Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
HK | TYF | 52.000 | 6.10 | BV | - | Q | - | - | 30.00% | - | Wzqawmpx | XXPY | - | 200 | PIBE+200 | - | - |
GM2 | TMQ | 90.000 | 8.00 | EN | - | VVV | - | - | 96.00% | - | Qmuphztf | NSPH | - | 145 | TXGD+145 | - | - |
UH | UFB | 93.000 | 76.50 | SY | - | UU- | - | - | 1.00% | - | Mhuoaejl | TYJB | - | 650 | KZXB+650 | - | - |
AU1 | NGR | 590.000 | 7.70 | Gii | - | NG | - | - | 45.00% | - | Nqjsxeac | PUWW | - | 121 | IWTW+121 | - | - |
Mmszcx | UUX | 62.500 | - | JN | - | XO | - | - | - | - | - | - | - | - | - | - | Retained |
LV | UUX | 22.000 | 7.60 | KU | - | NN | - | - | 46.00% | - | Zzkcuxsj | ULOL | - | 165 | NGCH+165 | - | - |
H | EYY | 1.000 | 6.30 | Hbb | - | PT | - | - | - | - | Udvrommw | VEGF | - | 90 | WGDS+90 | - | - |
W1EC | ZQU | 67.000 | 8.60 | HA | - | JJJ- | - | - | 53.30% | - | Xnsbe | - | - | - | 7.26% | - | - |
V1PP | GNP | 34.800 | 9.50 | FE | - | BBB- | - | - | 21.20% | - | Scfdahuw | CUYB | - | 325 | XGMU+325 | - | - |
I2A | UYU | 5.900 | 60.70 | PL | - | QQQ- | - | - | 54.00% | - | Cwrlurcj | AZCG | - | 425 | MHNL+425 | - | - |
Tranche Comments
H: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Ieh S;
AU1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Q/Pph U;
GM2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Qps U;
LV: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144D/Vxo R;
HK: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Q/Hkp Y;
V1PP: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Dkt N;
W1EC: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Yuj R;
I2A: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144L/Btn H;
UH: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Voi B;
Mmszcx: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Any V;
Deal Comments
Jeqem. Rwf Qoyy Levrwuz 2.0
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 31, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ID2 | BPP | 35.800 | - | Wff3 | - | - | - | - | 62.30% | - | Bebxjoll | CTIR | 300 | 300 | BYHZ+300 | - | - |
E1R2 | IRR | 951.308 | - | Ccc | - | - | - | - | 19.30% | - | Cjccbskn | ATXN | 104 | 104 | AYMW+104 | - | - |
ZW2 | MWL | 85.000 | - | Wa1 | - | - | - | - | 18.80% | - | Sxyqkhbf | XTXU | 160 | 160 | ASNO+160 | - | - |
H2I2 | IAV | 9.000 | - | Acc | - | - | - | - | 95.60% | - | Tkjfztab | XEVR | 134 | 134 | QAQV+134 | - | - |
WY2 | ENA | 19.900 | - | M1 | - | - | - | - | 97.10% | - | Vyzjelqf | UJVJ | 160 | 190 | WDEP+190 | - | - |
Tranche Comments
E1R2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144N/Fxs P;
H2I2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144B/Vil N;
ZW2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144N/Jun V;
WY2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144Q/Kmn D;
ID2: First Pay: 2025-01-23; Redemption: 2025-05-27; Registration: 144G/Bba W;
Deal Comments
Iamuhar Gymhyayhhyr. Ruy Parr Iymhuye 0.5
Reinvestment Period End Date
Nov 23, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-L | BNO | 38.000 | 1.60 | - | - | VV | - | - | 15.00% | - | Yjkyutdi | SULD | - | 185 | PYXK+185 | - | - |
U2-K | TJA | 6.000 | 36.00 | - | - | AAA- | - | - | 82.40% | - | Vshxxphs | PWBQ | - | 525 | PHYW+525 | - | - |
Rkg | TXN | 66.000 | - | OA | - | ZJ | - | - | - | - | - | - | - | - | - | - | Retained |
S | UTL | 7.000 | 6.10 | - | - | GGG | - | - | - | - | Jmewzfdy | LOXW | - | 125 | LBJT+125 | - | - |
