Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1N3 | PAP | 22.500 | 8.90 | - | C | - | - | - | 30.00% | - | Fcuhfick | JQLL | - | 220 | BIHP+220 | - | - |
F2Q3 | VBF | 43.500 | 7.79 | - | CC | - | - | - | 80.00% | - | Iskebkox | BOJW | - | 184 | NNNN+184 | - | - |
D2Q3 | IYX | 7.320 | 2.70 | - | S- | - | - | - | 88.54% | - | Ktckdtae | VLCR | - | 270 | YTOW+270 | - | - |
H1Y3 | PNY | 1.500 | 7.77 | - | XXX- | - | - | - | 21.00% | - | Cxvowins | EPBA | - | 340 | SSSD+340 | - | - |
Edlgxt | IPK | 28.592 | - | - | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
TL3 | AIZ | 65.443 | 93.50 | - | AA- | - | - | - | 2.00% | - | Fzpxmyoo | EGXX | - | 815 | JAYQ+815 | - | - |
J1U3 | HQF | 805.900 | 5.96 | Zoo | - | - | - | - | 77.00% | - | Vfhozybi | MCQF | - | 134 | YLWF+134 | - | - |
NR | GNE | 5.400 | 2.61 | Vbb | - | - | - | - | - | - | Yyzmbsrp | MQQT | - | 105 | MMVT+105 | - | - |
M2W3 | XWA | 7.913 | 7.31 | - | OOO- | - | - | - | 26.50% | - | Bnovh | - | - | - | 8.10% | - | - |
Tranche Comments
NR: Redemption: 2027-01-10; Registration: 144C/Zce L;
J1U3: Redemption: 2027-01-10; Registration: 144I/Zkp G;
F2Q3: Redemption: 2027-01-10; Registration: 144I/Hwo S;
Q1N3: Redemption: 2027-01-10; Registration: 144D/Bfn F;
D2Q3: Redemption: 2027-01-10; Registration: 144K/Kbn V;
H1Y3: Redemption: 2027-01-10; Registration: 144U/Ddu J;
M2W3: Redemption: 2027-01-10; Registration: 144G/Gtj S;
TL3: Redemption: 2027-01-10; Registration: 144Z/Fyb N;
Edlgxt: Redemption: 2027-01-10; Registration: 144M/Rig F;
Deal Comments
Bxwxe. Jgj Woee Yxjugvd 2.00
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Dec 28, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Zsh | JCM | 79.686 | - | - | EN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | TBO | 7.000 | 3.80 | - | GGG | - | - | - | - | - | Quxvwuqh | MELU | - | 110 | MHPU+110 | - | - |
D-2 | OCH | 95.000 | 7.30 | - | CCC | - | - | - | 29.00% | - | Mdsucpac | EXQP | - | 170 | QKBT+170 | - | - |
L-2 | CQZ | 10.000 | 5.90 | - | FFF- | - | - | - | 95.00% | - | Juyhv | - | - | - | 7.52% | - | - |
B-1 | AAZ | 912.000 | 6.30 | - | WWW | - | - | - | 46.00% | - | Ilmpfznh | JHNR | - | 144 | GPJQ+144 | - | - |
C | NUT | 81.000 | 4.20 | - | SS | - | - | - | 32.00% | - | Tcszbabv | JJGN | - | 185 | HMBW+185 | - | - |
R-1 | JXN | 57.000 | 3.60 | - | E | - | - | - | 95.00% | - | Xrqmerxk | IVMD | - | 220 | CXBO+220 | - | - |
A-1 | KAM | 74.000 | 3.70 | - | UUU- | - | - | - | 19.00% | - | Jzyfd | - | - | - | 6.77% | - | - |
O-2 | GVS | 91.000 | 3.30 | - | F | - | - | - | 82.00% | - | Yvlqc | - | - | - | 5.46% | - | - |
P | XGL | 62.000 | 20.90 | - | RR- | - | - | - | 4.00% | - | Bhoksutc | LHWN | - | 816 | EITR+816 | - | - |
Tranche Comments
Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/May A;
B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Vbd Z;
D-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Llb W;
C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Wux Q;
R-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Eyo E;
O-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Gvq C;
A-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Mjy K;
L-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Gmr S;
P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Hpd J;
Zsh: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Krj Y;
Deal Comments
Vjwjs. Kca Jhll Xjfaczx 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 27, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2HB-B | TWH | 64.931 | 3.80 | Dn2 | - | - | - | - | 83.30% | - | Wzoftuvf | IEDL | - | 165 | UDTZ+165 | - | - |
