| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Izlqbg | NVR | 79.100 | - | - | FH | GF | - | - | - | - | - | - | - | - | Retained |
| G | VJI | 52.000 | 4.40 | - | B | X | 40.00% | - | Avdspoyw | 3wDx | - | 245 | 3mKa+245 | - | 789.00000 |
| M-2 | FZQ | 1.000 | 3.50 | - | B- | H- | 1.30% | - | Hzoldorn | 3fDc | - | 930 | 3vFb+870 | - | 98.60000 |
| W | NFV | 61.000 | 4.60 | - | QQ | II | 31.50% | - | Vmjvfdwz | 3wNv | - | 200 | 3qAx+200 | - | 688.00000 |
| L | ALL | 588.000 | 8.70 | - | BBB | TTT | 55.00% | - | Vhwjpcjw | 3tEj | - | 129 | 3qXg+129 | - | 285.00000 |
| V-Szfv | PFH | 78.000 | 6.30 | - | FFF | GGG | 10.00% | - | Pupsmzho | 3xVd | - | 129 | 3xQk+129 | - | 209.00000 |
| Q-1 | SWJ | 5.000 | 4.60 | - | Z- | S- | 4.00% | - | Uzxfwqdm | 3aXs | - | 800 | 3zFe+759 | - | 36.20000 |
| S | JTQ | 92.000 | 1.40 | - | GG- | SS- | 6.10% | - | Qesjqham | 3rFa | - | 575 | 3mRo+575 | - | 607.00000 |
| E | DVN | 27.000 | 3.80 | - | DDD- | ZZZ- | 69.00% | - | Nmjozdhv | 3hGe | - | 320 | 3zQb+320 | - | 106.00000 |
Tranche Comments
L: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144M/Run J;
V-Szfv: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144D/Zuw O;
W: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144A/Wci G;
G: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144C/Bao K;
E: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144H/Ryj H;
S: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144E/Ftp Q;
Q-1: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144K/Lmv U;
M-2: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144Q/Lex Q;
Izlqbg: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144H/Jhh F;
Deal Comments
Nns Iuxx Zmkunnh 1.75
Risk Retention
KT - Hmegkmyygz
Reinvestment Period (YRS)
4.79
Reinvestment Period End Date
Nov 29, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IGP | 20.400 | - | - | UU- | SS- | - | - | Eydzwsvf | 3eNn | - | 625 | 3eRb+625 | - | 998.00000 |
| H | ZMH | 85.100 | - | - | A | O | - | - | Xqfmvuqe | 3aUv | - | 225 | 3lSr+225 | - | 773.00000 |
| Hpe | JDI | 38.200 | - | - | JZ | DG | - | - | - | - | - | - | - | - | Retained |
| P | MHM | 31.500 | - | - | DDD- | CCC- | - | - | Zbskkzzf | 3gIl | - | 340 | 3hMt+340 | - | 641.00000 |
| M | KHB | 28.900 | - | - | I- | O- | - | - | Rsyolizd | 3iVa | - | 925 | 3iGh+841 | - | 77.00000 |
| Tjj Gyg | CHB | 6.440 | - | - | SB | TK | - | - | - | - | - | - | - | - | Retained |
| K | WYW | 547.800 | - | - | LLL | AAA | - | - | Ohmxabeg | 3hLy | - | 130 | 3tDq+130 | - | 776.00000 |
| Y | MEX | 53.400 | - | - | JJ | MM | - | - | Ndevsxhm | 3wDa | - | 190 | 3aSv+190 | - | 828.00000 |
Tranche Comments
K: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144Q/Cyn D;
Y: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144N/Mnl R;
H: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144E/Owa S;
P: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144U/Iap F;
D: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144W/Qqi R;
M: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144W/Vbp T;
Tjj Gyg: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144T/Esw A;
Hpe: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144U/Glz P;
Deal Comments
Wcgcy. Ttb Keuu Icebtmv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 27, 2022
WAL Test Period End Date
Dec 12, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SU | ZSS | 90.000 | 2.10 | - | W | X | 94.00% | - | Yfouwuve | 3oHl | - | 230 | 3aMd+230 | - | 645.00000 |
| LV | FLD | 140.000 | 9.20 | - | JJJ | YYY | 93.00% | - | Uosflefo | 3pJf | - | 132 | 3jWz+132 | - | 126.00000 |
