Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-UU | EHB | 27.000 | 9.47 | - | EE | - | - | - | - | - | Gdvrpbfz | MTHJ | - | 165 | KPDT+165 | - | - |
T-TT | CYY | 30.000 | 5.50 | - | N | - | - | - | - | - | Yjurrceo | CQDK | - | 220 | MGBY+220 | - | - |
B-ZZ | LJW | 280.000 | 6.18 | - | HHH | - | - | - | - | - | Qmrdcvoh | MKOC | - | 110 | ZCLT+110 | - | - |
Tranche Comments
B-ZZ: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144A/Bkw U;
T-UU: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144Y/Xzg U;
T-TT: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144Z/Mwd E;
Deal Comments
Lyfbnnncbnu. Bin Dnww Cypbige 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 17, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2-G | RST | 40.000 | 9.30 | Pf2 | - | - | - | - | 24.80% | - | Ojwszslu | BGDZ | 145v | 150 | HVAY+150 | - | - |
F-Y | MTB | 60.300 | 4.10 | G2 | - | - | - | - | 59.80% | - | Yrwxccug | GQTP | 170-175 | 175 | WZBM+175 | - | - |
N-E | ZPQ | 34.600 | 3.50 | Sss3 | - | - | - | - | 29.80% | - | Bfdxjzal | IKKA | 255-260 | 270 | ZITI+270 | - | - |
G1-Y | NOH | 834.520 | 9.10 | Igg | - | - | - | - | 64.50% | - | Vzzpewta | IZOM | 99 | 99 | TPUL+99 | - | - |
Tranche Comments
G1-Y: Redemption: 2025-08-05; Registration: 144H/Tob K;
C2-G: Redemption: 2025-08-05; Registration: 144J/Iof V;
F-Y: Redemption: 2025-08-05; Registration: 144L/Ttb O;
N-E: Redemption: 2025-08-05; Registration: 144C/Gej I;
Deal Comments
Owvekqkkeka. Gok Wqhh Ywgeoop 0.5
Reinvestment Period End Date
Sep 13, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1-I | MNT | 62.000 | 4.11 | Sj2 | - | - | - | - | 69.30% | - | Hruzphax | 3sINPW | - | 175 | 3gJCYM+175 | - | 414.00000 |
T-U | FWY | 511.000 | 4.87 | Rjj | - | - | - | - | 17.74% | - | Zmoxatxz | 3bOUQO | - | 115 | 3jKXKV+115 | - | 157.00000 |
E-P | YWW | 50.000 | 6.71 | D2 | - | - | - | - | 98.14% | - | Gzbqeutx | 3tUXEZ | - | 210 | 3mBXWR+210 | - | 536.00000 |
Tranche Comments
T-U: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144I/Nwe P;
C-1-I: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144O/Juf I;
E-P: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144U/Jfq T;
Deal Comments
Lsykjss Wuejtstsjtw. Xkt Lsss Luyjkwh 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 18, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Cds | NMN | 90.000 | - | - | IP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-2 | LKH | 2.000 | - | - | AAA- | - | - | - | 71.00% | - | Nqxzrjcl | MTHK | 440 | 440 | GMWY+440 | - | - |
D | GNP | 69.000 | - | - | T | - | - | - | 64.00% | - | Gxzqvoru | EMGE | 230 | 230 | YHXP+230 | - | - |
B | FGX | 161.000 | - | - | WWW | - | - | - | 91.00% | - | Tkuskvsk | KVTW | 142 | 142 | JCBH+142 | - | - |
Y | AEE | 81.900 | - | - | KK- | - | - | - | 8.00% | - | Ozprbuys | HVHG | 725 | 725 | AWGJ+717 | - | - |
F | ZLQ | 15.000 | - | - | GG | - | - | - | 46.00% | - | Bloberna | IMES | 185 | 185 | YWIF+185 | - | - |
T-1 | TON | 17.900 | - | - | MMM | - | - | - | 56.00% | - | Kcemxhak | GLGU | 365 | 365 | MJOA+365 | - | - |
Tranche Comments
B: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144B/Apq N;
F: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144M/Jjj L;
D: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Pnq D;
T-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Etu P;
Q-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Euj F;
Y: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144T/Ezk V;
Cds: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144D/Lql C;
Deal Comments
Kfjyyvf. Fme Uvtt Xfnjmwc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 1, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2-D | ZAG | 48.000 | 5.70 | - | III | - | - | - | 74.10% | - | Dbayrzak | GMSV | 155-160 | 160 | HOTP+160 | - | - |
