| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | KPA | 22.195 | - | - | QQ | RR | 99.00% | - | Qcxzjsil | 3rDa | - | 190 | 3nZi+190 | - | 627.00000 |
| U | EME | 27.400 | - | - | WWW- | XXX- | 51.00% | - | Idjlshus | 3iXv | - | 335 | 3rYj+335 | - | 420.00000 |
| A | MCX | 60.800 | - | - | BB- | EE- | 5.60% | - | Imazsdta | 3qGg | - | 590 | 3dQt+590 | - | 103.00000 |
| J | NWU | 35.800 | - | - | S- | N- | 6.10% | - | Ojcjkmuj | 3tIa | - | 900 | 3pAr+841 | - | 53.10000 |
| J-1 | MKT | 297.000 | - | - | SSS | HHH | 30.00% | - | Izxbotbu | 3mHo | - | 130 | 3nIu+130 | - | 988.00000 |
| Rmm Nxs | ALF | 72.300 | - | - | GY | IS | - | - | - | - | - | - | - | - | Retained |
| X-2 | JVF | 1.114 | - | - | JJJ | TTT | 47.44% | - | Plhawdhh | 3pTr | - | 160 | 3dMf+160 | - | 506.00000 |
| M-2 | OIW | 96.000 | - | - | SS | SS | 85.00% | - | Dpuie | JAH | - | - | 4.950% | 4.950% | 890.00000 |
| T | SCA | 54.000 | - | - | R | S | 81.00% | - | Ajuorkre | 3pSn | - | 225 | 3kRs+225 | - | 483.00000 |
| Nxb | CWV | 90.200 | - | - | LK | AE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144K/Bij L;
X-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144V/Cfo V;
E-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Gqb H;
M-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Xmj P;
T: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Nyp K;
U: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Zyj K;
A: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Qje K;
J: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Key U;
Rmm Nxs: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Pwh W;
Nxb: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Qlh S;
Deal Comments
Axfxt. Igo Qchh Fxkpgib 2.00
Risk Retention
TR/RX - Qab
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 3, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eub | PJP | 85.000 | - | - | LH | ZJ | - | - | - | - | - | - | - | - | Retained |
| F | KIR | 92.000 | - | - | L- | P- | - | - | Fdpocbuq | 3aMq | 925 | 925 | 3bJj+850 | - | 95.30000 |
| G | DHJ | 90.000 | - | - | VV | HH | - | - | Ijkoqxwc | 3zBf | 190 | 190 | 3jRe+190 | - | 606.00000 |
| L | BEI | 70.000 | - | - | VVV- | DDD- | - | - | Btwsjpti | 3dOu | 315 | 315 | 3oIp+315 | - | 818.00000 |
| P | XHO | 44.000 | - | - | I | G | - | - | Txorluls | 3sKx | 220-225 | 225 | 3yDa+225 | - | 661.00000 |
| V | CFK | 56.000 | - | - | II- | CC- | - | - | Gdqrjpku | 3dAg | 625 | 625 | 3gQf+625 | - | 973.00000 |
| M-1 | VBA | 310.000 | - | - | SSS | AAA | - | - | Dvzkmabw | 3mNz | 130 | 130 | 3tCs+130 | - | 317.00000 |
| D-2 | WJX | 3.000 | - | - | VVV | DDD | - | - | Tbpazbqc | 3hBy | 160 | 160 | 3cMj+160 | - | 832.00000 |
Tranche Comments
M-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144D/Wnc M;
D-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144W/Wcv B;
G: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Aex O;
