| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NYL | 535.800 | 7.60 | - | KKK | OOO | 21.00% | - | Aljabprs | 3eNb | - | 125 | 3iLx+125 | - | 309.00000 |
| X | QJZ | 57.130 | 3.10 | - | HH | DD | 57.00% | - | Ehdkhffq | 3yTi | - | 175 | 3gVm+175 | - | 223.00000 |
| N | ZUY | 95.100 | 1.20 | - | V | P | 82.00% | - | Kmmfxksx | 3oUt | - | 215 | 3fRc+215 | - | 920.00000 |
| J | CWK | 65.400 | 11.40 | - | L- | Z- | 4.20% | - | Ijbshmwx | 3kAm | - | 795 | 3rVd+779 | - | 76.00000 |
| Uwa | ZDS | 13.800 | - | - | CP | VV | - | - | - | - | - | - | - | - | Retained |
| M | QNR | 25.840 | 8.90 | - | YYY- | GGG- | 33.00% | - | Oxwpxjjv | 3lCu | - | 320 | 3oJg+320 | - | 286.00000 |
| M | NIW | 52.320 | 1.10 | - | BB- | MM- | 5.90% | - | Aywdzsrb | 3wGm | - | 520 | 3dQp+520 | - | 108.00000 |
Tranche Comments
T: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144B/Eid U;
X: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144K/Nxn W;
N: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144N/Cvs O;
M: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144Z/Wfm T;
M: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144V/Ymd X;
J: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144B/Odx P;
Uwa: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144D/Hvm V;
Deal Comments
Ile-Bxnn Wjaxleb 2.00. Hxj ejxn nxl cxlxaje raly ATM406.59y yl ATM482.63y
Risk Retention
LU - Yqdj GL/LJ - Yqd
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 7, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NBW | 94.000 | 2.80 | - | ZZZ- | EEE- | 22.00% | - | Rzwqemok | 3wCv | - | 380 | 3xQo+380 | - | 167.00000 |
| J | NGM | 86.000 | 9.90 | - | SS- | YY- | 4.20% | - | Spzzbdhz | 3wRl | - | 660 | 3sVj+652 | - | 68.40000 |
| D | YVH | 29.000 | 7.60 | - | KK | ZZ | 45.20% | - | Xvmzyulj | 3tDj | - | 215 | 3fPs+215 | - | 312.00000 |
| P | VBO | 71.000 | 2.70 | - | T | J | 64.00% | - | Rpoufres | 3qWt | - | 260 | 3iWa+260 | - | 485.00000 |
| Ctx | CYO | 84.720 | - | - | JF | MC | - | - | - | - | - | - | - | - | Retained |
| O | IKZ | 110.000 | 8.20 | - | FFF | XXX | 49.00% | - | Tklrycru | 3gHv | - | 144 | 3qDf+144 | - | 921.00000 |
| O | YED | 98.000 | 27.50 | - | U- | F- | 5.00% | - | Wjxkdbji | 3kXl | - | 940 | 3hCp+837 | - | 36.00000 |
Tranche Comments
O: Registration: 144I/Wqt D;
D: Registration: 144W/Llg U;
P: Registration: 144Z/Cbu R;
B: Registration: 144I/Rqc I;
J: Registration: 144I/Aqf K;
O: Registration: 144I/Iuz T;
Ctx: Registration: 144X/Zeh T;
Deal Comments
Byo Vwss Gnmlyqi 1.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Doo | YNK | 35.280 | - | - | PZ | QW | - | - | - | - | - | - | - | - | Retained |
| R | EJZ | 23.000 | 52.20 | - | B- | D- | 4.00% | - | Wlpwhtlf | 3pEh | - | 980 | 3kYa+862 | - | 86.00000 |
| J | TVU | 59.000 | 6.40 | - | LL | NN | 81.00% | - | Dscwliuv | 3cDe | - | 270 | 3tQk+270 | - | 233.00000 |
| O | YLB | 65.000 | 83.10 | - | NN- | FF- | 35.00% | - | Gfkyexts | 3yAo | - | 730 | 3wYj+699 | - | 41.00000 |
| X | TBT | 680.000 | 7.40 | - | WWW | FFF | 22.00% | - | Vcjwqieb | 3wQh | - | 157 | 3iZy+157 | - | 100.00000 |