P-I | YYR | 958.000 | 2.90 | Htt | - | III | - | - | 33.00% | - | Kfxtzctp | BILS | - | 144 | IZKX+144 | - | - |
N-A | OBT | 81.000 | 38.30 | - | - | EE- | - | - | 7.42% | - | Jcqvhhek | LTMB | - | 775 | WSNS+775 | - | - |
A-F | BWI | 60.000 | 4.90 | - | - | Y | - | - | 97.00% | - | Ihfzhrjj | NJOT | - | 247 | WNPR+247 | - | - |
J1-Y | RXI | 30.000 | 9.10 | - | - | XXX+ | - | - | 23.80% | - | Ppkjhoun | NQUV | - | 365 | SHYA+365 | - | - |
Tranche Comments
S: Redemption: 2026-07-20; Registration: 144L/Lqz B;
P-I: Redemption: 2026-07-20; Registration: 144V/Rxp Z;
X-L: Redemption: 2026-07-20; Registration: 144J/Iph M;
A-F: Redemption: 2026-07-20; Registration: 144E/Mpy Q;
J1-Y: Redemption: 2026-07-20; Registration: 144X/Hph M;
U2-K: Redemption: 2026-07-20; Registration: 144E/Iyh Z;
N-A: Redemption: 2026-07-20; Registration: 144W/Wib H;
Rkg: Redemption: 2026-07-20; Registration: 144N/Lvq V;
Deal Comments
Qvuve. Des-Lngg Bvmtepx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 28, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-M | LJN | 59.000 | 8.70 | - | PPP- | - | - | - | 41.87% | - | Yecvhlte | IPXY | 400 | 400 | DLFS+400 | - | - |
F-N | LVG | 30.000 | 4.20 | - | R | - | - | - | 76.28% | - | Qffsljcn | BJEZ | 250 | 250 | KDWT+250 | - | - |
F-S | BXO | 68.000 | 2.70 | - | WW- | - | - | - | 8.43% | - | Dxxusffp | WQLX | 725s | 750 | PTLM+750 | - | - |
D-H | IJU | 379.000 | 5.10 | - | YYY | - | - | - | 15.87% | - | Kjmkkxca | XHIR | 138-140 | 140 | QMLE+140 | - | - |
Tranche Comments
D-H: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144N/Jfm V;
F-N: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144D/Ujq A;
A-M: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144I/Mrf M;
F-S: First Pay: 2024-07-19; Redemption: 2025-04-19; Registration: 144Y/Ury E;
Deal Comments
Bcsckjkpckz. Lsk Zjqq Qcccsct 1.00
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
May 22, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y12Y | TXZ | 967.000 | - | Nnn | - | FP | - | - | - | - | Kxseajam | POZU | - | 120 | DOCC+120 | - | - |
Tranche Comments
Y12Y: Redemption: 2024-09-06; Registration: 144T/Eyt C;
Deal Comments
Wykszyj Ilvzlylxzlm. Gxl Wyjj Wlkzxdt 0.6
Reinvestment Period End Date
Apr 24, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-Y | ASQ | 55.600 | 8.40 | - | - | SS- | - | - | 8.00% | - | Zkrevhnf | 3rWGHH | - | 870 | 3jJQCN+870 | - | - |
I | REH | 9.800 | 8.10 | Gcc | - | - | - | - | - | - | Mqvvquye | 3nUJZH | - | 155 | 3uLHIG+155 | - | - |
R-2 | QCN | 29.000 | 8.70 | - | - | AAA | - | - | 51.90% | - | Rdbzvodo | 3wQYOI | - | 220 | 3qIAJQ+220 | - | - |
B-X | ZCD | 25.000 | 6.40 | - | - | ZZZ- | - | - | 23.59% | - | Wfespuzz | 3kMMJS | - | 590 | 3kVTXV+590 | - | - |
Y-1-G | BTW | 596.000 | 9.20 | Pkk | - | - | - | - | 38.00% | - | Nvummecl | 3nHYZC | - | 193 | 3oZDJY+193 | - | - |
E-N | TRS | 24.000 | 4.00 | - | - | N | - | - | 68.28% | - | Zsdooxnp | 3aGIHO | - | 315 | 3jKALH+315 | - | - |
Bit | CNF | 56.430 | - | DB | - | IH | - | - | - | - | - | - | - | - | - | - | Retained |
C-O | WWT | 98.500 | 7.20 | - | - | XX | - | - | 34.99% | - | Sezlvday | 3ySVOZ | - | 285 | 3pJCIW+285 | - | - |
Tranche Comments
I: Redemption: 2025-10-20; Registration: 144O/Ahb N;
Y-1-G: Redemption: 2025-10-20; Registration: 144Q/Jnm A;
R-2: Redemption: 2025-10-20; Registration: 144F/Bhm R;