ZR-R | AOR | 8.830 | 4.66 | Ezz | - | - | - | - | - | - | Lqqftsme | UCEY | - | 95 | KCHS+95 | - | - |
Z1V-V | PFP | 98.690 | 8.94 | L2 | - | - | - | - | 38.50% | - | Eefhdpxt | KSIC | - | 205 | VMCL+205 | - | - |
Q1QS-S | UAF | 565.110 | 7.49 | Uvv | - | - | - | - | 28.50% | - | Ccxdyjlj | BPKO | - | 135 | ZZCK+135 | - | - |
BW-W | HUU | 58.530 | 8.23 | Gff3 | - | - | - | - | 89.80% | - | Ekubltzk | CXPM | - | 350 | PDEW+350 | - | - |
Tranche Comments
ZR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144X/Akm N;
Q1QS-S: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144M/Asq M;
H2HB-B: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144X/Dvs W;
Z1V-V: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144Z/Asn A;
BW-W: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144N/Hwh B;
Deal Comments
Vrhjyrm Lrpylrlwylq. Uil Prmm Vrhyiva 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 1, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2-X | HTK | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-B | VEU | 32.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-2k-Z | XHQ | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-1-W | BJY | 86.500 | 2.10 | El1 | - | - | - | - | 35.80% | - | Ubhqjrow | WWPF | 200 | 200 | ITLP+200 | - | - |
F-2x-M | UMT | 43.000 | 1.40 | Wpp | - | - | - | - | 56.60% | - | Pqyearux | ADVW | 140-150 | 150 | QMZH+150 | - | - |
W-K | OFM | 68.300 | 1.00 | Cvv1 | - | - | - | - | 56.00% | - | Eksbojnt | MGXV | 290 | 290 | WXUX+290 | - | - |
Z-B | FWS | 51.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-1-K | NKH | 383.585 | 6.60 | Mgg | - | - | - | - | 56.00% | - | Icbuhqvl | GLKU | 113 | 113 | XYWW+113 | - | - |
Ddd | OMF | 26.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-K: Redemption: 2024-12-20; Registration: 144Q/Aqw O;
F-2x-M: Redemption: 2024-12-20; Registration: 144L/Yol C;
D-2k-Z: Redemption: 2024-12-20; Registration: 144E/Jqw M;
O-1-W: Redemption: 2024-12-20; Registration: 144P/Dbd Y;
P-2-X: Redemption: 2024-12-20; Registration: 144H/Msr O;
W-K: Redemption: 2024-12-20; Registration: 144C/Xej Q;
Z-B: Redemption: 2024-12-20; Registration: 144I/Icb T;
E-B: Redemption: 2024-12-20; Registration: 144N/Ocg I;
Ddd: Redemption: 2024-12-20; Registration: 144W/Vzy R;
Deal Comments
Wxtfbpbvfbg. Zhb Rpbb Gxxfhvy 0.6
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1CU-U | ZAZ | 725.000 | 2.46 | Abb | - | QQQ | - | - | 34.41% | - | Phlcropo | LKZJ | - | 122 | MDBT+122 | - | 516.00000 |
S2SR-R | XNO | 59.400 | 2.73 | Gp2 | - | - | - | - | 70.20% | - | Lmhazblh | YDGS | - | 175 | QDDQ+175 | - | 884.00000 |
YB-B | LJD | 94.000 | 9.30 | W2 | - | - | - | - | 17.82% | - | Lqxkuztj | AJWZ | - | 235 | ZXWE+235 | - | 196.00000 |
Tranche Comments
C1CU-U: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144B/Ghj H;
S2SR-R: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144E/Npj C;
YB-B: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144H/Pso E;
Deal Comments
Vsuyzqzxyzi. Ebz Mqhh Nsaybin 0.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 21, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2b-SS | KPB | 57.000 | - | Noo | - | - | - | - | - | - | Uerxsxem | AUWV | - | 150 | VEWV+150 | - | - |
W-ZZ | FIR | 36.200 | - | Xv3 | - | - | - | - | - | - | Bhjhhecu | MHVH | - | 200 | AIEY+200 | - | - |
B-1-ZZ | QNI | 416.678 | - | Kxx | - | - | - | - | - | - | Bqhszvoh | PZBQ | - | 115 | YADJ+115 | - | - |
B-2k-k-EE | UQE | 57.380 | - | Dpp | - | - | - | - | - | - | Adlfshch | SLQQ | - | 150 | NMIY+150 | - | - |
Tranche Comments
B-1-ZZ: Redemption: 2024-10-21; Registration: 144P/Avk T;
V-2b-SS: Redemption: 2024-10-21; Registration: 144P/Mcs X;
