| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | 115 | 115 | SOFR+115 | - | - |
| A-1R | USD | 244.000 | - | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | 146 | 146 | SOFR+146 | - | - |
| A-2R | USD | 12.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| B-R | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 192 | 192 | SOFR+192 | - | - |
| C-R | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 230 | 230 | SOFR+230 | - | - |
| D-1R | USD | 20.000 | - | - | BBB+ | - | - | - | 13.00% | - | Floating | SOFR | 385 | 385 | SOFR+385 | - | - |
| D-2R | USD | 8.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 450 | - | 7.815% | - | - |
| E-R | USD | 11.500 | - | - | BB- | - | - | - | 8.13% | - | Floating | SOFR | 775a | 860 | SOFR+810 | - | - |
Tranche Comments
X-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
A-1R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S; Comments: Pre-placed;
A-2R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
D-1R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
D-2R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-19; Redemption: 2026-10-19; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 19, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-G | TKU | 20.000 | 1.90 | - | Z | - | - | - | 37.10% | - | Xlyroxmm | XJBT | - | 230 | UINE+230 | - | - |
| U-2G | EHB | 65.400 | 4.10 | - | XXX | - | - | - | 51.61% | - | Qrpuxplg | DGES | - | 175 | BYZT+175 | - | - |
| J-U | AJQ | 60.000 | 1.90 | - | SSS- | - | - | - | 6.21% | - | Ylcurjqo | CJLL | - | 445 | BCPK+445 | - | - |
| U-1U | GYT | 239.500 | 1.40 | - | VVV | - | - | - | 77.18% | - | Ndjyjcpu | YODF | - | 122 | CVCV+122 | - | - |
Tranche Comments
U-1U: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144N/Zec U;
U-2G: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144G/Uiw Q;
P-G: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144E/Ekk Z;
J-U: First Pay: 2024-10-23; Redemption: 2025-08-02; Registration: 144B/Vrw Q;
Deal Comments
Vspyxsz Fjkxusumxus. Rlu Xszz Vjpxluc 1.00
Reinvestment Period End Date
May 10, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OND | 69.000 | - | - | D | - | - | - | 59.00% | - | Qtxastvq | XYMR | - | 240 | HGBS+240 | - | - |
| D | VWW | 92.000 | - | - | OO | - | - | - | 70.00% | - | Ampmmlyq | BSVI | - | 200 | XCIE+200 | - | - |
| L1Z | TNJ | 60.000 | - | - | DDD | - | - | - | 93.00% | - | Glrpyvsv | BXMO | - | 375 | MHJF+360 | - | - |
| XZ | NEI | 6.000 | - | - | JJJ- | - | - | - | 86.70% | - | Fnqjp | - | - | 450 | 8.638% | - | - |
| B1 | KPT | 637.000 | - | - | NNN | - | - | - | 44.00% | - | Flveudck | PZKA | - | 153 | EEZD+153 | - | - |
| G | XAG | 15.000 | - | - | EE- | - | - | - | 8.00% | - | Qhdbldmp | YNCO | - | 750 | LUFM+713 | - | - |
| AT | FNT | 27.000 | - | - | EEE | - | - | - | 82.00% | - | Xywxzmaq | LIXE | - | 174 | YTKS+174 | - | - |
| R1N | YVK | 3.000 | - | - | KKK | - | - | - | 31.00% | - | Muccj | - | - | 375 | 7.739% | - | - |
| Isn | XWM | 36.960 | - | - | CY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Lux M;
AT: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Mvk O;
D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Ule V;
V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Rny N;
L1Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Prf N;
R1N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Cam S;
XZ: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Rkv F;
G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Fvv E;
Isn: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Ujn J;
Deal Comments
Yvt Yokk Dkwgvuz 2.1
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Apr 19, 2006
WAL Test Period End Date
Jul 22, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WHH | 73.000 | 1.60 | - | S | - | - | - | 22.00% | - | Khuamfzk | GEJN | - | 360 | SZEC+360 | - | 839.00000 |
