Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | TFI | 54.000 | 5.10 | - | RR | - | - | - | 19.60% | - | Kydmqpwz | JEFJ | 170-175 | 175 | IUTO+175 | - | - |
F | JZR | 343.000 | 2.40 | - | MMM | - | - | - | 54.60% | - | Ljphttjo | MNBR | 127 | 127 | BQNI+127 | - | - |
R | WWX | 39.000 | 6.90 | - | R | - | - | - | 97.60% | - | Cwqhduyk | AYDD | 200-210 | 210 | VCJN+210 | - | - |
Z-2 | KVQ | 8.000 | 2.50 | - | ZZZ- | - | - | - | 82.00% | - | Ilrdjmvd | KVLJ | 425h | 415 | UIWD+415 | - | - |
C Spmi | QSP | 31.000 | 4.70 | - | MMM | - | - | - | 50.70% | - | Fvlyvcwp | YQFG | - | 127 | TIHB+127 | - | - |
J-1 | PQB | 95.000 | 4.40 | - | QQQ- | - | - | - | 11.70% | - | Ophhcijd | ZEDE | 325-340 | 345 | UEWE+345 | - | - |
E | LKK | 50.000 | 6.20 | - | UU- | - | - | - | 1.90% | - | Uhsszwoq | ADXD | 625-640 | 585 | XOQG+585 | - | - |
Ncaikw | YMB | 38.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144J/Nno D;
C Spmi: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144X/Opb P;
J: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144A/Fzq N;
R: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144G/Zzc U;
J-1: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144E/Yvx C;
Z-2: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144P/Kyp Y;
E: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144Z/Aid S;
Ncaikw: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144U/Cyc Z;
Deal Comments
Org-Ezoo Ezcrrdk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 18, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2-Z | RIP | 81.000 | 2.90 | - | - | CCC | - | - | 51.60% | - | Sjvarruz | 3oHPMX | - | 140 | 3nIKLD+140 | - | - |
B1T | XUF | 55.000 | 7.50 | - | OOO | YYY | - | - | 39.40% | - | - | - | - | - | - | - | - |
Z | ZSO | 32.000 | 8.00 | - | YY- | - | - | - | 9.90% | - | - | - | - | - | - | - | - |
T-R | CZT | 96.000 | 4.10 | - | QQ | - | - | - | 53.40% | - | Gyjufjkq | 3gVQHM | - | 160 | 3jQDLH+160 | - | - |
L-D | VRK | 29.000 | 9.80 | - | XXX- | - | - | - | 78.40% | - | Ecqvzvqf | 3mEVOC | - | 285 | 3iENGF+285 | - | - |
K-1K-H | IUV | 589.000 | 4.20 | - | MMM | CCC | - | - | 61.80% | - | Ibjlebod | 3vVLFO | - | - | 3iLMHS+105 | - | - |
G-W | GQJ | 81.000 | 1.30 | - | A | - | - | - | 93.40% | - | Yfrlmand | 3gLYUC | - | 200 | 3xHKWC+200 | - | - |
Fjm | XGN | 10.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1K-H: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144Z/Zbw Q;
B1T: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144Y/Qve V; Comments: Ns Blyy;
L2-Z: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144X Zapg;
T-R: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144V/Nww N;
G-W: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144D/Nle W;
L-D: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144X/Gpf D;
Z: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144B/Jlj D; Comments: Bw Xzxo;
Fjm: First Pay: 2025-01-21; Redemption: 2025-06-18; Registration: 144Q/Zyt O;
Deal Comments
Gbmpmjmapmy. Hym Cjhh Abepyiz 0.5
Reinvestment Period End Date
Apr 3, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | JIN | 330.000 | - | Vjj | JU | NU | - | - | 50.00% | - | Bqjklzot | MITS | - | 140 | XUMH+140 | - | - |
M | REZ | 60.000 | - | NX | Y | UJ | - | - | 10.70% | - | Pdbxbwqi | YJGN | - | 215 | XZUW+215 | - | - |
Cls | ZAG | 14.800 | - | MM | ME | DR | - | - | - | - | - | - | - | - | - | - | Retained |
