| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mda Geqotq | GIF | 8.000 | - | - | EH | PV | - | - | - | - | - | - | - | - | Retained |
| A | FHS | 32.000 | 7.40 | - | C | N | 63.00% | - | Qqdupzjm | 3aHt | - | 250 | 3bBi+250 | - | 916.00000 |
| Pxbdbu | KPO | 13.600 | - | - | CN | GQ | - | - | - | - | - | - | - | - | Retained |
| T-1 | XVI | 35.000 | 1.00 | - | JJ | NN | 98.97% | - | Iruvtxbq | 3mBd | - | 195 | 3jVr+195 | - | 265.00000 |
| E | YSL | 62.000 | 1.30 | - | EEE- | VVV- | 58.00% | - | Sdtoptrn | 3nKc | - | 335 | 3zSh+335 | - | 975.00000 |
| E-2 | HDT | 3.000 | 6.20 | - | III | JJJ | 20.00% | - | Mrbxartv | 3nVs | - | 185 | 3kBh+185 | - | 938.00000 |
| L-2 | GMJ | 48.000 | 9.00 | - | RR | FF | 53.74% | - | Flmtb | VZB | - | - | 4.90% | 4.900% | 948.00000 |
| M | QBA | 29.000 | 11.60 | - | Y- | L- | 4.20% | - | Zhypjzng | 3cUt | - | 885 | 3bZh+820 | - | 88.00000 |
| C-1 | CJX | 516.000 | 7.00 | - | CCC | QQQ | 55.00% | - | Wfpwmcpu | 3nOg | - | 129 | 3dFp+129 | - | 882.00000 |
| G | CIS | 71.000 | 2.70 | - | FF- | FF- | 4.40% | - | Slhmsyuh | 3bFd | - | 600 | 3rEw+593 | - | 51.40000 |
Tranche Comments
C-1: Redemption: 2026-12-21; Registration: 144Y/Ltt G;
E-2: Redemption: 2026-12-21; Registration: 144U/Lxa T;
T-1: Redemption: 2026-12-21; Registration: 144H/Ctc I;
L-2: Redemption: 2026-12-21; Registration: 144V/Okx E;
A: Redemption: 2026-12-21; Registration: 144T/Exz F;
E: Redemption: 2026-12-21; Registration: 144H/Xyj E;
G: Redemption: 2026-12-21; Registration: 144V/Aiw S;
M: Redemption: 2026-12-21; Registration: 144V/Obi Q;
Pxbdbu: Redemption: 2026-12-21; Registration: 144C/Wfc T;
Mda Geqotq: Redemption: 2026-12-21; Registration: 144B/Hpc S;
Deal Comments
Vxqxc. Kxk Itbb Ixbxxfz 2.00
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Sep 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HME | 18.000 | - | - | QQQ- | CCC- | 24.00% | - | Pxyamzuk | 3kUm | - | 335 | 3jOe+335 | - | 759.00000 |
| Jpl | LJN | 69.000 | - | - | QX | SU | - | - | - | - | - | - | - | - | Retained |
| J | HGL | 648.000 | - | - | PPP | KKK | 87.00% | - | Szdbotwk | 3bVg | - | 130 | 3qTb+130 | - | 491.00000 |
| D | XJR | 77.000 | - | - | L- | U- | 2.40% | - | Cyjjqppb | 3yNw | - | 925 | 3rMg+842 | - | 50.00000 |
| A | PYX | 56.000 | - | - | B | U | 36.00% | - | Jsevshdx | 3lPb | - | 235 | 3kJm+235 | - | 968.00000 |
| V | AWE | 50.000 | - | - | YY | TT | 57.00% | - | Lekvzvjt | 3iTw | - | 195 | 3lEd+195 | - | 112.00000 |
| Z | DMV | 59.000 | - | - | CC- | OO- | 93.00% | - | Llylwolj | 3cPd | - | 615 | 3fKp+607 | - | 99.60000 |
Tranche Comments
J: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144Z/Frz O;
V: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144V/Rzq G;
A: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144Y/Hll I;
O: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144D/Dsm N;
Z: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144B/Axt O;
D: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144P/Aax P;
Jpl: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144N/Lup S;
Deal Comments
Wyt Smnn Txqwyvj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 27, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | VLQ | 60.000 | - | - | XXX | RRR | 60.00% | - | Mraid | OYY | - | - | 4.500% | 4.500% | 255.00000 |
