Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-Q | VOV | 22.000 | 8.80 | - | T | - | - | - | 95.00% | - | Ddelrdxk | 3uSTYJ | - | 235 | 3pPXBS+235 | - | - |
V-Z | NOR | 11.000 | 8.70 | - | LLL | - | - | - | - | - | Gqlyxved | 3zECLL | - | 107 | 3mCWBI+107 | - | - |
T-H | PEU | 12.100 | 8.80 | - | XX | - | - | - | 83.00% | - | Vsbszvbk | 3qUTFB | - | 175 | 3oSWOQ+175 | - | - |
Skc | EYC | 59.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-Y | AMH | 18.000 | 5.50 | - | CC- | - | - | - | 10.00% | - | Tpqeoqkc | 3dDELX | - | 675 | 3cYWWK+675 | - | - |
L-A | ESA | 968.000 | 2.40 | - | NNN | - | - | - | 43.00% | - | Pubaxitt | 3nUZGQ | - | 143 | 3iLNMT+143 | - | - |
I-Z | LNL | 15.800 | 9.30 | - | TT | - | - | - | 80.00% | - | Jzzqwuyg | 3oPQFA | - | 175 | 3dNQLX+175 | - | - |
M-M | RZQ | 11.000 | 4.20 | - | JJJ- | - | - | - | 89.00% | - | Kyjmzzpa | 3gHBXV | - | 350 | 3dQWBD+350 | - | - |
I-M | NTA | 59.000 | 4.60 | - | RRR | - | - | - | 85.00% | - | Hskoqbpy | 3jTLHQ | - | 143 | 3sLACP+143 | - | - |
Tranche Comments
V-Z: Redemption: 2027-04-15; Registration: 144J/Ten H;
L-A: Redemption: 2027-04-15; Registration: 144O/Plj Z;
I-M: Redemption: 2027-04-15; Registration: 144A/Jzo O;
T-H: Redemption: 2027-04-15; Registration: 144T/Frx P;
I-Z: Redemption: 2027-04-15; Registration: 144M/Efx N;
S-Q: Redemption: 2027-04-15; Registration: 144E/Zfw G;
M-M: Redemption: 2027-04-15; Registration: 144J/Ebt Z;
G-Y: Redemption: 2027-04-15; Registration: 144V/Cbs N;
Skc: Redemption: 2027-04-15; Registration: 144N/Xvo U;
Deal Comments
Ykpkc. Ssc-Fogg Sktksyw 2.00
Risk Retention
DF - Qjou BD/DU - Qjo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 17, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-S | BQZ | 436.000 | 1.66 | - | YYY | - | - | - | 88.00% | - | Jqllbuyy | AVXE | - | 175 | TNBC+175 | - | 193.00000 |
G-F | AKE | 63.000 | 5.80 | - | YYY | - | - | - | - | - | Iuzidqid | MHMU | - | 130 | UZFD+130 | - | 623.00000 |
S-U | QNC | 93.000 | 3.88 | - | KK | - | - | - | 48.20% | - | Tizmkwij | NXER | - | 200 | QOQJ+200 | - | 264.00000 |
G-F | ORC | 25.000 | 8.56 | - | F | - | - | - | 52.50% | - | Afoqaccr | AOPJ | - | 245 | KIMJ+245 | - | 956.00000 |
J-WC | CUX | 96.000 | 7.20 | - | XXX | - | - | - | 65.00% | - | Tpjwazml | ALSY | - | 175 | ZUFH+175 | - | 674.00000 |
M-H | GCF | 17.000 | 6.68 | - | EE- | - | - | - | 51.00% | - | Pzedosrl | VABR | - | 800 | LKDJ+782 | - | 87.00000 |
G-P | LLK | 89.000 | 6.10 | - | WWW- | - | - | - | 20.60% | - | Iuoalbno | IVBO | - | 490 | AAVK+481 | - | 77.40000 |
Ybozpf | ROO | 53.000 | - | - | EU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-F: Redemption: 2026-09-18; Registration: 144B/Boi X;
Z-S: Redemption: 2026-09-18; Registration: 144K/Bkm P;
J-WC: Redemption: 2026-09-18; Registration: 144K/Knc D;
S-U: Redemption: 2026-09-18; Registration: 144P/Qdu F;
G-F: Redemption: 2026-09-18; Registration: 144T/Qom W;
G-P: Redemption: 2026-09-18; Registration: 144W/Vtt V;
M-H: Redemption: 2026-09-18; Registration: 144Y/Zmq P;
Ybozpf: Redemption: 2026-09-18; Registration: 144F/Fsv X;
Deal Comments
Ryxyc. Fyn Ksss Hyasyrb 2.00
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Mar 31, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | PXB | 307.500 | 1.20 | - | KKK | - | - | - | 54.00% | - | Wuofzzca | 3qYZBG | - | 170 | 3pVBFO+170 | - | - |
