| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 240.000 | 6.50 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| AJ | USD | 16.000 | 8.00 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 172 | SOFR+172 | - | - |
| B | USD | 48.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C | USD | 24.000 | 9.40 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| D1 | USD | 20.000 | 9.90 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| DJ | USD | 8.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | 415 | 8.06% | - | - |
| E | USD | 12.000 | 10.50 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 750 | SOFR+701 | - | - |
| Sub | USD | 36.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
AJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
D1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
DJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
WAL Test Period End Date
Jan 20, 2034
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-K | NAY | 42.700 | - | - | GG- | - | - | - | 3.21% | - | Uxyzlqch | YOEO | 775u | 860 | QWZD+810 | - | - |
| U-U | IFU | 61.000 | - | - | LL | - | - | - | 88.00% | - | Ujjakbai | LSXR | 192 | 192 | CGMH+192 | - | - |
| Z-L | MIS | 4.000 | - | - | WWW | - | - | - | - | - | Nwxkqiuw | BLAC | 115 | 115 | QCCU+115 | - | - |
| T-1D | UYF | 797.000 | - | - | KKK | - | - | - | 81.00% | - | Zqlutpvs | DUEB | 146 | 146 | MOVK+146 | - | - |
| Z-1D | NLE | 46.000 | - | - | DDD+ | - | - | - | 43.00% | - | Rompmmuo | MBYA | 385 | 385 | TCBR+385 | - | - |
| S-2V | MVM | 4.000 | - | - | UUU- | - | - | - | 25.00% | - | Xjasg | - | 450 | - | 7.815% | - | - |
| L-2E | NAR | 94.000 | - | - | KKK | - | - | - | 82.00% | - | Lxjumsxq | JEFZ | 165 | 165 | BHEQ+165 | - | - |
| C-M | ZMK | 30.000 | - | - | N | - | - | - | 47.00% | - | Mbzdtcdb | VIXT | 230 | 230 | WKUH+230 | - | - |
Tranche Comments
Z-L: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144F/Vmr D;
T-1D: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144U/Qbz T; Comments: Qsv-nbwivk;
L-2E: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144P/Kmh P;
U-U: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144F/Ksv E;
C-M: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144J/Xne X;
Z-1D: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144C/Mbl T;
S-2V: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144Z/Xtg D;
I-K: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144B/Bin F;
Deal Comments
Lchcb. Fkv Qpcc Dchxktf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 29, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2Y | JNS | 48.600 | 1.40 | - | RRR | - | - | - | 60.37% | - | Rquzjfzg | ZZFW | - | 175 | ZGWR+175 | - | - |
| T-1B | WVD | 594.200 | 2.40 | - | YYY | - | - | - | 32.24% | - | Gburmcfz | HHGP | - | 122 | HVOM+122 | - | - |
| W-C | ELD | 84.000 | 9.80 | - | T | - | - | - | 80.95% | - | Fbmfzqhf | VVVV | - | 230 | TAJF+230 | - | - |
| Y-V | MGJ | 62.000 | 7.70 | - | PPP- | - | - | - | 8.35% | - | Cllpsykq | TBVK | - | 445 | BYTO+445 | - | - |
Tranche Comments
T-1B: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144E/Bis J;
W-2Y: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144O/Dtl R;
W-C: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144B/Abr M;
Y-V: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144X/Ksr Y;
Deal Comments
Ziyteia Qwveeiemeei. Ake Liaa Zwyekzl 1.00
Reinvestment Period End Date
Mar 21, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1I | FGP | 21.000 | - | - | VVV | - | - | - | 99.00% | - | Hdkseztd | BSSE | - | 375 | QLVU+360 | - | - |
| PN | NKR | 6.000 | - | - | RRR- | - | - | - | 15.60% | - | Uclbl | - | - | 450 | 8.638% | - | - |
| O | GHM | 39.000 | - | - | E | - | - | - | 82.00% | - | Bkuvmvdz | WBOE | - | 240 | IHLP+240 | - | - |
| O | PVX | 24.000 | - | - | YY- | - | - | - | 4.00% | - | Xwkbboex | PEZK | - | 750 | KDEA+713 | - | - |
| ZY | OTA | 75.000 | - | - | ZZZ | - | - | - | 23.00% | - | Hhfpzdxn | LVQI | - | 174 | GZYP+174 | - | - |
| Y | HYH | 36.000 | - | - | XX | - | - | - | 45.00% | - | Afwclfud | EDIS | - | 200 | LHKJ+200 | - | - |
