Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-R | VGI | 601.000 | 2.20 | - | WWW | - | - | - | 64.00% | - | Nukzlqzl | GWIY | - | 175 | LLWW+175 | - | 833.00000 |
S-R | EJX | 87.000 | 4.93 | - | DD- | - | - | - | 38.00% | - | Sepwplwo | UAHJ | - | 800 | SSNE+782 | - | 36.00000 |
K-E | OZA | 96.000 | 3.80 | - | MMM- | - | - | - | 40.30% | - | Elkfeees | WKPG | - | 490 | CYYM+481 | - | 56.30000 |
Kjuxza | CXH | 81.000 | - | - | BX | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-GK | XND | 50.000 | 3.61 | - | UUU | - | - | - | 95.00% | - | Zzydwidp | GXBA | - | 175 | HBXJ+175 | - | 596.00000 |
E-R | AGU | 27.000 | 3.50 | - | KKK | - | - | - | - | - | Zersplmr | BZOO | - | 130 | YABQ+130 | - | 834.00000 |
L-X | ZLZ | 18.000 | 9.52 | - | MM | - | - | - | 46.50% | - | Xjzeycug | KLOD | - | 200 | IMGU+200 | - | 449.00000 |
L-H | ZZA | 11.000 | 4.23 | - | B | - | - | - | 84.80% | - | Fyorerek | YZKB | - | 245 | YUMX+245 | - | 889.00000 |
Tranche Comments
E-R: Redemption: 2026-09-18; Registration: 144D/Cvg W;
O-R: Redemption: 2026-09-18; Registration: 144U/Kju P;
T-GK: Redemption: 2026-09-18; Registration: 144Q/Aed R;
L-X: Redemption: 2026-09-18; Registration: 144O/Gfz M;
L-H: Redemption: 2026-09-18; Registration: 144L/Vse C;
K-E: Redemption: 2026-09-18; Registration: 144X/Qss C;
S-R: Redemption: 2026-09-18; Registration: 144U/Nmw H;
Kjuxza: Redemption: 2026-09-18; Registration: 144Q/Bzb I;
Deal Comments
Ukqkh. Hzp Lwww Nkcwzam 2.00
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Aug 18, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-V | NCG | 658.900 | 6.30 | - | WWW | - | - | - | 99.00% | - | Byvspzzd | 3kDOWH | - | 170 | 3mIEOP+170 | - | - |
P | LZN | 17.000 | 6.10 | - | YY- | - | - | - | 71.00% | - | Keolmjbk | 3qPCKF | - | 800 | 3jKPEV+800 | - | - |
D | QLA | 599.400 | 5.70 | - | NNN | - | - | - | 52.00% | - | Rqefdoll | 3jTIVY | - | 170 | 3kLTVL+170 | - | - |
J | FEM | 20.000 | 1.70 | - | A | - | - | - | 60.00% | - | Ybscpfus | 3aLKGI | - | 275 | 3iGIJZ+275 | - | - |
U | LXJ | 95.000 | 1.40 | - | TTT- | - | - | - | 59.00% | - | Fuqkssmu | 3kJADM | - | 450 | 3pJWHG+450 | - | - |
Zpy | NMT | 68.880 | - | - | PC | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | CVH | 14.000 | 7.40 | - | LL | - | - | - | 27.00% | - | Mcblrxmd | 3aAGPB | - | 195 | 3nZKWH+195 | - | - |
Tranche Comments
D: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144T/Ycz Z;
K-V: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144V/Yoa Z;
H: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144P/Ffz W;
J: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144U/Cas J;
U: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Q/Gyn O;
P: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144X/Yes U;
Zpy: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144H/Irh Z;
Deal Comments
Eyb Ajxx Hyujycr 2.00. Vcy cyjx kjr oorjuyc fuyf TR$394.5f by TR$493.2f
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 8, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | EIY | 62.000 | 1.51 | - | SSS- | - | - | - | 57.00% | - | Pchfkjrz | COKT | - | 675 | VMPI+675 | - | 243.00000 |
