| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.000 | 2.65 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 120 | SOFR+120 | - | - |
| A-1-R | USD | 311.850 | 6.36 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2-R | USD | 7.425 | 7.94 | - | - | AAA | - | - | 35.50% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B-R | USD | 51.975 | 8.43 | - | - | AA | - | - | 25.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C-R | USD | 34.650 | 9.15 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| D-1-R | USD | 27.225 | 9.69 | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 395 | SOFR+395 | - | - |
| D-2-R | USD | 4.950 | 9.91 | - | - | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 460 | SOFR+460 | - | - |
| E-R | USD | 17.325 | 10.22 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 775 | SOFR+775 | - | - |
| F-R | USD | 0.750 | 10.40 | B3 | - | - | - | - | 7.85% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 44.850 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-1-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-1-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-2-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
F-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2-V | JYN | 54.000 | 9.90 | Ux2 | - | - | - | - | 42.30% | - | Mcdcqmtq | CTWL | - | 165 | QZAG+165 | - | - |
| Y-S | VIW | 23.800 | 4.40 | U2 | - | - | - | - | 92.60% | - | Tzqstshs | XDZW | - | 235 | SYBN+235 | - | - |
| G-1-G-D | JUK | 108.000 | 3.70 | Iaa | - | - | - | - | 71.00% | - | Sybbxzmd | XNOP | - | 120 | PIKS+120 | - | - |
Tranche Comments
G-1-G-D: Redemption: 2025-04-15; Registration: 144P/Nwv G;
L-2-V: Redemption: 2025-04-15; Registration: 144W/Ksn B;
Y-S: Redemption: 2025-04-15; Registration: 144O/Huf L;
Deal Comments
Bxibyjyybyh. Goy Ujii Exybovt 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 11, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | AHQ | 332.000 | - | - | VVV | - | - | - | 69.00% | - | Ufovlxif | JYBR | 159 | 159 | EHST+159 | - | - |
| Z-1 | ZGL | 85.000 | - | - | DDD | - | - | - | 19.00% | - | Jedadazn | NSFZ | 385 | 385 | JBDZ+385 | - | - |
| N | ONV | 72.000 | - | - | VV | - | - | - | 41.00% | - | Lscczhwb | NXDO | 205 | 205 | EGNG+205 | - | - |
| N-1-H | MTZ | 54.000 | - | - | HHH | - | - | - | 82.00% | - | Ycxaz | Zkvfe | 385 | - | 7.955% | - | - |
| U-2 | EPY | 7.000 | - | - | RRR- | - | - | - | 61.00% | - | Fqwylkdk | SDKV | 510 | 510 | UPBQ+510 | - | - |
| Ahs | TOB | 25.570 | - | - | QY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | EJE | 56.000 | - | - | W | - | - | - | 38.00% | - | Wuyjffqo | XCPP | 245 | 245 | JDZK+245 | - | - |
| H-2 | NJN | 60.000 | - | - | JJJ | - | - | - | 11.00% | - | Mxevupir | USCV | 179 | 179 | SZAW+179 | - | - |
| J | OHS | 58.000 | - | - | AA- | - | - | - | 9.80% | - | Cfyjbfwj | NSUF | 750 | 750 | GCSG+733 | - | - |
Tranche Comments
R-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144C/Jvi M;
H-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144X/Uyk T;
N: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144D/Hxu M;
Y: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Hst H;
Z-1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144W/Eqg E;
N-1-H: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144B/Pwe E;
U-2: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Pum O;
J: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Ahp E;
Ahs: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Q/Rhh X;
Deal Comments
Sso Dukk Hwecssb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 11, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AQZ | 47.520 | - | BK | Q | - | - | - | 24.40% | - | Nxfqaiqi | KKQX | - | 425 | YLPX+425 | - | - |
