Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | EAZ | 1.000 | 9.50 | - | - | - | - | - | 72.30% | - | - | - | 160-165 | - | - | - | - |
M | AVT | 22.000 | 1.20 | - | - | - | - | - | 28.00% | - | - | - | 300-320 | - | - | - | - |
T | VVQ | 77.000 | 87.00 | - | - | - | - | - | 3.00% | - | - | - | 590-610 | - | - | - | - |
Yjc | VCT | 86.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | YKK | 10.000 | 3.20 | - | - | - | - | - | 21.00% | - | - | - | 200-210 | - | - | - | - |
M | UVC | 39.000 | 7.80 | - | - | - | - | - | 34.00% | - | - | - | - | - | - | - | - |
S1 | ZEN | 454.000 | 6.90 | - | - | - | - | - | 93.00% | - | - | - | - | - | - | - | - |
Tranche Comments
S1: Registration: 144Q/Omh E; Comments: Yiy-Yrhbyb;
T2: Registration: 144F/Aii R;
M: Registration: 144P/Rjb M; Comments: Ekt-Ezevts;
W: Registration: 144C/Lti I;
M: Registration: 144U/Zqj D;
T: Registration: 144I/Twq F;
Yjc: Registration: 144P/Tei P;
Deal Comments
Fgq Aomm Fczlgmk 2.00
Risk Retention
KP - Amttgrx 7
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-R2 | XNU | 310.350 | 5.70 | Arr | - | - | - | - | 36.00% | - | Cbpusjsx | MBYJ | 99 | 99 | UYWI+99 | - | - |
N | HXW | 56.000 | 9.80 | Uww1 | - | - | - | - | 3.36% | - | - | - | - | - | - | - | Retained |
Bao | GUL | 97.700 | - | CY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-Z2 | JJP | 81.000 | 1.60 | Kt1 | - | - | - | - | 55.56% | - | Vvcirliy | AHKD | 140 | 140 | KCNE+140 | - | - |
O-P2 | LFJ | 81.500 | 8.90 | Ncc3 | - | - | - | - | 27.22% | - | Vscwlbwv | YJPF | 250 | 250 | NPXB+250 | - | - |
W-F2 | KPX | 90.400 | 7.00 | Gp3 | - | - | - | - | 5.23% | - | Hycipaie | NUPB | 600 | 600 | WELV+600 | - | - |
H-S2 | IWB | 13.300 | 4.90 | V1 | - | - | - | - | 36.97% | - | Pvetxtoh | WKIY | 160 | 160 | WALR+160 | - | - |
Tranche Comments
Z-R2: Redemption: 2026-01-21; Registration: 144N/Hxk Y;
O-Z2: Redemption: 2026-01-21; Registration: 144J/Jsj W;
H-S2: Redemption: 2026-01-21; Registration: 144N/Ulc T;
O-P2: Redemption: 2026-01-21; Registration: 144P/Bzl X;
W-F2: Redemption: 2026-01-21; Registration: 144T/Lsa R;
N: Redemption: 2026-01-21; Registration: 144T/Qtw V;
Bao: Redemption: 2026-01-21; Registration: 144I/Lih M;
Deal Comments
Xpxbjyjxbjv. Jwj-Xymm Vpgbwzu 2.00
Reinvestment Period End Date
May 15, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-P2 | XJC | 646.651 | 5.70 | Hkk | - | - | - | - | 34.63% | - | Hwfvkhdr | YGLD | 102 | 102 | HLJZ+102 | - | - |
Y-Q2 | OIZ | 15.400 | 9.20 | Xuu3 | - | - | - | - | 94.19% | - | Aurymemf | PHEC | 270 | 270 | VVQI+270 | - | - |
A-L2 | ULG | 26.500 | 1.90 | Fd2 | - | - | - | - | 98.81% | - | Srqxkfbk | IEKG | 155 | 155 | YHZW+155 | - | - |
V-R | VHE | 4.000 | 5.20 | Err1 | - | - | - | - | 4.35% | - | - | - | - | - | - | - | Retained |
U-Z2 | ZKZ | 97.250 | 6.20 | Pp3 | - | - | - | - | 1.66% | - | Fuxrchaa | KZGS | 650 | 650 | VWQE+650 | - | - |
Cuj | HSM | 78.100 | - | UE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-T2 | YGK | 38.100 | 4.20 | B2 | - | - | - | - | 55.73% | - | Iqudwcsb | TCCJ | 180 | 180 | HWDA+180 | - | - |
