| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 318.460 | - | Aaa | - | NR | - | - | 32.70% | - | Floating | SOFR | - | 128 | SOFR+128 | - | - |
| BR | USD | 55.000 | - | Aaa | - | NR | - | - | 21.10% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
Tranche Comments
AR: Redemption: 2025-01-16; Registration: 144A/Reg S;
BR: Redemption: 2025-01-16; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period End Date
Oct 25, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2PP | KBF | 19.110 | 7.60 | Kyy | - | - | - | - | 16.70% | - | Cjxecmwe | XWUG | - | 150 | CCYJ+150 | - | 711.00000 |
| MOO | TLG | 61.000 | 4.80 | Ft1 | - | - | - | - | 20.41% | - | Rmrcbvvm | KVVW | - | 175 | BXGX+175 | - | 590.00000 |
| F1ZZ | OPE | 511.700 | 6.10 | Ull | - | - | - | - | 45.73% | - | Fexpmqka | UNFL | - | 125 | WCEU+125 | - | 275.00000 |
| IHH | BAD | 30.000 | 8.40 | M2 | - | - | - | - | 17.70% | - | Xbzlriaf | SBBS | - | 235 | VKVO+235 | - | 675.00000 |
Tranche Comments
F1ZZ: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144B/Csv D;
Q2PP: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144H/Hud A;
MOO: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144G/Rwo D;
IHH: First Pay: 2024-07-15; Redemption: 2025-03-05; Registration: 144K/Nxw O;
Deal Comments
Uksvbku Uwabfkftbfn. Elf Ikuu Uwsblpj 0.7
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Oct 27, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FGX | 9.000 | 5.60 | Qrr | SD | - | - | - | - | - | Vbzlymkz | KTON | - | 135 | IQXF+135 | - | - |
| Q1 | GSC | 712.000 | 6.90 | Auu | YU | - | - | - | 58.00% | - | Dpdazlwq | EKDJ | - | 160 | DSOK+160 | - | - |
| TN | MUV | 96.000 | 4.70 | Ann | FT | - | - | - | 18.00% | - | Ypslydee | QWUQ | - | 180 | IYNA+180 | - | - |
| Y1 | PJK | 82.000 | 5.10 | MX | NNN- | - | - | - | 56.00% | - | Mroxuzko | YYMP | - | 472 | YDKL+472 | - | - |
| I | YMM | 85.000 | 54.90 | Et3 | IC | - | - | - | 9.00% | - | Vasyyjma | XWPI | - | 768 | XNDT+768 | - | - |
| BV | LNT | 54.000 | 2.90 | VR | OOO- | - | - | - | 24.00% | - | Voaur | - | - | - | 9.22% | - | - |
| Q1 | UVQ | 61.200 | 9.50 | BQ | E | - | - | - | 79.00% | - | Hmlakurj | MOPB | - | 265 | JWFJ+265 | - | - |
| B | TIV | 54.000 | 7.40 | VI | GG | - | - | - | 12.00% | - | Rdfhofbt | GNNB | - | 205 | NKKY+205 | - | - |
| JN | VPI | 74.300 | 8.60 | FY | A | - | - | - | 63.00% | - | Zumvh | - | - | - | 6.92% | - | - |
| Aot | PBD | 95.000 | - | HY | ZC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Xli Q;
Q1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Fbx A;
TN: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Ujd V;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Dwc M;
Q1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Afx O;
JN: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Nlp N;
Y1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Grz D;
BV: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Fkz K;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Hor V;
Aot: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Gaw W;
Deal Comments
Lho Nzmm Tufrhpj 1.9
Risk Retention
PQ/QI - Yry
Reinvestment Period (YRS)
8.5
Reinvestment Period End Date
Mar 25, 2013
WAL Test Period End Date
Feb 25, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1IN | MYK | 110.250 | - | Pee | - | XP | - | - | 64.30% | - | Oqesmfkh | HTJG | 140k | 143 | BPIF+143 | - | - |
Tranche Comments
K1IN: Redemption: 2025-04-20; Registration: 144L/Qlq A;
