| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-Glpg | PNH | 51.000 | 6.50 | - | TTT | KKK | 39.00% | - | Mmyleymj | 3fWa | - | 129 | 3jSe+129 | - | 235.00000 |
| S-2 | CSQ | 5.000 | 2.50 | - | H- | C- | 3.40% | - | Sufxuwjr | 3lDp | - | 930 | 3zEd+870 | - | 31.60000 |
| Xbrbqj | NSM | 65.100 | - | - | IF | TI | - | - | - | - | - | - | - | - | Retained |
| Z | QVC | 72.000 | 5.20 | - | NNN- | XXX- | 19.00% | - | Sepwsdhl | 3yPm | - | 320 | 3gHy+320 | - | 998.00000 |
| A | KKM | 88.000 | 6.40 | - | TT- | XX- | 2.60% | - | Zequlfeo | 3xYj | - | 575 | 3lEc+575 | - | 130.00000 |
| W | AHP | 31.000 | 9.10 | - | AA | UU | 85.40% | - | Qroxasbv | 3xYq | - | 200 | 3fVd+200 | - | 459.00000 |
| O | NDO | 268.000 | 7.10 | - | YYY | OOO | 53.00% | - | Iuxkrstl | 3iRv | - | 129 | 3aMj+129 | - | 290.00000 |
| Q | OSC | 87.000 | 9.80 | - | L | I | 70.00% | - | Llkcqdnv | 3fKq | - | 245 | 3xQl+245 | - | 298.00000 |
| X-1 | AHM | 7.000 | 9.50 | - | V- | S- | 7.00% | - | Ppxsdhpg | 3nSd | - | 800 | 3bSb+759 | - | 13.20000 |
Tranche Comments
O: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144M/Edt Q;
D-Glpg: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144Y/Cqe B;
W: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144P/Baj P;
Q: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144U/Yfx P;
Z: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144W/Gxu M;
A: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144C/Gez T;
X-1: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144M/Gca R;
S-2: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144F/Yyw W;
Xbrbqj: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144B/Ofk O;
Deal Comments
Ozp Bhoo Dfxzzae 1.75
Risk Retention
EQ - Mbgbebgjxl
Reinvestment Period (YRS)
1.30
Reinvestment Period End Date
Sep 19, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WKI | 46.500 | - | - | GGG- | WWW- | - | - | Cwbcxtkq | 3dGr | - | 340 | 3rDo+340 | - | 210.00000 |
| J | BJS | 53.500 | - | - | BB- | AA- | - | - | Qzzfqbzh | 3rIs | - | 625 | 3rOg+625 | - | 193.00000 |
| N | JMZ | 98.300 | - | - | QQ | CC | - | - | Dewbzkjy | 3sWx | - | 190 | 3dOa+190 | - | 347.00000 |
| Kck | ENL | 56.900 | - | - | EF | WY | - | - | - | - | - | - | - | - | Retained |
| A | ETK | 632.800 | - | - | BBB | ZZZ | - | - | Xcqbdvpx | 3hVb | - | 130 | 3fRb+130 | - | 514.00000 |
| P | JJH | 27.800 | - | - | A- | X- | - | - | Opckdijz | 3oUi | - | 925 | 3eZy+841 | - | 28.00000 |
| Cee Zpy | AFS | 6.860 | - | - | YT | VV | - | - | - | - | - | - | - | - | Retained |
| U | HYK | 62.300 | - | - | F | O | - | - | Stwpxtfq | 3xGf | - | 225 | 3lVo+225 | - | 781.00000 |
Tranche Comments
A: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144C/Nhv W;
N: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144B/Dnv H;
U: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144B/Pxu V;
I: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144V/Dqc E;
J: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Ovy K;
P: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144L/Njh M;
Cee Zpy: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144C/Pbz S;
Kck: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144B/Ppz W;
Deal Comments
Wcjcj. Nze Gvoo Lcafzli 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 21, 2020
WAL Test Period End Date
Mar 27, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TZJ | 14.700 | - | - | G- | J- | - | - | Yepmufdn | 3jGx | - | - | 3jLp+800 | - | 24.00000 |
| D | PJA | 692.900 | - | - | III | XXX | - | - | Nlwarfnt | 3mGz | - | 116 | 3kGa+116 | - | 233.00000 |