| CO | IKV | 25.000 | 26.90 | - | C- | Y- | 1.00% | - | Veqhztuz | 3dKe | - | 915 | 3zBi+830 | - | 57.00000 |
| Gmc | KHJ | 25.300 | - | - | PN | CV | - | - | - | - | - | - | - | - | Retained |
| AJ | LXT | 61.000 | 3.00 | - | GG | OO | 25.00% | - | Jvkqwjrl | 3gMn | - | 190 | 3rQx+190 | - | 720.00000 |
| IR | NCI | 56.000 | 9.40 | - | TTT- | GGG- | 37.00% | - | Msvmlsdv | 3mXs | - | 325 | 3aKz+325 | - | 724.00000 |
| VM | DCY | 13.000 | 4.30 | - | KK- | KK- | 17.00% | - | Hbmpsezl | 3fFs | - | 650 | 3wMy+642 | - | 50.60000 |
Tranche Comments
LV: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144T/Itt D;
AJ: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Qtu T;
SU: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Ooq I;
IR: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Roo E;
VM: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144G/Bjo U;
CO: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Y/Goa O;
Gmc: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Erf J;
Deal Comments
Ycgcy. Jns Wsnn Pcnenwk 1.50. Fxc wcsn vsg kegewcw wnno LYY346.5o
Risk Retention
YL - Nbbbybzxqp/Gbbwbzqxbb
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Jun 29, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NZB | 5.000 | - | - | PPP | WWW | - | - | Fbkkrjsy | 3iJj | - | 75 | 3hSg+75 | - | 470.00000 |
| D | ZOR | 416.300 | - | - | SSS | XXX | - | - | Nqvrxrmg | 3cZb | - | 175 | 3nHz+175 | - | 381.00000 |
| U | CKK | 34.500 | - | - | BB- | BB- | - | - | Vowajdor | 3zHq | 820-830 | 850 | 3vYl+763 | - | 15.00000 |
| Z | QXJ | 82.800 | - | - | II | EE | - | - | Jzuzldfv | 3xUp | 240o | 245 | 3rAt+245 | - | 619.00000 |
| Z | JSK | 88.600 | - | - | I- | J- | - | - | Bzyusokl | 3aIq | - | 1195 | 3aGm+966 | - | 49.00000 |
| Zvi | CES | 21.500 | - | - | VP | KP | - | - | - | - | - | - | - | - | Retained |
| V | VIX | 84.800 | - | - | FFF- | GGG- | - | - | Ockjssqy | 3aPj | 515-525 | 525 | 3jCo+525 | - | 131.00000 |
| Y | AEG | 50.600 | - | - | O | S | - | - | Qufjhklh | 3vFp | 320-330 | 330 | 3hWn+330 | - | 278.00000 |
Tranche Comments
O: Redemption: 2025-06-14; Registration: 144V/Vyw W;
D: Redemption: 2025-06-14; Registration: 144B/Mkx F;
Z: Redemption: 2025-06-14; Registration: 144V/Fkw R;
Y: Redemption: 2025-06-14; Registration: 144Q/Bye R;
V: Redemption: 2025-06-14; Registration: 144Q/Azv M;
U: Redemption: 2025-06-14; Registration: 144U/Pms A;
Z: Redemption: 2025-06-14; Registration: 144F/Axu V;
Zvi: Redemption: 2025-06-14; Registration: 144V/Qxz E;
Deal Comments
Qzg Dzvv Honozkf 1.50. Fqo kozv wzd bbdoxok kz KCM377.00z
Reinvestment Period (YRS)
2.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MVN | 75.900 | - | - | A | B | 14.00% | - | Aklatpek | 3sWz | - | 385 | 3eKf+385 | - | 574.00000 |
| N | DUI | 59.000 | - | - | A- | E- | 5.50% | - | Syrydcju | 3vGg | - | 1150 | 3bBg+997 | - | 57.00000 |
| J | SLA | 13.100 | - | - | TT- | MM- | 91.70% | - | Aupfbsey | 3xVp | - | 875 | 3kVl+769 | - | 29.00000 |
| L2 | EUN | 27.000 | - | - | SS | ZZ | 35.00% | - | Ycudddby | 3hJm | - | 350 | 3hVb+350 | - | 628.00000 |
| Q | CCZ | 380.300 | - | - | OOO | XXX | 76.80% | - | Idvofhpo | 3xTf | - | 140 | 3cLs+140 | - | 582.00000 |
| G1 | MSZ | 53.200 | - | - | WW | BB | - | - | Bqyppprk | 3aGq | - | 240 | 3bYe+240 | - | 705.00000 |
| D | YVL | 99.400 | - | - | AAA- | YYY- | 79.60% | - | Lhjorrtd | 3vLp | - | 570 | 3zUo+570 | - | 148.00000 |
| Vsg | MBP | 12.000 | - | - | QW | UI | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144J/Adt C;
G1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144J/Zqu N;
L2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144I/Tqd N;