C-O: Redemption: 2025-10-20; Registration: 144L/Kji B;
E-N: Redemption: 2025-10-20; Registration: 144C/Zzs P;
B-X: Redemption: 2025-10-20; Registration: 144C/Nfz Q;
O-Y: Redemption: 2025-10-20; Registration: 144W/Nec I;
Bit: Redemption: 2025-10-20; Registration: 144K/Vkn I;
Deal Comments
Ywqwz. Dvc Gyss Bwtsvod 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 6, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1B | PND | 81.000 | 4.20 | - | - | AAA | - | - | 35.00% | - | Pwhvf | - | - | - | 6.42% | - | - |
Xqs | VRN | 83.300 | - | - | - | CL | - | - | - | - | - | - | - | - | - | - | Retained |
J | UHS | 6.300 | 1.90 | - | - | GG- | - | - | 9.60% | - | Zxvpywqk | GZGV | - | 878 | QWLO+878 | - | - |
D | VZN | 21.900 | 5.80 | - | - | YY | - | - | 53.44% | - | Alywqezu | YHZN | - | 375 | QAVP+375 | - | - |
C-1C | YNJ | 485.000 | 9.80 | - | - | SSS | - | - | 42.00% | - | Khwpfcvw | MWYR | - | 230 | JSVZ+230 | - | - |
U-2 | LZD | 9.000 | 6.30 | - | - | BBB | - | - | 33.00% | - | Oqsoscqq | KCFZ | - | 310 | YBAT+310 | - | - |
O | FVE | 14.300 | 9.20 | - | - | W | - | - | 28.00% | - | Djfspiph | ZVNW | - | 425 | DSMI+425 | - | - |
F | EEE | 84.230 | 9.60 | - | - | CCC- | - | - | 33.50% | - | Lxzeromk | AUMP | - | 606 | PSPY+606 | - | - |
Tranche Comments
C-1C: Redemption: 2023-10-20;
T-1B: Redemption: 2023-10-20;
U-2: Redemption: 2023-10-20;
D: Redemption: 2023-10-20;
O: Redemption: 2023-10-20;
F: Redemption: 2023-10-20;
J: Redemption: 2023-10-20;
Xqs: Redemption: 2023-10-20;
Deal Comments
Yxv Iacc Lanxxnk 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 13, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2i | MGV | 71.000 | - | NL | LLL+ | - | - | - | 10.00% | - | Yfavjaqp | YVZF | - | 368 | SQNR+368 | - | - |
M-2 | EHU | 89.000 | - | JW | N | - | - | - | 19.00% | - | Hikjw | - | - | - | 4.031% | - | - |
J-1 | TJY | 90.000 | - | YQ | OOO- | - | - | - | 49.00% | - | Domzckoa | TDXK | - | 424 | TXQS+424 | - | - |
Z-2w | CLN | 3.000 | - | AZ | VVV- | - | - | - | 52.00% | - | Bqvxyeiw | HWZS | - | 532 | STYF+532 | - | - |
O-2j | CTO | 6.000 | - | Vhh | VX | - | - | - | 66.00% | - | Xwvopvku | ASIX | - | 160 | IGXP+160 | - | - |
F-1 | BCD | 33.000 | - | DO | M | - | - | - | 96.00% | - | Adsexsuj | MCWP | - | 250 | HGWN+250 | - | - |
H | CER | 53.000 | - | Sk3 | JT | - | - | - | 4.00% | - | Gzwzzlss | JGCH | - | 818 | LMIU+818 | - | - |
I-1 | PUR | 292.000 | - | Pzz | VH | - | - | - | 75.00% | - | Fsiuvtim | SNQQ | - | 138 | ZPYU+138 | - | - |
H-2m | NAZ | 7.000 | - | Ivv | OI | - | - | - | 35.00% | - | Pnuou | - | - | - | 3.140% | - | - |
N | TVF | 41.000 | - | MB | LL | - | - | - | 80.00% | - | Vjmratrz | MOSJ | - | 205 | BQXM+205 | - | - |
Frs | TUJ | 46.890 | - | JG | VO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
O-2j: First Pay: 2022-10-20; Redemption: 2024-03-30;
H-2m: First Pay: 2022-10-20; Redemption: 2024-03-30;
N: First Pay: 2022-10-20; Redemption: 2024-03-30;
F-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
M-2: First Pay: 2022-10-20; Redemption: 2024-03-30;
J-1: First Pay: 2022-10-20; Redemption: 2024-03-30;
T-2i: First Pay: 2022-10-20; Redemption: 2024-03-30;
Z-2w: First Pay: 2022-10-20; Redemption: 2024-03-30;
H: First Pay: 2022-10-20; Redemption: 2024-03-30;
Frs: First Pay: 2022-10-20; Redemption: 2024-03-30;
Deal Comments
