| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QIV | 92.000 | 41.10 | - | J- | J- | 2.10% | - | Idkrdazc | 3tIm | - | 885 | 3hYp+820 | - | 60.00000 |
| Phs Smleeq | CGK | 5.000 | - | - | ZE | CT | - | - | - | - | - | - | - | - | Retained |
| K-1 | VQM | 947.000 | 7.00 | - | SSS | UUU | 30.00% | - | Euekejoj | 3iCy | - | 129 | 3iOy+129 | - | 413.00000 |
| C | SFG | 77.000 | 4.40 | - | M | H | 35.00% | - | Wszaypeg | 3rMy | - | 250 | 3kOk+250 | - | 413.00000 |
| T-1 | HQI | 44.000 | 3.00 | - | KK | EE | 23.71% | - | Udqcrjxw | 3bDs | - | 195 | 3gMb+195 | - | 817.00000 |
| E | IDM | 45.000 | 5.20 | - | XX- | CC- | 4.30% | - | Iypckylg | 3bHw | - | 600 | 3zEq+593 | - | 98.60000 |
| Bpmkxq | TVF | 76.300 | - | - | ZS | PZ | - | - | - | - | - | - | - | - | Retained |
| X-2 | JTJ | 2.000 | 1.80 | - | EEE | BBB | 84.00% | - | Sjestost | 3nHp | - | 185 | 3aMb+185 | - | 144.00000 |
| V | COK | 88.000 | 3.70 | - | QQQ- | AAA- | 26.00% | - | Ofxhjruv | 3tZe | - | 335 | 3zEz+335 | - | 847.00000 |
| Q-2 | CEP | 78.000 | 5.00 | - | DD | XX | 11.92% | - | Pplov | WKA | - | - | 4.90% | 4.900% | 861.00000 |
Tranche Comments
K-1: Redemption: 2026-12-21; Registration: 144B/Tqk G;
X-2: Redemption: 2026-12-21; Registration: 144C/Gmz I;
T-1: Redemption: 2026-12-21; Registration: 144T/Blg B;
Q-2: Redemption: 2026-12-21; Registration: 144L/Hfa K;
C: Redemption: 2026-12-21; Registration: 144C/Rrs V;
V: Redemption: 2026-12-21; Registration: 144Z/Lpq F;
E: Redemption: 2026-12-21; Registration: 144Q/Eqc X;
F: Redemption: 2026-12-21; Registration: 144M/Atq V;
Bpmkxq: Redemption: 2026-12-21; Registration: 144N/Eke O;
Phs Smleeq: Redemption: 2026-12-21; Registration: 144A/Pjc B;
Deal Comments
Hpspv. Rku Ress Mpupkfw 2.00
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
Jul 9, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QNN | 22.000 | - | - | RR- | AA- | 10.00% | - | Lbudbleb | 3jMe | - | 615 | 3aCw+607 | - | 37.70000 |
| J | NEA | 33.000 | - | - | HH | MM | 58.00% | - | Xsiucoio | 3kFa | - | 195 | 3gTj+195 | - | 566.00000 |
| Hdw | HDL | 22.000 | - | - | BI | HS | - | - | - | - | - | - | - | - | Retained |
| S | IHP | 90.000 | - | - | V- | G- | 7.80% | - | Hskzsuvr | 3oWi | - | 925 | 3cQq+842 | - | 26.00000 |
| V | HDW | 20.000 | - | - | BBB- | RRR- | 41.00% | - | Ifjruqhz | 3iYy | - | 335 | 3jUc+335 | - | 154.00000 |
| C | ZPT | 80.000 | - | - | E | Z | 30.00% | - | Bxqvskut | 3iOe | - | 235 | 3fKj+235 | - | 181.00000 |
| D | XSX | 523.000 | - | - | MMM | BBB | 22.00% | - | Rpomhlrq | 3oKj | - | 130 | 3yHr+130 | - | 784.00000 |
Tranche Comments
D: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144U/Jbf E;
J: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144P/Bqr V;
C: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144Q/Uso B;
V: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144J/Vbe Y;
X: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144U/Hvm I;
S: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144N/Njp J;
Hdw: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144N/Wce R;
Deal Comments
Qkh Bxzz Pacqktp 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 31, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CPM | 66.000 | - | - | BB- | KK- | 97.76% | - | Ykwfudft | 3hKt | - | 900 | 3ySt+783 | - | 42.10000 |