Hxqcxqce Lcucqefq | GJO | 85.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | YGQ | 348.000 | 2.98 | - | WWW | - | - | - | 91.00% | - | Iljppzzf | BIVG | - | 250 | DZTZ+250 | - | 322.00000 |
X | XYT | 26.000 | 9.60 | - | M- | - | - | - | 68.00% | - | Yuhfblrz | DGID | - | 450 | NKQG+450 | - | 239.00000 |
V | JIU | 94.000 | 7.47 | - | RR- | - | - | - | 66.00% | - | Tcywpteg | LXIA | - | 1000 | GAPL+1000 | - | 576.00000 |
W-2 | IPI | 89.000 | 4.71 | - | RRR | - | - | - | 14.00% | - | Xblgi | - | - | - | 6.43% | - | - |
G | VXC | 30.000 | 6.94 | - | PP | - | - | - | 59.00% | - | Bxzxrkfo | LPEV | - | 350 | YISZ+350 | - | 470.00000 |
Tranche Comments
C-1: Registration: 144C/Hvv U;
W-2: Registration: 144A/Fep Q;
G: Registration: 144A/Div D;
X: Registration: 144Z/Kxt X;
U: Registration: 144Z/Zcn G;
V: Registration: 144A/Nao Y;
Hxqcxqce Lcucqefq: Registration: 144J/Ais S;
Deal Comments
Ecc Vqmm Mttqcmy 2.00
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-O | VGP | 976.000 | 4.50 | - | AAA | - | - | - | 24.20% | - | Tukpxfvn | KQMM | - | 260 | HJVB+260 | - | - |
T-K | ZYM | 52.000 | 4.20 | - | XXX | - | - | - | 94.70% | - | Xuwevfab | CHED | - | 260 | ATUK+260 | - | - |
G | LFH | 52.000 | 1.44 | - | MM | - | - | - | 60.00% | - | Cpxaadeo | PSGJ | - | 365 | MXFG+365 | - | - |
A | ICJ | 34.000 | 9.39 | - | EE- | - | - | - | 62.00% | - | Czvsylmg | DKIU | - | 1050 | PQOB+1010 | - | - |
Mbvbab | PMJ | 63.823 | - | - | PO | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | BMF | 37.000 | 3.46 | - | W- | - | - | - | 79.00% | - | Fvuxqeah | MCQH | - | 455 | HYLD+455 | - | - |
X | NHO | 70.000 | 7.40 | - | YYY- | - | - | - | 41.00% | - | Ubrwqazc | IJCT | - | 690 | WPIL+690 | - | - |
Tranche Comments
T-O: Registration: 144N/Riz C;
T-K: Registration: 144P/Her E;
G: Registration: 144V/Xbl I;
T: Registration: 144U/Yrz N;
X: Registration: 144L/Ypf K;
A: Registration: 144A/Ozq M;
Mbvbab: Registration: 144H/Xdm C;
Deal Comments
Mho Voll Vvjkhxc 2.00
Reinvestment Period (YRS)
2.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | FZT | 35.000 | - | - | PP | - | - | - | - | - | Kuoplvvj | 3gK | - | 190 | 3cR+190 | - | 550.00000 |
K | LGZ | 66.700 | - | - | ZZZ- | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-X | CLE | 77.000 | - | - | UUU | - | - | - | - | - | Jqwrvmil | 3qU | - | 155 | 3hH+155 | - | 618.00000 |
M | KYB | 93.700 | - | - | FF- | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | MAP | 65.000 | - | - | CCC | - | - | - | - | - | Qjqcfxds | 3lP | - | 115 | 3xG+115 | - | 591.00000 |
Iljdve | ISI | 98.000 | - | - | PX | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | PJI | 210.000 | - | - | TTT | - | - | - | - | - | Gzrfaooe | 3dU | - | 155 | 3rO+155 | - | 713.00000 |
O | NJL | 74.000 | - | - | B | - | - | - | - | - | Sfebliql | 3eD | - | 270 | 3qI+270 | - | 153.00000 |
Tranche Comments
J: Registration: 144U/Iki F;
X: Registration: 144F/Nog S;
A-X: Registration: 144U/Mus K;
B: Registration: 144I/Vrr A;
O: Registration: 144X/Dnz H;
K: Registration: 144U/Kdj K;
M: Registration: 144A/Gak F;
Iljdve: Registration: 144T/Hex U;
Deal Comments
Jup Zzhh Ltgwupx 2.00
Reinvestment Period (YRS)
1.8
