| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1A-L | BOO | 86.000 | 5.50 | - | KKK | - | - | - | 81.00% | - | Ahfdorxq | 3qXAPN | - | 148 | 3uIESB+148 | - | - |
| J-2-D | GPV | 87.000 | 5.80 | - | KKK | - | - | - | 68.00% | - | Hhwzdfvq | 3iSXHX | - | 160 | 3xHGWY+160 | - | - |
| G-1G-H | VRL | 15.000 | 6.40 | - | YYY | - | - | - | 11.00% | - | Clfowyyh | 3cAJUP | - | 148 | 3aEQSM+148 | - | - |
| G-U | BPQ | 37.000 | 4.90 | - | V | - | - | - | 74.00% | - | Kmsavycf | 3oYILO | - | 225 | 3wEOSO+225 | - | - |
| Ryj | PSN | 73.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-O | IXM | 63.000 | 7.20 | - | PP | - | - | - | 75.00% | - | Theqmvss | 3hPSBK | - | 180 | 3fMNHW+180 | - | - |
| Z-X | ACZ | 60.000 | 3.40 | - | MMM- | - | - | - | 58.00% | - | Uummfrnc | 3qYYLS | - | 375 | 3dGIFK+375 | - | - |
| B-1-Y | MWZ | 940.000 | 2.60 | - | ZZZ | - | - | - | 79.00% | - | Djsdkjvb | 3eQCEZ | - | 148 | 3aKXCW+148 | - | - |
Tranche Comments
B-1-Y: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144W/Inz N;
G-1G-H: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144U/Xvg C;
T-1A-L: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144K/Lyy L;
J-2-D: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144C/Xfx D;
F-O: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144M/Bch S;
G-U: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144J/Jxl E;
Z-X: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144Y/Ibe E;
Ryj: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144A/Vkj J;
Deal Comments
Qtktq. Svg Ltll Vtgkvfo 2.00
Risk Retention
GC - Clme AG/GU - Clm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 20, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-Z | BPI | 420.700 | 1.70 | - | QQQ | - | - | - | 73.00% | - | Rzqefupc | 3kYSVR | - | 170 | 3iYOHM+170 | - | - |
| L-N | TRG | 74.550 | 7.50 | - | FF | - | - | - | 97.00% | - | Luvyyvqw | 3eNSHA | - | 195 | 3wNVMX+195 | - | - |
| F-W | RJW | 69.000 | 3.70 | - | O | - | - | - | 18.00% | - | Zfkvdufd | 3xSXDX | - | 265 | 3fGPNK+265 | - | - |
| LL | BWK | 506.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-D | VBU | 99.500 | 1.70 | - | OOO- | - | - | - | 54.00% | - | Fjwljmxr | 3kCSPW | - | 435 | 3uJGOI+435 | - | - |
| I-2-I | EVQ | 15.170 | 1.40 | - | KKK | - | - | - | 77.00% | - | Quoyjqwb | 3nXKKA | - | 185 | 3sMVJB+185 | - | - |
Tranche Comments
Y-1-Z: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144D/Mwg S;
I-2-I: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144K/Rry P;
L-N: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144G/Zav A;
F-W: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144O/Bss N;
J-D: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144B/Jlj K;
LL: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144I/Ifq G;
Deal Comments
Fxuxe. Ysc Wkhh Gxukstm 2.00
Risk Retention
MC - Fjlf OM/ME - Fjl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 23, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-TT | BSH | 74.000 | 3.30 | - | JJJ- | - | - | - | 46.00% | - | Wekbwuhq | 3dYYKJ | - | 435 | 3lBDEK+435 | - | - |
| U-HH | ZFY | 61.000 | 8.90 | - | N | - | - | - | 85.00% | - | Trorzmkd | 3zEIAL | - | 270 | 3kKKFF+270 | - | - |
| M-1-YY | GON | 518.000 | 7.90 | - | TTT | - | - | - | 50.00% | - | Zkqexqbp | 3mVPLV | - | 175 | 3hVOKC+175 | - | - |
| M-1-UUL | CLB | 14.000 | 7.40 | - | QQQ | - | - | - | 63.00% | - | Yxuxdxxp | 3jSVLG | - | 175 | 3rAYMR+175 | - | - |
| OF | BHC | 45.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-UU | JAP | 64.000 | 3.10 | - | BB | - | - | - | 52.00% | - | Hrbbmjbr | 3wQYXG | - | 200 | 3wIBYH+200 | - | - |
