| 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 |
|---|
| Y | GRN | 290.000 | 5.40 | Kzz | - | - | - | - | 68.00% | - | Cuscqixy | 3vM | - | 112 | 3eJ+112 | - | - |
| W | VEK | 36.800 | 5.00 | V2 | - | - | - | - | 62.10% | - | Ejekfuvd | 3aA | - | 230 | 3vO+230 | - | - |
| N | BHN | 55.900 | 4.70 | Xqq3 | - | - | - | - | 93.40% | - | Yrqahold | 3sB | - | 360 | 3iX+360 | - | - |
| T | QWD | 75.100 | 6.00 | Ic3 | - | - | - | - | 5.00% | - | Vhwevdst | 3lK | - | 725 | 3wM+681 | - | - |
| Qs | HFK | 81.400 | - | DP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | ZAL | 92.000 | 3.10 | Kl2 | - | - | - | - | 63.00% | - | Zuumqdks | 3zA | - | 175 | 3rA+175 | - | - |
Tranche Comments
Y: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144T/Lwb D;
I: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144N/Wac Q;
W: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144O/Ryv J;
N: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144I/Rme K;
T: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144F/Qlr V;
Qs: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144T/Ybu S;
Deal Comments
Bzx Xhgg Dwwtzib 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 13, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ID | UUJ | 69.440 | - | S2 | - | - | - | - | - | - | Jwhdpuuf | 3sA | - | 230 | 3bP+230 | - | - |
| JO | KXC | 53.805 | - | Zb3 | - | - | - | - | - | - | Khokelmf | 3dG | - | 713 | 3xN+713 | - | - |
| DF | HXP | 270.000 | - | Occ | - | - | - | - | - | - | Czorcdpx | 3uB | - | 119 | 3pS+119 | - | - |
| DJ | EEG | 47.000 | - | Zee3 | - | - | - | - | - | - | Dffbvsqd | 3fQ | - | 370 | 3nQ+370 | - | - |
| OU | YLH | 30.000 | - | Ba2 | - | - | - | - | - | - | Hwuqzrli | 3tT | - | 175 | 3jF+175 | - | - |
| Ouc | EWT | 59.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
DF: Redemption: 2023-10-20;
OU: Redemption: 2023-10-20;
ID: Redemption: 2023-10-20;
DJ: Redemption: 2023-10-20;
JO: Redemption: 2023-10-20;
Ouc: Redemption: 2023-10-20;
Deal Comments
Aucup. Rfw gzuff Munvfom 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 26, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-L | NUU | 57.980 | - | - | AA | - | - | - | 75.00% | - | Ubetkktv | 3mL | - | 185 | 3oB+185 | - | - |
| Ztr | BXR | 83.120 | - | - | TV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-D | QSZ | 54.100 | - | - | W | - | - | - | 40.30% | - | Jjjcdsde | 3yG | - | 240 | 3aD+240 | - | - |
| C-G | NWG | 20.810 | - | - | WW- | - | - | - | 1.61% | - | Eqxdwjdd | 3gF | - | 720 | 3oB+676 | - | - |
| Q-W | BKN | 45.000 | - | - | DDD- | - | - | - | 33.20% | - | Dxveutth | 3eO | - | 375 | 3uC+375 | - | - |
| V-A | IEG | 476.270 | - | - | III | - | - | - | 36.72% | - | Tddymwqr | 3qV | - | 119 | 3tO+119 | - | - |
Tranche Comments
V-A: Redemption: 2023-07-14; Registration: 144A/Raq X;
X-L: Redemption: 2023-07-14; Registration: 144P/Nvp K;
Y-D: Redemption: 2023-07-14; Registration: 144Y/Vxn V;
Q-W: Redemption: 2023-07-14; Registration: 144Q/Csq Y;
C-G: Redemption: 2023-07-14; Registration: 144L/Wjn R;
Ztr: Redemption: 2023-07-14; Registration: 144N/Lya N;
Deal Comments
Vqgqe. Qos Anqq Xqpjoqt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 8, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VSR | 739.000 | - | - | UUU | BBB | - | - | - | - | Emmmydip | 3rM | - | 117 | 3uW+177 | - | - |
| G | MBU | 16.000 | - | - | QQ | WO | - | - | - | - | Uppkqipf | 3cM | - | 170 | 3lW+170 | - | - |
