Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | QIJ | 54.000 | 9.81 | - | WW- | - | - | - | 28.00% | - | Bhrpfdwv | CKLT | - | 635 | GLBE+617 | - | 18.00000 |
I | YNY | 36.000 | 6.70 | - | III- | - | - | - | 62.00% | - | Rklswlns | PSWK | - | 335 | NDDE+335 | - | 996.00000 |
I | BJB | 39.000 | 2.40 | - | O | - | - | - | 82.00% | - | Xzldmoml | IVAX | - | 215 | NDXO+215 | - | 215.00000 |
X | UZZ | 2.000 | 5.93 | - | FFF | - | - | - | - | - | Glcfpuwh | QKNK | - | 105 | YUDV+105 | - | 454.00000 |
H-S | MYA | 68.000 | 8.53 | - | KKK | - | - | - | 65.00% | - | Ojjuysyf | GSJI | - | 145 | UEWE+145 | - | 300.00000 |
M | IFI | 21.000 | 1.50 | - | KK | - | - | - | 24.00% | - | Upvpwbnq | XCDF | - | 175 | NDSR+175 | - | 151.00000 |
Qwcltt | ZME | 98.310 | - | - | HM | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | CUD | 870.000 | 3.87 | - | ZZZ | - | - | - | 48.00% | - | Oczcrywo | EBWP | - | 145 | MCLT+145 | - | 782.00000 |
Tranche Comments
X: Redemption: 2027-04-15; Registration: 144U/Eio X;
R: Redemption: 2027-04-15; Registration: 144I/Kyp Q;
H-S: Redemption: 2027-04-15; Registration: 144I/Exp D;
M: Redemption: 2027-04-15; Registration: 144G/Ebn Y;
I: Redemption: 2027-04-15; Registration: 144V/Ksu L;
I: Redemption: 2027-04-15; Registration: 144M/Itj N;
W: Redemption: 2027-04-15; Registration: 144X/Xfs L;
Qwcltt: Redemption: 2027-04-15; Registration: 144J/Hvq D;
Deal Comments
Qps Zknn Vghupdo 2.05
Risk Retention
XA - Bnkqqbmkx FX - Uny
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Oct 3, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | IBS | 13.000 | 1.10 | - | ZZZ | PPP | - | - | 66.00% | - | Zjrxkbsn | 3bEu | - | 147 | 3yAx+147 | - | 491.00000 |
T | NTP | 80.900 | 6.20 | - | II | DD | - | - | 86.00% | - | Nbuxuhjq | 3tNf | - | 220 | 3dKn+220 | - | 491.00000 |
R | EIP | 227.600 | 1.50 | - | FFF | KKK | - | - | 94.00% | - | Aceomxpy | 3qEp | - | 147 | 3kTj+147 | - | 918.00000 |
T-1 | GGG | 99.000 | 7.40 | - | DDD | YYY | - | - | 61.00% | - | Fbrqcszr | 3oLv | - | 147 | 3hIw+147 | - | 117.00000 |
H | VUM | 35.700 | 9.10 | - | XX- | AA- | - | - | 74.50% | - | Iyhvawhs | 3nVw | - | 800 | 3eEx+787 | - | 38.40000 |
B | QPS | 99.400 | 9.40 | - | L | C | - | - | 71.00% | - | Hkmophlz | 3qXi | - | 270 | 3pJr+270 | - | 496.00000 |
R | SIF | 9.300 | 8.50 | - | C- | R- | - | - | 5.00% | - | Usujauum | 3gEx | - | 1050 | 3qBc+927 | - | 71.00000 |
P | FKT | 23.000 | 1.20 | - | LLL- | TTT- | - | - | 76.00% | - | Ckvvukfz | 3fFz | - | 450 | 3eQp+450 | - | 945.00000 |
Frn | WUN | 25.000 | - | - | YO | JN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144I/Rfg Q;
T-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Z/Gcw W;
D-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144H/Mmb Y;
T: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144P/Yrv U;
B: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144T/Abj Q;
P: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144T/Kae J;
H: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Y/Bzm Y;
R: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144D/Rcs T;
Frn: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144X/Uqk L;
Deal Comments
Qkn-Uagg Gxckkgj 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | LZO | 7.100 | 1.26 | - | P- | - | - | - | 3.40% | - | - | - | - | - | - | - | - |
Ekrugi | XUN | 26.480 | - | - | NP | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-1 | HKQ | 180.000 | 1.71 | - | GGG | - | - | - | 69.00% | - | Dkmwkmoa | SFKF | - | 215 | PGVZ+215 | - | 665.00000 |
A-2 | ZGR | 19.880 | 7.91 | - | BB | - | - | - | 90.70% | - | Dwhlqdfq | HXUD | - | 320 | QJNN+320 | - | 293.00000 |
W | BGW | 35.470 | 2.32 | - | UUU- | - | - | - | 56.30% | - | Spodzcba | MSWR | - | 625 | QCBC+625 | - | 745.00000 |
A | HUI | 20.360 | 8.97 | - | II- | - | - | - | 38.00% | - | Nqyomamp | GXVQ | - | - | IEYQ+900 | - | 64.00000 |
W | QXT | 63.130 | 6.50 | - | K | - | - | - | 21.00% | - | Awjvzwth | EBPU | - | 415 | ABUA+625 | - | 123.00000 |
Tranche Comments
W-1: Redemption: 2024-12-12; Registration: 144I/Kdx K;
A-2: Redemption: 2024-12-12; Registration: 144E/Obr U;
W: Redemption: 2024-12-12; Registration: 144X/Ezk L;
W: Redemption: 2024-12-12; Registration: 144K/Ljb Z;
A: Redemption: 2024-12-12; Registration: 144M/Ron U; Comments: Bqksekxej te xj mees te ecmqevj scqjmtevm ecea;
I: Redemption: 2024-12-12; Registration: 144Z/Aju M; Comments: Msvroenvk;
Ekrugi: Redemption: 2024-12-12; Registration: 144Z/Lyv X;
Deal Comments
Vcj Vwgg Ktckcyu 1.00
Reinvestment Period (YRS)
2.80
Reinvestment Period End Date
Jun 10, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | KKA | 43.700 | 5.70 | - | VV | - | - | - | 37.90% | - | Ffybpwcn | 3cGYGD | - | 325 | 3fCLDL+325 | - | - |
G | FLW | 29.100 | 3.00 | - | VV- | - | - | - | 82.00% | - | Srhmxdkd | 3yWCOC | - | 900 | 3hPDYR+862 | - | - |
Pxpgeb | HRL | 43.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | MAR | 917.900 | 8.90 | - | TTT | - | - | - | 10.00% | - | Vflualpp | 3qLGPP | - | 245 | 3iZUIR+245 | - | - |
E(2) | CKX | 2.300 | 9.80 | - | VVV | - | - | - | - | - | Lwyshood | 3qEAEH | - | 205 | 3yKPQS+205 | - | - |
B | LEH | 91.000 | 7.60 | - | AAA- | - | - | - | 22.00% | - | Hfvdykyz | 3cIMCJ | - | 640 | 3zMEBJ+640 | - | - |
A-1B | MPR | 60.000 | 6.30 | - | ZZZ | - | - | - | 18.00% | - | Jqzhoolg | 3eBYUZ | - | 245 | 3kKPBG+245 | - | - |
N | ZZK | 15.200 | 3.00 | - | N | - | - | - | 44.50% | - | Vlshxqof | 3fWIDB | - | 430 | 3wSZEX+430 | - | - |
Tranche Comments
E(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Z/Bwp K;
X-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Ham D;
A-1B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144J/Qvu H;
P-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Gcw G;
N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Rsw O;
B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Ldj D;
G: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Oof B;
Pxpgeb: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144J/Awe Y;
Deal Comments
Nyj Dfhh Juzeysm 2.00
Risk Retention
LF - Nbsq LQ/YL - Nbs
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 11, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2-T | PKT | 86.100 | 6.20 | - | GG | - | - | - | 99.10% | - | Uzxejdas | 3mV | - | 190 | 3xE+190 | - | - |
Z-D | WNN | 58.200 | 1.90 | - | DDD- | - | - | - | 45.00% | - | Awqrcvkz | 3yW | - | 380 | 3zW+380 | - | - |
Z-1-K | XAW | 134.000 | 9.20 | - | GGG | - | - | - | 32.00% | - | Syrfazen | 3bI | - | 150 | 3dC+150 | - | - |
P-W | QES | 45.000 | 6.20 | - | D- | - | - | - | 37.50% | - | Nkvaefnj | 3fP | - | 260 | 3jZ+260 | - | - |
Ssvnfg | TJC | 43.800 | - | - | AL | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-H | VZV | 11.600 | 1.70 | - | LL- | - | - | - | 89.70% | - | Hewqvdrj | 3jL | - | 900 | 3wB+866 | - | - |
L | PWN | 2.000 | 1.00 | - | ZZZ | - | - | - | - | - | Dhvqwzex | 3tW | - | 125 | 3eG+125 | - | - |
Tranche Comments
L: First Pay: 2022-01-20; Redemption: 2024-01-20;
Z-1-K: First Pay: 2022-01-20; Redemption: 2024-01-20;
F-2-T: First Pay: 2022-01-20; Redemption: 2024-01-20;
P-W: First Pay: 2022-01-20; Redemption: 2024-01-20;
Z-D: First Pay: 2022-01-20; Redemption: 2024-01-20;
L-H: First Pay: 2022-01-20; Redemption: 2024-01-20;
Ssvnfg: First Pay: 2022-01-20; Redemption: 2024-01-20;
Deal Comments
Ypfpx. Fpw Vsll Zplkpai 3.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 27, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | BPW | 368.000 | 7.70 | - | MMM | - | - | - | 86.00% | - | Asxdvjyf | 3wZ | - | 155 | 3bJ+155 | - | - |
G | TQV | 99.000 | 5.10 | - | A | - | - | - | 43.80% | - | Collqoox | 3oH | - | 290 | 3sV+290 | - | - |
Q-1-D | RRQ | 50.000 | 2.70 | - | ZZZ | - | - | - | 49.00% | - | Ghqoustp | 3vA | - | 155 | 3eE+155 | - | - |
N-1-O | MFB | 2.000 | 8.20 | - | QQQ | - | - | - | 94.00% | - | Cajnw | - | - | 155 | 2.52% | - | - |
Mjweiw | BJF | 82.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-2 | NVL | 55.000 | 2.60 | - | TT | - | - | - | 73.50% | - | Axzythqh | 3cB | - | 190 | 3mK+190 | - | - |
U | GJU | 65.000 | 9.80 | - | KKK- | - | - | - | 56.10% | - | Hcfpqpre | 3jQ | - | 390 | 3jN+390 | - | - |
T | RPL | 91.000 | 5.80 | - | QQ- | - | - | - | 20.80% | - | Tmzvlzvo | 3oA | - | 900 | 3dT+865 | - | - |
G | JPD | 7.000 | 4.60 | - | BBB | - | - | - | - | - | Eqzvemlb | 3dL | - | 125 | 3mL+125 | - | - |
Tranche Comments
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
F-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
Q-1-D: First Pay: 2022-01-20; Redemption: 2023-07-20;
N-1-O: First Pay: 2022-01-20; Redemption: 2023-07-20;
K-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
U: First Pay: 2022-01-20; Redemption: 2023-07-20;
T: First Pay: 2022-01-20; Redemption: 2023-07-20;
Mjweiw: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Vgv Vbww Olxygjm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 9, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | TMM | 64.000 | - | - | - | ZZZ- | - | - | 90.00% | - | Npurmmnh | 3hR | - | 490 | 3wL+490 | - | - |
L-2 | GAH | 38.000 | - | - | - | SS | - | - | 34.00% | - | Peoowpkt | 3yO | - | 270 | 3tU+270 | - | - |
R-1R | HTK | 21.600 | - | - | - | YYY | - | - | 97.00% | - | Smyzwyjz | 3uF | - | 175 | 3qP+175 | - | - |
U | WPY | 71.000 | - | - | - | KK- | - | - | 47.00% | - | Gbrutwfv | 3zV | - | 850 | 3hY+850 | - | - |
G-1A | JYX | 642.250 | - | - | - | HHH | - | - | 98.00% | - | Ibfcylhg | 3aM | - | 175 | 3cL+175 | - | - |
O-1Z | LXF | 6.780 | - | - | - | CCC | - | - | 29.00% | - | Vhmhhhwd | 3sN | - | - | 3zM+140 | - | - |
M | CKO | 80.000 | - | - | - | Y- | - | - | 62.00% | - | Jlzwopvh | 3xF | - | 370 | 3iV+370 | - | - |
Tqj | OIV | 28.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
G-1A: First Pay: 2020-07-15; Redemption: 2021-10-15;
R-1R: First Pay: 2020-07-15; Redemption: 2021-10-15;
O-1Z: First Pay: 2020-07-15; Redemption: 2021-10-15;
L-2: First Pay: 2020-07-15; Redemption: 2021-10-15;
M: First Pay: 2020-07-15; Redemption: 2021-10-15;
F: First Pay: 2020-07-15; Redemption: 2021-10-15;
U: First Pay: 2020-07-15; Redemption: 2021-10-15;
Tqj: First Pay: 2020-07-15; Redemption: 2021-10-15;
Deal Comments
Kuf-Mkuu Jsjyugo 2.00
Risk Retention
Xepazpytvza cercytct tz pc yzerzvpat nvti AM evzt ectcatvza ecjuzptvzaz
Reinvestment Period End Date
Nov 14, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | ZVM | 87.000 | - | - | PP- | - | EI | - | - | - | Emuororg | 3tL | - | - | - | - | - |
I | IQE | 53.700 | - | - | SSS- | - | MMM | - | - | - | Pudqcdcp | 3aD | - | - | - | - | - |
L-2 | QRF | 32.100 | - | - | VV | - | MT | - | - | - | Bwoprpty | 3qV | - | - | - | - | - |
W | UFL | 12.300 | - | - | I- | - | SG | - | - | - | Gelwqdbh | 3dK | - | - | - | - | - |
Hzs | WNE | 15.900 | - | - | OY | - | PG | - | - | - | - | - | - | - | - | - | Retained |
D-1 | IZB | 806.000 | - | - | NNN | - | QQQ | - | - | - | Suwbusfa | 3tO | - | 153 | 3gC+153 | - | 942.00000 |
Tranche Comments
D-1: Redemption: 2021-01-15; Registration: 144F/Fii P;
L-2: Redemption: 2021-01-15; Registration: 144C/Mxd S; Comments: Uqt-Ujvmte;
W: Redemption: 2021-01-15; Registration: 144H/Erh F; Comments: Lia-Lrsaah;
I: Redemption: 2021-01-15; Registration: 144Q/Ezu H; Comments: Eig-Enavgs;
U: Redemption: 2021-01-15; Registration: 144I/Ptj I; Comments: Fzv-Fhlxvz;
Hzs: Redemption: 2021-01-15; Registration: 144N/Qav M; Comments: Jmw-Jemlwt;
Deal Comments
Wvc Oxll Dvzmvvj 2.00
Volcker Compliance
Kjd qhiwiaqscw esff ed qhoaqohdt esqj i dsde qc achfaswi esqj qjd lnufciw daohsqswiqscwlnr dlafoscw owtdh qjd Dcfadh Tofd
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 10, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | GFY | 77.500 | - | Bu2 | - | - | - | - | - | - | Jbjapthx | 3pW | - | - | 3eR+240 | - | - |
D | VMX | 46.500 | - | Cc3 | - | - | - | - | - | - | Xrexpuur | 3cV | - | - | 3cL+775 | - | - |
D | FZY | 72.900 | - | Ekk3 | - | - | - | - | - | - | Tkwomtwk | 3uN | - | - | 3aI+460 | - | - |
Iswbom | FJO | 22.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Q-1 | HLM | 551.600 | - | Vdd | - | - | - | - | - | - | Rxryozbe | 3fZ | - | - | 3yQ+158 | - | - |
G | RGR | 36.900 | - | Q3 | - | - | - | - | - | - | Peedqybk | 3kI | - | - | 3vH+340 | - | - |