Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G2AN | JNG | 41.000 | - | Yxx | FD | UM | - | - | 10.70% | - | Rselrust | JYTN | - | 142 | XYNN+142 | - | - |
G1MY | PGQ | 815.000 | - | Xbb | DP | EZ | - | - | 53.40% | - | Srqvtium | TZTP | - | 142 | JNLR+142 | - | - |
NF | BBC | 53.000 | - | M2 | YV | QE | - | - | 62.38% | - | Ieoaxwpu | EQMF | - | 225 | GHCB+225 | - | - |
LT | AGR | 22.000 | - | Dff3 | HH | PO | - | - | 27.73% | - | Iezxdpwq | POQU | - | 370 | JVCZ+370 | - | - |
DJ | RHN | 55.100 | - | Pc3 | LG | IM | - | - | 55.40% | - | Kvmqxzra | QUPE | - | 775 | DKED+775 | - | - |
A1OO | TTZ | 400.000 | - | Npp | WF | FU | - | - | 64.50% | - | Rybxqird | DNMG | - | 142 | USSK+142 | - | - |
NR | IAX | 15.000 | - | Nm2 | AD | JQ | - | - | 23.70% | - | Tqaleeas | NYEX | - | 200 | YUNT+200 | - | - |
Tranche Comments
G1MY: Redemption: 2026-01-14; Registration: 144Z/Gdm V;
G2AN: Redemption: 2026-01-14; Registration: 144J/Nzw B;
A1OO: Redemption: 2026-01-14; Registration: 144E/Gjz X;
NR: Redemption: 2026-01-14; Registration: 144Y/Itt P;
NF: Redemption: 2026-01-14; Registration: 144V/Euf A;
LT: Redemption: 2026-01-14; Registration: 144H/Iur R;
DJ: Redemption: 2026-01-14; Registration: 144K/Fkp M;
Deal Comments
Rfzmpeprmpi. Wfp Seff Jfcmfrs 1.00
Risk Retention
OR - Zmkg EO/OY - Zmk
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 23, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
BE | OMK | 621.000 | 3.42 | - | AAA | - | - | - | 35.00% | - | Wvruadcc | 3oABON | - | 166 | 3cJQXR+166 | - | 615.00000 |
K | CCK | 23.000 | 7.96 | - | L | - | - | - | 78.00% | - | Mjoffwib | 3iVYHY | - | 270 | 3aMNYT+270 | - | 196.00000 |
H | CFJ | 95.000 | 2.10 | - | AA | - | - | - | 44.00% | - | Klbcyiqg | 3sVQTG | - | 205 | 3bSLWY+205 | - | 124.00000 |
J | AWM | 82.000 | 3.50 | - | LLL- | - | - | - | 78.00% | - | Euerjkal | 3mQWMU | - | 465 | 3rLDYZ+465 | - | 510.00000 |
S | QUV | 71.000 | 8.58 | - | WWW | - | - | - | 20.00% | - | Jozvkzoo | 3pDETE | - | 166 | 3aYXKW+166 | - | 891.00000 |
Wjd | NWL | 12.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
SM | WHC | 46.000 | 1.40 | - | GG | - | - | - | 61.00% | - | Fdpftbsb | 3bDZTV | - | 205 | 3lOJIO+205 | - | 282.00000 |
V | IXU | 58.000 | 4.21 | - | JJ- | - | - | - | 29.00% | - | Dvoummkb | 3zASTJ | - | 825 | 3cBJOE+791 | - | 54.00000 |
Tranche Comments
S: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144Z/Zao T;
BE: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144V/Ooh E;
H: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144G/Rkf D;
SM: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144B/Ryj K;
K: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144H/Fdy T;
J: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144N/Lnr Q;
V: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144V/Xjw K;
Wjd: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144F/Euz X;
Deal Comments
Ujy Iaww Tlxxjtf 2.00
Risk Retention
AW - Igfs QA/AM - Igf
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 16, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Xci | CPF | 72.000 | - | NM | XN | MC | - | - | - | - | - | - | - | - | - | - | Retained |
P Xxktk | LOD | 344.000 | 9.11 | HY | CCC | DO | - | - | 51.50% | - | Qcskysbf | ITVF | - | 170 | EPCI+170 | - | - |
D | JWV | 57.000 | 1.90 | CP | MM | ZP | - | - | 95.00% | - | Qyzhkceh | DBUJ | - | 210 | WSGQ+210 | - | - |
L | IEX | 87.300 | 8.85 | CK | N | UW | - | - | 52.00% | - | Mqvvtvup | XZOD | - | 270 | PTDI+270 | - | - |
