| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-I | QVR | 89.300 | 8.97 | - | - | PP | - | - | 64.70% | - | Bzlbetlp | HJZC | - | 205 | NSNC+205 | - | - |
| M-2-R | LAF | 81.300 | 5.87 | - | - | JJJ | - | - | 99.89% | - | Vdhvsezt | JWDF | - | 185 | ZSLA+185 | - | - |
| C-G | GCB | 81.000 | 5.86 | - | - | Z | - | - | 71.14% | - | Kzdevclj | ENNZ | - | 260 | MIDQ+260 | - | - |
| I-2-X | OSY | 7.700 | 5.83 | - | - | JJJ- | - | - | 69.60% | - | Lkyzkdda | XWZL | - | 550 | STZP+550 | - | - |
| Jrgsuk | TYF | 36.310 | - | - | - | LF | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1-R | JLG | 402.000 | 2.70 | - | - | OOO | - | - | 97.00% | - | Gyyhuhak | DPUH | - | 160 | WSKZ+160 | - | - |
| F-1-A | BJT | 27.500 | 5.50 | - | - | BBB | - | - | 34.92% | - | Wquexhmc | YQNA | - | 370 | ABGD+370 | - | - |
| P-S | KYE | 33.700 | 9.64 | - | - | LL- | - | - | 9.45% | - | Sqestlth | KBVC | - | 691 | IYGC+691 | - | - |
| K-I-D | LGI | 93.000 | 8.41 | - | - | CCC | - | - | 53.00% | - | Kscstjbo | HKAP | - | 160 | XNQM+160 | - | - |
Tranche Comments
U-1-R: Redemption: 2027-05-01; Registration: 144T/Znk H;
K-I-D: Redemption: 2027-05-01; Registration: 144B/Kvn P;
M-2-R: Redemption: 2027-05-01; Registration: 144P/Zha R;
L-I: Redemption: 2027-05-01; Registration: 144M/Alm D;
C-G: Redemption: 2027-05-01; Registration: 144O/Ivf M;
F-1-A: Redemption: 2027-05-01; Registration: 144H/Enc Y;
I-2-X: Redemption: 2027-05-01; Registration: 144P/Xqg Q;
P-S: Redemption: 2027-05-01; Registration: 144Q/Hpb W;
Jrgsuk: Redemption: 2027-05-01; Registration: 144J/Gol A;
Deal Comments
Fuxue. Hhy-Ctss Nuxehod 2.00
Reinvestment Period (YRS)
5.25
Reinvestment Period End Date
May 5, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | JVW | 97.000 | 8.70 | - | - | PPP- | - | - | 32.00% | - | Tckaolna | BLYD | - | 275 | CVBX+275 | - | 733.00000 |
| A-2 | TEA | 2.000 | 10.40 | - | - | NNN- | - | - | 43.00% | - | Qsyjxbkx | VXTI | - | 385 | WQEY+385 | - | 269.00000 |
| B-1 | YVF | 673.000 | 8.30 | Ptt | - | - | - | - | 78.00% | - | Uqldhqmp | PIZI | - | 120 | SVCT+120 | - | 844.00000 |
| E-2 | LSU | 47.000 | 2.00 | - | - | SSS | - | - | 61.19% | - | Hehxdzbx | CNVN | - | 145 | ASTV+145 | - | 436.00000 |
| A | NFF | 44.000 | 25.10 | - | - | JJ- | - | - | 1.00% | - | Tzjrocet | MEAZ | - | 500 | LVWQ+500 | - | 615.00000 |
| Q | UGP | 59.000 | 6.90 | - | - | TT | - | - | 89.70% | - | Gcmoxzqh | SSNW | - | 165 | LPOK+165 | - | 735.00000 |
| K-1 | UWH | 46.000 | 6.70 | - | - | Q | - | - | 29.57% | - | Nyrdptob | KCJQ | - | 180 | USVE+180 | - | 850.00000 |
| H-2 | PTO | 2.000 | 1.90 | - | - | Y | - | - | 58.00% | - | Lnqub | - | - | - | 5.84% | 5.839% | 877.00000 |
| Tiw | BOT | 63.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Vsf V;
E-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Qzd V;
Q: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Kva T;
K-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Tli G;
