Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-M | RYX | 54.550 | 30.10 | - | - | UU- | - | - | 9.00% | - | Rsdzycui | TKPP | - | - | MWCN+759 | - | 51.00000 |
Y-2-K | LBU | 25.000 | 6.80 | - | - | TTT | - | - | 34.00% | - | Iyflcuyy | HXTH | - | 170 | POBR+170 | - | 958.00000 |
A-Y | KPX | 71.000 | 6.10 | - | - | KK | - | - | 47.00% | - | Zeooeoqg | MXDU | - | 185 | NJMP+185 | - | 846.00000 |
Lwb | ORO | 31.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-R | ZRS | 46.000 | 1.50 | - | - | L | - | - | 83.00% | - | Aydujuyv | YUEP | - | 230 | KLJK+230 | - | 768.00000 |
A-1-Z | EYJ | 991.000 | 6.30 | Ott | - | - | - | - | 83.00% | - | Lyesdidp | YSOC | - | 140 | ETUM+140 | - | 925.00000 |
H-1-H | TIF | 82.000 | 3.60 | - | - | AAA | - | - | 95.00% | - | Xlooumim | QZXS | - | 350 | DHQD+350 | - | 436.00000 |
E-1-E | NQR | 64.840 | 65.20 | - | - | HHH- | - | - | 19.75% | - | - | - | - | - | 8.03% | 8.033% | 278.00000 |
Tranche Comments
A-1-Z: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144D/Glq E;
Y-2-K: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144U/Dtn B;
A-Y: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144Q/Hro Y;
A-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144W/Hbs W;
H-1-H: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144N/Ffn K;
E-1-E: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144E/Rfj I;
G-M: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144X/Acx C;
Lwb: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144J/Jsd V;
Deal Comments
Iumub. Feg Emmm Oujeetz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 19, 2004
WAL Test Period End Date
Dec 18, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-g | LTL | 67.700 | 1.40 | - | - | V | - | - | 16.00% | - | Seusmhpe | WEUS | - | 240 | GBGN+240 | - | 371.00000 |
I | PIP | 5.000 | 4.10 | - | - | III | - | - | - | - | Wqezkojy | HCOO | - | 135 | VWWC+135 | - | 333.00000 |
N-q | CUU | 7.300 | 1.90 | - | - | R | - | - | 81.00% | - | Wavap | - | - | - | 5.66% | 5.656% | 843.00000 |
A-2 | KVQ | 60.000 | 6.50 | - | - | DD | - | - | 22.00% | - | Rpoabxqe | GWCW | - | 220 | USMM+220 | - | 999.00000 |
R-1 | GRO | 23.000 | 1.90 | - | - | RRR | - | - | 53.00% | - | Fdqcijfi | TWGY | - | 375 | DYVW+375 | - | 849.00000 |
Q-1k | QYX | 393.100 | 1.70 | Lee | - | - | - | - | 74.00% | - | Zyckqxsk | BZIO | - | 143 | GEJK+143 | - | 160.00000 |
S-1g | XKO | 9.000 | 1.90 | - | - | PPP | - | - | 44.00% | - | Wunaq | - | - | - | 4.64% | 4.638% | 935.00000 |
R-2 | BAK | 41.000 | 3.50 | - | - | XXX | - | - | 30.00% | - | Ifypmchq | ZTLU | - | 165 | WSMU+165 | - | 570.00000 |
F-1U | LGN | 174.700 | 4.50 | Bmm | - | - | - | - | 94.00% | - | Gpubwzxa | ZSSJ | - | 143 | CWWI+143 | - | 555.00000 |
P-1 | TCQ | 83.000 | 5.40 | - | - | WW+ | - | - | 19.00% | - | Bdyaabpn | JTFR | - | 195 | UTPA+195 | - | 812.00000 |
J | LYJ | 83.000 | 20.80 | - | - | KK- | - | - | 8.00% | - | Fcpcfztw | YYHK | - | - | VPOQ+790 | - | 81.00000 |
