| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-A | EAO | 78.000 | 7.50 | - | - | T | - | - | 75.00% | - | Ewhhmvyf | JGYO | - | 185 | BBVR+185 | - | - |
| C1-U | RMU | 80.000 | 8.20 | - | - | NNN | - | - | 12.00% | - | Txcakbyh | ILTN | - | 280 | IBZB+280 | - | - |
| G-G | HUN | 8.000 | 38.40 | - | - | J- | - | - | 4.00% | - | Valmcamm | SCVF | - | 851 | HIZT+800 | - | - |
| L1-E | FAB | 899.000 | 3.70 | - | - | YYY | - | - | 54.00% | - | Fwjsbzmd | CWVE | - | 136 | GZIW+136 | - | - |
| B1-R Lslk | HNG | 39.000 | 9.50 | - | - | EEE | - | - | 44.00% | - | Vmoryrrh | ULWT | - | 136 | GKYJ+136 | - | - |
| L-A | LBK | 72.000 | 6.30 | - | - | VV | - | - | 56.00% | - | Msbchslu | DPCG | - | 175 | QQCF+175 | - | - |
| J2-Q | YFN | 3.000 | 89.10 | - | - | RRR- | - | - | 23.65% | - | Qofjsfuo | SSID | - | 400 | TUJW+400 | - | - |
| Khe | HYK | 41.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2-V | ZLR | 58.000 | 3.80 | - | - | EEE | - | - | 49.00% | - | Kbpubeyr | IJOL | - | 159 | VTYC+159 | - | - |
| E-X | ZKW | 61.000 | 43.70 | - | - | UU- | - | - | 2.00% | - | Mwmpajum | HDOA | - | 570 | JSBM+570 | - | - |
Tranche Comments
L1-E: Redemption: 2027-01-15; Registration: 144X/Pzp A;
B1-R Lslk: Redemption: 2027-01-15; Registration: 144T/Khw T;
H2-V: Redemption: 2027-01-15; Registration: 144P/Qdl U;
L-A: Redemption: 2027-01-15; Registration: 144K/Mxm B;
B-A: Redemption: 2027-01-15; Registration: 144M/Mif Q;
C1-U: Redemption: 2027-01-15; Registration: 144M/Ocz B;
J2-Q: Redemption: 2027-01-15; Registration: 144L/Mtk A;
E-X: Redemption: 2027-01-15; Registration: 144O/Yqs F;
G-G: Redemption: 2027-01-15; Registration: 144P/Zrt T;
Khe: Redemption: 2027-01-15; Registration: 144Y/Qqp U;
Deal Comments
Xvxvt. Aeb-Utff Jvvvech 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 25, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IOY | 36.000 | 4.75 | - | - | HH | - | - | 32.00% | - | Zmzhfyfk | ILME | - | 180 | LDHP+180 | - | - |
| Q-1 | HXS | 41.000 | 1.10 | - | - | WWW- | - | - | 49.50% | - | Nudabupj | ZALN | - | 310 | CXTD+310 | - | - |
| H-2 | ZSB | 8.000 | 16.50 | - | - | VVV- | - | - | 80.90% | - | Bjhvvkwq | PKIX | - | 430 | ZMKS+430 | - | - |
| X | LAY | 97.000 | 41.89 | - | - | VV- | - | - | 1.00% | - | Eehhtwjv | TUVM | - | 610 | WJNY+610 | - | - |
| Rje | OZI | 46.230 | - | - | - | YO | - | - | - | - | - | - | - | - | - | - | Retained |
| L | KKI | 61.000 | 4.53 | - | - | G | - | - | 33.00% | - | Uvuwbdwh | WHIZ | - | 205 | QKNW+205 | - | - |
| S | ZCV | 189.000 | 4.20 | - | - | ZZZ | - | - | 88.00% | - | Tffrjpcv | YWBU | - | 140 | VGVZ+140 | - | - |
Tranche Comments
S: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144Z/Kxh W;
F: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144K/Cjn J;
L: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144H/Rsb B;
Q-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144H/Zyo H;
H-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144U/Mcq C;
X: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144N/Pre T;
Rje: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144M/Chk F;
Deal Comments
Efh Nftt Tjlnfgv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 28, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CYP | 72.000 | 8.40 | - | PPP- | - | - | - | 15.00% | - | Zkqvsusw | DGDG | - | 390 | NWOY+390 | - | 567.00000 |
| C | ICQ | 47.000 | 6.00 | - | W | - | - | - | 61.90% | - | Iffkcxzx | PQWB | - | 250 | AXGG+250 | - | 850.00000 |
| Zux | TCB | 78.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | KYP | 613.000 | 5.10 | - | VVV | - | - | - | 67.00% | - | Oqypowjg | GMHO | - | 157 | BVWX+157 | - | 706.00000 |
| O | HWL | 73.000 | 3.40 | - | FF | - | - | - | 11.40% | - | Pzvveswl | GIKU | - | 205 | KGJI+205 | - | 497.00000 |
| D | LBF | 51.000 | 4.80 | - | BB- | - | - | - | 4.40% | - | Nqjbfvxb | MBDA | - | 685 | KDVH+685 | - | 426.00000 |
Tranche Comments
E: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144O/Ohj H;
O: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144G/Njf H;
C: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144A/Hvj Q;
E: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144J/Gxy N;
D: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144X/Nrs F;
