| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | ASU | 975.000 | - | - | KKK | RRR | 44.00% | - | Qjbpxyjd | 3eAs | - | 128 | 3iKf+128 | - | 915.00000 |
| L | SWG | 97.000 | - | - | UUU- | SSS- | 60.00% | - | Rxrpsobs | 3yUr | - | 310 | 3gFk+310 | - | 694.00000 |
| W | MWW | 74.000 | - | - | OO- | WW- | 6.70% | - | Wbkwyekf | 3wDs | - | 590 | 3tUc+590 | - | 652.00000 |
| D | SZC | 38.000 | - | - | A- | Z- | 8.50% | - | Ebuflivo | 3vVs | - | - | 3kNx+860 | - | - |
| H | LGC | 43.000 | - | - | GG | VV | 41.70% | - | Lvhflevo | 3cHd | - | 200 | 3hOj+200 | - | 603.00000 |
| Ezn | OHB | 55.900 | - | - | PO | CW | - | - | - | - | - | - | - | - | Retained |
| N-2 | ZMP | 8.000 | - | - | UUU | XXX | 25.30% | - | Vvledlcu | 3yEn | - | 170 | 3qKu+170 | - | 276.00000 |
| F | DHU | 28.000 | - | - | Z | S | 74.00% | - | Nlsrmtcz | 3lIg | - | 220 | 3oBa+220 | - | 258.00000 |
Tranche Comments
Z-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144N/Nbj Z;
N-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144K/Hny U;
H: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144E/Ryj F;
F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Gmi Q;
L: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144W/Gch W;
W: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144P/Ebb I;
D: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Z/Gkr K;
Ezn: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144E/Dda E;
Deal Comments
Hxb-Ktcc Hjjyxma 1.75
Risk Retention
GM - Iqhsbptc
Reinvestment Period (YRS)
3.46
Reinvestment Period End Date
Apr 17, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | QTJ | 220.000 | - | - | EEE | RRR | 23.80% | - | Zsewtvxu | 3eDp | - | 99 | 3oJf+99 | - | 345.00000 |
| S | GGT | 44.000 | - | - | S | T | 69.40% | - | Otpzaatg | 3fRf | - | 210 | 3rCn+210 | - | 340.00000 |
| N | XIB | 74.600 | - | - | GG- | AA- | 4.10% | - | Trbzumzf | 3pPx | - | 590 | 3gWm+590 | - | 291.00000 |
| B | CGZ | 23.000 | - | - | FFF- | NNN- | 87.00% | - | Kehmthjn | 3sDs | - | 300 | 3pOd+300 | - | 611.00000 |
| F | HMQ | 32.400 | - | - | X- | R- | 7.30% | - | Mrqcaihd | 3wDz | - | 900 | 3aXk+900 | - | 558.00000 |
| K-2 | IDR | 61.700 | - | - | CC | II | 70.80% | - | Urnwd | - | - | - | - | - | Retained |
| Pry | ITR | 72.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | HHX | 91.500 | - | - | II | BB | 80.50% | - | Ysxzobes | 3pKo | - | 180 | 3xUz+180 | - | 502.00000 |
Tranche Comments
W: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144X/Pyx E;
P-1: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144G/Qhx C;
K-2: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144M/Fsq M; Comments: Moz Illrlxlblv;
S: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144U/Fev D;
B: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144Q/Ntl D;
N: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144Q/Kia Q;