| J | UCU | 53.000 | - | - | B- | S- | 4.15% | - | Uopxouvd | 3bBf | - | 1175 | 3yPy+1000 | - | 22.00000 |
| U1 | BDR | 78.000 | - | - | UU | TT | 87.47% | - | Qkbofudh | 3pYw | - | 315 | 3cTf+315 | - | 875.00000 |
| D2 | KPG | 16.000 | - | - | FF | HH | 42.19% | - | Mmuhq | EGW | - | - | 7.050% | 7.050% | 818.00000 |
| O | PLG | 93.000 | - | - | EEE- | ZZZ- | 33.11% | - | Exwbkjzv | 3vOx | - | 620 | 3fGp+620 | - | 740.00000 |
| A | XAS | 57.000 | - | - | X | P | 86.50% | - | Hzlvbiuj | 3rOr | - | 390 | 3sTz+390 | - | 737.00000 |
| Qlg | KGK | 22.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1 | MFR | 484.000 | - | - | VVV | HHH | 66.00% | - | Gqmzldbh | 3lLi | - | 190 | 3jOi+190 | - | 603.00000 |
| Z | QSQ | 68.000 | - | - | MM- | WW- | 37.20% | - | Sjbvqbdg | 3nHw | - | 900 | 3kVl+783 | - | 76.80000 |
Tranche Comments
M1: Redemption: 2024-12-29; Registration: 144A/Lnh M;
Y2: Redemption: 2024-12-29; Registration: 144I/Rpm A;
U1: Redemption: 2024-12-29; Registration: 144D/Fls N;
D2: Redemption: 2024-12-29; Registration: 144L/Nct D;
A: Redemption: 2024-12-29; Registration: 144T/Qhg I;
O: Redemption: 2024-12-29; Registration: 144D/Enb J;
Z: Redemption: 2024-12-29; Registration: 144D/Xow A;
J: Redemption: 2024-12-29; Registration: 144J/Lhk U;
Qlg: Redemption: 2024-12-29; Registration: 144E/Fot M;
Deal Comments
Kegeb Bubep 12/29/2024. Izw Vussp Beoeztp 1.50
Originator(s)
Lgbpap Kmajjb
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-N | JFA | 80.000 | - | - | WWW | DDD | - | - | Xywekmdf | 3zZq | - | 210 | 3dWj+208 | - | 12.20000 |
| C-2 | ZIH | 1.000 | - | - | II | II | - | - | Lvjwj | - | - | - | 5.650% | 5.650% | 591.00000 |
| Z | DLU | 80.900 | - | - | A- | E- | - | - | Xuuvfvvz | 3sVj | - | 1375 | 3tAf+1029 | - | 57.60000 |
| H-1 | MHZ | 95.000 | - | - | PP | EE | - | - | Vbpbpeho | 3tUj | - | 395 | 3hUa+359 | - | 22.00000 |
| P | COO | 57.000 | - | - | Q | S | - | - | Qmemhoml | 3tVa | - | 525 | 3bMl+472 | - | 93.00000 |
| M | JHF | 85.000 | - | - | HHH- | III- | - | - | Bheasxcy | 3wTr | - | 680 | 3pWm+609 | - | 61.00000 |
| X-1 | DMS | 790.000 | - | - | DDD | QQQ | - | - | Vcfoqjos | 3iHp | - | 210 | 3nXd+208 | - | 44.90000 |
| Y-2 | BJJ | 11.000 | - | - | PPP | EEE | - | - | Axzsyaju | 3qDk | - | 220 | 3mVc+218 | - | 16.20000 |
| Y | TDW | 69.000 | - | - | LL- | QQ- | - | - | Yebdcubq | 3eRa | - | 975 | 3mWr+786 | - | 68.00000 |
| Bwl | ZGM | 98.800 | - | - | CD | HR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Redemption: 2024-02-26;
V-N: Redemption: 2024-02-26;
Y-2: Redemption: 2024-02-26;
H-1: Redemption: 2024-02-26;
C-2: Redemption: 2024-02-26;
P: Redemption: 2024-02-26;
M: Redemption: 2024-02-26;
Y: Redemption: 2024-02-26;
Z: Redemption: 2024-02-26;
Bwl: Redemption: 2024-02-26;
Deal Comments
Yvb Bacc Mhrfvgz 2.00. Lhkht Aathz 2/26/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | OMN | 461.000 | - | - | JJJ | JJJ | - | - | Nsflyjax | 3fVi | - | 115 | 3mRl+115 | - | 610.00000 |
| O | CBY | 39.900 | - | - | P- | O- | - | - | Jeskwxbq | 3hRd | - | 1090 | 3qEv+991 | - | 37.00000 |
| H | KGN | 59.700 | - | - | U | N | - | - | Eblftaag | 3kFf | - | 315 | 3jGx+315 | - | 150.00000 |
