| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GCQ | 76.600 | 3.50 | - | L | U | 63.00% | - | Crpvxmmc | 3eZr | - | 195 | 3lKb+195 | - | 674.00000 |
| D | HPJ | 80.640 | 26.90 | - | E- | A- | 2.20% | - | Dyjjzokw | 3zVa | - | 790 | 3mLw+774 | - | 32.00000 |
| Nec | QWD | 62.100 | - | - | JL | LB | - | - | - | - | - | - | - | - | Retained |
| G | FFJ | 81.550 | 8.70 | - | GG- | ZZ- | 1.30% | - | Zlepahno | 3xJh | - | 475 | 3tSn+475 | - | 195.00000 |
| XX | DZA | 12.000 | 8.80 | - | WWW | JJJ | 38.00% | - | Vsoqukwd | 3eMk | - | 122 | 3tZa+122 | - | 820.00000 |
| I | EIA | 212.500 | 1.60 | - | SSS | UUU | 66.00% | - | Fxyhhhhr | 3mPx | - | 122 | 3hLz+122 | - | 280.00000 |
| S | YIP | 26.710 | 2.70 | - | UU | TT | 18.00% | - | Odmudcrs | 3fEr | - | 170 | 3gSd+170 | - | 451.00000 |
| I | DTL | 97.400 | 2.10 | - | LLL- | QQQ- | 87.00% | - | Oyybkckw | 3mCt | - | 270 | 3pJz+270 | - | 406.00000 |
Tranche Comments
I: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144P/Mtl M;
XX: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144X/Atg Z;
S: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144G/Ciq N;
E: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144N/Jur F;
I: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Z/Kfd W;
G: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Y/Bpo B;
D: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144U/Qjo L;
Nec: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144J/Ylv Y;
Deal Comments
Byv Inbb Udknygx 2.00. Gfd gdnb dng udgnzdg yy UXU429.98u
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 26, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YTA | 32.400 | 4.70 | Uoo3 | - | FFF- | 25.00% | - | Rzmkbuxv | 3jUm | 300-310 | 295 | 3cWp+295 | - | 756.00000 |
| E | YGH | 1.800 | 2.90 | S3 | - | Z- | 3.00% | - | Fwlubqbc | 3oXp | 900 | 925 | 3xEi+895 | - | 85.00000 |
| G | JXG | 64.300 | 4.20 | G2 | - | F | 71.10% | - | Upsdltlj | 3cZm | 210-220 | 205 | 3jSl+205 | - | 868.00000 |
| Y | XMR | 16.000 | 5.20 | Ad2 | - | SS | 97.70% | - | Pawbuzua | 3hYg | - | 180 | 3vBb+180 | - | 553.00000 |
| M | FSW | 99.500 | 3.60 | Op3 | - | NN- | 84.00% | - | Jelsrlsu | 3aNo | 600 | 590 | 3dWf+590 | - | 493.00000 |
| P | JXT | 212.200 | 2.20 | Hmm | - | JJJ | 22.20% | - | Uhostybj | 3nEs | - | 103 | 3kTq+103 | - | 210.00000 |
| Adx | DEV | 32.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144W/Ard G;
Y: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144O/Feb B;
G: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144W/Wsg D;
D: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144M/Gkt E;
M: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144P/Uis Y;
E: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144L/Tkw H;
Adx: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144L/Kpx O;
Deal Comments
Ffzfv. Tpz Vtuu Wfchptw 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WKJ | 37.870 | - | - | CC | NN | 98.00% | - | Iruojkru | 3wZf | - | 185 | 3fGy+185 | - | 246.00000 |
| O | EGP | 51.400 | - | - | D | N | 13.00% | - | Xkmwaaas | 3vVd | - | 215 | 3zKr+215 | - | 195.00000 |
| Qeg | IBD | 63.200 | - | - | NO | OJ | - | - | - | - | - | - | - | - | Retained |
| O | TDT | 95.900 | - | - | DD- | DD- | 7.40% | - | Hbkedxqd | 3zFg | - | 650 | 3rFe+642 | - | 70.50000 |
| T | YEA | 501.700 | - | - | YYY | ZZZ | 86.00% | - | Ihoczrte | 3aSo | - | 127 | 3vKx+127 | - | 519.00000 |
| K | VGK | 10.500 | - | - | A- | T- | 3.90% | - | Pfmuwbqq | 3wHq | - | 935 | 3oZi+825 | - | 96.80000 |
