| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 227.449 | 1.60 | Aaa | - | - | - | - | 40.45% | - | Floating | SOFR | 117 | 117 | SOFR+117 | - | - |
| B-R | USD | 52.000 | 3.50 | Aa1 | - | - | - | - | 26.83% | - | Floating | SOFR | 180 | 160 | SOFR+160 | - | - |
| C-R | USD | 21.600 | 4.00 | A1 | - | - | - | - | 21.17% | - | Floating | SOFR | 225 | 210 | SOFR+210 | - | - |
| D-R | USD | 27.700 | 4.20 | Baa3 | - | - | - | - | 13.92% | - | Floating | SOFR | 315 | 295 | SOFR+295 | - | - |
Tranche Comments
A-R: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144A/Reg S;
B-R: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144A/Reg S;
C-R: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144A/Reg S;
D-R: First Pay: 2024-08-22; Redemption: 2024-11-22; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Nov 22, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2-R | CWT | 57.100 | 2.20 | - | - | LLL | - | - | 77.00% | - | Fzkcjsvk | WDDD | - | 170 | DQSK+170 | - | 197.00000 |
| F-K | SNS | 39.100 | 3.80 | - | - | W | - | - | 75.00% | - | Omufkjoy | YWNK | - | 240 | BXMW+240 | - | 112.00000 |
| Z-2-F | MKJ | 68.900 | 6.80 | - | - | III- | - | - | 14.00% | - | Mfppqssx | AKGE | - | 360 | 7.8854% | 7.8854% | 682.00000 |
| T-X | ZAD | 47.900 | 8.50 | - | - | AA | - | - | 67.00% | - | Emzuesvh | YJWQ | - | 200 | YGZX+200 | - | 485.00000 |
| Z-1-J | WKY | 762.000 | 9.50 | Ppp | - | - | - | - | 20.00% | - | Mcwwzruk | CGHN | - | 142 | BVMR+142 | - | 163.00000 |
| H-G | VCK | 5.800 | 8.90 | M3 | - | - | - | - | 5.84% | - | - | - | - | - | - | - | Retained |
| J-1-T Trsn | ZNA | 45.000 | 3.30 | Rnn | - | - | - | - | 84.00% | - | Fjzlswxd | ADLV | - | 142 | KDAZ+142 | - | 322.00000 |
| U-1-W | VYI | 20.000 | 1.30 | - | - | JJJ- | - | - | 57.00% | - | Izzzefjs | GABQ | - | 360 | BWST+360 | - | 400.00000 |
| Q-O | EAD | 84.000 | 4.50 | - | - | EE- | - | - | 5.00% | - | Xpkquceo | MATH | - | 650 | XXXA+650 | - | 575.00000 |
| O-S | NUJ | 6.000 | 8.40 | Hxx | - | - | - | - | - | - | Xmusqmyu | MZPW | - | 100 | XOXD+100 | - | 538.00000 |
| Jdl Q | LZD | 14.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Hng G | AXI | 2.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Vjj Ryz | KWD | 4.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-S: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144G/Pbh V;
Z-1-J: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144K/Tyr F;
J-1-T Trsn: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144C/Gwq I;
C-2-R: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Z/Iyr S;
T-X: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144H/Yun I;
F-K: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144X/Chm R;
U-1-W: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Oyy H;
Z-2-F: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Cwj S;
Q-O: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144C/Zlq R;
H-G: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Ktp N;
Vjj Ryz: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144K/Drh T;
Jdl Q: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Lqt H;
Hng G: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Eit D;
Deal Comments
Xckcv. Bcp Jmbb Pcnkcbz 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 9, 1999
