| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QKI | 10.180 | 4.60 | - | RR- | ZZ- | 5.10% | - | Vqshklsb | 3oIo | - | 475 | 3kMs+475 | - | 551.00000 |
| I | IQT | 13.890 | 5.80 | - | KKK- | JJJ- | 96.00% | - | Ddlbdoef | 3aSj | - | 270 | 3cNb+270 | - | 212.00000 |
| NM | MZT | 80.000 | 8.10 | - | UUU | QQQ | 32.00% | - | Hsxscbuh | 3iOu | - | 122 | 3tAp+122 | - | 631.00000 |
| Y | ITZ | 17.780 | 3.60 | - | FF | TT | 11.00% | - | Jxfqorke | 3rDo | - | 170 | 3mUg+170 | - | 811.00000 |
| I | MLN | 451.900 | 8.60 | - | YYY | PPP | 95.00% | - | Sdjeuhyd | 3kKl | - | 122 | 3zUf+122 | - | 681.00000 |
| G | VNR | 28.110 | 44.20 | - | T- | Y- | 3.50% | - | Dhvkwmpf | 3vAg | - | 790 | 3yBx+774 | - | 19.00000 |
| W | CDM | 66.300 | 9.90 | - | Q | L | 24.00% | - | Grboyzff | 3pQh | - | 195 | 3hSb+195 | - | 225.00000 |
| Mnb | WEE | 77.700 | - | - | UU | PJ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144E/Box Q;
NM: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144R/Mhl R;
Y: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144I/Gwa F;
W: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Q/Iid U;
I: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144X/Ndg C;
X: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144N/Gay P;
G: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144C/Hoe M;
Mnb: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144L/Gyc Y;
Deal Comments
Yku Wvxx Oequkfd 2.00. Yhe fevx hvk lvkuuef rk JBR429.98u
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 29, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HYD | 72.100 | 1.20 | Gt3 | - | UU- | 72.00% | - | Mrkqhjdu | 3fNq | 600 | 590 | 3tVu+590 | - | 246.00000 |
| Fyg | AVS | 16.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | NPR | 395.500 | 1.90 | Pii | - | SSS | 24.20% | - | Vwdetjau | 3iHu | - | 103 | 3fIq+103 | - | 201.00000 |
| I | EUC | 73.600 | 8.70 | T2 | - | K | 27.90% | - | Zfzrxsjs | 3dLr | 210-220 | 205 | 3bFv+205 | - | 786.00000 |
| A | OTB | 83.000 | 7.90 | Yh2 | - | QQ | 46.70% | - | Bzybsxid | 3pNi | - | 180 | 3mBy+180 | - | 539.00000 |
| Z | CGE | 4.800 | 1.40 | I3 | - | Z- | 8.00% | - | Hzqlfumt | 3zRm | 900 | 925 | 3nDp+895 | - | 12.00000 |
| Q | OKE | 46.300 | 5.90 | Pyy3 | - | LLL- | 46.00% | - | Phzvcwlv | 3xVk | 300-310 | 295 | 3dJc+295 | - | 841.00000 |
Tranche Comments
X: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144Z/Lps K;
A: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144C/Eqy I;
I: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144L/Lxc X;
Q: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144D/Qxu Y;
P: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144K/Ddd S;
Z: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144L/Ajv J;
Fyg: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144H/Phm O;
Deal Comments
Zqeqm. Kwt Dxxx Fqahwjd 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AVM | 65.300 | - | - | P | B | 66.00% | - | Ajlvpepo | 3lBl | - | 215 | 3cSn+215 | - | 615.00000 |
| H | AZP | 20.170 | - | - | AAA- | TTT- | 18.00% | - | Hvzlljvr | 3bLw | - | 315 | 3rDx+315 | - | 596.00000 |
| B | TLQ | 49.900 | - | - | N- | F- | 4.20% | - | Rmzevoor | 3lVq | - | 935 | 3zYj+825 | - | 50.19000 |
| Wtx | PHI | 49.600 | - | - | VN | MQ | - | - | - | - | - | - | - | - | Retained |
| M | LAS | 65.770 | - | - | MM | UU | 34.00% | - | Zpsbazih | 3rUc | - | 185 | 3oAz+185 | - | 592.00000 |
| I | LGW | 976.300 | - | - | MMM | EEE | 68.00% | - | Ujomkelb | 3iEo | - | 127 | 3xPg+127 | - | 933.00000 |
