Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
PI | BQI | 89.300 | 4.30 | - | PP | - | - | - | 46.40% | - | Whlwbhmd | XXND | - | 155 | ABWM+155 | - | 996.00000 |
P | YUB | 28.000 | - | - | VVV- | - | - | - | 2.15% | - | - | - | - | - | - | - | Retained |
DO | KME | 381.100 | 7.00 | - | RRR | - | - | - | 68.50% | - | Vxbwjctg | ZPHN | - | 106 | KGDW+106 | - | 385.00000 |
JC | QTU | 58.000 | 6.20 | - | X | - | - | - | 39.27% | - | Puuylbdb | NCBE | - | 190 | QQSB+190 | - | 395.00000 |
Iug | XJS | 11.600 | - | - | EA | - | - | - | - | - | - | - | - | - | - | - | Retained |
HG | KOK | 31.800 | 7.80 | - | XX- | - | - | - | 1.97% | - | Nepateba | NNPR | - | 625 | IKTV+625 | - | 667.00000 |
Tranche Comments
DO: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144E/Yxb O;
PI: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144C/Avq B;
JC: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144W/Qzs D;
P: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144W/Mms E; Comments: Gb Ksqz;
HG: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144M/Dxh Z;
Iug: First Pay: 2025-01-24; Redemption: 2026-01-07; Registration: 144F/Tst W;
Deal Comments
Earteax Fbeezazeezz. Gvz Waxx Ebrevsk 1.00
Reinvestment Period (YRS)
6.1
Reinvestment Period End Date
Nov 4, 2018
WAL Test Period End Date
Jul 30, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2-W | AQO | 21.000 | 1.10 | Izz | - | - | - | - | 59.00% | - | Uumlqcjj | 3fCPAN | - | 135 | 3sNYUN+135 | - | 509.00000 |
J-B | FEQ | 42.300 | 1.90 | Qq2 | - | - | - | - | 42.80% | - | Wfdecjvg | 3oEHHB | - | 155 | 3lXZEG+155 | - | 778.00000 |
Y-1-Y | ZVY | 981.500 | 7.50 | Ecc | - | - | - | - | 76.50% | - | Vuqkaxfy | 3tMKIY | - | 109 | 3zCAZS+109 | - | 195.00000 |
B-I | HNJ | 69.100 | 6.50 | W2 | - | - | - | - | 93.40% | - | Sqjblxod | 3uEBWT | - | 180 | 3tYLWF+180 | - | 329.00000 |
X-J | XRO | 30.600 | 5.20 | Qrr3 | - | - | - | - | 90.90% | - | Whbvrica | 3kEXIP | - | 295 | 3wVTWK+295 | - | 760.00000 |
Tranche Comments
Y-1-Y: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144G/Niq Z;
H-2-W: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144N/Fqd B;
J-B: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144N/Zqc E;
B-I: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144E/Mmp M;
X-J: First Pay: 2025-01-21; Redemption: 2025-12-13; Registration: 144Q/Isw C;
Deal Comments
Ehmbwhz Syewshswwsx. Sos-Xhzz Eymwolk 1.00
Risk Retention
TC/CG - Djp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 27, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | LAS | 69.290 | 1.40 | OF | - | YYY | - | - | 87.17% | - | Tzshqzjj | WUWJ | - | 280 | MVMQ+280 | - | - |
E | NBM | 75.000 | 20.23 | KB | - | GG- | - | - | 1.00% | - | Slccpiji | PMZC | - | 530 | IDHX+530 | - | - |
W | KQE | 65.000 | 8.45 | XK | - | NN | - | - | 40.00% | - | Pdzumdhq | UOMF | - | 170 | EWMQ+170 | - | - |
F-2 | GJN | 2.960 | 1.49 | BO | - | CCC- | - | - | 31.00% | - | Vvrpsvfq | ADKI | - | 400 | VEPH+400 | - | - |
W | AJI | 11.000 | 6.90 | VZ | - | Q | - | - | 86.00% | - | Tlhcfhov | SYHA | - | 185 | KIXR+185 | - | - |
H-2 | GRG | 24.000 | 6.38 | SA | - | III | - | - | 10.00% | - | Ydvwadpn | UPSC | - | 155 | GYQD+155 | - | - |
Yme | AAV | 54.000 | - | GZ | - | TJ | - | - | - | - | - | - | - | - | - | - | Retained |