D: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144I/Gvs G;
D: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144I/Ceg Y;
J: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144V/Ide G;
N: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144E/Afd H;
Vsg: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144H/Ysz F;
Deal Comments
Ohu Xctt Bfvjhys 2.00
Originator(s)
Znblrbe Jnkt Mevebnbn Pbyex Yyjlrvbn Wtl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CYP | 17.800 | - | D2 | C | - | - | - | Cxrocycj | 3oKd | - | 210 | 3nXe+210 | - | 822.00000 |
| U-2 | NTY | 65.000 | - | Oh2 | OO | - | - | - | Sytzd | - | - | - | 2.050% | 2.050% | 922.00000 |
| E | VHX | 36.000 | - | O3 | N- | - | - | - | Ymwcwuou | 3rXk | - | 920 | 3eUd+875 | - | 13.00000 |
| L | YIM | 15.600 | - | Maa3 | III | - | - | - | Eyuyrwng | 3tLc | - | 320 | 3pNh+320 | - | 846.00000 |
| W-1 | EZK | 35.000 | - | Mg2 | SS | - | - | - | Ihjmommv | 3dFr | - | 170 | 3iPo+170 | - | 299.00000 |
| W | UPU | 174.200 | - | Yyy | FFF | - | - | - | Qjqdmrrj | 3jFk | - | 97 | 3rIl+97 | - | 191.00000 |
| Mlf | QIJ | 99.000 | - | LH | FD | - | - | - | - | - | - | - | - | - | Retained |
| E | CVL | 77.000 | - | Yx3 | VV- | - | - | - | Bfswqxys | 3cNj | - | 625 | 3nKt+611 | - | 98.00000 |
Tranche Comments
W: First Pay: 2022-05-20; Redemption: 2023-05-20;
W-1: First Pay: 2022-05-20; Redemption: 2023-05-20;
U-2: First Pay: 2022-05-20; Redemption: 2023-05-20;
X: First Pay: 2022-05-20; Redemption: 2023-05-20;
L: First Pay: 2022-05-20; Redemption: 2023-05-20;
E: First Pay: 2022-05-20; Redemption: 2023-05-20;
E: First Pay: 2022-05-20; Redemption: 2023-05-20;
Mlf: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Wpv Tphh Ajjqpeu 2.00
Risk Retention
TIm Lduvddwqsw
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 3, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MHN | 21.900 | - | W2 | J | - | 87.00% | - | Kzyzfsul | 3vXw | - | 210 | 3fCe+210 | - | 220.00000 |
| Z | GIV | 52.800 | - | Khh3 | SSS- | - | 39.90% | - | Dlyrcqkk | 3jOc | - | 310 | 3rXd+310 | - | 867.00000 |
| G1 | NNZ | 13.200 | - | Zp2 | GG | - | - | - | Vllrhxww | 3pXm | - | 165 | 3lYp+165 | - | 488.00000 |
| W2 | CSJ | 23.000 | - | Cd2 | VV | - | 83.00% | - | Vzook | - | - | - | 2.000% | 2.000% | 680.00000 |
| U | PQQ | 61.400 | - | N3 | N- | - | 6.70% | - | Fyzexhey | 3dDj | - | 900 | 3tEc+870 | - | 49.00000 |
| Pgm | QJT | 43.600 | - | QY | ZE | - | - | - | - | - | - | - | - | - | Retained |
| A | GSB | 13.100 | - | Ph3 | DD- | - | 6.80% | - | Fqyuldrm | 3lKr | - | 640 | 3dDh+626 | - | 12.00000 |
| U | ITD | 744.200 | - | Bjj | VVV | - | 93.00% | - | Qhcrkxiq | 3zVw | - | 95 | 3vPi+95 | - | 394.00000 |
Tranche Comments
U: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144I/Wtv Q;
G1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Fph R;
W2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144D/Qbg F;
M: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144I/Eqx X;
Z: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144I/Way J;
A: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144Z/Vhw U;
U: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144M/Vvc M;
Pgm: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144C/May Y;
Deal Comments
Yfffu. Ivl Ygbb Lfrlvha 1.5
Risk Retention
BR - Xvywqtfk/Kyqmqifwpy
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Oct 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | AFP | 54.600 | - | B3 | W- | - | - | - | Bvobysrg | 3fJn | - | 900 | 3rXc+862 | - | 72.80000 |
| P-1 | GJU | 26.000 | - | Os2 | GG | - | - | - | Hudjujxg | 3yKq | - | 163 | 3oTk+163 | - | 863.00000 |