F: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144T/Gdy O;
Pry: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144X/Qct U;
Deal Comments
Dkmvbpbjvbc. Tcb Hpvv Mkcvcyt 1.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dmurja | HHL | 88.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | QJR | 44.900 | 7.70 | Zee3 | - | NNN- | 10.67% | - | Czoraavw | 3tDb | - | 700 | 3vAd+612 | - | 14.20000 |
| S | OMT | 98.300 | 4.70 | Gj2 | - | YY | 20.76% | - | Omewural | 3cOw | - | 395 | 3rCk+381 | - | 96.50000 |
| B | WSU | 64.900 | 5.10 | By3 | - | EE- | 52.37% | - | Qjwumbhz | 3sZa | - | 1100 | 3hXy+732 | - | 29.00000 |
| B | FDE | 7.300 | 9.30 | Y3 | - | H- | 67.22% | - | Bpbpeyws | 3bVy | - | - | 3vOs+945 | - | - |
| P | GHY | 966.500 | 7.00 | Aww | - | BBB | 45.50% | - | Opcrvvko | 3oSd | - | 235 | 3yUw+195 | - | 42.67000 |
| X | AJG | 17.300 | 7.90 | W2 | - | O | 54.51% | - | Fvewovep | 3lKb | - | 515 | 3pYx+462 | - | 66.00000 |
Tranche Comments
P: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144B/Xeg P;
S: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144U/Gqi Q;
X: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144Z/Ois S;
F: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144M/Pmr E;
B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144J/Ico X;
B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Uon P;
Dmurja: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144T/Fqn F;
Deal Comments
Gkk Wgss Pvpgkwh 1.00
Risk Retention
GN/NL - Opmc NS - Opm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OTD | 223.000 | - | - | AAA | EEE | - | - | Pddadpqm | 3mLc | - | 105 | 3fRg+105 | - | 643.00000 |
| X-2 | LED | 77.900 | - | - | NN | SS | - | - | Wkvux | OSL | - | - | 3.000% | 3.000% | 876.00000 |
| H | AWA | 17.500 | - | - | J- | X- | - | - | Qrmbpjpc | 3dDl | - | 1050 | 3nKm+950 | - | 90.10000 |
| Uue | HFC | 26.300 | - | - | EE | IR | - | - | - | - | - | - | - | - | Retained |
| M | NDF | 13.000 | - | - | QQQ- | YYY- | - | - | Okwujriw | 3wEr | - | 425 | 3jRx+425 | - | 387.00000 |
| B | LMS | 33.000 | - | - | S | X | - | - | Ilzwmopn | 3gOn | - | 315 | 3zFm+315 | - | 848.00000 |
| Z | FPP | 69.800 | - | - | XX- | UU- | - | - | Whvxmmzg | 3mJz | - | 775 | 3kUr+714 | - | 70.70000 |
| V-1 | PJD | 38.900 | - | - | RR | AA | - | - | Plpxjomv | 3aBx | - | 240 | 3eWt+240 | - | 208.00000 |
Tranche Comments
B: First Pay: 2022-10-25; Redemption: 2023-04-22;
V-1: First Pay: 2022-10-25; Redemption: 2023-04-22;
X-2: First Pay: 2022-10-25; Redemption: 2023-04-22;
B: First Pay: 2022-10-25; Redemption: 2023-04-22;
M: First Pay: 2022-10-25; Redemption: 2023-04-22;
Z: First Pay: 2022-10-25; Redemption: 2023-04-22;
H: First Pay: 2022-10-25; Redemption: 2023-04-22;
Uue: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Wcf Zjhh Rcnwcxg 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 21, 2021
WAL Test Period End Date
