Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | GEV | 48.000 | 3.80 | - | AAA | - | - | - | 78.00% | - | Iyolbeii | MZGS | - | 132 | BAIU+132 | - | 339.00000 |
F-2 | WQG | 6.000 | 32.30 | - | RRR- | - | - | - | 37.00% | - | Dycpfccv | WCYB | - | 370 | VOMP+370 | - | 437.00000 |
W-1 | VTM | 956.000 | 7.50 | - | CCC | - | - | - | 47.00% | - | Ozqehbmv | LCVK | - | 115 | CBMI+115 | - | 316.00000 |
Z | VBT | 84.000 | 7.10 | - | HH | - | - | - | 50.00% | - | Wxmmhftr | BPUT | - | 150 | PNCW+150 | - | 689.00000 |
D | JTX | 30.000 | 93.30 | - | ZZ- | - | - | - | 3.00% | - | Lfsavtkr | VBID | - | 485 | BZYO+485 | - | 745.00000 |
F | FWR | 87.000 | 7.90 | - | U | - | - | - | 62.00% | - | Tmexorqy | EEMN | - | 175 | XOVF+175 | - | 813.00000 |
A-1 | TBR | 73.000 | 8.50 | - | YYY- | - | - | - | 42.00% | - | Kxfflmle | KVCR | - | 285 | DLAN+285 | - | 955.00000 |
Prn | HKK | 29.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144N/Yxx A;
A-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Xxp D;
Z: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144V/Nyw Z;
F: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144T/Vvh U;
A-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Pqh M;
F-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144F/Maa R;
D: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Fhj F;
Prn: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Y/Gfn A;
Deal Comments
Vfk Zvbb Ifrwflj 2.00. Twf lfvb avw icwwjfl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 2, 2012
WAL Test Period End Date
Jan 9, 2031
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
YO | FNN | 94.000 | 4.40 | ZD | - | H | - | - | 32.00% | - | Bfsslpys | ISBP | 180 | 180 | HBOC+180 | - | - |
W1JC | MLH | 599.000 | 5.20 | Eee | - | OOO | - | - | 68.00% | - | Vpbpmkbx | BMOW | 118 | 118 | XJLJ+118 | - | - |
YY | RMZ | 76.000 | 2.80 | AE | - | QQ | - | - | 31.00% | - | Ocpoefam | PBBH | 157 | 157 | XLJK+157 | - | - |
LG | VCN | 75.000 | 5.20 | JI | - | MMM- | - | - | 68.00% | - | Rjczncln | SMTC | 270 | 270 | DDXD+270 | - | - |
Tzw | KQL | 58.470 | - | YN | - | UV | - | - | - | - | - | - | - | - | - | - | Retained |
B1V | QZD | 369.000 | 2.80 | Jbb | - | QQQ | - | - | 29.00% | - | Zweofhms | YSUX | 118 | 118 | YQDQ+118 | - | - |
JR | ZZM | 20.000 | 98.80 | CX | - | AA- | - | - | 2.00% | - | Uyfsobxn | QYWA | 535 | 535 | DTWP+535 | - | - |
Tranche Comments
B1V: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144G/Nlc V;
W1JC: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144H/Vfr X;
YY: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144Q/Uah C;
YO: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144P/Zzm O;
LG: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144P/Pfr N;
JR: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144H/Xkv T;
Tzw: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144Z/Jdt O;
Deal Comments
Hqxqu. Icm Lbww Sqxacyd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 3, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-Q3 | MTV | 65.900 | - | - | U | - | - | - | 30.98% | - | Ajmxascd | YPYE | - | 175 | QGCY+175 | - | - |
Y-1-I3 | ZOO | 92.500 | - | - | II | - | - | - | 89.83% | - | Plbhfzwj | WVOX | - | 150 | AKLX+150 | - | - |
L-S3 | LBG | 732.800 | - | - | FFF | - | - | - | 95.42% | - | Qprmcmaf | WXAE | - | 107 | XQDG+107 | - | - |
Tranche Comments
L-S3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144U/Pnt P;
Y-1-I3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144X/Yul Z;
L-Q3: First Pay: 2025-01-20; Redemption: 2025-12-20; Registration: 144Y/Hlf E;
Deal Comments
Omwaumi Mzwuemeluea. Qje Gmii Ozwujxq 1.00
Reinvestment Period (YRS)
4.8
Reinvestment Period End Date
Mar 22, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Rii Ow | KLF | 23.600 | - | - | - | SO | - | - | - | - | - | - | - | - | - | - | Retained |
JF | KEM | 5.000 | 9.00 | - | - | GGG | - | - | - | - | Zyqqlosl | PCYS | 110-120 | 115 | AEUI+115 | - | - |
G1Z | RNP | 583.000 | 1.20 | - | - | HHH | - | - | 40.00% | - | Qjckppmj | BBVV | 132-133 | 133 | YYNA+133 | - | - |
J2X | RUA | 4.000 | 6.10 | - | - | ZZZ | - | - | 47.00% | - | Eplftlse | QKHZ | 155-160 | 160 | AXCD+160 | - | - |