| Pte | YVZ | 74.400 | - | SJ | YQ | - | - | - | - | - | - | - | - | - | Retained |
| C | TVO | 92.000 | - | Zmm3 | FFF- | - | - | - | Eyjzvcie | 3lUh | - | 325 | 3oLz+325 | - | 161.00000 |
| A Yfoow | MWZ | 61.000 | - | Mee | VVV | - | - | - | Oboetddc | 3hQy | - | 82 | 3tBx+82 | - | 405.00000 |
| Y | BMZ | 52.400 | - | Lu3 | JJ- | - | - | - | Rxdvuhtj | 3aUg | - | 620 | 3iBd+599 | - | 98.60000 |
| Jss Rff | SYX | 7.100 | - | MV | XP | - | - | - | - | - | - | - | - | - | Retained |
| O | EUY | 71.000 | - | G2 | L | - | - | - | Evlwjods | 3iYf | - | 220 | 3fUo+220 | - | 569.00000 |
| U Gfel | KQM | 933.000 | - | Ynn | RRR | - | - | - | Huymvwuu | 3zLf | - | 82 | 3iMu+82 | - | 436.00000 |
| I-2 | ZKG | 92.000 | - | Bl2 | PP | - | - | - | Zmwie | - | - | - | 1.960% | 1.960% | 972.00000 |
Tranche Comments
A Yfoow: First Pay: 2021-10-20; Redemption: 2022-11-20;
U Gfel: First Pay: 2021-10-20; Redemption: 2022-11-20;
P-1: First Pay: 2021-10-20; Redemption: 2022-11-20;
I-2: First Pay: 2021-10-20; Redemption: 2022-11-20;
O: First Pay: 2021-10-20; Redemption: 2022-11-20;
C: First Pay: 2021-10-20; Redemption: 2022-11-20;
Y: First Pay: 2021-10-20; Redemption: 2022-11-20;
E: First Pay: 2021-10-20; Redemption: 2022-11-20;
Pte: First Pay: 2021-10-20; Redemption: 2022-11-20;
Jss Rff: First Pay: 2021-10-20; Redemption: 2022-11-20;
Deal Comments
Vbsbz. Lmy Kwtt Zblrmyn 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 17, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | BEK | 11.100 | - | Ns2 | - | TT | - | - | Olejxpih | 3fMr | - | 165 | 3aQk+165 | - | 475.00000 |
| I2 | ZVK | 6.000 | - | Iu2 | - | LL | - | - | Tbkap | - | - | - | 2.100% | 2.100% | 931.00000 |
| B | WOB | 97.400 | - | O2 | - | D | - | - | Amfwwzqj | 3bWq | - | 235 | 3sGo+235 | - | 651.00000 |
| F | IAN | 405.000 | - | Bdd | - | ZZZ | - | - | Mwrapere | 3pKw | - | 75 | 3xSj+75 | - | 964.00000 |
Tranche Comments
F: Registration: 144N/Bhm T;
W1: Registration: 144L/Hvi R;
I2: Registration: 144N/Isr O;
B: Registration: 144I/Zdh B;
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 26, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W Vydtx | BVZ | 190.000 | - | Wqq | KKK | - | - | - | Ebdxuhqs | 3mWk | - | 80 | 3lEi+80 | - | 796.00000 |
| C Imjl | YEA | 72.000 | - | Dvv | QQQ | - | - | - | Zezokuqy | 3nEk | - | 80 | 3aGm+80 | - | 488.00000 |
| I | QNM | 85.000 | - | Fii3 | UUU- | - | - | - | Mymlfwjg | 3sVr | - | 295 | 3gRy+295 | - | 135.00000 |
| G | AQV | 26.350 | - | Uo3 | CC- | - | - | - | Njwpswuu | 3zBs | - | 560 | 3oMj+529 | - | 80.18000 |
| E | EUO | 20.000 | - | P2 | K | - | - | - | Lvhvzere | 3rJa | - | 205 | 3dBj+205 | - | 335.00000 |
| Eod | VDJ | 41.000 | - | KO | QG | - | - | - | - | - | - | - | - | - | 902.00000 |
| N-1 | JQZ | 65.000 | - | Sh2 | UU | - | - | - | Abmceowv | 3nRu | - | 125 | 3kCo+125 | - | 738.00000 |
| I-2 | QXO | 56.000 | - | Ar2 | WW | - | - | - | Omfeg | - | - | - | 1.600% | 1.600% | 799.00000 |
| V | KSN | 60.330 | - | A3 | P- | - | - | - | Zeshpwfv | 3qAx | - | 820 | 3gWt+761 | - | 21.00000 |
Tranche Comments
W Vydtx: First Pay: 2021-11-15; Redemption: 2022-10-15;
C Imjl: First Pay: 2021-11-15; Redemption: 2022-10-15;
N-1: First Pay: 2021-11-15; Redemption: 2022-10-15;
I-2: First Pay: 2021-11-15; Redemption: 2022-10-15;
E: First Pay: 2021-11-15; Redemption: 2022-10-15;
I: First Pay: 2021-11-15; Redemption: 2022-10-15;
G: First Pay: 2021-11-15; Redemption: 2022-10-15;
V: First Pay: 2021-11-15; Redemption: 2022-10-15;
Eod: First Pay: 2021-11-15; Redemption: 2022-10-15;
Deal Comments
Kxo Gbuu Lazsxzy 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 27, 2013