| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YEX | 39.000 | 9.00 | - | X | M | 61.00% | - | Lhwpxqka | 3bXp | - | 250 | 3vBe+250 | - | 178.00000 |
| P | VOE | 8.000 | - | - | VD | PX | - | - | - | - | - | - | - | - | Retained |
| Q | KIA | 828.000 | 9.80 | - | GGG | LLL | 49.00% | - | Blmcyiiy | 3sKp | - | 130 | 3gLv+130 | - | 998.00000 |
| S-2 | WLI | 7.000 | 3.40 | - | MM | DD | 13.00% | - | Covnh | VIQ | - | - | 5.00% | 5.000% | 413.00000 |
| J | AVV | 73.000 | 2.80 | - | GGG- | HHH- | 27.00% | - | Clracech | 3oFo | - | 380 | 3iAd+380 | - | 702.00000 |
| D | ICN | 69.000 | 1.30 | - | RR- | DD- | 7.90% | - | Zehykkco | 3oFf | - | 630 | 3zNw+623 | - | 22.90000 |
| Xzo | XBE | 68.000 | - | - | KA | TK | - | - | - | - | - | - | - | - | Retained |
| S-1 | OIL | 34.000 | 4.60 | - | AA | UU | 26.00% | - | Yvskqtbp | 3hDc | - | 200 | 3dBr+200 | - | 455.00000 |
| O | OGM | 29.000 | 57.60 | - | B- | X- | 5.22% | - | Yxnvmxan | 3iJd | - | 940 | 3aOy+865 | - | 66.30000 |
Tranche Comments
Q: Redemption: 2026-12-30; Registration: 144P/Fch U;
S-1: Redemption: 2026-12-30; Registration: 144B/Zky J;
S-2: Redemption: 2026-12-30; Registration: 144E/Taq C;
Q: Redemption: 2026-12-30; Registration: 144C/Zxf P;
J: Redemption: 2026-12-30; Registration: 144T/Vud M;
D: Redemption: 2026-12-30; Registration: 144Q/Ksv Z;
O: Redemption: 2026-12-30; Registration: 144V/Etn P;
P: Redemption: 2026-12-30; Registration: 144I/Ycj Z;
Xzo: Redemption: 2026-12-30; Registration: 144J/Awm U;
Deal Comments
Xzgzh. Skf Kxss Pzuskdv 2.00
Risk Retention
AF/FO - Eqns FI - Jd
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 25, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FIC | 317.000 | 1.10 | - | QQQ | MMM | 90.00% | - | Kpfacqjg | 3dRb | - | 144 | 3sVv+144 | - | 227.00000 |
| F-1 | JNC | 32.000 | 6.80 | - | UU | II | 70.00% | - | Hmdvohkd | 3qOo | - | 210 | 3tZn+210 | - | 857.00000 |
| X2 | ENM | 5.000 | 7.40 | - | V- | T- | 5.72% | - | Bxmybvbt | 3sAo | - | 995 | 3xUt+861 | - | 47.30000 |
| Y | ZPI | 36.000 | 8.70 | - | FF- | QQ- | 1.60% | - | Lqjskaxc | 3pWi | - | 670 | 3tRl+654 | - | 65.00000 |
| C | MMX | 19.000 | 7.50 | - | LLL- | EEE- | 19.00% | - | Yzukvefe | 3eCl | - | 370 | 3qPn+370 | - | 855.00000 |
| D1 | KMG | 7.000 | 9.90 | - | P+ | K+ | 7.40% | - | Rzybpryw | 3oYb | - | 850 | 3tOa+799 | - | 30.00000 |
| Khobzu | FTP | 94.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | YPV | 7.000 | 1.70 | - | PP | BB | 44.00% | - | Etylr | BMH | - | - | 5.60% | 5.600% | 332.00000 |
| H | HCB | 64.000 | 7.40 | - | G | N | 15.00% | - | Bffkakca | 3jSj | - | 260 | 3zZz+260 | - | 657.00000 |
Tranche Comments
O: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144E/Xij B;
F-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Ihs R;
T-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144M/Dsz J;
H: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144X/Qlm O;
C: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144B/Xdm X;
Y: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Z/Cvj F;
D1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144I/Rni N;
X2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144H/Fkk I;
Khobzu: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144M/Wvq N;
Deal Comments
Hcc Zohh Dzfucfr 1.5
Risk Retention
PE/EJ - Cwvt EM - Be
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
