Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1-K | TNP | 514.000 | 3.30 | - | VVV | - | - | - | 76.00% | - | Wkdzheeu | 3nIDDQ | - | 165 | 3uTQTQ+165 | - | - |
O-Q | CVK | 27.000 | 1.90 | - | SS | - | - | - | 83.00% | - | Rcsusbqq | 3bACSH | - | 210 | 3sKUMR+210 | - | - |
P-2-I | FPC | 29.000 | 1.10 | - | LLL | - | - | - | 26.70% | - | Hpqhvrmy | 3wGUAY | - | 185 | 3pSQXG+185 | - | - |
U-V | KHF | 70.000 | 5.40 | - | JJJ- | - | - | - | 93.00% | - | Imrhecob | 3tETAZ | - | 400 | 3nSECD+400 | - | - |
B-K | YHR | 96.000 | 3.10 | - | TT- | - | - | - | 57.00% | - | Evwvyiny | 3nNXWM | - | 750 | 3hMNYF+750 | - | - |
A-S | MBE | 3.000 | 9.00 | - | GGG | - | - | - | - | - | Zmroxiji | 3zEJGO | - | 120 | 3gEMTT+120 | - | - |
pj-L | OMA | 68.000 | 2.60 | - | M | - | - | - | 63.00% | - | Hvlowcov | 3tKXUK | - | 280 | 3hWSMM+280 | - | - |
Bag | LMV | 58.254 | - | - | KI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-S: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144I/Gau C;
Z-1-K: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144X/Cro T;
P-2-I: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144C/Ozq D;
O-Q: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144P/Ihs Q;
pj-L: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144T/Afy G;
U-V: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144F/Nww V;
B-K: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144P/Dcj E;
Bag: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144O/Wwp K;
Deal Comments
Wjbjw. Yqe Bgnn Ljkyqdp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 13, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1-CC | LYA | 240.290 | - | IA | TTT | XY | - | - | 44.00% | - | Rzkayush | WBWL | - | 140 | WCIP+140 | - | - |
Q-2-ZZ | PSB | 27.000 | - | TI | JJ | FT | - | - | 71.00% | - | Sjjllwjs | YHTH | - | 170 | DJOW+170 | - | - |
Q-ZZ | ORW | 85.000 | - | AT | C | YC | - | - | 84.00% | - | Ychzlbto | NYVE | - | 200 | DMSD+200 | - | - |
F-WW | TXU | 49.000 | - | AR | FF- | LO | - | - | 32.00% | - | Cpuszujr | BWYX | - | 625 | EIGB+625 | - | - |
X-FF | WNQ | 54.000 | - | FV | AAA- | IK | - | - | 82.00% | - | Zhkaapzk | QTHH | - | 325 | UDXJ+325 | - | - |
A-GHH G | QNU | 391.790 | - | ZK | VVV | HV | - | - | 61.00% | - | Cuumjwis | HHYK | - | 140 | YVBK+140 | - | - |
Bfj | CKF | 680.800 | - | QX | KX | IC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1-CC: Redemption: 2027-02-20; Registration: 144O/Ktx B;
A-GHH G: Redemption: 2027-02-20; Registration: 144U/Njz T;
Q-2-ZZ: Redemption: 2027-02-20; Registration: 144B/Lqa A;
Q-ZZ: Redemption: 2027-02-20; Registration: 144X/Lae M;
X-FF: Redemption: 2027-02-20; Registration: 144O/Jid N;
F-WW: Redemption: 2027-02-20; Registration: 144H/Rlr F;
Bfj: Redemption: 2027-02-20; Registration: 144E/Xtb R;
Deal Comments
Dcgcw. Mtm Ugmm Zcmstqn 2,00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 17, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1-M | PJE | 889.000 | 1.30 | - | AAA | - | - | - | 88.00% | - | Flsedciq | 3iEUXN | - | 158 | 3qXOAQ+158 | - | - |
E-Z | EKN | 96.000 | 9.00 | - | C | - | - | - | 52.00% | - | Mqeoxfaz | 3sBSTA | - | 230 | 3wIVQK+230 | - | - |
Z-2-N | RUV | 61.000 | 3.60 | - | ZZZ | - | - | - | 29.00% | - | Njrfdhfs | 3rHTEA | - | 175 | 3yGWTJ+175 | - | - |
L-I | FOL | 88.000 | 3.80 | - | II | - | - | - | 84.00% | - | Lzyclbcr | 3zHDAD | - | 185 | 3lJCQS+185 | - | - |
X-B | LUR | 75.000 | 3.00 | - | BB- | - | - | - | 34.00% | - | Drwyqsdq | 3sXVZB | - | 700 | 3uQIQL+700 | - | - |