Tranche Comments
W-P2: Redemption: 2025-06-11; Registration: 144I/Qrf D;
A-L2: Redemption: 2025-06-11; Registration: 144Q/Wez G;
M-T2: Redemption: 2025-06-11; Registration: 144E/Vwf A;
Y-Q2: Redemption: 2025-06-11; Registration: 144C/Osg C;
U-Z2: Redemption: 2025-06-11; Registration: 144C/Pim X;
V-R: Redemption: 2025-06-11; Registration: 144A/Dya T; Comments: Opo bmjrixiqmh;
Cuj: Redemption: 2025-06-11; Registration: 144Q/Wju N;
Deal Comments
Ytxhwwwxhwj. Xyw Hwpp Rtqhyvd 0.5
Reinvestment Period End Date
Aug 6, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2-Y | JMB | 4.000 | 2.70 | - | XXX- | - | - | - | 17.86% | - | Xisxm | - | 450u | - | 7.42% | - | - |
N-2-C | KVU | 8.000 | 4.90 | - | UUU | - | - | - | 94.00% | - | Ymazuzae | QTAV | 160b | 160 | VPQG+160 | - | - |
N-R | TCU | 84.000 | 7.20 | - | HH | - | - | - | 59.00% | - | Vdlzviqa | JBXH | 180 | 180 | EXQI+180 | - | - |
V-1-Q | RMU | 94.000 | 8.60 | - | MMM | - | - | - | 57.00% | - | Tsljadbl | KWUW | 315-325 | 320 | NOBA+320 | - | - |
S-2-Y | UWR | 8.000 | 4.60 | - | BB- | - | - | - | 4.00% | - | Mvpjkdzz | NVMP | - | 760 | PZXU+760 | - | - |
Q-K | ARW | 83.000 | 9.40 | - | X | - | - | - | 33.00% | - | Rsczdvcf | CVOS | 205-215 | 215 | QLOC+215 | - | - |
P-1-Z | TFY | 703.000 | 4.70 | - | UUU | - | - | - | 23.00% | - | Qefreyyj | CVXI | - | 142 | ESGT+142 | - | - |
A-1-S | CUT | 8.000 | 7.80 | - | XX- | - | - | - | 8.00% | - | Xkxyayxp | IEYZ | - | 615 | ZBQI+615 | - | - |
Tranche Comments
P-1-Z: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Fkc W;
N-2-C: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Obg D;
N-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Ual L;
Q-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144L/Pde W;
V-1-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Qtx V;
X-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Ari D;
A-1-S: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Eup L;
S-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Mmh N;
Deal Comments
Hyxyq. Uzn Voaa Myvlzrg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 8, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | HGP | 85.000 | 9.80 | - | NNN- | - | - | - | 57.00% | - | Oeryxsmk | TJYJ | - | 300 | LEMD+300 | - | - |
U-2 | RYD | 2.000 | 7.90 | - | XXX- | - | - | - | 81.00% | - | Glwou | - | 425-440 | 450 | 7.87% | - | - |
J-1 | UVU | 992.000 | 1.20 | - | UUU | BBB | - | - | 34.00% | - | Skevlwyb | EAOB | - | 139 | CMCH+139 | - | - |
Jfm | RFQ | 54.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2 | TKP | 24.000 | 3.40 | - | - | VVV | - | - | 32.00% | - | Brpjfysn | TNQN | 150-155 | 160 | SWSN+160 | - | - |
D | IUU | 85.000 | 3.70 | - | QQ- | - | - | - | 4.00% | - | Fkzewsmw | IJLJ | 575-600 | 635 | DPYN+635 | - | - |
K | GNX | 49.000 | 9.20 | - | KK | - | - | - | 16.00% | - | Wovbboeh | QPHR | 165-170 | 175 | LDCP+175 | - | - |
K | FPY | 40.000 | 9.00 | - | S | - | - | - | 46.00% | - | Hexvtdbf | YGCH | 190-200 | 205 | MTJX+205 | - | - |
Tranche Comments
J-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Bdq Z;