| N-2-VV | UZU | 91.000 | 8.10 | - | SSS | - | - | - | 21.00% | - | Hrblrmhd | 3pDGDW | - | 190 | 3fKACB+190 | - | - |
Tranche Comments
M-1-UUL: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144K/Alc S;
M-1-YY: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144F/Fxb Z;
N-2-VV: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144D/Odo T;
V-UU: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144C/Kou J;
U-HH: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144M/Cjq H;
Z-TT: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144I/Nat V;
OF: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144Z/Xng L;
Deal Comments
Tefey. Eqe Wbxx Gevzqqm 2.00
Risk Retention
SN - Vwrs NS/SS - Vwr
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2-T | WRK | 75.000 | 7.00 | - | RRR | - | - | - | 19.00% | - | Nkejzcdm | 3lVEIO | - | 195 | 3fQDCQ+195 | - | - |
| W-H | OBL | 42.000 | 6.50 | - | Y | - | - | - | 62.00% | - | Fdzsujau | 3gCACX | - | 285 | 3xYXPH+285 | - | - |
| X-V | LVO | 59.000 | 8.50 | - | LL | - | - | - | 47.00% | - | Mlekbtlr | 3yZTYN | - | 210 | 3eMDGA+210 | - | - |
| E-V | PMD | 65.000 | 6.20 | - | OOO- | - | - | - | 24.00% | - | Hyhuqeol | 3uWDKL | - | 450 | 3hXHPD+450 | - | - |
| J-1-C | EYJ | 139.000 | 8.60 | - | MMM | - | - | - | 16.00% | - | Ryhzkelt | 3pYVMO | - | 180 | 3qJWNL+180 | - | - |
| HP | ARW | 60.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1-C: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144B/Lby K;
U-2-T: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144G/Ver Z;
X-V: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144L/Gsu L;
W-H: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144T/Oay P;
E-V: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144N/Rdv P;
HP: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144Z/Koz W;
Deal Comments
Gyjyx. Mho Jjjj Kybzhxw 2.00
Risk Retention
AL - Qtjv PA/AH - Qtj
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 30, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | YOP | 56.900 | 3.90 | - | JJ | - | - | - | 19.00% | - | Mcarwpai | 3bXEMG | - | 260 | 3zMITG+260 | - | - |
| J | QLD | 35.000 | 3.00 | - | I | - | - | - | 86.00% | - | Dqcaxmlp | 3dKAFF | - | 335 | 3yVVXU+335 | - | - |
| C-2 | XSS | 30.800 | 4.00 | - | OOO | - | - | - | 85.00% | - | Aqzvdyob | 3dKADN | - | 230 | 3aALJH+230 | - | - |
| R-1 | EXK | 943.000 | 5.40 | - | FFF | - | - | - | 70.00% | - | Blvrxqez | 3cLOQF | - | 205 | 3vNITS+205 | - | - |
| AD | KAD | 16.366 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1C | XML | 284.000 | 4.50 | - | EEE | - | - | - | 39.00% | - | Sbesujlr | 3jNZXE | - | 205 | 3tPMCK+205 | - | - |
| J | ZCG | 98.000 | 6.60 | - | EEE- | - | - | - | 77.00% | - | Gekqvcsu | 3nFAEF | - | 525 | 3qUECY+525 | - | - |
Tranche Comments
R-1: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144P/Gzc D;
D-1C: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144F/Ubb O;
C-2: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144Y/Ahl U;
Z: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144O/Ebx G;
J: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144D/Bey X;
J: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144H/Pcs S;
AD: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144Z/Bop P;
Deal Comments
Rvy Utss Pxpzvco 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 23, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | KPR | 653.000 | 8.60 | - | NNN | - | - | - | 73.00% | - | Ilchqwrb | 3qBCXR | - | 255 | 3xLSIV+255 | - | - |
| P-1 | JSH | 1.000 | 8.80 | - | QQ | - | - | - | 28.00% | - | Cmzffhzf | 3tVMTU | - | 330 | 3tMKAB+330 | - | - |
| J | EGL | 59.000 | 8.50 | - | WWW- | - | - | - | 13.00% | - | Zrfxvpbq | 3sNXEX | - | 660 | 3gPYYZ+660 | - | - |
| N-2 | LHX | 25.300 | 3.90 | - | MM | - | - | - | 64.00% | - | Osvet | - | - | 330 | 7.205% | - | - |
| O-2-O | OMC | 3.000 | 6.00 | - | III | - | - | - | 52.90% | - | Fuqkxsvk | 3zJXNL | - | 305 | 3sTSUB+305 | - | - |
| O-2-Y | YLY | 5.000 | 3.00 | - | EEE | - | - | - | 27.20% | - | Ulyhz | - | - | 305 | 6.956% | - | - |
| NH | BOK | 50.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | IWW | 32.000 | 7.70 | - | P | - | - | - | 12.00% | - | Bxcotvld | 3hXUXP | - | 440 | 3aQTYS+440 | - | - |
| R-2 | ZGK | 2.600 | 9.30 | - | T | - | - | - | 97.00% | - | Xkpgy | - | - | 400 | 8.400% | - | - |
Tranche Comments
S-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144L/Woo H;
O-2-O: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144N/Koz E;
O-2-Y: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144E/Tpq K;
P-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144B/Npw D;
N-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144E/Kja M;
P-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144N/Hnb Z;
R-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144G/Vak U;
J: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144A/Roo F;
NH: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144W/Yhm D;
Deal Comments
Jxq Yjqq Otkcxmr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 19, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1-I | XHU | 172.000 | 8.90 | - | DDD | - | - | - | 22.00% | - | Suxxuofm | 3tIHTB | - | 260 | 3qEJUL+260 | - | - |
| E-2-I | VJV | 66.200 | 3.90 | - | GGG | - | - | - | 22.50% | - | Ljwnx | - | - | 310 | 6.84% | - | - |
| U-R | GSH | 49.000 | 2.90 | - | XXX- | - | - | - | 78.00% | - | Dbhyaipe | 3wUMKO | - | 675 | 3gBHHZ+639 | - | - |
| D-2-P | OGP | 10.900 | 2.10 | - | ZZ | - | - | - | 62.00% | - | Vrkjy | - | - | 365 | 7.37% | - | - |
| Z-2-Y | ZJL | 3.000 | 3.10 | - | L | - | - | - | 75.00% | - | Cumqc | - | - | 465 | 8.34% | - | - |
| Hxqb | PNF | 19.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-H | RBZ | 78.000 | 1.40 | - | R | - | - | - | 44.00% | - | Lxsepdvv | 3sKOXU | - | 465 | 3uYTMY+465 | - | - |
| Z-1-Z | UBD | 88.000 | 8.80 | - | BB | - | - | - | 23.00% | - | Qplwcumr | 3dEMNL | - | 365 | 3hGLMN+365 | - | - |
Tranche Comments
D-1-I: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144I/Efm Y;
E-2-I: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144W/Pve T;
Z-1-Z: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144U/Azy K;
D-2-P: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144G/Jsa B;
V-1-H: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144M/Mes T;
Z-2-Y: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144Z/Fwg M;
U-R: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144Z/Rds Y;
Hxqb: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144N/Diw G;
Deal Comments
Twfwp. Jqq Fbpp Cwjvqqa 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | BWB | 9.000 | 7.10 | - | XX | - | - | - | 24.00% | - | Uiveq | - | - | 380 | 7.10% | - | - |
| D | EQY | 42.000 | 3.20 | - | S | - | - | - | 47.00% | - | Bfqfuvkh | WHXU | - | 525 | 3qMQIM+525 | - | - |
| Luck | YRH | 41.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1 | LJK | 380.200 | 1.40 | - | WWW | - | - | - | 20.10% | - | Qzruykkt | CCIU | - | 280 | 3pWLBI+280 | - | - |
| G2 | NZO | 82.000 | 3.20 | - | CCC | - | - | - | 74.60% | - | Acjhw | - | - | 275 | 6.18% | - | - |
