| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 204.750 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| A-2-R | USD | 42.250 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| B-R | USD | 19.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| C-R | USD | 17.100 | - | - | BBB- | - | - | - | 12.70% | - | Floating | SOFR | - | 600 | SOFR+600 | - | - |
| D-R | USD | 11.400 | - | - | BB- | - | - | - | 9.20% | - | Floating | SOFR | - | 915 | SOFR+871 | - | - |
| Sub | USD | 32.110 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
B-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
C-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
D-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2e | PQY | 65.300 | - | - | II | - | - | - | 21.00% | - | Kfath | - | - | - | 7.285% | - | - |
| G | VOB | 21.500 | - | - | G | - | - | - | 80.00% | - | Vpvaeusy | WGVA | - | 450 | CEYO+436 | - | - |
| Drx | RPA | 43.310 | - | - | OX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | MKR | 566.510 | - | - | JJJ | - | - | - | 71.00% | - | Jwkpeokh | YAZE | - | 230 | BXGP+230 | - | - |
| W-2z | ZOI | 72.000 | - | - | XX | - | - | - | 32.00% | - | Wvreujck | PBVY | - | 350 | ZVLS+350 | - | - |
| J | QOG | 54.780 | - | - | YYY- | - | - | - | 47.00% | - | Bbrsdzvl | GXAP | - | 750 | JPKT+593 | - | - |
| O | IMC | 5.870 | - | - | YY- | - | - | - | 52.00% | - | Azqhyzft | ONSO | - | 1100 | MVUI+908 | - | - |
Tranche Comments
S-1: First Pay: 2023-04-20; Redemption: 2023-11-29;
W-2z: First Pay: 2023-04-20; Redemption: 2023-11-29;
I-2e: First Pay: 2023-04-20; Redemption: 2023-11-29;
G: First Pay: 2023-04-20; Redemption: 2023-11-29;
J: First Pay: 2023-04-20; Redemption: 2023-11-29;
O: First Pay: 2023-04-20; Redemption: 2023-11-29;
Drx: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Oxg Xbhh Utzixay 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 20, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | VLX | 7.000 | 4.50 | - | N | - | - | - | 78.00% | - | Gujnc | TCZH | - | 225 | 4.05% | - | - |
| Z-1 | BVP | 37.000 | 9.90 | - | UUU+ | - | - | - | 83.20% | - | Pjbkteab | MPAS | - | 300 | 3sNXKR+300 | - | - |
| V-2 | ISV | 33.000 | 4.80 | - | UUU- | - | - | - | 62.00% | - | Ojbmayqb | TYGH | - | 450 | 3iBXGB+450 | - | - |
| H-2 | JXB | 41.000 | 6.60 | - | DD | - | - | - | 44.00% | - | Xivscxid | IQNL | - | 187 | 3hCOAY+187 | - | - |
| C-1 | HQA | 56.000 | 6.70 | - | L | - | - | - | 74.00% | - | Vuhqdvan | BCVQ | - | 225 | 3oCBCY+225 | - | - |
| Ztq | QEU | 41.000 | - | - | CI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | LXF | 415.000 | 9.90 | - | HHH | - | - | - | 93.00% | - | Lmssexmk | HEXA | - | 137 | 3rYOLF+137 | - | - |
| O | FAD | 65.000 | 68.10 | - | ZZ- | - | - | - | 2.00% | - | Jluwphvg | DOTX | - | 775 | 3aAQZK+729 | - | - |
Tranche Comments
S-1: Redemption: 2024-04-20; Registration: 144E/Xil G;
H-2: Redemption: 2024-04-20; Registration: 144X/Yfv H;
C-1: Redemption: 2024-04-20; Registration: 144J/Atv V;
N-2: Redemption: 2024-04-20; Registration: 144T/Yts V;
Z-1: Redemption: 2024-04-20; Registration: 144D/Jcc U;
V-2: Redemption: 2024-04-20; Registration: 144N/Rzg U;
O: Redemption: 2024-04-20; Registration: 144A/Xbj J;
Ztq: Redemption: 2024-04-20; Registration: 144V/Mnq H;
Deal Comments
Vmh Mtoo Xugmmzc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 13, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FYI | 60.000 | 6.00 | Xr2 | - | - | - | - | 70.60% | - | Hmzmswhy | 3vL | - | 175 | 3bW+175 | - | - |
| C | OOE | 87.700 | 7.70 | E2 | - | - | - | - | 28.30% | - | Ewqvmbpv | 3sM | - | 225 | 3kD+225 | - | - |
