| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X M | EYC | 51.000 | 9.20 | - | CCC | RRR | 41.00% | - | Bfvwyvdb | 3nZx | - | 130 | 3kWn+130 | - | 209.00000 |
| I2 | APR | 13.000 | 9.90 | - | YY | BB | 78.00% | - | Bmyzf | - | - | - | 5.05% | 5.050% | 965.00000 |
| K2 | EAN | 34.000 | - | - | UM | ZA | - | - | - | - | - | - | - | - | Retained |
| S | NSD | 437.000 | 9.70 | - | XXX | DDD | 87.00% | - | Ouzkpsdh | 3qHo | - | 130 | 3kUi+130 | - | 436.00000 |
| P | FBL | 43.000 | 8.30 | - | RRR- | XXX- | 79.00% | - | Vpeexlxu | 3kCj | - | 340 | 3rKk+340 | - | 719.00000 |
| H1 | CEA | 58.000 | - | - | YY | FP | - | - | - | - | - | - | - | - | Retained |
| M | DQD | 45.000 | 6.20 | - | II- | SS- | 8.81% | - | Cpkmtcsh | 3lOi | - | 600 | 3cEf+600 | - | 194.00000 |
| Q | HNA | 68.000 | 14.10 | - | O- | I- | 9.10% | - | Wmwljkli | 3ySo | - | - | 3nUu+864 | - | - |
| U1 | EKB | 15.000 | 8.70 | - | HH | ZZ | 31.00% | - | Ddwyxaid | 3jLo | - | 200 | 3rFr+200 | - | 794.00000 |
| R | ZEV | 38.000 | 8.20 | - | G | K | 78.00% | - | Ujpecixl | 3mSq | - | 250 | 3nOr+250 | - | 427.00000 |
| Isj | XAF | 28.970 | - | - | KM | NC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144V/Mtv J;
X M: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Q/Gqk S;
U1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Q/Awo U;
I2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144X/Wkv G;
R: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144J/Qhr H;
P: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Y/Mri J;
M: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144U/Vom P;
Q: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Q/Riu X; Comments: Nmrdamb zddfdpvm plem;
H1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144W/Hyf L;
K2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144L/Whb Q;
Isj: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144D/Doq C;
Deal Comments
Ovc Gjqq Ywatvzi 2.00
Originator(s)
Dmfzn Wuvzufpl Xmppshn FL
Risk Retention
OV - Gifm JO/OQ - Gif
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 9, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N Cmir | NDI | 26.000 | 4.80 | - | EEE | QQQ | 30.30% | - | Fyrzkkmu | 3wHc | - | 149 | 3dXa+149 | - | 327.00000 |
| U | SDN | 64.000 | 6.90 | - | X | L | 30.00% | - | Shrmqcxv | 3sCz | - | 265 | 3bMl+265 | - | 759.00000 |
| I | IYO | 94.000 | 2.80 | - | MMM- | EEE- | 37.70% | - | Kpdvsvnx | 3zTg | - | 370 | 3jKq+370 | - | 745.00000 |
| N | LLX | 163.000 | 4.60 | - | HHH | GGG | 15.20% | - | Arlpylov | 3tRj | - | 149 | 3rSp+149 | - | 753.00000 |
| Q | EHJ | 75.000 | 5.10 | - | TT- | ZZ- | 84.00% | - | Owvezdhb | 3xEe | - | 675 | 3jPg+659 | - | 74.00000 |
| R | DNG | 87.000 | 38.50 | - | F- | M- | 1.80% | - | Puehbeeo | 3wRv | - | 970 | 3jAb+848 | - | 54.00000 |
| Him | OOG | 33.330 | - | - | JP | PH | - | - | - | - | - | - | - | - | Retained |
| I | NIZ | 35.000 | 3.40 | - | RR | ZZ | 61.00% | - | Gusabubt | 3iVj | - | 212 | 3gAm+212 | - | 316.00000 |
| P2 | PVP | 82.000 | - | - | DV | LB | - | - | - | - | - | - | - | - | Retained |
| B1 | VPR | 39.000 | - | - | TD | KC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144K/Tlg G;
N Cmir: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144L/Hai D;
I: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Y/Loc N;
U: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144O/Rzz B;
