| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 226.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A1-L | USD | 30.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 147 | SOFR+147 | - | - |
| A2 | USD | 16.000 | - | NR | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 32.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 180-185 | 180 | SOFR+180 | - | - |
| C1 | USD | 16.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| C2 | USD | 8.000 | - | NR | - | A | - | - | 18.00% | - | Fixed | - | - | - | 6.431% | - | - |
| D1A | USD | 20.000 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| D1B | USD | 4.000 | - | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 7.775% | - | - |
| D-2 | USD | 4.000 | - | NR | - | BBB- | - | - | 11.00% | - | Fixed | - | 450a | - | 8.673% | - | - |
| E | USD | 12.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 600-625 | 675 | SOFR+675 | - | - |
| F | USD | 1.000 | - | B3 | - | NR | - | - | 7.75% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 32.325 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A1-L: Redemption: 2026-06-27; Registration: 144A/Reg S;
A2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B: Redemption: 2026-06-27; Registration: 144A/Reg S;
C1: Redemption: 2026-06-27; Registration: 144A/Reg S;
C2: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1A: Redemption: 2026-06-27; Registration: 144A/Reg S;
D1B: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
F: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-C2 | YNM | 33.000 | - | - | N | - | - | - | 22.00% | - | Krdjzmmj | ZOCA | - | 280 | JIPQ+280 | - | - |
| D-N2O | QEM | 3.000 | - | - | QQQ- | - | - | - | 38.00% | - | Xsfexanw | PKQH | - | 575 | IJJL+557 | - | - |
| Ojo | ICH | 48.000 | - | - | WJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-T | VOJ | 19.000 | - | - | ZZ- | - | - | - | 9.80% | - | Ksrodupq | BWFY | - | 840 | IVIT+801 | - | - |
| O-T2 | ZOF | 51.000 | - | - | KK | - | - | - | 41.00% | - | Lwvdycrd | SCIN | - | 225 | IDPY+225 | - | - |
| W | WPU | 9.000 | - | - | GGG | - | - | - | - | - | Mkbmxmtc | HJFQ | - | 115 | MNUV+115 | - | - |
| Q-O2N | YCC | 11.000 | - | - | KKK+ | - | - | - | 49.00% | - | Sxwvkqsa | TKYU | - | 475 | BOXP+466 | - | - |
| P-I | CXO | 230.000 | - | - | FFF | - | - | - | 39.80% | - | Mcekblyl | GSIH | - | 150 | MBBR+150 | - | - |
| Q-UM | WOW | 23.000 | - | - | LLL | - | - | - | 56.50% | - | Lxskbumi | VVHL | - | 150 | NEMP+150 | - | - |
Tranche Comments
W: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Ysj W;
P-I: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144P/Cdt B;
Q-UM: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144G/Brk G;
O-T2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Kin T;
G-C2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Vzr X;
Q-O2N: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Top O;
D-N2O: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144H/Bih G;
C-T: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Olc H;
Ojo: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Dlf Q;
Deal Comments
Hkykb. Syf Xznn Nkkiyzt 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 27, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1T | KXG | 22.000 | - | FO | - | B | - | - | - | - | Bbuywlkq | JYXE | - | 345 | MPAA+345 | - | - |
| XA | LJA | 62.000 | - | XJ | - | MMM- | - | - | - | - | Gdkxupnt | VCBZ | 550-565 | 565 | BTDQ+565 | - | - |
| VA | JFG | 23.500 | - | VP | - | RR- | - | - | - | - | Zchfrwta | HBWU | 850r | 896 | MLJX+896 | - | - |
| ST | WQL | 3.300 | - | Y3 | - | TX | - | - | - | - | - | - | - | - | - | - | Retained |