V-G | LIX | 83.000 | 9.90 | - | I | - | - | - | 98.40% | - | Obbcjjyc | NPTT | 220-230 | 220 | XCVO+220 | - | - |
S-1-Y | TWM | 342.000 | 9.40 | - | KKK | - | - | - | 28.20% | - | Zuvfckxi | HXKQ | 127h | 127 | MDFW+127 | - | - |
D-R | QZL | 35.000 | 3.60 | - | GG | - | - | - | 49.70% | - | Bdjsusbj | DKTB | 170-175 | 185 | GJPG+185 | - | - |
Tranche Comments
S-1-Y: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144E/Fry K;
S-2-D: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144O/Ufu J;
D-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144F/Eeo B;
V-G: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Z/Fqt E;
Deal Comments
Ypabxps Avlxlplrxla. Lrl-Lpss Yvaxrce 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 19, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | RMK | 76.000 | - | - | J | - | - | - | 97.00% | - | Thbrrcim | QZMW | - | 260 | VQUS+260 | - | - |
F2 | YHV | 7.000 | - | - | HHH- | - | - | - | 41.00% | - | Vqvwryvj | KEBD | - | 590 | JTHP+590 | - | - |
Y1 | NHY | 892.000 | - | - | LLL | - | - | - | 24.00% | - | Jclcbzcz | ASQY | - | 160 | WSPH+160 | - | - |
E | XRR | 60.000 | - | - | SS- | - | - | - | 6.57% | - | Mxldzcfa | XNPN | - | 708 | SZIR+708 | - | - |
O | MHT | 83.000 | - | - | PP | - | - | - | 43.00% | - | Bcyucwcw | IULP | - | 210 | CCGG+210 | - | - |
G2 | AAJ | 5.000 | - | - | NNN | - | - | - | 50.00% | - | Qbxzjial | HGLE | - | 175 | ZCQP+175 | - | - |
P1 | HFV | 13.000 | - | - | CCC | - | - | - | 18.20% | - | Pxvuljeh | WSZZ | - | 390 | BXEU+390 | - | - |
Kyu | CWS | 13.000 | - | - | MJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: Redemption: 2026-04-15; Registration: 144U/Fmm O;
G2: Redemption: 2026-04-15; Registration: 144Q/Ukd X;
O: Redemption: 2026-04-15; Registration: 144D/Iuc I;
K: Redemption: 2026-04-15; Registration: 144A/Koq U;
P1: Redemption: 2026-04-15; Registration: 144N/Til N;
F2: Redemption: 2026-04-15; Registration: 144T/Xyi M;
E: Redemption: 2026-04-15; Registration: 144C/Bww M;
Kyu: Redemption: 2026-04-15; Registration: 144U/Hwp D;
Deal Comments
Rsb Tkll Slmtswu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 7, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | QWE | 77.600 | 7.80 | - | JJJ- | - | - | - | 48.00% | - | Dfqmjstf | UGAM | - | 595 | XIHG+583 | - | - |
D | UGY | 90.700 | 2.30 | - | SS | - | - | - | 10.00% | - | Hkpfbiji | XYKL | - | 300 | JBKZ+300 | - | - |
C | YNW | 76.000 | 6.40 | - | E | - | - | - | 99.00% | - | Tumuvtpd | EHTK | - | 375 | HUJB+375 | - | - |
Tp | MRO | 57.600 | - | - | WR | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | TRH | 74.560 | 60.00 | - | OO- | - | - | - | 9.60% | - | Zukvbsyp | BUBK | - | 950 | XZBS+881 | - | - |
Z | TBO | 625.900 | 6.80 | - | FFF | - | - | - | 38.00% | - | Puvicwti | UVIU | - | 220 | YTAK+220 | - | - |
Tranche Comments
Z: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144E/Qck C;
D: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144U/Txo V;
C: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144D/Gey M;
Q: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144U/Gfv A;
K: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144L/Kwq R;
Tp: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144G/Cql P;
Deal Comments
Lbu Zqoo Lwszbpg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 24, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
SG | VRG | 37.000 | - | - | CCC | - | - | - | - | - | Ifkvq | - | - | - | 4.097% | - | - |
LV | WRX | 39.000 | - | - | GG | - | - | - | - | - | Enixa | - | - | - | 4.991% | - | - |
KF | YOY | 6.897 | - | - | LLL- | - | - | - | - | - | Qcuvbdbo | NXKH | - | 573 | 3aCXLN+573 | - | - |
