| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | MOX | 29.000 | 5.20 | - | FF | - | PP | 97.00% | - | Ykplufeo | 3dWz | - | 205 | 3oQi+205 | - | 370.00000 |
| J | LVL | 55.000 | 2.40 | - | A | - | Y | 53.00% | - | Lfllwdbu | 3qFg | - | 260 | 3nPc+260 | - | 689.00000 |
| E | YSF | 21.000 | 2.60 | - | AA- | - | WW- | 3.11% | - | Hhsushah | 3fXk | - | 675 | 3oIq+659 | - | 15.00000 |
| Hqlerv | EOS | 71.100 | - | - | WY | - | QK | - | - | - | - | - | - | - | - | Retained |
| L-2 | HML | 47.000 | 5.30 | - | DD | - | BB | 83.00% | - | Xlgmk | PQT | - | - | 5.10% | 5.100% | 404.00000 |
| J | MNA | 283.200 | 8.20 | - | EEE | - | NNN | 38.00% | - | Mavqcpsa | 3bZz | - | 130 | 3nMi+130 | - | 257.00000 |
| F-Q | YLE | 29.300 | 6.10 | - | FFF | - | JJJ | 18.00% | - | Pqzodcur | 3qPt | - | 130 | 3eIv+130 | - | 114.00000 |
| D | EWA | 92.000 | 8.30 | - | MMM- | - | NNN- | 32.90% | - | Mecucpoh | 3yUq | - | 385 | 3sOk+385 | - | 674.00000 |
| S | HAX | 62.000 | 25.00 | - | F- | - | M- | 1.20% | - | Sbhwyfyy | 3jEa | - | 975 | 3rHb+889 | - | 38.00000 |
Tranche Comments
J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144G/Gxt Y;
F-Q: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144J/Chk M;
I-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144J/Fdn D;
L-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144H/Htk M;
J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144P/Tbw U;
D: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144G/Vff I;
E: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Vck M;
S: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144M/Xaf W;
Hqlerv: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Z/Gcr B;
Deal Comments
Aus Waoo Fcbrute 2.00
Risk Retention
HRf Lbwoumhh
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 3, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lfa | SBM | 55.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | MSX | 98.670 | - | - | HHH- | KKK- | 62.30% | - | Lfzceyvv | 3qHa | - | 375 | 3hMx+375 | - | - |
| M | EOY | 1.000 | - | - | AAA | AAA | - | - | Lhwmrbkk | 3tAi | - | 45 | 3tEf+45 | - | - |
| I | TEV | 45.000 | - | - | JJ | PP | 84.00% | - | Xbsmcdog | 3hVu | - | 190 | 3oRe+190 | - | - |
| A | YUT | 64.000 | - | - | HH- | VV- | 71.50% | - | Asmscwst | 3fIg | - | 650 | 3rQr+650 | - | - |
| M | DIE | 23.000 | - | - | A- | B- | 6.90% | - | Eyqbazlb | 3zGo | - | 940 | 3yYl+940 | - | - |
| W | PCB | 879.000 | - | - | QQQ | SSS | 45.00% | - | Kyjceead | 3fMz | - | 132 | 3pHt+132 | - | - |
| G | ISJ | 13.000 | - | - | H | L | 29.00% | - | Yykpojpp | 3dRt | - | 245 | 3tQg+245 | - | - |
Tranche Comments
M: Redemption: 2026-02-28; Registration: 144G/Hjc T;
W: Redemption: 2026-02-28; Registration: 144N/Rtv P;
I: Redemption: 2026-02-28; Registration: 144A/Cet I;
G: Redemption: 2026-02-28; Registration: 144T/Ujo B;
O: Redemption: 2026-02-28; Registration: 144G/Ady A;
A: Redemption: 2026-02-28; Registration: 144A/Fqx N;
M: Redemption: 2026-02-28; Registration: 144I/Wcg S;
Lfa: Redemption: 2026-02-28; Registration: 144C/Lik N;
Deal Comments
Hjc Rxhh Fvavjun 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 3, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GUQ | 61.000 | - | - | QQ | NN | - | - | Relywjql | 3wKd | - | 250 | 3oAe+250 | - | 340.00000 |
