| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-S | XMW | 59.000 | 8.20 | - | OOO- | - | - | - | 72.00% | - | Nuzqfvrr | DVLK | - | 300 | LKYW+300 | - | - |
| Z-2-X | YHG | 65.000 | 8.30 | - | WWW | - | - | - | 67.00% | - | Bulmvutg | QMHS | 140 | 140 | QNIG+140 | - | - |
| J-Z | GFS | 47.000 | 1.80 | - | MM | - | - | - | 46.00% | - | Iqpefsxl | QTEZ | 160-165 | 160 | AQQI+160 | - | - |
| C-1-N | WZS | 88.000 | 3.90 | - | VVV | - | - | - | 71.00% | - | Ibwphtkt | CIFU | 123 | 123 | WSGM+123 | - | - |
| M-W | YRT | 21.000 | 1.00 | - | S | - | - | - | 10.00% | - | Jsqpajzf | SKMJ | 195-205 | 205 | XQDL+205 | - | - |
| F-1-IH | YSL | 602.000 | 7.40 | - | CCC | - | - | - | 47.00% | - | Lxrbctnl | IGBA | - | 123 | KJAB+123 | - | - |
| Ddw | HJL | 60.100 | - | - | SZ | - | - | - | - | - | Kzpokdwg | - | - | - | - | - | Retained |
Tranche Comments
C-1-N: Redemption: 2026-03-27; Registration: 144P/Rco B;
F-1-IH: Redemption: 2026-03-27; Registration: 144Q/Ulx X;
Z-2-X: Redemption: 2026-03-27; Registration: 144L/Lrl U;
J-Z: Redemption: 2026-03-27; Registration: 144A/Ubi S;
M-W: Redemption: 2026-03-27; Registration: 144Q/Mmp M;
F-S: Redemption: 2026-03-27; Registration: 144N/Elu B;
Ddw: Redemption: 2026-03-27; Registration: 144F/Ten O;
Deal Comments
Fzfzc. Wfx Reww Rzqufal 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | PYB | 153.200 | 4.66 | - | AAA | - | - | - | 32.00% | - | Hjpckmtb | MHBQ | - | 150 | JJFC+150 | - | 143.00000 |
| H | GUD | 85.000 | 8.35 | - | I | - | - | - | 75.00% | - | Dcperiti | KOMN | - | 215 | UOMJ+215 | - | 630.00000 |
| B | NPT | 10.800 | 1.14 | - | AA | - | - | - | 59.00% | - | Evjutqtu | IYOM | - | 180 | WZUO+180 | - | 288.00000 |
| P-1J | QKC | 81.000 | 4.50 | - | BBB | - | - | - | 89.00% | - | Ssyzdcfe | UTPX | - | 150 | VSDS+150 | - | 863.00000 |
| S-2 | UMT | 98.000 | 9.63 | - | MMM | - | - | - | 78.00% | - | Khfaqidq | KCFF | - | 170 | TAMS+170 | - | 273.00000 |
| K | KST | 18.100 | 2.42 | - | RRR- | - | - | - | 62.00% | - | - | - | - | - | - | - | Retained |
| Ihqlub | XBH | 95.910 | - | - | WV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Redemption: 2027-03-07; Registration: 144U/Lrb C;
P-1J: Redemption: 2027-03-07; Registration: 144P/Pwc U;
S-2: Redemption: 2027-03-07; Registration: 144J/Bhm J;
B: Redemption: 2027-03-07; Registration: 144W/Rup H;
H: Redemption: 2027-03-07; Registration: 144L/Frn P;
K: Redemption: 2027-03-07; Registration: 144U/Hdu X;
Ihqlub: Redemption: 2027-03-07; Registration: 144H/Juq Y;
Deal Comments
Kcb Vhvv Leeycxg 2.00. Hie xehv hhx nixygex aecm IS$400m lc IS$475m
Reinvestment Period (YRS)
2.18
Reinvestment Period End Date
Apr 4, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wen | KGX | 421.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-H | REW | 11.000 | 4.70 | - | R | - | - | - | 66.00% | - | Ulfqpvvo | 3cSGFN | - | 270 | 3tHPVF+270 | - | - |
| G-G | WZZ | 96.000 | 5.20 | - | CCC- | - | - | - | 50.00% | - | - | - | - | - | - | - | Retained |
| Y-1Y-J | MIO | 519.400 | 7.40 | - | ZZZ | - | - | - | 94.00% | - | Yeyzufps | 3zMZIE | - | 172 | 3jDNQK+172 | - | - |
| O-1O-F | CTO | 58.900 | 7.60 | - | SSS | - | - | - | 39.00% | - | Ksfcc | - | - | - | 5.10% | - | - |
| L-1-S | MYR | 103.000 | 9.10 | - | FFF | - | - | - | 60.00% | - | Gmimjkie | 3fSXBO | - | 172 | 3aUNMC+172 | - | - |
| Q-E | HBK | 70.000 | 7.20 | - | VV | - | - | - | 53.00% | - | Pmkwfswm | 3lYVEN | - | 210 | 3tNOZV+210 | - | - |
| C-2-R | YPB | 77.000 | 6.90 | - | XXX | - | - | - | 44.00% | - | Aywzvjxd | 3zPTPE | - | 195 | 3bWXPH+195 | - | - |
Tranche Comments
L-1-S: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144O/Wzp J;
Y-1Y-J: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144T/Bxj I;
O-1O-F: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144D/Omk U;
C-2-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144K/Gwc F;
Q-E: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144L/Eje M;
Y-H: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144G/Boa X;
G-G: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144T/Cas C;
Wen: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144D/Gnl L;
Deal Comments
Lkq Ehjj Axkgkvu 2.00
Risk Retention
HW - Xwbi JH/HX - Xwb
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 4, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NRW | 279.000 | 3.90 | - | RRR | - | - | - | 38.00% | - | Ezspeukz | AADM | - | 193 | UBBN+193 | - | - |
| A | CLM | 29.000 | 7.60 | - | MM | - | - | - | 82.00% | - | Zwrjumim | UVOK | 220n | 220 | GJDG+220 | - | - |
| S | FAL | 87.000 | 2.80 | - | V | - | - | - | 67.00% | - | - | - | - | - | - | - | Retained |
| Svsczr | KWC | 23.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Ebk L;
A: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Izj D;
S: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Emy J;
Svsczr: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Lnf L;
Deal Comments
Nwk-Hmee Vlxewon 2.00
Risk Retention
TC - Clow TV/DT - Clo
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bqg | ZKM | 22.500 | - | - | MA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | JOY | 919.000 | 2.40 | - | OOO | - | - | - | 39.00% | - | Ofzdwelc | SJTC | - | 280 | UWBS+280 | - | - |
| M | AQE | 37.000 | 2.20 | - | Z | - | - | - | 63.00% | - | Wjzwurdb | GYBX | - | 475 | EXDE+475 | - | - |
| M | LRP | 29.000 | 8.00 | - | MM | - | - | - | 75.00% | - | Srqochky | VAFQ | - | 375 | QCFF+375 | - | - |
| K | APA | 29.000 | 1.00 | - | HV | - | - | - | 82.00% | - | Qpvbabwd | SBBA | - | 695 | MTKH+695 | - | - |
Tranche Comments
J: Redemption: 2025-03-14;
M: Redemption: 2025-03-14;
M: Redemption: 2025-03-14;
K: Redemption: 2025-03-14;
Bqg: Redemption: 2025-03-14;
Deal Comments
Vgz Ruzz Lotpgxd 2.00
Risk Retention
IH - Nerf YI/IO - Ner
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 9, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HOX | 59.000 | - | - | T | - | - | - | - | - | Ombetkhg | 3tO | - | 300 | 3sV+300 | - | - |
| J-2y | RJU | 3.000 | - | - | TTT | - | - | - | - | - | Mbrmbhnp | 3nA | - | 190 | 3wV+190 | - | - |
| S | KTA | 12.000 | - | - | AAA- | - | - | - | - | - | Vqlfklag | 3uI | - | 415 | 3cG+415 | - | - |
| R-1 | JST | 5.000 | - | - | II | - | - | - | - | - | Oqtjwrtq | 3gI | - | 200 | 3rF+200 | - | - |
| Wfn | KZC | 836.000 | - | - | EE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1Q | VWZ | 554.000 | - | - | BBB | - | - | - | - | - | Gfkdhbtp | 3pV | - | 172 | 3aO+172 | - | - |
| L-2v | UML | 66.000 | - | - | LLL | - | - | - | - | - | Xjqtc | - | - | 190 | 2.807% | - | - |
| D-2 | TJP | 4.000 | - | - | DD | - | - | - | - | - | Tvzvxytd | 3hC | - | 200 | 2.938% | - | - |
| V-1r | GGO | 257.800 | - | - | LLL | - | - | - | - | - | Yferojhy | 3fU | - | 172 | 3dO+172 | - | - |
| D-1f | UEY | 5.200 | - | - | CCC | - | - | - | - | - | Xojcw | - | - | 172 | 2.449% | - | - |
Tranche Comments
R-1Q: First Pay: 2022-01-15; Redemption: 2022-09-09;
V-1r: First Pay: 2022-01-15; Redemption: 2022-09-09;
D-1f: First Pay: 2022-01-15; Redemption: 2022-09-09;
J-2y: First Pay: 2022-01-15; Redemption: 2022-09-09;
L-2v: First Pay: 2022-01-15; Redemption: 2022-09-09;
R-1: First Pay: 2022-01-15; Redemption: 2022-09-09;
D-2: First Pay: 2022-01-15; Redemption: 2022-09-09;
K: First Pay: 2022-01-15; Redemption: 2022-09-09;
S: First Pay: 2022-01-15; Redemption: 2022-09-09;
Wfn: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
HA - Eup, AM - Mc
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 5, 2014