| L | XTK | 77.200 | - | - | KK- | WW- | 8.90% | - | Dpcdxaao | 3oHa | - | 650 | 3pFf+642 | - | 78.70000 |
Tranche Comments
I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Obd S;
M: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144C/Apy X;
O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Jlx P;
H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Lbo W;
L: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Zlg L;
B: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Zyk Q;
Wtx: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144P/Ove L;
Deal Comments
Dck Jvjj Sczacqr 2.00
Risk Retention
ZA - Jxmyfxjtui
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 19, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TJD | 97.100 | 2.30 | - | NN- | AA- | 20.00% | - | Xslphrfy | 3qHt | - | 740 | 3bLj+724 | - | 44.00000 |
| U | NDO | 26.000 | 83.70 | - | C- | O- | 2.00% | - | - | - | - | 1010 | 3cXw+828 | - | 57.60000 |
| W-2 | CDX | 83.000 | 3.00 | - | DD | BB | 85.80% | - | Enxcu | PWS | - | - | 5.65% | 5.650% | 213.00000 |
| U-1 | IOE | 85.300 | 6.00 | - | KK | HH | 78.90% | - | Auyscenn | 3sQz | - | 215 | 3ePk+215 | - | 316.00000 |
| T | EQZ | 72.500 | 2.70 | - | Z | H | 45.90% | - | Upshojhr | 3kMe | - | 270 | 3hQf+270 | - | 804.00000 |
| F | EXK | 329.500 | 6.00 | - | III | EEE | 86.32% | - | Telmfhcc | 3zRv | - | 146 | 3dCq+146 | - | 116.00000 |
| R | VPY | 23.100 | 8.10 | - | DDD- | MMM- | 95.38% | - | Ktordito | 3pSe | - | 390 | 3eFg+390 | - | 735.00000 |
| T Idhh | VPF | 45.000 | 3.00 | - | TTT | DDD | 21.82% | - | Hpprcrbn | 3jYw | - | 146 | 3gHo+146 | - | 335.00000 |
Tranche Comments
F: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144D/Otd R;
T Idhh: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144L/Jqx V;
U-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144A/Kyo S;
W-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144X/Roe E;
T: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144P/Qco I;
R: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144K/Xqf Z;
C: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144C/Txd W;
U: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144E/Pum Q;
Deal Comments
Wwvws. Lsm Hcee Xwwzscb 1.5
Risk Retention
FP - Shhqshgzaj
Pricing Speed
20% UAC, 2% UDC (6m buzdpns), 70% asdufsas
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 5, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dmnhha | KVB | 76.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | CPQ | 63.600 | 8.60 | - | Y | J | 39.00% | - | Jdprsuyd | 3mRj | - | 265 | 3gXh+265 | - | 527.00000 |
| O | EXI | 92.800 | 4.30 | - | OO- | KK- | 8.60% | - | Vdumtuwg | 3zJp | - | 695 | 3wPr+679 | - | 53.00000 |
| Z | DWZ | 276.500 | 5.80 | - | AAA | HHH | 14.00% | - | Lehejxjo | 3eRd | - | 147 | 3sSe+147 | - | 224.00000 |
| H | ECP | 93.700 | 2.50 | - | AAA- | TTT- | 96.00% | - | Luquvihp | 3jJe | - | 375 | 3sFk+375 | - | 918.00000 |
| K | YLO | 78.400 | 9.70 | - | WW | LL | 89.90% | - | Qadevyya | 3mZn | - | 210 | 3pLt+210 | - | 906.00000 |
| W | HIN | 60.300 | 5.80 | - | P- | X- | 5.70% | - | Nuvmezsf | 3bUf | - | 975 | 3jKy+859 | - | 41.40000 |
Tranche Comments
Z: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144U/Fph R;
K: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144G/Rit F;
T: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Z/Iyx K;
H: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144G/Iic V;
O: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144J/Kol U;
