| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bqw | YNE | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | MCM | 810.000 | 6.97 | - | GGG | - | - | - | 87.00% | - | Kmwexhwc | 3gZEPR | - | 123 | 3kBXMR+123 | - | 535.00000 |
| P-1 | JQU | 79.000 | 4.18 | - | DDD- | - | - | - | 42.00% | - | Hxawjapo | 3wDXZM | - | 290 | 3zNEWJ+290 | - | 134.00000 |
| T | BCB | 29.000 | 6.91 | - | A | - | - | - | 51.00% | - | Isttmltf | 3bCOCB | - | 190 | 3wEUQG+190 | - | 185.00000 |
| V | FID | 80.400 | 13.23 | - | JJ- | - | - | - | 6.00% | - | Apbraypb | 3bJCLE | - | 525 | 3uCGVI+525 | - | 900.00000 |
| M-2 | HJC | 5.600 | 82.50 | - | RRR- | - | - | - | 47.10% | - | Zyralwua | 3uNDVR | - | 410 | 3kCPAG+410 | - | 365.00000 |
| E-1 | QMS | 85.000 | 3.76 | - | KK | - | - | - | 54.00% | - | Llfbdajt | 3iWAWN | - | 170 | 3iIGKH+170 | - | 445.00000 |
| R-2 | YHT | 91.000 | 9.95 | - | UU | - | - | - | 63.00% | - | Ozcqq | Yrqbv | - | - | 5.65% | 5.650% | 561.00000 |
Tranche Comments
F: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144J/Ouy Q;
E-1: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144P/Gmq D;
R-2: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144U/Pyf Z;
T: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144G/Pyt T;
P-1: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144X/Rcw B;
M-2: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144P/Wdc P;
V: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144F/Unv X;
Bqw: First Pay: 2025-07-20; Redemption: 2027-04-11; Registration: 144Y/Dqz Q;
Deal Comments
Kwpeezw. Lmu Lvmm Ewxpmvn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 23, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZWV | 556.300 | - | JV | UUU | HJ | - | - | 65.70% | - | Mqheheej | ISJK | - | 110 | AEDP+110 | - | - |
| Z | BKF | 83.000 | - | AG | BB- | BT | - | - | 2.00% | - | Wrhypjuy | EAAZ | - | 445 | NCUS+445 | - | - |
| XE | HYD | 686.000 | - | WN | AAA | BB | - | - | 85.10% | - | Rvhwolxp | TYNU | - | 110 | CIUJ+110 | - | - |
| H2 | JYE | 4.000 | - | KX | QQQ- | AN | - | - | 60.00% | - | Ueqqomte | XPCB | - | 355 | IJZM+355 | - | - |
| Ajd | KCB | 82.280 | - | HN | VE | CV | - | - | - | - | - | - | - | - | - | - | Retained |
| L2 | UUJ | 61.000 | - | FW | KK | MT | - | - | 99.00% | - | Ufulp | Cgazn | - | 150 | 5.271% | - | - |
| F2 | QXX | 2.000 | - | LW | M | BI | - | - | 69.00% | - | Yywyujzx | VKNH | - | 195 | WGQD+195 | - | - |
| C1 | EGX | 89.000 | - | TH | KKK- | JZ | - | - | 16.00% | - | Xrpdzjka | QJKI | - | 240 | LPJS+240 | - | - |
| M1 | YTY | 80.200 | - | HM | VV | SL | - | - | 84.00% | - | Mpoupucx | CLCV | - | 150 | EDDR+150 | - | - |
| L1 | RSJ | 10.000 | - | LE | B | QA | - | - | 34.00% | - | Gyrwjbmx | KBWU | - | 170 | VEXY+170 | - | - |
Tranche Comments
V: Redemption: 2027-04-11; Registration: 144M/Luy I;
XE: Redemption: 2027-04-11; Registration: 144A/Bbj H;
M1: Redemption: 2027-04-11; Registration: 144Z/Llw J;
L2: Redemption: 2027-04-11; Registration: 144D/Ihx C;
L1: Redemption: 2027-04-11; Registration: 144A/Qaz V;
F2: Redemption: 2027-04-11; Registration: 144G/Poi Y;
C1: Redemption: 2027-04-11; Registration: 144U/Dma V;
H2: Redemption: 2027-04-11; Registration: 144A/Bwd Z;
Z: Redemption: 2027-04-11; Registration: 144U/Aqo N;
Ajd: Redemption: 2027-04-11; Registration: 144T/Teo U;
Deal Comments
Bmb Yvcc Abkgmth 2.00
Risk Retention
NV/VI - Ozf
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 27, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AJJ | JSP | 5.300 | - | XW | HHH | NI | - | - | - | - | Jjpxeuxv | GBTK | - | 95 | CXQC+95 | - | - |
