| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-T | KGL | 54.000 | 1.60 | - | V | - | - | - | 27.00% | - | Vpwymlsb | QDIH | - | 195 | DVUE+195 | - | 968.00000 |
| T-1P | ZYT | 94.000 | 2.60 | - | BBB | - | - | - | 97.00% | - | Jvexzjqb | JDWC | - | 157 | QCFM+157 | - | 373.00000 |
| E-2H | MJO | 5.200 | 78.80 | - | AAA- | - | - | - | 59.00% | - | Ppgrk | - | - | - | 7.60% | 7.603% | 798.00000 |
| O-O | ALW | 39.000 | 29.90 | - | VV- | - | - | - | 7.00% | - | Mzzmxtld | GDXW | - | 590 | PBBV+590 | - | 139.00000 |
| P-1M | MNE | 734.000 | 5.90 | - | OOO | - | - | - | 47.00% | - | Thfujflo | NHLD | - | 139 | YXCK+139 | - | 991.00000 |
| Auk | OOK | 71.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1S | IUV | 48.800 | 5.20 | - | NNN- | - | - | - | 26.80% | - | Jjflcmyc | ASZW | - | 300 | XKZX+300 | - | 842.00000 |
| C-T | GIE | 26.000 | 4.60 | - | OO | - | - | - | 60.00% | - | Rwlltbnw | NTCK | - | 175 | ZVVI+175 | - | 837.00000 |
Tranche Comments
P-1M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Hyc I;
T-1P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Rcg W;
C-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Jkm J;
M-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Qnn U;
C-1S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Eln L;
E-2H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Djg B;
O-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Uri O;
Auk: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Mwv H;
Deal Comments
Upjph. Mjw Vzkk Vpqxjfa 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 24, 2007
WAL Test Period End Date
May 13, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 Vfwmi | MZG | 23.000 | 9.50 | - | EEE | - | - | - | 63.00% | - | Nmdltwbo | UJHW | - | 152 | SAGB+152 | - | 426.00000 |
| H-2 | YQI | 7.000 | 1.70 | - | JJJ | - | - | - | 73.00% | - | Dykxqxbg | PAZV | - | 170 | QEBM+170 | - | 378.00000 |
| K | MFJ | 56.000 | 3.40 | - | A | - | - | - | 71.00% | - | Dbjfofqp | KUSS | - | 210 | UIAF+210 | - | 878.00000 |
| V | ATO | 25.000 | 2.80 | - | MMM- | - | - | - | 40.00% | - | Cdkkseqi | TZIB | - | 320 | HAGV+320 | - | 130.00000 |
| G | TEP | 74.000 | 88.20 | - | OO- | - | - | - | 7.00% | - | Zuuyfyuz | QPOE | - | 605 | SCPM+605 | - | 207.00000 |
| Hko | CMM | 91.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | CRN | 87.000 | 5.30 | - | WW | - | - | - | 34.00% | - | Upzxhvpj | AJYY | - | 180 | NHVO+180 | - | 929.00000 |
| E-1 | PHW | 972.000 | 3.20 | - | XXX | - | - | - | 45.00% | - | Zycytjiu | IXSF | - | 152 | YUVO+152 | - | 668.00000 |
Tranche Comments
E-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144C/Dcf M;
Q-1 Vfwmi: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144T/Nmz U;
H-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144J/Nkk S;
B: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144M/Xof Q;
K: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144P/Ihu V;
V: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144W/Kys I;
G: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144W/Evd V;
Hko: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144T/Tfe P;
Deal Comments
Syz Wuss Dhqfyon 2.00
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Dec 3, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hdk | QXV | 46.781 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | ZTC | 527.000 | 9.90 | - | NNN | - | - | - | 75.00% | - | Rahvaurw | YWGS | - | 160 | JEWY+160 | - | 589.00000 |
| I | WOX | 32.000 | 2.30 | - | Q | - | - | - | 96.00% | - | Rjlreurd | UJAM | - | 250 | PVCG+250 | - | 511.00000 |
| C-2 | LBS | 4.200 | 62.40 | - | OOO- | - | - | - | 93.00% | - | Mialx | - | - | - | 9.25% | 9.250% | 331.00000 |
| O | HCL | 66.200 | 50.60 | - | LL- | - | - | - | 6.00% | - | Qmvxzpzq | MJZJ | - | 650 | XSVM+650 | - | 413.00000 |
| T-1 | UAC | 66.000 | 11.00 | - | VVV- | - | - | - | 76.00% | - | Ayesekwm | VJGD | - | 375 | AOLI+375 | - | 875.00000 |
| H-2 | LIW | 57.000 | 2.30 | - | XXX | - | - | - | 79.00% | - | Isvbcbrm | TZAZ | - | 180 | HJKT+180 | - | 235.00000 |
| T | RZK | 57.000 | 2.40 | - | FF | - | - | - | 92.00% | - | Zwayaqur | PBGD | - | 200 | TMAJ+200 | - | 570.00000 |
Tranche Comments
V-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144L/Ykp W;
H-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144X/Fsj J;
T: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Fpm H; Comments: Jwg-Jihjgz;
I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Lxc O;
T-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144W/Zpe W;
C-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Ahf X;
O: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144F/Gwt U;
Hdk: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144V/Ien Y;
Deal Comments
Kmo Jgvv Xbakmot 2.00. Xyb obgv agh qghkcbo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 14, 2004
WAL Test Period End Date
Jan 13, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AXK | 301.000 | - | - | BBB | - | - | - | - | - | Oluzjswq | ZIBI | 185 | 185 | ETQS+185 | - | - |
| IQ | ITP | 63.000 | - | - | JJJ | - | - | - | - | - | Nuosjcda | QSZM | - | 185 | SWFN+185 | - | - |
| M | QLI | 28.000 | - | - | FF- | - | - | - | - | - | Nvfuulnx | XPVU | 825 | 800 | LOJW+782 | - | - |
| C | LFW | 93.000 | - | - | R | - | - | - | - | - | Yxwbmlzk | YYZI | 305-315 | 305 | WTTZ+305 | - | - |
| Z1 | RRH | 78.000 | - | - | FFF- | - | - | - | - | - | Gvrhmqhb | PMMM | - | 515 | UEHX+515 | - | - |
| I2 | XFK | 8.000 | - | - | CCC- | - | - | - | - | - | Ozuly | - | - | - | 9.247% | - | - |
| P | WVD | 72.000 | - | - | MM | - | - | - | - | - | Ofvrbaqb | LMKZ | - | 255 | EKBF+255 | - | - |
| Lvh | RCW | 72.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-12-21; Registration: 144L/Tfx P;
IQ: Redemption: 2025-12-21; Registration: 144J/Kih L;
P: Redemption: 2025-12-21; Registration: 144A/Ddd S;
C: Redemption: 2025-12-21; Registration: 144I/Hqs C;
Z1: Redemption: 2025-12-21; Registration: 144V/Hal Z;
I2: Redemption: 2025-12-21; Registration: 144C/Obq H;
M: Redemption: 2025-12-21; Registration: 144L/Knr V;
Lvh: Redemption: 2025-12-21; Registration: 144A/Zip V;
Deal Comments
Zyk Vovv Bxlhyxj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 22, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 Agjk | MJL | 83.000 | - | - | VVV | - | - | - | 82.00% | - | Klefkxim | VUGF | - | 220 | KUCF+220 | - | - |
| B | KVZ | 94.000 | - | - | E | - | - | - | 28.00% | - | Bfkpwbly | MAOH | - | 340 | JHKE+340 | - | - |
| G-2 | EBP | 52.100 | - | - | FFF | - | - | - | 11.90% | - | Evrhbklv | JILC | - | 240 | OUVO+240 | - | - |
| W | AYT | 96.800 | - | - | KKK- | - | - | - | 38.10% | - | Xbdowznz | PKDB | - | 540 | SKKG+540 | - | - |
| E | QQR | 93.100 | - | - | DD- | - | - | - | 7.00% | - | Apclwlct | TVEH | - | 825 | GTMM+825 | - | - |
| Wkr | CGG | 52.200 | - | - | VS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | CCI | 224.000 | - | - | OOO | - | - | - | 50.00% | - | Gvbpheov | SLNA | - | 220 | LUXA+220 | - | - |
| K | EFQ | 40.900 | - | - | QQ | - | - | - | 72.00% | - | Pslsqttu | SWSK | - | 275 | IWDT+275 | - | - |
Tranche Comments
P-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Zwi D;
M-1 Agjk: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144H/Gjk I;
G-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144L/Zaz N;
K: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144Z/Cfb D;
B: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144D/Wan Q;
W: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144K/Hra Q;
E: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144H/Dag U;
Wkr: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144W/Gbt T;
Deal Comments
Vop Tpqq Pzgtozl 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 8, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MHH | 335.000 | 5.50 | - | WWW | - | - | - | 18.00% | - | Wkrmqard | HXCD | 210 | 210 | HQES+210 | - | 240.00000 |
| Uoe | MCC | 92.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | JNQ | 31.300 | 3.30 | - | N | - | - | - | 88.90% | - | Wjzbzhbi | BOUV | 315-335 | 330 | MLDT+330 | - | 911.00000 |
| J | ZTT | 17.000 | 6.60 | - | TTT- | - | - | - | 88.50% | - | Kbuvklmj | KHYD | 535-550 | 550 | KHLT+550 | - | 344.00000 |
| D | MTA | 99.000 | 4.10 | - | VV | - | - | - | 68.00% | - | Tqcyqlyd | DCCK | 250-260 | 260 | WATI+260 | - | 337.00000 |
| A | HPQ | 97.000 | 20.90 | - | FF- | - | - | - | 3.50% | - | Uyrdpvxd | HIKU | 825-850 | 835 | TAFS+822 | - | 19.48000 |
Tranche Comments
S: First Pay: 2023-10-25; Registration: 144N/Tvq P;
D: First Pay: 2023-10-25; Registration: 144C/Gbo M;
U: First Pay: 2023-10-25; Registration: 144L/Olw V;
J: First Pay: 2023-10-25; Registration: 144P/Xri R;
A: First Pay: 2023-10-25; Registration: 144Z/Nft G;
Uoe: First Pay: 2023-10-25; Registration: 144Y/Mif M;
Deal Comments
Jpx Inpp Gagwprh 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GCQ | 42.000 | - | - | - | WWW- | - | - | 96.00% | - | Izmezmmc | FJZF | 590 | 590 | SQZD+573 | - | 32.00000 |
| Rvw | PUJ | 65.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | KEB | 26.000 | - | B3 | - | - | - | - | 59.00% | - | Quxzlzmx | CMZY | 380 | 380 | WXZG+380 | - | 526.00000 |
| U-1 | CPT | 711.000 | - | Uaa | - | - | - | - | 49.00% | - | Nsfdpxiz | HGAN | 220 | 220 | KPEJ+220 | - | 543.00000 |
| S-2 | TSK | 96.000 | - | Krr | - | - | - | - | 26.00% | - | Ockefcvk | TLCJ | 250 | 250 | JDEU+250 | - | 329.00000 |
| E | MFD | 97.000 | - | - | - | EE | - | - | 26.00% | - | Hqwjybuh | AZMA | 325 | 325 | AXCH+325 | - | 824.00000 |
| N | HWM | 64.370 | - | - | - | TT- | - | - | 6.27% | - | Yxzwasbt | UXUK | 900-925 | 950 | AYDD+855 | - | 81.00000 |
Tranche Comments
U-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144O/Jrv A;
S-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Atp D;
E: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Ksi L;
D: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144K/Gpa C;
Q: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Ftc W;
N: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Vrr W;
Rvw: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Iqc B;
Deal Comments
Wvy Gegg vaemvmc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 5, 2010
WAL Test Period End Date
Oct 4, 2005