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | TIT | 18.000 | 2.65 | - | WWW | - | - | ZZZ | - | - | Gfgut | Fmjec | - | 169 | - | - | 71.45777 |
Muztufsz Xtttazoa | NVI | 66.820 | - | - | - | - | - | YX | - | - | - | - | - | - | - | - | Retained |
R | QNW | 77.190 | 2.13 | - | - | - | - | XX- | - | - | - | - | - | - | - | - | Retained |
L-1 | WGR | 142.000 | 4.82 | - | YYY | - | - | DDD | - | - | Gdlbekrf | 3uS | - | 169 | 3wT+169 | - | 471.00000 |
X | OSR | 26.800 | 5.30 | - | YY | - | - | EE | - | - | Hwhbsqey | 3iN | - | 205 | 3qJ+205 | - | 827.00000 |
Z | ZTM | 72.430 | 2.85 | - | Q | - | - | E | - | - | Vvpucdzf | 3aI | - | 310 | 3tL+310 | - | 440.00000 |
E | KJH | 77.800 | 8.71 | - | - | - | - | WWW- | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Lyqyz. Lwn Dxzz Syttwxh 2.06
Reinvestment Period (YRS)
4.4
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-Q-2 | UCO | 30.900 | - | - | NN | - | - | HH | 61.00% | - | Jgiuv | - | - | - | 3.330% | - | - |
M-Y | JJR | 21.000 | - | - | NO | - | - | III- | - | - | - | - | - | - | - | - | Retained |
S-P | UIS | 93.000 | - | - | EJ | - | - | KK- | - | - | - | - | - | - | - | - | Retained |
Ntsqtwyi pqzqpiop | CBS | 25.000 | - | - | PF | - | - | YC | - | - | - | - | - | - | - | - | Retained |
D-B-1 | ZZL | 118.000 | - | - | BBB | - | - | OOO | 89.00% | - | Yprwmkvx | 3bG | - | 170 | 3qK+170 | - | - |
N-K-M | USY | 316.000 | - | - | DDD | - | - | MMM | 30.00% | - | Pysqjqhh | 3eH | - | 170 | 3iT+170 | - | - |
Q-K-1 | XYT | 54.100 | - | - | UU | - | - | ZZ | 78.00% | - | Tqwhwxbm | 3bJ | - | 200 | 3mF+200 | - | - |
Y-I | KYB | 87.000 | - | - | C | - | - | H | 85.00% | - | Tqtvdjtc | 3sR | - | 320 | 3cN+320 | - | - |
D-Q-2 | TOF | 29.000 | - | - | OOO | - | - | EEE | 17.00% | - | Ksynl | - | - | - | 2.720% | - | - |
Tranche Comments
D-B-1: Redemption: 2023-04-15; Registration: 144P/Qlr B;
N-K-M: Redemption: 2023-04-15; Registration: 144O/Gpe N;
D-Q-2: Redemption: 2023-04-15; Registration: 144T/Enm J;
Q-K-1: Redemption: 2023-04-15; Registration: 144Z/Akf N;
U-Q-2: Redemption: 2023-04-15; Registration: 144J/Zjf X;
Y-I: Redemption: 2023-04-15; Registration: 144G/Uwn N;
M-Y: Redemption: 2023-04-15; Registration: 144Y/Crn D;
S-P: Redemption: 2023-04-15; Registration: 144J/Cst B;
Ntsqtwyi pqzqpiop: Redemption: 2023-04-15; Registration: 144Y/Nub W;
Deal Comments
Skk Hbzz Thlbkbv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 21, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-T | OXI | 43.500 | - | - | QQQ | - | - | MMM | - | - | Dzeefcjo | 3fQ | - | 195 | 3oQ+195 | - | - |
T | MTE | 933.700 | - | - | QQQ | - | - | EEE | - | - | Guimuryi | 3fI | - | 195 | 3bV+195 | - | - |
M | ZTV | 19.903 | - | - | CC | - | - | TTT- | - | - | - | - | - | - | - | - | Retained |
Y-1 | WEE | 28.000 | - | - | EE | - | - | LL | - | - | Zdhvrqst | 3oD | - | 260 | 3qE+260 | - | - |
U-2 | ZYI | 39.200 | - | - | WW | - | - | DD | - | - | Fijlq | - | - | 260 | 3.080% | - | - |
E | NRP | 96.000 | - | - | HK | - | - | YY- | - | - | - | - | - | - | - | - | Retained |
Wyg | ULK | 33.000 | - | - | IN | - | - | CY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2022-01-15; Registration: 144I/Teh H;
G-T: Redemption: 2022-01-15; Registration: 144W/Isd R;
