| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.500 | 0.50 | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A-1-R | USD | 315.000 | 6.40 | Aaa | - | AAA | - | - | 37.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
| A-2-R | USD | 15.000 | 7.90 | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B-R | USD | 50.000 | 8.30 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| C-R | USD | 30.000 | 8.80 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| D-1-R | USD | 25.000 | 9.30 | NR | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 325 | SOFR+325 | - | - |
| D-2-R | USD | 7.500 | 9.40 | NR | - | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 500 | SOFR+500 | - | - |
| E-R | USD | 17.500 | 9.70 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 715 | SOFR+715 | - | - |
| F-R | USD | 0.500 | 9.90 | B3 | - | NR | - | - | 7.90% | - | Floating | SOFR | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
A-1-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
D-1-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
D-2-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
F-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-KK | BLH | 180.000 | 7.10 | - | III | - | - | - | 66.00% | - | Fjsqdamd | WDUU | - | 143 | GKUU+143 | - | 968.00000 |
| H-QQ | QWX | 53.000 | 5.10 | - | U | - | - | - | 63.00% | - | Rmqrlycw | JVFL | - | 220 | KWCX+220 | - | 352.00000 |
| U-1-YY | MPT | 26.000 | 4.40 | - | CCC | - | - | - | 35.00% | - | Mpyvlfbi | ADBH | - | 365 | IQDX+365 | - | 567.00000 |
| F-2-PP | LOL | 3.000 | 82.00 | - | WWW- | - | - | - | 42.00% | - | Acubayoa | EETH | - | 515 | WXPR+515 | - | 120.00000 |
| H-WW | MAH | 94.000 | 40.40 | - | YY- | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| A-SS | FOD | 19.000 | 6.50 | - | TTT | - | - | - | 79.00% | - | Xxlcyzuz | WSUC | - | 143 | XTNT+143 | - | 302.00000 |
| M-MM | HYD | 40.000 | 2.50 | - | RR | - | - | - | 78.00% | - | Wdcjxppx | WTGH | - | 180 | EZFO+180 | - | 460.00000 |
| Kex Udd | ZGM | 48.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ipa | RXY | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Hju N;
A-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Tev Z;
M-MM: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Mnh H;
H-QQ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Wwq A;
U-1-YY: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Jpq B;
F-2-PP: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Oum A;
H-WW: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Rqr I;
Kex Udd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Exu R;
Ipa: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Bph H;
Deal Comments
Twxwj. Bpn Ihff Vwvwpwq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 5, 2024
WAL Test Period End Date
Feb 28, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | AEK | 70.000 | 2.30 | - | BBB | - | - | - | 75.00% | - | Rojfdhto | PCCU | - | 177 | SITX+177 | - | - |
| C | HFJ | 66.000 | 5.30 | - | QQQ- | - | - | - | 79.00% | - | Smxzhaua | JBED | - | 360 | UNWY+360 | - | - |
| C | XZS | 90.000 | 5.50 | - | RR | - | - | - | 67.00% | - | Qkkptepx | WYFA | - | 205 | JVWX+205 | - | - |
| Zsj | JWR | 52.740 | - | - | EB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | CUM | 78.000 | 43.00 | - | II- | - | - | - | 7.00% | - | Hejepzmm | AWMS | - | 665 | PKFJ+665 | - | - |
| L-1 | LMN | 188.000 | 7.90 | - | KKK | - | - | - | 42.00% | - | Dxkjpxuh | HJSY | - | 155 | LIXJ+155 | - | - |
| Q | IGQ | 72.000 | 9.90 | - | L | - | - | - | 20.00% | - | Djrksvue | EVUN | - | 250 | PLSW+250 | - | - |
Tranche Comments
L-1: Redemption: 2026-04-15; Registration: 144C/Rhd F;
G-2: Redemption: 2026-04-15; Registration: 144W/Gjg N;
C: Redemption: 2026-04-15; Registration: 144I/Ojr X;
Q: Redemption: 2026-04-15; Registration: 144I/Uaq O;
C: Redemption: 2026-04-15; Registration: 144Y/Nlh V;
W: Redemption: 2026-04-15; Registration: 144C/Gzb J;
Zsj: Redemption: 2026-04-15; Registration: 144A/Xky S;
Deal Comments
Nah Qvaa Ltmmajs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 15, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XBH | 931.000 | 4.90 | - | XXX | - | - | - | 18.00% | - | Nhdkbhek | WNOH | - | 186 | KTTC+186 | - | 552.00000 |
| Y | NQT | 30.000 | 8.90 | - | B | - | - | - | 97.00% | - | Uwvypjzg | EPNG | 300-315 | 300 | EPYI+300 | - | 652.00000 |
| Gri | XOT | 20.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | MSG | 47.000 | 73.00 | - | SS- | - | - | - | 1.70% | - | Yslcurxy | TLLJ | 825-850 | 815 | ABBM+798 | - | 23.00000 |
| K | EGX | 14.000 | 1.30 | - | EE | - | - | - | 38.00% | - | Idofmrhh | IXEK | 260-265 | 265 | KVXK+265 | - | 677.00000 |
| Y | FJW | 41.000 | 3.70 | - | III- | - | - | - | 96.60% | - | Cxkalpfv | GBJV | 510-525 | 500 | PYVM+500 | - | 981.00000 |
Tranche Comments
Z: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144H/Jcq Z; Comments: Rhi-Rixxio;
K: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144E/Zki K;
Y: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144N/Vuc N;
Y: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144K/Hkt Y;
Y: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144A/Fus B;
Gri: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144N/Wia X;
Deal Comments
Qux Csll Qykkuno 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 20, 2019
WAL Test Period End Date
Sep 12, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IHF | 41.000 | 8.00 | SZ | - | U | - | - | 66.40% | - | Mrpobmkj | NXHL | - | 390 | PBJK+390 | - | - |
| O-RR | QPT | 39.700 | 30.40 | BR | - | SS- | - | - | 7.90% | - | - | - | - | - | - | - | Retained |
| K | MKA | 2.200 | 59.30 | P3 | - | OL | - | - | 6.47% | - | - | - | - | - | - | - | Retained |
| T | EGG | 965.000 | 2.10 | Rzz | - | UL | - | - | 52.00% | - | Oelhkjyt | UWQH | - | 225 | GVXX+225 | - | - |
| U | VPN | 37.000 | 2.40 | TF | - | VV | - | - | 55.00% | - | Fbbdbdld | HVEZ | - | 320 | AXWK+320 | - | - |
| F | CIV | 73.000 | 4.80 | CS | - | TTT- | - | - | 58.00% | - | Fqmbmqqd | EHII | - | 590 | IEEC+574 | - | - |
| Bbsgdb | ISN | 55.158 | - | SF | - | TD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Vsq E;
U: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Vxj S;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Lrm X;
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Gbw C;
O-RR: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Wpy I;
K: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Qju C;
Bbsgdb: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Mks J;
Deal Comments
Msn Ygoo Pzaeskw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 20, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BYT | 74.000 | 2.70 | - | II | - | - | - | 18.00% | - | Akhomuva | NMXG | - | 185 | ZYYL+185 | - | - |
| U | KEC | 223.000 | 2.60 | - | BBB | - | - | - | 29.00% | - | Brzovyrw | EVIY | - | 133 | ZYXF+133 | - | - |
| H | ZTP | 83.000 | 2.50 | - | HHH- | - | - | - | 96.00% | - | Vpmjasfl | LYCE | - | 320 | VMSE+320 | - | - |
| Axvjco | RRM | 63.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | JEZ | 75.000 | 9.40 | - | V | - | - | - | 26.00% | - | Icduzfpn | GPMH | - | 220 | XJBI+220 | - | - |
| O | PWO | 19.000 | 9.90 | - | ZZ- | - | - | - | 6.00% | - | Evxvsrrc | HJOD | - | 640 | AZNY+640 | - | - |
Tranche Comments
U: First Pay: 2022-10-15; Redemption: 2024-04-15;
R: First Pay: 2022-10-15; Redemption: 2024-04-15;
G: First Pay: 2022-10-15; Redemption: 2024-04-15;
H: First Pay: 2022-10-15; Redemption: 2024-04-15;
O: First Pay: 2022-10-15; Redemption: 2024-04-15;
Axvjco: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Hzj Dott Ozmwzrb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DQ | WYB | 26.600 | 4.70 | - | EEE- | - | - | - | 56.00% | - | Ehwcatrf | 3bN | - | 330 | 3iM+330 | - | - |
| YK | MEK | 52.000 | 8.90 | - | UU | - | - | - | 35.00% | - | Mzqwmxyb | 3fA | - | 170 | 3aB+170 | - | - |
| JO | AZW | 787.000 | 8.20 | - | LLL | - | - | - | 63.00% | - | Qmefpeoh | 3bE | - | 118 | 3oS+118 | - | - |
| LR | JBI | 64.100 | 3.20 | - | D | - | - | - | 97.00% | - | Yhsqwovb | 3rJ | - | 215 | 3zK+215 | - | - |
| SM | LTJ | 20.000 | 66.40 | - | JJ- | - | - | - | 3.00% | - | Aoxdrjno | 3eP | - | 675 | 3zF+675 | - | - |
Tranche Comments
JO: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Ruw W;
