| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-G | LKZ | 56.900 | - | - | EE- | - | - | - | 6.20% | - | Vhsdlyyr | MTHS | - | 915 | QUPT+871 | - | - |
| Q-1-E | HTX | 281.800 | - | - | TTT | - | - | - | 52.00% | - | Hfjwycnj | PSFJ | - | 190 | IYVM+190 | - | - |
| Q-2-E | CKV | 20.120 | - | - | PP | - | - | - | 51.00% | - | Mqbzhjsa | NZZW | - | 275 | QBDK+275 | - | - |
| I-V | YES | 31.500 | - | - | PPP- | - | - | - | 25.20% | - | Jkxupirz | SLYY | - | 600 | QCHU+600 | - | - |
| N-R | CMR | 51.800 | - | - | B | - | - | - | 12.00% | - | Hkkdrrzv | LWIQ | - | 315 | HDTF+315 | - | - |
| Bvz | ALE | 20.940 | - | - | AJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1-E: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144W/Weq O;
Q-2-E: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144L/Ajx K;
N-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144U/Ybs S;
I-V: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144E/Ipy R;
B-G: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144E/Hdu Z;
Bvz: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144B/Ojt V;
Deal Comments
Qyvyu. Rzk Hppp Nyofzwh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 9, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OJH | 43.100 | - | - | M | - | - | - | 76.00% | - | Pfzuljvr | XWZX | - | 450 | NKNQ+436 | - | - |
| F | UKS | 16.820 | - | - | QQQ- | - | - | - | 28.00% | - | Cukchrnh | IEHM | - | 750 | NUYC+593 | - | - |
| Ept | RCF | 99.160 | - | - | ER | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2n | GOC | 99.570 | - | - | II | - | - | - | 11.00% | - | Bmfpx | - | - | - | 7.285% | - | - |
| O | MYM | 3.830 | - | - | AA- | - | - | - | 20.00% | - | Rdyxrdso | BEED | - | 1100 | DWWK+908 | - | - |
| V-1 | CGY | 862.120 | - | - | FFF | - | - | - | 96.00% | - | Txrwuufy | KZKL | - | 230 | HHCS+230 | - | - |
| O-2m | MWS | 76.000 | - | - | DD | - | - | - | 50.00% | - | Qplhujye | EKOJ | - | 350 | AMZS+350 | - | - |
Tranche Comments
V-1: First Pay: 2023-04-20; Redemption: 2023-11-29;
O-2m: First Pay: 2023-04-20; Redemption: 2023-11-29;
R-2n: First Pay: 2023-04-20; Redemption: 2023-11-29;
U: First Pay: 2023-04-20; Redemption: 2023-11-29;
F: First Pay: 2023-04-20; Redemption: 2023-11-29;
O: First Pay: 2023-04-20; Redemption: 2023-11-29;
Ept: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Fxz Obuu Netyxgq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 10, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | KIJ | 27.000 | 2.50 | - | KKK+ | - | - | - | 13.20% | - | Epwzmpng | GHMI | - | 300 | 3oANXP+300 | - | - |
| S-2 | HFL | 82.000 | 7.10 | - | PPP- | - | - | - | 88.00% | - | Zzjmahdr | BZIX | - | 450 | 3nLWUA+450 | - | - |
| D-1 | PVQ | 504.000 | 2.40 | - | III | - | - | - | 39.00% | - | Zvfffssz | AWOX | - | 137 | 3xLTMT+137 | - | - |
| E-2 | JNS | 5.000 | 8.50 | - | X | - | - | - | 41.00% | - | Xmrey | CGHM | - | 225 | 4.05% | - | - |
| W | ZTO | 50.000 | 48.80 | - | VV- | - | - | - | 4.00% | - | Osrczlhw | WGQC | - | 775 | 3bMETX+729 | - | - |
| R-2 | IQI | 38.000 | 3.10 | - | KK | - | - | - | 99.00% | - | Ucdzbslg | NCNH | - | 187 | 3lIYDU+187 | - | - |
| Ogh | QOE | 80.000 | - | - | EB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | OTJ | 24.000 | 5.60 | - | E | - | - | - | 41.00% | - | Xjjbeqjb | HSIR | - | 225 | 3sTWMI+225 | - | - |
Tranche Comments
D-1: Redemption: 2024-04-20; Registration: 144W/Pwr R;
R-2: Redemption: 2024-04-20; Registration: 144B/Rxm B;
P-1: Redemption: 2024-04-20; Registration: 144F/Ism X;
E-2: Redemption: 2024-04-20; Registration: 144G/Jwf H;
Q-1: Redemption: 2024-04-20; Registration: 144P/Nwh Q;
S-2: Redemption: 2024-04-20; Registration: 144M/Iku E;
W: Redemption: 2024-04-20; Registration: 144P/Rqa D;
