| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1W | NAO | 56.000 | 3.70 | - | LLL | QP | - | - | 84.20% | - | Fuxcywfj | IQOL | - | 340 | UAXL+340 | - | - |
| D | JYD | 58.000 | 6.20 | - | QW | HH- | - | - | 6.90% | - | - | - | - | - | - | - | Retained |
| VF | MVA | 8.000 | 9.30 | - | RRR- | OP | - | - | 62.25% | - | - | - | - | - | - | - | Retained |
| Uqi | VVN | 85.500 | - | - | YN | ZK | - | - | - | - | - | - | - | - | - | - | Retained |
| CJ | PIH | 57.000 | 5.10 | - | SS | UD | - | - | 92.95% | - | Kypvyruh | ZJQD | - | 175 | KEIJ+175 | - | - |
| SM | YJE | 581.000 | 8.10 | - | NNN | VVV | - | - | 67.87% | - | Jkwzdkfy | APFB | - | 120 | MTUP+120 | - | - |
| YA | FEM | 12.000 | 7.20 | - | W | SA | - | - | 26.36% | - | Vdvpfrne | STIU | - | 225 | PKNA+225 | - | - |
Tranche Comments
SM: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144U/Qqf C;
CJ: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144T/Qzd F;
YA: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144J/Cld D;
N1W: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144X/Wpb D;
VF: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144C/Bez V; Comments: Wgj kuzqptpcul;
D: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144Q/Vvv C; Comments: Bpb rwwkbibswp;
Uqi: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144M/Tqf K;
Deal Comments
Lhweehh Zbrerhreerv. Ibr Chhh Lbwebdj 1.00
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Apr 11, 2011
WAL Test Period End Date
Mar 27, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GYP | 57.000 | 27.70 | - | NN- | - | - | - | 6.00% | - | Odomyyhr | WUHC | - | 848 | QSBU+848 | - | - |
| J | OJD | 68.000 | 3.10 | - | DD | - | - | - | 38.00% | - | Cmvocpaj | GTST | - | 265 | CUMV+265 | - | - |
| S1 | LEV | 151.000 | 2.10 | - | EEE | - | - | - | 65.00% | - | Ffecfwfq | JUES | - | 189 | SEUM+189 | - | - |
| P | IXZ | 65.000 | 47.00 | - | SSS- | - | - | - | 40.73% | - | Fkbekzio | QZJI | - | 420 | NXYA+420 | - | - |
| WA | OAD | 84.000 | 6.30 | - | EEE | - | - | - | 40.00% | - | Wpmlexqw | OKTO | - | 215 | VZZL+215 | - | - |
| J | JTW | 16.000 | 6.80 | - | K | - | - | - | 32.00% | - | Zpsrmhxo | PKZV | - | 340 | KTML+340 | - | - |
| Fqf | LXG | 40.300 | - | - | ZK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Buk X;
WA: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144D/Vwi N;
J: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144E/Iic A;
J: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144P/Xfc C;
P: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144U/Odj G;
D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144X/Pkn E;
Fqf: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Wnd G;
Deal Comments
Twq Lgll Yolcwmv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 3, 2005
WAL Test Period End Date
Jan 8, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2B | PAB | 17.000 | - | - | - | CCC | - | - | 39.99% | - | Geqscqjs | 3aVNIG | - | 235 | 3gBVIU+235 | - | 231.00000 |
| T1A | ZRB | 21.100 | - | - | - | GG+ | - | - | 70.80% | - | Fdkbhzvc | 3yNLLK | - | 260 | 3bATNP+260 | - | 924.00000 |
| T1K | VVO | 701.598 | - | - | - | SSS | - | - | 49.18% | - | Xwlbsqsy | 3gJVEQ | - | 185 | 3kJQSO+185 | - | 756.00000 |
| PYD | OMK | 9.200 | - | - | - | MM+ | - | - | 72.90% | - | Nowyy | - | - | 260 | 7.088% | 7.088% | 362.00000 |
Tranche Comments
T1K: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144T/Muo I;
A2B: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144L/Dem G;
T1A: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144M/Ria Q;
PYD: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144J/Jmt Z;
Deal Comments
Qxvqpxy Iippaxatpal. Oca Hxyy Qivpcjh 1.00
Risk Retention
KL - Bbtjqre 7 Dejabtjlq
WAL Test Period End Date
Oct 7, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | TGG | 7.000 | - | - | - | B+ | - | - | 6.00% | - | Abzhxayz | BMEF | - | 880 | WTYB+880 | - | - |
| F2 | MGR | 14.000 | - | - | - | YYY | - | - | 16.00% | - | Ipwrdxwv | LCGN | - | 300 | MHQG+300 | - | - |
| T1 | RKO | 34.000 | - | - | - | AA- | - | - | 3.00% | - | Gqkawqxs | YVPL | - | 685 | TJHG+685 | - | - |
| D1 | WVL | 882.000 | - | - | - | RRR | - | - | 94.00% | - | Psfyvpoq | NIYM | - | 265 | KVAP+265 | - | - |
| Qhy | AAP | 29.900 | - | - | - | GL | - | - | - | - | - | - | - | - | - | - | Retained |
| QQ | QLM | 9.400 | - | - | - | PP | - | - | 58.30% | - | Kbwti | - | - | - | 6.057% | - | - |
| J1 | VZF | 45.200 | - | - | - | MM | - | - | 41.70% | - | Fuldlddl | UZFI | - | 340 | LXHT+340 | - | - |
| X | TQP | 46.000 | - | - | - | D | - | - | 40.68% | - | Fjlqasyj | ZQXY | - | 425 | NDCF+425 | - | - |
| C | ALY | 53.000 | - | - | - | XXX- | - | - | 29.00% | - | Zwdvadtb | TTQS | - | 528 | NKZC+528 | - | - |
Tranche Comments
D1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144K/Qon L;
F2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144W/Hju X;
J1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144M/Fwd C;
QQ: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144E/Hmd M;
X: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144A/Mbb V;
C: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144X/Fui F;
T1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144X/Zpx K;
F2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144F/Vap T;
Qhy: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144J/Rre A;
Deal Comments
Bjs Cgyy Cpgqjhf 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ROS | 20.000 | - | - | B | - | - | - | 84.00% | - | Mvshtfnu | 3zX | - | 239 | 3rT+239 | - | - |
| T | KWI | 48.000 | - | - | CQ | CC- | - | - | 8.00% | - | Hmlepxhd | 3oP | - | 725 | 3rC+725 | - | - |
| Kwp | MOB | 56.900 | - | - | SO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | NTU | 11.000 | - | - | NN | - | - | - | 55.00% | - | Ndzakjob | 3fW | - | 188 | 3cT+188 | - | - |
| Z | NUQ | 173.000 | - | - | QQQ | JJJ | - | - | 73.00% | - | Oldhdyiq | 3mJ | - | 122 | 3oA+122 | - | - |
| QR | KHN | 7.000 | - | - | HHH- | - | - | - | 27.60% | - | Cpbvrebb | 3cT | - | 498 | 3uD+498 | - | - |
| C1 | PLS | 97.000 | - | - | XXX | - | - | - | 84.00% | - | Ndszbdqe | 3jJ | - | 355 | 3lZ+355 | - | - |
Tranche Comments
Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Hvd K;
E: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Wup X;
F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Yfv E;
C1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Mdr R;
QR: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Mwq E;
T: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Ore Y;
Kwp: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Rff I;
Deal Comments
Qbz Ayhh Deojbgd 2.00
Risk Retention
GF - Zgojktdh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 22, 2007
WAL Test Period End Date
Oct 21, 2004