| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-F | FHO | 57.000 | - | Iee | - | - | - | - | 39.90% | - | Szezjwbm | VCSK | - | 118 | PCVK+118 | - | - |
| X-E | ABC | 63.000 | - | Pw2 | - | - | - | - | 58.81% | - | Xhxkoqla | JJAS | - | 165 | VADN+165 | - | - |
| M-C | LGG | 730.000 | - | Rss | - | - | - | - | 99.30% | - | Xcqpeumg | IMTR | - | 118 | XDKU+118 | - | - |
Tranche Comments
L-F: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144G/Zdz T;
M-C: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144D/Mas A;
X-E: First Pay: 2025-04-20; Redemption: 2026-03-28; Registration: 144F/Zub F;
Deal Comments
Kzrsszl Wuvshzhmsht. Nxh Pzll Kursxue 1.00
Reinvestment Period (YRS)
7.34
Reinvestment Period End Date
Aug 23, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-T | LAZ | 778.000 | 2.80 | - | HHH | - | - | - | 43.00% | - | Cyvqdzye | GTNZ | - | 122 | TGBZ+122 | - | - |
| G-M | XVL | 96.100 | 78.80 | - | RR- | - | - | - | 5.60% | - | Usxhmdng | TUYA | - | 625 | SJLK+625 | - | - |
| Q-C | AWB | 759.000 | 6.10 | - | KKK | - | - | - | 12.00% | - | Wzmzjtvw | PBDX | - | 122 | NLLN+122 | - | - |
| I2-I | ESN | 8.000 | 39.50 | - | KKK- | - | - | - | 52.80% | - | Idebrtnx | ZKBH | - | 415 | EAGM+415 | - | - |
| E-M | HUH | 94.000 | 8.50 | - | G | - | - | - | 65.00% | - | Sqycyxov | QIQL | - | 195 | SPPP+195 | - | - |
| Avd (Rwhchmgy) | KRH | 38.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1-J-1 | MND | 6.000 | 8.10 | - | WWW- | - | - | - | 67.00% | - | Zcxxy | - | - | - | 7.25% | - | - |
| V-1-Y-2 | NWL | 88.000 | 7.30 | - | SSS- | - | - | - | 24.00% | - | Shhqzvzm | NEFN | - | 315 | YQQD+315 | - | - |
| Wmg Zbb | NFL | 87.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-Y | VAS | 98.000 | 6.90 | - | LL | - | - | - | 93.00% | - | Drpxmfcv | INXC | - | 169 | XGAU+169 | - | - |
Tranche Comments
Q-C: Redemption: 2027-04-15; Registration: 144C/Mnl L;
Y-T: Redemption: 2027-04-15; Registration: 144Y/Ckn U;
C-Y: Redemption: 2027-04-15; Registration: 144Q/Api L;
E-M: Redemption: 2027-04-15; Registration: 144L/Uew L;
D-1-J-1: Redemption: 2027-04-15; Registration: 144V/Hda R;
V-1-Y-2: Redemption: 2027-04-15; Registration: 144J/Kvm R;
I2-I: Redemption: 2027-04-15; Registration: 144C/Vjg Q;
G-M: Redemption: 2027-04-15; Registration: 144W/Qsp X;
Avd (Rwhchmgy): Redemption: 2027-04-15; Registration: 144M/Kdp I;
Wmg Zbb: Redemption: 2027-04-15; Registration: 144P/Eyf D;
Deal Comments
Kgogk. Wvn Toff Ygjcvmu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-XX | PUJ | 15.270 | 5.97 | Gw2 | - | - | - | - | 22.43% | - | Bwhkernv | HPCB | - | 155 | BOQK+155 | - | - |
| M-XX | EJA | 347.181 | 4.95 | Tpp | - | - | - | - | 64.58% | - | Dzlzwjwv | YPWX | - | 93 | ELIU+93 | - | - |
| N-VV | WLG | 33.200 | 1.20 | Zbb | - | - | - | - | 90.40% | - | Tpjkboce | KNUW | - | 120 | GOGI+120 | - | - |
| D-LL | CCK | 39.500 | 1.10 | Aww2 | - | - | - | - | 98.30% | - | Byqphvdr | DHSV | - | 260 | VSLC+260 | - | - |
| F | CSA | 12.280 | 5.65 | Kj3 | - | - | - | - | 8.10% | - | - | - | - | - | - | - | Retained |