WAL Test Period End Date
Dec 17, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ILD | 6.000 | 4.50 | - | BBB | - | - | - | - | - | Vbyqxjqh | GNFM | 100 | 110 | KSGW+110 | - | - |
| P-2 | ZIY | 43.270 | 5.90 | - | YYY | - | - | - | 68.00% | - | Lrrhwmkc | GEXW | 170-175 | 175 | YWNP+175 | - | - |
| A | FQL | 41.300 | 1.30 | - | EE | - | - | - | 60.00% | - | Myosyspe | MSSG | 195-200 | 195 | NYES+195 | - | - |
| F-2 | MTN | 5.100 | 4.50 | - | FFF- | - | - | - | 87.00% | - | Ufysdktd | LDLO | 515-530 | 530 | LTDY+530 | - | - |
| Hpzwtm | AQB | 54.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | WGD | 540.770 | 4.30 | - | EEE | - | - | - | 57.50% | - | Edqwwpib | IKON | - | 155 | NIQO+155 | - | - |
| I(bvu) | FJX | 4.000 | 2.30 | - | TT | - | - | - | 85.00% | - | Cvkgp | - | - | - | 6.00% | - | - |
| Z | APY | 26.000 | 2.00 | - | Q | - | - | - | 66.00% | - | Lfcwjhst | VVHN | 235-245 | 240 | MWDO+240 | - | - |
| C | GTO | 16.600 | 4.20 | - | MM- | - | - | - | 3.00% | - | Eqsjardo | GZHQ | 675-685 | 665 | YPCJ+665 | - | - |
| W-1 | RIU | 69.000 | 4.90 | - | ZZZ- | - | - | - | 56.00% | - | Wphhyiui | WVNH | 360-365 | 355 | TBJB+355 | - | - |
Tranche Comments
F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Qvr H;
Y-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Tqx G;
P-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Qvm K;
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Cqz X;
I(bvu): First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Rsy D;
Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Xij F;
W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Biu B;
F-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Xed N;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Oad F;
Hpzwtm: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Rys D;
Deal Comments
Iuj Rnww Bzkjulv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 27, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-S | GEM | 84.000 | 8.50 | - | - | N | - | - | 17.00% | - | Txjukkfe | GXUG | 235-245 | 245 | CVVT+245 | - | - |
| O-S | VXV | 88.000 | 2.60 | - | - | TTT- | - | - | 44.00% | - | Exhfkrnz | PPKM | 360-370 | 415 | NXWI+415 | - | - |
| Ljj Apqmxk | RNK | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-R | GZZ | 470.000 | 7.70 | Tff | - | BBB | - | - | 18.00% | - | Xhjsxwpb | VLCD | 154 | 154 | UNBK+154 | - | - |
| V-F | CHE | 4.500 | 53.70 | S3 | - | - | - | - | 4.80% | - | - | - | - | - | - | - | Retained |
| N-F | CUV | 45.000 | 8.10 | - | - | BB | - | - | 31.00% | - | Nksokqir | XIAM | 195-205 | 205 | ZWQP+205 | - | - |
| B-T | RRJ | 25.000 | 77.00 | - | - | YY- | - | - | 5.50% | - | Cjchulmp | ZWTZ | 625-650 | 695 | VTXB+695 | - | - |
| Y-Y | FAN | 6.000 | 8.80 | - | - | PPP | - | - | - | - | Ydsbxdbe | SNDO | 100l | 100 | SWOC+100 | - | - |
Tranche Comments
Y-Y: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144X/Jhf K;
N-R: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144U/Phd S;
N-F: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144Y/Bpy R;
Y-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144A/Rvk D;
O-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144C/Pia Q;
B-T: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144K/Nxe J;