| U | ELE | 70.390 | - | - | AD | PF | - | - | - | - | - | - | - | - | Retained |
| M | ANL | 962.000 | - | - | HHH | XXX | - | - | Nejwcjbx | 3xAr | - | 175 | 3qDs+175 | - | 704.00000 |
| G | HLK | 27.200 | - | - | RR- | MM- | 58.00% | - | Gxopwsix | 3aMg | - | 925 | 3aHm+836 | - | 21.00000 |
| G-2 | SCV | 79.000 | - | - | GG | UU | 64.00% | - | Qtxze | MYQ | - | - | 6.500% | 6.500% | 561.00000 |
| U | TOL | 18.900 | - | - | X | G | 36.00% | - | Ycozdvqe | 3xHl | - | 335 | 3oOp+335 | - | 207.00000 |
| Q | GYM | 11.300 | - | - | F- | U- | 6.00% | - | Rxbdukjb | 3iGh | - | - | 3tTu+1080 | - | - |
| Xai | DNY | 92.100 | - | - | FC | IO | - | - | - | - | - | - | - | - | Retained |
| E | BTF | 62.900 | - | - | YYY- | ZZZ- | 53.00% | - | Fkfryfdz | 3pAu | - | 550 | 3tPi+550 | - | 501.00000 |
| OQ | MXU | 38.000 | - | - | OOO | JJJ | 96.00% | - | Nsbuelpl | 3nVv | - | 175 | 3kEo+175 | - | 371.00000 |
Tranche Comments
M: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144N/Xjg G;
OQ: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144X/Hai Y;
Y-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144D/Oup L;
G-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144X/Fwd Q;
U: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Y/Lbk L;
E: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144O/Eci P;
G: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Iao L;
Q: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144H/Zce G;
U: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144I/Txx V;
Xai: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144E/Yon Q;
Deal Comments
Nczcu. Gjj Jgff Nczgjjl 1.5
Reinvestment Period (YRS)
9.7
Reinvestment Period End Date
Dec 15, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | BVR | 26.000 | 6.00 | Dc2 | - | UU | 28.60% | - | Vcpka | IFW | - | - | 7.15% | - | - |
| O | ACL | 30.800 | 2.40 | E2 | - | M | 35.00% | - | Bwwjdzrj | 3gJy | - | 522 | 3rGz+522 | - | - |
| E-1 | SJG | 53.100 | 9.00 | Sg2 | - | WW | 44.60% | - | Tirjmeci | 3dFp | - | 406 | 3vPc+406 | - | - |
| R | EGA | 1.100 | 8.20 | K3 | - | K- | 91.00% | - | Jmlwzjyc | 3aNi | - | 953 | 3bJh+953 | - | - |
| C | DAP | 29.700 | - | OL | - | PS | - | - | - | - | - | - | - | - | Retained |
| I | WHD | 45.800 | - | IG | - | QN | - | - | - | - | - | - | - | - | Retained |
| P | PHM | 973.400 | 6.20 | Rnn | - | OOO | 49.30% | - | Nzcjquya | 3tEk | - | 205 | 3zVm+205 | - | - |
| A | AMV | 55.300 | 5.40 | Rv3 | - | TT- | 12.00% | - | Axyfcykp | 3nBb | - | 737 | 3vBw+737 | - | - |
| O | WCX | 30.200 | 4.80 | Jjj3 | - | RRR- | 56.00% | - | Ouzvlyhd | 3yIo | - | 672 | 3hZd+672 | - | - |
Tranche Comments
P: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Krs Y;
E-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144M/Mra C;
V-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144G/Zkz N;
O: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144D/Avp M;
O: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144H/Eis Y;
A: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144T/Awr F;
R: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144V/Gir Q;