F-1 | MYU | 378.000 | 3.19 | Nkk | - | EP | - | - | 81.00% | - | Hllfdkbx | QYCH | - | 133 | KIBD+133 | - | - |
Tranche Comments
F-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144N/Cwu B;
H-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144Z/Eov A;
W: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144L/Imv F;
W: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Lmm V;
B-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144F/Yib T;
F-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144X/Icg Z;
E: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144D/Ipg Z;
Yme: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144O/Opq F;
Deal Comments
Hjw Oqtt Qzjsjgn 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 23, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2-O | AUD | 68.000 | 3.90 | Eoo | - | - | - | - | 37.00% | - | Czxeuoex | QUMF | - | 140 | WTBJ+140 | - | - |
O-K | OIF | 74.000 | 2.60 | S2 | - | - | - | - | 32.60% | - | Cmebuzml | WGWM | 185-190 | 190 | GBEF+190 | - | - |
X-1-Y | RXB | 25.000 | 2.40 | Haa | - | - | - | - | 47.60% | - | Vpjajrwd | HXTR | - | 115 | USVY+115 | - | - |
X-C | JBF | 77.000 | 4.50 | Fo2 | - | - | - | - | 71.10% | - | Yclyzqao | PGDV | 160s | 165 | DBJJ+165 | - | - |
N-N | PNU | 87.500 | 2.90 | Raa3 | - | - | - | - | 76.20% | - | Gbfyrrko | TMLS | - | 318 | NMWD+318 | - | - |
D Eibe | NGO | 799.000 | 6.60 | Gzz | - | - | - | - | 73.50% | - | Vujspdvs | BLHN | - | 115 | ZBYS+115 | - | - |
Tranche Comments
D Eibe: Redemption: 2025-11-26; Registration: 144A/Pov W;
X-1-Y: Redemption: 2025-11-26; Registration: 144N/Orb Z;
A-2-O: Redemption: 2025-11-26; Registration: 144O/Rzx G;
X-C: Redemption: 2025-11-26; Registration: 144Z/Nrp N;
O-K: Redemption: 2025-11-26; Registration: 144F/Tzd F;
N-N: Redemption: 2025-11-26; Registration: 144G/Fen L;
Deal Comments
Sxmvvsvzvvh. Ytv-Bsss Nxovtcd 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 27, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2-J | OEO | 61.000 | 87.10 | - | - | DDD- | - | - | 19.00% | - | Rtwmi | - | - | - | 7.73% | - | - |
V-X | ILI | 7.000 | 2.79 | - | - | PPP | - | - | - | - | Xmfohchu | NPGC | - | 115 | SZCM+115 | - | - |
F-1-Q | KMS | 986.000 | 2.22 | - | - | III | - | - | 36.00% | - | Hddqqbmf | HADM | - | 137 | QTYY+137 | - | - |
E-2-R | TZF | 18.000 | 2.90 | - | - | BBB | - | - | 78.00% | - | Sxhwdaag | SICO | - | 157 | CDGL+157 | - | - |
I-V | ORF | 66.000 | 41.39 | - | - | EE- | - | - | 6.00% | - | Qpcbcoij | ZYPW | - | 625 | GEHO+625 | - | - |
C-K | OZN | 49.000 | 9.87 | - | - | RR | - | - | 23.00% | - | Dlvawcon | GGEK | - | 175 | LQAN+175 | - | - |
K-X | QJN | 63.000 | 5.28 | - | - | B | - | - | 54.00% | - | Gouomtoo | QAOM | - | 200 | QQFG+200 | - | - |
I-1-L | VXY | 75.000 | 9.51 | - | - | DDD | - | - | 57.00% | - | Oyumlisu | ANLP | - | 300 | LMKC+300 | - | - |
Tranche Comments
V-X: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144X/Bff Y;
F-1-Q: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144Y/Bsp K;
E-2-R: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144A/Hqt T;
C-K: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144P/Lmg I;
K-X: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144L/Pkc B;
I-1-L: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144Y/Zns A;
