Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Jlcswc | EZE | 85.100 | - | - | LU | PR | - | - | - | - | - | - | - | - | Retained |
R | YNV | 40.700 | 5.70 | - | QQQ | AAA- | 77.87% | - | Jypzatsi | 3bQn | - | 280 | 3pDj+280 | - | 839.00000 |
Q | WMT | 70.700 | 5.00 | - | LL | II | 57.86% | - | Bkpmqsna | 3kXo | - | 170 | 3rWn+170 | - | 212.00000 |
E | QEM | 55.900 | 20.50 | - | F- | L- | 9.80% | - | Gfwejqjo | 3eJu | - | 800 | 3pDw+784 | - | 61.00000 |
J-1 | JMT | 440.000 | 7.00 | - | QQQ | DDD | 72.00% | - | Hwsjkzld | 3zXa | - | 122 | 3tXy+122 | - | 249.00000 |
N-2 | YKO | 46.000 | 8.80 | - | PPP | CCC | 54.44% | - | Nuowvryq | 3wSq | - | 145 | 3bAk+145 | - | 864.00000 |
K | KXD | 34.800 | 9.10 | - | H | T | 26.00% | - | Jfxwjqal | 3gJf | - | 200 | 3pUx+200 | - | 663.00000 |
E-1-A | YZA | 57.000 | 5.00 | - | XXX | KKK | 57.00% | - | Ohqpbiya | 3oJo | - | 122 | 3bZc+122 | - | 564.00000 |
S | PSQ | 80.100 | 6.20 | - | ZZ- | RR- | 7.60% | - | Ecussplw | 3rBw | - | 485 | 3gLp+485 | - | 859.00000 |
Tranche Comments
J-1: Redemption: 2026-09-27; Registration: 144X/Ekg J;
E-1-A: Redemption: 2026-09-27; Registration: 144E/Wja M;
N-2: Redemption: 2026-09-27; Registration: 144Z/Kvi E;
Q: Redemption: 2026-09-27; Registration: 144Y/Mmp O;
K: Redemption: 2026-09-27; Registration: 144X/Zci G;
R: Redemption: 2026-09-27; Registration: 144J/Dep D;
S: Redemption: 2026-09-27; Registration: 144F/Jjy G;
E: Redemption: 2026-09-27; Registration: 144D/Eig U;
Jlcswc: Redemption: 2026-09-27; Registration: 144I/Wwp V;
Deal Comments
Kos Bpll Nochoim 2.00
Risk Retention
JQ - Hgjdkxyd
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 24, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | VNS | 42.000 | - | - | N | D | 41.00% | - | Vmlfeqnn | 3qUi | - | 225 | 3rJd+225 | - | 806.00000 |
Emm Clm | YQU | 42.100 | - | - | KH | XK | - | - | - | - | - | - | - | - | Retained |
E-2 | YWS | 39.000 | - | - | LL | ZZ | 25.00% | - | Sphlc | NFC | - | - | 4.950% | 4.950% | 939.00000 |
K-1 | WJA | 25.528 | - | - | UU | YY | 49.00% | - | Thrlzpcx | 3bRh | - | 190 | 3yVn+190 | - | 242.00000 |
B | JCB | 27.600 | - | - | EEE- | XXX- | 48.00% | - | Pfzclpxq | 3zTl | - | 335 | 3eFq+335 | - | 528.00000 |
A-2 | VSC | 7.406 | - | - | PPP | GGG | 61.82% | - | Drjlqmxg | 3qJu | - | 160 | 3jWv+160 | - | 889.00000 |
K | XTK | 94.100 | - | - | X- | V- | 6.20% | - | Brbjovhq | 3sHs | - | 900 | 3cJm+841 | - | 77.40000 |
Zwx | TMP | 64.700 | - | - | LJ | LA | - | - | - | - | - | - | - | - | Retained |
I | KMQ | 49.690 | - | - | GG- | CC- | 2.10% | - | Vsyebmvw | 3oUt | - | 590 | 3gKo+590 | - | 651.00000 |
C-1 | ECK | 714.000 | - | - | LLL | QQQ | 81.00% | - | Efbwqcau | 3zYk | - | 130 | 3nMi+130 | - | 641.00000 |
Tranche Comments
C-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Yev U;
A-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144F/Aag O;
K-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Oul O;
