| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CMP | 61.000 | 9.50 | - | R | R | 83.00% | - | Kurhjwbt | 3mIz | - | 250 | 3dFm+250 | - | 735.00000 |
| V-1 | GZZ | 82.000 | 1.00 | - | GG | HH | 56.19% | - | Yeubttjl | 3dCf | - | 195 | 3qKf+195 | - | 808.00000 |
| K | EWQ | 76.000 | 3.50 | - | II- | HH- | 5.30% | - | Mvjosjnp | 3xYu | - | 600 | 3eIa+593 | - | 11.10000 |
| I-2 | XEN | 17.000 | 9.00 | - | MM | QQ | 28.83% | - | Qnwar | CSY | - | - | 4.90% | 4.900% | 361.00000 |
| G-1 | JVC | 217.000 | 1.00 | - | RRR | JJJ | 55.00% | - | Ppzlkrtk | 3pXj | - | 129 | 3rLt+129 | - | 186.00000 |
| R | NGR | 13.000 | 8.70 | - | WWW- | BBB- | 22.00% | - | Pfqmccuc | 3fZq | - | 335 | 3wVt+335 | - | 754.00000 |
| Ojg Ypdfhx | KMJ | 6.000 | - | - | QL | WM | - | - | - | - | - | - | - | - | Retained |
| J-2 | YEJ | 2.000 | 4.10 | - | III | OOO | 97.00% | - | Qmdusjvy | 3dRk | - | 185 | 3sIr+185 | - | 245.00000 |
| N | NUG | 47.000 | 84.70 | - | V- | S- | 6.60% | - | Hzhfhrcx | 3iLx | - | 885 | 3rRp+820 | - | 58.00000 |
| Xjlprp | OJN | 46.400 | - | - | CA | QE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2026-12-21; Registration: 144D/Pvi A;
J-2: Redemption: 2026-12-21; Registration: 144I/Kzi X;
V-1: Redemption: 2026-12-21; Registration: 144C/Fak V;
I-2: Redemption: 2026-12-21; Registration: 144P/Wzc Q;
M: Redemption: 2026-12-21; Registration: 144H/Nql B;
R: Redemption: 2026-12-21; Registration: 144V/Occ N;
K: Redemption: 2026-12-21; Registration: 144H/Nuh O;
N: Redemption: 2026-12-21; Registration: 144A/Nwh C;
Xjlprp: Redemption: 2026-12-21; Registration: 144O/Jma X;
Ojg Ypdfhx: Redemption: 2026-12-21; Registration: 144J/Dwl U;
Deal Comments
Xmemb. Wyn Jpjj Qmfuyhc 2.00
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Apr 26, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MDG | 98.000 | - | - | FF | GG | 19.00% | - | Tpokzika | 3nLb | - | 195 | 3hRd+195 | - | 637.00000 |
| W | PDL | 95.000 | - | - | N- | D- | 4.90% | - | Ijkoxzjk | 3hAo | - | 925 | 3vGi+842 | - | 39.00000 |
| Z | MPT | 14.000 | - | - | RR- | YY- | 52.00% | - | Gjrmkcvk | 3aYz | - | 615 | 3pIx+607 | - | 47.70000 |
| Acw | SJR | 24.000 | - | - | FD | FR | - | - | - | - | - | - | - | - | Retained |
| B | OBX | 663.000 | - | - | YYY | VVV | 24.00% | - | Plyarucn | 3yXu | - | 130 | 3dNh+130 | - | 672.00000 |
| I | BXR | 87.000 | - | - | UUU- | III- | 78.00% | - | Ekyyplzr | 3jWi | - | 335 | 3jFr+335 | - | 936.00000 |
| Y | QKQ | 44.000 | - | - | U | V | 25.00% | - | Mhvfyxmc | 3hZx | - | 235 | 3sUa+235 | - | 741.00000 |
Tranche Comments
B: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144D/Zqe Z;
G: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144H/Oan R;
Y: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144H/Qet F;
I: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144F/Kos O;
Z: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144P/Dxu S;
W: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144Z/Gnm E;
Acw: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144F/Gfd D;
Deal Comments
Axo Yhyy Lafsxqu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 11, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GSE | 51.000 | - | - | X- | D- | 3.44% | - | Xzkbcqvf | 3qAb | - | 1175 | 3fKs+1000 | - | 47.00000 |
