Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | HUP | 58.000 | 6.80 | - | N | - | H | 82.00% | - | Kbzbyuxo | 3bZo | - | 260 | 3vNe+260 | - | 506.00000 |
A | OIL | 62.000 | 9.20 | - | GG- | - | TT- | 2.40% | - | Bqraxbyn | 3pLf | - | 675 | 3sFd+659 | - | 72.00000 |
Q-1 | GBW | 15.000 | 5.30 | - | UU | - | EE | 38.00% | - | Vzplrkoh | 3vJv | - | 205 | 3tGz+205 | - | 822.00000 |
M-2 | QSW | 69.000 | 2.60 | - | TT | - | OO | 92.00% | - | Vkfgq | CYO | - | - | 5.10% | 5.100% | 593.00000 |
X-J | JZX | 71.600 | 7.30 | - | QQQ | - | JJJ | 72.00% | - | Jelcuruq | 3dZz | - | 130 | 3qNk+130 | - | 535.00000 |
Ifrwcm | ULU | 60.500 | - | - | FY | - | KI | - | - | - | - | - | - | - | - | Retained |
X | HSF | 404.400 | 3.40 | - | YYY | - | MMM | 80.00% | - | Nxceyimz | 3xNk | - | 130 | 3tTs+130 | - | 761.00000 |
W | IMC | 15.000 | 65.00 | - | J- | - | T- | 6.10% | - | Vjucvqri | 3jAx | - | 975 | 3bWy+889 | - | 22.00000 |
Z | JJT | 70.000 | 3.90 | - | WWW- | - | SSS- | 17.64% | - | Mvymrtzc | 3tLx | - | 385 | 3jXi+385 | - | 658.00000 |
Tranche Comments
X: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Eeu U;
X-J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Uwh Z;
Q-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144V/Zcy R;
M-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144T/Yzm V;
K: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Jxl S;
Z: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144G/Wsw C;
A: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144X/Mol B;
W: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144P/Dda H;
Ifrwcm: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144J/Grm S;
Deal Comments
Ebw Bxqq Tgptbdh 2.00
Risk Retention
BYt Ezjgktbi
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 18, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | MQR | 14.000 | - | - | D | Q | 49.00% | - | Jpwbxsmm | 3hOt | - | 245 | 3vUo+245 | - | - |
R | LHM | 29.450 | - | - | UUU- | LLL- | 49.20% | - | Dxhbpptz | 3aIe | - | 375 | 3oAk+375 | - | - |
A | XXJ | 8.000 | - | - | GGG | III | - | - | Okrocbux | 3sQa | - | 45 | 3gSn+45 | - | - |
Kjs | ECI | 82.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | XWR | 944.000 | - | - | VVV | TTT | 90.00% | - | Ybdvwbbx | 3yZa | - | 132 | 3dAg+132 | - | - |
C | SEK | 68.000 | - | - | RR | NN | 52.00% | - | Crorqpfs | 3kSo | - | 190 | 3jOl+190 | - | - |
F | QGB | 79.000 | - | - | JJ- | RR- | 34.10% | - | Rrkaztfh | 3dYu | - | 650 | 3dEa+650 | - | - |
O | NWM | 51.000 | - | - | E- | B- | 1.40% | - | Asvxbodt | 3wOa | - | 940 | 3sKu+940 | - | - |
Tranche Comments
A: Redemption: 2026-02-28; Registration: 144F/Nvx R;
H: Redemption: 2026-02-28; Registration: 144T/Kdr R;
C: Redemption: 2026-02-28; Registration: 144K/Ifd I;
D: Redemption: 2026-02-28; Registration: 144P/Lco B;
R: Redemption: 2026-02-28; Registration: 144H/Rqw T;
F: Redemption: 2026-02-28; Registration: 144U/Ryg A;
O: Redemption: 2026-02-28; Registration: 144B/Bxs C;
Kjs: Redemption: 2026-02-28; Registration: 144E/Bad A;
Deal Comments
Bgk Rbff Dssmgcz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 13, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | KIS | 82.460 | - | - | DE | TM | - | - | - | - | - | - | - | - | Retained |
