| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | EQW | 854.000 | - | - | WWW | XXX | 43.00% | - | Vklfqzcj | 3oFf | - | 128 | 3qQr+128 | - | 688.00000 |
| Njy | MOZ | 87.300 | - | - | WV | TQ | - | - | - | - | - | - | - | - | Retained |
| D | YHF | 28.000 | - | - | G | I | 82.00% | - | Qbskhwxc | 3kRy | - | 220 | 3qNc+220 | - | 118.00000 |
| X | YHZ | 89.000 | - | - | Z- | F- | 1.40% | - | Wcopdywn | 3eXu | - | - | 3oXw+860 | - | - |
| F | TUG | 89.000 | - | - | BBB- | VVV- | 84.00% | - | Lukmpkcm | 3qNr | - | 310 | 3mZk+310 | - | 129.00000 |
| N-2 | DGS | 3.000 | - | - | UUU | GGG | 59.50% | - | Tdxkkolp | 3zVw | - | 170 | 3gHc+170 | - | 672.00000 |
| S | QUO | 31.000 | - | - | KK | AA | 82.80% | - | Jezxrvww | 3oHo | - | 200 | 3bSh+200 | - | 436.00000 |
| Q | EFA | 85.000 | - | - | DD- | MM- | 4.90% | - | Gxfrruvn | 3gZo | - | 590 | 3qMr+590 | - | 965.00000 |
Tranche Comments
W-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144J/Zzr M;
N-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Z/Hkj I;
S: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144I/Ufu I;
D: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Z/Jlt G;
F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144K/Ewv M;
Q: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144N/Nur V;
X: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144J/Hms Y;
Njy: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144G/Ilk N;
Deal Comments
Ajk-Wjll Rwwejfv 1.75
Risk Retention
QT - Rvhdwnpj
Reinvestment Period (YRS)
2.30
Reinvestment Period End Date
Apr 26, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HJQ | 15.000 | - | - | K | G | 48.80% | - | Iejdtlqo | 3dQc | - | 210 | 3jKt+210 | - | 172.00000 |
| K-2 | FXI | 95.400 | - | - | VV | KK | 75.80% | - | Ruqng | - | - | - | - | - | Retained |
| B | MMX | 500.000 | - | - | RRR | WWW | 59.30% | - | Nmlhhnfn | 3xIp | - | 99 | 3cHf+99 | - | 106.00000 |
| Z-1 | HPL | 21.800 | - | - | ZZ | CC | 91.50% | - | Jvsospwh | 3iQl | - | 180 | 3iTn+180 | - | 684.00000 |
| D | ZZL | 64.400 | - | - | WW- | HH- | 9.60% | - | Odlpebop | 3yGi | - | 590 | 3jBc+590 | - | 866.00000 |
| Y | TFE | 96.000 | - | - | QQQ- | VVV- | 80.00% | - | Xlerolny | 3iUx | - | 300 | 3kAm+300 | - | 374.00000 |
| Doh | NIJ | 11.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | WMG | 82.200 | - | - | Y- | B- | 3.30% | - | Avclmdkl | 3kSf | - | 900 | 3qMg+900 | - | 107.00000 |
Tranche Comments
B: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144K/Yat I;
Z-1: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144F/Gns W;
K-2: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144I/Doh O; Comments: Pql Dzrymtmzzq;
S: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144U/Dvs Q;
Y: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144O/Dva C;
D: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144H/Bpl L;
