| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-I2 | IFK | 12.000 | 4.70 | - | WW | - | - | - | 42.00% | - | Lmpic | LOOH | - | 170 | 5.79% | - | - |
| N-2-D2 | BCU | 38.000 | 5.30 | - | - | OOO | - | - | 28.00% | - | Hvemyhjx | VFSF | - | 165 | AEJH+165 | - | - |
| N-D2 | ZFU | 92.000 | 7.10 | - | F | - | - | - | 90.00% | - | Vswubdml | HDQV | - | 210 | GVBN+210 | - | - |
| H-1-R2 | UIK | 360.000 | 7.80 | - | TTT | YYY | - | - | 47.00% | - | Yxrbljrg | LETC | - | 146 | WSLS+146 | - | - |
| Y-O2 | MWD | 67.000 | 98.30 | - | AA- | - | - | - | 7.00% | - | Hzruwvmo | MKJU | - | 570 | IBZB+570 | - | - |
| P-1-J2 | ULB | 64.000 | 6.50 | - | OOO- | - | - | - | 19.00% | - | Mbzhvsjr | DMMC | - | 305 | KOBB+305 | - | - |
| Ill Tdugok | LYM | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1-S2 | OSV | 58.000 | 4.60 | - | EE | - | - | - | 48.00% | - | Lexoxxqh | LIMC | - | 170 | GJFL+170 | - | - |
| Y-2-E2 | NPG | 3.000 | 2.80 | - | TTT- | - | - | - | 56.00% | - | Yqsdoyvk | ZEMJ | - | 435 | VXJN+435 | - | - |
Tranche Comments
H-1-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144N/Cds G;
N-2-D2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144E/Adp N;
D-1-S2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144X/Vql U;
G-2-I2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144Z/Ohb E;
N-D2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144W/Xhp R;
P-1-J2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144Y/Lmt P;
Y-2-E2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144D/Aiz L;
Y-O2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144Q/Hjy N;
Ill Tdugok: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144H/Jrd A;
Deal Comments
Zgggx. Gum Tcxx Fgwzuqh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 11, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1-J3 | EST | 93.000 | - | - | YYY- | UV | - | - | 97.00% | - | Rhcajeso | HLGZ | - | 330 | IPCF+330 | - | - |
| A-2-V3 | LKJ | 9.000 | - | - | WWW- | HR | - | - | 20.00% | - | Apnbenyn | XZPN | - | 450 | WGHM+450 | - | - |
| W-M3 | THJ | 85.000 | - | - | SS- | CJ | - | - | 8.00% | - | Ubhyzfpu | MNSS | - | 590 | WOUX+590 | - | - |
| N-2-Y3 | CGJ | 23.000 | - | - | XX | LQ | - | - | 63.00% | - | Tmwsr | - | - | - | 6.122% | - | - |
| Lyy | JFJ | 744.800 | - | - | GZ | TG | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1-S3 | PZM | 840.000 | - | - | WWW | TTT | - | - | 61.00% | - | Qzrboqiq | KVIS | - | 150 | MLET+150 | - | - |
| G-2-U3 | IZN | 37.000 | - | - | FX | SSS | - | - | 67.60% | - | Rbhayeps | IBBC | - | 170 | KZPR+170 | - | - |
| X-1-I3 | LCW | 79.000 | - | - | II | ZZ | - | - | 43.00% | - | Ismedmqn | VCQL | - | 190 | EDFH+190 | - | - |
| V-T3 | FPC | 48.000 | - | - | L | KG | - | - | 38.00% | - | Yuplcfaf | TNWF | - | 235 | NCSU+235 | - | - |
Tranche Comments
I-1-S3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144J/Qki Y;
G-2-U3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144Y/Lsx V;
X-1-I3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Wme U;
N-2-Y3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Gdc N;
V-T3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144I/Mad G;
W-1-J3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144W/Bxi B;
A-2-V3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144U/Cqi L;
W-M3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144H/Mdl S;
Lyy: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144I/Gwf P;
Deal Comments
Smymt. Sce Jnww Fmxqcqj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 1, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-B3 | IHN | 91.200 | 5.80 | - | QQQ- | - | - | - | 15.12% | - | Iyyjwcbf | 3zC | - | 320 | 3iQ+320 | - | - |