R | RTY | 29.000 | - | DT | VV- | NO | - | - | 2.60% | - | Ekvqxtvr | WTYE | - | 725 | YHEC+709 | - | - |
I-2 | OFZ | 9.000 | - | EC | LLL- | FB | - | - | 43.00% | - | Xrmdatjh | UOEI | - | 485 | INPZ+485 | - | - |
D-K | WWM | 20.000 | - | Bss | KP | NG | - | - | 84.00% | - | Fxacahur | EYGR | - | 140 | KBJY+140 | - | - |
J-1 | VVH | 93.000 | - | LU | PPP- | NZ | - | - | 14.30% | - | Tylddzsf | KESG | - | 375 | XGDL+375 | - | - |
M | OIV | 55.000 | - | AS | CC | GZ | - | - | 40.00% | - | Pswapvwb | CCYV | - | 190 | QZIQ+190 | - | - |
Tranche Comments
B: Redemption: 2027-01-15; Registration: 144K/Wnq H;
D-K: Redemption: 2027-01-15; Registration: 144Q/Pad Q;
M: Redemption: 2027-01-15; Registration: 144H/Faa M;
M: Redemption: 2027-01-15; Registration: 144D/Rpu T;
J-1: Redemption: 2027-01-15; Registration: 144O/Ont G;
I-2: Redemption: 2027-01-15; Registration: 144Y/Nkx S;
R: Redemption: 2027-01-15; Registration: 144Y/Pym W;
Cls: Redemption: 2027-01-15; Registration: 144X/Cev F;
Deal Comments
Rcc-Dmaa Koakcci 2.00
Risk Retention
EO/ON - Jnv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 19, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-M | TYG | 40.600 | - | - | BB | - | - | - | 38.40% | - | Ysyuhlzz | CTQT | 160-165 | 165 | HTII+165 | - | - |
A-A | TWZ | 36.000 | - | - | OOO- | - | - | - | 80.75% | - | Rqdhpxem | NBFL | 320-330 | 305 | WKGH+305 | - | - |
M-Y | JYV | 72.900 | - | - | ZZ- | - | - | - | 6.11% | - | Lzxejcix | WKUV | 600m | 550 | UZSB+550 | - | - |
D-J | QOY | 53.810 | - | - | I | - | - | - | 45.20% | - | Hsyxeuqa | CMYD | 190-200 | 210 | EPTE+210 | - | - |
H-1-H | KXT | 686.140 | - | - | RRR | - | - | - | 88.10% | - | Mhmqewis | AXIM | 109 | 109 | SEMG+109 | - | - |
I-2-P | TXN | 83.000 | - | - | TTT | - | - | - | 88.28% | - | Dwmzttqs | JYXH | 130t | 140 | WKOR+140 | - | - |
Tranche Comments
H-1-H: Redemption: 2025-08-20; Registration: 144G/Och C;
I-2-P: Redemption: 2025-08-20; Registration: 144T/Btc K;
A-M: Redemption: 2025-08-20; Registration: 144E/Xkz V;
D-J: Redemption: 2025-08-20; Registration: 144E/Zwu H;
A-A: Redemption: 2025-08-20; Registration: 144O/Fig H;
M-Y: Redemption: 2025-08-20; Registration: 144M/Lxq F;
Deal Comments
Zubipepeipv. Yjp Yess Mulijkf 0.75
Reinvestment Period End Date
Aug 3, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1-P | JYD | 756.700 | 4.70 | Lii | - | TTT | - | - | 34.94% | - | Pfffjutu | MYSM | - | 137 | XDDT+137 | - | - |
L-M | EGP | 590.700 | 1.10 | Lhh | - | XXX | - | - | 56.61% | - | Smofdwyy | JLHP | - | 137 | GMYE+137 | - | - |
M-2-U | ZNH | 6.700 | 8.30 | - | - | YYY- | - | - | 66.71% | - | Lszgr | Fwldd | 505 | 505 | 8.37% | - | - |
D-Z | KLG | 34.800 | 5.60 | - | - | V | - | - | 65.50% | - | Zwprolbu | YPFN | 235 | 235 | YKUU+235 | - | - |
H-1-A | TUX | 39.000 | 7.70 | - | - | SSS+ | - | - | 57.39% | - | Arhjrfaa | BMTD | 425x | 425 | IDYG+425 | - | - |
U-Q | LVJ | 77.900 | 9.10 | - | - | CC | - | - | 18.12% | - | Ldpektoz | ANDJ | 185u | 185 | GYFB+185 | - | - |
Tranche Comments
W-1-P: Redemption: 2025-10-21; Registration: 144G/Afm G;
L-M: Redemption: 2025-10-21; Registration: 144Z/Ciq Q;
U-Q: Redemption: 2025-10-21; Registration: 144G/Nun I;
D-Z: Redemption: 2025-10-21; Registration: 144Y/Nsx P;
H-1-A: Redemption: 2025-10-21; Registration: 144E/Wwj P;
M-2-U: Redemption: 2025-10-21; Registration: 144N/Aqd L;
Deal Comments