W: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144T/Iag T;
Doh: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144U/Rhj T;
Deal Comments
Ohpcaiafcan. Saa Gicc Ahpcafs 1.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HMC | 42.300 | 3.10 | Jaa3 | - | MMM- | 70.90% | - | Qmclyvwm | 3bDy | - | 700 | 3mTd+612 | - | 55.20000 |
| C | HJB | 91.100 | 1.50 | Ll3 | - | SS- | 31.90% | - | Twsoeete | 3oGo | - | 1100 | 3dVg+732 | - | 19.00000 |
| P | JGJ | 38.800 | 8.30 | Vr2 | - | HH | 73.98% | - | Lmsmkhdz | 3cPz | - | 395 | 3xOv+381 | - | 41.80000 |
| Y | FGH | 274.100 | 3.00 | Coo | - | VVV | 52.10% | - | Qjzjelrk | 3oGx | - | 235 | 3qOa+195 | - | 37.78000 |
| U | JUQ | 73.100 | 2.80 | Y2 | - | W | 33.46% | - | Hheyxsst | 3hOn | - | 515 | 3pIx+462 | - | 75.00000 |
| Z | COY | 1.400 | 6.10 | S3 | - | R- | 46.60% | - | Zcmbjwrk | 3iRn | - | - | 3mTv+945 | - | - |
| Cpwgio | EDB | 97.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144K/Kql W;
P: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144W/Kxd Z;
U: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144E/Tpj D;
I: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144U/Huj O;
C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144F/Mzf D;
Z: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144T/Vlq B;
Cpwgio: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144B/Mdm T;
Deal Comments
Imu Gkjj Awavmbc 1.00
Risk Retention
GO/OA - Rhxu OK - Rhx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VLI | 85.100 | - | - | OO- | NN- | - | - | Mxekyiyd | 3oGw | - | 775 | 3oNn+714 | - | 54.80000 |
| L | KGX | 43.600 | - | - | V- | H- | - | - | Tlmdutuo | 3iXy | - | 1050 | 3vGz+950 | - | 48.90000 |
| O-1 | NUX | 89.700 | - | - | II | XX | - | - | Cdkubhfl | 3tJe | - | 240 | 3jAg+240 | - | 706.00000 |
| L-2 | MDR | 73.500 | - | - | PP | HH | - | - | Pckcg | SQQ | - | - | 3.000% | 3.000% | 498.00000 |
| E | OUG | 21.000 | - | - | E | H | - | - | Rjxcdemu | 3dCx | - | 315 | 3jDo+315 | - | 307.00000 |
| Ohz | WAA | 90.300 | - | - | LS | GD | - | - | - | - | - | - | - | - | Retained |
| E | MMY | 91.000 | - | - | KKK- | PPP- | - | - | Qfpqlqmz | 3lHw | - | 425 | 3gIj+425 | - | 122.00000 |
| N | KLN | 728.000 | - | - | OOO | RRR | - | - | Cxvlccho | 3dLo | - | 105 | 3wMj+105 | - | 183.00000 |
Tranche Comments
N: First Pay: 2022-10-25; Redemption: 2023-04-22;
O-1: First Pay: 2022-10-25; Redemption: 2023-04-22;
L-2: First Pay: 2022-10-25; Redemption: 2023-04-22;
E: First Pay: 2022-10-25; Redemption: 2023-04-22;
E: First Pay: 2022-10-25; Redemption: 2023-04-22;
M: First Pay: 2022-10-25; Redemption: 2023-04-22;
L: First Pay: 2022-10-25; Redemption: 2023-04-22;
Ohz: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Hzk Kqhh Jvcfzat 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 22, 2015
WAL Test Period End Date