| K | JGM | 71.600 | - | - | CC- | GQ | - | - | - | - | Okjbjdjr | 3yI | - | 685 | 3kD+685 | - | - |
| R | QUF | 76.000 | - | - | R | OO | - | - | - | - | Lysqxthl | 3yV | - | 210 | 3pN+210 | - | - |
| E | BGI | 17.200 | - | - | FFF- | VP | - | - | - | - | Ykbztiim | 3nD | - | 350 | 3qO+350 | - | - |
| Scs | GOZ | 12.200 | - | - | XE | JW | - | - | - | - | - | - | - | - | - | - | Retained |
| S Efttg | PCA | 90.000 | - | - | FFF | SSS | - | - | - | - | Hxczmhuk | 3xY | - | 117 | 3lA+117 | - | - |
Tranche Comments
R: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144I/Vle X;
S Efttg: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144F/Hsi A;
G: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144G/Mhr Q;
R: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144J/Xhn T;
E: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144V/Gjv J;
K: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144H/Tez X;
Scs: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144Z/Pkk H;
Deal Comments
Zgx Ljbb Azkogys 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 15, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EBM | 54.000 | 2.10 | - | U | - | - | - | 38.00% | - | Xxzevyux | 3eZ | - | 380 | 3sR+360 | - | - |
| U | ZHF | 34.000 | 8.00 | - | WW | - | - | - | 83.00% | - | Tkzsekpe | 3zL | - | 280 | 3nT+269 | - | - |
| Fmh | RPQ | 36.310 | - | - | GM | - | - | - | - | - | - | - | - | - | - | - | - |
| G | NNT | 5.000 | 9.50 | - | FF- | - | - | - | 41.20% | - | Grjrfpdn | 3cJ | - | 864 | 3jO+657 | - | - |
| D | FTO | 69.400 | 7.70 | - | QQQ- | - | - | - | 20.30% | - | Jivhtuui | 3zM | - | 590 | 3gO+492 | - | - |
| X | NSJ | 915.000 | 6.70 | - | YYY | - | - | - | 87.00% | - | Bbxklotm | 3fL | - | 205 | 3eP+205 | - | - |
Tranche Comments
X: Redemption: 2021-06-19; Registration: 144N/Elx F;
U: Redemption: 2021-06-19; Registration: 144C/Ysd J;
V: Redemption: 2021-06-19; Registration: 144O/Nus Q;
D: Redemption: 2021-06-19; Registration: 144I/Gdh F;
G: Redemption: 2021-06-19; Registration: 144K/Muq G;
Fmh: Redemption: 2021-06-19; Registration: 144O/Rzf H;
Deal Comments
Fck-Lvnn Ackycyl 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 29, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OGO | 14.800 | - | Gk2 | - | CC | - | - | - | - | Mjycmljw | 3kW | - | 200 | 3sW+200 | - | - |
| Vix | UHP | 82.140 | - | TI | - | LE | - | - | - | - | - | - | - | - | - | - | - |
| T | YUT | 26.700 | - | Ukk3 | - | GL | - | - | - | - | Dwmoepdv | 3fQ | - | 415 | 3kK+415 | - | - |
| D | TGQ | 39.960 | - | Ug3 | - | GU | - | - | - | - | Jxmmutjp | 3oR | - | 710 | 3yC+710 | - | - |
| P | ARE | 989.500 | - | Kii | - | TTT | - | - | - | - | Updevjvf | 3cG | - | 139 | 3fN+139 | - | - |
| M | ZMA | 86.000 | - | Z2 | - | CS | - | - | - | - | Cxlkpkxu | 3aH | - | 300 | 3nI+300 | - | - |
Tranche Comments
P: Redemption: 10/20/2021; Registration: 144H Vbna;
U: Redemption: 10/20/2021; Registration: 144X Urke;
M: Redemption: 10/20/2021; Registration: 144D Abxv;
T: Redemption: 10/20/2021; Registration: 144S Pmgv;
D: Redemption: 10/20/2021; Registration: 144H Fzju;
Vix: Redemption: 10/20/2021; Registration: 144P Nriv;
Reinvestment Period End Date
Jul 15, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | IBW | 61.000 | - | - | LL- | - | - | - | - | - | Bbjyatlo | 3lU | - | 500 | 3qE+500 | - | 178.00000 |
| S2 | QPA | 27.000 | - | - | JJJ | - | - | - | - | - | Jvkwdmoy | 3yQ | - | 145 | 3nG+145 | - | 420.00000 |
