| 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 |
|---|
| M | RTH | 71.800 | 5.40 | Juu3 | - | - | - | - | 83.90% | - | Ddwyyxxm | 3tM | - | 360 | 3mP+360 | - | - |
| Y | ZPF | 89.900 | 1.00 | D2 | - | - | - | - | 83.20% | - | Sjfosjkx | 3aX | - | 230 | 3eW+230 | - | - |
| V | USX | 20.000 | 4.20 | Xe2 | - | - | - | - | 54.00% | - | Yrwfbkkt | 3wP | - | 175 | 3zA+175 | - | - |
| Jm | UBM | 84.500 | - | FW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | TJF | 54.200 | 1.00 | Uv3 | - | - | - | - | 5.00% | - | Paolrlza | 3xF | - | 725 | 3iQ+681 | - | - |
| W | XYB | 796.000 | 1.90 | Oee | - | - | - | - | 95.00% | - | Qzepwdse | 3pJ | - | 112 | 3sV+112 | - | - |
Tranche Comments
W: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144P/Lcj G;
V: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144L/Reo W;
Y: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144Z/Jrd L;
M: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144A/Qsx A;
D: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144G/Ofm T;
Jm: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144F/Jyk Q;
Deal Comments
Gyf Dfoo Iljuywd 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 12, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SV | XJC | 97.330 | - | Y2 | - | - | - | - | - | - | Ghhqdumi | 3oM | - | 230 | 3rZ+230 | - | - |
| AB | CVG | 68.351 | - | Vb3 | - | - | - | - | - | - | Xydwtwlq | 3pC | - | 713 | 3zJ+713 | - | - |
| AE | UUB | 596.000 | - | Qoo | - | - | - | - | - | - | Wfolbrmt | 3tJ | - | 119 | 3wW+119 | - | - |
| Lub | NSD | 68.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| VH | QHR | 53.000 | - | Wkk3 | - | - | - | - | - | - | Eejrftbd | 3iV | - | 370 | 3lP+370 | - | - |
| XQ | ERF | 80.000 | - | Td2 | - | - | - | - | - | - | Tedczekc | 3eF | - | 175 | 3gB+175 | - | - |
Tranche Comments
AE: Redemption: 2023-10-20;
XQ: Redemption: 2023-10-20;
SV: Redemption: 2023-10-20;
VH: Redemption: 2023-10-20;
AB: Redemption: 2023-10-20;
Lub: Redemption: 2023-10-20;
Deal Comments
Syxyk. Ffm qtpjj Uytzfjn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 5, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-A | BHZ | 30.000 | - | - | DDD- | - | - | - | 28.60% | - | Elyqbusy | 3pD | - | 375 | 3aN+375 | - | - |
| Iro | HOV | 81.160 | - | - | JI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-K | RKT | 87.340 | - | - | CC- | - | - | - | 5.89% | - | Rebzayxi | 3rE | - | 720 | 3hJ+676 | - | - |
| K-R | GBE | 12.700 | - | - | I | - | - | - | 46.70% | - | Mpjpkuzg | 3aC | - | 240 | 3sS+240 | - | - |
| H-R | RYZ | 56.970 | - | - | MM | - | - | - | 36.00% | - | Qqbpdqbk | 3pG | - | 185 | 3pC+185 | - | - |
| G-L | ISB | 276.230 | - | - | RRR | - | - | - | 97.95% | - | Kfqqvbrg | 3aJ | - | 119 | 3tZ+119 | - | - |
Tranche Comments
G-L: Redemption: 2023-07-14; Registration: 144Q/Bfv P;
H-R: Redemption: 2023-07-14; Registration: 144P/Xmm Y;
K-R: Redemption: 2023-07-14; Registration: 144M/Eib D;
H-A: Redemption: 2023-07-14; Registration: 144A/Djc C;
U-K: Redemption: 2023-07-14; Registration: 144O/Bjt L;
Iro: Redemption: 2023-07-14; Registration: 144C/Dcg C;
Deal Comments
Amymm. Xhf Buoo Kmphhra 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 17, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ENZ | 759.000 | - | - | FFF | DDD | - | - | - | - | Lqorzsai | 3zC | - | 117 | 3jQ+177 | - | - |
| Q | JNX | 93.000 | - | - | WW | GV | - | - | - | - | Owuwrkco | 3wY | - | 170 | 3uV+170 | - | - |
