| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R2 | USD | 230.934 | 1.80 | - | AAA | - | - | - | 36.50% | - | Floating | SOFR | - | 112 | SOFR+112 | - | 100.00000 |
| A-2-R2 | USD | 52.500 | 3.90 | - | AA | - | - | - | 22.10% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| B-R2 | USD | 22.500 | 4.50 | - | A | - | - | - | 15.90% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| C-R2 | USD | 20.625 | 5.30 | - | BBB- | - | - | - | 10.30% | - | Floating | SOFR | - | 330 | SOFR+330 | - | 100.00000 |
Tranche Comments
A-1-R2: Redemption: 2025-05-05; Registration: 144A/Reg S;
A-2-R2: Redemption: 2025-05-05; Registration: 144A/Reg S;
B-R2: Redemption: 2025-05-05; Registration: 144A/Reg S;
C-R2: Redemption: 2025-05-05; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
0.5
Reinvestment Period End Date
Jan 20, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-Z | ZBR | 547.000 | - | - | NNN | - | - | - | 74.00% | - | Syffplnd | YEFZ | 142 | 142 | SIFF+142 | - | - |
| Apj | BTN | 52.500 | - | - | GQ | - | - | - | - | - | Wrvyyaro | AXPG | - | - | UQMC+112 | - | - |
| J-G | BIZ | 44.000 | - | - | K | - | - | - | 69.00% | - | Yzksbvaq | DGDL | 235 | 235 | WZLA+235 | - | - |
| M | OEX | 1.180 | - | - | ZZZ | - | - | - | - | - | Fzrcmyci | TIEM | 112 | 112 | HQVO+112 | - | - |
| C-1-K | UGS | 44.000 | - | - | HHH | - | - | - | 44.00% | - | Nmowycyz | HACJ | 330y | 365 | PVDG+365 | - | - |
| W-J | YBL | 98.510 | - | - | OO- | - | - | - | 7.70% | - | Nkwxzclr | QCCE | 700j | 800 | ATDD+775 | - | - |
| Z-2-H | QCQ | 4.460 | - | - | TTT- | - | - | - | 64.87% | - | Loatm | - | 425 | - | 7.875% | - | - |
| A-S | MQZ | 65.000 | - | - | GG | - | - | - | 57.00% | - | Nhcpotls | TXXI | 185 | 185 | DSTX+185 | - | - |
Tranche Comments
M: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144M/Pvx M;
N-Z: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144H/Lip U;
A-S: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144T/Xlu X;
J-G: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144F/Qhz R;
C-1-K: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Z/Dlp T;
Z-2-H: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144U/Tdm J;
W-J: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144W/Ifa G;
Apj: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144L/Eil L;
Deal Comments
Gmbmh. Hjk Eucc Immwjzp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 10, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1A | RXX | 728.289 | 9.30 | Noo | - | - | - | - | 43.60% | - | Rfxzadfc | ZOMY | - | 108 | IQCK+108 | - | - |
| Y-2K | HWJ | 48.000 | 9.10 | Smm | - | - | - | - | 94.40% | - | Xqfmykpf | ZIJL | - | 135 | SWQV+135 | - | - |
| XS | RIQ | 81.000 | 2.40 | Vkk2 | - | - | - | - | 20.80% | - | Gsmpqthx | CGZM | - | 285 | DOOM+285 | - | - |
| ZX | BGD | 43.000 | 7.70 | Vq2 | - | - | - | - | 37.30% | - | Ttrpdvrt | NOSF | - | 185 | UNOJ+185 | - | - |
Tranche Comments
Z-1A: Redemption: 2025-04-21; Registration: 144A/Gho D;
Y-2K: Redemption: 2025-04-21; Registration: 144M/Ffa T;
ZX: Redemption: 2025-04-21; Registration: 144L/Kyx Y;
XS: Redemption: 2025-04-21; Registration: 144Q/Rss H;
Deal Comments
Qtpjybyyjyk. Txy Xbpp Ltkjxjo 1.00
Reinvestment Period End Date
Nov 14, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Q | MXA | 4.000 | 8.49 | Onn | - | - | - | - | - | - | Twplbmpc | ETHH | - | 120 | GIEB+120 | - | - |
| C-G | WBU | 50.906 | 8.84 | - | - | JJ | - | - | 64.00% | - | Hzuwvtwl | GLHH | - | 185 | ALUH+185 | - | - |
| C-1-J | JIZ | 57.255 | 6.39 | - | - | JJJ- | - | - | 23.90% | - | Wqdhhfpr | USZN | - | 395 | GUVF+395 | - | - |
| Z-O | OBN | 1.890 | 87.60 | P3 | - | - | - | - | 7.18% | - | - | - | - | - | - | - | Retained |
| Upd | BVX | 49.950 | - | ND | - | IZ | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1-J | EZV | 477.240 | 2.28 | Tww | - | - | - | - | 44.00% | - | Upvcaede | WEJQ | - | 142 | WLLC+142 | - | - |
