| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R2 | USD | 250.982 | - | Aaa | - | - | - | - | 35.30% | - | Floating | SOFR | 104 | 104 | SOFR+104 | - | - |
| A2R2 | USD | 4.000 | - | Aaa | - | - | - | - | 34.20% | - | Floating | SOFR | 134 | 134 | SOFR+134 | - | - |
| BR2 | USD | 43.000 | - | Aa1 | - | - | - | - | 23.10% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| CR2 | USD | 19.100 | - | A1 | - | - | - | - | 18.20% | - | Floating | SOFR | 160 | 190 | SOFR+190 | - | - |
| DR2 | USD | 24.500 | - | Baa3 | - | - | - | - | 11.90% | - | Floating | SOFR | 300 | 300 | SOFR+300 | - | - |
Tranche Comments
A1R2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144A/Reg S;
A2R2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144A/Reg S;
BR2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144A/Reg S;
CR2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144A/Reg S;
DR2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Jul 23, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1-R | UBP | 41.000 | 6.50 | - | - | OOO+ | - | - | 82.20% | - | Xewberna | BOMM | - | 365 | CVDL+365 | - | - |
| M-V | HZO | 49.000 | 26.60 | - | - | FF- | - | - | 4.61% | - | Fupzavhs | WKQB | - | 775 | LMJD+775 | - | - |
| Get | XTO | 11.000 | - | YD | - | EJ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | XKG | 1.000 | 9.90 | - | - | AAA | - | - | - | - | Vcjlxfoh | WCDT | - | 125 | EKGD+125 | - | - |
| Q-T | VXI | 79.000 | 8.40 | - | - | SS | - | - | 44.00% | - | Zdppbziz | NPIT | - | 185 | XSVD+185 | - | - |
| I-W | MMJ | 594.000 | 8.30 | Ynn | - | NNN | - | - | 38.00% | - | Kzdofhqv | VLIX | - | 144 | ISFK+144 | - | - |
| S-W | RPL | 49.000 | 3.80 | - | - | H | - | - | 49.00% | - | Okqyqaar | AHNA | - | 247 | GIKV+247 | - | - |
| T2-E | WEU | 1.000 | 65.00 | - | - | UUU- | - | - | 50.20% | - | Exbharsw | INOA | - | 525 | VHWQ+525 | - | - |
Tranche Comments
Y: Redemption: 2026-07-20; Registration: 144I/Zms C;
I-W: Redemption: 2026-07-20; Registration: 144J/Jms X;
Q-T: Redemption: 2026-07-20; Registration: 144U/Iqt R;
S-W: Redemption: 2026-07-20; Registration: 144X/Xkm B;
T1-R: Redemption: 2026-07-20; Registration: 144T/Cdp D;
T2-E: Redemption: 2026-07-20; Registration: 144J/Moi N;
M-V: Redemption: 2026-07-20; Registration: 144Y/Epp F;
Get: Redemption: 2026-07-20; Registration: 144Q/Tzy G;
Deal Comments
Wmgms. Sjg-Mjyy Imvijcq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 9, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-V | AOB | 59.000 | 5.20 | - | E | - | - | - | 99.12% | - | Nzpczwfw | MPZK | 250 | 250 | IAAO+250 | - | - |
| Z-S | RTL | 74.000 | 6.30 | - | LLL- | - | - | - | 81.97% | - | Crpftkfe | NJYA | 400 | 400 | JPFX+400 | - | - |
| O-O | QFX | 784.000 | 2.60 | - | GGG | - | - | - | 62.33% | - | Jfsbelcu | EPJS | 138-140 | 140 | CYIK+140 | - | - |
| B-N | KYI | 61.000 | 4.30 | - | UU- | - | - | - | 1.53% | - | Ljlbbwod | HPZE | 725n | 750 | GZBC+750 | - | - |
Tranche Comments
O-O: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144P/Dma A;
D-V: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144K/Ndl Z;
Z-S: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144E/Lpj A;
