| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R3 | USD | 90.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| A1A | USD | 123.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| A1B | USD | 75.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| A2R3 | USD | 54.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| BR3 | USD | 27.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| C1R3 | USD | 27.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| C2R3 | USD | 4.500 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | - | 8.367% | - | - |
| DR3 | USD | 13.500 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 716 | SOFR+716 | - | - |
| ER3 | USD | 8.000 | - | - | B- | - | - | - | 6.20% | - | Floating | SOFR | - | 829 | SOFR+829 | - | - |
| Sub | USD | 39.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
A1A: Redemption: 2026-07-16; Registration: 144A/Reg S;
A1B: Redemption: 2026-07-16; Registration: 144A/Reg S;
A2R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
BR3: Redemption: 2026-07-16; Registration: 144A/Reg S;
C1R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
C2R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
DR3: Redemption: 2026-07-16; Registration: 144A/Reg S;
ER3: Redemption: 2026-07-16; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-16; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-J-E2 | JIN | 928.630 | 1.30 | Rpp | - | - | - | - | 97.90% | - | Mwdarqxf | 3xWPPR | 120 | 120 | 3tJZNQ+120 | - | - |
| V-2-M2 | NWY | 87.000 | 5.40 | Ol2 | - | - | - | - | 56.80% | - | Iuzocils | 3uHDYR | 195 | 195 | 3yIGSZ+195 | - | - |
| M-DS | JOF | 19.574 | 3.10 | X2 | - | - | - | - | 90.00% | - | Qrkcbeui | 3fPTMJ | 250-260 | 265 | 3qCLLQ+265 | - | - |
| K-O-Q2 | YUM | 15.300 | 2.90 | Jrr | - | - | - | - | 99.50% | - | Bqrmhewn | 3tGBAX | 165 | 170 | 3zILFD+170 | - | - |
Tranche Comments
J-J-E2: Redemption: 2024-12-31; Registration: 144I/Too A;
K-O-Q2: Redemption: 2024-12-31; Registration: 144X/Ypx L;
V-2-M2: Redemption: 2024-12-31; Registration: 144U/Mtu D;
M-DS: Redemption: 2024-12-31; Registration: 144K/Yfu V;
Deal Comments
Uqrkkql Aeqklqlsklq. Gyl Mqll Uerkylx 0.5
Reinvestment Period (YRS)
2.15
Reinvestment Period End Date
Oct 30, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1V-E | NME | 869.000 | - | - | WWW | - | - | - | 11.70% | - | Umerqfpw | SYLC | - | 138 | HNDT+138 | - | - |
| G-L-R | CWT | 80.000 | - | - | O | - | - | - | 64.90% | - | Nswpvdux | SPYC | - | 270 | QKTR+270 | - | - |
Tranche Comments
V-1V-E: Redemption: 2024-07-20; Registration: 144T/Nfb G;
G-L-R: Redemption: 2024-07-20; Registration: 144Y/Uuf Z;
Deal Comments
Kzyjizy Qpaiyzymiyk. Qry Yzyy Kpyirwq 0.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 12, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1X-N | NME | 803.000 | - | - | BBB | - | - | - | - | - | Zpqlvxbo | IVNX | - | 158 | CKHO+158 | - | - |
Tranche Comments
P1X-N: Redemption: 2024-06-20; Registration: 144W/Tns B;
Deal Comments
Awtyhphzyhq. Soh Qpqq Ywvyofm 0.5
Reinvestment Period End Date
Jul 15, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1ZQ | HJX | 12.000 | - | - | BBB | - | - | - | - | - | Lcovylsd | 3oN | 160l | 160 | 3tF+160 | - | - |
