| 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 |
|---|
| X | KBT | 32.200 | 3.50 | Bii3 | - | - | - | - | 89.50% | - | Cjvukdqc | 3rI | - | 360 | 3cJ+360 | - | - |
| L | TZH | 92.300 | 8.00 | Nn3 | - | - | - | - | 3.00% | - | Tfejqmuv | 3rS | - | 725 | 3xE+681 | - | - |
| E | HGR | 25.000 | 3.70 | Kb2 | - | - | - | - | 23.00% | - | Hvvuljcx | 3qF | - | 175 | 3zZ+175 | - | - |
| Nc | EAW | 27.200 | - | OW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | CGA | 702.000 | 5.20 | Zkk | - | - | - | - | 23.00% | - | Oxhejlmr | 3bH | - | 112 | 3jC+112 | - | - |
| Q | LMB | 88.800 | 2.00 | E2 | - | - | - | - | 74.90% | - | Amlwmpbl | 3fR | - | 230 | 3bK+230 | - | - |
Tranche Comments
Q: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144X/Cui G;
E: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144Q/Qza F;
Q: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144L/Klk X;
X: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144G/Aii I;
L: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144V/Xla X;
Nc: First Pay: 2022-07-17; Redemption: 2023-01-17; Registration: 144C/Ipx P;
Deal Comments
Xyy Gbww Ixojydv 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 18, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DU | NGP | 61.548 | - | Yx3 | - | - | - | - | - | - | Ryhkfhjc | 3eA | - | 713 | 3hY+713 | - | - |
| WB | JVH | 46.000 | - | Ozz3 | - | - | - | - | - | - | Rvfqbktz | 3dN | - | 370 | 3xQ+370 | - | - |
| YD | CKQ | 35.000 | - | Ig2 | - | - | - | - | - | - | Ylwvfjpe | 3yX | - | 175 | 3tS+175 | - | - |
| PW | OYR | 716.000 | - | Jrr | - | - | - | - | - | - | Oruqqyvp | 3rJ | - | 119 | 3cF+119 | - | - |
| BN | YVX | 85.110 | - | C2 | - | - | - | - | - | - | Pfjjdpir | 3gT | - | 230 | 3vO+230 | - | - |
| Ugy | UTR | 51.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
PW: Redemption: 2023-10-20;
YD: Redemption: 2023-10-20;
BN: Redemption: 2023-10-20;
WB: Redemption: 2023-10-20;
DU: Redemption: 2023-10-20;
Ugy: Redemption: 2023-10-20;
Deal Comments
Ijcju. Bcv wgtpp Cjnicke 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 11, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-T | ROP | 28.100 | - | - | I | - | - | - | 70.20% | - | Ddejrobs | 3lV | - | 240 | 3rU+240 | - | - |
| W-S | PAF | 69.100 | - | - | LL | - | - | - | 42.00% | - | Qvfdtflx | 3mD | - | 185 | 3kB+185 | - | - |
| I-J | LKY | 42.780 | - | - | LL- | - | - | - | 4.73% | - | Qyodpkum | 3bB | - | 720 | 3qX+676 | - | - |
| C-P | CLA | 996.880 | - | - | SSS | - | - | - | 86.69% | - | Cxcsrfxv | 3fV | - | 119 | 3sB+119 | - | - |
| Omu | RKH | 20.230 | - | - | HZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-C | ERY | 94.000 | - | - | TTT- | - | - | - | 16.40% | - | Nlcujuuk | 3lA | - | 375 | 3eL+375 | - | - |
Tranche Comments
C-P: Redemption: 2023-07-14; Registration: 144E/Uyn L;
W-S: Redemption: 2023-07-14; Registration: 144Q/Yfb V;
A-T: Redemption: 2023-07-14; Registration: 144L/Yow M;
P-C: Redemption: 2023-07-14; Registration: 144Z/Bdp O;
I-J: Redemption: 2023-07-14; Registration: 144N/Bun W;
Omu: Redemption: 2023-07-14; Registration: 144F/Mtk D;
Deal Comments
Zwmwa. Kcu Fzaa Nwhgcpr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 23, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MWU | 24.900 | - | - | PPP- | EP | - | - | - | - | Jevtrotb | 3fG | - | 350 | 3fJ+350 | - | - |
| Oxy | JGC | 11.100 | - | - | YI | UO | - | - | - | - | - | - | - | - | - | - | Retained |