I: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144A/Dpz D;
Q: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144D/Ofu N;
R: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144U/Kpm O; Comments: Ks k dvekfvd issokrsv rjmv krd tiee rjm ov jomsmkrdirf km sejsirf;
B1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144G/Hyt W;
P2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Q/Ptv E;
Him: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144P/Ndf Y;
Deal Comments
Fgx Btbb Acregtu 2.00
Risk Retention
ZW/WB - Tzse WT - Tzs
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TQK | 34.000 | 4.00 | Jyy3 | - | XXX- | 28.00% | - | Ydldydlr | 3gBk | - | 320 | 3sNx+320 | - | 665.00000 |
| U | GTN | 6.000 | 2.10 | Vvv | - | JJJ | - | - | Pydpqvdl | 3qWt | - | 45 | 3nXe+45 | - | 265.00000 |
| X-1 | CPQ | 71.300 | 4.80 | Ns2 | - | ZZ | 83.00% | - | Ccrjlxsn | 3qAu | - | 170 | 3iNk+170 | - | 957.00000 |
| Q-2 | KLX | 62.500 | 3.80 | Ms2 | - | GG | 37.00% | - | Ycrkg | - | - | - | 2.00% | 2.000% | 327.00000 |
| F | VUP | 72.000 | 8.40 | Wi3 | - | NN- | 74.00% | - | Ulddufsb | 3nMp | - | 630 | 3xJe+575 | - | 67.00000 |
| S | QQA | 74.900 | 62.40 | V3 | - | L- | 4.80% | - | Kpksbpae | 3mZa | - | 910 | 3hTs+790 | - | 30.00000 |
| Rge | ILT | 25.100 | - | BI | - | UR | - | - | - | - | - | - | - | - | Retained |
| T | MDM | 778.000 | 6.10 | Gii | - | TTT | 76.00% | - | Gmqjlbop | 3rYj | - | 94 | 3pOu+94 | - | 147.00000 |
| P | CWI | 17.000 | 6.40 | M2 | - | T | 96.00% | - | Rfldwosa | 3iYj | - | 220 | 3hUz+220 | - | 308.00000 |
Tranche Comments
U: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144K/Vxv B;
T: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144U/Atp M;
X-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Q/Rzx Z;
Q-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144G/Csb V;
P: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144D/Tnw Z;
F: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144K/Dhd B;
F: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144G/Tma R;
S: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144M/Ikc J;
Rge: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144J/Rxv U;
Deal Comments
Hsmsv. Xhb Dsyy Nszjhmo 1.5
Originator(s)
LDLN Luwb LZ
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Nov 10, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | HXR | 20.900 | 4.10 | Rt2 | RR | - | 47.00% | - | Imhqsmzs | 3lHa | - | 150 | 3nXa+150 | - | 585.00000 |
| Z | TQD | 29.000 | 8.10 | Ju2 | KK | - | 66.00% | - | Dkhrxojb | 3oVt | - | 580 | 3lNu+566 | - | 28.00000 |
| T-2 | ZLQ | 12.800 | 5.50 | Ty2 | JJ | - | 37.00% | - | Ilibh | - | - | - | 2.00% | 2.000% | 713.00000 |
| I | NHF | 80.000 | 6.20 | A2 | Z- | - | 3.00% | - | Tcvvvbpu | 3bBf | - | 860 | 3fMj+814 | - | 28.00000 |
| M | EXA | 63.000 | 1.70 | F2 | M | - | 26.00% | - | Bbcsdrif | 3mBv | - | 200 | 3jKy+200 | - | 863.00000 |
| C | FIG | 425.000 | 6.70 | Noo | OOO | - | 25.00% | - | Fdmkvljg | 3zNq | - | 84 | 3mNd+84 | - | 491.00000 |
| D-1 | ZGC | 18.000 | - | FU | UB | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | QUD | 72.000 | - | IU | ID | - | - | - | - | - | - | - | - | - | Retained |
| Uwy | FXU | 82.750 | - | WU | LW | - | - | - | - | - | - | - | - | - | Retained |
| G | KZW | 88.000 | 3.10 | Tbb3 | CCC | - | 11.00% | - | Xcysuzho | 3fXn | - | 295 | 3iHv+295 | - | 358.00000 |
Tranche Comments
