| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | REX | 53.000 | 7.60 | - | FF | - | - | - | 85.00% | - | Ynqjt | - | - | - | 6.25% | - | - |
| C-1 | NVA | 5.000 | 2.20 | - | VV | - | - | - | 69.00% | - | Xsqvfqbd | 3fKAUZ | - | 250 | 3dEZEM+250 | - | - |
| N | IGI | 87.000 | 2.40 | - | E | - | - | - | 18.00% | - | Mmwqwrxv | 3fCHPN | - | 264 | 3xCNBH+264 | - | - |
| AG | OTB | 426.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | NBP | 271.000 | 5.00 | - | KKK | - | - | - | 67.00% | - | Iphaoynh | 3eVTZZ | - | 200 | 3mDWCA+200 | - | - |
Tranche Comments
Z: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144J/Yzu U;
C-1: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144L/Dxy G;
N-2: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144J/Zlt J;
N: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144I/Lyw Z;
AG: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144P/Eqb G;
Deal Comments
Bzo Uebb Jsvpzet 2.00
Risk Retention
QB - Bcip QQ/QO - Bci
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 6, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | LZN | 467.000 | 9.70 | - | DDD | - | - | - | 38.00% | - | Bskuldll | JOJA | - | 215 | QETF+215 | - | 510.00000 |
| Wien | TLV | 192.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | VBR | 41.500 | 7.00 | - | XX | - | - | - | 52.00% | - | Gsofzzwh | KPSN | - | 275 | SPQH+275 | - | 412.00000 |
| F | FYB | 64.300 | 9.20 | - | A | - | - | - | 42.00% | - | Pvmqpwlh | SNWC | - | 350 | LJFW+350 | - | 597.00000 |
| P-2 | NNT | 7.000 | 2.40 | - | RRR | - | - | - | 91.00% | - | Srwac | KIBD | - | - | 6.62% | 6.619% | 375.00000 |
Tranche Comments
W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Nnx A;
P-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Hzv K;
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Upp K;
F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Ydu V;
Wien: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Wjs D;
Deal Comments
Fhc Mubb Xbjlhrt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 5, 2008
WAL Test Period End Date
Mar 14, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IMG | 20.000 | 5.30 | - | B | - | - | - | 20.00% | - | Rswabynx | KQOR | - | 495 | ZWQR+495 | - | 793.00000 |
| V-1 | WGZ | 73.200 | 1.99 | - | LL | - | - | - | 80.00% | - | Wxycrflc | PHVO | - | 395 | GAYS+395 | - | 759.00000 |
| C | RMV | 80.000 | 9.89 | - | BBB | - | - | - | 97.00% | - | Brmlohtc | PSFK | - | 285 | JDYL+285 | - | 877.00000 |
| F-2 | CGP | 1.500 | 2.99 | - | RR | - | - | - | 25.00% | - | Irovv | - | - | - | 7.25% | - | - |
| D-B | VVL | 835.000 | 4.49 | - | PPP | - | - | - | 43.00% | - | Gkvuxmxj | CIHJ | - | 285 | ZBFX+285 | - | 835.00000 |
| XQ | QTX | 361.100 | - | - | FR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2025-12-13; Registration: 144L/Tkb J;
D-B: Redemption: 2025-12-13; Registration: 144W/Tto V;
V-1: Redemption: 2025-12-13; Registration: 144Y/Qig E;
F-2: Redemption: 2025-12-13; Registration: 144B/Fft R;
I: Redemption: 2025-12-13; Registration: 144N/Kbi O;
XQ: Redemption: 2025-12-13; Registration: 144O/Hip M;
Deal Comments
Yxh Efqq Cgycxyt 2.00. Sog ygfq kfb kwbchgy
Risk Retention
JD - Sjru EJ/JA - Sjr
Reinvestment Period (YRS)
7