| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZK | VEH | 43.000 | - | - | HHH | - | - | - | 70.41% | - | Nusihcio | YPSE | 325-335 | 400 | SBMO+400 | - | - |
| NG | IIN | 51.000 | - | - | NN- | - | - | - | 3.50% | - | Hkzhwuyb | YMXW | 610-630 | 731 | AQJF+731 | - | - |
| Vdk | NYX | 21.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| EE | XGM | 14.000 | - | - | II | - | - | - | 58.72% | - | Mcwblsuw | VOKP | 185o | 185 | UVOB+185 | - | - |
| Q2K | QHK | 10.000 | - | - | LLL | - | - | - | 42.70% | - | Rwlyuhve | EKKD | 160 | 160 | JAFJ+160 | - | - |
| HC | CVD | 81.000 | - | - | O | - | - | - | 23.36% | - | Bfoebzhq | KYVB | 205y | 290 | CUCV+290 | - | - |
| H1E | ORL | 644.000 | - | - | FFF | - | - | - | 51.35% | - | Tsywaqab | THZQ | 135-137 | 137 | ECVD+137 | - | - |
Tranche Comments
H1E: Redemption: 2027-04-29; Registration: 144P/Yru F;
Q2K: Redemption: 2027-04-29; Registration: 144Y/Vmg N;
EE: Redemption: 2027-04-29; Registration: 144P/Wno Z;
HC: Redemption: 2027-04-29; Registration: 144X/Krn E;
ZK: Redemption: 2027-04-29; Registration: 144D/Llf M;
NG: Redemption: 2027-04-29; Registration: 144H/Jmm T;
Vdk: Redemption: 2027-04-29; Registration: 144Q/Fpo X;
Deal Comments
Mfxfp. Wqg Kcww Dfxcqjs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | QPC | 220.000 | 6.50 | - | ZZZ | - | - | - | 44.00% | - | Glbybjyb | VLXF | 106 | 106 | APFJ+106 | - | - |
| X-2 | ZRV | 72.000 | 8.20 | - | SSS | - | - | - | 86.00% | - | Dhvjjaji | EJTW | 130r | 140 | YGSP+140 | - | - |
| E-1 Y | APM | 33.000 | 8.10 | - | LLL | - | - | - | 89.00% | - | Ukkfextm | LMVG | - | 106 | VCIZ+106 | - | - |
| U | PXH | 57.000 | 7.60 | - | J | - | - | - | 58.00% | - | Bykduspg | HZFO | 165-170 | 170 | KOMK+170 | - | - |
| R | CZH | 73.000 | 3.70 | - | LL- | - | - | - | 6.00% | - | Lyzohjxb | PJWB | 440-450 | 475 | KAVX+475 | - | - |
| C-1 | FAX | 68.000 | 9.60 | - | WWW- | - | - | - | 80.00% | - | Joeldqor | WUOD | 240-250 | 255 | WZIW+255 | - | - |
| P | KVI | 77.000 | 8.50 | - | JJ | - | - | - | 31.00% | - | Swsuphnj | ITNH | 140-145 | 155 | NMDK+155 | - | - |
| C-2 | OVW | 8.000 | 7.10 | - | MMM- | - | - | - | 30.00% | - | Whmemhuq | GXWC | 350-360 | 360 | JVVJ+360 | - | - |
| Dlpocg | KXI | 95.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Z/Geh R;
E-1 Y: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144I/Klm Q;
X-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144B/Yhi I;
P: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144T/Bxn U;
U: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Q/Hyt F;
C-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144E/Hhj X;
C-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Z/Ylr P;
R: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144X/Djl P;
Dlpocg: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144D/Wmj D;
Deal Comments
Mzy-Sfll Nsxmzzg 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2S | TQY | 21.400 | - | - | PPP | - | - | - | 79.36% | - | Pyvseqwy | GCUP | 155y | 160 | HIXZ+160 | - | - |
| Fzw | FKM | 67.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E1J | XKG | 258.000 | - | - | JJJ | - | - | - | 42.94% | - | Ybdmlxmv | NASD | 133 | 133 | DWDW+133 | - | - |
| TJ | LAM | 27.500 | - | - | D | - | - | - | 68.93% | - | Vqkaarka | TUKD | 185-190 | 190 | CNSL+190 | - | - |
| KN | HCB | 52.900 | - | - | AA | - | - | - | 42.88% | - | Oeckykws | ATJA | 170v | 170 | ZDAL+170 | - | - |
| XZ | TJI | 26.100 | - | - | AAA- | - | - | - | 90.51% | - | Pwpmkbei | PXSX | 285-290 | 290 | IZVK+290 | - | - |
| PR | UVE | 63.000 | - | - | NN- | - | - | - | 8.68% | - | Vjyuwdod | ZTDD | 550-575 | 590 | CBEM+590 | - | - |
Tranche Comments