| Z-U3 | MKA | 965.000 | 1.70 | - | PPP | - | - | - | 25.38% | - | Peyopydo | 3zK | - | 115 | 3hH+115 | - | - |
| N-H3 | KFT | 11.800 | 7.90 | - | VV | - | - | - | 83.54% | - | Slzkhybi | 3sV | - | 170 | 3dL+170 | - | - |
| Qbuzdo | XYY | 97.117 | - | - | VA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-B3 | QEC | 28.700 | 95.40 | - | PP- | - | - | - | 9.61% | - | Eoqoupbd | 3hI | - | 665 | 3sP+665 | - | - |
| A | PPQ | 8.100 | 2.30 | - | VVV | - | - | - | - | - | Eulyztaq | 3zQ | - | 70 | 3xT+70 | - | - |
| T-X3 | JHQ | 24.900 | 2.20 | - | R | - | - | - | 10.23% | - | Isfauhvx | 3iN | - | 205 | 3iT+205 | - | - |
Tranche Comments
A: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144B/Kqy P;
Z-U3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144M/Uvf X;
N-H3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144G/Mca K;
T-X3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144X/Pqi F;
H-B3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144C/Phf Q;
O-B3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144T/Brh R;
Qbuzdo: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144O/Jjn V;
Deal Comments
Qjrjz. Teq Zgjj Njwterm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-C1 | TAM | 22.900 | - | - | VV | GC | - | - | - | - | Kedsttfr | 3mR | - | 160 | 3wO+160 | - | - |
| V-S | TMN | 98.200 | - | - | D | JX | - | - | - | - | Hssxlate | 3vW | - | 195 | 3sQ+195 | - | - |
| P-U2 | ZMY | 55.000 | - | - | WW | BB | - | - | - | - | Siljr | - | - | - | 2.920% | - | - |
| Tra | VFF | 87.000 | - | - | DU | LF | - | - | - | - | - | - | - | - | - | - | - |
| P-Q | FZV | 959.800 | - | - | FFF | BBB | - | - | - | - | Auqjwlto | 3lD | - | 126 | 3aE+126 | - | - |
| C-T | NBH | 43.100 | - | - | NN- | AV | - | - | - | - | Hkpplnsn | 3uJ | - | 635 | 3xV+635 | - | - |
| E-E | GZO | 23.900 | - | - | PPP- | AM | - | - | - | - | Kunpdumn | 3mY | - | 300 | 3tC+300 | - | - |
Tranche Comments
P-Q: Redemption: 2025-01-20;
V-C1: Redemption: 2025-01-20;
P-U2: Redemption: 2025-01-20;
V-S: Redemption: 2025-01-20;
E-E: Redemption: 2025-01-20;
C-T: Redemption: 2025-01-20;
Tra: Redemption: 2025-01-20;
Deal Comments
Hkcku. Ece-Jqvv Okfzcws 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2E2 | EGT | 2.000 | - | - | IZ | RRR | - | - | - | - | Xhjrt | - | - | - | 3.248% | - | - |
| G-C2 | JZK | 39.400 | - | - | YY- | CB | - | - | - | - | - | - | - | - | - | - | Retained |
| F-M2 | EPW | 29.000 | - | - | YYY- | ZW | - | - | - | - | Frfbtdmx | 3vB | - | 400 | 3nI+400 | - | - |
| G-1N2 | FVI | 748.000 | - | - | PPP | RRR | - | - | - | - | Uuyvapzs | 3tS | - | 134 | 3tC+134 | - | - |
| Q-1-A2 | CVP | 67.000 | - | - | CC | SP | - | - | - | - | Mxhdojsm | 3hJ | - | 190 | 3sS+190 | - | - |
| T-2-N2 | CYT | 1.700 | - | - | NN | OC | - | - | - | - | Wphxr | - | - | - | 3.508% | - | - |
| Z-G2 | BPS | 31.100 | - | - | D | JF | - | - | - | - | Lbwmfmlp | 3tX | - | 265 | 3fP+265 | - | - |
Tranche Comments
G-1N2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144Z/Mvy R;
J-2E2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144J/Rzs T;
Q-1-A2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144T/Kfs D;
T-2-N2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144Z/Tbd S;
Z-G2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144N/Jmb D;
F-M2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144T/Nvy C;
G-C2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144T/Nqw B;
Deal Comments
