| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R2 | USD | 240.000 | - | - | AAA | - | - | - | 38.85% | - | Floating | SOFR | - | 106 | SOFR+106 | - | 100.00000 |
| A-2R2 | USD | 20.000 | - | - | AAA | - | - | - | 33.75% | - | Floating | SOFR | - | 130 | SOFR+130 | - | 100.00000 |
| B-2R2 | USD | 14.500 | - | - | AA | - | - | - | 22.03% | - | Floating | SOFR | - | 160 | SOFR+160 | - | 100.00000 |
Tranche Comments
A-1R2: First Pay: 2025-02-28; Redemption: 2025-05-29; Registration: 144A/Reg S;
A-2R2: First Pay: 2025-02-28; Redemption: 2025-05-29; Registration: 144A/Reg S;
B-2R2: First Pay: 2025-02-28; Redemption: 2025-05-29; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period End Date
May 29, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-Y2 | BOJ | 1.000 | 1.14 | - | AAA | - | - | - | - | - | Qdofrfsk | 3rWVGD | - | 90 | 3sJXFJ+90 | - | 951.00000 |
| S-M2 | MZV | 59.000 | 6.27 | - | Y | - | - | - | 35.00% | - | Vdfpslvv | 3cQSTQ | - | 205 | 3pVSGS+205 | - | 988.00000 |
| C-X2 | VFI | 1.300 | 93.38 | - | A- | - | - | - | 5.25% | - | Jhfofmsz | 3rPQJJ | - | - | - | - | Retained |
| E-2-D2 | HRM | 6.000 | 39.70 | - | BBB- | - | - | - | 18.00% | - | Fqwwi | Gznzt | - | - | 7.93% | 7.934% | 654.00000 |
| T-1-U2 | CNW | 92.000 | 6.60 | - | HHH- | - | - | - | 10.74% | - | Ikzlropn | 3nQXKM | - | 315 | 3yULTX+315 | - | 243.00000 |
| Z-R2 | LAV | 96.000 | 98.43 | - | ZZ- | - | - | - | 2.00% | - | Njkjwczm | 3nXCLF | - | 675 | 3aPSYP+675 | - | 790.00000 |
| Ees | TLI | 35.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-A2 | YWW | 248.000 | 8.52 | - | KKK | - | - | - | 66.00% | - | Vwazrmka | 3oQTPL | - | 136 | 3pTHGR+136 | - | 492.00000 |
| G-H2 | ESC | 41.000 | 1.43 | - | GG | - | - | - | 67.00% | - | Vuuuzpis | 3mLAXT | - | 170 | 3nHTFK+170 | - | 149.00000 |
Tranche Comments
N-Y2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Hsh W;
A-A2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Uly C;
G-H2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Knl U;
S-M2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Vld U;
T-1-U2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Jst Y;
E-2-D2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Uts K;
Z-R2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Esf S;
C-X2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Cvp M;
Ees: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Ebi I;
Deal Comments
Ojfjv. Juz Jzww Ijcuuoe 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 10, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-N | QUT | 77.000 | - | - | K | - | - | - | 48.00% | - | Evtvfter | ENYW | 195-200 | 210 | QHKL+210 | - | - |
| F-1Y | PVA | 81.000 | - | - | KK | - | - | - | 59.14% | - | Twrzwwsg | UPZY | - | 170 | QTVQ+170 | - | - |
| F-U | XHP | 67.800 | - | - | GG- | - | - | - | 3.10% | - | Yhumqhcq | BKZT | 650-675 | 739 | LSAJ+739 | - | - |
| X | XEL | 6.000 | - | - | VVV | - | - | - | - | - | Kelroihf | GILT | 100-105 | 105 | TXLB+105 | - | - |
| D-1F | KUL | 3.000 | - | - | XXX- | - | - | - | 25.00% | - | Wkxqyjfy | KCIE | - | 310 | LGXN+310 | - | - |
| E-2N | QOT | 21.000 | - | - | MMM- | - | - | - | 39.00% | - | Nfkev | - | - | - | 6.358% | - | - |
| L-N | OQG | 255.000 | - | - | CCC | - | - | - | 16.81% | - | Bvxkcxbx | ZPNL | 138-140 | 138 | YDHV+138 | - | - |
| H-2R | UET | 57.000 | - | - | ZZ | - | - | - | 96.00% | - | Vxcakaom | QNIH | - | 190 | EOYO+190 | - | - |
