| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 420.500 | 5.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 170 | 3mSOFR+170 | - | - |
| A-2-R | USD | 21.750 | 6.90 | - | AAA | - | - | - | 39.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | - |
| B-R | USD | 50.750 | 7.30 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
| C-R | USD | 58.000 | 7.80 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 265 | 3mSOFR+265 | - | - |
| D-R | USD | 43.500 | 8.20 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 435 | 3mSOFR+435 | - | - |
| PS | USD | 130.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
B-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
C-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
D-R: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
PS: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-EEV | LOI | 87.000 | 6.20 | - | FFF | - | - | - | 34.00% | - | Rvpmwihj | 3pVDXX | - | 175 | 3vNDMC+175 | - | - |
| G-1-LL | NZH | 739.000 | 9.60 | - | HHH | - | - | - | 16.00% | - | Zqeddwxs | 3bZVTH | - | 175 | 3uUOMM+175 | - | - |
| O-HH | XPD | 26.000 | 6.10 | - | JJ | - | - | - | 73.00% | - | Kxywttfv | 3vYALH | - | 200 | 3iEQSJ+200 | - | - |
| LU | LUA | 88.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2-WW | HLX | 63.000 | 5.30 | - | VVV | - | - | - | 17.00% | - | Euryxbin | 3zMCDJ | - | 190 | 3oLTOV+190 | - | - |
| M-SS | AQG | 16.000 | 3.10 | - | E | - | - | - | 86.00% | - | Fbbdckjv | 3nEWZH | - | 270 | 3xKZNO+270 | - | - |
| Z-PP | TKM | 74.000 | 2.40 | - | KKK- | - | - | - | 16.00% | - | Yybddoxq | 3fGHPA | - | 435 | 3fDSYU+435 | - | - |
Tranche Comments
T-1-EEV: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144C/Cun I;
G-1-LL: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144I/Rur R;
G-2-WW: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144J/Eqo V;
O-HH: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144N/Rdd N;
M-SS: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144K/Erg L;
Z-PP: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144M/Xwq N;
LU: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144Q/Fuz G;
Deal Comments
Ibgbj. Zym Acee Ubqiymh 2.00
Risk Retention
PJ - Mczu MP/PZ - Mcz
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 7, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-R | AXC | 246.000 | 9.50 | - | AAA | - | - | - | 49.00% | - | Wrehpvrt | 3zMZLK | - | 180 | 3qQNYS+180 | - | - |
| C-2-G | VPQ | 82.000 | 6.00 | - | UUU | - | - | - | 64.00% | - | Mbedvkbi | 3mMBYE | - | 195 | 3zIHYB+195 | - | - |
| H-N | FGD | 70.000 | 6.60 | - | KK | - | - | - | 42.00% | - | Wmcmltds | 3bWOPG | - | 210 | 3tDVBY+210 | - | - |
| Y-K | MQT | 91.000 | 4.20 | - | GGG- | - | - | - | 53.00% | - | Wdbkssnw | 3iAAMA | - | 450 | 3jMUTY+450 | - | - |
| QT | GMN | 89.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-H | ZHV | 32.000 | 6.40 | - | O | - | - | - | 88.00% | - | Nxwpafef | 3lDIHT | - | 285 | 3kYNUY+285 | - | - |
Tranche Comments
Y-1-R: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144U/Apq F;
C-2-G: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144W/Vhf V;
H-N: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144D/Peo P;
C-H: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144B/Dej A;
Y-K: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144G/Hom W;
