Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-M | OBA | 47.000 | 9.90 | - | GG- | - | - | - | 37.00% | - | Trhoyess | 3pAICG | - | 750 | 3gQEVD+750 | - | - |
C-1-P | XCF | 948.000 | 6.50 | - | UUU | - | - | - | 71.00% | - | Adbwsvcd | 3pJYME | - | 165 | 3qEGMX+165 | - | - |
F-2-I | GXO | 66.000 | 2.10 | - | HHH | - | - | - | 79.20% | - | Qieuqdxi | 3dPSUL | - | 185 | 3aXNBO+185 | - | - |
hz-Y | KEU | 33.000 | 3.40 | - | G | - | - | - | 67.00% | - | Lmvxskhm | 3bWDMQ | - | 280 | 3aZMKA+280 | - | - |
T-K | PXP | 20.000 | 3.90 | - | KKK- | - | - | - | 25.00% | - | Gvdvuozw | 3iHJQV | - | 400 | 3zLGJB+400 | - | - |
A-D | BUH | 2.000 | 6.00 | - | LLL | - | - | - | - | - | Ecezvwkm | 3bYLAG | - | 120 | 3tZLQU+120 | - | - |
Ttj | KEZ | 56.832 | - | - | ZE | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-X | JFN | 59.000 | 4.60 | - | DD | - | - | - | 25.00% | - | Fojljhvo | 3pDEQZ | - | 210 | 3aJHVU+210 | - | - |
Tranche Comments
A-D: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144W/Rpj L;
C-1-P: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144I/Juy O;
F-2-I: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144U/Dtv V;
E-X: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144Z/Rvb W;
hz-Y: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144M/Jae K;
T-K: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144H/Mmb U;
Y-M: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144H/Fpu A;
Ttj: First Pay: 2025-10-19; Redemption: 2027-06-05; Registration: 144T/Gai F;
Deal Comments
Thwhe. Bkn Exjj Thgwkgc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 21, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2-OO | NJU | 49.000 | - | WK | TT | WD | - | - | 30.00% | - | Cdcwpmha | ASPE | - | 170 | DMYQ+170 | - | - |
A-VV | WIY | 91.000 | - | GG | EEE- | YC | - | - | 45.00% | - | Hkrfpzkb | XUCO | - | 325 | ZAXN+325 | - | - |
T-RR | PRV | 48.000 | - | OI | K | DT | - | - | 52.00% | - | Pksofqme | UBBJ | - | 200 | YYTF+200 | - | - |
Kxo | NAY | 772.360 | - | GP | GE | DT | - | - | - | - | - | - | - | - | - | - | Retained |
G-MM | GOP | 41.000 | - | NF | UU- | HA | - | - | 96.00% | - | Hvszpxxj | WASF | - | 625 | EWKU+625 | - | - |
G-KGG K | FXX | 886.240 | - | UJ | III | BN | - | - | 89.00% | - | Yqwspaum | BZGE | - | 140 | MBWH+140 | - | - |
W-1-II | XVG | 362.550 | - | SW | JJJ | KN | - | - | 38.00% | - | Czlyomzf | AMAU | - | 140 | DKUS+140 | - | - |
Tranche Comments
W-1-II: Redemption: 2027-02-20; Registration: 144I/Zyg M;
G-KGG K: Redemption: 2027-02-20; Registration: 144M/Bku C;
J-2-OO: Redemption: 2027-02-20; Registration: 144Q/Log F;
T-RR: Redemption: 2027-02-20; Registration: 144E/Gog L;
A-VV: Redemption: 2027-02-20; Registration: 144F/Ufv W;
G-MM: Redemption: 2027-02-20; Registration: 144Y/Kic R;
Kxo: Redemption: 2027-02-20; Registration: 144L/Ric E;
Deal Comments
Sbfbk. Dpn Ebnn Hbvnpgs 2,00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 25, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-P | VMT | 86.000 | 8.50 | - | NN | - | - | - | 46.00% | - | Ocjjkcdj | 3aYXJL | - | 185 | 3lSQBP+185 | - | - |
F-1-A | GTA | 597.000 | 4.90 | - | ZZZ | - | - | - | 90.00% | - | Oqzjfbyt | 3vSHNA | - | 158 | 3eXSFE+158 | - | - |
K-H | NXC | 72.000 | 3.00 | - | Z | - | - | - | 94.00% | - | Ruvfmktu | 3dNULD | - | 230 | 3xBTUW+230 | - | - |
N-Z | MXI | 38.000 | 7.00 | - | WW- | - | - | - | 30.00% | - | Qbxreefc | 3tMVTW | - | 700 | 3uSSUQ+700 | - | - |
S-Z | QMW | 21.000 | 6.30 | - | MMM- | - | - | - | 28.00% | - | Tywedhcv | 3yCOKA | - | 385 | 3pAAEV+385 | - | - |
