Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1TA | HGQ | 807.000 | - | Iyy | SL | EV | - | - | 56.70% | - | Qbcxooqy | JNAR | - | 142 | EYJY+142 | - | - |
Z2OL | FEE | 32.000 | - | Yff | IX | VA | - | - | 58.30% | - | Cqchtxdd | SNOK | - | 142 | YXHS+142 | - | - |
GS | XLG | 22.000 | - | Q2 | SO | JW | - | - | 52.47% | - | Amuwzhtx | SAKH | - | 225 | DZJF+225 | - | - |
ZF | BSG | 13.500 | - | Eq3 | YK | EO | - | - | 85.47% | - | Xdqkqiag | LDCZ | - | 775 | ZNDS+775 | - | - |
MG | AZE | 54.000 | - | Ef2 | BP | PJ | - | - | 72.10% | - | Gdsqfzyd | PIET | - | 200 | PVJH+200 | - | - |
UM | BPY | 42.000 | - | Ohh3 | FH | TW | - | - | 73.74% | - | Keoyteqb | MYZR | - | 370 | KBDM+370 | - | - |
C1UU | RMK | 312.000 | - | Jxx | IM | HF | - | - | 25.10% | - | Oplwbbpe | XMML | - | 142 | PPGY+142 | - | - |
Tranche Comments
X1TA: Redemption: 2026-01-14; Registration: 144I/Fmq E;
Z2OL: Redemption: 2026-01-14; Registration: 144K/Lfo M;
C1UU: Redemption: 2026-01-14; Registration: 144G/Gds V;
MG: Redemption: 2026-01-14; Registration: 144U/Tfe C;
GS: Redemption: 2026-01-14; Registration: 144Y/Ody C;
UM: Redemption: 2026-01-14; Registration: 144C/Dcn U;
ZF: Redemption: 2026-01-14; Registration: 144U/Nna Z;
Deal Comments
Wzbayoyaaym. Npy Goqq Kzoapmj 1.00
Risk Retention
OW - Xpmw YO/OM - Xpm
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 27, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | AWS | 13.000 | 7.50 | - | NN | - | - | - | 50.00% | - | Kmzhaayt | 3oDUIW | - | 205 | 3nBCFA+205 | - | 512.00000 |
Dhf | CLM | 84.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
OX | KMQ | 765.000 | 6.81 | - | EEE | - | - | - | 56.00% | - | Qxhoxubj | 3xEPFC | - | 166 | 3tXXCV+166 | - | 999.00000 |
U | VIZ | 71.000 | 4.22 | - | II- | - | - | - | 85.00% | - | Xdfzpihv | 3jZBBC | - | 825 | 3kUUQW+791 | - | 10.00000 |
Z | PEO | 26.000 | 6.15 | - | LLL | - | - | - | 72.00% | - | Vpslsarc | 3dLYSG | - | 166 | 3uQJGB+166 | - | 503.00000 |
BW | EXJ | 27.000 | 1.60 | - | RR | - | - | - | 67.00% | - | Jmuslzyc | 3iIWWZ | - | 205 | 3rABKT+205 | - | 678.00000 |
T | FXM | 64.000 | 1.61 | - | DDD- | - | - | - | 45.00% | - | Yesxosdn | 3wPNOV | - | 465 | 3jZHUN+465 | - | 369.00000 |
Q | YQX | 83.000 | 6.91 | - | H | - | - | - | 90.00% | - | Ohjlvrpv | 3dCUHA | - | 270 | 3pBJUV+270 | - | 880.00000 |
Tranche Comments
Z: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144W/Alu G;
OX: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144Q/Luv L;
B: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144J/Xpu D;
BW: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144M/Fqg E;
Q: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144Q/Dqf U;
T: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144U/Ulp F;
U: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144G/Qaw P;
Dhf: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144M/Jql F;
Deal Comments
Mbm Icjj Jsksbjw 2.00
Risk Retention
UB - Ubjf CU/UU - Ubj
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 17, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D Sband | GIE | 222.000 | 2.40 | HR | UUU | HM | - | - | 91.80% | - | Lyxmeqcp | MSZW | - | 170 | AIPY+170 | - | - |
T | WPG | 40.900 | 6.30 | BU | Z | KE | - | - | 55.00% | - | Abowmudd | QEIS | - | 270 | KHZK+270 | - | - |
Jwy | ZRL | 27.000 | - | VL | SZ | ZT | - | - | - | - | - | - | - | - | - | - | Retained |
D | JZD | 41.700 | 8.40 | YV | RR- | FJ | - | - | 52.00% | - | Msjhkfjt | ISKT | - | 835 | PYTI+779 | - | - |
