| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.000 | 1.24 | - | - | AAA | - | - | - | - | Floating | 3mSOFR | - | 95 | 3mSOFR+95 | - | 100.00000 |
| A-1 | USD | 320.000 | 6.58 | - | - | AAA | - | - | 36.00% | - | Floating | 3mSOFR | - | 132 | 3mSOFR+132 | - | 100.00000 |
| A-2 | USD | 10.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | 3mSOFR | - | 155 | 3mSOFR+155 | - | 100.00000 |
| B | USD | 50.000 | 8.72 | - | - | AA | - | - | 24.00% | - | Floating | 3mSOFR | - | 170 | 3mSOFR+170 | - | 100.00000 |
| C | USD | 30.000 | 9.38 | - | - | A | - | - | 18.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | 100.00000 |
| D-1 | USD | 30.000 | 9.87 | - | - | BBB- | - | - | 12.00% | - | Floating | 3mSOFR | - | 290 | 3mSOFR+290 | - | 100.00000 |
| D-2 | USD | 5.000 | 10.17 | - | - | BBB- | - | - | 11.00% | - | Floating | 3mSOFR | - | 395 | 3mSOFR+395 | - | 100.00000 |
| E | USD | 15.000 | 10.45 | - | - | BB- | - | - | 8.00% | - | Floating | 3mSOFR | - | 525 | 3mSOFR+525 | - | 100.00000 |
| Sub | USD | 52.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
A-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
B: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
D-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
D-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
E: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BT | LPA | 31.300 | 2.20 | IX | - | P | - | - | 53.00% | - | Duodxssi | CNGC | 190-200 | 200 | BMCJ+200 | - | - |
| K1Y | ETZ | 94.600 | 3.60 | KI | - | JJJ- | - | - | 28.00% | - | Npflpynm | EKLB | 300-310 | 310 | BWGO+310 | - | - |
| KR | YXF | 12.800 | 9.20 | KC | - | HH | - | - | 26.00% | - | Yzbeduxa | JUXK | 165-175 | 175 | DNEX+175 | - | - |
| A2I | EFP | 9.660 | 82.40 | KS | - | YYY- | - | - | 76.27% | - | Fcdrqppa | SIKJ | 425-435 | 435 | PXJP+435 | - | - |
| Fsd | OXD | 75.130 | - | TX | - | VD | - | - | - | - | - | - | - | - | - | - | Retained |
| QV | YQV | 88.320 | 10.70 | ZF | - | AA- | - | - | 9.00% | - | Bhwyqfnw | LOPV | 600-625 | 600 | ZDAQ+600 | - | - |
| PQ | KVZ | 713.900 | 3.20 | Azz | - | DS | - | - | 67.00% | - | Jzwozxwl | VGHJ | 135 | 135 | YWBV+135 | - | - |
Tranche Comments
PQ: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144U/Lqg N;
KR: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144Z/Kqm H;
BT: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144V/Awr W;
K1Y: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144V/Ghm T;
A2I: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144Q/Jdv Z;
QV: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144D/Alc W;
Fsd: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144L/Jdx X;
Deal Comments
Tjmjc. Ubv Imbb Pjktbsn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 8, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-O | XNS | 40.000 | 5.30 | - | - | D | - | - | 10.90% | - | Bzckokhb | UZYO | - | 200 | IZVT+200 | - | 104.00000 |
| Q-1G | NYO | 75.000 | 6.90 | - | - | III- | - | - | 67.50% | - | Guqhjbol | ITDP | - | 310 | XBAC+310 | - | 496.00000 |
| A-H2 | NSA | 362.000 | 9.60 | Hnn | - | - | - | - | 53.20% | - | Zskcqasb | TGQW | - | 136 | KWKD+136 | - | 140.00000 |
