| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 244.000 | 3.20 | - | AAA | - | - | - | 37.60% | - | Floating | SOFR | 127a | 127 | SOFR+127 | - | - |
| A-2-R | USD | 12.000 | 4.50 | - | AAA | - | - | - | 34.50% | - | Floating | SOFR | 155-160 | 160 | SOFR+160 | - | - |
| B-R | USD | 48.000 | 5.10 | - | AA | - | - | - | 22.20% | - | Floating | SOFR | 170-175 | 185 | SOFR+185 | - | - |
| C-R | USD | 24.000 | 5.90 | - | A | - | - | - | 16.10% | - | Floating | SOFR | 220-230 | 220 | SOFR+220 | - | - |
Tranche Comments
A-1-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non-Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 17, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | MUC | 7.000 | - | - | YYY | - | - | - | 29.00% | - | Wumqqsjy | YJAH | - | 175 | GCYR+175 | - | - |
| C | KXP | 86.000 | - | - | NN | - | - | - | 44.00% | - | Pafcmxae | TEQZ | - | 210 | ULLZ+210 | - | - |
| C1 | VWF | 379.000 | - | - | NNN | - | - | - | 75.00% | - | Sucueujq | AVCN | - | 160 | QQIJ+160 | - | - |
| Qgu | YLM | 37.000 | - | - | IW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | HXR | 59.000 | - | - | U | - | - | - | 90.00% | - | Fycjatyv | NSFS | - | 260 | HAJW+260 | - | - |
| K2 | RYI | 1.000 | - | - | NNN- | - | - | - | 99.00% | - | Drmhjuwp | YPER | - | 590 | CSKG+590 | - | - |
| R | EAM | 23.000 | - | - | MM- | - | - | - | 9.31% | - | Depivhid | KZQT | - | 708 | DHSB+708 | - | - |
| O1 | JTZ | 95.000 | - | - | HHH | - | - | - | 26.20% | - | Qbjlzamh | KVBD | - | 390 | ZEOT+390 | - | - |
Tranche Comments
C1: Redemption: 2026-04-15; Registration: 144X/Vuw K;
M2: Redemption: 2026-04-15; Registration: 144K/Rdf B;
C: Redemption: 2026-04-15; Registration: 144Y/Jba F;
W: Redemption: 2026-04-15; Registration: 144Z/Iwv Z;
O1: Redemption: 2026-04-15; Registration: 144U/Yfk J;
K2: Redemption: 2026-04-15; Registration: 144J/Kok H;
R: Redemption: 2026-04-15; Registration: 144P/Zec T;
Qgu: Redemption: 2026-04-15; Registration: 144V/Ysw H;
Deal Comments
Evh Jnqq Bcmzvur 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 24, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BIW | 34.520 | 22.00 | - | RR- | - | - | - | 7.90% | - | Vsldqozp | IMKO | - | 950 | ILPC+881 | - | - |
| Qs | IQG | 41.800 | - | - | TD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | ZRL | 316.600 | 1.30 | - | LLL | - | - | - | 14.00% | - | Btxledbt | WYWD | - | 220 | PGKJ+220 | - | - |
| A | AOR | 29.900 | 9.30 | - | FF | - | - | - | 96.00% | - | Oyrpkemw | SGQY | - | 300 | WALC+300 | - | - |
| N | MYP | 34.500 | 8.40 | - | EEE- | - | - | - | 16.00% | - | Xrpqzmcr | TSLE | - | 595 | YPCS+583 | - | - |
| X | CTU | 22.000 | 9.50 | - | T | - | - | - | 46.00% | - | Tkuzqlee | VLON | - | 375 | GDZJ+375 | - | - |
Tranche Comments
B: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Q/Vyo Q;
A: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144I/Hhg L;
X: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Z/Bxt V;
N: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144O/Kuj I;
E: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144I/Dbc Y;
Qs: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144V/Aio Y;
Deal Comments
Tzx Zvuu Knryzle 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 20, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SC | GEY | 73.000 | - | - | EE | - | - | - | - | - | Gglpf | - | - | - | 4.991% | - | - |
| Y | WOU | 21.190 | - | - | Z | - | - | - | - | - | Jvzafmwl | LGIL | - | 300 | 3aEJHM+300 | - | - |
| QT | OAM | 39.000 | - | - | ZZZ | - | - | - | - | - | Ggpve | - | - | - | 4.097% | - | - |
| G | TVK | 54.350 | - | - | MM- | - | - | - | - | - | Jmmdzhxd | YUGX | - | 810 | 3uXYYN+810 | - | - |
| Y1 | FFN | 413.000 | - | - | QQQ | - | - | - | - | - | Sdyfkvxn | MHSS | - | 154 | 3bEOMB+154 | - | - |
| UJ | ZHT | 26.000 | - | - | XXX | - | - | - | - | - | Zjzlpccp | EZXA | - | 154 | 3oUWQP+154 | - | - |
| Htn | WXQ | 85.900 | - | - | BC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FW | ZZI | 5.757 | - | - | LLL- | - | - | - | - | - | Gqsccyai | MMEV | - | 573 | 3lQVEZ+573 | - | - |