E | RWP | 713.700 | 6.65 | OI | BBB | JU | - | - | 34.10% | - | Jvpxempo | UWSE | - | 170 | TCTK+170 | - | - |
B | HSK | 38.500 | 9.10 | CE | TTT- | WL | - | - | 32.00% | - | Xszjrjuv | ANQO | - | 440 | GCUM+440 | - | - |
S | WSD | 97.900 | 4.20 | BS | SS- | SP | - | - | 29.00% | - | Vhfymsah | TLXQ | - | 835 | VNGM+779 | - | - |
Tranche Comments
E: Redemption: 2026-07-23; Registration: 144V/Twd R;
P Xxktk: Redemption: 2026-07-23; Registration: 144Q/Pvk U;
D: Redemption: 2026-07-23; Registration: 144L/Qtx P;
L: Redemption: 2026-07-23; Registration: 144Q/Afh X;
B: Redemption: 2026-07-23; Registration: 144O/Eoy L;
S: Redemption: 2026-07-23; Registration: 144C/Ypu Q;
Xci: Redemption: 2026-07-23; Registration: 144W/Lnl M;
Deal Comments
Kcs Xgjj Lwmacli 2.00
Risk Retention
FC - Gwlk AF/FD - Gwl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 25, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FUD | 41.600 | 3.60 | G2 | - | - | - | - | 66.60% | - | Yjlvbmxx | WWJR | - | 420 | CXPF+420 | - | 753.00000 |
O | ROK | 16.800 | 4.80 | Auu3 | - | - | - | - | 76.82% | - | Cuwvrkcb | DAAH | - | 655 | KGFH+655 | - | 282.00000 |
LNN-A | XQZ | 35.000 | - | LM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-1 | APB | 39.800 | 9.40 | Arr | - | - | - | - | 87.20% | - | Ircktyfr | QXHE | - | 250 | TUCF+250 | - | 142.00000 |
S | VJJ | 55.300 | 9.40 | Hs2 | - | - | - | - | 71.13% | - | Xbssuenq | JXDP | - | 345 | UIOE+345 | - | 585.00000 |
N-2 | IFS | 23.200 | 1.50 | Bii | - | - | - | - | 62.60% | - | Svfip | VKLW | - | 240 | 6.68% | 6.680% | 312.00000 |
H-1ZX | RQV | 82.000 | 5.40 | Bzz | - | - | - | - | 22.20% | - | Durfoiwr | XUPH | - | 250 | BMZY+250 | - | 706.00000 |
J | EQX | 90.800 | 6.00 | Yq3 | - | - | - | - | 66.10% | - | Ysqrosjh | DNEV | - | 950 | PBZB+909 | - | 59.00000 |
I-1IJ | NJO | 23.000 | 4.60 | Rhh | - | - | - | - | 18.80% | - | Phykepfl | LWHH | - | 250 | DUJE+250 | - | 364.00000 |
N-P | PGP | 85.300 | 5.20 | Qz2 | - | - | - | - | 52.66% | - | Dkozhopr | EMNC | - | 345 | LWEH+345 | - | 971.00000 |
KYJ-J | COI | 1.000 | - | OP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144X/Qll D;
N-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144T/Oqf I;
I-1IJ: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144G/Gpi X;
H-1ZX: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144N/Njj A;
S: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144M/Naf A;
N-P: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144E/Nvx Y;
Y: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Y/Csc T;
O: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144L/Czo B;
J: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144T/Ipd A;
LNN-A: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Q/Yqo P;
KYJ-J: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144I/Pjm U;
Deal Comments
Wks Eagg Valfkmu 2.00
Risk Retention
QZ - Mjzt EQ - Mjz
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 15, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | BYV | 345.000 | - | Rzz | XC | GK | - | - | 64.80% | - | Zdqlhirc | GPUM | - | 245 | ZDYN+245 | - | - |
W-1 | ZVM | 40.000 | - | Yf2 | MK | BH | - | - | 61.80% | - | Mlxqstfd | PTAV | - | 350 | AIHU+350 | - | - |
W-2 | FTQ | 86.000 | - | De2 | BQ | YO | - | - | 90.20% | - | Urseu | SYVR | - | 350 | 7.340% | - | - |
H Hrmqb | MQY | 52.000 | - | Pp2 | XJ | MD | - | - | 96.10% | - | Cflpapkn | CBIP | - | 350 | DJZD+350 | - | - |
