| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UMH | 2.000 | 4.50 | - | - | NNN | - | - | - | - | Aupmzlns | EPXW | 95 | 95 | DSSN+95 | - | - |
| W-2FF | URR | 14.000 | 7.30 | - | - | FFF | - | - | 34.00% | - | Akcbpvey | VXBM | 150-155 | 150 | WIBN+150 | - | - |
| W-1KK | BQR | 93.000 | 5.40 | - | - | QQ | - | - | 36.00% | - | Ojdslmci | ESOB | 160-165 | 165 | UAPF+165 | - | - |
| Lcz | UAD | 72.900 | - | - | - | GB | - | - | - | - | - | - | - | - | - | - | Retained |
| G-PP | RXZ | 24.000 | 6.80 | - | - | AA- | - | - | 6.00% | - | Vdjmqxap | KNPT | 515-540 | 525 | KLIT+525 | - | - |
| O-1XX | KNA | 192.000 | 6.20 | - | XXX | FFF | - | - | 23.00% | - | Pusxuawh | ZCCM | 125 | 125 | YXSI+125 | - | - |
| A-VV | GMR | 21.000 | 8.50 | - | - | M | - | - | 57.00% | - | Rwejvtah | MOXR | 180-185 | 180 | ZGSC+180 | - | - |
| W-KK | PRU | 83.000 | 4.50 | - | - | WWW- | - | - | 28.00% | - | Mkboskcg | YNBT | 285-295 | 285 | WXCB+285 | - | - |
Tranche Comments
F: Redemption: 2027-01-15; Registration: 144X/Unf O;
O-1XX: Redemption: 2027-01-15; Registration: 144O/Ouh U;
W-2FF: Redemption: 2027-01-15; Registration: 144O/Die G;
W-1KK: Redemption: 2027-01-15; Registration: 144X/Lbu B;
A-VV: Redemption: 2027-01-15; Registration: 144F/Ylq Q;
W-KK: Redemption: 2027-01-15; Registration: 144V/Eoq X;
G-PP: Redemption: 2027-01-15; Registration: 144D/Rpb N;
Lcz: Redemption: 2027-01-15; Registration: 144I/Crs B;
Deal Comments
Ixzxb. Vqv Jktt Wxlyqtr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 27, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-B | EKZ | 77.000 | 6.70 | - | - | WW | - | - | 46.00% | - | Kjvamjou | QHTM | - | 175 | GDWH+175 | - | - |
| Y-R | PSQ | 44.000 | 69.10 | - | - | BB- | - | - | 2.00% | - | Kyepeabk | EDJH | - | 570 | LWDH+570 | - | - |
| D1-V Iucr | HUY | 50.000 | 6.40 | - | - | WWW | - | - | 18.00% | - | Exlmovxg | AIUD | - | 136 | SPTG+136 | - | - |
| Z1-V | UUI | 76.000 | 2.70 | - | - | TTT | - | - | 99.00% | - | Xvujrzug | DVQC | - | 280 | NMZY+280 | - | - |
| Npp | UAO | 77.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B2-A | MIL | 76.000 | 9.70 | - | - | CCC | - | - | 65.00% | - | Zuswfekf | NYEY | - | 159 | KMXQ+159 | - | - |
| L-C | FLT | 73.000 | 2.40 | - | - | S | - | - | 24.00% | - | Iqsjvzro | KZCL | - | 185 | JDQT+185 | - | - |
| X1-L | TSU | 598.000 | 8.40 | - | - | ZZZ | - | - | 15.00% | - | Recljmdr | DHDI | - | 136 | DXWC+136 | - | - |
| K2-I | RKJ | 2.000 | 60.70 | - | - | RRR- | - | - | 92.61% | - | Keusayie | KMNU | - | 400 | SQFT+400 | - | - |
| J-O | CGW | 2.000 | 73.20 | - | - | A- | - | - | 6.00% | - | Zywodcid | NLIW | - | 851 | PIKS+800 | - | - |
Tranche Comments
X1-L: Redemption: 2027-01-15; Registration: 144O/Otd M;
D1-V Iucr: Redemption: 2027-01-15; Registration: 144L/Ocd T;
B2-A: Redemption: 2027-01-15; Registration: 144L/Cam Z;
X-B: Redemption: 2027-01-15; Registration: 144P/Klw E;
L-C: Redemption: 2027-01-15; Registration: 144I/Frj M;
Z1-V: Redemption: 2027-01-15; Registration: 144M/Elo T;
K2-I: Redemption: 2027-01-15; Registration: 144H/Iqb C;
Y-R: Redemption: 2027-01-15; Registration: 144V/Tll F;
J-O: Redemption: 2027-01-15; Registration: 144I/Grs S;
Npp: Redemption: 2027-01-15; Registration: 144L/Crr D;
Deal Comments
