| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1o-G | ZEV | 353.735 | 5.30 | - | DDD | - | - | - | 27.40% | - | Cporddqc | VQQN | - | 114 | EVHK+114 | - | - |
| Qre | IXL | 53.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2-A | YTX | 15.000 | 7.60 | - | EE | - | - | - | 82.70% | - | Ahqwqbrx | UMXK | 165-170 | 175 | KXBS+175 | - | - |
| D-M | LZF | 31.100 | 1.10 | - | MMM- | - | - | - | 67.40% | - | Yskuxvpe | NBNK | - | 315 | HSNG+315 | - | - |
| P-1q-B | QCW | 27.000 | 5.20 | - | PPP | - | - | - | 82.50% | - | Jsvscpyu | QGFM | 130-135 | 135 | ZJWZ+135 | - | - |
| W-O | FIP | 26.200 | 2.00 | - | W | - | - | - | 53.60% | - | Dllkvbuc | VUXE | - | 215 | JYGT+215 | - | - |
| X | ZFV | 21.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1o-G: Redemption: 2025-01-21; Registration: 144A/Cyr K;
P-1q-B: Redemption: 2025-01-21; Registration: 144Q/Thw M;
U-2-A: Redemption: 2025-01-21; Registration: 144Y/Exp F;
W-O: Redemption: 2025-01-21; Registration: 144V/Rih T;
D-M: Redemption: 2025-01-21; Registration: 144V/Chu N;
X: Redemption: 2025-01-21; Registration: 144V/Vyq T;
Qre: Redemption: 2025-01-21; Registration: 144B/Zfz E;
Deal Comments
Vqmkuwuxkua. Tku Rwyy Xqtkkez 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GEE | HVQ | 999.410 | 5.48 | - | FFF | - | - | - | 28.40% | - | Gvraboyx | VHCS | - | 125 | XHGP+125 | - | 494.00000 |
Tranche Comments
GEE: Redemption: 2024-10-22; Registration: 144K/Qbu A;
Deal Comments
Qmyhkikxhku. Emk Cizz Gmhhmaw 0.5
Reinvestment Period End Date
May 28, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-EE | BIF | 27.000 | - | - | OO | - | - | - | - | - | Rlcfl | Hlkbg | 200t | - | 2.534% | 2.534% | 740.00000 |
Tranche Comments
Z-2-EE: First Pay: 2020-10-20;
Deal Comments
Fpkyrpm Ovqrtpttrti
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 5, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dsb | FIJ | 10.800 | - | - | YV | XQ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | UOA | 35.200 | - | - | III- | TO | - | - | - | - | Yypssqck | 3kQ | - | 305 | 3tA+305 | - | - |
| E-1r | ZHY | 725.000 | - | - | YYY | JJJ | - | - | - | - | Bsnbdawn | 3hF | - | 123 | 3fD+123 | - | - |
| N-2 | WRU | 64.000 | - | - | XX | MA | - | - | - | - | Aspvkewm | 3qA | - | 170 | 3hC+170 | - | - |
| C-1l | PQX | 63.000 | - | - | VD | HHH | - | - | - | - | Yvllkbjx | 3oT | - | 145 | 3uA+145 | - | - |
| M | WQD | 82.100 | - | - | M | DY | - | - | - | - | Asomfhpz | 3dP | - | 215 | 3xT+215 | - | - |
| J | JSI | 93.000 | - | - | WW- | FL | - | - | - | - | Mxdsvsfn | 3fM | - | 595 | 3pA+595 | - | - |
Tranche Comments
E-1r: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144I/Pji Y;
C-1l: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144Z/Ndb A;
N-2: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144A/Pur L;
M: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144W/Gwa G;
Z: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144L/Utj F;
J: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144D/Liy B;
Dsb: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144P/Ive F;
Deal Comments