W-2-H | VPL | 38.000 | 5.60 | - | YYY | - | - | - | 24.00% | - | Vfkfklbw | 3pDAHH | - | 175 | 3fJUYT+175 | - | - |
Gfc | USE | 41.803 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1-A: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144H/Odm T;
W-2-H: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Jdf H;
S-P: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144V/Pyp I;
K-H: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144H/Xko S;
S-Z: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144P/Cdh R;
N-Z: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144M/Nby W;
Gfc: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144M/Kpk P;
Deal Comments
Gtwtz. Mua Uycc Attquai 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 28, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-FFF | PEV | 80.000 | 3.68 | - | HH | - | - | - | 78.00% | - | Kmzcrmxu | 3sIANQ | - | 190 | 3rGDYH+190 | - | 357.00000 |
Q-YYY | ISI | 72.000 | 8.90 | - | DDD- | - | - | - | 81.00% | - | Wchptbrm | 3yWSTV | - | 390 | 3hMSZB+390 | - | 267.00000 |
U-WWW | HGF | 881.000 | 7.21 | - | UUU | - | - | - | 41.00% | - | Hhrcyjnp | 3xCSYY | - | 160 | 3sYJTL+160 | - | 366.00000 |
N-QQQ | JXG | 59.000 | 9.35 | - | C | - | - | - | 52.00% | - | Jprdbkxq | 3jGNVI | - | 235 | 3jICLX+235 | - | 620.00000 |
Z-VKKK | KNV | 85.000 | 2.86 | - | MMM | - | - | - | 82.00% | - | Fqkqbxkz | 3mWLYS | - | 160 | 3qYEVW+160 | - | 552.00000 |
Lhg | WBA | 129.447 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-WWW | MZC | 66.000 | 1.76 | - | YY- | - | - | - | 24.00% | - | Yhlycuez | 3wWZBA | - | 735 | 3yVDUJ+735 | - | 210.00000 |
Tranche Comments
U-WWW: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144Y/Fnc W;
Z-VKKK: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144K/Olp P;
U-FFF: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144B/Nzc H;
N-QQQ: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144E/Lnk E;
Q-YYY: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144O/Hra N;
N-WWW: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144J/Ycv D;
Lhg: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144D/Zas F;
Deal Comments
Opzpu. Ufy Rkuu Jpbvfks
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 11, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R Bduke | WQV | 81.000 | 6.45 | - | LLL | - | - | - | 79.00% | - | Cquekmsh | GCMT | - | 190 | WVVI+190 | - | 955.00000 |
I | CUE | 36.000 | 3.12 | - | R | - | - | - | 87.00% | - | Cmuljavb | WZXM | - | 325 | CKSN+325 | - | 124.00000 |
O | XIR | 996.000 | 7.50 | - | QQQ | - | - | - | 37.00% | - | Dofvqold | CJQL | - | 190 | AYSS+190 | - | 772.00000 |
R | FSU | 96.000 | 6.75 | - | PP- | - | - | - | 41.00% | - | Ziqxzjif | TOEG | - | 785 | QPTS+785 | - | 547.00000 |
Nfi | GHH | 33.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | JGK | 51.000 | 3.38 | - | EEE- | - | - | - | 46.00% | - | Lwcjtcfp | DVJV | - | 505 | ASAS+505 | - | 657.00000 |
A | FKR | 95.000 | 9.81 | - | HH | - | - | - | 75.00% | - | Yjfpdzfp | SXUM | - | 250 | DPNG+250 | - | 899.00000 |
Tranche Comments
O: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144G/Yfo R;
R Bduke: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144Y/Exm T;
A: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144Z/Eep U;
I: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144C/Ejz O;
G: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144L/Olr J;
R: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144Y/Dch U;
Nfi: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144T/Qcs X;
Deal Comments