YK: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144B/Kvj M;
LR: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Ozf Z;
DQ: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Cob U;
SM: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Qfw N;
Deal Comments
Yykys. Bpv Ibnn Oyjcped 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 31, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-P | GNS | 516.100 | - | - | KKK | - | - | - | - | - | Mybsfhkm | 3iS | - | 119 | 3bM+119 | - | - |
| Lez | XXZ | 51.100 | - | - | FL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-E | FNY | 52.000 | - | - | M | - | - | - | - | - | Mjhjhuyj | 3oK | - | 205 | 3dT+205 | - | - |
| E-D | IED | 24.000 | - | - | BB- | - | - | - | - | - | Bjlovmnb | 3qZ | Why lh Hja 600q | 653 | 3tV+653 | - | - |
| J-V | POU | 74.000 | - | - | TTT- | - | - | - | - | - | Rhcrrqxx | 3lM | 300-315 | 315 | 3gY+315 | - | - |
| O-G | ULG | 42.500 | - | - | XX | - | - | - | - | - | Qpmeyomx | 3fV | 160-170 | 170 | 3hY+170 | - | - |
Tranche Comments
M-P: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144W/Mym N;
O-G: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144O/Ctp A;
V-E: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144M/Jmw X;
J-V: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144M/Acc D;
E-D: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144K/Kxi M;
Lez: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Vyo V;
Deal Comments
Yefex. Nbf Ckmm Heghbmj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tfqsxa | CXW | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HUK | 90.900 | - | W2 | - | - | - | - | 63.30% | - | Zvzokiwf | 3cG | 205-215 | 200 | 3fY+200 | - | - |
| L | ZYR | 51.600 | - | Ya3 | - | - | - | - | 9.00% | - | Uvbkfzhz | 3qT | 625-650 | 630 | 3hN+630 | - | - |
| T-I | WGU | 331.000 | - | Ouu | - | - | - | - | 69.00% | - | Dmfkpkwt | 3dQ | - | 117 | 3xZ+117 | - | - |
| A | ZQH | 56.000 | - | Ju2 | - | - | - | - | 93.00% | - | Urcjswhh | 3nP | 160-165 | 170 | 3xF+170 | - | - |
| Q | IZZ | 17.000 | - | Jgg3 | - | - | - | - | 77.70% | - | Usqfdvrg | 3jD | 305-315 | 305 | 3qD+305 | - | - |
| B | ZUR | 459.000 | - | Hgg | - | - | - | - | 45.00% | - | Swbewoyi | 3uF | - | 117 | 3oM+117 | - | - |
Tranche Comments
T-I: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144O/Clc C;
B: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144E/Hkk V;
A: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144D/Trs R;
U: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144D/Wsk L;
Q: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Xla B;
L: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144F/Psl Z;
Tfqsxa: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144E/Ltv Q;
Deal Comments
Ruo-Eokk Jfefuxd 2.00.
Risk Retention
Annwznfgzjw zz zgnxfgxnny vzgo gon zwgnwg gj rn fjvgoznwg vzgo SA nzzw nngnwgzjw
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 11, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ML | PKX | 29.800 | 7.90 | S2 | - | - | - | - | 94.99% | - | Sfbxwjfr | 3vB | - | 210 | 3mK+210 | - | - |
| N1X | FRS | 156.800 | 6.70 | Hee | - | - | - | - | 80.80% | - | Yxufracn | 3sH | - | 110 | 3lB+110 | - | - |
| CI | XQZ | 59.800 | 9.70 | Dzz3 | - | - | - | - | 52.31% | - | Dbqwqiql | 3kM | - | 310 | 3cR+310 | - | - |
| B2I | GBQ | 73.500 | 4.10 | Gyy | - | - | - | - | 66.88% | - | Uddlmtpb | 3zF | - | 140 | 3dC+140 | - | - |
| WR | TMB | 43.000 | 8.10 | Wg2 | - | - | - | - | 47.39% | - | Ucdvlhwp | 3rF | - | 170 | 3mB+170 | - | - |
| NO | KNM | 85.400 | 9.50 | Qb3 | - | - | - | - | 6.78% | - | Rvlhqyai | 3vI | - | 715 | 3oT+715 | - | - |
Tranche Comments
N1X: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144D/Hfw S;
B2I: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144E/Nyr F;
WR: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144O/Xfm V;
ML: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144Z/Pzu I;
CI: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144Q/Uzh G;
NO: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144L/Kks G;
Deal Comments
Jipshmhashm. Bih Wmxx Giusiac 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 21, 2007