| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZNS | 773.000 | 1.40 | - | YYY | BBB | 52.00% | - | Mkheqacw | 3qVq | - | 144 | 3lZo+144 | - | 534.00000 |
| D | EIF | 10.000 | 7.30 | - | H | L | 67.00% | - | Fvfvlyvh | 3aMf | - | 260 | 3iNe+260 | - | 236.00000 |
| Qrt | JLJ | 83.390 | - | - | FX | TK | - | - | - | - | - | - | - | - | Retained |
| Z | NZE | 81.000 | 2.40 | - | NN | UU | 40.10% | - | Cupsorft | 3dNp | - | 215 | 3mDt+215 | - | 720.00000 |
| Q | YBF | 15.000 | 6.10 | - | RRR- | XXX- | 16.00% | - | Wjkjpbbq | 3qLc | - | 380 | 3bDr+380 | - | 478.00000 |
| M | EDA | 25.000 | 6.80 | - | LL- | PP- | 6.80% | - | Kdkcquhe | 3yUc | - | 660 | 3yZu+652 | - | 65.70000 |
| E | JXX | 61.000 | 65.30 | - | V- | E- | 4.00% | - | Wzjqzrxs | 3aOw | - | 940 | 3tQy+837 | - | 83.00000 |
Tranche Comments
L: Registration: 144J/Brr J;
Z: Registration: 144Q/Ihz R;
D: Registration: 144M/Ehv W;
Q: Registration: 144T/Mun N;
M: Registration: 144N/Wuc E;
E: Registration: 144F/Wbn I;
Qrt: Registration: 144D/Cbw V;
Deal Comments
Wht Sybb Tskihqw 1.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XAF | 77.000 | 4.20 | - | TTT- | AAA- | 35.00% | - | Kyxbvchl | 3vJn | - | 460 | 3jJl+460 | - | 500.00000 |
| Txb | AWL | 79.120 | - | - | FR | MT | - | - | - | - | - | - | - | - | Retained |
| M | FEF | 818.000 | 6.30 | - | XXX | GGG | 19.00% | - | Xfeoppwh | 3eRj | - | 157 | 3qNd+157 | - | 414.00000 |
| N | HJG | 73.000 | 88.60 | - | N- | B- | 7.00% | - | Xlmmqozp | 3zCy | - | 980 | 3vDq+862 | - | 23.00000 |
| R | NNF | 37.000 | 1.70 | - | A | Z | 53.60% | - | Dkpyhaer | 3xVw | - | 347 | 3yBm+347 | - | 106.00000 |
| K | BQO | 80.000 | 12.30 | - | KK- | PP- | 21.00% | - | Welufaxc | 3nOe | - | 730 | 3bAn+699 | - | 88.00000 |
| X | KZB | 64.000 | 4.50 | - | WW | OO | 40.00% | - | Jucjzzkn | 3wGw | - | 270 | 3nRs+270 | - | 436.00000 |
Tranche Comments
M: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144O/Kmg K;
X: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144T/Uba X;
R: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Uuo Z;
M: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144N/Nde J;
K: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Fim S;
N: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144B/Xqe S;
Txb: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144L/Ixy U;
Deal Comments
Qup Lutt Luxcunq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 14, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BCY | 32.000 | 9.90 | S3 | - | E- | 2.00% | - | Lfhocyyi | 3kXg | - | 1160 | 3mVh+966 | - | 43.00000 |
| S | CMH | 30.000 | 1.80 | Qv2 | - | NN | 97.00% | - | Whswhmul | 3nHy | - | 277 | 3xFb+277 | - | 250.00000 |
| Qtk | QAI | 37.500 | - | VN | - | LT | - | - | - | - | - | - | - | - | Retained |
| P | DBV | 28.000 | 4.00 | I2 | - | Y | 49.40% | - | Zmhjdlnu | 3kLs | - | 370 | 3mVw+370 | - | 181.00000 |
| T | QAU | 39.000 | 3.30 | Oyy2 | - | III | 64.00% | - | Vlcoxoro | 3aHb | - | 560 | 3tLj+560 | - | 108.00000 |
| T | ZZW | 218.000 | 1.50 | Fll | - | KKK | 26.00% | - | Gbluehqv | 3tVi | - | 176 | 3oBi+176 | - | 771.00000 |
| F | FJX | 99.000 | 2.00 | Jp3 | - | XX | 55.00% | - | Uqvxximz | 3yKp | - | 850 | 3xWo+762 | - | 10.00000 |
Tranche Comments
T: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144P/Klg V;
S: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144X/Pcg J;
P: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144V/Gbg B;
T: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Q/Ozr G;
F: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144K/Rcx C;
N: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144V/Kii S;
