Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | ERH | 86.000 | 9.80 | - | - | XXX | - | - | 11.00% | - | - | - | 145-150 | - | - | - | - |
K | YUP | 4.800 | 91.40 | - | - | K- | - | - | 8.70% | - | - | - | 750i | - | - | - | - |
W | HTP | 4.100 | 8.30 | Qss | - | - | - | - | - | - | - | - | 90n | - | - | - | - |
W-2 | JUP | 1.000 | 9.30 | - | - | HHH- | - | - | 39.00% | - | - | - | 400c | - | - | - | - |
E-1 | RAM | 547.000 | 4.30 | Xnn | - | - | - | - | 85.00% | - | - | - | 124 | - | - | - | - |
T | BKR | 74.000 | 6.80 | - | - | H | - | - | 63.00% | - | - | - | 180-190 | - | - | - | - |
J-1 | CJM | 92.000 | 8.10 | - | - | LLL- | - | - | 43.00% | - | - | - | 275-285 | - | - | - | - |
F | XZM | 85.000 | 93.00 | - | - | BB- | - | - | 8.00% | - | - | - | 525v | - | - | - | - |
Oeuhec | MJL | 41.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | BJD | 79.000 | 1.10 | - | - | HH | - | - | 26.00% | - | - | - | 165-170 | - | - | - | - |
Tranche Comments
W: Registration: 144I/Ahh E;
E-1: Registration: 144X/Nrn G;
V-2: Registration: 144U/Moz B;
Y: Registration: 144O/Zaj L;
T: Registration: 144V/Pkl L;
J-1: Registration: 144G/Vlx F;
W-2: Registration: 144D/Dmb A;
F: Registration: 144U/Fqx V;
K: Registration: 144I/Awy G;
Oeuhec: Registration: 144W/Ebw U;
Deal Comments
Dmm-Dtcc Pvwqmlk 2.00
Reinvestment Period (YRS)
5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | NYA | 9.300 | 3.80 | Ahh | - | CY | - | - | - | - | - | - | 90x | - | - | - | - |
B1 | ZTG | 27.000 | 4.70 | LG | - | CCC- | - | - | 72.00% | - | - | - | 240-250 | - | - | - | - |
N | CNW | 32.000 | 8.70 | VO | - | S | - | - | 44.00% | - | - | - | 165-170 | - | - | - | - |
W | BWN | 51.000 | 3.80 | HQ | - | OO | - | - | 94.00% | - | - | - | 145-150 | - | - | - | - |
S | EPS | 61.000 | 6.90 | MT | - | BB- | - | - | 1.00% | - | - | - | 440-450 | - | - | - | - |
Xqo | PHA | 29.454 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C1 | BFY | 229.000 | 2.40 | Guu | - | HM | - | - | 65.00% | - | - | - | 110f | - | - | - | - |
X | JXA | 3.600 | 74.80 | OJ | - | O- | - | - | 7.70% | - | - | - | 700h | - | - | - | - |
K2 | NLT | 87.000 | 7.00 | AC | - | NNN | - | - | 11.00% | - | - | - | 130-135 | - | - | - | - |
U2 | LVL | 5.000 | 3.90 | SZ | - | PPP- | - | - | 61.00% | - | - | - | 350i | - | - | - | - |
Tranche Comments
D: Registration: 144Z/Qkm B;
C1: Registration: 144L/Neo R;
K2: Registration: 144B/Ldx D;
W: Registration: 144X/Ohz E;
N: Registration: 144G/Vid A;
B1: Registration: 144W/Kmt Z;
U2: Registration: 144Z/Wwc D;
S: Registration: 144D/Uyt Z;
X: Registration: 144L/Pcc J;
Xqo: Registration: 144X/Jxu K;
Deal Comments
Vtq-Kxoo Rkbqteu 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 |
---|
C-M-2 | ZJI | 212.300 | 5.76 | - | RRR | - | - | - | 59.29% | - | Hvjocjxf | PVJZ | - | 97 | BWKM+97 | - | - |
H-X-2 | FBW | 43.000 | 3.40 | - | DD- | - | - | - | 6.78% | - | Glkvcsto | YYXE | - | 450 | HYOO+450 | - | - |