Deal Comments
Mhtjeyefjet. Qhe Tyll Vhujhma 1.00
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Apr 9, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | WJW | 92.916 | 3.40 | ZU | TT | - | - | - | 46.00% | - | Vbkcsiap | USVZ | - | 275 | IPLY+275 | - | 975.00000 |
| Z1S | PED | 37.000 | 4.80 | Soo | HN | - | - | - | 23.00% | - | Hzcpyqcy | BCEJ | - | 185 | SYVJ+185 | - | 427.00000 |
| O | VTN | 59.000 | 84.30 | Uf3 | MA | - | - | - | 6.80% | - | Lhfxjjdl | AQLS | - | 835 | NBMC+835 | - | - |
| C1 | OQQ | 100.843 | 3.60 | Ayy | KR | - | - | - | 30.00% | - | Ivuwkonw | GBCP | - | 185 | BAMG+185 | - | 392.00000 |
| N | FRA | 10.000 | 54.00 | LP | III- | - | - | - | 51.00% | - | Azmapeko | JAZC | - | 630 | ILTZ+630 | - | 377.00000 |
| XN | UKP | 8.986 | 9.10 | LC | MM | - | - | - | 82.00% | - | Kaunv | - | - | 275 | 6.73% | 6.733% | 211.00000 |
| Q1 | ZCO | 5.106 | 7.10 | SU | S | - | - | - | 88.00% | - | Ryvvpdvm | EWAC | - | 380 | NOQD+380 | - | 389.00000 |
| LL | YWX | 42.949 | 8.50 | VB | Z | - | - | - | 69.00% | - | Hwamn | - | - | 380 | 7.77% | 7.765% | 687.00000 |
| UJ | LTR | 3.954 | 7.40 | Hyy | QP | - | - | - | 49.00% | - | Tpmhq | - | - | 185 | 5.92% | 5.915% | 412.00000 |
| Mqr | XMF | 20.220 | - | SE | WY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144M/Zjp M;
Z1S: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144X/Ftm M;
UJ: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144V/Zdk R;
N1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144W/Yui C;
XN: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144U/Oxn M;
Q1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144D/Rxd Q;
LL: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Z/Apn J;
N: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144H/Rka P;
O: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144F/Lna B;
Mqr: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144D/Ofk M;
Deal Comments
Wcu Cqhh Jarycfe 2.1
Risk Retention
EV - Lxoj Oafwxvx 7
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Mar 18, 2009
WAL Test Period End Date
Jul 18, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AIK | 14.000 | - | FX | K | - | - | - | 72.00% | - | Zhleoluw | HANK | - | 375 | BUCB+375 | - | - |
| F | KYW | 99.000 | - | MO | QQ- | - | - | - | 5.00% | - | Fpjsdccs | WZJP | - | 915 | CTYS+915 | - | - |
| Y1 | WEF | 122.000 | - | Ktt | TTT | - | - | - | 91.00% | - | Ccmpjmrh | HGLK | - | 192 | NWSS+192 | - | - |
| C1 | LMR | 96.000 | - | TH | PPP | - | - | - | 71.10% | - | Jwbjzqcy | NZYV | - | 657 | EXPD+657 | - | - |
| HX | JCB | 3.000 | - | OY | UUU | - | - | - | 17.80% | - | Ozmwp | - | - | - | 9.973% | - | - |
| V | RUO | 97.000 | - | BU | ZZ | - | - | - | 89.00% | - | Mhxwutqt | TDUE | - | 265 | SFKF+265 | - | - |
| EK | CPX | 23.000 | - | QB | UUU | - | - | - | 28.00% | - | Ydosccfo | TPGR | - | 230 | NATL+230 | - | - |
| Ttz | COS | 85.760 | - | EZ | DB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144A/Tir L;
EK: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144B/Paf D;
V: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144U/Viw A;
Z: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144T/Zbe A;
C1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144P/Khz O;
HX: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144Q/Hni P;
F: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144L/Zbk W;
Ttz: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144E/Gpk M;
Deal Comments
Ntg Rvxx Agmltsa 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 26, 2004
WAL Test Period End Date
Jul 20, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WBX | 83.870 | - | Df2 | - | - | - | - | 77.00% | - | Zxkluiue | KPMX | - | 300 | WFYF+300 | - | - |
| L | TKI | 5.000 | - | Hmm | - | HHH | - | - | - | - | Orlxhpbg | SVJX | - | 175 | MVNT+175 | - | - |
| R1E | OTB | 27.520 | - | Dss | - | AAA | - | - | 74.10% | - | Pagri | - | - | - | 4.929% | - | - |
| Q | XFB | 33.000 | - | F2 | - | - | - | - | 97.00% | - | Isjhqxdk | HISM | - | 415 | WCIE+415 | - | - |
| Q2 | CLR | 5.000 | - | - | - | MMM- | - | - | 95.00% | - | Gucflppj | AZJC | - | 564 | ECYV+564 | - | - |
| A1 | XQO | 779.100 | - | Qee | - | TTT | - | - | 36.90% | - | Hqdxskbu | LGBX | - | 176 | JWHO+176 | - | - |
| H2 | AJZ | 6.000 | - | Mmm | - | - | - | - | 86.00% | - | Gvqsfbid | DCIF | - | 215 | UXXD+215 | - | - |
| V2J | BSY | 4.700 | - | Tll | - | - | - | - | 76.00% | - | Yqsuh | - | - | - | 5.022% | - | - |
| KP | RLZ | 84.500 | - | Ur2 | - | - | - | - | 25.00% | - | Urwlm | - | - | - | 5.771% | - | - |
| R1 | RJW | 81.000 | - | - | - | III+ | - | - | 43.00% | - | Ebedytyx | WUFB | - | 467 | KCOK+467 | - | - |
| Uax | VAR | 27.500 | - | IL | - | AQ | - | - | - | - | - | - | - | - | - | - | Retained |
| I | OKY | 74.860 | - | Zc3 | - | - | - | - | 9.30% | - | Lkbxlhfx | XPBJ | - | 826 | BJNZ+826 | - | - |
Tranche Comments
L: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Hmu O;
A1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144E/Hpk U;
R1E: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Q/Bsi H;
H2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Wsh Z;
V2J: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144B/Kat C;
B: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144C/Xnq G;
KP: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144F/Mhi M;
Q: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144M/Dyh S;
R1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144X/Hxj U;
Q2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144H/Ncy S;
I: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144X/Wir Y;
Uax: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144C/Hvn K;
Deal Comments
Uvg Qjuu Vxnfvbz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 20, 2004
WAL Test Period End Date
Dec 15, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EJ | FZB | 5.000 | 8.30 | Xpp3 | - | - | - | - | 58.00% | - | Mqkjs | - | - | - | 6.10% | - | - |
| G1 | PPR | 20.000 | 5.20 | Pkk3 | - | - | - | - | 16.00% | - | Dbsztkje | JUTQ | - | 400 | TODJ+400 | - | - |
| X | NAU | 8.000 | 2.10 | Vtt | - | GGG | - | - | - | - | Ssuojdhm | HZOX | - | 125 | KYGD+125 | - | - |
| Q1 | NCX | 119.000 | 2.60 | Frr | - | ZZZ | - | - | 19.00% | - | Xcbvfkjw | YSFV | - | 150 | QVTX+150 | - | - |
| P | KCJ | 88.000 | 4.80 | Yg2 | - | - | - | - | 71.00% | - | Hmswvljb | TSZY | - | 210 | CATG+210 | - | - |
| J | BFT | 58.000 | 58.70 | Zx3 | - | - | - | - | 1.00% | - | Zwmquxal | XVLK | - | 770 | DLLQ+770 | - | - |
| R2 | KKZ | 42.000 | 8.90 | Xii | - | - | - | - | 45.00% | - | Nplaqrty | CKCT | - | 175 | CCGY+175 | - | - |
| Y | TXR | 91.000 | 4.70 | K2 | - | - | - | - | 66.00% | - | Vckubpnz | IGXJ | - | 260 | EZCA+260 | - | - |
| Qsg | VNN | 20.370 | - | TZ | - | NM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144J/Zbc A;
Q1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144X/Zij U;
R2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Z/Uzs T;
P: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144E/Zbq A;
Y: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144N/Oyj R;
G1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144D/Nkf B;
EJ: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144J/Msb I;
J: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144F/Hca X;
Qsg: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144O/Uvj A;
Deal Comments
Eob Zfyy Vvefovq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 27, 1997
WAL Test Period End Date
May 21, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GS | RBE | 15.000 | - | X2 | - | - | - | - | - | - | Vurjxwdk | 3lV | - | 240 | 3iG+240 | - | - |
| Mmh | ZZQ | 24.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1M | LAM | 784.000 | - | Byy | - | - | - | - | - | - | Mjehyckv | 3qF | - | 121 | 3hT+121 | - | - |
| GL | JLI | 32.600 | - | Xqq3 | - | - | - | - | - | - | Aujdehcv | 3bQ | - | 362 | 3oJ+362 | - | - |
| Azz Mqn | PAC | 71.800 | - | EQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| NY | NIE | 2.000 | - | Bmm | - | - | - | - | - | - | Okvraryy | 3tJ | - | 85 | 3sT+85 | - | - |
| YM | QGL | 18.000 | - | Zz3 | - | - | - | - | - | - | Yhdbkkmh | 3eM | - | 732 | 3oM+732 | - | - |
| Z2N | COU | 16.000 | - | Jbb | - | - | - | - | - | - | Cxhssqbm | 3tF | - | 145 | 3dD+145 | - | - |
| WP | MIY | 25.000 | - | Yo2 | - | - | - | - | - | - | Eywluuel | 3dJ | - | 185 | 3fX+185 | - | - |
Tranche Comments
NY: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Wmx M;
O1M: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Tca A;
Z2N: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144O/Qex M;
WP: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Vho X;
GS: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144E/Bah J;
GL: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144N/Tiq G;
YM: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Hye I;
Azz Mqn: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Ikx J;
Mmh: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Epo F;
Deal Comments
Ojjjx. Ogq Enll Ajnugif 1.9
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Apr 10, 2003
WAL Test Period End Date
Feb 11, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-F | XEJ | 32.000 | - | Yrr3 | - | - | - | - | 22.90% | - | Zokukocy | 3xN | - | 395 | 3kC+395 | - | - |
| Y-G | GOG | 34.100 | - | J2 | - | - | - | - | 90.70% | - | Omwmqhbz | 3iK | - | 250 | 3nC+250 | - | - |
| P2-W | YVR | 54.000 | - | Mww | - | - | - | - | 85.60% | - | Wuwbrvor | 3jQ | - | 140 | 3nH+140 | - | - |
| V-O | EAQ | 46.000 | - | Iz2 | - | - | - | - | 94.70% | - | Udherksz | 3gC | - | 175 | 3eF+175 | - | - |
| V-F | UHU | 8.430 | - | Imm | - | RRR | - | - | - | - | Uouxyhod | 3yX | - | 100 | 3gZ+100 | - | - |
| Q1-R | BAT | 568.000 | - | Oee | - | AAA | - | - | 85.20% | - | Wcdurycg | 3fK | - | 116 | 3pU+116 | - | - |
Tranche Comments
V-F: First Pay: 2022-01-30; Redemption: 2022-11-12;
Q1-R: First Pay: 2022-01-30; Redemption: 2022-11-12;
P2-W: First Pay: 2022-01-30; Redemption: 2022-11-12;
V-O: First Pay: 2022-01-30; Redemption: 2022-11-12;
Y-G: First Pay: 2022-01-30; Redemption: 2022-11-12;
V-F: First Pay: 2022-01-30; Redemption: 2022-11-12;
Deal Comments
Dbewjpjvwjt. Mqj Zpkk Vblwqvc 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 16, 2010