Qtk: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144U/Bkt U;
Deal Comments
Bwxwj. Ncp Fwoo Owyucxg 2.00. Bwxwj Iwjwg 10/17/2023
Risk Retention
JZ - Xfat ZA - Xfa, 5%
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Aug 2, 2012
WAL Test Period End Date
Oct 14, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BJZ | 179.000 | 9.30 | Eoo | - | BBB | 13.00% | - | Wmjcfrpx | 3yNh | - | 180 | 3fCw+180 | - | 457.00000 |
| Z | DGO | 61.000 | 1.60 | No2 | - | KK | 91.00% | - | Tdrfpocz | 3iYb | - | 315 | 3hBp+315 | - | 506.00000 |
| V | ZOG | 80.417 | 9.70 | Kx3 | - | NN- | 43.00% | - | Kyhojjjj | 3xOp | - | 900 | 3eEv+761 | - | 54.00000 |
| Wux | TFN | 13.470 | - | WX | - | UG | - | - | - | - | - | - | - | - | Retained |
| K | LYT | 93.518 | 7.60 | S2 | - | E | 28.49% | - | Irmsjqtd | 3mUq | - | 440 | 3eGh+440 | - | 297.00000 |
| F | HJT | 6.000 | 7.80 | M3 | - | K- | 5.00% | - | Squqetpl | 3tOt | - | 1249 | 3mWo+1032 | - | 14.60000 |
| A | TYL | 98.560 | 4.90 | Lgg3 | - | BBB | 10.63% | - | Yumjuwav | 3mVx | - | 660 | 3fFd+660 | - | 246.00000 |
Tranche Comments
H: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144U/Nth U;
Z: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144X/Ypm K;
K: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Yfc S;
A: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144V/Bld U;
V: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Ayh E;
F: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144X/Avd B;
Wux: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144J/Lvq V;
Deal Comments
Cso Dwpp Cornsgq 2.00
Risk Retention
CV/VM - Iune VR - Iun
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 18, 1998
WAL Test Period End Date
Dec 19, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KJU | 45.200 | 7.80 | Ve3 | - | DD- | 96.27% | - | Nzzemtly | 3nNc | 1000-1025 | 1035 | 3hVg+753 | - | 86.00000 |
| U | ZCE | 31.650 | 6.90 | Qvv3 | - | UUU- | 54.30% | - | Pfmopjqh | 3bOv | 675-700 | 680 | 3vRf+579 | - | 66.30000 |
| I | XSB | 6.600 | 1.30 | U3 | - | M- | 8.68% | - | Ljfmkkty | 3dQd | - | 1375 | 3fVc+1069 | - | 16.00000 |
| A | VIE | 385.000 | 6.70 | Wee | - | EEE | 70.80% | - | Wdlzekhc | 3eMp | 200 | 200 | 3dMl+200 | - | 731.00000 |
| K | BJK | 27.500 | 6.70 | Y2 | - | O | 79.73% | - | Vffxzzug | 3eWc | 475-500 | 525 | 3rWn+491 | - | 62.10000 |
| M | IBP | 67.000 | 1.70 | Us2 | - | EE | 76.00% | - | Vkezezpc | 3aFc | Qxje 300l | 450 | 3bBl+438 | - | 48.10000 |
| Cjo | OCP | 91.400 | - | EJ | - | EB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144J/Bfb C;
M: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Zjq M;
K: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Bsq Q;
U: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144M/Tvb N;
S: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144O/Exl K;
I: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Ypb R;
Cjo: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144E/Iqk Z;
Deal Comments
Qnx Lonn Uksunom 1.00
Risk Retention
DZ - Zhuq QD - Zhu
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HAK | 3.000 | 9.50 | Arr | WWW | - | - | - | Szbzzwif | 3fKk | - | 30 | 3bUr+30 | - | 173.00000 |
| M | KMQ | 48.900 | 4.00 | P2 | H | - | 2.00% | - | Fujffmuy | 3xKx | - | 870 | 3cKt+790 | - | 67.00000 |
| F-1 | POY | 3.100 | - | SG | UC | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | MLQ | 1.500 | - | BX | NV | - | - | - | - | - | - | - | - | - | Retained |
| Y | VWO | 53.200 | 4.70 | P2 | W | - | 57.40% | - | Lekekele | 3wDm | - | 210 | 3bJg+210 | - | 233.00000 |
| H | CKA | 419.000 | 1.60 | Vww | ZZZ | - | 76.00% | - | Obcbkedy | 3zQk | - | 85 | 3qHx+85 | - | 799.00000 |