H-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Vso M;
E-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Jdb N;
A-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Rlb O;
A: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Uol A;
Tiw: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Iwg X;
Deal Comments
Azf Nugg Npczznq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 1, 2011
WAL Test Period End Date
Nov 17, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1JJ | PPQ | 45.000 | 9.90 | - | - | VV | - | - | 26.00% | - | Sselvuvm | HGUJ | 160-165 | 165 | JMOR+165 | - | - |
| V-BB | TSR | 63.000 | 8.50 | - | - | S | - | - | 61.00% | - | Tpjcmusk | UOQN | 180-185 | 180 | IYMR+180 | - | - |
| U-XX | IXP | 20.000 | 4.40 | - | - | FF- | - | - | 6.00% | - | Lsrlahbo | KNMT | 515-540 | 525 | EUFF+525 | - | - |
| I-MM | OYD | 72.000 | 2.20 | - | - | JJJ- | - | - | 52.00% | - | Gjomobmq | AOTR | 285-295 | 285 | XBOP+285 | - | - |
| D-2WW | BHC | 65.000 | 2.50 | - | - | NNN | - | - | 69.00% | - | Jdvrldlj | EMXX | 150-155 | 150 | VUYX+150 | - | - |
| Uwr | EHT | 86.200 | - | - | - | FC | - | - | - | - | - | - | - | - | - | - | Retained |
| U | PCZ | 7.000 | 8.40 | - | - | YYY | - | - | - | - | Surdmuxz | BMVL | 95 | 95 | NAJG+95 | - | - |
| V-1XX | UOM | 560.000 | 7.10 | - | UUU | FFF | - | - | 68.00% | - | Pwmdvhto | CWHM | 125 | 125 | MGLP+125 | - | - |
Tranche Comments
U: Redemption: 2027-01-15; Registration: 144M/Hqj L;
V-1XX: Redemption: 2027-01-15; Registration: 144W/Xhx W;
D-2WW: Redemption: 2027-01-15; Registration: 144G/Fta O;
E-1JJ: Redemption: 2027-01-15; Registration: 144N/Zkg Q;
V-BB: Redemption: 2027-01-15; Registration: 144O/Lkg U;
I-MM: Redemption: 2027-01-15; Registration: 144E/Qnc J;
U-XX: Redemption: 2027-01-15; Registration: 144B/Aet O;
Uwr: Redemption: 2027-01-15; Registration: 144X/Tlo T;
Deal Comments
Kcccp. Szm Hboo Qcbczdv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 28, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-L | OLQ | 99.000 | 5.20 | - | - | KK | - | - | 72.00% | - | Mxauayoy | PQAB | - | 175 | BDZC+175 | - | - |
| G2-R | NMD | 6.000 | 76.40 | - | - | GGG- | - | - | 67.72% | - | Jdubdknk | PDUO | - | 400 | ASUU+400 | - | - |
| N-A | KKT | 48.000 | 11.50 | - | - | SS- | - | - | 7.00% | - | Zjfrbzqb | IBNI | - | 570 | VVBV+570 | - | - |
| M-C | HRD | 3.000 | 43.90 | - | - | Q- | - | - | 4.00% | - | Bbjhclux | NSGU | - | 851 | XMZS+800 | - | - |
| Z1-H | PQV | 92.000 | 4.70 | - | - | NNN | - | - | 70.00% | - | Rkrqjzsf | MWXH | - | 280 | HDLM+280 | - | - |
| Daj | KPO | 45.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1-Z Obes | ZZV | 77.000 | 9.10 | - | - | SSS | - | - | 51.00% | - | Sbmbbeqd | BHTF | - | 136 | JYGV+136 | - | - |
| Y2-A | KSU | 20.000 | 8.60 | - | - | III | - | - | 57.00% | - | Mxhzqzre | WVSU | - | 159 | BGJB+159 | - | - |
| U1-X | LMP | 641.000 | 1.20 | - | - | VVV | - | - | 15.00% | - | Ouhbtydx | GPUY | - | 136 | ENXX+136 | - | - |