| U1RR | XYZ | 28.000 | - | DV | DDD- | LL | - | - | 24.00% | - | Heheewdl | DZAH | - | 270 | EGJP+270 | - | - |
| K1EE | BRJ | 82.000 | - | FE | VV | JE | - | - | 97.00% | - | Ujrjbomi | YKIF | - | 155 | AQUT+155 | - | - |
| O1OOW | EVU | 82.000 | - | FN | MM | FD | - | - | 17.00% | - | Gqeblrpq | GUKD | - | 155 | EOVD+155 | - | - |
| GFF | TNC | 82.000 | - | UJ | G | BM | - | - | 56.00% | - | Jquzuarm | KXXZ | - | 175 | LQHY+175 | - | - |
| X2OO | JIU | 6.000 | - | MD | KKK- | XS | - | - | 63.00% | - | Yqkbrzbf | PJSM | - | 370 | XPHS+370 | - | - |
| DQQ | OAZ | 274.000 | - | UC | DDD | OS | - | - | 30.00% | - | Txywztap | SVUZ | - | 124 | PDYI+124 | - | - |
| IMMP | WMT | 109.000 | - | VW | EEE | DY | - | - | 25.00% | - | Gkymatcq | LBDR | - | 124 | HSTR+124 | - | - |
| QHH | LUY | 54.000 | - | MS | BB- | YF | - | - | 7.00% | - | Mmdfwlvw | MADG | - | 480 | BTJM+480 | - | - |
| K2EE | ZLF | 86.000 | - | NT | QQ | EQ | - | - | 96.00% | - | Zkavz | JEMH | - | 160 | 5.510% | - | - |
| Nlg | ISX | 92.300 | - | UT | CF | GP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AJJ: Redemption: 2027-01-09; Registration: 144H/Rte C;
DQQ: Redemption: 2027-01-09; Registration: 144U/Pmz A;
IMMP: Redemption: 2027-01-09; Registration: 144W/Rps I;
K1EE: Redemption: 2027-01-09; Registration: 144B/Ava E;
O1OOW: Redemption: 2027-01-09; Registration: 144P/Edi F;
K2EE: Redemption: 2027-01-09; Registration: 144J/Vfm V;
GFF: Redemption: 2027-01-09; Registration: 144N/Gwp D;
U1RR: Redemption: 2027-01-09; Registration: 144B/Ylc S;
X2OO: Redemption: 2027-01-09; Registration: 144N/Wdt E;
QHH: Redemption: 2027-01-09; Registration: 144K/Dok I;
Nlg: Redemption: 2027-01-09; Registration: 144P/Jyh M;
Deal Comments
Mvhvs. Jhk Xmzz Cvcfhmi 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 5, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ICJ | 76.000 | 82.10 | - | II- | ND | - | - | 3.00% | - | Erphckxh | LXSR | - | 485 | NSIG+485 | - | - |
| F | UXD | 36.000 | 3.77 | - | Y | UB | - | - | 67.00% | - | Jhthjotu | MYNS | - | 175 | ATQA+175 | - | - |
| Y-2 | RMG | 3.000 | 78.10 | - | WWW- | DK | - | - | 63.54% | - | Lefoyays | IXCR | - | 370 | XQHH+370 | - | - |
| D-1 | WLO | 81.000 | 6.72 | - | LL | ND | - | - | 87.00% | - | Pmfdvcau | USFO | - | 155 | ZEDE+155 | - | - |
| K-2 | UQP | 24.000 | 6.68 | - | EE | JF | - | - | 86.00% | - | Tvhpp | - | - | - | 5.50% | - | - |
| F | RCT | 2.900 | 1.37 | - | BBB | QX | - | - | - | - | Wpbeepcm | SZQO | - | 95 | CCGJ+95 | - | - |
| D-2 | GYS | 20.000 | 4.87 | - | ME | BBB | - | - | 69.00% | - | Hwsqbmts | NGZC | - | 148 | YMNQ+148 | - | - |
| S-1 | HJQ | 61.000 | 5.73 | - | SSS- | GK | - | - | 18.00% | - | Ashibfii | LGIC | - | 265 | GICQ+265 | - | - |
| Ovz | HVG | 90.000 | - | - | MX | VX | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | OAT | 704.000 | 8.76 | - | XXX | GGG | - | - | 22.80% | - | Jyvvjomi | NSJF | - | 128 | KIDQ+128 | - | - |
Tranche Comments
F: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144P/Ahq S;
O-1: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144D/Ell X;
D-2: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144J/Mjd E;
D-1: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144B/Bxn P;
K-2: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144M/Njd R;
F: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144B/Ovo P;
S-1: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144P/Naz Y;
Y-2: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144D/Fhi B;
T: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144A/Kbi A;
Ovz: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144Q/Lru T;
Deal Comments
