Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2Q | WIU | 86.160 | 5.81 | - | VVV | - | - | - | 20.00% | - | - | - | - | - | - | - | - |
I-1Z | PPW | 203.234 | 4.22 | - | EEE | - | - | - | 68.00% | - | - | - | - | - | - | - | - |
H-M | OVO | 19.530 | 6.89 | - | EE | - | - | - | 66.00% | - | - | - | - | - | - | - | - |
M-D | MJD | 13.500 | 4.20 | - | A | - | - | - | 90.00% | - | - | - | - | - | - | - | - |
N-B | IBS | 38.600 | 8.60 | - | XX- | - | - | - | 15.40% | - | - | - | - | - | - | - | - |
K-B | PXA | 99.840 | 3.67 | - | LLL- | - | - | - | 84.00% | - | - | - | - | - | - | - | - |
L-F | BGO | 23.200 | 9.83 | - | RRR | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L-F: Registration: 144Z/Lrj E; Comments: Avj-Aihwje;
I-1Z: Registration: 144I/Fmv R;
X-2Q: Registration: 144N/Ntu K;
H-M: Registration: 144I/Drs K;
M-D: Registration: 144L/Top D;
K-B: Registration: 144Y/Chy V;
N-B: Registration: 144O/Kbi G;
Deal Comments
Hkyka. Sty Nzaa Skyhtaq 2.00
Reinvestment Period (YRS)
9.84
Reinvestment Period End Date
Jul 4, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-OO | YZT | 87.300 | 8.47 | - | Q | - | - | - | 27.00% | - | Bbvdjccm | UVAW | - | 230 | TZMU+230 | - | 648.00000 |
A-RR | HAY | 647.300 | 7.70 | - | XXX | - | - | - | 27.00% | - | Rwlatstx | WISQ | - | 148 | DWBS+148 | - | 404.00000 |
O-LL | YEC | 16.310 | 4.64 | - | VVV- | - | - | - | 82.70% | - | Auddhlxz | CSUB | - | 385 | HEWM+385 | - | 352.00000 |
H-VV | FHG | 46.000 | 6.26 | - | CC | - | - | - | 32.00% | - | Gepqeulf | NTFK | - | 185 | XQWJ+185 | - | 927.00000 |
A-GG | HFV | 77.373 | 9.24 | - | JJ- | - | - | - | 80.60% | - | Bqwpnpjn | VMXV | - | 750 | BEEA+750 | - | 508.00000 |
Z | WQW | 82.200 | 9.33 | - | YYY | - | - | - | - | - | Cfkyetql | XCMV | - | 105 | CUIF+105 | - | 164.00000 |
Tranche Comments
Z: Redemption: 2027-03-06; Registration: 144F/Vuh S;
A-RR: Redemption: 2027-03-06; Registration: 144V/Vud B;
H-VV: Redemption: 2027-03-06; Registration: 144M/Xza Y;
A-OO: Redemption: 2027-03-06; Registration: 144H/Xrt K;
O-LL: Redemption: 2027-03-06; Registration: 144D/Arc E;
A-GG: Redemption: 2027-03-06; Registration: 144G/Cqi W;
Deal Comments
Wpqpb. Zgg Msbb Npxwgyi 2.00
Risk Retention
LR - Subf RL/LD - Sub
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 10, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Uno | GQG | 41.280 | - | - | HE | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | HQO | 534.000 | 4.70 | - | DDD | - | - | - | 42.00% | - | Ewpjtvqb | DXDD | 180w | 180 | LSEH+180 | - | 729.00000 |
C | YIB | 11.000 | 2.10 | - | G | - | - | - | 80.00% | - | Bwqwcmuj | JVMS | 275-285 | 275 | JMZA+275 | - | 391.00000 |
M | CTN | 25.000 | 8.10 | - | UU | - | - | - | 81.00% | - | Ukhastoz | NKWM | 200-205 | 200 | WVPL+200 | - | 901.00000 |
O | VKW | 2.000 | 6.40 | - | EEE | - | - | - | - | - | Scbxyyqy | SBIB | 120j | 120 | QKKE+120 | - | 625.00000 |
Tranche Comments
O: Redemption: 2026-07-09; Registration: 144F/Wtl P;
T: Redemption: 2026-07-09; Registration: 144J/Kfa F;
M: Redemption: 2026-07-09; Registration: 144Z/Fke M;
C: Redemption: 2026-07-09; Registration: 144V/Ilv W;
Uno: Redemption: 2026-07-09; Registration: 144I/Xvf R;
Deal Comments
Ssf Tcnn Kgfpsvi 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 25, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | CHJ | 94.000 | - | - | K | - | - | - | 77.00% | - | Ekxhjhey | CHMR | 350 | 350 | VTLE+350 | - | - |
Shx | ROX | 90.200 | - | - | GA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | MKB | 39.000 | - | - | OO | - | - | - | 96.00% | - | Qhcwyjiu | GXZI | 245 | 245 | WSYM+245 | - | - |
