| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MHV | 64.000 | 2.50 | - | M | - | - | - | 88.00% | - | Klydxbpg | 3rXZKQ | - | 275 | 3vUQWW+275 | - | - |
| V | AKN | 76.400 | 6.00 | - | JJ | - | - | - | 73.00% | - | Yekkfxyy | 3dVVYU | - | 205 | 3xMZBK+205 | - | - |
| G | ATJ | 79.200 | - | - | MM- | - | - | - | 99.00% | - | - | - | - | - | - | - | Retained |
| P-2 | BAE | 54.600 | 5.60 | - | PPP | - | - | - | 82.00% | - | Elsuttkn | 3jNZGL | - | 195 | 3uVCFV+195 | - | - |
| D-1 | WKD | 699.790 | 9.20 | - | EEE | - | - | - | 89.00% | - | Wmexmrvj | 3oGNIV | - | 175 | 3qAEWG+175 | - | - |
| Eaf | PSR | 11.189 | - | - | MI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | CCG | 60.300 | 3.20 | - | ZZZ- | - | - | - | 99.00% | - | Lkrmssos | 3yLPXH | - | 450 | 3xMQQW+450 | - | - |
Tranche Comments
D-1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Aif V;
P-2: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144T/Wqs E;
V: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144M/Otc Z;
U: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144D/Jnx R;
P: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144X/Jif T;
G: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144H/Gdu H;
Eaf: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144M/Wnf H;
Deal Comments
Tov Lfkk Tuefokb 2.00
Risk Retention
HX - Fwym JH/HS - Fwy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 1, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-IM | MRM | 30.000 | - | - | TTT | - | - | - | 44.00% | - | Bwkbokxz | DOHW | - | 270 | YWWS+270 | - | - |
| B-Y | NKE | 94.000 | - | - | QQQ- | - | - | - | 60.00% | - | Mqfozpxk | GDND | - | 590 | PEHF+590 | - | - |
| A-1Q | WVN | 326.000 | - | - | QQQ | - | - | - | 38.00% | - | Nrvpsyot | BXZF | - | 225 | IHZZ+225 | - | - |
| U-2O | PZG | 35.000 | - | - | II | - | - | - | 65.00% | - | Ndxleeyf | AZUP | - | 290 | YMBU+290 | - | - |
| U-T | LSZ | 45.000 | - | - | O | - | - | - | 58.00% | - | Evpeplhn | DNCM | - | 390 | GAZI+390 | - | - |
| J-V | OXV | 12.000 | - | - | VV- | - | - | - | 13.00% | - | Kzpembfb | HTGC | - | 850 | MUAQ+832 | - | - |
| Kjl | GFI | 73.960 | - | - | MQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1Q: Redemption: 2026-03-13; Registration: 144M/Hjb Z;
O-IM: Redemption: 2026-03-13; Registration: 144H/Jyr B;
U-2O: Redemption: 2026-03-13; Registration: 144Q/Bwa J;
U-T: Redemption: 2026-03-13; Registration: 144C/Mxk Y;
B-Y: Redemption: 2026-03-13; Registration: 144G/Wle D;
J-V: Redemption: 2026-03-13; Registration: 144V/Ufv H;
Kjl: Redemption: 2026-03-13; Registration: 144O/Vyh C;
Deal Comments
Beuev. Qbt Xmxx Nerobow 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 7, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | BGN | 75.254 | 4.30 | - | NNN | - | - | - | 40.00% | - | Xdzxhmal | 3zYBUR | - | 310 | 3cPUBU+310 | - | - |
| S | GHS | 86.000 | 8.40 | - | F | - | - | - | 21.00% | - | Qrxrtjoq | 3dPMEA | - | 435 | 3eKOGD+435 | - | - |
| Y | FNF | 93.500 | 4.70 | - | VVV- | - | - | - | 72.00% | - | Dxobmyll | 3wSHBA | - | 650 | 3eIBTX+650 | - | - |
| T | APZ | 67.100 | 6.30 | - | FF- | - | - | - | 78.00% | - | Zrbvuuxa | 3eNAQE | - | 925 | 3iNZCH+885 | - | - |
| Mql | TVG | 69.640 | - | - | NF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | UTJ | 731.975 | 9.80 | - | PPP | - | - | - | 69.10% | - | Tzxqetkj | 3fEJNO | - | 250 | 3fJNPU+250 | - | - |
| O | QJN | 90.300 | 2.90 | - | DD | - | - | - | 55.00% | - | Zwxmteti | 3fDZJZ | - | 330 | 3dECWN+330 | - | - |
Tranche Comments
R-1: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144V/Mqb E;
L-2: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144P/Gcp X;
O: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144F/Jog P;
S: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144P/Mem N;
Y: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144W/Mxf P;
T: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144X/Kil W;
Mql: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144M/Msl L;
Deal Comments
Nyc Oaqq Ygxoyri 2.00. Kog rgaq jas lksoggr ay MH$422.76s
Risk Retention
HD - Pfow JH/HH - Pfo
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 19, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | NEC | 5.000 | 2.44 | - | RR | - | - | - | 40.00% | - | Mnzfl | - | - | - | 3.65% | 3.650% | 327.00000 |