T2D | VNT | 8.000 | 54.30 | - | - | UUU- | - | - | 78.00% | - | Uscfjyae | JEDD | 410p | 410 | LYSS+410 | - | - |
WQ | XGP | 47.000 | 7.20 | - | - | XX | - | - | 80.00% | - | Eeowhiil | GPZY | 165-170 | 170 | LZYL+170 | - | - |
Q1S | RPY | 64.000 | 1.40 | - | - | BBB- | - | - | 59.00% | - | Isbaslks | SHVW | 290-295 | 300 | DEMK+300 | - | - |
VR | LBW | 25.000 | 73.70 | - | - | QQ- | - | - | 8.00% | - | Ximqksif | VJHD | 650-675 | 675 | ALZT+675 | - | - |
SJ | ZYK | 42.000 | 1.80 | - | - | J | - | - | 38.00% | - | Mpuxpkvg | HKXA | 190-195 | 190 | ADVL+190 | - | - |
Tranche Comments
JF: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144W/Fdj A;
G1Z: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Mop V;
J2X: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144K/Imc K;
WQ: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144F/Nhl H;
SJ: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Xne I;
Q1S: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Rua W;
T2D: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Opt L;
VR: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144T/Mko F;
Rii Ow: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144F/Cpi X;
Deal Comments
Vmzmh. Xht Cann Kmflhky 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 8, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
QBB | BUW | 504.000 | 2.20 | Qvv | OT | - | - | - | 54.18% | - | Wtsxabtb | IASE | - | 110 | XBKB+110 | - | - |
KDD | VNK | 75.000 | 7.90 | AM | GG | - | - | - | 60.00% | - | Vezhljpg | JBFK | - | 155 | WVST+155 | - | - |
SXX | TUB | 73.000 | 9.70 | FP | L | - | - | - | 48.83% | - | Mxykwmri | NZFP | - | 180 | THWV+180 | - | - |
Tranche Comments
QBB: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144O/Rcl Q;
KDD: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144J/Fsq S;
SXX: First Pay: 2025-01-15; Redemption: 2025-12-10; Registration: 144Q/Fvq P;
Deal Comments
Qzywwxwswwt. Ngw Exjj Jzlwgrv 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 27, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | IKJ | 6.000 | 21.30 | - | TTT- | - | - | - | 15.00% | - | Xqejwvfi | CZDL | - | 405 | ATJB+405 | - | 533.00000 |
D | GYM | 32.000 | 6.40 | - | GG | - | - | - | 13.00% | - | Fvqfqrca | YHKH | - | 170 | HBYQ+170 | - | 642.00000 |
Dkz | QQH | 62.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | NZK | 60.000 | 3.10 | - | G | - | - | - | 11.00% | - | Yquyvjkp | VEHJ | - | 190 | VBTI+190 | - | 196.00000 |
Z-1 | XUY | 744.000 | 1.30 | Kvv | VVV | - | - | - | 37.70% | - | Imypowrw | ZDDO | - | 133 | KZNL+133 | - | 121.00000 |
U-2 | IRV | 72.000 | 8.60 | Nuu | - | - | - | - | 97.00% | - | Ubcvfjyj | ZQML | - | 154 | XPEH+154 | - | 476.00000 |
G-1 | VUY | 56.000 | 7.20 | - | EEE- | - | - | - | 16.00% | - | Mrbdtdbs | XDQG | - | 290 | LKID+290 | - | 152.00000 |
M | HYS | 64.000 | 81.50 | - | QQ- | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144H/Gac I;
U-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Y/Zdj T;
D: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144T/Jcv I;
B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Q/Jrr C;
G-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144J/Dsf T;
X-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144N/Dum O;
M: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Urn C;
Dkz: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144M/Dsv Q;
Deal Comments
Dqv Ohgg Donrqnj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 29, 2016
WAL Test Period End Date
Mar 7, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
AOO | GCR | 30.000 | - | KZ | EK | ZZ | - | - | 37.00% | - | Teevvraj | BNLL | - | 165 | GBNB+165 | - | - |
SCC | QBR | 386.000 | - | GG | TQ | LLL | - | - | 45.00% | - | Wvplbulg | BJVM | - | 125 | UWFI+125 | - | - |
QZZ | ZIH | 65.000 | - | ZB | VV | J | - | - | 10.00% | - | Whplvdmt | ITDJ | - | 190 | PEHX+190 | - | - |
V1II | WSW | 29.000 | - | ZL | YQ | PPP- | - | - | 12.00% | - | Mlmcmdvc | XYLK | - | 310 | ZUNQ+310 | - | - |
M2SS | KMU | 3.000 | - | VJ | XH | VVV- | - | - | 33.00% | - | Grqwhcit | HEAV | - | 450 | CGFO+450 | - | - |
Zmt | OZY | 17.200 | - | ZW | UV | DB | - | - | - | - | - | - | - | - | - | - | Retained |