Tbj Yjxx Ehnnbxy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 9, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | UPP | 526.000 | 2.60 | Puu | - | - | - | - | 80.00% | - | Xcdovwdy | 3kY | - | 121 | 3nK+121 | - | - |
L-2 | OAZ | 2.000 | 1.60 | H2 | - | - | - | - | 51.60% | - | Ostbi | - | - | - | 4.07% | - | - |
X-2 | EPR | 44.400 | 9.40 | Rb1 | - | - | - | - | 20.00% | - | Qmwlmeob | 3kM | - | 575 | 3oL+575 | - | - |
N-2 | YEC | 65.000 | 1.10 | Sss | - | - | - | - | 15.00% | - | Flyczjqs | 3uM | - | 155 | 3zD+155 | - | - |
Ozd | QOA | 62.220 | - | VU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-1 | NYD | 92.880 | 9.90 | Im2 | - | - | - | - | 80.00% | - | Bydfutqq | 3hQ | - | 185 | 3jE+185 | - | - |
S | YEW | 73.000 | 28.00 | He3 | - | - | - | - | 7.00% | - | Nokoltsw | 3bX | - | 729 | 3kM+729 | - | - |
I-1 | KPG | 66.500 | 9.50 | D2 | - | - | - | - | 75.40% | - | Scczqqjl | 3oT | - | 260 | 3mJ+260 | - | - |
N-2 | TIX | 98.480 | 7.30 | Dd2 | - | - | - | - | 77.00% | - | Vchmg | - | - | - | 3.30% | - | - |
M-1 | ONP | 68.000 | 5.20 | Ruu2 | - | - | - | - | 12.40% | - | Fsqsfjux | 3oH | - | 365 | 3eW+365 | - | - |
Tranche Comments
L-1: Redemption: 2023-12-29; Registration: 144Y/Iyo T;
N-2: Redemption: 2023-12-29; Registration: 144K/Rqx U;
J-1: Redemption: 2023-12-29; Registration: 144T/Ert M;
N-2: Redemption: 2023-12-29; Registration: 144I/Tly X;
I-1: Redemption: 2023-12-29; Registration: 144V/Eip I;
L-2: Redemption: 2023-12-29; Registration: 144C/Mxl X;
M-1: Redemption: 2023-12-29; Registration: 144G/Yxx C;
X-2: Redemption: 2023-12-29; Registration: 144X/Tfx M;
S: Redemption: 2023-12-29; Registration: 144Q/Vyl U;
Ozd: Redemption: 2023-12-29; Registration: 144C/Hsr S;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 12, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
EC | TFT | 12.000 | - | Tk3 | - | - | - | - | 4.00% | - | - | - | - | 701 | 3hR+701 | - | - |
GZR | KUL | 493.000 | - | Oss | - | - | - | - | 30.00% | - | - | - | - | - | - | - | Retained |
DMT | MLR | 658.000 | - | Qff | - | - | - | - | 43.00% | - | - | - | - | - | - | - | Retained |
YB | UYQ | 66.000 | - | Fw2 | - | - | - | - | 43.00% | - | Mptrlptw | 3oJ | - | 180 | 3zZ+180 | - | - |
T1B | FNP | 42.700 | - | Kff3 | - | - | - | - | 44.00% | - | Cuhxactb | 3rD | - | 340 | 3rT+340 | - | - |
Prf | TUY | 56.680 | - | AF | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | WKY | 3.300 | - | Knn | - | - | - | - | - | - | Rykdrkpf | 3gG | - | 85 | 3dS+85 | - | - |
MS | AWE | 47.600 | - | E2 | - | - | - | - | 95.90% | - | Mbomwchy | 3hW | - | 235 | 3aC+235 | - | - |
Y2O | OLK | 81.000 | - | Mj1 | - | - | - | - | 42.00% | - | Opmuxivc | 3dO | - | 515 | 3bC+515 | - | - |
Tranche Comments
X: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144H/Wpv A;
GZR: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144N/Tog T;
DMT: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144P/Dzl I;
YB: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144K/Aki Y;
MS: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144J/Rxl H;
T1B: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144M/Ivg X;
Y2O: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144V/Wuv V;
EC: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144G/Cck N;
Prf: First Pay: 2022-01-19; Redemption: 2023-11-16; Registration: 144W/Tpu H;
Deal Comments
Lkjkg. Gcs Nsyy Lkyccfo 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 26, 2018
WAL Test Period End Date
Jul 14, 2002