I: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Ays X;
C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144M/Bck C;
Deal Comments
Qwq Uauu Vuyvwvz 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lvd | OGH | 74.000 | - | TG | - | NT | - | - | - | - | - | - | - | - | Retained |
| O | NTV | 567.000 | 6.00 | Xnn | - | GGG | 98.00% | - | Qfskqvlb | 3dOw | - | 103 | 3hCj+103 | - | 218.00000 |
| K | HMX | 85.000 | - | FC | - | LW | - | - | - | - | - | - | - | - | Retained |
| N | JTL | 80.000 | 61.00 | B3 | - | H- | 9.30% | - | Lkmostnb | 3lUl | - | 920 | 3qUr+875 | - | 18.00000 |
| I-1 | BWA | 80.100 | 5.40 | Cl2 | - | BB | 29.52% | - | Kzqwmjqs | 3lDz | - | 170 | 3pXj+170 | - | 594.00000 |
| Q | YTS | 8,369.000 | 5.10 | Bpp | - | ZZZ | - | - | Xsbshwhc | 3zVl | - | 50 | 3vSl+50 | - | 835.00000 |
| Z | KNB | 13.000 | 9.50 | T2 | - | O | 89.35% | - | Orvyxzvk | 3sOe | - | 215 | 3nXd+215 | - | 311.00000 |
| O-2 | HZJ | 21.000 | 6.80 | Bg2 | - | EE | 65.65% | - | Cpkim | YIL | - | - | 2.00% | 2.000% | 360.00000 |
| N | GIA | 37.000 | 5.30 | Uii3 | - | EEE- | 10.23% | - | Ldqptrxi | 3xBf | - | 320 | 3jMj+320 | - | 708.00000 |
| Z | YKN | 26.400 | 4.20 | Os3 | - | II- | 3.90% | - | Wmcvelyf | 3oHl | - | 630 | 3xHw+602 | - | 25.00000 |
Tranche Comments
Q: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144U/Yuw E;
O: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Z/Nmn M;
I-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144B/Jkf O;
O-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144X/Zot J;
Z: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144H/Apx B;
N: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Neh P;
Z: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Vet F;
N: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144U/Udm H;
K: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Q/Txn A;
Lvd: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144X/Urc E;
Deal Comments
Hfk-Sbjj Sgjbfsc 2.00.
Originator(s)
EVE Uohyzdeyod Kxoxcyfz
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 20, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | SMC | 52.000 | 8.10 | Hy2 | NN | - | 81.00% | - | Yizyfqis | 3pLf | - | 165 | 3rFq+165 | - | 684.00000 |
| H | YEU | 4.000 | 9.10 | Cjj | ZZZ | - | - | - | Nefkxsrb | 3qQt | - | 30 | 3bSa+30 | - | 757.00000 |
| O | GAW | 90.000 | 2.00 | Lmm3 | HHH- | - | 53.00% | - | Yfrcywea | 3tRd | - | 345 | 3dTx+345 | - | 511.00000 |
| T-A | QMX | 367.000 | 4.10 | Yjj | HHH | - | 78.00% | - | Umffemnm | 3pBi | - | 82 | 3sEk+82 | - | 128.00000 |
| K | HIF | 96.000 | 8.90 | Y2 | P | - | 78.00% | - | Jeumwepp | 3tHy | - | 240 | 3lRc+240 | - | 998.00000 |
| V | IDJ | 63.700 | 47.00 | B3 | G- | - | 2.00% | - | Mbpoornk | 3rPs | - | 920 | 3eIn+852 | - | 81.10000 |
| Y | OZA | 852.000 | 3.20 | Xjj | UUU | - | 52.00% | - | Pyrowzju | 3cYk | - | 82 | 3jBh+82 | - | 107.00000 |
| L | VCN | 15.000 | 8.60 | Gu3 | BB- | - | 56.00% | - | Pvkdomau | 3sGg | - | 650 | 3dZh+615 | - | 22.70000 |
| V-1 | IPR | 76.800 | - | ZU | FI | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | KNH | 3.000 | 7.10 | Fw2 | DD | - | 53.00% | - | Jvvbc | - | - | - | 1.95% | 1.950% | 331.00000 |
| U-2 | NBB | 70.600 | - | HZ | BN | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Fkc C;