I | OBI | 35.000 | - | Foo | SV | HI | - | - | 48.40% | - | Gbkstipx | UCQO | - | 245 | CDDJ+245 | - | - |
B-2 | UVF | 67.000 | - | Itt | OC | TO | - | - | 92.90% | - | Ilklqtvz | DAVV | - | 245 | VKLF+245 | - | - |
J | OQB | 23.000 | - | Mbb3 | FM | WO | - | - | 79.40% | - | Pzwxtaiz | XCDX | - | 650 | XHZD+650 | - | - |
J | IIP | 83.000 | - | B2 | FT | MS | - | - | 61.70% | - | Wqbzwaed | JBJQ | - | 485 | WUUR+485 | - | - |
B | KNV | 37.300 | - | Xo3 | GD | DO | - | - | 34.20% | - | Tbyapoub | PLHJ | - | 1150 | WXKJ+1002 | - | - |
Bkd L | JPG | 45.000 | - | BM | OM | GG | - | - | - | - | - | - | - | - | - | - | Retained |
Nox Q | LSD | 6.000 | - | MQ | NP | NM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2024-10-24; Registration: 144P/Jrr K;
C-1: Redemption: 2024-10-24; Registration: 144A/Qmq M;
B-2: Redemption: 2024-10-24; Registration: 144A/Eel M;
W-1: Redemption: 2024-10-24; Registration: 144L/Bro Y;
H Hrmqb: Redemption: 2024-10-24; Registration: 144B/Hyn E;
W-2: Redemption: 2024-10-24; Registration: 144D/Efg L;
J: Redemption: 2024-10-24; Registration: 144I/Gxi C;
J: Redemption: 2024-10-24; Registration: 144G/Dhh Y;
B: Redemption: 2024-10-24; Registration: 144A/Zkc Q;
Bkd L: Redemption: 2024-10-24; Registration: 144B/Utp O;
Nox Q: Redemption: 2024-10-24; Registration: 144T/Qzv J;
Deal Comments
Lqo Jbqq Pfxaqkj 2.00. Cvf kfbq ybe vaeaxfk cq IB$500j
Risk Retention
BJ - Xadf HB/BT - Xad
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 6, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-P | XGI | 41.000 | 1.30 | D2 | - | - | - | - | - | - | Cjsywiys | ZBYY | - | 315 | DKOO+315 | - | - |
H-D | XQW | 56.000 | 1.80 | Lnn3 | - | - | - | - | - | - | Shdeckrr | NOTZ | - | 450 | PVXD+450 | - | - |
S-1-M | QYU | 914.600 | 6.70 | Gpp | - | - | - | - | - | - | Ajbsbqau | MWWW | - | 187 | NLBQ+187 | - | - |
Oms | OQH | 44.244 | - | MB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-P | OJL | 76.000 | 4.10 | Ja2 | - | - | - | - | - | - | Yqbwwssu | BTMR | - | 235 | UQVN+235 | - | - |
K-2-N | AXC | 98.400 | 9.70 | Mtt | - | - | - | - | - | - | Syzoo | MLD | - | - | 4.65% | - | - |
M-Q | XQF | 54.000 | 5.70 | Br3 | - | - | - | - | - | - | Jffldehq | ASWO | - | 875 | MIHV+875 | - | - |
Tranche Comments
S-1-M: Redemption: 2024-05-20;
K-2-N: Redemption: 2024-05-20;
M-P: Redemption: 2024-05-20;
H-P: Redemption: 2024-05-20;
H-D: Redemption: 2024-05-20;
M-Q: Redemption: 2024-05-20;
Oms: Redemption: 2024-05-20;
Deal Comments
Vgggy. Ngb Kmww Qgzzgxu 2.00
Risk Retention
HT - Qbd, QH/HU - Qbd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 8, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1W | KSN | 22.000 | 5.20 | Rjj | - | - | - | - | 12.90% | - | Bxwqtfdi | SJYC | - | 168 | 3iEGDQ+168 | - | - |
M-1C | VWA | 235.000 | 8.30 | Tzz | - | - | - | - | 11.90% | - | Adphdvsq | EZLY | - | 168 | 3bAKBO+168 | - | - |
Q | MJY | 88.300 | 9.40 | N2 | - | - | - | - | 84.70% | - | Nxfqlwwk | MMVJ | - | 280 | 3mQCAN+280 | - | - |
B | LMY | 13.000 | 1.30 | Os3 | - | - | - | - | 42.00% | - | Fkbbqbfn | DLQD | - | 832 | 3pMXDK+832 | - | - |
P-2Z | IFM | 89.000 | 2.10 | Pss | - | - | - | - | 13.40% | - | Cpruucpe | NXMD | - | 168 | 3yGEFZ+168 | - | - |
Q | VKV | 93.920 | 5.20 | Vnn3 | - | - | - | - | 33.00% | - | Udmbttng | VKKI | - | 390 | 3jELDS+390 | - | - |
F-2N | YQW | 38.370 | 1.90 | Cii | - | - | - | - | 14.80% | - | Ifbns | - | - | - | 3.27% | - | - |
C | ANY | 66.500 | 9.30 | Sv2 | - | - | - | - | 18.50% | - | Quprxcot | QUSA | - | 205 | 3dWTPQ+205 | - | - |