Kef | FFK | 93.540 | - | - | GC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-K | GYQ | 501.500 | 8.80 | - | III | - | - | - | 54.00% | - | Chprmktk | 3hEUIO | - | 170 | 3nEGVT+170 | - | - |
E | FPS | 24.000 | 6.50 | - | BB- | - | - | - | 12.00% | - | Psxrzbwd | 3eJNEW | - | 800 | 3pBOXQ+800 | - | - |
F | BLL | 63.000 | 6.40 | - | T | - | - | - | 68.00% | - | Mpmpwefw | 3lVTFG | - | 275 | 3mGXWV+275 | - | - |
V | HOY | 56.000 | 6.30 | - | PPP- | - | - | - | 52.00% | - | Okjotwlb | 3hNYQH | - | 450 | 3bLOSP+450 | - | - |
R | OUG | 85.000 | 9.80 | - | AA | - | - | - | 85.00% | - | Csmuuwbu | 3vJLJV | - | 195 | 3wUXBJ+195 | - | - |
Tranche Comments
J: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144L/Ryd V;
Q-K: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144D/Hhb D;
R: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144W/Kde P;
F: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144T/Fja D;
V: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144E/Vtm F;
E: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144L/Jfl Q;
Kef: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144B/Nkk T;
Deal Comments
Qyd Acww Veabykl 2.00. Wae kecw ncs djsbwek oayd DU$394.5d vy DU$493.2d
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 15, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | BZQ | 66.000 | 4.50 | - | Y- | - | - | - | 51.00% | - | Vzdvfjqj | EEDV | - | 450 | VCTL+450 | - | 954.00000 |
Izkgzisx Ygiggxug | LZE | 38.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | ONU | 47.000 | 9.72 | - | NN | - | - | - | 78.00% | - | Upfkestb | SMGM | - | 350 | UBMG+350 | - | 534.00000 |
W | CEN | 76.000 | 4.11 | - | YYY- | - | - | - | 72.00% | - | Rhmzmfqi | IBAA | - | 675 | TBGM+675 | - | 131.00000 |
Y-1 | ZFW | 339.000 | 7.56 | - | YYY | - | - | - | 63.00% | - | Gbyaqiyv | ABBH | - | 250 | NKST+250 | - | 476.00000 |
Z | ACZ | 62.000 | 2.41 | - | WW- | - | - | - | 29.00% | - | Dwuxjvdn | PLYJ | - | 1000 | CPDR+1000 | - | 939.00000 |
R-2 | AGJ | 85.000 | 3.16 | - | JJJ | - | - | - | 78.00% | - | Ijuyd | - | - | - | 6.43% | - | - |
Tranche Comments
Y-1: Registration: 144X/Efu D;
R-2: Registration: 144Y/Emp P;
T: Registration: 144I/Cmm K;
R: Registration: 144Y/Lta M;
W: Registration: 144Z/Oxa A;
Z: Registration: 144M/Ljv U;
Izkgzisx Ygiggxug: Registration: 144Y/Vvb X;
Deal Comments
Ixz Nyvv Ggzlxyc 2.00
Reinvestment Period (YRS)
3
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | XIX | 92.000 | 9.80 | - | NNN- | - | - | - | 28.00% | - | Bkfowhho | TMYR | - | 690 | CBST+690 | - | - |
Tabvst | JXL | 89.429 | - | - | EJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-F | VUD | 500.000 | 1.30 | - | QQQ | - | - | - | 20.20% | - | Sfkpahqz | JGBT | - | 260 | JCGS+260 | - | - |
X-K | JJW | 67.000 | 9.50 | - | NNN | - | - | - | 11.10% | - | Gzjqeyma | MAJB | - | 260 | DTHQ+260 | - | - |
D | YVN | 76.000 | 6.82 | - | SS- | - | - | - | 14.00% | - | Nvmxmyyh | EMTI | - | 1050 | CSUO+1010 | - | - |
K | WBR | 12.000 | 1.75 | - | DD | - | - | - | 28.00% | - | Rxwuphbc | BSFX | - | 365 | PKBJ+365 | - | - |
C | EON | 93.000 | 8.36 | - | B- | - | - | - | 37.00% | - | Klvbasyb | SOHM | - | 455 | VYXZ+455 | - | - |
Tranche Comments
X-F: Registration: 144B/Xfg F;
X-K: Registration: 144L/Equ M;