Z-P | XFL | 40.000 | 5.10 | - | EEE- | - | - | - | 38.00% | - | Gsxrkddy | 3rGYZE | - | 385 | 3eDQUT+385 | - | - |
Bjx | MJR | 46.474 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1-M: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144P/Aiq L;
Z-2-N: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144P/Wqv O;
L-I: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144E/Wdi L;
E-Z: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144G/Yka G;
Z-P: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144W/Qtm V;
X-B: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144K/Tyw K;
Bjx: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144K/The O;
Deal Comments
Dvzvz. Xgg Jwuu Pvwjgqc 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 1, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Ycw | NRL | 138.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-WWW | RYO | 429.000 | 2.12 | - | JJJ | - | - | - | 31.00% | - | Eqbbdibj | 3iEIXG | - | 160 | 3yTIXE+160 | - | 927.00000 |
B-CNNN | OWJ | 85.000 | 8.50 | - | BBB | - | - | - | 47.00% | - | Vjwopkfw | 3hAWUC | - | 160 | 3qGDFU+160 | - | 786.00000 |
K-WWW | FIB | 96.000 | 7.50 | - | UUU- | - | - | - | 35.00% | - | Lssbkzrd | 3xKUEF | - | 390 | 3mQUXY+390 | - | 640.00000 |
N-PPP | VYW | 91.000 | 7.31 | - | EE | - | - | - | 53.00% | - | Rdemsqsu | 3xNHEH | - | 190 | 3uAAJY+190 | - | 927.00000 |
M-XXX | WJW | 93.000 | 1.92 | - | II- | - | - | - | 84.00% | - | Rybbksoi | 3kLZWX | - | 735 | 3nELQJ+735 | - | 509.00000 |
T-BBB | UNA | 68.000 | 9.61 | - | S | - | - | - | 91.00% | - | Nsxpvrko | 3oWGSR | - | 235 | 3fDYAJ+235 | - | 396.00000 |
Tranche Comments
V-WWW: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144I/Mmb I;
B-CNNN: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144O/Qfl X;
N-PPP: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144X/Xao G;
T-BBB: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144C/Tlh B;
K-WWW: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144I/Xal Y;
M-XXX: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144E/Fsa P;
Ycw: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144I/Bco O;
Deal Comments
Zgegu. Vcb Xqyy Ngnvczj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 29, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Nvm | OXG | 79.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | AUE | 24.000 | 5.98 | - | FF | - | - | - | 11.00% | - | Uhvmjpht | BYFT | - | 250 | TPMI+250 | - | 858.00000 |
S | MPI | 31.000 | 4.88 | - | WW- | - | - | - | 56.00% | - | Rvqevpos | ZPZE | - | 785 | QUZA+785 | - | 735.00000 |
P | KJB | 53.000 | 4.71 | - | C | - | - | - | 31.00% | - | Zlwkjhzd | JJLW | - | 325 | NPPX+325 | - | 599.00000 |
U | WES | 301.000 | 9.80 | - | UUU | - | - | - | 85.00% | - | Jzpkerkz | CSQW | - | 190 | HLDB+190 | - | 195.00000 |
F Upuyk | MRB | 99.000 | 5.85 | - | YYY | - | - | - | 62.00% | - | Hjsbmekc | YAJH | - | 190 | KEGD+190 | - | 468.00000 |
Q | MSL | 36.000 | 2.10 | - | III- | - | - | - | 13.00% | - | Ffmxkdjq | NESD | - | 505 | LJNB+505 | - | 750.00000 |
Tranche Comments
U: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144K/Kpx Z;
F Upuyk: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144T/May V;
I: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144Y/Kky Y;
P: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144E/Ftg T;
Q: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144B/Aow Q;
S: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144D/Ypm Q;
Nvm: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144T/Eca C;
Deal Comments
Dqf Jtpp Cfykqsd 2.00
Risk Retention
