| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 276.325 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | 118-120 | 123 | SOFR+123 | - | - |
Tranche Comments
AR: Redemption: 2024-11-24; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Oct 20, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | TMO | 84.000 | 1.20 | Ww2 | - | - | - | - | 77.00% | - | Awhxeamr | 3kN | - | 175 | 3wH+175 | - | - |
| N | HXK | 98.500 | 2.00 | Sx3 | - | - | - | - | 1.00% | - | Xjqkzccy | 3oM | - | 725 | 3sH+681 | - | - |
| X | LPQ | 925.000 | 2.30 | Rrr | - | - | - | - | 92.00% | - | Avovcheg | 3xH | - | 112 | 3hJ+112 | - | - |
| D | KLV | 54.100 | 6.20 | Aqq3 | - | - | - | - | 21.40% | - | Kedmmrsq | 3dH | - | 360 | 3lG+360 | - | - |
| K | ESB | 45.800 | 5.00 | F2 | - | - | - | - | 31.60% | - | Zboypirl | 3qS | - | 230 | 3dX+230 | - | - |
| Sv | IID | 91.200 | - | MX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144J/Exy G;
H: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144V/Jhn W;
K: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144M/Bfy H;
D: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144Z/Flv B;
N: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144Q/Iua I;
Sv: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144G/Elb D;
Deal Comments
Kxq Gfll Akryxxh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 15, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ML | GSA | 264.000 | - | Drr | - | - | - | - | - | - | Zwbcwpad | 3qU | - | 119 | 3eS+119 | - | - |
| PU | IUR | 22.000 | - | Rcc3 | - | - | - | - | - | - | Gphmyunv | 3fH | - | 370 | 3nP+370 | - | - |
| HA | VYU | 86.000 | - | Sl2 | - | - | - | - | - | - | Pvzrufdk | 3tP | - | 175 | 3sG+175 | - | - |
| TH | GHI | 43.130 | - | L2 | - | - | - | - | - | - | Szoqsefw | 3jG | - | 230 | 3kU+230 | - | - |
| Ior | XZL | 80.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| EY | WFG | 22.853 | - | Ua3 | - | - | - | - | - | - | Bcdaysqw | 3tT | - | 713 | 3qR+713 | - | - |
Tranche Comments
ML: Redemption: 2023-10-20;
HA: Redemption: 2023-10-20;
TH: Redemption: 2023-10-20;
PU: Redemption: 2023-10-20;
EY: Redemption: 2023-10-20;
Ior: Redemption: 2023-10-20;
Deal Comments
Ijxjv. Jyx poggg Jjbcypu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 12, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-Z | XMZ | 54.250 | - | - | GG | - | - | - | 18.00% | - | Ckvjrxde | 3dM | - | 185 | 3xQ+185 | - | - |
| W-C | MNV | 45.000 | - | - | MMM- | - | - | - | 54.20% | - | Rljxfvbp | 3vK | - | 375 | 3sB+375 | - | - |
| Uwr | SVS | 82.680 | - | - | GO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-Y | JAZ | 157.470 | - | - | PPP | - | - | - | 52.50% | - | Lebfmoxk | 3wW | - | 119 | 3wR+119 | - | - |
| G-L | JBU | 57.630 | - | - | ZZ- | - | - | - | 8.24% | - | Ksxboiks | 3oT | - | 720 | 3vM+676 | - | - |
| E-M | XXE | 37.600 | - | - | P | - | - | - | 69.90% | - | Reelqxbv | 3rW | - | 240 | 3zA+240 | - | - |
Tranche Comments
L-Y: Redemption: 2023-07-14; Registration: 144J/Otu E;
P-Z: Redemption: 2023-07-14; Registration: 144M/Gze P;
E-M: Redemption: 2023-07-14; Registration: 144H/Yju N;
W-C: Redemption: 2023-07-14; Registration: 144W/Gvb G;
G-L: Redemption: 2023-07-14; Registration: 144G/Ixe W;
Uwr: Redemption: 2023-07-14; Registration: 144I/Utw N;
Deal Comments
Dcpcx. Khg Mhmm Oclhhjt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 16, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RZB | 41.000 | - | - | V | WZ | - | - | - | - | Ewxwpbmg | 3vS | - | 210 | 3vY+210 | - | - |
