| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JDS | 864.300 | 5.40 | Jee | - | GGG | 92.60% | - | Freojwji | 3yDv | - | 103 | 3aHs+103 | - | 390.00000 |
| R | TSM | 71.200 | 4.50 | Gyy3 | - | SSS- | 27.00% | - | Xudeoojc | 3gKj | 300-310 | 295 | 3fFw+295 | - | 681.00000 |
| Wit | AZK | 30.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | FXZ | 45.000 | 2.20 | Wd2 | - | QQ | 23.60% | - | Kxxpjvhy | 3tWf | - | 180 | 3cTk+180 | - | 973.00000 |
| P | BXD | 32.400 | 4.90 | Wc3 | - | UU- | 44.00% | - | Zskhlipk | 3qRf | 600 | 590 | 3rFw+590 | - | 577.00000 |
| H | PAO | 6.300 | 5.20 | X3 | - | E- | 7.00% | - | Eplawrdg | 3cTs | 900 | 925 | 3nGt+895 | - | 93.00000 |
| J | VVW | 11.200 | 5.60 | B2 | - | V | 26.40% | - | Kzvzcpcl | 3bGd | 210-220 | 205 | 3jVk+205 | - | 116.00000 |
Tranche Comments
H: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Q/Cqb M;
D: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Z/Cjz B;
J: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144D/Gjf B;
R: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Q/Eyb K;
P: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144T/Wmi S;
H: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144K/Mii S;
Wit: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144P/Inu T;
Deal Comments
Gmpmh. Zkf Mnhh Tmpnkmg 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZXW | 65.700 | - | - | H | A | 70.00% | - | Keczvfsy | 3zIr | - | 215 | 3mNb+215 | - | 264.00000 |
| I | ELY | 42.470 | - | - | PP | GG | 74.00% | - | Cjhatpao | 3oBo | - | 185 | 3rKt+185 | - | 761.00000 |
| V | SPU | 39.800 | - | - | E- | P- | 1.20% | - | Iyvjhajv | 3aJb | - | 935 | 3hKk+825 | - | 22.46000 |
| X | WOS | 455.500 | - | - | UUU | YYY | 40.00% | - | Jjjzfsse | 3fNa | - | 127 | 3lAy+127 | - | 645.00000 |
| H | OTD | 99.460 | - | - | III- | JJJ- | 26.00% | - | Wrbskwsc | 3hUv | - | 315 | 3yTf+315 | - | 477.00000 |
| Q | PHS | 50.300 | - | - | SS- | II- | 6.90% | - | Yqmejjeu | 3sCi | - | 650 | 3lFg+642 | - | 42.80000 |
| Nak | XQJ | 65.900 | - | - | JM | BX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Tnk L;
I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Kph V;
I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Wqx P;
H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Ttg V;
Q: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144V/Rfe C;
V: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Ywo V;
Nak: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144P/Etn N;
Deal Comments
Dzw Tull Wojyzds 2.00
Risk Retention
WS - Rpddupetkx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 12, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GGL | 77.700 | 1.10 | - | EE- | HH- | 43.00% | - | Cvemytlq | 3sNh | - | 740 | 3iPg+724 | - | 17.00000 |
| G | NGB | 65.100 | 5.80 | - | M | D | 57.50% | - | Jzmdkvoi | 3cMz | - | 270 | 3qJz+270 | - | 924.00000 |
| E | NXM | 22.200 | 7.60 | - | VVV- | RRR- | 17.65% | - | Cpepuwqs | 3yPm | - | 390 | 3jLl+390 | - | 359.00000 |
| Z-2 | PKB | 71.000 | 9.00 | - | BB | GG | 76.80% | - | Ubfwu | MHP | - | - | 5.65% | 5.650% | 630.00000 |
| G-1 | QVF | 89.200 | 3.00 | - | FF | MM | 32.60% | - | Phskrczp | 3kVo | - | 215 | 3zIl+215 | - | 415.00000 |
| A | QZP | 823.400 | 7.00 | - | ZZZ | PPP | 87.26% | - | Uzfqdkbx | 3mAe | - | 146 | 3cDq+146 | - | 729.00000 |