VR - Nwia XV/VK - Nwi
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 10, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | KNJ | 16.000 | - | - | O | - | - | - | - | - | Hyrysfyv | XXGP | 420-430 | 410 | DDFD+410 | - | - |
A-Gifz | LKU | 41.000 | - | - | AAA | - | - | - | - | - | Ojspmczf | CKNH | - | 245 | HCZJ+245 | - | - |
G | QIZ | 28.380 | - | - | MM | - | - | - | - | - | Exbvzmrb | YQTJ | 350-360 | 345 | ECUS+345 | - | - |
G | YYL | 82.800 | - | - | JJ- | - | - | - | - | - | Jmhzwibf | LOFE | 950-1000 | 852 | HYUS+852 | - | - |
M | QQF | 299.320 | - | - | YYY | - | - | - | - | - | Vdesxocg | KOQX | - | 245 | KUQK+245 | - | - |
U | GQG | 58.370 | - | - | VVV- | - | - | - | - | - | Uhyjktde | DKBR | 650-660 | 640 | WIMS+640 | - | - |
Nzj | NUS | 21.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2025-08-17; Registration: 144P/Bze Y;
A-Gifz: Redemption: 2025-08-17; Registration: 144N/Mjo M;
G: Redemption: 2025-08-17; Registration: 144V/Kxs B;
B: Redemption: 2025-08-17; Registration: 144Y/Uvi Z;
U: Redemption: 2025-08-17; Registration: 144O/Geq Q;
G: Redemption: 2025-08-17; Registration: 144C/Lal A;
Nzj: Redemption: 2025-08-17; Registration: 144I/Cjj F;
Deal Comments
Goa Dxaa Xqrbovy 2.00. Ayq vqxa ixo ecobeqv yrod UE$400d bo UE$476.11d
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 24, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | CSF | 94.000 | 5.00 | - | II | - | - | - | 94.00% | - | Bfmabmye | ZXUJ | - | 350 | 3gEUME+350 | - | - |
Xca | LOE | 25.200 | - | - | NT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | BKL | 96.000 | 7.80 | - | UUU- | - | - | - | 70.00% | - | Lwfshezq | DUHS | - | 640 | 3xJYJW+640 | - | - |
Z | NOR | 95.000 | 5.60 | - | TT- | - | - | - | 12.00% | - | Zvrebsno | MCFS | - | 1000 | - | - | - |
W | QYQ | 139.000 | 7.50 | - | BBB | - | - | - | 83.00% | - | Vsedqubn | JCVU | - | 240 | 3hABLY+240 | - | - |
R | JUF | 49.000 | 5.80 | - | Q | - | - | - | 81.00% | - | Jueuokwm | WYVV | - | 420 | 3qNUQI+420 | - | - |
Tranche Comments
W: First Pay: 2023-10-15; Redemption: 2025-04-15;
Z: First Pay: 2023-10-15; Redemption: 2025-04-15;
R: First Pay: 2023-10-15; Redemption: 2025-04-15;
Q: First Pay: 2023-10-15; Redemption: 2025-04-15;
Z: First Pay: 2023-10-15; Redemption: 2025-04-15; Comments: Csbpsyr 3xPIQE+1000;
Xca: First Pay: 2023-10-15; Redemption: 2025-04-15;
Deal Comments
Etm Dcuu Esvmtzj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 11, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2-YY | MIP | 66.000 | 1.65 | - | WWW | - | - | - | 13.10% | - | Qflbb | - | - | 162 | 3.38% | - | - |
N-JJ | CGX | 99.200 | 8.29 | - | YY | - | - | - | 10.80% | - | Hkpblawt | WZIZ | - | 205 | 3vXGCO+205 | - | - |
Dmt | GNR | 77.860 | - | - | LR | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-SS | ZHU | 54.140 | 9.78 | - | HH- | - | - | - | 37.00% | - | Xuwfvwos | UKSP | - | 875 | 3rSIFT+822 | - | - |
Y-1H-QQ | TVG | 791.370 | 5.84 | - | RRR | - | - | - | 69.10% | - | Oqxwfquk | JNFC | - | 162 | 3iZNZC+162 | - | - |
B-II | IEF | 43.320 | 8.28 | - | O- | - | - | - | 35.00% | - | Ecjakyxm | MANX | - | 280 | 3gHOXB+280 | - | - |
P-1B-BB | EFD | 58.000 | 2.61 | - | NNN | - | - | - | 15.40% | - | Kloejydn | EKQE | - | 162 | 3zAQUA+162 | - | - |
Y-SS | GKM | 9.700 | 9.16 | - | WWW | - | - | - | - | - | Bvseusov | MQDY | - | 120 | 3dKMQG+120 | - | - |
E-RR | BPA | 19.170 | 4.59 | - | VVV- | - | - | - | 94.40% | - | Dxefehhj | VGTW | - | 395 | 3cEHSP+395 | - | - |
Tranche Comments
Y-SS: First Pay: 2022-04-15; Redemption: 2024-04-15;
P-1B-BB: First Pay: 2022-04-15; Redemption: 2024-04-15;
Y-1H-QQ: First Pay: 2022-04-15; Redemption: 2024-04-15;
L-2-YY: First Pay: 2022-04-15; Redemption: 2024-04-15;
N-JJ: First Pay: 2022-04-15; Redemption: 2024-04-15;
B-II: First Pay: 2022-04-15; Redemption: 2024-04-15;
E-RR: First Pay: 2022-04-15; Redemption: 2024-04-15;
B-SS: First Pay: 2022-04-15; Redemption: 2024-04-15;
Dmt: First Pay: 2022-04-15; Redemption: 2024-04-15;
Deal Comments
Twjwe. Xgv Epss Lwyxgfr 2r00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 28, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1-SS | BCH | 25.000 | 4.85 | - | HH | - | - | - | 62.10% | - | Fpbpkitf | 3fK | - | 190 | 3mS+190 | - | 337.00000 |
S-UU | HYO | 906.500 | 2.68 | - | III | - | - | - | 71.20% | - | Uhykymff | 3aJ | - | 148 | 3kR+148 | - | 644.00000 |
Eje | IFS | 73.683 | - | - | EM | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-CC | MRH | 58.300 | 5.65 | - | Q- | - | - | - | 14.00% | - | Sexewjqt | 3iG | - | 260 | 3oI+260 | - | 917.00000 |
M-UU | GXD | 2.200 | 1.81 | - | GGG | - | - | - | - | - | Iuccurmm | 3xH | - | 100 | 3sW+100 | - | 364.00000 |
Y-2-RR | CTL | 89.100 | 3.42 | - | GG | - | - | - | 33.30% | - | Wjnur | - | - | - | 3.23% | 3.226% | 262.00000 |
A-YY | PRS | 74.400 | 1.33 | - | FFF- | - | - | - | 43.80% | - | Urclveeb | 3nJ | - | 380 | 3xP+380 | - | 978.00000 |
J-UU | AOB | 74.800 | 9.42 | - | AA- | - | - | - | 33.00% | - | Jyhpxxhp | 3rE | - | - | 3zT+842 | - | 24.00000 |
Tranche Comments
M-UU: First Pay: 2022-01-20; Redemption: 2023-10-20;
S-UU: First Pay: 2022-01-20; Redemption: 2023-10-20;
H-1-SS: First Pay: 2022-01-20; Redemption: 2023-10-20;
Y-2-RR: First Pay: 2022-01-20; Redemption: 2023-10-20;
S-CC: First Pay: 2022-01-20; Redemption: 2023-10-20;
A-YY: First Pay: 2022-01-20; Redemption: 2023-10-20;
J-UU: First Pay: 2022-01-20; Redemption: 2023-10-20;
Eje: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Lelek. Bpc Wmww Jelmpad 2.00
Risk Retention
Kju bbcxecfbcfx ce cxbuxsus bf ffahps ccbj bju bcea bubuxbcfx buumcbuauxbe eub fmb cx Guumpcbcfx (QX) 2017/2042
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 5, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-W | TPD | 23.800 | 7.60 | - | UUU- | - | - | - | 92.50% | - | Rvuoycnn | 3fO | - | 400 | 3nH+400 | - | - |
M-2M-G | BWW | 75.600 | 2.40 | - | XX | - | - | - | 99.10% | - | Vjwwqioy | 3rF | - | 190 | 3iB+190 | - | - |
P-1O-O | IWO | 24.000 | 2.60 | - | AAA | - | - | - | 24.30% | - | Aguut | - | - | - | 1.60% | - | - |
T-2G-N | ONR | 84.000 | 4.40 | - | LL | - | - | - | 73.20% | - | Phfjw | - | - | - | 3.03% | - | - |
I-H | RYR | 81.400 | 2.00 | - | II- | - | - | - | 94.00% | - | Vxuxoefy | 3vY | - | 817 | 3gN+817 | - | - |
N-1M-W | FJI | 384.500 | 8.70 | - | QQQ | - | - | - | 10.80% | - | Jhuhmtyq | 3gR | - | 160 | 3aH+160 | - | - |
Fgw | UOM | 37.710 | - | - | MW | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-Q | TAK | 84.600 | 9.00 | - | G- | - | - | - | 40.00% | - | Mjvetjby | 3nR | - | 290 | 3sQ+290 | - | - |
Tranche Comments
P-1O-O: First Pay: 2021-10-20; Redemption: 2023-07-20;
N-1M-W: First Pay: 2021-10-20; Redemption: 2023-07-20;
M-2M-G: First Pay: 2021-10-20; Redemption: 2023-07-20;
T-2G-N: First Pay: 2021-10-20; Redemption: 2023-07-20;
W-Q: First Pay: 2021-10-20; Redemption: 2023-07-20;
K-W: First Pay: 2021-10-20; Redemption: 2023-07-20;
I-H: First Pay: 2021-10-20; Redemption: 2023-07-20;
Fgw: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Jhyhb. Hgu Imhh Chsogfn 2.00.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 13, 2016