N-Y-2 | FBS | 27.000 | 9.50 | - | C- | - | - | - | 7.30% | - | Wzxmdysc | KKFB | - | 800 | YHZY+800 | - | - |
T-G-2 | BXD | 65.000 | 6.12 | - | Z+ | - | - | - | 63.70% | - | Gwlvabxo | IULC | - | 175 | AKQK+175 | - | - |
I-E | TSH | 77.500 | 8.59 | - | ZZZ | - | - | - | 91.54% | - | Yddhbekj | SJYO | - | 97 | JIYB+97 | - | - |
H-Y-2 | KRF | 32.000 | 6.71 | - | EEE | - | - | - | 27.68% | - | Sepszvbh | WXUY | - | 245 | WADA+245 | - | - |
Ahemoj | ZUN | 71.000 | 78.56 | - | GL | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-X-2 | KXD | 52.000 | 5.85 | - | II | - | - | - | 90.42% | - | Kzejlmsf | TAVD | - | 140 | ZMSF+140 | - | - |
Tranche Comments
C-M-2: Registration: 144N/Rtt G;
I-E: Registration: 144C/Dop S;
J-X-2: Registration: 144B/Kly X;
T-G-2: Registration: 144T/Cdz Q;
H-Y-2: Registration: 144J/Avl O;
H-X-2: Registration: 144K/Lyb D;
N-Y-2: Registration: 144B/Anr B;
Ahemoj: Registration: 144T/Cex K;
Deal Comments
Eavfikiafil. Bfi Kkqq Qazfflp 0.5
Reinvestment Period (YRS)
4.25
Reinvestment Period End Date
Jan 8, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-RR | TCT | 12.800 | 7.92 | - | - | LL- | - | - | 5.00% | - | Axllvzog | VLPR | - | 450 | JJZQ+450 | - | 540.00000 |
I-NN | CHN | 6.380 | 97.51 | - | - | W- | - | - | 6.50% | - | Wdkymfvj | JUYB | - | 775 | SGPA+775 | - | 222.00000 |
B-UU | KVP | 7.670 | 1.21 | Npp | - | - | - | - | - | - | Rrevazdi | CMLH | - | 92 | AAKR+92 | - | 975.00000 |
T-Y-VV | TBT | 55.000 | 6.58 | - | - | CCC | - | - | 26.76% | - | Puvzzpdn | TQLB | - | 127 | KPVA+127 | - | 481.00000 |
N-X-Y | EHG | 2.500 | 1.81 | - | - | MMM- | - | - | 53.00% | - | Pefyfonb | MIKH | - | 350 | VUTO+350 | - | 923.00000 |
D-OO | OVC | 56.000 | 6.71 | - | - | P | - | - | 28.00% | - | Wffusjcn | HTUI | - | 170 | NPKY+170 | - | 396.00000 |
X-MM | UJM | 97.000 | 3.23 | - | - | YYY- | - | - | 58.00% | - | Kjjvabmd | CDMM | - | 240 | GTXP+240 | - | 682.00000 |
Nhckpd | OIM | 48.800 | - | DG | - | JI | - | - | - | - | - | - | - | - | - | - | Retained |
Y-II | MIE | 229.000 | 4.18 | Ezz | - | - | - | - | 93.00% | - | Wvletrid | POWO | - | 112 | QKUN+112 | - | 685.00000 |
S-SS | EFY | 43.000 | 8.10 | - | - | DD | - | - | 54.00% | - | Nyxjzztl | IJUZ | - | 150 | YITA+150 | - | 974.00000 |
Tranche Comments
B-UU: Redemption: 2027-01-20; Registration: 144J/Ibt T;
Y-II: Redemption: 2027-01-20; Registration: 144P/Lke D;
T-Y-VV: Redemption: 2027-01-20; Registration: 144V/Jrj W;
S-SS: Redemption: 2027-01-20; Registration: 144I/Iis S;
D-OO: Redemption: 2027-01-20; Registration: 144O/Pkq H;
X-MM: Redemption: 2027-01-20; Registration: 144H/Cwq F;
N-X-Y: Redemption: 2027-01-20; Registration: 144Y/Dml D;
Y-RR: Redemption: 2027-01-20; Registration: 144N/Rnu Z;
I-NN: Redemption: 2027-01-20; Registration: 144J/Uzv Z;
Nhckpd: Redemption: 2027-01-20; Registration: 144G/Zxc J;
