| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-Q | FEZ | 47.400 | - | - | Y | - | - | - | 67.00% | - | Gubylzog | NAVK | - | 315 | XWBB+315 | - | - |
| W-Z | ILA | 67.700 | - | - | DD- | - | - | - | 4.10% | - | Ejbrwmfm | HQJU | - | 915 | VHIM+871 | - | - |
| W-O | UGA | 64.500 | - | - | PPP- | - | - | - | 96.60% | - | Ibrzvhjt | BQGS | - | 600 | MWPQ+600 | - | - |
| B-1-L | RSI | 113.320 | - | - | JJJ | - | - | - | 82.00% | - | Czzfswmi | SUGV | - | 190 | JMTB+190 | - | - |
| Mwq | KBF | 66.170 | - | - | FH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2-K | EBV | 61.620 | - | - | UU | - | - | - | 95.00% | - | Asoxpeba | DOUS | - | 275 | HZTE+275 | - | - |
Tranche Comments
B-1-L: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144P/Zmy O;
L-2-K: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144I/Xtg E;
B-Q: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144Y/Ezx V;
W-O: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144K/Ybv G;
W-Z: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144B/Tur P;
Mwq: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144F/Ywu X;
Deal Comments
Zvmvx. Qwc Jwww Evmywjb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 31, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | JMB | 2.650 | - | - | DD- | - | - | - | 15.00% | - | Hhqectsv | KLSX | - | 1100 | KLCB+908 | - | - |
| O-1 | UZE | 123.200 | - | - | JJJ | - | - | - | 80.00% | - | Smhdkybf | QEGJ | - | 230 | NAPP+230 | - | - |
| N | JWG | 76.600 | - | - | K | - | - | - | 78.00% | - | Pmeybvjn | NPWX | - | 450 | UTGT+436 | - | - |
| L | MLV | 94.970 | - | - | JJJ- | - | - | - | 75.00% | - | Orlbablz | VNWA | - | 750 | XGAN+593 | - | - |
| W-2y | TCQ | 57.000 | - | - | AA | - | - | - | 22.00% | - | Xrcztdkc | YPAW | - | 350 | XSBV+350 | - | - |
| Ocb | GTM | 78.470 | - | - | FV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2c | CMM | 45.720 | - | - | JJ | - | - | - | 53.00% | - | Noqnf | - | - | - | 7.285% | - | - |
Tranche Comments
O-1: First Pay: 2023-04-20; Redemption: 2023-11-29;
W-2y: First Pay: 2023-04-20; Redemption: 2023-11-29;
C-2c: First Pay: 2023-04-20; Redemption: 2023-11-29;
N: First Pay: 2023-04-20; Redemption: 2023-11-29;
L: First Pay: 2023-04-20; Redemption: 2023-11-29;
O: First Pay: 2023-04-20; Redemption: 2023-11-29;
Ocb: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Xzz Wkcc Hbqmzxt 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 27, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | NEA | 20.000 | 1.10 | - | K | - | - | - | 84.00% | - | Yryzaeqy | TEGI | - | 225 | 3gNAYS+225 | - | - |
| R-2 | YLH | 78.000 | 5.60 | - | LL | - | - | - | 55.00% | - | Lzbdklzg | GQHE | - | 187 | 3vCOSP+187 | - | - |
| M-1 | FYT | 691.000 | 4.60 | - | CCC | - | - | - | 83.00% | - | Auvcpoix | LYFM | - | 137 | 3dYEIC+137 | - | - |
| R-1 | FYC | 10.000 | 4.80 | - | MMM+ | - | - | - | 15.70% | - | Sdvsblnd | LQQI | - | 300 | 3aMDNA+300 | - | - |
| Q-2 | NER | 38.000 | 1.30 | - | FFF- | - | - | - | 14.00% | - | Tlbvqzdj | ZIQB | - | 450 | 3uMQKN+450 | - | - |
| T | OAP | 67.000 | 79.40 | - | SS- | - | - | - | 2.00% | - | Qkxetrpx | CEOQ | - | 775 | 3jJPKT+729 | - | - |
| D-2 | KZP | 9.000 | 5.30 | - | F | - | - | - | 95.00% | - | Mfkss | XVMT | - | 225 | 4.05% | - | - |
| Ivy | TMM | 56.000 | - | - | QK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: Redemption: 2024-04-20; Registration: 144D/Xhz M;
R-2: Redemption: 2024-04-20; Registration: 144W/Pqt U;
G-1: Redemption: 2024-04-20; Registration: 144C/Xwo P;
D-2: Redemption: 2024-04-20; Registration: 144J/Xeo K;
R-1: Redemption: 2024-04-20; Registration: 144J/Yut J;
Q-2: Redemption: 2024-04-20; Registration: 144H/Ajc Z;
T: Redemption: 2024-04-20; Registration: 144P/Jdt R;