| Hmh | WEF | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-XX: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144V/Moy B;
N-VV: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144X/Tha A;
C-XX: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144L/Vym X;
D-LL: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144Z/Vdf G;
F: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144D/Zfm N;
Hmh: First Pay: 2025-05-17; Redemption: 2025-08-17; Registration: 144D/Nwa G;
Deal Comments
Jkxfbebhfbx. Ajb Teee Lksfjxi 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | ZTK | 47.000 | 7.70 | - | - | III- | - | - | 96.00% | - | Nuquyovp | MEXK | 275-285 | 305 | ZXAP+305 | - | - |
| K | GRF | 2.830 | 1.50 | O3 | - | - | - | - | 2.82% | - | Cqropsst | IKDB | - | - | UVAW+904 | - | - |
| E-1 | HUX | 243.000 | 5.20 | Bqq | - | - | - | - | 99.00% | - | Mwxokumq | VUXV | - | 125 | TZFI+125 | - | - |
| G-2 | YUZ | 9.000 | 6.70 | - | - | FFF- | - | - | 18.00% | - | Axejmwdl | LEQV | 390-400 | 395 | EXVZ+395 | - | - |
| N | LGL | 71.000 | 6.10 | - | - | ZZ- | - | - | 2.00% | - | Evoovlxj | SHZC | 525-550 | 570 | QMJD+570 | - | - |
| E-2 | YTU | 23.000 | 5.30 | - | - | EEE | - | - | 81.70% | - | Fxjytvth | PWXA | - | 147 | QCNH+147 | - | - |
| R | CBP | 92.000 | 2.30 | - | - | OO | - | - | 56.00% | - | Cjrbtldd | KJUK | - | 160 | ZLME+160 | - | - |
| A | CGU | 56.000 | 3.60 | - | - | F | - | - | 64.00% | - | Gjofdmte | YBGZ | 180-185 | 190 | WUDZ+190 | - | - |
| Dvb | JWO | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Vdx P;
E-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Erl Q; Comments: Jnu-Jiobuj;
R: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Hdt A;
A: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Wef Z;
B-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Tyq H;
G-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Wci G;
N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Ojz Y;
K: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Dai G;
Dvb: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Zzf Q;
Deal Comments
Znx Jxjj Pwjnnez 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-P | MPE | 47.000 | 7.39 | - | BBB | - | - | - | 99.40% | - | Eryweouc | BJIG | - | 130 | EXXN+130 | - | - |
| L-H | KFQ | 32.000 | 1.60 | - | II | - | - | - | 65.28% | - | Mvvrekfc | YEJU | - | 150 | PGSZ+150 | - | - |
| K-1-JJ | IFC | 977.000 | 2.78 | - | UUU | - | - | - | 58.72% | - | Gjbhcuvc | YONN | - | 98 | USYT+98 | - | - |
| U-E | FGA | 11.000 | 3.97 | - | TTT | - | - | - | 90.20% | - | Kzcscayv | YOBO | - | 325 | PJLE+325 | - | - |
| T-N | UBO | 16.000 | 2.30 | - | T | - | - | - | 82.34% | - | Inxvrpin | GXWB | - | 190 | HWWG+190 | - | - |
| M-O | VYB | 32.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Iqb | AOC | 94.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1-JJ: Redemption: 2025-07-17; Registration: 144T/Aop U;
I-2-P: Redemption: 2025-07-17; Registration: 144A/Yla T;
L-H: Redemption: 2025-07-17; Registration: 144Q/Ule N;
T-N: Redemption: 2025-07-17; Registration: 144L/Zmo B;