U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Yjf F;
K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Xye V;
K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Ina Y;
G-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Qql M; Comments: Ohb-joktbf;
U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Vwv X;
D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Vfw C;
Jfm: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Qnt K;
Deal Comments
Gxw Apcc Doofxte 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 11, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-W | TFR | 32.000 | 5.70 | - | UU | - | - | - | 68.00% | - | Rhpbtoie | THGR | - | 180 | GIVH+180 | - | - |
B-D | FWL | 80.000 | 3.30 | - | R | - | - | - | 35.00% | - | Uuzeeiba | BVZE | - | 215 | JKQD+215 | - | - |
X-1-H | WUF | 95.000 | 3.70 | - | XXX- | - | - | - | 26.00% | - | Wpyhqhft | DVCD | - | 315 | CIKY+315 | - | - |
Q2-W | KQS | 39.000 | 5.00 | - | EEE | - | - | - | 39.00% | - | Jvdvfeyq | LGCE | - | 164 | HMHZ+164 | - | - |
X-2-E | QXB | 3.000 | 7.10 | - | AAA- | - | - | - | 73.00% | - | Fksacpyw | UDCP | 475-485 | 485 | XHAT+485 | - | - |
Y1-W | AIQ | 317.000 | 9.40 | - | SSS | - | - | - | 38.00% | - | Qscedopj | HGHP | - | 144 | TZYS+144 | - | - |
X-H | GLW | 29.000 | 56.00 | - | DD- | - | - | - | 5.00% | - | Tezftvpj | AYTI | - | 635 | XYHV+635 | - | - |
Tranche Comments
Y1-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Jau A;
Q2-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Nhx Z;
E-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Aii E;
B-D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Osj Y;
X-1-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Xvs B;
X-2-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Jep H;
X-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Rbd W;
Deal Comments
Xkhku. Vcy-Okbb Pkmhcue 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2 | PZF | 5.000 | - | - | CCC- | - | - | - | 55.00% | - | Uljcyalx | IXPL | 430-440 | 440 | MIMI+440 | - | - |
S1 | OOJ | 41.000 | - | - | GGG- | - | - | - | 51.00% | - | Acqcdyxt | QYGK | 300-310 | 295 | HBCJ+295 | - | - |
Uee | KYM | 12.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | YUU | 641.000 | - | - | NNN | - | - | - | 72.00% | - | Phpbafyp | KZFK | 146 | 146 | SWKF+146 | - | - |
M | BTS | 98.000 | - | - | GG | - | - | - | 36.00% | - | Iippjbxi | ZAMJ | 175-180 | 180 | UIIG+180 | - | - |
B | YFX | 90.000 | - | - | X | - | - | - | 30.00% | - | Fzhckvpn | GLCC | 200-210 | 200 | KAPP+200 | - | - |
X | RFW | 62.000 | - | - | DD- | - | - | - | 2.00% | - | Skcsjryp | HPZG | 615-630 | 615 | EIZG+615 | - | - |
Tranche Comments
T: Redemption: 2026-07-20; Registration: 144L/Chr U;
M: Redemption: 2026-07-20; Registration: 144A/Cxa R;
B: Redemption: 2026-07-20; Registration: 144L/Asw U;
S1: Redemption: 2026-07-20; Registration: 144P/Ymy S;
C2: Redemption: 2026-07-20; Registration: 144Z/Has V;
X: Redemption: 2026-07-20; Registration: 144N/Wxx U;
Uee: Redemption: 2026-07-20; Registration: 144Z/Epc O;
Deal Comments
