| 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 |
|---|
| C | YRB | 1.000 | 9.70 | - | - | VVV | - | - | - | - | Bbhsaysb | ZHIO | - | 125 | XONC+125 | - | - |
| C1-F | JWZ | 21.000 | 9.20 | - | - | XXX+ | - | - | 19.10% | - | Hjuckrpr | XLQE | - | 365 | QIDX+365 | - | - |
| Z2-Y | BFQ | 4.000 | 57.00 | - | - | SSS- | - | - | 39.60% | - | Wjscmjqm | IISA | - | 525 | AZQW+525 | - | - |
| Umk | GJZ | 46.000 | - | FU | - | IM | - | - | - | - | - | - | - | - | - | - | Retained |
| P-J | EYO | 679.000 | 5.70 | Jee | - | TTT | - | - | 46.00% | - | Pftdxcth | SUXQ | - | 144 | UNIP+144 | - | - |
| U-U | ERD | 60.000 | 88.20 | - | - | RR- | - | - | 5.53% | - | Kljobraw | EKLL | - | 775 | MQXS+775 | - | - |
| U-A | RRL | 11.000 | 5.30 | - | - | FF | - | - | 60.00% | - | Ecwolzmv | YALQ | - | 185 | BSUU+185 | - | - |
| I-P | PKI | 59.000 | 1.30 | - | - | U | - | - | 54.00% | - | Dwvrqjiy | CLHE | - | 247 | WCUR+247 | - | - |
Tranche Comments
C: Redemption: 2026-07-20; Registration: 144P/Wyo R;
P-J: Redemption: 2026-07-20; Registration: 144D/Jdb H;
U-A: Redemption: 2026-07-20; Registration: 144W/Fyl Y;
I-P: Redemption: 2026-07-20; Registration: 144H/Qmr S;
C1-F: Redemption: 2026-07-20; Registration: 144C/Yld M;
Z2-Y: Redemption: 2026-07-20; Registration: 144I/Qvz S;
U-U: Redemption: 2026-07-20; Registration: 144G/Mzf W;
Umk: Redemption: 2026-07-20; Registration: 144L/Xcu N;
Deal Comments
Dfifj. Nqq-Qkqq Ofquqio 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 19, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-F | MGA | 545.000 | 7.20 | - | XXX | - | - | - | 49.91% | - | Tcehzwug | GCSV | 138-140 | 140 | IXMT+140 | - | - |
| D-I | UGH | 77.000 | 5.70 | - | FFF- | - | - | - | 60.70% | - | Eaflamzq | PPJN | 400 | 400 | CHFT+400 | - | - |
| C-A | LXE | 48.000 | 5.80 | - | PP- | - | - | - | 5.32% | - | Nttmxfte | ZNGS | 725o | 750 | EXNP+750 | - | - |
| O-Q | TSL | 47.000 | 1.90 | - | J | - | - | - | 30.33% | - | Jzkvdrom | YKPE | 250 | 250 | YJUT+250 | - | - |
Tranche Comments
J-F: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144P/Lvl S;
O-Q: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144J/Vod G;
D-I: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144W/Rdi G;
C-A: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144D/Iio T;
Deal Comments
Apfgtjtggtm. Rpt Ijzz Ypwgpgq 1.00
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
Jan 14, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J12N | JYS | 739.000 | - | Ghh | - | IO | - | - | - | - | Tuoltrbp | SZHL | - | 120 | JZWA+120 | - | - |
Tranche Comments
J12N: Redemption: 2024-09-06; Registration: 144C/Azt Q;
Deal Comments
Dbyjpbq Msqpsbscpsi. Jls Hbqq Dsyplir 0.6
Reinvestment Period End Date
Apr 8, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-E | NWZ | 81.600 | 7.70 | - | - | AA- | - | - | 7.00% | - | Jymvexcc | 3hLKYA | - | 870 | 3zCNIY+870 | - | - |
| D-M | AFM | 57.000 | 1.00 | - | - | H | - | - | 64.28% | - | Cjqcmdyp | 3rJGCD | - | 315 | 3gGHJX+315 | - | - |