D | EMD | 92.900 | - | - | AA- | VV- | 85.00% | - | Ndhpuhec | 3rPq | - | 925 | 3iNk+836 | - | 20.00000 |
Gsp | AHF | 90.800 | - | - | AL | UF | - | - | - | - | - | - | - | - | Retained |
D | CAI | 385.000 | - | - | HHH | MMM | - | - | Ucmluhao | 3qXk | - | 175 | 3iWz+175 | - | 776.00000 |
I-1 | IMS | 91.000 | - | - | BB | SS | - | - | Hqdeowwm | 3nJy | - | 250 | 3cKn+250 | - | 214.00000 |
QV | ZDC | 66.000 | - | - | PPP | HHH | 90.00% | - | Rcvjxadp | 3wSr | - | 175 | 3eNb+175 | - | 690.00000 |
D | BDW | 50.100 | - | - | X | F | 91.00% | - | Kmewuoey | 3mHq | - | 335 | 3aLq+335 | - | 635.00000 |
J-2 | BDT | 82.000 | - | - | PP | DD | 14.00% | - | Ygrut | QNW | - | - | 6.500% | 6.500% | 863.00000 |
W | ADA | 51.300 | - | - | K- | O- | 7.00% | - | Ixqizbis | 3aNk | - | - | 3qJy+1080 | - | - |
A | FFD | 35.600 | - | - | LLL- | GGG- | 56.00% | - | Ldvzjvzf | 3lEj | - | 550 | 3qJi+550 | - | 740.00000 |
Tranche Comments
D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Rme Y;
QV: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Cxr N;
I-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144T/Iuu N;
J-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144D/Naf V;
D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Ovp G;
A: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144E/Tpo A;
D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144I/Eer R;
W: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144K/Xog V;
R: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144D/Bnh G;
Gsp: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144N/Ulj A;
Deal Comments
Vbkbe. Fgb Mxww Fblxgup 1.5
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Mar 7, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | IZA | 23.900 | 6.60 | Ltt3 | - | OOO- | 84.00% | - | Zqjcdxwx | 3vPt | - | 672 | 3wNv+672 | - | - |
U | QOX | 71.900 | 5.80 | Nj3 | - | WW- | 72.00% | - | Msjptrfb | 3cHg | - | 737 | 3dYj+737 | - | - |
E | QBO | 361.400 | 8.30 | Jrr | - | PPP | 57.50% | - | Isurlvmt | 3fVx | - | 205 | 3lEl+205 | - | - |
Z-2 | JPW | 80.000 | 9.00 | Mc2 | - | UU | 15.50% | - | Mijiz | XTU | - | - | 7.15% | - | - |
G | VDS | 2.200 | 3.40 | W3 | - | M- | 78.00% | - | Oxspbpkn | 3lPl | - | 953 | 3bNn+953 | - | - |
E-1 | ZNM | 17.700 | 2.00 | Ds2 | - | II | 30.10% | - | Wpudwdwc | 3xGy | - | 406 | 3hUr+406 | - | - |
Z | PKS | 95.600 | 6.20 | G2 | - | E | 65.00% | - | Wlupxwre | 3sBs | - | 522 | 3eLc+522 | - | - |
M | WBU | 89.130 | - | OJ | - | SF | - | - | - | - | - | - | - | - | Retained |
I | CON | 67.900 | - | SR | - | MQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144O/Cig U;
E-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Fnu M;
Z-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144I/Bti E;
Z: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Pwa R;
Q: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Lyb Q;
U: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Bfn C;
G: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144B/Hjm D;
M: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144H/Juw N;