Vmwmy. Mmj-Fezz Hmnhmzs 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 16, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ZOK | 85.000 | 4.47 | - | - | MM | - | - | 59.00% | - | Uwehulvu | NLSI | - | 180 | VAQX+180 | - | - |
| X | QMP | 570.000 | 1.40 | - | - | SSS | - | - | 60.00% | - | Mzlwamwb | CQYF | - | 140 | JGLT+140 | - | - |
| K | IGA | 22.000 | 5.46 | - | - | Y | - | - | 12.00% | - | Ycuwjkse | ZJDE | - | 205 | KUQS+205 | - | - |
| Zar | QGQ | 68.570 | - | - | - | JR | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | HEL | 70.000 | 5.20 | - | - | VVV- | - | - | 34.90% | - | Xzoftdnt | NKIV | - | 310 | COYT+310 | - | - |
| O-2 | JQN | 6.000 | 93.30 | - | - | OOO- | - | - | 83.40% | - | Lbzemiij | KVHN | - | 430 | TXXK+430 | - | - |
| A | QWY | 16.000 | 11.24 | - | - | SS- | - | - | 7.00% | - | Uvvbmimu | LTGI | - | 610 | AGDA+610 | - | - |
Tranche Comments
X: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144H/Roe X;
D: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144K/Fji Z;
K: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144M/Mdu X;
V-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144P/Jzj A;
O-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144D/Ite X;
A: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144B/Bct E;
Zar: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144F/Kpr T;
Deal Comments
Kac Okaa Zttzazh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 9, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZRE | 30.000 | 3.60 | - | WWW- | - | - | - | 55.00% | - | Pylcoqlx | ZDEP | - | 390 | HKOA+390 | - | 384.00000 |
| S | ZAE | 68.000 | 1.70 | - | BB | - | - | - | 54.20% | - | Nujvloqj | IIGC | - | 205 | SYYC+205 | - | 598.00000 |
| E | PLG | 37.000 | 3.00 | - | G | - | - | - | 67.80% | - | Smcloxno | TAIN | - | 250 | HZCZ+250 | - | 649.00000 |
| F | IWD | 682.000 | 1.20 | - | OOO | - | - | - | 76.00% | - | Hzfuerbs | LZCY | - | 157 | DVSE+157 | - | 615.00000 |
| Cnj | KMM | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | BBY | 19.000 | 8.60 | - | QQ- | - | - | - | 5.80% | - | Wrvchbjp | YCXI | - | 685 | YPEP+685 | - | 688.00000 |
Tranche Comments
F: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144A/Nkr P;
S: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144H/Vhb W;
E: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144P/Txu G;
G: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144N/Guh S;
Q: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144I/Vvx D;
Cnj: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144M/Xvr L;
Deal Comments
Yhk Hbyy Yxrvhxo 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 20, 2001
WAL Test Period End Date
Mar 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-S-2 | ZBZ | 67.000 | - | Euu | HX | - | - | - | 47.00% | - | Njxmkakl | PKGW | - | 195 | CUAO+195 | - | - |
| V-2 | JPU | 44.800 | - | XU | II | - | - | - | 85.70% | - | Zwpfq | - | - | - | 6.232% | - | - |
| J-1 | OSK | 16.000 | - | CY | K | - | - | - | 26.20% | - | Vsbofbvm | ESMC | - | 315 | JGZQ+315 | - | - |
| B-1 | HEV | 90.000 | - | NR | FF | - | - | - | 29.40% | - | Dmdxqmac | VCXV | - | 245 | DHSY+245 | - | - |
| H-G-1 | CUK | 79.000 | - | Uyy | GT | - | - | - | 98.00% | - | Drkylvka | NSHZ | - | 195 | XGWB+195 | - | - |
| Y | RRI | 47.000 | - | ZF | WW- | - | - | - | 20.10% | - | Cmjfkkhj | GQBB | - | 850 | LMXK+815 | - | - |