Syy Wcww Sugryeq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 25, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-Y | YLO | 383.948 | 5.80 | Loo | - | - | - | - | 76.90% | - | Zrhrqftu | DUFI | 118 | 123 | ZAYL+123 | - | - |
M-S | HLM | 95.230 | 6.50 | Py2 | - | - | - | - | 95.00% | - | Bwlubscp | BSBH | 180-185 | 185 | VWSK+185 | - | - |
Tranche Comments
O-Y: Redemption: 2025-04-16; Registration: 144N/Gwx P;
M-S: Redemption: 2025-04-16; Registration: 144O/Lmh E;
Deal Comments
Owhhfkfehfz. Ref Tknn Pwbherx 2.00
Reinvestment Period End Date
Dec 30, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | JEW | 74.000 | 1.30 | - | JJ | - | - | - | 21.00% | - | Iblxzfhg | 3mKHVG | - | 210 | 3rMTKQ+210 | - | - |
K | ZZH | 87.000 | 71.10 | - | FF- | - | - | - | 9.00% | - | Rxpuwnfn | 3rWBTJ | - | 675 | 3dJQUH+675 | - | - |
G | KNQ | 53.000 | 1.60 | - | I | - | - | - | 59.00% | - | Exostxrn | 3sJPNF | - | 250 | 3fAOPQ+250 | - | - |
I | MLF | 102.000 | 7.20 | - | QQQ | - | - | - | 22.00% | - | Drqarvig | 3oXIQM | - | 168 | 3lYEFH+168 | - | - |
N | PJY | 96.000 | 4.70 | - | GGG- | - | - | - | 11.00% | - | Axhwyrmt | 3xCKEU | - | 390 | 3zBLLV+390 | - | - |
Jxx | ZGR | 15.700 | - | - | KR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2026-03-05; Registration: 144E/Tdl S;
I: Redemption: 2026-03-05; Registration: 144C/Mss S;
G: Redemption: 2026-03-05; Registration: 144C/Efj P;
N: Redemption: 2026-03-05; Registration: 144Y/Uhm W;
K: Redemption: 2026-03-05; Registration: 144D/Whf S;
Jxx: Redemption: 2026-03-05; Registration: 144L/Hnn L;
Deal Comments
Dxw Escc Fybcxnd 2.00
Risk Retention
LZ/ZR - Syh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 28, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | IRC | 58.000 | 3.20 | - | PP- | - | - | - | 30.60% | - | Uvykrlfh | QXSC | - | 900 | BDGC+859 | - | - |
R-2 | IHV | 46.000 | 4.40 | - | XX | - | - | - | 69.00% | - | Qvkgx | - | - | 265 | 5.93% | - | - |
Czaxzs | YMB | 10.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-1 | OTW | 244.000 | 7.60 | - | UUU | - | - | - | 99.00% | - | Kweqbuaj | GLPW | - | 220 | LJNJ+220 | - | - |
P | WBM | 63.600 | 8.30 | - | D | - | - | - | 20.80% | - | Wulmwxmf | VPWL | - | 370 | QVTQ+370 | - | - |
D | RZF | 41.700 | 6.20 | - | QQQ- | - | - | - | 52.00% | - | Ayqzcuft | GTDJ | - | 580 | NSCR+580 | - | - |
W-2 | ZSE | 92.000 | 8.30 | - | AAA | - | - | - | 56.00% | - | Ryctdjjt | CNPZ | - | 235 | QVFL+235 | - | - |
T-1 | ITD | 29.000 | 7.40 | - | EE | - | - | - | 79.00% | - | Xqrhpvnf | VEFZ | - | 275 | HLLN+275 | - | - |
Tranche Comments
T-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
W-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
T-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
R-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
P: First Pay: 2023-07-20; Redemption: 2024-07-20;
D: First Pay: 2023-07-20; Redemption: 2024-07-20;
V: First Pay: 2023-07-20; Redemption: 2024-07-20;
Czaxzs: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Ezt Kocc Pxazzku 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 20, 2018