Ywxwz. Ofp-Nmgg Gwlbfxa 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 20, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-Q2 | GQI | 99.000 | - | - | E | JL | - | - | - | - | Zrhhxqig | 3kU | 185-195 | 207 | 3cK+207 | - | - |
| H-G2 | GBW | 2.800 | - | - | Q- | ST | - | - | - | - | Gfyoesre | 3kZ | - | 790 | 3xP+790 | - | - |
| M-2-Z2 | AOJ | 52.500 | - | - | SD | VVV | - | - | - | - | Jjrmtvhq | 3eP | 140 | 140 | 3nT+140 | - | - |
| L-S2 | JJQ | 53.900 | - | - | HHH- | DH | - | - | - | - | Xpkvkdwb | 3gW | 285-295 | 305 | 3aA+305 | - | - |
| I-1-F2 | WBV | 135.000 | - | - | QQQ | ZZZ | - | - | - | - | Nqmkdjaj | 3aS | 109 | 109 | 3qG+109 | - | - |
| W-S2 | MJS | 99.900 | - | - | WW- | WW | - | - | - | - | Oxsjxmze | 3yD | 550-565 | 550 | 3hU+550 | - | - |
| I-R2 | XBT | 98.000 | - | - | VV | NZ | - | - | - | - | Qeqeohtg | 3eD | 155-165 | 160 | 3xQ+160 | - | - |
| Qey | QXU | 99.000 | - | - | SZ | VZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1-F2: Redemption: 2020-07-23;
M-2-Z2: Redemption: 2020-07-23;
I-R2: Redemption: 2020-07-23;
W-Q2: Redemption: 2020-07-23;
L-S2 : Redemption: 2020-07-23;
W-S2: Redemption: 2020-07-23;
H-G2: Redemption: 2020-07-23;
Qey: Redemption: 2020-07-23;
Deal Comments
Vgpgw. Zkv Hbcc Sgpqkit 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 30, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1Q | WOG | 30.000 | - | Uq2 | - | FF | - | - | - | - | Lyjqoefl | 3hP | - | - | 3gM+155 | - | - |
| K-2K | ZSR | 23.800 | - | Xx2 | - | QQ | - | - | - | - | Hrcwg | - | - | - | 0.036% | - | - |
| J2L | QQD | 39.000 | - | Aqq | - | JJJ | - | - | - | - | Arztp | - | - | - | 0.030% | - | - |
| V-1N | EFT | 823.000 | - | Vff | - | DDD | - | - | - | - | Cphamzbs | 3eI | - | - | 3jI+115 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-I | QXX | 982.100 | - | Tbb | CCC | - | - | - | - | - | Oceqobik | 3cV | - | - | 3vY+109 | - | - |
| A-1J | LCO | 88.300 | - | - | CC | - | - | - | - | - | Tdqevehu | 3uV | - | - | 3oZ+145 | - | - |
| Y-2F | PXP | 97.000 | - | - | SS | - | - | - | - | - | Fcxqo | - | - | - | 0.033% | - | - |
| Y-L | MHD | 25.400 | - | - | X | - | - | - | - | - | Txkcfqnb | 3iY | - | - | 3rU+205 | - | - |
| U-N | JVQ | 88.800 | - | - | RRR | - | - | - | - | - | Kewcdtkg | 3hD | - | - | 3cF+305 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-U | XLX | 91.570 | - | Koo3 | - | - | - | - | - | - | Bpjcmxrr | 3pB | - | - | 3uZ+420 | - | - |
| O-I | WOH | 41.560 | - | H2 | - | - | - | - | - | - | Osmpklsj | 3rB | - | - | 3mR+255 | - | - |
| R | PQW | 55.400 | - | Ld3 | - | - | - | - | - | - | Mukotpdl | 3zT | - | - | 3wL+550 | - | - |
| F-U | MOC | 715.000 | - | Hll | - | GGG | - | - | - | - | Xfydxecv | 3cZ | - | - | 3rU+141 | - | - |
| J-N | KQV | 63.300 | - | Gr2 | - | - | - | - | - | - | Dpkfczoh | 3tZ | - | - | 3hV+180 | - | - |
| Havkub | VLR | 19.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | IWA | 90.130 | - | Y3 | - | - | - | - | - | - | Vdeseidd | 3jG | - | - | 3dH+640 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-U | WCJ | 789.000 | - | Waa | LLL | - | - | - | - | - | Ilchjjuv | 3hS | - | - | 3fS+135 | - | - |
| A-B | MMO | 98.000 | - | - | AA | - | - | - | - | - | Lsuelidv | 3mK | - | - | 3vU+725 | - | - |
| Y-2P | IZC | 64.200 | - | - | KK | - | - | - | - | - | Myyvd | - | - | - | 0.037% | - | - |
| X-1M | PJK | 18.000 | - | - | ZZ | - | - | - | - | - | Sshpdrmz | 3wV | - | - | 3oV+185 | - | - |
| K-W | LBK | 91.000 | - | - | EEE | - | - | - | - | - | Xzreptoe | 3wX | - | - | 3wR+415 | - | - |
| A-U | OGP | 16.100 | - | - | I | - | - | - | - | - | Fyzrxqzq | 3jK | - | - | 3dX+260 | - | - |