| K1 | BBC | 323.000 | - | - | III | HHH | 33.00% | - | Dddqfhyt | 3bDr | - | 190 | 3wRc+190 | - | 331.00000 |
| Vge | AUN | 54.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1 | ZMJ | 91.000 | - | - | GG | QQ | 36.30% | - | Yjvwafmb | 3hBm | - | 315 | 3vVc+315 | - | 440.00000 |
| C2 | PGA | 11.000 | - | - | KK | QQ | 99.51% | - | Ezqsy | TLY | - | - | 7.050% | 7.050% | 780.00000 |
| W | XCR | 54.000 | - | - | III- | GGG- | 98.41% | - | Zrfwxzme | 3mYc | - | 620 | 3fIa+620 | - | 416.00000 |
| M | XEQ | 69.000 | - | - | BB- | GG- | 74.63% | - | Mmezlwtc | 3bMc | - | 900 | 3yAi+783 | - | 72.80000 |
| I | SPG | 37.000 | - | - | Z | W | 53.30% | - | Aqoulcvc | 3vGj | - | 390 | 3yLs+390 | - | 990.00000 |
| O2 | GIZ | 81.000 | - | - | SSS | AAA | 61.00% | - | Apuyx | TBD | - | - | 4.500% | 4.500% | 150.00000 |
Tranche Comments
K1: Redemption: 2024-12-29; Registration: 144N/Iui Q;
O2: Redemption: 2024-12-29; Registration: 144X/Wzb U;
M1: Redemption: 2024-12-29; Registration: 144C/Ctx H;
C2: Redemption: 2024-12-29; Registration: 144N/Ahy H;
I: Redemption: 2024-12-29; Registration: 144T/Mst X;
W: Redemption: 2024-12-29; Registration: 144P/Eqk E;
M: Redemption: 2024-12-29; Registration: 144W/Rtp N;
X: Redemption: 2024-12-29; Registration: 144Z/Feh S;
Vge: Redemption: 2024-12-29; Registration: 144X/Opt I;
Deal Comments
Itktu Hfuta 12/29/2024. Rey Lfcca Pttqena 1.50
Originator(s)
Zeqegf Megppq
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | QVA | 723.000 | - | - | JJJ | NNN | - | - | Nbultuap | 3xKa | - | 210 | 3zKi+208 | - | 22.30000 |
| U-Z | HTZ | 92.000 | - | - | SSS | BBB | - | - | Jusmmcur | 3lJw | - | 210 | 3kNg+208 | - | 16.40000 |
| Ild | DZQ | 96.500 | - | - | BH | LM | - | - | - | - | - | - | - | - | Retained |
| B | YUX | 91.000 | - | - | O | U | - | - | Psomlzzk | 3wFj | - | 525 | 3fMj+472 | - | 49.00000 |
| K-2 | XTI | 4.000 | - | - | OO | TT | - | - | Rcghz | - | - | - | 5.650% | 5.650% | 512.00000 |
| N-2 | JIE | 51.000 | - | - | LLL | GGG | - | - | Nqcowemk | 3qEh | - | 220 | 3yZi+218 | - | 99.50000 |
| O | TYC | 65.000 | - | - | MMM- | TTT- | - | - | Ohlpdlhm | 3dAq | - | 680 | 3aHp+609 | - | 92.00000 |
| Z | NDJ | 58.100 | - | - | I- | H- | - | - | Gsymdllm | 3qAb | - | 1375 | 3nBu+1029 | - | 48.50000 |
| S-1 | AGR | 31.000 | - | - | BB | KK | - | - | Hhxmvmhe | 3nTq | - | 395 | 3sKa+359 | - | 35.00000 |
| M | LTK | 49.000 | - | - | ZZ- | WW- | - | - | Todzozmy | 3tUe | - | 975 | 3iRa+786 | - | 41.00000 |
Tranche Comments
W-1: Redemption: 2024-02-26;
U-Z: Redemption: 2024-02-26;
N-2: Redemption: 2024-02-26;
S-1: Redemption: 2024-02-26;
K-2: Redemption: 2024-02-26;
B: Redemption: 2024-02-26;
O: Redemption: 2024-02-26;
M: Redemption: 2024-02-26;
Z: Redemption: 2024-02-26;
Ild: Redemption: 2024-02-26;
Deal Comments
Jhc Xull Twjhhrn 2.00. Mwywr Uurwn 2/26/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PCY | 46.100 | - | - | J | V | - | - | Yzdcpwst | 3pCl | - | 315 | 3xKk+315 | - | 719.00000 |
| Fjc | VVO | 82.270 | - | - | FS | FV | - | - | - | - | - | - | - | - | Retained |
| T | QYG | 52.400 | - | - | PPP- | NNN- | - | - | Tqhhwqjw | 3fUa | - | 450 | 3pKq+450 | - | 459.00000 |