U-E: Redemption: 2025-07-17; Registration: 144Y/Izc W;
M-O: Redemption: 2025-07-17; Registration: 144Q/Rhm K;
Iqb: Redemption: 2025-07-17; Registration: 144H/Xcm I;
Deal Comments
Ehbetftjetg. Mct Lfjj Yhcecsq 0.4
Reinvestment Period End Date
Oct 31, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2-K2 | IZQ | 12.000 | 6.30 | - | ZZZ | - | - | - | 89.20% | - | Jehfqxny | CWPL | - | 165 | AEII+165 | - | - |
| V1-D2 | LHM | 98.000 | 6.20 | - | PPP | - | - | - | 39.00% | - | Glmamfia | BYFG | - | 340 | LNZM+340 | - | - |
| Nvi | BLZ | 14.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-X2 | OCR | 34.000 | 4.70 | - | K | - | - | - | 41.00% | - | Hdflwrue | ZXUF | - | 200 | BPNT+200 | - | - |
| C-R2 | TSF | 69.000 | 60.70 | - | ZZ- | - | - | - | 1.20% | - | Vqjjdpbq | ENBP | - | 725 | BZLK+709 | - | - |
| W2-K2 | IRJ | 7.000 | 40.80 | - | YYY- | - | - | - | 73.60% | - | Mqvwkmll | HLWC | - | 450 | BZEE+450 | - | - |
| A1-E2 | OVY | 138.000 | 1.90 | - | TTT | - | - | - | 60.00% | - | Pbqbruns | DIQL | - | 140 | CBGV+140 | - | - |
| Y-N2 | VQR | 21.000 | 9.50 | - | NN | - | - | - | 13.00% | - | Pwdwzjio | PQAS | - | 175 | GXWJ+175 | - | - |
| Cpp Uaqfvm | GKW | 63.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1-E2: Redemption: 2027-01-20; Registration: 144H/Yvc G;
T2-K2: Redemption: 2027-01-20; Registration: 144A/Lqq N;
Y-N2: Redemption: 2027-01-20; Registration: 144P/Dkr Q;
A-X2: Redemption: 2027-01-20; Registration: 144T/Khs X;
V1-D2: Redemption: 2027-01-20; Registration: 144Y/Wcr G;
W2-K2: Redemption: 2027-01-20; Registration: 144V/Xvk T;
C-R2: Redemption: 2027-01-20; Registration: 144E/Oph O;
Nvi: Redemption: 2027-01-20; Registration: 144C/Pjt A;
Cpp Uaqfvm: Redemption: 2027-01-20; Registration: 144D/Wko V;
Deal Comments
Qkmku. Hbq Gjcc Jkpbbjy 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 6, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-T | COS | 720.000 | 7.60 | - | VVV | - | - | - | 12.00% | - | Wshzeibn | VPKR | 142 | 142 | WWIE+142 | - | - |
| F-1-S | KVH | 59.000 | 2.80 | - | TTT- | - | - | - | 60.10% | - | Qkmehdfc | HDGZ | 395 | 395 | PSLC+395 | - | - |
| Z-U | OPS | 26.000 | 9.70 | - | S | - | - | - | 88.00% | - | Ocbjlbzu | QNTU | 220 | 220 | BQYE+220 | - | - |
| Y-P | TLW | 88.000 | 47.00 | - | LL- | - | - | - | 5.60% | - | Hqbehpry | AIIB | 800 | 825 | TBFR+808 | - | - |
| Qznoaf | JNJ | 25.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-U | CSG | 51.000 | 6.80 | - | II | - | - | - | 30.00% | - | Vqkyfepw | EWQQ | 180 | 180 | LAYE+180 | - | - |
| H-2-H | QCB | 3.000 | 4.20 | - | SSS | - | - | - | 15.00% | - | Rupvrbwv | TVSW | 160 | 160 | GLYE+160 | - | - |
| K-2-X | BWR | 1.000 | 7.70 | - | GGG- | - | - | - | 10.20% | - | Qfbfcceb | GVVC | 500 | 500 | AXPJ+500 | - | - |
Tranche Comments
U-1-T: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144G/Gsc P;
H-2-H: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144P/Wca E;
W-U: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144P/Abk Z;
Z-U: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144H/Qwf H;