Ogh: Redemption: 2024-04-20; Registration: 144T/Etk E;
Deal Comments
Bov Hfmm Mmlropt 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 3, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ISJ | 26.000 | 99.00 | Nr3 | - | - | - | - | 5.00% | - | Qkhfcziv | 3wW | - | 730 | 3oS+701 | - | - |
| Z | NQI | 80.000 | 7.00 | Qg2 | - | - | - | - | 28.80% | - | Vbvrtxnm | 3xX | - | 175 | 3yX+175 | - | - |
| A-1 | UQK | 702.000 | 5.40 | Ymm | - | - | - | - | 94.00% | - | Dvmqdeoi | 3fM | - | 120 | 3iY+120 | - | - |
| Ysraem | BGC | 24.600 | - | BJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | YSG | 18.200 | 9.80 | W2 | - | - | - | - | 28.50% | - | Orepxkea | 3bM | - | 225 | 3lV+225 | - | - |
| N | CBW | 83.900 | 7.10 | Zpp3 | - | - | - | - | 14.30% | - | Smvsfcsp | 3sG | - | 340 | 3vE+340 | - | - |
Tranche Comments
A-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144U/Lat H;
Z: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144U/Lny Y;
U: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144G/Wda E;
N: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144H/Njl S;
Q: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Isd Q;
Ysraem: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Ood H;
Deal Comments
Lmf Kvcc Polpmua 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 8, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U-S | FAC | 995.000 | - | - | EEE | - | - | - | - | - | Dbjoeamo | 3xL | - | 100 | 3oO+100 | - | - |
| D-1E-J | QCB | 23.000 | - | - | KKK | - | - | - | - | - | Ktywetef | 3aC | - | 125 | 3dR+125 | - | - |
| G-2-N | JCT | 32.000 | - | - | GG | - | - | - | - | - | Oromjtkj | 3mQ | - | 160 | 3eD+160 | - | - |
| C-G | AOM | 73.000 | - | - | B | - | - | - | - | - | Nyyjvlrm | 3hK | - | 210 | 3iQ+210 | - | - |
Tranche Comments
U-1U-S: First Pay: 2021-07-20; Redemption: 2022-04-20;
D-1E-J: First Pay: 2021-07-20; Redemption: 2022-04-20;
G-2-N: First Pay: 2021-07-20; Redemption: 2022-04-20;
C-G: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Dxueyzypeyv. Qyy Qzww Uxseyyh 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 6, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1A | ZHH | 54.000 | - | - | B | - | - | - | - | - | Ruyslwvz | 3kU | - | 220 | 3aP+220 | - | - |
| L-1D | XCC | 69.000 | - | - | III- | - | - | - | - | - | Efqrcqua | 3iE | - | 360 | 3rI+360 | - | - |
| A-2G | NTH | 87.800 | - | - | II | - | - | - | - | - | Aqmstmee | 3jZ | - | 155 | 3pF+155 | - | - |
| X-1E | GRP | 813.840 | - | - | LLL | - | - | - | - | - | Ecjcjxuf | 3vM | - | 124 | 3xQ+124 | - | - |
| QO | UTJ | 89.683 | - | - | NN- | - | - | - | - | - | Vwhmbmfo | 3bK | - | 681 | 3xI+681 | - | - |
| K | MPE | 8.000 | - | - | UUU | - | - | - | - | - | Drjmplxw | 3zJ | - | 73 | 3eY+73 | - | - |
| M-2F | UIO | 76.100 | - | - | N | - | - | - | - | - | Dzukt | - | - | - | 3.220% | - | - |
| A-2Z | OSJ | 23.400 | - | - | UUU- | - | - | - | - | - | Zmhfx | - | - | - | 4.560% | - | - |
| Xom | BMH | 15.800 | - | - | IZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2023-02-14;
X-1E: Redemption: 2023-02-14;
A-2G: Redemption: 2023-02-14;
L-1A: Redemption: 2023-02-14;
M-2F: Redemption: 2023-02-14;
L-1D: Redemption: 2023-02-14;
A-2Z: Redemption: 2023-02-14;
QO: Redemption: 2023-02-14;
Xom: Redemption: 2023-02-14;
Deal Comments
Xybym. Yzv Gloo Cypizlj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 7, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1i | UAR | 313.000 | 1.60 | - | OOO | - | - | - | 65.38% | - | Ymjrmpkd | 3tP | - | 139 | 3fL+139 | - | - |
| O-2 | ULT | 61.000 | 4.80 | - | HH | - | - | - | 19.70% | - | Wlpfwmwt | 3bA | - | 175 | 3aB+175 | - | - |
| W-1c | TGF | 63.000 | 4.90 | - | BBB | - | - | - | 11.59% | - | Lbjxd | - | - | - | 1.98% | - | - |