Gok Unff Tuukoqa 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 20, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XFF | 7.400 | 9.70 | Nnn | ZZZ | - | - | - | - | - | Yjyotomf | 3pW | - | 65 | 3mB+65 | - | 326.00000 |
| Fhgfxk | QXP | 71.506 | - | - | WS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-W | RXY | 98.000 | 5.86 | - | U | - | - | - | 74.60% | - | Ubmextef | 3nK | - | 235 | 3iU+235 | - | 988.00000 |
| A-A | CSO | 41.300 | 1.67 | - | TTT- | - | - | - | 72.21% | - | Tvdbytqy | 3uU | - | 350 | 3uX+350 | - | 917.00000 |
| F-E | BAG | 51.000 | 3.11 | - | ZZ- | - | - | - | 6.37% | - | Mjefhqey | 3nL | - | 650 | 3cZ+620 | - | 16.52970 |
| D-1-H | JPM | 30.100 | 8.10 | - | TT | - | - | - | 19.27% | - | Emxqeber | 3gP | - | 175 | 3sC+175 | - | 574.00000 |
| F-2-K | UMP | 73.000 | 6.72 | - | PP | - | - | - | 52.72% | - | Uvjgm | Htwat | - | 170 | 4.59% | - | 49.79144 |
| Y-K | LAP | 875.000 | 8.20 | Agg | DDD | - | - | - | 52.18% | - | Xqzclxry | 3wA | - | 120 | 3yP+120 | - | 365.00000 |
Tranche Comments
F: Registration: 144B/Xuk T;
Y-K: Registration: 144Y/Utt Y;
D-1-H: Registration: 144W/Zow H;
F-2-K: Registration: 144O/Xmu F;
X-W: Registration: 144L/Uqx W;
A-A: Registration: 144M/Dil N;
F-E: Registration: 144J/Ghd I;
Fhgfxk: Registration: 144D/Tva K;
Deal Comments
Kbmbq. Ikt Atqq Objpkjy 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NJW | 68.500 | - | Q2 | - | - | - | - | - | - | Xwokearn | 3dG | - | - | 3aA+175 | - | - |
| O | ENL | 23.000 | - | Dz3 | - | - | - | - | - | - | Tfveoyxa | 3yY | - | - | 3fX+590 | - | - |
| G | OKF | 35.000 | - | Fkk3 | - | - | - | - | - | - | Weymvbjs | 3qT | - | - | 3aG+260 | - | - |
| E | YOO | 67.000 | - | Ua2 | - | - | - | - | - | - | Llhykvwr | 3cG | - | - | 3vK+150 | - | - |
| Snocof | HZO | 35.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | YKX | 489.100 | - | Gmm | - | BBB | - | - | - | - | Fzksczzu | 3bG | - | - | 3dK+115 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TIK | 40.470 | - | - | II- | - | - | - | - | - | Fzvfbpzx | 3pD | - | - | 3fT+650 | - | - |
| Csrlcc | YGP | 65.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C | CUX | 47.560 | - | - | Z | - | - | - | - | - | Umscwatx | 3jX | - | - | 3hO+245 | - | - |
| D | ZBC | 66.460 | - | - | XX | - | - | - | - | - | Dzvxodyv | 3mY | - | - | 3qH+170 | - | - |
| G | LSG | 967.670 | - | Qoo | MMM | - | - | - | - | - | Vvjoukap | 3zW | - | - | 3bE+128 | - | - |
| N | ICB | 90.200 | - | - | JJJ | - | - | - | - | - | Bbvqktnm | 3tC | - | - | 3rG+345 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BGW | 850.700 | - | Umm | NNN | - | - | - | - | - | Iwlfvyjs | 3xV | - | - | 3fX+170 | - | - |
| Nqkuqk | ZES | 33.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-1 | JHR | 81.000 | - | - | TT- | - | - | - | - | - | Ykpwpyag | 3mV | - | - | 3sK+950 | - | - |
| L | IXN | 34.580 | - | - | UU | - | - | - | - | - | Yvcdwqmr | 3aN | - | - | 3aP+252 | - | - |
| J | BWY | 53.700 | - | - | PPP | - | - | - | - | - | Ibbpwfdj | 3sT | - | - | 3bO+575 | - | - |
| L | XTV | 40.400 | - | - | Q | - | - | - | - | - | Vhsetwss | 3jW | - | - | 3zN+352 | - | - |
| L-2 | RAQ | 37.790 | - | - | EE- | - | - | - | - | - | Bucajeuh | 3tR | - | - | 3sN+1000 | - | - |