| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ipzvjp | MAK | 21.690 | - | - | SL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | JGH | 168.000 | 8.32 | - | YYY | - | - | - | 22.00% | - | Yjofdtho | YQCU | - | 144 | QUFV+144 | - | 122.00000 |
| H-P | FVG | 15.000 | 9.80 | - | SSS | - | - | - | 79.00% | - | Mcpuuafa | CPDG | - | 144 | KISY+144 | - | 698.00000 |
| Y | KSF | 32.000 | 8.10 | - | T | - | - | - | 64.00% | - | Ylxjqxvb | YBWQ | - | 210 | UAXI+210 | - | 391.00000 |
| I | MXV | 95.000 | 5.30 | - | TT | - | - | - | 92.00% | - | Cvsszmvd | KHSY | - | 177.5 | XMWX+177.5 | - | 139.00000 |
| I | BCD | 64.000 | 5.95 | - | YYY- | - | - | - | 89.00% | - | Rvehjupb | PTHT | - | 340 | WHLK+340 | - | 811.00000 |
Tranche Comments
L: Registration: 144A/Dyo M;
H-P: Registration: 144H/Qvo O;
I: Registration: 144P/Dtm S;
Y: Registration: 144W/Zie I;
I: Registration: 144T/Iqj D;
Ipzvjp: Registration: 144H/Dva G;
Deal Comments
Ocg Uqtt Bufhcbn 2.00
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Sep 7, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VJP | 62.000 | 4.00 | - | B | - | - | - | 52.00% | - | Gepcuplo | NOET | 240-250 | 260 | ECMG+260 | - | - |
| Ieb | ZEN | 13.500 | - | - | ZA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | ETZ | 14.600 | 6.30 | - | LLL | - | - | - | 36.00% | - | Wvxxbqkl | CWLR | 168 | 168 | JSWQ+168 | - | - |
| W-S-2 | PZZ | 46.000 | 3.10 | - | TTT | - | - | - | 62.00% | - | Gzkycdjz | HIBS | - | 168 | XSJY+168 | - | - |
| I-D-1 | BRQ | 131.000 | 2.30 | - | DDD | - | - | - | 55.00% | - | Afkdmjnr | UEYP | - | 168 | ISEE+168 | - | - |
| Y | JAO | 71.700 | 8.80 | - | XX | - | - | - | 62.00% | - | Vftkrqtx | TIWQ | 190-200 | 210 | YMIG+210 | - | - |
| W | RPJ | 33.100 | 7.30 | - | JJJ- | - | - | - | 45.00% | - | Oququpcc | KGQJ | 400-415 | 425 | BXUB+425 | - | - |
Tranche Comments
A: Redemption: 2025-10-03; Registration: 144U/Hzb Y;
I-D-1: Redemption: 2025-10-03; Registration: 144D/Ehm M;
W-S-2: Redemption: 2025-10-03; Registration: 144X/Jbl U;
Y: Redemption: 2025-10-03; Registration: 144W/Osp S;
O: Redemption: 2025-10-03; Registration: 144B/Cxl N;
W: Redemption: 2025-10-03; Registration: 144B/Fhp C;
Ieb: Redemption: 2025-10-03; Registration: 144Z/Rhz O;
Deal Comments
Tgt Czaa Thwfgek 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QWH | 30.000 | 8.20 | - | OO | - | - | - | 98.00% | - | Vsdyhjbk | MHWB | - | 230 | LVQL+230 | - | - |
| Ymr | YPF | 53.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | YLJ | 85.000 | 6.90 | - | BBB | - | - | - | 47.00% | - | Jwxsytok | PVAU | - | 495 | NFTF+495 | - | - |
| B | EBO | 552.000 | 4.20 | - | OOO | - | - | - | 41.00% | - | Imwdoevd | DQQN | - | 190 | NPKA+190 | - | - |
| E | CAJ | 99.000 | 5.20 | - | F | - | - | - | 73.00% | - | Lurwctth | ZOSU | - | 295 | MPFI+295 | - | - |
| H-X | YAM | 869.000 | 1.10 | - | AAA | - | - | - | 72.00% | - | Myhouuvk | CCSB | - | 190 | LEHG+190 | - | - |
Tranche Comments
B: Redemption: 2026-07-20; Registration: 144D/Mfd D;
H-X: Redemption: 2026-07-20; Registration: 144L/Zti E;
B: Redemption: 2026-07-20; Registration: 144I/Zlk O;
E: Redemption: 2026-07-20; Registration: 144D/Rnb V;
A: Redemption: 2026-07-20; Registration: 144U/Bbu D;
Ymr: Redemption: 2026-07-20; Registration: 144C/Mcp E;
Deal Comments
Bbg Enee Jdlfbax 2.00. Ihd adne inj kejfgda olbf ID$350f db ID$450f
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 26, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VVU | 32.400 | 1.25 | - | TT | - | - | - | 46.00% | - | Lwjsdjmn | VVXL | - | 320 | XLTM+320 | - | 166.00000 |
| Hdxmcv | KFW | 53.690 | - | - | XO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ZQR | 51.600 | 7.87 | - | ZZZ | - | - | - | 91.00% | - | - | - | - | - | - | - | Retained |
| D | ZBJ | 358.000 | 5.40 | - | DDD | - | - | - | 67.00% | - | Lbkayker | EMUY | - | 230 | DMER+230 | - | 866.00000 |
| O | XIA | 70.500 | 4.61 | - | F | - | - | - | 92.00% | - | Gulrfhew | YDXK | - | 410 | UDYG+410 | - | 205.00000 |
Tranche Comments
D: Registration: 144G/Blm J;
R: Registration: 144P/Taj Q;
O: Registration: 144W/Qru F;
O: Registration: 144N/Jkq W;
Hdxmcv: Registration: 144I/Lvw F;
Deal Comments
Iom Azpp Dezkozb 1.5
Reinvestment Period (YRS)
5.80
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MVJ | 76.000 | 6.77 | - | I | - | - | - | 45.00% | - | - | - | - | - | - | - | Retained |
| H | CPG | 46.000 | 8.90 | - | VVV- | - | - | - | 28.00% | - | - | - | - | - | - | - | Retained |
| P | JMA | 78.000 | 8.78 | - | HH | - | - | - | 69.00% | - | - | - | - | - | - | - | Retained |
| Lajvsx | ZPY | 15.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | HAP | 754.000 | 7.87 | - | JJJ | - | - | - | 72.00% | - | Pzuqhrho | 3uX | - | 153 | 3gV+153 | - | 675.00000 |
| N | CQO | 65.000 | 1.31 | - | II | - | - | - | 94.00% | - | Rwcbhkyh | 3sJ | - | 195 | 3bX+195 | - | 991.00000 |
Tranche Comments
J: Registration: 144H/Pcn J;
N: Registration: 144Z/Vms G;
L: Registration: 144I/Dsm L;
H: Registration: 144T/Vkv F;
P: Registration: 144X/Ipo U;
Lajvsx: Registration: 144W/Eaz R;
Deal Comments
Qmp Dxhh Jkuvmod 2.00
Reinvestment Period (YRS)
1.38