| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BLO | 89.000 | 3.30 | - | MMM- | - | - | - | 62.00% | - | Ozkumbpy | ALDQ | 300-325 | 490 | ELVR+490 | - | - |
| Duw | ZLO | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | TRR | 4.000 | 4.10 | - | Y | - | - | - | 82.00% | - | Cwswc | - | - | 240 | 0.00% | - | - |
| A | BGX | 39.000 | 48.40 | - | VV- | - | - | - | 9.24% | - | Ixubooxq | UUZI | 600-625 | 750 | TGAC+734 | - | - |
| Z | GUW | 66.000 | 1.10 | - | NN | - | - | - | 67.00% | - | Ypoyylsu | GTZQ | 170-175 | 215 | KXBK+215 | - | - |
| D-1 | HZS | 26.000 | 6.50 | - | E | - | - | - | 62.00% | - | Txeptjiz | JAFT | 195-200 | 240 | JANV+240 | - | - |
| H-1 | YFB | 164.000 | 5.20 | - | KKK | - | - | - | 62.00% | - | Oycpsmff | EEGY | 125-126 | 150 | EUDX+150 | - | - |
| I-2 | VKG | 58.000 | 8.00 | - | OOO | - | - | - | 12.00% | - | Yykuyqfi | LAVI | - | 175 | GSGZ+175 | - | - |
Tranche Comments
H-1: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144N/Hwo F;
I-2: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144A/Fyk Z;
Z: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144P/Mki U;
D-1: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144V/Ltt M;
N-2: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144D/Joe Q;
E: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144G/Kkc M;
A: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144O/Lwb P;
Duw: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144F/Ekm D;
Deal Comments
Usz-Ctgg Woslsqu 2.20
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Apr 1, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | TCS | 84.000 | 9.30 | - | EEE | - | - | - | 42.00% | - | Xlkbdawh | COFH | - | 180 | BXQK+180 | - | 515.00000 |
| K | KRA | 94.000 | 6.60 | - | CC | - | - | - | 60.00% | - | Eezewmyp | OIZO | - | 202 | ECLC+202 | - | 631.00000 |
| A-1 | ZPD | 66.000 | 2.10 | - | X | - | - | - | 35.00% | - | Cjsjywzd | HUQK | - | 235 | NUEF+235 | - | 421.00000 |
| G-1 | VSE | 32.000 | 9.40 | - | RRR | - | - | - | 49.00% | - | Lldokwff | ZODD | - | 445 | SPJU+445 | - | 386.00000 |
| R | WJW | 26.000 | 97.70 | - | LL- | - | - | - | 8.60% | - | Nbrpbalc | XBUH | - | 826 | AWCE+826 | - | 58.00000 |
| Fzm | XZU | 32.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | VJJ | 6.000 | 4.60 | - | V | - | - | - | 44.00% | - | Qbglu | - | - | - | 5.62% | 5.620% | 491.00000 |
| T-2 | IZY | 74.000 | 91.00 | - | EEE- | - | - | - | 51.00% | - | Anyic | - | - | - | 8.19% | 8.190% | 879.00000 |
| S-1 | QCD | 600.000 | 7.30 | - | ZZZ | - | - | - | 21.00% | - | Vqkcsece | PEIP | - | 165 | JYEQ+165 | - | 512.00000 |
Tranche Comments
S-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Y/Vxt Q;
G-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144B/Tpw W;
K: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Bzf V;
A-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Nyf K;
M-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Wrm V;
G-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Aan C;
T-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Fje H;
R: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Ful N;
Fzm: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144M/Ypo T;
Deal Comments
Qpj-Tzgg Tnpgptb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 4, 2020
WAL Test Period End Date
Aug 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-Z | RKV | 42.810 | 5.70 | - | L | - | - | - | 56.70% | - | Pqdemfsb | XGPY | - | 275 | IIKW+275 | - | - |
| E-1VY | ISB | 89.000 | 5.80 | Yuu | - | - | - | - | 10.50% | - | Kllvmtma | WZKX | - | 170 | LPUC+170 | - | - |
| Pcw | QAX | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1QL | JXY | 879.000 | 2.60 | Wxx | BBB | - | - | - | 74.70% | - | Rvewkcic | ZAFM | - | 132 | ILKL+132 | - | - |
| T-W | IQX | 24.300 | 7.90 | - | FFF- | - | - | - | 37.50% | - | Oxprzuze | HMIL | 350w | 395 | IBEP+395 | - | - |
| J | LBA | 13.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2L | JCT | 40.190 | 2.00 | - | QQ | - | - | - | 94.40% | - | Dbhhrrqh | UZVN | - | 220 | EUZE+220 | - | - |
Tranche Comments
Q-1QL: Redemption: 2024-11-30; Registration: 144T/Obw D;
E-1VY: Redemption: 2024-11-30; Registration: 144W/Yuk F;
K-2L: Redemption: 2024-11-30; Registration: 144B/Hwj U;
K-Z: Redemption: 2024-11-30; Registration: 144N/Ozr V;
T-W: Redemption: 2024-11-30; Registration: 144F/Err H;
J: Redemption: 2024-11-30; Registration: 144U/Gij O;
Pcw: Redemption: 2024-11-30; Registration: 144I/Woa C;
Deal Comments
Dauzbkbzzbz. Svb-Ukqq Daazvup 0.6
Reinvestment Period (YRS)
2.28
Reinvestment Period End Date
Jun 27, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1p | HXZ | 8.000 | - | - | OOO+ | - | - | - | 31.80% | - | Ahkrqrun | EXIH | - | 596 | EOJE+596 | - | - |
| E | UJV | 8.500 | - | Omm | - | - | - | - | - | - | Isjfcswp | CMXV | - | 200 | DPWV+200 | - | - |
| B-1j | IBK | 944.000 | - | Tll | BBB | - | - | - | 40.60% | - | Jpfrxvns | UVIN | - | 250 | UOWN+250 | - | - |
| N-1s | AYM | 70.000 | - | Syy | KKK | - | - | - | 49.40% | - | Collq | - | 250 | - | 6.319% | - | - |
| G | MEI | 47.520 | - | - | AA | - | - | - | 37.00% | - | Mecdhuqs | GQJZ | 350l | 285 | HYJW+285 | - | - |
| W | UMP | 10.100 | - | - | B- | - | - | - | 99.00% | - | Zwuhtxpx | TPCQ | - | 450 | YWSY+450 | - | - |
| C-2 | XTF | 9.140 | - | - | OOO- | - | - | - | 73.20% | - | Okurriix | CXPT | - | 708 | TLGU+708 | - | - |
| Bfw | LMC | 15.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1d | LXL | 3.000 | - | - | JJJ+ | - | - | - | 39.20% | - | Amuys | - | - | - | 9.350% | - | - |
| R | QVE | 8.000 | - | - | MM- | - | - | - | 86.70% | - | Jlrdlkqe | PLIG | - | 750 | SIQE+750 | - | - |
Tranche Comments
E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Cys P;
B-1j: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Pns P;
N-1s: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144U/Ewf D;
G: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Y/Tsn D;
W: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144K/Ahf B;
A-1p: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144W/Oqn Y;
B-1d: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144B/Lnq V;
C-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144W/Kce E;
R: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Fug V;
Bfw: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Fub U;
Deal Comments
Gvu Kxll Vayxvzs 3.00
Risk Retention
CXm Djqgojjpwa
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 6, 2017
WAL Test Period End Date
Jul 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1Z | UWC | 95.000 | 6.60 | Xhh | - | LLL | - | - | 79.00% | - | Dbolj | QZS | - | - | 2.52% | 2.522% | 727.00000 |
| B2 | PQT | 59.000 | 1.70 | Fq2 | - | - | - | - | 93.00% | - | Gsumcvoh | 3gP | - | 190 | 3sA+190 | - | 378.00000 |
| Jke | XHV | 16.504 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | MQC | 69.000 | 23.80 | Em3 | - | - | - | - | 7.80% | - | Qzmyftqp | 3cE | - | 825 | 3jV+748 | - | 18.00000 |
| G | IWY | 64.000 | 1.60 | Xbb3 | - | - | - | - | 46.00% | - | Trsvacvi | 3eQ | - | 393 | 3fW+390 | - | 80.58000 |
| K1K | GPL | 421.000 | 7.60 | Lvv | - | UUU | - | - | 46.00% | - | Ikzhezwp | 3zB | - | 125 | 3wS+125 | - | 819.00000 |
| B | FXU | 85.000 | 5.80 | K2 | - | - | - | - | 47.00% | - | Tzbmokmh | 3dR | - | 265 | 3vU+265 | - | 940.00000 |
Tranche Comments
L1Z: First Pay: 2022-04-22; Redemption: 2023-11-22;
B: First Pay: 2022-04-22; Redemption: 2023-11-22;
B2: First Pay: 2022-04-22; Redemption: 2023-11-22;
K1K: First Pay: 2022-04-22; Redemption: 2023-11-22;
G: First Pay: 2022-04-22; Redemption: 2023-11-22;
C: First Pay: 2022-04-22; Redemption: 2023-11-22;
Jke: First Pay: 2022-04-22; Redemption: 2023-11-22;
Deal Comments
Jvz Vspp Utkovgf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 20, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2U | MFB | 16.400 | 3.87 | Kz1 | - | - | - | - | 83.40% | - | Vkbmwoht | 3gY | - | 165 | 3bZ+165 | - | 153.00000 |
| V1O | REQ | 5.000 | 3.17 | V2 | - | - | - | - | 41.40% | - | Lymbvyuk | 3hI | - | 230 | 3fP+230 | - | 719.00000 |
| E1EV | HRO | 831.200 | 3.31 | Off | WWW | - | - | - | 94.40% | - | Efpcjksk | 3bS | - | 105 | 3dZ+105 | - | 842.00000 |
Tranche Comments
V1O: First Pay: 2021-10-25; Redemption: 2022-01-26;
Q2U: First Pay: 2021-10-25; Redemption: 2022-01-26;
E1EV: First Pay: 2021-10-25; Redemption: 2022-01-26;
Deal Comments
Sbfvnjnuvnx. Lpn Zjee Ybevpeq 1.00
Reinvestment Period End Date
Oct 22, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2v-Z | YJU | 51.000 | 3.18 | Mh2 | - | - | - | - | 61.60% | - | Xukug | - | 250e | - | 3.14% | - | - |
| U-1w-Y | GKB | 74.000 | 9.50 | Azz | - | - | - | - | 54.97% | - | Ygihz | - | 220t | - | 2.50% | - | - |
| H-2-M | YBW | 83.000 | 9.67 | A3 | - | - | - | - | 98.73% | - | Pkhoo | - | 280t | - | 3.85% | - | - |
Tranche Comments
Z-2v-Z: First Pay: 2021-01-25; Registration: 144H/Nju Y;
H-2-M: First Pay: 2021-01-25; Registration: 144Z/Oce P;
U-1w-Y: First Pay: 2021-01-25; Registration: 144T/Vpl U;
Deal Comments
Sxavzxa Vhezjxjezjy. qNwj Nxaa Shazwdi A-1t-V, W-2-Vi 1.00r A-2t-Vi 0.75
Reinvestment Period (YRS)
9.10
WAL Test Period (YRS)
3.52
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2e-A2 | YPH | 16.000 | 9.41 | - | TT | - | - | - | 22.62% | - | Jjspr | Rohki | P+245 m | - | 2.85% | - | - |
| U-1y-G2 | CZX | 70.280 | 1.00 | - | YYY | - | - | - | 73.76% | - | Pljhm | Soxdz | Y+190 d | - | 2.50% | - | - |
Tranche Comments
U-1y-G2: First Pay: 2020-10-26; Registration: 144G Rtls;
W-2e-A2: First Pay: 2020-10-26; Registration: 144F Esmf;
Deal Comments
Fspujsa Foljzszqjzb
Reinvestment Period (YRS)
9.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Q | FVK | 268.000 | 2.90 | Dff | XXX | - | - | - | 61.00% | - | Xzfhblaw | 3jH | - | 143 | 3oE+143 | - | 843.00000 |
| Z-1X | NEQ | 55.000 | 6.20 | Dzz | - | - | - | - | 50.00% | - | Lrofplrh | 3bR | - | 175 | 3sW+175 | - | 472.00000 |
| A | JCF | 82.600 | 7.70 | - | YY- | - | - | - | 3.80% | - | Ttljwtav | 3nR | - | - | 3zL+693 | - | - |
| U-2 | MCS | 65.210 | 2.00 | - | DD | - | - | - | 69.27% | - | Evsjxpst | 3aX | - | 215 | 3mL+215 | - | 154.00000 |
| Uhq | LXQ | 18.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | FGH | 86.600 | 4.10 | - | W | - | - | - | 60.50% | - | Mzmxfrmh | 3dC | - | 305 | 3gO+305 | - | 782.00000 |
| X | ZBA | 67.600 | 5.10 | - | OOO- | - | - | - | 58.00% | - | Pfxpdwiq | 3xQ | - | 407 | 3pP+400 | - | 48.80000 |
Tranche Comments
Uhq: First Pay: 2020-01-23; Redemption: 7/22/2021;
Z: First Pay: 2020-01-23; Redemption: 7/22/2021;
Z-1X: First Pay: 2020-01-23; Redemption: 7/22/2021;
X: First Pay: 2020-01-23; Redemption: 7/22/2021;
A: First Pay: 2020-01-23; Redemption: 7/22/2021;
U-2: First Pay: 2020-01-23; Redemption: 7/22/2021;
Q-1Q: First Pay: 2020-01-23; Redemption: 7/22/2021;
Reinvestment Period End Date
Dec 27, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1SK | OWE | 88.000 | - | Qee | - | - | - | - | - | - | Awbqm | - | - | - | 0.038% | - | - |
| M-D | WTL | 68.200 | - | - | - | - | - | - | - | - | Cvcyapxp | 3lE | - | - | 3rK+560 | - | - |
| H-S | XFU | 40.300 | - | - | - | - | - | - | - | - | Gpxojwfj | 3fQ | - | - | 3zQ+300 | - | - |
| G-2X-O | GZF | 96.000 | - | - | - | - | - | - | - | - | Qtwfm | - | - | - | 0.046% | - | - |
| Q-2QB | MEK | 79.900 | - | - | - | - | - | - | - | - | Yyjhhsjf | 3xS | - | - | 3bX+175 | - | - |
| M-C | JEX | 33.000 | - | - | - | - | - | - | - | - | Zsbdrppc | 3rM | - | - | 3fB+198 | - | - |
| P-1PA | NPZ | 174.000 | - | Mmm | - | - | - | - | - | - | Dlzdjqsv | 3eF | - | - | 3pB+103 | - | - |