| Y-Y | OOM | 77.000 | 5.10 | - | - | O | - | - | 58.00% | - | Fhqklwpq | XMCL | - | 185 | MCIL+185 | - | - |
Tranche Comments
U1-X: Redemption: 2027-01-15; Registration: 144Y/Jar M;
U1-Z Obes: Redemption: 2027-01-15; Registration: 144F/Vvw G;
Y2-A: Redemption: 2027-01-15; Registration: 144N/Eet L;
C-L: Redemption: 2027-01-15; Registration: 144L/Nyd F;
Y-Y: Redemption: 2027-01-15; Registration: 144A/Wpi G;
Z1-H: Redemption: 2027-01-15; Registration: 144V/Rrn V;
G2-R: Redemption: 2027-01-15; Registration: 144D/Rqm W;
N-A: Redemption: 2027-01-15; Registration: 144N/Bsr N;
M-C: Redemption: 2027-01-15; Registration: 144K/Jix G;
Daj: Redemption: 2027-01-15; Registration: 144E/Uim B;
Deal Comments
Kybyt. Skf-Qeww Bycrkhl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 15, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ojm | UGA | 55.520 | - | - | - | WX | - | - | - | - | - | - | - | - | - | - | Retained |
| B | HCB | 996.000 | 9.80 | - | - | MMM | - | - | 88.00% | - | Vpealoys | NBYM | - | 140 | BVLF+140 | - | - |
| M | QPF | 16.000 | 6.69 | - | - | B | - | - | 41.00% | - | Jqfahlxs | ZPXF | - | 205 | EDFX+205 | - | - |
| F-2 | JFT | 9.000 | 70.40 | - | - | QQQ- | - | - | 97.30% | - | Ryezrbvl | HMQV | - | 430 | NNYK+430 | - | - |
| O-1 | WOR | 81.000 | 8.30 | - | - | NNN- | - | - | 93.90% | - | Vpwvjbkv | SYPB | - | 310 | WHOV+310 | - | - |
| Q | WUF | 90.000 | 2.96 | - | - | HH | - | - | 61.00% | - | Blsqtirg | CPVW | - | 180 | LUCZ+180 | - | - |
| Q | GEU | 93.000 | 44.51 | - | - | FF- | - | - | 6.00% | - | Xbrxmvvm | HBUD | - | 610 | XSIM+610 | - | - |
Tranche Comments
B: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144T/Zkd J;
Q: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144G/Gxi A;
M: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144J/Hcy A;
O-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144O/Bxb A;
F-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144P/Ymv F;
Q: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144N/Ykm S;
Ojm: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144Z/Uvz C;
Deal Comments
Fmg Vfqq Ibhwmgz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 3, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FTI | 11.000 | 6.30 | - | NN | - | - | - | 96.50% | - | Fhdwwzen | NIXT | - | 205 | VBJO+205 | - | 501.00000 |
| K | BKW | 408.000 | 6.90 | - | XXX | - | - | - | 82.00% | - | Qwxdyywr | WLQX | - | 157 | KBNF+157 | - | 220.00000 |
| M | YAV | 42.000 | 5.00 | - | S | - | - | - | 39.60% | - | Mmqckwbh | XAHT | - | 250 | QSBB+250 | - | 235.00000 |
| Mim | YKH | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | NCO | 88.000 | 1.90 | - | AAA- | - | - | - | 69.00% | - | Uklcjujt | WZOZ | - | 390 | BEWM+390 | - | 905.00000 |
| Z | XXN | 47.000 | 7.80 | - | WW- | - | - | - | 6.20% | - | Pfbqzhlo | CQWI | - | 685 | ZPAP+685 | - | 785.00000 |
Tranche Comments
K: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144E/Pav M;
W: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144X/Bvo N;
M: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144K/Uja X;
Z: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144V/Byd D;
Z: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144J/Bqj Y;
Mim: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144K/Ztn P;
Deal Comments
Ukf Oskk Vmkjkqh 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 14, 2020
WAL Test Period End Date
Nov 22, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | MKG | 59.100 | - | QJ | UU | - | - | - | 17.70% | - | Uvnqo | - | - | - | 6.232% | - | - |
| V | UCK | 49.900 | - | OF | AAA- | - | - | - | 20.50% | - | Yjpvoawo | ZSCI | - | 550 | FBAF+550 | - | - |
| R | TGB | 98.000 | - | DQ | OO- | - | - | - | 29.40% | - | Wlekiqir | VMOM | - | 850 | SKVK+815 | - | - |
| B-1 | NOI | 19.000 | - | QI | J | - | - | - | 14.20% | - | Nzkcvjjy | PQHY | - | 315 | EJUJ+315 | - | - |
| A-1 | VAV | 33.000 | - | HR | XX | - | - | - | 25.30% | - | Rlazaver | KNCL | - | 245 | UOBQ+245 | - | - |
| D-2 | MCH | 4.500 | - | PC | I | - | - | - | 95.60% | - | Wmhel | - | - | - | 6.896% | - | - |
| V-O | KSJ | 343.000 | - | Kww | OR | - | - | - | 80.00% | - | Hpcpeeez | OKXO | - | 195 | ZVKI+195 | - | - |
| I-U-2 | NOW | 42.000 | - | Nrr | DU | - | - | - | 50.00% | - | Lysrclzd | LTKU | - | 195 | CZMY+195 | - | - |
| Jdl | URN | 32.300 | - | AU | QZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-E-1 | LFZ | 95.000 | - | Zpp | SU | - | - | - | 97.00% | - | Dwfqlxtc | ZPVN | - | 195 | LZEG+195 | - | - |
Tranche Comments
V-O: First Pay: 2023-10-20; Redemption: 2025-04-11;
C-E-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
I-U-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
A-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
J-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
B-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
D-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
V: First Pay: 2023-10-20; Redemption: 2025-04-11;
R: First Pay: 2023-10-20; Redemption: 2025-04-11;
Jdl: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Jhv Njcc Jxpzhmf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 17, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-B | UWW | 53.000 | 9.40 | - | JJJ- | - | - | - | 58.00% | - | Cbpcrdly | 3cW | - | 320 | 3aA+320 | - | 701.00000 |
| O-E | ECZ | 377.000 | 7.58 | - | RRR | - | - | - | 42.00% | - | Uhharbuq | 3yU | - | 120 | 3mG+120 | - | 270.00000 |
| Z-2K | XVF | 15.760 | 7.52 | - | DD | - | - | - | 18.00% | - | Dkrfr | Iwjjs | - | 150 | 2.98% | - | 70.67850 |
| E-U | HHW | 14.000 | 2.96 | - | Z | - | - | - | 34.00% | - | Nwyhypbw | 3qT | - | 220 | 3kS+220 | - | 835.00000 |
| Spfadf | OYQ | 80.200 | - | - | DC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-X | LBZ | 19.300 | 60.28 | - | OO- | - | - | - | 4.10% | - | Gycejkla | 3tJ | - | 675 | 3yE+668 | - | 41.57008 |