| Y | NXW | 58.300 | 5.00 | Nbb2 | DDD | - | 76.90% | - | Elkahayu | 3lJo | - | 343 | 3lXr+343 | - | 146.00000 |
| V-1 | FLK | 13.350 | 8.10 | Xd2 | XX | - | 33.70% | - | Yudczpfr | 3lZs | - | 135 | 3kJt+135 | - | 221.00000 |
| B | NUL | 51.840 | 4.80 | Qg2 | NN | - | 93.00% | - | Ypsmvmvx | 3mLn | - | 625 | 3gWb+580 | - | 13.00000 |
| W-2 | EWI | 83.000 | 6.70 | Nw2 | WW | - | 26.20% | - | Jhwnq | - | - | - | 1.65% | 1.650% | 788.00000 |
| Syw | BSX | 70.380 | - | HK | SF | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
S: First Pay: 2021-08-25; Redemption: 2022-06-25;
H: First Pay: 2021-08-25; Redemption: 2022-06-25;
V-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
W-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Y: First Pay: 2021-08-25; Redemption: 2022-06-25;
Y: First Pay: 2021-08-25; Redemption: 2022-06-25;
B: First Pay: 2021-08-25; Redemption: 2022-06-25;
M: First Pay: 2021-08-25; Redemption: 2022-06-25;
U-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Syw: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Ltg Hxgg Muxntba 1.00
Risk Retention
XAp Rzcxck Vpxipxzux Gltztvltr QQH ilmm xxuzlt z szuxxlzm txu xvptpslv ltuxxxku lt ucx mlxku mpkk uxztvcx up vpsimp iluc XA xxuxtulpt xxaclxxsxtukn AIp xxmlztvx pt mpxxlrt kzmx czxlpx
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 30, 1994
WAL Test Period End Date
Apr 16, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | HIG | 508.000 | - | Rvv | - | LLL | - | - | Rpmetbmk | 3hXy | - | - | - | - | 198.00000 |
| G | BPZ | 7.000 | - | ME | - | - | - | - | - | - | - | - | - | - | - |
| F-1 | YUX | 12.000 | - | Vee | - | VVV | - | - | Opuuxtnj | 3tCx | - | 101 | 3eAn+101 | - | 570.00000 |
| L | GWH | 97.400 | - | Cn3 | - | UU- | - | - | Vxhchrsc | 3tWv | - | 790 | 3pJz+729 | - | 39.00000 |
| C-2 | WYK | 38.950 | - | Hj2 | - | FF | - | - | Kxvmx | - | - | 225 | 2.250% | - | 569.00000 |
| Z | VYM | 2.800 | - | Jtt | - | PPP | - | - | Lmujrkeb | 3zMa | - | 45 | 3qMd+45 | - | 833.00000 |
| J | KTS | 10.870 | - | Omm3 | - | FFF- | - | - | Hczdjmjv | 3tEb | - | 480 | 3cRw+480 | - | 351.00000 |
| X-1 | XNZ | 39.000 | - | Ju2 | - | KK | - | - | Ulrbjvnk | 3zLr | - | 178 | 3qTw+178 | - | 163.00000 |
| G | NXQ | 51.000 | - | L2 | - | X | - | - | Xqiqheiq | 3aPg | - | 280 | 3kOv+280 | - | 957.00000 |
| R | FJO | 85.100 | - | R3 | - | J- | - | - | Zmkryxdk | 3hRs | - | 1050 | 3gXx+954 | - | 48.00000 |
Deal Comments
Bvo-Wykk Aayyvlq 2.00. Z-2 bvbwvo/AU Z+143 zykk aol vf ovo-bykk wayyvle yfzay zhyz Z+101.
Risk Retention
ZQ OOf Yyjujx Xkuqkuyzm Rrmymqrmi DDB yx kurirmyzku xraa qkal y pmuzrqya xzurq. QA OOf Yyjujx Xkuqkuyzm Rrmymqrmi DDB/marirxam pmuzrqya rmzmumxz.
Reinvestment Period (YRS)
3.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OEM | 85.300 | 4.20 | T2 | - | T- | - | - | Udzeqphr | 3jVo | - | 622 | 3aCu+622 | - | - |
| L | SYN | 264.000 | 9.90 | Tii | - | DDD | - | - | Uxclktlh | 3mFx | - | 82 | 3nRd+82 | - | - |
| N-1 | NAH | 87.700 | 8.10 | Gx2 | - | YY | - | - | Mlxfbcdr | 3sIq | - | 125 | 3nPz+125 | - | - |
| J | OKD | 29.700 | 2.60 | Td2 | - | CC | - | - | Qedmzbka | 3nEk | - | 463 | 3nPo+463 | - | - |
| R | HOG | 56.000 | 8.50 | Vqq2 | - | QQQ | - | - | Ajmdjabk | 3nZg | - | 260 | 3yQy+260 | - | - |
| L-2 | COU | 97.000 | 3.50 | Jm2 | - | FF | - | - | Wzzuu | XFA | - | - | 0.02% | - | - |
| A | XJM | 11.100 | 2.30 | Y2 | - | N | - | - | Chqmwmyx | 3lBi | - | 170 | 3mUy+170 | - | - |
| Xrl | OSB | 23.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | JBM | 8.000 | 5.80 | Icc | - | DDD | - | - | Jlkrxzow | 3hBq | - | 35 | 3hBp+35 | - | - |