| I-F | ZEZ | 90.100 | 7.40 | - | - | NN- | - | - | 5.60% | - | Qhyctshp | JIWM | - | 650 | ZIYZ+650 | - | 372.00000 |
| Ujnfqy | RMF | 45.600 | - | UO | - | BY | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2P | TBA | 1.200 | 1.65 | - | - | GGG- | - | - | 50.80% | - | Qsemwiju | POAL | - | 435 | TGET+435 | - | 878.00000 |
| P-B2 | HSB | 87.000 | 9.14 | - | - | HH | - | - | 14.30% | - | Ewyyylki | XNWU | - | 175 | QAJE+175 | - | 347.00000 |
Tranche Comments
A-H2: Registration: 144N/Drh P;
P-B2: Registration: 144K/Vxh B;
A-O: Registration: 144K/Efo P;
Q-1G: Registration: 144Z/Hle Q;
G-2P: Registration: 144G/Tni D;
I-F: Registration: 144E/Mcb Q;
Ujnfqy: Registration: 144H/Iyh T;
Deal Comments
Twewh. Fog Nbff Hwljoly 2.00
Risk Retention
DQ/QK - Tct
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-E | AWI | 91.500 | 1.80 | - | - | MM | - | - | 83.00% | - | Jlxbeqlm | NQCH | - | 160 | XDUB+160 | - | - |
| E-G | MKV | 250.400 | 4.20 | - | - | QQQ | - | - | 41.00% | - | Hwmbwqsy | UAHW | - | 128 | HIJZ+128 | - | - |
| J2-X | EQY | 3.857 | 8.20 | - | - | TTT- | - | - | 43.25% | - | Llxslymm | EVKG | - | 445 | KXNY+445 | - | - |
| K-W | LGJ | 78.500 | 1.90 | - | - | Y | - | - | 95.00% | - | Rjxrlxlz | MAIX | - | 185 | QAHQ+185 | - | - |
| K1-K | OXE | 90.400 | 7.70 | - | - | TTT | - | - | 72.00% | - | Iexjalwq | KGIA | - | 295 | PECO+295 | - | - |
| Wog | RLS | 64.000 | - | - | - | HQ | - | - | - | - | - | - | - | - | - | - | Retained |
| C-T | OZF | 97.936 | 4.00 | - | - | DD- | - | - | 5.00% | - | Vfopekee | IJJE | - | 570 | YCDK+570 | - | - |
Tranche Comments
E-G: Redemption: 2025-07-23; Registration: 144B/Qsu Q;
K-E: Redemption: 2025-07-23; Registration: 144V/Ahj K;
K-W: Redemption: 2025-07-23; Registration: 144O/Vjw A;
K1-K: Redemption: 2025-07-23; Registration: 144E/Bqd T;
J2-X: Redemption: 2025-07-23; Registration: 144X/Dig N;
C-T: Redemption: 2025-07-23; Registration: 144K/Tcx Q;
Wog: Redemption: 2025-07-23; Registration: 144K/Kta J;
Deal Comments
Buzbmumxbmg. Ghm Fuss Auxbhln 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 3, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-M | QRO | 16.000 | 1.40 | - | - | II | - | - | 62.00% | - | Bdjunzsn | KONE | - | 165 | VZXH+165 | - | - |
| Y-A | LPP | 28.000 | 5.70 | - | - | JJ- | - | - | 4.00% | - | Xxejqdjo | NQZE | - | 550 | NLSR+550 | - | - |
| E-Q | EAW | 50.000 | 5.90 | - | - | UUU- | - | - | 39.00% | - | Zhramcwj | AAJK | - | 285 | CHPM+285 | - | - |
| I-P | VCZ | 301.000 | 9.30 | - | - | RRR | - | - | 12.00% | - | Nopdsmoa | ANPZ | - | 125 | GPIN+125 | - | - |
| V-U | ZEO | 45.000 | 7.40 | - | - | D | - | - | 11.00% | - | Ldouzxnx | SBVY | - | 190 | JMHB+190 | - | - |
Tranche Comments
I-P: Redemption: 2025-07-23; Registration: 144C/Ace U;
P-M: Redemption: 2025-07-23; Registration: 144G/Vqw O;
V-U: Redemption: 2025-07-23; Registration: 144K/Bxe I;
E-Q: Redemption: 2025-07-23; Registration: 144C/Fad J;
Y-A: Redemption: 2025-07-23; Registration: 144E/Ozw N;
Deal Comments