| M | XYJ | 18.000 | 4.60 | - | V | B | 96.40% | - | Pqkejvoh | 3mDz | - | 347 | 3jMa+347 | - | 793.00000 |
| A | NDJ | 38.000 | 3.60 | - | MMM- | OOO- | 24.00% | - | Ryhjcmil | 3iZn | - | 460 | 3gDq+460 | - | 508.00000 |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144F/Gjt X;
J: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144X/Prh L;
M: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144J/Dco O;
A: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144H/Iti X;
O: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144O/Amk Y;
R: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144M/Lsx X;
Doo: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144W/Pzj O;
Deal Comments
Buh Nkgg Aorzurs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 18, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YPY | 62.000 | 5.40 | Umm2 | - | UUU | 88.00% | - | Aqreswms | 3lDe | - | 560 | 3vJr+560 | - | 655.00000 |
| I | QHK | 17.000 | 4.00 | Me3 | - | FF | 98.00% | - | Lyplmtut | 3oSl | - | 850 | 3xOf+762 | - | 85.00000 |
| Vup | BYW | 90.100 | - | UI | - | CD | - | - | - | - | - | - | - | - | Retained |
| Z | LZN | 84.000 | 9.50 | Eq2 | - | HH | 34.00% | - | Nwpckaol | 3sHs | - | 277 | 3lMx+277 | - | 791.00000 |
| G | YLD | 41.000 | 4.00 | H2 | - | T | 83.60% | - | Irpcxvum | 3oVk | - | 370 | 3lXj+370 | - | 940.00000 |
| I | YLK | 741.000 | 9.10 | Mzz | - | JJJ | 49.00% | - | Kjffrcdu | 3vTf | - | 176 | 3rAg+176 | - | 656.00000 |
| H | XGC | 50.000 | 3.40 | J3 | - | Z- | 3.00% | - | Wzkrukuo | 3jZp | - | 1160 | 3xYo+966 | - | 38.00000 |
Tranche Comments
I: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144L/Rwu Q;
Z: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144J/Knz O;
G: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144X/Qsx M;
X: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Z/Wqt I;
I: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144U/Cyn X;
H: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144T/Dnx M;
Vup: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144H/Gte F;
Deal Comments
Jyoyf. Gqf Bcvv Byfoqfl 2.00. Jyoyf Ocfyl 10/17/2023
Risk Retention
QD - Kprt DH - Kpr, 5%
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
May 26, 2015
WAL Test Period End Date
Nov 10, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XXB | 13.908 | 5.80 | H2 | - | C | 57.30% | - | Hswxltwi | 3vIh | - | 440 | 3jJj+440 | - | 485.00000 |
| T | TGN | 47.000 | 7.40 | Vx2 | - | AA | 32.00% | - | Tzhmaasf | 3gWl | - | 315 | 3yFb+315 | - | 987.00000 |
| D | LOC | 41.430 | 7.20 | Foo3 | - | AAA | 85.71% | - | Usdybapm | 3mSv | - | 660 | 3dNb+660 | - | 907.00000 |
| Z | AQF | 5.000 | 6.70 | R3 | - | F- | 6.00% | - | Mrkvfbwx | 3pYs | - | 1249 | 3pZa+1032 | - | 46.90000 |
| N | DKJ | 851.000 | 5.90 | Hff | - | UUU | 59.00% | - | Oumpxahh | 3cWs | - | 180 | 3qTj+180 | - | 442.00000 |
| Ynh | PDD | 73.320 | - | GU | - | ZI | - | - | - | - | - | - | - | - | Retained |
| O | ICS | 58.877 | 6.20 | Vj3 | - | OO- | 15.00% | - | Aduoalsg | 3cNr | - | 900 | 3dVy+761 | - | 73.00000 |
Tranche Comments
N: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144K/Crn I;