Ivy: Redemption: 2024-04-20; Registration: 144V/Qoc L;
Deal Comments
Xtg Antt Jnkytkf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 6, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WUS | 68.400 | 9.80 | V2 | - | - | - | - | 33.90% | - | Vsxsewpt | 3aP | - | 225 | 3iM+225 | - | - |
| Vzcoiu | AGL | 17.300 | - | OU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | CIM | 23.000 | 5.00 | Qk2 | - | - | - | - | 23.50% | - | Czyftqyw | 3iS | - | 175 | 3lO+175 | - | - |
| S | TXE | 99.000 | 56.00 | Ck3 | - | - | - | - | 6.00% | - | Ufeweqos | 3kT | - | 730 | 3kR+701 | - | - |
| O-1 | CKK | 851.000 | 7.70 | Wjj | - | - | - | - | 33.00% | - | Cdksroos | 3nT | - | 120 | 3xT+120 | - | - |
| A | MGS | 85.800 | 4.10 | Hxx3 | - | - | - | - | 82.40% | - | Zzsaykwc | 3wL | - | 340 | 3yB+340 | - | - |
Tranche Comments
O-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144F/Csx C;
K: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144J/Xsc Z;
W: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144X/Okk U;
A: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Qzh C;
S: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144E/Bih H;
Vzcoiu: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144N/Kzk U;
Deal Comments
Shs Ssbb Gopjhbn 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 12, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-A | YGK | 64.000 | - | - | AA | - | - | - | - | - | Dzrlvkia | 3yG | - | 160 | 3yF+160 | - | - |
| M-F | NJT | 22.000 | - | - | P | - | - | - | - | - | Hunwfvon | 3iR | - | 210 | 3hR+210 | - | - |
| B-1B-D | QZE | 585.000 | - | - | DDD | - | - | - | - | - | Mvydydnf | 3uD | - | 100 | 3pF+100 | - | - |
| Q-1S-G | RYQ | 75.000 | - | - | QQQ | - | - | - | - | - | Rvkmwidt | 3jV | - | 125 | 3uN+125 | - | - |
Tranche Comments
B-1B-D: First Pay: 2021-07-20; Redemption: 2022-04-20;
Q-1S-G: First Pay: 2021-07-20; Redemption: 2022-04-20;
W-2-A: First Pay: 2021-07-20; Redemption: 2022-04-20;
M-F: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Ahobqiqqbqw. Hmq Uioo Nhbbmop 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 30, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2L | TUQ | 99.810 | - | - | LL | - | - | - | - | - | Kychsqlj | 3wY | - | 155 | 3wS+155 | - | - |
| M-2J | INX | 94.500 | - | - | G | - | - | - | - | - | Afbjk | - | - | - | 3.220% | - | - |
| B-2Y | UEM | 82.400 | - | - | TTT- | - | - | - | - | - | Omggn | - | - | - | 4.560% | - | - |
| YP | OTR | 75.124 | - | - | YY- | - | - | - | - | - | Nqbooumr | 3rL | - | 681 | 3dW+681 | - | - |
| G-1G | PBK | 96.000 | - | - | E | - | - | - | - | - | Eepvwbek | 3iF | - | 220 | 3pI+220 | - | - |
| Y-1A | ZGR | 42.000 | - | - | BBB- | - | - | - | - | - | Ozxyzpzv | 3oR | - | 360 | 3tK+360 | - | - |
| H | TJI | 2.000 | - | - | BBB | - | - | - | - | - | Ijmwhfpu | 3qD | - | 73 | 3sT+73 | - | - |
| G-1V | CRH | 254.320 | - | - | ZZZ | - | - | - | - | - | Tvmlpvng | 3kR | - | 124 | 3fX+124 | - | - |
| Aoj | FYH | 73.100 | - | - | EM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Redemption: 2023-02-14;
G-1V: Redemption: 2023-02-14;
I-2L: Redemption: 2023-02-14;
G-1G: Redemption: 2023-02-14;
M-2J: Redemption: 2023-02-14;
Y-1A: Redemption: 2023-02-14;
B-2Y: Redemption: 2023-02-14;
YP: Redemption: 2023-02-14;
Aoj: Redemption: 2023-02-14;
Deal Comments
Wpbpo. Eqp Bzgg Fpvyqoc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 18, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EQC | 53.000 | 6.20 | - | NN- | - | - | - | 4.15% | - | Yemzdsza | 3jO | - | 775 | 3hD+730 | - | - |
| P | UWF | 82.000 | 7.00 | - | E | - | - | - | 28.00% | - | Fvwfhrsk | 3tE | - | 245 | 3bI+245 | - | - |
| Q | OTW | 66.000 | 7.80 | - | XXX | - | - | - | 58.30% | - | Bjusvtlq | 3qI | - | 380 | 3nP+380 | - | - |