Feb 25, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | LBV | 47.000 | 1.30 | - | PP | LL | 66.00% | - | Glxiq | HFN | 2.05% | - | 2.05% | 2.050% | 110.00000 |
| Z | WJH | 881.000 | 8.90 | - | WWW | XXX | 60.00% | - | Rbcmtsph | 3vSv | - | 97 | 3cYs+97 | - | 310.00000 |
| D | GFL | 25.000 | 5.50 | - | I | W | 86.00% | - | Vlyxdifd | 3gWr | 220-230 | 230 | 3fAy+230 | - | 378.00000 |
| P1 | OQK | 69.000 | 3.90 | - | UU | TT | 98.00% | - | Cfbpuvfq | 3kTu | - | 175 | 3yQn+175 | - | 180.00000 |
| H | ZNM | 39.000 | 1.30 | - | PPP- | RRR- | 71.40% | - | Jwzuaoqi | 3bHg | 320-330 | 330 | 3qRk+330 | - | 195.00000 |
| V | PDA | 36.700 | 88.80 | - | C- | I- | 6.10% | - | Pwxbbboo | 3mXg | 940-950 | 902 | 3dJl+902 | - | - |
| Msz | HQQ | 67.400 | - | - | DH | CK | - | - | - | - | - | - | - | - | Retained |
| X | ETT | 92.300 | 5.80 | - | SS- | GG- | 2.90% | - | Usbwyiyv | 3gPe | 640-650 | 650 | 3yLi+629 | - | 56.10000 |
Deal Comments
Mhjhx. Fcn Ntbb Ehtycbk 2.00
Originator(s)
Aqschg Bqgs Feipqe Mqscfqe Ufz
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | JWE | 17.000 | 8.70 | - | YY | NN | 82.50% | - | Qdolpjdr | 3iEb | - | 170 | 3tKa+170 | - | 301.00000 |
| L | FIP | 45.000 | 7.80 | - | HH- | XX- | 1.40% | - | Daxvzbaw | 3vOp | - | 625 | 3xNx+611 | - | 21.00000 |
| F | KIJ | 80.000 | 7.10 | - | G | F | 53.10% | - | Awwsqvty | 3dOu | - | 215 | 3eJo+215 | - | 550.00000 |
| A2 | CQC | 38.000 | 6.30 | - | DD | LL | 55.20% | - | Psant | CXC | - | - | 2.10% | 2.100% | 793.00000 |
| S | PFV | 209.000 | 5.70 | - | TTT | KKK | 19.00% | - | Hsrshujt | 3eVy | - | 100 | 3eEl+100 | - | 106.00000 |
| H | GZQ | 34.000 | 9.10 | - | FFF- | PPP- | 23.20% | - | Ivelztcj | 3gOl | - | 315 | 3rOy+315 | - | 197.00000 |
| T | ZDD | 80.000 | 1.60 | - | A- | N- | 9.60% | - | Fuksuryd | 3xCf | - | 925 | 3pRf+878 | - | 57.00000 |
| Ambpvj | YKZ | 45.560 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2022-07-25; Redemption: 2023-06-10;
Y1: First Pay: 2022-07-25; Redemption: 2023-06-10;
A2: First Pay: 2022-07-25; Redemption: 2023-06-10;
F: First Pay: 2022-07-25; Redemption: 2023-06-10;
H: First Pay: 2022-07-25; Redemption: 2023-06-10;
L: First Pay: 2022-07-25; Redemption: 2023-06-10;
T: First Pay: 2022-07-25; Redemption: 2023-06-10;
Ambpvj: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Vqb Zczz Ihkeqof 1.5
Risk Retention
TL/LS HHz Xjyxff Yjfb xp xfb zjyjzxfk jb 3fe yjffk kfxbxpjfkf ixii fffjxp j dfffxzji bffxy vkf fif yyfykbfb kv bjfxbvkxpb TL/LS Hfffpfxkp Hfyyxffffpfbn LJz Seeffbbfe dxj dfffxzji bffxy (5% kv fdffk ffjpzif)
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Feb 24, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TVP | 33.400 | 8.00 | - | YYY- | XXX- | - | - | Apefwope | 3kHs | - | 320 | 3dNs+320 | - | 179.00000 |
| J | WFA | 51.000 | 7.60 | - | KK- | XX- | - | - | Yzlqekud | 3cYd | - | 610 | 3jIl+590 | - | 43.30000 |
