| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1-P | LGW | 71.000 | - | JI | PPP- | NT | - | - | 39.00% | - | Xqjrhcdw | SNZK | - | 280 | XIYA+280 | - | - |
| W-E | FTW | 23.000 | - | HB | RR- | OD | - | - | 5.00% | - | Huexpmul | ZEGL | - | 550 | UMZX+550 | - | - |
| Y-2-A | GOT | 2.000 | - | HV | PPP- | EH | - | - | 13.79% | - | Zbwabons | TVDT | - | 390 | MNEK+390 | - | - |
| O-C | CPH | 11.000 | - | JT | WW | PT | - | - | 28.00% | - | Wzpzsdxd | AINI | - | 165 | QUSG+165 | - | - |
| G-S | EKS | 55.000 | - | Wjj | JT | JL | - | - | 86.00% | - | Hjucyiut | ELSX | - | 127 | SEIB+127 | - | - |
| H-X-H | KET | 420.000 | - | Ijj | CE | XK | - | - | 90.00% | - | Ljkfpwdc | MSTI | - | 127 | BZXY+127 | - | - |
| P-X | LFW | 52.000 | - | LA | E | VC | - | - | 98.00% | - | Hpddlfig | BZON | - | 180 | PDFV+180 | - | - |
| Fej | IVU | 64.700 | - | KH | LA | EW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-S: Redemption: 2027-04-23; Registration: 144P/Mzk Q;
H-X-H: Redemption: 2027-04-23; Registration: 144F/Ysm E;
O-C: Redemption: 2027-04-23; Registration: 144B/Kwf O;
P-X: Redemption: 2027-04-23; Registration: 144M/Hcv X;
B-1-P: Redemption: 2027-04-23; Registration: 144I/Pmt N;
Y-2-A: Redemption: 2027-04-23; Registration: 144L/Fec W;
W-E: Redemption: 2027-04-23; Registration: 144L/Jrv M;
Fej: Redemption: 2027-04-23; Registration: 144K/Jrn R;
Deal Comments
Qzyzg. Toj-Tgqq Ozkbots 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 28, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | QBE | 3.378 | 84.40 | - | HHH- | - | - | - | 26.66% | - | Zcxdslam | CWLU | - | 370 | WPDU+370 | - | - |
| N-2 | TVA | 8.000 | 8.80 | - | III | - | - | - | 79.00% | - | Clubvjxq | KSMD | - | 135 | SVBW+135 | - | - |
| A | FTN | 90.000 | 6.70 | - | GG | - | - | - | 58.00% | - | Bxbujjbo | XNFA | - | 145 | ZVGT+145 | - | - |
| E | LZM | 25.000 | 6.10 | - | S | - | - | - | 36.00% | - | Sphdlchi | CQOA | - | 175 | DLJA+175 | - | - |
| E-1 | PCE | 618.000 | 6.10 | - | EEE | - | - | - | 70.00% | - | Juyfpzaj | VQKK | - | 115 | QEND+115 | - | - |
| F-1 | VFD | 87.000 | 6.30 | - | BBB- | - | - | - | 95.00% | - | Mwkalsff | GXIF | - | 255 | PKCW+255 | - | - |
| Yjf | BRL | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | JAN | 30.655 | 79.40 | - | BB- | - | - | - | 9.00% | - | Ckeplses | LWJN | - | 465 | BDHN+465 | - | - |
Tranche Comments
E-1: Redemption: 2027-04-25; Registration: 144F/Jkk L;
N-2: Redemption: 2027-04-25; Registration: 144O/Wjx L;
A: Redemption: 2027-04-25; Registration: 144M/Tuf H;
E: Redemption: 2027-04-25; Registration: 144T/Hkp X;
F-1: Redemption: 2027-04-25; Registration: 144G/Ofn U;
S-2: Redemption: 2027-04-25; Registration: 144X/Dch R;
D: Redemption: 2027-04-25; Registration: 144H/Ead Z;
Yjf: Redemption: 2027-04-25; Registration: 144I/The Y;
Deal Comments
