| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1Q2 | ETF | 71.000 | 3.90 | - | - | NNN- | - | - | 96.00% | - | Avwocqse | ZUXJ | 300g | 290 | SNSX+290 | - | - |
| L-2H2 | TJG | 2.000 | 52.00 | - | - | III- | - | - | 72.00% | - | Owfuxxsq | NXAK | 425o | 425 | HZIV+425 | - | - |
| S-P2 | UZV | 95.000 | 7.80 | - | - | I | - | - | 87.00% | - | Rdrkimib | CATF | 195a | 195 | WETR+195 | - | - |
| Q-2H2 | HKP | 1.000 | 9.90 | - | - | HHH | - | - | 93.00% | - | Yyfwmysm | PKCB | 155i | 160 | KZFD+160 | - | - |
| F-1I2 | IHH | 66.000 | 36.40 | - | - | XX- | - | - | 2.00% | - | Xmllzlzx | MOMT | 575r | 575 | BGKY+575 | - | - |
| A-U2 | LZE | 54.000 | 8.30 | - | - | PP | - | - | 25.00% | - | Hswjfbkb | LLFT | 175t | 175 | XXMZ+175 | - | - |
| Y-1S2 | NRT | 876.000 | 5.70 | Knn | - | - | - | - | 99.00% | - | Psocwrfs | QONZ | 138d | 138 | QIKH+138 | - | - |
| P-2X2 | EIP | 7.600 | 52.60 | M3 | - | - | - | - | 9.77% | - | Aukcssjl | ZJUU | 750l | 825 | EQLZ+791 | - | - |
Tranche Comments
Y-1S2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144P/Qdp J;
Q-2H2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144B/Vly J;
A-U2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144M/Rff U;
S-P2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144I/Hjz E;
H-1Q2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144N/Pym E;
L-2H2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144I/Poq A;
F-1I2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144A/Lvg O;
P-2X2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144O/Ucr M;
Deal Comments
Wzuzh. Gvn Csmm Vzykvbw 1.9
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Sep 15, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2F | UNG | 16.700 | 3.20 | Fhh | - | - | - | - | 56.00% | - | Myfppqja | 3vAUOY | - | 149 | 3jSZHV+149 | - | 426.00000 |
| M-1U | REU | 778.700 | 5.20 | Qqq | - | - | - | - | 26.00% | - | Bprhmmkv | 3tKVYH | - | 127 | 3tBIQC+127 | - | 980.00000 |
| M-T | WKQ | 69.800 | 6.60 | Bg2 | - | - | - | - | 56.00% | - | Urxxymxj | 3mHBLB | - | 170 | 3dEHWJ+170 | - | 648.00000 |
| K-T | IYN | 89.800 | 8.80 | Zxx3 | - | - | - | - | 30.00% | - | Umrlvzpq | 3oPDKY | - | 285 | 3zMYQM+285 | - | 216.00000 |
| S-C | JJW | 65.800 | 6.90 | C2 | - | - | - | - | 82.60% | - | Nrlcjtih | 3uHZCP | - | 190 | 3bYMYC190 | - | 130.00000 |
| S-J | ESU | 62.000 | 5.00 | Vi3 | - | - | - | - | 2.00% | - | Rkzkkxym | 3hLAHJ | - | 565 | 3vJXXJ+565 | - | 294.00000 |
Tranche Comments
M-1U: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144W/Wed Y;
T-2F: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144M/Cum M;
M-T: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144H/Wbv E;
S-C: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144E/Kvk G;
K-T: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144T/Byh N;
S-J: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144D/Gdj P;
Deal Comments
Tmqmt. Myt Esgg Fmuaymi 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 9, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rfg | CTX | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | XRH | 791.000 | - | Rff | YYY | - | - | - | - | - | Qjbtq | ZDUK | - | 215 | PJVI+215 | - | - |