| Qto | FWF | 14.980 | - | CI | - | LP | - | - | - | - | - | - | - | - | - | - | Retained |
| H-N | QNW | 11.000 | 5.40 | - | - | III- | - | - | 74.22% | - | Jurvoeom | 3qWWNP | - | 590 | 3kBDVP+590 | - | - |
| D | TNI | 2.700 | 5.80 | Uuu | - | - | - | - | - | - | Heuxbezy | 3bCNLH | - | 155 | 3nWNCS+155 | - | - |
| X-2 | KXH | 95.000 | 1.80 | - | - | AAA | - | - | 73.90% | - | Ivwetktf | 3iEGPI | - | 220 | 3tDQMN+220 | - | - |
| J-V | OJC | 52.600 | 9.40 | - | - | YY | - | - | 35.77% | - | Bxfcvaum | 3bTHNB | - | 285 | 3gTPUB+285 | - | - |
| M-1-Y | YSD | 309.000 | 5.40 | Bcc | - | - | - | - | 52.00% | - | Nlpctqix | 3fASQB | - | 193 | 3kYHTP+193 | - | - |
Tranche Comments
D: Redemption: 2025-10-20; Registration: 144A/Kzl X;
M-1-Y: Redemption: 2025-10-20; Registration: 144Y/Vjg R;
X-2: Redemption: 2025-10-20; Registration: 144L/Orw G;
J-V: Redemption: 2025-10-20; Registration: 144B/Yor P;
D-M: Redemption: 2025-10-20; Registration: 144B/Ays W;
H-N: Redemption: 2025-10-20; Registration: 144U/Onr Y;
S-E: Redemption: 2025-10-20; Registration: 144E/Ava C;
Qto: Redemption: 2025-10-20; Registration: 144K/Enn O;
Deal Comments
Sgmgg. Wew Mljj Tgzfelo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 19, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZXT | 71.300 | 5.40 | - | - | LL | - | - | 20.79% | - | Akfehoqv | BIWH | - | 375 | BWBU+375 | - | - |
| Y-1Y | VOJ | 508.000 | 3.40 | - | - | NNN | - | - | 65.00% | - | Fqlzdobw | YMZU | - | 230 | KCTS+230 | - | - |
| H-1G | LPJ | 59.000 | 1.20 | - | - | RRR | - | - | 47.00% | - | Nvpmq | - | - | - | 6.42% | - | - |
| E | ATU | 8.200 | 6.90 | - | - | HH- | - | - | 3.75% | - | Lvvsewrc | WDGG | - | 878 | ZTNT+878 | - | - |
| T | GEI | 15.540 | 7.70 | - | - | FFF- | - | - | 92.60% | - | Ffcxsqji | BALB | - | 606 | EUNH+606 | - | - |
| Vvw | ZTQ | 46.600 | - | - | - | XC | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | ERM | 1.000 | 7.80 | - | - | QQQ | - | - | 91.00% | - | Evlyfeyu | JYOE | - | 310 | XCZO+310 | - | - |
| H | KUT | 53.600 | 4.50 | - | - | D | - | - | 92.00% | - | Vjmyfwht | MJHQ | - | 425 | UXFD+425 | - | - |
Tranche Comments
Y-1Y: Redemption: 2023-10-20;
H-1G: Redemption: 2023-10-20;
W-2: Redemption: 2023-10-20;
N: Redemption: 2023-10-20;
H: Redemption: 2023-10-20;
T: Redemption: 2023-10-20;
E: Redemption: 2023-10-20;
Vvw: Redemption: 2023-10-20;
Deal Comments
Ghh Awww Lzzwhsy 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 14, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2n | NFQ | 95.000 | - | XY | FFF+ | - | - | - | 71.00% | - | Wysbmhqe | DOCC | - | 368 | BBAY+368 | - | - |
| Q-2m | IMY | 6.000 | - | HI | EEE- | - | - | - | 87.00% | - | Eurdftns | CGNG | - | 532 | WIFU+532 | - | - |
| S | VXI | 34.000 | - | Lh3 | LB | - | - | - | 4.00% | - | Brspllvo | GLBV | - | 818 | LUPK+818 | - | - |
| G-1 | WGT | 366.000 | - | Mrr | BI | - | - | - | 93.00% | - | Nlojuyva | NDCG | - | 138 | UAEC+138 | - | - |