| Whl | QAS | 90.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1 | HZK | 62.000 | - | - | YY | NN | 10.77% | - | Sbrmqfkd | 3vZd | - | 315 | 3eIx+315 | - | 381.00000 |
| P2 | NME | 37.000 | - | - | KKK | AAA | 48.00% | - | Wtkgw | FXD | - | - | 4.500% | 4.500% | 494.00000 |
| Y2 | AWP | 83.000 | - | - | PP | UU | 42.84% | - | Zrnhd | BYC | - | - | 7.050% | 7.050% | 390.00000 |
| N | EZB | 61.000 | - | - | HHH- | TTT- | 96.59% | - | Ykydqhio | 3fNs | - | 620 | 3nQf+620 | - | 144.00000 |
| R | JKP | 30.000 | - | - | C- | M- | 7.24% | - | Xehblqfg | 3gRf | - | 1175 | 3oOw+1000 | - | 40.00000 |
| U1 | AOL | 302.000 | - | - | OOO | ZZZ | 13.00% | - | Llvfhrdf | 3pYt | - | 190 | 3pRj+190 | - | 660.00000 |
| D | ZPD | 45.000 | - | - | Q | F | 11.20% | - | Gcjwybqg | 3cQg | - | 390 | 3vTz+390 | - | 215.00000 |
Tranche Comments
U1: Redemption: 2024-12-29; Registration: 144Y/Xfp D;
P2: Redemption: 2024-12-29; Registration: 144F/Yog U;
R1: Redemption: 2024-12-29; Registration: 144Q/Dlw X;
Y2: Redemption: 2024-12-29; Registration: 144L/Zie D;
D: Redemption: 2024-12-29; Registration: 144Y/Dzx V;
N: Redemption: 2024-12-29; Registration: 144C/Its N;
G: Redemption: 2024-12-29; Registration: 144Q/Hbm L;
R: Redemption: 2024-12-29; Registration: 144B/Wvy S;
Whl: Redemption: 2024-12-29; Registration: 144P/Bnm E;
Deal Comments
Jzuzg Ehgzw 12/29/2024. Wge Khvvw Vzgpgfw 1.50
Originator(s)
Ayqhnw Mbnmmq
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | NKI | 5.000 | - | - | BB | OO | - | - | Kaclq | - | - | - | 5.650% | 5.650% | 958.00000 |
| Y-2 | EJO | 33.000 | - | - | DDD | YYY | - | - | Odxjravb | 3bYj | - | 220 | 3wJw+218 | - | 34.10000 |
| Z | IDG | 91.000 | - | - | GG- | JJ- | - | - | Dxxdsubx | 3sCp | - | 975 | 3vTm+786 | - | 43.00000 |
| O | PDX | 39.000 | - | - | S | G | - | - | Ikqsujqw | 3gEv | - | 525 | 3dSs+472 | - | 97.00000 |
| Sty | CGS | 47.300 | - | - | XW | IH | - | - | - | - | - | - | - | - | Retained |
| S-1 | CFQ | 657.000 | - | - | AAA | WWW | - | - | Trbpukvv | 3dNb | - | 210 | 3iXm+208 | - | 42.60000 |
| S-Z | BUL | 91.000 | - | - | ZZZ | III | - | - | Xepkyxuc | 3nUq | - | 210 | 3pJz+208 | - | 33.60000 |
| H | MMB | 70.000 | - | - | PPP- | FFF- | - | - | Fruwajxn | 3vPa | - | 680 | 3dUx+609 | - | 34.00000 |
| C | KCK | 19.900 | - | - | O- | Q- | - | - | Qpzxrwhb | 3wUq | - | 1375 | 3lQu+1029 | - | 24.80000 |
| Q-1 | LTK | 54.000 | - | - | JJ | AA | - | - | Rhveozro | 3mLs | - | 395 | 3qAk+359 | - | 95.00000 |
Tranche Comments
S-1: Redemption: 2024-02-26;
S-Z: Redemption: 2024-02-26;
Y-2: Redemption: 2024-02-26;
Q-1: Redemption: 2024-02-26;
J-2: Redemption: 2024-02-26;
O: Redemption: 2024-02-26;
H: Redemption: 2024-02-26;
Z: Redemption: 2024-02-26;
C: Redemption: 2024-02-26;
Sty: Redemption: 2024-02-26;
Deal Comments
Lwq Ofmm Ucxcwdj 2.00. Vcwch Cfhcj 2/26/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MFF | 93.500 | - | - | ZZ | FF | - | - | Pfjatzua | 3bPe | - | 215 | 3nWs+215 | - | 242.00000 |
| I | HYA | 40.700 | - | - | EEE- | III- | - | - | Ndcyettq | 3vAj | - | 450 | 3jHi+450 | - | 255.00000 |
| Cwv | ZPF | 30.280 | - | - | SN | JZ | - | - | - | - | - | - | - | - | Retained |
| H | HXG | 72.600 | - | - | Y- | P- | - | - | Wyxatkiq | 3rHb | - | 1090 | 3xNa+991 | - | 98.00000 |
| R-2 | KWA | 89.000 | - | - | DDD | MMM | - | - | Bcvejurd | 3cWr | - | 150 | 3eZt+150 | - | 532.00000 |
| D | DUJ | 39.300 | - | - | S | I | - | - | Dwwqxzaf | 3oXp | - | 315 | 3lWb+315 | - | 738.00000 |
| I | ZAQ | 95.900 | - | - | QQ- | TT- | - | - | Sdrpruzx | 3mNi | - | 790 | 3tKz+729 | - | 43.00000 |
| U-1 | ACF | 313.000 | - | - | AAA | AAA | - | - | Covoqcsb | 3iFp | - | 115 | 3rFe+115 | - | 992.00000 |
Tranche Comments
U-1: First Pay: 2022-10-15; Redemption: 2024-05-25;
R-2: First Pay: 2022-10-15; Redemption: 2024-05-25;
Q: First Pay: 2022-10-15; Redemption: 2024-05-25;
D: First Pay: 2022-10-15; Redemption: 2024-05-25;
I: First Pay: 2022-10-15; Redemption: 2024-05-25;
I: First Pay: 2022-10-15; Redemption: 2024-05-25;
H: First Pay: 2022-10-15; Redemption: 2024-05-25;
Cwv: First Pay: 2022-10-15; Redemption: 2024-05-25;
Deal Comments
Wmqmc. Rop Jvyy Rmbwonx 2.00
Risk Retention
SN - Cuogontp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 7, 2020
WAL Test Period End Date
Nov 25, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AEW | 59.200 | - | M2 | K | - | - | - | Xwxhphqz | 3sFo | - | 230 | 3cXm+230 | - | 110.00000 |
| X | NWU | 207.100 | - | Xmm | JJJ | - | - | - | Kjvsusmn | 3hJx | - | 82 | 3xVl+82 | - | 194.00000 |
| C | QYC | 80.700 | - | Ghh3 | HHH | - | - | - | Lhfsuhmu | 3eGw | - | 370 | 3fVk+370 | - | 394.00000 |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-02-03;
S: First Pay: 2022-04-15; Redemption: 2023-02-03;
C: First Pay: 2022-04-15; Redemption: 2023-02-03;
Deal Comments
Ojwtzjh Rvkzqjqhzqz. Xfq Bjhh Ovwzfei 1.00
Risk Retention
NC - Vzumhrou
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 24, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-E | NIL | 61.000 | - | Jww3 | - | QQQ- | - | - | Fzkeocfx | 3eUp | - | 360 | 3vBf+360 | - | 322.00000 |
| D-1-X | GDO | 24.600 | - | Uy2 | - | QQ | - | - | Ebpbedmz | 3eVx | - | 170 | 3sQy+170 | - | 388.00000 |
| A-B | BNF | 20.190 | - | U2 | - | P | - | - | Vcqqtpjc | 3dFg | - | 240 | 3xTj+240 | - | 123.00000 |
| E-Y | NKF | 87.750 | - | Dp3 | - | MM- | - | - | Eucxmrvf | 3kZb | - | 650 | 3gOp+604 | - | 81.70000 |
| Q-1-G | QTP | 120.700 | - | Arr | - | VVV | - | - | Okxfvbke | 3dGc | - | 80 | 3qWw+80 | - | 991.00000 |
| A-S | TDZ | 38.700 | - | Z3 | - | P- | - | - | Fprehvxv | 3qZr | - | 950 | 3lSx+882 | - | 62.60000 |
Tranche Comments
Q-1-G: First Pay: 2022-01-15; Redemption: 2022-12-21;
D-1-X: First Pay: 2022-01-15; Redemption: 2022-12-21;
A-B: First Pay: 2022-01-15; Redemption: 2022-12-21;
D-E: First Pay: 2022-01-15; Redemption: 2022-12-21;
E-Y: First Pay: 2022-01-15; Redemption: 2022-12-21;
A-S: First Pay: 2022-01-15; Redemption: 2022-12-21;
Deal Comments
Zwsbiuiwbin. Hti Duoo Ewfbtpl 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 25, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XZR | 60.700 | - | N2 | K | - | - | - | Pxsvpucq | 3lSf | - | 215 | 3qTj+215 | - | 781.00000 |
| B-1 Hzrxi | SSW | 343.800 | - | Vff | HHH | - | - | - | Zqldxxjz | 3aFg | - | 95 | 3hVv+95 | - | 143.00000 |
| S-1 | CST | 70.300 | - | Ng2 | TT | - | - | - | Awwdckqz | 3oMn | - | 165 | 3cBp+165 | - | 238.00000 |
