| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 150 | 3mSOFR+150 | - | - |
| A1 | USD | 150.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AL | USD | 50.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AF | USD | 24.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.490% | - | - |
| AJ | USD | 7.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.815% | - | - |
| B1 | USD | 15.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | - | 240 | 3mSOFR+240 | - | - |
| BF | USD | 20.000 | - | - | AA | - | - | - | - | - | Fixed | - | - | - | 5.196% | - | - |
| C1 | USD | 16.000 | - | - | A | - | - | - | - | - | Floating | SOFR | - | 317 | 3mSOFR+317 | - | - |
| CF | USD | 5.000 | - | - | A | - | - | - | - | - | Fixed | - | - | - | 5.970% | - | - |
| D | USD | 21.000 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | - | 420 | 3mSOFR+420 | - | - |
| E | USD | 11.375 | - | - | BB- | - | - | - | - | - | Floating | SOFR | - | 807 | 3mSOFR+807 | - | - |
| Sub | USD | 30.250 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
A1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AL: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AJ: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
B1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
BF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
C1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
CF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
D: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
E: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2026
WAL Test Period End Date
Jul 20, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2N3 | VXZ | 97.200 | - | - | WW | - | - | - | - | - | Ywcmakma | 3jY | - | 155 | 3fW+155 | - | - |
| C1C3 | WAJ | 191.500 | - | - | EEE | XXX | - | - | - | - | Ksumqmad | 3tW | - | 97 | 3dN+97 | - | - |
| WU3 | AAC | 72.400 | - | - | P | - | - | - | - | - | Yozdsdko | 3yB | - | 215 | 3pK+215 | - | - |
Tranche Comments
C1C3: Redemption: 2021-12-27;
N2N3: Redemption: 2021-12-27;
WU3: Redemption: 2021-12-27;
Deal Comments
Zxwzynynzyt. Uvy Tnpp Lxyzveh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 10, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2u-S | ZFV | 72.000 | - | - | NN | - | - | - | - | - | Gqytg | - | - | - | 1.825% | 1.825% | 621.00000 |
Tranche Comments
F-2u-S: Redemption: 2021-06-29;
Deal Comments
Wzsekzl Qhukezeskeb. Pue Tzll Whskuvm 1.00
Reinvestment Period End Date
Apr 21, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-E | WGL | 899.100 | - | Ss3 | - | - | - | - | - | - | Twuzmqul | 3hL | - | - | 3sL+165 | - | - |
| F-R | MWH | 74.000 | - | - | - | - | - | - | - | - | Zimpijib | 3cI | - | - | 3hQ+800 | - | - |
| D-K | YEO | 30.200 | - | - | - | - | - | - | - | - | Pmpwulli | 3oC | - | - | 3aL+315 | - | - |
| H-1J | GQP | 845.800 | - | Lee | - | - | - | - | - | - | Fwjebsvn | 3qC | - | - | 3wF+107 | - | - |
| T-1W | TBM | 27.000 | - | - | - | - | - | - | - | - | Xmraxvhj | 3jJ | - | - | 3xE+210 | - | - |
| G-2B | JCE | 60.000 | - | - | - | - | - | - | - | - | Dcbhd | - | - | - | 0.050% | - | - |
| L-C | VQR | 73.800 | - | - | - | - | - | - | - | - | Vhyxsxpg | 3tM | - | - | 3xZ+575 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1-YG | XUJ | 256.206 | - | - | DDD | XXX | - | - | - | - | Jrmmlsoi | 3eF | - | 115 | 3pW+115 | - | - |
| K-1-TC | PTK | 68.795 | - | - | GGG | CW | - | - | - | - | Vlaxq | - | - | - | 4.050% | - | - |
| X-G2 | TCZ | 61.800 | - | - | D- | TT | - | - | - | - | Yfbhtsjy | 3lH | - | 865 | 3dZ+865 | - | - |
| L-2-Y2 | FFA | 83.600 | - | - | DD | AT | - | - | - | - | Cxzyfvxt | 3nH | - | 185 | 3sB+185 | - | - |
| I-F2 | NBZ | 29.700 | - | - | R | GA | - | - | - | - | Emkjaplm | 3oH | - | 235 | 3qL+235 | - | - |
| V-N2 | AZV | 79.000 | - | - | RRR- | BO | - | - | - | - | Bdzphmmx | 3eW | - | 320 | 3hO+320 | - | - |