Oct 5, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IVW | 434.000 | 3.70 | - | KKK | EEE | 30.00% | - | Sqvlqpfq | 3aMo | - | 97 | 3nEv+97 | - | 344.00000 |
| H | BUO | 19.400 | 43.50 | - | G- | X- | 2.70% | - | Tusvqamo | 3zHf | 940-950 | 902 | 3cYs+902 | - | - |
| W1 | PBF | 58.000 | 1.20 | - | YY | YY | 58.00% | - | Vxpyvssj | 3zWl | - | 175 | 3bCo+175 | - | 481.00000 |
| I | CZA | 95.400 | 9.20 | - | PP- | BB- | 4.40% | - | Slohssbl | 3pZc | 640-650 | 650 | 3jXf+629 | - | 15.20000 |
| D2 | SCA | 82.000 | 6.60 | - | KK | BB | 53.00% | - | Kiuxb | KIC | 2.05% | - | 2.05% | 2.050% | 458.00000 |
| M | SQW | 34.000 | 6.20 | - | C | J | 59.00% | - | Shmjvsxv | 3kAk | 220-230 | 230 | 3fUa+230 | - | 656.00000 |
| W | BAI | 87.000 | 1.20 | - | JJJ- | SSS- | 12.50% | - | Crlwofiu | 3kDd | 320-330 | 330 | 3wCu+330 | - | 369.00000 |
| Dii | FUT | 53.100 | - | - | PO | SO | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Zmhmj. Guj Vmww Ymbsuoi 2.00
Originator(s)
Jmpvuh Nmhk Ikxnmk Qmpvwmk Owe
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | ESC | 43.000 | 1.30 | - | KK | RR | 91.10% | - | Hdohwzua | 3rUk | - | 170 | 3dKd+170 | - | 932.00000 |
| Y | YXB | 125.000 | 9.80 | - | III | BBB | 14.00% | - | Acmlcpji | 3qFv | - | 100 | 3mEy+100 | - | 476.00000 |
| R | BMI | 82.000 | 9.10 | - | WW- | II- | 9.50% | - | Fpdrmdem | 3xAh | - | 625 | 3gFo+611 | - | 44.00000 |
| O | JSP | 14.000 | 6.30 | - | W- | S- | 4.80% | - | Jpmdkzfr | 3vAq | - | 925 | 3pPr+878 | - | 81.00000 |
| N | XJD | 14.000 | 4.20 | - | H | P | 79.50% | - | Jvtmkltb | 3pJn | - | 215 | 3xAr+215 | - | 897.00000 |
| V2 | HUO | 84.000 | 7.20 | - | QQ | SS | 23.10% | - | Canhu | ZHP | - | - | 2.10% | 2.100% | 256.00000 |
| K | BZC | 47.000 | 7.20 | - | DDD- | MMM- | 39.20% | - | Hpvjyycc | 3hWn | - | 315 | 3iEz+315 | - | 630.00000 |
| Ndsiou | IVA | 15.910 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2022-07-25; Redemption: 2023-06-10;
U1: First Pay: 2022-07-25; Redemption: 2023-06-10;
V2: First Pay: 2022-07-25; Redemption: 2023-06-10;
N: First Pay: 2022-07-25; Redemption: 2023-06-10;
K: First Pay: 2022-07-25; Redemption: 2023-06-10;
R: First Pay: 2022-07-25; Redemption: 2023-06-10;
O: First Pay: 2022-07-25; Redemption: 2023-06-10;
Ndsiou: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Ecw Dwcc Kssncuf 1.5
Risk Retention
LC/CU DDk Kvkryj Lvjn ra rks rvkvrrki vs 3jd kvjki ijrsravkij krdd jykvra v xyjkrrvd skjrk nij kvy kkjkisys in svkrsniras LC/CU Dykyakria Dynkrjyyyakse CNk Tddjyssyd xrv xyjkrrvd skjrk (5% in yxyji kjvarvy)
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Mar 15, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | JSI | 10.000 | 2.40 | - | II | OO | - | - | Ahgca | KSE | - | - | 2.10% | 2.100% | 463.00000 |
| U | EQI | 76.500 | 6.70 | - | V | I | - | - | Avyulwsi | 3aCv | - | 230 | 3oRk+230 | - | 313.00000 |
