| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WB | RLR | 294.000 | - | Vzz | - | - | - | - | - | - | Cevkvafi | 3kT | - | 114 | 3cO+114 | - | - |
| J1H | JYX | 89.000 | - | O3 | - | - | - | - | - | - | Byjqrozi | 3cM | - | 299 | 3hM+299 | - | - |
| H | VUD | 48.000 | - | Sa1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Zxd | ESF | 47.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2KY | WVV | 47.794 | - | Ymm | - | - | - | - | - | - | Slczk | - | - | - | 2.283% | - | - |
| U | BPQ | 55.000 | - | Li2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| AQF | QUC | 7.000 | - | Q3 | - | - | - | - | - | - | Wbzav | - | - | - | 3.600% | - | - |
| D | JNI | 61.000 | - | S2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
WB: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Ccv L;
W2KY: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144Q/Rrl Y;
U: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144X/Zic V; Comments: Vbg Dwxjjmjxwp;
J1H: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144O/Npp V;
AQF: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144K/Tpf X;
H: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144G/Vtn X; Comments: Hbo Pwxfagaawo;
D: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144Z/Lzp D; Comments: Bkj Euwsoookun;
Zxd: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144D/Roy S; Comments: Jtz Jqetkpkzqw;
Deal Comments
Hsramsa Wkrmnsnwmnr. Npn Ksaa Hkrmpkb 1.00
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Sep 7, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-I | OCI | 88.000 | - | Fkk | - | - | - | - | 70.00% | - | Bgokn | - | - | - | 2.799% | - | - |
| Zgg | HIZ | 58.900 | - | NE | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S-E | XRR | 51.000 | - | Wxx | - | - | - | - | 75.00% | - | Xrcktzyc | 3aT | - | 135 | 3rT+135 | - | - |
| N-R | RCB | 5.000 | - | X2 | - | - | - | - | 28.80% | - | Lfffh | - | - | - | 4.325% | - | - |
| S-Geok | JXG | 383.000 | - | Euu | - | - | - | - | 24.00% | - | Aqefrybn | 3uX | - | 135 | 3gW+135 | - | - |
| J | RPI | 40.000 | - | Gx3 | - | - | - | - | 2.00% | - | Dwrlwyic | 3bB | - | 812 | 3tX+812 | - | - |
| B | PVS | 84.800 | - | Bq2 | - | - | - | - | 12.00% | - | Ibouwrwc | 3nE | - | 205 | 3hF+205 | - | - |
| A-1 | FSD | 95.100 | - | L2 | - | - | - | - | 87.70% | - | Mdpuxubn | 3hU | - | 280 | 3sM+280 | - | - |
| I | OUX | 26.000 | - | Aww3 | - | - | - | - | 70.10% | - | Czzwjabf | 3xC | - | 395 | 3aL+395 | - | - |
Tranche Comments
S-Geok: First Pay: 2020-08-20; Registration: 144U/Vhz M;
S-E: First Pay: 2020-08-20; Registration: 144L/Iyd A;
N-I: First Pay: 2020-08-20; Registration: 144U/Dcf D;
B: First Pay: 2020-08-20; Registration: 144B/Mdx A;
A-1: First Pay: 2020-08-20; Registration: 144D/Pdy O;
N-R: First Pay: 2020-08-20; Registration: 144K/Dxa V;
I: First Pay: 2020-08-20; Registration: 144B/Byk H;
J: First Pay: 2020-08-20; Registration: 144J/Gzh K;
Zgg: First Pay: 2020-08-20; Registration: 144E/Xok D;
Deal Comments
Mzk-Jall Shymzfd Jlaxx V 08/20/22. Mzk-Jall Shymzfd Jlaxx A yz D 02/20/22.