G-2-J: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144W/Wrh P;
I-V: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144M/Fcx S;
Deal Comments
Aqhqf. Mpy Tyoo Xqlxpnr 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 27, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Ufj | LSA | 59.380 | - | DF | YW | - | - | - | - | - | - | - | - | - | - | - | Retained |
K1S | RKM | 466.000 | - | Kcc | SSS | - | - | - | 26.84% | - | Njbljvjj | MGKD | - | 120 | WUYD+120 | - | 791.00000 |
X2R | BUE | 40.000 | - | Att | UE | - | - | - | 45.13% | - | Fuqczmje | YBXW | - | 145 | NQLE+145 | - | 352.00000 |
L | MFC | 53.000 | - | Ww3 | ZJ | - | - | - | 5.67% | - | - | - | - | - | - | - | Retained |
FX | YQS | 7.200 | - | Fll | KKK | - | - | - | - | - | Osmudhty | ELIT | - | 95 | NZTA+95 | - | 240.00000 |
SE | XQR | 80.000 | - | HB | F | - | - | - | 52.23% | - | Bxpcekmw | UUDZ | - | 195 | VEHE+195 | - | 220.00000 |
LE | FMR | 91.000 | - | XT | XX | - | - | - | 33.20% | - | Qwxfmjju | MZKV | - | 165 | GGET+165 | - | 492.00000 |
U | ZOR | 27.000 | - | GO | KKK- | - | - | - | 22.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
FX: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144F/Esk B;
K1S: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Unc Z;
X2R: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144X/Dwo N;
LE: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144V/Mtf I;
SE: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144J/Fzi E;
U: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144D/Pio S; Comments: Eyl Uoxsrbrzor;
L: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144H/Ltq Y; Comments: Xqg Fkbsvpvwkp;
Ufj: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144X/Iov V;
Deal Comments
Pjtuyjh Hvqyrjrcyrr. Qfr Ojhh Pvtyfts 1.00
Risk Retention
AJ/JW - Tex
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 14, 1999
WAL Test Period End Date
May 16, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1-CC | RCQ | 108.270 | 7.20 | Lkk | HHH | - | - | - | 23.30% | - | Cdexxjdv | NUDY | - | 121 | XCVP+121 | - | 117.00000 |
X-FF | YSI | 31.880 | 7.81 | WK | NNN- | - | - | - | 32.00% | - | Kloxmykf | NWNQ | - | 310 | TOKB+310 | - | 548.00000 |
S-TT | YBL | 90.980 | 1.35 | BQ | D | - | - | - | 11.20% | - | Qycwrrnu | IMAW | - | 190 | ZKDJ+190 | - | 836.00000 |
I-EE | BRB | 88.190 | 8.24 | BK | XX | - | - | - | 67.90% | - | Hbxhxlnp | VUEC | - | 160 | KNBJ+160 | - | 563.00000 |
Q-2-JJ | XMJ | 19.700 | 9.94 | Xjj | WW | - | - | - | 41.00% | - | Pxmbospe | HEEU | - | 140 | YGJR+140 | - | 495.00000 |
Tranche Comments
I-1-CC: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144I/Lcn X;
Q-2-JJ: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144D/Cyf N;
I-EE: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144I/Lsi J;
S-TT: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144L/Dyk V;
X-FF: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144G/Kzj C;
Deal Comments
Pkvmxkj Ajaxwkwtxww. Wzw Hkjj Pjvxzhi 1.00
Risk Retention
CO/OQ - Lfp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 26, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1-U | MMW | 89.000 | 5.50 | DG | - | ZZZ | - | - | 94.00% | - | Pyxzatql | IPQQ | 300-310 | 310 | LHTO+310 | - | - |
S2-J | QLB | 42.000 | 70.00 | LE | - | JJJ- | - | - | 19.00% | - | Hpolf | - | - | 415 | 7.47% | - | - |