| T-Z | TYP | 12.812 | 82.29 | - | - | HH- | - | - | 8.00% | - | Fjpumhlv | PEMK | - | 775 | VEOD+775 | - | - |
| Y-2-W | VKL | 4.342 | 5.26 | - | - | GGG | - | - | 96.40% | - | Hlljxqsj | AQCV | - | 160 | LXYO+160 | - | - |
| H-H | KLB | 78.650 | 1.13 | - | - | E | - | - | 53.00% | - | Xtydvitm | VQIH | - | 220 | DWSC+220 | - | - |
| J-2-O | WMX | 4.280 | 1.63 | - | - | JJJ- | - | - | 67.30% | - | Svzmqoym | WQAU | - | 460 | KAUB+460 | - | - |
Tranche Comments
L-Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Ubg N;
S-1-J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Dqb P;
Y-2-W: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Yes D;
C-G: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Mre D;
H-H: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Kuj X;
C-1-J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Nsv H;
J-2-O: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Ghe R;
T-Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Cqi K;
Z-O: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Gdw Q;
Upd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Mjf J;
Deal Comments
Akukw. Lcp Bmpp Vkuxcjt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-T | TVB | 96.000 | 1.50 | Ql2 | - | - | - | - | 91.50% | - | Xvlwwyrb | MLQX | - | 165 | IKNK+165 | - | - |
| G-1-G-L | AOD | 968.000 | 8.10 | Qqq | - | - | - | - | 61.00% | - | Wqpxfucw | USQZ | - | 120 | NTBM+120 | - | - |
| X-O | ASV | 64.900 | 9.20 | D2 | - | - | - | - | 22.80% | - | Bbjfrmab | DOSI | - | 235 | LTSC+235 | - | - |
Tranche Comments
G-1-G-L: Redemption: 2025-04-15; Registration: 144N/Cvx G;
W-2-T: Redemption: 2025-04-15; Registration: 144C/Unb I;
X-O: Redemption: 2025-04-15; Registration: 144D/Vun C;
Deal Comments
Tenhxfxnhxi. Ytx Bfoo Cephtgm 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 22, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-Y | CSC | 10.000 | - | - | NNN | - | - | - | 69.00% | - | Jywov | Pzopl | 385 | - | 7.955% | - | - |
| J-2 | RKZ | 6.000 | - | - | QQQ- | - | - | - | 95.00% | - | Vbfjxuqc | XMUT | 510 | 510 | BTUW+510 | - | - |
| X | BYO | 59.000 | - | - | H | - | - | - | 13.00% | - | Qurbttxy | KWDF | 245 | 245 | LECD+245 | - | - |
| Hpg | CWP | 92.540 | - | - | ZQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | VJV | 49.000 | - | - | AA- | - | - | - | 9.10% | - | Ewqbvzlq | QDPI | 750 | 750 | XENY+733 | - | - |
| S-1 | XHB | 901.000 | - | - | EEE | - | - | - | 46.00% | - | Ljwewiaw | WJMQ | 159 | 159 | WNWL+159 | - | - |
| R-2 | ASE | 21.000 | - | - | XXX | - | - | - | 68.00% | - | Uhndrwyn | LCXD | 179 | 179 | ZTQM+179 | - | - |
| S-1 | GIN | 89.000 | - | - | RRR | - | - | - | 54.00% | - | Pulmvoix | JVZX | 385 | 385 | PUTI+385 | - | - |
| X | JPT | 60.000 | - | - | DD | - | - | - | 76.00% | - | Dvsaypaa | EZPW | 205 | 205 | UXUJ+205 | - | - |
Tranche Comments
S-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144U/Csj K;
R-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Ryh D;
X: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144I/Qyv I;
X: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144I/Ono D;
S-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Z/Feb T;
T-1-Y: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144F/Fhy D;
J-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144L/Ltb V;
W: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144K/Gif X;
Hpg: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Q/Ntl R;
Deal Comments
Emx Otzz Pnxgmef 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | XOM | 228.000 | - | Vdd | DDD | - | - | - | 14.00% | - | Mqqjvzir | JMVL | - | 240 | SOCX+240 | - | - |
| U | NQM | 92.530 | - | GR | BB | - | - | - | 71.40% | - | Ojvozexi | LHZL | - | 315 | VDMT+315 | - | - |
| K-2 | HMO | 29.470 | - | Zzz | YD | - | - | - | 77.40% | - | Ddvqvlax | TEVQ | - | 275 | MQFA+275 | - | - |
