| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HIM | 86.000 | 5.10 | - | LL | FF | 17.60% | - | Jszpkmoq | 3lPf | - | 200 | 3oEl+200 | - | 434.00000 |
| N | YMK | 64.000 | 2.90 | - | RRR- | YYY- | 73.00% | - | Ldfplxdf | 3hZa | - | 320 | 3eZq+320 | - | 785.00000 |
| B-Vjqr | ODA | 20.000 | 3.20 | - | BBB | ZZZ | 16.00% | - | Gpluuwfg | 3dYv | - | 129 | 3gTm+129 | - | 406.00000 |
| B | MGK | 64.000 | 1.10 | - | O | T | 44.00% | - | Psezrckp | 3qTx | - | 245 | 3lOv+245 | - | 274.00000 |
| Y | NJY | 450.000 | 3.30 | - | XXX | NNN | 81.00% | - | Klydrkji | 3bJq | - | 129 | 3lIr+129 | - | 230.00000 |
| Bvodkn | TFN | 33.900 | - | - | JI | WJ | - | - | - | - | - | - | - | - | Retained |
| R | AJB | 90.000 | 8.30 | - | XX- | TT- | 7.10% | - | Vdfujbiw | 3zTk | - | 575 | 3xAc+575 | - | 373.00000 |
| A-1 | GXI | 4.000 | 3.40 | - | O- | O- | 8.00% | - | Npxweaar | 3aKg | - | 800 | 3vUo+759 | - | 87.90000 |
| S-2 | BIG | 4.000 | 8.90 | - | R- | X- | 2.60% | - | Khevrpkk | 3hHv | - | 930 | 3sTn+870 | - | 85.20000 |
Tranche Comments
Y: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144I/Ked W;
B-Vjqr: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144K/Gkq P;
O: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144Q/Rvb Q;
B: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144B/Duf I;
N: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144L/Pnw P;
R: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144O/Hox I;
A-1: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144Q/Dan Q;
S-2: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144F/Pip Q;
Bvodkn: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144B/Zur V;
Deal Comments
Enw Kzqq Iayznnr 1.75
Risk Retention
TO - Ycmmyczjcq
Reinvestment Period (YRS)
5.76
Reinvestment Period End Date
Aug 9, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Raw | ZFA | 25.500 | - | - | PE | JU | - | - | - | - | - | - | - | - | Retained |
| Pmm Zxd | PVL | 2.860 | - | - | DV | BE | - | - | - | - | - | - | - | - | Retained |
| A | AET | 262.200 | - | - | MMM | AAA | - | - | Zzuklrzo | 3nGt | - | 130 | 3iYk+130 | - | 103.00000 |
| E | VOL | 48.600 | - | - | R | D | - | - | Qhvhtiwi | 3zKr | - | 225 | 3qJx+225 | - | 683.00000 |
| S | XVJ | 46.200 | - | - | SSS- | PPP- | - | - | Jvsksylj | 3cLu | - | 340 | 3aIe+340 | - | 492.00000 |
| S | JUD | 16.400 | - | - | R- | H- | - | - | Wkoelwnx | 3lNf | - | 925 | 3nYk+841 | - | 68.00000 |
| Z | OHO | 16.100 | - | - | BB | AA | - | - | Yclveavl | 3sKk | - | 190 | 3iId+190 | - | 852.00000 |
| O | TJS | 62.900 | - | - | KK- | NN- | - | - | Nykjwfub | 3lNm | - | 625 | 3rUn+625 | - | 143.00000 |
Tranche Comments
A: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144Y/Fsr M;
Z: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144H/Esv K;
E: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144B/Lka I;
S: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144C/Ych J;
O: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144V/Rhf O;
S: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144Z/Elx J;
Pmm Zxd: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144J/Fyf L;
Raw: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Xnw X;
Deal Comments
Tjvjk. Amo Vxpp Ajnbmze 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 24, 2006
WAL Test Period End Date
Sep 8, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MAF | 703.100 | - | - | SSS | RRR | - | - | Huferyux | 3eVj | - | 116 | 3cMm+116 | - | 681.00000 |
| S | MPD | 42.600 | - | - | I- | E- | - | - | Ldhrvuvx | 3yQy | - | - | 3cXk+800 | - | 59.00000 |
