| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FD | TID | 39.000 | - | DT | - | EEE- | - | - | - | - | Owbmoinb | ENBG | - | 500 | QMVH+500 | - | - |
| U1W | YJA | 90.000 | - | VL | - | B | - | - | - | - | Wvmfxtev | SWCS | - | 325 | XDIE+325 | - | - |
| UI | CQA | 61.700 | - | JC | - | XX- | - | - | - | - | Qhpmuqrz | HDJJ | - | 850 | UBUD+850 | - | - |
| G2E | ZNR | 67.000 | - | WV | - | Q | - | - | - | - | Xggbk | - | - | - | 6.742% | - | - |
| U | BYM | 9.000 | - | Tee | - | ZL | - | - | - | - | Ifefvclu | KZWT | - | 130 | HICM+130 | - | - |
| VF | LLY | 21.000 | - | BS | - | AA | - | - | - | - | Wjboedib | HZJU | - | 265 | LPKL+265 | - | - |
| Sgy | ENA | 41.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FC | RHV | 813.000 | - | Lbb | - | KU | - | - | - | - | Cjruysss | UOUV | - | 190 | ULKZ+190 | - | - |
Tranche Comments
U: Redemption: 2026-01-20; Registration: 144N/Uly M;
FC: Redemption: 2026-01-20; Registration: 144M/Pqy O;
VF: Redemption: 2026-01-20; Registration: 144M/Oyp P;
U1W: Redemption: 2026-01-20; Registration: 144N/Mfl B;
G2E: Redemption: 2026-01-20; Registration: 144J/Bha J;
FD: Redemption: 2026-01-20; Registration: 144N/Mvq U;
UI: Redemption: 2026-01-20; Registration: 144Y/Rvw N;
Sgy: Redemption: 2026-01-20; Registration: 144F/Tdo I;
Deal Comments
Bcjcj. Lvn Tpff Acrvvhd 2.1
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Mar 23, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HXG | 79.000 | 1.60 | - | - | GG | - | - | 53.00% | - | Mzjszwpp | NKFB | 320-330 | 335 | XBXE+335 | - | 695.00000 |
| K-2 | OZH | 96.000 | 5.30 | Ks1 | - | - | - | - | 88.00% | - | Immkeafs | GLZK | 280 | 300 | XZBA+300 | - | 333.00000 |
| Z-1 | LGQ | 986.000 | 9.60 | Xzz | - | - | - | - | 73.00% | - | Hpexheoq | GSPH | - | 250 | HMKU+250 | - | 650.00000 |
| Bsl | CRK | 88.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | OXT | 87.200 | 1.50 | - | - | FF- | - | - | 54.20% | - | Gvymydfl | UELT | 1000n | 1000 | HGBX+845 | - | 56.20000 |
| B | WCP | 66.000 | 8.70 | - | - | Y | - | - | 23.00% | - | Ghhzpyrl | TPEZ | 410-420 | 425 | MWVA+425 | - | 566.00000 |
| N-1 | OIP | 61.300 | 8.20 | - | - | FFF- | - | - | 99.00% | - | Xvmhrfoc | ZZJT | - | 675 | IZWC+580 | - | 95.00000 |
| Q-2 | CXM | 6.900 | 1.50 | - | - | KKK- | - | - | 48.00% | - | Dwxfg | - | - | 675 | 9.32% | - | 33.00000 |
Tranche Comments
Z-1: First Pay: 2023-07-15; Registration: 144P/Wod D;
K-2: First Pay: 2023-07-15; Registration: 144H/Yei G;
O: First Pay: 2023-07-15; Registration: 144F/Owj A;
B: First Pay: 2023-07-15; Registration: 144V/Qmg P;
N-1: First Pay: 2023-07-15; Registration: 144B/Fxc Q;
Q-2: First Pay: 2023-07-15; Registration: 144X/Wfq H;
Q: First Pay: 2023-07-15; Registration: 144B/Pva G;
Bsl: First Pay: 2023-07-15; Registration: 144M/Kta J;
Deal Comments
Zyy Evhh Vzpxypo 2.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GNB | 56.000 | - | - | - | MM- | - | - | - | - | Dqdbfqau | CJFS | 850-875 | 808 | KMLI+808 | - | - |
| Jaq | UZM | 60.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | YPS | 260.000 | - | - | - | XXX | - | - | - | - | Lmdhkfjd | MAOI | - | 214 | JYPD+214 | - | - |
| P | VNW | 57.000 | - | - | - | M | - | - | - | - | Ylvwbedi | QBAC | 400-410 | 410 | ABJS+410 | - | - |
| D | CXL | 56.000 | - | - | - | BB | - | - | - | - | Umoxfyuv | MIZP | 300-310 | 310 | YACL+310 | - | - |
| D2 | FUX | 38.000 | - | - | - | GGG | - | - | - | - | Cnqvg | - | - | - | 5.568% | - | - |
| A | PZV | 42.000 | - | - | - | AAA- | - | - | - | - | Zjcxvxjc | HCYJ | 550w | 536 | XGJP+536 | - | - |
Tranche Comments
Q1: Redemption: 2023-09-29;
D2: Redemption: 2023-09-29;
D: Redemption: 2023-09-29;
P: Redemption: 2023-09-29;
A: Redemption: 2023-09-29;
N: Redemption: 2023-09-29;
Jaq: Redemption: 2023-09-29;
Deal Comments
Uqf Gubb Lsflqzc 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CIL | 478.000 | - | Juu | - | - | - | - | - | - | Cjedouuo | 3oD | - | 121 | 3tE+121 | - | - |
| C1 | RRU | 13.000 | - | Yw2 | - | - | - | - | - | - | Slkbmdup | 3jG | - | 190 | 3sL+190 | - | - |
| P2 | HIY | 4.000 | - | Fu2 | - | - | - | - | - | - | Ozsmi | CVW | - | - | 3.095% | - | - |
| T | WAA | 69.300 | - | Qg3 | - | - | - | - | - | - | Yjqxrkin | 3iB | 675-700 | 693 | 3oS+693 | - | - |
| Vry | RUJ | 70.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | CIZ | 68.000 | - | I2 | - | - | - | - | - | - | Uhedhkdb | 3cX | 220-230 | 245 | 3yK+245 | - | - |
| W | IRX | 74.600 | - | Gll3 | - | - | - | - | - | - | Glkupjdn | 3uT | 335-345 | 362 | 3pV+362 | - | - |
Tranche Comments
Q: Redemption: 2024-01-18;
C1: Redemption: 2024-01-18;
P2: Redemption: 2024-01-18;
M: Redemption: 2024-01-18;
W: Redemption: 2024-01-18;
T: Redemption: 2024-01-18;
Vry: Redemption: 2024-01-18;
Deal Comments
Vzm Gxbb Yceyzra 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 15, 1996