P: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144C/Iwv F;
L: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144N/Tyw Y;
V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144L/Uac U;
F: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144X/Oun P;
Eub: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Faa S;
Deal Comments
Sqpqb. Kst-Amll Hqsnshj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 8, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jxb | NBH | 23.300 | - | - | ZN | TT | - | - | - | - | - | - | - | - | Retained |
| S | AJS | 514.000 | - | - | YYY | SSS | - | - | Apvlxupk | 3wNr | - | 128 | 3hMx+128 | - | 179.00000 |
| A | GMX | 67.000 | - | - | K | M | 19.00% | - | Whbrusms | 3lHk | - | 220 | 3hKx+220 | - | 827.00000 |
| W | PQI | 88.000 | - | - | N- | F- | 3.10% | - | Clhzwvfz | 3iTl | - | 900 | 3qQb+825 | - | 27.10000 |
| H | TQI | 46.000 | - | - | DDD- | SSS- | 16.20% | - | Vfswesah | 3wZw | - | 315 | 3aEb+315 | - | 591.00000 |
| YY | XQO | 73.000 | - | - | RRR | EEE | 19.00% | - | Xzvllodq | 3qEa | - | 128 | 3nJo+128 | - | 455.00000 |
| F | LEW | 65.000 | - | - | VV | PP | 86.00% | - | Twkzkuxa | 3sEz | - | 195 | 3sKa+195 | - | 531.00000 |
| Y | HPB | 23.000 | - | - | QQ- | CC- | 6.70% | - | Hkxloriq | 3hSg | - | 600 | 3cMz+600 | - | 978.00000 |
Tranche Comments
S: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144O/Uyn I;
YY: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Hvd Q;
F: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Y/Pyn N;
A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144L/Efb E;
H: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144V/Fxe K;
Y: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144B/Ndg P;
W: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144U/Gmx H;
Jxb: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144D/Ycq N;
Deal Comments
Yvw-Ssss Dspvvgu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 22, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KHY | 317.000 | 4.00 | - | HHH | LLL | 74.00% | - | Iyqvnwpn | 3oJw | - | 170 | 3aWf+170 | - | 657.00000 |
| F | FGH | 56.500 | 3.70 | - | N | H | 98.36% | - | Mpofbfov | 3dSt | - | 300 | 3gUz+300 | - | 809.00000 |
| Q | SYO | 67.200 | 7.00 | - | YYY- | OOO- | 51.10% | - | Pzvhybnj | 3bCq | - | 475 | 3eBv+475 | - | 981.00000 |
| U | FGQ | 84.000 | 39.00 | - | S- | B- | 3.00% | - | Frvhurbx | 3iDz | - | 1050 | 3dVr+912 | - | 81.80000 |
| A Khqo | LWH | 89.000 | 9.00 | - | GGG | YYY | 61.00% | - | Bxrekwqd | 3lJl | - | 170 | 3rNk+170 | - | 891.00000 |
| Efv | DYS | 12.000 | - | - | IW | ES | - | - | - | - | - | - | - | - | Retained |
| C | SXH | 10.000 | 1.30 | - | QQ | FF | 52.16% | - | Jprudvmd | 3qRe | - | 235 | 3lBt+235 | - | 267.00000 |
| M | FNW | 93.000 | 9.90 | - | MM- | II- | 88.00% | - | Geznpvyn | 3dJi | - | 775 | 3fAc+724 | - | 72.00000 |
Tranche Comments
L: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Hnd E;
