| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | IEN | 80.000 | 8.00 | - | SS | HH | 22.34% | - | Wocwdokx | 3wVp | - | 195 | 3lYu+195 | - | 853.00000 |
| C | YYK | 59.000 | 4.30 | - | Y | S | 25.00% | - | Sucmvdyj | 3vGl | - | 250 | 3yJh+250 | - | 154.00000 |
| W-1 | FIS | 494.000 | 6.00 | - | EEE | UUU | 56.00% | - | Eififbis | 3zMz | - | 129 | 3eRl+129 | - | 244.00000 |
| G-2 | ITD | 5.000 | 7.10 | - | BBB | SSS | 73.00% | - | Wkpvsjbk | 3lPq | - | 185 | 3gLj+185 | - | 167.00000 |
| L-2 | IMZ | 19.000 | 6.00 | - | HH | OO | 46.17% | - | Wbiqy | ZIR | - | - | 4.90% | 4.900% | 621.00000 |
| L | KGL | 11.000 | 68.50 | - | E- | O- | 2.10% | - | Tjrxtkhq | 3pNv | - | 885 | 3jKj+820 | - | 59.00000 |
| Wxwwbs | LFF | 16.400 | - | - | ZV | VK | - | - | - | - | - | - | - | - | Retained |
| D | VYR | 61.000 | 1.20 | - | FF- | DD- | 1.60% | - | Ozrahwdu | 3fWq | - | 600 | 3rZj+593 | - | 19.40000 |
| Kap Cqfhmy | STD | 9.000 | - | - | OB | XW | - | - | - | - | - | - | - | - | Retained |
| D | VPI | 34.000 | 2.60 | - | TTT- | SSS- | 39.00% | - | Jtjbyptj | 3eDj | - | 335 | 3tLx+335 | - | 829.00000 |
Tranche Comments
W-1: Redemption: 2026-12-21; Registration: 144B/Anc H;
G-2: Redemption: 2026-12-21; Registration: 144G/Ljx N;
J-1: Redemption: 2026-12-21; Registration: 144E/Hcx L;
L-2: Redemption: 2026-12-21; Registration: 144X/Uei Y;
C: Redemption: 2026-12-21; Registration: 144E/Emq K;
D: Redemption: 2026-12-21; Registration: 144W/Hqn S;
D: Redemption: 2026-12-21; Registration: 144Q/Tls W;
L: Redemption: 2026-12-21; Registration: 144V/Pyb L;
Wxwwbs: Redemption: 2026-12-21; Registration: 144Q/Kqd C;
Kap Cqfhmy: Redemption: 2026-12-21; Registration: 144I/Bwz D;
Deal Comments
Ducua. Ahf Esxx Ruajhyp 2.00
Reinvestment Period (YRS)
6.7
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 |
|---|
| Q | GLP | 401.000 | - | - | KKK | RRR | 69.00% | - | Pxootzdw | 3pDq | - | 130 | 3fBd+130 | - | 387.00000 |
| Q | KPZ | 41.000 | - | - | PP | OO | 34.00% | - | Mifmspxi | 3dMy | - | 195 | 3bEh+195 | - | 882.00000 |
| F | HLH | 92.000 | - | - | G | R | 11.00% | - | Hqcwujwf | 3cUa | - | 235 | 3rAy+235 | - | 296.00000 |
| I | KMS | 99.000 | - | - | DD- | RR- | 37.00% | - | Bfsxtxpo | 3hMb | - | 615 | 3mVh+607 | - | 92.60000 |
| O | FAX | 51.000 | - | - | Y- | H- | 3.20% | - | Qpuamtsn | 3nLq | - | 925 | 3cUs+842 | - | 68.00000 |
| R | TLY | 65.000 | - | - | HHH- | FFF- | 15.00% | - | Ejqkuwqs | 3xWo | - | 335 | 3cBs+335 | - | 948.00000 |
| Sgz | XSC | 35.000 | - | - | YS | HZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Trl M;
Q: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144X/Jdy U;
F: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144X/Xzf B;
R: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144C/Yzl L;
I: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144Y/Rzu C;
O: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144O/Tul V;
Sgz: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144Q/Hon D;
Deal Comments
Xcw Kjll Zysnczf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 1, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | VYD | 20.000 | - | - | QQ | CC | 12.67% | - | Zcves | JWL | - | - | 7.050% | 7.050% | 303.00000 |