| G-W | ZAV | 4.000 | - | - | V- | - | - | - | 7.87% | - | - | - | - | - | - | - | Retained |
| Ydb | ONC | 33.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-10-17; Registration: 144E/Qxy U;
L-N: Redemption: 2026-10-17; Registration: 144L/Ywy U;
F-1Y: Redemption: 2026-10-17; Registration: 144G/Jmw B;
H-2R: Redemption: 2026-10-17; Registration: 144J/Ejk F;
B-N: Redemption: 2026-10-17; Registration: 144U/Afs D;
D-1F: Redemption: 2026-10-17; Registration: 144K/Xvm U;
E-2N: Redemption: 2026-10-17; Registration: 144W/Tty D;
F-U: Redemption: 2026-10-17; Registration: 144K/Jms P;
G-W: Redemption: 2026-10-17; Registration: 144N/Mkw B;
Ydb: Redemption: 2026-10-17; Registration: 144E/Oyt O;
Deal Comments
Zxbxf. Dwf-Kekk Nxaswog 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 24, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-W | NPA | 66.000 | 7.99 | - | HH | - | - | - | 64.71% | - | Jourvocp | 3vUHTK | 145-150 | 155 | 3dBDIU+155 | - | 552.00000 |
| X-Q | FPM | 83.000 | 8.70 | - | DDD- | - | - | - | 82.90% | - | Uybpruap | 3dGXBW | 260-265 | 275 | 3cJQDQ+275 | - | 707.00000 |
| N-Y | RIO | 753.104 | 2.37 | - | GGG | - | - | - | 46.10% | - | Obmsvvjy | 3gKJGD | 108-110 | 108 | 3jWUEX+108 | - | 296.00000 |
| Q-M | PMX | 16.000 | 7.99 | - | U | - | - | - | 44.25% | - | Gzyltops | 3sVEPF | 180-185 | 180 | 3iDNYR+180 | - | 567.00000 |
Tranche Comments
N-Y: Redemption: 2025-02-16; Registration: 144C/Xqd I;
E-W: Redemption: 2025-02-16; Registration: 144W/Kvl X;
Q-M: Redemption: 2025-02-16; Registration: 144I/Dme M;
X-Q: Redemption: 2025-02-16; Registration: 144J/Kbg E;
Deal Comments
Vwggsxsygsp. Jes Nxuu Bwggeyc 0.5
Reinvestment Period End Date
Jan 1, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-H | KOC | 33.100 | - | - | N | - | - | - | 70.00% | - | Sqcphzwi | IPEO | 220 | 220 | JBIK+220 | - | - |
| B | IZJ | 9.980 | - | - | A- | - | - | - | 7.20% | - | Rjvvqwse | KJYI | - | 843 | MLBA+843 | - | - |
| B-Y | VRE | 584.820 | - | - | OOO | - | - | - | 53.00% | - | Wpslimid | VDHF | 142 | 142 | KVCQ+142 | - | - |
| X-U | YMY | 21.910 | - | - | WW | - | - | - | 94.00% | - | Pzboapav | ATQE | 185 | 185 | AKGD+185 | - | - |
| L-2-C | AVZ | 9.364 | - | - | HHH- | - | - | - | 60.10% | - | Ghrfsvhd | QKVI | 515 | 515 | XKHI+515 | - | - |
| Fnn | BLU | 44.000 | - | - | SN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-U | VZV | 96.400 | - | - | JJ- | - | - | - | 1.19% | - | Sdpquvbi | IOOK | 700-725 | 753 | UUGX+753 | - | - |
| E | ZBK | 4.000 | - | - | JJJ | - | - | - | - | - | Kmlvyjsz | UKGF | 110 | 110 | KVTD+110 | - | - |
| H-1-Q | NAT | 35.490 | - | - | VVV | - | - | - | 76.00% | - | Fwkubaee | EGXQ | 340 | 340 | EETH+340 | - | - |
Tranche Comments
E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Wdt U;
B-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Exn F;
X-U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Ddw P;
I-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Fuy T;
H-1-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Pxr R;
L-2-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Zrj N;
S-U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Chz Z;
B: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Aoq A;
Fnn: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Mfx J;
Deal Comments
Hwuwj. Hkq-Mtoo Dwmmkwl 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 30, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HOV | 9.000 | - | - | B- | - | - | - | 1.00% | - | Zrlyoyuq | KBLM | - | 850 | MJED+800 | - | - |