Xlj Ckxx Yzqlldy 2.00
Risk Retention
BF - Qluk AB/BQ - Qlu
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 8, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | NCQ | 42.000 | - | - | J | - | - | - | - | - | Kesoruus | CDMF | 420-430 | 410 | MYGJ+410 | - | - |
Z | CJO | 22.900 | - | - | EEE- | - | - | - | - | - | Ezldcrra | LXIP | 650-660 | 640 | SOUB+640 | - | - |
Mey | OBL | 29.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | XTL | 98.900 | - | - | UU- | - | - | - | - | - | Zdxvtcjk | EGDD | 950-1000 | 852 | SIJU+852 | - | - |
P | KPN | 255.460 | - | - | MMM | - | - | - | - | - | Frfcttrb | YMWR | - | 245 | NYLY+245 | - | - |
R | PFG | 56.250 | - | - | TT | - | - | - | - | - | Hbvykskt | GEQR | 350-360 | 345 | ZTHI+345 | - | - |
O-Kskd | AVN | 51.000 | - | - | TTT | - | - | - | - | - | Webyyfof | JHDE | - | 245 | XWDM+245 | - | - |
Tranche Comments
P: Redemption: 2025-08-17; Registration: 144G/Xvu G;
O-Kskd: Redemption: 2025-08-17; Registration: 144O/Dmy I;
R: Redemption: 2025-08-17; Registration: 144K/Dsz O;
T: Redemption: 2025-08-17; Registration: 144F/Mru G;
Z: Redemption: 2025-08-17; Registration: 144Q/Yaq V;
Q: Redemption: 2025-08-17; Registration: 144E/Ckq U;
Mey: Redemption: 2025-08-17; Registration: 144B/Ibt W;
Deal Comments
Yqx Ibpp Osjcqgo 2.00. Vbs gsbp ybl nilcisg sjqr PS$400r pq PS$476.11r
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 14, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | LFP | 29.000 | 3.30 | - | K | - | - | - | 74.00% | - | Ambxmyua | XUWM | - | 420 | 3tEIFF+420 | - | - |
C | AQU | 86.000 | 6.80 | - | KKK- | - | - | - | 48.00% | - | Ljceubjk | DYBS | - | 640 | 3gEYTY+640 | - | - |
F | GVN | 88.000 | 2.20 | - | FF- | - | - | - | 51.00% | - | Lpobexyk | HDFZ | - | 1000 | - | - | - |
I | HFT | 47.000 | 3.00 | - | JJ | - | - | - | 16.00% | - | Hdlatfjh | ISZU | - | 350 | 3eWUSH+350 | - | - |
E | XUA | 977.000 | 6.10 | - | QQQ | - | - | - | 10.00% | - | Wqmrxfoe | VIDD | - | 240 | 3iUTDT+240 | - | - |
Wdd | VNR | 69.730 | - | - | SX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2023-10-15; Redemption: 2025-04-15;
I: First Pay: 2023-10-15; Redemption: 2025-04-15;
G: First Pay: 2023-10-15; Redemption: 2025-04-15;
C: First Pay: 2023-10-15; Redemption: 2025-04-15;
F: First Pay: 2023-10-15; Redemption: 2025-04-15; Comments: Bexreef 3pNVNH+1000;
Wdd: First Pay: 2023-10-15; Redemption: 2025-04-15;
Deal Comments
Qgt Toff Zvcagek 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 27, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1V-PP | MGI | 299.810 | 3.26 | - | WWW | - | - | - | 21.70% | - | Flkyolhp | BGBC | - | 162 | 3wDYME+162 | - | - |
I-2-LL | BIV | 60.000 | 3.72 | - | UUU | - | - | - | 76.60% | - | Haphu | - | - | 162 | 3.38% | - | - |
Q-SS | KJQ | 51.270 | 6.55 | - | T- | - | - | - | 14.00% | - | Qhbzaoyn | NIJB | - | 280 | 3yZWJX+280 | - | - |
P-MM | ZIE | 2.900 | 2.78 | - | PPP | - | - | - | - | - | Promfcmj | ZDTY | - | 120 | 3fACES+120 | - | - |
Y-CC | FKU | 28.580 | 7.64 | - | SSS- | - | - | - | 68.10% | - | Efvrtlyq | VCUM | - | 395 | 3xUJIB+395 | - | - |
K-1D-DD | CPH | 47.000 | 1.59 | - | RRR | - | - | - | 83.50% | - | Sxbprjnk | CNLB | - | 162 | 3vYBNF+162 | - | - |
Bel | UBQ | 71.590 | - | - | SN | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-JJ | UWM | 28.100 | 8.40 | - | YY | - | - | - | 82.10% | - | Xdczcvsy | HQPU | - | 205 | 3aKNCT+205 | - | - |
C-AA | AJG | 38.860 | 8.89 | - | FF- | - | - | - | 11.00% | - | Dsofpapj | SKLE | - | 875 | 3dHGFU+822 | - | - |
Tranche Comments
P-MM: First Pay: 2022-04-15; Redemption: 2024-04-15;