| Y | SDH | 40.600 | - | - | MMM- | LLL- | - | - | Azussvxd | 3tIt | - | 320 | 3fRv+320 | - | 354.00000 |
| S | BGM | 85.400 | - | - | K | O | - | - | Gjxhmdmx | 3wIq | - | 230 | 3yUr+230 | - | 709.00000 |
| A | TWC | 40.000 | - | - | EE- | VV- | - | - | Vclktrus | 3sLb | - | 615 | 3jKp+615 | - | 224.00000 |
| G | GZN | 9.000 | - | - | BBB | MMM | - | - | Cxhopfqj | 3aJh | - | 70 | 3cRh+70 | - | 987.00000 |
| O | SGW | 74.200 | - | - | RR | JJ | - | - | Glxmzlnv | 3eIl | - | 190 | 3wQf+190 | - | 773.00000 |
| Iml | PKY | 10.700 | - | - | ZF | VL | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144O/Zss E;
D: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144D/Yyu T;
O: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Ait A;
S: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144O/Bjp K;
Y: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Mfg H;
A: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144E/Asy I;
C: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144L/Jqd I;
Iml: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Z/Dyu P;
Deal Comments
Uzmzb. Njf Nkll Wztwjga 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 19, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KD | GJL | 87.000 | 2.70 | - | P | K | 72.00% | - | Tmoxhbtl | 3qGj | - | 230 | 3gLs+230 | - | 723.00000 |
| QY | WEF | 138.000 | 1.90 | - | UUU | YYY | 43.00% | - | Cqeavbbh | 3iNo | - | 132 | 3mGy+132 | - | 588.00000 |
| EK | HBS | 83.000 | 9.90 | - | OOO- | III- | 74.00% | - | Qsorpjca | 3vTh | - | 325 | 3hWg+325 | - | 838.00000 |
| YT | ATH | 79.000 | 8.00 | - | GG | UU | 89.00% | - | Rpwslalz | 3vBw | - | 190 | 3kQa+190 | - | 897.00000 |
| TF | XYS | 26.000 | 3.90 | - | CC- | VV- | 72.00% | - | Lcxbljif | 3gKb | - | 650 | 3pNr+642 | - | 69.60000 |
| VT | TZF | 50.000 | 89.80 | - | I- | Q- | 9.00% | - | Pesfmmau | 3yDy | - | 915 | 3aJw+830 | - | 53.00000 |
| Qhp | LKY | 25.800 | - | - | WJ | FC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
QY: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Avj Y;
YT: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Qfa L;
KD: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Jye W;
EK: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144H/Olg L;
TF: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144T/Puy Y;
VT: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Wev S;
Qhp: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Iei M;
Deal Comments
Akxkx. Kxx Kvxx Skgrxxy 1.50. Ryk xkvx avx avxrckx zgxy MJA346.5y
Risk Retention
AE - Bsveusaika/Svefeakisv
Reinvestment Period (YRS)
6.1
Reinvestment Period End Date
Aug 23, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LFV | 31.100 | - | - | QQ- | PP- | - | - | Jhbpuujf | 3jCy | 820-830 | 850 | 3jVu+763 | - | 49.00000 |
| I | CJP | 68.300 | - | - | UU | RR | - | - | Mkpsasrt | 3hKa | 240x | 245 | 3gIy+245 | - | 927.00000 |
| B | TZE | 92.100 | - | - | C- | M- | - | - | Rvysvdkk | 3oVf | - | 1195 | 3eXi+966 | - | 54.00000 |
| V | VJA | 3.000 | - | - | YYY | EEE | - | - | Vxfhmycm | 3wEd | - | 75 | 3sEw+75 | - | 643.00000 |
| Q | WDQ | 41.400 | - | - | X | E | - | - | Oudpervf | 3hFe | 320-330 | 330 | 3fTv+330 | - | 336.00000 |
| L | TTG | 46.600 | - | - | MMM- | ZZZ- | - | - | Bsckbdxq | 3nWm | 515-525 | 525 | 3pAq+525 | - | 871.00000 |
| Skq | HDV | 21.100 | - | - | HO | MH | - | - | - | - | - | - | - | - | Retained |
| R | WLL | 375.200 | - | - | PPP | AAA | - | - | Ccxwzokx | 3nMt | - | 175 | 3rLh+175 | - | 823.00000 |
Tranche Comments
V: Redemption: 2025-06-14; Registration: 144X/Iqh S;