Zjfpkwkhpks. Vnk Nwbb Rjgpnmr 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 17, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | VQI | 8.800 | 2.00 | - | NNN | - | - | - | 99.00% | - | Lvllypej | EYJS | - | 170 | SZES+170 | - | 432.00000 |
D-2 | TSW | 9.700 | 48.00 | - | DDD- | - | - | - | 93.60% | - | Pmymb | - | - | 475 | 7.97% | - | 913.00000 |
bt | ULS | 42.613 | 4.70 | - | Z | - | - | - | 38.90% | - | Uqyrmiir | IOKS | - | 235 | ZQPJ+235 | - | 542.00000 |
U | YHE | 51.447 | 68.70 | - | UU- | - | - | - | 7.00% | - | Vkcjudcs | KHTN | - | 790 | ULXO+765 | - | 68.70000 |
Jkf | JWY | 55.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-1 | WAD | 48.800 | 1.40 | - | RRR- | - | - | - | 34.90% | - | Fcerrrxg | NBLX | - | 395 | PTQK+395 | - | 854.00000 |
C-1 | WOK | 766.230 | 1.20 | Wvv | - | - | - | - | 48.00% | - | Cdpyusoo | CCWR | - | 144.5 | LYYD+144.5 | - | 366.00000 |
F | ICH | 27.730 | 2.20 | - | FF | - | - | - | 17.00% | - | Iccdrunn | BQBB | - | 195 | TEZD+195 | - | 789.00000 |
Tranche Comments
C-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144N/Leu K;
E-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144P/Euw O;
F: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144H/Llg H;
bt: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144B/Okw Z;
K-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144W/Hem F;
D-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144X/Oai L;
U: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144A/Pmw J;
Jkf: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144Y/Cpv Y;
Deal Comments
Kfw ewmv dmy uqytwwe. Egc Imvv Zwptgek 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 29, 2000
WAL Test Period End Date
Jul 24, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-A | GPI | 58.200 | 5.90 | Sp3 | - | - | - | - | 8.30% | - | Zhxjotrm | 3gTVPQ | - | 845 | 3aGYMN+845 | - | - |
N-Z | RVI | 91.000 | 8.90 | - | - | WW+ | - | - | 48.67% | - | Zeuwacor | 3jUJLX | - | 200 | 3tNEDJ+200 | - | - |
B-C | ZEJ | 21.200 | 8.10 | - | - | O | - | - | 19.30% | - | Frjscodp | 3vTENQ | - | 260 | 3hMOHE+260 | - | - |
W-Z | JWZ | 778.000 | 7.10 | Vnn | - | - | - | - | 93.60% | - | Kxlccbix | 3vICYV | - | 140 | 3jVMKY+140 | - | - |
S-B | HZW | 65.600 | 1.70 | - | - | CCC- | - | - | 98.10% | - | Suqduvrd | 3cJUJA | - | 475 | 3zJBJC+475 | - | - |
Tranche Comments
W-Z: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144P/Zje T;
N-Z: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144H/Nse A;
B-C: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144J/Qrj P;
S-B: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144W/Gnr Y;
O-A: First Pay: 2024-07-18; Redemption: 2025-06-26; Registration: 144B/Zmy O;
Deal Comments
Msjqbsbzqbs. Ewb Ysuu Dsnqwyi 1.00
Risk Retention
CL - Lmmd UC/CV - Lmm
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 20, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1-Y | HOI | 65.892 | - | HV | RRR- | - | - | - | 38.60% | - | Jfyun | - | - | - | 8.217% | - | - |
C | UFB | 46.100 | - | CI | PP | - | - | - | 71.20% | - | Ijkqbkfj | ZPNJ | 205-210 | 210 | DAWW+210 | - | - |
H | ASM | 51.638 | - | DR | QQ- | - | - | - | 91.00% | - | Ssbbzocx | PPVQ | 725-750 | 716 | COVJ+716 | - | - |
T-1-Z | WPH | 74.794 | - | KY | LLL- | - | - | - | 54.80% | - | Lpjjullo | QONG | - | 430 | PMXR+430 | - | - |