K | XAX | 5.000 | 21.40 | - | - | ZZ- | - | - | 1.20% | - | - | - | - | - | - | - | Retained |
Ypa | GBK | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-2 | TKB | 77.000 | 10.30 | - | - | QQQ- | - | - | 93.90% | - | Pihpw | - | - | - | 7.67% | 7.671% | 616.00000 |
Tranche Comments
I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Wtv I;
Q-1k: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Iam L;
F-1U: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Pbe O;
S-1g: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Mub A;
R-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Qzp H;
P-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Tjl L;
A-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Bfr X;
Y-g: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Bkv Q;
N-q: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Iyn A;
R-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Ony W;
R-2 : First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Abu K;
J: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Gvs D;
K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Hhw A;
Ypa: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Qnd F;
Deal Comments
Rciqqqc. Bgm Jxbb Sczigdr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 8, 2015
WAL Test Period End Date
Jun 16, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1WD | LUL | 1.000 | - | UT | TB | XXX | - | - | 29.00% | - | Gvpoymxn | SOZN | - | 178 | WCFQ+178 | - | - |
NN | LEL | 45.000 | - | CT | DG | N | - | - | 87.00% | - | Ekwjojka | ZWGF | - | 250 | ZPAI+250 | - | - |
Q1S | WIU | 94.000 | - | MS | CO | AAA | - | - | 54.00% | - | Jkydzaks | CHPN | - | 375 | UGNV+375 | - | - |
X2J | UMQ | 3.900 | - | TS | KM | MMM- | - | - | 98.00% | - | Fdlwbuqw | WHEI | - | 500 | JVYR+500 | - | - |
S2NR | HIO | 64.500 | - | XW | NF | VV | - | - | 12.00% | - | Pudtmatr | DCPZ | - | 225 | QUOL+225 | - | - |
Ekq | FIR | 68.700 | - | XX | NR | TH | - | - | - | - | - | - | - | - | - | - | Retained |
H1HC | WFH | 605.000 | - | XQ | CCC | OR | - | - | 13.00% | - | Bkqxbdsc | BZLV | - | 142 | TLUD+142 | - | - |
F2FS | YYY | 32.700 | - | TG | GG | HH+ | - | - | 87.00% | - | Osralbxe | UBNW | - | 190 | VSSD+190 | - | - |
JB | NMW | 64.100 | - | IQ | CM | NN- | - | - | 2.00% | - | Lsqjqvsi | KEBV | - | 725 | PIST+694 | - | - |
Tranche Comments
H1HC: Redemption: 2025-04-20; Registration: 144V/Qlu M;
A1WD: Redemption: 2025-04-20; Registration: 144J/Uwg Z;
F2FS: Redemption: 2025-04-20; Registration: 144U/Pnq D;
S2NR: Redemption: 2025-04-20; Registration: 144Z/Ybi H;
NN: Redemption: 2025-04-20; Registration: 144A/Eja Y;
Q1S: Redemption: 2025-04-20; Registration: 144X/Mxg E;
X2J: Redemption: 2025-04-20; Registration: 144V/Aio I;
JB: Redemption: 2025-04-20; Registration: 144C/Dqk F;
Ekq: Redemption: 2025-04-20; Registration: 144J/Xbj M;
Deal Comments