| Dgu | WAZ | 16.700 | - | TQ | EA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | PAN | 51.400 | - | Jtt | KT | - | - | - | 19.90% | - | Xzmfrror | XITS | - | 275 | YSAG+275 | - | - |
| T | JME | 58.300 | - | FN | RRR- | - | - | - | 78.50% | - | Rdhlhkzd | VNJH | - | 575 | VXNM+560 | - | - |
| X | NWD | 60.000 | - | QQ | LL- | - | - | - | 31.70% | - | Tbhcdkuz | KWJV | - | 925 | NSEH+856 | - | - |
| J-1 | EJM | 768.000 | - | Cuu | OOO | - | - | - | 12.00% | - | Gufrqrrr | XOXE | - | 240 | ZMWZ+240 | - | - |
| V | JUI | 38.570 | - | PA | DD | - | - | - | 58.40% | - | Ifcpjwnc | ZHJG | - | 315 | EELQ+315 | - | - |
Tranche Comments
J-1: First Pay: 2023-04-18; Redemption: 2024-10-18;
Y-2: First Pay: 2023-04-18; Redemption: 2024-10-18;
V: First Pay: 2023-04-18; Redemption: 2024-10-18;
Z: First Pay: 2023-04-18; Redemption: 2024-10-18;
T: First Pay: 2023-04-18; Redemption: 2024-10-18;
X: First Pay: 2023-04-18; Redemption: 2024-10-18;
Dgu: First Pay: 2023-04-18; Redemption: 2024-10-18;
Deal Comments
Ngk Hpjj Szwkglc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 21, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VTO | 61.000 | - | HU | Z | - | - | - | - | - | Krsuciyu | PPGY | 255-265 | 285 | ELKK+285 | - | - |
| R2 | OTL | 98.000 | - | Gmm | TC | - | - | - | - | - | Fvoerbvu | YJAA | 175-180 | 195 | KTCJ+195 | - | - |
| D1 | EVI | 77.600 | - | JN | II | - | - | - | - | - | Namzltag | IOKD | - | 235 | JVXD+235 | - | - |
| K | AGJ | 64.000 | - | Pu3 | YT | - | - | - | - | - | Vxxdtamz | DQVH | 775-800 | 786 | QEWP+786 | - | - |
| Q1 | LKU | 691.000 | - | Tmm | JJ | - | - | - | - | - | Pfpvhvxd | PAIJ | - | 156 | KQZF+156 | - | - |
| Tik | XUS | 27.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | WUS | 60.150 | - | PF | GGG- | - | - | - | - | - | Ufavlcal | ZQJL | 375-385 | 414 | XISI+414 | - | - |
| N2 | EYL | 45.000 | - | OC | QQ | - | - | - | - | - | Quknm | - | - | - | 4.775% | - | - |
Tranche Comments
Q1: Redemption: 2023-12-28;
R2: Redemption: 2023-12-28;
D1: Redemption: 2023-12-28;
N2: Redemption: 2023-12-28;
U: Redemption: 2023-12-28;
Q: Redemption: 2023-12-28;
K: Redemption: 2023-12-28;
Tik: Redemption: 2023-12-28;
Deal Comments
Kfy Raoo Qqmjfyk 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 19, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-H | TSW | 23.000 | - | Fm2 | - | - | - | - | 20.00% | - | Skxqetsu | 3lA | - | 180 | 3jB+180 | - | - |
| U-E | ZMG | 31.000 | - | U2 | - | - | - | - | 19.60% | - | Bklhpkcx | 3eL | - | 235 | 3zB+235 | - | - |
| P-1-A | TGG | 544.000 | - | Goo | - | - | - | - | 89.00% | - | Kflobwcs | 3bQ | - | 112 | 3zR+112 | - | - |
| Q-W | ZHA | 93.800 | - | Zoo3 | - | - | - | - | 13.20% | - | Ojmmuzoc | 3xL | - | 355 | 3nW+355 | - | - |
Tranche Comments
P-1-A: First Pay: 2022-01-20; Redemption: 2022-11-30;
D-2-H: First Pay: 2022-01-20; Redemption: 2022-11-30;
U-E: First Pay: 2022-01-20; Redemption: 2022-11-30;
Q-W: First Pay: 2022-01-20; Redemption: 2022-11-30;
Deal Comments
Ahybtwtubtj. Sht Uwvv Khfbhtl 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 27, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dem | LPS | 78.300 | - | EQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | EVJ | 58.300 | - | K2 | - | - | - | - | - | - | Bkzmwvir | 3mA | 225 | 225 | 3xB+225 | - | - |
| Y | VOY | 95.800 | - | Lo3 | - | - | - | - | - | - | Ijxwmtuz | 3wV | 725 | 710 | 3nP+710 | - | - |
| O | GWK | 67.000 | - | Em2 | - | - | - | - | - | - | Obuoujkg | 3uQ | 180 | 180 | 3oJ+180 | - | - |
| M | YRE | 58.400 | - | Agg3 | - | - | - | - | - | - | Ifvjvcqf | 3dR | 350 | 350 | 3qM+350 | - | - |
| R | YEO | 269.000 | - | Bee | - | - | - | - | - | - | Ipspkrzk | 3qU | 119 | 119 | 3wE+119 | - | - |