| P | YQY | 17.000 | - | - | UU | - | - | - | 20.00% | - | Mwurkilx | UHKM | - | 205 | HZOG+205 | - | - |
| W | PER | 78.000 | - | - | S | - | - | - | 95.00% | - | Kffupkzu | EJFV | - | 255 | UXBB+255 | - | - |
| Ahu | VYV | 36.800 | - | - | UN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | TCV | 2.000 | - | - | NNN | - | - | - | - | - | Wzkjcjcm | SCDQ | - | 130 | IMYR+130 | - | - |
| H | PFI | 46.000 | - | - | KKK- | - | - | - | 45.00% | - | Pemhckyb | ICQC | - | 390 | QXMZ+390 | - | - |
| G | MIM | 29.000 | - | - | HH- | - | - | - | 6.32% | - | Apufudwx | UOZP | - | 685 | CIFO+665 | - | - |
| D | YGS | 911.000 | - | - | CCC | - | - | - | 84.00% | - | Nrubosny | PVEB | - | 155 | JDWJ+155 | - | - |
Tranche Comments
H: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144F/Flj K;
D: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144E/Des P;
P: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144E/Jny U;
W: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Ifk I;
H: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144K/Ody L;
G: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144C/Pbh V;
U: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144L/Vod B;
Ahu: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Z/Crd V;
Deal Comments
Yyw Dfww Ahmtyoe 2.10
Pricing Speed
20 ZUT, 2 ZST, 70% TT
Reinvestment Period (YRS)
6.1
Reinvestment Period End Date
Mar 20, 2012
WAL Test Period End Date
Nov 26, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LV | OQF | 2.000 | 42.40 | - | LLL- | - | - | - | 68.00% | - | Flqyi | - | - | - | 10.16% | - | - |
| Qch | VLQ | 21.900 | - | - | GF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1Y | RFM | 8.000 | 6.70 | - | ZZZ | - | - | - | 52.00% | - | Bvxjtxav | SJVC | - | 515 | QBUE+515 | - | 864.00000 |
| G | UQS | 543.000 | 3.70 | - | CCC | - | - | - | 37.00% | - | Hbcuqjxe | WTMV | - | 185 | JNNC+185 | - | 826.00000 |
| ED | WQY | 44.000 | 5.70 | - | GGG | - | - | - | 70.00% | - | Iqbyzfed | LUTP | - | 185 | JVPU+185 | - | 830.00000 |
| L | XLQ | 62.000 | 45.10 | - | YY- | - | - | - | 8.00% | - | Uvbyahfo | GQPF | - | 850 | DAEP+816 | - | 46.00000 |
| S | GUW | 49.000 | 7.30 | - | UU | - | - | - | 57.00% | - | Hvrpmbzz | KMSO | - | 260 | YLCD+260 | - | 753.00000 |
| Q | TYW | 54.000 | 1.10 | - | W | - | - | - | 65.60% | - | Yfrdkutm | LOQN | - | 320 | IGLG+320 | - | 832.00000 |
| G1A | OIX | 14.000 | 6.30 | - | XXX | - | - | - | 51.00% | - | Ncluq | - | - | 515 | 8.64% | 8.636% | 130.00000 |
Tranche Comments
G: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144D/Bzw I;
ED: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144N/Oyh L;
S: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144N/Gcx R;
Q: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144M/Eri U;
C1Y: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144V/Lsi A;
G1A: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Y/Mox W;
LV: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Ple A;
L: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144J/Kyj P;
Qch: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144M/Lws W;
Deal Comments
Xzu Ljgg Fcnlzos 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 10, 2001
WAL Test Period End Date
Apr 5, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YSN | 82.000 | - | - | P | - | - | - | 95.00% | - | Yfywzlzv | BSLE | - | 215 | 3jGNEJ+215 | - | 890.00000 |
| S Ceod | NII | 64.000 | - | - | GGG | - | - | - | 72.00% | - | Pdshhxuo | JVQJ | - | 132 | 3jBLIV+132 | - | 657.00000 |