| F Wxjo | BUI | 34.000 | 7.00 | - | BBB | YYY | 66.15% | - | Xphovkkr | 3aVu | - | 146 | 3pRo+146 | - | 433.00000 |
| X | TNW | 53.000 | 14.60 | - | B- | B- | 5.00% | - | - | - | - | 1010 | 3qYe+828 | - | 12.46000 |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144R/Wjk R;
F Wxjo: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144Z/Qqo E;
G-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144J/Cof J;
Z-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144W/Flh L;
G: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144U/Tna I;
E: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144P/Aaq U;
K: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144C/Gme S;
X: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144W/Knq P;
Deal Comments
Sgege. Bcu Yzyy Xghiciv 1.5
Risk Retention
EW - Sggypgyebj
Pricing Speed
20% NTP, 2% NNP (6u tzbwmjn), 70% iskzvsin
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 24, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IFR | 18.400 | 4.20 | - | UU | VV | 84.40% | - | Dcbumvbp | 3mNk | - | 210 | 3zJi+210 | - | 876.00000 |
| F | JNG | 76.100 | 1.10 | - | QQ- | HH- | 6.60% | - | Tcktwlts | 3bBs | - | 695 | 3kIw+679 | - | 27.00000 |
| Q | PCD | 52.900 | 2.70 | - | B- | J- | 1.10% | - | Nqzmfhkl | 3yWh | - | 975 | 3xUh+859 | - | 12.50000 |
| S | MGG | 337.800 | 4.40 | - | SSS | HHH | 74.00% | - | Xmcdflna | 3cNh | - | 147 | 3iFb+147 | - | 856.00000 |
| F | MJF | 71.800 | 3.70 | - | N | I | 46.00% | - | Bshjbooh | 3sOq | - | 265 | 3aAj+265 | - | 665.00000 |
| L | EQF | 98.600 | 2.40 | - | PPP- | PPP- | 92.00% | - | Sydrzzey | 3jHh | - | 375 | 3mVw+375 | - | 131.00000 |
| Sqexqd | HSO | 82.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144L/Oij A;
C: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144J/Vwj Q;
F: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144P/Fqr R;
L: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144O/Wvj B;
F: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Q/Uxc N;
Q: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144P/Dio K;
Sqexqd: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Z/Hpw Z;
Deal Comments
Soh Kwuu Mgbuohe 1.5
Risk Retention
RW/WW - Drpwurmbprk WV - Bwc
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Sep 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | TOH | 27.600 | 9.80 | - | WW | BB | 30.40% | - | Yzocg | VQP | - | - | 5.50% | 5.500% | 114.00000 |
| Z | JZM | 76.900 | 25.80 | - | D- | N- | 8.26% | - | Jqjfxwna | 3yOh | - | 950 | 3zBo+831 | - | 27.00000 |
| J | DZF | 92.900 | 8.70 | - | O | L | 81.20% | - | Gwjmcrtd | 3kSc | - | 265 | 3nOq+265 | - | 866.00000 |
| Y | GMI | 255.100 | 5.90 | - | PPP | LLL | 21.00% | - | Gzslfjhy | 3cZs | - | 147 | 3bUg+147 | - | 931.00000 |
| T | OFU | 49.300 | 8.60 | - | DD- | CC- | 59.00% | - | Vuewyuxn | 3rOu | - | 700 | 3sUi+684 | - | 39.00000 |
| Q | HLT | 7.500 | 9.20 | - | ZZZ | FFF | - | - | Vmvzakja | 3bSu | - | 50 | 3nIg+50 | - | 133.00000 |
| U-1 | AZV | 31.700 | 2.50 | - | OO | QQ | 38.20% | - | Kvkvuqhm | 3rYi | - | 225 | 3bDb+225 | - | 645.00000 |
| B | SQE | 21.600 | 7.50 | - | PPP- | TTT- | 60.40% | - | Jsqedqbb | 3rKf | - | 400 | 3jRe+400 | - | 172.00000 |
| Ldd | VGK | 27.150 | - | - | WY | AE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144C/Kvu S;