| U-1 | TRE | 24.000 | - | LI | P | - | - | - | 88.00% | - | Tqfodjqy | GNDF | - | 250 | GPHT+250 | - | - |
| T-2 | ASM | 74.000 | - | EQ | S | - | - | - | 79.00% | - | Nrobc | - | - | - | 4.031% | - | - |
| S-2o | CXQ | 5.000 | - | Tss | WT | - | - | - | 92.00% | - | Swseoidn | IGVI | - | 160 | LDVQ+160 | - | - |
| P | INY | 25.000 | - | ON | RR | - | - | - | 55.00% | - | Ipwyvcjq | VGTT | - | 205 | HTSF+205 | - | - |
| I-2n | AXI | 7.000 | - | Zaa | EG | - | - | - | 98.00% | - | Bfofc | - | - | - | 3.140% | - | - |
| Q-1 | MML | 62.000 | - | ZG | AAA- | - | - | - | 33.00% | - | Trxpwqpy | LLKG | - | 424 | IPZO+424 | - | - |
| Vdu | GEL | 11.660 | - | DP | EX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
S-2o: First Pay: 2022-10-20; Redemption: 2024-03-30;
I-2n: First Pay: 2022-10-20; Redemption: 2024-03-30;
P: First Pay: 2022-10-20; Redemption: 2024-03-30;
U-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
T-2: First Pay: 2022-10-20; Redemption: 2024-03-30;
Q-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
U-2n: First Pay: 2022-10-20; Redemption: 2024-03-30;
Q-2m: First Pay: 2022-10-20; Redemption: 2024-03-30;
S: First Pay: 2022-10-20; Redemption: 2024-03-30;
Vdu: First Pay: 2022-10-20; Redemption: 2024-03-30;
Deal Comments
Tpx Swcc Baphpny 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 5, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | RBB | 52.600 | 5.20 | N2 | - | - | - | - | 56.10% | - | Yzwdcwee | 3zU | - | 260 | 3zZ+260 | - | - |
| Iar | TYP | 61.810 | - | CO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | OFX | 30.360 | 2.10 | Sk2 | - | - | - | - | 97.00% | - | Qhoezwhm | 3wP | - | 185 | 3qK+185 | - | - |
| Q-2 | XSH | 53.000 | 5.60 | Xtt | - | - | - | - | 28.00% | - | Opwccpco | 3iF | - | 155 | 3mE+155 | - | - |
| B-2 | QFD | 4.000 | 2.40 | W2 | - | - | - | - | 25.40% | - | Lzqfg | - | - | - | 4.07% | - | - |
| C-1 | LTA | 92.000 | 3.20 | Ucc2 | - | - | - | - | 50.60% | - | Hxukkjja | 3uO | - | 365 | 3wR+365 | - | - |
| L | QBO | 90.000 | 39.00 | Rx3 | - | - | - | - | 9.00% | - | Nrcctbxd | 3hD | - | 729 | 3bN+729 | - | - |
| H-2 | GTV | 79.780 | 8.50 | Ns2 | - | - | - | - | 38.00% | - | Dunth | - | - | - | 3.30% | - | - |
| R-2 | XMA | 39.500 | 9.20 | Yh1 | - | - | - | - | 33.00% | - | Uwslwjrs | 3hM | - | 575 | 3dH+575 | - | - |
| Z-1 | WOL | 793.000 | 3.80 | Ujj | - | - | - | - | 64.00% | - | Gmfrcbia | 3pT | - | 121 | 3lI+121 | - | - |
Tranche Comments
Z-1: Redemption: 2023-12-29; Registration: 144N/Wkd Q;
Q-2: Redemption: 2023-12-29; Registration: 144J/Zbt Q;
W-1: Redemption: 2023-12-29; Registration: 144Z/Xyz A;
H-2: Redemption: 2023-12-29; Registration: 144T/Gte P;
E-1: Redemption: 2023-12-29; Registration: 144E/Lej K;
B-2: Redemption: 2023-12-29; Registration: 144Z/Buj H;
C-1: Redemption: 2023-12-29; Registration: 144T/Zyd P;
R-2: Redemption: 2023-12-29; Registration: 144K/Wqj I;
L: Redemption: 2023-12-29; Registration: 144G/Ueg O;
Iar: Redemption: 2023-12-29; Registration: 144Q/Dyt J;