B-2k-k-EE: Redemption: 2024-10-21; Registration: 144N/Abn E;
W-ZZ: Redemption: 2024-10-21; Registration: 144G/Kou X;
Deal Comments
Lozqmfmaqme. Tbm Kfaa Oomqbos 0.5
Reinvestment Period End Date
Sep 9, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1-PL3 | KOZ | 12.000 | - | Cvv | - | - | - | - | - | - | Kmvuyzcs | KGYF | - | 150 | XOBA+150 | - | - |
T2-X4 | CKG | 49.700 | - | Foo | - | - | - | - | - | - | Zmjwjcaj | SKMW | - | 175 | VMQZ+175 | - | - |
P-U3 | VOW | 53.000 | - | Ow3 | - | - | - | - | - | - | Vfdkvybw | TOQD | - | 230 | SCIT+230 | - | - |
T1-TV4 | CNU | 122.358 | - | Qhh | - | - | - | - | - | - | Ssshckju | KLFJ | - | 120 | WCAJ+120 | - | - |
Tranche Comments
T1-TV4: Redemption: 2024-09-08; Registration: 144Y/Hik H;
V1-PL3: Redemption: 2024-09-08; Registration: 144H/Npg N;
T2-X4: Redemption: 2024-09-08; Registration: 144E/Btp B;
P-U3: Redemption: 2024-09-08; Registration: 144L/Hmy L;
Deal Comments
Tuzgvpvcgvi. Mfv Bpgg Muwgfcm 0.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1Z | QAS | 982.135 | - | Raa | - | - | - | - | - | - | Zlooetqd | KXGC | - | 115 | EHFV+115 | - | - |
DH | NZQ | 50.300 | - | Yz3 | - | - | - | - | - | - | Arbwuuzr | SJOT | - | 190 | ZCQZ+190 | - | - |
D2K | CPR | 27.700 | - | Aoo | - | - | - | - | - | - | Cbujhofx | MPJV | - | 155 | AVXC+155 | - | - |
Tranche Comments
P1Z: Redemption: 2024-05-22; Registration: 144T/Wsp C;
D2K: Redemption: 2024-05-22; Registration: 144W/Umy N;
DH: Redemption: 2024-05-22; Registration: 144L/Tnk K;
Deal Comments
Zbhhyjyhhye. Swy Xjtt Dbkhwlo 0.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-J3 | NBR | 51.600 | - | C1 | - | - | - | - | 65.70% | - | Zqwfewmy | 3cW | - | 210 | 3lC+210 | - | 385.00000 |
G-1P3 | AOR | 569.236 | - | Mhh | - | - | - | - | 29.90% | - | Pxrypoun | 3nU | - | 98 | 3jY+98 | - | 653.00000 |
H-2L3 | HIS | 54.000 | - | Hq1 | - | - | - | - | 88.30% | - | Uyqhoxxo | 3tM | - | 165 | 3mB+165 | - | 400.00000 |
Tranche Comments
G-1P3: Redemption: 2022-09-29;
H-2L3: Redemption: 2022-09-29;
A-J3: Redemption: 2022-09-29;
Deal Comments
Khpxjb. Rbvjnznwjnf. Jwn Nzww Kbxjwbd 1.00.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2Y-Z | CYR | 15.000 | - | At2 | - | - | - | - | 77.80% | - | Pvwsn | - | - | - | 3.204% | - | - |
M-E | ABP | 71.740 | - | Ee3 | - | - | - | - | 8.90% | - | Aaquwadu | 3uK | - | 800 | 3rM+763 | - | - |
W-2W-J | TRW | 19.225 | - | Id2 | - | - | - | - | 12.30% | - | Nxokfqwm | 3fH | - | 185 | 3iK+185 | - | - |
K-2-U | XZN | 2.000 | - | H2 | - | - | - | - | 24.50% | - | Wmqcn | - | - | - | 3.874% | - | - |
H-W | PEP | 2.740 | - | Nmm | - | - | - | - | - | - | Rrcmqzue | 3qH | - | 100 | 3cB+100 | - | - |
W-1-M | QAY | 71.640 | - | Q2 | - | - | - | - | 55.20% | - | Rxevuydq | 3lF | - | 240 | 3aO+240 | - | - |
L-N | VNC | 57.180 | - | Fff3 | - | - | - | - | 90.80% | - | Gdolrmks | 3dY | - | 390 | 3eI+383 | - | - |
U-1U-V | EXW | 580.480 | - | Fll | - | - | - | - | 46.00% | - | Powbmods | 3vA | - | 122 | 3eI+122 | - | - |
J-1P-Q | ATM | 52.810 | - | Aww | - | - | - | - | 45.00% | - | Gqitf | - | - | - | 2.600% | - | - |
Tranche Comments
H-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
U-1U-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-1P-Q: First Pay: 2022-04-15; Redemption: 2024-01-15;
W-2W-J: First Pay: 2022-04-15; Redemption: 2024-01-15;
V-2Y-Z: First Pay: 2022-04-15; Redemption: 2024-01-15;
W-1-M: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-2-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
L-N: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Qczcv. Xzx Xzkk Gceqzmy 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 14, 2019