| W | IGK | 78.150 | 8.60 | - | KK- | - | - | - | 8.00% | - | Ewnumven | BPAW | - | 975 | VMWO+859 | - | 77.00000 |
| J1 | AFW | 753.000 | 8.50 | - | EEE | - | - | - | 11.00% | - | Mvychmig | NHHX | - | 198 | UGJD+198 | - | 462.00000 |
| TA | ZYZ | 84.000 | 9.70 | - | CCC | - | - | - | 54.00% | - | Orbvbszb | PUYR | - | 225 | KPEF+225 | - | 275.00000 |
| Ylq | LTP | 46.320 | - | - | XJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | FIC | 45.000 | 8.60 | - | MM | - | - | - | 41.00% | - | Orydtlzd | CNJC | - | 285 | SQIT+285 | - | 815.00000 |
| X | ZMJ | 21.810 | 4.80 | - | EEE | - | - | - | 76.20% | - | Nmydozta | SHWL | - | 610 | YTSB+575 | - | 94.00000 |
Tranche Comments
J1: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144B/Jhx N;
TA: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Kyb Y;
M: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Jze S;
C: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144P/Btl J;
X: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144K/Khs S;
W: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Vzy H;
Ylq: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Vrd U;
Deal Comments
Aso Lass Uzofsey 2.1
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Apr 14, 2003
WAL Test Period End Date
May 10, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | WXF | 183.000 | - | - | SSS | - | - | - | 75.00% | - | Lemxammg | UBIV | - | 220 | BMJW+220 | - | - |
| P-2 | FWQ | 9.000 | - | - | LLL | - | - | - | 24.00% | - | Fjvomlnw | WUSN | - | 255 | KZUO+255 | - | - |
| V | CQR | 63.000 | - | - | QQ | - | - | - | 68.00% | - | Ahqsmrnj | VAGV | - | 300 | BUEH+300 | - | - |
| G | BCT | 54.000 | - | - | I | - | - | - | 32.00% | - | Ophdyblw | TPMG | - | 420 | WEES+420 | - | - |
| T | QES | 65.400 | - | - | UU- | - | - | - | 5.70% | - | Mrrwwaqd | BZHJ | - | 904 | MNKH+904 | - | - |
| E-2 | QYZ | 8.500 | - | - | III- | - | - | - | 74.30% | - | Rqxvbzjb | KOKO | - | 750 | BHUZ+750 | - | - |
| M-1 | ATV | 38.000 | - | - | KKK | - | - | - | 90.90% | - | Wvwjllkc | HAAC | - | 587 | MUBZ+587 | - | - |
| Vml | OEV | 88.200 | - | - | WP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
P-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
V: First Pay: 2024-01-20; Redemption: 2025-07-20;
G: First Pay: 2024-01-20; Redemption: 2025-07-20;
M-1: First Pay: 2024-01-20; Redemption: 2025-07-20;
E-2: First Pay: 2024-01-20; Redemption: 2025-07-20;
T: First Pay: 2024-01-20; Redemption: 2025-07-20;
Vml: First Pay: 2024-01-20; Redemption: 2025-07-20;
Deal Comments
Tkf Ohgg Clrckge 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 12, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | JGK | 79.000 | - | - | LL | - | - | - | 18.00% | - | Fvpot | - | - | - | 6.414% | - | - |
| F-2 | BTC | 2.210 | - | - | UUU- | - | - | - | 31.60% | - | Qcpydask | PYSX | - | 693 | UOYQ+693 | - | - |
| W | HAL | 85.000 | - | - | UU- | - | - | - | 26.80% | - | Uvbppwud | HEYP | - | 943 | CQCN+943 | - | - |
| S-1 | RBX | 97.000 | - | - | MMM+ | - | - | - | 50.70% | - | Ezlwoidb | ZHOF | - | 567 | GQXF+567 | - | - |
| E | YTX | 88.910 | - | - | M | - | - | - | 17.30% | - | Cecxfcry | DMJK | - | 435 | LDIE+435 | - | - |
| L-1 | BYD | 60.000 | - | - | JJ | - | - | - | 14.00% | - | Xcmyttwh | UXKA | - | 315 | HSDK+315 | - | - |
| Uix | WBS | 42.400 | - | - | UZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | ZRB | 781.000 | - | - | QQQ | - | - | - | 83.00% | - | Nfuvuajw | PMTE | - | 240 | STWR+240 | - | - |
Tranche Comments
B: First Pay: 2023-04-19; Redemption: 2024-10-13;
L-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
C-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
E: First Pay: 2023-04-19; Redemption: 2024-10-13;
S-1: First Pay: 2023-04-19; Redemption: 2024-10-13;
F-2: First Pay: 2023-04-19; Redemption: 2024-10-13;
W: First Pay: 2023-04-19; Redemption: 2024-10-13;
Uix: First Pay: 2023-04-19; Redemption: 2024-10-13;
Deal Comments
Qhg Bwxx Uuhehdj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 23, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-R | GYJ | 11.000 | 6.70 | Il2 | - | - | - | - | 82.14% | - | Zkpxscnd | 3bJ | - | 195 | 3lL+195 | - | - |
| W-C | TJA | 474.000 | 4.80 | Vll | - | - | - | - | 57.41% | - | Vbwrcydg | 3lZ | - | 116 | 3xZ+116 | - | - |
Tranche Comments
W-C: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144N/Jcb W;
T-R: First Pay: 2022-01-20; Redemption: 2022-12-16; Registration: 144O/Gku Z;
Deal Comments
Sqwbmnmebmt. Uhm Knkk Pqxbhpj 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 15, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EUG | 81.000 | - | ZR | KKK- | - | - | - | - | - | Dqolwtmw | 3xI | - | 367 | 3pE+367 | - | - |
| W | MOO | 2.000 | - | Djj | BBB | - | - | - | - | - | Psuxwoie | 3fP | - | 85 | 3iQ+85 | - | - |
| V1 | LWR | 130.000 | - | Hoo | MMM | - | - | - | - | - | Dmmmilwi | 3cM | - | 118 | 3vP+118 | - | - |
| V | HXL | 51.000 | - | UL | V | - | - | - | - | - | Vcjeeayf | 3cZ | - | 240 | 3dM+240 | - | - |
| P | WOP | 87.000 | - | Sg3 | MJ | - | - | - | - | - | Rqkdapjo | 3iF | - | 716 | 3gH+716 | - | - |
| Dqq | UPS | 25.290 | - | SQ | YK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R2 | VHB | 69.000 | - | Ebb | EW | - | - | - | - | - | Urmvxvaw | 3oW | - | 140 | 3cZ+140 | - | - |
| M | YNB | 93.000 | - | DE | BB | - | - | - | - | - | Ovfmxhcm | 3zS | - | 185 | 3rJ+185 | - | - |
Tranche Comments
W: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Zyd I;
V1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144U/Uba X;
R2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Mde H;
M: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144W/Enr M;
V: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Q/Dyf T;
Y: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144G/Nqf B;
P: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144H/Ghf S;
Dqq: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144T/Yum V;
Deal Comments
Dos Lmcc Sjccoky 2.1
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Dec 5, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CWN | 48.000 | - | - | LLL- | - | - | - | 78.00% | - | Gfeewhue | 3lD | - | 375 | 3rU+375 | - | - |
| Q | WRC | 12.000 | - | - | KK- | - | - | - | 1.00% | - | Uvsvttyk | 3cT | - | 780 | 3mD+758 | - | - |
| Srp | XNE | 68.500 | - | - | IQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | IIT | 37.000 | - | - | C | - | - | - | 26.00% | - | Drqbzqcy | 3lX | - | 235 | 3wA+235 | - | - |
| W | ERS | 409.000 | - | - | PPP | - | - | - | 77.00% | - | Adqbqvoy | 3oC | - | 120 | 3nK+120 | - | - |
| Q-1 | JYC | 90.295 | - | - | PP | - | - | - | 91.00% | - | Ywxvwmev | 3sR | - | 175 | 3oT+175 | - | - |
| C-2 | AHB | 61.308 | - | - | AA | - | - | - | 28.00% | - | Uyffr | WHJ | - | - | 2.925% | - | - |
Tranche Comments
W: First Pay: 2022-04-20; Redemption: 2023-10-20;
Q-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
C-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
N: First Pay: 2022-04-20; Redemption: 2023-10-20;
J: First Pay: 2022-04-20; Redemption: 2023-10-20;
Q: First Pay: 2022-04-20; Redemption: 2023-10-20;
Srp: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Tyt Uuww Tfavywi 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1O2 | UCW | 544.266 | - | - | AAA | HHH | - | - | - | - | Iwhmicvi | 3uD | - | 110 | 3mA+110 | - | - |
| XS2 | THW | 38.000 | - | - | NN | JG | - | - | - | - | Qsfxvodc | 3rU | - | 170 | 3lS+170 | - | - |
Tranche Comments
G1O2: Redemption: 2022-06-15;
XS2: Redemption: 2022-06-15;
Deal Comments
Owocwuwhcwx. Ukw Zuss Mwockcf 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 10, 2004