Mzevwjwpvwz. Rww-Njyy Vzpvwlf 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 17, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | CNZ | 74.000 | - | PW | ZS | CCC- | - | - | 81.30% | - | Ahcsffcd | SEQW | - | 500 | TZCE+500 | - | - |
Q | CGG | 69.000 | - | YB | SU | H | - | - | 55.00% | - | Oqfvklbf | BPUQ | - | 285 | SXXX+285 | - | - |
F-1 | BGT | 108.000 | - | Xbb | IO | GB | - | - | 49.00% | - | Hbvozxld | TNFO | - | 170 | HAAK+170 | - | - |
U-2 | LYU | 60.000 | - | KP | CV | BB | - | - | 79.00% | - | Lexyuiwo | YSNM | - | 240 | DBHA+240 | - | - |
S-2 | LWJ | 1.000 | - | JS | CB | YYY- | - | - | 40.20% | - | Nqrjfhyl | GANX | - | 575 | BCBY+575 | - | - |
U | IGD | 7.000 | - | KO | DC | I- | - | - | 1.67% | - | - | - | - | - | - | - | Retained |
Jcn | KMW | 16.350 | - | ZS | JG | KX | - | - | - | - | - | - | - | - | - | - | Retained |
B-2G | MXI | 9.000 | - | JW | FY | QQ | - | - | 15.00% | - | Rkcqd | LBKW | - | 225 | 6.077% | - | - |
H | QPN | 36.000 | - | JZ | TI | KK- | - | - | 7.65% | - | Wfcbezza | SAUP | - | 900 | WUZM+845 | - | - |
Tranche Comments
F-1: Redemption: 2026-03-22; Registration: 144P/Pbe K;
U-2: Redemption: 2026-03-22; Registration: 144H/Tpb I;
B-2G: Redemption: 2026-03-22; Registration: 144O/Usq L;
Q: Redemption: 2026-03-22; Registration: 144E/Rvm X;
I-1: Redemption: 2026-03-22; Registration: 144P/Lzz X;
S-2: Redemption: 2026-03-22; Registration: 144Z/Rvl M;
H: Redemption: 2026-03-22; Registration: 144E/Ulc J;
U: Redemption: 2026-03-22; Registration: 144G/Wne P;
Jcn: Redemption: 2026-03-22; Registration: 144A/Mnp F;
Deal Comments
Jt-Aeett. Npx Asxx Etkypqo 2.00
Risk Retention
NV/VT - Uxp
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 13, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1MF | PJZ | 10.000 | - | Ree | OM | AJ | - | - | 43.00% | - | Dlpbmlqv | NXKO | - | 210 | MIQW+210 | - | - |
S-1S | TXK | 29.000 | - | HG | NK | KKK | - | - | 64.00% | - | Ezcojcmz | MAZR | 230-235 | 250 | PWYC+250 | - | - |
U | FQU | 49.000 | - | KN | MY | EEE- | - | - | 82.70% | - | Yjkvmizn | BLJA | 575-600 | 584 | IDKU+584 | - | - |
D | CWB | 71.000 | - | NL | LU | D | - | - | 42.00% | - | Rbhpjrhg | IXWK | 355-365 | 370 | QTFT+370 | - | - |
D | IHR | 24.000 | - | WS | QI | KK- | - | - | 1.98% | - | Vfkrrqqg | PEZX | 900-925 | 820 | ADEK+820 | - | - |
E-2 | PRJ | 90.000 | - | FD | IK | WW | - | - | 83.60% | - | Cfvhyhyf | BSKW | 260-270 | 280 | NQPY+280 | - | - |
Sqg | WAH | 48.000 | - | XL | HG | BR | - | - | - | - | - | - | - | - | - | - | Retained |
T-1T | WJC | 540.000 | - | Uii | QE | VA | - | - | 16.00% | - | Rkrktluw | HOJF | - | 210 | BSZY+210 | - | - |
Tranche Comments
T-1T: Redemption: 2025-04-15; Registration: 144G/Mce B;
M-1MF: Redemption: 2025-04-15; Registration: 144Y/Leb E;
S-1S: Redemption: 2025-04-15; Registration: 144N/Efo R;
E-2: Redemption: 2025-04-15; Registration: 144T/Ifg L;
D: Redemption: 2025-04-15; Registration: 144P/Ctn T;
U: Redemption: 2025-04-15; Registration: 144Y/Ouv C;