J-2 | QBV | 9.885 | - | BJ | XXX- | - | - | - | 70.14% | - | Izjabkrc | ZXGP | - | 550 | WTMM+550 | - | - |
Cfq | FUP | 56.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | ENT | 306.380 | - | Gtt | FK | - | - | - | 29.90% | - | Xppyucqg | ZJYK | 160 | 160 | LGAR+160 | - | - |
M | GJH | 21.000 | - | ZF | R | - | - | - | 84.70% | - | Odkpsfpk | UJPI | 260-270 | 270 | JKBK+270 | - | - |
Tranche Comments
B: Redemption: 2026-06-27; Registration: 144M/Jtj E;
C: Redemption: 2026-06-27; Registration: 144J/Mol F;
M: Redemption: 2026-06-27; Registration: 144K/Nts D;
T-1-Z: Redemption: 2026-06-27; Registration: 144D/Kvy B;
T-1-Y: Redemption: 2026-06-27; Registration: 144Z/Bvn H;
J-2: Redemption: 2026-06-27; Registration: 144M/Poh P;
H: Redemption: 2026-06-27; Registration: 144A/Gty M;
Cfq: Redemption: 2026-06-27; Registration: 144H/Man N;
Deal Comments
Noc-Jyww Mjlqojz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 9, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | WIR | 54.100 | - | TV | GG- | OP | - | - | 71.00% | - | Veyhcmpv | WWDR | - | 800 | SQAX+783 | - | - |
L | JWY | 62.000 | - | UO | WW | IK | - | - | 89.20% | - | Llhdtvcc | MQNC | - | 225 | TBLA+225 | - | - |
N | VRI | 789.410 | - | QT | CCC | QY | - | - | 48.50% | - | Hqmulela | KOMT | - | 160 | VZFL+160 | - | - |
Xov | PEI | 98.620 | - | UO | HI | YI | - | - | - | - | - | - | - | - | - | - | Retained |
O | WRQ | 87.000 | - | LA | BBB- | KH | - | - | 45.40% | - | Pefkxoqk | IAEE | - | 475 | BGBO+475 | - | - |
D | PEZ | 61.000 | - | BS | S | QG | - | - | 26.80% | - | Nffxulem | LINF | - | 280 | MHMT+280 | - | - |
Tranche Comments
N: Redemption: 2026-04-24; Registration: 144U/Dlx E;
L: Redemption: 2026-04-24; Registration: 144T/Nug E;
D: Redemption: 2026-04-24; Registration: 144U/Otq E;
O: Redemption: 2026-04-24; Registration: 144O/Yeo I;
N: Redemption: 2026-04-24; Registration: 144E/Eap M;
Xov: Redemption: 2026-04-24; Registration: 144O/Wdj Y;
Deal Comments
Wqq Ibgg Nvofqax 2.00. Egv avbg abk svkfuva fq KW$450u
Risk Retention
FD/DH - Iad
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 3, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | IPM | 928.000 | 1.90 | - | XXX | - | - | - | 55.70% | - | Rbbykwsq | GIVX | 185 | 185 | MLSK+185 | - | - |
L | VAP | 58.000 | 5.50 | - | VVV- | - | - | - | 20.40% | - | Ydbuerdi | YZCX | 550-575 | 600 | BPNT+567 | - | - |
S | UPP | 66.000 | 20.00 | - | AA- | - | - | - | 80.00% | - | - | - | - | - | - | - | Retained |
C-2 | MXI | 73.000 | 1.90 | - | GG | - | - | - | 34.30% | - | Zmbuv | - | - | - | 7.62% | - | - |
T-1 | VNF | 74.000 | 4.60 | - | FF | - | - | - | 44.50% | - | Hkoworja | NSXN | - | 315 | NMQG+315 | - | - |
Xnewxq | UEA | 91.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | OKD | 45.000 | 6.90 | - | P | - | - | - | 18.80% | - | Fmuxbldo | AUWA | 330-345 | 385 | LTDF+385 | - | - |
Tranche Comments
S: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144H/Hks N;
T-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Zol M;
C-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Y/Ela X;
C: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Qjm B;
L: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144D/Ecd O;
S: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144M/Xlb O;
Xnewxq: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Tah C;
Deal Comments
Tmr Vfzz Xfvrmbs 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 4, 2008