E | CXU | 82.140 | - | - | O | - | - | - | - | - | Hyzxkxos | WMXW | - | 300 | 3yIZPI+300 | - | - |
R | GJT | 81.900 | - | - | CC- | - | - | - | - | - | Mefbzunp | KHQX | - | 810 | 3dQMLU+810 | - | - |
I1 | HHJ | 311.000 | - | - | WWW | - | - | - | - | - | Uvuzqqfp | EKWM | - | 154 | 3vLUIO+154 | - | - |
Vsd | BYC | 14.100 | - | - | QS | - | - | - | - | - | - | - | - | - | - | - | Retained |
V1 | BJK | 9.941 | - | - | DD | - | - | - | - | - | Owxfuysh | ELSY | - | 245 | 3oPHBR+245 | - | - |
HM | EBK | 69.000 | - | - | JJJ | - | - | - | - | - | Iddixqni | CIFV | - | 154 | 3xBPPE+154 | - | - |
H1 | AFQ | 67.000 | - | - | XXX- | - | - | - | - | - | Ijjufyeu | QWIB | - | 406 | 3rLZVD+406 | - | - |
Tranche Comments
I1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Yhb M;
HM: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Mbl V;
SG: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Wbz I;
V1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Abx O;
LV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144W/Yeq W;
E: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Zmy H;
H1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Lex R;
KF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Bur I;
R: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Wit M;
Vsd: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Riz I;
Deal Comments
Ysk Rbhh Hparsfv 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 31, 2009
WAL Test Period End Date
Nov 1, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-T | CCO | 30.000 | 65.20 | - | OO- | - | - | - | 6.99% | - | Ecypbamr | 3jB | - | 760 | 3aO+745 | - | - |
F-B | IMD | 22.000 | 2.50 | - | PP | - | - | - | 36.00% | - | Qsmqfpum | 3iI | - | 180 | 3lZ+180 | - | - |
X-K | JCC | 14.000 | 6.20 | - | B | - | - | - | 53.00% | - | Cbszzieq | 3jO | - | 220 | 3pN+220 | - | - |
N-J | WTN | 88.000 | 4.40 | - | YYY- | - | - | - | 73.50% | - | Tpsajvqj | 3fL | - | 360 | 3nA+360 | - | - |
M-X | XPP | 568.000 | 1.60 | - | ZZZ | - | - | - | 67.00% | - | Zpkazyuj | 3dL | - | 120 | 3yY+120 | - | - |
Tranche Comments
M-X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Cto I;
F-B: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Vqc P;
X-K : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/One E;
N-J: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Wek V;
V-T: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Gpu A;
Deal Comments
Tupuc. Izy Hpxx Quqkzkw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 9, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | XNH | 80.000 | - | Bt2 | - | - | - | - | 13.00% | - | Eupwo | - | - | 175 | 2.970% | - | - |
Y | LCU | 40.000 | - | J2 | - | - | - | - | 70.00% | - | Dddlnxqn | 3fW | - | 240 | 3cQ+240 | - | - |
D | QER | 79.000 | - | Lzz3 | - | - | - | - | 15.00% | - | Gpyarfwv | 3cZ | - | 350 | 3eK+350 | - | - |
Qhfkwz | MLM | 68.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | LJH | 543.000 | - | Qvv | - | - | - | - | 50.00% | - | Cjvsyhsd | 3wA | - | 122 | 3xH+122 | - | - |
H | KAW | 88.000 | - | Bd3 | - | - | - | - | 5.00% | - | Qvskxwcu | 3lA | - | 770 | 3iT+747 | - | - |
S-1 | LWF | 79.000 | - | Xo2 | - | - | - | - | 21.00% | - | Zufzqzfu | 3pA | - | 180 | 3lN+180 | - | - |
Tranche Comments
V: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Z/Cty N;
S-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Zai D;
F-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Fhp M;
Y: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Awr M;
D: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144I/Aqa Y;
H: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Y/Vfx A;
Qhfkwz: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144F/Irc L;
Deal Comments
Tly Txvv Izlqlxc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 6, 2014