| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RRR | USD | 2.137 | 0.86 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 90 | SOFR+90 | - | - |
| A-RRR | USD | 311.050 | 3.17 | Aaa | - | - | - | - | 34.80% | - | Floating | SOFR | - | 109 | SOFR+109 | - | - |
| B-RRR | USD | 49.800 | 5.18 | Aa2 | - | - | - | - | 24.36% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| C-RRR | USD | 25.500 | 5.73 | A2 | - | - | - | - | 19.01% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| D-RRR | USD | 31.600 | 6.09 | Baa3 | - | - | - | - | 12.39% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
Tranche Comments
X-RRR: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144A/Reg S;
A-RRR: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144A/Reg S;
B-RRR: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144A/Reg S;
C-RRR: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144A/Reg S;
D-RRR: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YO4 | BGQ | 89.000 | 5.80 | KA | O | - | - | - | 32.54% | - | Osdfzbso | 3lPWNZ | 185p | 210 | 3mENOI+210 | - | - |
| PD3 | HUW | 26.000 | 2.90 | CM | XXX- | - | - | - | 48.80% | - | Ejrrqryv | 3nMPZU | 285x | 350 | 3xJZWV+350 | - | - |
| C2C4 | CIC | 83.000 | 7.80 | Fcc | ZZ | - | - | - | 18.24% | - | Csdemfyt | 3xCEVR | 135i | 135 | 3pASIG+135 | - | - |
| MU4 | OAY | 52.000 | 7.50 | SL | LL | - | - | - | 89.19% | - | Fxzsxlfb | 3lXUXR | 160-165 | 175 | 3uYXLG+175 | - | - |
| K1Q4 | FXM | 722.623 | 7.30 | Urr | RRR | - | - | - | 81.10% | - | Quvwevkw | 3qAPPH | 112j | 112 | 3jAMVT+112 | - | - |
Tranche Comments
K1Q4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144F/Mtu F;
C2C4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144A/Ywe W;
MU4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144O/Xpb X;
YO4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144Q/Bxv H;
PD3: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144U/Rlh D;
Deal Comments
Glfwyuywwyg. Zhy Tutt Qliwhls 0.5
Reinvestment Period End Date
Sep 7, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2H-H | FBH | 12.800 | - | Ac2 | - | - | - | - | - | - | Qwppzqcm | 3tX | - | 165 | 3uP+165 | - | - |
| US-S | POZ | 58.000 | - | I2 | - | - | - | - | - | - | Cfsqfjpi | 3xZ | - | 230 | 3pZ+230 | - | - |
| S1J-J | ZVQ | 168.000 | - | Jnn | - | - | - | - | - | - | Rerflyfm | 3bN | - | 108 | 3eJ+108 | - | - |
| IA-A | BMM | 60.500 | - | Qdd3 | - | - | - | - | - | - | Zcymmilx | 3pN | - | 350 | 3uG+350 | - | - |
Tranche Comments
S1J-J: First Pay: 2021-10-20; Redemption: 2022-09-29;
E2H-H: First Pay: 2021-10-20; Redemption: 2022-09-29;
US-S: First Pay: 2021-10-20; Redemption: 2022-09-29;
IA-A: First Pay: 2021-10-20; Redemption: 2022-09-29;
Deal Comments
Bewvwswfvwa.Vqw Ksaa Kehvqac 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 8, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YYF | 86.000 | 2.10 | WA | VV | - | - | - | 15.25% | - | Bvyuxsht | 3lJ | - | - | - | - | - |
| Q | FYI | 72.000 | 9.70 | HY | F | - | - | - | 18.57% | - | Qzclfzqn | 3sV | - | - | - | - | - |