| X | ZSP | 32.600 | - | - | SSS- | SSS- | - | - | Lrxhrryq | 3hCz | - | 450 | 3cKl+450 | - | 361.00000 |
| Upw | HUZ | 86.820 | - | - | GP | VY | - | - | - | - | - | - | - | - | Retained |
| F-2 | IBW | 34.000 | - | - | LLL | PPP | - | - | Tjeodzob | 3pNr | - | 150 | 3rKz+150 | - | 780.00000 |
| Y | QNV | 31.300 | - | - | KK- | ZZ- | - | - | Wlqrqrfn | 3eSm | - | 790 | 3rBo+729 | - | 61.00000 |
| X | QCI | 99.800 | - | - | WW | WW | - | - | Iklqzbml | 3iKl | - | 215 | 3zEa+215 | - | 832.00000 |
Tranche Comments
F-1: First Pay: 2022-10-15; Redemption: 2024-05-25;
F-2: First Pay: 2022-10-15; Redemption: 2024-05-25;
X: First Pay: 2022-10-15; Redemption: 2024-05-25;
H: First Pay: 2022-10-15; Redemption: 2024-05-25;
X: First Pay: 2022-10-15; Redemption: 2024-05-25;
Y: First Pay: 2022-10-15; Redemption: 2024-05-25;
O: First Pay: 2022-10-15; Redemption: 2024-05-25;
Upw: First Pay: 2022-10-15; Redemption: 2024-05-25;
Deal Comments
Rsass. Umv Wpxx Zsxjmai 2.00
Risk Retention
HZ - Ceovuzqj
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 29, 2009
WAL Test Period End Date
Mar 6, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OWC | 32.300 | - | C2 | C | - | - | - | Zvpcrwil | 3cTq | - | 230 | 3mNl+230 | - | 575.00000 |
| D | YDC | 299.300 | - | Pzz | KKK | - | - | - | Mvdukvym | 3qXg | - | 82 | 3eJu+82 | - | 976.00000 |
| R | TFR | 79.700 | - | Ann3 | UUU | - | - | - | Mclzbtod | 3jLt | - | 370 | 3nZc+370 | - | 948.00000 |
Tranche Comments
D: First Pay: 2022-04-15; Redemption: 2023-02-03;
D: First Pay: 2022-04-15; Redemption: 2023-02-03;
R: First Pay: 2022-04-15; Redemption: 2023-02-03;
Deal Comments
Mhhbuhb Iwbuwhwzuwb. Sxw Qhbb Mwhuxuj 1.00
Risk Retention
KQ - Psjgkpqp
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 23, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1-Q | YYM | 60.300 | - | Yl2 | - | MM | - | - | Lwbfpwsg | 3vYc | - | 170 | 3pJr+170 | - | 482.00000 |
| C-R | OZW | 76.000 | - | Tzz3 | - | DDD- | - | - | Ihllbimi | 3rKu | - | 360 | 3oBf+360 | - | 493.00000 |
| Y-X | GBO | 27.780 | - | Gh3 | - | HH- | - | - | Nwfezhla | 3cHr | - | 650 | 3zIb+604 | - | 87.30000 |
| Z-1-Q | IME | 649.500 | - | Zyy | - | FFF | - | - | Pfppddln | 3dNs | - | 80 | 3fYc+80 | - | 631.00000 |
| Z-V | WIY | 64.600 | - | I3 | - | U- | - | - | Mnzrzekn | 3rYh | - | 950 | 3zCc+882 | - | 22.60000 |
| G-G | YGK | 49.220 | - | O2 | - | K | - | - | Ulflydiw | 3vTx | - | 240 | 3tGm+240 | - | 771.00000 |
Tranche Comments
Z-1-Q: First Pay: 2022-01-15; Redemption: 2022-12-21;
O-1-Q: First Pay: 2022-01-15; Redemption: 2022-12-21;
G-G: First Pay: 2022-01-15; Redemption: 2022-12-21;
C-R: First Pay: 2022-01-15; Redemption: 2022-12-21;
Y-X: First Pay: 2022-01-15; Redemption: 2022-12-21;
Z-V: First Pay: 2022-01-15; Redemption: 2022-12-21;
Deal Comments
Mqtphihephn. Ozh Jigg Qqupzxm 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 20, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WPT | 71.000 | - | Mxx3 | CCC | - | - | - | Icoaufls | 3zGr | - | 310 | 3sZj+310 | - | 444.00000 |
| I-1 Yccys | DXM | 888.400 | - | Bww | NNN | - | - | - | Uwuprkpf | 3qJa | - | 95 | 3cVz+95 | - | 220.00000 |
| T-2 Jbldu | FFI | 69.000 | - | Lzz | DDD | - | - | - | Ziybc | JHE | - | - | 1.200% | 1.200% | 550.00000 |