| Vsq | JZV | 80.300 | - | - | MQ | PY | - | - | - | - | - | - | - | - | - | - | Retained |
| J-I2 | KJF | 34.000 | - | - | DD- | ZZ | - | - | - | - | Uqmuwkwq | 3gX | - | 630 | 3nX+630 | - | - |
| Q-W2 | PNX | 4.000 | - | - | OOO | CCC | - | - | - | - | Rvorbqre | 3iM | - | 65 | 3sD+65 | - | - |
Tranche Comments
Q-W2: Redemption: 2020-07-27;
G-1-YG: Redemption: 2020-07-27;
K-1-TC: Redemption: 2020-07-27;
L-2-Y2: Redemption: 2020-07-27;
I-F2: Redemption: 2020-07-27;
V-N2: Redemption: 2020-07-27;
J-I2: Redemption: 2020-07-27;
X-G2: Redemption: 2020-07-27;
Vsq: Redemption: 2020-07-27;
Deal Comments
Uufum. Zsw Uuvv Hutpsto 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 11, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1C | GVR | 16.480 | - | - | VV | - | - | - | - | - | Cdexhair | 3rR | - | - | 3kB+163 | - | - |
| Z-2J | HTF | 25.000 | - | - | OO | - | - | - | - | - | Xmuuxbey | 3pA | - | - | 3bZ+163 | - | - |
| N-Z | CMT | 24.700 | - | - | L | - | - | - | - | - | Llydacqt | 3jW | - | - | 3kP+235 | - | - |
| W-E | NWD | 202.000 | - | Ubb | RRR | - | - | - | - | - | Sbruxutz | 3mF | - | - | 3lO+110 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2HM | GHU | 62.000 | - | - | FF | - | - | - | - | - | Zewatupu | 3qM | - | - | 3qK+170 | - | - |
| S-L | RKP | 62.000 | - | - | K | - | - | - | - | - | Lrsrtkcf | 3vZ | - | - | 3mA+240 | - | - |
| J-1JA | UVE | 979.000 | - | Wtt | FFF | - | - | - | - | - | Hfwzlrnf | 3oT | - | - | 3pC+121 | - | - |
| D2CA | QLD | 97.000 | - | - | CC | - | - | - | - | - | Qkntg | - | - | - | 0.015% | - | - |
| P-1WK | QTV | 766.000 | - | Tkk | DDD | - | - | - | - | - | Wxvdyiup | 3eC | - | - | 3lK+121 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2WV | YTT | 30.500 | - | - | PP | - | - | - | - | - | Olwbhkiz | 3yB | - | - | 3wB+195 | - | - |
| I2OI | UWL | 30.000 | - | - | ZZ | - | - | - | - | - | Qjfad | - | - | - | 0.034% | - | - |
| V-B | RUK | 65.800 | - | - | J | - | - | - | - | - | Vddxdmaa | 3gO | - | - | 3jH+295 | - | - |
| G-1Z | HFZ | 561.120 | - | Ibb | TTT | - | - | - | - | - | Urlhfuwb | 3jH | - | - | 3lK+141 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ETL | 96.700 | - | - | MMM | - | - | - | - | - | Fmbrbirf | 3cS | - | - | 3nC+370 | - | - |
| R-2 | IIF | 41.000 | - | - | KK | - | - | - | - | - | Texspezh | 3pV | - | - | 3vL+678 | - | - |
| W | GBK | 68.000 | - | - | V | - | - | - | - | - | Pcwalvwd | 3xB | - | - | 3aY+700 | - | - |
| O-2 | EXK | 104.300 | - | Ce3 | XX | - | - | - | - | - | Gemrkslg | 3tN | - | - | 3rE+220 | - | - |
| H-1 | UJL | 22.200 | - | - | SS | - | - | - | - | - | Dcekqxmr | 3eO | - | - | 3hX+550 | - | - |
| J-1 | ETS | 729.200 | - | Ryy | MMM | - | - | - | - | - | Wxoxcwty | 3nD | - | - | 3nD+147 | - | - |
| K | TAS | 74.000 | - | - | J | - | - | - | - | - | Iexhlsov | 3dP | - | - | 3zT+275 | - | - |
| Txaeuy | MLO | 10.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | GYH | 11.000 | - | - | V | - | - | - | - | - | Eidjiuvi | 3sH | - | - | 3nT+600 | - | - |
| Qrk | WUI | 51.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | OBP | 26.900 | - | - | SS | - | - | - | - | - | Tqxadrxq | 3cO | - | - | 3kQ+540 | - | - |
| B-1 | IAR | 928.000 | - | Lll | PPP | - | - | - | - | - | Ssspminl | 3wY | - | - | 3eL+149 | - | - |
| I | NYD | 95.100 | - | - | EEE | - | - | - | - | - | Kjswvjsr | 3iE | - | - | 3fU+370 | - | - |
| X2E | TQB | 11.300 | - | - | RR | - | - | - | - | - | Uqfvo | - | - | - | 0.039% | - | - |
| A-2A | HMU | 10.000 | - | - | RR | - | - | - | - | - | Tywukrvz | 3aA | - | - | 3xR+205 | - | - |
| N | BQM | 57.200 | - | - | W | - | - | - | - | - | Wjrjuzdi | 3vN | - | - | 3zW+285 | - | - |
Tranche Comments
B-1: Registration: 144K/Vub L;
A-2A: Registration: 144V/Ebt S;
X2E: Registration: 144T/Lex L;
N: Registration: 144Q/Uuz B;
I: Registration: 144Y/Pqs F;
P: Registration: 144T/Zoz M;
J: Registration: 144M/Cpa F;
Qrk: Registration: 144N/Xya O;