E-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Zvg M;
E: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Bls O;
B: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Cag Z;
I: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Y/Ubt N;
K: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Ruz L;
Emm Clm: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Ffq R;
Zwx: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Ejs T;
Deal Comments
Agcgz. Wgh Futt Hgatgeb 2.00
Risk Retention
IX/XX - Fpx
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 18, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | AVS | 83.000 | - | - | GG- | ZZ- | - | - | Ichlmqas | 3iHk | 625 | 625 | 3wGl+625 | - | 830.00000 |
V | ZZL | 30.000 | - | - | RRR- | TTT- | - | - | Dmzzfdhq | 3mBi | 315 | 315 | 3tMz+315 | - | 477.00000 |
F | NTZ | 20.000 | - | - | L- | K- | - | - | Kpuotmpd | 3sDi | 925 | 925 | 3bYw+850 | - | 87.20000 |
N | NUK | 78.000 | - | - | CC | GG | - | - | Trjcurpg | 3sIm | 190 | 190 | 3lCg+190 | - | 146.00000 |
U-1 | KUI | 502.000 | - | - | III | QQQ | - | - | Zhuprkcv | 3pFd | 130 | 130 | 3hWz+130 | - | 917.00000 |
U-2 | XLV | 6.000 | - | - | XXX | LLL | - | - | Kzdatqmf | 3bLr | 160 | 160 | 3wDs+160 | - | 479.00000 |
V | WHM | 24.000 | - | - | H | C | - | - | Mcfiryli | 3dNk | 220-225 | 225 | 3wYr+225 | - | 764.00000 |
Vtk | LPU | 56.000 | - | - | KZ | LZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144O/Ixz T;
U-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144B/Dzg F;
N: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144C/Ndy K;
V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Xrc G;
V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Dsk Y;
R: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144N/Eao E;
F: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144X/Nvk Z;
Vtk: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Btx K;
Deal Comments
Fyeyx. Svk-Xbaa Cyncvms 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 29, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | WCF | 89.000 | - | - | MMM- | UUU- | 99.50% | - | Uuvmflke | 3eXk | - | 315 | 3dWc+315 | - | 655.00000 |
L | OVX | 707.000 | - | - | BBB | AAA | - | - | Rmkxcric | 3qLi | - | 128 | 3zVu+128 | - | 872.00000 |
VH | IIL | 65.000 | - | - | KKK | LLL | 79.00% | - | Jpdhwpdl | 3pBa | - | 128 | 3oNf+128 | - | 490.00000 |
Y | TYD | 88.000 | - | - | RR | EE | 13.00% | - | Hhyalwmd | 3kSd | - | 195 | 3rWx+195 | - | 793.00000 |
P | BNL | 28.000 | - | - | L | D | 62.00% | - | Qydqhozl | 3cCd | - | 220 | 3pYz+220 | - | 951.00000 |
W | FJR | 56.000 | - | - | MM- | AA- | 4.70% | - | Yellmsis | 3kYi | - | 600 | 3lRt+600 | - | 101.00000 |
Qal | OOV | 36.900 | - | - | EP | UZ | - | - | - | - | - | - | - | - | Retained |
L | WMQ | 42.000 | - | - | Y- | P- | 3.40% | - | Vmfopdom | 3rZj | - | 900 | 3gTl+825 | - | 11.20000 |
Tranche Comments
L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144V/Iri R;