| A | AGW | 86.700 | - | Tq3 | SS- | - | - | - | Kpjuabby | 3jSq | - | 620 | 3xMw+599 | - | 24.50000 |
| I-1 Siib | CAI | 81.000 | - | Yqq | HHH | - | - | - | Wdkxxbjk | 3bRi | - | 95 | 3qTg+95 | - | 576.00000 |
| O-2 | NUH | 85.000 | - | Tm2 | YY | - | - | - | Xsmmk | BSC | - | - | 2.000% | 2.000% | 991.00000 |
| O-1 | XPS | 13.700 | - | Bm2 | SS | - | - | - | Vcfaohln | 3bVe | - | 165 | 3lEt+165 | - | 556.00000 |
| R | ZQV | 67.100 | - | U2 | I | - | - | - | Qwwqstvm | 3mZt | - | 215 | 3aKy+215 | - | 961.00000 |
| T | SIZ | 46.900 | - | A3 | C- | - | - | - | Nvrkjxie | 3lMf | - | 915 | 3yEc+862 | - | 53.30000 |
| Sgc | GDH | 91.400 | - | CO | BK | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1 Yccys: First Pay: 2022-01-27; Redemption: 2023-02-26;
I-1 Siib: First Pay: 2022-01-27; Redemption: 2023-02-26;
T-2 Jbldu: First Pay: 2022-01-27; Redemption: 2023-02-26;
O-1: First Pay: 2022-01-27; Redemption: 2023-02-26;
O-2: First Pay: 2022-01-27; Redemption: 2023-02-26;
R: First Pay: 2022-01-27; Redemption: 2023-02-26;
O: First Pay: 2022-01-27; Redemption: 2023-02-26;
A: First Pay: 2022-01-27; Redemption: 2023-02-26;
T: First Pay: 2022-01-27; Redemption: 2023-02-26;
Deal Comments
Tkz Ttmm Fmxzkvl 1.5
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
May 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PKR | 18.600 | - | Cg2 | CC | - | - | - | Lebdcycp | 3gCp | - | 160 | 3tZx+160 | - | 974.00000 |
| R | MEG | 763.700 | - | Saa | AAA | - | - | - | Ibxpbmra | 3lAd | - | 88 | 3fXs+88 | - | 158.00000 |
| X | JLL | 65.100 | - | G2 | I | - | - | - | Jexdfkba | 3rEb | - | 220 | 3zWc+220 | - | 313.00000 |
| J | KEL | 15.750 | - | Ys3 | TT- | - | - | - | Bwhdsujf | 3fGh | - | 625 | 3nOl+611 | - | 18.00000 |
| I | BYU | 42.100 | - | F3 | K- | - | - | - | Jfzhozxs | 3zJg | - | 920 | 3wRk+881 | - | 92.40000 |
| J Oot | BGH | 54.800 | - | SG | FX | - | - | - | - | - | - | - | - | - | Retained |
| O | EBO | 92.200 | - | Utt3 | XXX | - | - | - | Zbuftfks | 3sHb | - | 320 | 3mFc+320 | - | 597.00000 |
Tranche Comments
R: First Pay: 2021-10-15; Redemption: 2022-12-30;
N: First Pay: 2021-10-15; Redemption: 2022-12-30;
X: First Pay: 2021-10-15; Redemption: 2022-12-30;
O: First Pay: 2021-10-15; Redemption: 2022-12-30;
J: First Pay: 2021-10-15; Redemption: 2022-12-30;
I: First Pay: 2021-10-15; Redemption: 2022-12-30;
J Oot: First Pay: 2021-10-15; Redemption: 2022-12-30;
Deal Comments
Kjjju. Omz Uyoo Ajromgn 1.5
Originator(s)
Jchrcv Blckkh, Jchrcv Blckkh Hkkhv Ztktahwhkv Dvr
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Jan 14, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EVV | PZT | 24.000 | 1.80 | Zzz2 | - | SSS | 83.90% | - | Aqelkvtx | 3jLo | - | 310 | 3xJq+310 | - | 701.00000 |
| N2TT | GNF | 16.000 | 5.70 | Jv2 | - | ZZ | 97.50% | - | Mzuffwyk | 3gGw | - | 175 | 3zMw+175 | - | 242.00000 |
| PJJ | ZSD | 848.400 | 2.70 | Kcc | - | UUU | 26.10% | - | Lxwsarvy | 3cCt | - | 68 | 3yNn+68 | - | 505.00000 |
Tranche Comments
PJJ: First Pay: 2021-08-15;
N2TT: First Pay: 2021-08-15;
EVV: First Pay: 2021-08-15;
Deal Comments
Stsudto Pjtdwtwwdwl
Risk Retention
GY/YFn Juhunji Uiynyhuati/Pjiayruyz YFn Jjyyuhrj th YFDB ttjh vuiija jxjvtayth
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Apr 23, 1995