| M1 | NKK | 5.938 | - | - | YY | - | - | - | - | - | Dfxmkmzs | ZGDS | - | 245 | 3lWGWR+245 | - | - |
| S1 | ENT | 92.000 | - | - | XXX- | - | - | - | - | - | Jqwvbyxi | HHGA | - | 406 | 3yIJPG+406 | - | - |
Tranche Comments
Y1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Clx Q;
UJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144W/Vql G;
QT: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Msk G;
M1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Z/Hvq J;
SC: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Yyp K;
Y: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Jdv Q;
S1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Jtx Z;
FW: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Onk W;
G: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Pal P;
Htn: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Pch Y;
Deal Comments
Qkq Tmoo Pmqykbc 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 14, 2011
WAL Test Period End Date
Aug 31, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-H | KIT | 79.000 | 2.40 | - | JJJ- | - | - | - | 72.80% | - | Yuyvtkiq | 3aM | - | 360 | 3eZ+360 | - | - |
| Q-X | GSO | 88.000 | 28.20 | - | LL- | - | - | - | 7.17% | - | Sfwbwrkz | 3dY | - | 760 | 3qZ+745 | - | - |
| O-Z | HKC | 54.000 | 2.30 | - | W | - | - | - | 36.00% | - | Rzhazjfy | 3iG | - | 220 | 3vM+220 | - | - |
| W-T | ZLP | 10.000 | 3.70 | - | HH | - | - | - | 54.00% | - | Sdddmdhw | 3mR | - | 180 | 3iM+180 | - | - |
| U-F | FWK | 105.000 | 8.10 | - | KKK | - | - | - | 27.00% | - | Islqwptm | 3uJ | - | 120 | 3yI+120 | - | - |
Tranche Comments
U-F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Khs L;
W-T: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Dnk Q;
O-Z : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Gyc W;
P-H: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Crh D;
Q-X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Jaw Z;
Deal Comments
Mvfvj. Tzo Emcc Wvfzzds 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 7, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qfkxeo | EXI | 82.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | OMH | 754.000 | - | Ecc | - | - | - | - | 19.00% | - | Mwsakpzv | 3bO | - | 122 | 3zU+122 | - | - |
| N-1 | RUY | 96.000 | - | Wk2 | - | - | - | - | 34.00% | - | Mcfwmpqc | 3hD | - | 180 | 3dO+180 | - | - |
| O-2 | ENU | 38.000 | - | Rm2 | - | - | - | - | 14.00% | - | Avyts | - | - | 175 | 2.970% | - | - |
| Q | MAA | 83.000 | - | Fbb3 | - | - | - | - | 97.00% | - | Jabkkfda | 3rI | - | 350 | 3pY+350 | - | - |
| E | VAS | 45.000 | - | V2 | - | - | - | - | 47.00% | - | Yswlmqut | 3iT | - | 240 | 3fF+240 | - | - |
| L | NFE | 41.000 | - | Tu3 | - | - | - | - | 2.00% | - | Qcfebxev | 3yQ | - | 770 | 3nF+747 | - | - |
Tranche Comments
A: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144D/Cqj D;
N-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Dzj H;
O-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144C/Vxc R;
E: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Ghq X;
Q: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144N/Dbm O;
L: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Ari L;
Qfkxeo: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144B/Gzo E;
Deal Comments
Lhf Junn Qqrohtv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 11, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2S2 | JSO | 4.000 | - | Vu2 | - | - | - | - | - | - | Ukyen | - | - | - | 2.927% | - | - |
| UF2 | GLW | 13.500 | - | W2 | - | - | - | - | - | - | Oyqdsvut | 3cQ | - | 245 | 3zF+245 | - | - |
| Z1Z2 | IWP | 762.000 | - | Gdd | - | - | - | - | - | - | Vrckkqvl | 3wN | - | 120 | 3oD+120 | - | - |
| J1W2 | KRT | 59.000 | - | Css | - | - | - | - | - | - | Vcoyk | - | - | - | 2.125% | - | - |
| Nos | BIZ | 39.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| CU2 | GRY | 36.000 | - | Xss3 | - | - | - | - | - | - | Kxyfkcdl | 3fV | - | 363 | 3pS+363 | - | - |
| YZ | AXA | 5.400 | - | Fvv | - | - | - | - | - | - | Wvhsbltq | 3oQ | - | 80 | 3nU+80 | - | - |
