| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | MWL | 5.700 | 3.64 | - | I | - | - | - | 63.00% | - | Vbiau | - | - | 255 | 6.58% | 6.577% | 347.00000 |
| M-2 | XZW | 8.919 | 8.43 | - | NNN | - | - | - | 13.00% | - | Wqphfqff | XQZT | - | 180 | HTEV+180 | - | 482.00000 |
| U | AKD | 1.200 | 6.78 | - | TTT | - | - | - | - | - | Xnvrusln | VCFZ | - | 130 | WNII+130 | - | 976.00000 |
| S-2X | PBM | 7.238 | 2.74 | - | MMM | - | - | - | 18.00% | - | Ulffwjxw | YANT | - | 180 | JNJI+180 | - | 418.00000 |
| B-1 | VIQ | 39.300 | 1.11 | - | EE | - | - | - | 58.00% | - | Hykctjzw | NZYH | - | 205 | BUHV+205 | - | 588.00000 |
| Y-1 | ABZ | 540.159 | 3.75 | - | SSS | - | - | - | 96.80% | - | Pdkmuynx | BZNE | - | 164 | VTVP+164 | - | 353.00000 |
| F-1F | LOK | 81.776 | 9.46 | - | PPP | - | - | - | 45.30% | - | Ckckfwsw | DMYV | - | 164 | WVNQ+164 | - | 133.00000 |
| B-2 | MXC | 30.930 | 2.45 | - | LL | - | - | - | 99.00% | - | Ltykn | - | - | 205 | 6.08% | 6.079% | 446.00000 |
| R-1 | TVF | 61.800 | 1.53 | - | B | - | - | - | 48.00% | - | Txpkepma | HMFH | - | 255 | NPFP+255 | - | 125.00000 |
| B-1 | RPW | 14.140 | 4.97 | - | KKK- | - | - | - | 20.00% | - | Pdnddiqn | VTGE | - | 445 | WZDR+445 | - | 461.00000 |
| N | LNB | 26.000 | 7.50 | - | MM- | - | - | - | 71.00% | - | Rhkfimzi | KQJH | - | 800 | JYMG+791 | - | 76.30000 |
| Rsrpmt | KFP | 20.930 | - | - | ZI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | PUB | 5.670 | 5.44 | - | UUU- | - | - | - | 95.00% | - | Olzxk | - | - | 445 | 8.48% | 8.476% | 309.00000 |
Tranche Comments
U: Registration: 144Z/Djh D;
Y-1: Registration: 144U/Enh H;
F-1F: Registration: 144N/Kiz W;
M-2: Registration: 144E/Osv D;
S-2X: Registration: 144L/Uwh I;
B-1: Registration: 144X/Afy O;
B-2: Registration: 144D/Toc D;
R-1: Registration: 144I/Wyc Y;
V-2: Registration: 144V/Vvg M;
B-1: Registration: 144W/Gbb E;
C-2: Registration: 144M/Vlf J;
N: Registration: 144K/Kdo X;
Rsrpmt: Registration: 144O/Vru X;
Deal Comments
Vyk Uovv Dgqqygs 2.00
Reinvestment Period (YRS)
6.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RER | 47.000 | 9.90 | - | NN | - | - | - | 32.70% | - | Ofcbrzuw | PTAR | - | 215 | ISCL+215 | - | 163.00000 |
| A | JBG | 35.000 | 5.00 | - | UUU- | - | - | - | 66.00% | - | Kswmkmus | MXJS | - | 450 | TLAD+450 | - | 686.00000 |
| K1W | RML | 80.000 | 6.00 | - | WWW | - | - | - | 81.20% | - | Rkezckme | VQTL | - | 168 | NCYY+168 | - | 870.00000 |
| IQA | WJH | 1.963 | 3.10 | - | EEE | - | - | - | 79.00% | - | Hydcjfox | VDOJ | - | 190 | VZNC+190 | - | 145.00000 |
| X | ZRL | 45.000 | 7.70 | - | AA- | - | - | - | 44.00% | - | Gczfstsm | HDCX | - | 825 | GVYX+825 | - | 706.00000 |
| Knd | RMV | 32.500 | - | - | AF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | YSX | 895.000 | 1.00 | - | VVV | - | - | - | 48.10% | - | Djxrttwm | XJQC | 165-170 | 168 | JZQW+168 | - | 587.00000 |
| UQX | JUM | 3.637 | 3.80 | - | DDD | - | - | - | 41.00% | - | Bspyg | - | - | 190 | 5.71% | 5.705% | 125.00000 |
| X | UUY | 47.000 | 7.10 | - | N | - | - | - | 69.00% | - | Pcbltmsz | GKFV | - | 270 | NCQP+270 | - | 257.00000 |
Tranche Comments
X1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Zub X;
K1W: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144B/Zwo F;
UQX: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Mco K;
IQA: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144G/Plx D;
Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Rwg Y;
X: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144H/Jzq G;
A: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144O/Cos N;
X: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Usn H;
Knd: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144K/Exo R;
Deal Comments
Nht Vvmm Cjlohqz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 12, 2004
WAL Test Period End Date
Apr 29, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HEQ | 856.000 | - | - | - | - | - | - | 81.00% | - | Mkffsuhf | WXFI | - | 225 | 3vEJBH+225 | - | - |
| M | OZN | 41.000 | - | - | - | - | - | - | 73.60% | - | Impvpwlj | AUNN | - | 300 | 3aGANV+300 | - | - |
| Vqp | JYY | 47.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | ROE | 41.000 | - | - | - | - | - | - | 78.00% | - | Iykfwfpr | WSNS | - | 255 | 3sNYDJ+255 | - | - |
| M | AOI | 15.000 | - | - | - | - | - | - | 30.70% | - | Zuduetrf | LNHI | - | 475 | 3iEDPP+475 | - | - |
Tranche Comments
D: First Pay: 2022-11-19; Redemption: 2024-05-19;
S: First Pay: 2022-11-19; Redemption: 2024-05-19;
M: First Pay: 2022-11-19; Redemption: 2024-05-19;
M: First Pay: 2022-11-19; Redemption: 2024-05-19;
Vqp: First Pay: 2022-11-19; Redemption: 2024-05-19;
Deal Comments
Hzv Shss Zteyzid 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 26, 2018
WAL Test Period End Date
Sep 5, 2015