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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WFV | 88.000 | 1.00 | - | D | - | - | - | 19.00% | - | Uhyseyyw | JVMV | - | 290 | HTDP+290 | - | - |
| R | AVC | 12.000 | 8.80 | - | AA | - | - | - | 48.00% | - | Lpkzkudy | UTVP | - | 225 | EQDK+225 | - | - |
| K | UIA | 534.000 | 3.30 | - | NNN | - | - | - | 13.00% | - | Teswoyzq | MMLG | - | 150 | JOGS+150 | - | - |
| I | RYG | 82.000 | 2.60 | - | III- | - | - | - | 86.00% | - | Mchyuihq | YXVB | - | 400 | EXIL+400 | - | - |
| Wmp | KFC | 70.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | CGT | 31.000 | 2.90 | - | LL- | - | - | - | 6.00% | - | Yzbhbskd | JSMP | - | 609 | PNBV+609 | - | - |
Tranche Comments
K: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144M/Zqr Z;
R: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144T/Jeb Y;
Q: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144U/Kcj X;
I: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144P/Uvu K;
C: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144X/Fzv Q;
Wmp: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Jvg A;
Deal Comments
Djj Wvll Sxjmjkz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 17, 2024
WAL Test Period End Date
Apr 6, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | EBO | 46.000 | 7.90 | - | NN- | DD- | 4.60% | - | Lfwjllhp | 3fNc | - | 625 | 3zAh+617 | - | 82.90000 |
| T | TDB | 18.000 | 5.00 | - | UUU | MMM- | 21.00% | - | Uhzmwmuj | 3kBu | - | 350 | 3tCt+350 | - | 210.00000 |
| Jgvuau | MSH | 44.600 | - | - | GH | OV | - | - | - | - | - | - | - | - | Retained |
| E-A | OFY | 976.100 | 8.50 | - | VVV | NNN | 36.00% | - | Hzphaiww | 3xCa | - | 130 | 3fKt+130 | - | 936.00000 |
| G | YOK | 62.000 | 1.80 | - | F | B | 22.00% | - | Yjxsxfyl | 3pYp | - | 260 | 3sVk+260 | - | 771.00000 |
| G | XQA | 22.000 | 79.00 | - | R- | K- | 6.30% | - | Wuvdadbl | 3iFx | - | 910 | 3sOl+835 | - | 22.10000 |
| K | FYK | 330.100 | 7.70 | - | TTT | MMM | 38.00% | - | Dvojrzem | 3mOh | - | 130 | 3jSu+130 | - | 345.00000 |
| I | PHR | 58.000 | 1.20 | - | DD | EE | 96.20% | - | Npeofylp | 3jLg | - | 215 | 3iOj+215 | - | 901.00000 |
Tranche Comments
K: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144I/Hbq U;
E-A: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144D/Wxo Q;
I: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144J/Ffj X;
G: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144L/Zsp C;
T: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144W/Lld J;
M: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144I/Tvt Y;
G: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144Q/Rbh P;
Jgvuau: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144M/Qcp X;
Deal Comments
Rjm Zkuu Wxrvjmh 2.00
Risk Retention
KZo Bzuekfbs
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 11, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | GZR | 82.600 | - | - | BBB- | CCC- | - | - | Csdvwjpp | 3aTa | 320-330 | 355 | 3yXl+355 | - | 643.00000 |
| V | YFO | 160.000 | - | - | LLL | JJJ | - | - | Aybbypdc | 3eZv | 136 | 136 | 3sRi+136 | - | 391.00000 |
| L | ZEX | 35.000 | - | - | A | V | - | - | Zfwhaccd | 3sBw | 230-240 | 245 | 3qSu+245 | - | 251.00000 |
| D | IKM | 12.000 | - | - | U- | C- | - | - | Ydcmyydy | 3aQg | - | 910 | 3kZc+828 | - | 87.00000 |
| Ofs | YVF | 62.900 | - | - | XF | DP | - | - | - | - | - | - | - | - | Retained |
| Y | ZIF | 95.000 | - | - | TT- | HH- | - | - | Dhlvsktj | 3zAw | 615-625 | 625 | 3pFj+610 | - | 20.00000 |
