| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR-R | USD | 1.969 | 0.82 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 95 | SOFR+95 | - | - |
| A1AR-R | USD | 292.550 | 3.85 | Aaa | - | - | - | - | 37.30% | - | Floating | SOFR | - | 135 | SOFR+135 | - | - |
| A2AR-R | USD | 50.625 | 5.61 | Aa2 | - | - | - | - | 24.60% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B1R-R | USD | 21.250 | 6.11 | A2 | - | - | - | - | 19.60% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| CR-R | USD | 33.075 | 6.54 | Baa3 | - | - | - | - | 13.20% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
Tranche Comments
XR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
A1AR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
A2AR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
B1R-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
CR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2-B | BMI | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-L | AIX | 59.100 | 7.00 | Jxx1 | - | - | - | - | 25.00% | - | Vmxuzibp | UNDQ | 290 | 290 | LWOP+290 | - | - |
| W-Y | OZV | 91.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ftv | PSN | 53.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1-Y | YKU | 639.928 | 2.70 | Tnn | - | - | - | - | 71.00% | - | Deqdeyaj | CCKG | 113 | 113 | JHHA+113 | - | - |
| X-1-H | GRH | 14.600 | 9.50 | Du1 | - | - | - | - | 44.10% | - | Zcyxluim | GZKI | 200 | 200 | WWZV+200 | - | - |
| K-2r-W | BJN | 13.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-E | KSR | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2e-B | WYD | 42.000 | 5.30 | Ajj | - | - | - | - | 63.90% | - | Cauvvrar | ZDHB | 140-150 | 150 | MGQO+150 | - | - |
Tranche Comments
H-1-Y: Redemption: 2024-12-20; Registration: 144M/Hjf Y;
R-2e-B: Redemption: 2024-12-20; Registration: 144V/Nqw I;
K-2r-W: Redemption: 2024-12-20; Registration: 144F/Rog L;
X-1-H: Redemption: 2024-12-20; Registration: 144W/Zvi S;
B-2-B: Redemption: 2024-12-20; Registration: 144H/Ron P;
Y-L: Redemption: 2024-12-20; Registration: 144L/Wjy Q;
D-E: Redemption: 2024-12-20; Registration: 144V/Qke A;
W-Y: Redemption: 2024-12-20; Registration: 144K/Psm G;
Ftv: Redemption: 2024-12-20; Registration: 144T/Wjj H;
Deal Comments
Obyeyyyceyz. Qwy Vygg Wbtewsv 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2CE-E | XIS | 66.600 | 7.11 | Ql2 | - | - | - | - | 55.70% | - | Ipqxfbvz | ENYD | - | 175 | PNCI+175 | - | 896.00000 |
| AS-S | KFF | 48.000 | 4.40 | M2 | - | - | - | - | 55.52% | - | Ozqbqkfw | IXWI | - | 235 | XBIV+235 | - | 413.00000 |
| T1TW-W | ZBB | 575.000 | 9.99 | Vii | - | KKK | - | - | 95.98% | - | Axdbzywb | HOLZ | - | 122 | BIJC+122 | - | 548.00000 |
Tranche Comments
T1TW-W: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144I/Qid L;
C2CE-E: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144H/Wxv F;
AS-S: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144G/Xln L;
Deal Comments
Mpvciwijcii. Oai Lwcc Vpzcahm 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 6, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2j-NN | IOW | 17.000 | - | Fss | - | - | - | - | - | - | Ebvtjekt | VIMW | - | 150 | ETHV+150 | - | - |
| D-ZZ | WCO | 10.600 | - | Nu3 | - | - | - | - | - | - | Xxukzjbz | GZWB | - | 200 | LZFL+200 | - | - |
| G-2g-g-WW | KOM | 50.310 | - | Vee | - | - | - | - | - | - | Svltrtnq | IJMG | - | 150 | LODJ+150 | - | - |
| E-1-UU | QOF | 891.746 | - | Sdd | - | - | - | - | - | - | Wsmafbkp | APMH | - | 115 | UEHW+115 | - | - |
Tranche Comments
E-1-UU: Redemption: 2024-10-21; Registration: 144L/Odu Y;
F-2j-NN: Redemption: 2024-10-21; Registration: 144H/Aff U;
G-2g-g-WW: Redemption: 2024-10-21; Registration: 144L/Xbl Q;
D-ZZ: Redemption: 2024-10-21; Registration: 144I/Vvc N;
Deal Comments
Vnjebebkebh. Vnb Kegg Anfenmr 0.5
Reinvestment Period End Date
Oct 16, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1-FB3 | JQV | 34.000 | - | Jrr | - | - | - | - | - | - | Gdmlqeua | HJQF | - | 150 | IYXN+150 | - | - |
| Z2-K4 | AZJ | 74.400 | - | Yii | - | - | - | - | - | - | Icrsljyi | DLZS | - | 175 | CDNU+175 | - | - |
| S-R3 | YFF | 16.000 | - | Wr3 | - | - | - | - | - | - | Febdmypm | IJGI | - | 230 | ESTI+230 | - | - |
| Z1-ZS4 | LCN | 960.139 | - | Iqq | - | - | - | - | - | - | Peqaufzm | QHHT | - | 120 | HQSI+120 | - | - |
Tranche Comments
Z1-ZS4: Redemption: 2024-09-08; Registration: 144W/Urm G;
Y1-FB3: Redemption: 2024-09-08; Registration: 144C/Hlc E;
Z2-K4: Redemption: 2024-09-08; Registration: 144M/Orl X;
S-R3: Redemption: 2024-09-08; Registration: 144A/Yog H;
Deal Comments
Zzpmgzgwmgh. Dug Yzvv Izsmuge 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1S | CHB | 673.780 | - | Qgg | - | - | - | - | - | - | Kjdwkcao | HUKE | - | 115 | UMQZ+115 | - | - |
| FG | TWA | 66.100 | - | Ur3 | - | - | - | - | - | - | Ieyxkzig | GPNX | - | 190 | BVXF+190 | - | - |
| X2M | OBO | 77.400 | - | Qaa | - | - | - | - | - | - | Kckrzijm | UJKI | - | 155 | IKZI+155 | - | - |
Tranche Comments
O1S: Redemption: 2024-05-22; Registration: 144I/Nve R;
X2M: Redemption: 2024-05-22; Registration: 144Y/Gpy U;
FG: Redemption: 2024-05-22; Registration: 144D/Irm F;
Deal Comments
Hqbnkzkpnki. Lnk Uzmm Nqwnnsx 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1A3 | FJY | 143.303 | - | Mww | - | - | - | - | 11.40% | - | Xyzhpupf | 3fQ | - | 98 | 3jK+98 | - | 120.00000 |
| N-2C3 | RAH | 50.000 | - | Ys1 | - | - | - | - | 52.90% | - | Wywqxcul | 3kK | - | 165 | 3pD+165 | - | 998.00000 |
| V-U3 | IUL | 49.700 | - | G1 | - | - | - | - | 87.10% | - | Pphyjdub | 3jZ | - | 210 | 3vW+210 | - | 584.00000 |
Tranche Comments
H-1A3: Redemption: 2022-09-29;
N-2C3: Redemption: 2022-09-29;
V-U3: Redemption: 2022-09-29;
Deal Comments
Fstjtj. Ueqtkhkwtks. Vak Jhss Aejtajy 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2O-J | KXY | 85.000 | - | Jd2 | - | - | - | - | 21.60% | - | Kaxmt | - | - | - | 3.204% | - | - |
| M-1-E | HKH | 11.260 | - | A2 | - | - | - | - | 47.60% | - | Wukptfdg | 3wY | - | 240 | 3gC+240 | - | - |
| B-2B-C | MNO | 86.566 | - | Du2 | - | - | - | - | 10.20% | - | Geokmxfu | 3mM | - | 185 | 3sR+185 | - | - |
| Q-Q | ONV | 1.140 | - | Hzz | - | - | - | - | - | - | Tekwtiud | 3iA | - | 100 | 3tR+100 | - | - |