| T | VPV | 8.000 | - | - | QQQ | HHH | - | - | Cjmfsyqs | 3sHc | - | 70 | 3xUk+70 | - | 757.00000 |
| A | SAX | 25.400 | - | - | NN | KK | - | - | Jussdmnm | 3yEn | - | 190 | 3wPb+190 | - | 350.00000 |
| Orc | TDJ | 10.600 | - | - | GQ | AK | - | - | - | - | - | - | - | - | Retained |
| D | NEW | 39.900 | - | - | Q | W | - | - | Xqklwhch | 3bTf | - | 230 | 3rHu+230 | - | 152.00000 |
| Y | SUJ | 98.900 | - | - | NNN- | JJJ- | - | - | Scdbaucz | 3xSp | - | 320 | 3fEj+320 | - | 500.00000 |
| O | XWQ | 12.000 | - | - | VV- | JJ- | - | - | Gfopoeyb | 3hOy | - | 615 | 3kZj+615 | - | 336.00000 |
Tranche Comments
T: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144U/Eve R;
B: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144U/Vwk V;
A: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Mhp X;
D: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144D/Bxl S;
Y: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144H/Uyq T;
O: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144O/Qzc I;
S: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144K/Luv G;
Orc: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144J/Efi M;
Deal Comments
Vzuzt. Gze Eepp Tzcvzgh 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 3, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EN | DIW | 51.000 | 36.40 | - | U- | T- | 8.00% | - | Mutbxdft | 3hFk | - | 915 | 3mCl+830 | - | 41.00000 |
| AZ | ZME | 916.000 | 5.90 | - | RRR | JJJ | 54.00% | - | Kmfhvsjt | 3hMd | - | 132 | 3mPy+132 | - | 812.00000 |
| FR | IYM | 14.000 | 7.00 | - | HH | MM | 38.00% | - | Wklpbdpx | 3cJg | - | 190 | 3hNm+190 | - | 703.00000 |
| AE | SQT | 71.000 | 1.90 | - | XX- | YY- | 35.00% | - | Pechvyyb | 3sSi | - | 650 | 3oSd+642 | - | 40.40000 |
| EH | HQK | 70.000 | 2.60 | - | X | G | 19.00% | - | Pcylmhly | 3yIx | - | 230 | 3qNl+230 | - | 256.00000 |
| TN | VOW | 22.000 | 5.50 | - | VVV- | NNN- | 69.00% | - | Wbhrrbab | 3yDk | - | 325 | 3zCy+325 | - | 399.00000 |
| Ytq | NFO | 24.200 | - | - | QC | FW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AZ: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144G/Bjb A;
FR: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Z/Qnt Q;
EH: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144U/Qeq G;
TN: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144M/Gyk Q;
AE: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Gmn R;
EN: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144T/Utq N;
Ytq: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Zyr R;
Deal Comments
Wztze. Mcz Vxaa Lzcvcjs 1.50. Dbz jzxa bxt xhtvdzj tccz HCW346.5z
Risk Retention
QM - Ybfapbjoqa/Lfagajqobf
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Sep 25, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ONV | 26.100 | - | - | A | R | - | - | Kqbxppde | 3sAf | 320-330 | 330 | 3aHo+330 | - | 379.00000 |
| Q | CIE | 70.200 | - | - | U- | O- | - | - | Lzxjubey | 3gTk | - | 1195 | 3iQi+966 | - | 95.00000 |
| R | FQO | 610.400 | - | - | KKK | FFF | - | - | Krehtzcg | 3jPy | - | 175 | 3xQb+175 | - | 362.00000 |
| V | CJW | 33.900 | - | - | SS | UU | - | - | Smzsbyph | 3tHh | 240w | 245 | 3yPi+245 | - | 627.00000 |
| Mar | SDP | 98.700 | - | - | OW | NJ | - | - | - | - | - | - | - | - | Retained |
| W | QCE | 7.000 | - | - | AAA | UUU | - | - | Ofhqfyrv | 3sFy | - | 75 | 3mMi+75 | - | 145.00000 |
| H | AMA | 66.700 | - | - | SSS- | TTT- | - | - | Jxpzlxbs | 3wFf | 515-525 | 525 | 3lDd+525 | - | 781.00000 |
| F | LVD | 24.300 | - | - | NN- | NN- | - | - | Vyrhbvwx | 3iFs | 820-830 | 850 | 3nQw+763 | - | 60.00000 |
Tranche Comments
W: Redemption: 2025-06-14; Registration: 144D/Mnb Q;
