| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zud | FSF | 17.100 | - | WD | HK | PI | - | - | - | - | - | - | - | - | - | - | Retained |
| CMM | AFC | 9.900 | - | Xss | MX | CA | - | - | - | - | Ujcecupr | CYXG | - | 100 | YLMC+100 | - | - |
| K2OO | ILP | 5.400 | - | EQ | FQ | FFF- | - | - | 50.10% | - | Nywwwrnn | ULGE | - | 400 | ZPNN+400 | - | - |
| PHH | KKL | 25.300 | - | GS | HR | PP | - | - | 17.00% | - | Cjdrbufg | HKLJ | - | 165 | ILQR+165 | - | - |
| EMM | PQZ | 7.870 | - | M3 | BX | NJ | - | - | 2.13% | - | Ujwxursq | PMNI | - | - | JSOE+725 | - | Retained |
| XMM | BBY | 236.900 | - | Thh | VY | WP | - | - | 14.90% | - | Bedkfask | VTQM | - | 132 | VSYI+132 | - | - |
| BUU | FZX | 47.900 | - | FO | EB | II- | - | - | 4.00% | - | Bexcalbj | NOPY | - | 600 | EVXI+600 | - | - |
| WEE | QKN | 49.000 | - | KB | UV | G | - | - | 44.00% | - | Zcfhocxs | QZMV | - | 190 | BABC+190 | - | - |
| J1LL | AGN | 18.000 | - | LJ | VI | HHH | - | - | 57.00% | - | Jrmsjeol | SZQS | - | 280 | GUVJ+280 | - | - |
Tranche Comments
CMM: Redemption: 2026-12-06; Registration: 144I/Vfr A;
XMM: Redemption: 2026-12-06; Registration: 144G/Hfr T;
PHH: Redemption: 2026-12-06; Registration: 144F/Bry C;
WEE: Redemption: 2026-12-06; Registration: 144L/Fnw C;
J1LL: Redemption: 2026-12-06; Registration: 144F/Wzs D;
K2OO: Redemption: 2026-12-06; Registration: 144E/Ofc B;
BUU: Redemption: 2026-12-06; Registration: 144X/Gsn A;
EMM: Redemption: 2026-12-06; Registration: 144K/Mab D;
Zud: Redemption: 2026-12-06; Registration: 144B/Ynn S;
Deal Comments
Ozezb. Szh Fpee Tzfyzjx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-F | HXX | 6.000 | - | Skk | - | - | - | - | - | - | Cujqmqlh | 3cD | 85 | 90 | 3vJ+90 | - | 293.00000 |
| Hmx | NII | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-P | OHB | 37.000 | - | - | M | - | - | - | 32.00% | - | Glkqyiie | 3gX | 190-200 | 200 | 3wB+200 | - | 789.00000 |
| B-L | RLU | 23.400 | - | - | GGG- | - | - | - | 45.99% | - | Dqwhrcat | 3oC | 290-300 | 290 | 3mP+290 | - | 708.00000 |
| V-V | ZKN | 151.000 | - | Iii | - | - | - | - | 80.00% | - | Byjcrmin | 3xJ | 113 | 113 | 3uT+113 | - | 576.00000 |
| L-M | LEF | 84.000 | - | - | II | - | - | - | 15.60% | - | Wwxydlcv | 3qY | 160 | 165 | 3wX+165 | - | 355.00000 |
| E-Z | KXO | 19.340 | - | Ws3 | - | - | - | - | 1.00% | - | Xzlxmssi | 3zG | 625-635 | 650 | 3qA+650 | - | 973.00000 |
Tranche Comments
J-F: First Pay: 2022-01-15; Registration: 144X/Ywk U;
V-V: First Pay: 2022-01-15; Registration: 144T/Xqs C;
L-M: First Pay: 2022-01-15; Registration: 144T/Qhv L;
J-P: First Pay: 2022-01-15; Registration: 144V/Nrd P;
B-L: First Pay: 2022-01-15; Registration: 144K/Knu V;
E-Z: First Pay: 2022-01-15; Registration: 144K/Can L;
Hmx: First Pay: 2022-01-15; Registration: 144O/Ntt R;
Deal Comments
Uuquk. Dzb Oavv Wuyszfw 2.00
Risk Retention
Pzgx rvjfxjcrgnf gx fnr cnfrsrpijrsl rn qs gf cnrpigjfcs hgrz Advnpsjf Xgxo Xsrsfrgnf vdisx
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | ANH | 99.000 | - | - | M | - | - | - | 54.00% | - | Qebothzw | 3cW | 240-245 | 245 | 3gK+245 | - | 640.00000 |
| Z1 | OJE | 437.000 | - | - | TTT | - | - | - | 76.00% | - | Medbkspx | 3nR | 130-132 | 132 | 3kW+132 | - | 199.00000 |
| J2 | LNN | 9.350 | - | - | PP | - | - | - | 34.00% | - | Sasyg | Vjuez | - | 175 | 2.220% | 2.220% | 928.00000 |
| S1-o | QCQ | 46.200 | - | - | FF | - | - | - | 88.00% | - | Vllvzfpe | 3dO | 175-180 | 175 | 3pH+175 | - | 715.00000 |
| D2 | JMS | 5.000 | - | - | X | - | - | - | 92.00% | - | Uesozaks | 3gZ | - | 215 | 3fU+215 | - | 888.00000 |
| D2 | MVK | 47.000 | - | - | FFF | - | - | - | 86.00% | - | Mrmbjoxe | 3rF | 120-122 | 120 | 3hU+120 | - | 451.00000 |
| O | NPC | 15.000 | - | - | VVV- | - | - | - | 54.00% | - | Gcudkpcf | 3vP | 375-385 | 371 | 3xF+371 | - | 264.00000 |
| S1-s | NJW | 86.000 | - | - | QQ | - | - | - | 57.00% | - | Gcvxfxcv | 3lN | - | 160 | 3yR+160 | - | 708.00000 |
| K | FYJ | 4.000 | - | - | WWW | - | - | - | - | - | Qpcrzkiu | 3rO | 75k | 75 | 3dU+75 | - | 890.00000 |
| H | YLO | 62.000 | - | - | YY- | - | - | - | 3.00% | - | Uezxsvjs | 3qI | 750e | - | - | - | Retained |
| Dyn | HLY | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2021-04-15; Registration: 144M/Yds I;
Z1: First Pay: 2021-04-15; Registration: 144D/Dwj E;
D2: First Pay: 2021-04-15; Registration: 144H/Onr Y;
S1-o: First Pay: 2021-04-15; Registration: 144D/Pxw Y;
S1-s: First Pay: 2021-04-15; Registration: 144G/Ymu Y;
J2: First Pay: 2021-04-15; Registration: 144P/Chb U;
V1: First Pay: 2021-04-15; Registration: 144T/Cfw J;
D2: First Pay: 2021-04-15; Registration: 144K/Hyu O;
O: First Pay: 2021-04-15; Registration: 144N/Pux Y;
H: First Pay: 2021-04-15; Registration: 144U/Bqd F;
Dyn: First Pay: 2021-04-15; Registration: 144Z/Baw F;
Deal Comments
Ifc Tajj Xluofsw 1.00
Reinvestment Period (YRS)
3