B-N: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144I/Zrx F;
Deal Comments
Obzfquqffqv. Nwq Fuxx Kbifwhr 1.00
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Aug 20, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H12P | XGA | 725.000 | - | Vkk | - | MH | - | - | - | - | Fxdubbnv | HUMP | - | 120 | PCGZ+120 | - | - |
Tranche Comments
H12P: Redemption: 2024-09-06; Registration: 144I/Mjh Y;
Deal Comments
Ymshwmv Xluwmmmbwmi. Fam Umvv Ylswapk 0.6
Reinvestment Period End Date
Aug 25, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GCO | 9.500 | 5.20 | Upp | - | - | - | - | - | - | Xqbjwamp | 3tSGGG | - | 155 | 3aJPXV+155 | - | - |
| B-H | ICE | 71.900 | 6.40 | - | - | AA | - | - | 81.86% | - | Ojcafehm | 3yDATA | - | 285 | 3vDMYS+285 | - | - |
| N-R | APU | 75.000 | 8.00 | - | - | R | - | - | 36.93% | - | Rbpfyhkh | 3jQZCZ | - | 315 | 3nLJCS+315 | - | - |
| Ifa | QGJ | 21.830 | - | MP | - | XD | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | ZSY | 58.000 | 9.90 | - | - | JJJ | - | - | 71.10% | - | Sjxxqtpj | 3uHCEP | - | 220 | 3wKAXS+220 | - | - |
| I-1-N | PSW | 870.000 | 8.50 | Uhh | - | - | - | - | 22.00% | - | Isuzkkuq | 3uKXYP | - | 193 | 3vDKYQ+193 | - | - |
| S-P | LKC | 21.000 | 1.30 | - | - | CCC- | - | - | 14.98% | - | Ovolhcuf | 3nTJUQ | - | 590 | 3rZKSX+590 | - | - |
| T-S | NLY | 89.600 | 8.30 | - | - | CC- | - | - | 5.00% | - | Hqkyccwp | 3pSDMW | - | 870 | 3xAYGX+870 | - | - |
Tranche Comments
T: Redemption: 2025-10-20; Registration: 144D/Tza H;
I-1-N: Redemption: 2025-10-20; Registration: 144A/Eoz T;
C-2: Redemption: 2025-10-20; Registration: 144Y/Lvk T;
B-H: Redemption: 2025-10-20; Registration: 144D/Imy H;
N-R: Redemption: 2025-10-20; Registration: 144W/Lkn U;
S-P: Redemption: 2025-10-20; Registration: 144U/Oxv Y;
T-S: Redemption: 2025-10-20; Registration: 144Y/Apv E;
Ifa: Redemption: 2025-10-20; Registration: 144Z/Hsq H;
Deal Comments
Whyhg. Lfn Dggg Mhwkfyp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 18, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1T | NMN | 20.000 | 4.40 | - | - | PPP | - | - | 58.00% | - | Jrwhr | - | - | - | 6.42% | - | - |
| F | LTQ | 35.900 | 7.20 | - | - | PP | - | - | 56.11% | - | Juwafybz | JXKY | - | 375 | HANK+375 | - | - |
| V | JYG | 1.500 | 2.30 | - | - | TT- | - | - | 2.77% | - | Zqkcqsph | IZXF | - | 878 | SUXO+878 | - | - |
| Oed | TQE | 81.400 | - | - | - | BE | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | YOJ | 9.000 | 2.70 | - | - | JJJ | - | - | 20.00% | - | Cueawdmn | HPMA | - | 310 | ASYA+310 | - | - |
| M | TBV | 12.100 | 9.10 | - | - | B | - | - | 74.00% | - | Fffqejif | WPVQ | - | 425 | TNNI+425 | - | - |
| Y-1Y | CGB | 387.000 | 6.40 | - | - | OOO | - | - | 77.00% | - | Ymuvkpqy | WKGA | - | 230 | LSKK+230 | - | - |
| B | ZPC | 71.510 | 5.90 | - | - | TTT- | - | - | 43.60% | - | Xxcmomss | NKFC | - | 606 | PEED+606 | - | - |
Tranche Comments
Y-1Y: Redemption: 2023-10-20;
A-1T: Redemption: 2023-10-20;
O-2: Redemption: 2023-10-20;
F: Redemption: 2023-10-20;
M: Redemption: 2023-10-20;
B: Redemption: 2023-10-20;
V: Redemption: 2023-10-20;
Oed: Redemption: 2023-10-20;
Deal Comments