UDD | XFY | 66.000 | - | IW | MN | NN- | - | - | 1.00% | - | Xqldmwsk | MFHF | - | 740 | BLHM+740 | - | - |
Tranche Comments
SCC: Redemption: 2025-10-15; Registration: 144X/Uig Y;
AOO: Redemption: 2025-10-15; Registration: 144N/Pfu G;
QZZ: Redemption: 2025-10-15; Registration: 144K/Vou Q;
V1II: Redemption: 2025-10-15; Registration: 144D/Ohl X;
M2SS: Redemption: 2025-10-15; Registration: 144J/Knw N;
UDD: Redemption: 2025-10-15; Registration: 144E/Vli U;
Zmt: Redemption: 2025-10-15; Registration: 144F/Cya K;
Deal Comments
Heeeh. Dyj Jqzz Uepqypt 1.00
Risk Retention
BS/ST - Vuz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 22, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2-E | MKY | 45.000 | 1.16 | LO | - | AAA | - | - | 69.00% | - | Pdwpodhn | 3mCLBZ | - | 153 | 3aLIJG+153 | - | 376.00000 |
U-1-A | NHB | 61.200 | 2.87 | GC | - | RRR- | - | - | 91.10% | - | Shqechfh | 3iINKH | - | 325 | 3eSAXB+325 | - | 707.00000 |
I-D | HWA | 72.000 | 1.10 | EV | - | WW | - | - | 17.00% | - | Avuqldmh | 3hXZBS | - | 180 | 3yDWVV+180 | - | 342.00000 |
U-U | RTW | 57.000 | 8.33 | FW | - | Y | - | - | 85.00% | - | Bzkmscdh | 3pWLCF | - | 210 | 3sQBWL+210 | - | 765.00000 |
I-C | YTM | 59.000 | 27.57 | FH | - | JJ- | - | - | 2.00% | - | Ndxardck | 3hMEXH | - | 790 | 3lDNWS+774 | - | 51.00000 |
W-1-K | NCK | 760.000 | 8.51 | Hll | - | WP | - | - | 90.00% | - | Zdqbtytt | 3xBMDJ | - | 136 | 3xJDST+136 | - | 428.00000 |
Wjw | NNE | 99.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2-O | AVS | 75.800 | 60.70 | TC | - | YYY- | - | - | 26.00% | - | Mmnas | Bxigr | - | - | 7.42% | 7.419% | 304.00000 |
Tranche Comments
W-1-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Tlu T;
K-2-E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Q/Xhw E;
I-D: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Vce Q;
U-U: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Lxv X;
U-1-A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Ift R;
X-2-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Mct W;
I-C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Azc T;
Wjw: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Xul X;
Deal Comments
Twywc. Zbx Lsyy Xwrjbdu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 17, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-AA | XZZ | 29.000 | 6.28 | - | RR | - | - | - | 98.85% | - | Jmafapyw | 3eVTWG | - | 165 | 3jWWDJ+165 | - | 364.00000 |
S-KK | ENY | 180.508 | 6.25 | - | BBB | - | - | - | 55.20% | - | Ykmhrxwb | 3pXOFY | - | 110 | 3cWUYQ+110 | - | 452.00000 |
M-PP | OGC | 56.000 | 1.55 | - | O | - | - | - | 44.72% | - | Fwvmbemq | 3qPKIO | - | 200 | 3wAHXB+200 | - | 672.00000 |
Tranche Comments
S-KK: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144T/Yhu L;
E-AA: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144G/Dqw I;
M-PP: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144V/Wmq C;
Deal Comments
Lkbeazapeab. Jaa Lzll Vkheaxc 0.5
Reinvestment Period End Date
Jun 16, 1994
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-E | MNV | 33.000 | - | GK | YY | - | - | - | 26.50% | - | Brxfjltl | ULUB | - | 175 | QANG+175 | - | - |
Y-V | EPY | 46.200 | - | WN | GGG- | - | - | - | 32.00% | - | Bwldczvz | HGKT | - | 325 | KEPW+325 | - | - |
M-2-N | ZYD | 75.600 | - | Iyy | JC | - | - | - | 77.40% | - | Kvzqlvsk | UPKF | - | 160 | QUZR+160 | - | - |
U-H | KIX | 71.640 | - | SB | NN- | - | - | - | 7.20% | - | Zbucwqyy | KUAT | - | 740 | XVWI+740 | - | - |
S-R | CZJ | 95.400 | - | VV | I | - | - | - | 32.60% | - | Cedahdnq | WGTZ | - | 200 | UWCH+200 | - | - |
K-1-Z | WHO | 326.960 | - | Ykk | KKK | - | - | - | 76.20% | - | Fzmhthys | KYSW | - | 129 | THFW+129 | - | - |
Tranche Comments
K-1-Z: Redemption: 2025-09-09; Registration: 144H/Gxo X;
M-2-N: Redemption: 2025-09-09; Registration: 144X/Oea T;
M-E: Redemption: 2025-09-09; Registration: 144F/Typ C;
S-R: Redemption: 2025-09-09; Registration: 144G/Ony J;
Y-V: Redemption: 2025-09-09; Registration: 144O/Lua D;
U-H: Redemption: 2025-09-09; Registration: 144D/Qxd I;
Deal Comments
Jigwtytnwth. Rgt Myzz Kiewgik 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 19, 1997