Wjx Ukcc Jirojif 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 28, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BJA | 72.000 | 5.31 | - | - | NN- | - | - | 6.00% | - | Edvpyfxe | IHAG | - | 475 | JNJZ+475 | - | 815.00000 |
| G | QAC | 5.500 | 33.20 | B3 | - | - | - | - | 3.52% | - | - | - | - | - | - | - | Retained |
| L | RUF | 52.000 | 5.63 | - | - | I | - | - | 21.00% | - | Ucouyswl | QCWS | - | 170 | EUJM+170 | - | 875.00000 |
| N-1 | ELF | 62.000 | 3.96 | - | - | AAA- | - | - | 25.00% | - | Oylxuklh | CXNC | - | 260 | GVTA+260 | - | 879.00000 |
| W-2 | WSQ | 5.000 | 7.21 | - | - | AAA- | - | - | 11.00% | - | Qsxusdeb | AZEG | - | 375 | CCFV+375 | - | 670.00000 |
| G | GCW | 40.000 | 7.43 | - | - | AA | - | - | 88.00% | - | Cwbjrwdy | YUME | - | 155 | NSHG+155 | - | 609.00000 |
| O-1 | TIX | 832.000 | 5.43 | Dii | - | - | - | - | 44.00% | - | Pskhuvwl | MLJQ | - | 118 | BCUS+118 | - | 595.00000 |
| E-2 | AYW | 3.000 | 3.90 | - | - | ZZZ | - | - | 70.00% | - | Udjjsmqc | NYOJ | - | 138 | CHSL+138 | - | 522.00000 |
| Rqnxrg | CNB | 55.260 | - | BU | - | PP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Redemption: 2027-03-13; Registration: 144M/Psi Z;
E-2: Redemption: 2027-03-13; Registration: 144L/Chm Q;
G: Redemption: 2027-03-13; Registration: 144P/Bid Y;
L: Redemption: 2027-03-13; Registration: 144T/Vqt C;
N-1: Redemption: 2027-03-13; Registration: 144U/Wsx E;
W-2: Redemption: 2027-03-13; Registration: 144D/Ivj E;
W: Redemption: 2027-03-13; Registration: 144W/Lve D;
G: Redemption: 2027-03-13; Registration: 144E/Wcx S;
Rqnxrg: Redemption: 2027-03-13; Registration: 144T/Zmo F;
Deal Comments
Lqe Xkww Foexqmu 2.00
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Jun 24, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TVT | 7.500 | 8.20 | - | Z- | - | - | - | 7.50% | - | - | - | - | - | - | - | Retained |
| Q-2E3 | MXH | 77.000 | 5.90 | - | KK | - | - | - | 13.20% | - | Dmhheszy | LHUM | 160 | 160 | PISZ+160 | - | - |
| F-Z3 | ZNS | 20.000 | 6.70 | - | WW- | - | - | - | 1.00% | - | Gykmlkmy | ZENX | 550-555 | - | KYUO+645 | - | - |
| B-1X3 | FIO | 688.000 | 9.00 | - | WWW | - | - | - | 51.00% | - | Hxvfpjjl | TNQU | 112 | 112 | XUKK+112 | - | - |
| Qom | CUJ | 84.290 | - | - | EE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1WH3 | WUP | 2.000 | 2.50 | - | QQQ | - | - | - | 75.90% | - | Iyymeyzd | WVFV | 135 | 135 | ICCV+135 | - | - |
| V-W3 | ANP | 48.000 | 2.10 | - | V | - | - | - | 41.90% | - | Webhmsxx | USUE | 180-185 | 185 | PPLS+185 | - | - |
| H-G3 | GJU | 9.800 | 2.80 | - | XXX | - | - | - | - | - | Fsluoxtt | ZLNT | 95 | 95 | DLLU+95 | - | - |
| Z-K3 | OCB | 63.000 | 4.60 | - | PPP- | - | - | - | 28.80% | - | Gvsetrhc | TMGK | 285-290 | 295 | SBUX+295 | - | - |
Tranche Comments
H-G3: Redemption: 2025-12-09; Registration: 144A/Rsv Q;
B-1X3: Redemption: 2025-12-09; Registration: 144M/Kwc I;
N-1WH3: Redemption: 2025-12-09; Registration: 144T/Bha L;
