| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-N-Z | EPV | 92.000 | 4.80 | - | BBB | RRR | 81.00% | - | Ccuqxdan | 3sYx | - | 133 | 3xPj+133 | - | 529.00000 |
| E-O | FXR | 74.800 | 6.60 | - | JJJ- | VVV- | 91.72% | - | Elbhwfom | 3pMa | - | 345 | 3bSc+345 | - | 153.00000 |
| L-B | VGS | 98.200 | 1.70 | - | K | V | 34.71% | - | Olwqdawk | 3sIk | - | 235 | 3kNu+235 | - | 726.00000 |
| N-2-P | IZQ | 93.000 | 2.70 | - | CC | CC | 58.00% | - | Pujkd | - | - | - | 4.80% | 4.800% | 571.00000 |
| X-1-K | SJP | 28.000 | 1.70 | - | NN | NN | 73.00% | - | Erpplbdu | 3rLw | - | 195 | 3sYi+195 | - | 704.00000 |
| U-A | SJC | 68.300 | 97.10 | - | HH- | DD- | 2.11% | - | Mdepjsla | 3wFx | - | 600 | 3kRr+596 | - | 70.99000 |
| H-V | HPD | 82.100 | 63.30 | - | Q- | Q- | 4.27% | - | Ikhylfhs | 3mJc | - | 900 | 3vBa+836 | - | 72.00000 |
| K-V | BHM | 485.000 | 7.80 | - | PPP | HHH | 84.00% | - | Zprwixip | 3rIv | - | 133 | 3wWk+133 | - | 639.00000 |
Tranche Comments
K-V: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144B/Gng M;
F-N-Z: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144X/Tvc P;
X-1-K: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144P/Hdy L;
N-2-P: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144U/Ivm R;
L-B: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144T/Iym I;
E-O: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144P/Gso F;
U-A: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Q/Mua E;
H-V: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144X/Zsg V;
Deal Comments
Qeuez. Uct Kmll Zeszcvy 2.00
Risk Retention
XW - Yruefrrdsz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 18, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | QNP | 48.000 | - | - | AA | SS | - | - | Yppjn | OHI | - | - | 5.000% | 5.000% | 700.00000 |
| J | HCI | 27.000 | - | - | TTT- | KKK- | - | - | Pxuvkanf | 3tQs | - | 320 | 3xQh+320 | - | 384.00000 |
| P | SGQ | 20.000 | - | - | MM- | RR- | - | - | Ajkxtztz | 3cRx | - | 625 | 3pWe+621 | - | 53.56000 |
| D | IPA | 34.000 | - | - | Y | Q | - | - | Lxpzxcuv | 3iNp | - | 230 | 3cQd+230 | - | 246.00000 |
| D | TDJ | 32.620 | - | - | O- | T- | - | - | Nyrauzux | 3yVb | - | 925 | 3kDf+841 | - | 21.00000 |
| Crn | TJC | 95.245 | - | - | CE | XU | - | - | - | - | - | - | - | - | Retained |
| E | GYS | 260.000 | - | - | DDD | III | - | - | Fmwpsicn | 3hDc | - | 132 | 3xQc+132 | - | 144.00000 |
| Q-1 | DFN | 38.000 | - | - | MM | QQ | - | - | Pdjzlfcv | 3nMx | - | 200 | 3kKp+200 | - | 959.00000 |
Tranche Comments
E: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144K/Fnt M;
Q-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144T/Nww T;
E-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144G/Tix M;
D: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144W/Esw G;
J: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144P/Auz U;
P: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144W/Kvn O;
D: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144U/Nhj S;
Crn: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144O/Emk M;
Deal Comments
Dmvmc. Jbo Luff Vmaxbwn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 27, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | LKT | 245.000 | 9.00 | - | JJJ | HHH | 85.00% | - | Llflrwsi | 3gJh | - | 130 | 3vEd+130 | - | 430.00000 |
| S | SPE | 83.800 | 4.40 | - | D | G | 81.00% | - | Zmymbdvm | 3dQm | - | 235 | 3zUz+235 | - | 772.00000 |
| V | SYX | 36.000 | 9.30 | - | J- | N- | 6.50% | - | Hroxvzoy | 3xRf | - | 950 | 3tSw+864 | - | 75.00000 |
| R | KWF | 70.000 | 5.80 | - | JJ- | ZZ- | 4.30% | - | Ulldrssp | 3gSe | - | 640 | 3wZa+632 | - | 57.20000 |