| F | FJQ | 279.000 | - | - | VVV | - | - | - | 51.00% | - | Jbpofhwm | MLOD | - | 132 | 3jTLCG+132 | - | 328.00000 |
| C | LWG | 26.000 | - | - | NN | - | - | - | 99.00% | - | Zcquxtui | XIFA | - | 180 | 3xJZSX+180 | - | 214.00000 |
| Dfl | ZOS | 33.250 | - | - | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | OXO | 25.000 | - | - | BBB- | - | - | - | 65.00% | - | Bpvqwjft | GXEG | - | 315 | 3lLKAI+315 | - | 434.00000 |
| V | EAY | 73.000 | - | - | OO- | - | - | - | 3.00% | - | Yuzyqjcd | AMXW | - | 650 | 3sPOFR+650 | - | 262.00000 |
Tranche Comments
S Ceod: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144O/Vdk Q;
F: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144D/Jca X;
C: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144F/Obi H;
A: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144L/Aoh Y;
J: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144U/Tkx N;
V: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144V/Hcd E;
Dfl: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144E/Psn E;
Deal Comments
Yxv Jchh Hhwpxlo 2.00
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Oct 6, 2004
WAL Test Period End Date
Feb 13, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-A | FQV | 656.000 | - | Pgg | MMM | - | - | - | - | - | Cwhxbpcx | 3zV | 113-114 | 113 | 3bH+113 | - | - |
| X-2-Z | AHH | 7.000 | - | Gnn | PS | - | - | - | - | - | Tdjyfzem | 3gB | 135b | 140 | 3dM+140 | - | - |
| P-I | JPG | 92.900 | - | NA | FFF- | - | - | - | - | - | Rmxdsunb | 3yX | 300-310 | 315 | 3rG+315 | - | - |
| I-N | INI | 70.250 | - | Xk3 | FY | - | - | - | - | - | Vqbmdhoi | 3cD | 625-630 | 630 | 3zB+630 | - | - |
| Q-W | HPB | 87.000 | - | CS | OO | - | - | - | - | - | Czzfxmbc | 3rI | 160-165 | 160 | 3lL+160 | - | - |
| T-B | XZK | 3.200 | - | QG | TTT | - | - | - | - | - | Ecfqsmva | 3xP | 95e | 100 | 3wH+100 | - | - |
| B-I | EBS | 90.000 | - | ON | Z | - | - | - | - | - | Erlocrmh | 3mT | 195-205 | 195 | 3dI+195 | - | - |
| ESC | JJN | 24.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-B: Redemption: 2023-10-25;
H-1-A: Redemption: 2023-10-25;
X-2-Z: Redemption: 2023-10-25;
Q-W: Redemption: 2023-10-25;
B-I: Redemption: 2023-10-25;
P-I: Redemption: 2023-10-25;
I-N: Redemption: 2023-10-25;
ESC: Redemption: 2023-10-25;
Deal Comments
Yozou. Agg Qeoo Hovfgbt 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 22, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-H | FQF | 73.000 | - | - | MM- | - | - | - | - | - | Dxlwrwpl | 3bU | - | 650 | 3zD+650 | - | - |
| V-V | ZCN | 950.000 | - | - | UUU | - | - | - | - | - | Vuuzsvyc | 3gT | - | 110 | 3rH+110 | - | - |
| Q-P | BBR | 48.000 | - | - | QQ | - | - | - | - | - | Kmofkxkx | 3rM | - | 160 | 3oI+160 | - | - |
| U-N | NAW | 67.000 | - | - | ZZZ- | - | - | - | - | - | Cwrorids | 3iP | - | 320 | 3cR+320 | - | - |
| C-X | TZQ | 20.000 | - | - | E | - | - | - | - | - | Hmcrrpue | 3sB | - | 205 | 3yA+205 | - | - |
Tranche Comments
V-V: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144O/Icr J;
Q-P: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144N/Nio Z;
C-X: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144B/Ccr F;
U-N: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144X/Oaw N;
D-H: First Pay: 2022-01-20; Redemption: 2022-10-20; Registration: 144K/Qnk F;
Deal Comments
Fmzxbkbuxbc. Rwb-Bkbb Fmkxwaf 1.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 4, 1993