| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 265.082 | 1.50 | Aaa | - | - | - | - | 42.30% | - | Floating | SOFR | - | 119 | SOFR+119 | - | - |
| B-R | USD | 71.700 | 3.30 | Aaa | - | - | - | - | 26.70% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| C-R | USD | 31.350 | 3.70 | Aa3 | - | - | - | - | 19.90% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
Tranche Comments
A-R: Redemption: 2025-03-16; Registration: 144A/Reg S;
B-R: Redemption: 2025-03-16; Registration: 144A/Reg S;
C-R: Redemption: 2025-03-16; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | QNU | 4.300 | 49.00 | - | XXX- | - | - | - | 15.30% | - | Mbhgj | - | - | - | 9.00% | - | - |
| V | PKN | 68.300 | 51.15 | - | FF- | - | - | - | 7.00% | - | Ilvzsydj | SZPX | - | 735 | DBCR+735 | - | - |
| W | UGP | 94.800 | 9.20 | - | F | - | - | - | 55.00% | - | Afhwzwsn | SAPI | - | 250 | TCVM+250 | - | - |
| Gco | RKX | 803.670 | - | - | CE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | UOL | 496.000 | 9.30 | - | RRR | - | - | - | 31.00% | - | Dhrrsrpo | NGBQ | - | 145 | SMNU+145 | - | - |
| P | VUT | 80.300 | 2.39 | - | WW | - | - | - | 99.00% | - | Gdsbbzou | XCBK | - | 190 | NNIJ+190 | - | - |
| P-2 | JUQ | 92.100 | 1.31 | - | QQQ | - | - | - | 61.00% | - | Qkufyuhl | COER | - | 166 | SEOQ+166 | - | - |
| N | AKS | 2.000 | 5.69 | - | HHH | - | - | - | - | - | Euxpomrb | EMJL | - | 120 | LIBF+120 | - | - |
| R-1 | ERG | 78.000 | 4.86 | - | MMM- | - | - | - | 86.00% | - | Pqrreqwl | NHQB | - | 375 | IPKP+375 | - | - |
Tranche Comments
N: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144G/Jir X;
J-1: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144F/Ewx V;
P-2: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144I/Jrf Y;
P: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144D/Usl W;
W: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144I/Ceg R;
R-1: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144Y/Zbv J;
L-2: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144G/Xoo K;
V: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144W/Uwl D;
Gco: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144D/Vxp G;
Deal Comments
Jvwvq. Bxv Ejbb Mvebxkp 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 26, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-J | BPJ | 84.000 | 4.86 | Bjj | - | - | - | - | 80.64% | - | Sykbjzco | 3qGWQY | - | 185 | 3kWODX+185 | - | 111.00000 |
| Q-C | TOR | 191.254 | 5.87 | Lnn | - | - | - | - | 34.63% | - | Kxdktais | 3tWJVN | - | 125 | 3nAWUO+125 | - | 550.00000 |
| W-U | ZCD | 58.000 | 1.80 | R1 | - | - | - | - | 84.18% | - | Vkbrclsy | 3iTNTX | - | 240 | 3bBQBJ+240 | - | 641.00000 |
Tranche Comments
Q-C: First Pay: 2024-08-13; Redemption: 2024-11-13; Registration: 144V/Mkj I; Comments: Dqs-tjbcsn;
H-J: First Pay: 2024-08-13; Redemption: 2024-11-13; Registration: 144U/Efi V;
W-U: First Pay: 2024-08-13; Redemption: 2024-11-13; Registration: 144H/Pxi B;
Deal Comments
Xjcvnpnyvnu. Acn Vpmm Qjtvcta 0.5
Reinvestment Period End Date
Jul 16, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Klj | NMD | 74.700 | - | - | MR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Tpp Bji | VJY | 64.480 | - | - | NU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-PP | LRI | 65.000 | 86.00 | - | DDD- | - | - | - | 75.00% | - | Wupobqhq | TQSR | 450-460 | 495 | WAGR+495 | - | - |
| O-2-LL | QGR | 67.000 | 8.00 | - | FFF | - | - | - | 63.00% | - | Ghqyeuqf | VAKN | - | 200 | HPUM+200 | - | - |
| P-FF | ENK | 78.000 | 4.10 | - | D | - | - | - | 71.00% | - | Ncjzdmud | EAPB | 270-280 | 285 | KTSR+285 | - | - |
| J-ZZ | WFV | 87.000 | 1.10 | - | SS | - | - | - | 87.00% | - | Xsyupwdf | CTUO | - | 245 | ANQS+245 | - | - |
| K-1-TT | OOY | 720.000 | 2.50 | - | OOO | - | - | - | 28.00% | - | Zjfmwhus | XUMZ | - | 170 | JCQH+170 | - | - |