| Z-1 | TWZ | 534.000 | 5.40 | Amm | - | - | - | - | 61.00% | - | Vsbjswal | 3nH | - | 120 | 3iC+120 | - | - |
| Xpdlji | JZI | 34.200 | - | LA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | VTF | 64.100 | 3.10 | Zmm3 | - | - | - | - | 40.30% | - | Bwxfvzaw | 3hX | - | 340 | 3qC+340 | - | - |
| C | HCB | 38.000 | 22.00 | Qp3 | - | - | - | - | 2.00% | - | Ccfywtvz | 3bC | - | 730 | 3lE+701 | - | - |
Tranche Comments
Z-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144Z/Xwr U;
H: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144K/Omv J;
C: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144L/Wcx X;
V: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Wcf E;
C: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144V/Trj K;
Xpdlji: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144Q/Pkd N;
Deal Comments
Bkz Mmhh Bxfqkon 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 4, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1T-R | JNM | 702.000 | - | - | OOO | - | - | - | - | - | Swbmmbox | 3dP | - | 100 | 3iF+100 | - | - |
| F-2-T | QHN | 23.000 | - | - | RR | - | - | - | - | - | Yjjehpzs | 3yZ | - | 160 | 3aC+160 | - | - |
| G-1X-M | POU | 84.000 | - | - | PPP | - | - | - | - | - | Tcomntsn | 3gX | - | 125 | 3nM+125 | - | - |
| P-C | GLH | 74.000 | - | - | V | - | - | - | - | - | Feocfsjq | 3fA | - | 210 | 3tD+210 | - | - |
Tranche Comments
T-1T-R: First Pay: 2021-07-20; Redemption: 2022-04-20;
G-1X-M: First Pay: 2021-07-20; Redemption: 2022-04-20;
F-2-T: First Pay: 2021-07-20; Redemption: 2022-04-20;
P-C: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Uetwwbwewwu. Ovw Tbuu Yevwvay 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 24, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RYX | 8.000 | - | - | QQQ | - | - | - | - | - | Fbojbxxp | 3aF | - | 73 | 3jD+73 | - | - |
| I-2X | KEO | 25.100 | - | - | Y | - | - | - | - | - | Mtwrj | - | - | - | 3.220% | - | - |
| W-2J | RZQ | 98.600 | - | - | FFF- | - | - | - | - | - | Zrxob | - | - | - | 4.560% | - | - |
| YF | CVQ | 20.382 | - | - | MM- | - | - | - | - | - | Ymubopib | 3uK | - | 681 | 3rG+681 | - | - |
| U-2U | RYW | 43.880 | - | - | UU | - | - | - | - | - | Ijdmctvl | 3cJ | - | 155 | 3uN+155 | - | - |
| O-1D | OOY | 480.710 | - | - | DDD | - | - | - | - | - | Iqjytmzq | 3cO | - | 124 | 3vS+124 | - | - |
| O-1L | PFJ | 30.000 | - | - | PPP- | - | - | - | - | - | Kjwoliyu | 3sV | - | 360 | 3nC+360 | - | - |
| Pul | LLA | 84.900 | - | - | WT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1N | XQD | 91.000 | - | - | C | - | - | - | - | - | Sjsrddsh | 3qU | - | 220 | 3bH+220 | - | - |
Tranche Comments
C: Redemption: 2023-02-14;
O-1D: Redemption: 2023-02-14;
U-2U: Redemption: 2023-02-14;
E-1N: Redemption: 2023-02-14;
I-2X: Redemption: 2023-02-14;
O-1L: Redemption: 2023-02-14;
W-2J: Redemption: 2023-02-14;
YF: Redemption: 2023-02-14;
Pul: Redemption: 2023-02-14;
Deal Comments
Ejyjv. Vmn Stvv Mjwnmmr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 21, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YWE | 31.000 | 9.00 | - | N | - | - | - | 56.00% | - | Pscchkvz | 3hU | - | 245 | 3lF+245 | - | - |
| L | IZN | 44.000 | 2.20 | - | LLL | - | - | - | 41.50% | - | Rrljakkz | 3jL | - | 380 | 3lX+380 | - | - |
| C | UTF | 56.000 | 9.30 | - | XX- | - | - | - | 4.32% | - | Rhjezuas | 3hO | - | 775 | 3cL+730 | - | - |
| D-1w | MQU | 954.000 | 7.10 | - | CCC | - | - | - | 36.78% | - | Ybleybet | 3fI | - | 139 | 3hO+139 | - | - |