K: Registration: 144A/Ujj I;
C: Registration: 144A/Iqy B;
Y: Registration: 144U/Iyg F;
D: Registration: 144K/Yyd M;
Tabvst: Registration: 144X/Imm W;
Deal Comments
Ufp Csff Dfwmfon 2.00
Reinvestment Period (YRS)
9.2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | RIL | 83.300 | - | - | JJJ- | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | URS | 456.000 | - | - | EEE | - | - | - | - | - | Bxwjuxwx | 3oF | - | 155 | 3jO+155 | - | 535.00000 |
A | VAS | 44.000 | - | - | DDD | - | - | - | - | - | Qwmzzjiq | 3wJ | - | 115 | 3xY+115 | - | 436.00000 |
Nagvub | XYD | 69.000 | - | - | FD | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | OYR | 16.000 | - | - | P | - | - | - | - | - | Crjrmydy | 3wA | - | 270 | 3pG+270 | - | 774.00000 |
X | XXV | 43.000 | - | - | ZZ | - | - | - | - | - | Qyvpvfjf | 3sP | - | 190 | 3mJ+190 | - | 454.00000 |
Q-P | XRW | 21.000 | - | - | FFF | - | - | - | - | - | Yhqzmmyq | 3rU | - | 155 | 3nI+155 | - | 591.00000 |
I | IRN | 92.900 | - | - | HH- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144Y/Kqi P;
I: Registration: 144H/Div V;
Q-P: Registration: 144V/Uxq Q;
X: Registration: 144O/Xpl H;
E: Registration: 144O/Djd Z;
X: Registration: 144L/Lle P;
I: Registration: 144F/Mpg S;
Nagvub: Registration: 144V/Wny Q;
Deal Comments
Syu Gpbb Fywyybq 2.00
Reinvestment Period (YRS)
1.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | QSK | 39.900 | 1.57 | - | XX | - | - | OO | - | - | Ljkhptop | 3zC | - | 205 | 3yA+205 | - | 409.00000 |
Q-2 | CZY | 82.000 | 8.78 | - | FFF | - | - | FFF | - | - | Higbv | Nocvr | - | 169 | - | - | 17.38720 |
Lhrzhrip Jzszyply | EWC | 79.260 | - | - | - | - | - | PW | - | - | - | - | - | - | - | - | Retained |
W | IAA | 55.770 | 5.63 | - | F | - | - | Q | - | - | Yxdypsbi | 3uG | - | 310 | 3nV+310 | - | 158.00000 |
H-1 | BIN | 408.000 | 1.95 | - | NNN | - | - | GGG | - | - | Kxckbiod | 3aE | - | 169 | 3oV+169 | - | 934.00000 |
D | KPH | 13.800 | 5.36 | - | - | - | - | WWW- | - | - | - | - | - | - | - | - | Retained |
I | LWI | 69.320 | 4.46 | - | - | - | - | XX- | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Xcjcq. Bpb Iwhh Ccpxpsg 2.06
Reinvestment Period (YRS)
8.2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-Z-1 | QYS | 109.000 | - | - | XXX | - | - | MMM | 46.00% | - | Xqohlilt | 3eN | - | 170 | 3aF+170 | - | - |
N-L | YFV | 35.000 | - | - | TD | - | - | BBB- | - | - | - | - | - | - | - | - | Retained |
Pqreqsky zeeezyxz | JGU | 67.000 | - | - | GD | - | - | GI | - | - | - | - | - | - | - | - | Retained |
O-U-M | WSJ | 533.000 | - | - | PPP | - | - | UUU | 30.00% | - | Rfhebhnr | 3uU | - | 170 | 3yH+170 | - | - |
O-S | XXC | 52.000 | - | - | B | - | - | R | 22.00% | - | Dmwkbeep | 3nQ | - | 320 | 3nY+320 | - | - |
F-R-1 | RAS | 26.600 | - | - | DD | - | - | QQ | 36.00% | - | Yzsxhujd | 3uI | - | 200 | 3uV+200 | - | - |
C-N | HIR | 49.000 | - | - | YR | - | - | II- | - | - | - | - | - | - | - | - | Retained |
A-M-2 | CVY | 64.000 | - | - | HHH | - | - | PPP | 65.00% | - | Yumkq | - | - | - | 2.720% | - | - |
T-Z-2 | RHN | 15.300 | - | - | FF | - | - | CC | 18.00% | - | Zfgrg | - | - | - | 3.330% | - | - |
Tranche Comments
I-Z-1: Redemption: 2023-04-15; Registration: 144Q/Rvf P;
O-U-M: Redemption: 2023-04-15; Registration: 144O/Xzn Q;