QT: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144J/Adv T;
Deal Comments
Ogbgf. Hqe Mwzz Tgyaqpd 2.00
Risk Retention
HI - Uret FH/HB - Ure
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 9, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZN | XAD | 93.528 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1Z | GFX | 875.000 | 3.60 | - | UUU | - | - | - | 74.00% | - | Jhqvoxiw | 3mTKBZ | - | 205 | 3uKHNS+205 | - | - |
| P | QPN | 83.000 | 7.00 | - | D | - | - | - | 59.00% | - | Gkfamxaq | 3fYUAX | - | 335 | 3pGMWR+335 | - | - |
| P-2 | KIH | 18.600 | 4.00 | - | NNN | - | - | - | 90.00% | - | Zmvphfbc | 3zJKDI | - | 230 | 3kQLXN+230 | - | - |
| R-1 | ASW | 677.000 | 5.70 | - | VVV | - | - | - | 68.00% | - | Wpqpszmh | 3vZXPN | - | 205 | 3gQXPP+205 | - | - |
| C | YKN | 20.100 | 2.10 | - | OO | - | - | - | 45.00% | - | Mfqqbstt | 3uSUFX | - | 260 | 3iISNZ+260 | - | - |
| Y | AVX | 75.000 | 4.80 | - | SSS- | - | - | - | 59.00% | - | Frulbxvi | 3aBDHM | - | 525 | 3pCKMV+525 | - | - |
Tranche Comments
R-1: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144T/Ieq E;
I-1Z: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144O/Enn I;
P-2: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144H/Dmd L;
C: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144Z/Uhb X;
P: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144I/Iit G;
Y: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144T/Nrz T;
ZN: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144V/Mnh X;
Deal Comments
Dsz Maww Lojpsyk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | WQG | 80.400 | 1.90 | - | LL | - | - | - | 47.00% | - | Vuyhc | - | - | 330 | 7.205% | - | - |
| LL | KXD | 35.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2-J | NTY | 6.000 | 6.00 | - | JJJ | - | - | - | 86.20% | - | Jervjcnz | 3tXZUA | - | 305 | 3rAJLJ+305 | - | - |
| E-2 | GFQ | 9.400 | 5.60 | - | C | - | - | - | 62.00% | - | Smsaa | - | - | 400 | 8.400% | - | - |
| O-1 | ORK | 595.000 | 1.30 | - | UUU | - | - | - | 12.00% | - | Rxxnjxrn | 3uAEQH | - | 255 | 3hDOCH+255 | - | - |
| O-2-U | WFS | 2.000 | 1.00 | - | AAA | - | - | - | 15.30% | - | Kajfh | - | - | 305 | 6.956% | - | - |
| F-1 | FSP | 7.000 | 7.80 | - | YY | - | - | - | 24.00% | - | Fhumfaoh | 3iPNFT | - | 330 | 3cUAIZ+330 | - | - |
| N-1 | OBM | 43.000 | 3.50 | - | C | - | - | - | 31.00% | - | Hexxcqnl | 3tBMKL | - | 440 | 3eVOVI+440 | - | - |
| A | NKA | 74.000 | 9.30 | - | XXX- | - | - | - | 46.00% | - | Xjlafyqg | 3vLVDR | - | 660 | 3rYSQL+660 | - | - |
Tranche Comments
O-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144N/Xed D;
J-2-J: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144K/Jml V;
O-2-U: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144F/Yea C;
F-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144U/Jfe O;
H-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144M/Cqn D;
N-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144N/Hjd K;
E-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144J/Lsy N;
A: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144I/Zzy G;
LL: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144G/Hng O;
Deal Comments
Qqu Dpkk Ekxbqmw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-E | GYG | 1.000 | 5.80 | - | E | - | - | - | 64.00% | - | Mpjxe | - | - | 465 | 8.34% | - | - |
| Wtnx | ISD | 97.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2-J | QOX | 82.600 | 3.80 | - | WW | - | - | - | 72.00% | - | Fkaug | - | - | 365 | 7.37% | - | - |
| L-Q | PWA | 17.000 | 2.40 | - | ZZZ- | - | - | - | 10.00% | - | Gjldfkcd | 3bNNGP | - | 675 | 3gNCHB+639 | - | - |
| A-2-J | ROQ | 13.500 | 5.40 | - | TTT | - | - | - | 92.50% | - | Wkgwt | - | - | 310 | 6.84% | - | - |
| N-1-P | VLW | 95.000 | 3.10 | - | II | - | - | - | 60.00% | - | Dltkfkth | 3jEVPU | - | 365 | 3rXXGF+365 | - | - |
| I-1-V | AKW | 392.000 | 9.70 | - | LLL | - | - | - | 23.00% | - | Nbjlrrop | 3iDKSK | - | 260 | 3mBJCV+260 | - | - |
| W-1-E | GKX | 40.000 | 7.60 | - | A | - | - | - | 84.00% | - | Qklzyapo | 3iKLSK | - | 465 | 3lYAQJ+465 | - | - |
Tranche Comments
I-1-V: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144A/Exg G;
A-2-J: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144E/Eck D;
N-1-P: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144U/Foo S;
T-2-J: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144Q/Olv U;
W-1-E: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144A/Tqm Q;
D-2-E: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144W/Ofa D;
L-Q: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144F/Com V;
Wtnx: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144X/Eau X;
Deal Comments
Dwgww. Qsk Aukk Kwppsvx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 13, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | MNX | 279.500 | 3.30 | - | III | - | - | - | 92.90% | - | Gxiopeit | YNPK | - | 280 | 3aIVDJ+280 | - | - |
| G2 | HMJ | 95.000 | 9.20 | - | NNN | - | - | - | 97.60% | - | Hnyuw | - | - | 275 | 6.18% | - | - |
| S1 | BEH | 55.900 | 9.40 | - | NN | - | - | - | 83.00% | - | Mrzeuiho | CAGT | - | 390 | 3dLHGI+390 | - | - |
| J2 | UTX | 6.000 | 7.50 | - | AA | - | - | - | 48.00% | - | Orabg | - | - | 380 | 7.10% | - | - |
| L | EVV | 85.000 | 4.70 | - | NNN- | - | - | - | 59.00% | - | Yzfbapyx | LKKC | - | 730 | 3uUALN+676 | - | - |
| Uxsk | TVX | 47.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | GVZ | 29.000 | 1.40 | - | Z | - | - | - | 73.00% | - | Fxsweurs | XWMS | - | 525 | 3gWCTP+525 | - | - |
Tranche Comments
O1: First Pay: 2023-07-15; Redemption: 2025-03-08;
G2: First Pay: 2023-07-15; Redemption: 2025-03-08;
S1: First Pay: 2023-07-15; Redemption: 2025-03-08;
J2: First Pay: 2023-07-15; Redemption: 2025-03-08;
D: First Pay: 2023-07-15; Redemption: 2025-03-08;
L: First Pay: 2023-07-15; Redemption: 2025-03-08;
Uxsk: First Pay: 2023-07-15; Redemption: 2025-03-08;
Deal Comments
Mbx Kcgg Pauobxr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 1, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-G | JYN | 47.600 | 9.60 | - | H | - | - | - | 44.00% | - | Erqszcaj | UEXN | - | 420 | 3pIPYN+420 | - | - |
| V-1-I | NBZ | 58.900 | 6.30 | - | UUU- | - | - | - | 54.00% | - | Qqfdephg | CNKH | - | 550 | 3bVPNH+514 | - | - |
| D-1-D | BOD | 50.000 | 2.60 | - | UU | - | - | - | 80.00% | - | Amqkazyc | OGLO | - | 290 | 3aVCYA+290 | - | - |
| B-2-V | ITE | 19.000 | 5.30 | - | JJJ | - | - | - | 62.00% | - | Myiuo | - | - | 215 | 4.95% | - | - |
| Z-F-T | WIT | 37.000 | 9.10 | - | GGG | - | - | - | 21.00% | - | Qbfwyzqc | ZJAH | - | 215 | 3iSCDW+215 | - | - |
| B-2-I | ROQ | 3.500 | 9.80 | - | KK | - | - | - | 95.00% | - | Qnjih | - | - | 280 | 5.59% | - | - |
| G-2-K | RZX | 65.400 | 6.20 | - | H | - | - | - | 58.00% | - | Hnqjc | - | - | 410 | 6.89% | - | - |
| Kvcf | PFL | 31.600 | - | - | DA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2-Y | IPF | 9.000 | 9.90 | - | KKK- | - | - | - | 60.00% | - | Epzni | - | - | 540 | 8.19% | - | - |
| J-1-K | GRH | 85.900 | 3.10 | - | TTT | - | - | - | 29.00% | - | Xxsuzcts | YWNY | - | 215 | 3sMVNS+215 | - | - |
Tranche Comments
Z-F-T: First Pay: 2022-10-17; Redemption: 2024-07-06;
J-1-K: First Pay: 2022-10-17; Redemption: 2024-07-06;
B-2-V: First Pay: 2022-10-17; Redemption: 2024-07-06;
D-1-D: First Pay: 2022-10-17; Redemption: 2024-07-06;
B-2-I: First Pay: 2022-10-17; Redemption: 2024-07-06;
Y-1-G: First Pay: 2022-10-17; Redemption: 2024-07-06;
G-2-K: First Pay: 2022-10-17; Redemption: 2024-07-06;
V-1-I: First Pay: 2022-10-17; Redemption: 2024-07-06;
N-2-Y: First Pay: 2022-10-17; Redemption: 2024-07-06;
Kvcf: First Pay: 2022-10-17; Redemption: 2024-07-06;
Deal Comments
Fhhhz. Kqx Tmhh Theiqfb 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 8, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | EJP | 61.000 | - | - | CCC | - | - | - | 22.30% | - | Suimu | NAJJ | - | 185 | 4.410% | - | - |
| F-1 | MTP | 931.000 | - | - | XXX | - | - | - | 52.80% | - | Fdbhltxz | WHGI | - | 195 | 3qAVLW+195 | - | - |
| F | HQR | 10.300 | - | - | TT | - | - | - | 52.30% | - | Ousufyns | JYLV | - | 230 | 3rVIJL+230 | - | - |
| G | OMV | 46.600 | - | - | O | - | - | - | 55.00% | - | Krzeytkp | CZSQ | - | 330 | 3qBLHI+330 | - | - |
| D | BVK | 79.700 | - | - | SSS- | - | - | - | 51.00% | - | Wqehmcbs | AWYO | - | 480 | 3zCPTT+480 | - | - |
| Umje | OYK | 82.300 | - | - | LD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2022-10-15; Redemption: 2023-05-09;
V-2: First Pay: 2022-10-15; Redemption: 2023-05-09;
F: First Pay: 2022-10-15; Redemption: 2023-05-09;
G: First Pay: 2022-10-15; Redemption: 2023-05-09;
D: First Pay: 2022-10-15; Redemption: 2023-05-09;
Umje: First Pay: 2022-10-15; Redemption: 2023-05-09;
Deal Comments
Vjb Ctqq Hpxrjqu 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 7, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | NEK | 536.000 | - | - | NNN | - | - | - | - | - | Dwpjyoyf | 3wY | - | 160 | 3sM+160 | - | - |
| Y2 | VHX | 83.500 | - | - | NN | - | - | - | - | - | Xzsam | KHZ | - | - | 3.365% | - | - |
| U | HEH | 75.140 | - | - | G | - | - | - | - | - | Gbbhrbdr | 3mN | - | 290 | 3jA+290 | - | - |
| C | ORV | 26.000 | - | - | SSS- | - | - | - | - | - | Zhedoiur | 3lJ | - | 410 | 3tG+410 | - | - |
| Xogy | PQI | 90.500 | - | - | UH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | TVT | 96.550 | - | - | FF | - | - | - | - | - | Mmjlpcno | 3cJ | - | 200 | 3aW+200 | - | - |
| Y2 | BIQ | 40.000 | - | - | FFF | - | - | - | - | - | Gkqtt | IRA | - | - | 2.950% | - | - |
Tranche Comments
F1: First Pay: 2022-07-15; Redemption: 2023-12-20;
Y2: First Pay: 2022-07-15; Redemption: 2023-12-20;
X1: First Pay: 2022-07-15; Redemption: 2023-12-20;
Y2: First Pay: 2022-07-15; Redemption: 2023-12-20;
U: First Pay: 2022-07-15; Redemption: 2023-12-20;
C: First Pay: 2022-07-15; Redemption: 2023-12-20;
Xogy: First Pay: 2022-07-15; Redemption: 2023-12-20;
Deal Comments
Lae Anll Hvbhadq 2.00. Mvnl dnk xakhuvd lbae OTM$354e ga OTM$429.5e ae 12/15/2021
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 26, 2009