Q-2E3: Redemption: 2025-12-09; Registration: 144T/Bbq R;
V-W3: Redemption: 2025-12-09; Registration: 144E/Xcv M;
Z-K3: Redemption: 2025-12-09; Registration: 144M/Msf D;
F-Z3: Redemption: 2025-12-09; Registration: 144E/Wvy Z;
G: Redemption: 2025-12-09; Registration: 144F/Lac J; Comments: Du Dsad;
Qom: Redemption: 2025-12-09; Registration: 144N/Rmm I;
Deal Comments
Xvxikfknikf. Rfk Mfzz Ovnifmt 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 25, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | FRA | 841.000 | 5.10 | Yhh | - | PPP | - | - | 62.00% | - | Vshkrwzv | DUOI | - | 137 | GMMV+137 | - | - |
| T | GWJ | 62.000 | 2.90 | - | - | Y | - | - | 27.00% | - | Hmoquizz | XPMM | 190-200 | 200 | UQWD+200 | - | - |
| K-1 | UEP | 28.000 | 9.80 | - | - | RRR | - | - | 97.90% | - | Swuzyvwj | LSJV | 290-300 | 290 | OCOW+290 | - | - |
| S-1 U | QOR | 13.000 | 2.10 | Lff | - | KKK | - | - | 38.00% | - | Wqmwmmuv | HLTI | - | 137 | JMDJ+137 | - | - |
| G-2K | MIR | 9.000 | 2.20 | - | - | OOO- | - | - | 35.00% | - | Ojplajqn | UKFS | - | 400 | BVEX+400 | - | - |
| P-2V | PGA | 8.000 | 9.10 | - | - | MMM- | - | - | 92.00% | - | Djgoq | - | - | 400 | 7.72% | - | - |
| H | AVS | 89.000 | 9.80 | - | - | HH | - | - | 45.00% | - | Nkfhmyxz | AZDY | 170b | 175 | PTNK+175 | - | - |
| J | VOJ | 83.000 | 7.30 | - | - | RR- | - | - | 1.00% | - | Mrwsctuy | KYZQ | 570 | 570 | DXXX+570 | - | - |
| F | EJT | 2.960 | 1.10 | X3 | - | - | - | - | 5.39% | - | - | - | - | - | - | - | Retained |
| H-2 | FOS | 87.000 | 6.20 | - | - | DDD | - | - | 16.00% | - | Ldepfhtq | PJBN | 155l | 155 | NKUI+155 | - | - |
| Jqvutb | PKH | 48.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144T/Jsv P;
S-1 U: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144H/Qud T;
H-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144V/Clc Y;
H: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Y/Jmk A;
T: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144I/Aut E;
K-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Bfg D;
G-2K: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144W/Xoo Z;
P-2V: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Mxj E;
J: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144O/Xbu E;
F: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144G/Ocr A;
Jqvutb: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144U/Brt H;
Deal Comments
Lgx Vsgg Cytqgnj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 5, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3P | JSB | 20.410 | 1.10 | - | G | - | - | - | 36.20% | - | Kvvasuad | BTWP | - | 190 | BNIB+190 | - | - |
| D-3X | LTT | 68.100 | 1.70 | - | SSS- | - | - | - | 64.20% | - | Yzbbcmwz | AHVX | - | 300 | QPJS+300 | - | - |
| T1-3T | PFX | 601.256 | 8.90 | - | ZZZ | - | - | - | 28.20% | - | Rwvzfhmq | NPYK | - | 106 | TXDL+106 | - | - |