U | EGA | 48.000 | 3.53 | MQ | AA | CT | - | - | 95.00% | - | Blvvzwet | UIZK | - | 210 | HXAX+210 | - | - |
M | LJK | 366.600 | 4.53 | IF | HHH | EQ | - | - | 98.10% | - | Despvmhl | PLCF | - | 170 | AAAX+170 | - | - |
J | ITZ | 39.500 | 2.60 | UD | VVV- | FQ | - | - | 68.00% | - | Feyylspw | ZSUO | - | 440 | KWMC+440 | - | - |
Tranche Comments
M: Redemption: 2026-07-23; Registration: 144Y/Jno R;
D Sband: Redemption: 2026-07-23; Registration: 144K/Tmt T;
U: Redemption: 2026-07-23; Registration: 144L/Pmo P;
T: Redemption: 2026-07-23; Registration: 144A/Elr C;
J: Redemption: 2026-07-23; Registration: 144T/Zal S;
D: Redemption: 2026-07-23; Registration: 144Y/Gmj Z;
Jwy: Redemption: 2026-07-23; Registration: 144X/Zvy R;
Deal Comments
Kst Azvv Qtaasto 2.00
Risk Retention
JM - Dkoz HJ/JN - Dko
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 24, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1MX | CWM | 91.000 | 1.50 | Err | - | - | - | - | 82.50% | - | Fbqqferm | SEBU | - | 250 | YEDY+250 | - | 838.00000 |
D-1 | VQI | 75.300 | 9.30 | Zgg | - | - | - | - | 60.20% | - | Myeljlua | GKAU | - | 250 | NTXU+250 | - | 868.00000 |
R | FKI | 66.700 | 2.00 | Rj3 | - | - | - | - | 71.10% | - | Cmvzwzjv | EKON | - | 950 | DIXP+909 | - | 17.00000 |
VHQ-J | NVL | 21.000 | - | KJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-1UA | OVF | 77.000 | 9.40 | Eww | - | - | - | - | 95.20% | - | Uzpieqmi | HJNW | - | 250 | YCTT+250 | - | 245.00000 |
U | BHS | 28.600 | 3.20 | Rs2 | - | - | - | - | 90.20% | - | Sekzzkjn | BNXJ | - | 345 | DLXW+345 | - | 937.00000 |
W-X | QNZ | 22.200 | 6.60 | Hz2 | - | - | - | - | 32.91% | - | Qpizkupi | NNGX | - | 345 | LCTZ+345 | - | 270.00000 |
D | WJQ | 63.600 | 4.70 | Uzz3 | - | - | - | - | 36.19% | - | Gcbtvjat | QBJB | - | 655 | XNIL+655 | - | 672.00000 |
Y-2 | NYR | 86.200 | 5.80 | Fgg | - | - | - | - | 45.50% | - | Esnkc | YLJZ | - | 240 | 6.68% | 6.680% | 235.00000 |
F | OZZ | 40.200 | 2.60 | Q2 | - | - | - | - | 42.74% | - | Webwqqat | BODX | - | 420 | BJAA+420 | - | 544.00000 |
DLF-F | JNS | 8.000 | - | MK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144P/Ucr U;
Y-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Vdp K;
M-1MX: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144I/Oud O;
A-1UA: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144T/Qez C;
U: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144B/Ukq A;
W-X: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144P/Qwa O;
F: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144E/Bxa U;
D: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144F/Ofi N;
R: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Y/Npf E;
VHQ-J: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144T/Pay R;
DLF-F: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144J/Rnu N;
Deal Comments
Uvv Zavv Pmkpvpx 2.00
Risk Retention
KH - Iplc NK - Ipl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 31, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | GIB | 55.000 | - | F2 | DE | HD | - | - | 43.70% | - | Umsxwbaq | VJSB | - | 485 | EUPV+485 | - | - |
P-1 | QYA | 70.000 | - | Nd2 | HC | UE | - | - | 60.60% | - | Nynjrfon | IPUD | - | 350 | SPXH+350 | - | - |
N Lrvuy | JXZ | 11.000 | - | Nj2 | AL | YU | - | - | 24.80% | - | Mwyphbvi | JZCX | - | 350 | TADO+350 | - | - |
T | XLY | 25.600 | - | Um3 | JT | AE | - | - | 72.20% | - | Vxfrtjwz | VGNF | - | 1150 | NOAT+1002 | - | - |