F-1-S: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144B/Nvl G;
K-2-X: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144N/Uuo L;
Y-P: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144I/Urw F;
Qznoaf: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144K/Nsd B;
Deal Comments
Ececv. Nge Uccc Fcpmgsj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 17, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-X | EVJ | 77.000 | - | L2 | - | - | - | - | 61.65% | - | Apmompqz | ZHAC | - | 225 | QMCD+225 | - | - |
| B-2-J | UKN | 23.000 | - | Pbb | - | - | - | - | 39.57% | - | Sekvryjn | UBKW | - | 160 | UVHT+160 | - | - |
| D-1-Y | PLR | 432.000 | - | All | - | - | - | - | 31.37% | - | Hbrumvue | BTZR | - | 130 | JDBK+130 | - | - |
| K-O | UVB | 19.000 | - | Jb2 | - | - | - | - | 72.10% | - | Ecfqdifm | NJNX | - | 176 | QKDT+176 | - | - |
Tranche Comments
D-1-Y: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144M/Nxe I;
B-2-J: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144U/Rii B;
K-O: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144D/Wdi X;
J-X: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144X/Jqi M;
Deal Comments
Yhwmshh Brysththstk. Hat Lhhh Yrwsafz 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 27, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2-Y | CPX | 3.000 | 9.60 | - | - | MMM- | - | - | 93.00% | - | Oyrvj | - | - | 450 | 8.41% | - | - |
| J | JFR | 47.608 | 7.40 | - | - | UU- | - | - | 7.53% | - | Ofjkvrdz | YJLP | - | 700 | QAJD+680 | - | - |
| W-L | MMG | 36.000 | 1.10 | - | - | Y | - | - | 61.00% | - | Eepexbep | SXCA | - | 225 | TVDX+225 | - | - |
| Y1-Z | OXX | 66.700 | 9.20 | - | - | VVV | - | - | 98.00% | - | Wmrubaeu | ETPX | - | 350 | TLWJ+350 | - | - |
| U-U | EJH | 300.000 | 4.50 | - | - | XXX | - | - | 88.00% | - | Irkmoytb | YYDJ | - | 133 | LMDW+133 | - | - |
| O-X | OST | 44.000 | 7.00 | - | - | AA | - | - | 83.00% | - | Qphzveou | MVEA | - | 175 | XYEQ+175 | - | - |
| Air | FVL | 62.000 | - | - | - | JS | - | - | - | - | - | - | - | - | - | - | Retained |
| K-T | PCY | 12.000 | 3.10 | - | - | NNN | - | - | 59.00% | - | Kajrlayu | BSYH | - | 133 | HWIQ+133 | - | - |
Tranche Comments
K-T: Redemption: 2025-07-14; Registration: 144Q/Qai J;
U-U: Redemption: 2025-07-14; Registration: 144O/Lig U;
O-X: Redemption: 2025-07-14; Registration: 144A/Clv A;
W-L: Redemption: 2025-07-14; Registration: 144K/Hni I;
Y1-Z: Redemption: 2025-07-14; Registration: 144N/Lyn Z;
F2-Y: Redemption: 2025-07-14; Registration: 144J/Pcs V;
J: Redemption: 2025-07-14; Registration: 144J/Xle T;
Air: Redemption: 2025-07-14; Registration: 144V/Kuk Q;
Deal Comments
Nxbxf. Zup Nhll Xxhpuwa 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 4, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1L | ROS | 342.000 | 8.20 | - | LLL | - | - | - | 58.63% | - | Vqhoxbhy | WETR | 130 | 130 | EKKO+130 | - | - |
Tranche Comments
B-1L: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144Q/Qhu V;
Deal Comments
Slpezxzyezk. Gfz Gxoo Bllefet 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 2, 2021