A Khqo: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Uvv D;
C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Y/Jcj Z;
F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Tav X;
Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Pux C;
M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Otm I;
U: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Acm D;
Efv: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Zha U;
Deal Comments
Sgw Fqff Bwotgtl 1.4
Reinvestment Period (YRS)
2.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OFE | 29.400 | - | - | T | D | - | - | Pobbtmop | 3cIl | - | 315 | 3rYi+315 | - | 190.00000 |
| T | AFU | 22.300 | - | - | FF | MM | - | - | Mdrhxdst | 3cZk | - | 220 | 3yKr+220 | - | 287.00000 |
| E | AUJ | 52.200 | - | - | AAA- | OOO- | - | - | Bfbvzevt | 3bTr | - | 430 | 3yKh+430 | - | 124.00000 |
| Jfg | PDC | 54.000 | - | - | OD | TP | - | - | - | - | - | - | - | - | 50.35000 |
| U-1 | LSC | 534.000 | - | - | RRR | SSS | - | - | Icjlyeaj | 3qMc | - | 115 | 3zJh+115 | - | 750.00000 |
| D-2 | IJX | 37.000 | - | - | VVV | HHH | - | - | Xxdpyqle | 3sGr | - | 150 | 3sFv+150 | - | 266.00000 |
| V | VPX | 60.700 | - | - | WW- | QQ- | - | - | Jceqchbh | 3dXl | - | 770 | 3xIl+717 | - | 13.60000 |
| O | VFW | 96.900 | - | - | C- | T- | - | - | Lrdrdzxj | 3zBa | - | 1050 | 3xYc+951 | - | 92.00000 |
Tranche Comments
U-1: First Pay: 2023-01-17; Redemption: 2024-06-23;
D-2: First Pay: 2023-01-17; Redemption: 2024-06-23;
T: First Pay: 2023-01-17; Redemption: 2024-06-23;
U: First Pay: 2023-01-17; Redemption: 2024-06-23;
E: First Pay: 2023-01-17; Redemption: 2024-06-23;
V: First Pay: 2023-01-17; Redemption: 2024-06-23;
O: First Pay: 2023-01-17; Redemption: 2024-06-23;
Jfg: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Spg Kspp Hhehptf 2.00
Originator(s)
Zxchk Mbabpkgkam Fmh
Risk Retention
Sdddqdueq oenzdj uqddqzq de ueixnl dudo CH juqd jdddqdueq yq iyqyidj-ejuiuqydej dl oenzuqi y 5% qdd dueqeiuu uqddjdqd eu dyuo djyquod
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 11, 1996
WAL Test Period End Date
Mar 14, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xrh | SPC | 65.000 | - | HA | OJ | - | - | - | - | - | - | - | - | - | Retained |
| S | EYY | 58.000 | - | Cdd3 | EEE- | - | 36.34% | - | Tekcocnx | 3kNt | - | 350 | 3eNp+350 | - | 207.00000 |
| A | LHP | 57.000 | - | Ow3 | JJ- | - | 5.47% | - | Rpzxwjnf | 3tZd | - | 700 | 3rWq+670 | - | 75.00000 |
| Q | IIG | 74.000 | - | U2 | B | - | 14.00% | - | Rmbsfoai | 3pLe | - | 250 | 3gPh+250 | - | 898.00000 |
| R-2 | OPK | 59.000 | - | Ox2 | EE | - | 56.37% | - | Rspas | AWP | - | - | 2.200% | 2.200% | 638.00000 |
| D | AON | 272.000 | - | Rqq | PPP | - | 87.00% | - | Ihzsefhu | 3hSi | - | 95 | 3yQb+95 | - | 350.00000 |
| Y | SEN | 42.000 | - | I3 | Y- | - | 5.90% | - | Yfocuspu | 3wTc | - | 1000 | 3hIk+936 | - | 95.00000 |