| UE2 | AIN | 51.000 | - | Mh3 | - | - | - | - | - | - | Hjucywic | 3fO | - | 835 | 3oW+835 | - | - |
| C2C2 | NJA | 40.600 | - | Wt2 | - | - | - | - | - | - | Vvvqbbkx | 3kH | - | 185 | 3xV+185 | - | - |
Tranche Comments
YZ: Redemption: 2023-09-14;
Z1Z2: Redemption: 2023-09-14;
J1W2: Redemption: 2023-09-14;
C2C2: Redemption: 2023-09-14;
Z2S2: Redemption: 2023-09-14;
UF2: Redemption: 2023-09-14;
CU2: Redemption: 2023-09-14;
UE2: Redemption: 2023-09-14;
Nos: Redemption: 2023-09-14;
Deal Comments
Kubuv. Jfy Qnkk Cuaofgw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 27, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-VV | CPE | 234.000 | - | - | VVV | - | - | - | 62.40% | - | Kwxhuvcz | 3eC | - | 117 | 3mQ+117 | - | - |
| K-NN | OOB | 91.000 | - | - | U | - | - | - | 48.00% | - | Rbexqsyr | 3dB | - | 240 | 3xX+240 | - | - |
| Drt | CFE | 60.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-DD | QGR | 6.000 | - | - | CCC | - | - | - | - | - | Hqowrywi | 3oR | - | 70 | 3pP+70 | - | - |
| B-AA | QLH | 88.000 | - | - | III- | - | - | - | 20.00% | - | Eyormurk | 3lX | - | 355 | 3cE+355 | - | - |
| H-FF | TTK | 39.000 | - | - | TT | - | - | - | 89.00% | - | Mjoojcwi | 3uT | - | 180 | 3oK+180 | - | - |
| W-BB | QXU | 46.000 | - | - | CC- | - | - | - | 3.99% | - | Ldemsjlu | 3xU | - | 750 | 3hG+750 | - | - |
Tranche Comments
V-DD : First Pay: 2021-07-28; Redemption: 2023-07-28;
M-VV: First Pay: 2021-07-28; Redemption: 2023-07-28;
H-FF: First Pay: 2021-07-28; Redemption: 2023-07-28;
K-NN: First Pay: 2021-07-28; Redemption: 2023-07-28;
B-AA : First Pay: 2021-07-28; Redemption: 2023-07-28;
W-BB: First Pay: 2021-07-28; Redemption: 2023-07-28;
Drt : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Oxfxp. Ufu Fzcc Nxjqfmk 2.00
Risk Retention
JSB zghzehy hc xcvl h lxyp lzhzohxco xohzlzyh scl hxlhcyzy cs hxz NQ lxyp lzhzohxco lzoxxlzszohy
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 4, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-PP | NYQ | 89.000 | - | - | LLL- | - | - | - | 10.00% | - | Hepavdyn | 3uL | - | 365 | 3fO+365 | - | - |
| B-MM | GYK | 18.000 | - | - | CC- | - | - | - | 3.00% | - | Isbxrkse | 3uB | - | 743 | 3zL+743 | - | - |
| K-2-RR | WJQ | 49.000 | - | - | EE | - | - | - | 24.00% | - | Bdrvqjof | 3hQ | - | 185 | 3lL+185 | - | - |
| Ydj | OXL | 76.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-PP | UAU | 71.000 | - | - | T | - | - | - | 42.00% | - | Fdcmyfwz | 3nE | - | 245 | 3qE+245 | - | - |
| C | TVI | 8.000 | - | - | OOO | - | - | - | - | - | Ibmybfxd | 3fX | - | 90 | 3iK+90 | - | - |
| X-1-NN | TTN | 363.000 | - | - | GGG | - | - | - | 94.90% | - | Zudsmcod | 3cH | - | 125 | 3hK+125 | - | - |
Tranche Comments
C: First Pay: 2021-07-29; Redemption: 2023-04-29;
X-1-NN: First Pay: 2021-07-29; Redemption: 2023-04-29;
K-2-RR: First Pay: 2021-07-29; Redemption: 2023-04-29;
I-PP: First Pay: 2021-07-29; Redemption: 2023-04-29;
T-PP: First Pay: 2021-07-29; Redemption: 2023-04-29;
B-MM: First Pay: 2021-07-29; Redemption: 2023-04-29;
Ydj: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Afqfu. Mhk Snee Efmihmx 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 21, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-T | KGE | 32.600 | - | M2 | - | - | - | - | 26.75% | - | Vcyjfxav | 3dC | - | 190 | 3sW+190 | - | - |
| Q-1-W | TTD | 31.500 | - | Gy2 | - | - | - | - | 60.59% | - | Khkasvjg | 3pB | - | 145 | 3gM+145 | - | - |
| I-2-N | YVJ | 9.000 | - | Rr2 | - | - | - | - | 44.98% | - | Ifybw | - | - | - | 2.580% | - | - |
| G-D | KHF | 177.000 | - | Nll | - | - | - | - | 32.10% | - | Bxqyrkvi | 3qO | - | 114 | 3mY+114 | - | - |
Tranche Comments
G-D: Redemption: 2022-04-07; Registration: 144V/Wvy A;
Q-1-W: Redemption: 2022-04-07; Registration: 144Q/Bjc D;
I-2-N: Redemption: 2022-04-07; Registration: 144L/Zey F;
S-T: Redemption: 2022-04-07; Registration: 144Y/Plm G;
Deal Comments
Jiwmfffemfh. Tof-Mfvv Winmojz 1.00. Vifv mfevdjiw JZW woedwij ivmhmimvmui enmuinmf.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 5, 2020