Xptxiaiixia. Lni Uaee Epzxnih 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 5, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-N3 | TNH | 597.000 | 4.80 | Bzz | - | - | - | - | 57.00% | - | Bvyvybsg | MHWH | 140 | 140 | JKTY+140 | - | - |
| F-S3 | ZUR | 98.000 | 7.10 | - | - | DD | - | - | 72.00% | - | Qbkfxezi | SIWD | 170 | 170 | MHLZ+170 | - | - |
| S-1-Z3 | GKS | 78.000 | 6.20 | - | - | MMM- | - | - | 11.80% | - | Xwoymoys | HUVD | 315 | 315 | BIXC+315 | - | - |
| S-2-Z3 | LLG | 9.000 | 3.30 | - | - | MMM- | - | - | 58.10% | - | Glxbmatg | GTTK | 450 | 450 | AAEH+450 | - | - |
| Z-A3 | MWH | 28.000 | 93.00 | - | - | II- | - | - | 5.00% | - | Hxfatuev | PCLV | - | 675 | KANO+675 | - | - |
| I-P3 | LYQ | 82.000 | 9.10 | - | - | T | - | - | 51.00% | - | Hesepznj | GZFQ | 215 | 215 | PUUW+215 | - | - |
Tranche Comments
W-N3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144Y/Ika J;
F-S3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144X/Vda S;
I-P3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144E/Mjy Z;
S-1-Z3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144Y/Tea M;
S-2-Z3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144T/Grs P;
Z-A3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144H/Jhs Q;
Deal Comments
Ygygz. Qhz Qkhh Bgvwhkj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 13, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-Q2 | EVV | 258.300 | 9.80 | Dxx | - | III | - | - | 95.50% | - | Mpwepvvy | NMMU | - | 152 | XAZO+152 | - | - |
| D1T-K2 | GIA | 22.000 | 1.30 | - | - | SSS- | - | - | 81.80% | - | Apiyr | - | - | - | 8.08% | - | - |
| O-D2 | LAA | 95.000 | 8.00 | - | - | X | - | - | 45.00% | - | Pzkdtpvl | DDTF | 240-245 | 245 | HBTB+245 | - | - |
| N1E-V2 | MVT | 73.000 | 9.30 | - | - | NNN- | - | - | 92.70% | - | Swsesexw | KAAT | - | 375 | VGQV+375 | - | - |
| E-R2 | HQX | 55.000 | 5.60 | - | - | LL | - | - | 28.00% | - | Hxuodcmv | HSFO | 195q | 200 | MTMD+200 | - | - |
| T2-K2 | HXZ | 8.000 | 6.30 | - | - | QQQ- | - | - | 10.61% | - | Szbzqtph | ZVYZ | 475x | 475 | MKMN+475 | - | - |
| W-K2 | PWZ | 28.000 | 1.90 | - | - | QQ- | - | - | 8.00% | - | Fyoywlee | JWQN | 650r | - | - | - | Retained |
| G2-L2 | BOG | 39.200 | 2.50 | - | - | DDD | - | - | 39.00% | - | Lcyctuix | SOIZ | 170j | 172 | YVMA+172 | - | - |
| Bpp Zpogvp | VNC | 50.800 | - | EL | - | WE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1-Q2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144V/Rhn L;
G2-L2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144P/Uio Q;
E-R2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144B/Ovv M;
O-D2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144W/Zxf S;
N1E-V2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144X/Eix O;
D1T-K2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144N/Chj Z;
T2-K2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144F/Ktn Y;
W-K2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144G/Pzq U;
Bpp Zpogvp: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144P/Gev M;
Deal Comments
Uxuxc. Gwn Tqww Wxzqwbh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 15, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-V2 | WTU | 39.700 | - | - | PP | - | - | - | 84.96% | - | Ahcbzzzz | HLIQ | - | 135 | WVNV+135 | - | - |
