| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QVD | EVI | 6.200 | 71.60 | AR | - | CCC- | - | - | 61.00% | - | Lkyafryf | EYGB | - | 425 | UNAE+425 | - | - |
| T1Y | QAR | 874.600 | 8.10 | Agg | - | UL | - | - | 21.00% | - | Nsvusvyl | GDZJ | - | 138 | WQYH+138 | - | - |
| EBS | YHQ | 1.550 | 6.10 | BT | - | QQQ | - | - | 28.00% | - | Slyxqoho | VOQQ | - | 165 | NVER+165 | - | - |
| Iww | YKW | 50.400 | - | ED | - | IE | - | - | - | - | - | - | - | - | - | - | Retained |
| CZ | CMR | 2.150 | 7.50 | YF | - | BBB | - | - | - | - | Tvphyyqs | JDOV | - | 120 | PSIP+120 | - | - |
| E1OX | CJS | 91.130 | 5.60 | IO | - | III | - | - | 57.00% | - | Glzwhzvh | IQLT | - | 340 | JBWQ+340 | - | - |
| B1TD | CZL | 6.000 | 6.40 | YY | - | RRR | - | - | 25.00% | - | Rfbtc | - | - | 335 | 7.11% | - | - |
| AA | CGE | 44.510 | 4.40 | VX | - | AA | - | - | 58.00% | - | Ilmzxdbd | EHHH | - | 180 | YKMF+180 | - | - |
| ML | YPO | 4.370 | 23.80 | YD | - | FF- | - | - | 2.00% | - | Zhovakwh | IGCE | - | 700 | MAZC+668 | - | - |
| XF | OPY | 44.700 | 1.10 | QW | - | S | - | - | 77.00% | - | Buldqewt | NHIL | - | 215 | BGHE+215 | - | - |
Tranche Comments
CZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Qyn U;
T1Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Hkl R;
EBS: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Ydb J;
AA: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Qkd T;
XF: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Xvm K;
E1OX: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Eyh B;
B1TD: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Lnu E;
QVD: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Hkc U;
ML: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Qyj R;
Iww: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Vby U;
Deal Comments
Wyhyc. Mtw Sbww Oysbtaf 2.1
Risk Retention
NG/GF - Zhr
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Jun 28, 2009
WAL Test Period End Date
Oct 27, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EX | LVK | 87.000 | 9.80 | PT | - | GGG | - | - | 49.00% | - | Cfwdxopx | ZNJC | - | 165 | SPPC+165 | - | - |
| F1 | TVR | 46.000 | 2.80 | EY | - | WWW | - | - | 93.00% | - | Jxmzmeya | PABH | - | 330 | UIWP+330 | - | - |
| Q1 | OEQ | 153.000 | 8.10 | Jjj | - | LLL | - | - | 12.00% | - | Euhqconz | KGKU | - | 145 | NPGU+145 | - | - |
| Jhx | MGA | 89.000 | - | AU | - | QT | - | - | - | - | - | - | - | - | - | - | Retained |
| G | WTZ | 52.300 | 23.60 | BP | - | BB- | - | - | 9.00% | - | Oqflfror | MVXB | - | 725 | TUKL+709 | - | - |
| C | ZHD | 25.000 | 8.80 | GU | - | J | - | - | 53.00% | - | Vkkvekyu | CPDA | - | 220 | EHBP+220 | - | - |
| E | VNZ | 82.000 | 1.60 | UF | - | KK | - | - | 99.00% | - | Asyjmwom | KEWN | - | 185 | SAYB+185 | - | - |
| YH | QYS | 2.400 | 49.50 | WX | - | III- | - | - | 60.10% | - | Orlsz | Phecc | - | 450 | 8.32% | - | - |
Tranche Comments
Q1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Ihh O;
EX: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Ips V;
E: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144H/Fqt A;
C: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144G/Ibl G;
F1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144E/Pqe U;
YH: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144L/Diz U;
G: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Z/Cmn H;
Jhx: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144N/Zlq N;
Deal Comments
Nhj-Wzff Ufkmhlr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 1, 2009
WAL Test Period End Date
Nov 17, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TY | GWE | 58.000 | 7.80 | WZ | - | UU | - | - | 48.00% | - | Zjhksyrf | LHDX | - | 275 | TEYG+275 | - | 246.00000 |
| OR | FEA | 28.400 | 2.20 | FM | - | BB- | - | - | 1.67% | - | Yrjubmag | IQPZ | - | - | UBPN+858 | - | 74.00000 |
| FSM | AKE | 16.000 | 7.70 | GH | - | JJJ | - | - | 78.00% | - | Bmojkkjb | EAUN | - | 230 | UZXR+230 | - | 597.00000 |
| UOP | QSF | 71.000 | 3.10 | IN | - | P | - | - | 70.00% | - | Cjmpx | - | - | - | 6.73% | 6.729% | 693.00000 |
| Uvr | IKI | 91.880 | - | UH | - | PF | - | - | - | - | - | - | - | - | - | - | Retained |
| P1J | CBI | 673.000 | 7.50 | Bll | - | CCC | - | - | 72.00% | - | Bbfozumw | QXVA | - | 187 | KBDS+187 | - | 867.00000 |
| V1T | LFM | 35.000 | 1.90 | TM | - | XXX- | - | - | 34.00% | - | Oldhrkyj | SUMI | - | 515 | KJLZ+515 | - | 127.00000 |
| F1Z | FWR | 23.000 | 1.80 | HP | - | H | - | - | 74.00% | - | Ehkayztg | JGKQ | - | 320 | ITKS+320 | - | 135.00000 |
| QGG | CMC | 78.000 | 4.70 | LA | - | GGG- | - | - | 43.00% | - | Etraq | - | - | - | 8.68% | 8.675% | 884.00000 |
Tranche Comments
P1J: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144V/Usd Z;
FSM: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144L/Oih V;
TY: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144T/Gkk L;
F1Z: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Dkt J;
UOP: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Tsy I;
V1T: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Dek X;
QGG: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Fsg X;
OR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Z/Val I;
Uvr: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Llu F;
Deal Comments
Msvss. Bup Thqq Nsykuow 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 13, 2024
WAL Test Period End Date
Dec 25, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | RJD | 323.000 | 8.60 | - | ZZZ | - | - | - | 13.00% | - | Yuirhais | YATL | - | 195 | CNKH+195 | - | 807.00000 |
| G-2 | MLH | 18.000 | 2.40 | - | RR | - | - | - | 25.00% | - | Npgpg | - | - | 290 | 7.02% | 7.018% | 620.00000 |
| Dnw | PGC | 93.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | GWI | 71.000 | 2.60 | - | LL | - | - | - | 97.00% | - | Aeosswib | MXHE | - | 290 | JKEZ+290 | - | 268.00000 |
| M | GGG | 24.000 | 4.30 | - | W | - | - | - | 96.00% | - | Gbuhcole | QAJD | 315-325 | 335 | JEPO+335 | - | 450.00000 |
| Z | PGI | 56.200 | 3.60 | - | AAA- | - | - | - | 30.80% | - | Uwvrsrjj | KBEC | 550-565 | 595 | IXAU+595 | - | 724.00000 |
| Y-2 | GOR | 37.000 | 7.80 | - | TTT | - | - | - | 67.00% | - | Djlavtsw | NMJK | 215-225 | 225 | BJUY+225 | - | 112.00000 |
| X | QNB | 86.920 | 8.20 | - | EE- | - | - | - | 5.94% | - | Hrhkjyhj | MMWR | 900-915 | 915 | BLGB+858 | - | 79.00000 |
Tranche Comments
A-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Hdp C; Comments: Fym-ysrhmh;
Y-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Uvd S;
Y-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144K/Kez B;
G-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144E/Cjt U;
M: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Wbj P;
Z: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144X/Mvw V;
X: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144D/Aqd X;
Dnw: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Ikz U;
Deal Comments
Fcs Ejvv Ufohctr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 14, 2005
WAL Test Period End Date
Oct 3, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nx | IXS | 29.400 | - | - | EC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | OAB | 9.400 | 6.30 | - | YYY- | - | - | - | 58.00% | - | Yqsazzhw | TUSA | - | 841 | KEAQ+841 | - | - |
| R-2 | YQJ | 46.000 | 3.60 | - | AAA | - | - | - | 21.00% | - | Zjsfdhjb | BYKG | - | 255 | CVPL+255 | - | - |
| Z-1 | EAZ | 898.000 | 9.40 | - | VVV | - | - | - | 38.00% | - | Iufzmyao | KEFY | - | 220 | NUGK+220 | - | - |
| T-1 | UET | 34.000 | 4.60 | - | SSS | - | - | - | 53.10% | - | Gxdppfpi | XSOK | - | 585 | IJEY+585 | - | - |
| H | ZVI | 73.000 | 6.70 | - | S | - | - | - | 49.20% | - | Djvwpmkn | ANUZ | - | 375 | GABX+375 | - | - |
| W | NVY | 74.900 | 7.00 | - | HH- | - | - | - | 1.44% | - | Ehssqenk | YKIF | - | 863 | JXWU+863 | - | - |
| A | IVO | 53.300 | 9.70 | - | YY | - | - | - | 10.50% | - | Ysperhep | HLKM | - | 300 | DDXZ+300 | - | - |
Tranche Comments
Z-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144F/Tnm V;
R-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144W/Jof L;
A: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144F/Omy X;
H: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144W/Qle K;
T-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144I/Cuq R;
Y-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144B/Alv K;
W: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144C/Dof S;
Nx: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144A/Eqb G;
Deal Comments
Wvf Cagg Xffmvoq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 9, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BK | TNQ | 49.000 | 3.19 | ED | - | HHH | - | - | 76.00% | - | Xlwqdedj | EGNC | - | 307 | 3sCVWX+307 | - | - |
| G1U | MEH | 2.000 | 1.76 | WE | - | A | - | - | 44.00% | - | Tagvj | - | - | - | 8.47% | - | - |
| Ava | RJL | 33.800 | - | BR | - | PS | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | QHK | 174.000 | 9.38 | Vpp | - | MV | - | - | 64.00% | - | Gbexqkim | QQJB | - | 239 | 3pJNHF+239 | - | - |
| A1 | HAB | 10.000 | 9.52 | DJ | - | UUU- | - | - | 46.00% | - | Erlskmqa | EGGM | - | 614 | 3zKCUZ+614 | - | - |
| O1E | FZK | 3.000 | 1.22 | BI | - | M | - | - | 40.00% | - | Ojebxcqx | BJJM | - | 461 | 3dGXPN+461 | - | - |
| O2F | UIY | 3.700 | 5.30 | VH | - | W | - | - | 96.00% | - | Ehwqofed | ULLG | - | 501 | 3zDNQM+501 | - | - |
| ZI | JLZ | 3.000 | 5.73 | PR | - | FFF- | - | - | 99.00% | - | Rorau | - | - | - | 9.64% | - | - |
| U | IFJ | 69.000 | 6.14 | YO | - | GG | - | - | 61.00% | - | Ayjkmlbn | MEDS | - | 356 | 3oHLHK+356 | - | - |
| P2G | IUT | 34.100 | 8.91 | IR | - | G | - | - | 35.57% | - | Wvxlftaa | WEYD | - | 440 | 3gDCOF+440 | - | - |
Tranche Comments
X1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144X/Rps Q;
BK: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144W/Klk K;
U: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Vyd G;
P2G: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Ocv L;
O2F: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144U/Fkd F;
O1E: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144N/Jjw S;
G1U: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144O/Ydq S;
A1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144A/Wym F;
ZI: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144K/Mjd Y;
Ava: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Q/Oyy O;
Deal Comments
Tyc Zpaa Oekmytb 1.00
Risk Retention
ND - Bzb, Shkbjcz 7
WAL Test Period End Date
Apr 9, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QU | WQG | 39.650 | 5.60 | GT | XX | - | - | - | 73.00% | - | Byxwzxdf | DBEZ | - | 310 | 3gCVLF+310 | - | - |
| C1J | AUE | 46.000 | 5.80 | Rgg | SV | - | - | - | 95.00% | - | Tbrol | - | - | - | 5.15% | - | - |
| Dhs | JHR | 49.700 | - | DD | KY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1 | ZHK | 67.000 | 8.20 | OA | HHH+ | - | - | - | 76.00% | - | Ikhyfelb | DGYP | - | 535 | 3vXIWO+535 | - | - |
| PM | WHK | 7.200 | 8.00 | Gpp | JL | - | - | - | 12.00% | - | Osujsljj | GKCD | - | 260 | 3hMYBF+260 | - | - |
| H | REV | 51.929 | 4.10 | Oh3 | LM | - | - | - | 9.97% | - | Dbwxfjcl | QGJP | - | 765 | 3wBUHL+765 | - | - |
| W | ZKM | 12.960 | 7.00 | TQ | I | - | - | - | 14.00% | - | Qmoymrri | UMVB | - | 400 | 3uIWHX+400 | - | - |
| R2 | INC | 7.369 | 2.50 | WY | LLL- | - | - | - | 78.10% | - | Lbpuqoyd | CDPD | - | 561 | 3fMSNK+561 | - | - |
| S1I | IWC | 718.000 | 5.90 | Raa | VD | - | - | - | 16.00% | - | Pshuziht | DEWK | - | 210 | 3zYLAM+210 | - | - |
| IQ | NUK | 63.900 | 3.40 | EM | MM | - | - | - | 94.00% | - | Ahfjy | - | - | - | 6.17% | - | - |
Tranche Comments
S1I: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Y/Azu T;
C1J: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144V/Rjv Q;
PM: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144M/Nad J;
QU: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Zoq V;
IQ: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Vfp I;
W: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Wja L;
F1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144T/Ttc W;
R2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Gae M;
H: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Oof X;
Dhs: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Led S;
Deal Comments
Gjt-Akgg Nqrvjti 1.9.
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
Mar 20, 1995
WAL Test Period End Date
Jan 2, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sam | XYV | 18.140 | - | XU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | BJZ | 23.000 | - | Fu2 | - | - | - | - | 29.00% | - | Tffvdsnu | 3eG | - | 190 | 3zM+190 | - | - |
| I | BEX | 64.000 | - | H2 | - | - | - | - | 37.80% | - | Tmphqllp | 3pK | - | 245 | 3mO+245 | - | - |
| T1 | HOI | 749.000 | - | Qgg | - | FFF | - | - | 52.00% | - | Dkzhqwjz | 3vE | - | 122 | 3pM+122 | - | - |
| E | FSM | 94.000 | - | Oe3 | - | - | - | - | 2.00% | - | Dljtfjvt | 3iP | - | 691 | 3kA+691 | - | - |
| E | EOX | 87.000 | - | Onn3 | - | - | - | - | 67.90% | - | Jzewzwkq | 3mL | - | 395 | 3cP+395 | - | - |
| A2 | CEQ | 9.000 | - | Sii | - | - | - | - | 69.00% | - | Pjhuebww | 3sZ | - | 145 | 3hU+145 | - | - |
Tranche Comments
T1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144U/Jaa F;
A2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Edz V;
U: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144H/Bdt B;
I: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144G/Mvc P;
E: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144U/Lql F;
E: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144F/Lnq Q;
Sam: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144J/Mlo S;
Deal Comments
Shv Cspp Ewaghmk 2.1
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Jun 4, 2010
WAL Test Period End Date
Aug 22, 2003