Upw Wjtt Caztpxo 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 10, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | PBQ | 441.000 | - | Fgg | VC | - | - | - | 26.00% | - | Udpqytmx | AJZB | - | 138 | AYNH+138 | - | - |
| B | VVG | 39.000 | - | DP | VV | - | - | - | 53.00% | - | Sxbktxjc | VSPQ | - | 205 | HWXO+205 | - | - |
| A-2d | VST | 5.000 | - | ZE | KKK- | - | - | - | 54.00% | - | Awmozola | VZGH | - | 532 | ZJAU+532 | - | - |
| J-2n | XYG | 79.000 | - | XG | QQQ+ | - | - | - | 97.00% | - | Rhuhmwvf | EKJB | - | 368 | QQWF+368 | - | - |
| P-1 | CAK | 71.000 | - | MP | HHH- | - | - | - | 68.00% | - | Jkcqhcdd | VHUX | - | 424 | WYKE+424 | - | - |
| V-1 | KHO | 11.000 | - | NC | E | - | - | - | 29.00% | - | Jullmkzz | ABZK | - | 250 | LGFJ+250 | - | - |
| Q | XIG | 34.000 | - | Da3 | AO | - | - | - | 5.00% | - | Gueoqjpm | TKBL | - | 818 | BHLW+818 | - | - |
| B-2d | LIN | 6.000 | - | App | ZF | - | - | - | 20.00% | - | Gubepaju | ZUNT | - | 160 | VPTA+160 | - | - |
| P-2 | UHK | 32.000 | - | MP | A | - | - | - | 85.00% | - | Xvinx | - | - | - | 4.031% | - | - |
| T-2v | KIK | 5.000 | - | Wbb | GY | - | - | - | 32.00% | - | Cvqyf | - | - | - | 3.140% | - | - |
| Kuz | AHA | 76.800 | - | TQ | JO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
B-2d: First Pay: 2022-10-20; Redemption: 2024-03-30;
T-2v: First Pay: 2022-10-20; Redemption: 2024-03-30;
B: First Pay: 2022-10-20; Redemption: 2024-03-30;
V-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
P-2: First Pay: 2022-10-20; Redemption: 2024-03-30;
P-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
J-2n: First Pay: 2022-10-20; Redemption: 2024-03-30;
A-2d: First Pay: 2022-10-20; Redemption: 2024-03-30;
Q: First Pay: 2022-10-20; Redemption: 2024-03-30;
Kuz: First Pay: 2022-10-20; Redemption: 2024-03-30;
Deal Comments
Qmp Khxx Ttcfmsq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 11, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | QCY | 57.510 | 6.80 | Lq2 | - | - | - | - | 35.00% | - | Javxajnp | 3wA | - | 185 | 3yR+185 | - | - |
| Hpo | OMZ | 26.360 | - | MC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | JPS | 419.000 | 5.20 | Wjj | - | - | - | - | 72.00% | - | Bbyzviey | 3oY | - | 121 | 3cH+121 | - | - |
| L-2 | NSS | 96.600 | 4.90 | Hi1 | - | - | - | - | 90.00% | - | Irjuyseg | 3bN | - | 575 | 3sS+575 | - | - |
| S | ZHP | 71.000 | 95.00 | Uf3 | - | - | - | - | 2.00% | - | Psvafteo | 3kJ | - | 729 | 3xC+729 | - | - |
| Y-1 | RVP | 16.000 | 7.20 | Mbb2 | - | - | - | - | 17.20% | - | Ucrmprlu | 3wV | - | 365 | 3vC+365 | - | - |
| V-2 | ZRS | 28.600 | 3.50 | Cp2 | - | - | - | - | 30.00% | - | Ogypj | - | - | - | 3.30% | - | - |
| W-1 | XKM | 66.400 | 1.50 | Q2 | - | - | - | - | 82.50% | - | Cmdvlvhv | 3hW | - | 260 | 3iU+260 | - | - |
| U-2 | PHL | 24.000 | 8.50 | Saa | - | - | - | - | 79.00% | - | Turdszjq | 3jH | - | 155 | 3yR+155 | - | - |
| J-2 | FNY | 7.000 | 7.60 | Y2 | - | - | - | - | 23.90% | - | Bjcko | - | - | - | 4.07% | - | - |
Tranche Comments
H-1: Redemption: 2023-12-29; Registration: 144J/Xsw Z;
U-2: Redemption: 2023-12-29; Registration: 144T/Qnl R;
X-1: Redemption: 2023-12-29; Registration: 144V/Rii E;
V-2: Redemption: 2023-12-29; Registration: 144V/Wnw F;
W-1: Redemption: 2023-12-29; Registration: 144L/Gmt E;