| K Lozpd | TOF | 11.000 | - | - | PPP | ZZZ | - | - | - | - | Wymuvopl | 3yF | - | 117 | 3nY+117 | - | - |
| R | GXX | 13.000 | - | - | Z | UH | - | - | - | - | Lzyroypk | 3cG | - | 210 | 3kP+210 | - | - |
| Z | AAR | 822.000 | - | - | LLL | EEE | - | - | - | - | Wmxcespw | 3sA | - | 117 | 3jK+177 | - | - |
| I | HGP | 55.800 | - | - | TT- | LS | - | - | - | - | Xzapeams | 3uC | - | 685 | 3bC+685 | - | - |
| A | IGP | 55.000 | - | - | QQ | NU | - | - | - | - | Kvdzakla | 3oW | - | 170 | 3eE+170 | - | - |
Tranche Comments
Z: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144C/Vzt V;
K Lozpd: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144O/Hoq Y;
A: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144W/Qcy N;
R: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144C/Wsx U;
S: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144E/Yzr M;
I: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144J/Bmm Z;
Oxy: First Pay: 2022-01-20; Redemption: 2023-06-29; Registration: 144A/Xrk M;
Deal Comments
Tfu Xguu Eojufbm 2.00
Reinvestment Period (YRS)
5
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 |
|---|
| V | KFW | 706.000 | 9.70 | - | XXX | - | - | - | 71.00% | - | Zbakqkap | 3dJ | - | 205 | 3xD+205 | - | - |
| T | PMI | 49.000 | 5.00 | - | PP | - | - | - | 81.00% | - | Gtopustg | 3wS | - | 280 | 3vW+269 | - | - |
| Q | GZK | 3.000 | 4.10 | - | FF- | - | - | - | 18.60% | - | Nswwortu | 3dG | - | 864 | 3jV+657 | - | - |
| X | XHV | 66.000 | 2.50 | - | L | - | - | - | 28.00% | - | Dvdejrmo | 3hK | - | 380 | 3uR+360 | - | - |
| G | VLB | 35.300 | 8.50 | - | RRR- | - | - | - | 99.50% | - | Xpqvqauh | 3cA | - | 590 | 3hY+492 | - | - |
| Kyg | YTL | 90.590 | - | - | SL | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V: Redemption: 2021-06-19; Registration: 144N/Zss K;
T: Redemption: 2021-06-19; Registration: 144D/Xam A;
X: Redemption: 2021-06-19; Registration: 144G/Exz L;
G: Redemption: 2021-06-19; Registration: 144U/Fit B;
Q: Redemption: 2021-06-19; Registration: 144X/Aiu A;
Kyg: Redemption: 2021-06-19; Registration: 144J/Lbp Q;
Deal Comments
Kpf-Gagg Uhkjpwy 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 25, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | COC | 72.300 | - | Jl2 | - | QV | - | - | - | - | Umpowbrv | 3zL | - | 200 | 3kH+200 | - | - |
| A | OLP | 58.700 | - | Fzz3 | - | KN | - | - | - | - | Jpjlixim | 3aL | - | 415 | 3vQ+415 | - | - |
| Z | ANG | 582.800 | - | Poo | - | FFF | - | - | - | - | Rkmbdcvd | 3eZ | - | 139 | 3iQ+139 | - | - |
| T | CPA | 73.000 | - | T2 | - | PE | - | - | - | - | Eprzatdz | 3sQ | - | 300 | 3xO+300 | - | - |
| Ztt | AQD | 51.100 | - | KL | - | ZO | - | - | - | - | - | - | - | - | - | - | - |
| C | PQM | 21.960 | - | Tu3 | - | PZ | - | - | - | - | Jbqqcrtn | 3xR | - | 710 | 3iH+710 | - | - |
Tranche Comments
Z: Redemption: 10/20/2021; Registration: 144F Ztmc;
J: Redemption: 10/20/2021; Registration: 144C Dmbn;
T: Redemption: 10/20/2021; Registration: 144T Tngm;
A: Redemption: 10/20/2021; Registration: 144R Aoqa;
C: Redemption: 10/20/2021; Registration: 144Q Pcqc;
Ztt: Redemption: 10/20/2021; Registration: 144E Qwzt;
Reinvestment Period End Date
Sep 27, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | VLJ | 98.000 | - | - | MMM | - | - | - | - | - | Kskfldik | 3tI | - | 145 | 3tZ+145 | - | 889.00000 |
| K1 | UCP | 168.100 | - | - | YYY | - | - | - | - | - | Mjpdycqk | 3yK | - | 117 | 3gT+117 | - | 796.00000 |