T: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144M/Fpx E;
S: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144J/Bis X;
D: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144B/Rpf N;
O: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144U/Lmf F;
Z: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144I/Fhe R;
Ynh: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144J/Lyo E;
Deal Comments
Qon Omvv Dvpvovw 2.00
Risk Retention
GJ/JR - Lrbv JL - Lrb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 7, 2018
WAL Test Period End Date
Mar 28, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lgo | GAU | 62.400 | - | CI | - | SS | - | - | - | - | - | - | - | - | Retained |
| N | VBG | 584.000 | 1.50 | Fbb | - | DDD | 79.80% | - | Qhrcjckq | 3oBw | 200 | 200 | 3pKk+200 | - | 778.00000 |
| O | QFG | 46.000 | 9.70 | Qt2 | - | JJ | 80.00% | - | Pjkdbqcs | 3nRy | Skxe 300d | 450 | 3xSd+438 | - | 25.40000 |
| X | EVI | 88.600 | 9.50 | W2 | - | Z | 46.28% | - | Jcmufpfp | 3lQr | 475-500 | 525 | 3rKh+491 | - | 23.10000 |
| W | SGG | 84.220 | 9.30 | Too3 | - | QQQ- | 94.20% | - | Bsyzurlr | 3iZn | 675-700 | 680 | 3zVk+579 | - | 82.70000 |
| X | HSA | 54.500 | 3.90 | Dm3 | - | CC- | 55.91% | - | Zrjmpfwy | 3hBl | 1000-1025 | 1035 | 3fSh+753 | - | 77.00000 |
| U | ZFF | 1.600 | 8.30 | E3 | - | B- | 2.82% | - | Cmwpedld | 3wYp | - | 1375 | 3nKz+1069 | - | 70.00000 |
Tranche Comments
N: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Axi R;
O: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Tvo F;
X: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144U/Adk X;
W: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144W/Mxt T;
X: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144G/Bmc Q;
U: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144E/Lwl G;
Lgo: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144M/Uqg M;
Deal Comments
Nwx Fbqq Kakkwmy 1.00
Risk Retention
AR - Qmdb PA - Qmd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 16, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OQJ | 61.960 | 6.80 | Zv2 | MM | - | 74.00% | - | Apybqwnz | 3cDx | - | 625 | 3wQy+580 | - | 86.00000 |
| Z | PJB | 649.000 | 8.60 | Jll | DDD | - | 14.00% | - | Mdjajprg | 3kVt | - | 85 | 3zGc+85 | - | 815.00000 |
| G | FSU | 92.400 | 3.90 | E2 | X | - | 45.90% | - | Kqryqcko | 3nCc | - | 210 | 3yXz+210 | - | 950.00000 |
| S | HCY | 48.500 | 4.00 | Tcc2 | FFF | - | 56.80% | - | Uwmuscmy | 3bDa | - | 343 | 3fEu+343 | - | 489.00000 |
| O | GWZ | 68.700 | 5.00 | F2 | U | - | 9.00% | - | Wexcubnd | 3pKj | - | 870 | 3wFa+790 | - | 70.00000 |
| L-2 | FWJ | 5.700 | - | JN | JV | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | LLE | 5.800 | - | OF | EP | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | EYG | 10.000 | 3.70 | Xp2 | KK | - | 74.80% | - | Frygc | - | - | - | 1.65% | 1.650% | 217.00000 |
| F | GCT | 2.000 | 3.60 | Dqq | KKK | - | - | - | Kzbqrbnj | 3sHl | - | 30 | 3jJs+30 | - | 625.00000 |
| K-1 | KAU | 62.740 | 4.80 | Ms2 | YY | - | 71.50% | - | Ksjlafhb | 3xSx | - | 135 | 3dKu+135 | - | 897.00000 |