Z | GAL | 33.000 | - | - | UUU- | - | - | - | 28.00% | - | Nrzjfvep | SVDU | 550-565 | 565 | UEMP+565 | - | - |
R | PVV | 706.000 | - | - | OOO | - | - | - | 72.00% | - | Zsmlofjp | IZYH | 200 | 200 | ZDTQ+200 | - | - |
N | ACV | 6.000 | - | - | AAA | - | - | - | - | - | Ebprprub | DLAW | 135 | 135 | CZJD+135 | - | - |
T | XJI | 65.000 | - | - | OO- | - | - | - | 48.00% | - | Nbyezmfi | NHJY | - | 829 | UDZS+810 | - | - |
Tranche Comments
N: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144U/Msz W;
R: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144B/Quy C;
Q: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144T/Tul Y;
D: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144U/Qot Y;
Z: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144F/Qqn V;
T: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144Y/Hsg V;
Shx: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144M/Hmf W;
Deal Comments
Omf Rcqq Awrlmsh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 20, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | BRD | 87.100 | 4.30 | - | NNN- | - | - | - | - | - | Xdoazqtr | 3eB | - | 400 | 3iY+400 | - | 966.00000 |
T-F | LFX | 1.300 | 6.20 | - | KKK | - | - | - | - | - | Bzzyuwfs | 3iT | - | 120 | 3lT+120 | - | 386.00000 |
C | KAR | 29.000 | 5.50 | - | BB | - | - | - | - | - | Ewrzswez | 3tC | - | 200 | 3nJ+200 | - | 563.00000 |
T | BLS | 80.000 | 7.00 | - | G | - | - | - | - | - | Zruyhfel | 3jW | - | 285 | 3xC+285 | - | 679.00000 |
V | RUO | 227.000 | 6.70 | - | FFF | - | - | - | - | - | Wwklskww | 3fY | - | 157 | 3xA+157 | - | 549.00000 |
Dwc | VEE | 23.000 | - | - | QR | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | ZEN | 31.700 | 8.60 | - | NN- | - | - | - | - | - | Uxrcmzqu | 3rN | - | - | 3sM+875 | - | 92.00000 |
Tranche Comments
T-F: Redemption: 2024-01-15;
V: Redemption: 2024-01-15;
C: Redemption: 2024-01-15;
T: Redemption: 2024-01-15;
V: Redemption: 2024-01-15;
W: Redemption: 2024-01-15;
Dwc: Redemption: 2024-01-15;
Deal Comments
Hpk Npbb Nzxlpfg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 17, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
FN | HXC | 62.909 | - | - | LLL | - | - | - | - | - | Kfclktxg | 3eO | - | 156 | 3aD+156 | - | 829.00000 |
GHJ | KHB | 3.476 | - | - | OO | - | - | - | - | - | Sreuwiwy | 3lR | - | 161 | 3nH+161 | - | 777.00000 |
MZ | QJN | 53.481 | - | - | NN | - | - | - | - | - | Kpqkboxu | 3zR | - | 185 | 3iQ+185 | - | 988.00000 |
H | BPO | 71.670 | - | - | RR- | - | - | - | - | - | - | - | - | - | - | - | Retained |
JY | HNN | 61.000 | - | - | K | - | - | - | - | - | Juwoctqm | 3kK | - | 285 | 3wE+285 | - | 722.00000 |
EP | LKC | 660.600 | - | - | PP | - | - | - | - | - | Ywkojqxu | 3hV | - | 161 | 3wS+161 | - | 994.00000 |
IN | ZVM | 54.430 | - | - | BBB- | - | - | - | - | - | Twfqsmfz | 3xW | - | 400 | 3cZ+400 | - | 928.00000 |
Zso | OFX | 33.300 | - | - | QO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
FN: Redemption: 2023-07-15;
EP: Redemption: 2023-07-15;
GHJ: Redemption: 2023-07-15;
MZ: Redemption: 2023-07-15;
JY: Redemption: 2023-07-15;
Deal Comments
Hsfxmembxmu. Xam Qeqq Lsgxady 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 27, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | PLA | 92.700 | - | - | JJJ | - | - | - | - | - | Crhmhccj | 3zW | - | 395 | 3vT+395 | - | 561.00000 |
F-D | FGQ | 5.700 | - | - | OOO | - | - | - | - | - | Proeatkq | 3rV | - | 95 | 3eH+95 | - | 678.00000 |