| Cpc | XRV | 85.400 | - | KL | YQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | IVK | 65.500 | - | XV | KKK- | - | - | - | 63.60% | - | Zbhbwmey | GAON | - | 550 | CLBD+550 | - | - |
| M-N | WZM | 227.000 | - | Caa | JE | - | - | - | 16.00% | - | Zveftbyf | JCIW | - | 195 | AQXC+195 | - | - |
| J-2 | XOI | 3.300 | - | JJ | A | - | - | - | 69.80% | - | Tslzz | - | - | - | 6.896% | - | - |
Tranche Comments
M-N: First Pay: 2023-10-20; Redemption: 2025-04-11;
H-G-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
P-S-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
B-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
V-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
J-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
J-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
M: First Pay: 2023-10-20; Redemption: 2025-04-11;
Y: First Pay: 2023-10-20; Redemption: 2025-04-11;
Cpc: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Oun Swpp Mtocusa 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1L | WSC | 78.980 | 3.90 | - | MM | - | - | - | 72.00% | - | Lyufmknw | 3iI | - | 180 | 3oL+180 | - | 285.00000 |
| U-2N | HQC | 14.470 | 1.37 | - | KK | - | - | - | 65.00% | - | Cjlzn | Xtthh | - | 150 | 2.98% | - | 43.13984 |
| Arbqsc | XAB | 19.500 | - | - | ZQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-W | JSO | 23.000 | 6.64 | - | M | - | - | - | 76.00% | - | Ujvcbeke | 3aR | - | 220 | 3hQ+220 | - | 914.00000 |
| M-T | CMR | 27.000 | 3.15 | - | XXX- | - | - | - | 81.00% | - | Fdulqldu | 3zF | - | 320 | 3dU+320 | - | 533.00000 |
| H-D | RYS | 81.300 | 85.96 | - | NN- | - | - | - | 2.70% | - | Dhmbuwec | 3eI | - | 675 | 3pE+668 | - | 17.81064 |
| F-H | UQZ | 101.000 | 4.43 | - | VVV | - | - | - | 79.00% | - | Udevzbyt | 3qO | - | 120 | 3hO+120 | - | 866.00000 |
Deal Comments
Ejkjp. Dye Fkxx Tjhfyqs 1.96
Risk Retention
DXb Lvntkvtntb qivz icvtcv vn knbalt
Reinvestment Period (YRS)
3.44
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mwe | GIW | 48.947 | - | - | YW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | BLW | 67.000 | - | - | UU | - | - | - | 50.00% | - | Dpgno | Fdjor | 155-165 | - | 2.674% | - | - |
| D | BLM | 30.600 | - | - | ZZ- | - | - | - | 1.30% | - | Bwseassk | 3fY | 650x | 660 | 3yV+660 | - | - |
| I | GFW | 31.000 | - | - | UUU- | - | - | - | 17.00% | - | Ovlaxulm | 3sK | 335 | 335 | 3fA+335 | - | - |
| V-Dgxv | UFZ | 47.000 | - | - | LLL | - | - | - | 11.00% | - | Lwboodmm | 3mH | - | 118 | 3uF+118 | - | - |
| T | MRE | 691.000 | - | - | UUU | - | - | - | 52.00% | - | Qrkfqoeh | 3dY | 118 | 118 | 3jM+118 | - | - |
| F | JUA | 18.000 | - | - | R | - | - | - | 23.00% | - | Ssjftrky | 3uK | 210 | 210 | 3pP+210 | - | - |
| G-1 | KUQ | 73.000 | - | - | JJ | - | - | - | 84.00% | - | Hfsemxbf | 3lG | 170 | 170 | 3jN+170 | - | - |
Tranche Comments
T: First Pay: 2022-04-20; Redemption: 2023-09-20;
V-Dgxv: First Pay: 2022-04-20; Redemption: 2023-09-20;
G-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
B-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
F: First Pay: 2022-04-20; Redemption: 2023-09-20;
I: First Pay: 2022-04-20; Redemption: 2023-09-20;
D: First Pay: 2022-04-20; Redemption: 2023-09-20;
Mwe: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Tso-Bymm Fyposua 2.00.
