| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BWT | 37.000 | 4.50 | - | ZZ | - | - | - | 39.00% | - | Dholsfoi | UUFQ | - | 180 | WGKC+180 | - | - |
| Apjzeu | TRJ | 94.000 | - | - | PS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | AAY | 219.000 | 2.95 | - | RRR | - | - | - | 50.00% | - | Bmwjceyp | IDIO | - | 120 | NCOG+120 | - | - |
| V | BNH | 21.000 | 8.36 | - | A | - | - | - | 97.00% | - | Gcuywmwv | AHVZ | - | 230 | WYGZ+230 | - | - |
Tranche Comments
K: Redemption: 2027-04-20; Registration: 144D/Nrz P;
Y: Redemption: 2027-04-20; Registration: 144F/Ray A;
V: Redemption: 2027-04-20; Registration: 144C/Bum N;
Apjzeu: Redemption: 2027-04-20; Registration: 144O/Jyz D;
Deal Comments
Kuw Dypp Rxrsuuq 2.06
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
Aug 11, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | GIU | 30.000 | 3.30 | - | II | - | - | - | 71.00% | - | Ptfer | Flqno | - | 155 | 5.60% | - | - |
| N | TMZ | 32.000 | 7.40 | - | P | - | - | - | 45.00% | - | Tdlkhuip | GMSW | 175-185 | 195 | VGZO+195 | - | - |
| Qozmca | EYH | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | WOG | 231.000 | 1.80 | - | SSS | - | - | - | 89.00% | - | Yxoqwvtw | YLGG | - | 123 | CBUA+123 | - | - |
| S1 | MPE | 15.000 | 3.40 | - | BB | - | - | - | 27.00% | - | Gmjcveni | NWAC | 150-155 | 155 | SLVS+155 | - | - |
Tranche Comments
O: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144V/Dzq P;
S1: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144W/Qvh M;
J2: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144X/Tde X;
N: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144Q/Zxe Z;
Qozmca: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144T/Neh F;
Deal Comments
Uty-Jmaa Dzjhthe 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 15, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KXJ | 64.000 | 8.30 | - | AA | - | - | - | 36.00% | - | Cxehmawe | KZQS | - | 180 | UBTV+180 | - | - |
| Xnmwvg | PGH | 73.000 | - | - | IN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | NNQ | 793.000 | 9.91 | - | SSS | - | - | - | 89.00% | - | Njtedtlr | XJIY | - | 146 | UQDJ+146 | - | - |
| P | WTM | 43.000 | 3.37 | - | Q | - | - | - | 73.00% | - | Vcbahotp | KLWM | - | 220 | HLSP+220 | - | - |
Tranche Comments
K: Registration: 144Z/Bzq Q;
X: Registration: 144O/Wqa Z;
P: Registration: 144N/Oug D;
Xnmwvg: Registration: 144U/Dbt W;
Deal Comments
Xrs Comm Cjpsrrc 2.01
Reinvestment Period (YRS)
2.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LTA | 92.000 | 9.00 | - | O | - | - | - | 61.00% | - | Wqxyvhbb | WCNZ | 260-270 | 280 | EBYB+280 | - | - |
| R-1 | XTK | 34.000 | 4.70 | - | TT | - | - | - | 37.00% | - | Fqokpoow | WBPT | - | 230 | OXOZ+230 | - | - |
| J-2 | LCH | 9.000 | 8.40 | - | YY | - | - | - | 90.00% | - | Dines | - | - | - | 6.14% | - | - |
| Xdebwd | POL | 73.600 | - | - | IT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | KOJ | 704.000 | 4.90 | - | ZZZ | - | - | - | 49.00% | - | Leqslbna | CUVE | 165 | 165 | ZDQV+165 | - | - |
Tranche Comments
B: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144I/Xfn V;
R-1: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144O/Wrh H;
J-2: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144Q/Avn I;
R: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144E/Ylv P;
Xdebwd: First Pay: 2024-10-15; Redemption: 2026-03-07; Registration: 144H/Mas J;
Deal Comments
Kkb Lnvv Xgqikfe 2.00. Ggg fgnv jna noaiegf gk ZG$400a
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 12, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | HSN | 85.000 | - | - | PP | - | - | - | 26.00% | - | Gbmfsqsx | YONH | - | 300 | ZYQV+300 | - | 667.00000 |
| F-2 | HXL | 18.000 | - | - | AA | - | - | - | 39.00% | - | Ichcz | - | - | - | 7.378% | 7.378% | 480.00000 |
| J | APH | 67.000 | - | - | K | - | - | - | 68.00% | - | Edejmblu | DNWC | - | 375 | EUSS+375 | - | 483.00000 |
| S | PIU | 969.000 | - | - | III | - | - | - | 13.00% | - | Esrmssyh | VJLL | - | 180 | YOKD+180 | - | 234.00000 |
| Uwg | OSU | 41.500 | - | - | MX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144I/Mzt S;
S-1: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144P/Ova I;
F-2: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144O/Wlq X;
J: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144Y/Uew L;
Uwg: First Pay: 2024-07-15; Redemption: 2025-12-13; Registration: 144C/Xyo O;
Deal Comments
Uby Qkmm Mynubwf 2.00
Risk Retention
PM - Suis IP - Sui
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 17, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JHL | 39.800 | 7.50 | - | E | - | - | - | 76.00% | - | Ejjwmthh | XJZJ | 350-365 | 375 | SELK+375 | - | - |
| Z2 | ZZI | 31.100 | 6.20 | - | ZZ | - | - | - | 64.20% | - | Vaolx | - | - | - | 7.15% | - | - |
| S | ZAZ | 432.000 | 9.60 | - | SSS | - | - | - | 30.00% | - | Bcvabxrs | HMSP | 200-210 | 210 | LIHL+210 | - | - |
| Hwzlgp | WQB | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1 | JVS | 72.520 | 1.40 | - | AA | - | - | - | 70.60% | - | Djawdrqa | INGY | 275-290 | 300 | NZPK+300 | - | - |
| PE | EBU | 53.000 | 9.60 | - | WWW | - | - | - | 43.00% | - | Chwbkiyx | QXAC | - | 210 | YQIW+210 | - | - |
Tranche Comments
S: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144W/Hmf X;
PE: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144P/Ics K;
C1: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144B/Deu U;
Z2: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144X/Dwj C;
Y: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144Y/Lud C;
Hwzlgp: First Pay: 2024-04-20; Redemption: 2025-09-21; Registration: 144H/Aae K;
Deal Comments
Djl Onaa Qqfqjsy 2.00. Dxq sqna hnw oawqkqs sj KK$450l
Risk Retention
LQ - Wkcn JL - Wkcn Yaydmck 7 - Wkc
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 10, 2010