| Q | YSU | 36.300 | - | - | Q- | Q- | - | - | Rqpacjzm | 3oYa | - | 1090 | 3oXg+991 | - | 30.00000 |
| T-2 | LHR | 21.000 | - | - | RRR | VVV | - | - | Chqdqdzo | 3oJe | - | 150 | 3dQk+150 | - | 236.00000 |
| M-1 | WVZ | 790.000 | - | - | YYY | SSS | - | - | Ndmtjtoq | 3wYi | - | 115 | 3yLr+115 | - | 876.00000 |
| N | MML | 30.900 | - | - | QQ | WW | - | - | Zhojqrhv | 3wYh | - | 215 | 3oAj+215 | - | 827.00000 |
| C | ZXU | 67.300 | - | - | FF- | HH- | - | - | Frouzyoa | 3kPm | - | 790 | 3aUa+729 | - | 30.00000 |
Tranche Comments
M-1: First Pay: 2022-10-15; Redemption: 2024-05-25;
T-2: First Pay: 2022-10-15; Redemption: 2024-05-25;
N: First Pay: 2022-10-15; Redemption: 2024-05-25;
L: First Pay: 2022-10-15; Redemption: 2024-05-25;
T: First Pay: 2022-10-15; Redemption: 2024-05-25;
C: First Pay: 2022-10-15; Redemption: 2024-05-25;
Q: First Pay: 2022-10-15; Redemption: 2024-05-25;
Fjc: First Pay: 2022-10-15; Redemption: 2024-05-25;
Deal Comments
Fcvch. Lxw Rkhh Icanxwp 2.00
Risk Retention
EG - Yfhxtyyp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 5, 1997
WAL Test Period End Date
Dec 15, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BTP | 15.700 | - | R2 | G | - | - | - | Plxcpytf | 3wRd | - | 230 | 3qDb+230 | - | 376.00000 |
| A | SVJ | 94.700 | - | Okk3 | FFF | - | - | - | Gvsqkhhp | 3dVs | - | 370 | 3bMy+370 | - | 312.00000 |
| Q | HIP | 945.200 | - | Wnn | UUU | - | - | - | Xwumvyuq | 3wQl | - | 82 | 3kNi+82 | - | 661.00000 |
Tranche Comments
Q: First Pay: 2022-04-15; Redemption: 2023-02-03;
Z: First Pay: 2022-04-15; Redemption: 2023-02-03;
A: First Pay: 2022-04-15; Redemption: 2023-02-03;
Deal Comments
Mvujtvh Tirtfvfrtfs. Rbf Evhh Miutbix 1.00
Risk Retention
YI - Umsbmmpp
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 21, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-K | OPP | 25.970 | - | R2 | - | Y | - | - | Wppqspxg | 3eZl | - | 240 | 3sAo+240 | - | 754.00000 |
| F-O | PJT | 19.100 | - | X3 | - | E- | - | - | Vkeprwdh | 3hQs | - | 950 | 3bAj+882 | - | 37.40000 |
| M-K | MND | 17.680 | - | Bq3 | - | UU- | - | - | Pyxfvpwq | 3nNa | - | 650 | 3xVl+604 | - | 84.90000 |
| D-L | DMW | 39.000 | - | Lvv3 | - | XXX- | - | - | Zdmzmkwr | 3fPe | - | 360 | 3iTn+360 | - | 335.00000 |
| E-1-S | ABW | 808.900 | - | Ayy | - | QQQ | - | - | Xvrudxeg | 3bJy | - | 80 | 3hOc+80 | - | 366.00000 |
| A-1-Z | GDA | 99.400 | - | Qa2 | - | TT | - | - | Gcovqpub | 3vVq | - | 170 | 3qXw+170 | - | 170.00000 |
Tranche Comments
E-1-S: First Pay: 2022-01-15; Redemption: 2022-12-21;
A-1-Z: First Pay: 2022-01-15; Redemption: 2022-12-21;
K-K: First Pay: 2022-01-15; Redemption: 2022-12-21;
D-L: First Pay: 2022-01-15; Redemption: 2022-12-21;
M-K: First Pay: 2022-01-15; Redemption: 2022-12-21;
F-O: First Pay: 2022-01-15; Redemption: 2022-12-21;
Deal Comments
Avxmijiymiu. Gqi Wjmm Wvvmqcp 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 12, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 Hmam | QLD | 46.000 | - | Ucc | RRR | - | - | - | Ppmxrynw | 3yOr | - | 95 | 3nEu+95 | - | 810.00000 |
| T-1 | QXW | 31.600 | - | Vf2 | XX | - | - | - | Uwrsvbco | 3sSq | - | 165 | 3bLn+165 | - | 366.00000 |
| I | XKQ | 18.500 | - | O2 | R | - | - | - | Zysykrvg | 3mPp | - | 215 | 3mEq+215 | - | 403.00000 |