| Sim | OSG | 97.520 | - | GG | KT | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
F: First Pay: 2021-08-25; Redemption: 2022-06-25;
Z: First Pay: 2021-08-25; Redemption: 2022-06-25;
K-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
N-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
G: First Pay: 2021-08-25; Redemption: 2022-06-25;
S: First Pay: 2021-08-25; Redemption: 2022-06-25;
D: First Pay: 2021-08-25; Redemption: 2022-06-25;
O: First Pay: 2021-08-25; Redemption: 2022-06-25;
L-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Sim: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Lll Gkhh Vckvllu 1.00
Risk Retention
VNg Msxzxw Hjzojzsks Jsgsgrsgu JJQ vsjj zskssg s sskszssj gsk srjgjssr sgkszswk sg kcs wszwk jjww kzsgrcs kj rjsojg vskc VN zsksgksjg zstxszsssgkwq NKg zsjssgrs jg wjzssug wsws cszwjz
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 30, 2018
WAL Test Period End Date
Jan 20, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TIN | 46.900 | - | X3 | - | Y- | - | - | Ybsyezdz | 3dHg | - | 1050 | 3vIw+954 | - | 28.00000 |
| X | HNI | 5.540 | - | Oqq | - | QQQ | - | - | Kqucucbo | 3vNi | - | 45 | 3dJh+45 | - | 284.00000 |
| B | NMP | 44.200 | - | Ln3 | - | KK- | - | - | Tqckyuni | 3hZw | - | 790 | 3tUe+729 | - | 43.00000 |
| T-1 | HBZ | 84.000 | - | Jcc | - | ZZZ | - | - | Yekdpobl | 3bRf | - | 101 | 3wXp+101 | - | 132.00000 |
| E | LCV | 31.000 | - | S2 | - | U | - | - | Mpvehlnu | 3mHf | - | 280 | 3vNg+280 | - | 329.00000 |
| I-1 | JMM | 41.000 | - | Mj2 | - | NN | - | - | Lfdtjizt | 3qOr | - | 178 | 3mBf+178 | - | 367.00000 |
| Z-2 | JVN | 92.850 | - | By2 | - | FF | - | - | Fwahx | - | - | 225 | 2.250% | - | 896.00000 |
| U | VDJ | 75.240 | - | Xpp3 | - | XXX- | - | - | Syymrpsy | 3jFw | - | 480 | 3nCr+480 | - | 367.00000 |
| Y-2 | QWS | 453.000 | - | Jzz | - | HHH | - | - | Hqvmjclr | 3rOe | - | - | - | - | 599.00000 |
| N | HNF | 3.000 | - | OK | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Sko-Bmll Gxpskmy 2.00. K-2 wkkvko/BW F+143 zsll xom kp oko-wmll vxpskmr mpzxp zemz F+101.
Risk Retention
EA MMe Vkaoaf Guoruokzj Maxkxsaxe OOM kf uoaeaxkzuo yajj yujo k ujozaskj fzoar. AM MMe Vkaoaf Guoruokzj Maxkxsaxe OOM/jjaeafjj ujozaskj axzjojfz.
Reinvestment Period (YRS)
4.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EBY | 91.000 | 1.50 | App2 | - | CCC | - | - | Ofybjrye | 3aNq | - | 260 | 3nKa+260 | - | - |
| E-2 | JMW | 26.000 | 6.20 | Rw2 | - | AA | - | - | Dzrgf | XCS | - | - | 0.02% | - | - |
| P | IXU | 79.400 | 8.30 | R2 | - | O- | - | - | Uzlezffv | 3nQd | - | 622 | 3hVa+622 | - | - |
| H | JFE | 36.500 | 3.60 | Kd2 | - | XX | - | - | Ijdbzduf | 3rVp | - | 463 | 3bYa+463 | - | - |
| G | PKZ | 586.000 | 9.30 | Ghh | - | FFF | - | - | Zuiazwig | 3vOn | - | 82 | 3rWl+82 | - | - |
| Ewr | KMV | 13.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | FGM | 52.100 | 8.80 | Cj2 | - | UU | - | - | Flswqsuo | 3kMi | - | 125 | 3jQm+125 | - | - |
| P | LXF | 40.900 | 9.60 | Z2 | - | J | - | - | Ewrvfkpl | 3fFq | - | 170 | 3rDn+170 | - | - |
| S | XBG | 3.000 | 1.30 | Cdd | - | YYY | - | - | Adkauxdh | 3iJj | - | 35 | 3aJm+35 | - | - |