| 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 |
|---|
| S | AWA | 25.700 | 7.00 | X2 | - | - | - | - | 10.10% | - | Nccxhhjp | 3zR | - | 230 | 3xD+230 | - | - |
| I | TYU | 15.600 | 6.80 | Hss3 | - | - | - | - | 73.30% | - | Zcfpovmw | 3pD | - | 360 | 3aB+360 | - | - |
| Sv | GLN | 45.500 | - | PB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | HNE | 94.300 | 2.00 | Mk3 | - | - | - | - | 1.00% | - | Rsqskkso | 3cC | - | 725 | 3zT+681 | - | - |
| G | KGM | 946.000 | 7.60 | Vvv | - | - | - | - | 58.00% | - | Ywodpajw | 3kB | - | 112 | 3lU+112 | - | - |
| E | KOX | 32.000 | 5.80 | Vz2 | - | - | - | - | 26.00% | - | Cfdoommd | 3hZ | - | 175 | 3uH+175 | - | - |
Tranche Comments
G: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144J/Cid T;
E: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144T/Kma X;
S: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144P/Lzs P;
I: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144G/Rdx P;
H: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144L/Dva O;
Sv: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144F/Woq T;
Deal Comments
Azf Yjbb Pqvfzvl 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 13, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NY | JTZ | 10.000 | - | Kpp3 | - | - | - | - | - | - | Oymxldbm | 3cH | - | 370 | 3vI+370 | - | - |
| AB | ZZE | 64.730 | - | Cf3 | - | - | - | - | - | - | Rwyhrfqj | 3sD | - | 713 | 3lX+713 | - | - |
| IB | JWN | 54.410 | - | T2 | - | - | - | - | - | - | Oylorfla | 3mB | - | 230 | 3jD+230 | - | - |
| Ynh | AVS | 36.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XF | VOR | 11.000 | - | Wd2 | - | - | - | - | - | - | Sdebwcxr | 3sS | - | 175 | 3iI+175 | - | - |
| ET | OQK | 531.000 | - | Frr | - | - | - | - | - | - | Nbvwrkye | 3lX | - | 119 | 3lI+119 | - | - |
Tranche Comments
ET: Redemption: 2023-10-20;
XF: Redemption: 2023-10-20;
IB: Redemption: 2023-10-20;
NY: Redemption: 2023-10-20;
AB: Redemption: 2023-10-20;
Ynh: Redemption: 2023-10-20;
Deal Comments
Mwmwz. Rvk sywxx Dwpjvgl 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 26, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ums | VOV | 84.950 | - | - | EE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-L | GZY | 427.960 | - | - | RRR | - | - | - | 15.98% | - | Asukvkos | 3kF | - | 119 | 3rO+119 | - | - |
| N-U | GLQ | 11.900 | - | - | V | - | - | - | 71.30% | - | Vfxbdvlg | 3jE | - | 240 | 3sE+240 | - | - |
| T-T | ROG | 13.540 | - | - | QQ- | - | - | - | 2.68% | - | Qylfodue | 3gZ | - | 720 | 3hS+676 | - | - |
| V-H | LCX | 54.000 | - | - | OOO- | - | - | - | 34.10% | - | Lfbdjfnb | 3xD | - | 375 | 3wQ+375 | - | - |
| Y-T | UOE | 63.410 | - | - | PP | - | - | - | 96.00% | - | Xlkuycni | 3oM | - | 185 | 3dM+185 | - | - |
Tranche Comments
L-L: Redemption: 2023-07-14; Registration: 144D/Gjb B;
Y-T: Redemption: 2023-07-14; Registration: 144M/Qpo J;
N-U: Redemption: 2023-07-14; Registration: 144X/Geh N;
V-H: Redemption: 2023-07-14; Registration: 144G/Dni J;
T-T: Redemption: 2023-07-14; Registration: 144B/Bqk L;
Ums: Redemption: 2023-07-14; Registration: 144D/Hsv W;
Deal Comments
Fsqsu. Jmm Caff Bssjmvp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 2, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HYP | 93.100 | - | - | MMM- | YQ | - | - | - | - | Tvlxdcyu | 3eQ | - | 350 | 3iM+350 | - | - |
| I | HKK | 142.000 | - | - | KKK | AAA | - | - | - | - | Yvpzucza | 3oW | - | 117 | 3sK+177 | - | - |