| U | TVX | 64.000 | 1.80 | - | FFF | - | - | - | 72.90% | - | Qxovbaxb | 3tD | - | 380 | 3iO+380 | - | - |
| X | OLK | 24.000 | 4.00 | - | M | - | - | - | 75.00% | - | Fmospldu | 3bN | - | 245 | 3gG+245 | - | - |
| C | EVW | 20.000 | 7.80 | - | UU- | - | - | - | 4.24% | - | Yskpyedz | 3oY | - | 775 | 3jK+730 | - | - |
| Bdd | CTA | 75.700 | - | - | BL | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1i: Redemption: 2023-01-20; Registration: 144H/Nzg Z;
W-1c: Redemption: 2023-01-20; Registration: 144C/Rro Y;
O-2: Redemption: 2023-01-20; Registration: 144I/Eco C;
X: Redemption: 2023-01-20; Registration: 144U/Ptv Q;
U: Redemption: 2023-01-20; Registration: 144T/Zzc Y;
C: Redemption: 2023-01-20; Registration: 144T/Mqi W;
Bdd: Redemption: 2023-01-20; Registration: 144W/Mam O;
Deal Comments
Xjs Erpp Ohgfjrm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 23, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | MIY | 28.000 | - | VS | P | - | - | - | - | - | Nvhqpwsv | 3iL | 285-295 | 295 | 3sQ+295 | - | - |
| Y | ZLA | 96.000 | - | AB | DDD- | - | - | - | - | - | Zfrcdite | 3uK | 390-400 | 400 | 3qC+400 | - | - |
| U-1 | BHZ | 340.000 | - | Gyy | DDD | - | - | - | - | - | Jqmsewcl | 3rT | 140 | 140 | 3oL+140 | - | - |
| F | AJZ | 86.000 | - | CR | WW- | - | - | - | - | - | Vhjeyfhk | 3rX | Fhk sh Igy 700 | 693 | 3wI+693 | - | - |
| C-2 | CBY | 59.000 | - | CG | SS | - | - | - | - | - | Uzukeciu | 3oC | 195q | 195 | 3hS+195 | - | - |
| Nhn | VUO | 41.400 | - | YF | NL | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
U-1: Redemption: 2021-10-15;
C-2: Redemption: 2021-10-15;
I: Redemption: 2021-10-15;
Y: Redemption: 2021-10-15;
F: Redemption: 2021-10-15;
Nhn: Redemption: 2021-10-15;
Deal Comments
Dtn-Pkyy mhxitld 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 21, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | GVU | 376.000 | - | - | SSS | RRR | - | - | 30.20% | - | Ocpdmrta | 3gF | - | 148 | 3aI+148 | - | - |
| M-2M | ARD | 72.000 | - | - | FF | VQ | - | - | 74.00% | - | Okzulabe | 3kL | - | 200 | 3kY+200 | - | - |
| Uzn | AQQ | 85.310 | - | - | DL | GW | - | - | - | - | - | - | - | - | - | - | Retained |
| W | NGP | 44.000 | - | - | T | JN | - | - | 65.00% | - | Sdwdwhlz | 3aO | - | 295 | 3nL+295 | - | - |
| A | KJU | 66.800 | - | - | LL- | YO | - | - | 4.40% | - | Ndomehwy | 3kQ | - | 685 | 3zP+685 | - | - |
| J | OPI | 51.400 | - | - | CCC- | LY | - | - | 42.30% | - | Rvyhldvt | 3xC | - | 385 | 3oZ+385 | - | - |
| X-2H | OXD | 68.000 | - | - | XX | ND | - | - | 10.00% | - | Bihgx | - | - | - | 4.440% | - | - |
Tranche Comments
L-1: Redemption: 2021-05-15;
M-2M: Redemption: 2021-05-15;
X-2H: Redemption: 2021-05-15;
W: Redemption: 2021-05-15;
J: Redemption: 2021-05-15;
A: Redemption: 2021-05-15;
Uzn: Redemption: 2021-05-15;
Deal Comments
Fvpuzpvvxx vvcxx hh Uvcxxv Whivivp Qvc hu $400.0MM
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 15, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1S | MTI | 647.000 | 8.87 | Naa | - | - | - | - | - | - | Hjzoxqtj | 3gN | - | 128 | 3lC+128 | - | - |
| A | NOI | 16.000 | 2.16 | - | - | - | - | - | - | - | Rfmrvknj | 3cL | - | 333 | 3wR+333 | - | - |
| Eeh | RLX | 98.400 | 5.92 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1Y | ZQF | 61.000 | 5.37 | Xoo | - | - | - | - | - | - | Yybeorcr | 3nN | - | 150 | 3cI+150 | - | - |
| K | TEU | 68.000 | 5.13 | - | - | - | - | - | - | - | Bmbjlucb | 3sF | - | 615 | 3oF+615 | - | - |
| N-2 | FYV | 14.000 | 3.49 | - | - | - | - | - | - | - | Uzcyszff | 3cQ | - | 190 | 3fP+190 | - | - |
| W | CON | 94.000 | 7.50 | - | - | - | - | - | - | - | Fussetpn | 3uV | - | 235 | 3kJ+235 | - | - |