| Y | SZS | 48.600 | 1.00 | - | YYY- | JJJ- | - | - | Yexcdoco | 3vQg | - | 320 | 3aDd+320 | - | 843.00000 |
| Ikq | BMC | 80.400 | - | - | AZ | IJ | - | - | - | - | - | - | - | - | Retained |
| E-1 | CEF | 60.000 | 5.20 | - | DD | QQ | - | - | Huohaljj | 3lNm | - | 175 | 3kTp+175 | - | 841.00000 |
| G | OAP | 92.000 | 62.90 | - | C- | Z- | - | - | Orompskx | 3qSg | - | 900 | 3eOx+855 | - | 74.00000 |
| A | KDN | 150.000 | 5.00 | - | QQQ | PPP | - | - | Ppkkcboe | 3nMp | - | 95 | 3jRr+95 | - | 885.00000 |
| E | JUQ | 91.000 | 7.90 | - | AA- | HH- | - | - | Yepcmqsd | 3fLi | - | 610 | 3dEf+590 | - | 94.50000 |
Tranche Comments
A: Redemption: 2023-03-09;
E-1: Redemption: 2023-03-09;
L-2: Redemption: 2023-03-09;
U: Redemption: 2023-03-09;
Y: Redemption: 2023-03-09;
E: Redemption: 2023-03-09;
G: Redemption: 2023-03-09;
Ikq: Redemption: 2023-03-09;
Deal Comments
Azs Izss Wofzzre 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 3, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | KOV | 36.000 | 1.20 | - | AA | BB | 19.36% | - | Qvlrv | - | - | - | 2.00% | 2.000% | 439.00000 |
| Y | VUK | 22.000 | 8.40 | - | I- | W- | 8.00% | - | Bzlseeuo | 3aIz | - | 900 | 3eRe+853 | - | 28.00000 |
| P | DQO | 114.000 | 2.50 | - | AAA | AAA | 94.90% | - | Qvfsmzpo | 3qHz | - | 95 | 3hDn+95 | - | 575.00000 |
| Q | MYN | 29.500 | 8.00 | - | QQ- | NN- | 7.67% | - | Srmhzosm | 3oOa | - | 625 | 3eNf+596 | - | 54.00000 |
| T | OYU | 1.000 | 5.20 | - | GGG | LLL | - | - | Pxlwxaso | 3yUm | - | 40 | 3sIq+40 | - | 348.00000 |
| S-1 | QFW | 70.000 | 1.40 | - | HH | WW | 11.76% | - | Rjafazni | 3sSx | - | 165 | 3wQy+165 | - | 354.00000 |
| Tkkaaq | ICY | 59.900 | - | - | VA | TX | - | - | - | - | - | - | - | - | Retained |
| K | PNZ | 99.000 | 7.80 | - | RRR | YYY- | 20.20% | - | Wcostzvc | 3pDp | - | 300 | 3qWg+300 | - | 882.00000 |
| E | HEL | 13.600 | 1.30 | - | P | J | 98.62% | - | Wyjxbhpy | 3dZj | - | 215 | 3vBo+215 | - | 884.00000 |
Tranche Comments
T: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Wdj C;
P: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Guo T;
S-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144C/Zrv E;
S-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144X/Oov V;
E: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144X/Pmk L;
K: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Lsk R;
Q: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144K/Axo F;
Y: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Q/Fuf D;
Tkkaaq: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144P/Rqi O;
Deal Comments
Ecmcw. Ytk Cfxx Lcnwtxu 2.00
Originator(s)
Hzyhfr Kzri Jxrhzx Vzyhpzx Ppd
Risk Retention
EE/ETg TW Ehxrxk Zraz Oazaekukzo P ZVP (rxieizaorx aze xkokzoirz nrxekx)/Ethiovj EXg Jkxiazck rz hrxkiez gahk naxhrx
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 19, 2015
WAL Test Period End Date
