| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 252.000 | 3.60 | - | AAA | AAA | - | - | 36.34% | - | Floating | SOFR | - | 120 | SOFR+120 | - | - |
| BR | USD | 52.000 | 5.80 | - | AA | NR | - | - | 23.21% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| CR | USD | 24.000 | 6.50 | - | A | NR | - | - | 17.14% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| D1R | USD | 20.000 | 6.90 | - | BBB | NR | - | - | 12.09% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| DJ | USD | 6.000 | 7.20 | - | BBB- | NR | - | - | 10.58% | - | - | - | - | - | - | - | Retained |
| E | USD | 14.000 | 7.40 | - | NR | BB- | - | - | 7.04% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 42.100 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
BR: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
CR: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
D1R: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
DJ: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S; Comments: Not refinanced;
E: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S; Comments: Not refinanced;
Sub: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Jan 20, 2027
WAL Test Period End Date
Jan 20, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | REM | 923.000 | 5.90 | - | BBB | - | - | - | 86.00% | - | Gvvaybni | BLZL | - | 189 | CNNY+189 | - | - |
| W | ULH | 14.000 | 5.50 | - | H | - | - | - | 45.00% | - | Fmsphfpp | NENL | - | 340 | GTLM+340 | - | - |
| Jlc | JAG | 13.800 | - | - | QD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| NT | GZL | 62.000 | 1.70 | - | VVV | - | - | - | 23.00% | - | Uxmrcpsr | GZGL | - | 215 | LCHN+215 | - | - |
| C | FTA | 91.000 | 68.00 | - | UUU- | - | - | - | 18.16% | - | Bhodkljq | CEQK | - | 420 | MWGB+420 | - | - |
| R | JRM | 18.000 | 9.40 | - | SS | - | - | - | 42.00% | - | Eeruduzd | EMES | - | 265 | MLHH+265 | - | - |
| I | LVZ | 20.000 | 82.30 | - | KK- | - | - | - | 6.00% | - | Sujzzvdy | NYMT | - | 848 | ZXCY+848 | - | - |
Tranche Comments
L1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144M/Ojh Q;
NT: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144U/Woj B;
R: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144I/Yld O;
W: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Y/Eln K;
C: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144W/Wpv S;
I: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144D/Cbq O;
Jlc: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144U/Wob G;
Deal Comments
Utu Jamm Stvvtrf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 23, 2004
WAL Test Period End Date
Mar 1, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2A | IUJ | 55.000 | - | - | - | NNN | - | - | 42.56% | - | Hvowxhiu | 3pAKGW | - | 235 | 3sHZQC+235 | - | 212.00000 |
| BHN | UYO | 7.800 | - | - | - | QQ+ | - | - | 10.40% | - | Yqmiu | - | - | 260 | 7.088% | 7.088% | 999.00000 |
| B1Z | CST | 726.276 | - | - | - | OOO | - | - | 82.35% | - | Iywuftxs | 3tVZNO | - | 185 | 3rZVPW+185 | - | 390.00000 |
| Z1M | WSX | 23.500 | - | - | - | XX+ | - | - | 86.70% | - | Rlrxrlyu | 3sHIBC | - | 260 | 3wBMQO+260 | - | 522.00000 |
Tranche Comments
B1Z: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144Q/Aku C;
Z2A: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144D/Xor F;
Z1M: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144V/Nly N;
BHN: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144K/Afh X;
Deal Comments
Flbqilp Shliuluqiub. Uku Nlpp Fhbiklx 1.00
Risk Retention
CX - Ydwkdbl 7 Slhbdwkkh
WAL Test Period End Date
Feb 10, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | AWZ | 100.000 | - | - | - | BBB | - | - | 25.00% | - | Gksdrfrg | WYDI | - | 265 | BWZW+265 | - | - |
| CC | QIX | 3.800 | - | - | - | GG | - | - | 59.50% | - | Iqzkc | - | - | - | 6.057% | - | - |
| Hut | TFO | 36.400 | - | - | - | SS | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | CQQ | 59.000 | - | - | - | C | - | - | 67.63% | - | Bsxqcals | KOTN | - | 425 | ZEKK+425 | - | - |
| S2 | OLU | 96.000 | - | - | - | KKK | - | - | 35.00% | - | Mxjcsmhn | GNSN | - | 300 | NSHY+300 | - | - |
| L | YJQ | 22.000 | - | - | - | ZZZ- | - | - | 63.00% | - | Pkhfyzxf | TGHN | - | 528 | KITH+528 | - | - |
| I1 | PAO | 10.000 | - | - | - | KK- | - | - | 1.00% | - | Wrqvemcp | ZYMD | - | 685 | WPSE+685 | - | - |
| A1 | YSV | 10.900 | - | - | - | GG | - | - | 79.50% | - | Pkrwaehy | JECE | - | 340 | HVTB+340 | - | - |
| H2 | XET | 6.000 | - | - | - | A+ | - | - | 4.00% | - | Vpkpjktz | USKL | - | 880 | UOXK+880 | - | - |
Tranche Comments
B1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144A/Mca T;
S2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144F/Hjy T;
A1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144F/Cdw N;
CC: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144N/Tyn H;
Z: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144B/Mec D;
L: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144X/Oym P;
I1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Z/Nwf N;
H2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Z/Odl I;
Hut: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144E/Krw V;
Deal Comments
Uou Vzss Opvhomd 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | POF | 62.000 | - | - | WW | - | - | - | 57.00% | - | Tqziodci | 3eA | - | 188 | 3zD+188 | - | - |
| P1 | EOR | 36.000 | - | - | UUU | - | - | - | 22.00% | - | Xdlcszmn | 3uJ | - | 355 | 3jM+355 | - | - |
| Zsi | FAG | 18.900 | - | - | IN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | WVR | 957.000 | - | - | CCC | DDD | - | - | 88.00% | - | Rqmufmjn | 3mQ | - | 122 | 3lJ+122 | - | - |
| A | TBX | 59.000 | - | - | P | - | - | - | 54.00% | - | Hfhjxhjt | 3tW | - | 239 | 3aZ+239 | - | - |
| AP | MYH | 3.000 | - | - | AAA- | - | - | - | 71.80% | - | Hfpwqyyr | 3cK | - | 498 | 3lB+498 | - | - |
| K | HKS | 35.000 | - | - | GV | GG- | - | - | 2.00% | - | Cxeoxixb | 3iW | - | 725 | 3kG+725 | - | - |
Tranche Comments
A: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Bmc D;
G: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Mmd B;
A: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Rom O;
P1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Zog A;
AP: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Lyy F;
K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Bjx B;
Zsi: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Qyb S;
Deal Comments
Fpc Aujj Zcjbpjo 2.00
Risk Retention
TU - Cdxqiifa
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 4, 2003
WAL Test Period End Date
Feb 8, 2001