| B | LZJ | 21.700 | - | - | GG | II | - | - | Nspzwrct | 3fSy | 195n | 198 | 3vFy+198 | - | 121.00000 |
Tranche Comments
V: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144M/Xdb X;
B: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144M/Rwo G;
L: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144O/Evn G;
W: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144G/Hpp Z;
Y: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144Z/Iab F;
D: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144W/Hdo C;
Ofs: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144C/Fiq O;
Deal Comments
Lhc Aqss Jjvqhml 1.5
Risk Retention
MN - Cwka NP - Cwk
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 11, 2018
WAL Test Period End Date
Mar 29, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | IOG | 260.000 | 7.80 | - | NNN | OOO | 17.00% | - | Zyvzuqma | 3vVc | - | 155 | 3jUy+155 | - | 783.00000 |
| V | NSC | 67.000 | 18.40 | - | N- | V- | 8.00% | - | Uffdbeyy | 3kGb | - | - | 3xFg+925 | - | 12.00000 |
| Xiu | DTC | 69.000 | - | - | WL | FI | - | - | - | - | - | - | - | - | Retained |
| L | GIP | 12.000 | 2.90 | - | YYY- | AAA- | 51.10% | - | Rzpcqpcy | 3lBn | - | 420 | 3pUo+420 | - | 113.00000 |
| K | ZWV | 31.000 | 9.70 | - | H | N | 99.60% | - | Bhjfkxjj | 3mSo | - | 270 | 3tPe+270 | - | 241.00000 |
| W | ICJ | 93.500 | 3.50 | - | OO | TT | 80.40% | - | Qrkyxsrl | 3hUl | - | 225 | 3qUo+225 | - | 992.00000 |
| J | DGA | 18.600 | 2.40 | - | AA- | WW- | 77.00% | - | Mvxjmcop | 3dKo | - | - | 3xYv+725 | - | 83.00000 |
Tranche Comments
K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Ays B;
W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Nem W;
K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Yfl Q;
L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Ftf D;
J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Jtj O;
V: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144D/Zvr E;
Xiu: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Pvl Y;
Deal Comments
Fba Kfii Gnjgbyq 1.00. Gcn ynfi afn bjnginy ljbf JIU405.5f tb JIU508f
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FMT | 932.000 | 2.20 | - | LLL | RRR | 56.00% | - | Hkbojoxz | 3dIa | - | 190 | 3iNf+190 | - | 402.00000 |
| A | VUG | 80.300 | 6.10 | - | YY | QQ | 55.20% | - | Kuqozelf | 3kMy | - | 265 | 3sUi+265 | - | 560.00000 |
| Z | KSB | 22.700 | 61.00 | - | I- | O- | 4.00% | - | Xkvyocoj | 3pQj | - | 1050 | 3jVj+906 | - | 31.00000 |
| Naqebb | FTB | 40.900 | - | - | ZH | SO | - | - | - | - | - | - | - | - | Retained |
| M | HMS | 29.500 | 4.10 | - | O | C | 26.00% | - | Avsjscma | 3gZx | - | 395 | 3mPq+395 | - | 702.00000 |
| B | HCZ | 57.000 | 2.60 | - | GG- | TT- | 36.40% | - | Dbppycwp | 3xVs | - | 875 | 3wNz+805 | - | 17.00000 |
| Z | MQW | 51.700 | 9.60 | - | PPP | AAA- | 90.30% | - | Afkzobha | 3fAp | - | 620 | 3bDt+604 | - | 13.00000 |
Tranche Comments
C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144T/Uok W;
A: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144J/Rfm X;
M: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144J/Jli I;
Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144F/Ekc Y;
B: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144E/Grk R;
Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144I/Hks I;
Naqebb: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144H/Nox R;
Deal Comments
Rtm Dojj Bmzutvw 1.5
Risk Retention
SG - Aoqeiqgy
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 18, 1997