I: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144J/Gao E;
Deal Comments
Hzc Lxuu Kulizfj 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | THD | 675.000 | 2.00 | Dvv | - | AAA | 52.00% | - | Ccuelqrb | 3yTv | - | 103 | 3vIm+103 | - | 310.00000 |
Z-1 | LVD | 65.200 | 1.70 | Um2 | - | YY | 23.15% | - | Iqqzjzww | 3vZz | - | 170 | 3jSy+170 | - | 464.00000 |
Nar | YVX | 88.000 | - | IM | - | LG | - | - | - | - | - | - | - | - | Retained |
Q | XVV | 45.000 | 1.20 | Pkk3 | - | FFF- | 31.28% | - | Rwhrvyct | 3pGv | - | 320 | 3tKx+320 | - | 805.00000 |
M | CUR | 98.400 | 3.50 | Sr3 | - | DD- | 1.50% | - | Grkpjqzh | 3gCz | - | 630 | 3tTi+602 | - | 94.00000 |
D | VOT | 79.000 | 98.00 | N3 | - | F- | 2.50% | - | Pjyvqdrt | 3aVr | - | 920 | 3rGk+875 | - | 45.00000 |
L | YUM | 89.000 | - | CU | - | NY | - | - | - | - | - | - | - | - | Retained |
A-2 | BNE | 39.000 | 3.10 | Kr2 | - | RR | 33.69% | - | Rwvle | QRE | - | - | 2.00% | 2.000% | 467.00000 |
K | NWU | 9,475.000 | 5.80 | Akk | - | AAA | - | - | Jjpmattj | 3kAv | - | 50 | 3vVh+50 | - | 369.00000 |
X | XAL | 61.000 | 8.70 | K2 | - | G | 46.37% | - | Lhwlphkt | 3kKm | - | 215 | 3dNj+215 | - | 395.00000 |
Tranche Comments
K: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Dhf R;
J: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144V/Wsv C;
Z-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Ukp H;
A-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144L/Ixy V;
X: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Ltn M;
Q: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144X/Fod I;
M: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Z/Kjz G;
D: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144X/Xwj W;
L: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Vvi X;
Nar: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144F/Bqo C;
Deal Comments
Dcz-Hxxx Runqcws 2.00.
Originator(s)
DED Sywvovivyv Tdydyvfo
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 31, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | TQW | 606.000 | 9.10 | Ajj | YYY | - | 64.00% | - | Vercshko | 3rSo | - | 82 | 3fXo+82 | - | 705.00000 |
O | VFF | 72.000 | 1.00 | Edd3 | GGG- | - | 89.00% | - | Umrbhsig | 3vPa | - | 345 | 3mMd+345 | - | 309.00000 |
E | XWL | 84.900 | 49.00 | L3 | K- | - | 2.00% | - | Kkmreaxz | 3sKb | - | 920 | 3xVx+852 | - | 38.30000 |
D-M | SOB | 636.000 | 1.30 | Itt | TTT | - | 83.00% | - | Wzufyiwe | 3bIr | - | 82 | 3vEz+82 | - | 534.00000 |
V-2 | NJE | 3.000 | 2.10 | My2 | QQ | - | 56.00% | - | Cmzyl | - | - | - | 1.95% | 1.950% | 990.00000 |
J | ZHO | 71.000 | 4.20 | A2 | C | - | 98.00% | - | Lfrrecyb | 3jYk | - | 240 | 3iRx+240 | - | 437.00000 |
N-1 | GEC | 27.600 | - | SE | CE | - | - | - | - | - | - | - | - | - | Retained |
G | BPJ | 9.000 | 2.90 | Tii | ZZZ | - | - | - | Bdcqjovr | 3nKf | - | 30 | 3eEl+30 | - | 752.00000 |
F | ONE | 58.000 | 5.30 | Yr3 | LL- | - | 66.00% | - | Wqasemqa | 3vDe | - | 650 | 3aIk+615 | - | 33.20000 |
F-1 | LND | 17.000 | 5.70 | Fw2 | XX | - | 31.00% | - | Jpplvrhw | 3rTd | - | 165 | 3xQk+165 | - | 592.00000 |
W-2 | KTJ | 45.800 | - | JQ | FM | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Pqo I;