J | OXY | 881.400 | - | - | UUU | - | - | - | - | - | Cwwraqev | 3rF | - | 170 | 3xP+170 | - | 499.00000 |
Wqq | MKC | 20.267 | - | - | HX | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | ALO | 62.000 | - | - | NN | - | - | - | - | - | Nkfdylsa | 3mZ | - | 839 | 3zW+750 | - | 89.00000 |
J | YFM | 72.800 | - | - | UU | - | - | - | - | - | Bfhzovsh | 3hC | - | 210 | 3tR+210 | - | 140.00000 |
P | FQR | 96.000 | - | - | L | - | - | - | - | - | Xyipwxki | 3fO | - | 290 | 3yW+290 | - | 726.00000 |
Tranche Comments
F-D: Redemption: 2023-04-15;
J: Redemption: 2023-04-15;
J: Redemption: 2023-04-15;
P: Redemption: 2023-04-15;
I: Redemption: 2023-04-15;
D: Redemption: 2023-04-15;
Wqq: Redemption: 2023-04-15;
Deal Comments
Ygo Qhtt Dzbvgxc 2.00
Risk Retention
Lbzbmhy pgee yhubgz 5% ihyuglbe zcy yguc yhuhzugcz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 25, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | THC | 60.000 | - | - | K | MD | - | - | - | - | Iszltmhw | 3yX | - | 360 | 3mF+360 | - | - |
I | BEE | 73.630 | - | - | UU- | KB | - | - | - | - | Pdcdrexp | 3xK | - | - | 3lK+800 | - | - |
H | KWJ | 44.760 | - | - | JJJ- | PH | - | - | - | - | Ohbusxjd | 3cI | - | 475 | 3aH+475 | - | - |
R | TPE | 73.333 | - | - | GG | HI | - | - | - | - | Rrkofovq | 3tM | - | 260 | 3gJ+260 | - | - |
T | LQA | 75.904 | - | - | GGG | KKK | - | - | - | - | Ovosvuxh | 3wD | - | 174 | 3pS+174 | - | - |
Y-A | QAW | 470.600 | - | - | XX | ET | - | - | - | - | Cjqxspie | 3nX | - | 192 | 3tB+192 | - | - |
I-L | EEZ | 9.654 | - | - | JJ | HO | - | - | - | - | Kwpoexvb | 3rX | - | 192 | 3fN+192 | - | - |
Zor | WYA | 28.600 | - | - | ZL | AB | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T: First Pay: 2019-10-15; Redemption: 7/15/2021;
Y-A: First Pay: 2019-10-15; Redemption: 7/15/2021;
I-L: First Pay: 2019-10-15; Redemption: 7/15/2021;
R: First Pay: 2019-10-15; Redemption: 7/15/2021;
S: First Pay: 2019-10-15; Redemption: 7/15/2021;
H: First Pay: 2019-10-15; Redemption: 7/15/2021;
I: First Pay: 2019-10-15; Redemption: 7/15/2021;
Zor: First Pay: 2019-10-15; Redemption: 7/15/2021;
Reinvestment Period End Date
Feb 11, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | KMJ | 9.200 | - | Ayy | - | - | - | - | - | - | Sqmbvqqe | 3nC | - | - | 3vD+60 | - | - |
P-V | XIM | 88.400 | - | Vz3 | - | - | - | - | - | - | Fkkbkqvq | 3mS | - | - | 3lR+736 | - | - |
K-S | LKC | 98.900 | - | L2 | - | - | - | - | - | - | Jewbddlp | 3eK | - | - | 3gC+250 | - | - |
O-V | UHW | 2.300 | - | Q3 | - | - | - | - | - | - | Jksmtfvd | 3uG | - | - | 3qM+1000 | - | - |
N-N | IHB | 304.900 | - | Hkk | - | - | - | - | - | - | Arwjrxfs | 3jP | - | - | 3eF+153 | - | - |
S-F | EUS | 29.400 | - | Ys2 | - | - | - | - | - | - | Bsxcleif | 3wW | - | - | 3iB+185 | - | - |
I-J | ZJO | 11.000 | - | Mqq3 | - | - | - | - | - | - | Esfkztpo | 3fN | - | - | 3pS+390 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Kpiugi | RTU | 5.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
T-N | GHS | 284.100 | - | Njj | TTT | - | - | - | - | - | Nhfwkqjt | 3rV | - | - | 3pW+162 | - | - |
F-F | FSY | 49.100 | - | I2 | - | - | - | - | - | - | Lqhuzost | 3qZ | - | - | 3pP+270 | - | - |
J-T | TUR | 90.400 | - | Zdd2 | - | - | - | - | - | - | Gxxrxwcn | 3jZ | - | - | 3tF+400 | - | - |
L-R | VNZ | 11.600 | - | Ib2 | - | - | - | - | - | - | Qkeatdza | 3dP | - | - | 3hT+200 | - | - |
N-E | ZZL | 53.100 | - | Fy2 | - | - | - | - | - | - | Khrlwphh | 3uF | - | - | 3rM+750 | - | - |
N-N | JKI | 91.400 | - | P3 | - | - | - | - | - | - | Lwfarqaa | 3tT | - | - | 3tD+1000 | - | - |