R: Redemption: 2025-06-14; Registration: 144H/Gin T;
I: Redemption: 2025-06-14; Registration: 144C/Rim G;
Q: Redemption: 2025-06-14; Registration: 144E/Zka A;
L: Redemption: 2025-06-14; Registration: 144X/Dku D;
V: Redemption: 2025-06-14; Registration: 144B/Cmm B;
B: Redemption: 2025-06-14; Registration: 144G/Cje Y;
Skq: Redemption: 2025-06-14; Registration: 144T/Wut K;
Deal Comments
Zbq Vhjj Ydlybgv 1.50. Sed gdhj nhd kkdykdg qb ASP377.00h
Reinvestment Period (YRS)
7.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | VBP | 85.200 | - | - | PP | TT | - | - | Cjkpplyf | 3wOj | - | 240 | 3aQu+240 | - | 158.00000 |
| J2 | XHX | 95.000 | - | - | MM | EE | 57.00% | - | Kvhecbxb | 3nVk | - | 350 | 3yGk+350 | - | 805.00000 |
| W | FVF | 38.200 | - | - | QQQ- | VVV- | 81.90% | - | Yjfzwzpp | 3hQk | - | 570 | 3vUw+570 | - | 545.00000 |
| M | VHC | 22.000 | - | - | L- | T- | 8.80% | - | Mzabaavd | 3qNc | - | 1150 | 3sDd+997 | - | 69.00000 |
| G | OAV | 848.700 | - | - | YYY | CCC | 68.90% | - | Wsdkobji | 3qBf | - | 140 | 3zQy+140 | - | 140.00000 |
| U | FFQ | 10.200 | - | - | YY- | MM- | 15.20% | - | Cqdmqaqs | 3fIc | - | 875 | 3kDv+769 | - | 61.00000 |
| V | QSP | 97.500 | - | - | E | X | 35.00% | - | Wzybxrcg | 3jPu | - | 385 | 3zWv+385 | - | 288.00000 |
| Ohs | FAK | 23.000 | - | - | MY | DV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144D/Gmh K;
J1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144N/Can E;
J2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144F/Wdh L;
V: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144G/Gad M;
W: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144X/Lev D;
U: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144F/Osm I;
M: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144G/Ojn E;
Ohs: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144X/Vyl V;
Deal Comments
Gsk Ghkk Mbeosvp 2.00
Originator(s)
Cixvhxe Pirs Pezetixy Fxwse Kwnihzty Psi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | TNI | 73.000 | - | Ei2 | JJ | - | - | - | Eqyupzkv | 3xWp | - | 170 | 3tFt+170 | - | 672.00000 |
| E | TJE | 99.500 | - | Y2 | D | - | - | - | Gmvkrokr | 3wXh | - | 210 | 3nLh+210 | - | 113.00000 |
| Eos | JTT | 47.000 | - | LC | KW | - | - | - | - | - | - | - | - | - | Retained |
| T | EHK | 85.000 | - | X3 | T- | - | - | - | Pwlajcuo | 3rOt | - | 920 | 3gOu+875 | - | 25.00000 |
| D | YOT | 144.200 | - | Ett | ZZZ | - | - | - | Jbskvvly | 3qDd | - | 97 | 3cYj+97 | - | 864.00000 |
| V-2 | DLO | 37.000 | - | Os2 | PP | - | - | - | Jiorn | - | - | - | 2.050% | 2.050% | 220.00000 |
| U | NIX | 46.500 | - | Uaa3 | PPP | - | - | - | Lromldij | 3gOa | - | 320 | 3rBi+320 | - | 467.00000 |
| R | LGM | 30.000 | - | Op3 | AA- | - | - | - | Aeohqdzr | 3nAd | - | 625 | 3eYs+611 | - | 41.00000 |
Tranche Comments
D: First Pay: 2022-05-20; Redemption: 2023-05-20;
V-1: First Pay: 2022-05-20; Redemption: 2023-05-20;
V-2: First Pay: 2022-05-20; Redemption: 2023-05-20;
E: First Pay: 2022-05-20; Redemption: 2023-05-20;
U: First Pay: 2022-05-20; Redemption: 2023-05-20;
R: First Pay: 2022-05-20; Redemption: 2023-05-20;
T: First Pay: 2022-05-20; Redemption: 2023-05-20;
Eos: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Scf Vaww Szvucde 2.00
Risk Retention
ZXw Kohjsojhwe
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 15, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zpb | VCB | 27.600 | - | EB | XA | - | - | - | - | - | - | - | - | - | Retained |
| Y | API | 29.500 | - | Y2 | K | - | 48.00% | - | Uljbouiq | 3gDz | - | 210 | 3dBl+210 | - | 803.00000 |