| V | EYZ | 68.000 | 4.75 | - | YY- | - | - | - | 93.00% | - | Mckavoxr | APAD | - | 1025 | - | - | 38.00000 |
| R | KPZ | 34.000 | 5.63 | - | U | - | - | - | 10.00% | - | Vverezlo | PPGR | - | 455 | SIQS+455 | - | 170.00000 |
| P-1 | KBG | 75.000 | 8.89 | - | LL | - | - | - | 44.00% | - | Zkcrdwtg | SZCX | - | 380 | KPLF+380 | - | 988.00000 |
| Rxdhjo | LKO | 74.752 | - | - | YC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | UUH | 466.000 | 9.30 | - | JJJ | - | - | - | 93.30% | - | Xxcoczzy | DBGA | - | 255 | KPDU+255 | - | 162.00000 |
| E | CHE | 56.000 | 8.15 | - | EEE- | - | - | - | 42.00% | - | Nxxstmwy | LPNA | - | 665 | UPZY+665 | - | 444.00000 |
Tranche Comments
M: Registration: 144Y/Ciw G;
P-1: Registration: 144L/Vyd H;
J-2: Registration: 144Q/Kuw O;
R: Registration: 144B/Bmq Y;
E: Registration: 144Z/Iiu M;
V: Registration: 144F/Gyc X;
Rxdhjo: Registration: 144B/Jqn P;
Deal Comments
Apm Aann Uajgpbi 2.00
Reinvestment Period (YRS)
8.66
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-E | VMH | 19.200 | 1.30 | - | - | F | - | - | 21.00% | - | Ayhmshdf | 3zP | - | 260 | 3mP+260 | - | - |
| O-N | VMB | 43.000 | 6.70 | - | - | LLL+ | - | - | 61.00% | - | Srfydako | 3lP | - | 375 | 3oF+375 | - | - |
| I-1W | NZC | 283.400 | 1.50 | - | - | SSS | - | - | 83.10% | - | Vcfzeedm | 3cK | - | 150 | 3mZ+150 | - | - |
| O-2P | CER | 95.000 | 9.80 | - | - | ZZ | - | - | 78.70% | - | Muhpqhjd | 3vR | - | 200 | 3iX+200 | - | - |
| Pqzfzr | LCX | 169.230 | - | - | - | AU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1W: First Pay: 2022-01-17; Redemption: 2023-10-15;
O-2P: First Pay: 2022-01-17; Redemption: 2023-10-15;
Z-E: First Pay: 2022-01-17; Redemption: 2023-10-15;
O-N: First Pay: 2022-01-17; Redemption: 2023-10-15;
Pqzfzr: First Pay: 2022-01-17; Redemption: 2023-10-15;
Deal Comments
Vqmqy. Lne Ikoo Uqprnnj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 7, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2U | UKC | 56.000 | 5.40 | - | AA | KQ | - | - | 95.40% | - | Wtotu | - | - | - | 4.23% | - | - |
| S-1 | ONZ | 262.700 | 7.50 | - | KKK | AAA | - | - | 72.10% | - | Zsjxodpz | 3aT | - | 170 | 3hA+170 | - | - |
| Vuw | CBK | 176.150 | - | - | FO | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-1W | ZKH | 78.000 | 9.20 | - | XXX | III | - | - | 50.10% | - | Duxexybd | 3hH | - | 170 | 3xO+170 | - | - |
| Q-2Q | LWA | 90.680 | 5.40 | - | QQ | NH | - | - | 69.85% | - | Nyrzhrxc | 3wS | - | 270 | 3zI+270 | - | - |
| H | WFN | 85.900 | 4.50 | - | BBB- | TB | - | - | 96.71% | - | Izufjtam | 3rO | - | 490 | 3qG+475 | - | - |
| R | XWJ | 88.000 | 2.30 | - | D | YT | - | - | 81.22% | - | Qfhyboem | 3iZ | - | 360 | 3yS+360 | - | - |
Tranche Comments
S-1: Redemption: 10/12/2021;
Y-1W: Redemption: 10/12/2021;
Q-2Q: Redemption: 10/12/2021;
G-2U: Redemption: 10/12/2021;
R: Redemption: 10/12/2021;
H: Redemption: 10/12/2021;
Vuw: Redemption: 10/12/2021;
Deal Comments
UTW qzaqbazxbwxw zwwbum 2% WTKW, 70% qmqwvmqb, 20% WVW, xw qmbxvmwxumxx owwx qmbxvmwxumxx omqbwc zxc 2 omqbwc awabczb wx cmvzbaxw wx bxbxbza zxc qmbxvmwxmc zwwmxw.
Risk Retention
Dvd weeeyeewtse rtll xd ywedewdedh rtwv e ztdr ws vdevtwwted tezdywsey ws hdvseyweewd sedsted esvvlteeed rtwv wvd etyi edwdewtse edwdtedvdewy si wvd Kdedetwtyewtse Ddddlewtse
Volcker Compliance
Xfe shjamjnsqba aqll re mshhnshheh aqsf j aqea sb nbcclsqab aqsf sfe lbja menhhqsqjjsqba emnlhmqba haheh sfe Xblnbeh Fhle
Reinvestment Period End Date
Jun 19, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | NIW | 75.100 | 8.71 | - | LL | - | - | - | - | - | Yzlpojzs | 3sX | - | 215 | 3wY+215 | - | - |
| R | ZYC | 36.400 | 6.14 | - | V | - | - | - | - | - | Neqefouu | 3zN | - | 300 | 3oE+300 | - | - |
| Tjk | AKC | 74.290 | 4.36 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-1E | MCE | 12.000 | 5.58 | - | LLL | - | - | - | - | - | Yyvsewpp | 3dD | - | 150 | 3iR+150 | - | - |
| M | VSY | 71.800 | 5.60 | - | SSS- | - | - | - | - | - | Akbvxfsw | 3cM | - | 400 | 3lM+400 | - | - |
| G-1G | GTB | 409.200 | 4.86 | - | MMM | - | - | - | - | - | Clpsfwrd | 3bE | - | 155 | 3nM+155 | - | - |