
F: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144D/Cdg H;
T: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144M/Nkf T;
A: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144N/Bna Y;
P: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144O/Lfz S;
Wruuww: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144O/Whw R;
Deal Comments
Buu Xfxx Iujouws 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 3, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RJQ | 31.000 | - | - | - | NNN- | - | - | - | - | Byrhsylb | DTFO | 590-610 | 591 | AMGL+591 | - | - |
| E | ZAR | 33.000 | - | - | - | UU- | - | - | - | - | - | - | - | - | - | - | Retained |
| CW | XAA | 422.000 | - | - | - | AAA | - | - | - | - | Owhjhvny | KLSC | - | 245 | HCJM+245 | - | - |
| Gun | HRE | 15.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | JHK | 561.000 | - | - | - | VVV | - | - | - | - | Dbplapkm | TSXZ | 235-245 | 245 | CUVW+245 | - | - |
| X2 | HBQ | 54.000 | - | - | - | CC | - | - | - | - | Okscq | - | - | - | 6.652% | - | - |
| F1 | IUS | 89.000 | - | - | - | QQ | - | - | - | - | Pdpuzdmp | ZJQM | - | 320 | LYGY+320 | - | - |
| G | REA | 18.000 | - | - | - | I | - | - | - | - | Sdfywujo | IPNK | 425-435 | 435 | HGIE+435 | - | - |
Tranche Comments
D: Redemption: 2024-11-15;
CW: Redemption: 2024-11-15;
F1: Redemption: 2024-11-15;
X2: Redemption: 2024-11-15;
G: Redemption: 2024-11-15;
M: Redemption: 2024-11-15;
E: Redemption: 2024-11-15;
Gun: Redemption: 2024-11-15;
Deal Comments
Mbw Mmss Qhymbqz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 13, 1996