| N-XX | BNF | 57.000 | 14.40 | - | QQ- | - | - | - | 7.00% | - | Kyumwpbr | CSVS | 725-750 | 770 | MVBV+770 | - | - |
Tranche Comments
K-1-TT: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144H/Iur R;
O-2-LL: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144U/Wdc K;
J-ZZ: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Uol U;
P-FF: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144N/Tsv Y;
D-PP: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144U/Nym N;
N-XX: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144J/Aqn N;
Klj: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144I/Gcy U;
Tpp Bji: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144T/Lnz K;
Deal Comments
Mbrbv. Olx Aaqq Ybyqloe 2.00. Mjb obaq tar krrqcbo dyll AC$500l vl AC$509.825l
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 30, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-I | ZNJ | 90.000 | 9.80 | - | H+ | - | - | - | 96.00% | - | Bpjjikiv | 3fZ | - | 259 | 3tR+259 | - | - |
| N-1-I | POF | 54.000 | 7.80 | - | DDD+ | - | - | - | 90.00% | - | Zytamhet | 3uU | - | 400 | 3qE+400 | - | - |
| W-P | ZRF | 516.000 | 9.70 | - | MMM | - | - | - | 35.00% | - | Kdlezjbg | 3fT | - | 145 | 3eF+145 | - | - |
| D-E | WUM | 56.000 | 5.30 | - | SS | - | - | - | 26.00% | - | Eykqqljf | 3nV | - | 205 | 3jD+205 | - | - |
| O-2-C | OFJ | 8.000 | 8.10 | - | XXX | - | - | - | 49.00% | - | Yqhldnan | 3qY | - | 565 | 3kD+565 | - | - |
| S-F | NHA | 22.000 | 7.60 | - | VV- | - | - | - | 4.00% | - | Rqbdtsbh | 3lB | - | 819 | 3fP+819 | - | - |
Tranche Comments
W-P: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144J/Nsa O;
D-E: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144D/Zkb R;
C-I: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144A/Eil Q;
N-1-I: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144L/Ctl H;
O-2-C: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144Z/Zdy J;
S-F: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144L/Ktw O;
Deal Comments
Tsywkvkewkf. Nyk Ovtt Lshwyeq 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 16, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-E | YYL | 67.000 | - | A2 | - | - | - | - | - | - | Crqjuexb | 3kC | 210-215 | 225 | 3zR+225 | - | - |
| P-F | IZG | 919.800 | - | Cee | - | - | - | - | - | - | Oxdvdumg | 3sX | 110 | 110 | 3mN+110 | - | - |
| J-Q | QMZ | 76.200 | - | Ws2 | - | - | - | - | - | - | Pcsftvsb | 3lS | 165-170 | 185 | 3tL+185 | - | - |
| H-A | QUE | 84.000 | - | Taa3 | - | - | - | - | - | - | Cqmysacg | 3pY | 310-320 | 325 | 3bH+325 | - | - |
Tranche Comments
P-F: Redemption: 2022-11-20;
J-Q: Redemption: 2022-11-20;
F-E: Redemption: 2022-11-20;
H-A: Redemption: 2022-11-20;
Deal Comments
Rzupfkfxpfv. Taf Rkvv Yzkpasc 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HIB | 89.300 | - | W2 | - | - | - | - | 80.60% | - | Osyyfmqs | 3uM | - | 175 | 3tV+175 | - | - |
| Hjkbdt | CBS | 94.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | OIY | 10.000 | - | Ott | - | - | - | - | 47.00% | - | Lsfrtmeh | 3xG | - | 145 | 3kJ+145 | - | - |
| J | EUJ | 90.000 | - | Rff3 | - | - | - | - | 55.50% | - | Qrueswhx | 3yE | - | 235 | 3rQ+235 | - | - |
| Z | NKH | 67.000 | - | - | - | - | - | - | 5.00% | - | Wlccywlm | 3oJ | - | 750 | 3gG+704 | - | - |
| S-1 | CMZ | 74.700 | - | Egg | - | LLL | - | - | 64.00% | - | Czujkblt | 3eR | - | 119 | 3rT+119 | - | - |
| S-B | FWA | 944.700 | - | Add | - | AAA | - | - | 53.00% | - | Wlkzrazd | 3qP | - | 119 | 3eV+119 | - | - |
| O | WNH | 22.300 | - | Vc3 | - | - | - | - | 53.50% | - | Hulpwuka | 3rU | - | 350 | 3cH+350 | - | - |
Tranche Comments
S-B: First Pay: 2022-04-17; Redemption: 2023-10-17;
S-1: First Pay: 2022-04-17; Redemption: 2023-10-17;
D-2: First Pay: 2022-04-17; Redemption: 2023-10-17;
Y: First Pay: 2022-04-17; Redemption: 2023-10-17;
J: First Pay: 2022-04-17; Redemption: 2023-10-17;
O: First Pay: 2022-04-17; Redemption: 2023-10-17;
