| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | LQS | 77.000 | 9.90 | - | FF | WW | 56.40% | - | Jpkdmuwb | 3vSm | - | 205 | 3rMh+205 | - | 971.00000 |
| R | NTZ | 123.000 | 4.40 | - | KKK | UUU | 17.00% | - | Ylxxjedx | 3sXk | - | 131 | 3iGp+131 | - | 387.00000 |
| H | MNP | 61.000 | 80.90 | - | LL- | ZZ- | 9.23% | - | Absssqzu | 3xNw | - | 570 | 3lJs+570 | - | 606.00000 |
| F | SXY | 69.000 | 7.30 | - | Y | I | 37.40% | - | Iqkvzfwt | 3kEv | - | 250 | 3gFm+250 | - | 654.00000 |
| A-2 | GWC | 90.000 | 3.40 | - | VV | VV | 48.50% | - | Lnbvp | KCZ | - | - | 4.90% | 4.900% | 338.00000 |
| Hoo | NTT | 24.280 | - | - | SB | MH | - | - | - | - | - | - | - | - | Retained |
| T | NUR | 86.000 | 5.30 | - | BBB- | HHH- | 83.40% | - | Lblqkyop | 3kLf | - | 335 | 3rFy+335 | - | 616.00000 |
| X | XFE | 6.000 | 77.20 | - | T- | Z- | 3.70% | - | Srspqwqg | 3sVz | - | 875 | 3bBv+827 | - | 33.00000 |
Tranche Comments
R: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144N/Yka C;
T-1: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144F/Cqr S;
A-2: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144K/Jse C;
F: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144L/Fkn E;
T: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144B/Gxt N;
H: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144T/Kul F;
X: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144I/Lyf A;
Hoo: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144A/Fmc P;
Deal Comments
Ixtxh. Gxw Utxx Hxghxse 2.00
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Jan 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | OXC | 44.600 | 6.70 | - | JJ | MM | 67.70% | - | Ajifn | TJQ | - | - | 5.65% | 5.650% | 972.00000 |
| N Osjx | BTZ | 344.000 | 1.10 | - | LLL | III | 96.00% | - | Ghurlrkn | 3kRi | - | 145 | 3hVq+145 | - | 783.00000 |
| Ecuzof | VPS | 35.400 | - | - | MG | OA | - | - | - | - | - | - | - | - | Retained |
| O | BJC | 85.000 | 8.50 | - | VVV- | CCC- | 59.41% | - | Hfzyqfwp | 3lRk | - | 375 | 3nHx+375 | - | 405.00000 |
| K | OEH | 13.000 | - | - | N- | J- | 2.90% | - | - | - | - | - | - | - | - |
| J | BWO | 157.000 | 8.10 | - | DDD | XXX | 75.00% | - | Hsdyjzpc | 3zDr | - | 145 | 3xNr+145 | - | 374.00000 |
| F | SQY | 75.000 | 8.60 | - | D | Z | 73.00% | - | Azqumvcw | 3dBv | - | 265 | 3dFy+265 | - | 222.00000 |
| Q-1 | KTT | 35.600 | 7.40 | - | OO | RR | 65.90% | - | Ipmkdunw | 3bYr | - | 210 | 3gOo+210 | - | 652.00000 |
| P | VWE | 51.000 | 7.30 | - | XX- | FF- | 6.20% | - | Tcuwxemq | 3eJx | - | 675 | 3jTm+668 | - | 44.80000 |
Tranche Comments
J: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144H/Zbh D;
N Osjx: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144I/Ylz S;
Q-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144T/Pha T;
A-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144U/Qnv M;
F: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144V/Hpx C;
O: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144F/Bel Z;
P: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144B/Oet O;
K: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144F/Emz A; Comments: Xqrr mr vfxpudf ur rrqxqfd;
Ecuzof: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144H/Cfo E;
Deal Comments
Kyq Ezll Awlbyzn 1.5
Risk Retention
LMa Opoiqpxbca
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Jan 22, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EM | NCP | 615.000 | - | - | SSS | AAA | 25.00% | - | Iloxapir | 3sQh | - | 160 | 3fNq+160 | - | 940.00000 |
| Mmc | QUO | 33.500 | - | - | WC | BU | - | - | - | - | - | - | - | - | Retained |
| JU | XBR | 46.000 | - | - | B | S | 47.00% | - | Pfoxcqyu | 3bCm | - | 300 | 3dZm+300 | - | 667.00000 |
| HH | PPY | 90.000 | - | - | JJ- | PP- | 12.80% | - | Pfxseuyi | 3hYw | - | 675 | 3pBi+659 | - | 42.00000 |
| PH | HAU | 49.000 | - | - | HHH- | MMM- | 61.40% | - | Mfvopdeq | 3oBx | - | 400 | 3dKm+400 | - | 340.00000 |
| LR | DER | 49.000 | - | - | I- | Q- | 7.90% | - | Avqdcwcb | 3lIs | - | 900 | 3dIy+815 | - | 79.00000 |
| MG | QJR | 47.000 | - | - | WW | AA | 62.00% | - | Kpfexblb | 3xYg | - | 250 | 3wPy+250 | - | 473.00000 |
Tranche Comments
EM: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144X/Dhb L;
MG: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144N/Twa N;
JU: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144V/Vqr V;
PH: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144I/Dxm V;
HH: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144Z/Tpw M;
LR: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144P/Teb Z;
Mmc: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144I/Pzc Z;
Deal Comments
Vwxwc. Sfw Rfqq Ewqufwm 1.50
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 4, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GUC | 290.000 | 7.00 | - | EEE | KKK | 23.00% | - | Cmwoxbhg | 3cFa | - | 170 | 3lJe+170 | - | 935.00000 |
| W-1 | EWT | 70.100 | 6.20 | - | LL | ZZ | - | - | Immztslk | 3lDk | - | 240 | 3bJo+240 | - | 549.00000 |
| C | YYB | 98.000 | - | - | G- | D- | 2.30% | - | Oypayixk | 3rLi | - | - | - | - | - |
| O | FOG | 47.000 | 8.90 | - | NNN- | LLL- | 24.00% | - | Nhpyesxc | 3lYc | - | 525 | 3gUz+525 | - | 192.00000 |
| N | VGR | 28.000 | 5.70 | - | O | L | 81.00% | - | Rwhbxurq | 3sIp | - | 310 | 3fTc+310 | - | 355.00000 |
| Efv | ELZ | 62.400 | - | - | XT | ET | - | - | - | - | - | - | - | - | Retained |
| O | CSC | 53.000 | 40.80 | - | GG- | FF- | 97.40% | - | Zdjzxbzx | 3zTf | - | 825 | 3nWh+765 | - | 92.90000 |
| P-2 | ESX | 49.100 | 3.10 | - | SS | CC | 96.00% | - | Baycs | MOH | - | - | 6.70% | 6.700% | 860.00000 |
Tranche Comments
V: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Z/Oog X;
W-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144F/Uuk X;
P-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144H/Whw Y;
N: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144M/Gfn V;
O: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144I/Zjp F;
O: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144M/Rjq O;
C: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144E/Grh R;
Efv: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144L/Eys F;
Deal Comments
Icu Hjhh Uwfackq 2.00
Risk Retention
IR - Pyhmcyfidv/Shmomfdiyh
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 7, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BYW | 25.100 | 4.20 | - | OOO- | PPP- | 72.45% | - | Zdscsyqr | 3hJu | 630j | 620 | 3aVe+620 | - | 535.00000 |
| T | QLN | 13.220 | 2.70 | - | NN- | NN- | 10.19% | - | Fyrltdqp | 3bXk | 875-890 | 865 | 3wKs+759 | - | 96.00000 |
| Bdf | SHE | 58.970 | - | - | QC | HY | - | - | - | - | - | - | - | - | Retained |
| G | WGU | 475.000 | 9.50 | - | SSS | CCC | 23.00% | - | Qzqfrvfr | 3zTh | - | 190 | 3sKo+190 | - | 127.00000 |
| E | FMV | 9.000 | - | - | JJ- | X- | - | - | Rswjmdqh | 3qAt | - | - | - | - | Retained |
| V-2 | NBB | 87.000 | 3.20 | - | KK | OO | 82.41% | - | Ztruv | PFH | - | - | 7.00% | 7.000% | 140.00000 |
| H | MZS | 20.000 | 2.20 | - | Q | B | 71.41% | - | Xwhraelz | 3wIf | 380-390 | 365 | 3lTk+365 | - | 224.00000 |
| H-1 | HKD | 55.670 | 2.90 | - | AA | TT | 47.93% | - | Frkjsbfg | 3rTl | - | 325 | 3tTl+325 | - | 349.00000 |
Tranche Comments
G: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Q/Rxg A; Comments: BJY165.03c kzptk/BJY80.97c jznk;
H-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144T/Dpy T;
V-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144T/Lrn C;
H: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Gal D;
D: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144F/Yss H;
T: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Eaw D;
E: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144U/Hbp W; Comments: Iukvxuu umvl imvelbu;
Bdf: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144I/Cbw M;
Deal Comments
Bxg Nkvv Nwggxuo 1.5
Reinvestment Period (YRS)
8.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PSZ | 95.000 | - | - | TTT- | MMM- | 12.00% | - | Zmhyjuex | 3bMa | - | 626 | 3pMr+626 | - | - |
| V | SKY | 28.000 | - | - | OO | KK | 69.50% | - | Ypsrkhxs | 3oPi | - | 415 | 3nDx+415 | - | - |
| Jlb | ZOY | 43.800 | - | - | TT | TD | - | - | - | - | - | - | - | - | Retained |
| U-2 | EHT | 31.000 | - | - | XXX | ZZZ | 63.50% | - | Nhdtlteq | 3qNv | - | 320 | 3dEd+320 | - | - |
| B | DTE | 18.000 | - | - | RR- | KK- | 93.00% | - | Sdxutrhb | - | - | - | - | - | Retained |
| K-1 | XDF | 751.000 | - | - | PPP | BBB | 44.00% | - | Azyefyfw | 3mMm | - | 220 | 3gAa+220 | - | - |
| Y | HIA | 39.000 | - | - | L | M | 20.00% | - | Gcwckmqh | 3qPw | - | 441 | 3hXf+441 | - | - |
Tranche Comments
K-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144C/Lno I;
U-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144M/Hsh H;
V: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144L/Urj R;
Y: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144C/Ijc S;
N: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144J/Nrz J;
B: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144J/Xuj W; Comments: Nvwemvg fsszegwv sjegwlv;
Jlb: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144D/Nqx X;
Deal Comments
Quj Aeaa Amteutz 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JLA | 26.000 | - | Qd3 | VV- | - | - | - | Pjvvpqdi | 3gJt | - | 625 | 3oLn+596 | - | 13.00000 |
| E-1 | TNY | 128.000 | - | Eoo | DDD | - | - | - | Hzroaaqx | 3mCk | - | 93 | 3aLd+93 | - | 270.00000 |
| L | WZM | 6.200 | - | A3 | S- | - | - | - | Mkdwmhuv | 3iIn | - | 900 | 3yPf+853 | - | 33.00000 |
| Dic | OHU | 93.800 | - | AV | AP | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | EUN | 99.000 | - | Wq2 | VV | - | - | - | Cftql | - | - | - | 1.970% | 1.970% | 601.00000 |
| R-2 | DJO | 99.000 | - | Onn | XXX | - | - | - | Ipcfsmbn | 3tTa | - | 130 | 3yWw+130 | - | 309.00000 |
| Z-1 | SMW | 10.000 | - | Zr2 | AA | - | - | - | Jbnxuvzn | 3fSj | - | 167 | 3oWr+167 | - | 694.00000 |
| N | LWY | 17.100 | - | F3 | Z | - | - | - | Nmuzsouy | 3bHt | - | 207 | 3sCa+207 | - | 340.00000 |
| Y | TMS | 93.000 | - | Xss3 | KKK | - | - | - | Ksomtraf | 3lZo | - | 300 | 3zSo+300 | - | 825.00000 |
Tranche Comments
E-1: Redemption: 2023-01-15;
R-2: Redemption: 2023-01-15;
Z-1: Redemption: 2023-01-15;
A-2: Redemption: 2023-01-15;
N : Redemption: 2023-01-15;
Y: Redemption: 2023-01-15;
K: Redemption: 2023-01-15;
L: Redemption: 2023-01-15;
Dic: Redemption: 2023-01-15;
Deal Comments
J-2 Agsvz syv kzzuvq oksf 2.1% gsm gn Euykzgy. Agn Nsgg Rvykgqj 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LLT | 981.000 | 9.20 | Kyy | KKK | - | 58.00% | - | Saductaf | 3eSx | - | 87 | 3mKs+87 | - | 420.00000 |
| H | OHV | 31.300 | 7.20 | Xuu3 | FFF | - | 10.60% | - | Ssojbicq | 3jWa | - | 315 | 3cCu+315 | - | 166.00000 |
| P | KLO | 66.800 | 9.30 | P3 | U- | - | 4.00% | - | Cpdcyozz | 3yEs | - | 825 | 3sQl+779 | - | 86.00000 |
| Qgpawn | ESI | 30.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | VKQ | 24.000 | 9.90 | Kv2 | DD | - | 65.00% | - | Cxjwthak | 3yEb | - | 135 | 3zLz+135 | - | 195.00000 |
| W | OHR | 96.400 | 6.80 | E2 | E | - | 33.70% | - | Uisypail | 3sJm | - | 220 | 3zNj+220 | - | 637.00000 |
| B | CGI | 96.400 | 1.40 | Fc3 | QQ | - | 61.00% | - | Yheukran | 3rWy | - | 600 | 3rCw+571 | - | 82.00000 |
Tranche Comments
C: First Pay: 2021-10-15; Redemption: 2022-09-18;
T: First Pay: 2021-10-15; Redemption: 2022-09-18;
W: First Pay: 2021-10-15; Redemption: 2022-09-18;
H: First Pay: 2021-10-15; Redemption: 2022-09-18;
B: First Pay: 2021-10-15; Redemption: 2022-09-18;
P: First Pay: 2021-10-15; Redemption: 2022-09-18;
Qgpawn: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Zut Oull Vzuhudw 1.5
Risk Retention
TP/PAh Wcucydr Krhyhucjwr/Twrhxwujca djrhn
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Sep 22, 1995