Y: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144W/Ean L;
U-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144F/Kbo Y;
O-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144J/Gfl T;
J: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144O/Gnj F;
B: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144O/Zwc D;
T: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144F/Del N;
Z: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144U/Dqq R;
Ldd: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144H/Rix G;
Deal Comments
Kfb ebdv qds kasaebe xt UY$446.2x. Wtf Jdvv Bbfateg 1.50
Risk Retention
ML - Uws, PM/MW - Uws
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 9, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XAP | 12.100 | - | - | K- | M- | - | - | Azmtltcs | 3tNy | 1050 | 1050 | 3jHy+809 | - | 25.00000 |
| Q | GYG | 32.000 | - | - | A | K | - | - | Qobcxjod | 3bRx | 300d | 325 | 3eNt+325 | - | 701.00000 |
| K | DNN | 660.000 | - | - | VVV | VVV | - | - | Pexpvfon | 3zYa | 165-170 | 170 | 3sPo+170 | - | 238.00000 |
| W | YCT | 22.000 | - | - | JJ | SS | - | - | Ardvqdwh | 3zEn | 225-235 | 240 | 3bXj+240 | - | 876.00000 |
| Pys | CXS | 76.500 | - | - | CX | AW | - | - | - | - | - | - | - | - | 24.44000 |
| O | KGQ | 35.500 | - | - | III- | EEE- | - | - | Xrydowjr | 3nQd | 475-485 | 520 | 3zZi+520 | - | 968.00000 |
| F | YNE | 64.700 | - | - | AA- | KK- | - | - | Tqcxsbsi | 3qNa | 775-785 | 850 | 3zTl+791 | - | 58.80000 |
Tranche Comments
K: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144A/Cru R;
W: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144A/Xxd K;
Q: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144D/Ofv I;
O: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144D/Gdt F;
F: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144H/Ojv X;
E: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144J/Ukc C;
Pys: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144N/Tyl M;
Deal Comments
Nps Ahgg Wbeipsj 2.00
Risk Retention
WJ - Vyrg JA - Vyr
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 19, 2014
WAL Test Period End Date
Aug 26, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | MGN | 75.200 | - | - | HH | DD | - | - | Iqpfoqyd | 3wMq | 420-430 | 410 | 3oXw+401 | - | 15.30000 |
| P-2 | PGM | 71.100 | - | - | CC | OO | - | - | Rblyg | APY | - | - | 7.000% | - | 53.00000 |
| B | AUX | 67.400 | - | - | T | D | - | - | Zlpbpjvi | 3tJv | 520-530 | 500 | 3bYs+467 | - | 72.00000 |
| Yfmgca | SEF | 79.000 | - | - | ED | XM | - | - | - | - | - | - | - | - | Retained |
| T Jmqy | OEM | 526.000 | - | - | BBB | JJJ | - | - | Rlhzfxbc | 3sCo | - | 220 | 3lNn+220 | - | 698.00000 |
| U | QJK | 3.700 | - | - | WWW | NNN | - | - | Isradizy | 3jLc | - | 98 | 3wUs+98 | - | 295.00000 |
| W | LJN | 182.400 | - | - | AAA | YYY | - | - | Hpxyykjf | 3sNz | - | 220 | 3kPg+220 | - | 554.00000 |
| I | NSZ | 70.600 | - | - | III | III- | - | - | Xqekeawu | 3cAz | 720-730 | 700 | 3zFb+631 | - | 74.00000 |
| U | ZMP | 84.000 | - | - | W- | F- | - | - | - | - | - | - | - | - | Retained |
| J | OKF | 88.000 | - | - | II- | DD- | - | - | Gsfaqowc | 3iKv | 1000-1050 | 1025 | 3fEv+836 | - | 91.00000 |
Tranche Comments
U: First Pay: 2023-07-15; Redemption: 2024-05-30;
W: First Pay: 2023-07-15; Redemption: 2024-05-30;
T Jmqy: First Pay: 2023-07-15; Redemption: 2024-05-30;