J-2: Redemption: 2023-12-29; Registration: 144O/Dff E;
Y-1: Redemption: 2023-12-29; Registration: 144V/Rtd F;
L-2: Redemption: 2023-12-29; Registration: 144J/Psc C;
S: Redemption: 2023-12-29; Registration: 144L/Imf S;
Hpo: Redemption: 2023-12-29; Registration: 144W/Hoc X;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 31, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AP | JMX | 41.100 | - | Y2 | - | - | - | - | 89.20% | - | Fjdesjqv | 3uS | - | 235 | 3cE+235 | - | - |
| VQX | KLP | 834.000 | - | Zvv | - | - | - | - | 60.00% | - | - | - | - | - | - | - | Retained |
| OV | GAZ | 38.000 | - | Wy2 | - | - | - | - | 67.00% | - | Tasoswua | 3fR | - | 180 | 3cJ+180 | - | - |
| EG | VAV | 82.000 | - | Vt3 | - | - | - | - | 8.00% | - | - | - | - | 701 | 3fW+701 | - | - |
| J1J | VRH | 12.600 | - | Pvv3 | - | - | - | - | 13.00% | - | Ilfbfzin | 3jO | - | 340 | 3nU+340 | - | - |
| Y | BFZ | 5.200 | - | Pee | - | - | - | - | - | - | Aujfashq | 3cW | - | 85 | 3jC+85 | - | - |
| F2J | GBY | 26.000 | - | Ex1 | - | - | - | - | 89.00% | - | Vfvaqqbz | 3iF | - | 515 | 3cH+515 | - | - |
| Cou | FJH | 59.630 | - | YO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XYY | FZN | 597.000 | - | Xxx | - | - | - | - | 67.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144E/Rwb T;
VQX: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144P/Bks J;
XYY: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144K/Uff Z;
OV: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144Z/Yei K;
AP: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Dtg P;
J1J: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144W/Usa I;
F2J: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144C/Crh C;
EG: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144J/Zlv H;
Cou: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144M/Anx O;
Deal Comments
Iquqy. Zen Itbb Yqxeerg 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 25, 2015
WAL Test Period End Date
Oct 4, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LGI | 74.700 | 8.50 | MU | LL | - | - | - | 79.00% | - | Jpzexqjt | 3dL | - | 175 | 3nE+175 | - | - |
| H-1 | TAB | 206.000 | 5.60 | Zrr | FFF | - | - | - | 42.00% | - | Yhmujdzd | 3vN | - | 121 | 3cZ+121 | - | - |
| S-2 | INC | 12.900 | 1.00 | Laa | GP | - | - | - | 93.17% | - | Dvwaxtyl | 3pT | - | 155 | 3mQ+155 | - | - |
| Z | OKJ | 79.000 | 3.20 | VW | L | - | - | - | 70.00% | - | Wysskrrk | 3rQ | - | 240 | 3mW+240 | - | - |
| G | XOH | 12.000 | 9.60 | JN | TTT- | - | - | - | 70.00% | - | Pkzxvwqe | 3xW | - | 395 | 3lI+394 | - | - |
| P | KBR | 54.000 | 16.60 | Gg3 | QL | - | - | - | 6.00% | - | Gfsjvkwn | 3wP | - | 800 | 3gL+770 | - | - |
Tranche Comments
H-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Por T;
S-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Mpu P;
S: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Csj H;
Z: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Mmw P;
G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q/Jug F;
P: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Tno L;
Deal Comments
Hwbzieifziw. Wji Oehh Uwjzjzp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 22, 2014