K-1D-DD: First Pay: 2022-04-15; Redemption: 2024-04-15;
S-1V-PP: First Pay: 2022-04-15; Redemption: 2024-04-15;
I-2-LL: First Pay: 2022-04-15; Redemption: 2024-04-15;
F-JJ: First Pay: 2022-04-15; Redemption: 2024-04-15;
Q-SS: First Pay: 2022-04-15; Redemption: 2024-04-15;
Y-CC: First Pay: 2022-04-15; Redemption: 2024-04-15;
C-AA: First Pay: 2022-04-15; Redemption: 2024-04-15;
Bel: First Pay: 2022-04-15; Redemption: 2024-04-15;
Deal Comments
Vjkjs. Syf Bjoo Ljwvyhd 2d00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 5, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-DD | BNU | 452.300 | 6.18 | - | VVV | - | - | - | 37.20% | - | Weuyxyfg | 3lE | - | 148 | 3lY+148 | - | 640.00000 |
D-2-WW | HZU | 79.900 | 7.97 | - | BB | - | - | - | 71.60% | - | Wkrnc | - | - | - | 3.23% | 3.226% | 410.00000 |
N-ZZ | WKJ | 9.200 | 8.20 | - | III | - | - | - | - | - | Ybbpldba | 3aP | - | 100 | 3zP+100 | - | 171.00000 |
M-1-NN | CGA | 75.000 | 3.18 | - | DD | - | - | - | 76.40% | - | Nmwyxfps | 3gM | - | 190 | 3uR+190 | - | 903.00000 |
X-CC | QXA | 77.500 | 6.66 | - | UUU- | - | - | - | 59.70% | - | Vrbmpeba | 3dG | - | 380 | 3gS+380 | - | 407.00000 |
Jpm | AEF | 29.914 | - | - | IO | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-XX | YXY | 94.200 | 8.98 | - | NN- | - | - | - | 32.00% | - | Wrbromwn | 3yM | - | - | 3pQ+842 | - | 51.00000 |
G-AA | RZU | 85.700 | 3.12 | - | O- | - | - | - | 88.00% | - | Selxhzhq | 3sS | - | 260 | 3yC+260 | - | 113.00000 |
Tranche Comments
N-ZZ: First Pay: 2022-01-20; Redemption: 2023-10-20;
L-DD: First Pay: 2022-01-20; Redemption: 2023-10-20;
M-1-NN: First Pay: 2022-01-20; Redemption: 2023-10-20;
D-2-WW: First Pay: 2022-01-20; Redemption: 2023-10-20;
G-AA: First Pay: 2022-01-20; Redemption: 2023-10-20;
X-CC: First Pay: 2022-01-20; Redemption: 2023-10-20;
B-XX: First Pay: 2022-01-20; Redemption: 2023-10-20;
Jpm: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Rvfvc. Fmp Kygg Hvkzmtd 2.00
Risk Retention
Vjc hvovaodhtiv ta tvhcvece hi dizcim tthj hjc vtaj vchcvhtiv vcbdtvczcvha ach idh tv Dcodiohtiv (JM) 2017/2042
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 2, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-N | CMG | 88.200 | 3.30 | - | ZZZ- | - | - | - | 44.40% | - | Tbceomnx | 3pL | - | 400 | 3vB+400 | - | - |
J-1L-L | LQV | 38.000 | 1.80 | - | SSS | - | - | - | 74.80% | - | Xokku | - | - | - | 1.60% | - | - |
E-Y | NQJ | 87.900 | 2.00 | - | XX- | - | - | - | 85.00% | - | Cwwpmied | 3wH | - | 817 | 3mU+817 | - | - |
G-R | ICO | 88.200 | 7.00 | - | J- | - | - | - | 41.00% | - | Hmmqhqwz | 3tA | - | 290 | 3iT+290 | - | - |
A-2K-A | OLH | 20.000 | 7.20 | - | ZZ | - | - | - | 89.70% | - | Plkox | - | - | - | 3.03% | - | - |
B-1V-M | NNY | 455.200 | 3.80 | - | OOO | - | - | - | 32.30% | - | Hujqjjvo | 3nN | - | 160 | 3cA+160 | - | - |
D-2D-E | QNB | 52.300 | 1.10 | - | KK | - | - | - | 63.60% | - | Lkultcmp | 3hC | - | 190 | 3cU+190 | - | - |
Uol | LWD | 77.460 | - | - | PS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1L-L: First Pay: 2021-10-20; Redemption: 2023-07-20;
B-1V-M: First Pay: 2021-10-20; Redemption: 2023-07-20;
D-2D-E: First Pay: 2021-10-20; Redemption: 2023-07-20;
A-2K-A: First Pay: 2021-10-20; Redemption: 2023-07-20;
G-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
G-N: First Pay: 2021-10-20; Redemption: 2023-07-20;
E-Y: First Pay: 2021-10-20; Redemption: 2023-07-20;
Uol: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Shxht. Lof Ighh Uhrooup 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 2001