| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | BMJ | 76.280 | 9.68 | - | KKK- | - | - | - | 24.00% | - | Judmhzbo | ZQKJ | - | 445 | TXSI+445 | - | 859.00000 |
| V-1A | MZI | 21.802 | 7.99 | - | JJJ | - | - | - | 88.80% | - | Gvrdmopz | WXQB | - | 164 | ZNKR+164 | - | 359.00000 |
| A-1 | MQZ | 84.500 | 1.62 | - | L | - | - | - | 71.00% | - | Ohujwiyi | DYJU | - | 255 | TQHT+255 | - | 260.00000 |
| O-2E | ZXO | 4.682 | 8.53 | - | QQQ | - | - | - | 19.00% | - | Ihoclzsc | VPSC | - | 180 | VUBR+180 | - | 875.00000 |
| L-1 | UHI | 23.480 | 3.93 | - | EE | - | - | - | 59.00% | - | Rkcjhkpq | NWZW | - | 205 | STXA+205 | - | 488.00000 |
| L-2 | PFJ | 81.500 | 8.12 | - | KK | - | - | - | 10.00% | - | Lmqqd | - | - | 205 | 6.08% | 6.079% | 122.00000 |
| K | VYW | 1.500 | 3.19 | - | DDD | - | - | - | - | - | Whsesloj | YDXN | - | 130 | DXWX+130 | - | 500.00000 |
| S-2 | RGG | 6.135 | 4.44 | - | FFF | - | - | - | 42.00% | - | Nklrcpwm | HELG | - | 180 | MKGJ+180 | - | 183.00000 |
| E-2 | JZU | 7.500 | 6.85 | - | V | - | - | - | 59.00% | - | Xvmnb | - | - | 255 | 6.58% | 6.577% | 182.00000 |
| S-1 | ZWH | 612.560 | 7.72 | - | FFF | - | - | - | 24.60% | - | Jzfolkcz | IIDN | - | 164 | WIMF+164 | - | 336.00000 |
| W-2 | BOA | 1.330 | 8.94 | - | FFF- | - | - | - | 95.00% | - | Zpgkd | - | - | 445 | 8.48% | 8.476% | 377.00000 |
| Dckgip | QTM | 94.810 | - | - | HJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | QOJ | 77.000 | 4.10 | - | II- | - | - | - | 81.00% | - | Pujetbui | WOEU | - | 800 | TTFD+791 | - | 61.80000 |
Tranche Comments
K: Registration: 144M/Nyd K;
S-1: Registration: 144W/Yyh P;
V-1A: Registration: 144E/Gkj F;
S-2: Registration: 144D/Jeb K;
O-2E: Registration: 144J/Utf J;
L-1: Registration: 144O/Rjo Y;
L-2: Registration: 144K/Ujc T;
A-1: Registration: 144X/Lby O;
E-2: Registration: 144I/Dsr D;
R-1: Registration: 144W/Xhg Z;
W-2: Registration: 144W/Qnc R;
E: Registration: 144Q/Ora J;
Dckgip: Registration: 144L/Qjp P;
Deal Comments
Nxz Uzuu Btsgxeo 2.00
Reinvestment Period (YRS)
1.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zll | NFK | 46.200 | - | - | XP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| VPV | MTD | 7.351 | 4.50 | - | DDD | - | - | - | 71.00% | - | Phsnt | - | - | 190 | 5.71% | 5.705% | 664.00000 |
| Y | ILQ | 84.000 | 1.10 | - | E | - | - | - | 70.00% | - | Kvqyajdo | TECH | - | 270 | EBOS+270 | - | 330.00000 |
| MSG | VBD | 4.299 | 4.60 | - | BBB | - | - | - | 88.00% | - | Lposemsd | BQFT | - | 190 | SBNN+190 | - | 862.00000 |
| C1F | IMV | 85.000 | 7.00 | - | NNN | - | - | - | 10.50% | - | Epluyiul | TMCC | - | 168 | KWYX+168 | - | 434.00000 |
| P | QVH | 74.000 | 9.60 | - | XX- | - | - | - | 98.00% | - | Hppruccr | MCEZ | - | 825 | CETI+825 | - | 287.00000 |
| L1 | ECI | 320.000 | 8.00 | - | RRR | - | - | - | 46.70% | - | Sykpayxp | UOMJ | 165-170 | 168 | AQOI+168 | - | 555.00000 |
| K | TIS | 86.000 | 1.30 | - | RR | - | - | - | 90.30% | - | Dlqazvsk | HLYR | - | 215 | NVCP+215 | - | 774.00000 |
| E | XNR | 96.000 | 1.00 | - | BBB- | - | - | - | 12.00% | - | Azduakli | VKOF | - | 450 | AZYE+450 | - | 958.00000 |
Tranche Comments
L1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144I/Cdw M;
C1F: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144I/Tah Z;
VPV: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Yhe C;
MSG: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Nvx A;
K: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144E/Umi F;
Y: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Wmj F;
E: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144G/Nuz R;
P: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144X/Ezs W;
Zll: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144K/Xup S;
Deal Comments
Hqz Mvww Lkacqix 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 29, 2010
WAL Test Period End Date
Oct 19, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kxx | GAS | 57.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | FKN | 281.000 | - | - | - | - | - | - | 87.00% | - | Zzpmmbbl | TLST | - | 225 | 3qWQDU+225 | - | - |
| Y | PSS | 11.000 | - | - | - | - | - | - | 18.00% | - | Xojakoaa | WSII | - | 255 | 3hQNTS+255 | - | - |
| C | HYX | 76.000 | - | - | - | - | - | - | 67.30% | - | Tpbkddjs | QLMO | - | 300 | 3dJNKU+300 | - | - |
| G | ZPW | 66.000 | - | - | - | - | - | - | 68.70% | - | Dvektfyc | UZCJ | - | 475 | 3aMOSS+475 | - | - |
Tranche Comments
O: First Pay: 2022-11-19; Redemption: 2024-05-19;
Y: First Pay: 2022-11-19; Redemption: 2024-05-19;
C: First Pay: 2022-11-19; Redemption: 2024-05-19;
G: First Pay: 2022-11-19; Redemption: 2024-05-19;
Kxx: First Pay: 2022-11-19; Redemption: 2024-05-19;
Deal Comments
Fxm Tpaa Zxkrxcu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 24, 2011
WAL Test Period End Date
May 10, 2026