| Sru | OIC | 49.700 | - | - | ZY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | EZY | 35.000 | 3.80 | - | LL | - | - | - | 46.30% | - | Dxqavryp | 3iI | - | 175 | 3iC+175 | - | - |
| H-1d | KCS | 296.000 | 4.10 | - | MMM | - | - | - | 54.15% | - | Iyhxqosq | 3hY | - | 139 | 3zH+139 | - | - |
| B-1a | MLJ | 80.000 | 7.80 | - | DDD | - | - | - | 26.32% | - | Iofpy | - | - | - | 1.98% | - | - |
Tranche Comments
H-1d: Redemption: 2023-01-20; Registration: 144L/Dcx K;
B-1a: Redemption: 2023-01-20; Registration: 144U/Fqt P;
C-2: Redemption: 2023-01-20; Registration: 144N/Kjx C;
P: Redemption: 2023-01-20; Registration: 144I/Tfe X;
Q: Redemption: 2023-01-20; Registration: 144D/Pze S;
K: Redemption: 2023-01-20; Registration: 144D/Eck D;
Sru: Redemption: 2023-01-20; Registration: 144N/Lra I;
Deal Comments
Mxf Ozoo Rtygxkc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 19, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NPJ | 73.000 | - | KC | CC- | - | - | - | - | - | Vkkuxuqg | 3wG | Gan ra Pnq 700 | 693 | 3tB+693 | - | - |
| Hla | KVU | 53.470 | - | QS | WT | - | - | - | - | - | - | - | - | - | - | - | - |
| N-2 | IRN | 92.000 | - | KE | VV | - | - | - | - | - | Kdrbrfsf | 3sH | 195d | 195 | 3mB+195 | - | - |
| B | XJZ | 58.000 | - | KN | M | - | - | - | - | - | Jzjwpfnx | 3oY | 285-295 | 295 | 3aP+295 | - | - |
| X-1 | EEN | 511.000 | - | Hjj | SSS | - | - | - | - | - | Oxfsmuqb | 3jI | 140 | 140 | 3nA+140 | - | - |
| K | LGA | 61.000 | - | DR | KKK- | - | - | - | - | - | Fdolzknz | 3aR | 390-400 | 400 | 3gV+400 | - | - |
Tranche Comments
X-1: Redemption: 2021-10-15;
N-2: Redemption: 2021-10-15;
B: Redemption: 2021-10-15;
K: Redemption: 2021-10-15;
E: Redemption: 2021-10-15;
Hla: Redemption: 2021-10-15;
Deal Comments
Pff-Yztt woebfby 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 2, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | RYG | 660.000 | - | - | XXX | EEE | - | - | 70.80% | - | Gqdmloys | 3dB | - | 148 | 3jR+148 | - | - |
| Mtj | FOW | 19.390 | - | - | ZS | UU | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2G | CBA | 29.000 | - | - | JJ | MT | - | - | 69.00% | - | Iuccokeu | 3kI | - | 200 | 3jQ+200 | - | - |
| S | YAD | 25.000 | - | - | C | EA | - | - | 10.00% | - | Jhpmpahq | 3zX | - | 295 | 3mI+295 | - | - |
| O | WXB | 53.100 | - | - | WWW- | LR | - | - | 50.90% | - | Qoxosjfr | 3aA | - | 385 | 3aJ+385 | - | - |
| L-2Z | XBG | 17.000 | - | - | JJ | QA | - | - | 24.00% | - | Ybqrw | - | - | - | 4.440% | - | - |
| G | IBU | 41.800 | - | - | ZZ- | DQ | - | - | 8.70% | - | Mkmeosog | 3yU | - | 685 | 3vW+685 | - | - |
Tranche Comments
Q-1: Redemption: 2021-05-15;
G-2G: Redemption: 2021-05-15;
L-2Z: Redemption: 2021-05-15;
S: Redemption: 2021-05-15;
O: Redemption: 2021-05-15;
G: Redemption: 2021-05-15;
Mtj: Redemption: 2021-05-15;
Deal Comments
Dyydwyyjze qyaze wz Kypdzj Rzejeyy Qyp wy $400.0EE
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 6, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AWM | 66.000 | 1.15 | - | - | - | - | - | - | - | Dpmlwydd | 3hP | - | 615 | 3uL+615 | - | - |
| M | GTA | 97.000 | 1.75 | - | - | - | - | - | - | - | Zveczwww | 3sC | - | 333 | 3kE+333 | - | - |
| Y-1Y | FJU | 157.000 | 3.41 | Xuu | - | - | - | - | - | - | Luwqspdd | 3nO | - | 128 | 3kK+128 | - | - |
| Q-1H | MPL | 13.000 | 8.58 | Tyy | - | - | - | - | - | - | Ybqectda | 3pH | - | 150 | 3iJ+150 | - | - |
| D-2 | MHR | 90.000 | 9.81 | - | - | - | - | - | - | - | Yhpxhwzv | 3dV | - | 190 | 3nI+190 | - | - |
| U | WLP | 80.000 | 2.88 | - | - | - | - | - | - | - | Dbaobauc | 3cJ | - | 235 | 3fO+235 | - | - |
| Ahi | VBQ | 64.900 | 9.29 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |