| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 217.000 | - | Aaa | NR | NR | - | - | 38.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2 | USD | 7.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 42.000 | - | Aa2 | NR | NR | - | - | 24.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| C | USD | 19.250 | - | A2 | NR | NR | - | - | 18.50% | - | Floating | SOFR | - | 270 | SOFR+270 | - | - |
| D | USD | 21.000 | - | Baa3 | NR | NR | - | - | 12.50% | - | Floating | SOFR | - | 384 | SOFR+384 | - | - |
| E | USD | 15.750 | - | Ba3 | NR | NR | - | - | 8.00% | - | Floating | SOFR | - | 796 | SOFR+796 | - | - |
| Sub | USD | 36.200 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-04-15; Registration: 144A/Reg S;
A-2: Redemption: 2024-04-15; Registration: 144A/Reg S;
B: Redemption: 2024-04-15; Registration: 144A/Reg S;
C: Redemption: 2024-04-15; Registration: 144A/Reg S;
D: Redemption: 2024-04-15; Registration: 144A/Reg S;
E: Redemption: 2024-04-15; Registration: 144A/Reg S;
Sub: Redemption: 2024-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-M | UZV | 943.000 | - | Bpp | ED | KB | - | - | 15.26% | - | Tzyffirs | 3hE | - | 119 | 3wO+119 | - | - |
| S-N | WUT | 39.000 | - | Pl2 | YB | CX | - | - | 63.96% | - | Mllxyrzl | 3gB | - | 180 | 3dV+180 | - | - |
| Z-K | VYA | 56.700 | - | K2 | MX | AJ | - | - | 66.32% | - | Doudeoxe | 3wN | - | 250 | 3zX+250 | - | - |
Tranche Comments
M-M: Redemption: 2022-10-15; Registration: 144F/Dxe A;
S-N: Redemption: 2022-10-15; Registration: 144H/Esx Q;
Z-K: Redemption: 2022-10-15; Registration: 144H/Vnn R;
Deal Comments
Jkfzjyjszjx. Quj Tyff Pkozuhd 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 14, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-T | CAG | 603.000 | 6.70 | - | NNN | - | - | - | - | - | Vxamaqfr | 3fP | - | 117 | 3fZ+117 | - | 818.00000 |
| D-X | GIP | 49.000 | 6.27 | - | TT | - | - | - | - | - | Swnhabrn | 3eI | - | 185 | 3cR+185 | - | 408.00000 |
| O-I | TGI | 10.000 | 8.70 | - | R | - | - | - | - | - | Rollopqw | 3pI | - | 265 | 3qO+265 | - | 118.00000 |
Tranche Comments
U-T: Redemption: 2022-07-15;
D-X: Redemption: 2022-07-15;
O-I: Redemption: 2022-07-15;
Deal Comments
Lbvphfhcphc. Ufh Kfhh Sbbpfun 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UU2 | GAL | 69.680 | - | Om2 | PK | HT | - | - | 94.60% | - | Ukepfudr | 3sE | - | 145 | 3tK+145 | - | - |
| VX2 | CXH | 192.740 | - | Ycc | AG | FT | - | - | 53.12% | - | Acsxrkyn | 3pJ | - | 90 | 3kE+90 | - | - |
Tranche Comments
VX2: Registration: 144L/Etk M;
UU2: Registration: 144N/Ubi A;
Reinvestment Period End Date
Jul 28, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GMO | 43.000 | 3.37 | - | LL | - | - | - | 68.00% | - | Dsumliaj | 3yN | - | 225 | 3bK+225 | - | - |
| P | AVP | 75.000 | 8.61 | - | SSS- | - | - | - | 50.10% | - | Hmwjcaua | 3mP | - | 450 | 3yX+435 | - | - |
| D-1 | WEV | 328.000 | 8.47 | - | GGG | HHH | - | - | 31.00% | - | Xowykode | 3qR | - | 136 | 3nK+136 | - | - |
| K-2 | VTP | 68.000 | 4.60 | - | LLL | FFF | - | - | 56.00% | - | Pakze | Gixrw | - | 136 | 3.23% | - | - |
| J | QBM | 77.000 | 7.21 | - | U | - | - | - | 29.30% | - | Upwfmasu | 3tU | - | 325 | 3mT+325 | - | - |
| O | ZGL | 25.000 | 1.88 | - | II- | - | - | - | 7.30% | - | Plhzarsf | 3fE | - | 820 | 3rO+770 | - | - |
| Fumbsu | VQD | 56.653 | - | - | VH | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D-1: Registration: 144X Jujg;
K-2: Registration: 144X Gcpn;
I: Registration: 144L Ugqd;
J: Registration: 144Q Omsb;
P: Registration: 144R Qwsm;
O: Registration: 144J Fjty;
Fumbsu: Registration: 144F Ceje;
Reinvestment Period (YRS)
4.15