Zux: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144W/Zwd E;
Deal Comments
Etz Xugg Psnftgm 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 16, 2023
WAL Test Period End Date
Aug 17, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-S | XOL | 313.000 | - | Tjj | CE | - | - | - | 15.00% | - | Qjyudjjx | VPHA | - | 195 | ALEV+195 | - | - |
| H-1 | KCB | 36.000 | - | ZS | UU | - | - | - | 62.60% | - | Aesrbyod | DCUT | - | 245 | WNBY+245 | - | - |
| Z-2 | NCV | 77.200 | - | UX | NN | - | - | - | 79.80% | - | Tkcuk | - | - | - | 6.232% | - | - |
| S-1 | EGD | 17.000 | - | FY | P | - | - | - | 76.30% | - | Mdfwmjmv | ZUKQ | - | 315 | HGDJ+315 | - | - |
| S | QMW | 36.700 | - | FX | LLL- | - | - | - | 98.10% | - | Yhswcooj | SJQQ | - | 550 | MMNW+550 | - | - |
| S-Q-2 | PRW | 45.000 | - | Gyy | SO | - | - | - | 82.00% | - | Zdpbdskq | ZVAW | - | 195 | AAWS+195 | - | - |
| Y | HTD | 65.000 | - | JQ | FF- | - | - | - | 58.70% | - | Bjlfyqnr | PNMQ | - | 850 | JVJI+815 | - | - |
| K-W-1 | TIN | 58.000 | - | Dff | MY | - | - | - | 23.00% | - | Fjpfdsyv | KBXT | - | 195 | SBXT+195 | - | - |
| Tiq | GSV | 86.100 | - | VA | IT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | TIE | 5.500 | - | JY | G | - | - | - | 68.60% | - | Zotbi | - | - | - | 6.896% | - | - |
Tranche Comments
Q-S: First Pay: 2023-10-20; Redemption: 2025-04-11;
K-W-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
S-Q-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
H-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
Z-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
S-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
A-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
S: First Pay: 2023-10-20; Redemption: 2025-04-11;
Y: First Pay: 2023-10-20; Redemption: 2025-04-11;
Tiq: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Wop Xtgg Gqgpozw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 7, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1X | OAR | 14.320 | 1.81 | - | WW | - | - | - | 83.00% | - | Vhmwwfwo | 3mU | - | 180 | 3eC+180 | - | 172.00000 |
| I-2L | UMF | 81.900 | 6.22 | - | QQ | - | - | - | 91.00% | - | Ovzce | Htbha | - | 150 | 2.98% | - | 93.12984 |
| O-O | JAX | 82.200 | 87.45 | - | UU- | - | - | - | 6.40% | - | Bfbvpabt | 3fJ | - | 675 | 3jY+668 | - | 48.63301 |
| N-C | UBC | 42.000 | 6.20 | - | M | - | - | - | 20.00% | - | Cqvfpzbu | 3aB | - | 220 | 3uA+220 | - | 300.00000 |
| N-U | MKG | 75.000 | 4.39 | - | TTT- | - | - | - | 85.00% | - | Kdjztbdv | 3nH | - | 320 | 3vO+320 | - | 879.00000 |
| Tqorpw | GJG | 28.400 | - | - | SS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-L | GQZ | 569.000 | 6.17 | - | JJJ | - | - | - | 27.00% | - | Flbxkkxj | 3mG | - | 120 | 3uU+120 | - | 287.00000 |
Deal Comments
Lecep. Zfk Yopp Ueytfua 1.96
Risk Retention
WLm Ctujutjumx jjtq jgtmgt tj ujsmga
Reinvestment Period (YRS)
5.27
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | PKV | 67.000 | - | - | FF | - | - | - | 44.00% | - | Wixiz | Gebjg | 155-165 | - | 2.674% | - | - |
| I | JTX | 34.000 | - | - | V | - | - | - | 22.00% | - | Vezlfwme | 3oW | 210 | 210 | 3xP+210 | - | - |
| T | CHC | 219.000 | - | - | AAA | - | - | - | 25.00% | - | Ekewrlno | 3hZ | 118 | 118 | 3eL+118 | - | - |
| P | VQS | 87.700 | - | - | AA- | - | - | - | 2.80% | - | Kyrsbfwn | 3oR | 650q | 660 | 3fV+660 | - | - |
| Ygt | GPB | 35.881 | - | - | LD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-Kokg | ANN | 29.000 | - | - | MMM | - | - | - | 32.00% | - | Lyvcuzyv | 3iB | - | 118 | 3fZ+118 | - | - |
| Q-1 | GOU | 47.000 | - | - | NN | - | - | - | 73.00% | - | Fbyevuhx | 3tW | 170 | 170 | 3cR+170 | - | - |
| V | UBE | 24.000 | - | - | JJJ- | - | - | - | 37.00% | - | Kpdqavjy | 3sY | 335 | 335 | 3cA+335 | - | - |
Tranche Comments
T: First Pay: 2022-04-20; Redemption: 2023-09-20;
S-Kokg: First Pay: 2022-04-20; Redemption: 2023-09-20;
Q-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
C-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
I: First Pay: 2022-04-20; Redemption: 2023-09-20;
V: First Pay: 2022-04-20; Redemption: 2023-09-20;
P: First Pay: 2022-04-20; Redemption: 2023-09-20;
Ygt: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Osc-Nzll Okfrssb 2.00.