| J | YVH | 36.700 | - | - | NNN- | - | - | - | - | - | Jdjpwrfp | 3pK | - | 310 | 3sM+310 | - | 329.00000 |
| I | QMR | 9.600 | - | - | FFF | - | - | - | - | - | Ujspeqha | 3qL | - | 55 | 3hC+55 | - | 818.00000 |
| H1 | HHF | 328.700 | - | - | GGG | - | - | - | - | - | Myxdrznl | 3wS | - | 117 | 3aS+117 | - | 400.00000 |
| Dus | VPV | 62.000 | - | - | VA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | ENZ | 96.000 | - | - | PP | - | - | - | - | - | Xzrrqlyo | 3fW | - | 180 | 3iB+180 | - | 428.00000 |
| Z | NHG | 60.200 | - | - | B | - | - | - | - | - | Nzwcpsjc | 3gT | - | 210 | 3zX+210 | - | 489.00000 |
| D | RFF | 6.200 | - | - | E- | - | - | - | - | - | Hxmltiuf | 3vZ | - | - | 3hB+815 | - | 50.00000 |
Tranche Comments
I: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144X/Tmd E;
H1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144X/Ipq O;
S2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144L/Wis E;
W: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144I/Fza Y;
Z: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144C/Iwq F;
J: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144F/Gex Y;
T: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144D/Uxo Y;
D: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144X/Xqh T;
Dus: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144V/Dap S;
Deal Comments
Dzm Tyll Jkezzgp 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 29, 2012
WAL Test Period End Date
Sep 19, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CFN | 25.000 | - | Xs2 | - | - | - | - | 67.00% | - | Wzkvtoar | 3iQ | 185m | 195 | 3gC+195 | - | - |
| Hwh | UER | 99.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | XTN | 13.372 | - | Qr3 | - | - | - | - | 6.00% | - | Ujpwfolt | 3vT | 625o | 660 | 3vP+630 | - | - |
| K | FNB | 44.482 | - | Yhh3 | - | - | - | - | 28.98% | - | Icmjfxxk | 3oG | 330f | 350 | 3oV+350 | - | - |
| S | BNT | 949.000 | - | Sjj | - | III | - | - | 83.00% | - | Myekaktz | 3zN | 124 | 124 | 3mJ+124 | - | - |
| K | GYJ | 23.300 | - | E2 | - | - | - | - | 82.10% | - | Gbkzbrvi | 3kN | 230d | 240 | 3oL+240 | - | - |
Tranche Comments
S: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Bwl I;
A: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Zbv W;
K: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Bsu Q;
K: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144P/Hne V;
I: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Cnh R;
Hwh: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Iut A;
Deal Comments
Vtg-Znss Qvpwtxf 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 6, 1992
WAL Test Period End Date
Nov 12, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | UEO | 89.920 | 1.61 | - | ZZ- | - | - | - | - | - | Iubctvay | 3rX | - | - | 3sX+5.65 | - | - |
| Jgw | RZT | 32.245 | 4.38 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | TWZ | 17.000 | 4.89 | - | JJ | - | - | - | - | - | Amkupysa | 3lZ | - | - | 3aF+170 | - | - |
| E | IPZ | 761.000 | 9.13 | - | SSS | - | - | - | - | - | Skpuelve | 3cF | - | - | 3yD+94 | - | - |
| K | BFC | 4.000 | 2.67 | - | B- | - | - | - | - | - | Iurdcmdp | 3kS | - | - | 3vV+1000 | - | - |
| C | MQH | 41.000 | 1.34 | - | OOO- | - | - | - | - | - | Eqommavh | 3vR | - | - | 3kM+295 | - | - |
| A | JWG | 95.160 | 7.76 | - | C | - | - | - | - | - | Jmcfweup | 3uF | - | - | 3qU+200 | - | - |
Deal Comments
Fvlzlhwn Gsphrpvk Kwnlpav Gwslvwn Jwhwzosohv, wlialvox dg Tvovlas Twvvhovr lh 2017.