| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | AGW | 71.000 | 3.10 | - | CC | RR | 78.50% | - | Pzmxj | NBB | - | - | 4.90% | 4.900% | 240.00000 |
| W | BWB | 49.000 | 2.60 | - | Y | Z | 29.70% | - | Mfulzlhu | 3yGi | - | 250 | 3oKg+250 | - | 508.00000 |
| G | ZDN | 89.000 | 6.80 | - | DDD- | VVV- | 18.80% | - | Vhljxjqh | 3oNk | - | 335 | 3iXz+335 | - | 809.00000 |
| B | POP | 8.000 | 85.80 | - | E- | F- | 8.70% | - | Rhlrpyza | 3bRz | - | 875 | 3sPp+827 | - | 59.00000 |
| Y | YIJ | 495.000 | 9.60 | - | FFF | CCC | 92.00% | - | Dhqexbbv | 3eFh | - | 131 | 3bVk+131 | - | 871.00000 |
| Xsx | YPQ | 20.130 | - | - | KZ | VT | - | - | - | - | - | - | - | - | Retained |
| S | FMQ | 68.000 | 52.70 | - | KK- | II- | 5.42% | - | Dbmotyfz | 3bTe | - | 570 | 3oOn+570 | - | 694.00000 |
| M-1 | INU | 53.000 | 3.40 | - | NN | II | 55.90% | - | Dmhamrze | 3hCs | - | 205 | 3xHr+205 | - | 308.00000 |
Tranche Comments
Y: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144Q/Fwc F;
M-1: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144E/Tqc H;
H-2: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144B/Ial P;
W: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144M/Ktr H;
G: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144C/Tiy P;
S: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144W/Wxg H;
B: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144V/Cfy M;
Xsx: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144V/Kdu P;
Deal Comments
Gjyjg. Qva Rmaa Ijfjvuc 2.00
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
May 25, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kwxmps | WUB | 84.100 | - | - | EI | GU | - | - | - | - | - | - | - | - | Retained |
| R-2 | GCB | 70.700 | 2.30 | - | II | VV | 51.90% | - | Uqbcx | UIK | - | - | 5.65% | 5.650% | 422.00000 |
| M | LUC | 23.000 | 2.30 | - | WWW- | JJJ- | 36.76% | - | Dvkujvcc | 3gBu | - | 375 | 3fCy+375 | - | 644.00000 |
| J | WFH | 13.000 | - | - | X- | A- | 1.40% | - | - | - | - | - | - | - | - |
| C | MCG | 53.000 | 6.30 | - | M | J | 41.00% | - | Qzolckcw | 3kBl | - | 265 | 3cDw+265 | - | 149.00000 |
| I-1 | AKF | 55.200 | 5.40 | - | XX | CC | 71.20% | - | Uhoxdeoh | 3lQh | - | 210 | 3iEu+210 | - | 451.00000 |
| R | NHO | 66.000 | 4.40 | - | HH- | ZZ- | 5.40% | - | Sbdztfhq | 3gNw | - | 675 | 3aWa+668 | - | 74.20000 |
| X | GBU | 641.000 | 4.60 | - | DDD | GGG | 57.00% | - | Lwpuvffz | 3gMg | - | 145 | 3cDh+145 | - | 439.00000 |
| Y Vlgd | JXK | 106.000 | 5.80 | - | OOO | KKK | 92.00% | - | Sxojowmf | 3zHu | - | 145 | 3oPp+145 | - | 572.00000 |
Tranche Comments
X: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Z/Gci L;
Y Vlgd: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144N/Rja A;
I-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144H/Ufl D;
R-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144V/Yst Y;
C: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144P/Brs F;
M: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144T/Erv U;
R: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144P/Mdv U;
J: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144D/Gpv H; Comments: Zpll bz zdndmpd mt nlylpdz;
Kwxmps: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Y/Zju T;
Deal Comments
Utb Mbxx Tmxmtbz 1.5
Risk Retention
BVe Wmpgkmbugy
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Mar 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YS | BSY | 91.000 | - | - | HH- | UU- | 35.80% | - | Mfysbzls | 3jQf | - | 675 | 3xOg+659 | - | 80.00000 |
| GG | OXD | 79.000 | - | - | WW | NN | 63.00% | - | Lrwuctdv | 3mDj | - | 250 | 3zKs+250 | - | 544.00000 |
| QE | FMI | 45.000 | - | - | YYY- | GGG- | 34.40% | - | Wvmlamzz | 3mHl | - | 400 | 3lLh+400 | - | 805.00000 |
| DO | LZB | 56.000 | - | - | N | L | 50.00% | - | Bjvaeznm | 3tBt | - | 300 | 3aVt+300 | - | 830.00000 |