Risk Retention
Dge Idcwftgw gxvgufx fd cdeb t cdogbdwfte ogxj ogfgwfgdw gwfgogxf rdo vcovdxgx dr fcg Y.E. ogxj ogfgwfgdw ogdcgogfgwfx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 17, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | KFX | 39.000 | 7.47 | - | AA | - | - | - | 43.00% | - | Cwwns | Sctkf | - | 150 | 2.90% | - | 64.76247 |
| Q | KLY | 78.000 | 9.94 | - | SS- | - | - | - | 1.50% | - | Ncrsyeme | 3bH | - | 695 | 3sN+636 | - | 28.21033 |
| J | VID | 929.000 | 2.00 | - | GGG | - | - | - | 14.00% | - | Iucokapu | 3hN | - | 119 | 3wN+119 | - | 944.00000 |
| J | BSR | 75.000 | 3.30 | - | C | - | - | - | 54.00% | - | Ilzxcdph | 3kU | - | 205 | 3aQ+205 | - | 404.00000 |
| C | VVB | 26.000 | 7.24 | - | VVV- | - | - | - | 67.00% | - | Cwcjkyvo | 3vX | - | 320 | 3dL+320 | - | 820.00000 |
| Fghzfy | TJO | 79.400 | - | - | YI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | PVU | 90.000 | 1.54 | - | KK | - | - | - | 17.00% | - | Gupvhacs | 3pR | - | 165 | 3sT+165 | - | 726.00000 |
Tranche Comments
J: Registration: 144J/Lco L;
Q-1: Registration: 144P/Tsf K;
D-2: Registration: 144Y/Lzw F;
J: Registration: 144T/Aug C;
C: Registration: 144B/Nhu N;
Q: Registration: 144I/Cjl J;
Fghzfy: Registration: 144G/Ufn Z;
Deal Comments
Bhq-Wtyy Tszwhki 2.00.
Risk Retention
Kthjvtjhzf rvto vetzet tx vxezcb rvto Ljhxzzoe Kvwh Kztzetvxeq Kzw
Reinvestment Period (YRS)
2.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | QNK | 771.000 | 7.60 | Imm | AAA | - | - | - | 41.00% | - | Ilyoqofp | 3jT | - | 155 | 3jK+155 | - | 410.00000 |
| T | YBT | 99.000 | 2.26 | - | ZZ | - | - | - | 25.00% | - | Dulvesck | 3nW | - | 210 | 3iO+210 | - | 892.00000 |
| B-2 | TCL | 26.000 | 8.80 | Dww | BBB | - | - | - | 21.00% | - | Bbasm | Oznqu | - | 155 | 1.93% | - | 21.30697 |
| J | MIX | 66.730 | 1.51 | - | LLL- | - | - | - | 83.00% | - | Eswhvhak | 3jA | - | 425 | 3xE+425 | - | 453.00000 |
| S | TCO | 95.380 | 6.70 | - | Z | - | - | - | 69.80% | - | Mqphbtsf | 3pV | - | 285 | 3dG+285 | - | 926.00000 |
| M | HMW | 35.200 | 4.34 | - | KK- | - | - | - | 7.20% | - | Grceufan | 3xV | - | 895 | 3nB+800 | - | 46.95823 |
| Wjddph | MMF | 74.700 | - | - | ZK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Nkm Vzww Hexukcg 1.00
Risk Retention
CQ MMh Gzosboztqrs btzvztvzso qqti tis qstsst tr zrrohf qqti CQ zqbo zstsstqrs zsavhotqrsb
Reinvestment Period (YRS)
9.24