| L | TUA | 179.000 | 5.00 | - | JJJ | TTT | - | - | Zuzxivyi | 3gFn | - | 95 | 3qDq+95 | - | 216.00000 |
| R-1 | JSJ | 39.000 | 6.80 | - | CC | BB | - | - | Zzmjxuow | 3jFw | - | 175 | 3vUx+175 | - | 151.00000 |
| K-2 | LWA | 20.000 | 7.60 | - | OO | NN | - | - | Uhitz | OUH | - | - | 2.10% | 2.100% | 951.00000 |
| X | SZO | 77.900 | 2.50 | - | C | P | - | - | Wmlcklua | 3rYd | - | 230 | 3aTy+230 | - | 623.00000 |
| E | SNK | 82.000 | 57.30 | - | M- | K- | - | - | Xsbadsdl | 3mPp | - | 900 | 3wQc+855 | - | 32.00000 |
| Mxv | BQW | 41.400 | - | - | BY | IJ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2023-03-09;
R-1: Redemption: 2023-03-09;
K-2: Redemption: 2023-03-09;
X: Redemption: 2023-03-09;
R: Redemption: 2023-03-09;
J: Redemption: 2023-03-09;
E: Redemption: 2023-03-09;
Mxv: Redemption: 2023-03-09;
Deal Comments
Msm Dczz Bmfvsop 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 10, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | WIH | 49.000 | 2.20 | - | T- | E- | 1.00% | - | Opbwdqjj | 3jTh | - | 900 | 3iFy+853 | - | 53.00000 |
| O | GPQ | 141.000 | 1.80 | - | QQQ | MMM | 90.20% | - | Phqobmzl | 3aNh | - | 95 | 3kDx+95 | - | 475.00000 |
| F-2 | VCP | 48.000 | 8.40 | - | OO | QQ | 13.68% | - | Ybtnk | - | - | - | 2.00% | 2.000% | 712.00000 |
| Vdcido | KLA | 33.900 | - | - | AV | TC | - | - | - | - | - | - | - | - | Retained |
| P | LVO | 81.400 | 7.50 | - | E | J | 12.46% | - | Mlyaxxfs | 3vEe | - | 215 | 3gMl+215 | - | 129.00000 |
| Y | SXV | 62.000 | 6.60 | - | III | BBB- | 61.83% | - | Rkqhkhwu | 3qWq | - | 300 | 3sMp+300 | - | 667.00000 |
| N-1 | MIA | 72.000 | 6.30 | - | BB | SS | 87.17% | - | Mhqqbbkg | 3bWi | - | 165 | 3vTn+165 | - | 545.00000 |
| L | ZIK | 23.200 | 9.00 | - | JJ- | WW- | 3.62% | - | Ucylkxzn | 3eHu | - | 625 | 3wIs+596 | - | 23.00000 |
| J | YAE | 7.000 | 7.50 | - | AAA | ZZZ | - | - | Wlhjrrhq | 3qSo | - | 40 | 3yFk+40 | - | 941.00000 |
Tranche Comments
J: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144W/Kor F;
O: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144I/Uar J;
N-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144I/Yjj Z;
F-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Y/Enh W;
P: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Wsw X;
Y: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144N/Neb M;
L: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144V/Kjr O;
X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144J/Tkm B;
Vdcido: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144T/Bsr M;
Deal Comments
Jxsxk. Zkv Jejj Sxmtkfh 2.00
Originator(s)
Isxjwz Oszk Oxaisx Bsxjysx Qyz
Risk Retention
BH/HNj QI Budzox Tzjv Ojvjzxrxvm L VII (zdxzxvjmzd jve dxmxvmxzv hzoexd)/Bquxmow HOj Nxoxjvmx zv wzdxxzv hjwx hjddzd
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 2, 2018
WAL Test Period End Date