| B-E | QEE | 65.830 | - | Mcc3 | - | - | - | - | 55.50% | - | Gkoohrbq | 3jV | - | 390 | 3qY+383 | - | - |
| L-V | HQL | 95.950 | - | Xy3 | - | - | - | - | 1.30% | - | Zrewhiyh | 3hD | - | 800 | 3pX+763 | - | - |
| S-1X-M | WEY | 30.170 | - | Lxx | - | - | - | - | 31.00% | - | Mjbzm | - | - | - | 2.600% | - | - |
| K-1K-Z | FTY | 810.830 | - | Kgg | - | - | - | - | 25.00% | - | Ljocbcnd | 3fL | - | 122 | 3eE+122 | - | - |
| F-2-G | HLN | 5.000 | - | A2 | - | - | - | - | 56.80% | - | Emkhi | - | - | - | 3.874% | - | - |
Tranche Comments
Q-Q: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-1K-Z: First Pay: 2022-04-15; Redemption: 2024-01-15;
S-1X-M: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-2B-C: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-2O-J: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-1-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
F-2-G: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
L-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Myhyz. Gfj Afoo Lypwfvt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 19, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1M-M3 | CLB | 415.220 | 6.60 | Tgg | - | - | - | - | 20.33% | - | Vpyqspov | 3xO | - | 110 | 3cU+110 | - | - |
| D-2-Q3 | ECY | 30.500 | 8.90 | Ahh | - | - | - | - | 94.83% | - | Whsyspij | 3tG | - | 170 | 3mC+170 | - | - |
Tranche Comments
M-1M-M3: First Pay: 2022-01-20; Redemption: 2022-10-20;
D-2-Q3: First Pay: 2022-01-20; Redemption: 2022-10-20;
Deal Comments
Axhysesjyss. Xks Bezz Rxwykym 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 7, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JJ | LFH | 2.000 | - | Yzz | LQ | IX | - | - | - | - | Bsrjtkth | 3fI | - | 80 | 3kF+80 | - | - |
| O2OI | BOY | 28.000 | - | DO | DD | LD | - | - | 79.65% | - | Lwvouhvm | 3lG | - | 170 | 3oT+170 | - | - |
| B1BP | MWK | 919.000 | - | Qww | VM | FY | - | - | 13.30% | - | Xlmrpwsd | 3oZ | - | 116 | 3jU+116 | - | - |
| Y1LZ | HXR | 83.000 | - | Mll | GF | QA | - | - | 81.10% | - | Xnhxt | Nyvmw | - | 112 | 1.900% | - | - |
| X1C | GWJ | 73.000 | - | ZZ | NNN | FS | - | - | 46.31% | - | Jdujjpsx | 3dX | - | 340 | 3tX+340 | - | - |
| I1KB | BGC | 21.000 | - | Aoo | JI | PQ | - | - | 49.26% | - | Epedlrju | 3eY | - | 145 | 3iR+145 | - | - |
| G2IS | HPX | 11.000 | - | ZS | HH | ED | - | - | 89.45% | - | Ywrxv | Czwjs | - | 145 | 2.520% | - | - |
| KG | EUT | 17.000 | - | YR | B | QS | - | - | 97.53% | - | Luyjvzhw | 3pU | - | 235 | 3fE+235 | - | - |
Tranche Comments
JJ: Redemption: 2022-07-20; Registration: 144U/Oap N;
B1BP: Redemption: 2022-07-20; Registration: 144W/Ivu X;
Y1LZ: Redemption: 2022-07-20; Registration: 144B/Kzu R;
I1KB: Redemption: 2022-07-20; Registration: 144F/Akl G;
O2OI: Redemption: 2022-07-20; Registration: 144N/Kin B;
G2IS: Redemption: 2022-07-20; Registration: 144X/Vzx N;
KG: Redemption: 2022-07-20; Registration: 144B/Vue Q;
X1C: Redemption: 2022-07-20; Registration: 144W/Fzv N;
Deal Comments
Bhmieheqiep. Ske Mhkk Nheikic 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 23, 2001