| E1 | IAS | 74.100 | 3.80 | - | CC | - | - | - | 83.00% | - | Pcbjfkeu | UXLL | - | 390 | 3zGOMT+390 | - | - |
| N | ERY | 97.000 | 5.80 | - | KKK- | - | - | - | 32.00% | - | Lwlsujid | IYEN | - | 730 | 3rHKXF+676 | - | - |
Tranche Comments
Z1: First Pay: 2023-07-15; Redemption: 2025-03-08;
G2: First Pay: 2023-07-15; Redemption: 2025-03-08;
E1: First Pay: 2023-07-15; Redemption: 2025-03-08;
C2: First Pay: 2023-07-15; Redemption: 2025-03-08;
D: First Pay: 2023-07-15; Redemption: 2025-03-08;
N: First Pay: 2023-07-15; Redemption: 2025-03-08;
Luck: First Pay: 2023-07-15; Redemption: 2025-03-08;
Deal Comments
Utu Esjj Dmjitfy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 7, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-D-X | LWT | 57.000 | 7.10 | - | EEE | - | - | - | 42.00% | - | Psowtdzb | WDWC | - | 215 | 3jZJAE+215 | - | - |
| G-2-B | NNA | 51.000 | 2.90 | - | TTT | - | - | - | 36.00% | - | Zcwjv | - | - | 215 | 4.95% | - | - |
| O-1-U | TUK | 35.000 | 3.70 | - | VV | - | - | - | 77.00% | - | Iwyolexk | BLWQ | - | 290 | 3qEAVD+290 | - | - |
| K-1-X | AXV | 14.200 | 9.90 | - | O | - | - | - | 66.00% | - | Rdmwckfh | IQBC | - | 420 | 3cEUUW+420 | - | - |
| M-1-L | JPD | 95.500 | 6.20 | - | AAA | - | - | - | 25.00% | - | Xzllxodq | HODB | - | 215 | 3aCAIF+215 | - | - |
| Z-1-C | RQQ | 37.200 | 9.10 | - | DDD- | - | - | - | 49.00% | - | Jzvujsng | DGTD | - | 550 | 3dWTYI+514 | - | - |
| Fxcg | WLB | 14.200 | - | - | XT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2-N | RKQ | 3.000 | 8.70 | - | JJJ- | - | - | - | 55.00% | - | Rczpq | - | - | 540 | 8.19% | - | - |
| U-2-C | VGS | 8.300 | 5.10 | - | OO | - | - | - | 51.00% | - | Dwxrl | - | - | 280 | 5.59% | - | - |
| V-2-B | GIH | 44.900 | 9.50 | - | A | - | - | - | 75.00% | - | Gtgyv | - | - | 410 | 6.89% | - | - |
Tranche Comments
Z-D-X: First Pay: 2022-10-17; Redemption: 2024-07-06;
M-1-L: First Pay: 2022-10-17; Redemption: 2024-07-06;
G-2-B: First Pay: 2022-10-17; Redemption: 2024-07-06;
O-1-U: First Pay: 2022-10-17; Redemption: 2024-07-06;
U-2-C: First Pay: 2022-10-17; Redemption: 2024-07-06;
K-1-X: First Pay: 2022-10-17; Redemption: 2024-07-06;
V-2-B: First Pay: 2022-10-17; Redemption: 2024-07-06;
Z-1-C: First Pay: 2022-10-17; Redemption: 2024-07-06;
C-2-N: First Pay: 2022-10-17; Redemption: 2024-07-06;
Fxcg: First Pay: 2022-10-17; Redemption: 2024-07-06;
Deal Comments
Lpqpz. Zpk Muww Lppzpnd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 13, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XRL | 23.600 | - | - | M | - | - | - | 48.00% | - | Cbldbuco | WQQM | - | 330 | 3xXYXZ+330 | - | - |
| Wzgh | AJT | 53.100 | - | - | XD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | KZI | 675.000 | - | - | HHH | - | - | - | 78.80% | - | Qxkkhkuv | BGMV | - | 195 | 3nSZFO+195 | - | - |
| D-2 | WHF | 17.000 | - | - | III | - | - | - | 67.40% | - | Lgchv | NZTH | - | 185 | 4.410% | - | - |
| M | VRJ | 27.200 | - | - | MM | - | - | - | 34.30% | - | Wwqobvks | ZVET | - | 230 | 3mLOCX+230 | - | - |
| C | NBA | 49.200 | - | - | GGG- | - | - | - | 85.00% | - | Nfcwvjez | VBDK | - | 480 | 3sCJSI+480 | - | - |
Tranche Comments
I-1: First Pay: 2022-10-15; Redemption: 2023-05-09;
D-2: First Pay: 2022-10-15; Redemption: 2023-05-09;
M: First Pay: 2022-10-15; Redemption: 2023-05-09;
C: First Pay: 2022-10-15; Redemption: 2023-05-09;
C: First Pay: 2022-10-15; Redemption: 2023-05-09;
Wzgh: First Pay: 2022-10-15; Redemption: 2023-05-09;
Deal Comments
Ews Vzxx Yvtpwzo 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 13, 2008