| X-2 | YNK | 47.000 | 4.40 | Jll | CU | - | - | - | 61.31% | - | Eycopxkj | 3rF | - | - | - | - | - |
| A-1 | GEV | 979.446 | 1.40 | Pzz | HHH | - | - | - | 85.96% | - | Beqmcdbi | 3oG | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144B/Hvt H;
X-2: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144K/Wfc V;
W: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144Y/Xtx D;
Q: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144U/Lmt Y;
Deal Comments
Esqivbvfivq. Bjv Qbbb Estijue 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 5, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-BB | JPP | 27.370 | 71.10 | Im3 | - | - | - | - | 1.00% | - | Oulojueu | 3rA | - | 700 | 3lZ+700 | - | - |
| F-OO | NRL | 425.700 | 4.60 | Zgg | - | - | - | - | 37.00% | - | Ipymruox | 3tI | - | 117 | 3hC+117 | - | - |
| E-HH | YQW | 7.100 | 32.10 | U3 | - | - | - | - | 5.12% | - | Wpypbihf | 3hP | - | 860 | 3mO+860 | - | - |
| N-VV | JBC | 73.800 | 2.60 | T2 | - | - | - | - | 73.30% | - | Vrqlohiw | 3gI | - | 220 | 3kS+220 | - | - |
| M-LL | ELD | 71.700 | 6.70 | Gll3 | - | - | - | - | 98.00% | - | Djweftur | 3qQ | - | 330 | 3fZ+330 | - | - |
| V-PP | BLV | 3.600 | 5.80 | Fkk | - | - | - | - | - | - | Iekrhvkt | 3xD | - | 100 | 3uA+100 | - | - |
| M-NN | CZG | 61.200 | 2.90 | Da2 | - | - | - | - | 72.57% | - | Pxemdrsa | 3pS | - | 160 | 3tR+160 | - | - |
Tranche Comments
V-PP: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144I/Yox V;
F-OO: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Z/Wjw P;
M-NN: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Zhj U;
N-VV: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144D/Jmr Y;
M-LL: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144N/Rdy K;
G-BB: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144K/Wfw B;
E-HH: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144T/Eve H;
Deal Comments
Xclcj. Ugk Xtss Wcutgla 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 11, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-E2 | GNL | 83.800 | - | - | OO- | - | - | - | - | - | Sdkhztlv | 3fH | - | 660 | 3aB+660 | - | - |
| N-M2 | ZEG | 5.810 | - | - | H- | - | - | - | - | - | Wlbsvboo | 3fG | - | 860 | 3lU+860 | - | - |
| O-R2 | BQX | 84.200 | - | - | N | - | - | - | - | - | Ohzhxtsr | 3vV | - | 205 | 3vL+205 | - | - |
| L-S2 | UIT | 1.950 | - | - | FFF | - | - | - | - | - | Gsfkqlcc | 3hL | - | 95 | 3aQ+95 | - | - |
| X-G2 | WRB | 70.600 | - | - | ZZZ- | - | - | - | - | - | Vwhplkjr | 3qB | - | 335 | 3lL+335 | - | - |
| B-2-E2 | OCJ | 93.500 | - | - | OO | - | - | - | - | - | Mhbloyrx | 3yI | - | 165 | 3oN+165 | - | - |
| V-1-N2 | GKG | 209.100 | - | - | NNN | - | - | - | - | - | Vuffzxzh | 3rG | - | 114 | 3nD+114 | - | - |
| Mrx | IAQ | 22.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-S2: Redemption: 2023-04-20;
V-1-N2: Redemption: 2023-04-20;
B-2-E2: Redemption: 2023-04-20;
O-R2: Redemption: 2023-04-20;
X-G2: Redemption: 2023-04-20;
S-E2: Redemption: 2023-04-20;
N-M2: Redemption: 2023-04-20;
Mrx: Redemption: 2023-04-20;
Deal Comments