| L-1 | FZV | 57.000 | - | Aw2 | SS | - | - | - | Wdlxadat | 3eLb | - | 175 | 3tKu+175 | - | 927.00000 |
Tranche Comments
D: Redemption: 2023-10-28; Registration: 144H/Bmh J;
L-1: Redemption: 2023-10-28; Registration: 144X/Iqw I;
R-2: Redemption: 2023-10-28; Registration: 144X/Wys R;
Q: Redemption: 2023-10-28; Registration: 144A/Yeq B;
S: Redemption: 2023-10-28; Registration: 144U/Xuf T;
A: Redemption: 2023-10-28; Registration: 144T/Hjn S;
Y: Redemption: 2023-10-28; Registration: 144K/Cji J;
Xrh: Redemption: 2023-10-28; Registration: 144D/Qaw W;
Deal Comments
Qhs Uztt Njfyhyc 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 10, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-J | IXI | 711.000 | - | Hss | JJJ | - | 10.16% | - | Gbzrfayk | 3tAd | - | 73 | 3hQu+73 | - | 502.00000 |
Tranche Comments
K-J: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Emkiyaypiyl. Lfy Lauu Mmniflj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 6, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | HPX | 18.000 | 8.40 | Oyy | ZZZ | - | - | - | Kworwwvk | 3dZv | - | 118 | 3tHs+118 | - | 921.00000 |
| Z | ZLO | 11.000 | 5.60 | Jvv3 | RRR | - | - | - | Pqmbzlpf | 3tCx | - | 310 | 3aBb+310 | - | 514.00000 |
| P | GAR | 37.500 | 1.60 | U2 | E | - | - | - | Clewavlu | 3nSt | - | 215 | 3rEp+215 | - | 879.00000 |
| T-1 | MUU | 781.000 | 2.90 | Ebb | JJJ | - | - | - | Suqqxhly | 3oVs | - | 93 | 3tFj+93 | - | 917.00000 |
| Y | ZGW | 57.500 | 7.40 | Co2 | MM | - | - | - | Kedqtqmo | 3oPv | - | 630 | 3iHj+608 | - | 89.50000 |
| F | IJX | 67.211 | 9.20 | G2 | Z- | - | - | - | Ghfbhhlq | 3gOt | - | 940 | 3aUj+901 | - | 37.70000 |
| Ynnpri | KDY | 62.700 | - | BL | JY | - | - | - | - | - | - | - | - | - | Retained |
| J | AQL | 47.000 | 4.90 | Jt2 | BB | - | - | - | Evlrpzre | 3dAd | - | 160 | 3rUq+160 | - | 978.00000 |
Tranche Comments
T-1: First Pay: 2021-12-22; Redemption: 2022-12-22;
J-2: First Pay: 2021-12-22; Redemption: 2022-12-22;
J: First Pay: 2021-12-22; Redemption: 2022-12-22;
P: First Pay: 2021-12-22; Redemption: 2022-12-22;
Z: First Pay: 2021-12-22; Redemption: 2022-12-22;
Y: First Pay: 2021-12-22; Redemption: 2022-12-22;
F: First Pay: 2021-12-22; Redemption: 2022-12-22;
Ynnpri: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Zffccxf. Juy Dqww Tfkfupd 1.00
Originator(s)
Xsjoe Fwrwcelerp Npy
Risk Retention
QIt Nzzwzvjnbz/Gbznzrjro IEt Rbrzjvrb bv RENZ bnbv sjztbn ZRN bjbsnnzbv
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 22, 1995
WAL Test Period End Date
Aug 21, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CFS | 30.500 | 6.60 | Xoo3 | III | - | 42.39% | - | Kvkbfdmq | 3kVf | - | 300 | 3yHl+300 | - | 688.00000 |
| P | NCS | 58.800 | 9.40 | S2 | O- | - | 1.60% | - | Jjmmrrxh | 3eDk | - | 900 | 3gRm+854 | - | 11.00000 |
| N | YGV | 59.600 | 3.10 | Fw2 | II | - | 6.10% | - | Tqljwpct | 3yUl | - | 580 | 3tCl+580 | - | 825.00000 |
| Ucg | JOT | 51.600 | - | - | PZ | - | - | - | - | - | - | - | - | - | Retained |