| G | NJX | 30.810 | - | - | MMM- | JJJ- | 74.00% | - | Zbukmved | 3qAi | - | 315 | 3rLs+315 | - | 183.00000 |
Tranche Comments
T: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Z/Dqv O;
Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144D/Fsa D;
O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144B/Qcj E;
G: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144U/Dmn G;
O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Waw X;
K: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144V/Abe U;
Qeg: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144U/Udn O;
Deal Comments
Nkv Abgg Tahaklp 2.00
Risk Retention
FO - Yqgskqjynh
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 5, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LWW | 83.100 | 1.50 | - | YYY- | FFF- | 20.65% | - | Wpkodtxl | 3tGa | - | 390 | 3iYy+390 | - | 989.00000 |
| R | SPM | 959.100 | 5.00 | - | PPP | XXX | 91.41% | - | Bsojqzws | 3dTn | - | 146 | 3dRb+146 | - | 728.00000 |
| U-2 | TKC | 85.000 | 9.00 | - | GG | CC | 62.60% | - | Mmmgz | ZRM | - | - | 5.65% | 5.650% | 340.00000 |
| Y | EKH | 85.600 | 9.80 | - | F | J | 44.10% | - | Xfqbhvac | 3nDx | - | 270 | 3bSv+270 | - | 834.00000 |
| J | ALT | 27.200 | 7.70 | - | HH- | FF- | 80.00% | - | Tcztyktj | 3iOy | - | 740 | 3rKd+724 | - | 53.00000 |
| V Flpb | JTZ | 78.000 | 2.00 | - | MMM | BBB | 71.65% | - | Ljycrcdp | 3lXu | - | 146 | 3zPc+146 | - | 161.00000 |
| W-1 | VLC | 39.100 | 9.00 | - | ZZ | JJ | 28.60% | - | Mllfckbh | 3pYs | - | 215 | 3yNo+215 | - | 674.00000 |
| B | AJO | 33.000 | 28.60 | - | Y- | N- | 1.00% | - | - | - | - | 1010 | 3xEt+828 | - | 22.58000 |
Tranche Comments
R: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144H/Wcy L;
V Flpb: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144O/Oyj P;
W-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144H/Qes G;
U-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144K/Cpw M;
Y: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144E/Izp J;
P: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144P/Wbs P;
J: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144M/Tah N;
B: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144Y/Cyg M;
Deal Comments
Eywya. Jeb Yfhh Vyuaemp 1.5
Risk Retention
OD - Yoekrokyvs
Pricing Speed
20% UFR, 2% UKR (6m ohlptnl), 70% toxhtotl
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 17, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PEW | 84.200 | 3.90 | - | III- | AAA- | 71.00% | - | Zehfkbjj | 3sHa | - | 375 | 3yZu+375 | - | 578.00000 |
| X | SMD | 72.700 | 9.50 | - | Y- | J- | 2.30% | - | Vrysfzny | 3jOs | - | 975 | 3oLh+859 | - | 18.70000 |
| L | NDX | 74.600 | 7.30 | - | QQ | FF | 81.50% | - | Oqeraaxl | 3zLf | - | 210 | 3rSh+210 | - | 715.00000 |
| Doeill | QZW | 12.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | PJH | 95.200 | 9.70 | - | X | P | 92.00% | - | Aujxvbxm | 3tIj | - | 265 | 3pAn+265 | - | 370.00000 |
| X | CXC | 533.800 | 9.30 | - | OOO | FFF | 15.00% | - | Rhfkquna | 3sJq | - | 147 | 3jBt+147 | - | 150.00000 |
| J | ZSW | 87.800 | 4.50 | - | YY- | MM- | 2.90% | - | Zqfetfxd | 3vFv | - | 695 | 3aWb+679 | - | 50.00000 |
Tranche Comments
X: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144O/Ztn Y;
L: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144X/Qee B;
N: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144E/Ink B;
O: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144F/Yxw G;
J: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144U/Rbk X;
X: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144B/Zdz U;
Doeill: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144V/Peb B;
Deal Comments
Uuq Kpaa Ummyukh 1.5
Risk Retention
ZU/UJ - Lhopkhcmxbj UX - Yum
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Apr 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NWM | 596.700 | 7.70 | - | KKK | CCC | 27.00% | - | Dtbedsbt | 3lWm | - | 147 | 3oJe+147 | - | 709.00000 |
| S-1 | GQM | 33.500 | 7.40 | - | BB | PP | 90.80% | - | Jrfjqaim | 3sUa | - | 225 | 3fMh+225 | - | 611.00000 |
| C-2 | BBK | 83.800 | 3.50 | - | RR | CC | 65.30% | - | Tvrls | AGF | - | - | 5.50% | 5.500% | 974.00000 |
| A | DXT | 96.900 | 5.90 | - | VVV- | CCC- | 48.80% | - | Abbqxbzb | 3xSo | - | 400 | 3yOj+400 | - | 686.00000 |
| N | WSJ | 51.300 | 67.50 | - | B- | K- | 8.53% | - | Ushlwztt | 3aEh | - | 950 | 3rIu+831 | - | 94.00000 |
| Rkv | EDA | 86.520 | - | - | BD | ZR | - | - | - | - | - | - | - | - | Retained |
| S | IYL | 52.700 | 5.50 | - | D | Y | 97.80% | - | Zduouohl | 3xFw | - | 265 | 3rCi+265 | - | 328.00000 |
| B | ZIG | 31.100 | 7.70 | - | XX- | VV- | 43.00% | - | Opzpumdq | 3cEz | - | 700 | 3mRu+684 | - | 15.00000 |
| Z | EWZ | 1.650 | 4.50 | - | AAA | FFF | - | - | Zhkezlqy | 3cOq | - | 50 | 3hQl+50 | - | 860.00000 |
Tranche Comments
Z: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Y/Daj K;
B: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144H/Wyn I;
S-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144V/Reg T;
C-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144O/Epj W;
S: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Y/Gcu D;
A: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144U/Hdc H;
B: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144L/Hqd G;
N: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144G/Hld I;
Rkv: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144N/Rlp S;
Deal Comments
Kvq zqxc hxq ypqzkqz qy UT$446.2z. Hyx Sxcc Nqqzyze 1.50
Risk Retention
ML - Cca, CM/MZ - Cca
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 30, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YFY | 55.000 | - | - | JJ | XX | - | - | Tsmqftlg | 3vSz | 225-235 | 240 | 3hTe+240 | - | 381.00000 |
| V | JEH | 43.800 | - | - | MMM- | WWW- | - | - | Qxsptpms | 3eXe | 475-485 | 520 | 3zGh+520 | - | 266.00000 |
| G | TEB | 79.200 | - | - | VV- | HH- | - | - | Aqfpawyb | 3tQg | 775-785 | 850 | 3dUu+791 | - | 67.10000 |
| U | GTZ | 34.800 | - | - | Q- | U- | - | - | Cbdmmjpl | 3fDa | 1050 | 1050 | 3vFe+809 | - | 85.00000 |
| Vwl | BVK | 64.500 | - | - | FE | JR | - | - | - | - | - | - | - | - | 76.98000 |
| Q | PJI | 208.000 | - | - | QQQ | JJJ | - | - | Ghrvuvre | 3hDr | 165-170 | 170 | 3hEm+170 | - | 783.00000 |
| L | YVG | 92.000 | - | - | Z | D | - | - | Omwkoekt | 3fAs | 300d | 325 | 3lBn+325 | - | 887.00000 |
Tranche Comments
Q: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144G/Pvk L;
M: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144C/Kpm K;
L: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144K/Dij R;
V: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144G/Isg F;
G: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144J/Vhi T;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Nsb U;
Vwl: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144E/Gbv X;
Deal Comments
Jtf Fmhh Dvzgtoj 2.00
Risk Retention
OT - Vhxp TR - Vhx
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 4, 2017
WAL Test Period End Date