Ypypf. Iee Zqss Ppmrefw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 18, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1R | GBF | 998.000 | - | Zii | - | LLL | - | - | 66.50% | - | Qcjzakzd | 3vY | - | 102 | 3oT+102 | - | - |
| B-2R | LCF | 77.000 | - | Vi2 | - | AS | - | - | 10.00% | - | Gmrakmwh | 3lD | - | 140 | 3mD+140 | - | - |
| U-E | MML | 14.000 | - | C2 | - | XC | - | - | 14.00% | - | Iftbkrtc | 3zF | - | 200 | 3mJ+200 | - | - |
| C-C | WZS | 55.000 | - | Tbb3 | - | QB | - | - | 10.50% | - | Wkmjadtf | 3dA | - | 365 | 3pR+365 | - | - |
Tranche Comments
S-1R: First Pay: 2020-04-20; Redemption: 2021-02-20;
B-2R: First Pay: 2020-04-20; Redemption: 2021-02-20;
U-E: First Pay: 2020-04-20; Redemption: 2021-02-20;
C-C: First Pay: 2020-04-20; Redemption: 2021-02-20;
Deal Comments
Zehuqpqyuqu. Wqq Rpcc Peyuqis 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 5, 1991
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1H2 | NZS | 539.000 | - | Yyy | NNN | - | - | - | - | - | Cubhzhom | 3iD | - | 118 | 3jZ+118 | - | - |
| W-W2 | VRM | 87.000 | - | JL | AA- | - | - | - | - | - | Cydcdhin | 3rW | 625 | 650 | 3dC+650 | - | - |
| S-2S2 | GWQ | 35.000 | - | DZ | KK | - | - | - | - | - | Dkmlyitc | 3hE | - | 185 | 3yA+185 | - | - |
| G-2N2 | MOB | 88.000 | - | XJ | XX | - | - | - | - | - | Blcbg | - | - | - | 4.879% | - | - |
| E-E2 | QXZ | 88.000 | - | ND | Y | - | - | - | - | - | Bblrzeuq | 3wT | - | 220 | 3sV+220 | - | - |
| T-1T2 | BZB | 42.600 | - | Qoo | VP | - | - | - | - | - | Jqhxoidq | 3iF | - | 140 | 3uW+140 | - | - |
| I-X2 | FIH | 16.600 | - | IV | III- | - | - | - | - | - | Ewfzfumn | 3hE | 325 | 350 | 3eJ+350 | - | - |
Tranche Comments
H-1H2: First Pay: 2019-01-14; Redemption: 2021-01-14;
T-1T2: First Pay: 2019-01-14; Redemption: 2021-01-14;
S-2S2: First Pay: 2019-01-14; Redemption: 2021-01-14;
G-2N2: First Pay: 2019-01-14; Redemption: 2021-01-14;
E-E2: First Pay: 2019-01-14; Redemption: 2021-01-14;
I-X2: First Pay: 2019-01-14; Redemption: 2021-01-14;
W-W2: First Pay: 2019-01-14; Redemption: 2021-01-14;
Deal Comments
Fqoqw. Ymg Kgoo Tqyemex 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 27, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1K | FBO | 219.200 | 4.00 | Jcc | - | XXX | - | - | - | - | Jqdywfyo | 3mF | - | - | 3uC+100 | - | - |
| G-D | CKA | 42.200 | 3.00 | C2 | - | - | - | - | - | - | Kbufwbpe | 3gE | - | - | 3gN+190 | - | - |
| B-O | AYX | 16.100 | 5.00 | Ri3 | - | - | - | - | - | - | Nrsylmld | 3oO | - | - | 3nV+520 | - | - |
| F-2-T | ZHT | 71.000 | 6.00 | Zq2 | - | - | - | - | - | - | Fdqdrswh | 3oJ | - | - | 3mN+160 | - | - |
| M-Y | HCN | 66.000 | 1.00 | Gcc3 | - | - | - | - | - | - | Jvyakcmh | 3qR | - | - | 3tH+285 | - | - |
| N-W | GUI | 37.200 | 2.00 | P3 | - | - | - | - | - | - | Lusfdyuh | 3aB | - | - | 3rE+825 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2-E | RQY | 43.000 | 7.75 | Ca1 | - | - | - | - | - | - | Kxeazsjx | 3lH | - | - | 3bQ+150 | - | - |
| Z-1S | XEL | 642.000 | 3.49 | Foo | - | - | - | - | - | - | Bmlovdap | 3vJ | - | - | 3rO+98 | - | - |
| H-2T | GXM | 14.000 | 1.76 | Ig3 | - | - | - | - | - | - | Ezkbextw | 3yC | - | - | 3iV+517 | - | - |