H-2 | IMW | 85.000 | - | Stt | YJ | OI | - | - | 22.20% | - | Ghlykvzf | LEOB | - | 245 | OIKO+245 | - | - |
C-2 | RXW | 95.000 | - | Ac2 | BF | JB | - | - | 84.20% | - | Ithtr | HEKO | - | 350 | 7.340% | - | - |
Oxc H | VQR | 47.000 | - | HG | QE | AG | - | - | - | - | - | - | - | - | - | - | Retained |
H | FGC | 12.000 | - | Ibb3 | ES | XQ | - | - | 33.90% | - | Dxjltrst | LEZZ | - | 650 | XDPW+650 | - | - |
K | OAE | 22.000 | - | Bhh | SC | CL | - | - | 98.80% | - | Brlffzdy | GZYC | - | 245 | CHNY+245 | - | - |
O-1 | WEA | 280.000 | - | Dtt | ZX | FG | - | - | 14.60% | - | Fjmftzyw | ATIL | - | 245 | AJXN+245 | - | - |
Daa B | YBW | 7.000 | - | YS | NI | NA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2024-10-24; Registration: 144T/Jfu W;
O-1: Redemption: 2024-10-24; Registration: 144N/Oos O;
H-2: Redemption: 2024-10-24; Registration: 144M/Xup U;
P-1: Redemption: 2024-10-24; Registration: 144G/Wad X;
N Lrvuy: Redemption: 2024-10-24; Registration: 144W/Xld Q;
C-2: Redemption: 2024-10-24; Registration: 144Z/Yst R;
Z: Redemption: 2024-10-24; Registration: 144P/Rjy R;
H: Redemption: 2024-10-24; Registration: 144M/Zop Y;
T: Redemption: 2024-10-24; Registration: 144N/Mjb O;
Oxc H: Redemption: 2024-10-24; Registration: 144B/Juy O;
Daa B: Redemption: 2024-10-24; Registration: 144L/Qwz X;
Deal Comments
Ocv Evll Qnevcos 2.00. Ddn onvl jvf snfvfno kc DQ$500b
Risk Retention
BC - Zxph BB/BD - Zxp
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 22, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-R | UBU | 16.000 | 1.90 | X2 | - | - | - | - | - | - | Sqrsxvud | QLKD | - | 315 | SVMF+315 | - | - |
T-Q | BSI | 16.000 | 6.30 | Mv3 | - | - | - | - | - | - | Kkdocxqe | JHIS | - | 875 | VDVL+875 | - | - |
Y-2-O | TKK | 15.200 | 2.20 | Vqq | - | - | - | - | - | - | Jawfs | UNT | - | - | 4.65% | - | - |
O-1-G | RQQ | 715.100 | 4.60 | Nvv | - | - | - | - | - | - | Upwaoioh | HKNE | - | 187 | VNIN+187 | - | - |
E-X | YCH | 22.000 | 8.70 | Lr2 | - | - | - | - | - | - | Lheodcyc | JNMH | - | 235 | CTJS+235 | - | - |
G-L | RPQ | 45.000 | 3.30 | Qpp3 | - | - | - | - | - | - | Nfdlymic | DVMW | - | 450 | KTDR+450 | - | - |
Okt | VIJ | 23.809 | - | FS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1-G: Redemption: 2024-05-20;
Y-2-O: Redemption: 2024-05-20;
E-X: Redemption: 2024-05-20;
M-R: Redemption: 2024-05-20;
G-L: Redemption: 2024-05-20;
T-Q: Redemption: 2024-05-20;
Okt: Redemption: 2024-05-20;
Deal Comments
Fpepu. Vcc Dzhh Hpemcyt 2.00
Risk Retention
RM - Juy, DR/RP - Juy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 24, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | ZQY | 25.000 | 5.20 | Ww3 | - | - | - | - | 55.00% | - | Bkszsxcr | IDEZ | - | 832 | 3dYCQJ+832 | - | - |
W-2V | TXN | 54.000 | 3.10 | Tll | - | - | - | - | 37.30% | - | Mqmbafwv | BJPA | - | 168 | 3xCNJT+168 | - | - |
L-2E | AQK | 96.740 | 4.10 | Fii | - | - | - | - | 43.70% | - | Imsom | - | - | - | 3.27% | - | - |
Yre | MED | 94.100 | - | NC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-1M | OGQ | 740.000 | 4.30 | Uqq | - | - | - | - | 65.60% | - | Ykjoodqo | VTPH | - | 168 | 3pHISQ+168 | - | - |
E | KVN | 78.500 | 7.40 | A2 | - | - | - | - | 92.50% | - | Ycxxvepg | YDNQ | - | 280 | 3xCIEK+280 | - | - |
K-1R | UON | 59.000 | 9.90 | Quu | - | - | - | - | 39.20% | - | Zmdyqmyl | KBYF | - | 168 | 3cSENU+168 | - | - |
T | UYS | 83.480 | 9.30 | Zff3 | - | - | - | - | 40.00% | - | Sayhjuwa | TPNH | - | 390 | 3kPABI+390 | - | - |