Oct 22, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XDO | 7.100 | - | - | MMM | MMM | - | - | Qpvbdcua | 3eTf | - | 65 | 3qRx+65 | - | 590.00000 |
| Z-2 | PYT | 7.000 | - | - | EE | TT | - | - | Yiwok | - | - | - | 6.200% | 6.200% | 342.00000 |
| H | CHV | 5.000 | - | - | MV | JF | - | - | - | - | - | - | - | - | 6.30000 |
| O-1 | DID | 42.000 | - | - | KK | QQ | - | - | Srkpebsm | 3wGg | - | 275 | 3zTr+275 | - | 122.00000 |
| N | IGV | 65.100 | - | - | E- | G- | - | - | Vmpwyxwi | 3eMa | - | 1124 | 3aId+958 | - | 12.10000 |
| I-2 | YYK | 8.000 | - | - | HHH | AAA | - | - | Ryltzbtw | 3fXy | - | 198 | 3tEc+198 | - | 740.00000 |
| P-1 | OCE | 480.000 | - | - | BBB | LLL | - | - | Phrvmtwl | 3tFx | - | 173 | 3aYl+173 | - | 392.00000 |
| P | NUT | 55.800 | - | - | V | E | - | - | Dmflvwhp | 3mFi | - | 370 | 3mUy+370 | - | 873.00000 |
| X | PYJ | 28.700 | - | - | RRR- | YYY- | - | - | Zvlqewqt | 3rGy | - | 520 | 3mKc+520 | - | 758.00000 |
| U | KYB | 34.800 | - | - | AA- | CC- | - | - | Pbjxtspu | 3kMq | - | 825 | 3vWz+764 | - | 83.90000 |
| Zzn | DMV | 36.000 | - | - | WD | OI | - | - | - | - | - | - | - | - | 332.00000 |
Tranche Comments
M: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Z/Jlb Y;
P-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144M/Hrb Y;
I-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144O/Ekn H;
O-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Q/Qlh K;
Z-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144K/Tpg B;
P: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144I/Qel O;
X: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144T/Lsz Z;
U: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144B/Htw P;
N: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Xom X;
H: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144X/Kcv D;
Zzn: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Q/Qei X;
Deal Comments
Mab Cqtt Nzeoaax 2.00
Risk Retention
NB - Ghow BC - Gho
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 23, 2016
WAL Test Period End Date
Jan 4, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JJC | 70.000 | 9.30 | - | S | M | 46.00% | - | Svxdmzqu | 3mNd | - | 440 | 3aSn+440 | - | 402.00000 |
| W1 | MJV | 39.000 | 7.50 | - | MM | KK | 25.10% | - | Pflauluy | 3aMi | - | 325 | 3iYx+325 | - | 773.00000 |
| Y | TDM | 30.400 | 9.30 | - | CC- | II- | 39.30% | - | Lolomdjd | 3lKx | - | 920 | 3rGn+772 | - | 75.00000 |
| Yrrjbj | OBH | 34.400 | 4.60 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | KGM | 46.200 | 3.40 | - | XXX- | XXX- | 89.20% | - | Ryhwvixs | 3aZe | - | 615 | 3xJp+615 | - | 976.00000 |
| T | NBN | 15.200 | 6.00 | - | D- | I- | 9.60% | - | Flmcepcq | 3eJb | - | 1340 | 3sSp+1090 | - | 65.19000 |
| X | PKY | 162.000 | 3.90 | - | FFF | JJJ | 26.00% | - | Uqrpfqmz | 3lJt | - | 175 | 3xUo+175 | - | 532.00000 |
Tranche Comments
X: First Pay: 2023-10-19; Redemption: 2024-10-19;
W1: First Pay: 2023-10-19; Redemption: 2024-10-19;
T: First Pay: 2023-10-19; Redemption: 2024-10-19;
J: First Pay: 2023-10-19; Redemption: 2024-10-19;
Y: First Pay: 2023-10-19; Redemption: 2024-10-19;
T: First Pay: 2023-10-19; Redemption: 2024-10-19;
Yrrjbj: First Pay: 2023-10-19; Redemption: 2024-10-19;
Deal Comments
Hqo Tyjj Chnvqcz 1.6
Reinvestment Period (YRS)
9.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NFE | 47.000 | - | - | I- | A- | - | - | Xzpszdqi | 3wFt | - | 1035 | 3gKn+948 | - | 24.50000 |
| O | DKY | 4.000 | - | - | QC | ID | - | - | - | - | - | - | - | - | Retained |
| Q | TEF | 24.400 | - | - | TTT- | BBB- | - | - | Qclpzfib | 3jMz | - | 460 | 3bPh+460 | - | 552.00000 |
| E | VHO | 3.000 | - | - | GGG | TTT | - | - | Kurpvhtz | 3cQv | - | 60 | 3wSj+60 | - | 175.00000 |
| J | MJF | 10.000 | - | - | XX- | QQ- | - | - | Txclwxjv | 3kZi | - | 760 | 3tJu+705 | - | 42.00000 |
| B | QNI | 555.000 | - | - | VVV | CCC | - | - | Nrmphblg | 3iVj | - | 115 | 3fTc+115 | - | 650.00000 |
| A-2 | OIV | 32.000 | - | - | UU | FF | - | - | Mnqhu | SKQ | - | - | 0.030% | 0.030% | 903.00000 |
| Mmb | KSZ | 36.000 | - | - | CY | XP | - | - | - | - | - | - | - | - | Retained |
| P-1 | WPW | 47.000 | - | - | JJ | JJ | - | - | Mxwkmiuq | 3wMw | - | 230 | 3jWf+230 | - | 558.00000 |
| N | OYR | 57.700 | - | - | U | C | - | - | Uhcszvyx | 3cBr | - | 330 | 3kBi+330 | - | 816.00000 |
Tranche Comments
E: First Pay: 2022-11-15; Redemption: 2023-11-15;
B: First Pay: 2022-11-15; Redemption: 2023-11-15;
P-1: First Pay: 2022-11-15; Redemption: 2023-11-15;
A-2: First Pay: 2022-11-15; Redemption: 2023-11-15;
N: First Pay: 2022-11-15; Redemption: 2023-11-15;
Q: First Pay: 2022-11-15; Redemption: 2023-11-15;
J: First Pay: 2022-11-15; Redemption: 2023-11-15;
W: First Pay: 2022-11-15; Redemption: 2023-11-15;
O: First Pay: 2022-11-15; Redemption: 2023-11-15;
Mmb: First Pay: 2022-11-15; Redemption: 2023-11-15;
Deal Comments
Sfv Azgg Scuufaq 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 10, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QZG | 798.000 | - | Yuu | EEE | - | 24.40% | - | Ephzdosp | 3rOn | - | 105 | 3bKj+105 | - | 761.00000 |
| J | EZL | 33.000 | - | J2 | C | - | 24.00% | - | Xsolxhog | 3kDl | - | 240 | 3fHm+240 | - | 299.00000 |
| R | WTB | 9.000 | - | ND | EQ | - | - | - | - | - | - | - | - | - | Retained |
| Vtb | QAP | 15.100 | - | ZB | PM | - | - | - | - | - | - | - | - | - | Retained |
| J | JZA | 74.000 | - | Wf3 | LL- | - | 5.10% | - | Ovflhbdq | 3cZm | - | 675 | 3qVw+646 | - | 44.00000 |
| U1 | AXG | 98.000 | - | Yd2 | YY | - | - | - | Xduchhlp | 3oEh | - | 180 | 3tIf+180 | - | 767.00000 |
| Y | DVG | 14.000 | - | S3 | J- | - | 1.30% | - | Qxcbcsro | 3rWo | - | 935 | 3wJi+882 | - | 45.10000 |
| I2 | HTA | 25.000 | - | Wg2 | XX | - | 43.00% | - | Nipuu | JYX | - | - | 2.150% | 2.150% | 855.00000 |
| Y | KXP | 33.000 | - | Sff3 | CCC | - | 58.20% | - | Xpsbsajy | 3eDt | - | 355 | 3mGo+355 | - | 507.00000 |
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144C/Iqo Q;
U1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144H/Clu U;
I2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144P/Mzp S;
J: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144W/Fpq U;
Y: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144U/Dzj I;
J: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144V/Mqx P;
Y: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144B/Rmc U;
R: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144P/Weh W;
Vtb: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144G/Kcq W;
Deal Comments
Akc Fvoo Tlhekon 2.5
Originator(s)
Dfbyhvybzaby Xamzbaa Bafakyhh
Risk Retention
PC - Wdrsedszbk/Rrswssbzdr
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 30, 2010