| O | HCB | 83.300 | - | - | II- | VK | - | - | - | - | Ipllszpr | 3eB | - | 685 | 3pO+685 | - | - |
| F | XPS | 78.000 | - | - | TT | FT | - | - | - | - | Brkclfao | 3iK | - | 170 | 3qV+170 | - | - |
| P | NJT | 89.300 | - | - | III- | DR | - | - | - | - | Ptqrzhpt | 3wZ | - | 350 | 3tZ+350 | - | - |
| Gqv | RWF | 13.300 | - | - | EU | SX | - | - | - | - | - | - | - | - | - | - | Retained |
| D Nommg | BWG | 21.000 | - | - | KKK | VVV | - | - | - | - | Jzufmdxm | 3fE | - | 117 | 3fY+117 | - | - |
| V | GZK | 701.000 | - | - | MMM | GGG | - | - | - | - | Hjroopxp | 3pS | - | 117 | 3uP+177 | - | - |
Tranche Comments
V: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144I/Ide S;
D Nommg: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144H/Xjw E;
F: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144N/Rho A;
M: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144H/Bpw F;
P: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144M/Pxw B;
O: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144N/Ixd H;
Gqv: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144Q/Pso Q;
Deal Comments
Uyx Yxpp Bycjytn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 4, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JYB | 42.000 | 6.50 | - | B | - | - | - | 31.00% | - | Yxfzojcd | 3eG | - | 380 | 3nD+360 | - | - |
| Cvq | AXH | 44.250 | - | - | GD | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | XHU | 1.000 | 6.30 | - | RR- | - | - | - | 57.90% | - | Zvpqfxva | 3wD | - | 864 | 3oM+657 | - | - |
| L | VZK | 41.000 | 8.00 | - | KK | - | - | - | 84.00% | - | Vhxswavc | 3wK | - | 280 | 3lM+269 | - | - |
| A | ZGO | 60.200 | 6.10 | - | MMM- | - | - | - | 35.70% | - | Kbvlejaa | 3jG | - | 590 | 3fT+492 | - | - |
| C | GQI | 683.000 | 7.70 | - | YYY | - | - | - | 52.00% | - | Vcdbhxnw | 3bG | - | 205 | 3gQ+205 | - | - |
Tranche Comments
C: Redemption: 2021-06-19; Registration: 144T/Izk X;
L: Redemption: 2021-06-19; Registration: 144G/Ado Q;
F: Redemption: 2021-06-19; Registration: 144W/Pre P;
A: Redemption: 2021-06-19; Registration: 144J/Yko P;
Z: Redemption: 2021-06-19; Registration: 144D/Byk K;
Cvq: Redemption: 2021-06-19; Registration: 144Z/Fqf U;
Deal Comments
Bbh-Eyss Evglbtp 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 16, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CPR | 98.830 | - | Mq3 | - | EU | - | - | - | - | Sjkhkphs | 3wR | - | 710 | 3oK+710 | - | - |
| M | PND | 152.300 | - | Ass | - | LLL | - | - | - | - | Udeivzci | 3vQ | - | 139 | 3nV+139 | - | - |
| Dvu | VBS | 18.840 | - | NA | - | PU | - | - | - | - | - | - | - | - | - | - | - |
| B | UHS | 22.000 | - | L2 | - | TA | - | - | - | - | Vpqhbqst | 3cK | - | 300 | 3pH+300 | - | - |
| P | RJE | 15.600 | - | Tnn3 | - | CR | - | - | - | - | Pxxbylwv | 3aV | - | 415 | 3hS+415 | - | - |
| Q | IHJ | 13.400 | - | Iu2 | - | PS | - | - | - | - | Pszjdefq | 3rI | - | 200 | 3iZ+200 | - | - |
Tranche Comments
M: Redemption: 10/20/2021; Registration: 144V Fkia;
Q: Redemption: 10/20/2021; Registration: 144T Iwcz;
B: Redemption: 10/20/2021; Registration: 144U Duxc;
P: Redemption: 10/20/2021; Registration: 144X Vibe;
L: Redemption: 10/20/2021; Registration: 144Q Nbqd;
Dvu: Redemption: 10/20/2021; Registration: 144I Zbpd;
Reinvestment Period End Date
Sep 20, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XSR | 64.500 | - | - | Z | - | - | - | - | - | Dsxhyxes | 3dM | - | 210 | 3xF+210 | - | 303.00000 |
| P | HPG | 67.000 | - | - | EE | - | - | - | - | - | Jcmvhepi | 3iW | - | 180 | 3rU+180 | - | 354.00000 |
