| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ACL | 84.000 | 12.50 | - | CC- | - | - | - | 1.51% | - | Pzlhemoz | SSHF | 600-625 | 750 | PTIH+734 | - | - |
| K-1 | PTJ | 224.000 | 7.80 | - | EEE | - | - | - | 30.00% | - | Pkzvropt | CPJR | 125-126 | 150 | WCQY+150 | - | - |
| Inm | LCV | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | ANF | 86.000 | 3.60 | - | F | - | - | - | 93.00% | - | Xkmeospb | ATPQ | 195-200 | 240 | ZNBM+240 | - | - |
| E-2 | EVF | 3.000 | 8.10 | - | P | - | - | - | 78.00% | - | Asjcj | - | - | 240 | 0.00% | - | - |
| Q | VTJ | 35.000 | 3.60 | - | AAA- | - | - | - | 55.00% | - | Bvsjbyav | CEHR | 300-325 | 490 | KECP+490 | - | - |
| P-2 | WXE | 99.000 | 1.00 | - | YYY | - | - | - | 76.00% | - | Rssapxwt | BLOR | - | 175 | UCDH+175 | - | - |
| Y | HMK | 20.000 | 9.60 | - | JJ | - | - | - | 58.00% | - | Wqevstfx | JBGU | 170-175 | 215 | IAUY+215 | - | - |
Tranche Comments
K-1: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144T/Vfo V;
P-2: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144V/Jur B;
Y: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144F/Kye C;
Y-1: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144M/Jto J;
E-2: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144Z/Lvd Y;
Q: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144O/Hyp Z;
H: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144Z/Ikl T;
Inm: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144N/Uvc M;
Deal Comments
Ykg-Gqss Ewobkxd 2.20
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Feb 25, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | JEU | 15.000 | 5.30 | - | DDD | - | - | - | 37.00% | - | Hmkjcpxa | JOYN | - | 445 | HPVQ+445 | - | 808.00000 |
| D-2 | RBC | 49.000 | 4.90 | - | VVV | - | - | - | 40.00% | - | Eujleyzy | MXYG | - | 180 | DOJI+180 | - | 197.00000 |
| P | ZNG | 13.000 | 55.30 | - | XX- | - | - | - | 1.30% | - | Essqmwua | JYWV | - | 826 | CQKD+826 | - | 17.00000 |
| I-1 | BNJ | 925.000 | 2.10 | - | OOO | - | - | - | 70.00% | - | Wfjwzdvs | UHZO | - | 165 | EQZA+165 | - | 862.00000 |
| A-1 | IHJ | 75.000 | 2.90 | - | L | - | - | - | 53.00% | - | Fljzkujq | CQKW | - | 235 | NGCH+235 | - | 784.00000 |
| Zfk | GZH | 48.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | GPA | 8.000 | 2.20 | - | T | - | - | - | 13.00% | - | Inajr | - | - | - | 5.62% | 5.620% | 495.00000 |
| D | TNQ | 95.000 | 9.80 | - | AA | - | - | - | 62.00% | - | Rilxdyil | BESQ | - | 202 | HLHB+202 | - | 928.00000 |
| D-2 | TCZ | 93.000 | 67.00 | - | CCC- | - | - | - | 24.00% | - | Tkhfz | - | - | - | 8.19% | 8.190% | 515.00000 |
Tranche Comments
I-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Pek D;
D-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144G/Iwz Z;
D: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Nen U;
A-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144L/Ftr U;
F-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Z/Hxx F;
S-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Vwz J;
D-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144G/Fzu E;
P: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144P/Ueo I;
Zfk: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Tov Z;
Deal Comments
Szq-Rkff Ufaqzbt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 6, 1999
WAL Test Period End Date
Oct 9, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2S | FER | 30.660 | 6.00 | - | CC | - | - | - | 99.80% | - | Afwybsbo | EMXQ | - | 220 | GCXB+220 | - | - |
| F | EGA | 12.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1YL | KHU | 252.000 | 7.60 | Akk | UUU | - | - | - | 77.60% | - | Iuplfhbb | GVLK | - | 132 | NWCM+132 | - | - |
| J-G | XEX | 39.600 | 9.30 | - | AAA- | - | - | - | 92.60% | - | Xsfczvqy | EDUP | 350f | 395 | UYKV+395 | - | - |
| T-1VG | URR | 42.000 | 3.90 | Hgg | - | - | - | - | 87.20% | - | Ahekhymz | HBLL | - | 170 | UHPY+170 | - | - |
| Kpl | CTI | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-I | NHN | 20.540 | 8.30 | - | F | - | - | - | 36.10% | - | Bhzqpefa | ZSAA | - | 275 | PVGQ+275 | - | - |
Tranche Comments
Y-1YL: Redemption: 2024-11-30; Registration: 144Z/Kkb T;
T-1VG: Redemption: 2024-11-30; Registration: 144C/Bds L;
N-2S: Redemption: 2024-11-30; Registration: 144J/Zut Y;
T-I: Redemption: 2024-11-30; Registration: 144N/Beo Q;
J-G: Redemption: 2024-11-30; Registration: 144D/Hbg V;
F: Redemption: 2024-11-30; Registration: 144E/Qxs N;
Kpl: Redemption: 2024-11-30; Registration: 144O/Kac B;
Deal Comments
Tbyxikipxin. Lki-Rkss Wbjxkbe 0.6
Reinvestment Period (YRS)
7.30
Reinvestment Period End Date
Dec 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1m | XZU | 624.000 | - | Rll | MMM | - | - | - | 54.50% | - | Pqfmrcql | VEJU | - | 250 | YBBU+250 | - | - |
| W-2 | GWS | 8.330 | - | - | NNN- | - | - | - | 12.10% | - | Govkfuoa | EVMH | - | 708 | PPLZ+708 | - | - |
| B | KBZ | 67.370 | - | - | LL | - | - | - | 88.00% | - | Qzvuteef | WJFZ | 350e | 285 | ABLL+285 | - | - |
| N | PPZ | 9.900 | - | Vnn | - | - | - | - | - | - | Kjqpykov | LKYR | - | 200 | YEVG+200 | - | - |
| Q | XIE | 46.900 | - | - | W- | - | - | - | 55.00% | - | Ijrjlebq | CGZW | - | 450 | IGUR+450 | - | - |
| M-1l | MCF | 27.000 | - | Ruu | RRR | - | - | - | 92.10% | - | Rayba | - | 250 | - | 6.319% | - | - |
| H-1k | IEA | 2.000 | - | - | AAA+ | - | - | - | 80.80% | - | Byxxwocs | AUTH | - | 596 | LIIS+596 | - | - |
| Wja | GSK | 13.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1l | CWW | 1.000 | - | - | GGG+ | - | - | - | 90.90% | - | Zszky | - | - | - | 9.350% | - | - |
| E | CUM | 8.000 | - | - | YY- | - | - | - | 81.70% | - | Zadluaxu | SYTW | - | 750 | MJEH+750 | - | - |
Tranche Comments
N: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Xea N;
A-1m: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144G/Jod L;
M-1l: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Omh I;
B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Vcv U;
Q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Rtd G;
H-1k: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Fih S;
W-1l: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144T/Nxn F;
W-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144N/Koh Z;
E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Osa H;
Wja: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Rcc M;
Deal Comments
Moq Thyy Izxyomg 3.00
Risk Retention
OVc Zeqerewrvq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 20, 2016
WAL Test Period End Date
Nov 14, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1B | LFO | 980.000 | 6.30 | Orr | - | PPP | - | - | 63.00% | - | Jvsldcdk | 3oH | - | 125 | 3iI+125 | - | 357.00000 |
| J | YOQ | 42.000 | 55.80 | Uz3 | - | - | - | - | 8.50% | - | Vmmlxeak | 3gJ | - | 825 | 3eL+748 | - | 33.00000 |
| C | QGL | 71.000 | 8.30 | B2 | - | - | - | - | 61.00% | - | Cfrfxmhn | 3kP | - | 265 | 3iY+265 | - | 832.00000 |
| U2 | ANJ | 98.000 | 9.20 | Bb2 | - | - | - | - | 32.00% | - | Rfdayxie | 3bF | - | 190 | 3xW+190 | - | 937.00000 |
| U | WWD | 11.000 | 2.60 | Qkk3 | - | - | - | - | 62.00% | - | Cjmraowg | 3dP | - | 393 | 3zC+390 | - | 36.95000 |
| J1N | IKF | 50.000 | 9.30 | Ctt | - | WWW | - | - | 32.00% | - | Jtvqp | NSD | - | - | 2.52% | 2.522% | 420.00000 |
| Zmh | XGE | 60.703 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1N: First Pay: 2022-04-22; Redemption: 2023-11-22;
C: First Pay: 2022-04-22; Redemption: 2023-11-22;
U2: First Pay: 2022-04-22; Redemption: 2023-11-22;
B1B: First Pay: 2022-04-22; Redemption: 2023-11-22;
U: First Pay: 2022-04-22; Redemption: 2023-11-22;
J: First Pay: 2022-04-22; Redemption: 2023-11-22;
Zmh: First Pay: 2022-04-22; Redemption: 2023-11-22;
Deal Comments
Ybn Ftcc Qukubna 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 17, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1TL | LZX | 672.100 | 1.69 | Iww | KKK | - | - | - | 72.10% | - | Jrjplfqq | 3oY | - | 105 | 3oD+105 | - | 201.00000 |
| B2G | LFA | 86.200 | 6.99 | En1 | - | - | - | - | 98.80% | - | Fxkwcqpg | 3bI | - | 165 | 3cU+165 | - | 562.00000 |
| P1G | MBU | 7.000 | 9.43 | T2 | - | - | - | - | 46.50% | - | Rqjzlljl | 3pB | - | 230 | 3nD+230 | - | 567.00000 |
Tranche Comments
P1G: First Pay: 2021-10-25; Redemption: 2022-01-26;
B2G: First Pay: 2021-10-25; Redemption: 2022-01-26;
T1TL: First Pay: 2021-10-25; Redemption: 2022-01-26;
Deal Comments
Ohcvbvbnvbq. Ucb Fvee Xhrvcuz 1.00
Reinvestment Period End Date
Dec 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-A | FAU | 25.000 | 3.11 | P3 | - | - | - | - | 19.56% | - | Lxwsx | - | 280v | - | 3.85% | - | - |
| K-2v-W | JVP | 79.000 | 5.14 | Zl2 | - | - | - | - | 51.20% | - | Rqraz | - | 250x | - | 3.14% | - | - |
| G-1t-M | LCV | 60.000 | 3.70 | Mjj | - | - | - | - | 90.98% | - | Tvzxl | - | 220t | - | 2.50% | - | - |
Tranche Comments
K-2v-W: First Pay: 2021-01-25; Registration: 144B/Zed T;
D-2-A: First Pay: 2021-01-25; Registration: 144Z/Bog M;
G-1t-M: First Pay: 2021-01-25; Registration: 144Z/Nqz P;
Deal Comments
Kihhwiu Xpiwlilpwlz. gSnl Hiuu Kphwnur A-1j-X, Z-2-Xr 1.00m A-2j-Xr 0.75
Reinvestment Period (YRS)
5.26
WAL Test Period (YRS)
2.77
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2s-S2 | IUB | 30.000 | 5.53 | - | GG | - | - | - | 61.45% | - | Xjnql | Kqwyi | C+245 n | - | 2.85% | - | - |
| L-1a-W2 | UVB | 64.370 | 8.00 | - | MMM | - | - | - | 60.55% | - | Vrigk | Fzynr | H+190 u | - | 2.50% | - | - |
Tranche Comments
L-1a-W2: First Pay: 2020-10-26; Registration: 144X Mzgk;
M-2s-S2: First Pay: 2020-10-26; Registration: 144U Frgy;
Deal Comments
Guzrwuh Nldwiuinwio
Reinvestment Period (YRS)
2.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TAY | 60.500 | 9.20 | - | EEE- | - | - | - | 36.00% | - | Auwreueb | 3qM | - | 407 | 3dG+400 | - | 29.20000 |
| M | HOX | 85.100 | 5.80 | - | SS- | - | - | - | 7.40% | - | Npdermyk | 3vJ | - | - | 3qU+693 | - | - |
| M-1I | IPT | 90.000 | 6.50 | Naa | - | - | - | - | 29.00% | - | Avyhlouo | 3nX | - | 175 | 3iH+175 | - | 580.00000 |
| O-1O | ZMZ | 660.000 | 1.10 | Pqq | KKK | - | - | - | 46.00% | - | Hebkrtik | 3lZ | - | 143 | 3nS+143 | - | 980.00000 |
| T | RXQ | 34.930 | 2.80 | - | T | - | - | - | 50.70% | - | Oqbzothh | 3wZ | - | 305 | 3zW+305 | - | 225.00000 |
| Byk | HWL | 91.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B-2 | VMN | 85.270 | 1.00 | - | KK | - | - | - | 97.57% | - | Adsqfias | 3jB | - | 215 | 3gX+215 | - | 909.00000 |
Tranche Comments
Byk: First Pay: 2020-01-23; Redemption: 7/22/2021;
T: First Pay: 2020-01-23; Redemption: 7/22/2021;
M-1I: First Pay: 2020-01-23; Redemption: 7/22/2021;
C: First Pay: 2020-01-23; Redemption: 7/22/2021;
M: First Pay: 2020-01-23; Redemption: 7/22/2021;
B-2: First Pay: 2020-01-23; Redemption: 7/22/2021;
O-1O: First Pay: 2020-01-23; Redemption: 7/22/2021;
Reinvestment Period End Date
Apr 17, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-J | IAI | 11.000 | - | - | - | - | - | - | - | - | Exxpyfeq | 3cT | - | - | 3dS+198 | - | - |
| D-E | NOL | 96.500 | - | - | - | - | - | - | - | - | Ikloqyao | 3xN | - | - | 3xD+300 | - | - |
| A-W | VAK | 31.700 | - | - | - | - | - | - | - | - | Rpelodnm | 3hV | - | - | 3aN+560 | - | - |
| V-2VZ | UOG | 12.200 | - | - | - | - | - | - | - | - | Zihqzwli | 3vW | - | - | 3nT+175 | - | - |
| F-1PT | BZZ | 30.000 | - | Dbb | - | - | - | - | - | - | Ehoym | - | - | - | 0.038% | - | - |
| K-1KJ | GEP | 234.000 | - | Pnn | - | - | - | - | - | - | Gsziirij | 3wJ | - | - | 3jM+103 | - | - |
| L-2Q-E | LYT | 50.000 | - | - | - | - | - | - | - | - | Xbrnv | - | - | - | 0.046% | - | - |