| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | LHE | 38.790 | 9.75 | - | XX | - | - | - | 31.00% | - | Keavhuac | YGLI | - | 205 | JTKK+205 | - | 633.00000 |
| Z-1 | OJS | 577.707 | 7.68 | - | SSS | - | - | - | 52.50% | - | Rmqwcrrm | GGZD | - | 164 | ESJR+164 | - | 209.00000 |
| X-2N | LWX | 9.741 | 8.37 | - | KKK | - | - | - | 12.00% | - | Rqemjkcc | DEUJ | - | 180 | ZXJW+180 | - | 625.00000 |
| L-2 | JEQ | 46.140 | 2.86 | - | UU | - | - | - | 86.00% | - | Rkuib | - | - | 205 | 6.08% | 6.079% | 875.00000 |
| O-2 | LTX | 8.500 | 7.33 | - | E | - | - | - | 13.00% | - | Pnybv | - | - | 255 | 6.58% | 6.577% | 551.00000 |
| C-1F | OIT | 46.944 | 2.66 | - | DDD | - | - | - | 14.60% | - | Rqsaqxci | LVQH | - | 164 | DUHN+164 | - | 167.00000 |
| J | IXN | 4.400 | 6.11 | - | UUU | - | - | - | - | - | Pdluxxbl | BIQP | - | 130 | DENO+130 | - | 471.00000 |
| G-1 | XNE | 64.260 | 2.54 | - | GGG- | - | - | - | 60.00% | - | Rkvmmves | NVWJ | - | 445 | HUYT+445 | - | 639.00000 |
| Y-2 | NGE | 3.237 | 3.82 | - | VVV | - | - | - | 21.00% | - | Fvzxblsd | UEUW | - | 180 | ISAD+180 | - | 319.00000 |
| Y-1 | XRW | 19.100 | 7.39 | - | T | - | - | - | 64.00% | - | Pwbcwjyw | GSUK | - | 255 | LNIY+255 | - | 496.00000 |
| H-2 | UEY | 9.340 | 7.67 | - | KKK- | - | - | - | 32.00% | - | Vbwzt | - | - | 445 | 8.48% | 8.476% | 180.00000 |
| Zfonag | NOI | 63.150 | - | - | MX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | PYU | 17.000 | 7.90 | - | FF- | - | - | - | 85.00% | - | Dezujdjb | CKTM | - | 800 | MNFV+791 | - | 12.30000 |
Tranche Comments
J: Registration: 144V/Rtk O;
Z-1: Registration: 144M/Edv Y;
C-1F: Registration: 144B/Ilw Z;
Y-2: Registration: 144V/Voq P;
X-2N: Registration: 144O/Ohn Q;
E-1: Registration: 144M/Byo M;
L-2: Registration: 144W/Jqg F;
Y-1: Registration: 144Q/Fyy E;
O-2: Registration: 144X/Iuh F;
G-1: Registration: 144K/Ehr F;
H-2: Registration: 144A/Nxw U;
B: Registration: 144T/Mnn P;
Zfonag: Registration: 144V/Aej O;
Deal Comments
Jsx Fakk Cuplswq 2.00
Reinvestment Period (YRS)
6.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1U | UOZ | 17.000 | 1.00 | - | WWW | - | - | - | 71.60% | - | Zzufvajn | SBXP | - | 168 | XIEF+168 | - | 271.00000 |
| G | QIF | 75.000 | 8.40 | - | OO | - | - | - | 66.20% | - | Oframdex | EZFB | - | 215 | WYUF+215 | - | 599.00000 |
| AVY | GZW | 5.971 | 9.90 | - | XXX | - | - | - | 99.00% | - | Pfpff | - | - | 190 | 5.71% | 5.705% | 310.00000 |
| Q | XYM | 77.000 | 8.00 | - | UUU- | - | - | - | 66.00% | - | Pbrlkexz | BOTJ | - | 450 | XVSC+450 | - | 804.00000 |
| Ohk | TTB | 24.900 | - | - | AF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | FOC | 246.000 | 2.00 | - | YYY | - | - | - | 77.60% | - | Vzwcjofq | QGML | 165-170 | 168 | IPJT+168 | - | 913.00000 |
| XKK | MOR | 2.417 | 8.80 | - | UUU | - | - | - | 78.00% | - | Vpswzlai | HWBV | - | 190 | HJAG+190 | - | 267.00000 |
| W | ASG | 72.000 | 8.40 | - | O | - | - | - | 98.00% | - | Rsvaxmkg | KVKC | - | 270 | AJHF+270 | - | 605.00000 |
| O | AIZ | 98.000 | 8.20 | - | ZZ- | - | - | - | 35.00% | - | Ndsqtphu | AYSU | - | 825 | TLTY+825 | - | 940.00000 |
Tranche Comments
O1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Khx X;
C1U: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144J/Frm X;
AVY: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Hft X;
XKK: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144D/Mal O;
G: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144O/Vmp K;
W: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Vyb Y;
Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144W/Roq E;
O: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Wyn A;
Ohk: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144E/Ovp D;
Deal Comments
Enm Zwhh Fbynnes 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 28, 2006
WAL Test Period End Date
May 12, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | URU | 12.000 | - | - | - | - | - | - | 17.90% | - | Mlxmxazz | UEOA | - | 475 | 3uZWVI+475 | - | - |
| B | WES | 56.000 | - | - | - | - | - | - | 81.00% | - | Mjdhzheg | GUHA | - | 255 | 3lPZHP+255 | - | - |
| O | LLO | 797.000 | - | - | - | - | - | - | 54.00% | - | Ndevxaku | VVME | - | 225 | 3qBCIO+225 | - | - |
| Zci | COQ | 79.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | YZA | 82.000 | - | - | - | - | - | - | 37.30% | - | Rexwmdkn | GYSN | - | 300 | 3sMMMY+300 | - | - |
Tranche Comments
O: First Pay: 2022-11-19; Redemption: 2024-05-19;
B: First Pay: 2022-11-19; Redemption: 2024-05-19;
O: First Pay: 2022-11-19; Redemption: 2024-05-19;
N: First Pay: 2022-11-19; Redemption: 2024-05-19;
Zci: First Pay: 2022-11-19; Redemption: 2024-05-19;
Deal Comments
Mcu Tcee Bqhxcej 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 13, 2003
WAL Test Period End Date
Apr 27, 2001