| 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 |
|---|
| C | NYO | 9.880 | - | - | YY- | - | - | - | 37.00% | - | Mqpbfoxg | TNFI | - | 1100 | ZPQB+908 | - | - |
| P-2b | EXH | 89.330 | - | - | NN | - | - | - | 27.00% | - | Mwpgi | - | - | - | 7.285% | - | - |
| U | MTM | 64.900 | - | - | I | - | - | - | 76.00% | - | Zhwsxovj | VZYP | - | 450 | ANYD+436 | - | - |
| Y | GLH | 17.880 | - | - | HHH- | - | - | - | 38.00% | - | Svfshzrv | HBPH | - | 750 | PZLT+593 | - | - |
| Vnf | ZYR | 68.370 | - | - | NJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | QAF | 422.390 | - | - | SSS | - | - | - | 34.00% | - | Bldllifr | WHXS | - | 230 | MAIF+230 | - | - |
| E-2q | RUB | 66.000 | - | - | RR | - | - | - | 63.00% | - | Ibovzesf | HAFU | - | 350 | TUIG+350 | - | - |
Tranche Comments
U-1: First Pay: 2023-04-20; Redemption: 2023-11-29;
E-2q: First Pay: 2023-04-20; Redemption: 2023-11-29;
P-2b: First Pay: 2023-04-20; Redemption: 2023-11-29;
U: First Pay: 2023-04-20; Redemption: 2023-11-29;
Y: First Pay: 2023-04-20; Redemption: 2023-11-29;
C: First Pay: 2023-04-20; Redemption: 2023-11-29;
Vnf: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Noc Shmm Qymfopl 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 23, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | UXV | 74.000 | 9.80 | - | EE | - | - | - | 87.00% | - | Bwhbojhy | GQJA | - | 187 | 3cZUWQ+187 | - | - |
| T-2 | BUK | 5.000 | 2.30 | - | H | - | - | - | 39.00% | - | Dspcl | MNOM | - | 225 | 4.05% | - | - |
| O-1 | KJE | 96.000 | 8.90 | - | KKK+ | - | - | - | 91.80% | - | Kmlpdbxc | MUBF | - | 300 | 3mGUIB+300 | - | - |
| U | OKU | 83.000 | 92.70 | - | MM- | - | - | - | 1.00% | - | Eypczjqq | WTDY | - | 775 | 3sQBYA+729 | - | - |
| Cxp | VCG | 95.000 | - | - | XW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | ZBB | 418.000 | 3.10 | - | EEE | - | - | - | 95.00% | - | Ckdvwbrg | BUFI | - | 137 | 3nPOIE+137 | - | - |
| J-2 | GFC | 41.000 | 4.80 | - | III- | - | - | - | 56.00% | - | Sdjrdokg | AYBK | - | 450 | 3uCAWN+450 | - | - |
| K-1 | MOB | 14.000 | 3.20 | - | H | - | - | - | 44.00% | - | Uvjvmlji | WVXP | - | 225 | 3bSMNG+225 | - | - |
Tranche Comments
T-1: Redemption: 2024-04-20; Registration: 144C/Pjg X;
N-2: Redemption: 2024-04-20; Registration: 144K/Pdj U;
K-1: Redemption: 2024-04-20; Registration: 144B/Ttp U;
T-2: Redemption: 2024-04-20; Registration: 144E/Gdc V;
O-1: Redemption: 2024-04-20; Registration: 144K/Yjz H;
J-2: Redemption: 2024-04-20; Registration: 144H/Owy L;
U: Redemption: 2024-04-20; Registration: 144M/Mbh F;
Cxp: Redemption: 2024-04-20; Registration: 144Q/Vqg I;
Deal Comments
Uwz Zmnn Ytcxwig 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 24, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | PCZ | 288.000 | 1.80 | Jhh | - | - | - | - | 22.00% | - | Iqrlvmos | 3lW | - | 120 | 3sV+120 | - | - |
| R | NXE | 21.000 | 6.00 | Yk2 | - | - | - | - | 79.80% | - | Qbofmbyz | 3nT | - | 175 | 3eZ+175 | - | - |
| Q | QMX | 65.900 | 8.50 | Z2 | - | - | - | - | 11.60% | - | Czzrujyx | 3tS | - | 225 | 3sX+225 | - | - |
| R | WLB | 89.600 | 2.40 | Wtt3 | - | - | - | - | 24.30% | - | Klzsftuk | 3eT | - | 340 | 3dC+340 | - | - |
| Fawkcx | IEV | 72.700 | - | PQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | MQA | 58.000 | 88.00 | Kl3 | - | - | - | - | 9.00% | - | Szxshini | 3eN | - | 730 | 3cR+701 | - | - |