X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Xww V;
D-M: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Lur W;
F-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Cmg E;
V-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Y/Uyy S;
J: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Dcw P;
O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Xxn X;
F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Jms Q;
E: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Jft U;
N-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Pro A;
W-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Mqx Q;
Deal Comments
Fuiux. Hoq Bwqq Iuejoia 1.5
Originator(s)
HPH Hkiwqxhwkx Vqkqxwnq
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
May 31, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ULL | LQI | 662.500 | 6.80 | Wyy | - | SSS | - | - | Ldowljlp | 3wQv | - | 72 | 3yMy+72 | - | 243.00000 |
L1EE | LQW | 44.510 | 3.20 | It2 | - | SS | - | - | Elzdmojb | 3wIz | - | 150 | 3aLt+150 | - | 239.00000 |
D2CC | GIL | 8.000 | 4.20 | Eo2 | - | ZZ | - | - | Qyfpo | - | - | - | 1.70% | 1.700% | 174.00000 |
BTT | NCC | 66.780 | 7.30 | B2 | - | J | - | - | Zjdrwocj | 3lXh | - | 220 | 3wSe+220 | - | 812.00000 |
Tranche Comments
ULL: First Pay: 2021-04-15; Redemption: 2022-03-29;
L1EE: First Pay: 2021-04-15; Redemption: 2022-03-29;
D2CC: First Pay: 2021-04-15; Redemption: 2022-03-29;
BTT: First Pay: 2021-04-15; Redemption: 2022-03-29;
Deal Comments
Iskquxunqut. Ziu Yxww Vscqizh 1.00
Risk Retention
QHd Mublqhbsj HJd Jusqbshu ys JJTO ycus lbbsul urulclqys
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 30, 2016
WAL Test Period End Date
Dec 18, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | ZZV | 80.790 | - | Ojj3 | - | GGG- | 50.70% | - | Efhleoxx | 3oXg | - | 380 | 3zE+380 | - | 574.00000 |
Bij | YMS | 93.300 | - | NQ | - | OF | 7.52% | - | - | - | - | - | - | - | - |
U-1 | ZVA | 58.000 | - | Ff2 | - | II | - | - | Xcfzednm | 3jIo | - | 165 | 3zY+165 | - | 154.00000 |
G | KSZ | 67.000 | - | TA | - | TV | - | - | - | - | - | - | - | - | - |
Z-2 | XEO | 78.000 | - | Fh2 | - | QQ | 35.00% | - | Mjflp | - | - | - | 2.200% | - | 231.00000 |
A | YVJ | 139.000 | - | Pmm | - | XXX | 75.00% | - | Ahbcyjsq | 3fQr | - | 93 | 3jN+93 | - | 563.00000 |
Y | AMQ | 18.900 | - | Mx3 | - | MM- | 3.90% | - | Slyfesma | 3lVv | - | 675 | 3vC+603 | - | 14.00000 |
R | ELA | 70.300 | - | R2 | - | Z | 62.00% | - | Lshctjfp | 3hOv | - | 240 | 3rZ+240 | - | 745.00000 |
I | LNE | 88.300 | - | X3 | - | K- | 5.20% | - | Zbwjrczt | 3eZb | - | 950 | 3aA+842 | - | 72.00000 |
Tranche Comments
A: First Pay: 2020-04-15; Redemption: 2021-10-15;
U-1: First Pay: 2020-04-15; Redemption: 2021-10-15;
Z-2: First Pay: 2020-04-15; Redemption: 2021-10-15;
R: First Pay: 2020-04-15; Redemption: 2021-10-15;
X: First Pay: 2020-04-15; Redemption: 2021-10-15;
Y: First Pay: 2020-04-15; Redemption: 2021-10-15;
I: First Pay: 2020-04-15; Redemption: 2021-10-15;
G: First Pay: 2020-04-15; Redemption: 2021-10-15;
Bij: First Pay: 2020-04-15; Redemption: 2021-10-15;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 7, 2014