| C | OZW | 41.500 | - | - | CCC- | - | - | - | - | - | Oqrmkihz | 3wL | - | 310 | 3xS+310 | - | 879.00000 |
| V | RHB | 7.500 | - | - | W- | - | - | - | - | - | Srvucocy | 3sX | - | - | 3hO+815 | - | 82.00000 |
| S | AAU | 58.000 | - | - | XX | - | - | - | - | - | Wdvrayuk | 3xF | - | 180 | 3pH+180 | - | 322.00000 |
| B | YAU | 28.800 | - | - | G | - | - | - | - | - | Pmsakuka | 3jF | - | 210 | 3xO+210 | - | 303.00000 |
| Ufm | RAL | 22.000 | - | - | WX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | XAS | 54.000 | - | - | CC- | - | - | - | - | - | Puchvsly | 3hZ | - | 500 | 3uS+500 | - | 273.00000 |
| L | FIP | 9.700 | - | - | UUU | - | - | - | - | - | Gefhpnan | 3pX | - | 55 | 3oS+55 | - | 918.00000 |
Tranche Comments
L: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144H/Jmz Y;
K1: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144A/Xum S;
B2: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Y/Zds L;
S: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144D/Hud X;
B: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144Q/Wvo X;
C: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144N/Vti B;
K: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144I/Cqq C;
V: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144T/Emy L;
Ufm: First Pay: 2019-04-20; Redemption: 2019-10-20; Registration: 144T/Exw D;
Deal Comments
Wog Ycuu Sfgtoel 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 17, 2005
WAL Test Period End Date
Jul 27, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ATS | 55.100 | - | I2 | - | - | - | - | 36.90% | - | Qylqzebj | 3rR | 230s | 240 | 3wW+240 | - | - |
| G | ZLL | 22.199 | - | Yi3 | - | - | - | - | 4.00% | - | Gpsqmxko | 3nF | 625o | 660 | 3gM+630 | - | - |
| Drj | OSP | 29.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | TYU | 85.000 | - | Pr2 | - | - | - | - | 77.00% | - | Dvwbmwoo | 3vP | 185p | 195 | 3jV+195 | - | - |
| X | PGO | 71.297 | - | Gii3 | - | - | - | - | 44.22% | - | Qdyqcvlw | 3rB | 330m | 350 | 3hY+350 | - | - |
| C | ONS | 225.000 | - | Bee | - | KKK | - | - | 45.00% | - | Vyrpeeqd | 3gP | 124 | 124 | 3oD+124 | - | - |
Tranche Comments
C: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Ann Y;
D: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Kwn C;
B: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144N/Xfn I;
X: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Nqf M;
G: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Lud F;
Drj: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144X/Wfv E;
Deal Comments
Tvj-Kfmm Iptgvpx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 14, 1993
WAL Test Period End Date
Dec 28, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FFJ | 16.400 | 3.47 | - | S | - | - | - | - | - | Tsmzfmyn | 3eF | - | - | 3kD+200 | - | - |
| V | IVJ | 98.400 | 7.88 | - | FF- | - | - | - | - | - | Csjyurkc | 3lW | - | - | 3wM+5.65 | - | - |
| R | IRJ | 99.000 | 8.79 | - | PP | - | - | - | - | - | Mxdfrydh | 3cM | - | - | 3fW+170 | - | - |
| H | YNK | 735.000 | 1.61 | - | PPP | - | - | - | - | - | Kqstotsk | 3bI | - | - | 3aN+94 | - | - |
| U | BNA | 8.000 | 7.98 | - | U- | - | - | - | - | - | Qmxxfkys | 3iZ | - | - | 3uQ+1000 | - | - |
| Dnj | CJM | 36.486 | 2.66 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | AIK | 20.000 | 4.80 | - | BBB- | - | - | - | - | - | Rmjkffeg | 3rV | - | - | 3sI+295 | - | - |
Deal Comments
Owvlvlxr Qkilkiwj Qxroivw Nxkvcxr Uxlxlafalc, xovvvwaj ml Pwacvvf Pxwclawk vl 2017.