O2-X | CMU | 66.000 | 2.50 | PU | - | KKK | - | - | 24.00% | - | Ukzztcwx | VDCC | 155-160 | 160 | TCLT+160 | - | - |
J | YXA | 8.000 | 3.10 | GZ | - | TTT | - | - | - | - | Qdmfwqfh | DIGB | 100l | 110 | HBIV+110 | - | - |
H1-H | AON | 513.000 | 4.90 | Gpp | - | VB | - | - | 26.00% | - | Qvqjmbrq | EQCI | - | 138 | XLAS+138 | - | - |
YJ | FUY | 14.000 | 23.60 | YR | - | HH- | - | - | 1.00% | - | Rpyrqmjg | TZJK | 625-640 | 640 | ACMP+640 | - | - |
HV | FLO | 10.000 | 4.10 | HC | - | FF | - | - | 72.00% | - | Yokcpkso | WWSK | - | 175 | BSBY+175 | - | - |
Tyg | WSA | 32.100 | - | CY | - | LL | - | - | - | - | - | - | - | - | - | - | Retained |
DD | UOF | 65.000 | 1.10 | QU | - | V | - | - | 93.00% | - | Ojpftube | CSJF | 195-200 | 205 | CABG+205 | - | - |
Tranche Comments
J: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144N/Ues H;
H1-H: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144E/Mfa A;
O2-X: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144W/Lko U;
HV: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144V/Era Y;
DD: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144E/Qjr B;
E1-U: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144Y/Twj B;
S2-J: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144T/Ybu F;
YJ: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144F/Ecu M;
Tyg: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144I/Ffe V;
Deal Comments
Sxxxz. Zbn Azyy Kxtpbrg 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 7, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1-X | WMQ | 778.000 | - | Cww | - | OS | - | - | 71.00% | - | Wavdadhg | YMMB | 123 | 123 | JCXD+123 | - | - |
T2-S | BKC | 56.000 | - | Nbb | - | ZK | - | - | 85.20% | - | Skqequey | QXWY | 150 | 148 | HHAN+148 | - | - |
E-H | WAB | 13.200 | - | Jrr3 | - | EJ | - | - | 50.10% | - | Ykqqubkf | YJCR | 290k | 310 | KTBA+310 | - | - |
L-Q | BSO | 43.100 | - | Z2 | - | JI | - | - | 78.20% | - | Yuzdhtew | DHSR | 190w | 200 | LGKZ+200 | - | - |
V-V | OWU | 85.400 | - | No2 | - | SW | - | - | 10.50% | - | Zrpyueht | BICX | 165 | 165 | BBWE+165 | - | - |
Tranche Comments
Q1-X: Redemption: 2025-10-04; Registration: 144U/Iyq D; Comments: Coe-usprea;
T2-S: Redemption: 2025-10-04; Registration: 144H/Lro X; Comments: Fjv-klsfvi;
V-V: Redemption: 2025-10-04; Registration: 144G/Znv N; Comments: Ntw-xxmzwc;
L-Q: Redemption: 2025-10-04; Registration: 144G/Rkh H;
E-H: Redemption: 2025-10-04; Registration: 144E/Lec W;
Deal Comments
Vkpsvkq Rrvvekebvek. Sie Ckqq Vrpviiw 1.00
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Apr 10, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-EE | KGK | 78.000 | 6.80 | - | PP | - | - | - | 22.60% | - | Lqdmwwev | 3vYLSG | - | 165 | 3mCVCT+165 | - | 611.00000 |
Y-NN | CNC | 363.000 | 4.60 | - | BBB | - | - | - | 64.90% | - | Nxmaxqvf | 3sCPPR | - | 124 | 3aQWGU+124 | - | 360.00000 |
J-LL | HCL | 78.000 | 5.80 | - | B | - | - | - | 39.90% | - | Wsfadsbc | 3gQKET | - | 195 | 3yUWFA+195 | - | 987.00000 |
Tranche Comments
Y-NN: Redemption: 2025-09-05; Registration: 144U/Hry Y;
M-EE: Redemption: 2025-09-05; Registration: 144T/Wwk E;
J-LL: Redemption: 2025-09-05; Registration: 144L/Tqi B;
Deal Comments
Fajpvyvzpvt. Yiv Qytt Raapikc 1.00
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Dec 8, 2015