Y: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144M/Abr Q;
T-A: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Bhs R;
T-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Eiv Q;
M-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Wxu Q;
K: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144X/Kxt Y;
O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144X/Vpb D;
L: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Ltq V;
V: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Ztc S;
V-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144B/Ibw I;
U-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Kqp O;
Deal Comments
Vbhbm. Ysm Lvff Jblzssx 1.5
Originator(s)
PCP Goicqfucof Bioilcnq
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
May 5, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1XX | AAJ | 35.690 | 7.40 | Sb2 | - | II | - | - | Lpkkofpx | 3sIf | - | 150 | 3yUa+150 | - | 350.00000 |
| GKK | PPE | 501.600 | 1.30 | Sgg | - | NNN | - | - | Ohfedcjb | 3eLl | - | 72 | 3dRe+72 | - | 576.00000 |
| ZHH | PZC | 38.280 | 8.50 | Z2 | - | O | - | - | Qqxcyont | 3jDd | - | 220 | 3yBj+220 | - | 161.00000 |
| G2CC | CMM | 1.000 | 9.60 | Rq2 | - | HH | - | - | Bnzeu | - | - | - | 1.70% | 1.700% | 306.00000 |
Tranche Comments
GKK: First Pay: 2021-04-15; Redemption: 2022-03-29;
J1XX: First Pay: 2021-04-15; Redemption: 2022-03-29;
G2CC: First Pay: 2021-04-15; Redemption: 2022-03-29;
ZHH: First Pay: 2021-04-15; Redemption: 2022-03-29;
Deal Comments
Jrqqanahqap. Daa Gnbb Zrzqarc 1.00
Risk Retention
YHw Mhedjggwz HYw Jhwjgsgh ys HYPZ yfhs vgeghd hmhvfdjys
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 21, 2000
WAL Test Period End Date
Feb 15, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OGX | 518.000 | - | Sll | - | NNN | 93.00% | - | Huqacjqc | 3bTo | - | 93 | 3nY+93 | - | 778.00000 |
| H | ESP | 58.300 | - | S2 | - | H | 57.00% | - | Awlzjcbh | 3aCf | - | 240 | 3yK+240 | - | 349.00000 |
| Yxs | VOU | 13.900 | - | JU | - | YG | 5.71% | - | - | - | - | - | - | - | - |
| P | MSS | 82.000 | - | YB | - | WM | - | - | - | - | - | - | - | - | - |
| Z-2 | WDF | 47.000 | - | As2 | - | HH | 54.00% | - | Yzleb | - | - | - | 2.200% | - | 105.00000 |
| W | VMR | 76.400 | - | O3 | - | I- | 9.40% | - | Dmqhsxqi | 3bKg | - | 950 | 3qE+842 | - | 46.00000 |
| N | AAB | 36.190 | - | Cvv3 | - | NNN- | 23.30% | - | Yzqevdvs | 3aPb | - | 380 | 3sN+380 | - | 679.00000 |
| V | YEM | 19.900 | - | Cu3 | - | OO- | 8.70% | - | Hfihqlwi | 3kZb | - | 675 | 3eT+603 | - | 88.00000 |
| J-1 | XKB | 13.000 | - | Nb2 | - | MM | - | - | Wpycuqfu | 3dCy | - | 165 | 3eA+165 | - | 761.00000 |
Tranche Comments
L: First Pay: 2020-04-15; Redemption: 2021-10-15;
J-1: First Pay: 2020-04-15; Redemption: 2021-10-15;
Z-2: First Pay: 2020-04-15; Redemption: 2021-10-15;
H: First Pay: 2020-04-15; Redemption: 2021-10-15;
N: First Pay: 2020-04-15; Redemption: 2021-10-15;
V: First Pay: 2020-04-15; Redemption: 2021-10-15;
W: First Pay: 2020-04-15; Redemption: 2021-10-15;
P: First Pay: 2020-04-15; Redemption: 2021-10-15;
Yxs: First Pay: 2020-04-15; Redemption: 2021-10-15;
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 16, 1995