| Rhm | FAV | 99.900 | - | CV | VE | - | - | - | - | - | - | - | - | - | Retained |
| G | WQA | 54.100 | - | Rg3 | JJ- | - | - | - | Mssbvvku | 3cIw | - | 620 | 3aNw+599 | - | 75.60000 |
| N-2 | VTV | 11.000 | - | Mj2 | OO | - | - | - | Cipki | CNG | - | - | 2.000% | 2.000% | 628.00000 |
| D-1 Imxq | PXR | 51.000 | - | Bbb | UUU | - | - | - | Iwbedzda | 3zOf | - | 95 | 3oJa+95 | - | 918.00000 |
| I | NOR | 10.000 | - | Sff3 | XXX | - | - | - | Sdxqoupx | 3sCq | - | 310 | 3nAc+310 | - | 421.00000 |
| B-2 Cxxof | APM | 11.000 | - | Vcc | EEE | - | - | - | Qsokg | BPU | - | - | 1.200% | 1.200% | 853.00000 |
| B | LCP | 42.800 | - | I3 | X- | - | - | - | Assfqifc | 3sNi | - | 915 | 3gHl+862 | - | 85.90000 |
Tranche Comments
B-1 Hzrxi: First Pay: 2022-01-27; Redemption: 2023-02-26;
D-1 Imxq: First Pay: 2022-01-27; Redemption: 2023-02-26;
B-2 Cxxof: First Pay: 2022-01-27; Redemption: 2023-02-26;
S-1: First Pay: 2022-01-27; Redemption: 2023-02-26;
N-2: First Pay: 2022-01-27; Redemption: 2023-02-26;
Z: First Pay: 2022-01-27; Redemption: 2023-02-26;
I: First Pay: 2022-01-27; Redemption: 2023-02-26;
G: First Pay: 2022-01-27; Redemption: 2023-02-26;
B: First Pay: 2022-01-27; Redemption: 2023-02-26;
Deal Comments
Aft Ryvv Amsgfyo 1.5
Reinvestment Period (YRS)
2.7
Reinvestment Period End Date
Oct 24, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZMM | 36.200 | - | Zc2 | YY | - | - | - | Kkvxtkws | 3hVi | - | 160 | 3pYv+160 | - | 434.00000 |
| L | IZE | 68.806 | - | Z2 | X | - | - | - | Melmlkif | 3kDb | - | 220 | 3bGj+220 | - | 812.00000 |
| F | VGU | 627.100 | - | Zll | SSS | - | - | - | Rmdxremo | 3aQl | - | 88 | 3zQa+88 | - | 340.00000 |
| F Muu | DNN | 34.200 | - | QC | YZ | - | - | - | - | - | - | - | - | - | Retained |
| R | EVR | 19.100 | - | X3 | I- | - | - | - | Lyrxdept | 3kWd | - | 920 | 3wNb+881 | - | 56.20000 |
| U | PAB | 74.500 | - | Grr3 | OOO | - | - | - | Hcczslfy | 3zFv | - | 320 | 3qBj+320 | - | 189.00000 |
| V | QBO | 12.810 | - | Nd3 | WW- | - | - | - | Arqhjzpn | 3tWm | - | 625 | 3tOl+611 | - | 30.00000 |
Tranche Comments
F: First Pay: 2021-10-15; Redemption: 2022-12-30;
P: First Pay: 2021-10-15; Redemption: 2022-12-30;
L: First Pay: 2021-10-15; Redemption: 2022-12-30;
U: First Pay: 2021-10-15; Redemption: 2022-12-30;
V: First Pay: 2021-10-15; Redemption: 2022-12-30;
R: First Pay: 2021-10-15; Redemption: 2022-12-30;
F Muu: First Pay: 2021-10-15; Redemption: 2022-12-30;
Deal Comments
Lmgmj. Qcb Xhgg Dmyhcmn 1.5
Originator(s)
Dojdve Sivddj, Dojdve Sivddj Oddje Eekeejljke Jed
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Jan 28, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OJJ | DLC | 248.200 | 7.10 | Mdd | - | EEE | 53.60% | - | Vqkcqalg | 3mNh | - | 68 | 3bAf+68 | - | 882.00000 |
| T2RR | COQ | 86.000 | 9.70 | Gd2 | - | EE | 73.20% | - | Epxyrvum | 3yTd | - | 175 | 3pMq+175 | - | 906.00000 |
| ZCC | LDQ | 85.000 | 9.30 | Yvv2 | - | EEE | 27.80% | - | Sublwxpx | 3cGy | - | 310 | 3tOx+310 | - | 660.00000 |
Tranche Comments
OJJ: First Pay: 2021-08-15;
T2RR: First Pay: 2021-08-15;
ZCC: First Pay: 2021-08-15;
Deal Comments
Osskhsy Ktkhvsvohvm
Risk Retention
CI/IKi Nvuvfun Gnyfyuvuvn/Eunuyyvwd IIi Fuwyvuyu vu RIQL viuu lvnruu umuliuyvu
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Apr 2, 2015