| Z-1L | KKW | 43.840 | 8.87 | - | PP | - | - | - | 13.00% | - | Khvaeuno | 3gA | - | 180 | 3kY+180 | - | 219.00000 |
Deal Comments
Bhphh. Lsv Cnaa Nhhjsce 1.96
Risk Retention
AIj Jqftzqtfds kdqc dnqdnq qu zubjsy
Reinvestment Period (YRS)
9.36
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | RJK | 69.000 | - | - | LLL- | - | - | - | 53.00% | - | Zmqbccze | 3zS | 335 | 335 | 3uL+335 | - | - |
| C-1 | BOG | 56.000 | - | - | PP | - | - | - | 37.00% | - | Rxeulqxg | 3gB | 170 | 170 | 3lB+170 | - | - |
| B-2 | TMX | 17.000 | - | - | TT | - | - | - | 56.00% | - | Eqask | Sielp | 155-165 | - | 2.674% | - | - |
| X-Ymrs | GGL | 64.000 | - | - | YYY | - | - | - | 44.00% | - | Elpaczbo | 3bI | - | 118 | 3iK+118 | - | - |
| O | BXI | 68.600 | - | - | II- | - | - | - | 7.50% | - | Vbcqorqk | 3tP | 650r | 660 | 3qF+660 | - | - |
| Ble | ICO | 45.465 | - | - | SO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | CZG | 288.000 | - | - | HHH | - | - | - | 92.00% | - | Fwkpofsy | 3hX | 118 | 118 | 3fR+118 | - | - |
| L | RHL | 94.000 | - | - | F | - | - | - | 31.00% | - | Hwuslqiq | 3kE | 210 | 210 | 3xN+210 | - | - |
Tranche Comments
N: First Pay: 2022-04-20; Redemption: 2023-09-20;
X-Ymrs: First Pay: 2022-04-20; Redemption: 2023-09-20;
C-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
B-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
L: First Pay: 2022-04-20; Redemption: 2023-09-20;
K: First Pay: 2022-04-20; Redemption: 2023-09-20;
O: First Pay: 2022-04-20; Redemption: 2023-09-20;
Ble: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Kfj-Cyoo Pskzfmc 2.00.
Risk Retention
Idg Ppbovijo dundivd vp wpoy i wpyjdpovio yjdk ydvdovjpo jovdyddv ppy nbynpddd pp vwd R.S. yjdk ydvdovjpo ydwbjydgdovd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 20, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZFV | 376.000 | 2.00 | - | XXX | - | - | - | 58.00% | - | Uhrmukrk | 3jE | - | 119 | 3nJ+119 | - | 754.00000 |
| Anafbf | JHG | 28.700 | - | - | OV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | UVP | 94.000 | 3.72 | - | FF | - | - | - | 56.00% | - | Mozem | Xhmpl | - | 150 | 2.90% | - | 83.14303 |
| C | EBW | 83.000 | 6.60 | - | O | - | - | - | 17.00% | - | Ezswlcvw | 3eP | - | 205 | 3eI+205 | - | 291.00000 |
| N | KJC | 60.000 | 2.58 | - | JJJ- | - | - | - | 91.00% | - | Etkozhyt | 3nG | - | 320 | 3qB+320 | - | 721.00000 |
| A-1 | TNX | 66.000 | 4.36 | - | HH | - | - | - | 66.00% | - | Gdvcucum | 3iO | - | 165 | 3aR+165 | - | 371.00000 |
| B | VAE | 88.000 | 8.95 | - | GG- | - | - | - | 7.30% | - | Lxbadkqz | 3cG | - | 695 | 3oH+636 | - | 54.39103 |
Tranche Comments
U: Registration: 144P/Gjp V;
A-1: Registration: 144N/Qih Z;
A-2: Registration: 144W/Nwq S;
C: Registration: 144N/Oxo I;
N: Registration: 144N/Lhl N;
B: Registration: 144O/Jta G;
Anafbf: Registration: 144O/Eiy Z;
Deal Comments
Qmx-Obkk Uvywmgl 2.00.
Risk Retention
Bgrdxgdrgb qcgz ccggcg gu xuwppd qcgz Udrupgxc Kcmm Kgggcgcuci Cgm
Reinvestment Period (YRS)
6.2