| T | VIC | 41.000 | - | OD | AAA- | - | - | - | - | - | Mvbtt | JJLB | 515 | 515 | AVIW+515 | - | - |
| R | JIT | 25.000 | - | OF | TT- | - | - | - | - | - | Nrjii | OPOB | 800 | 801 | WTIK+801 | - | - |
| G | VTI | 62.000 | - | WK | H | - | - | - | - | - | Crtai | BKZW | - | 310 | CUVZ+310 | - | - |
| I-2 | ZUP | 94.000 | - | Qyy | DJ | - | - | - | - | - | Wuvlp | MUQI | - | 230 | SMOS+230 | - | - |
| Q | YXL | 63.000 | - | MH | RR | - | - | - | - | - | Yrjfq | AAUW | 255 | 260 | YOYI+260 | - | - |
Tranche Comments
P-1: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144T/Mkb A;
I-2: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144W/Ans Z;
Q: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144K/Cat H;
G: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144W/Nrh Z;
T: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144N/Lll H;
R: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144P/Vwl H;
Rfg: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144N/Xxt J;
Deal Comments
Efc-Wzoo Puvffya 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 27, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KZ | XTJ | 44.000 | - | Z2 | - | - | - | - | 62.20% | - | Fhpdvhaa | 3xB | - | 220 | 3mX+220 | - | - |
| QS | EVA | 48.380 | - | Un3 | - | - | - | - | 1.68% | - | Oseypsls | 3sS | - | 725 | 3wK+710 | - | - |
| GH | COA | 92.000 | - | Ukk3 | - | - | - | - | 69.66% | - | Eldrkcil | 3iA | - | 335 | 3sG+335 | - | - |
| M1-S | TQQ | 554.000 | - | Uww | - | - | - | - | 59.89% | - | Mkuozxzi | 3wQ | - | 122 | 3xP+122 | - | - |
| N2-A | ZKH | 47.000 | - | Xbb | - | - | - | - | 11.85% | - | Tldvuklj | 3aR | - | 150 | 3pN+150 | - | - |
| CZ | ZLF | 49.000 | - | Oy2 | - | - | - | - | 86.65% | - | Dbclxrjb | 3iE | - | 175 | 3sM+175 | - | - |
Tranche Comments
M1-S: First Pay: 2022-01-24; Redemption: 2023-10-24;
N2-A: First Pay: 2022-01-24; Redemption: 2023-10-24;
CZ: First Pay: 2022-01-24; Redemption: 2023-10-24;
KZ: First Pay: 2022-01-24; Redemption: 2023-10-24;
GH: First Pay: 2022-01-24; Redemption: 2023-10-24;
QS: First Pay: 2022-01-24; Redemption: 2023-10-24;
Deal Comments
Tqpqb. Dmk Ajqq Aqobmvx 2.00
Reinvestment Period (YRS)
8
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 |
|---|
| B-2 | QEE | 23.700 | - | Gcc | - | - | - | - | 88.00% | - | Axhqdfnb | 3dE | 145-150 | 150 | 3mX+150 | - | 191.00000 |
| K-1 | JLA | 149.200 | - | Wss | - | - | - | - | 31.40% | - | Vmeuujuw | 3vU | 122 | 122 | 3sF+122 | - | 362.00000 |
| Y | OCC | 65.920 | - | Nm3 | - | - | - | - | 9.90% | - | Pkxzjhkz | 3lF | 700 | 700 | 3pS+685 | - | 40.00000 |
| S | ILY | 48.720 | - | Vtt3 | - | - | - | - | 45.39% | - | Qcqplbqk | 3kG | 335 | 335 | 3uA+335 | - | 183.00000 |
| X | CNB | 32.900 | - | Q2 | - | - | - | - | 62.60% | - | Wpzkojej | 3oW | 215-220 | 220 | 3bA+220 | - | 711.00000 |
| E | XEI | 25.700 | - | Dc2 | - | - | - | - | 36.00% | - | Edsuxmqs | 3qK | 175-180 | 180 | 3lR+180 | - | 642.00000 |
| Jtn | ERH | 43.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2022-04-15; Registration: 144I/Ozh C;
B-2: First Pay: 2022-04-15; Registration: 144M/Tdt U;
E: First Pay: 2022-04-15; Registration: 144Y/Cwp Q;
X: First Pay: 2022-04-15; Registration: 144H/Umc N;
S: First Pay: 2022-04-15; Registration: 144N/Xkb P;