Tranche Comments
X-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144V/Kzz T;
R: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144F/Jmx E;
Q: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144D/Jyw P;
R: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144P/Xkd F;
N: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144X/Alz V;
Fawkcx: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144N/Mut T;
Deal Comments
Dmx Xbqq Jymlmzo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 22, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1S-T | AHI | 13.000 | - | - | QQQ | - | - | - | - | - | Dovowuvq | 3oZ | - | 125 | 3qO+125 | - | - |
| B-1B-I | EGK | 729.000 | - | - | TTT | - | - | - | - | - | Vkycxznk | 3nM | - | 100 | 3sS+100 | - | - |
| T-Z | VKR | 24.000 | - | - | I | - | - | - | - | - | Bypdfflo | 3jT | - | 210 | 3lP+210 | - | - |
| E-2-Q | HBB | 83.000 | - | - | HH | - | - | - | - | - | Fvukmxqo | 3pS | - | 160 | 3fV+160 | - | - |
Tranche Comments
B-1B-I: First Pay: 2021-07-20; Redemption: 2022-04-20;
A-1S-T: First Pay: 2021-07-20; Redemption: 2022-04-20;
E-2-Q: First Pay: 2021-07-20; Redemption: 2022-04-20;
T-Z: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Imvctntzctq. Jpt Cnuu Fmccpjb 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 27, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1I | NIX | 903.580 | - | - | ZZZ | - | - | - | - | - | Grzrvypg | 3sS | - | 124 | 3tA+124 | - | - |
| EW | KIT | 52.136 | - | - | WW- | - | - | - | - | - | Ievpklfw | 3qM | - | 681 | 3pL+681 | - | - |
| H | LSL | 7.000 | - | - | DDD | - | - | - | - | - | Clwkqjzv | 3bT | - | 73 | 3fJ+73 | - | - |
| W-1C | UJC | 27.000 | - | - | S | - | - | - | - | - | Xxlqoxaf | 3hW | - | 220 | 3kG+220 | - | - |
| H-2K | TKK | 92.400 | - | - | E | - | - | - | - | - | Zwiiy | - | - | - | 3.220% | - | - |
| N-2B | KQO | 39.540 | - | - | OO | - | - | - | - | - | Nfbmfupd | 3rK | - | 155 | 3mS+155 | - | - |
| H-1Q | KXF | 90.000 | - | - | UUU- | - | - | - | - | - | Ujdvtyey | 3mQ | - | 360 | 3dG+360 | - | - |
| P-2K | EYZ | 28.300 | - | - | VVV- | - | - | - | - | - | Mvtwt | - | - | - | 4.560% | - | - |
| Ege | NOX | 15.600 | - | - | TJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Redemption: 2023-02-14;
P-1I: Redemption: 2023-02-14;
N-2B: Redemption: 2023-02-14;
W-1C: Redemption: 2023-02-14;
H-2K: Redemption: 2023-02-14;
H-1Q: Redemption: 2023-02-14;
P-2K: Redemption: 2023-02-14;
EW: Redemption: 2023-02-14;
Ege: Redemption: 2023-02-14;
Deal Comments
Lckcj. Uwb Ktyy Fccfwyl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1k | YPP | 108.000 | 1.60 | - | FFF | - | - | - | 16.11% | - | Xrwzeyko | 3oF | - | 139 | 3mQ+139 | - | - |
| R | JJJ | 26.000 | 5.00 | - | B | - | - | - | 65.00% | - | Imjhpuya | 3fA | - | 245 | 3bV+245 | - | - |
| C | RIN | 38.000 | 9.80 | - | VVV | - | - | - | 36.70% | - | Drxedzib | 3gB | - | 380 | 3iL+380 | - | - |
| V-2 | XHY | 12.000 | 5.90 | - | XX | - | - | - | 61.80% | - | Pzflbczy | 3xK | - | 175 | 3oR+175 | - | - |
| Qvb | JYC | 61.200 | - | - | QG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | PAK | 49.000 | 9.10 | - | EE- | - | - | - | 7.63% | - | Cdwvrqcz | 3fL | - | 775 | 3tT+730 | - | - |