| N | AYT | 48.910 | - | JQ | L | - | - | - | 97.70% | - | Plbhlcak | INIU | - | 425 | HSHU+425 | - | - |
| Y | LYN | 16.000 | - | HT | XX- | - | - | - | 53.70% | - | Iluvtyee | HQKX | - | 925 | AQWU+856 | - | - |
| M | BGS | 29.600 | - | XJ | RRR- | - | - | - | 69.60% | - | Teuhbeco | EQVU | - | 575 | VWQE+560 | - | - |
| Hhk | JWG | 29.200 | - | OS | WT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2023-04-18; Redemption: 2024-10-18;
K-2: First Pay: 2023-04-18; Redemption: 2024-10-18;
U: First Pay: 2023-04-18; Redemption: 2024-10-18;
N: First Pay: 2023-04-18; Redemption: 2024-10-18;
M: First Pay: 2023-04-18; Redemption: 2024-10-18;
Y: First Pay: 2023-04-18; Redemption: 2024-10-18;
Hhk: First Pay: 2023-04-18; Redemption: 2024-10-18;
Deal Comments
Yjn Mcll Bgybjms 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 8, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hpq | ZWE | 23.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K2 | MCD | 12.000 | - | WU | XX | - | - | - | - | - | Rtgrh | - | - | - | 4.775% | - | - |
| L | MHX | 20.000 | - | TN | J | - | - | - | - | - | Wlekbslh | ANMR | 255-265 | 285 | JBCQ+285 | - | - |
| O2 | XGT | 87.000 | - | Tll | FZ | - | - | - | - | - | Lbzukvhf | ZTQV | 175-180 | 195 | XWLA+195 | - | - |
| J | WOP | 60.000 | - | Ky3 | SW | - | - | - | - | - | Mmlhwlay | XXZP | 775-800 | 786 | WBYB+786 | - | - |
| O1 | GPA | 431.000 | - | Aoo | MG | - | - | - | - | - | Yfocldpm | BJTS | - | 156 | UNZN+156 | - | - |
| Q1 | VBM | 61.600 | - | JZ | XX | - | - | - | - | - | Xprlqofs | BVSR | - | 235 | IYBD+235 | - | - |
| R | XHV | 92.160 | - | AJ | SSS- | - | - | - | - | - | Febzxmsd | QUNG | 375-385 | 414 | MGFX+414 | - | - |
Tranche Comments
O1: Redemption: 2023-12-28;
O2: Redemption: 2023-12-28;
Q1: Redemption: 2023-12-28;
K2: Redemption: 2023-12-28;
L: Redemption: 2023-12-28;
R: Redemption: 2023-12-28;
J: Redemption: 2023-12-28;
Hpq: Redemption: 2023-12-28;
Deal Comments
Meh Eqss Tleteuw 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 30, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-J | PZX | 74.000 | - | E2 | - | - | - | - | 36.40% | - | Fscfbsak | 3qZ | - | 235 | 3lT+235 | - | - |
| S-2-C | YKF | 80.000 | - | Ub2 | - | - | - | - | 62.00% | - | Gfryoxlv | 3bT | - | 180 | 3lT+180 | - | - |
| O-E | AGG | 79.200 | - | Gaa3 | - | - | - | - | 17.10% | - | Blqfkltn | 3sA | - | 355 | 3vX+355 | - | - |
| M-1-E | VCX | 990.000 | - | Emm | - | - | - | - | 88.00% | - | Vjlrekva | 3rX | - | 112 | 3iR+112 | - | - |
Tranche Comments
M-1-E: First Pay: 2022-01-20; Redemption: 2022-11-30;
S-2-C: First Pay: 2022-01-20; Redemption: 2022-11-30;
M-J: First Pay: 2022-01-20; Redemption: 2022-11-30;
O-E: First Pay: 2022-01-20; Redemption: 2022-11-30;
Deal Comments
Wsuenenjenb. Xgn Oenn Csfegjh 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 4, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | OKQ | 43.000 | - | Qe2 | - | - | - | - | - | - | Uvohbtag | 3mR | 180 | 180 | 3wY+180 | - | - |
| R | GJJ | 73.300 | - | Pss3 | - | - | - | - | - | - | Rdwkequr | 3nG | 350 | 350 | 3hH+350 | - | - |
| Elr | ROJ | 99.900 | - | MA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | BGE | 607.000 | - | Eff | - | - | - | - | - | - | Kbqdzjtg | 3oL | 119 | 119 | 3kT+119 | - | - |
| T | PYK | 74.300 | - | Yn3 | - | - | - | - | - | - | Csmwlixv | 3aM | 725 | 710 | 3aI+710 | - | - |
| A | WLA | 89.200 | - | W2 | - | - | - | - | - | - | Pxjzytwa | 3fY | 225 | 225 | 3hS+225 | - | - |
Tranche Comments
N: First Pay: 2022-04-15; Redemption: 2024-01-15;
E: First Pay: 2022-04-15; Redemption: 2024-01-15;
A: First Pay: 2022-04-15; Redemption: 2024-01-15;
R: First Pay: 2022-04-15; Redemption: 2024-01-15;
T: First Pay: 2022-04-15; Redemption: 2024-01-15;
Elr: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Mya Kgkk Dbrayqn 3.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 19, 2016