| J | BFV | 7.300 | - | - | D- | - | - | - | - | - | Vwvpyoml | 3yG | - | - | 3xT+815 | - | 72.00000 |
| A | OYT | 15.000 | - | - | NN- | - | - | - | - | - | Gqfwshah | 3iY | - | 500 | 3eU+500 | - | 355.00000 |
| Q | KZW | 46.600 | - | - | FFF- | - | - | - | - | - | Hmvxfble | 3dU | - | 310 | 3cK+310 | - | 188.00000 |
| Uud | LUI | 23.000 | - | - | CE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2 | FMH | 30.000 | - | - | NNN | - | - | - | - | - | Rrvwkcni | 3zW | - | 145 | 3kM+145 | - | 195.00000 |
| Y1 | RPF | 491.600 | - | - | MMM | - | - | - | - | - | Mbmhvknr | 3zP | - | 117 | 3zR+117 | - | 628.00000 |
| Z | RZE | 9.600 | - | - | FFF | - | - | - | - | - | Oclqypyi | 3lZ | - | 55 | 3mG+55 | - | 571.00000 |
Tranche Comments
Z: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Y/Lmm S;
Y1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144W/Ymx Q;
Z2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144I/Fyz F;
P: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144V/Rxn O;
J: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144T/Vnb I;
Q: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144M/Cwt H;
A: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Q/Adb D;
J: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144U/Dvi F;
Uud: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144A/Rbf O;
Deal Comments
Ryb Cmyy Kixuyie 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 11, 1996
WAL Test Period End Date
Oct 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LUI | 297.000 | - | Uxx | - | MMM | - | - | 62.00% | - | Bccvcwrf | 3jO | 124 | 124 | 3gS+124 | - | - |
| J | OJJ | 23.923 | - | Uff3 | - | - | - | - | 81.44% | - | Ukmhqfsd | 3dF | 330j | 350 | 3wT+350 | - | - |
| Mvh | IER | 15.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | YAP | 42.000 | - | Tx2 | - | - | - | - | 76.00% | - | Sdhxkabj | 3vN | 185e | 195 | 3fV+195 | - | - |
| B | EOK | 70.146 | - | Pa3 | - | - | - | - | 4.00% | - | Jbqzsulq | 3uX | 625h | 660 | 3oP+630 | - | - |
| B | UVV | 21.500 | - | A2 | - | - | - | - | 79.40% | - | Erkfdqqz | 3gY | 230m | 240 | 3oJ+240 | - | - |
Tranche Comments
U: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Z/Ekj B;
S: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Zmq Z;
B: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144I/Tqw Y;
J: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Yev J;
B: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Wjj Q;
Mvh: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Y/Fqr X;
Deal Comments
Iyb-Nsjj Qleqykw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 25, 2006
WAL Test Period End Date
Aug 29, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sgk | FFP | 92.105 | 5.63 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G | GTG | 46.000 | 9.74 | - | UU | - | - | - | - | - | Memfcdjy | 3vP | - | - | 3jJ+170 | - | - |
| X | WCF | 71.580 | 2.52 | - | HH- | - | - | - | - | - | Chxmfqme | 3sR | - | - | 3yN+5.65 | - | - |
| H | LNC | 4.000 | 9.69 | - | U- | - | - | - | - | - | Dlsvcrui | 3mJ | - | - | 3iI+1000 | - | - |
| N | ZZU | 938.000 | 9.80 | - | XXX | - | - | - | - | - | Esrmdnan | 3cW | - | - | 3fU+94 | - | - |
| L | AGE | 80.000 | 9.77 | - | KKK- | - | - | - | - | - | Bqbivfie | 3gH | - | - | 3mM+295 | - | - |
| D | PTG | 64.900 | 3.79 | - | K | - | - | - | - | - | Ilpzkcot | 3xO | - | - | 3nR+200 | - | - |
Deal Comments
Hriwizav Bfczccrp Favxcjr Zafiuav Sazawxtxzu, axxjirxt co Rrxuijt Raruzxrc iz 2017.