D: Redemption: 2025-04-15; Registration: 144C/Okg J;
Sqg: Redemption: 2025-04-15; Registration: 144E/Mzh X;
Deal Comments
Nxs Jaaa Gkyvxor 2.00
Risk Retention
LB/BI - Ajm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 12, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | LGM | 43.000 | - | Tc2 | - | - | - | - | 88.00% | - | Whrhrkdm | 3fS | - | 170 | 3kG+170 | - | - |
D-1K | BXG | 26.500 | - | Dxx | - | - | - | - | 73.00% | - | Rvqsmcav | 3aN | - | 145 | 3tP+145 | - | - |
F-2 | CJH | 91.100 | - | Hh3 | - | - | - | - | 9.00% | - | Ymedkafb | 3nM | - | 760 | 3uZ+701 | - | - |
H-1H | XRS | 586.100 | - | Ppp | - | - | - | - | 56.00% | - | Oerbljyo | 3wP | - | 119 | 3mL+119 | - | - |
K-1 | ZYQ | 71.000 | - | B2 | - | - | - | - | 83.60% | - | Qeyzvdwn | 3tB | - | 215 | 3uM+215 | - | - |
V-2 | RUN | 6.940 | - | F2 | - | - | - | - | 10.70% | - | Ajrga | - | - | - | 3.750% | - | - |
F | HRJ | 44.803 | - | Ikk3 | - | - | - | - | 77.92% | - | Yvdykaue | 3yP | - | 350 | 3qC+350 | - | - |
Jrj | HMM | 92.860 | - | VH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-1 | VNP | 1.663 | - | Zu1 | - | - | - | - | 49.00% | - | Iysmevpj | 3oN | - | 530 | 3bB+530 | - | - |
Tranche Comments
H-1H: First Pay: 2022-04-20; Redemption: 2024-01-20;
D-1K: First Pay: 2022-04-20; Redemption: 2024-01-20;
O-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
K-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
V-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
F: First Pay: 2022-04-20; Redemption: 2024-01-20;
L-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
F-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
Jrj: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Xkw Qctt Ifomkve 3.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 2, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2R | NAC | 37.000 | 8.59 | Bl2 | - | - | - | - | 98.56% | - | Xuyrkomu | 3cP | - | 170 | 3zD+170 | - | 630.00000 |
Y-1M-1 | LYW | 299.700 | 3.50 | Fpp | - | - | - | - | 40.00% | - | Leluksaq | 3kQ | - | 112 | 3lU+112 | - | 227.00000 |
V-1Q-2 | GKO | 32.800 | 5.85 | Tcc | - | - | - | - | 80.79% | - | Nwczounj | 3vK | - | 135 | 3hG+135 | - | 397.00000 |
F-V | BMA | 22.000 | 8.90 | Dyy3 | - | - | - | - | 38.67% | - | Ursaboex | 3eY | - | 350 | 3tH+350 | - | 320.00000 |
D-Y | PJU | 47.000 | 9.78 | G2 | - | - | - | - | 24.20% | - | Lmzpwoya | 3cW | - | 235 | 3dU+235 | - | 472.00000 |
Tranche Comments
Y-1M-1: First Pay: 2021-10-20; Redemption: 2022-10-20;
V-1Q-2: First Pay: 2021-10-20; Redemption: 2022-10-20;
D-2R: First Pay: 2021-10-20; Redemption: 2022-10-20;
D-Y: First Pay: 2021-10-20; Redemption: 2022-10-20;
F-V: First Pay: 2021-10-20; Redemption: 2022-10-20;
Deal Comments
Zetkxmxjkxh. Efx-Amqq Aeukfbz 1.0
Risk Retention
OG QQj Nhe zxbofbszcao cf cozeojej za sarclf oczh zhe xcfl xezeozcao xenhcxereozf fez ahz co Qeahlbzcao (OG) 2017/2042
Pricing Speed
2 ZBJ / 20 ZIJ / 70 Jphuepvi
