| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | ASM | 2.973 | 4.20 | - | PPP | - | - | - | 50.00% | - | Cwzvkydb | HAOV | - | 180 | VTPR+180 | - | 956.00000 |
| F-2Q | UVX | 9.928 | 9.29 | - | LLL | - | - | - | 12.00% | - | Uskcrduv | IKNR | - | 180 | VPJE+180 | - | 177.00000 |
| G-2 | JWB | 8.100 | 7.96 | - | H | - | - | - | 40.00% | - | Sbpxc | - | - | 255 | 6.58% | 6.577% | 707.00000 |
| X-1 | FMP | 38.460 | 8.42 | - | TTT- | - | - | - | 93.00% | - | Luyycdrx | QYIE | - | 445 | XQTP+445 | - | 271.00000 |
| D-1R | IAN | 93.748 | 4.30 | - | VVV | - | - | - | 19.30% | - | Oldvecvw | UUZS | - | 164 | KXHP+164 | - | 279.00000 |
| S-2 | WOS | 20.970 | 4.24 | - | WW | - | - | - | 33.00% | - | Lhjyb | - | - | 205 | 6.08% | 6.079% | 210.00000 |
| C-1 | YFO | 66.800 | 2.99 | - | N | - | - | - | 31.00% | - | Rdvdxoev | WKCJ | - | 255 | JIMU+255 | - | 504.00000 |
| G-1 | LXQ | 153.870 | 8.71 | - | JJJ | - | - | - | 13.30% | - | Xyqjywwp | QOXK | - | 164 | GKTX+164 | - | 411.00000 |
| Q | XRT | 3.500 | 4.33 | - | JJJ | - | - | - | - | - | Msmolrxr | TWHP | - | 130 | XJSW+130 | - | 384.00000 |
| F-1 | YEW | 79.540 | 9.98 | - | OO | - | - | - | 80.00% | - | Lryvahlw | EIYK | - | 205 | EGZT+205 | - | 430.00000 |
| A | ONJ | 77.000 | 5.20 | - | EE- | - | - | - | 81.00% | - | Delwlqqa | OLOV | - | 800 | EDMG+791 | - | 15.10000 |
| Sbvxef | QYN | 61.250 | - | - | PK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | YNW | 9.360 | 6.63 | - | YYY- | - | - | - | 45.00% | - | Cmcjw | - | - | 445 | 8.48% | 8.476% | 438.00000 |
Tranche Comments
Q: Registration: 144W/Ubo L;
G-1: Registration: 144O/Bpj Q;
D-1R: Registration: 144P/Tuv Y;
Q-2: Registration: 144D/Kuo R;
F-2Q: Registration: 144Z/Kyi N;
F-1: Registration: 144J/Ubw J;
S-2: Registration: 144W/Tbj Y;
C-1: Registration: 144C/Pbh X;
G-2: Registration: 144T/Mny D;
X-1: Registration: 144I/Yxa T;
O-2: Registration: 144Q/Tqx Z;
A: Registration: 144J/Uhw C;
Sbvxef: Registration: 144Z/Xax F;
Deal Comments
Txs Zunn Ujzixjh 2.00
Reinvestment Period (YRS)
4.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OWF | 40.000 | 5.20 | - | CC | - | - | - | 91.30% | - | Pvfhhyrj | YEQN | - | 215 | QHXV+215 | - | 782.00000 |
| Igj | TMH | 51.100 | - | - | HE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | PCK | 72.000 | 2.00 | - | RRR- | - | - | - | 74.00% | - | Zrbxdeec | NADJ | - | 450 | AIJC+450 | - | 184.00000 |
| O1D | MFA | 63.000 | 7.00 | - | OOO | - | - | - | 63.70% | - | Whhjqxkw | JTKD | - | 168 | SEPH+168 | - | 679.00000 |
| RTI | ACN | 6.959 | 4.70 | - | VVV | - | - | - | 87.00% | - | Nvcqn | - | - | 190 | 5.71% | 5.705% | 275.00000 |
| E | ANP | 61.000 | 9.80 | - | Q | - | - | - | 31.00% | - | Xzmeyeof | TZAE | - | 270 | MHCT+270 | - | 658.00000 |
| V | LAZ | 97.000 | 4.90 | - | II- | - | - | - | 81.00% | - | Slzauwpv | NBIB | - | 825 | PUGF+825 | - | 332.00000 |
| V1 | NLP | 801.000 | 4.00 | - | SSS | - | - | - | 96.80% | - | Pclhmpmz | LAPS | 165-170 | 168 | LTEP+168 | - | 838.00000 |
| SHL | VHU | 6.889 | 3.90 | - | XXX | - | - | - | 46.00% | - | Gpjjfdif | TAOA | - | 190 | IJCY+190 | - | 526.00000 |
Tranche Comments
V1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144V/Ull Y;
O1D: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Ebs L;
RTI: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144J/Yox R;
SHL: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144J/Unx U;
Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Wqy B;
E: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Uxy J;
V: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Lmg E;
V: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144I/Zmf H;
Igj: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Oft E;
Deal Comments
Qvy Wtbb Cuchvbf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2019
WAL Test Period End Date
Jul 28, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ESB | 69.000 | - | - | - | - | - | - | 34.00% | - | Tdubyrct | ZEYF | - | 255 | 3eEILU+255 | - | - |
| K | CAV | 90.000 | - | - | - | - | - | - | 80.50% | - | Mvbrrpew | TXIA | - | 475 | 3uPWBL+475 | - | - |
| H | ORN | 671.000 | - | - | - | - | - | - | 63.00% | - | Cfjzyiiq | XYGR | - | 225 | 3nIBZH+225 | - | - |
| C | HOJ | 96.000 | - | - | - | - | - | - | 84.10% | - | Ohxozasv | MEAL | - | 300 | 3vISBZ+300 | - | - |
| Tgf | KGI | 65.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2022-11-19; Redemption: 2024-05-19;
W: First Pay: 2022-11-19; Redemption: 2024-05-19;
C: First Pay: 2022-11-19; Redemption: 2024-05-19;
K: First Pay: 2022-11-19; Redemption: 2024-05-19;
Tgf: First Pay: 2022-11-19; Redemption: 2024-05-19;
Deal Comments
Ggc Ksaa Cpfrgvn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 27, 1997
WAL Test Period End Date
Dec 2, 2005