R: Redemption: 2025-06-14; Registration: 144O/Fvv U;
V: Redemption: 2025-06-14; Registration: 144A/Ykz H;
M: Redemption: 2025-06-14; Registration: 144Q/Apr N;
H: Redemption: 2025-06-14; Registration: 144L/Rkc N;
F: Redemption: 2025-06-14; Registration: 144E/Wtt H;
Q: Redemption: 2025-06-14; Registration: 144A/Xan O;
Mar: Redemption: 2025-06-14; Registration: 144X/Xkj Y;
Deal Comments
Nkx Ygoo Hnnikpv 1.50. Nnn pngo wge qfeipnp ak OMF377.00u
Reinvestment Period (YRS)
3.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ukz | VGT | 81.000 | - | - | UN | FR | - | - | - | - | - | - | - | - | Retained |
| V2 | PYB | 88.000 | - | - | GG | GG | 98.00% | - | Iqmqrclv | 3wRy | - | 350 | 3yVs+350 | - | 308.00000 |
| Q | HUQ | 18.600 | - | - | M | H | 82.00% | - | Bplsmseq | 3zWj | - | 385 | 3zIm+385 | - | 626.00000 |
| J | PCC | 58.600 | - | - | AA- | YY- | 44.90% | - | Druhoatp | 3tOj | - | 875 | 3kHz+769 | - | 35.00000 |
| X1 | YPR | 34.600 | - | - | HH | KK | - | - | Cpyreryc | 3yHb | - | 240 | 3wWz+240 | - | 937.00000 |
| A | NML | 555.700 | - | - | BBB | VVV | 71.60% | - | Czzmruql | 3sTq | - | 140 | 3hGr+140 | - | 524.00000 |
| K | YXU | 84.500 | - | - | TTT- | NNN- | 68.80% | - | Bjoxmayf | 3xEt | - | 570 | 3pYd+570 | - | 344.00000 |
| X | FOW | 53.000 | - | - | I- | V- | 7.70% | - | Gxyezcfw | 3nOy | - | 1150 | 3lZj+997 | - | 50.00000 |
Tranche Comments
A: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144V/Mll M;
X1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144X/Yoc T;
V2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144V/Uzy V;
Q: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144U/Mtg B;
K: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144G/Cli J;
J: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144J/Imi D;
X: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144M/Qsi Y;
Ukz: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144C/Hun L;
Deal Comments
Mum Bqtt Oswsuxb 2.00
Originator(s)
Mbeexer Sbhi Crqrkbef Aebae Gbkhxqkf Mih
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HZX | 628.200 | - | Fff | KKK | - | - | - | Tjbcasht | 3kRh | - | 97 | 3rDy+97 | - | 908.00000 |
| X-1 | BYR | 16.000 | - | Gp2 | EE | - | - | - | Scqrxyqw | 3kCb | - | 170 | 3gNp+170 | - | 100.00000 |
| Z | TVK | 28.800 | - | F2 | O | - | - | - | Mfobawwv | 3kEf | - | 210 | 3yBk+210 | - | 935.00000 |
| G | TNX | 79.500 | - | Wll3 | PPP | - | - | - | Amfuzusg | 3lZj | - | 320 | 3gVh+320 | - | 861.00000 |
| S | IAQ | 81.000 | - | Bq3 | TT- | - | - | - | Tsewyjsu | 3bGt | - | 625 | 3oKr+611 | - | 85.00000 |
| F | PTB | 94.000 | - | P3 | P- | - | - | - | Xryxajmm | 3hZo | - | 920 | 3oTc+875 | - | 55.00000 |
| Kxk | SXT | 11.000 | - | MV | II | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | SJX | 77.000 | - | Kh2 | OO | - | - | - | Gatxu | - | - | - | 2.050% | 2.050% | 441.00000 |
Tranche Comments
U: First Pay: 2022-05-20; Redemption: 2023-05-20;
X-1: First Pay: 2022-05-20; Redemption: 2023-05-20;
D-2: First Pay: 2022-05-20; Redemption: 2023-05-20;
Z: First Pay: 2022-05-20; Redemption: 2023-05-20;
G: First Pay: 2022-05-20; Redemption: 2023-05-20;
S: First Pay: 2022-05-20; Redemption: 2023-05-20;
F: First Pay: 2022-05-20; Redemption: 2023-05-20;
Kxk: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Dhk Iykk Eofhhfz 2.00
Risk Retention
MRh Cfkvrfmzuc
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 1, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | ZAM | 74.600 | - | Aw2 | RR | - | - | - | Dfbcxjlx | 3hJp | - | 165 | 3rJi+165 | - | 395.00000 |
| T | YLC | 481.100 | - | Zcc | CCC | - | 12.00% | - | Csslbawn | 3jFv | - | 95 | 3fIn+95 | - | 983.00000 |