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 16, 1993
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2T | EVC | 31.700 | - | L3 | - | EP | - | - | 89.10% | - | Ibbkaikz | 3oO | - | 260 | 3uP+260 | - | - |
B2-2D | KQG | 24.400 | - | Iyy | - | MI | - | - | 47.87% | - | Sfhwspkt | 3hS | - | 145 | 3aY+145 | - | - |
D1-2H | VHY | 545.000 | - | Cii | - | DDD | - | - | 43.15% | - | Jmkurfmy | 3bM | - | 112 | 3zD+112 | - | - |
X-2Q | LFO | 90.100 | - | Oo2 | - | PX | - | - | 17.62% | - | Apdlkemt | 3vP | - | 175 | 3iT+175 | - | - |
Tranche Comments
D1-2H: Redemption: 2022-07-20; Registration: 144M/Jps H;
B2-2D: Redemption: 2022-07-20; Registration: 144C/Obg F;
X-2Q: Redemption: 2022-07-20; Registration: 144M/Xtb X;
L-2T: Redemption: 2022-07-20; Registration: 144N/Psi N;
Deal Comments
Axtmvfvumvh. Vav Nfss Hxgmavr 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 12, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | UKK | 10.393 | - | G2 | IV | VU | - | - | 58.68% | - | Mmuulojz | 3sZ | - | 240 | 3bS+240 | - | - |
K | TJU | 19.412 | - | Kff3 | HJ | ZU | - | - | 79.90% | - | Oqkbebaa | 3qD | - | 375 | 3zX+375 | - | - |
E | ZCQ | 23.000 | - | Wg3 | VK | KB | - | - | 8.10% | - | Fvocdkbw | 3bP | - | 686 | 3qD+686 | - | - |
Gfc | LXD | 98.300 | - | UC | PX | SG | - | - | - | - | - | - | - | - | - | - | Retained |
F-1F | FRQ | 338.000 | - | Egg | CU | ES | - | - | 34.00% | - | Vfuhjmaj | 3fM | - | 121 | 3dV+121 | - | - |
A-1B2 | JWD | 4.000 | - | Jnn | EJ | WX | - | - | 25.00% | - | Wzntq | MUI | - | - | 2.520% | - | - |
L-2 | FWD | 89.000 | - | Bm2 | EP | XB | - | - | 69.00% | - | Tuuhkeuk | 3hS | - | 180 | 3zT+180 | - | - |
G-1X1 | FON | 68.000 | - | Fpp | SY | XP | - | - | 99.00% | - | Dkjsmumg | 3aM | - | 145 | 3iZ+145 | - | - |
Tranche Comments
F-1F: Redemption: 2023-08-27; Registration: 144V/Cky A;
G-1X1: Redemption: 2023-08-27; Registration: 144Q/Azu H;
A-1B2: Redemption: 2023-08-27; Registration: 144F/Quk O;
L-2: Redemption: 2023-08-27; Registration: 144V/Ghp L;
A: Redemption: 2023-08-27; Registration: 144K/Lnd M;
K: Redemption: 2023-08-27; Registration: 144A/Alo T;
E: Redemption: 2023-08-27; Registration: 144F/Kdu T;
Gfc: Redemption: 2023-08-27; Registration: 144P/Qvc J;
Deal Comments
Rcq-Cavv Hatbcbi 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 5, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-U | TIF | 821.000 | - | Moo | - | - | - | - | - | - | Jkmduxqy | 3hH | - | 95 | 3bE+95 | - | - |
Y-S | HKE | 84.600 | - | Fx2 | - | - | - | - | - | - | Rxrjcucf | 3jG | - | 163 | 3vQ+163 | - | - |
U-B | VIV | 53.000 | - | M2 | - | - | - | - | - | - | Vckmaflu | 3aT | - | 210 | 3aX+210 | - | - |
Tranche Comments
T-U: First Pay: 2021-06-20; Redemption: 2021-12-14;
Y-S: First Pay: 2021-06-20; Redemption: 2021-12-14;
U-B : First Pay: 2021-06-20; Redemption: 2021-12-14;
Deal Comments
Ivgysvt Relsgvgqsgc. Oig Yvtt Iegsigp 0.8
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
May 27, 1995