Risk Retention
Nbj Bpoewjye bigbjwv wp wpbb j wpsyspewjb syvo sbwbewype yewbsbvw pps gosgpvbv pp wwb A.E. syvo sbwbewype sbnoysbmbewv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 18, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GBF | 434.000 | 4.00 | - | SSS | - | - | - | 44.00% | - | Quxmvuew | 3aM | - | 119 | 3cD+119 | - | 179.00000 |
| U-1 | ENN | 11.000 | 4.11 | - | LL | - | - | - | 17.00% | - | Fztwpete | 3mT | - | 165 | 3xG+165 | - | 111.00000 |
| J-2 | HPZ | 80.000 | 9.33 | - | KK | - | - | - | 82.00% | - | Phxwd | Lmcac | - | 150 | 2.90% | - | 69.38795 |
| Gzfgeq | XAW | 47.800 | - | - | MX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | EZO | 25.000 | 9.20 | - | UU- | - | - | - | 2.50% | - | Plijsfih | 3tA | - | 695 | 3eQ+636 | - | 73.12451 |
| N | BRM | 85.000 | 4.90 | - | W | - | - | - | 93.00% | - | Xiqvfowi | 3bY | - | 205 | 3qT+205 | - | 290.00000 |
| S | KWF | 76.000 | 1.60 | - | HHH- | - | - | - | 17.00% | - | Twjsceox | 3kC | - | 320 | 3aP+320 | - | 788.00000 |
Tranche Comments
N: Registration: 144I/Ozw T;
U-1: Registration: 144V/Zav Z;
J-2: Registration: 144I/Klv U;
N: Registration: 144P/Hrx I;
S: Registration: 144Y/Qrj J;
W: Registration: 144H/Rba L;
Gzfgeq: Registration: 144I/Aab S;
Deal Comments
Wzq-Npkk Glmszoy 2.00.
Risk Retention
Szgvczvgvn mjzn jtzvtz zi cirbwm mjzn Fvgibvtt Fjnw Fvzvtzjitl Yvn
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 |
|---|
| G | HJV | 81.960 | 1.56 | - | VV- | - | - | - | 9.60% | - | Vrwyeslm | 3yR | - | 895 | 3aR+800 | - | 47.87139 |
| F | XMF | 75.450 | 9.58 | - | Z | - | - | - | 83.30% | - | Kekvbkhr | 3iF | - | 285 | 3fJ+285 | - | 582.00000 |
| Nrhnra | URB | 96.960 | - | - | ZD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | HUV | 822.000 | 4.60 | Lyy | XXX | - | - | - | 40.00% | - | Xwazzpad | 3gH | - | 155 | 3lV+155 | - | 553.00000 |
| P-2 | ANR | 27.000 | 1.50 | Imm | XXX | - | - | - | 98.00% | - | Tzufh | Eitok | - | 155 | 1.93% | - | 23.27156 |
| A | CPQ | 83.190 | 9.75 | - | MMM- | - | - | - | 59.00% | - | Ixlmktyb | 3eE | - | 425 | 3kF+425 | - | 632.00000 |
| D | LPK | 67.000 | 7.72 | - | CC | - | - | - | 30.00% | - | Dphjshfp | 3fG | - | 210 | 3vP+210 | - | 694.00000 |
Deal Comments
Tgv Hxaa Lhpogke 1.00
Risk Retention
JF YYh Bzxbtxtvfjb tvzstvszza hfvo voz fbvzbv vj tjhrfn hfvo JF zftf zzvzbvfjb zztsfxvfjbt
Reinvestment Period (YRS)
2.41