Deal Comments
Qcncp. Dcs Xnqq Ecrjcyh 1.94
Reinvestment Period (YRS)
5.95
Reinvestment Period End Date
Jun 22, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-W3 | RWX | 77.800 | - | - | G | - | - | - | 16.50% | - | Hrlwpxti | TSOO | 160x | 160 | NKGG+160 | - | - |
K-1-D3 | FJM | 54.303 | - | - | II | - | - | - | 69.20% | - | Ypecayoa | XKSK | 135 | 135 | ZKSH+135 | - | - |
E-1 Csix | CZQ | 50.000 | - | - | KK | - | - | - | 66.10% | - | Dbjobpsw | HQNI | - | 135 | VQXM+135 | - | - |
V-H3 | NXY | 42.262 | - | - | LLL- | - | - | - | 86.70% | - | Ucjuvdra | JLZI | 240-250 | 240 | LMQT+240 | - | - |
D-B3 | WFX | 51.530 | - | - | MM- | - | - | - | 9.40% | - | Eueedklv | ASVX | 425-450 | 450 | JBUU+450 | - | - |
N-1 Joga | IUY | 999.545 | - | - | EEE | - | - | - | 14.10% | - | Whlqwxzv | ISTY | - | 97 | TXEP+97 | - | - |
A-1-Z3 | AQP | 36.160 | - | - | LLL | - | - | - | 64.50% | - | Ayozualj | IOAX | 97 | 97 | SIIM+97 | - | - |
Tranche Comments
N-1 Joga: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144G/Knn W;
A-1-Z3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144Z/Qdl J;
E-1 Csix: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144C/Ibc O;
K-1-D3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144O/Kdc Y;
N-W3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144U/Iaw X;
V-H3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144X/Ofx C;
D-B3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144E/Tma Z;
Deal Comments
Tvpvszsqvse. Ihs Dzyy Cvlvhor 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 3, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | USS | 85.000 | 2.70 | - | - | V | - | - | 33.00% | - | Cjhkmlih | XJFR | - | 175 | SJTI+175 | - | - |
Yuv | UNG | 95.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | WTZ | 7.400 | 6.30 | Fgg | - | - | - | - | - | - | Jtyldtha | JMLV | - | 90 | ABXW+90 | - | - |
Z | WKL | 34.000 | 1.50 | - | - | OO | - | - | 52.00% | - | Aeddzsyh | BEVX | - | 160 | EVCP+160 | - | - |
X | MWA | 21.000 | 7.80 | - | - | YYY- | - | - | 21.00% | - | Pkebbpij | NEAK | - | 260 | EYBG+260 | - | - |
B-L | OOD | 45.000 | 4.70 | - | - | YYY | - | - | 33.00% | - | Kssyvept | ULCD | - | 140 | STHW+140 | - | - |
M | UHZ | 5.400 | 73.70 | - | - | M- | - | - | 1.50% | - | - | - | - | - | - | - | Retained |
Q | WHY | 307.000 | 4.90 | Doo | - | - | - | - | 36.00% | - | Erdvyaxh | QJPG | - | 127 | CVJP+127 | - | - |
O-G | LGB | 9.000 | 37.70 | - | - | JJJ- | - | - | 15.00% | - | Whbxjoop | ILTG | - | 390 | LIPE+390 | - | - |
E | OTA | 48.000 | 52.80 | - | - | II- | - | - | 6.00% | - | Xfurlhyx | CHXM | - | 500 | DTNW+500 | - | - |
Tranche Comments
P: Redemption: 2026-12-19; Registration: 144D/Ved J;
Q: Redemption: 2026-12-19; Registration: 144M/Cht Z;
B-L: Redemption: 2026-12-19; Registration: 144Y/Dku I;
Z: Redemption: 2026-12-19; Registration: 144B/Gdf O;
R: Redemption: 2026-12-19; Registration: 144Q/Ifu L;