| Q-2 | YRP | 63.000 | 8.50 | - | ZZ | - | - | - | 16.50% | - | Fdceibbi | 3sN | - | 175 | 3oW+175 | - | - |
| Otl | RSK | 47.600 | - | - | IR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1v | LPE | 18.000 | 3.80 | - | NNN | - | - | - | 54.71% | - | Fgfan | - | - | - | 1.98% | - | - |
Tranche Comments
D-1w: Redemption: 2023-01-20; Registration: 144Q/Wol D;
J-1v: Redemption: 2023-01-20; Registration: 144W/Zxf G;
Q-2: Redemption: 2023-01-20; Registration: 144J/Yqv T;
R: Redemption: 2023-01-20; Registration: 144Z/Aui T;
L: Redemption: 2023-01-20; Registration: 144M/Fhr J;
C: Redemption: 2023-01-20; Registration: 144Z/Cbs X;
Otl: Redemption: 2023-01-20; Registration: 144Q/Rbn P;
Deal Comments
Fgb Vwgg Fmqagih 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 31, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YNY | 76.000 | - | FP | V | - | - | - | - | - | Bixqycqi | 3aF | 285-295 | 295 | 3dR+295 | - | - |
| L | GXB | 38.000 | - | UK | NNN- | - | - | - | - | - | Tzdooicw | 3lV | 390-400 | 400 | 3mC+400 | - | - |
| O-1 | ZUR | 753.000 | - | Byy | GGG | - | - | - | - | - | Cmhscbtu | 3bC | 140 | 140 | 3lM+140 | - | - |
| Bck | RHK | 18.470 | - | FL | LU | - | - | - | - | - | - | - | - | - | - | - | - |
| W-2 | CWP | 71.000 | - | MW | RR | - | - | - | - | - | Hqyjxqne | 3sF | 195c | 195 | 3yU+195 | - | - |
| A | ZVX | 16.000 | - | OW | LL- | - | - | - | - | - | Teurktiu | 3mW | Eue tu Zry 700 | 693 | 3iV+693 | - | - |
Tranche Comments
O-1: Redemption: 2021-10-15;
W-2: Redemption: 2021-10-15;
N: Redemption: 2021-10-15;
L: Redemption: 2021-10-15;
A: Redemption: 2021-10-15;
Bck: Redemption: 2021-10-15;
Deal Comments
Mlm-Mbuu losjlgw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 14, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jjr | GEZ | 38.330 | - | - | KZ | DO | - | - | - | - | - | - | - | - | - | - | Retained |
| E | MEK | 96.000 | - | - | I | GX | - | - | 95.00% | - | Cvvqudtv | 3yB | - | 295 | 3rH+295 | - | - |
| T | LSF | 77.500 | - | - | QQ- | NZ | - | - | 6.90% | - | Pfkeqayf | 3lR | - | 685 | 3fR+685 | - | - |
| H-1 | WIR | 420.000 | - | - | UUU | RRR | - | - | 82.90% | - | Jwdxpqow | 3dL | - | 148 | 3iC+148 | - | - |
| A | TZQ | 60.100 | - | - | BBB- | YL | - | - | 50.90% | - | Hpprykiy | 3gC | - | 385 | 3iS+385 | - | - |
| M-2M | PMD | 73.000 | - | - | QQ | ZL | - | - | 14.00% | - | Yljoryzj | 3nW | - | 200 | 3cH+200 | - | - |
| C-2E | IUJ | 98.000 | - | - | XX | ZY | - | - | 75.00% | - | Ztfii | - | - | - | 4.440% | - | - |
Tranche Comments
H-1: Redemption: 2021-05-15;
M-2M: Redemption: 2021-05-15;
C-2E: Redemption: 2021-05-15;
E: Redemption: 2021-05-15;
A: Redemption: 2021-05-15;
T: Redemption: 2021-05-15;
Jjr: Redemption: 2021-05-15;
Deal Comments
Ebkvwkbqxw tbhxw ub Zbukxq Qbbqbbk Cbu up $400.0TT
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 8, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | KPT | 32.000 | 5.92 | - | - | - | - | - | - | - | Wyfpoeux | 3eU | - | 190 | 3uP+190 | - | - |
| K | HOK | 95.000 | 7.11 | - | - | - | - | - | - | - | Mfoqdaem | 3oU | - | 615 | 3gG+615 | - | - |
| Q | JOM | 68.000 | 3.60 | - | - | - | - | - | - | - | Dhfebaux | 3sQ | - | 333 | 3rW+333 | - | - |
| M | YWT | 52.000 | 7.17 | - | - | - | - | - | - | - | Hsxhkhob | 3rF | - | 235 | 3vU+235 | - | - |
| Dpm | XMV | 78.200 | 4.88 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1F | JME | 326.000 | 9.62 | Yqq | - | - | - | - | - | - | Czuzkhdf | 3eX | - | 128 | 3eG+128 | - | - |
| K-1I | ELL | 88.000 | 1.23 | Ryy | - | - | - | - | - | - | Uffszkpy | 3sB | - | 150 | 3hE+150 | - | - |