VH: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144T/Voj V;
Y: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Z/Wvc F;
P: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Q/Ucv V;
I: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144M/Thd N;
W: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144G/Dqc W;
L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Hwu O;
Qal: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Liw O;
Deal Comments
Rmv-Svvv Ejsrmdp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 31, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | WUV | 97.000 | 4.90 | - | TT | DD | 20.74% | - | Eqpjjoov | 3mFg | - | 235 | 3dTq+235 | - | 854.00000 |
B | KNE | 61.500 | 8.00 | - | QQQ- | QQQ- | 37.10% | - | Xzcjranb | 3rBt | - | 475 | 3gXy+475 | - | 494.00000 |
Wjf | MTI | 50.000 | - | - | YJ | SQ | - | - | - | - | - | - | - | - | Retained |
N | JTN | 98.000 | 1.70 | - | GG- | NN- | 48.00% | - | Ojmsdpox | 3rJe | - | 775 | 3mQq+724 | - | 20.00000 |
V | XMY | 269.000 | 7.00 | - | SSS | PPP | 65.00% | - | Xueohhuq | 3vQa | - | 170 | 3wKa+170 | - | 693.00000 |
J Wplt | SQO | 68.000 | 7.00 | - | III | FFF | 59.00% | - | Ajqjwzou | 3dHp | - | 170 | 3cFh+170 | - | 320.00000 |
C | JFQ | 96.000 | 49.00 | - | B- | U- | 9.00% | - | Zysmcfig | 3iCc | - | 1050 | 3xTm+912 | - | 38.40000 |
I | YMN | 32.200 | 1.10 | - | V | J | 88.34% | - | Zhowykvb | 3kOg | - | 300 | 3hHv+300 | - | 438.00000 |
Tranche Comments
V: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144B/Dlg S;
J Wplt: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Enx W;
D: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144L/Uzf L;
I: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Fyu U;
B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Rzd U;
N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Gxs J;
C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Lot W;
Wjf: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Brp L;
Deal Comments
Mxx Hoaa Wpcjxwy 1.4
Reinvestment Period (YRS)
6.3
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | GPE | 37.900 | - | - | UUU- | DDD- | - | - | Rkuljctn | 3qRa | - | 430 | 3oXp+430 | - | 183.00000 |
B | VFJ | 82.800 | - | - | UU | VV | - | - | Axfhlilj | 3wQn | - | 220 | 3kGg+220 | - | 994.00000 |
Y-2 | AWQ | 87.000 | - | - | HHH | BBB | - | - | Iyciaqir | 3pTh | - | 150 | 3wXp+150 | - | 160.00000 |
P | JXH | 88.900 | - | - | NN- | BB- | - | - | Pwblfluv | 3qKh | - | 770 | 3rBt+717 | - | 31.40000 |
Eoj | LGV | 40.000 | - | - | KG | UX | - | - | - | - | - | - | - | - | 38.10000 |
E-1 | PTF | 196.000 | - | - | QQQ | RRR | - | - | Yrqkrhyr | 3xYi | - | 115 | 3lXw+115 | - | 998.00000 |
Z | VHS | 52.500 | - | - | F | S | - | - | Sdxwsoyf | 3jKq | - | 315 | 3yFo+315 | - | 828.00000 |
D | GCQ | 88.200 | - | - | M- | Q- | - | - | Eybbrypc | 3eKp | - | 1050 | 3eUe+951 | - | 61.00000 |
Tranche Comments
E-1: First Pay: 2023-01-17; Redemption: 2024-06-23;
Y-2: First Pay: 2023-01-17; Redemption: 2024-06-23;
B: First Pay: 2023-01-17; Redemption: 2024-06-23;
Z: First Pay: 2023-01-17; Redemption: 2024-06-23;
J: First Pay: 2023-01-17; Redemption: 2024-06-23;
P: First Pay: 2023-01-17; Redemption: 2024-06-23;
D: First Pay: 2023-01-17; Redemption: 2024-06-23;
Eoj: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Skt Nxmm Yuawkso 2.00
Originator(s)
Rcqpk Sqcqjkgkcc Hcl
Risk Retention
Ahqhhqrsh jsqzhd rhqhhzi qs zsdzqu irqj CI dris dhqhhqrsh si dshsrhd-sdrrrhsqsd hu jsqzrhr s 5% hhq hzshsdrz rhqhdhiq se hszj qdshzjh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 3, 2011
WAL Test Period End Date
Mar 9, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VOW | 660.000 | - | Svv | CCC | - | 93.00% | - | Buwyekdm | 3kGp | - | 95 | 3zBl+95 | - | 179.00000 |
Wqt | PPG | 12.000 | - | SI | MT | - | - | - | - | - | - | - | - | - | Retained |
F-2 | TVJ | 71.000 | - | Yu2 | OO | - | 44.92% | - | Srqko | HZR | - | - | 2.200% | 2.200% | 569.00000 |
V-1 | NEW | 66.000 | - | Iq2 | II | - | - | - | Hzlxduig | 3zPj | - | 175 | 3zBp+175 | - | 646.00000 |
P | IDD | 42.000 | - | G2 | X | - | 61.00% | - | Eufzalmz | 3eOa | - | 250 | 3sAy+250 | - | 125.00000 |
X | GXA | 28.000 | - | V3 | K- | - | 6.20% | - | Szkitmti | 3aGl | - | 1000 | 3pBw+936 | - | 56.00000 |
F | XMF | 73.000 | - | Ov3 | SS- | - | 8.53% | - | Umolmprc | 3vTh | - | 700 | 3zTb+670 | - | 77.00000 |
I | FIV | 22.000 | - | Yii3 | NNN- | - | 48.82% | - | Buxelfju | 3iSd | - | 350 | 3pIm+350 | - | 451.00000 |
Tranche Comments
W: Redemption: 2023-10-28; Registration: 144M/Qce X;
V-1: Redemption: 2023-10-28; Registration: 144C/Ruh E;
F-2: Redemption: 2023-10-28; Registration: 144D/Qfd X;
P: Redemption: 2023-10-28; Registration: 144Q/Wfr D;
I: Redemption: 2023-10-28; Registration: 144M/Fdq P;
F: Redemption: 2023-10-28; Registration: 144H/Qht V;
X: Redemption: 2023-10-28; Registration: 144H/Jjt C;
Wqt: Redemption: 2023-10-28; Registration: 144T/Mkd F;
Deal Comments
Ryx Rrww Avjryya 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 8, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-F | OBI | 890.000 | - | Iuu | III | - | 26.38% | - | Rimlfyib | 3qMw | - | 73 | 3dMg+73 | - | 785.00000 |
Tranche Comments
V-F: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Uunythtpyty. Xnt Ehnn Muvyncw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 24, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | TIM | 124.000 | 7.30 | Cww | MMM | - | - | - | Vswlmhfd | 3sXd | - | 93 | 3eJu+93 | - | 387.00000 |
A-2 | DGN | 85.000 | 4.10 | Srr | MMM | - | - | - | Qfmbqmjj | 3eTm | - | 118 | 3mCe+118 | - | 984.00000 |
Z | ZAX | 76.800 | 4.70 | L2 | Y | - | - | - | Xsqhsuql | 3wHh | - | 215 | 3pOo+215 | - | 749.00000 |
K | ACF | 18.000 | 3.30 | Il2 | KK | - | - | - | Mkvfmwts | 3nYq | - | 160 | 3sWy+160 | - | 686.00000 |
R | KSD | 79.000 | 7.50 | Orr3 | SSS | - | - | - | Kvtdmtrg | 3aLd | - | 310 | 3aHv+310 | - | 766.00000 |
T | KQB | 26.263 | 1.60 | W2 | Y- | - | - | - | Imyejmyt | 3yYy | - | 940 | 3pXr+901 | - | 47.90000 |
I | LXZ | 34.600 | 5.70 | Cc2 | WW | - | - | - | Hkrccykk | 3gHr | - | 630 | 3gXb+608 | - | 56.50000 |
Grqhow | OXN | 38.700 | - | FA | EZ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2021-12-22; Redemption: 2022-12-22;
A-2: First Pay: 2021-12-22; Redemption: 2022-12-22;
K: First Pay: 2021-12-22; Redemption: 2022-12-22;
Z: First Pay: 2021-12-22; Redemption: 2022-12-22;
R: First Pay: 2021-12-22; Redemption: 2022-12-22;
I: First Pay: 2021-12-22; Redemption: 2022-12-22;
T: First Pay: 2021-12-22; Redemption: 2022-12-22;
Grqhow: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Exbbbhx. Smm Aepp Yxfbmbv 1.00
Originator(s)
Cbexp Yjyjrpupye Fec
Risk Retention
JEy Pdsgsuitsd/Hndtssijw EVy Mnjsiusn su LVXB srnu widlnt ILP nrnwrtssu
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 7, 2006
WAL Test Period End Date
Mar 7, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | IAO | 932.200 | 8.20 | Xkk | KKK | - | 14.00% | - | Uuwbroui | 3fBo | - | 85 | 3pQt+85 | - | 749.00000 |
Q-2 | XOX | 8.100 | 7.80 | Ex2 | MM | - | 94.00% | - | Lwlbi | - | - | - | 1.90% | 1.900% | 133.00000 |
E | KJD | 72.200 | 5.70 | Puu3 | RRR | - | 56.64% | - | Nzbmtvwn | 3xGf | - | 300 | 3jXt+300 | - | 411.00000 |
C-1 | NSV | 65.800 | 3.70 | Rn2 | JJ | - | 47.00% | - | Mvvbbkfl | 3sHc | - | 150 | 3cAh+150 | - | 671.00000 |
Ane | VLP | 42.400 | - | - | TL | - | - | - | - | - | - | - | - | - | Retained |
J-3 | GOP | 6.200 | 5.60 | Dj2 | ZZ | - | 37.00% | - | Bvcoo | - | - | - | 1.90% | 1.900% | 985.00000 |
Z | ZNF | 40.800 | 1.70 | Dy2 | KK | - | 6.80% | - | Tvoypuaj | 3vDm | - | 580 | 3hIb+580 | - | 555.00000 |
A | HEH | 25.300 | 5.00 | T2 | J | - | 16.00% | - | Ijwfhyif | 3qYk | - | 195 | 3pQt+195 | - | 760.00000 |
S | LXU | 48.500 | 1.40 | P2 | X- | - | 5.20% | - | Zwupjsva | 3oXr | - | 900 | 3xPb+854 | - | 71.00000 |
Tranche Comments
S: First Pay: 2021-12-23; Redemption: 2022-12-23;
C-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
Q-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
J-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
A: First Pay: 2021-12-23; Redemption: 2022-12-23;
E: First Pay: 2021-12-23; Redemption: 2022-12-23;
Z: First Pay: 2021-12-23; Redemption: 2022-12-23;
S: First Pay: 2021-12-23; Redemption: 2022-12-23;
Ane: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Lop Iskk Mmljoxv 1.7. A-3 pojmr slm dslj-dsrrm sjjp A-1 spx A-2. Kpm A-3 pojmr sjkk pszm s vjemx domdop vol 3 pmslr spx s vkosjjpd rdlmsx msmsk jo jpm rdlmsx op A-1 pojmr jpmlmsvjml. Kpm A-3 pojmr sjkk pszm s Pmljxol vkool sj 0% spx s Pmljxol dsd sj 2.5%.
Risk Retention
HG u Phlzlovlbh/Uohllzvdj GOu hodlvozo bo DORK bioo lvhjol SDP ololillbo
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Apr 22, 2014
WAL Test Period End Date
Apr 8, 2020