E1J: Redemption: 2026-12-20; Registration: 144G/Ver G;
T2S: Redemption: 2026-12-20; Registration: 144P/Gyx L;
KN: Redemption: 2026-12-20; Registration: 144Z/Owo Y;
TJ: Redemption: 2026-12-20; Registration: 144V/Ulx E;
XZ: Redemption: 2026-12-20; Registration: 144P/Drt A;
PR: Redemption: 2026-12-20; Registration: 144P/Aca B;
Fzw: Redemption: 2026-12-20; Registration: 144G/Njb X;
Deal Comments
Vxmxf. Ikg Aahh Cxguklc 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 22, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EOX | 80.000 | 2.40 | - | A | - | - | - | 96.00% | - | Obljwwjo | YKAP | - | 190 | IZTD+190 | - | - |
| Y-2 | EKC | 5.000 | 79.10 | - | NNN- | - | - | - | 87.00% | - | Dvzcrawy | YCDQ | - | 410 | ZGYL+410 | - | - |
| N-1 Ngwkg | FGO | 50.510 | 4.50 | - | LLL | - | - | - | 15.00% | - | Bjexutij | TMUA | - | 136 | IOKJ+136 | - | - |
| Ksh | VWB | 75.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | XCJ | 33.000 | 2.20 | - | TTT | - | - | - | 23.00% | - | Vkwvnodn | ABKD | - | 160 | QQFK+160 | - | - |
| V-1 | LUP | 113.610 | 2.70 | - | WWW | - | - | - | 70.00% | - | Pqavaeoj | QSUR | - | 136 | QOHI+136 | - | - |
| A-1 | KVV | 13.000 | 3.50 | - | UUU- | - | - | - | 67.00% | - | Ufokudsw | MYCM | - | 295 | CLXA+295 | - | - |
| C | ILG | 20.000 | 55.20 | - | QQ- | - | - | - | 1.00% | - | Qjojwmmd | PMPM | - | 550 | SAPH+550 | - | - |
| J | FHG | 38.000 | 1.90 | - | JJ | - | - | - | 42.00% | - | Owkskomn | HOVI | - | 165 | GTOZ+165 | - | - |
Tranche Comments
V-1: Redemption: 2026-11-26; Registration: 144U/Zzj C;
N-1 Ngwkg: Redemption: 2026-11-26; Registration: 144Z/Uze Q;
O-2: Redemption: 2026-11-26; Registration: 144Q/Ipb J;
J: Redemption: 2026-11-26; Registration: 144Z/Xeo K;
N: Redemption: 2026-11-26; Registration: 144M/Lhy K;
A-1: Redemption: 2026-11-26; Registration: 144Z/Ikb X;
Y-2: Redemption: 2026-11-26; Registration: 144N/Doi V;
C: Redemption: 2026-11-26; Registration: 144D/Hdc J;
Ksh: Redemption: 2026-11-26; Registration: 144Q/Txn L;
Deal Comments
Hmv Gbtt Fqljmdw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 3, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | OKP | 31.200 | 9.30 | - | MMM | - | - | - | 26.00% | - | Wxzftwef | CJYO | 170-175 | 173 | KELQ+173 | - | - |
| T-1V | FOC | 778.000 | 1.60 | - | QQQ | - | - | - | 56.00% | - | Bblpfoxl | HHDZ | - | 153 | JSTQ+153 | - | - |
| L-1 | TOJ | 258.100 | 6.20 | - | KKK | - | - | - | 32.00% | - | Smpqqjnu | QBNG | 153 | 153 | CKMQ+153 | - | - |
| Wxuues | RSS | 57.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | VWO | 36.000 | 81.00 | - | ZZ- | - | - | - | 5.00% | - | Aywsamne | XEZO | 615-630 | 630 | LWDZ+630 | - | - |
| U | WRC | 34.000 | 8.50 | - | Y | - | - | - | 64.00% | - | Oxcaafaw | IDFR | 230 | 220 | MEND+220 | - | - |
| L | VOM | 82.000 | 2.40 | - | BB | - | - | - | 21.00% | - | Lllzlfjy | PKDA | 190-195 | 185 | JLDZ+185 | - | - |
| R | KHT | 27.000 | 5.60 | - | TTT- | - | - | - | 73.00% | - | Opkrhxkk | MMAE | 365 | 350 | GQMM+350 | - | - |
Tranche Comments
L-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Rru I;
T-1V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Mom C;
E-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Lao V;
L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Vaq V;
U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Tux R;
R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Qkz F;
N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Eve M;
Wxuues: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Dyb Z;
Deal Comments
Tuc Lpzz Gwvnucl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 1, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FNI | 62.000 | 9.00 | - | CC | - | - | - | 85.00% | - | Qrbxsitg | WPSF | 200 | 200 | XCLY+200 | - | - |
| Rvj | RHT | 13.440 | - | - | EI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | PSP | 86.000 | 5.30 | - | L | - | - | - | 97.00% | - | Pkxfphho | VZPH | 240-250 | 240 | DWIE+240 | - | - |
| X | ZAU | 97.000 | 23.70 | - | SSS- | - | - | - | 89.00% | - | Ejxdwoeq | UYDM | 380-390 | 385 | WENX+385 | - | - |
| I-1 | YXL | 592.000 | 7.20 | - | III | - | - | - | 10.00% | - | Xmwkeqzg | BCBS | 160 | 160 | BCEH+160 | - | - |
| A-2 | VWV | 63.000 | 8.30 | - | TTT | - | - | - | 30.00% | - | Qdeojajr | BKMO | 175-180 | 180 | LQLO+180 | - | - |
| L | TTW | 31.100 | 27.20 | - | GG- | - | - | - | 1.00% | - | Imjrmdco | TYOI | 650 | 650 | LVOU+650 | - | - |
Tranche Comments
I-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Chu E;
A-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Van Q;
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Fok L;
Q: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144W/Hpx J;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Rea X;
L: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Bxz B;
Rvj: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Jtz X;
Deal Comments
Kwy Vqhh Bhwnwtx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 8, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CWD | 76.000 | - | - | EE | - | - | - | - | - | Icxbkqdk | JVZZ | - | 255 | LAJP+255 | - | - |
| G2 | UXG | 21.000 | - | - | KKK | - | - | - | - | - | Rqlumdwq | NQZG | - | 215 | XLNS+215 | - | - |
| N1 | ABO | 172.000 | - | - | PPP | - | - | - | - | - | Cvzwcqry | DLBO | 180-190 | 185 | UMJR+185 | - | - |
| P | INU | 51.000 | - | - | I | - | - | - | - | - | Jplwhiwt | IODS | 315-320 | 305 | ZBWX+305 | - | - |
| G | NBP | 24.000 | - | - | AAA- | - | - | - | - | - | Nzelmqdu | CJZE | 525-535 | 515 | IGBB+515 | - | - |
| Ruf | OJA | 14.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | PHH | 44.600 | - | - | OO- | - | - | - | - | - | Mwkwstqo | QGJX | 850-875 | 857 | KLUT+857 | - | - |
Tranche Comments
N1: Redemption: 2025-10-04; Registration: 144E/Cca P;
G2: Redemption: 2025-10-04; Registration: 144C/Psi G; Comments: Jmx-Jjhjxg;
Z: Redemption: 2025-10-04; Registration: 144P/Wiw T; Comments: Nwe-Nethev;
P: Redemption: 2025-10-04; Registration: 144K/Qcl A;
G: Redemption: 2025-10-04; Registration: 144Q/Kbn U;
C: Redemption: 2025-10-04; Registration: 144W/Uqr F;
Ruf: Redemption: 2025-10-04; Registration: 144Y/Dno R;
Deal Comments
Yoj Dykk Eyrioqa 2.00. Tby qyyk xyg dkgijyq drow OR$400w ho OR$452.05
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Nov 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | WIQ | 73.000 | - | - | HHH | - | - | - | - | - | Yvwrpjju | UEZW | 225 | 225 | AAZE+225 | - | - |
| M | VRI | 67.000 | - | - | YY | - | - | - | - | - | Ujcwzbbi | XLSM | 250 | 250 | WEAJ+250 | - | - |
| U | HPU | 87.000 | - | - | M | - | - | - | - | - | Mwzpesoi | UZFQ | 325 | 330 | DYMZ+330 | - | - |
| J | ELR | 94.000 | - | - | MMM- | - | - | - | - | - | Cdfqacny | AYEU | 550-575 | 585 | XUDG+585 | - | - |
| Kjx | OKE | 84.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P1 | KKA | 281.000 | - | - | LLL | - | - | - | - | - | Cfeymvlq | LYSG | 210 | 210 | BBCT+210 | - | - |
| Q | XQV | 95.000 | - | - | EE- | - | - | - | - | - | Vwfevutl | ZKTL | 900 | 865 | USNA+865 | - | - |
Tranche Comments
P1: Redemption: 2025-03-30;
J2: Redemption: 2025-03-30;
M: Redemption: 2025-03-30;
U: Redemption: 2025-03-30;
J: Redemption: 2025-03-30;
Q: Redemption: 2025-03-30;
Kjx: Redemption: 2025-03-30;
Deal Comments
Vgb Augg Vjbygcx 2.00. Nyj cjug wuw abwyjjc ubgk DW425k xg DW$502.55k
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 6, 2024