Tkg | QLN | 77.500 | - | LG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1W: Redemption: 2024-02-24;
P-2Z: Redemption: 2024-02-24;
M-1C: Redemption: 2024-02-24;
F-2N: Redemption: 2024-02-24;
C: Redemption: 2024-02-24;
Q: Redemption: 2024-02-24;
Q: Redemption: 2024-02-24;
B: Redemption: 2024-02-24;
Tkg: Redemption: 2024-02-24;
Deal Comments
Vga Xfaa Jtebgxo 2.00
Risk Retention
LO, ZL, LH - Van
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 19, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-B | YUD | 25.100 | 8.20 | Cr2 | - | - | - | - | 48.00% | - | Kksrrsrh | 3bS | - | 190 | 3mK+190 | - | - |
X-E | ATC | 803.710 | 4.30 | Tll | - | - | - | - | 80.20% | - | Ddramotm | 3wU | - | 150 | 3bV+150 | - | - |
T-Y | GJB | 14.000 | 8.10 | Re3 | - | - | - | - | 86.00% | - | Gusccepp | 3zV | - | 836 | 3dO+836 | - | - |
C-Y | UGA | 49.610 | 2.20 | Opp3 | - | - | - | - | 73.80% | - | Fwyeoszi | 3tF | - | 380 | 3vR+380 | - | - |
J-C | GYJ | 43.400 | 1.70 | F2 | - | - | - | - | 38.10% | - | Kzqzqmev | 3eY | - | 260 | 3yL+260 | - | - |
Otm | ZMS | 20.330 | - | HY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-E: Redemption: 2023-11-22;
K-B: Redemption: 2023-11-22;
J-C: Redemption: 2023-11-22;
C-Y: Redemption: 2023-11-22;
T-Y: Redemption: 2023-11-22;
Otm: Redemption: 2023-11-22;
Deal Comments
Jcacb. Xas Aepp Rcraajk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 10, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z2 | FZD | 52.000 | 4.59 | Bpp | - | - | - | - | 58.20% | - | Abcof | - | - | - | 2.39% | 2.39% | 977.00000 |
Z | YNT | 5.000 | 8.78 | Ynn | - | - | - | - | - | - | Grwzkwtq | 3oF | - | 100 | 3oP+100 | - | 303.00000 |
X | ROM | 22.200 | 8.36 | Vj2 | - | - | - | - | 70.00% | - | Cnsvewln | 3kF | - | 190 | 3iT+190 | - | 547.00000 |
NT | TNC | 35.000 | 1.88 | Oll | - | - | - | - | 85.50% | - | Cwbqylrw | 3cC | - | 150 | 3rQ+150 | - | 515.00000 |
G | PAG | 36.670 | 5.45 | Urr3 | - | - | - | - | 44.00% | - | Fxfabuny | 3sZ | 385z | 385 | 3iQ+385 | - | 803.00000 |
D | XPZ | 28.000 | 8.14 | Yb3 | - | - | - | - | 89.00% | - | Kjmaswbc | 3yA | 785 | - | 3qJ+785 | - | 49.00000 |
G1 | UOR | 717.400 | 8.54 | Kjj | - | - | - | - | 84.10% | - | Jrrawkms | 3kC | - | 150 | 3sA+150 | - | 532.00000 |
Zpv | MJX | 73.000 | - | JK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | PEB | 81.720 | 8.20 | E2 | - | - | - | - | 77.19% | - | Ljvjprwf | 3rX | 265b | 265 | 3cB+265 | - | 106.00000 |
Tranche Comments
Z: Redemption: 2023-09-14; Registration: 144Q/Anp Z;
NT: Redemption: 2023-09-14; Registration: 144Z/Cib N;
G1: Redemption: 2023-09-14; Registration: 144M/Dbd Y;
Z2: Redemption: 2023-09-14; Registration: 144C/Dao H;
X: Redemption: 2023-09-14; Registration: 144G/Tft Q;
H: Redemption: 2023-09-14; Registration: 144Y/Ynt H;
G: Redemption: 2023-09-14; Registration: 144V/Ici H;
D: Redemption: 2023-09-14; Registration: 144G/Dqj U;
Zpv: Redemption: 2023-09-14; Registration: 144F/Elk O;
Deal Comments
Aqg Namm Sgjpqan 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 6, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R | TOM | 610.000 | - | Sxx | - | - | - | - | 43.40% | - | Lxckmasj | 3fD | - | 130 | 3dM+130 | - | - |
Tranche Comments
X-R: Redemption: 2022-04-22; Registration: 144D/Pku C;
Deal Comments
Repksysqksp. Mws Eynn Beqkwhl 1.00
Risk Retention
JA/SJ/JD YY Gwcgkeyzn
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
May 15, 2001