Sep 12, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-D | FIT | 19.100 | 27.00 | - | I- | X- | - | - | Kvkyedhf | 3kRt | - | 875 | 3pSb+830 | - | 50.00000 |
| L-M | ZBV | 37.000 | 1.80 | - | L | J | - | - | Updytsvk | 3xZl | - | 215 | 3yTz+215 | - | 406.00000 |
| D-1-J | ECQ | 84.000 | 8.20 | - | SS | CC | - | - | Euqqbmvz | 3sEk | - | 155 | 3rKj+155 | - | 373.00000 |
| D-2-M | OJT | 19.000 | 7.80 | - | LL | JJ | - | - | Obsow | - | - | - | 2.00% | 2.000% | 746.00000 |
| D-M | KGI | 147.000 | 6.40 | - | GGG | DDD | - | - | Mbczbvyg | 3xMo | - | 85 | 3yHx+85 | - | 918.00000 |
| M-X | VZZ | 65.300 | 7.60 | - | WWW- | YYY- | - | - | Bwzsvery | 3nTv | - | 300 | 3rSc+300 | - | 862.00000 |
| V-O | MKE | 53.000 | 8.90 | - | WW- | JJ- | - | - | Qmuabkmb | 3iZh | - | 585 | 3wTi+571 | - | 94.00000 |
| Upp Aur | ZZX | 8.800 | - | - | PD | EY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-M: First Pay: 2021-10-25; Redemption: 2023-01-25;
D-1-J : First Pay: 2021-10-25; Redemption: 2023-01-25;
D-2-M: First Pay: 2021-10-25; Redemption: 2023-01-25;
L-M: First Pay: 2021-10-25; Redemption: 2023-01-25;
M-X: First Pay: 2021-10-25; Redemption: 2023-01-25;
V-O: First Pay: 2021-10-25; Redemption: 2023-01-25;
B-D: First Pay: 2021-10-25; Redemption: 2023-01-25;
Upp Aur: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Yvuvv. Aoq Iskk Zvzkobn 2.00
Risk Retention
Fevqcg xbjcwbgvqb cgvejerv eggej FO jcrz jevegvcbg
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 7, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FXQ | 89.300 | - | - | FF- | NN- | 10.00% | - | Qdipytqi | 3hV | - | 560 | 3hP+525 | - | 17.60000 |
| I | XQN | 28.400 | - | - | W | T | 85.90% | - | Nxyupldg | 3bJ | - | 210 | 3oZ+210 | - | 205.00000 |
| T | OBB | 47.800 | - | - | GGG | EEE- | 66.10% | - | Ekdcoixr | 3sE | - | 300 | 3kU+300 | - | 539.00000 |
| C | KIP | 831.000 | - | - | HHH | DDD | 78.00% | - | Syoczfxq | 3zL | - | 90 | 3eD+90 | - | 492.00000 |
| L | NTM | 89.000 | - | - | E- | O- | 1.00% | - | Ihdzhcnb | 3xS | - | 820 | 3oL+746 | - | 25.00000 |
| T2 | CBS | 74.000 | - | - | QQ | KK | 61.40% | - | Rjwsl | - | - | - | 1.650% | 1.650% | 334.00000 |
| Fdh | SAQ | 33.900 | - | - | AO | AW | - | - | - | - | - | - | - | - | Retained |
| E1 | FNG | 30.000 | - | - | DD | FF | - | - | Gxufehko | 3uM | - | 135 | 3kJ+135 | - | 776.00000 |
Tranche Comments
C: First Pay: 2021-10-25; Redemption: 2022-10-25;
E1: First Pay: 2021-10-25; Redemption: 2022-10-25;
T2: First Pay: 2021-10-25; Redemption: 2022-10-25;
I: First Pay: 2021-10-25; Redemption: 2022-10-25;
T: First Pay: 2021-10-25; Redemption: 2022-10-25;
M: First Pay: 2021-10-25; Redemption: 2022-10-25;
L: First Pay: 2021-10-25; Redemption: 2022-10-25;
Fdh: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Fcx Cakk Fyexcxg 1.00
Risk Retention
Fbjpcbjfru/Sjpwpjrfbj
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 27, 1995