Sep 14, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-H | QSB | 20.200 | 27.00 | - | X- | N- | - | - | Qphlaqya | 3hJf | - | 875 | 3xRv+830 | - | 48.00000 |
| M-2-K | FGC | 55.000 | 5.60 | - | YY | NN | - | - | Ukfyq | - | - | - | 2.00% | 2.000% | 737.00000 |
| X-J | BQK | 45.000 | 2.30 | - | S | E | - | - | Ezqcevpv | 3nYi | - | 215 | 3eYi+215 | - | 789.00000 |
| Ull Dcx | CMY | 3.600 | - | - | YU | IW | - | - | - | - | - | - | - | - | Retained |
| N-K | DOW | 18.200 | 4.20 | - | NNN- | VVV- | - | - | Thdoosrw | 3dJi | - | 300 | 3zJp+300 | - | 349.00000 |
| M-G | FBK | 96.000 | 4.10 | - | SS- | BB- | - | - | Awdrrpjb | 3nQn | - | 585 | 3wQh+571 | - | 24.00000 |
| S-P | QNE | 568.000 | 9.70 | - | YYY | EEE | - | - | Ffclbmff | 3rBh | - | 85 | 3yNe+85 | - | 982.00000 |
| B-1-B | DZZ | 89.000 | 6.10 | - | HH | HH | - | - | Peqauppd | 3mJt | - | 155 | 3dYk+155 | - | 477.00000 |
Tranche Comments
S-P: First Pay: 2021-10-25; Redemption: 2023-01-25;
B-1-B : First Pay: 2021-10-25; Redemption: 2023-01-25;
M-2-K: First Pay: 2021-10-25; Redemption: 2023-01-25;
X-J: First Pay: 2021-10-25; Redemption: 2023-01-25;
N-K: First Pay: 2021-10-25; Redemption: 2023-01-25;
M-G: First Pay: 2021-10-25; Redemption: 2023-01-25;
S-H: First Pay: 2021-10-25; Redemption: 2023-01-25;
Ull Dcx: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Lxzxh. Ehy Dxbb Qxjuhji 2.00
Risk Retention
Mpdmqa voxqzoadmb qadpxprd faepx WB xqrd xpdpadqoa
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 1, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WNY | 30.100 | - | - | H | E | 20.20% | - | Pfojepbo | 3dB | - | 210 | 3pP+210 | - | 114.00000 |
| M | AOJ | 25.000 | - | - | F- | P- | 9.00% | - | Vcqzfhlu | 3gM | - | 820 | 3aJ+746 | - | 54.00000 |
| Eck | JDP | 75.320 | - | - | IT | MP | - | - | - | - | - | - | - | - | Retained |
| R | GIO | 771.000 | - | - | III | MMM | 45.00% | - | Dhvhzvjd | 3kZ | - | 90 | 3lR+90 | - | 910.00000 |
| W1 | QDM | 48.000 | - | - | WW | EE | - | - | Dmboaoke | 3jY | - | 135 | 3iV+135 | - | 972.00000 |
| A | DCF | 15.800 | - | - | BBB | UUU- | 89.40% | - | Bxeuslnq | 3mM | - | 300 | 3qX+300 | - | 993.00000 |
| O | LQC | 54.900 | - | - | AA- | SS- | 92.00% | - | Gfvauijo | 3eQ | - | 560 | 3mT+525 | - | 70.10000 |
| Q2 | JTF | 92.000 | - | - | HH | HH | 68.20% | - | Gwkcv | - | - | - | 1.650% | 1.650% | 968.00000 |
Tranche Comments
R: First Pay: 2021-10-25; Redemption: 2022-10-25;
W1: First Pay: 2021-10-25; Redemption: 2022-10-25;
Q2: First Pay: 2021-10-25; Redemption: 2022-10-25;
P: First Pay: 2021-10-25; Redemption: 2022-10-25;
A: First Pay: 2021-10-25; Redemption: 2022-10-25;
O: First Pay: 2021-10-25; Redemption: 2022-10-25;
M: First Pay: 2021-10-25; Redemption: 2022-10-25;
Eck: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Owh Cauu Zgmlwre 1.00
Risk Retention
Jmepzmxbwf/Depbpxwbme
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 3, 2011