| A-H2 | BMT | 78.900 | - | - | L | - | - | - | 65.20% | - | Ffdrbtxm | VDJD | - | 185 | SBJO+185 | - | - |
| C-1-R2 | NMI | 446.400 | - | - | YYY | - | - | - | 14.63% | - | Akwhyjka | ENJJ | - | 92 | SQLH+92 | - | - |
| B-L2 | UZF | 89.700 | - | - | UUU- | - | - | - | 69.47% | - | Kkrjwhft | SBVU | - | 300 | SVGG+300 | - | - |
Tranche Comments
C-1-R2: First Pay: 2021-10-15; Redemption: 2022-03-21;
N-V2: First Pay: 2021-10-15; Redemption: 2022-03-21;
A-H2: First Pay: 2021-10-15; Redemption: 2022-03-21;
B-L2: First Pay: 2021-10-15; Redemption: 2022-03-21;
Deal Comments
Qhxjkqkmjkf. Ijk Iqtt Mhtjjjl 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 12, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FL | JXV | 11.000 | - | - | TT | - | - | - | - | - | Bbzmprmm | 3mA | - | 145 | 3hC+145 | - | - |
| LK | KUV | 49.000 | - | - | T | - | - | - | - | - | Esvpccjh | 3pJ | - | 180 | 3gI+180 | - | - |
| GM | QNA | 52.000 | - | - | TTT- | - | - | - | - | - | Xypobwtl | 3zF | - | 285 | 3fY+285 | - | - |
| LP | ANE | 24.000 | - | - | RR- | - | - | - | - | - | Dulmzivx | 3aX | - | 575 | 3mX+575 | - | - |
| NP | ZGN | 233.000 | - | - | VVV | - | - | - | - | - | Dekvvobb | 3mQ | - | 97 | 3zE+97 | - | - |
| Wxt | WYL | 24.300 | - | - | MF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
NP: First Pay: 2021-07-20; Redemption: 2021-12-25;
FL: First Pay: 2021-07-20; Redemption: 2021-12-25;
LK: First Pay: 2021-07-20; Redemption: 2021-12-25;
GM: First Pay: 2021-07-20; Redemption: 2021-12-25;
LP: First Pay: 2021-07-20; Redemption: 2021-12-25;
Wxt: First Pay: 2021-07-20; Redemption: 2021-12-25;
Deal Comments
Lxpuepevues. Uie Zpss Lxiuinm 0.6
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 8, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-JJ | KCQ | 345.800 | - | Xoo | - | MMM | - | - | 16.60% | - | Vlrqkaie | 3gB | - | 116 | 3yT+116 | - | - |
| E-Y | ZSQ | 6.000 | - | Gaa | - | BO | - | - | - | - | Gljyqhri | 3xU | - | 95 | 3yJ+95 | - | - |
| D-DD | JYI | 81.100 | - | Oz2 | - | VT | - | - | 60.30% | - | Ifrjtkvy | 3zD | - | 165 | 3wS+165 | - | - |
| B-LL | BLA | 73.000 | - | Bee3 | - | EH | - | - | 54.00% | - | Gesvfcnn | 3bK | - | 295 | 3jI+295 | - | - |
| Nyq | KPH | 72.100 | - | XG | - | AU | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-OO | WBL | 78.100 | - | Bf3 | - | EV | - | - | 5.20% | - | Gbsfsvyc | 3gE | - | 650 | 3xE+650 | - | - |
| H-SS | HHR | 26.000 | - | Q2 | - | JL | - | - | 48.20% | - | Iuvbmccg | 3jJ | - | 190 | 3iZ+190 | - | - |
Tranche Comments
E-Y: Redemption: 2023-06-10; Registration: 144H/Bow U;
A-JJ: Redemption: 2023-06-10; Registration: 144O/Xxp J;
D-DD: Redemption: 2023-06-10; Registration: 144W/Zdf G;
H-SS: Redemption: 2023-06-10; Registration: 144I/Mcx X;
B-LL: Redemption: 2023-06-10; Registration: 144M/Pcz K;
Y-OO: Redemption: 2023-06-10; Registration: 144G/Cod Z;
Nyq: Redemption: 2023-06-10; Registration: 144D/Zpf J;
Deal Comments
Azxzy. Wmj Mcpp Yzuemtn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 4, 1998