Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | XCC | 532.000 | 1.40 | - | ZZZ | CCC | - | - | 46.00% | - | Hylxvadc | 3eGLQF | - | 142 | 3bBTHL+142 | - | - |
Atw | GYB | 35.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | FPM | 57.000 | 8.40 | - | QQ | - | - | - | 93.00% | - | Jqesdfni | 3tGZMA | - | 170 | 3jMISR+170 | - | - |
L | HBH | 92.000 | 3.20 | - | WW- | - | - | - | 17.00% | - | Nhhvjyda | 3zNHTE | - | 685 | 3sXCLW+685 | - | - |
R-2 | KYQ | 67.000 | 3.40 | - | AAA | - | - | - | 19.00% | - | Zbloezur | 3qPKAX | - | 155 | 3sJWND+155 | - | - |
N | XRY | 51.120 | 4.70 | - | L | - | - | - | 47.30% | - | Cfrvqtzk | 3gQATI | - | 200 | 3wKLTU+200 | - | - |
Z | HPS | 22.360 | 3.60 | - | QQQ- | - | - | - | 45.00% | - | Xowkqyxo | 3aTZEN | - | 330 | 3nXSIO+330 | - | - |
Tranche Comments
D-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144P/Nlb O;
R-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144R/Qnz R;
F: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144X/Nto L;
N: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144U/Thz M;
Z: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144A/Omu T;
L: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144V/Fib U;
Atw: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144E/Epr H;
Deal Comments
Zhf-Juss Jbhahne 2.00
Risk Retention
FR/RT - Puv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 19, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Tdx | HFI | 18.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | ATJ | 9.330 | 4.90 | - | YYY | - | - | - | - | - | Rfeawfsm | 3eBSGH | - | 130 | 3yYEYK+130 | - | - |
H-P | OKN | 299.000 | 1.20 | - | XXX | - | - | - | 41.00% | - | Kpxczjjb | 3qYBJC | - | 193 | 3uAYUJ+193 | - | - |
O-X-X | UEZ | 99.000 | 2.90 | - | HHH | - | - | - | 60.00% | - | Lzzmrhqp | 3qFFIF | - | 193 | 3xJPXR+193 | - | - |
N-V | XAX | 39.500 | 5.60 | - | II | - | - | - | 60.00% | - | Eqcqbvwm | 3gXQNT | - | 250 | 3bAIHS+250 | - | - |
S-D | IVP | 70.000 | 9.70 | - | Z | - | - | - | 50.00% | - | Uhevqqbw | 3qBAHR | - | 320 | 3bWKHX+320 | - | - |
C-L | TYK | 79.200 | 7.30 | - | DDD- | - | - | - | 49.00% | - | Dwcqwzhz | 3bEAVP | - | 500 | 3aAEXP+500 | - | - |
V-H | GSR | 21.000 | 9.90 | - | CC- | - | - | - | 75.00% | - | Trwphozi | 3oNAAA | - | 850 | 3oLQNR+814 | - | - |
Tranche Comments
J: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144V/Cnm N;
H-P: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144I/Nta R;
O-X-X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144T/Ypx Q;
N-V: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Z/Vlk A;
S-D: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144I/Hex I;
C-L: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144N/Gtu Z;
V-H: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Q/Qtf B;
Tdx: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Mik S;
Deal Comments
Kqsqp. Eeh Zhtt Nqlreyi 2.00
Risk Retention
AM - Aetb AC/RA - Aet
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 3, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | HZM | 54.700 | 4.50 | - | UU | - | - | - | 69.70% | - | Zwhbdbqc | 3nC | - | 190 | 3qH+190 | - | - |
G | INY | 26.500 | 8.50 | - | K- | - | - | - | 85.00% | - | Ieksqumb | 3hF | - | 260 | 3gB+260 | - | - |
U-2 | WYX | 2.000 | 2.60 | - | HH | - | - | - | 21.20% | - | Ojpcb | - | - | 190 | 3.13% | - | - |
Dtl | HFR | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-C | WJX | 50.000 | 6.90 | - | MMM | - | - | - | 64.00% | - | Xwyqdcdd | 3xB | - | 150 | 3fC+150 | - | - |
N-1 | CKZ | 123.000 | 5.80 | - | WWW | - | - | - | 47.00% | - | Quprcefw | 3qB | - | 150 | 3fM+150 | - | - |
A | WHR | 26.400 | 2.50 | - | XXX- | - | - | - | 59.00% | - | Jlkvlyli | 3qE | - | 380 | 3gY+380 | - | - |
H | WGX | 51.000 | 1.50 | - | MM- | - | - | - | 58.00% | - | Wehsdass | 3gA | - | 850 | 3gU+816 | - | - |
Tranche Comments
N-1: First Pay: 2022-04-24; Redemption: 2023-10-24;
D-C: First Pay: 2022-04-24; Redemption: 2023-10-24;
L-1: First Pay: 2022-04-24; Redemption: 2023-10-24;
U-2: First Pay: 2022-04-24; Redemption: 2023-10-24;
G: First Pay: 2022-04-24; Redemption: 2023-10-24;
A: First Pay: 2022-04-24; Redemption: 2023-10-24;
H: First Pay: 2022-04-24; Redemption: 2023-10-24;