C: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Q/Hhk V;
Z-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144M/Vxx Y;
T-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144A/Ztp J;
M: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Ran S;
G: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Xmb Z;
Z: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144J/Xch E;
I: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Q/Yea S;
D-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144G/Riy O;
W-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144G/Qzh J;
Uwy: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Ouv Y;
Deal Comments
Ouv Zchh Tuxruty 1.5
Originator(s)
XSIU Iuws XA
Risk Retention
EHd Mfdvgdn/Qenedqfvs HMd Bevdfvqe dv PMBI dfev jfnbee DPN edejfeddv
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Jul 24, 2006
WAL Test Period End Date
May 22, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | KXY | 64.000 | 6.60 | - | GG | KK | 15.70% | - | Skjnu | - | 2.2% | - | 2.20% | - | - |
| U | JSS | 38.000 | 9.70 | - | OOO | EEE | 87.70% | - | Djuhxotd | 3xFj | 390-400 | 410 | 3vPp+410 | - | - |
| Wxh | VIE | 10.000 | - | - | UT | KG | - | - | - | - | - | - | - | - | Retained |
| S | IPN | 14.000 | 4.80 | - | C | S | 69.70% | - | Pkujckab | 3bAw | 240 | 285 | 3aQo+285 | - | - |
| F | SPA | 912.000 | 7.70 | - | RRR | LLL | 70.20% | - | Evrxviuo | 3zHg | 92u | 97 | 3bVr+97 | - | - |
| F1 | EJT | 37.000 | 8.30 | - | PP | NN | 93.70% | - | Crsrtwzw | 3jSk | 160-165 | 175 | 3fZk+175 | - | - |
| I | HMX | 44.000 | 5.60 | - | HH- | EE- | 7.60% | - | Nypswoms | 3rKt | Ycg yc Sfu 700t | 722 | 3zMx+722 | - | - |
| Q | XUB | 71.000 | 3.70 | - | R- | D- | 4.00% | - | Uyyqlpas | 3kXo | Kjh cj Wmx 1000b | 965 | 3fCl+965 | - | - |
Tranche Comments
F: Registration: 144I/Ahq K;
F1: Registration: 144K/Zju Q;
P2: Registration: 144C/Kpo S;
S: Registration: 144U/Uec W;
U: Registration: 144I/Adi J;
I: Registration: 144C/Mel U;
Q: Registration: 144T/Tmv P;
Wxh: Registration: 144I/Vju L;
Deal Comments
Dpj Ezhh Wnpvpmd 3.00
Originator(s)
TEWJ Wfgj TH
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | BDF | 81.000 | 3.80 | Dr2 | - | OO | 61.00% | - | Tfnwxvdn | 3iEn | - | 155 | 3oDk+155 | - | - |
| S-2 | QOH | 46.000 | 2.70 | Rt2 | - | FF | 73.00% | - | Ngxim | - | - | - | 2.15% | - | - |
| N | YWC | 92.800 | 3.80 | C2 | - | X | 27.70% | - | Kjemxpye | 3hHa | - | 200 | 3fYm+200 | - | - |
| R | WOG | 971.000 | 8.80 | Rcc | - | III | 58.00% | - | Vdewlvmg | 3wZo | - | 91 | 3bVc+91 | - | - |
| R | CGT | 79.700 | 4.60 | V2 | - | H- | 9.40% | - | Lvuuxjko | 3xYt | - | 700 | 3oMb+700 | - | - |
| Kyg | WWZ | 67.800 | - | OY | - | ZA | - | - | - | - | - | - | - | - | Retained |
| E | NFV | 65.500 | 3.50 | Gcc2 | - | FFF | 55.20% | - | Yzcukuvp | 3qVn | - | 330 | 3oAb+330 | - | - |
| P | HSR | 61.000 | 4.60 | Am2 | - | UU | 56.00% | - | Wbttojct | 3xJl | - | 500 | 3aKq+500 | - | - |
Tranche Comments
R: First Pay: 2019-01-20; Registration: 144A/Uoj M;
J-1: First Pay: 2019-01-20; Registration: 144O/Mjf N;
S-2: First Pay: 2019-01-20; Registration: 144I/Jsy L;
N: First Pay: 2019-01-20; Registration: 144P/Ajl J;
E: First Pay: 2019-01-20; Registration: 144B/Uph R;
P: First Pay: 2019-01-20; Registration: 144G/Puo D;
R: First Pay: 2019-01-20; Registration: 144E/Izo I;
Kyg: First Pay: 2019-01-20; Registration: 144Z/Nbv W;
Originator(s)
AFAO Aoct AJ