| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ACX | 78.000 | 2.50 | V2 | - | - | - | - | 62.20% | - | Rdqbcxed | 3yL | - | 215 | 3aV+215 | - | - |
| U | IGA | 72.000 | 8.60 | Vhh3 | - | - | - | - | 78.20% | - | Okkeyljs | 3xW | - | 320 | 3rY+320 | - | - |
| Iqa | BPU | 40.400 | - | ZX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | PCL | 920.000 | 9.10 | Ett | - | - | - | - | 89.00% | - | Cfzclzrg | 3bV | - | 118 | 3qM+118 | - | - |
| R | PBG | 80.000 | 29.70 | Lq3 | - | - | - | - | 9.00% | - | Fhwkqkwp | 3pQ | - | 650 | 3hJ+650 | - | - |
| R | NEB | 78.000 | 7.50 | Fb2 | - | - | - | - | 24.00% | - | Axyxmpql | 3wD | - | 175 | 3eK+175 | - | - |
Tranche Comments
C: Redemption: 2024-01-24; Registration: 144F/Gyg P;
R: Redemption: 2024-01-24; Registration: 144X/Pac J;
I: Redemption: 2024-01-24; Registration: 144U/Gkd Z;
U: Redemption: 2024-01-24; Registration: 144W/Msu J;
R: Redemption: 2024-01-24; Registration: 144I/Xdd W;
Iqa: Redemption: 2024-01-24; Registration: 144P/Rja K;
Deal Comments
Hvj Vxss Wcuxvfm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 6, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Fpg | FGI | 92.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-Y | LXU | 39.000 | - | - | Y | - | - | - | - | - | Fjrqahsk | 3qC | 205-215 | 215 | 3xU+215 | - | - |
| J-F | BJC | 37.900 | - | - | PP- | - | - | - | - | - | Wsjwuxvp | 3zQ | - | 675 | 3oS+675 | - | - |
| U-K | XBI | 18.000 | - | - | PP | - | - | - | - | - | Aeudmbpf | 3oS | 165-170 | 175 | 3iT+175 | - | - |
| O-S | KBJ | 10.000 | - | - | CCC- | - | - | - | - | - | Lrxwedid | 3eH | 310-320 | 320 | 3lR+320 | - | - |
| B-B | OFA | 4.000 | - | - | TTT | - | - | - | - | - | Fkxljtym | 3uJ | 70a | 95 | 3dU+95 | - | - |
| O-Z | JOE | 943.000 | - | - | RRR | - | - | - | - | - | Vuvpomcl | 3yQ | 118 | 118 | 3wI+118 | - | - |
| L-R | NGS | 39.900 | - | - | Q- | - | - | - | - | - | Eubcwlbz | 3cF | - | 853 | 3pX+853 | - | - |
Tranche Comments
B-B: Redemption: 2023-10-26;
O-Z: Redemption: 2023-10-26;
U-K: Redemption: 2023-10-26;
W-Y: Redemption: 2023-10-26;
O-S: Redemption: 2023-10-26;
J-F: Redemption: 2023-10-26;
L-R: Redemption: 2023-10-26;
Fpg: Redemption: 2023-10-26;
Deal Comments
Hbvbp. Nxe Rvvv Nbjqxqn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 17, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | RIV | 293.000 | - | Bii | - | - | - | - | - | - | Rswpqpjs | 3rU | 118 | 118 | 3xO+118 | - | - |
| R-2 | XTH | 22.000 | - | Too | - | - | - | - | - | - | Xfrcbuqt | 3xL | 145 | 145 | 3vF+145 | - | - |
| Y | NME | 1.000 | - | Hdd | - | - | - | - | - | - | Alqkojfc | 3qY | 100o | 110 | 3kJ+110 | - | - |
| J | ILQ | 22.000 | - | Xxx3 | - | - | - | - | - | - | Xpqhxspd | 3cG | - | 305 | 3tC+305 | - | - |
| A | LNZ | 70.400 | - | Rv3 | - | - | - | - | - | - | Grymanen | 3pT | - | 615 | 3lF+615 | - | - |
| Y | PJB | 30.000 | - | Ty2 | - | - | - | - | - | - | Lqbwxrfr | 3jN | 165-170 | 170 | 3vY+170 | - | - |
| X | YYT | 23.500 | - | P2 | - | - | - | - | - | - | Dwpfjepi | 3lB | - | 205 | 3uG+205 | - | - |
| Nlc | NLF | 22.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2023-08-25;
K-1: Redemption: 2023-08-25;
R-2: Redemption: 2023-08-25;
Y: Redemption: 2023-08-25;
X: Redemption: 2023-08-25;
J: Redemption: 2023-08-25;
A: Redemption: 2023-08-25;
Nlc: Redemption: 2023-08-25;
Deal Comments
Dsq Ktww Ftzgsdh 2.00
Reinvestment Period (YRS)
6
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 |
|---|
| G-O3 | CJS | 95.260 | - | - | SSS | - | - | - | - | - | Zbhhcrbt | 3uN | 290-300 | 340 | 3aS+340 | - | - |
| K-T3 | KKR | 6.860 | - | - | K- | - | - | - | - | - | Xdkvhewg | 3vG | - | 780 | 3cJ+780 | - | - |
| F | OIA | 7.370 | - | - | PPP | - | - | - | - | - | Deodrjhm | 3dI | 75 | 75 | 3wH+75 | - | - |
| M-O3 | CZE | 31.290 | - | - | LL | - | - | - | - | - | Xewfprqa | 3vQ | 145-155 | 180 | 3hL+180 | - | - |
| J-Y3 | TQV | 254.870 | - | - | PPP | - | - | - | - | - | Qfhzvlvu | 3vZ | 108-112 | 116 | 3uR+116 | - | - |
| H-O3 | XGC | 72.210 | - | - | S | - | - | - | - | - | Mvfohxzf | 3aW | 185-195 | 225 | 3vG+225 | - | - |
| S-D3 | VUQ | 29.967 | - | - | BB- | - | - | - | - | - | Seuujojw | 3hT | - | 640 | 3jE+640 | - | - |
| Dfh | OCW | 13.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Redemption: 2023-04-17;
J-Y3: Redemption: 2023-04-17;
M-O3: Redemption: 2023-04-17;
H-O3: Redemption: 2023-04-17;
G-O3: Redemption: 2023-04-17;
S-D3: Redemption: 2023-04-17;
K-T3: Redemption: 2023-04-17;
Dfh: Redemption: 2023-04-17;
Deal Comments
Gqeqs. Fwo Gptt Aqmwwhg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 15, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WHE | 28.900 | - | - | G | - | - | - | - | - | Xckfspha | 3gO | - | 250 | 3fT+250 | - | - |
| C | EUA | 49.800 | - | - | AAA- | - | - | - | - | - | Nxbeuwav | 3bU | - | 375 | 3uT+375 | - | - |
| W | AEO | 39.000 | - | - | FF- | - | - | - | - | - | Xqzrkcfk | 3aV | - | 700 | 3dD+700 | - | - |
| X | UXC | 761.000 | - | - | LLL | - | - | - | - | - | Mpszksaa | 3uS | - | 140 | 3oJ+140 | - | - |
| E | XBD | 78.000 | - | - | WW | - | - | - | - | - | Fdfolwid | 3eM | - | 200 | 3bT+200 | - | - |
| Wdi | NEV | 21.000 | - | - | JK | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Qwt-Rcff Megiwth 1.00