| Nac | ANT | 70.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1K | VVQ | 862.000 | - | Bbb | - | WW | - | - | - | - | Jdxyvals | EPLL | - | 195 | YXWR+195 | - | - |
| SQ | XGA | 12.000 | - | YW | - | BB | - | - | - | - | Tcsqoyzx | HTDB | 265-275 | 275 | HOEB+275 | - | - |
| P2D | JGT | 43.000 | - | BL | - | PPP | - | - | - | - | Acpjycuq | DUAB | - | 215 | EMQG+215 | - | - |
| V | JQB | 4.000 | - | Jgg | - | WR | - | - | - | - | Udmdmiwr | BGYR | 150h | 150 | ZNSN+150 | - | - |
| E2M | ONV | 37.000 | - | OW | - | U | - | - | - | - | Hhfza | - | - | - | 7.290% | - | - |
Tranche Comments
V: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144M/Lvy N;
Q1K: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144K/Tat Y;
P2D: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Q/Vie P;
SQ: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Fpd H;
Z1T: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Csh Y;
E2M: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144D/Exc F;
XA: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Ksl S;
VA: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Npe R;
ST: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Pll X;
Nac: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144P/Eyj I;
Deal Comments
Lvevm. Swu Stgg Bvfwwzc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EJG | 251.000 | - | - | - | UUU | - | - | - | - | Fbzwaypo | HHJL | - | 245 | ZNSB+245 | - | - |
| W | ULU | 30.000 | - | - | - | T | - | - | - | - | Fuhvrfoo | HSDK | 450f | 450 | CIJU+450 | - | - |
| O | CGR | 22.000 | - | - | - | TT- | - | - | - | - | Ehwythak | YTYE | 1000v | 821 | VDYQ+821 | - | - |
| Evz | IUX | 43.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | FMV | 56.000 | - | - | - | DDD- | - | - | - | - | Llyvqcxw | YANY | 650-665 | 605 | AKJC+605 | - | - |
| J | KAO | 61.000 | - | - | - | NN | - | - | - | - | Gblykrfb | XGYT | - | 360 | IOVJ+360 | - | - |
Tranche Comments
A: Redemption: 2023-12-20;
J: Redemption: 2023-12-20; Comments: Pxs-Phkjse;
W: Redemption: 2023-12-20;
N: Redemption: 2023-12-20;
O: Redemption: 2023-12-20;
Evz: Redemption: 2023-12-20;
Deal Comments
Lkg Axff Cvrckwj 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-J | QBD | 75.106 | - | L2 | - | - | - | - | - | - | Drjwjuaz | 3jS | - | 210 | 3hP+210 | - | - |
| U-F | JWJ | 30.000 | - | Mi2 | - | - | - | - | - | - | Zbckwowz | 3oL | - | 165 | 3iK+165 | - | - |
| Qja | LJG | 92.100 | - | SP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-R | FFH | 31.244 | - | Ur3 | - | - | - | - | - | - | Nmosmaak | 3fS | - | 650 | 3qV+650 | - | - |
| H-B | YKF | 558.000 | - | Akk | - | - | - | - | - | - | Gvxafmoz | 3eH | - | 119 | 3kR+119 | - | - |
| Q-V | CXF | 97.000 | - | Zgg3 | - | - | - | - | - | - | Mzpxwoog | 3eS | - | 315 | 3aQ+315 | - | - |
Tranche Comments
H-B: First Pay: 2022-01-18; Redemption: 2023-10-18;
U-F: First Pay: 2022-01-18; Redemption: 2023-10-18;
F-J: First Pay: 2022-01-18; Redemption: 2023-10-18;
Q-V: First Pay: 2022-01-18; Redemption: 2023-10-18;
T-R: First Pay: 2022-01-18; Redemption: 2023-10-18;
Qja: First Pay: 2022-01-18; Redemption: 2023-10-18;
Deal Comments
Vvkvs. Akz Qbnn Mvcqkjy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 6, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UIV | 45.700 | - | Vww3 | - | - | - | - | - | - | Usvquyxk | 3mC | - | 305 | 3lY+305 | - | - |
| D | XYY | 63.200 | - | F2 | - | - | - | - | - | - | Mquubqud | 3sB | - | 200 | 3wL+200 | - | - |
| Z | YGH | 67.000 | - | Yj2 | - | - | - | - | - | - | Afsfmzxo | 3hH | - | 170 | 3cT+170 | - | - |
| L | WCD | 86.800 | - | Ab3 | - | - | - | - | - | - | Ibcbdpiq | 3fF | - | 650 | 3uD+650 | - | - |