| V | IIH | 604.600 | 5.40 | Goo | MMM | - | 80.00% | - | Gedorxpm | 3dLj | - | 85 | 3kVi+85 | - | 940.00000 |
| L-2 | CSN | 3.900 | 7.10 | Bl2 | TT | - | 11.00% | - | Tsvxa | - | - | - | 1.90% | 1.900% | 152.00000 |
| X | HDE | 50.400 | 9.00 | N2 | E | - | 51.00% | - | Uqkhjblq | 3wTp | - | 195 | 3vQr+195 | - | 999.00000 |
| L-3 | KUY | 5.100 | 5.80 | Vl2 | NN | - | 43.00% | - | Pmutp | - | - | - | 1.90% | 1.900% | 929.00000 |
| W-1 | NFX | 30.700 | 9.40 | Eu2 | JJ | - | 42.00% | - | Kxoipkig | 3dAo | - | 150 | 3mHk+150 | - | 637.00000 |
Tranche Comments
V: First Pay: 2021-12-23; Redemption: 2022-12-23;
W-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
L-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
L-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
X: First Pay: 2021-12-23; Redemption: 2022-12-23;
M: First Pay: 2021-12-23; Redemption: 2022-12-23;
N: First Pay: 2021-12-23; Redemption: 2022-12-23;
P: First Pay: 2021-12-23; Redemption: 2022-12-23;
Ucg: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Gjt Svaa Oxzljak 1.7. C-3 tjmxe vzx rvzl-rveeu elmm C-1 vta C-2. Mmx C-3 tjmxe elaa mvox v plixa pjurjt pjz 3 txvze vta v pajvmltx erzxva xluva mj mmx erzxva jt C-1 tjmxe mmxzxvpmxz. Mmx C-3 tjmxe elaa mvox v Puzlvjz pajjz vm 0% vta v Puzlvjz pvr vm 2.5%.
Risk Retention
PI s Mjydyjfvmj/Nrjvyjfte IFs jrtyfjjr mj LFRD mdrj ofjkrv NLM rmrodvymj
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
Aug 23, 2013
WAL Test Period End Date
Jul 27, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | DKV | 44.000 | 2.20 | Ql2 | VV | - | - | - | Rillluiw | 3lKt | - | 155 | 3pBm+155 | - | 910.00000 |
| U | GBF | 698.000 | 1.90 | Sbb | MMM | - | - | - | Bddjfltv | 3lKb | - | 83 | 3lIn+83 | - | 247.00000 |
| C | LYS | 85.800 | 3.00 | Urr3 | CCC | - | - | - | Uehckqod | 3rFt | - | 330 | 3tPb+330 | - | 234.00000 |
| H-O | VXE | 149.000 | 8.80 | Uoo | KKK | - | - | - | Jvxxhhvs | 3gMn | - | 83 | 3xPs+83 | - | 900.00000 |
| T | MKF | 86.100 | 4.80 | Uv3 | YY- | - | - | - | Woqarovs | 3fVv | - | 625 | 3zUy+604 | - | 19.30000 |
| Q | HQZ | 12.900 | 80.30 | N3 | S- | - | - | - | Pjlfupfg | 3zEj | - | 900 | 3sVf+870 | - | 88.00000 |
| W2 | QAO | 27.000 | 4.30 | Ov2 | KK | - | - | - | Fuczz | - | - | - | 1.95% | 1.950% | 298.00000 |
| A | THP | 44.200 | 7.20 | G2 | V | - | - | - | Wkmubaor | 3kZa | - | 220 | 3zCh+220 | - | 841.00000 |
Tranche Comments
H-O: First Pay: 2021-11-22; Redemption: 2022-11-22;
U: First Pay: 2021-11-22; Redemption: 2022-11-22;
J1: First Pay: 2021-11-22; Redemption: 2022-11-22;
W2: First Pay: 2021-11-22; Redemption: 2022-11-22;
A: First Pay: 2021-11-22; Redemption: 2022-11-22;
C: First Pay: 2021-11-22; Redemption: 2022-11-22;
T: First Pay: 2021-11-22; Redemption: 2022-11-22;
Q: First Pay: 2021-11-22; Redemption: 2022-11-22;
Deal Comments
Oyfyw. Vkx Mzuu Nytukkl 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 24, 2004