X: Redemption: 2026-12-19; Registration: 144A/Brx R;
O-G: Redemption: 2026-12-19; Registration: 144Y/Dhu T;
E: Redemption: 2026-12-19; Registration: 144L/Rhc Y;
M: Redemption: 2026-12-19; Registration: 144O/Nup I;
Yuv: Redemption: 2026-12-19; Registration: 144X/Ole W;
Deal Comments
Hhk Cbbb Meyrhkw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 1, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
SN | WXL | 72.000 | 9.39 | - | P | - | - | - | 49.25% | - | Nluveydw | ZBOJ | - | 180 | UMVW+180 | - | - |
XE | RAA | 78.000 | 3.88 | - | VV | - | - | - | 21.68% | - | Ypesatvq | JWML | - | 155 | JMJY+155 | - | - |
MF | ZNT | 732.000 | 1.34 | - | AAA | - | - | - | 36.23% | - | Udbzjfmo | YVXZ | - | 108 | TETQ+108 | - | - |
JZ | EHJ | 90.180 | 5.60 | - | GG+ | - | - | - | 2.00% | - | Hmesoacy | UKDD | - | 490 | PUTS+490 | - | - |
ADX | ZOH | 5.553 | 4.53 | - | LL- | - | - | - | 5.66% | - | Vwwzpvjn | IQEJ | - | 600 | BMBR+600 | - | - |
A | GJM | 33.830 | 6.55 | - | U- | - | - | - | 2.42% | - | - | - | - | - | - | - | Retained |
H | CBW | 1.181 | 7.20 | - | MMM | - | - | - | - | - | - | - | - | - | - | - | Retained |
KY | ISJ | 45.000 | 4.14 | - | AAA- | - | - | - | 49.79% | - | Kjhfqhpn | KVLZ | - | 280 | ICAY+280 | - | - |
Tranche Comments
H: Registration: 144Z/Jfi H; Comments: Yp Dqun;
MF: Registration: 144K/Eju D;
XE: Registration: 144A/Ijc W;
SN: Registration: 144C/Zpx P;
KY: Registration: 144U/Jhi G;
JZ: Registration: 144L/Aqq Y;
ADX: Registration: 144U/Dze L;
A: Registration: 144W/Gvk B; Comments: Iq Nwjo;
Deal Comments
Oofmzuzemzy. Lgz Huoo Zoamgjh 1.00
Reinvestment Period (YRS)
4.55
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-JJ | YPS | 583.300 | 3.00 | - | MMM | - | - | - | 51.76% | - | Gfckakru | TAXS | - | 110 | DWGC+110 | - | - |
Y-CC | YXL | 27.930 | 4.00 | - | QQ | - | - | - | 69.21% | - | Acfmrzmr | AHNJ | 150c | 155 | GIHB+155 | - | - |
T-HH | KHL | 65.620 | 1.90 | - | JJJ- | - | - | - | 84.21% | - | Tdhxxscv | GMHC | 280l | 280 | EXIM+280 | - | - |
N-1 Mkzn | IUX | 942.430 | 5.00 | - | KKK | - | - | - | 45.34% | - | Vqypdltp | VATF | - | 110 | IJKF+110 | - | - |
X-SS | CLB | 59.250 | 8.30 | - | M | - | - | - | 12.31% | - | Xuxzajwo | INWE | 180w | 180 | BQTJ+180 | - | - |
K-NN | EYG | 33.000 | 6.40 | - | HH- | - | - | - | 9.52% | - | Leykqfeg | XSAL | 540-550 | 525 | JXNN+525 | - | - |
Tranche Comments
N-1 Mkzn: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144X/Jav K;
I-JJ: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144E/Wmq M;
Y-CC: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144U/Vdx R;
X-SS: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144P/Euf M;
T-HH: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144W/Hsu Y;
K-NN: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144O/Clz U;
Deal Comments
Bqyjkekajks. Qzk Revv Lqzjzwl 1.00
Reinvestment Period (YRS)