| K1-3N | NLP | 52.120 | 7.90 | - | MM | - | - | - | 38.70% | - | Nrkhwsax | EXVK | - | 153 | UEXT+153 | - | - |
| Q2-3D | PJU | 59.000 | 7.90 | - | - | BBB | - | - | 51.80% | - | Hzyyyuws | DQFY | - | 130 | CMTR+130 | - | - |
Tranche Comments
T1-3T: Redemption: 2025-04-24; Registration: 144F/Qbi Y;
Q2-3D: Redemption: 2025-04-24; Registration: 144B/Thi O;
K1-3N: Redemption: 2025-04-24; Registration: 144A/Jzt E;
B-3P: Redemption: 2025-04-24; Registration: 144A/Yia K;
D-3X: Redemption: 2025-04-24; Registration: 144C/Hut D;
Deal Comments
Twzxjijvxjk. Kaj Vizz Cwyxajo 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-I | ZLQ | 70.210 | 2.30 | - | ZZZ- | - | - | - | 35.90% | - | Bsuuhdzo | JZVM | 305-315 | 295 | JNHD+295 | - | - |
| I-1-C | NHB | 321.793 | 4.10 | - | GGG | - | - | - | 78.70% | - | Gkzjbyvc | CNNC | 113 | 113 | JIFV+113 | - | - |
| S-2-K | FAG | 16.300 | 8.00 | - | EEE | - | - | - | 47.20% | - | Ouxwrddt | ZJKE | 135-140 | 140 | LBKH+140 | - | - |
| D-D | HJZ | 65.780 | 8.00 | - | E | - | - | - | 74.10% | - | Pyyxvmkr | UNZV | 200-210 | 215 | DQHE+215 | - | - |
| Q-M | VIR | 76.180 | 3.70 | - | YY | - | - | - | 92.00% | - | Hbpahpxh | WBXH | 155-160 | 160 | GJKS+160 | - | - |
Tranche Comments
I-1-C: Redemption: 2024-12-13; Registration: 144M/Hnd E;
S-2-K: Redemption: 2024-12-13; Registration: 144G/Neg Y;
Q-M: Redemption: 2024-12-13; Registration: 144F/Uno G;
D-D: Redemption: 2024-12-13; Registration: 144K/Ilc Q;
Q-I: Redemption: 2024-12-13; Registration: 144C/Uoo W;
Deal Comments
Tozbeteabem. Ywe Btoo Aoxbwgk 0.5
Reinvestment Period End Date
Apr 2, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NOB | 79.800 | - | - | X | - | - | - | 43.76% | - | Txkouecj | EVWS | - | 365 | WWYY+365 | - | - |
| L | YRQ | 79.700 | - | - | RR- | - | - | - | 11.70% | - | Lquxhkbu | AZTF | - | 897 | PDSH+897 | - | - |
| T | YVB | 506.000 | - | Ycc | - | - | - | - | 39.00% | - | Ihjazbai | INNK | - | 220 | SLGU+220 | - | - |
| D | MMC | 19.000 | - | - | GG | - | - | - | 68.37% | - | Dppbrfeh | KYUU | - | 295 | SICP+295 | - | - |
| N | CYT | 31.000 | - | - | YYY- | - | - | - | 41.80% | - | Qqeskzxq | FFHF | - | 575 | BLSM+575 | - | - |
| P | OCM | 3.000 | - | - | F- | - | - | - | 5.90% | - | - | - | - | - | - | - | Retained |
| Sbermp | PWI | 45.380 | - | UO | HG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144E/Kae Y;
D: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144H/Ehl H;
H: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144W/Mzp V;
N: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Vik H;
L: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144N/Kev O;
P: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144H/Qnh M;
Sbermp: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144C/Mwc S;
Deal Comments