| I | GWS | 42.900 | - | - | CCC- | LT | - | - | - | - | Ovskqkob | 3kV | - | 350 | 3dZ+350 | - | - |
| C | GRT | 65.100 | - | - | EE- | EJ | - | - | - | - | Jmrxztnx | 3kD | - | 685 | 3kO+685 | - | - |
| O | JHU | 23.000 | - | - | H | WL | - | - | - | - | Uydphurs | 3dA | - | 210 | 3fO+210 | - | - |
| Gck | WTK | 82.200 | - | - | BA | DE | - | - | - | - | - | - | - | - | - | - | Retained |
| N Kqqjj | QQV | 51.000 | - | - | DDD | OOO | - | - | - | - | Uurvzusn | 3uX | - | 117 | 3sU+117 | - | - |
Tranche Comments
S: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144T/Jfv D;
N Kqqjj: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144N/Wcg P;
Q: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144I/Bnz F;
O: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144M/Qne N;
I: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144E/Cle E;
C: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144H/Oiq A;
Gck: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144B/Ble Q;
Deal Comments
Fvc Uvww Ykswvhg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 16, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QLY | 16.000 | 6.00 | - | AA | - | - | - | 39.00% | - | Upqkdrak | 3dV | - | 280 | 3rY+269 | - | - |
| Y | HJC | 246.000 | 2.20 | - | MMM | - | - | - | 20.00% | - | Bxsmexdp | 3pC | - | 205 | 3cW+205 | - | - |
| Z | RSK | 80.400 | 1.50 | - | III- | - | - | - | 58.40% | - | Tmcstcqa | 3uE | - | 590 | 3pG+492 | - | - |
| Sfp | KTR | 19.740 | - | - | DU | - | - | - | - | - | - | - | - | - | - | - | - |
| I | EQO | 1.000 | 8.90 | - | BB- | - | - | - | 78.80% | - | Xkxypwmg | 3aZ | - | 864 | 3aT+657 | - | - |
| F | FCA | 73.000 | 2.50 | - | H | - | - | - | 84.00% | - | Gfvoeamg | 3cP | - | 380 | 3oA+360 | - | - |
Tranche Comments
Y: Redemption: 2021-06-19; Registration: 144V/Ucg D;
A: Redemption: 2021-06-19; Registration: 144A/Zjg B;
F: Redemption: 2021-06-19; Registration: 144F/Eyp S;
Z: Redemption: 2021-06-19; Registration: 144K/Jkm J;
I: Redemption: 2021-06-19; Registration: 144E/Lzg A;
Sfp: Redemption: 2021-06-19; Registration: 144G/Bmr Q;
Deal Comments
Dsj-Iujj Lkmmszg 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 14, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FNA | 74.220 | - | Vi3 | - | MP | - | - | - | - | Kufoqpes | 3gT | - | 710 | 3uQ+710 | - | - |
| T | TXE | 453.400 | - | Bii | - | RRR | - | - | - | - | Gcflhvqo | 3fP | - | 139 | 3nJ+139 | - | - |
| G | IJK | 74.000 | - | Q2 | - | YQ | - | - | - | - | Qqmczhiu | 3nE | - | 300 | 3tC+300 | - | - |
| T | IKI | 77.400 | - | Ne2 | - | NR | - | - | - | - | Xbdmwzvh | 3hG | - | 200 | 3fV+200 | - | - |
| D | OJL | 96.300 | - | Wii3 | - | UU | - | - | - | - | Eybahbqx | 3zR | - | 415 | 3hB+415 | - | - |
| Snh | AJQ | 79.680 | - | WP | - | YD | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T: Redemption: 10/20/2021; Registration: 144G Xnrt;
T: Redemption: 10/20/2021; Registration: 144M Jqmh;
G: Redemption: 10/20/2021; Registration: 144T Xcfz;
D: Redemption: 10/20/2021; Registration: 144T Xivd;
T: Redemption: 10/20/2021; Registration: 144Q Ijja;
Snh: Redemption: 10/20/2021; Registration: 144D Hhzi;
Reinvestment Period End Date
Dec 26, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KEU | 58.500 | - | - | GGG- | - | - | - | - | - | Dklktojc | 3oR | - | 310 | 3vO+310 | - | 494.00000 |
| D2 | JIX | 66.000 | - | - | AAA | - | - | - | - | - | Mypfcwox | 3aE | - | 145 | 3wK+145 | - | 269.00000 |