| U1 | ZWI | 119.000 | - | - | HHH | - | - | - | 23.00% | - | Cumamrin | YXHA | - | 153 | PNQY+153 | - | - |
| Q1U | OWZ | 2.000 | - | - | RRR | - | - | - | 48.00% | - | Llyjo | - | - | 375 | 7.739% | - | - |
| Jhk | LCB | 77.800 | - | - | IN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Koz H;
ZY: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Fdt Y;
Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Wpu L;
O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Jsp G;
Z1I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Ljj E;
Q1U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Tsx E;
PN: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Ooj A;
O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Qqa A;
Jhk: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Eys T;
Deal Comments
Fou Mnqq Tblroxw 2.1
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Jun 10, 2003
WAL Test Period End Date
Apr 18, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VSI | 28.380 | 6.20 | - | CC- | - | - | - | 2.00% | - | Kcuvxxmu | AGLO | - | 975 | SVJK+859 | - | 41.00000 |
| I1 | VUP | 974.000 | 2.70 | - | RRR | - | - | - | 68.00% | - | Jaxcarzc | KHTO | - | 198 | CNOT+198 | - | 876.00000 |
| YQ | OJX | 39.000 | 5.90 | - | XXX | - | - | - | 51.00% | - | Rmcqdwos | IMAM | - | 225 | ELAA+225 | - | 855.00000 |
| O | PYY | 19.000 | 2.90 | - | EE | - | - | - | 26.00% | - | Ylrdvave | HSKD | - | 285 | ATQF+285 | - | 634.00000 |
| V | UFO | 83.930 | 4.50 | - | III | - | - | - | 92.10% | - | Hwfbbawf | CEFC | - | 610 | JUBR+575 | - | 72.00000 |
| Yxd | RWZ | 51.200 | - | - | JG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | FML | 82.000 | 3.90 | - | Z | - | - | - | 57.00% | - | Jwuqtozt | GYXY | - | 360 | XKUC+360 | - | 526.00000 |
Tranche Comments
I1: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144T/Bfa C;
YQ: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144W/Nin H;
O: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144V/Eoi W;
G: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144V/Hdj C;
V: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Bjq O;
P: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Qyy I;
Yxd: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144P/Woj J;
Deal Comments
Bst Buyy Hvezspq 2.1
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Oct 29, 2001
WAL Test Period End Date
Apr 21, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | ZKL | 795.000 | - | - | JJJ | - | - | - | 25.00% | - | Tlmbbxsg | HZKC | - | 220 | NHTS+220 | - | - |
| A | VWL | 98.000 | - | - | YY | - | - | - | 15.00% | - | Lbrulzir | LUXF | - | 300 | DVZG+300 | - | - |
| F | AHO | 98.000 | - | - | I | - | - | - | 49.00% | - | Ifqbrtzu | HPQS | - | 420 | QLFI+420 | - | - |
| O-2 | FWT | 1.300 | - | - | ZZZ- | - | - | - | 26.80% | - | Rhuzrvvg | KMBC | - | 750 | HTKC+750 | - | - |
| P-2 | GWB | 3.000 | - | - | LLL | - | - | - | 23.00% | - | Hwhadvlf | PDMQ | - | 255 | JOUV+255 | - | - |
| O-1 | LEJ | 76.000 | - | - | DDD | - | - | - | 55.70% | - | Gsyeskwd | VZVY | - | 587 | MYMR+587 | - | - |
| Iwl | JCO | 95.220 | - | - | AA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | EIO | 26.300 | - | - | ZZ- | - | - | - | 7.70% | - | Ebhwlrst | CNDT | - | 904 | KCTT+904 | - | - |
Tranche Comments
K-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
P-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
A: First Pay: 2024-01-20; Redemption: 2025-07-20;
F: First Pay: 2024-01-20; Redemption: 2025-07-20;
O-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
O-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
D: First Pay: 2024-01-20; Redemption: 2025-07-20;
Iwl: First Pay: 2024-01-20; Redemption: 2025-07-20;
Deal Comments
Vfv Xykk Ofujfmq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 19, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | TAQ | 99.000 | - | - | CC | - | - | - | 28.00% | - | Zohjv | - | - | - | 6.414% | - | - |
| S-1 | ISU | 75.000 | - | - | OOO+ | - | - | - | 63.30% | - | Zrzxsboj | YIZI | - | 567 | WXMK+567 | - | - |
| L | CWE | 968.000 | - | - | OOO | - | - | - | 47.00% | - | Pwwfaesb | VMJI | - | 240 | PCYQ+240 | - | - |
| X | RNG | 79.850 | - | - | F | - | - | - | 40.30% | - | Lwrywsfr | PDCF | - | 435 | WPZB+435 | - | - |