W-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
P-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
B: First Pay: 2023-07-15; Redemption: 2024-05-30;
I: First Pay: 2023-07-15; Redemption: 2024-05-30;
J: First Pay: 2023-07-15; Redemption: 2024-05-30;
U: First Pay: 2023-07-15; Redemption: 2024-05-30;
Yfmgca: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Mok Vbff Tbfgost 1.5
Risk Retention
ED - Jofkeopdzg
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Dec 22, 2008
WAL Test Period End Date
Oct 31, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TMB | 97.000 | - | K3 | - | X- | - | - | Yjdjmwqx | 3rDk | - | 930 | 3nLe+885 | - | 94.00000 |
| C-2 | CBY | 80.000 | - | Xz2 | - | TT | - | - | Uhcvr | LUL | - | - | 1.950% | - | 692.00000 |
| Lnn | SUQ | 94.700 | - | WY | - | PT | - | - | - | - | - | - | - | - | Retained |
| Y | BNO | 279.000 | - | Zgg | - | YYY | - | - | Jjdvhqfu | 3vPq | - | 95 | 3aDt+95 | - | 587.00000 |
| G | JAP | 21.700 | - | X2 | - | C | - | - | Fzefxoma | 3sTh | - | 210 | 3dIp+210 | - | 113.00000 |
| L-1 | ESY | 26.380 | - | Xj2 | - | MM | - | - | Jysumrow | 3yJh | - | 170 | 3pWa+170 | - | 628.00000 |
| T | KOY | 68.573 | - | Nkk3 | - | ZZZ- | - | - | Txwkmbkh | 3gBk | - | 315 | 3jBb+315 | - | 216.00000 |
| R | DLS | 30.888 | - | Yc3 | - | WW- | - | - | Tdepjhew | 3qBk | - | 625 | 3kLe+611 | - | 40.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-R | TKW | 679.000 | 8.20 | Mdd | - | JJJ | 84.80% | - | Tyvheflu | 3gKh | - | 85 | 3qYz+85 | - | 378.00000 |
| I-D | MVK | 96.670 | 2.50 | Hkk3 | - | TTT- | 96.40% | - | Yzsteawt | 3xAg | - | 300 | 3dRl+300 | - | 330.00000 |
| X-1-E | EOV | 58.310 | 7.10 | By2 | - | HH | 35.40% | - | Lqskzyit | 3wZn | - | 170 | 3gUk+170 | - | 419.00000 |
| Z-K | FSZ | 74.350 | 3.20 | L2 | - | O | 56.90% | - | Ykolevhh | 3jFe | - | 200 | 3pTh+200 | - | 952.00000 |
| Y-2-M | NQD | 13.910 | 4.80 | Iu2 | - | BB | 28.50% | - | Kruuj | KRW | - | - | 2.00% | 2.000% | 939.00000 |
Tranche Comments
J-R: First Pay: 2022-01-20; Redemption: 2023-04-20;
X-1-E: First Pay: 2022-01-20; Redemption: 2023-04-20;
Y-2-M: First Pay: 2022-01-20; Redemption: 2023-04-20;
Z-K: First Pay: 2022-01-20; Redemption: 2023-04-20;
I-D: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Husvbqbcvbp. Iab Rqmm Huwvaun 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 22, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FLI | 293.300 | - | Ecc | JJJ | - | 77.16% | - | Nvfdapju | 3mVh | - | 78 | 3bDm+78 | - | 816.00000 |
| V-1 | XSS | 82.920 | - | Zk2 | MM | - | 42.46% | - | Xzkozvwc | 3eVh | - | 145 | 3cRj+145 | - | 640.00000 |
| B-2 | XPT | 79.000 | - | Do2 | ZZ | - | 88.96% | - | Dsqqq | - | - | - | 1.850% | 1.850% | 690.00000 |
| A | XJC | 97.920 | - | Zrr3 | DDD- | - | 63.49% | - | Odqpmshe | 3qPp | - | 280 | 3xCm+280 | - | 613.00000 |
| Q | GGQ | 61.700 | - | T2 | M | - | 54.82% | - | Cjjzalag | 3vNw | - | 190 | 3wAz+190 | - | 274.00000 |
Tranche Comments
R: First Pay: 2021-07-15; Redemption: 2022-09-22;
V-1: First Pay: 2021-07-15; Redemption: 2022-09-22;
B-2: First Pay: 2021-07-15; Redemption: 2022-09-22;
Q: First Pay: 2021-07-15; Redemption: 2022-09-22;
A: First Pay: 2021-07-15; Redemption: 2022-09-22;
Deal Comments
Kqmtpgmtpi. Gtp Ygmm Fqgttsw 1.00
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Apr 27, 1998