Jesee. Uow Fgff Debbojk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 5, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-R2 | MXJ | 51.000 | 7.13 | - | JJ | - | - | - | 73.00% | - | Potuc | Itqlw | - | - | 5.47% | 5.467% | 697.00000 |
| Skt | BQM | 61.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1-K2 | LUX | 83.000 | 7.66 | - | QQ | - | - | - | 37.00% | - | Xljazcfm | 3cDIPX | - | 160 | 3aTNUK+160 | - | 760.00000 |
| G-1-I2 | BOZ | 93.000 | 5.54 | - | PPP- | - | - | - | 41.00% | - | Xhebaroa | 3uNGPA | - | 270 | 3dZOAO+270 | - | 180.00000 |
| J-Q2 | NEC | 210.000 | 9.24 | - | TTT | - | - | - | 27.00% | - | Sskhfvta | 3gHPFO | - | 129 | 3lUQHX+129 | - | 603.00000 |
| D-G2 | PEP | 59.000 | 5.22 | - | B | - | - | - | 17.00% | - | Hxkplmts | 3zAJEI | - | 175 | 3kTTZV+175 | - | 102.00000 |
| U-2-P2 | YHJ | 9.900 | 97.80 | - | RRR- | - | - | - | 39.86% | - | Iypjouwi | 3wVIPM | - | 375 | 3xWYNL+375 | - | 232.00000 |
| E-L2 | TCW | 1.600 | 8.90 | - | XXX | - | - | - | - | - | Erujdqjk | 3xGZVO | - | 90 | 3pAWAU+90 | - | 698.00000 |
| P-L2 | VMZ | 52.500 | 65.11 | - | JJ- | - | - | - | 4.00% | - | Qkkqflpv | 3iYKMT | - | 495 | 3rZUXR+495 | - | 234.00000 |
Tranche Comments
E-L2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144E/Ghx X;
J-Q2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144F/Fln Z;
L-1-K2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144G/Kza I;
G-2-R2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144P/Eyc O;
D-G2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144I/Xav G;
G-1-I2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144Q/Hta T;
U-2-P2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144O/Mnc D;
P-L2 : First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144E/Ywg E;
Skt: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144V/Dao I;
Deal Comments
Wejep. Zwh Kjhh Bemnwok 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 19, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-D2 | CCW | 87.000 | 6.10 | - | P | - | - | - | 59.00% | - | Rwmklkpc | 3fXYNL | - | 175 | 3tDMJH+175 | - | 282.00000 |
| D-2-A2 | LPS | 4.210 | 59.76 | - | FFF- | - | - | - | 97.20% | - | Poejpotq | 3aBEJP | - | 395 | 3uXVQB+395 | - | 167.00000 |
| P-K2 | GXJ | 725.200 | 6.28 | - | RRR | - | - | - | 76.10% | - | Jpzbukcr | 3nJYHT | - | 132 | 3tTTCP+132 | - | 345.00000 |
| Khl | HKN | 38.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-R2 | VYE | 27.800 | 61.42 | - | QQ- | - | - | - | 3.00% | - | Kyhoukys | 3jHTOO | - | 500 | 3uLJTP+500 | - | 659.00000 |
| G-1-Y2 | UEV | 63.000 | 3.55 | - | FFF- | - | - | - | 38.00% | - | Xuhqtcor | 3uTQYI | - | 275 | 3qQGYN+275 | - | 584.00000 |
| H-2-Z2 | ZTZ | 73.000 | 7.69 | - | II | - | - | - | 55.00% | - | Onmws | Qdume | - | - | 5.56% | 5.564% | 269.00000 |
| M-E2 | OVT | 5.000 | 2.37 | - | XXX | - | - | - | - | - | Fbljopwi | 3sESKY | - | 95 | 3jTEHG+95 | - | 533.00000 |
| S-1-K2 | NPS | 45.200 | 4.17 | - | FF | - | - | - | 87.00% | - | Usjyeifn | 3kSCWE | - | 160 | 3fACWU+160 | - | 312.00000 |
Tranche Comments
M-E2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144H/Qpo B;
P-K2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Q/Xre N;
S-1-K2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Z/Aap W;
H-2-Z2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Pvq H;
H-D2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Z/Gxk W;
G-1-Y2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144G/Psi D;
D-2-A2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144X/Aud Q;
N-R2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144A/Mzh S;
Khl: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144O/Mvt J;
Deal Comments
Rcucj. Nme Dspp Pckvmvn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 12, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-C2 | YLK | 390.000 | 4.83 | - | FFF | - | - | - | 58.00% | - | Xxswquvh | 3mJZQB | - | 133 | 3jQOCL+133 | - | 877.00000 |
| B-N2 | ZSJ | 53.000 | 3.60 | - | H | - | - | - | 87.00% | - | Ifkfvcro | 3bLDFX | - | 185 | 3jDLCR+185 | - | 618.00000 |
| X-1-J2 | QQN | 82.000 | 3.70 | - | LLL- | - | - | - | 46.00% | - | Xedduzhg | 3bVXZT | - | 285 | 3gKADA+285 | - | 465.00000 |
| L-N2 | ZIH | 9.000 | 4.10 | - | XXX | - | - | - | - | - | Ddqfsqwx | 3cVMCH | - | 100 | 3gKAPY+100 | - | 707.00000 |
| P-1-N2 | HGB | 30.000 | 2.27 | - | PP | - | - | - | 67.00% | - | Zrlrtwsh | 3jWTHS | - | 165 | 3oISEM+165 | - | 949.00000 |
| B-D2 | TXF | 92.400 | 30.60 | - | FF- | - | - | - | 9.00% | - | Jyzxpoyk | 3aGTWD | - | 525 | 3wPTAQ+525 | - | 158.00000 |
| M-2-J2 | QPC | 83.000 | 5.81 | - | HH | - | - | - | 48.00% | - | Azwzu | Whdpi | - | - | 5.29% | 5.294% | 641.00000 |
| D-2-J2 | YUU | 5.900 | 89.42 | - | OOO- | - | - | - | 68.00% | - | Kpwucrum | 3uBXHV | - | 400 | 3vCLCW+400 | - | 605.00000 |
| Duy | PSJ | 60.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-N2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Tqy N;
Q-C2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Zxd Z;
P-1-N2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Zub A;
M-2-J2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Rxk Y;
B-N2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Xql E;
X-1-J2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Vwt F;
D-2-J2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Xel X;
B-D2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Ruq T;
Duy: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Hum T;
Deal Comments
Akgkm. Aeh Gtqq Ekhbelo 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 26, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2-O | CCW | 62.000 | - | - | LL | - | - | - | 45.00% | - | Jvncp | Cmios | 170 | - | 4.964% | - | - |
| N-1-I | VWU | 42.000 | - | - | OO | - | - | - | 87.00% | - | Bxshfuiu | MZOL | 170 | 170 | DONK+170 | - | - |
| B-B | AVF | 747.000 | - | - | PPP | - | - | - | 29.00% | - | Ldwxhoov | UVFZ | - | 135 | KSZF+135 | - | - |
| V-2-D | EQF | 9.000 | - | - | TTT- | - | - | - | 62.00% | - | Irzqcvkb | ADPX | 415 | 415 | PAFV+415 | - | - |
| Yyg | ZGX | 57.300 | - | - | EL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-R | VHR | 188.000 | - | - | III | - | - | - | 47.00% | - | Tlzrlisv | VMEN | 135 | 135 | UTOL+135 | - | - |
| D-N | VRT | 44.000 | - | - | VV- | - | - | - | 6.00% | - | Hyhcldnq | WJDT | 540 | 540 | VDPE+540 | - | - |
| W-X | HVV | 15.000 | - | - | F | - | - | - | 84.00% | - | Reqkpztj | DCCC | 190 | 190 | BDUW+190 | - | - |
| I-1-I | UUD | 49.000 | - | - | ZZZ- | - | - | - | 27.00% | - | Xeesjxjk | GQOJ | 290 | 290 | MHAA+290 | - | - |
Tranche Comments
B-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144K/Ahs X;
B-B: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144J/Hqo R;
N-1-I: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144M/Jyu L;
L-2-O: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144H/Znd G;
W-X: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144F/Etf F;
I-1-I: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Z/Jah P;
V-2-D: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144C/Wjj G;
D-N: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144C/Piw E;
Yyg: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144G/Dry K;
Deal Comments
Xzgzm. Jov Mktt Wzmaoow 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 18, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-O | VGY | 24.000 | - | - | DDD- | QT | - | - | 93.00% | - | Uvjkblqi | 3hQGES | 300 | 300 | 3oTEMG+300 | - | - |
| U-1-M | JCG | 787.600 | - | - | QQQ | UUU | - | - | 86.93% | - | Vmdjltds | 3bQZFM | 135 | 135 | 3uNLAG+135 | - | - |
| S-1-Z | ALC | 38.000 | - | - | VV | SL | - | - | 68.00% | - | Kwmxbcfb | 3tDYSM | 170 | 170 | 3tLLLQ+170 | - | - |
| Rey | VVU | 52.400 | - | - | MG | HO | - | - | - | - | - | - | - | - | - | - | Retained |
| T-Q | KRB | 24.000 | - | - | I | KK | - | - | 80.00% | - | Slkfqkeb | 3cLZVH | 190 | 195 | 3fNQJM+195 | - | - |
| Z-H | LSM | 31.000 | - | - | RR- | NI | - | - | 2.00% | - | Fudzoxlo | 3cYAWQ | 550 | 550 | 3xNLCG+550 | - | - |
| U-2-T | XVR | 45.200 | - | - | AY | OOO | - | - | 92.70% | - | Dxvxdliu | 3sSUVY | 155 | 158 | 3oDIFR+158 | - | - |
| P-2-P | OUZ | 57.000 | - | - | II | OL | - | - | 44.00% | - | Zaicl | - | 170 | - | 4.913% | - | - |
| T-2-C | KOY | 7.000 | - | - | EEE- | ZP | - | - | 40.00% | - | Ohvbzbyn | 3wGKEK | 415 | 420 | 3rGSYC+420 | - | - |
Tranche Comments
U-1-M: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144M/Efz J;
U-2-T: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144C/Ybm S;
S-1-Z: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144A/Ppm D;
P-2-P: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144Q/Fmk R;
T-Q: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144D/Qxg P;
J-1-O: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144Y/Ooq M;
T-2-C: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144X/Qpi W;
Z-H: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144P/Koi S;
Rey: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144V/Goz R;
Deal Comments
Vmvmz. Wkq Sohh Xmutkay 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 8, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HFV | 8.000 | - | YL | VVV | AP | - | - | - | - | Xuopcprr | VBUH | - | 75 | MESF+75 | - | - |
| W2D | REG | 6.660 | - | LW | SSS- | UJ | - | - | 42.10% | - | Zxvupfjl | DTOQ | - | 420 | IBEI+420 | - | - |
| Bcd | YPR | 60.000 | - | XH | DR | PJ | - | - | - | - | - | - | - | - | - | - | Retained |
| DW | CUK | 28.870 | - | YA | QQ- | TO | - | - | 4.00% | - | Rbojkcra | HUJF | - | 540 | GBAT+540 | - | - |
| Z2H | VZD | 5.000 | - | GG | JJ | HN | - | - | 38.00% | - | Bljwi | TTIS | - | 160 | 5.248% | - | - |
| Y1P | VGK | 587.710 | - | XJ | EEE | UUU | - | - | 44.67% | - | Leskvfvu | WYEC | - | 135 | MIWT+135 | - | - |
| Z1U | ELK | 48.480 | - | XF | DD | VQ | - | - | 99.00% | - | Dxbapuax | GNSX | - | 160 | ZLOI+160 | - | - |
| FB | XSF | 51.900 | - | AY | J | DP | - | - | 57.00% | - | Zyzuxcvl | LVCH | - | 190 | HMYH+190 | - | - |
| P2Q | QPM | 46.400 | - | XY | ZU | AAA | - | - | 28.84% | - | Vcdqmbdy | WKGP | - | 152 | YYQI+152 | - | - |
| I1J | MMN | 32.700 | - | YS | FFF- | ZQ | - | - | 16.00% | - | Dpszfapq | ITNA | - | 285 | HUPV+285 | - | - |
Tranche Comments
S: Redemption: 2026-07-19; Registration: 144F/Ttt Y;
Y1P: Redemption: 2026-07-19; Registration: 144K/Dwh G;
P2Q: Redemption: 2026-07-19; Registration: 144H/Nel N;
Z1U: Redemption: 2026-07-19; Registration: 144A/Yyc P;
Z2H: Redemption: 2026-07-19; Registration: 144K/Vhv Z;
FB: Redemption: 2026-07-19; Registration: 144N/Zjr V;
I1J: Redemption: 2026-07-19; Registration: 144Q/Dxu I;
W2D: Redemption: 2026-07-19; Registration: 144B/Ncp B;
DW: Redemption: 2026-07-19; Registration: 144J/Ufn I;
Bcd: Redemption: 2026-07-19; Registration: 144L/Mqc I;
Deal Comments
Omjmg. Tzh Tuzz Bmovzen 2.00
Risk Retention
BP - Xxol JB/BK - Xxo
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 1, 2021