Y-1: Redemption: 2022-01-15; Registration: 144P/Mjd F;
U-2: Redemption: 2022-01-15; Registration: 144Q/Wvg R;
M: Redemption: 2022-01-15; Registration: 144K/Qxe D;
E: Redemption: 2022-01-15; Registration: 144A/Zkq A;
Wyg: Redemption: 2022-01-15; Registration: 144Q/Xbs R;
Deal Comments
Ktk Vvjj Ofywthr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 19, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | KID | 65.000 | 6.10 | FL | X | JJ | - | - | 17.50% | - | Trbeziid | 3fK | - | 365 | 3sU+365 | - | 584.00000 |
X-1P | TCI | 47.600 | 9.30 | YJ | SSS | UUU | - | - | 19.92% | - | Ymuwv | - | - | - | 4.04% | - | - |
D | IYG | 54.000 | 2.00 | HA | WWW- | KM | - | - | 78.30% | - | Ivbywpru | 3hH | - | 465 | 3yA+465 | - | 532.00000 |
C-2C1 | IHY | 64.000 | 4.90 | FA | QQQ | RRR | - | - | 66.20% | - | Oavvk | - | - | 170 | 4.46% | - | 766.00000 |
J-2J2 | UGR | 3.000 | 9.80 | AO | CCC | FFF | - | - | 54.50% | - | Vevce | - | - | - | 2.25% | - | - |
V-2S | OWH | 8.900 | 2.80 | YH | III | XXX | - | - | 68.82% | - | Pwwjg | - | - | - | 2.65% | - | - |
C | MNY | 21.000 | 1.90 | ME | DD | OH | - | - | 41.00% | - | Cdurhpft | 3hO | - | 280 | 3mL+280 | - | 237.00000 |
X-1L | PSJ | 59.000 | 9.10 | OD | FFF | KKK | - | - | 44.40% | - | Lfwlo | - | - | 185 | 3.88% | - | 281.00000 |
R-1R | TLO | 582.000 | 1.50 | QT | BBB | OOO | - | - | 45.58% | - | Nvfllhmu | 3dY | - | 185 | 3fS+185 | - | 259.00000 |
W | OCI | 88.000 | 2.20 | UG | LL- | WP | - | - | 95.60% | - | Odbcluqa | 3kV | - | 865 | 3hZ+865 | - | 419.00000 |
Mke | KBN | 33.000 | - | OW | OF | LB | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
R-1R: Redemption: 4/15/2021;
X-1P: Redemption: 4/15/2021;
X-1L: Redemption: 4/15/2021;
C-2C1: Redemption: 4/15/2021;
J-2J2: Redemption: 4/15/2021;
V-2S: Redemption: 4/15/2021;
C: Redemption: 4/15/2021;
I: Redemption: 4/15/2021;
D: Redemption: 4/15/2021;
W: Redemption: 4/15/2021;
Mke: Redemption: 4/15/2021;
Reinvestment Period End Date
Nov 15, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | CSS | 80.200 | 5.25 | - | Q | - | - | - | - | - | Zqqpehta | 3nM | - | 240 | 3pX+240 | - | 963.00000 |
J | NKC | 48.600 | 9.51 | - | ZZ- | - | - | - | - | - | Vwmbhmjl | 3eO | - | 800 | 3mR+800 | - | 413.00000 |
W | CRK | 72.500 | 2.46 | - | TT | - | - | - | - | - | Jqeltrdj | 3bV | 185k | 185 | 3fB+185 | - | 110.00000 |
R-1 | YHQ | 66.290 | 9.58 | - | U | - | - | - | - | - | Lvcjucso | 3bN | 240m | 240 | 3qV+240 | - | 711.00000 |
Nad | PQS | 81.380 | 4.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
H | QZY | 88.720 | 8.96 | - | TTT- | - | - | - | - | - | Edfdplif | 3xX | - | 375 | 3rG+375 | - | 778.00000 |
U-1 | JBA | 769.000 | 6.89 | - | EEE | QQQ | - | - | - | - | Ueqsfswa | 3aY | 147m | 147 | 3tC+147 | - | 650.00000 |
H-2 | LMY | 39.000 | 7.83 | - | KKK | BBB | - | - | - | - | Vamys | Bhdmg | - | 147 | 0.04% | - | 89.65215 |
Tranche Comments
U-1: Registration: 144I/Odh V;
H-2: Registration: 144H/Inl K;
W: Registration: 144O/Rsq N;
R-1: Registration: 144H/Qxv O;
W-2: Registration: 144D/Cto M;
H: Registration: 144Z/Tch C;
J: Registration: 144L/Tts F;
Nad: Registration: 144T/Vby M;
Deal Comments
Qhm-Wsqq Qcpahwg 1.95
Reinvestment Period (YRS)
3.39