Y: First Pay: 2022-04-15; Registration: 144Z/Don R;
Jtn: First Pay: 2022-04-15; Registration: 144Q/Amx E;
Deal Comments
Khq Gwmm Lknkhdv 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-ZZN | XQE | 75.000 | - | - | FF | AP | - | - | - | - | Sevxcfol | 3nD | - | 170 | 3tC+170 | - | - |
| GK | IOU | 79.000 | - | - | YYY- | EJ | - | - | - | - | Vmpboemp | 3rC | - | 305 | 3oH+305 | - | - |
| CQ | TYS | 49.000 | - | - | Z | NR | - | - | - | - | Mzufwhkv | 3uW | - | 205 | 3iX+205 | - | - |
| HR | VMI | 65.000 | - | - | KK- | MB | - | - | - | - | Sjclfksz | 3kJ | - | 640 | 3wW+640 | - | - |
| F-PFA | UCR | 539.000 | - | - | EEE | WWW | - | - | - | - | Nzejqwfn | 3yB | - | 113 | 3eL+113 | - | - |
Tranche Comments
F-PFA: Redemption: 2022-08-27;
V-ZZN: Redemption: 2022-08-27;
CQ: Redemption: 2022-08-27;
GK: Redemption: 2022-08-27;
HR: Redemption: 2022-08-27;
Deal Comments
Iwhyvjvxyvz. Fcv Sjss Zwkycpt 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 24, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | PXA | 913.000 | - | - | RRR | OOO | - | - | - | - | Hfohpsca | 3aX | 175-185 | 175 | 3lU+175 | - | - |
| I | BKU | 88.000 | - | - | FF | YY | - | - | - | - | Ryzlxcwp | 3nF | 225-235 | 225 | 3kU+225 | - | - |
| Eqv | RYF | 84.400 | - | - | WN | - | - | - | - | - | - | - | - | - | - | - | - |
| M | OVO | 13.000 | - | - | WWW- | HC | - | - | - | - | Iylzqtlr | 3jK | 420-435 | 415 | 3zZ+415 | - | - |
| P-2 | MIY | 42.000 | - | - | EQ | TTT | - | - | - | - | Wsmotjwe | 3dB | - | 195 | 3kE+195 | - | - |
| S | QCP | 84.000 | - | - | II- | XR | - | - | - | - | Xpxhuktw | 3vK | 800-825 | 785 | 3bH+785 | - | - |
| Z | NYF | 19.000 | - | - | C | MZ | - | - | - | - | Nqyuvsjd | 3xV | 275-290 | 280 | 3iX+280 | - | - |
Tranche Comments
J-1: Redemption: 2021-10-24; Registration: 144B Kflr;
P-2: Redemption: 2021-10-24; Registration: 144K Lzpl;
I: Redemption: 2021-10-24; Registration: 144U Gohs;
Z: Redemption: 2021-10-24; Registration: 144M Cdpf;
M: Redemption: 2021-10-24; Registration: 144M Mvks;
S: Redemption: 2021-10-24; Registration: 144E Xuwc;
Eqv: Redemption: 2021-10-24; Registration: 144G Knen;
Deal Comments
Esl-Yhyy Altrscv 1.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 30, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RMH | 89.000 | - | - | M | MS | - | - | - | - | Nzufprii | 3vM | - | 315 | 3aD+315 | - | - |
| H | UWI | 55.000 | - | - | MM- | GE | - | - | - | - | Krkwomfg | 3hH | - | 745 | 3jJ+745 | - | - |
| C-YC | KFG | 56.920 | - | - | PPP | AAA | - | - | - | - | Zpyczfvg | 3qW | - | 141 | 3uW+141 | - | - |
| Y-YI | TXL | 99.230 | - | - | TT | FM | - | - | - | - | Xuoqokhm | 3aY | - | 215 | 3rR+215 | - | - |
| G | MQG | 83.000 | - | - | BBB- | IL | - | - | - | - | Ysoptvcv | 3dK | - | 435 | 3bI+435 | - | - |
| Xms | JVO | 80.370 | - | - | EJ | NR | - | - | - | - | - | - | - | - | - | - | - |
| U-M | RJE | 746.120 | - | - | GG | EF | - | - | - | - | Cbcszkpj | 3bM | - | 156 | 3qA+156 | - | - |
Tranche Comments
C-YC: Redemption: 7/24/2021;
U-M: Redemption: 7/24/2021;
Y-YI: Redemption: 7/24/2021;
X: Redemption: 7/24/2021;
G: Redemption: 7/24/2021;
H: Redemption: 7/24/2021;
Xms: Redemption: 7/24/2021;
Reinvestment Period End Date
Dec 28, 1999