Z: First Pay: 2022-04-17; Redemption: 2023-10-17;
Hjkbdt: First Pay: 2022-04-17; Redemption: 2023-10-17;
Deal Comments
Wgf Jgkk Lhtfgux 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ECT | 46.000 | - | Hkk3 | - | - | - | - | 64.71% | - | Blqbjeuq | 3rI | - | 375 | 3lI+375 | - | - |
| M-1 | RUT | 60.900 | - | Ri2 | - | - | - | - | 72.00% | - | Osbjdtvl | 3kW | - | 190 | 3dL+190 | - | - |
| X | TKY | 57.000 | - | Y2 | - | - | - | - | 35.74% | - | Yfdeaqhd | 3eS | - | 240 | 3qQ+240 | - | - |
| Mcbrgv | KWS | 17.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | EFT | 35.600 | - | Wg3 | - | - | - | - | 3.20% | - | Pfbrooto | 3gU | - | 775 | 3mR+714 | - | - |
| D | MGK | 407.000 | - | Ftt | - | - | - | - | 22.00% | - | Uzrcakby | 3zU | - | 118 | 3rW+118 | - | - |
| X-2 | EFM | 6.900 | - | Mg2 | - | - | - | - | 54.00% | - | Ukrqk | - | - | 175 | 3.110% | - | - |
Tranche Comments
D: First Pay: 2022-01-20; Redemption: 2023-07-20;
M-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
X-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
F: First Pay: 2022-01-20; Redemption: 2023-07-20;
W: First Pay: 2022-01-20; Redemption: 2023-07-20;
Mcbrgv: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Low Vzyy agtkodp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 12, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1Q | UCO | 15.900 | - | O2 | - | - | - | - | - | - | Hpwbpszw | 3aG | - | 250 | 3dT+250 | - | - |
| BKD | TOY | 22.800 | - | Aww | - | - | - | - | - | - | Hxdsxuru | 3nR | 140h | 155 | 3yW+155 | - | - |
| TA | OMF | 58.600 | - | Zj3 | - | - | - | - | - | - | Mcchbzfj | 3gB | 675t | 764 | 3wT+764 | - | - |
| IEL | BPT | 409.000 | - | Thh | - | - | - | - | - | - | Qfdoahoz | 3bH | - | 121 | 3qI+121 | - | - |
| LO | JUO | 26.500 | - | Wtt3 | - | - | - | - | - | - | Nfzmccbn | 3kN | 310-325 | 375 | 3aC+375 | - | - |
| AY | ZRI | 66.520 | - | Yv2 | - | - | - | - | - | - | Jvyophta | 3tY | - | 175 | 3rK+175 | - | - |
| G2I | KAS | 78.000 | - | I2 | - | - | - | - | - | - | Lhcjh | - | - | - | 3.358% | - | - |
| Yfg | ITO | 83.470 | - | OT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
IEL: Redemption: 2023-06-20;
BKD: Redemption: 2023-06-20;
AY: Redemption: 2023-06-20;
D1Q: Redemption: 2023-06-20;
G2I: Redemption: 2023-06-20;
LO: Redemption: 2023-06-20;
TA: Redemption: 2023-06-20;
Yfg: Redemption: 2023-06-20;
Deal Comments
Xyy Aeuu Ljwiyld 2.00. Wjcje.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-G | WEM | 84.000 | - | - | KK | - | - | - | - | - | Wunty | - | - | - | 2.524% | - | - |
| K-I | MBR | 23.830 | - | - | P | - | - | - | - | - | Dvxov | - | - | - | 3.300% | - | - |
| S-2p-V | MIQ | 4.000 | - | - | PPP | - | - | - | - | - | Prjduytd | 3nG | - | 165 | 3cD+165 | - | - |
| N-B | HTM | 48.113 | - | - | LLL- | - | - | - | - | - | Rmybcqwn | 3dQ | - | 427 | 3eN+427 | - | - |
| Qtn | KQQ | 75.560 | - | - | WY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1-H | RNQ | 163.000 | - | - | JJJ | - | - | - | - | - | Zdwymksx | 3cE | - | 133 | 3gU+133 | - | - |
| C-L | FGH | 86.559 | - | - | II- | - | - | - | - | - | Tscwpjze | 3bB | - | 785 | 3nN+785 | - | - |
| W-2n-Q | KJQ | 21.000 | - | - | XXX | - | - | - | - | - | Wavfl | - | - | - | 2.313% | - | - |
| J-1-V | QBR | 43.000 | - | - | TT | - | - | - | - | - | Mowoczbs | 3pE | - | 180 | 3aF+180 | - | - |
| T | YLX | 6.800 | - | - | VVV | - | - | - | - | - | Xbceorca | 3gF | - | 80 | 3gV+80 | - | - |
Tranche Comments
T: Redemption: 2022-01-25;
A-1-H: Redemption: 2022-01-25;
S-2p-V: Redemption: 2022-01-25;
W-2n-Q: Redemption: 2022-01-25;
J-1-V: Redemption: 2022-01-25;
F-2-G: Redemption: 2022-01-25;
K-I: Redemption: 2022-01-25;
N-B: Redemption: 2022-01-25;
C-L: Redemption: 2022-01-25;
Qtn: Redemption: 2022-01-25;
Deal Comments
Dvbvg. Wwu Hkuu Wvczwzr 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 11, 2005