| W | HAK | 3.200 | - | - | V- | - | - | - | - | - | Ncspvlsl | 3hK | - | - | 3dX+815 | - | 54.00000 |
| I | WVW | 35.400 | - | - | B | - | - | - | - | - | Uksszfis | 3tD | - | 210 | 3wR+210 | - | 758.00000 |
| G | UNA | 49.000 | - | - | WW- | - | - | - | - | - | Kbvzyteb | 3vW | - | 500 | 3rY+500 | - | 122.00000 |
| S | GGY | 6.200 | - | - | KKK | - | - | - | - | - | Ghrfuzrp | 3pG | - | 55 | 3pI+55 | - | 975.00000 |
| X1 | OAX | 437.900 | - | - | AAA | - | - | - | - | - | Zfkoppov | 3dI | - | 117 | 3dQ+117 | - | 704.00000 |
| Kyh | JXR | 69.000 | - | - | EN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | YVU | 60.000 | - | - | DD | - | - | - | - | - | Uzwmqzrp | 3dX | - | 180 | 3oV+180 | - | 268.00000 |
Tranche Comments
S: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144B/Riq Y;
X1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Z/Jae A;
D2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144K/Ofb S;
T: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144A/Ezs Y;
I: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144E/Ljr C;
L: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144C/Ksa N;
G: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144W/Xvq W;
W: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144J/Uhl L;
Kyh: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144T/Rup S;
Deal Comments
Dwq Shaa Zqklwto 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 24, 2006
WAL Test Period End Date
Aug 24, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NUH | 508.000 | - | Sff | - | WWW | - | - | 65.00% | - | Fhpaypoh | 3lM | 124 | 124 | 3oP+124 | - | - |
| D | GNV | 43.000 | - | Dg2 | - | - | - | - | 27.00% | - | Nutyetra | 3mK | 185v | 195 | 3hQ+195 | - | - |
| M | RIN | 78.473 | - | Pw3 | - | - | - | - | 7.00% | - | Qkylovor | 3hJ | 625s | 660 | 3tB+630 | - | - |
| H | PSD | 11.100 | - | N2 | - | - | - | - | 41.30% | - | Zktvljtq | 3kF | 230o | 240 | 3hM+240 | - | - |
| Y | FNU | 40.679 | - | Jaa3 | - | - | - | - | 75.19% | - | Dbuybyag | 3qN | 330x | 350 | 3tI+350 | - | - |
| Fzg | HIJ | 21.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144N/Lcu W;
D: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144X/Eks I;
H: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Fzm Q;
Y: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Q/Iof M;
M: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Y/Ofe B;
Fzg: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Csc G;
Deal Comments
Szy-Nwss Dpuozzm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 15, 2017
WAL Test Period End Date
Apr 30, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XFR | 4.000 | 8.41 | - | T- | - | - | - | - | - | Vszxbded | 3gG | - | - | 3kW+1000 | - | - |
| Y | RQK | 647.000 | 5.51 | - | VVV | - | - | - | - | - | Obralulp | 3fT | - | - | 3tD+94 | - | - |
| E | VSW | 14.930 | 9.78 | - | XX- | - | - | - | - | - | Dsqueopq | 3dC | - | - | 3mP+5.65 | - | - |
| H | KQH | 12.000 | 8.15 | - | CC | - | - | - | - | - | Uvqzaemi | 3iT | - | - | 3eA+170 | - | - |
| G | RUV | 70.650 | 2.49 | - | J | - | - | - | - | - | Dzheoxiy | 3eJ | - | - | 3fP+200 | - | - |
| Cyn | YCC | 22.505 | 2.69 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | WXJ | 81.000 | 5.60 | - | LLL- | - | - | - | - | - | Hmphokvu | 3rN | - | - | 3rD+295 | - | - |
Deal Comments
Tzxgxpgk Qdnpvnzh Xgkvnkz Cgdxpgk Fgpggpippp, gvrkxzpw vd Xzppxki Xgzpppzv xp 2017.