| M Ahdty | HNN | 87.000 | - | - | III | TTT | - | - | - | - | Hfhwjsaw | 3eH | - | 117 | 3gC+117 | - | - |
| F | KMX | 94.000 | - | - | I | QQ | - | - | - | - | Qqzvxeho | 3eK | - | 210 | 3sV+210 | - | - |
| F | RLI | 16.000 | - | - | UU | KC | - | - | - | - | Azkrfsfh | 3mJ | - | 170 | 3fF+170 | - | - |
| Xrr | NJI | 81.100 | - | - | KV | KQ | - | - | - | - | - | - | - | - | - | - | Retained |
| B | UIM | 10.700 | - | - | JJ- | KX | - | - | - | - | Nypaoacb | 3sL | - | 685 | 3bP+685 | - | - |
Tranche Comments
I: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144M/Mqt O;
M Ahdty: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144E/Zqa C;
F: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144B/Ews Z;
F: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144X/Pnq U;
N: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144Z/Bxz Z;
B: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144O/Yss T;
Xrr: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144F/Nmd I;
Deal Comments
Mjw Hjvv Ntftjjh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 22, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IYR | 9.000 | 6.20 | - | MM- | - | - | - | 50.20% | - | Gpzwxekh | 3sK | - | 864 | 3lV+657 | - | - |
| Y | VLV | 99.400 | 8.40 | - | LLL- | - | - | - | 94.10% | - | Tfdchusf | 3dM | - | 590 | 3vX+492 | - | - |
| Xsp | AEG | 34.710 | - | - | EB | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | EBQ | 58.000 | 4.80 | - | D | - | - | - | 47.00% | - | Qmvzlzfy | 3jE | - | 380 | 3tM+360 | - | - |
| Q | JYK | 135.000 | 2.90 | - | RRR | - | - | - | 49.00% | - | Quctvuzt | 3hI | - | 205 | 3jR+205 | - | - |
| I | OQO | 63.000 | 4.00 | - | BB | - | - | - | 31.00% | - | Yazyxtta | 3tB | - | 280 | 3cK+269 | - | - |
Tranche Comments
Q: Redemption: 2021-06-19; Registration: 144U/Cuz T;
I: Redemption: 2021-06-19; Registration: 144U/Vyc S;
Q: Redemption: 2021-06-19; Registration: 144E/Lqg L;
Y: Redemption: 2021-06-19; Registration: 144P/Gjn N;
A: Redemption: 2021-06-19; Registration: 144G/Efy E;
Xsp: Redemption: 2021-06-19; Registration: 144W/Tpl E;
Deal Comments
Gyq-Ykww Iwtlycv 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 18, 1990
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YWP | 40.700 | - | Lqq3 | - | IK | - | - | - | - | Zmhmpkcr | 3pC | - | 415 | 3aU+415 | - | - |
| D | ZPX | 330.500 | - | Xjj | - | KKK | - | - | - | - | Bmqekihi | 3cE | - | 139 | 3dN+139 | - | - |
| U | USI | 24.700 | - | Zl2 | - | BA | - | - | - | - | Rqulpvsu | 3uW | - | 200 | 3jW+200 | - | - |
| Emx | KWZ | 15.760 | - | ND | - | TJ | - | - | - | - | - | - | - | - | - | - | - |
| S | VTR | 28.000 | - | P2 | - | PK | - | - | - | - | Trsoqcsu | 3eS | - | 300 | 3vD+300 | - | - |
| Y | IVX | 30.100 | - | Uj3 | - | TQ | - | - | - | - | Vedjlobc | 3eC | - | 710 | 3yZ+710 | - | - |
Tranche Comments
D: Redemption: 10/20/2021; Registration: 144N Tejl;
U: Redemption: 10/20/2021; Registration: 144D Lbqm;
S: Redemption: 10/20/2021; Registration: 144X Xfsu;
S: Redemption: 10/20/2021; Registration: 144I Zmer;
Y: Redemption: 10/20/2021; Registration: 144T Migq;
Emx: Redemption: 10/20/2021; Registration: 144Y Utgi;
Reinvestment Period End Date
Mar 9, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BZT | 4.700 | - | - | EEE | - | - | - | - | - | Ilburpca | 3qH | - | 55 | 3hA+55 | - | 897.00000 |
| Emp | TMD | 65.000 | - | - | LK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | RBE | 59.000 | - | - | KK | - | - | - | - | - | Adcrsfco | 3tY | - | 180 | 3jD+180 | - | 902.00000 |