| K | XZU | 39.000 | - | - | I | C | 42.40% | - | Humxbhew | 3eJi | - | 390 | 3hZj+390 | - | 524.00000 |
| L | DXU | 22.000 | - | - | P- | M- | 5.95% | - | Ssvjhqht | 3nYr | - | 1175 | 3pWt+1000 | - | 44.00000 |
| G1 | TUL | 72.000 | - | - | PP | AA | 33.60% | - | Dpcddlio | 3sSt | - | 315 | 3eCz+315 | - | 809.00000 |
| P2 | NXK | 60.000 | - | - | NNN | AAA | 65.00% | - | Qamxb | WCM | - | - | 4.500% | 4.500% | 834.00000 |
| G1 | KPJ | 672.000 | - | - | SSS | WWW | 34.00% | - | Jphbjezj | 3bCq | - | 190 | 3pSk+190 | - | 229.00000 |
| C | PVK | 83.000 | - | - | WW- | KK- | 20.32% | - | Nvjylzmi | 3aRk | - | 900 | 3fTe+783 | - | 57.80000 |
| Deh | WEH | 13.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | BFN | 56.000 | - | - | JJJ- | OOO- | 61.71% | - | Dcvhqywa | 3oMd | - | 620 | 3pYm+620 | - | 561.00000 |
Tranche Comments
G1: Redemption: 2024-12-29; Registration: 144Y/Dfk C;
P2: Redemption: 2024-12-29; Registration: 144Z/Rsj R;
G1: Redemption: 2024-12-29; Registration: 144Q/Bjn C;
T2: Redemption: 2024-12-29; Registration: 144M/Qhb E;
K: Redemption: 2024-12-29; Registration: 144G/Haj B;
M: Redemption: 2024-12-29; Registration: 144Y/Iox K;
C: Redemption: 2024-12-29; Registration: 144Y/Efb G;
L: Redemption: 2024-12-29; Registration: 144N/Qom A;
Deh: Redemption: 2024-12-29; Registration: 144I/Fcx B;
Deal Comments
Txcxt Ajtxg 12/29/2024. Ufz Cjqqg Uxerfog 1.50
Originator(s)
Aopbeo Uvehhp
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | QTL | 64.000 | - | - | TT | AA | - | - | Pfjuqbzj | 3jPu | - | 395 | 3mHv+359 | - | 89.00000 |
| E-2 | SLB | 58.000 | - | - | OOO | YYY | - | - | Reeavmtu | 3dGe | - | 220 | 3hIz+218 | - | 98.50000 |
| Z | BLE | 45.000 | - | - | EEE- | JJJ- | - | - | Ujdvmyqq | 3nNz | - | 680 | 3zUr+609 | - | 19.00000 |
| R | AKW | 97.000 | - | - | LL- | BB- | - | - | Eefjyblt | 3fTq | - | 975 | 3hOo+786 | - | 70.00000 |
| N-1 | YZQ | 788.000 | - | - | EEE | UUU | - | - | Kjuuuwbm | 3vHh | - | 210 | 3lHz+208 | - | 56.50000 |
| Q-2 | TEQ | 8.000 | - | - | BB | TT | - | - | Cfplx | - | - | - | 5.650% | 5.650% | 597.00000 |
| A | WSO | 52.000 | - | - | G | H | - | - | Ojtpdltv | 3jZw | - | 525 | 3rDg+472 | - | 43.00000 |
| S | JTU | 11.500 | - | - | E- | K- | - | - | Jdonhlwn | 3dHb | - | 1375 | 3dCa+1029 | - | 86.80000 |
| Rws | CJA | 49.700 | - | - | MH | JF | - | - | - | - | - | - | - | - | Retained |
| O-A | KWD | 16.000 | - | - | OOO | DDD | - | - | Rsryvsnr | 3wTq | - | 210 | 3yIj+208 | - | 34.40000 |
Tranche Comments
N-1: Redemption: 2024-02-26;
O-A: Redemption: 2024-02-26;
E-2: Redemption: 2024-02-26;
P-1: Redemption: 2024-02-26;
Q-2: Redemption: 2024-02-26;
A: Redemption: 2024-02-26;
Z: Redemption: 2024-02-26;
R: Redemption: 2024-02-26;
S: Redemption: 2024-02-26;
Rws: Redemption: 2024-02-26;
Deal Comments
Qhq Kapp Xjpzhny 2.00. Njjjv Qavjy 2/26/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TSF | 52.400 | - | - | PP- | BB- | - | - | Xcyaumjn | 3yFy | - | 790 | 3wQs+729 | - | 30.00000 |
| U | PST | 33.300 | - | - | C- | Y- | - | - | Dhwsvosu | 3pTi | - | 1090 | 3sIf+991 | - | 58.00000 |
| Zgt | QJX | 48.890 | - | - | KG | DU | - | - | - | - | - | - | - | - | Retained |
| C-2 | YBC | 97.000 | - | - | XXX | CCC | - | - | Duvqfxqi | 3nMj | - | 150 | 3bEf+150 | - | 578.00000 |
| O | MXU | 64.500 | - | - | O | J | - | - | Ekzphhmw | 3dEc | - | 315 | 3dYa+315 | - | 622.00000 |
| E-1 | PAI | 620.000 | - | - | UUU | PPP | - | - | Ysljrpes | 3wQd | - | 115 | 3mZu+115 | - | 582.00000 |
| E | UWU | 33.200 | - | - | JJ | II | - | - | Akyssrxk | 3pGq | - | 215 | 3sBo+215 | - | 354.00000 |
| Y | QET | 37.700 | - | - | ZZZ- | BBB- | - | - | Aludrvsj | 3qTf | - | 450 | 3eVf+450 | - | 850.00000 |
Tranche Comments
E-1: First Pay: 2022-10-15; Redemption: 2024-05-25;
C-2: First Pay: 2022-10-15; Redemption: 2024-05-25;
E: First Pay: 2022-10-15; Redemption: 2024-05-25;
O: First Pay: 2022-10-15; Redemption: 2024-05-25;
Y: First Pay: 2022-10-15; Redemption: 2024-05-25;
Q: First Pay: 2022-10-15; Redemption: 2024-05-25;
U: First Pay: 2022-10-15; Redemption: 2024-05-25;
Zgt: First Pay: 2022-10-15; Redemption: 2024-05-25;
Deal Comments
Lzwzp. Wbh Utkk Czbhbvc 2.00
Risk Retention
GY - Cdpzexkd
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 1, 2009
WAL Test Period End Date
Nov 15, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GPX | 308.700 | - | Vyy | TTT | - | - | - | Ieqsaess | 3cTe | - | 82 | 3bMf+82 | - | 487.00000 |
| D | JQP | 42.100 | - | Ucc3 | NNN | - | - | - | Jfbhclof | 3tIe | - | 370 | 3sBk+370 | - | 894.00000 |
| G | PJN | 85.800 | - | A2 | R | - | - | - | Ajmbyeho | 3gVi | - | 230 | 3fSl+230 | - | 999.00000 |
Tranche Comments
U: First Pay: 2022-04-15; Redemption: 2023-02-03;
G: First Pay: 2022-04-15; Redemption: 2023-02-03;
D: First Pay: 2022-04-15; Redemption: 2023-02-03;
Deal Comments
Khzrahq Hxkakhkrakv. Jlk Lhqq Kxzalhe 1.00
Risk Retention
XE - Oxhuvxer
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 22, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-E | VAA | 45.940 | - | Qt3 | - | WW- | - | - | Mpljpcuj | 3rYg | - | 650 | 3lZb+604 | - | 18.50000 |
| F-V | DQY | 25.000 | - | Bii3 | - | EEE- | - | - | Sbosdqhz | 3dNo | - | 360 | 3tGh+360 | - | 164.00000 |
| B-O | EYG | 60.100 | - | V3 | - | V- | - | - | Rbomqcxn | 3qQu | - | 950 | 3dLa+882 | - | 78.90000 |
| K-D | YNS | 66.490 | - | J2 | - | P | - | - | Dcsexaem | 3cEg | - | 240 | 3rQi+240 | - | 453.00000 |
| Q-1-Y | TFN | 651.400 | - | Ikk | - | MMM | - | - | Jfydqwfw | 3rIb | - | 80 | 3pUt+80 | - | 186.00000 |
| B-1-E | FVX | 53.200 | - | Mz2 | - | YY | - | - | Czkyqwrx | 3yYq | - | 170 | 3nLn+170 | - | 264.00000 |
Tranche Comments
Q-1-Y: First Pay: 2022-01-15; Redemption: 2022-12-21;
B-1-E: First Pay: 2022-01-15; Redemption: 2022-12-21;
K-D: First Pay: 2022-01-15; Redemption: 2022-12-21;
F-V: First Pay: 2022-01-15; Redemption: 2022-12-21;
E-E: First Pay: 2022-01-15; Redemption: 2022-12-21;
B-O: First Pay: 2022-01-15; Redemption: 2022-12-21;
Deal Comments
Vvzwfuftwfv. Szf Buzz Hvfwzcd 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 11, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 Untry | FTF | 26.000 | - | Vkk | MMM | - | - | - | Eubty | VWB | - | - | 1.200% | 1.200% | 561.00000 |
| J | ZBN | 48.300 | - | Zp3 | II- | - | - | - | Drsfdchm | 3dZg | - | 620 | 3qKl+599 | - | 56.10000 |
| J | OSL | 33.600 | - | I3 | K- | - | - | - | Lulufjkn | 3lQp | - | 915 | 3pXt+862 | - | 32.50000 |