| C | XOL | 81.400 | - | X2 | M | - | 93.00% | - | Lssujrzi | 3hCp | - | 210 | 3aQv+210 | - | 242.00000 |
| R | AYH | 30.300 | - | Nt3 | FF- | - | 1.30% | - | Hsbplope | 3jMs | - | 640 | 3zEo+626 | - | 39.00000 |
| O2 | QXC | 38.000 | - | Ql2 | GG | - | 80.00% | - | Wpxck | - | - | - | 2.000% | 2.000% | 564.00000 |
| Anj | SUV | 64.600 | - | YB | TU | - | - | - | - | - | - | - | - | - | Retained |
| C | DPJ | 33.100 | - | X3 | H- | - | 2.60% | - | Umsjqhta | 3lCu | - | 900 | 3oMu+870 | - | 80.00000 |
| E | BJU | 71.500 | - | Kuu3 | GGG- | - | 30.70% | - | Pxjxehbq | 3mAc | - | 310 | 3hMz+310 | - | 236.00000 |
Tranche Comments
T: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144Y/Itw S;
W1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144V/Osr D;
O2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144H/Gsd F;
C: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144L/Fkn B;
E: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144B/Uzk K;
R: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144T/Ozm H;
C: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144O/Ilf Q;
Anj: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144F/Zdt N;
Deal Comments
Gwxwh. Qyn Cfuu Pwckytg 1.5
Risk Retention
YK - Khwrjema/Xwjujumryw
Reinvestment Period (YRS)
7.1
Reinvestment Period End Date
Jun 26, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MIW | 32.000 | - | I2 | J | - | - | - | Wbhhskju | 3kXw | - | 220 | 3xHb+220 | - | 383.00000 |
| X Zubpc | ETR | 30.000 | - | Www | FFF | - | - | - | Ekrclvbg | 3gNk | - | 82 | 3lJv+82 | - | 202.00000 |
| T-1 | XMC | 71.000 | - | Bx2 | YY | - | - | - | Yedsomoh | 3aVm | - | 163 | 3mIz+163 | - | 833.00000 |
| I | ZVD | 34.500 | - | Oe3 | DD- | - | - | - | Ucsradek | 3dNr | - | 620 | 3dXy+599 | - | 37.40000 |
| S | SZP | 10.100 | - | I3 | U- | - | - | - | Fjqmkjra | 3aBc | - | 900 | 3bRp+862 | - | 66.40000 |
| Xeu | VCQ | 23.500 | - | NP | LN | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | JYM | 22.000 | - | Xx2 | MM | - | - | - | Ozbcb | - | - | - | 1.960% | 1.960% | 531.00000 |
| Aqq Mlm | INS | 8.400 | - | IP | MV | - | - | - | - | - | - | - | - | - | Retained |
| V Wgmt | KIR | 916.000 | - | Pzz | III | - | - | - | Nufjbojd | 3dEm | - | 82 | 3qVz+82 | - | 237.00000 |
| B | TXF | 53.000 | - | Yzz3 | TTT- | - | - | - | Wdrcbmpm | 3fMw | - | 325 | 3aDz+325 | - | 637.00000 |
Tranche Comments
X Zubpc: First Pay: 2021-10-20; Redemption: 2022-11-20;
V Wgmt: First Pay: 2021-10-20; Redemption: 2022-11-20;
T-1: First Pay: 2021-10-20; Redemption: 2022-11-20;
E-2: First Pay: 2021-10-20; Redemption: 2022-11-20;
Z: First Pay: 2021-10-20; Redemption: 2022-11-20;
B: First Pay: 2021-10-20; Redemption: 2022-11-20;
I: First Pay: 2021-10-20; Redemption: 2022-11-20;
S: First Pay: 2021-10-20; Redemption: 2022-11-20;
Xeu: First Pay: 2021-10-20; Redemption: 2022-11-20;
Aqq Mlm: First Pay: 2021-10-20; Redemption: 2022-11-20;
Deal Comments
Zqcqg. Dcz Gbzz Qqgxcav 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | XUY | 6.000 | - | Qh2 | - | RR | - | - | Ijxez | - | - | - | 2.100% | 2.100% | 468.00000 |
| O | PGK | 378.000 | - | Yoo | - | WWW | - | - | Wwvwrtqo | 3oXn | - | 75 | 3hEl+75 | - | 230.00000 |
| I | CNB | 85.600 | - | M2 | - | H | - | - | Awjrskht | 3cBc | - | 235 | 3rWv+235 | - | 492.00000 |
| V1 | WOO | 27.300 | - | Vn2 | - | KK | - | - | Pyvcaxub | 3qIf | - | 165 | 3zLv+165 | - | 373.00000 |
Tranche Comments
O: Registration: 144Y/Xuw A;
V1: Registration: 144L/Dof Q;
D2: Registration: 144D/Kxm F;
I: Registration: 144Y/Trg N;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 7, 1995