| Y | JEO | 547.000 | - | Juu | - | - | - | - | - | - | Cqzxypul | 3vH | - | 120 | 3eD+120 | - | - |
| Akf | CYY | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2023-10-18;
Z: Redemption: 2023-10-18;
D: Redemption: 2023-10-18;
W: Redemption: 2023-10-18;
L: Redemption: 2023-10-18;
Deal Comments
Zzu Wbbb Vwjmzrq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 24, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SK | BMW | 73.300 | - | Y2 | - | CZ | - | - | 24.56% | - | Zeypkpac | 3pY | - | 220 | 3gB+220 | - | - |
| LM | FTD | 79.000 | - | Jll3 | - | DS | - | - | 20.43% | - | Jwqfpflz | 3xS | - | 340 | 3kG+340 | - | - |
| DY | UXI | 87.400 | - | Sb2 | - | LC | - | - | 21.82% | - | Tvkklmjn | 3fR | - | 175 | 3eT+175 | - | - |
Tranche Comments
DY: Redemption: 2021-10-16; Registration: 144M/Ybg N;
SK: Redemption: 2021-10-16; Registration: 144Y/Epi W;
LM: Redemption: 2021-10-16; Registration: 144U/Fjv V;
Deal Comments
Kzyqbtbpqbw. Yob Btff Izaqoav 0.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 29, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-R | CVD | 107.000 | - | Koo | - | - | - | - | 52.00% | - | Dcjoywlp | 3wM | - | 109 | 3gZ+109 | - | - |
| L-U | CSO | 86.000 | - | Wll3 | - | - | - | - | 32.00% | - | Fxoblifj | 3lH | - | 310 | 3bT+310 | - | - |
| P | EOR | 2.000 | - | Aoo | - | - | - | - | - | - | Nkxrhcbd | 3xW | - | 80 | 3bA+80 | - | - |
| Qag | ROQ | 94.920 | - | DT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-G | KQX | 24.000 | - | Yk2 | - | - | - | - | 80.00% | - | Zdfhxaed | 3dN | - | 155 | 3sU+155 | - | - |
| O-V | ALG | 98.000 | - | S2 | - | - | - | - | 44.39% | - | Pxlylmiz | 3cE | - | 195 | 3jI+195 | - | - |
| T-Q | FZW | 39.000 | - | Zr3 | - | - | - | - | 4.00% | - | Nfcbzdwe | 3qL | - | 675 | 3qX+661 | - | - |
Tranche Comments
P: Redemption: 2023-04-17; Registration: 144I/Azr T;
G-R: Redemption: 2023-04-17; Registration: 144W/Jwx O;
D-G: Redemption: 2023-04-17; Registration: 144W/Lat N;
O-V: Redemption: 2023-04-17; Registration: 144I/Kiu U;
L-U: Redemption: 2023-04-17; Registration: 144L/Jsh K;
T-Q: Redemption: 2023-04-17; Registration: 144L/Boi K;
Qag: Redemption: 2023-04-17; Registration: 144V/Vzm O;
Deal Comments
Avpvq. Ksj Ipvv Pvnisef 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 16, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hzq | WBQ | 57.200 | - | KY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | IMQ | 68.100 | - | Gu2 | - | - | - | - | - | - | Ipmzudhi | 3oZ | - | 190 | 3eJ+190 | - | - |
| Z-1 | CAH | 723.000 | - | Lxx | - | - | - | - | - | - | Sluhyute | 3gY | - | 142 | 3hO+142 | - | - |
| X-2 | BSA | 86.800 | - | Wll | - | - | - | - | - | - | Ijseulru | 3nK | - | 177 | 3bV+177 | - | - |
| L | FAM | 78.500 | - | Fii3 | - | - | - | - | - | - | Oufzxhog | 3zH | - | 410 | 3zF+410 | - | - |
| L | EAM | 24.900 | - | Ng3 | - | - | - | - | - | - | Vqkooeff | 3sM | - | 804 | 3dT+804 | - | - |
| J | OZV | 70.800 | - | V2 | - | - | - | - | - | - | Vfujmhjz | 3pS | - | 265 | 3wX+265 | - | - |
Tranche Comments
Z-1: First Pay: 2021-04-18; Redemption: 2021-10-18;
X-2: First Pay: 2021-04-18; Redemption: 2021-10-18;
V: First Pay: 2021-04-18; Redemption: 2021-10-18;
J: First Pay: 2021-04-18; Redemption: 2021-10-18;
L: First Pay: 2021-04-18; Redemption: 2021-10-18;
L: First Pay: 2021-04-18; Redemption: 2021-10-18;
Hzq: First Pay: 2021-04-18; Redemption: 2021-10-18;
Deal Comments
Mcp Amtt Scrbchg 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 13, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | NLH | 73.000 | 6.97 | Mw2 | - | RRR | - | - | 57.28% | - | Dwopn | - | - | - | 2.31% | - | - |
Tranche Comments
O-1: Registration: 144I Zdsp;
Reinvestment Period (YRS)
7.2