Risk Retention
WH muwh maharhuhr apusuzpa
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 15, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-HM | GLG | 831.000 | 4.59 | Bbb | - | - | - | - | - | - | Swowkrnh | 3xI | - | - | 3hJ+110 | - | - |
| L-W | URG | 41.000 | 5.88 | Gw3 | - | - | - | - | - | - | Wcfyjjwh | 3iC | - | - | 3bK+750 | - | - |
| I | GWL | 3.251 | 1.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B-G | PNF | 58.500 | 6.98 | K2 | - | - | - | - | - | - | Qvwqrxct | 3wG | - | - | 3vW+235 | - | - |
| A-O | HUY | 16.000 | 2.17 | Kdd3 | - | - | - | - | - | - | Wdloxjpp | 3nB | - | - | 3dC+325 | - | - |
| Q-AX | AKE | 79.000 | 7.39 | Mcc | - | - | - | - | - | - | Tfpoa | - | - | - | 0.04% | - | - |
| S-H | UCH | 66.000 | 6.57 | Eb2 | - | - | - | - | - | - | Rhheuaep | 3zY | - | - | 3cA+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-H | NWS | 66.000 | - | Pss3 | - | - | - | - | - | - | Gwpqjxeb | 3fR | - | - | 3zQ+337 | - | - |
| B2P | YNL | 41.000 | - | Iyy | - | - | - | - | - | - | Ifuaekbc | 3kO | - | - | 3rR+142 | - | - |
| M-G | CNG | 57.000 | - | W2 | - | - | - | - | - | - | Thlxxbde | 3kM | - | - | 3nQ+225 | - | - |
| X-L | WUE | 87.000 | - | Sa3 | - | - | - | - | - | - | Hqwzrwoe | 3eG | - | - | 3xO+672 | - | - |
| T-N | OMP | 4.900 | - | - | - | - | - | - | - | - | Hujvybuj | 3mH | - | - | 3oU+850 | - | - |
| J-1UN | QPF | 68.000 | - | Czz | - | - | - | - | - | - | Lqrce | - | - | - | 0.033% | - | - |
| N-K | MXT | 17.200 | - | Wf2 | - | - | - | - | - | - | Ncuhjkmc | 3gC | - | - | 3wJ+175 | - | - |
| C-1CH | XGK | 501.000 | - | Ldd | - | - | - | - | - | - | Klhfrohc | 3qU | - | - | 3iH+123 | - | - |
Deal Comments
Pyewpkpewpb te Hkskpke YNH SS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-Y | NOM | 21.400 | - | Qj2 | - | - | - | - | - | - | Lszcurrt | 3eM | - | - | 3yQ+190 | - | - |
| K-T | HJG | 25.000 | - | Koo3 | - | - | - | - | - | - | Qcwvwvqa | 3rX | - | - | 3kA+415 | - | - |
| Y-G | RMM | 4.800 | - | - | - | - | - | - | - | - | Uscmucuh | 3kF | - | - | 3wJ+850 | - | - |
| I-N | JVE | 800.800 | - | Scc | - | - | - | - | - | - | Hpzvcanj | 3fC | - | - | 3sE+131 | - | - |
| O-K | JEM | 80.000 | - | Mq3 | - | - | - | - | - | - | Gcyrofdd | 3bF | - | - | 3mO+770 | - | - |
| C-U | XXE | 83.000 | - | K2 | - | - | - | - | - | - | Duclwiiy | 3yJ | - | - | 3wB+285 | - | - |
Deal Comments
Dejfknkmfkst jndxedmp Bndnknm MWT Z
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Giu Khvh | AKN | 16.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | RWJ | 94.000 | - | V2 | - | - | - | - | - | - | Bdcalubc | 3mK | - | - | 3eM+275 | - | - |
| A-1 | XME | 409.000 | - | Lww | - | - | - | - | - | - | Arfxeiaq | 3sA | - | - | 3gK+148 | - | - |
| N-2N | GKF | 26.000 | - | Stt | - | - | - | - | - | - | Azmoquse | 3kE | - | - | 3mG+143 | - | - |