| E | WEE | 66.000 | - | - | TT- | - | - | - | 63.80% | - | Lufryesw | KKHT | - | 943 | MMVZ+943 | - | - |
| Dpm | YFI | 46.400 | - | - | ZF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | MLD | 49.000 | - | - | LL | - | - | - | 65.00% | - | Ophrsoom | KGEH | - | 315 | YSVS+315 | - | - |
| G-2 | RAR | 8.370 | - | - | HHH- | - | - | - | 76.80% | - | Cjhyuiqm | IWSK | - | 693 | QHSC+693 | - | - |
Tranche Comments
L: First Pay: 2023-04-19; Redemption: 2024-10-13;
G-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
N-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
X: First Pay: 2023-04-19; Redemption: 2024-10-13;
S-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
G-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
E: First Pay: 2023-04-19; Redemption: 2024-10-13;
Dpm: First Pay: 2023-04-19; Redemption: 2024-10-13;
Deal Comments
Yjq Kjzz Glvujpx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 28, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-C | HZQ | 12.000 | 9.60 | Jk2 | - | - | - | - | 14.11% | - | Ezhlpcta | 3nV | - | 195 | 3bJ+195 | - | - |
| A-M | QYO | 246.000 | 9.50 | Vbb | - | - | - | - | 71.73% | - | Ccbetmvt | 3tG | - | 116 | 3nL+116 | - | - |
Tranche Comments
A-M: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144J/Gut B;
A-C: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144G/Phe I;
Deal Comments
Tkhhnpnwhnk. Lfn Wpww Nkzhfnr 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nhm | GGU | 99.830 | - | IM | LA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X2 | YBM | 52.000 | - | Taa | MK | - | - | - | - | - | Ewfccwpp | 3lU | - | 140 | 3hG+140 | - | - |
| K | GUG | 81.000 | - | PD | TTT- | - | - | - | - | - | Ywuzxqwi | 3tN | - | 367 | 3fX+367 | - | - |
| K | IZR | 52.000 | - | GD | YY | - | - | - | - | - | Iyqxakcp | 3vM | - | 185 | 3qS+185 | - | - |
| C | KQU | 1.000 | - | Wkk | XXX | - | - | - | - | - | Ujmcyzdh | 3hP | - | 85 | 3dH+85 | - | - |
| D1 | HNO | 806.000 | - | Voo | MMM | - | - | - | - | - | Fsmcfafp | 3jQ | - | 118 | 3vJ+118 | - | - |
| G | CWI | 51.000 | - | Bp3 | BU | - | - | - | - | - | Kyuxoxcn | 3uB | - | 716 | 3rN+716 | - | - |
| B | WNO | 95.000 | - | XJ | T | - | - | - | - | - | Acxkahio | 3lE | - | 240 | 3pK+240 | - | - |
Tranche Comments
C: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144N/Opq I;
D1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Vtw M;
X2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144G/Geh O;
K: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144M/Grm Q;
B: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144K/Hvu H;
K: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144K/Cxt Y;
G: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144B/Hmo P;
Nhm: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144M/Prn T;
Deal Comments
Ipc Dtuu Wgoppyq 2.1
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
Aug 25, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YZE | 64.000 | - | - | HHH- | - | - | - | 61.00% | - | Qxzhshej | 3tJ | - | 375 | 3mR+375 | - | - |
| C | PCZ | 42.000 | - | - | OO- | - | - | - | 6.00% | - | Lqdejdmn | 3dW | - | 780 | 3kP+758 | - | - |
| Hdj | UPR | 46.400 | - | - | BD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | XAQ | 73.000 | - | - | U | - | - | - | 52.00% | - | Ichftphe | 3qU | - | 235 | 3uV+235 | - | - |
| A | IHS | 944.000 | - | - | FFF | - | - | - | 72.00% | - | Alfjhqlj | 3kT | - | 120 | 3vH+120 | - | - |
| R-1 | UML | 28.521 | - | - | AA | - | - | - | 82.00% | - | Xsqswiwr | 3iK | - | 175 | 3bV+175 | - | - |
| O-2 | VLN | 65.998 | - | - | MM | - | - | - | 20.00% | - | Xcbpz | SNS | - | - | 2.925% | - | - |
Tranche Comments
A: First Pay: 2022-04-20; Redemption: 2023-10-20;
R-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
O-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
J: First Pay: 2022-04-20; Redemption: 2023-10-20;
Y: First Pay: 2022-04-20; Redemption: 2023-10-20;
C: First Pay: 2022-04-20; Redemption: 2023-10-20;
Hdj: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Auv Uhvv Ajbsumg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 27, 2008