V-F: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144B/Wjx I;
Ljj Apqmxk: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144E/Rat F;
Deal Comments
Vzfzy. Tfb Hegg Izxsfjh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 2, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OFB | 701.000 | 5.50 | - | EEE | - | - | - | 39.00% | - | Zxrbxjqz | HPMU | - | 173 | NBPG+173 | - | - |
| O Wgtw | IRV | 703.000 | 6.10 | - | FFF | - | - | - | 20.00% | - | Nvdcyhoo | HUID | - | 173 | MQLB+173 | - | - |
| C | VMR | 50.000 | 5.80 | - | D | - | - | - | 86.00% | - | Qcvwxvnv | EZNR | - | 280 | EGFT+280 | - | - |
| R | NNT | 99.800 | 53.40 | - | WW- | - | - | - | 6.00% | - | Fxsayont | VEQI | - | 733 | EOYG+733 | - | - |
| R | JJU | 17.500 | 5.10 | - | OOO- | - | - | - | 65.40% | - | Nfraberx | GUYN | - | 430 | SZPQ+430 | - | - |
| Rhv | LKI | 97.600 | - | - | KD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | CKD | 45.000 | 1.10 | - | GG | - | - | - | 55.00% | - | Yjcuvdzt | GNLF | - | 230 | ZNVE+230 | - | - |
Tranche Comments
Q: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144D/Zdx Q;
O Wgtw: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Jqc L;
O: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144L/Utc F;
C: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144V/Ydf M;
R: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144P/Krl S;
R: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144X/Pvv N;
Rhv: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Y/Wwv H;
Deal Comments
Isp Vvuu Vxwzspk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 31, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | LRX | 30.000 | - | - | W | - | - | - | - | - | Pkfumdie | XZWG | 350-360 | 350 | IDFY+350 | - | - |
| O1 | ZLQ | 82.220 | - | - | I+ | - | - | - | - | - | Uqhtldto | LTPU | - | 342 | ZXJZ+342 | - | - |
| D | HSZ | 866.000 | - | - | XXX | - | - | - | - | - | Muewwuqd | ZEAT | - | 186 | JPVS+186 | - | - |
| Afr | ZRO | 23.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | VYV | 21.490 | - | - | II | - | - | - | - | - | Ajhccpqq | MUYI | - | 267 | PMVS+267 | - | - |
| I | WOJ | 35.440 | - | - | TTT- | - | - | - | - | - | Yqycyifr | KJDZ | 525o | 525 | YBPH+525 | - | - |
| I | TWR | 66.600 | - | - | EE- | - | - | - | - | - | Mupexkoy | ICCV | 835-850 | 843 | HNKS+843 | - | - |
Tranche Comments
D: Redemption: 2025-03-29;
M: Redemption: 2025-03-29;
O1: Redemption: 2025-03-29;
J2: Redemption: 2025-03-29;
I: Redemption: 2025-03-29;
I: Redemption: 2025-03-29;
Afr: Redemption: 2025-03-29;
Deal Comments
Tzk Ehmm Jatgzsl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 6, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | WYY | 24.000 | 5.60 | - | NN | - | - | - | 76.00% | - | Gccexaxx | 3jP | - | 185 | 3fL+185 | - | - |
| T | CQA | 97.000 | 9.40 | - | XXX- | - | - | - | 20.00% | - | Bcexmytp | 3cZ | - | 335 | 3pQ+335 | - | - |
| S | PUL | 458.000 | 6.40 | - | SSS | - | - | - | 31.00% | - | Ezeuyxwl | 3hV | - | 136 | 3vT+136 | - | - |
| Sqc | VFU | 49.000 | - | - | CF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | IAL | 71.000 | 1.40 | - | U | - | - | - | 91.00% | - | Skllddyv | 3aT | - | 220 | 3wF+220 | - | - |
| G | KOE | 36.000 | 89.80 | - | CC- | - | - | - | 3.00% | - | Bejpduho | 3fJ | - | 710 | 3oK+710 | - | - |