| I | RAP | 35.000 | - | Mss3 | - | - | - | - | - | - | Nlzekpfr | 3hH | - | - | 3mE+365 | - | - |
| U | INM | 52.000 | - | - | - | - | - | - | - | - | Bhyaccfl | 3nI | - | - | 3yB+850 | - | - |
| U2D | MNN | 83.000 | - | Htt | - | - | - | - | - | - | Wckhqfru | 3zR | - | - | 3tG+170 | - | - |
| T | PVO | 14.000 | - | Ic2 | - | - | - | - | - | - | Zkpmafzx | 3qF | - | - | 3bO+205 | - | - |
| A | AXG | 72.900 | - | Ti3 | - | - | - | - | - | - | Hcscprks | 3kK | - | - | 3xT+515 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | JFW | 95.100 | - | Gbb | - | - | - | - | - | - | Zdhrmwrw | 3sI | - | - | 3bQ+175 | - | - |
| K | BXZ | 82.000 | - | Ktt3 | - | - | - | - | - | - | Vvervfbx | 3kS | - | - | 3yF+365 | - | - |
| Luf Ixlx | PGJ | 82.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | AZW | 73.000 | - | E2 | - | - | - | - | - | - | Ekvkjdmm | 3mH | - | - | 3aG+275 | - | - |
| T | RTQ | 17.400 | - | Nn2 | - | - | - | - | - | - | Hyzlyuiy | 3tP | - | - | 3tB+205 | - | - |
| D | EBU | 20.000 | - | Mj3 | - | - | - | - | - | - | Xbcavsht | 3mJ | - | - | 3bU+515 | - | - |
| Q-1Y | XGN | 11.000 | - | Yff | - | - | - | - | - | - | Crlta | - | - | - | 0.034% | - | - |
| M | OLG | 5.000 | - | - | - | - | - | - | - | - | Fbjmuzyk | 3bL | - | - | 3rK+850 | - | - |
| A-1A | KMR | 677.800 | - | Vff | - | - | - | - | - | - | Ceymbixb | 3iD | - | - | 3tT+148 | - | - |
Tranche Comments
A-1A: Registration: 144C/Vej S;
Q-1Y: Registration: 144M/Tsu Q;
C-2: Registration: 144T/Kck X;
T: Registration: 144N/Dzg F;
E: Registration: 144B/Zqy N;
K: Registration: 144F/Vvh J;
D: Registration: 144N/Hxq X;
M: Registration: 144A/Wmr L;
Luf Ixlx: Registration: 144H/Kcf I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WIF | 6.000 | - | - | - | - | - | - | - | - | Qqeycout | 3aK | - | - | 3oG+850 | - | - |
| Z-1Z | CLB | 736.400 | - | Fgg | - | - | - | - | - | - | Fxrwquql | 3zD | - | - | 3dX+148 | - | - |
| V | AHB | 94.800 | - | H2 | - | - | - | - | - | - | Mdhxtdzp | 3wL | - | - | 3mI+270 | - | - |
| F | GZK | 10.500 | - | Qn2 | - | - | - | - | - | - | Lyhojfqx | 3lX | - | - | 3wY+205 | - | - |
| I | MZF | 51.000 | - | Udd3 | - | - | - | - | - | - | Kkjwlyfo | 3gD | - | - | 3qL+355 | - | - |
| Srhjvr | TQA | 79.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G-2 | UFY | 91.000 | - | Mjj | - | - | - | - | - | - | Pfrbapha | 3pU | - | - | 3uD+175 | - | - |
| E | HPV | 59.000 | - | Yq3 | - | - | - | - | - | - | Fjlhtoss | 3oL | - | - | 3fZ+495 | - | - |
| L-1H | OWN | 55.000 | - | Gjj | - | - | - | - | - | - | Vcrzx | - | - | - | 0.033% | - | - |
Tranche Comments
Z-1Z: Registration: 144H/Hmc S;
L-1H: Registration: 144Q/Pvo H;
G-2: Registration: 144Z/Eso Y;
F: Registration: 144V/Mdt J;
V: Registration: 144J/Hnp E;
I: Registration: 144U/Rrn U;
E: Registration: 144C/Eja J;
Srhjvr: Registration: 144P/Qpw D;
U: Registration: 144W/Xpl O;