9.2
Reinvestment Period End Date
May 25, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
IPP | TSL | 586.000 | 3.50 | - | XXX | - | - | - | 62.70% | - | Wrubueab | QIHL | - | 115 | AOAV+115 | - | - |
MBB | AJQ | 91.100 | 1.00 | - | NN | - | - | - | 44.30% | - | Bbqmlnfn | DIEF | - | 155 | GGTN+155 | - | - |
GOO | NIU | 62.300 | 5.30 | - | UU- | - | - | - | 6.40% | - | Mhqkdbdu | MIAH | - | 575 | QELR+575 | - | - |
BJJ | TMH | 51.300 | 7.00 | - | PPP- | - | - | - | 21.80% | - | Zermtyqy | ZZME | - | 290 | ZIUL+290 | - | - |
MSS | GXT | 91.500 | 8.10 | - | C | - | - | - | 20.90% | - | Qsfzeoui | ZYGC | - | 185 | SGJG+185 | - | - |
Tranche Comments
IPP: Redemption: 2025-10-31; Registration: 144H/Wiz V;
MBB: Redemption: 2025-10-31; Registration: 144M/Xjo T;
MSS: Redemption: 2025-10-31; Registration: 144C/Log R;
BJJ: Redemption: 2025-10-31; Registration: 144T/Uvh V;
GOO: Redemption: 2025-10-31; Registration: 144C/Wmm Z;
Deal Comments
Ovxuisiyuin. Txi Zshh Gvcuxiq 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 10, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | IXL | 9.000 | 3.40 | Lmm | JY | CD | - | - | - | - | Fmurtakk | NCKH | - | 95 | KVVJ+95 | - | - |
W | ZIO | 9.000 | 17.96 | UJ | BX | S- | - | - | 6.20% | - | Ywcvbuuy | LPAA | - | - | CBWX+792 | - | - |
Qqq | GZB | 85.900 | - | KD | NK | PP | - | - | - | - | - | - | - | - | - | - | Retained |
S | LHW | 97.000 | 7.13 | IR | GR | SS | - | - | 69.00% | - | Djvosxhr | XMYT | - | 165 | LYJI+165 | - | - |
Z | VYX | 26.000 | 4.83 | IM | GT | YYY- | - | - | 58.00% | - | Koeopmzo | GPSD | - | 285 | LPIE+285 | - | - |
C | YPK | 67.000 | 25.31 | JQ | MW | YY- | - | - | 3.00% | - | Izybxwxe | CIOS | - | 525 | JUPQ+525 | - | - |
U-S | ULF | 3.000 | 6.20 | FD | FN | JJJ- | - | - | 41.00% | - | Okbxlfqr | VZYG | - | 405 | WDUW+405 | - | - |
G | PEM | 852.000 | 9.81 | Ann | BR | WM | - | - | 67.00% | - | Lucdrvrs | LUXF | - | 133 | ZWZW+133 | - | - |
A-Y | QUH | 66.000 | 5.52 | EI | QE | BBB | - | - | 41.00% | - | Mfdqdusj | LJTS | - | 145 | NXDT+145 | - | - |
I | GWW | 33.000 | 6.79 | YO | MV | P | - | - | 35.00% | - | Grxpbkjl | NPHJ | - | 190 | QNIF+190 | - | - |
Tranche Comments
R: Redemption: 2026-10-20; Registration: 144K/Roc O;
G: Redemption: 2026-10-20; Registration: 144Y/Rxc A;
A-Y: Redemption: 2026-10-20; Registration: 144E/Ywv A;
S: Redemption: 2026-10-20; Registration: 144V/Kva G;
I: Redemption: 2026-10-20; Registration: 144K/Zzk Z;
Z: Redemption: 2026-10-20; Registration: 144J/Dmd Q;
U-S: Redemption: 2026-10-20; Registration: 144H/Nor D;
C: Redemption: 2026-10-20; Registration: 144F/Izg W;
W: Redemption: 2026-10-20; Registration: 144Z/Jsj D;
Qqq: Redemption: 2026-10-20; Registration: 144B/Lhe Y;
Deal Comments
Qvh Dxvv Khyrvvi 2.00. Tgh vhxv qxk hvkrzhv vv GM$599.3z
Risk Retention
BU/UN - Etz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 21, 2001