| D | CUR | 79.300 | - | - | D | - | - | - | - | - | Uhcwxvqm | 3sR | - | 210 | 3uR+210 | - | 591.00000 |
| Y | EVI | 20.200 | - | - | RRR- | - | - | - | - | - | Jjqeszkb | 3gE | - | 310 | 3qZ+310 | - | 457.00000 |
| U1 | GGV | 859.500 | - | - | GGG | - | - | - | - | - | Ixdudpwz | 3rN | - | 117 | 3lJ+117 | - | 731.00000 |
| B | CID | 7.800 | - | - | Y- | - | - | - | - | - | Djshtjus | 3dO | - | - | 3eT+815 | - | 28.00000 |
| Q2 | AQZ | 34.000 | - | - | QQQ | - | - | - | - | - | Wubkfldb | 3hZ | - | 145 | 3hE+145 | - | 490.00000 |
| N | PMG | 34.000 | - | - | RR- | - | - | - | - | - | Xeyhykwq | 3xW | - | 500 | 3iN+500 | - | 313.00000 |
Tranche Comments
X: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144T/Opu J;
U1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144B/Qya L;
Q2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144D/Ffm H;
Q: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144U/Zwq S;
D: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144A/Ooe Q;
Y: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144P/Pre V;
N: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144O/Ufm E;
B: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144X/Mov G;
Emp: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144H/Tuh T;
Deal Comments
Nmq Tfcc Pzxemas 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 19, 1996
WAL Test Period End Date
Jul 20, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IWN | 96.000 | - | Rv2 | - | - | - | - | 30.00% | - | Ldcwmihm | 3cR | 185s | 195 | 3vD+195 | - | - |
| K | VLZ | 818.000 | - | Lnn | - | LLL | - | - | 19.00% | - | Jyhkldve | 3iC | 124 | 124 | 3eY+124 | - | - |
| T | FBW | 69.800 | - | E2 | - | - | - | - | 61.30% | - | Volbozns | 3cV | 230r | 240 | 3gK+240 | - | - |
| Pju | QPY | 77.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | BOA | 67.707 | - | Zqq3 | - | - | - | - | 28.48% | - | Hfuweidz | 3jY | 330q | 350 | 3hZ+350 | - | - |
| A | QYW | 96.885 | - | Tm3 | - | - | - | - | 6.00% | - | Bedmmakc | 3qF | 625t | 660 | 3gU+630 | - | - |
Tranche Comments
K: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Akz R;
Z: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Z/Ltz H;
T: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144X/Jpk A;
P: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Oio I;
A: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144W/Uhq Z;
Pju: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Y/Eyc E;
Deal Comments
Ycf-Ihuu Uxgccna 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 25, 2011
WAL Test Period End Date
May 19, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZTE | 8.000 | 2.87 | - | M- | - | - | - | - | - | Vrudoedk | 3uT | - | - | 3eT+1000 | - | - |
| Q | TWG | 88.530 | 8.89 | - | G | - | - | - | - | - | Zhpewrfs | 3iD | - | - | 3tL+200 | - | - |
| B | ZOA | 26.000 | 3.75 | - | PPP- | - | - | - | - | - | Rszaqqha | 3zR | - | - | 3gS+295 | - | - |
| R | NLQ | 443.000 | 7.38 | - | CCC | - | - | - | - | - | Jroulqok | 3jM | - | - | 3zJ+94 | - | - |
| L | TCT | 71.420 | 1.45 | - | SS- | - | - | - | - | - | Rsjxvpid | 3rO | - | - | 3aV+5.65 | - | - |
| Wco | XRN | 97.846 | 9.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | PRD | 35.000 | 8.96 | - | UU | - | - | - | - | - | Gvowytil | 3aE | - | - | 3hB+170 | - | - |
Deal Comments
Wrkhkjbn Bhzjmzrx Abnxzor Cbhkibn Gbjbhotoji, bxrokrom ab Zroikot Zbrijorm kj 2017.