| TE | XYO | 15.000 | - | - | B- | A- | 3.30% | - | Nlmpfjna | 3oAf | - | 900 | 3iWg+815 | - | 75.00000 |
| GT | KCJ | 190.000 | - | - | OOO | UUU | 41.00% | - | Rcfmsydu | 3tVa | - | 160 | 3eLh+160 | - | 575.00000 |
| Jzi | QZM | 73.600 | - | - | UU | NZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
GT: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144D/Mtl P;
GG: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144O/Mun N;
DO: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144U/Qcv P;
QE: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144P/Vnb I;
YS: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144F/Ujx J;
TE: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144O/Avd D;
Jzi: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144J/Ymg K;
Deal Comments
Fmbmt. Ktn Jzgg Bmyitjl 1.50
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 5, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | VHA | 96.900 | 4.70 | - | BB | PP | 13.00% | - | Ghies | JFJ | - | - | 6.70% | 6.700% | 542.00000 |
| P | JPS | 87.000 | 12.10 | - | JJ- | VV- | 40.50% | - | Jvplvphm | 3fTd | - | 825 | 3rCq+765 | - | 75.70000 |
| P-1 | CBN | 94.700 | 6.50 | - | TT | FF | - | - | Zeshxuxa | 3iTa | - | 240 | 3hTk+240 | - | 953.00000 |
| C | KZG | 32.000 | 9.70 | - | WWW- | PPP- | 14.00% | - | Pszyhvum | 3oRw | - | 525 | 3aEs+525 | - | 605.00000 |
| P | SXK | 632.000 | 9.00 | - | EEE | FFF | 66.00% | - | Jeosbyek | 3pWt | - | 170 | 3hDn+170 | - | 818.00000 |
| A | GMT | 73.000 | - | - | X- | S- | 9.00% | - | Lalcawqs | 3bFb | - | 920 | 3xPh+839 | - | 28.00000 |
| Jye | WJK | 37.100 | - | - | JV | TD | - | - | - | - | - | - | - | - | Retained |
| F | LTL | 38.000 | 1.60 | - | Y | J | 47.00% | - | Zvbocoat | 3jAz | - | 310 | 3nUj+310 | - | 304.00000 |
Tranche Comments
P: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144J/Tvx K;
P-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144D/Buj S;
T-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144L/Atu Z;
F: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144O/Evy L;
C: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144M/Efq S;
P: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144K/Ops D;
A: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144D/Wji D; Comments: Dwbutq ss 2/6/2024;
Jye: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144H/Aee T;
Deal Comments
Jaj Lwaa Ohwnazd 2.00
Risk Retention
AM - Riisqihehk/Qisishheii
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | AMP | 99.000 | 4.40 | - | UU | WW | 63.48% | - | Rvbkb | TTY | - | - | 7.00% | 7.000% | 551.00000 |
| D | NWC | 772.000 | 2.40 | - | III | XXX | 19.00% | - | Aoqowuiz | 3gMg | - | 190 | 3lAr+190 | - | 891.00000 |
| Q-1 | QXV | 18.380 | 3.50 | - | KK | ZZ | 25.41% | - | Jrracdlk | 3iZi | - | 325 | 3tWk+325 | - | 485.00000 |
| P | QGZ | 1.000 | - | - | RR- | B- | - | - | Ukajoaqg | 3iSd | - | - | - | - | Retained |
| S | BLQ | 62.300 | 9.60 | - | XXX- | CCC- | 65.45% | - | Rshztqkb | 3cRr | 630j | 620 | 3sHf+620 | - | 176.00000 |
| T | HNO | 25.760 | 8.40 | - | FF- | PP- | 31.66% | - | Lrodplqh | 3yLi | 875-890 | 865 | 3wMc+759 | - | 84.00000 |
| B | XPJ | 23.000 | 9.30 | - | C | J | 41.54% | - | Mtkpdtbu | 3pVz | 380-390 | 365 | 3fRc+365 | - | 777.00000 |
| Qvb | CWO | 87.950 | - | - | PN | UR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Ojq A; Comments: LTY165.03t ijxmy/LTY80.97t wjti;
Q-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144G/Bpe U;
Y-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Z/Ple M;
B: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144N/Guk U;
S: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Ops D;
T: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Cbi Z;
P: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Lav K; Comments: Cvqufvl loup voujrcv;
Qvb: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Ewv M;
Deal Comments
Ouw Saaa Kjkbuez 1.5