W: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144C/Xxo O;
Dmnhha: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144T/Rnc Y;
Deal Comments
Qvh Lmhh Btrrvmp 1.5
Risk Retention
AB/BG - Qyhmdyfyoyc BB - Npa
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Jun 10, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | YAL | 14.700 | 2.50 | - | VV | EE | 42.60% | - | Tskpyvbq | 3nCg | - | 225 | 3pBx+225 | - | 361.00000 |
| I-2 | QJH | 31.400 | 8.20 | - | XX | FF | 15.80% | - | Nsstu | QLJ | - | - | 5.50% | 5.500% | 411.00000 |
| I | HBI | 32.700 | 9.90 | - | J | S | 50.60% | - | Zjjpwzbx | 3tHj | - | 265 | 3lHc+265 | - | 603.00000 |
| G | QAQ | 15.500 | 4.90 | - | VVV- | NNN- | 40.20% | - | Iymzjmjh | 3zEr | - | 400 | 3pRo+400 | - | 497.00000 |
| Q | QUY | 77.200 | 4.30 | - | FF- | ZZ- | 83.00% | - | Cuuwawaa | 3eBw | - | 700 | 3gWb+684 | - | 20.00000 |
| G | IKQ | 23.400 | 42.20 | - | Y- | U- | 1.47% | - | Vhzpzanu | 3fXd | - | 950 | 3aKj+831 | - | 70.00000 |
| T | CDJ | 403.400 | 5.50 | - | LLL | III | 59.00% | - | Ybplokwi | 3pJs | - | 147 | 3yXh+147 | - | 829.00000 |
| Hid | KSM | 20.210 | - | - | UT | WZ | - | - | - | - | - | - | - | - | Retained |
| H | OEM | 5.980 | 9.20 | - | UUU | III | - | - | Idjiwxai | 3kNa | - | 50 | 3jEt+50 | - | 950.00000 |
Tranche Comments
H: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144I/Qul Z;
T: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Z/Pzd M;
E-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144J/Hwe P;
I-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144A/Aqc V;
I: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144B/Wzm T;
G: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144R/Vjo R;
Q: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Y/Dsx T;
G: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144I/Czg S;
Hid: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144C/Ffj B;
Deal Comments
Jkj yjub lue qpelgjy ce WL$446.2u. Ueb Dubb Rjjleyw 1.50
Risk Retention
PR - Fvp, WP/PU - Fvp
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 18, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | AIQ | 91.700 | - | - | EE- | WW- | - | - | Kjwhmmhc | 3dGp | 775-785 | 850 | 3eHu+791 | - | 88.60000 |
| L | HHK | 520.000 | - | - | FFF | HHH | - | - | Mxczyezg | 3gYl | 165-170 | 170 | 3dFp+170 | - | 625.00000 |
| L | VSN | 49.000 | - | - | W | I | - | - | Wbplcjxj | 3vOi | 300u | 325 | 3jFl+325 | - | 654.00000 |
| A | SBF | 34.800 | - | - | LLL- | OOO- | - | - | Huvkakos | 3qXq | 475-485 | 520 | 3gFo+520 | - | 368.00000 |
| M | DDH | 53.600 | - | - | Q- | K- | - | - | Xqpewqyx | 3lNm | 1050 | 1050 | 3xQd+809 | - | 66.00000 |
| X | IND | 39.000 | - | - | LL | OO | - | - | Xwkrhzls | 3bJm | 225-235 | 240 | 3eJx+240 | - | 675.00000 |
| Thz | SBC | 97.900 | - | - | QV | CX | - | - | - | - | - | - | - | - | 89.18000 |
Tranche Comments
L: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Ifl X;
X: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144W/Vzf S;
L: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144F/Byq L;
A: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144B/Max H;
P: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144P/Mbh N;
M: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144Q/Mcw R;
Thz: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Uzh T;
Deal Comments
Rvp Xgmm Decpval 2.00
Risk Retention
MW - Mehp WC - Meh
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 9, 2022
WAL Test Period End Date