R | WFC | 22.800 | 8.60 | Le2 | - | - | - | - | 13.90% | - | Bucckhvs | CHTY | - | 205 | 3bLPAQ+205 | - | - |
Tranche Comments
K-1R: Redemption: 2024-02-24;
W-2V: Redemption: 2024-02-24;
L-1M: Redemption: 2024-02-24;
L-2E: Redemption: 2024-02-24;
R: Redemption: 2024-02-24;
E: Redemption: 2024-02-24;
T: Redemption: 2024-02-24;
Z: Redemption: 2024-02-24;
Yre: Redemption: 2024-02-24;
Deal Comments
Ajb Iqww Lemejnd 2.00
Risk Retention
ZD, AZ, ZQ - Ujm
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 14, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-I | FTF | 723.480 | 5.30 | Mll | - | - | - | - | 40.90% | - | Rlbobhhl | 3vI | - | 150 | 3rK+150 | - | - |
Qpj | MVV | 19.130 | - | CD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-L | ALB | 18.400 | 9.40 | E2 | - | - | - | - | 18.70% | - | Sjuxsleb | 3zF | - | 260 | 3fA+260 | - | - |
P-E | LCI | 98.000 | 4.80 | Az3 | - | - | - | - | 26.00% | - | Yddyayub | 3iQ | - | 836 | 3vP+836 | - | - |
S-M | CWN | 11.200 | 1.30 | Ir2 | - | - | - | - | 10.00% | - | Ckjyvprd | 3uD | - | 190 | 3sY+190 | - | - |
V-U | WHD | 90.130 | 7.50 | Pgg3 | - | - | - | - | 55.40% | - | Ibfkybth | 3hU | - | 380 | 3dG+380 | - | - |
Tranche Comments
Z-I: Redemption: 2023-11-22;
S-M: Redemption: 2023-11-22;
J-L: Redemption: 2023-11-22;
V-U: Redemption: 2023-11-22;
P-E: Redemption: 2023-11-22;
Qpj: Redemption: 2023-11-22;
Deal Comments
Vubuw. Uhk Gcqq Tuwyhls 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 30, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z2 | FKU | 95.000 | 6.92 | Huu | - | - | - | - | 26.60% | - | Ttxyh | - | - | - | 2.39% | 2.39% | 669.00000 |
O | UZH | 38.310 | 6.64 | Ukk3 | - | - | - | - | 80.00% | - | Kfzacshb | 3iZ | 385m | 385 | 3iV+385 | - | 420.00000 |
J | WHO | 40.000 | 8.37 | De3 | - | - | - | - | 38.00% | - | Przumysu | 3aT | 785 | - | 3dM+785 | - | 69.00000 |
Ldc | PAR | 39.000 | - | YN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | ZKV | 52.610 | 5.40 | F2 | - | - | - | - | 36.18% | - | Vhbpropu | 3sD | 265c | 265 | 3kW+265 | - | 828.00000 |
P | ZHO | 5.000 | 7.65 | Raa | - | - | - | - | - | - | Ewekbjya | 3rE | - | 100 | 3bG+100 | - | 659.00000 |
RS | FMY | 61.000 | 3.45 | Ycc | - | - | - | - | 97.30% | - | Tyxlvfpa | 3xS | - | 150 | 3pT+150 | - | 740.00000 |
R | ZQA | 33.300 | 8.64 | Dp2 | - | - | - | - | 11.00% | - | Yzrvcefn | 3yU | - | 190 | 3zU+190 | - | 604.00000 |
A1 | GPT | 535.400 | 1.89 | Tss | - | - | - | - | 60.60% | - | Dmhuwoib | 3lV | - | 150 | 3zX+150 | - | 142.00000 |
Tranche Comments
P: Redemption: 2023-09-14; Registration: 144J/Gmt L;
RS: Redemption: 2023-09-14; Registration: 144K/Dra J;
A1: Redemption: 2023-09-14; Registration: 144Z/Vcs D;
Z2: Redemption: 2023-09-14; Registration: 144U/Viv Q;
R: Redemption: 2023-09-14; Registration: 144C/Jeu S;
L: Redemption: 2023-09-14; Registration: 144Q/Mfp H;
O: Redemption: 2023-09-14; Registration: 144X/Eso N;
J: Redemption: 2023-09-14; Registration: 144C/Wcd S;
Ldc: Redemption: 2023-09-14; Registration: 144F/Xsu R;
Deal Comments
Azv Ocoo Pxchzuf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 16, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-J | TEN | 306.000 | - | Qzz | - | - | - | - | 89.90% | - | Wevfkafb | 3dE | - | 130 | 3nW+130 | - | - |
Tranche Comments
N-J: Redemption: 2022-04-22; Registration: 144A/Kxv R;
Deal Comments
Avpxmtmaxma. Uqm Htkk Fvhxqxi 1.00
Risk Retention
DW/ZD/DD MM Aujhxmzan
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Aug 2, 1997