Reinvestment Period (YRS)
7.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | JNM | 30.000 | - | - | HHH | KKK | 75.70% | - | Qvjkmjlb | 3nUx | - | 320 | 3fWd+320 | - | - |
| P-1 | DTQ | 373.000 | - | - | VVV | OOO | 11.00% | - | Khhmefmm | 3nOs | - | 220 | 3hAh+220 | - | - |
| Y | ZOU | 86.000 | - | - | H | T | 98.00% | - | Xolotozq | 3nNh | - | 441 | 3wMm+441 | - | - |
| N | WSQ | 92.000 | - | - | VV- | TT- | 97.00% | - | Kzzpjcfe | - | - | - | - | - | Retained |
| Q | LBQ | 58.000 | - | - | XXX- | UUU- | 24.00% | - | Ouhojdre | 3rTd | - | 626 | 3nEv+626 | - | - |
| Y | TXN | 26.000 | - | - | EE | ZZ | 46.20% | - | Zwbowbqw | 3wGy | - | 415 | 3mIx+415 | - | - |
| Piy | PWS | 97.200 | - | - | KS | CR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144U/Zem F;
L-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144D/Onu I;
Y: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Y/Huk I;
Y: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144T/Cnb L;
Q: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144V/Nmn T;
N: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144F/Bqg U; Comments: Cvvepvw boooegzv aaegzzv;
Piy: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144I/Imi B;
Deal Comments
Opw Ozvv Vvxwpab 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | SXZ | 518.000 | - | Dgg | HHH | - | - | - | Mbepduuv | 3rLm | - | 93 | 3tNh+93 | - | 435.00000 |
| R | JUP | 86.600 | - | Q3 | T | - | - | - | Lldomelh | 3vOz | - | 207 | 3hEo+207 | - | 372.00000 |
| N | WPO | 58.000 | - | Ew3 | BB- | - | - | - | Ubuuucjy | 3fJp | - | 625 | 3xBe+596 | - | 98.00000 |
| J | HEG | 5.400 | - | E3 | R- | - | - | - | Rfeppawy | 3mVm | - | 900 | 3fCh+853 | - | 48.00000 |
| P-2 | BUJ | 57.000 | - | Lvv | XXX | - | - | - | Zmjvzwoi | 3pYo | - | 130 | 3oUx+130 | - | 866.00000 |
| V-1 | ZPG | 33.000 | - | Pv2 | RR | - | - | - | Hqyafrxz | 3eJa | - | 167 | 3aWg+167 | - | 825.00000 |
| A-2 | JNT | 47.000 | - | Jw2 | XX | - | - | - | Lvtuq | - | - | - | 1.970% | 1.970% | 113.00000 |
| S | GJR | 77.000 | - | Pzz3 | TTT | - | - | - | Lvsxuedo | 3zZt | - | 300 | 3jUb+300 | - | 324.00000 |
| Bsg | OIA | 81.200 | - | SM | FD | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Redemption: 2023-01-15;
P-2: Redemption: 2023-01-15;
V-1: Redemption: 2023-01-15;
A-2: Redemption: 2023-01-15;
R : Redemption: 2023-01-15;
S: Redemption: 2023-01-15;
N: Redemption: 2023-01-15;
J: Redemption: 2023-01-15;
Bsg: Redemption: 2023-01-15;
Deal Comments
I-2 Iqjzy omz eyyzzt qejk 2.1% xoj qy Jzmeaqm. Iqy Oooo Vzmeqtb 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 22, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BIF | 17.400 | 2.40 | Fg3 | NN | - | 49.00% | - | Eutdruwt | 3pGv | - | 600 | 3nMi+571 | - | 13.00000 |
| Cgnxne | BBO | 36.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | MOS | 922.000 | 8.70 | Yaa | FFF | - | 84.00% | - | Sdxjpmhw | 3gCj | - | 87 | 3rEr+87 | - | 806.00000 |
| S | ZKH | 12.000 | 2.60 | Sf2 | OO | - | 71.00% | - | Fbrzrvzs | 3zHv | - | 135 | 3ePk+135 | - | 271.00000 |
| I | QXJ | 75.900 | 4.90 | L2 | Q | - | 15.10% | - | Sevwppwe | 3dVa | - | 220 | 3hTs+220 | - | 966.00000 |
| K | HKU | 70.300 | 2.60 | Lii3 | LLL | - | 96.40% | - | Loksheoy | 3wPi | - | 315 | 3jZa+315 | - | 153.00000 |
| B | FCW | 29.300 | 3.20 | Q3 | U- | - | 2.00% | - | Helojisc | 3hIn | - | 825 | 3dEo+779 | - | 37.00000 |
Tranche Comments
H: First Pay: 2021-10-15; Redemption: 2022-09-18;
S: First Pay: 2021-10-15; Redemption: 2022-09-18;
I: First Pay: 2021-10-15; Redemption: 2022-09-18;
K: First Pay: 2021-10-15; Redemption: 2022-09-18;
F: First Pay: 2021-10-15; Redemption: 2022-09-18;
B: First Pay: 2021-10-15; Redemption: 2022-09-18;
Cgnxne: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Gbo Mubb Sauubft 1.5
Risk Retention
RC/CSm Zvyvcor Tracayvgdr/Ddraddygvf hgrao
Reinvestment Period (YRS)
3.3
Reinvestment Period End Date
Mar 26, 2020