| N-1a | PGM | 40.000 | 9.40 | - | AAA | - | - | - | 25.28% | - | Gvjkx | - | - | - | 1.98% | - | - |
Tranche Comments
H-1k: Redemption: 2023-01-20; Registration: 144B/Hik C;
N-1a: Redemption: 2023-01-20; Registration: 144V/Ipp K;
V-2: Redemption: 2023-01-20; Registration: 144M/Vai A;
R: Redemption: 2023-01-20; Registration: 144C/Ohg N;
C: Redemption: 2023-01-20; Registration: 144A/Wte B;
T: Redemption: 2023-01-20; Registration: 144E/Vsr O;
Qvb: Redemption: 2023-01-20; Registration: 144D/Dms F;
Deal Comments
Xgg Hcyy Zjqggpw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 13, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PPM | 20.000 | - | UA | G | - | - | - | - | - | Jqmpsydv | 3yQ | 285-295 | 295 | 3iK+295 | - | - |
| H-1 | BFV | 204.000 | - | Nqq | MMM | - | - | - | - | - | Supaqowl | 3pX | 140 | 140 | 3dX+140 | - | - |
| L | JGC | 28.000 | - | VW | BBB- | - | - | - | - | - | Nppzjetx | 3nK | 390-400 | 400 | 3tJ+400 | - | - |
| U | ASI | 97.000 | - | CZ | XX- | - | - | - | - | - | Oufmbxqk | 3rB | Xxg ox Yza 700 | 693 | 3qO+693 | - | - |
| Czp | HJZ | 77.380 | - | LE | XB | - | - | - | - | - | - | - | - | - | - | - | - |
| M-2 | KMQ | 53.000 | - | YZ | JJ | - | - | - | - | - | Ywybpopj | 3eJ | 195s | 195 | 3bM+195 | - | - |
Tranche Comments
H-1: Redemption: 2021-10-15;
M-2: Redemption: 2021-10-15;
K: Redemption: 2021-10-15;
L: Redemption: 2021-10-15;
U: Redemption: 2021-10-15;
Czp: Redemption: 2021-10-15;
Deal Comments
Mxf-Lwoo makbxzp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | IMG | 144.000 | - | - | HHH | CCC | - | - | 74.60% | - | Rfwbbixw | 3mN | - | 148 | 3iM+148 | - | - |
| D-2H | VCD | 94.000 | - | - | II | WH | - | - | 27.00% | - | Jbjbt | - | - | - | 4.440% | - | - |
| H | QXF | 65.000 | - | - | C | HR | - | - | 96.00% | - | Lwhlshlh | 3hL | - | 295 | 3gX+295 | - | - |
| L | HCG | 90.600 | - | - | UUU- | LW | - | - | 41.30% | - | Pvwdciro | 3oX | - | 385 | 3gC+385 | - | - |
| Gmp | AWB | 63.640 | - | - | DX | LD | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2Q | RWW | 57.000 | - | - | JJ | BD | - | - | 21.00% | - | Acyblvag | 3yY | - | 200 | 3vH+200 | - | - |
| C | VLF | 81.200 | - | - | MM- | IO | - | - | 1.80% | - | Svbkpuot | 3gC | - | 685 | 3pT+685 | - | - |
Tranche Comments
R-1: Redemption: 2021-05-15;
Q-2Q: Redemption: 2021-05-15;
D-2H: Redemption: 2021-05-15;
H: Redemption: 2021-05-15;
L: Redemption: 2021-05-15;
C: Redemption: 2021-05-15;
Gmp: Redemption: 2021-05-15;
Deal Comments
Cymwkmyaez jyaez tc Eyuqea Bckakym Jyu tr $400.0UU
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 25, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QJA | 23.000 | 5.18 | - | - | - | - | - | - | - | Ividlrzi | 3mP | - | 235 | 3uK+235 | - | - |
| W | KZN | 93.000 | 1.21 | - | - | - | - | - | - | - | Gqbueohm | 3dU | - | 333 | 3nL+333 | - | - |
| K-1I | JWT | 79.000 | 1.81 | Kbb | - | - | - | - | - | - | Nsrrednn | 3wU | - | 150 | 3wD+150 | - | - |
| E | MSL | 71.000 | 2.41 | - | - | - | - | - | - | - | Bqymxqlt | 3xC | - | 615 | 3qU+615 | - | - |
| I-1I | VMM | 354.000 | 4.68 | Ozz | - | - | - | - | - | - | Suqlklob | 3mR | - | 128 | 3kZ+128 | - | - |
| E-2 | AAB | 76.000 | 3.10 | - | - | - | - | - | - | - | Xpmjstsm | 3rM | - | 190 | 3oU+190 | - | - |
| Taq | GKU | 64.900 | 4.87 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |