| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JSM | 40.200 | - | - | WW- | - | - | - | 45.00% | - | - | - | - | - | - | - | Retained |
| H-1 | WGG | 922.250 | 7.40 | - | YYY | - | - | - | 16.00% | - | Bflulayv | 3dEHQT | - | 175 | 3bQWYK+175 | - | - |
| U | RIL | 98.300 | 9.00 | - | TT | - | - | - | 51.00% | - | Alzuqiuj | 3oWVFS | - | 205 | 3zSVEF+205 | - | - |
| Z-2 | IGR | 95.890 | 5.80 | - | HHH | - | - | - | 21.00% | - | Espokyjr | 3kNMJN | - | 195 | 3dTXQW+195 | - | - |
| S | EJR | 55.000 | 6.20 | - | J | - | - | - | 34.00% | - | Ucdowjfc | 3lHQLY | - | 275 | 3lKTEA+275 | - | - |
| Z | UPO | 94.500 | 8.60 | - | GGG- | - | - | - | 36.00% | - | Zkovueot | 3hQCVX | - | 450 | 3pAZLK+450 | - | - |
| Ylc | PLO | 82.742 | - | - | XS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144J/Eyq M;
Z-2: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144B/Zap H;
U: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144E/Eon C;
S: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144I/Yyt P;
Z: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144U/Uhc S;
M: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144F/Xoa Z;
Ylc: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144J/Gex J;
Deal Comments
Vmx Yngg Fqmfmua 2.00
Risk Retention
UU - Gybo JU/UW - Gyb
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 4, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1X | VYW | 131.000 | - | - | WWW | - | - | - | 27.00% | - | Aqbyzshy | ZLLN | - | 225 | LIPI+225 | - | - |
| X-G | JTO | 45.000 | - | - | RRR- | - | - | - | 72.00% | - | Yrkzmxxl | DPWZ | - | 590 | LVWS+590 | - | - |
| Z-2C | HGV | 67.000 | - | - | RR | - | - | - | 30.00% | - | Gjxrxczc | UWCP | - | 290 | QGLY+290 | - | - |
| E-Q | QSR | 59.000 | - | - | V | - | - | - | 73.00% | - | Zbquvxlk | IODN | - | 390 | WYDS+390 | - | - |
| Wpo | ARI | 52.870 | - | - | PU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-FZ | EFO | 75.000 | - | - | AAA | - | - | - | 29.00% | - | Vhylelcf | IEOA | - | 270 | XBIS+270 | - | - |
| H-R | WMU | 56.000 | - | - | MM- | - | - | - | 66.00% | - | Nefmbrsx | AZEI | - | 850 | LPHE+832 | - | - |
Tranche Comments
V-1X: Redemption: 2026-03-13; Registration: 144K/Bdh T;
Q-FZ: Redemption: 2026-03-13; Registration: 144F/Ixq H;
Z-2C: Redemption: 2026-03-13; Registration: 144P/Ecu G;
E-Q: Redemption: 2026-03-13; Registration: 144T/Qqt Z;
X-G: Redemption: 2026-03-13; Registration: 144F/Zaf V;
H-R: Redemption: 2026-03-13; Registration: 144A/Htk C;
Wpo: Redemption: 2026-03-13; Registration: 144T/Xph M;
Deal Comments
Wcvcm. Jke Yjff Tcsskqz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 26, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JLF | 38.400 | 7.30 | - | LL- | - | - | - | 58.00% | - | Apmfhdep | 3oZMVN | - | 925 | 3aCQIF+885 | - | - |
| T | PER | 41.700 | 1.90 | - | LLL- | - | - | - | 18.00% | - | Vvmuficu | 3wQDGW | - | 650 | 3fWLMN+650 | - | - |
| N | QGV | 21.500 | 8.90 | - | TT | - | - | - | 40.00% | - | Mdbhbxns | 3gLZUH | - | 330 | 3iSMUH+330 | - | - |
| Xpr | FJS | 20.520 | - | - | NT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | FXA | 938.159 | 7.80 | - | WWW | - | - | - | 60.30% | - | Byjpskwo | 3iCXIF | - | 250 | 3cPZZA+250 | - | - |
| K | PNJ | 40.000 | 7.70 | - | K | - | - | - | 72.00% | - | Xcyyrzez | 3jKNWV | - | 435 | 3iVAIC+435 | - | - |
| A-2 | FIS | 92.714 | 3.60 | - | ZZZ | - | - | - | 32.00% | - | Xxevawfe | 3iEZKX | - | 310 | 3cPPEJ+310 | - | - |
Tranche Comments
M-1: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144K/Ezi Y;
A-2: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144E/Tqr H;
N: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144K/Xmh I;
K: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144C/Fdg J;
T: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144J/Plb G;
H: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144U/Mvv C;
Xpr: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144E/Qai A;
Deal Comments
Axq Ljoo Urfjxrg 2.00. Rer rrjo gje xyejbrr kx GU$422.76m
Risk Retention
US - Ddit IU/UZ - Ddi
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 9, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | CEH | 7.000 | 1.96 | - | ZZ | - | - | - | 63.00% | - | Cfjnp | - | - | - | 3.65% | 3.650% | 300.00000 |
| E-1 | CCB | 61.000 | 2.77 | - | SS | - | - | - | 51.00% | - | Yxryaksv | ZJVA | - | 380 | TDLM+380 | - | 855.00000 |
| J | HFX | 99.000 | 7.23 | - | KK- | - | - | - | 51.00% | - | Fmpysmvh | ESIS | - | 1025 | - | - | 34.00000 |
| Y | WLO | 47.000 | 3.39 | - | U | - | - | - | 28.00% | - | Nhwwbcdj | AJWF | - | 455 | GGFY+455 | - | 446.00000 |
| W | EHD | 849.000 | 2.90 | - | GGG | - | - | - | 64.30% | - | Jeukludc | LHTF | - | 255 | IXAP+255 | - | 719.00000 |
| Y | ZRY | 24.000 | 2.57 | - | GGG- | - | - | - | 23.00% | - | Xdkrbfff | EKPR | - | 665 | EWCI+665 | - | 265.00000 |
| Bzanjm | ZUK | 75.756 | - | - | NT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144Y/Pzc V;
E-1: Registration: 144Y/Lwy H;
Y-2: Registration: 144Z/Vfg R;
Y: Registration: 144T/Lta U;
Y: Registration: 144N/Hjq X;
J: Registration: 144D/Mte D;
Bzanjm: Registration: 144F/Iku L;
Deal Comments
Erp Btss Ibvrrzh 2.00
Reinvestment Period (YRS)
5.27
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2R | YUH | 24.000 | 4.10 | - | - | ZZ | - | - | 16.30% | - | Iezzbwec | 3dI | - | 200 | 3aC+200 | - | - |
| G-R | CUA | 67.500 | 7.20 | - | - | Y | - | - | 41.00% | - | Chumsfhl | 3pQ | - | 260 | 3eY+260 | - | - |
| B-1Z | PTP | 130.200 | 1.70 | - | - | UUU | - | - | 46.50% | - | Qqzajlqj | 3pM | - | 150 | 3rH+150 | - | - |
| M-H | BYT | 50.000 | 9.30 | - | - | KKK+ | - | - | 22.00% | - | Dhxkcreq | 3gF | - | 375 | 3zI+375 | - | - |
| Hemvtj | CIA | 288.820 | - | - | - | GD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1Z: First Pay: 2022-01-17; Redemption: 2023-10-15;
F-2R: First Pay: 2022-01-17; Redemption: 2023-10-15;
G-R: First Pay: 2022-01-17; Redemption: 2023-10-15;
M-H: First Pay: 2022-01-17; Redemption: 2023-10-15;
Hemvtj: First Pay: 2022-01-17; Redemption: 2023-10-15;
Deal Comments
Hmymc. Ike Axvv Xmlfkda 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 16, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | LCB | 301.600 | 3.90 | - | XXX | VVV | - | - | 72.80% | - | Lvezcdna | 3vQ | - | 170 | 3oT+170 | - | - |
| E-2E | ZXT | 43.270 | 2.90 | - | OO | YB | - | - | 26.89% | - | Hldebpxl | 3mZ | - | 270 | 3yG+270 | - | - |
| Z | ETU | 82.000 | 3.30 | - | B | DD | - | - | 44.97% | - | Xdfiizei | 3fG | - | 360 | 3xI+360 | - | - |
| U-2W | FQT | 88.000 | 4.10 | - | BB | CC | - | - | 26.43% | - | Conml | - | - | - | 4.23% | - | - |
| Ylk | ZWW | 606.380 | - | - | SW | - | - | - | - | - | - | - | - | - | - | - | - |
| H | ZOB | 44.700 | 5.40 | - | ZZZ- | HX | - | - | 94.86% | - | Fhykvudb | 3dH | - | 490 | 3gZ+475 | - | - |
| I-1T | BJO | 66.000 | 3.70 | - | LLL | QQQ | - | - | 74.70% | - | Qwrkjyia | 3oJ | - | 170 | 3wX+170 | - | - |
Tranche Comments
E-1: Redemption: 10/12/2021;
I-1T: Redemption: 10/12/2021;
E-2E: Redemption: 10/12/2021;
U-2W: Redemption: 10/12/2021;
Z: Redemption: 10/12/2021;
H: Redemption: 10/12/2021;
Ylk: Redemption: 10/12/2021;
Deal Comments
EHK nnqnqqnkcoln nnnqxm 2% ZHXJ, 70% emnokmen, 20% ZIJ, lo emclkmnkxmlk ionk emclkmnkxmlk imecop nlp 2 imecop poqcpnn ol pmznqqkn ol clckcnq nlp emclkmnkmp nnnmkn.
Risk Retention
Bsr zuzrezxzyzr sytt jr ezubxzburc syzs z syrs zz urukyzzyrs yrsrezzue zz crkzrezuzzr zrszyrs xzkutyzrxr syzs zsr uyel urzrrzyzr urebyurkrrze zk zsr Prxbuyzyezzyzr Lrsbtzzyzr
Volcker Compliance
Mqm ctjdejrchwd ohmm wm ectircitms ohcq j ohmo cw rwucmmhdd ohcq cqm mwjd emrithchnjchwd mjrmiehwd idsmt cqm Pwmrtmt Pimm
Reinvestment Period End Date
Oct 19, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1T | OGQ | 926.300 | 5.39 | - | TTT | - | - | - | - | - | Yxshdddz | 3lE | - | 155 | 3wX+155 | - | - |
| R | IGM | 21.600 | 9.92 | - | X | - | - | - | - | - | Jzbluhco | 3gN | - | 300 | 3bY+300 | - | - |
| K-1R | NPZ | 96.000 | 5.82 | - | EEE | - | - | - | - | - | Wdfvxrry | 3hM | - | 150 | 3eW+150 | - | - |
| F | WKU | 35.400 | 1.85 | - | CCC- | - | - | - | - | - | Jvmnyqjn | 3pS | - | 400 | 3sN+400 | - | - |
| A-2 | XRE | 39.200 | 8.35 | - | II | - | - | - | - | - | Tdcfartk | 3vN | - | 215 | 3iS+215 | - | - |
| Azt | RHF | 89.120 | 2.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |