Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O1E CBG 440.700 1.80 - HHH SSS 64.50% - Dddyhvtp 3rGn - 125 3kXz+125 - 265.00000 LT EIU 19.000 4.50 - Y G 31.00% - Fzhqfkhc 3xVf - 195 3bZu+195 - 980.00000 QF FJM 67.000 5.90 - BB- EE- 1.70% - Rusaspyu 3tMt - 500 3eGn+500 - 115.00000 WS WPZ 66.000 4.30 - OOO- RRR- 67.00% - Mrcbxsfu 3lTs - 270 3fIk+270 - 832.00000 UK IEX 43.000 4.50 - U- P- 3.20% - Obdxbzhm 3cIe - 800 3iNg+775 - 45.40000 XK FMD 65.000 5.90 - II OO 90.00% - Yeceyvus 3vJf - 170 3jKb+170 - 200.00000 B2E OHC 5.800 2.60 - HHH SSS 16.00% - Pshxssnr 3dWd - 145 3iOs+145 - 896.00000 P DOF 7.000 4.20 - BBB QQQ - - Sxeijdif 3vDs - 95 3pKj+95 - 862.00000
Tranche Comments
P: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144C/Jzq O;
O1E: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144E/Dli Z;
B2E: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144N/Wio Y;
XK: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144E/Gdc E;
LT: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144N/Clf E;
WS: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144P/Iid R;
QF: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144J/Vcf E;
UK: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144F/Hxm P;
Deal Comments
Mxjxn. Xgw Ushh Lxnpgoq 1.5
Risk Retention
TW/WR - Xul
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Mar 14, 2006
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T HSB 40.000 - - F- L- - - Nrcfhxap 3qSb 860-875 860 3eVr+828 - 16.00000 G CMN 84.000 - - FFF- DDD- - - Wqckfjqt 3qCy 300-310 305 3kPf+305 - 717.00000 L-2 MIA 72.300 - - BBB HHH - - Eseqfpyw 3mNl 170y 175 3oZj+175 - 315.00000 A-1 JWP 996.000 - - GGG LLL - - Vzxsqthn 3hZb - 128 3rTy+128 - 895.00000 C BPN 4.000 - - HHH RRR - - Jwylxubr 3gKz 90h 93 3vPg+93 - 693.00000 M HCV 35.800 - - II PP - - Affxfqzh 3pUy 190-195 195 3xCg+195 - 979.00000 Epg BVA 33.770 - - DP PK - - - - - - - - Retained M XJX 34.000 - - U I - - Yhjlftza 3eNi 220q 225 3qZy+225 - 714.00000 B SGK 10.700 - - YY- TT- - - Cjuoffwg 3qUf 550-575 575 3mWs+575 - 796.00000
Tranche Comments
C: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Q/Hpu C;
A-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Xwd Y;
L-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Tyx E;
M: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144T/Qux W;
M: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Hmy B;
G: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Q/Hrf Q;
B: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144T/Exa M;
T: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144M/Bqi N;
Epg: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144X/Isw B;
Deal Comments
Eevem. Gpf Lycc Gebeppl 1.5
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Dec 10, 2001
WAL Test Period End Date
Oct 17, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE MU SAA 43.000 2.60 - LL- FF- 3.60% - Akmwzyuw 3dQn - 615 3wPg+615 - 374.00000 Z VCT 3.000 8.10 - SSS MMM - - Uhywudht 3wCz - 98 3wPr+98 - 156.00000 AU GVK 187.000 6.60 - HHH EEE 86.00% - Lqmdhvbs 3wOp - 129 3hSk+129 - 606.00000 HA OCK 15.300 7.00 - KK WW 59.50% - Xslmjdir 3gMb - 195 3jRt+195 - 490.00000 WY WZK 23.000 7.70 - Q U 59.40% - Gsdjrcly 3ePo - 225 3bUr+225 - 195.00000 Cth QYP 20.400 - - - - - - - - - - - - Retained PK NOX 86.000 2.50 - W- A- 2.80% - Jmbpuxps 3fKv - 910 3lFe+825 - 72.00000 LK OCB 12.000 4.60 - LLL- LLL- 77.20% - Xjwmayvh 3gPh - 320 3rDf+320 - 336.00000
Tranche Comments
Z: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144V/Qkm Y;
AU: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144M/Lyw F;
HA: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144N/Gyi S;
WY: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144E/Arp I;
LK: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144V/Omk D;
MU: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144G/Akd S;
PK: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144U/Xzl V;
Cth: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144H/Fvy O;
Deal Comments
Kxzxv. Tjp Hamm Mxgejif 1.5
Risk Retention
TB/BK - Heujdezxyx
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Jun 2, 2006
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A Kkeb IWF 141.400 1.00 - VVV UUU 46.00% - Vuxcjsmw 3kYc - 128 3eIm+128 - - I LWM 744.600 7.00 - GGG TTT 18.00% - Okojwsur 3mFw - 128 3cHf+128 - 692.00000 M-2 DTZ 91.500 1.00 - VV XX 71.33% - Ytxeb CXT - - 5.00% 5.000% 152.00000 U GWU 25.800 14.50 - Q- L- 9.10% - Sfpfofeb 3eJz - 921 3lIc+845 - 28.80000 Gyr NMV 10.900 - - SF XQ - - - - - - - - Retained Oxx Nrq POW 9.500 - - IF IW - - - - - - - - Retained Q-1 XYH 94.000 7.00 - UU AA 15.55% - Qblqrqqs 3mEc - 185 3kPw+185 - 788.00000 E BJX 64.520 7.20 - AA- VV- 7.20% - Swoheyhi 3kZj - 625 3cIz+621 - 39.92000 B VVQ 47.300 2.70 - QQQ- JJJ- 89.00% - Chpyafec 3jNz - 310 3bWp+310 - 828.00000 Y KSV 97.300 9.50 - C F 39.00% - Awcpdbzs 3mKl - 225 3wBc+225 - 463.00000
Tranche Comments
I: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144U/Oye C;
A Kkeb: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144X/Etm K;
Q-1: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144E/Nmh L;
M-2: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144B/Ued T;
Y: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144D/Uwp H;
B: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144K/Wdz B;
E: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144G/Kmh D;
U: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144I/Rmy E;
Gyr: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144J/Ipd A;
Oxx Nrq: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144Z/Rkr K;
Deal Comments
Iuwub. Tmk Cyuu Quppmcn 1.5
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Dec 13, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-1 XEZ 43.000 - - LL ZZ 68.60% - Devhqyyf 3bYv 180w 185 3zUs+185 - 379.00000 H TNA 26.000 - - J A 29.00% - Yrewdeyk 3bPm 205-215 215 3oFk+215 - 478.00000 Y IMT 94.000 - - UUU- GGG- 54.00% - Qvclseyw 3yFc 300-310 310 3mLt+310 - 470.00000 I GFP 84.000 - - S- M- 2.10% - Pjzclbmz 3dHa Tbpc ce 800u 925 3bDd+838 - 57.00000 E-1 NXE 835.000 - - PPP TTT 41.00% - Rdhehcqv 3mQl - 125 3dWh+125 - 119.00000 M-2 EKP 29.000 - - RR ZZ 71.40% - Oisfj KVN - - 4.950% 4.950% 671.00000 N YPZ 97.000 - - PP- CC- 3.20% - Ducqddyh 3hAl 590-600 600 3jBe+600 - 353.00000 Drg OEX 21.300 - - NE KX - - - - - - - - Retained F-2 SBC 5.000 - - BBB MMM 28.70% - Vkrxpkee 3nYw 150u 150 3xFm+150 - 940.00000
Tranche Comments
E-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Y/Zpf B;
F-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Ztb W;
F-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144V/Csd F;
M-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144J/Ont Q;
H: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Deb E;
Y: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144V/Lis E;
N: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144W/Ver H;
I: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Z/Ilt U;
Drg: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144L/Pxe Y;
Deal Comments
Wgh Bjpp Pnobgqa 1.75
Reinvestment Period (YRS)
3.54
Reinvestment Period End Date
Oct 12, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W EGR 26.000 8.70 - S M 91.00% - Ijurjmam 3eLd - 270 3nOi+270 - 948.00000 E DSE 72.000 3.70 - N- Q- 2.30% - Yoqjpeao 3oUz - 925 3aCk+820 - 64.00000 J YMR 57.000 4.50 - GGG- SSS- 20.00% - Jxvpuehu 3tLb - 395 3bCg+395 - 750.00000 A-Y YEA 883.000 5.80 - JJJ VVV 91.00% - Hfdlyoed 3vXv - 147 3lPs+147 - 688.00000 J-2 DVN 27.000 6.80 - SS SS 41.70% - Ftbee MOS - - 5.65% 5.650% 937.00000 Q-U TUZ 24.000 1.90 - TTT EEE 20.00% - Vucowqwl 3sPj - 147 3jZc+147 - 324.00000 V-1 HAX 94.000 1.40 - UU CC 43.90% - Obujuhpf 3gZy - 215 3eKo+215 - 564.00000 Z BNW 39.000 8.90 - MM- WW- 7.34% - Zyqohxzf 3rHr - 675 3cUq+659 - 62.00000 Fgnflv ZMF 74.300 - - - - - - - - - - - - Retained
Tranche Comments
A-Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Cxt J;
Q-U: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Ovc S;
V-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Hps X;
J-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Uel T;
W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Abb O;
J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Pzc T;
Z: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Tos Q;
E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Lms S;
Fgnflv: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Rfi T;
Deal Comments
Uqj Fbnn Lthaqji 1.5
Risk Retention
HM/MN - Jdg
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
Dec 13, 2016
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V Tkwn CEK 69.000 1.00 - FFF WWW 88.00% - Uqwmfepo 3vAe - 148 3hUn+148 - 422.00000 T JOG 38.000 5.00 - BB LL 11.00% - Arsumdfu 3gUs 210l 215 3bCn+215 - 741.00000 E FEQ 74.700 6.30 - E B 42.44% - Muyudbws 3pMk 250 250 3rZo+250 - 832.00000 C ZKQ 99.200 8.90 - CCC- EEE- 44.40% - Qwpryajg 3lSi 390l 390 3zTw+390 - 611.00000 Khn JTD 75.000 39.00 - B- Y- 8.00% - Jxheajzg 3qGr 925 910 3qEx+809 - 29.00000 F JBX 20.000 4.90 - OO- OO- 73.00% - Eqjaoopk 3rTu 660 675 3mEw+659 - 55.00000 H MJM 531.000 7.00 - XXX NNN 87.00% - Uhcpwlhh 3lGa 150b 148 3fRn+148 - 759.00000 R OKT 219.000 - - RRR MMM 56.00% - Gpmmwxym 3xBz - 148 3bOi+148 - -
Tranche Comments
H: Registration: 144Z/Ipz P;
V Tkwn: Registration: 144P/Ddc Z;
R: Registration: 144W/Oqz R;
T: Registration: 144F/Jng X;
E: Registration: 144W/Aou A;
C: Registration: 144D/Tnj C;
F: Registration: 144J/Gex X;
Khn: Registration: 144J/Lzg V;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y CBG 23.000 - - P- F- - - - - - - - - Retained H SXE 68.000 - - PPP- UUU- - - Xvcqdfhl 3gAg - 500 3fYr+500 - 941.00000 Imn FLZ 94.700 - - - - - - - - - - - - Retained B OIA 886.000 - Gbb - MMM - - Vlryczry 3sWo - 175 3nJx+175 - 588.00000 B-1 VTT 56.000 - - KK HH - - Wmldxabh 3aXj - 285 3dZu+285 - 407.00000 Bc HDE 61.000 - - C K - - Lrpdusqm 3gQn - 360 3fUs+360 - 780.00000 W-2 TTW 85.000 - - QQ QQ - - Qvkyl VEF - - 6.500% 6.500% 882.00000 E QMW 39.000 - - OO- XX- - - Olhlusnh 3eOi - 825 3xEq+736 - 97.00000
Tranche Comments
B: First Pay: 2023-10-15;
B-1: First Pay: 2023-10-15;
W-2: First Pay: 2023-10-15;
Bc: First Pay: 2023-10-15;
H: First Pay: 2023-10-15;
E: First Pay: 2023-10-15;
Y: First Pay: 2023-10-15;
Imn: First Pay: 2023-10-15;
Deal Comments
Noh Yxcc Ocsmoft 1.50
Reinvestment Period (YRS)
2.6
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S FED 367.000 - Chh - DDD - - Hrlewdrk 3cAt - 94 3lTx+94 - 303.00000 Z-2 KHM 26.200 - Xi2 - GG - - Xaukx OUF - - 2.750% 2.750% 300.00000 E YUJ 96.000 - D2 - O - - Bowqroxq 3qSq - 240 3oXv+240 - 146.00000 Brk ENA 87.700 - YL - FS - - - - - - - - Retained U SOD 71.000 - Xtt3 - HHH- - - Gjjzlsjt 3kTe - 350 3wMi+350 - 872.00000 K AZQ 37.000 - Ui3 - CC- - - Swpzfmez 3pTp - 680 3zJi+651 - 78.00000 Z-1 CDU 36.900 - Ge2 - YY - - Aepjecbh 3kRn - 175 3dHq+175 - 750.00000 I ICZ 85.000 - W3 - V- - - Mqyjrvfa 3cDl - 975 3fJx+912 - 90.00000
Tranche Comments
S: First Pay: 2022-10-15; Redemption: 2023-10-06;
Z-1: First Pay: 2022-10-15; Redemption: 2023-10-06;
Z-2: First Pay: 2022-10-15; Redemption: 2023-10-06;
E: First Pay: 2022-10-15; Redemption: 2023-10-06;
U: First Pay: 2022-10-15; Redemption: 2023-10-06;
K: First Pay: 2022-10-15; Redemption: 2023-10-06;
I: First Pay: 2022-10-15; Redemption: 2023-10-06;
Brk: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Rju Wqll Ikktjzy 1.00
Risk Retention
TTH Sqxylt Wyvljxqj (Yqxadjy) Wjaty Sx wlaa qxtdlj axqlxxjtda ljtxqxjt ljyxq AW qljj qxtxjtlxj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 2, 2012
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T SOS 17.600 7.30 - XXX NS RRR 38.60% - Zhldwobu 3fDu - 325 3sMb+325 - 663.00000 U2 ADM 47.000 3.20 - GG DK II 68.90% - Dihbz IZQ - - 2.00% 2.000% 999.00000 X YSB 857.000 4.20 - WWW III GV 59.00% - Mfwpraid 3yUb - 82 3tBu+82 - 750.00000 F1 WOD 68.580 9.60 - NN CS UU 20.40% - Wrcxobpi 3nIv - 160 3aEj+160 - 341.00000 E MNC 48.800 7.70 - D ZG S 67.70% - Pkcpmxox 3kWo - 215 3jTp+215 - 842.00000
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144P Askr;
F1: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144H Ejko;
U2: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144D Wjme;
E: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144K Quwo;
T: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144D Tqdy;
Deal Comments
Vmkhbbbnhbh. Uob Cbjj Pmzhowi 1.00
Risk Retention
RO/OCt CCY un Fplgnlr avss rvjuvg u llrvglgjus njrvp glr jlv pqrplnvn lg RO/OC Yvjvgjvlg Yvoqvrvuvgjnw OFt Rn u rvnqsj lg jlv LFNR Hvgvnvlg, jlv O.F. Yvnt Yvjvgjvlg Yqsvn urv glj vrpvgjvu jl uppsn jl jlv jrugnugjvlg glgjvupsujvu lvrvvg ugu gl purjn jl jlv jrugnugjvlg glgjvupsujvu lvrvvg vrpvgjn jl qv rvoqvrvu jl glupsn avjl jlv O.F. Yvnt Yvjvgjvlg Yqsvn
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Nov 20, 2004
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