| P2B | NNI | 83.000 | - | - | PP | - | - | - | - | - | Spuulsxz | 3jX | 180e | 180 | 3yT+180 | - | - |
| FK | YVN | 64.000 | - | - | X | - | - | - | - | - | Rfvozpja | 3tO | Mzg 200a | 260 | 3xP+260 | - | - |
| XB | NQJ | 70.000 | - | - | BBB- | - | - | - | - | - | Qpmucivg | 3oZ | - | 390 | 3qF+390 | - | - |
Tranche Comments
G1ZQ: Redemption: 2022-11-15;
P2B: Redemption: 2022-11-15;
FK: Redemption: 2022-11-15;
XB: Redemption: 2022-11-15;
Deal Comments
Seppwxwkpwt. Hww Lxff Gehpwhg 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 23, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1B-H | JXM | 900.822 | 3.10 | - | GGG | - | - | - | 83.00% | - | Pdmfyqlm | 3eX | - | 100 | 3cT+100 | - | - |
| I-1Q-S | AEM | 1.200 | 5.90 | - | SSS | - | - | - | 23.60% | - | Pfjcvwds | 3eP | - | 125 | 3nI+125 | - | - |
Tranche Comments
B-1B-H: Redemption: 2022-12-29; Registration: 144N/Fyc K;
I-1Q-S: Redemption: 2022-12-29; Registration: 144F/Clc L;
Deal Comments
Iscijjjzijc. Rzj Sjyy Psrizqb 1.00
Reinvestment Period End Date
Jul 31, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | VYK | 29.000 | - | Wj2 | - | - | - | - | 38.00% | - | Hrcaxdss | 3aY | - | 190 | 3lF+190 | - | - |
| Q | ZEL | 25.000 | - | Po3 | - | - | - | - | 5.96% | - | Vlqmxjoe | 3hV | - | 825 | 3nI+762 | - | - |
| Xdkqsc | HYV | 58.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1R | RSE | 59.660 | - | Yww | - | - | - | - | 57.00% | - | Tjvvblbz | 3eM | - | 125 | 3jT+125 | - | - |
| P-2E | MZH | 13.500 | - | El2 | - | - | - | - | 20.00% | - | Zrlxmjer | VVEQ | - | 210 | NJML+210 | - | - |
| Z-1K | GIP | 29.000 | - | Shh | - | - | - | - | 31.00% | - | Grdmaixm | 3hG | - | 160 | 3tG+160 | - | - |
| Q-1 | OWU | 69.700 | - | X2 | - | - | - | - | 89.00% | - | Dlxchnzn | 3xB | - | 275 | 3uJ+268 | - | - |
| K | JOE | 77.900 | - | Fee3 | - | - | - | - | 47.96% | - | Eymhcpql | 3tO | - | 425 | 3sZ+411 | - | - |
| C-1F | VHQ | 571.000 | - | Eoo | - | - | - | - | 16.00% | - | Sbeqxuhv | 3fE | - | 125 | 3wH+125 | - | - |
| T-2 | WHL | 4.000 | - | M2 | - | - | - | - | 79.00% | - | Utreu | - | - | - | 4.030% | - | - |
Tranche Comments
C-1F: First Pay: 2022-07-20; Redemption: 2024-01-20;
R-1R: First Pay: 2022-07-20; Redemption: 2024-01-20;
Z-1K: First Pay: 2022-07-20; Redemption: 2024-01-20;
X-2X: First Pay: 2022-07-20; Redemption: 2024-01-20;
P-2E: First Pay: 2022-07-20; Redemption: 2024-01-20;
Q-1: First Pay: 2022-07-20; Redemption: 2024-01-20;
T-2: First Pay: 2022-07-20; Redemption: 2024-01-20;
K: First Pay: 2022-07-20; Redemption: 2024-01-20;
Q: First Pay: 2022-07-20; Redemption: 2024-01-20;
Xdkqsc: First Pay: 2022-07-20; Redemption: 2024-01-20;
Deal Comments
Wkn Esmm Ysyukgc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 27, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZZCN | KYL | 615.330 | - | Cee | - | - | - | - | - | - | Nqwbrjfj | 3hH | - | 132 | 3zU+132 | - | - |
| CLGV | TRG | 60.300 | - | Gvv | - | - | - | - | - | - | Xjeuszrv | 3dV | - | 157 | 3vB+157 | - | - |
| MT | KHB | 91.310 | - | C3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| EHW | RZX | 9.761 | - | T3 | - | - | - | - | - | - | Grukz | - | - | 250 | 3.583% | - | - |
| J2DD | VFR | 64.000 | - | Di2 | - | - | - | - | - | - | Jbslehwk | 3lL | - | 190 | 3sA+190 | - | - |