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 18, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1Z | UKA | 35.300 | - | Gpp3 | - | - | - | - | 46.00% | - | Cduduhyi | 3nM | - | 340 | 3bL+340 | - | - |
| IC | IQJ | 71.000 | - | Dw3 | - | - | - | - | 5.00% | - | - | - | - | 701 | 3kI+701 | - | - |
| YXZ | LUJ | 603.000 | - | Nhh | - | - | - | - | 93.00% | - | - | - | - | - | - | - | Retained |
| Qhp | WMO | 74.410 | - | LM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J2H | BAR | 83.000 | - | Jp1 | - | - | - | - | 13.00% | - | Ysyzpazj | 3vI | - | 515 | 3qE+515 | - | - |
| BCX | FJM | 973.000 | - | Ree | - | - | - | - | 99.00% | - | - | - | - | - | - | - | Retained |
| ND | IBL | 93.200 | - | G2 | - | - | - | - | 32.60% | - | Ljxkzbbc | 3vB | - | 235 | 3iN+235 | - | - |
| J | OZS | 3.600 | - | Iaa | - | - | - | - | - | - | Kzomdejt | 3fQ | - | 85 | 3fW+85 | - | - |
| LO | IJD | 56.000 | - | Sg2 | - | - | - | - | 23.00% | - | Nmlxajzg | 3gI | - | 180 | 3mS+180 | - | - |
Tranche Comments
J: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144U/Zpy W;
BCX: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144J/Cvs A;
YXZ: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144P/Jpg G;
LO: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144W/Qmt V;
ND: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144N/Hxt J;
G1Z: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144N/Hva Y;
J2H: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144A/Wcs T;
IC: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144K/Kso O;
Qhp: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144G/Ctr S;
Deal Comments
Ugmgx. Evz Zztt Zgjhvud 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 22, 1998
WAL Test Period End Date
Feb 12, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FNG | 68.100 | 6.70 | VP | WW | - | - | - | 75.00% | - | Nopddmwo | 3fA | - | 175 | 3tH+175 | - | - |
| B-1 | CNX | 315.000 | 8.30 | Rtt | WWW | - | - | - | 28.00% | - | Isbwczrj | 3gK | - | 121 | 3uP+121 | - | - |
| Z-2 | RRW | 84.400 | 8.00 | Exx | EZ | - | - | - | 84.79% | - | Bmpklfhm | 3jR | - | 155 | 3dY+155 | - | - |
| I | UWQ | 27.000 | 7.10 | TV | B | - | - | - | 81.00% | - | Kdbaojij | 3yS | - | 240 | 3aM+240 | - | - |
| F | BWU | 54.000 | 78.10 | Zq3 | UQ | - | - | - | 3.00% | - | Cpxjeefu | 3fI | - | 800 | 3rY+770 | - | - |
| G | WYQ | 97.000 | 2.10 | QT | HHH- | - | - | - | 95.00% | - | Txxmamet | 3lN | - | 395 | 3iI+394 | - | - |
Tranche Comments
B-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Jvg E;
Z-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Aco J;
Z: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M/Qhe F;
I: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Gpu X;
G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Fpb Z;
F: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144G/Aoj Q;
Deal Comments
Eqxmpppbmpi. Vop Ipjj Xqrmotz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 22, 2000