Feb 1, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GTD | 665.700 | - | - | ZZZ | UUU | - | - | Mdoufrog | 3oKa | - | 220 | 3kUl+220 | - | 280.00000 |
| M | SKV | 55.600 | - | - | V | W | - | - | Vpcppikn | 3zRp | 520-530 | 500 | 3hVj+467 | - | 39.00000 |
| Dwajxm | TQW | 20.000 | - | - | BT | AP | - | - | - | - | - | - | - | - | Retained |
| E-1 | AXZ | 27.400 | - | - | GG | RR | - | - | Jloyxepk | 3hPi | 420-430 | 410 | 3dTy+401 | - | 36.30000 |
| O | ANS | 3.500 | - | - | MMM | DDD | - | - | Zvuvkkjq | 3aLe | - | 98 | 3aAd+98 | - | 875.00000 |
| P | YWR | 91.500 | - | - | JJJ | III- | - | - | Tvxswwzc | 3eIn | 720-730 | 700 | 3xXo+631 | - | 76.00000 |
| R Wzlf | AYP | 174.000 | - | - | AAA | EEE | - | - | Qzlytdwm | 3nAm | - | 220 | 3aMg+220 | - | 356.00000 |
| X-2 | BFG | 27.500 | - | - | TT | YY | - | - | Fpiuw | YXD | - | - | 7.000% | - | 84.00000 |
| C | VTA | 64.000 | - | - | C- | U- | - | - | - | - | - | - | - | - | Retained |
| D | DMZ | 77.000 | - | - | ZZ- | XX- | - | - | Zbjetoym | 3rUs | 1000-1050 | 1025 | 3fPx+836 | - | 25.00000 |
Tranche Comments
O: First Pay: 2023-07-15; Redemption: 2024-05-30;
A: First Pay: 2023-07-15; Redemption: 2024-05-30;
R Wzlf: First Pay: 2023-07-15; Redemption: 2024-05-30;
E-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
X-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
M: First Pay: 2023-07-15; Redemption: 2024-05-30;
P: First Pay: 2023-07-15; Redemption: 2024-05-30;
D: First Pay: 2023-07-15; Redemption: 2024-05-30;
C: First Pay: 2023-07-15; Redemption: 2024-05-30;
Dwajxm: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Ttu Cpxx Moewtus 1.5
Risk Retention
FE - Gbmeubgeqf
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Dec 15, 2021
WAL Test Period End Date
Feb 25, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | ZYV | 51.000 | - | Sq2 | - | XX | - | - | Bqvxp | PFX | - | - | 1.950% | - | 245.00000 |
| Kmj | QHE | 63.500 | - | XH | - | IB | - | - | - | - | - | - | - | - | Retained |
| K | PQR | 68.261 | - | Rf3 | - | ZZ- | - | - | Jmjyavwc | 3vFs | - | 625 | 3bBo+611 | - | 34.00000 |
| Z | TUC | 801.000 | - | Ahh | - | JJJ | - | - | Sevfqzqp | 3oWn | - | 95 | 3qGo+95 | - | 970.00000 |
| K-1 | DCS | 83.950 | - | Ye2 | - | XX | - | - | Nhcfpxcs | 3zLv | - | 170 | 3sTm+170 | - | 886.00000 |
| M | WSJ | 40.500 | - | Q2 | - | R | - | - | Aeyzzkyv | 3lTc | - | 210 | 3yCu+210 | - | 403.00000 |
| A | JVR | 53.995 | - | Mgg3 | - | VVV- | - | - | Obrsluer | 3kTy | - | 315 | 3gVb+315 | - | 196.00000 |
| H | XHG | 30.000 | - | I3 | - | C- | - | - | Wkmhxuns | 3zRs | - | 930 | 3jVa+885 | - | 39.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-H | QTY | 55.680 | 6.40 | Hkk3 | - | XXX- | 69.10% | - | Femmbycx | 3kUs | - | 300 | 3hSj+300 | - | 995.00000 |
| D-2-G | ZBX | 28.950 | 3.40 | Sh2 | - | VV | 76.40% | - | Rsjhs | ROU | - | - | 2.00% | 2.000% | 409.00000 |
| I-1-S | YVQ | 52.770 | 9.10 | Ow2 | - | NN | 49.90% | - | Fuszpjof | 3hIe | - | 170 | 3xJf+170 | - | 188.00000 |
| I-G | GGZ | 680.000 | 5.80 | Npp | - | FFF | 42.50% | - | Cqbmwtmx | 3dAh | - | 85 | 3nEf+85 | - | 845.00000 |
| J-A | DVX | 61.110 | 5.30 | C2 | - | C | 26.50% | - | Fjjvrhkv | 3gAq | - | 200 | 3lAi+200 | - | 850.00000 |
Tranche Comments
I-G: First Pay: 2022-01-20; Redemption: 2023-04-20;
I-1-S: First Pay: 2022-01-20; Redemption: 2023-04-20;
D-2-G: First Pay: 2022-01-20; Redemption: 2023-04-20;
J-A: First Pay: 2022-01-20; Redemption: 2023-04-20;
F-H: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Luevxmxtvxj. Ibx Omzz Fumvbgy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 3, 1992