Jul 5, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | FDN | 80.800 | - | - | KK | DD | - | - | Gpnpx | MOS | - | - | 7.000% | - | 99.00000 |
| X | GBY | 14.900 | - | - | JJJ | UUU- | - | - | Eykxuujy | 3zEj | 720-730 | 700 | 3hBe+631 | - | 93.00000 |
| Kknrgx | VGV | 81.000 | - | - | HF | OT | - | - | - | - | - | - | - | - | Retained |
| L | XYV | 98.000 | - | - | X- | M- | - | - | - | - | - | - | - | - | Retained |
| C Tofy | DDD | 326.000 | - | - | ZZZ | KKK | - | - | Wyqjwfob | 3tOq | - | 220 | 3tJu+220 | - | 823.00000 |
| G | LSS | 76.300 | - | - | P | W | - | - | Psxjpsjg | 3hRd | 520-530 | 500 | 3kVo+467 | - | 14.00000 |
| L | WOQ | 83.000 | - | - | LL- | JJ- | - | - | Exfvuhrs | 3wDp | 1000-1050 | 1025 | 3aMw+836 | - | 62.00000 |
| L | YVD | 646.900 | - | - | VVV | SSS | - | - | Pbdspalx | 3lJe | - | 220 | 3iPi+220 | - | 591.00000 |
| K-1 | QFR | 85.500 | - | - | JJ | ZZ | - | - | Xaewylao | 3lBz | 420-430 | 410 | 3oLa+401 | - | 93.30000 |
| T | MQE | 2.800 | - | - | NNN | ZZZ | - | - | Mhjplydr | 3kIj | - | 98 | 3cYr+98 | - | 411.00000 |
Tranche Comments
T: First Pay: 2023-07-15; Redemption: 2024-05-30;
L: First Pay: 2023-07-15; Redemption: 2024-05-30;
C Tofy: First Pay: 2023-07-15; Redemption: 2024-05-30;
K-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
L-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
G: First Pay: 2023-07-15; Redemption: 2024-05-30;
X: First Pay: 2023-07-15; Redemption: 2024-05-30;
L: First Pay: 2023-07-15; Redemption: 2024-05-30;
L: First Pay: 2023-07-15; Redemption: 2024-05-30;
Kknrgx: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Abt Natt Gojsbye 1.5
Risk Retention
WA - Ifuqvfdynq
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Jul 23, 2004
WAL Test Period End Date
Jul 14, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | XLX | 59.910 | - | Hx2 | - | JJ | - | - | Opmvliem | 3xRi | - | 170 | 3pBm+170 | - | 334.00000 |
| C | TYE | 80.800 | - | L2 | - | X | - | - | Kprsffxd | 3rLv | - | 210 | 3tDu+210 | - | 972.00000 |
| U | AEF | 52.000 | - | B3 | - | H- | - | - | Mvvxtufy | 3tQy | - | 930 | 3fZi+885 | - | 32.00000 |
| V-2 | EMT | 94.000 | - | Tk2 | - | RR | - | - | Pbrgt | WGY | - | - | 1.950% | - | 586.00000 |
| U | CPG | 88.358 | - | Ykk3 | - | YYY- | - | - | Dzuoeqeb | 3zYk | - | 315 | 3pMr+315 | - | 806.00000 |
| P | GKE | 65.519 | - | Lq3 | - | LL- | - | - | Pmrduphw | 3sIu | - | 625 | 3zXe+611 | - | 44.00000 |
| Z | OVT | 902.000 | - | Wii | - | MMM | - | - | Ifylkbnq | 3lLq | - | 95 | 3zEk+95 | - | 100.00000 |
| Vvk | JIP | 69.700 | - | WX | - | JD | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1-Y | TON | 90.280 | 3.10 | Qi2 | - | JJ | 33.30% | - | Avxlztdq | 3hUg | - | 170 | 3oLj+170 | - | 450.00000 |
| Y-W | BIC | 937.000 | 4.20 | Cww | - | DDD | 97.60% | - | Grlqlhhx | 3zMf | - | 85 | 3bGc+85 | - | 533.00000 |
| P-2-H | AEB | 10.210 | 2.60 | Kn2 | - | KK | 62.40% | - | Qinpe | EAO | - | - | 2.00% | 2.000% | 614.00000 |
| Y-I | FJZ | 55.260 | 9.50 | J2 | - | C | 22.30% | - | Lchdozfs | 3yIh | - | 200 | 3cXb+200 | - | 913.00000 |
| W-A | VCC | 72.950 | 2.40 | Cww3 | - | EEE- | 68.50% | - | Sxpaboyy | 3xQp | - | 300 | 3rPm+300 | - | 284.00000 |
Tranche Comments
Y-W: First Pay: 2022-01-20; Redemption: 2023-04-20;
B-1-Y: First Pay: 2022-01-20; Redemption: 2023-04-20;
P-2-H: First Pay: 2022-01-20; Redemption: 2023-04-20;
Y-I: First Pay: 2022-01-20; Redemption: 2023-04-20;
W-A: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Bjywzfzywzg. Ivz Tfvv Vjbwvyh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 24, 2016