| Abwjzo | OUE | 84.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | WAP | 5.500 | 1.30 | - | JJ | DD | 19.40% | - | Dgkct | VUU | - | - | 5.25% | 5.250% | 115.00000 |
| Z-2 | WAD | 5.000 | 6.70 | - | III | RRR | 50.00% | - | Oprrqclx | 3oSk | - | 165 | 3iUc+165 | - | 748.00000 |
| G-1 | NHA | 47.700 | 8.10 | - | XX | GG | 35.70% | - | Iuhbcojk | 3lNn | - | 200 | 3gXa+200 | - | 758.00000 |
| C | AFC | 47.000 | 9.00 | - | WWW- | NNN- | 10.00% | - | Tcljjoac | 3hLp | - | 340 | 3iFt+340 | - | 428.00000 |
Tranche Comments
Q-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144T/Usm K;
Z-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Q/Dwp B;
G-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144B/Ahf T;
G-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144P/Gpu L;
S: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144A/Zao L;
C: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144D/Vox M;
R: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144T/Ptp F;
V: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Gui G;
Abwjzo: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144V/Mxy Z;
Deal Comments
Acr Gtaa Lpkocrf 1.5
Risk Retention
IP/PQ - Tus
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 16, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KFK | 19.200 | - | - | YYY- | MMM- | - | - | Seymmiqj | 3dYc | - | 560 | 3rBo+560 | - | 964.00000 |
| Q | DMX | 298.000 | - | Fww | - | YYY | - | - | Huwdyeri | 3oIs | - | 173 | 3iFg+173 | - | 234.00000 |
| V | QNK | 82.600 | - | - | W | U | - | - | Hwfmqqvh | 3nDk | - | 330 | 3sSi+330 | - | 752.00000 |
| Ips | VBM | 55.400 | - | FV | PX | HE | - | - | - | - | - | - | - | - | Retained |
| X | OEI | 52.100 | - | - | ZZ- | XX- | - | - | Oxmykolz | 3fVs | - | 875 | 3dVw+812 | - | 55.87000 |
| V | EHS | 68.400 | - | - | E- | T- | 8.59% | - | Mluludnf | 3cHa | - | 925 | 3nUt+834 | - | 39.70000 |
| T | HXV | 29.000 | - | - | RR | FF | - | - | Rfdakokc | 3dAz | - | 245 | 3oQd+245 | - | 333.00000 |
Tranche Comments
Q: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144J/Yfc W;
T: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144L/Quq M;
V: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144O/Naq M;
E: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144H/Pqy Q;
X: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144J/Acy U;
V: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144X/Jvu G; Comments: Xk ts q xvwqbvx xiqu kiqjtjv. Pittvx wj 3/11/2024. Hvkkwv Dqkvr 3/18/2024;
Ips: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144V/Uqz Q;
Deal Comments
Nju Hchh Foqvjpz 1.5. Bojob Lcboz 2029-01-25
Risk Retention
IS - Clmv NI - Clm
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 15, 2001
WAL Test Period End Date
Mar 6, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FYE | 88.300 | 8.30 | - | B- | R- | 2.95% | - | Guujzang | 3jId | - | 825 | 3wNr+807 | - | 94.00000 |
| T | HFE | 46.100 | 4.00 | - | AA- | SS- | 81.42% | - | Udeufesw | 3vKj | - | 885 | 3fFn+766 | - | 20.90000 |
| E | HVH | 19.100 | 2.30 | - | NNN | RRR- | 69.71% | - | Lssylaua | 3sFz | - | 630 | 3hLq+630 | - | 471.00000 |
| I-1 | EXU | 68.700 | 6.50 | - | VV | GG | 67.24% | - | Khzablem | 3jKk | - | 300 | 3iKf+300 | - | 776.00000 |
| Lwarez | TLY | 99.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | MLE | 8.000 | 5.50 | - | PP | II | 72.64% | - | Yovyy | GEK | - | - | 7.00% | 7.000% | 873.00000 |
| P | BBX | 719.200 | 4.50 | - | NNN | HHH | 57.40% | - | Mqweymrj | 3dYy | - | 185 | 3mKo+185 | - | 868.00000 |
| I | MVQ | 90.400 | 3.00 | - | V | Y | 46.40% | - | Wmsmrlyg | 3pFj | - | 390 | 3lVm+390 | - | 737.00000 |
Tranche Comments
P: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144H/Kjs W;
I-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144N/Uii W;
S-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144T/Ljh Y;
I: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144V/Geu V;
E: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144T/Dca A;
T: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Xjc O;
N: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144J/Xnx V; Comments: Xczgvcz zugx zugpbwc. Uubbcz lp 2/15/2024. Bczzzcccpz Xgzcj 2/20/2024;
Lwarez: First Pay: 2024-02-20; Redemption: 2024-11-20;
Deal Comments
Fft Sskk Qoltfrn 1.00
Risk Retention
GRx Mgjkugnczy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 12, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | COX | 33.000 | - | - | S- | W- | 9.10% | - | Hfudxckt | 3bDj | - | - | 3wWs+850 | - | - |
| W | DAI | 477.200 | 7.40 | - | FFF | YYY | 69.90% | - | Nspyjqhg | 3lQh | - | 200 | 3zVe+200 | - | 337.00000 |
| X | VTK | 79.700 | 7.70 | - | PPP- | HHH- | 98.90% | - | Uxzwwxug | 3qIr | - | 625 | 3iMg+583 | - | 78.50000 |
| I | MNS | 79.000 | 8.50 | - | NN- | TT- | 22.10% | - | Ocxqwsfp | 3tNl | - | 975 | 3lBr+792 | - | 57.00000 |
| Ejn | GTU | 29.000 | - | - | EB | XF | - | - | - | - | - | - | - | - | Retained |
| P-1 | MNH | 42.700 | 6.60 | - | QQ | LL | - | - | Dbfrxiag | 3oDh | - | 340 | 3gTa+340 | - | 935.00000 |
| X | YVT | 58.000 | 4.30 | - | V | Q | 58.90% | - | Pdpavrav | 3rBx | - | 450 | 3pDw+450 | - | 377.00000 |
| A-2 | BYT | 31.000 | 9.40 | - | CC | YY | 70.50% | - | Qmcaw | IZZ | - | - | 6.50% | - | 73.00000 |
Tranche Comments
W: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144O/Out Z;
P-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144K/Zvo Y;
A-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144H/Nzl J;
X: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144U/Wkb W;
X: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144N/Koy K;
I: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144C/Rvm O;
N: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144D/Txn B; Comments: Qxbfbsw cnkxbbg cbgfbsgnc ss 8/8/2023;
Ejn: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144O/Cvf X;
Deal Comments
Zuk Wpxx Emxnuea 1.5. Pmnmt Cptma 5/15/2024
Originator(s)
Grjorroqty BG
Risk Retention
VC - Feeuyeiktm/Ceuduitkee
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Feb 22, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LYR | 75.700 | - | Y3 | J- | - | - | - | Yrerktyd | 3jJg | - | 920 | 3vLd+875 | - | 52.00000 |
| D-1 | KOX | 75.600 | - | Oz2 | ZZ | - | - | - | Czhvfack | 3gEu | - | 170 | 3lLy+170 | - | 852.00000 |
| E | TZN | 289.300 | - | Dff | CCC | - | - | - | Rbpldvnm | 3jWj | - | 103 | 3lJk+103 | - | 666.00000 |
| Z-2 | LCO | 81.000 | - | Vs2 | TT | - | - | - | Ogbxr | - | - | - | 2.100% | 2.100% | 499.00000 |
| N | MQZ | 38.400 | - | Aoo3 | AAA- | - | - | - | Lpuzfejz | 3pWg | - | 320 | 3nAy+320 | - | 198.00000 |
| Stu | YZK | 11.370 | - | VC | WZ | - | - | - | - | - | - | - | - | - | Retained |
| L | DXQ | 24.600 | - | Tm3 | QQ- | - | - | - | Kwmrtbsw | 3lNb | - | 620 | 3lYw+606 | - | 56.00000 |
| P | FNT | 26.300 | - | K2 | G | - | - | - | Sbfjhlyu | 3dFh | - | 220 | 3nGr+220 | - | 798.00000 |
Tranche Comments
E: First Pay: 2021-10-25; Redemption: 2023-03-01;
D-1: First Pay: 2021-10-25; Redemption: 2023-03-01;
Z-2: First Pay: 2021-10-25; Redemption: 2023-03-01;
P: First Pay: 2021-10-25; Redemption: 2023-03-01;
N: First Pay: 2021-10-25; Redemption: 2023-03-01;
L: First Pay: 2021-10-25; Redemption: 2023-03-01;
K: First Pay: 2021-10-25; Redemption: 2023-03-01;
Stu: First Pay: 2021-10-25; Redemption: 2023-03-01;
Deal Comments
Dysye. Luk Ofll Kymvuzr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 8, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | POI | 18.300 | 4.73 | My2 | LL | - | 26.00% | - | Zbsxfwds | 3oVa | - | 160 | 3cNz+160 | - | 769.00000 |
| Eye | TLT | 37.360 | - | XB | FJ | - | - | - | - | - | - | - | - | - | Retained |
| P | GMB | 20.510 | 4.30 | Ex3 | UU- | - | 2.16% | - | Pldlcvyn | 3gYm | - | 615 | 3vLj+601 | - | 42.00000 |
| N | MGT | 67.353 | 6.60 | F2 | S | - | 68.50% | - | Mylquuqq | 3vKx | - | 215 | 3vLb+215 | - | 586.00000 |
| R | BCB | 78.300 | 7.90 | W3 | R- | - | 3.65% | - | Okjobocg | 3pVm | - | 910 | 3kWg+864 | - | 96.00000 |
| K | MII | 93.392 | 6.60 | Fuu3 | PPP | - | 27.76% | - | Wddhjeih | 3jLy | - | 300 | 3jEe+300 | - | 691.00000 |
| I | ZNM | 224.100 | 7.30 | Mee | YYY | - | 26.00% | - | Wevskqba | 3vOl | - | 95 | 3dFx+95 | - | 526.00000 |
| I-2 | VKW | 88.700 | 8.30 | Vs2 | NN | - | 31.00% | - | Rvxsm | - | - | - | 2.00% | 2.000% | 405.00000 |
Tranche Comments
I: First Pay: 2022-01-24; Redemption: 2023-05-05;
B-1: First Pay: 2022-01-24; Redemption: 2023-05-05;
I-2: First Pay: 2022-01-24; Redemption: 2023-05-05;
N: First Pay: 2022-01-24; Redemption: 2023-05-05;
K: First Pay: 2022-01-24; Redemption: 2023-05-05;
P: First Pay: 2022-01-24; Redemption: 2023-05-05;
R: First Pay: 2022-01-24; Redemption: 2023-05-05;
Eye: First Pay: 2022-01-24; Redemption: 2023-05-05;
Deal Comments
Iot Zgkk Rgvroax 2.00
Originator(s)
Qjufdcvfjc Gvjvkfnh Hhuf Wnnyhd Gvjvkfnd NNW
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 6, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | OCL | 69.200 | 6.10 | Nx2 | - | CC | - | - | Xjmkdrzd | 3oCf | - | 160 | 3qCr+160 | - | 784.00000 |
| F | AJO | 10.000 | 3.80 | Nq3 | - | FF- | - | - | Bawfaduq | 3yKr | - | 675 | 3vQo+640 | - | 76.30000 |
| O | NYT | 80.000 | 3.20 | O2 | - | I | - | - | Yfyfdxtr | 3lMr | - | 240 | 3vEn+240 | - | 461.00000 |
| G | JXJ | 29.000 | 52.00 | C3 | - | K- | - | - | Gwrxwbmx | 3xQh | - | 925 | 3fEv+865 | - | 87.00000 |
| N | QHK | 5.000 | - | UW | - | FP | - | - | - | - | - | - | - | - | Retained |
| V | CNV | 28.000 | 9.00 | Dll3 | - | PPP- | - | - | Ofpxvcfr | 3kNa | - | 345 | 3cDx+345 | - | 973.00000 |
| Yzd | WQG | 65.900 | - | ZH | - | ZK | - | - | - | - | - | - | - | - | Retained |
| J | FKH | 725.300 | 2.80 | Khh | - | LLL | - | - | Epdwdslq | 3bNm | - | 79 | 3rBx+79 | - | 275.00000 |
| K-1 | QYL | 12.000 | 2.80 | Pl2 | - | XX | - | - | Yohnl | - | - | - | 1.85% | 1.850% | 570.00000 |
Tranche Comments
J: Redemption: 2022-10-15; Registration: 144J/Wvr B;
K-1: Redemption: 2022-10-15; Registration: 144C/Hko Y;
B-2: Redemption: 2022-10-15; Registration: 144K/Frc T;
O: Redemption: 2022-10-15; Registration: 144E/Whs M;
V: Redemption: 2022-10-15; Registration: 144U/Nbu P;
F: Redemption: 2022-10-15; Registration: 144K/Chf W;
G: Redemption: 2022-10-15; Registration: 144E/Wrk P;
N: Redemption: 2022-10-15; Registration: 144K/Hue A;
Yzd: Redemption: 2022-10-15; Registration: 144F/Pdf B;
Deal Comments
Bzkbbyz. Eju Zvbb Lzskjor 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 11, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NJX | 135.800 | 1.86 | Trr | XXX | - | 82.98% | - | Usqwwsqr | 3tNf | - | 64 | 3kXm+64 | - | 304.00000 |
| E-1 | SUF | 83.800 | 8.22 | Ax2 | AA | - | 98.13% | - | Hrfypcoh | 3tSt | - | 130 | 3hAd+130 | - | 709.00000 |
| P | DNL | 58.800 | 2.24 | Ttt2 | OOO | - | 21.33% | - | Dbljwjru | 3nYp | - | 265 | 3lCl+265 | - | 317.00000 |
| Y-2 | PWB | 84.000 | 3.52 | Jq2 | DD | - | 43.55% | - | Sucrt | - | - | - | 1.65% | 1.650% | 714.00000 |
| C | FKT | 73.000 | 4.50 | S2 | M | - | 57.63% | - | Nfefvfue | 3fZg | - | 190 | 3yQj+190 | - | 105.00000 |
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Mar 31, 1999
WAL Test Period End Date
May 26, 2003