Tranche Comments
R: First Pay: 2022-04-15; Redemption: 2024-01-15;
O: First Pay: 2022-04-15; Redemption: 2024-01-15;
F: First Pay: 2022-04-15; Redemption: 2024-01-15;
M: First Pay: 2022-04-15; Redemption: 2024-01-15;
Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
Dem: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Yqq Wjyy Npeuqhd 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 21, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-S4 | YQK | 132.890 | - | Zxx | - | - | - | - | 62.60% | - | Phydpwuc | 3cM | - | 89 | 3mG+89 | - | 305.00000 |
| Z-G4 | ZWL | 80.900 | - | Cl2 | - | - | - | - | 35.40% | - | Zbkufdvj | 3tP | - | 155 | 3cI+155 | - | 441.00000 |
| S-U4 | JVU | 88.705 | - | B2 | - | - | - | - | 20.80% | - | Asymkwba | 3aJ | - | 210 | 3iN+210 | - | 138.00000 |
| N-R4 | WUU | 24.758 | - | Gxx3 | - | - | - | - | 97.50% | - | Ydlxfejb | 3yS | - | 350 | 3xI+350 | - | 760.00000 |
Tranche Comments
F-S4: Redemption: 2022-06-02;
Z-G4: Redemption: 2022-06-02;
S-U4 : Redemption: 2022-06-02;
N-R4: Redemption: 2022-06-02;
Deal Comments
Sujuybysuye. Mmy Mbaa Ducumzk 1.00
Reinvestment Period End Date
May 31, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-V | PVM | 68.000 | - | - | EE | - | - | - | - | - | Kfdmalpx | 3hO | - | 175 | 3fM+175 | - | - |
| F-Z | KOM | 90.000 | - | - | WW- | - | - | - | - | - | Hkqkfxpy | 3fX | - | 725 | 3pK+725 | - | - |
| Bwz | CMD | 18.000 | - | - | DC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-U | QUC | 40.000 | - | - | KKK- | - | - | - | - | - | Axbakvxr | 3uD | - | 380 | 3iZ+380 | - | - |
| S-E | KTZ | 23.000 | - | - | B | - | - | - | - | - | Ovpptncn | 3nB | - | 230 | 3hT+230 | - | - |
| G | POA | 2.000 | - | - | OOO | - | - | - | - | - | Hexxftom | 3zM | - | 75 | 3qH+75 | - | - |
| V-L | XJU | 305.000 | - | - | VVV | - | - | - | - | - | Ixcuklqv | 3dA | - | 122 | 3qY+122 | - | - |
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2023-08-21;
V-L: First Pay: 2021-10-15; Redemption: 2023-08-21;
T-V: First Pay: 2021-10-15; Redemption: 2023-08-21;
S-E: First Pay: 2021-10-15; Redemption: 2023-08-21;
O-U: First Pay: 2021-10-15; Redemption: 2023-08-21;
F-Z: First Pay: 2021-10-15; Redemption: 2023-08-21;
Bwz: First Pay: 2021-10-15; Redemption: 2023-08-21;
Deal Comments
Sbobg. Kpz Uckk Bbkppom 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 3, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ALU | 83.000 | 4.10 | Uzz3 | - | - | - | - | 41.58% | - | Yyrsaaoo | 3pY | - | 360 | 3yT+360 | - | - |
| K-1 | WXZ | 546.000 | 1.20 | Lzz | - | - | - | - | 56.00% | - | Nrwstoam | 3wE | - | 120 | 3fY+120 | - | - |
| B | FLL | 59.400 | 1.00 | I2 | - | - | - | - | 94.97% | - | Vplzcpmw | 3oD | - | 235 | 3bR+235 | - | - |
| Z | KJT | 80.770 | 8.20 | Zm2 | - | - | - | - | 29.80% | - | Ojsqhsqs | 3jK | - | 180 | 3gC+180 | - | - |
| Ggnfsa | NYY | 99.000 | - | NT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | LVU | 62.000 | 2.10 | Bqq | - | - | - | - | 10.00% | - | Eyjqyznc | 3wR | - | 145 | 3vD+145 | - | - |
| G | ZCD | 83.700 | 63.10 | Nb3 | - | - | - | - | 2.00% | - | Wmpczrwp | 3lC | - | 725 | 3eG+696 | - | - |
Tranche Comments
K-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144J/Ccc T;
V-2: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144K/Yag U;
Z: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144B/Eev Z;
B: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144Y/Boc W;
J: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144E/Lbo R;
G: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144G/Ztc R;
Ggnfsa: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144P/Ose J;
Deal Comments
Kwz Lyuu Ruhnwhv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 21, 2006