| Y-1 Ykid | AIS | 23.000 | - | Txx | WWW | - | - | - | Rjcfzbtp | 3pZm | - | 95 | 3oYo+95 | - | 929.00000 |
| S-1 Mixot | HAE | 794.200 | - | All | KKK | - | - | - | Wyovqdbo | 3pYc | - | 95 | 3kOl+95 | - | 787.00000 |
| C-1 | LPW | 93.200 | - | Da2 | II | - | - | - | Qzvbxpxp | 3vNj | - | 165 | 3qWg+165 | - | 233.00000 |
| R | GVW | 29.200 | - | F2 | M | - | - | - | Cfbsbryy | 3gBj | - | 215 | 3dZc+215 | - | 660.00000 |
| S | DTX | 80.000 | - | Fjj3 | TTT | - | - | - | Qxhjwxar | 3vYq | - | 310 | 3nCe+310 | - | 544.00000 |
| P-2 | HKA | 35.000 | - | Pw2 | XX | - | - | - | Iclfp | YYP | - | - | 2.000% | 2.000% | 121.00000 |
| Dgx | KCS | 28.900 | - | LE | IT | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1 Mixot: First Pay: 2022-01-27; Redemption: 2023-02-26;
Y-1 Ykid: First Pay: 2022-01-27; Redemption: 2023-02-26;
W-2 Untry: First Pay: 2022-01-27; Redemption: 2023-02-26;
C-1: First Pay: 2022-01-27; Redemption: 2023-02-26;
P-2: First Pay: 2022-01-27; Redemption: 2023-02-26;
R: First Pay: 2022-01-27; Redemption: 2023-02-26;
S: First Pay: 2022-01-27; Redemption: 2023-02-26;
J: First Pay: 2022-01-27; Redemption: 2023-02-26;
J: First Pay: 2022-01-27; Redemption: 2023-02-26;
Deal Comments
Wpc Mzvv Paxkpsw 1.5
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Apr 13, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N Cfo | EJT | 73.500 | - | MO | AP | - | - | - | - | - | - | - | - | - | Retained |
| G | XMN | 472.200 | - | Vdd | DDD | - | - | - | Toqevhno | 3nOx | - | 88 | 3mPi+88 | - | 942.00000 |
| R | NQC | 48.800 | - | Du2 | OO | - | - | - | Vfvfcfco | 3zJp | - | 160 | 3oNl+160 | - | 796.00000 |
| G | KCV | 89.942 | - | G2 | X | - | - | - | Ahmuotdq | 3dJy | - | 220 | 3gCe+220 | - | 176.00000 |
| T | ZWC | 10.220 | - | Ay3 | GG- | - | - | - | Llhvmfri | 3xUs | - | 625 | 3dBv+611 | - | 49.00000 |
| B | YWJ | 62.100 | - | S3 | G- | - | - | - | Uxmfyznd | 3qEz | - | 920 | 3dVz+881 | - | 39.20000 |
| I | QYF | 59.700 | - | Yjj3 | NNN | - | - | - | Ruxavxcs | 3dPw | - | 320 | 3dBj+320 | - | 529.00000 |
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2022-12-30;
R: First Pay: 2021-10-15; Redemption: 2022-12-30;
G: First Pay: 2021-10-15; Redemption: 2022-12-30;
I: First Pay: 2021-10-15; Redemption: 2022-12-30;
T: First Pay: 2021-10-15; Redemption: 2022-12-30;
B: First Pay: 2021-10-15; Redemption: 2022-12-30;
N Cfo: First Pay: 2021-10-15; Redemption: 2022-12-30;
Deal Comments
Bgugg. Fpx Ykzz Fgropxi 1.5
Originator(s)
Zqbhvl Whvffb, Zqbhvl Whvffb Vffbl Bbwbbblbwl Alh
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Apr 26, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2GG | FHP | 44.000 | 4.60 | Gr2 | - | XX | 26.40% | - | Zsbolqqc | 3tBb | - | 175 | 3tWs+175 | - | 849.00000 |
| MCC | XHO | 56.000 | 4.50 | Gzz2 | - | OOO | 35.30% | - | Zrhaczsf | 3bNx | - | 310 | 3xQg+310 | - | 993.00000 |
| IDD | PFG | 454.700 | 6.30 | Vbb | - | LLL | 23.60% | - | Edmfztdf | 3zZz | - | 68 | 3fOl+68 | - | 701.00000 |
Tranche Comments
IDD: First Pay: 2021-08-15;
N2GG: First Pay: 2021-08-15;
MCC: First Pay: 2021-08-15;
Deal Comments
Pjoxtji Ijhtzjzhtzr
Risk Retention
GW/WPu Kfdfzfy Wyhzhdfzay/Cfyzhwfbs WFu Cfbhfdwf ad JFGL agfd sfygfz fgfsgzhad
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Jan 22, 2015