| PQXR | FMR | 32.300 | - | Mnn | - | - | - | - | - | - | Eigwg | - | - | 150 | 2.504% | - | - |
| M2HG | QOE | 86.000 | - | Im2 | - | - | - | - | - | - | Hinye | - | - | 175 | 2.793% | - | - |
| Q | HFR | 81.000 | - | Vd1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| LLHJ | GGB | 36.140 | - | Ezz | - | - | - | - | - | - | Xwpbz | - | - | 120 | 1.971% | - | - |
| L | MYU | 41.000 | - | N1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ewj | ELE | 22.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
ZZCN: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144M/Ddg Q;
LLHJ: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Rte R;
CLGV: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144J/Pnb N;
PQXR: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144M/Ivt L;
J2DD: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144A/Mho N;
M2HG: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144K/Wpy E;
MT: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144H/Vxy W; Comments: Xyz Zjzhroruj;
EHW: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144O/Dxl A;
Q: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144D/Dnj Q; Comments: Fui Ebhltitnb;
L: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Q/Jvr P; Comments: Tgr Vogoydybo;
Ewj: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144L/Bih I; Comments: Ihk Fmmqujutm;
Deal Comments
Yquwtqp Lqytrqrutrp. Xor Yqpp Yqutoqv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 1, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ufh | LUG | 80.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1P | JYE | 24.000 | - | - | GGG | - | - | - | - | - | Nolhzpok | 3rZ | - | 120 | 3vT+120 | - | - |
| X-1X | EJH | 591.000 | - | - | CCC | - | - | - | - | - | Ipdrmunn | 3qR | - | 120 | 3xT+120 | - | - |
| M | OSH | 94.000 | - | - | VV- | - | - | - | - | - | Veyrikai | 3oB | - | 800 | 3mB+741 | - | - |
| F-1U | HQM | 6.000 | - | - | CCC | - | - | - | - | - | Aqzbhiup | 3cS | - | 155 | 3oW+155 | - | - |
| H | QTD | 48.000 | - | - | FFF- | - | - | - | - | - | Dxkdadbp | 3qM | - | 350 | 3vD+350 | - | - |
| P-1V | EMB | 71.000 | - | - | SSS | - | - | - | - | - | Xmmvh | - | - | - | 2.168% | - | - |
| W | RYR | 66.000 | - | - | J | - | - | - | - | - | Mzwuchik | 3kP | - | 225 | 3tH+225 | - | - |
| H-2 | KFM | 51.000 | - | - | PP | - | - | - | - | - | Leduybct | 3qF | - | 170 | 3vX+170 | - | - |
Tranche Comments
X-1X: First Pay: 2021-10-15; Redemption: 2023-04-15;
P-1P: First Pay: 2021-10-15; Redemption: 2023-04-15;
P-1V: First Pay: 2021-10-15; Redemption: 2023-04-15;
F-1U: First Pay: 2021-10-15; Redemption: 2023-04-15;
H-2: First Pay: 2021-10-15; Redemption: 2023-04-15;
W: First Pay: 2021-10-15; Redemption: 2023-04-15;
H: First Pay: 2021-10-15; Redemption: 2023-04-15;
M: First Pay: 2021-10-15; Redemption: 2023-04-15;
Ufh: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Xuy Ujtt Wgkpuhw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 30, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1XU | BOP | 497.280 | - | Yee | III | - | - | - | - | - | Whbxuofh | 3zQ | - | 115 | 3lX+115 | - | - |
Tranche Comments
X-1XU: First Pay: 2021-04-15; Redemption: 2021-08-17;
Deal Comments
Wzyppzb Iwrpwzwmpwc. Btw Bzbb Wwyptdj 1.00
Reinvestment Period End Date
Mar 5, 2000