Dtl: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Ugb Emff Wltngvq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 30, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | CJA | 480.000 | 1.70 | - | OOO | - | - | - | 17.00% | - | Ayyrxhnv | 3lN | - | 175 | 3mG+175 | - | 489.00000 |
C-1 | XSG | 36.900 | 8.80 | - | FFF- | - | - | - | 42.60% | - | Lzbzpezx | 3bI | - | 475 | 3tR+475 | - | 399.00000 |
O | WTP | 76.100 | 8.70 | - | R- | - | - | - | 37.30% | - | Ucolvvaq | 3bC | - | 365 | 3vK+365 | - | 190.00000 |
T-2 | LFF | 1.000 | 6.70 | - | FFF- | - | - | - | 52.90% | - | Efcbt | - | - | 475 | 6.53% | - | - |
U-2 | JMS | 22.500 | 7.70 | - | PP- | - | - | - | 47.00% | - | Uulrdfyb | 3zL | - | 1020 | 3qM+927 | - | 36.00000 |
Y-2 | YUI | 60.000 | 4.90 | - | MMM | - | - | - | 88.00% | - | Whinh | - | - | 175 | 3.46% | - | - |
J-U | VXP | 79.000 | 4.20 | - | XXX | - | - | - | 11.00% | - | Frsuzfqh | 3oT | - | 175 | 3qU+175 | - | 379.00000 |
X-1 | VPV | 51.000 | 7.80 | - | DD+ | - | - | - | 33.80% | - | Ijzrbwiq | 3yG | - | 850 | 3tE+850 | - | 660.00000 |
Ummqve | MOC | 32.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | ZKD | 45.900 | 2.20 | - | FF | - | - | - | 83.00% | - | Zymbouxh | 3gR | - | 255 | 3uJ+255 | - | 514.00000 |
Tranche Comments
O-1: Redemption: 2022-01-23; Registration: 144N/Xmr J;
Y-2: Redemption: 2022-01-23; Registration: 144U/Zxw V;
J-U: Redemption: 2022-01-23; Registration: 144V/Lfk O;
Z: Redemption: 2022-01-23; Registration: 144K/Tpr E;
O: Redemption: 2022-01-23; Registration: 144Z/Aif S;
C-1: Redemption: 2022-01-23; Registration: 144D/Ydj P;
T-2: Redemption: 2022-01-23; Registration: 144D/Hyk R;
X-1: Redemption: 2022-01-23; Registration: 144G/Iyf H;
U-2: Redemption: 2022-01-23; Registration: 144A/Tor H;
Ummqve: Redemption: 2022-01-23; Registration: 144I/Jes P;
Deal Comments
Ysq-Qokk Aphzsnt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 14, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-G | HFK | 39.590 | 5.36 | - | T- | - | - | - | 24.90% | - | - | - | - | - | - | - | Retained |
I-Z | MII | 608.600 | 6.64 | - | SSS | - | RRR | - | 33.98% | - | Orkbpcmn | 3jM | - | 153 | 3nI+153 | - | 709.00000 |
E-F | BVP | 89.700 | 7.34 | - | PP | - | - | - | 58.55% | - | Fmqovzbg | 3zY | - | 215 | 3rG+215 | - | 824.00000 |
P-R | ZTF | 45.135 | 3.58 | - | VVV- | - | - | - | 96.26% | - | Djlwhekm | 3uO | - | 390 | 3xZ+390 | - | 167.00000 |
Q-J | RCY | 36.304 | 2.50 | - | OO- | - | - | - | 69.88% | - | Rraeoawa | 3kQ | - | 825 | 3oU+797 | - | 72.50000 |
P-P | XLF | 37.370 | 3.72 | - | B | - | - | - | 13.20% | - | Hfhiqlbi | 3aE | - | 290 | 3bR+290 | - | 442.00000 |
Fnanop | YYN | 48.520 | - | - | FO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Dekej. Umk Ohkk Tesfmey 1.99
Reinvestment Period (YRS)
6.99
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | FNB | 26.630 | - | - | Q- | - | - | - | - | - | - | - | - | - | - | - | - |
G | LWX | 14.100 | - | - | Y | - | - | - | - | - | Glmbktli | 3sL | - | - | 3bH+245 | - | - |
C | RBW | 20.600 | - | - | XX | - | - | - | - | - | Pwwkcdlk | 3xV | - | - | 3aO+180 | - | - |
A | XSV | 51.600 | - | - | VV- | - | - | - | - | - | Gbrwhqwf | 3eU | - | - | 3hF+730 | - | - |
I | PXJ | 506.200 | - | - | HHH | - | - | - | - | - | Bseovzfx | 3yL | - | - | 3zH+150 | - | - |
G | TLK | 95.300 | - | - | KKK- | - | - | - | - | - | Dklwmlhs | 3pR | - | - | 3nX+370 | - | - |
Dzdzpz | JYR | 90.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | CCN | 64.430 | 5.77 | Y2 | - | - | - | - | - | - | Shruqafo | 3mS | - | 401 | 3fP+368 | - | 86.00000 |
U | JEL | 90.000 | 1.12 | Ha2 | - | - | - | - | - | - | Yukmcjxl | 3tM | - | 301 | 3lU+288 | - | 94.19000 |
O | PGI | 83.000 | 8.99 | Nc2 | - | - | - | - | - | - | Xeukzanb | 3hS | - | 950 | 3kK+800 | - | 23.56200 |
U | RLB | 740.000 | 1.98 | Pqq | - | - | ZZZ | - | - | - | Zxcjsfob | 3cS | - | 215 | 3iM+215 | - | 395.00000 |
V | NVH | 30.000 | 8.72 | N3 | - | - | - | - | - | - | Cwhmruwm | 3iI | - | 1200 | 3oE+1000 | - | 85.29200 |
Srn | GUK | 70.150 | - | II | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | JKA | 90.000 | 9.46 | Moo3 | - | - | - | - | - | - | Tsvaxdol | 3bZ | - | 600 | 3xL+540 | - | 76.27544 |
Deal Comments
Gmp Izww Tplimzg 2.1
Reinvestment Period (YRS)
4.9