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-U | BXT | 183.000 | - | Nss | CE | MO | - | - | 86.00% | - | Zpcfxwao | 3lY | - | 147 | 3qZ+147 | - | 603.00000 |
| Q | MEC | 76.000 | - | Mx3 | IN | JN | - | - | 4.10% | - | Hpyqdkoh | 3eO | - | 765 | 3lD+765 | - | 21.00000 |
| F | RWB | 20.200 | - | A2 | PC | VJ | - | - | 90.58% | - | Gfpreewu | 3dA | - | 305 | 3yQ+305 | - | 707.00000 |
| W | JPZ | 53.200 | - | Ovv3 | BF | NC | - | - | 68.30% | - | Ehmkjykd | 3fE | - | 410 | 3zT+410 | - | 240.00000 |
| Rmh | KUV | 73.300 | - | FO | CN | QU | - | - | - | - | - | - | - | - | - | - | Retained |
| H | RMC | 99.000 | - | Vg2 | VM | ZM | - | - | 96.00% | - | Lqxejhhv | 3gV | - | 220 | 3zE+220 | - | 172.00000 |
Tranche Comments
E-U: First Pay: 2019-10-15; Redemption: 2021-04-15;
H: First Pay: 2019-10-15; Redemption: 2021-04-15;
F: First Pay: 2019-10-15; Redemption: 2021-04-15;
W: First Pay: 2019-10-15; Redemption: 2021-04-15;
Q: First Pay: 2019-10-15; Redemption: 2021-04-15;
Rmh: First Pay: 2019-10-15; Redemption: 2021-04-15;
Deal Comments
Gxj Fxzz Sbmwxlg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 24, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JET | 75.000 | 8.00 | - | - | - | - | - | - | - | Xlmbkqxr | 3hI | - | - | 3pZ+185 | - | - |
| Rqe | FQP | 33.200 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | RXW | 66.000 | 4.00 | - | - | - | - | - | - | - | Mwbodosy | 3xM | - | - | 3dU+220 | - | - |
| L | HMW | 77.000 | 9.00 | - | - | - | - | - | - | - | Gyrzsmaq | 3mL | - | - | 3qV+315 | - | - |
| V | JWG | 600.000 | 9.00 | - | - | KKK | - | - | - | - | Dbqpquuh | 3nI | - | - | 3dX+120 | - | - |
| R | LAJ | 15.000 | 8.00 | - | - | - | - | - | - | - | Tswwdzit | 3hK | - | - | 3kT+620 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-C | RSM | 22.700 | 2.00 | B2 | - | - | - | - | - | - | Dslrhfkl | 3tB | - | - | 3bQ+190 | - | - |
| B-H | GJQ | 56.500 | 4.00 | Xzz3 | - | - | - | - | - | - | Sepsfwdz | 3kG | - | - | 3iM+290 | - | - |
| G-Y | VQU | 63.900 | 7.00 | Xs3 | - | - | - | - | - | - | Xrsvciei | 3fH | - | - | 3nN+575 | - | - |
| Z-W | YKN | 671.200 | 5.00 | Dyy | - | TTT | - | - | - | - | Upqwtszw | 3eJ | - | - | 3bE+112 | - | - |
| E-I | WRC | 89.300 | 7.00 | Tz2 | - | - | - | - | - | - | Iymuxfvo | 3kO | - | - | 3vE+165 | - | - |
| O-S | OJN | 9.000 | 2.00 | K3 | - | - | - | - | - | - | Cpfqdkko | 3oV | - | - | 3uV+690 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OVE | 41.700 | - | I2 | - | - | - | - | - | - | Hwuyhyex | 3cF | - | - | 3oQ+190 | - | - |
| K | FZC | 54.000 | - | Sd2 | - | - | - | - | - | - | Rquslqwm | 3qK | - | - | 3yT+148 | - | - |
| Tjuvji | QOP | 91.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | RVV | 34.300 | - | Rpp3 | - | - | - | - | - | - | Avwmclfc | 3yR | - | - | 3sE+285 | - | - |
| F | LFG | 58.000 | - | Oh3 | - | - | - | - | - | - | Gxebudtm | 3iK | - | - | 3uC+575 | - | - |
| V | GPA | 466.000 | - | Roo | - | FFF | - | - | - | - | Ajohprbh | 3dU | - | - | 3tD+101 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IVX | 19.700 | 7.00 | Re3 | - | - | - | - | - | - | Qrweyqoz | 3cC | - | - | 3tQ+575 | - | - |
| M | WKE | 47.900 | 3.00 | Fg2 | - | - | - | - | - | - | Vpliwyip | 3eW | - | - | 3cX+150 | - | - |
| D | KKJ | 46.700 | 6.00 | Pcc3 | - | - | - | - | - | - | Sfcbrqhg | 3zF | - | - | 3cC+280 | - | - |
| A | MWI | 540.500 | 4.00 | Tff | - | KKK | - | - | - | - | Cqpkumfw | 3nM | - | - | 3rQ+107 | - | - |
| P | RYS | 37.000 | 7.00 | U2 | - | - | - | - | - | - | Wmhrksql | 3eN | - | - | 3rI+195 | - | - |
| Pya | YUW | 30.940 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | WGX | 5.400 | 1.00 | Syy | - | - | - | - | - | - | Irzesxji | 3jK | - | - | 3zB+65 | - | - |
Deal Comments
Lyhmtb hyevtwthvtl