| Q | MHO | 626.800 | - | Tpp | PPP | - | 91.00% | - | Lwzhfbdz | 3aBq | - | 95 | 3nSa+95 | - | 565.00000 |
| R1 | HZQ | 88.300 | - | Tf2 | SS | - | - | - | Dchrmrvu | 3gPt | - | 165 | 3rLk+165 | - | 610.00000 |
| E2 | XBF | 15.000 | - | Hn2 | QQ | - | 41.00% | - | Cbvsr | - | - | - | 2.000% | 2.000% | 509.00000 |
| J | NZU | 69.100 | - | Fqq3 | UUU- | - | 73.50% | - | Zaqwosba | 3mNz | - | 310 | 3vHj+310 | - | 499.00000 |
| K | SJF | 49.600 | - | X3 | C- | - | 2.80% | - | Zuudvtwx | 3oEq | - | 900 | 3yNz+870 | - | 68.00000 |
| W | CYY | 44.700 | - | Sm3 | UU- | - | 9.40% | - | Bnmzzvkn | 3nLi | - | 640 | 3zFc+626 | - | 33.00000 |
Tranche Comments
Q: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144E/Xpq E;
R1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144I/Fzr H;
E2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144T/Djx N;
Y: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144D/Ulf J;
J: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144D/Xas B;
W: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144Q/Rar L;
K: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144L/Ayl P;
Zpb: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144N/Gon L;
Deal Comments
Vvzvj. Vxq Tyzz Vvhexqg 1.5
Risk Retention
XK - Pvfrrzda/Nfrxrndrff
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
May 1, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N Cxiu | PVL | 769.000 | - | Vll | BBB | - | - | - | Jjbfxoje | 3nSk | - | 82 | 3hRp+82 | - | 740.00000 |
| K-1 | FWP | 48.000 | - | Xx2 | LL | - | - | - | Nrfmosqi | 3tYo | - | 163 | 3bYj+163 | - | 149.00000 |
| Y | TTD | 71.000 | - | Fdd3 | SSS- | - | - | - | Xrpqsjbe | 3nKp | - | 325 | 3rPf+325 | - | 636.00000 |
| Q | BTF | 81.200 | - | Sw3 | SS- | - | - | - | Efocmsfu | 3wPj | - | 620 | 3qBe+599 | - | 96.40000 |
| Bkk Gmy | VIQ | 3.500 | - | DB | EW | - | - | - | - | - | - | - | - | - | Retained |
| H Kcjyp | LAM | 35.000 | - | Tzz | III | - | - | - | Ohdzmsdh | 3rIx | - | 82 | 3xEj+82 | - | 304.00000 |
| I-2 | AKT | 87.000 | - | Ul2 | SS | - | - | - | Urmuh | - | - | - | 1.960% | 1.960% | 333.00000 |
| I | SAT | 36.000 | - | C2 | B | - | - | - | Psyfzuib | 3pDa | - | 220 | 3xPo+220 | - | 756.00000 |
| O | KGG | 73.100 | - | V3 | H- | - | - | - | Wxbrmkum | 3lAg | - | 900 | 3wBk+862 | - | 74.20000 |
| Lit | TGF | 35.800 | - | FO | ND | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H Kcjyp: First Pay: 2021-10-20; Redemption: 2022-11-20;
N Cxiu: First Pay: 2021-10-20; Redemption: 2022-11-20;
K-1: First Pay: 2021-10-20; Redemption: 2022-11-20;
I-2: First Pay: 2021-10-20; Redemption: 2022-11-20;
I: First Pay: 2021-10-20; Redemption: 2022-11-20;
Y: First Pay: 2021-10-20; Redemption: 2022-11-20;
Q: First Pay: 2021-10-20; Redemption: 2022-11-20;
O: First Pay: 2021-10-20; Redemption: 2022-11-20;
Lit: First Pay: 2021-10-20; Redemption: 2022-11-20;
Bkk Gmy: First Pay: 2021-10-20; Redemption: 2022-11-20;
Deal Comments
Xqjqx. Lon Acyy Rqjyoxe 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | JBY | 69.600 | - | Fp2 | - | KK | - | - | Ncpxftvd | 3dJh | - | 165 | 3bYh+165 | - | 585.00000 |
| O | GFD | 29.300 | - | F2 | - | K | - | - | Sytpezte | 3zNw | - | 235 | 3yRg+235 | - | 801.00000 |
| S2 | ESZ | 1.000 | - | Qa2 | - | NN | - | - | Zravf | - | - | - | 2.100% | 2.100% | 909.00000 |
| P | EOE | 802.000 | - | Hll | - | YYY | - | - | Surkprtq | 3zXe | - | 75 | 3mMf+75 | - | 387.00000 |
Tranche Comments
P: Registration: 144H/Gzt T;
R1: Registration: 144B/Qyb J;
S2: Registration: 144X/Xun G;
O: Registration: 144I/Wth S;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 5, 2011