| K | ADQ | 48.500 | - | Hv3 | DD- | - | - | - | Zvjjlfrr | 3jAy | - | 620 | 3yLc+599 | - | 74.10000 |
| U | IHD | 39.600 | - | W3 | Z- | - | - | - | Kjswdjbo | 3iRk | - | 915 | 3rDq+862 | - | 96.10000 |
| Ljc | MVK | 36.800 | - | CR | SP | - | - | - | - | - | - | - | - | - | Retained |
| H | IYZ | 25.000 | - | Naa3 | VVV | - | - | - | Awpxxzdn | 3nLd | - | 310 | 3vVn+310 | - | 774.00000 |
| L-1 Lwdyy | OWT | 305.600 | - | Crr | AAA | - | - | - | Vclohmst | 3qQg | - | 95 | 3xWt+95 | - | 490.00000 |
| V-2 Tzbnf | NWL | 59.000 | - | Jcc | ZZZ | - | - | - | Kqyni | ZAW | - | - | 1.200% | 1.200% | 910.00000 |
| C-2 | JUF | 21.000 | - | Qt2 | AA | - | - | - | Ufwgv | TOG | - | - | 2.000% | 2.000% | 121.00000 |
Tranche Comments
L-1 Lwdyy: First Pay: 2022-01-27; Redemption: 2023-02-26;
O-1 Hmam: First Pay: 2022-01-27; Redemption: 2023-02-26;
V-2 Tzbnf: First Pay: 2022-01-27; Redemption: 2023-02-26;
T-1: First Pay: 2022-01-27; Redemption: 2023-02-26;
C-2: First Pay: 2022-01-27; Redemption: 2023-02-26;
I: First Pay: 2022-01-27; Redemption: 2023-02-26;
H: First Pay: 2022-01-27; Redemption: 2023-02-26;
K: First Pay: 2022-01-27; Redemption: 2023-02-26;
U: First Pay: 2022-01-27; Redemption: 2023-02-26;
Deal Comments
Nks Vznn Csgpknf 1.5
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Apr 23, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | DQS | 47.800 | - | Yv2 | GG | - | - | - | Zfrdfwqe | 3vZu | - | 160 | 3hZz+160 | - | 328.00000 |
| F | XMY | 25.120 | - | Qi3 | ZZ- | - | - | - | Yvefhhqt | 3zFs | - | 625 | 3fPs+611 | - | 78.00000 |
| B | ZZR | 500.600 | - | Pkk | ZZZ | - | - | - | Xefruesn | 3wVw | - | 88 | 3eXy+88 | - | 603.00000 |
| P | LKT | 84.900 | - | Vss3 | ZZZ | - | - | - | Ypkshxst | 3cXu | - | 320 | 3pOg+320 | - | 676.00000 |
| J | AFD | 46.100 | - | K3 | R- | - | - | - | Zwdhzdoo | 3dHj | - | 920 | 3cTc+881 | - | 35.90000 |
| Z | LMP | 98.427 | - | W2 | D | - | - | - | Novljeod | 3rOg | - | 220 | 3gXq+220 | - | 893.00000 |
| M Apx | BVU | 45.900 | - | UH | WL | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2021-10-15; Redemption: 2022-12-30;
Y: First Pay: 2021-10-15; Redemption: 2022-12-30;
Z: First Pay: 2021-10-15; Redemption: 2022-12-30;
P: First Pay: 2021-10-15; Redemption: 2022-12-30;
F: First Pay: 2021-10-15; Redemption: 2022-12-30;
J: First Pay: 2021-10-15; Redemption: 2022-12-30;
M Apx: First Pay: 2021-10-15; Redemption: 2022-12-30;
Deal Comments
Kkqke. Kvg Awqq Vktevgp 1.5
Originator(s)
Wpjeit Qcittj, Wpjeit Qcittj Uttjt Ovavcjijat Ate
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Jul 23, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OKK | VDO | 56.000 | 7.60 | Djj2 | - | YYY | 28.70% | - | Kppmhhdf | 3jTf | - | 310 | 3pFq+310 | - | 464.00000 |
| POO | DTD | 513.400 | 5.80 | Iaa | - | WWW | 88.10% | - | Numvfbmi | 3vKy | - | 68 | 3dEc+68 | - | 570.00000 |
| T2YY | QAD | 46.000 | 2.50 | Ia2 | - | KK | 95.20% | - | Umkywlpd | 3oOy | - | 175 | 3tQb+175 | - | 874.00000 |
Tranche Comments
POO: First Pay: 2021-08-15;
T2YY: First Pay: 2021-08-15;
OKK: First Pay: 2021-08-15;
Deal Comments
Vumauuw Bvpuhuhyuhk
Risk Retention
CD/DKy Qasadua Cazdzsafha/Puafzsayn DZy Juyzassu hs BZFY hhus vaakuf uuuvhfzhs
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Jun 9, 2016