A-M-2: Redemption: 2023-04-15; Registration: 144F/Izm T;
F-R-1: Redemption: 2023-04-15; Registration: 144B/Uix X;
T-Z-2: Redemption: 2023-04-15; Registration: 144X/Lwk U;
O-S: Redemption: 2023-04-15; Registration: 144D/Yyf W;
N-L: Redemption: 2023-04-15; Registration: 144V/Nrz T;
C-N: Redemption: 2023-04-15; Registration: 144G/Akh K;
Pqreqsky zeeezyxz: Redemption: 2023-04-15; Registration: 144T/Gca U;
Deal Comments
Occ Umyy Eooccag 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 16, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BKD | 546.300 | - | - | LLL | - | - | III | - | - | Dcohrcwe | 3sX | - | 195 | 3hR+195 | - | - |
W-1 | IMO | 11.000 | - | - | UU | - | - | GG | - | - | Euyyxohl | 3eM | - | 260 | 3eE+260 | - | - |
D-Z | LPU | 20.700 | - | - | JJJ | - | - | CCC | - | - | Xufuhenk | 3dE | - | 195 | 3mU+195 | - | - |
W | LWZ | 63.000 | - | - | DH | - | - | SS- | - | - | - | - | - | - | - | - | Retained |
U | UER | 28.627 | - | - | VQ | - | - | RRR- | - | - | - | - | - | - | - | - | Retained |
Zil | AHH | 51.000 | - | - | ZN | - | - | BP | - | - | - | - | - | - | - | - | Retained |
L-2 | QJR | 22.400 | - | - | SS | - | - | QQ | - | - | Tvvei | - | - | 260 | 3.080% | - | - |
Tranche Comments
X: Redemption: 2022-01-15; Registration: 144F/Pmg Q;
D-Z: Redemption: 2022-01-15; Registration: 144M/Qea I;
W-1: Redemption: 2022-01-15; Registration: 144V/Zwf C;
L-2: Redemption: 2022-01-15; Registration: 144F/Tao G;
U: Redemption: 2022-01-15; Registration: 144Q/Wao K;
W: Redemption: 2022-01-15; Registration: 144Q/Ykf I;
Zil: Redemption: 2022-01-15; Registration: 144K/Uta G;
Deal Comments
Ahw Qaoo Ictzhrj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 7, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2S1 | PUL | 78.000 | 1.30 | CC | III | SSS | - | - | 92.70% | - | Msbga | - | - | 170 | 4.46% | - | 454.00000 |
E | EMI | 99.000 | 9.00 | HG | WWW- | LZ | - | - | 24.30% | - | Cpbyurea | 3mD | - | 465 | 3yV+465 | - | 632.00000 |
A-1A | RHT | 173.000 | 3.60 | LN | SSS | CCC | - | - | 45.46% | - | Hyqetwvc | 3cQ | - | 185 | 3tW+185 | - | 432.00000 |
Q-2Z | USY | 7.400 | 5.10 | NY | XXX | OOO | - | - | 27.51% | - | Pquor | - | - | - | 2.65% | - | - |
A | PTJ | 92.000 | 3.80 | NQ | XX | HY | - | - | 11.00% | - | Jmldeqoj | 3lI | - | 280 | 3aI+280 | - | 955.00000 |
K-1I | HKO | 37.900 | 7.90 | ZS | CCC | EEE | - | - | 26.38% | - | Jtccb | - | - | - | 4.04% | - | - |
N-2N2 | OSM | 1.000 | 1.70 | ST | OOO | YYY | - | - | 65.20% | - | Cgcbk | - | - | - | 2.25% | - | - |
M-1O | UZO | 99.000 | 4.20 | OR | JJJ | HHH | - | - | 29.96% | - | Citjy | - | - | 185 | 3.88% | - | 807.00000 |
F | YJY | 81.000 | 7.50 | XZ | T | FB | - | - | 76.10% | - | Ocxrebwg | 3pB | - | 365 | 3kV+365 | - | 398.00000 |
Lvq | FFO | 13.000 | - | OF | VR | NF | - | - | - | - | - | - | - | - | - | - | - |
O | XLL | 24.000 | 4.70 | XL | EE- | ZU | - | - | 72.70% | - | Wqswtmqc | 3wG | - | 865 | 3rX+865 | - | 746.00000 |
Tranche Comments
A-1A: Redemption: 4/15/2021;
K-1I: Redemption: 4/15/2021;
M-1O: Redemption: 4/15/2021;
S-2S1: Redemption: 4/15/2021;
N-2N2: Redemption: 4/15/2021;
Q-2Z: Redemption: 4/15/2021;
A: Redemption: 4/15/2021;
F: Redemption: 4/15/2021;
E: Redemption: 4/15/2021;
O: Redemption: 4/15/2021;
Lvq: Redemption: 4/15/2021;
Reinvestment Period End Date
Jan 11, 1997