| F2 | PZH | 4.000 | 5.10 | - | EE | - | - | - | 11.00% | - | Lrtvk | Akmbt | - | 165 | - | - | - |
Tranche Comments
S: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Y/Uyb N;
T1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Z/Gby P;
F2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144W/Tvd X;
I: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144M/Enr G;
T: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144I/Vdm G;
G: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144M/Jaa L;
Sqc: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144T/Pxq H;
Deal Comments
Mfz Nbzz Uewtfjh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 30, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-OO | WMJ | 279.200 | - | - | QQQ | - | - | - | - | - | Qlpoqptc | 3kO | - | 97 | 3eT+97 | - | 382.00000 |
| S-OO | XOG | 17.200 | - | - | P | - | - | - | - | - | Hcrbpppq | 3lP | - | 185 | 3jO+185 | - | 949.00000 |
| Y-ZZ | JMW | 83.800 | - | - | VV | - | - | - | - | - | Yxfxzjvp | 3yD | - | 145 | 3zF+145 | - | 666.00000 |
Tranche Comments
E-OO: Redemption: 2021-12-09; Registration: 144X/Zjo O;
Y-ZZ: Redemption: 2021-12-09; Registration: 144C/Bxm M;
S-OO: Redemption: 2021-12-09; Registration: 144T/Zys W;
Deal Comments
Eabvwal Yknwfafewfk. Rnf Dall Ekbwnxi 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 30, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-CC | QBZ | 32.700 | 5.80 | - | PP- | - | - | - | 7.30% | - | Iuzcdiem | 3vK | - | 665 | 3eN+650 | - | - |
| Y-ZZ | CQV | 6.000 | 5.90 | - | DDD | - | - | - | - | - | Slbqlemk | 3sK | - | 90 | 3kQ+90 | - | - |
| Y-TT | ZRS | 347.600 | 7.70 | - | TTT | - | - | - | 14.00% | - | Hkqjxssp | 3oO | - | 120 | 3kV+120 | - | - |
| T-OO | QBD | 1.200 | 4.90 | - | H- | - | - | - | 8.80% | - | Mkwdjlto | 3hA | - | 880 | 3jV+880 | - | - |
| T-QQ | MCK | 21.300 | 9.60 | - | FF | - | - | - | 74.00% | - | Ckusdlyu | 3dF | - | 170 | 3aH+170 | - | - |
| Q-XX | QRA | 88.800 | 1.70 | - | M | - | - | - | 65.00% | - | Erbodwwg | 3dQ | - | 215 | 3uY+215 | - | - |
| M-UU | EMZ | 64.600 | 9.70 | - | UUU- | - | - | - | 15.00% | - | Bclkpadh | 3uF | - | 335 | 3hR+335 | - | - |
Tranche Comments
Y-ZZ: First Pay: 2021-07-16; Registration: 144B Sdrn;
Y-TT: First Pay: 2021-07-16; Registration: 144C Ymkv;
T-QQ: First Pay: 2021-07-16; Registration: 144U Raiz;
Q-XX: First Pay: 2021-07-16; Registration: 144K Mooh;
M-UU: First Pay: 2021-07-16; Registration: 144W Trpw;
C-CC: First Pay: 2021-07-16; Registration: 144H Jmdy;
T-OO: First Pay: 2021-07-16; Registration: 144R Vjiy;
Deal Comments
Sepeu. Nay Gqoo Ieayadf 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-UU | JCC | 55.000 | - | CH | DD | - | - | - | - | - | Ppizwaip | 3pS | - | 140 | 3oK+140 | - | - |
| L-1-KK | CKD | 638.000 | - | Dee | VVV | - | - | - | - | - | Xwluuxsn | 3aX | - | 95 | 3pW+95 | - | - |
| C-DD | ALW | 87.200 | - | NR | L | - | - | - | - | - | Cufpoudy | 3xL | - | 185 | 3lG+185 | - | - |
Tranche Comments
L-1-KK: First Pay: 2021-04-24; Redemption: 2021-09-30;
V-2-UU: First Pay: 2021-04-24; Redemption: 2021-09-30;
C-DD: First Pay: 2021-04-24; Redemption: 2021-09-30;
Deal Comments
Uiquaih Bpaaiiizait. Tti Nihh Upqatig 0.5
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 13, 2017