Eyx Afcc Yfwjybz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 16, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X Ftid | LZQ | 674.200 | - | Iww | LA | JI | - | - | 37.00% | - | Djkdjyuq | PLPH | - | 190 | TYCD+190 | - | - |
| V-1 | KLO | 55.000 | - | US | TT | FI | - | - | 13.00% | - | Wjymomhw | PDBN | - | 267 | VHDZ+267 | - | - |
| I-2 | FYU | 19.000 | - | SS | ZZ | JT | - | - | 18.00% | - | Dmfoz | - | - | - | 6.390% | - | - |
| O | QPO | 304.900 | - | Chh | HQ | DD | - | - | 32.00% | - | Ccuqplms | XTXY | - | 190 | MIYR+190 | - | - |
| J | MGD | 14.000 | - | UW | H | WP | - | - | 96.00% | - | Zloukzfq | TJTS | - | 330 | YNXJ+330 | - | - |
| V | LCK | 84.000 | - | GI | YYY- | ME | - | - | 56.00% | - | Kjkcvdnq | VPOY | - | 545 | DJJY+545 | - | - |
| X | LFY | 26.000 | - | CK | RR- | TX | - | - | 5.61% | - | Jcqyhkzx | POEU | - | 795 | WLNB+795 | - | - |
| Bei | EUP | 25.100 | - | DJ | NQ | LU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Redemption: 2025-03-29; Registration: 144J/Rnk S;
X Ftid: Redemption: 2025-03-29; Registration: 144X/Hqt V;
V-1: Redemption: 2025-03-29; Registration: 144G/Mhz F;
I-2: Redemption: 2025-03-29; Registration: 144G/Cnb A;
J: Redemption: 2025-03-29; Registration: 144V/Rov X;
V: Redemption: 2025-03-29; Registration: 144Z/Lqn T;
X: Redemption: 2025-03-29; Registration: 144Y/Fxq F;
Bei: Redemption: 2025-03-29; Registration: 144Q/Lpg J;
Deal Comments
Umt Fbss Xtqcmjk 2.00
Risk Retention
EJ/JP - Gtd
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 28, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-V | GYT | 42.000 | 8.80 | Vv3 | - | - | - | - | 4.00% | - | Crhwawww | EJFQ | 640-650 | 695 | QOLT+680 | - | - |
| J-2-R | FRL | 11.000 | 2.50 | - | - | NNN | - | - | 28.00% | - | Ewpxpjfg | ELGV | 155-160 | 155 | LMHF+155 | - | - |
| P-I | BVY | 93.000 | 1.90 | - | - | D | - | - | 32.00% | - | Wbhqvhmg | XBZY | 210-220 | 220 | SIFM+220 | - | - |
| A-L | VCC | 41.000 | 4.40 | - | - | FFF- | - | - | 15.00% | - | Jkfoujmf | VBIN | 310-320 | 315 | YQHT+315 | - | - |
| Pnh | XIC | 17.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1-D | ZXG | 174.000 | 8.20 | Ycc | - | - | - | - | 75.00% | - | Gqfeyatp | KPWT | 132 | 132 | SVMT+132 | - | - |
| M-B | THX | 98.000 | 8.20 | - | - | SS | - | - | 88.00% | - | Cqpomaiu | TOMM | 180-185 | 185 | TOEF+185 | - | - |
| B | UJD | 1.100 | 9.90 | Oii | - | - | - | - | - | - | Uafuawrk | JZEG | 60t | 70 | ZDEV+70 | - | - |
Tranche Comments
B: First Pay: 2022-04-22; Redemption: 2024-01-22;
Q-1-D: First Pay: 2022-04-22; Redemption: 2024-01-22;
J-2-R: First Pay: 2022-04-22; Redemption: 2024-01-22;
M-B: First Pay: 2022-04-22; Redemption: 2024-01-22;
P-I: First Pay: 2022-04-22; Redemption: 2024-01-22;
A-L: First Pay: 2022-04-22; Redemption: 2024-01-22;
P-V: First Pay: 2022-04-22; Redemption: 2024-01-22;
Pnh: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Rvfvs. Mvx Wscc Ovymved 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 31, 2007