| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | JIC | 60.000 | 4.30 | Xaa | - | - | - | - | 46.00% | - | Zhoazyff | DBGX | 140y | 144 | NVTY+144 | - | - |
| C | WMX | 9.500 | 7.90 | V1 | - | - | - | - | 86.50% | - | Dbokrfye | PVAM | 165-170 | 165 | DPIF+165 | - | - |
| Xoi | OKK | 349.900 | - | UM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | ASV | 430.000 | 3.10 | Gjj | - | - | - | - | 61.00% | - | Hxxpfrbk | WLJS | 124 | 124 | VBIW+124 | - | - |
| E | POE | 55.000 | 4.30 | Yv2 | - | - | - | - | 88.10% | - | Bfzfkich | QSMS | 150-155 | 150 | GSOG+150 | - | - |
Tranche Comments
N-1: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144A/Hmj L; Comments: Bio-fpfnok;
V-2: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144U/Cjs Q;
E: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144X/Ewm G;
C: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144U/Ewr F;
Xoi: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144J/Glv X;
Deal Comments
Ztx Ghcc Cnsttjd 2.00
Risk Retention
PL/LL - Jjc
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 26, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YKF | 31.000 | - | Lc2 | LC | VI | - | - | 33.00% | - | Wfsmsvfg | WUJJ | - | 160 | ZUYB+160 | - | - |
| R | KMA | 8.000 | - | Nbb | ZV | WH | - | - | - | - | Wvkpqlxz | CNWO | - | 95 | KYEO+95 | - | - |
| P | NGX | 2.000 | - | U2 | IJ | CQ | - | - | 41.00% | - | Vyjbvjhm | TWIX | - | 165 | USZK+165 | - | - |
| Yfl | RCU | 15.000 | - | KF | JY | NT | - | - | - | - | - | - | - | - | - | - | Retained |
| L | RQZ | 151.000 | - | Haa | NR | YA | - | - | 78.00% | - | Jfcbezow | TNSJ | - | 128 | CLEH+128 | - | - |
Tranche Comments
R: Redemption: 2027-01-23; Registration: 144O/Atz K;
L: Redemption: 2027-01-23; Registration: 144H/Ims N;
X: Redemption: 2027-01-23; Registration: 144J/Rfp Z;
P: Redemption: 2027-01-23; Registration: 144M/Wjg M;
Yfl: Redemption: 2027-01-23; Registration: 144C/Vpv R;
Deal Comments
Dhu Wtzz Txmqhvw 2.00
Risk Retention
HS/SR - Tfu
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-N2 | QVN | 659.000 | 5.90 | Ybb | - | - | - | - | - | - | Jceuyujc | BTEN | 133-134 | 133 | LUJC+133 | - | - |
| B-W2 | VRD | 30.000 | 2.50 | Ss2 | - | - | - | - | 27.00% | - | Epduffcm | SKVT | 170q | 170 | ZKIL+170 | - | - |
| W-1 | PVS | 386.000 | 4.30 | Kaa | - | - | - | - | 90.00% | - | Xrxfqmji | CHVX | - | 133 | CGYS+133 | - | - |
| F-2-K2 | XTY | 36.000 | 7.10 | Kmm | - | - | - | - | 20.00% | - | Qklhpuey | EGUI | 150m | 150 | VZVL+150 | - | - |
Tranche Comments
Q-1-N2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144Z/Qlt N;
W-1: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144D/Qre Q;
F-2-K2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144P/Zmi O;
B-W2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144Q/Moc X;
Deal Comments
Ocpce. Dcm-Hlvv Icjlctx 2.00
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Mar 21, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bss Okt | MUS | 89.639 | - | XS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-B2 | QWX | 668.840 | 2.10 | Nvv | - | - | - | - | 60.00% | - | Bybcckyv | QNKQ | 138 | 138 | YQIX+138 | - | - |
| X-K2 | GVA | 12.500 | 6.10 | Il2 | - | - | - | - | 37.99% | - | Qcdfxpmr | HQXF | 170c | 175 | IWNE+175 | - | - |
| Blp | XGK | 342.700 | - | YT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-B2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144A/Qdq E;
X-K2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144I/Wvj E;
Bss Okt: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144K/Lmx M;
Blp: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144T/Uiq V;
Deal Comments
Ggugk. Vft Dvoo Qgvcfoa 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 6, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NRY | 309.510 | 9.10 | Lrr | - | - | - | - | 80.00% | - | Qlmvweqt | IDGY | - | 140 | XTDP+140 | - | 529.00000 |
| N | KNB | 76.960 | 5.40 | Ff2 | - | - | - | - | 36.20% | - | Imqrkeoq | IXEG | 160t | 168 | XLLM+168 | - | 932.00000 |
| A | NGY | 28.680 | 7.70 | W2 | - | - | - | - | 69.20% | - | Ykrxxlhi | XDHG | 190p | 190 | DXGJ+190 | - | 199.00000 |
| D Qryff | PXK | 74.000 | 7.70 | Hnn | - | - | - | - | 18.00% | - | Ksunmnon | MPBE | - | 140 | NKWX+140 | - | 605.00000 |
| Smc | QKB | 46.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144T/Aof V;
D Qryff: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144X/Vud R;
N: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144P/Jvl Q;
A: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144J/Ppw L;
Smc: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144X/Iyy U;
Deal Comments
Zuk Btcc Ubssurq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 4, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1U | MQH | 966.000 | - | Okk | BB | JH | - | - | 76.00% | - | Ocxduxyt | NNKZ | - | 146 | WLOM+146 | - | - |
| Tet | CEZ | 512.310 | - | AW | HH | HC | - | - | - | - | - | - | - | - | - | - | Retained |
| MO | BTN | 72.000 | - | Gu2 | KJ | HG | - | - | 14.00% | - | Bdxaquiw | KEVW | - | 175 | TCLL+175 | - | - |
| F | LVE | 3.690 | - | Yll | KS | SL | - | - | - | - | Sremovxo | JQKZ | - | 100 | PEML+100 | - | - |
| O2S | BLW | 79.000 | - | Chh | AJ | HD | - | - | 72.00% | - | Hofxpjoj | VPXQ | - | 160 | TIYM+160 | - | - |
Tranche Comments
F: Redemption: 2026-05-30; Registration: 144U/Hjd F;
B1U: Redemption: 2026-05-30; Registration: 144L/Awy S;
O2S: Redemption: 2026-05-30; Registration: 144I/Kdp X;
MO: Redemption: 2026-05-30; Registration: 144K/Cxh T;
Tet: Redemption: 2026-05-30; Registration: 144U/Wfg P;
Deal Comments
Uejeu. Utv-Kckk Bexiteb 2.00
Risk Retention
HM/MX - Gxt
Reinvestment Period End Date
Nov 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HWD | 46.200 | 8.30 | U1 | - | - | - | - | 30.21% | - | Ceclxvvr | SHVE | - | 275 | XTBL+275 | - | - |
| M | YRF | 955.250 | 3.90 | Rhh | - | - | - | - | 26.00% | - | Yzyqooms | MPSP | - | 173 | YACM+173 | - | - |
| P | HRV | 11.410 | 3.90 | Jb1 | - | - | - | - | 59.77% | - | Npmmwemw | IYLK | - | 250 | KVYA+250 | - | - |
| Lpf | QZG | 31.126 | - | EG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144Q/Zkz I;
P: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144U/Rxq D;
Z: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144V/Eqd R;
Lpf: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144H/Dhr X;
Deal Comments
Epy Awxx Fmrrppj 2.00
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Mar 29, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | VFN | 307.800 | - | Zbb | EN | QB | - | - | 88.00% | - | Jumopzkd | 3cP | - | 115 | 3cJ+115 | - | - |
| B-2 | NUR | 64.400 | - | Mvv | CF | KK | - | - | 89.00% | - | Uvsrvjzp | 3oV | - | 140 | 3yP+140 | - | - |
| Kfy | AZC | 699.300 | - | IA | BD | GR | - | - | - | - | - | - | - | - | - | - | Retained |
| W | FXX | 18.680 | - | Ag2 | LM | DZ | - | - | 18.75% | - | Ikxhpwar | 3hK | - | 160 | 3eF+160 | - | - |
| M-1A | FQQ | 47.000 | - | Ett | UT | PB | - | - | 38.00% | - | Tpuzhvit | 3vC | - | 115 | 3bW+115 | - | - |
Tranche Comments
B-1: Redemption: 2024-01-20; Registration: 144L/Wbf O;
M-1A: Redemption: 2024-01-20; Registration: 144J/Fuw B;
B-2: Redemption: 2024-01-20; Registration: 144F/Cwl H;
W: Redemption: 2024-01-20; Registration: 144I/Qdx M;
Kfy: Redemption: 2024-01-20; Registration: 144N/Wfb B;
Deal Comments
Lfn Aovv Qcxofak 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 23, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CG | LKK | 345.000 | 9.50 | Xbb | - | - | - | - | 47.00% | - | Vquvfpde | 3bI | - | 109 | 3xM+109 | - | 397.00000 |
| V1V | YBJ | 759.000 | 3.90 | Ghh | - | - | - | - | 46.00% | - | Kfessdim | 3kT | - | 109 | 3bP+109 | - | 383.00000 |
| SR | NCI | 47.826 | 5.50 | Yqq | - | - | - | - | 34.40% | - | Ihdxywzt | 3rB | - | 140 | 3vB+140 | - | 469.00000 |
Tranche Comments
CG: First Pay: 2022-01-20; Redemption: 2022-11-09;
V1V: First Pay: 2022-01-20; Redemption: 2022-11-09;
SR: First Pay: 2022-01-20; Redemption: 2022-11-09;
Deal Comments
Byuyk. Iwk Rfss Aypxwzo 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 9, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-L | ACB | 1.200 | 9.80 | Ugg | - | - | - | - | 98.50% | - | Rmwqp | - | - | - | 2.37% | - | - |
| X-1-W | PJE | 913.100 | 7.10 | Amm | - | - | - | - | 65.00% | - | Oyvlprdy | 3pN | - | 107 | 3cF+107 | - | - |
| L-2-R | OPP | 49.000 | 6.50 | Pnn | - | - | - | - | 66.00% | - | Brwqs | - | - | - | 1.88% | - | - |
| Uldcvs | YQB | 993.800 | - | TX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-I | QIJ | 2.000 | 9.60 | Opp | - | - | - | - | - | - | Eszmerdh | 3oL | - | 65 | 3lD+65 | - | - |
| Y-1-I | YKY | 94.000 | 5.80 | Ezz | - | - | - | - | 93.19% | - | Xybukjrs | 3tJ | - | 120 | 3zX+120 | - | - |
Tranche Comments
S-I: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144W/Enf K;
X-1-W: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144C/Pbz U;
L-2-R: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144M/Osr O;
Y-1-I: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144O/Ztn I;
J-2-L: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144U/Lrs V;
Uldcvs: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144T/Aty N;
Deal Comments
Sjjjg. Wwn Oyff Cjmlwqk 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 19, 2015