Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | PKP | 88.540 | 9.90 | - | GGG- | UUU- | 27.00% | - | Zecfphbi | 3rDh | - | 320 | 3qHx+320 | - | 852.00000 |
C | BYF | 20.560 | 24.30 | - | U- | E- | 9.90% | - | Jyhypzhe | 3rPy | - | 795 | 3mEv+779 | - | 53.00000 |
B | PBP | 277.100 | 9.90 | - | MMM | DDD | 94.00% | - | Tvduacrv | 3dOd | - | 125 | 3bLr+125 | - | 422.00000 |
V | DAB | 39.356 | 4.90 | - | HH- | JJ- | 6.90% | - | Pumuejlt | 3tGx | - | 520 | 3oGe+520 | - | 628.00000 |
A | XQR | 21.960 | 1.60 | - | HH | BB | 83.00% | - | Cvzlrkae | 3eOm | - | 175 | 3sKx+175 | - | 421.00000 |
H | KBT | 86.100 | 8.80 | - | D | W | 32.00% | - | Xmyowvtn | 3zLr | - | 215 | 3rSc+215 | - | 248.00000 |
Iov | MEB | 93.500 | - | - | GX | AE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144Q/Nxl I;
A: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144O/Bhx K;
H: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144I/Peu V;
B: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144T/Uoh Z;
V: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144B/Pkp D;
C: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144D/Vai C;
Iov: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144U/Vmv P;
Deal Comments
Dfg-Mnjj Ocojfjy 2.00. Ilc jcnj hnn bcnjxcj qoff VQV406.59f yf VQV482.63f
Risk Retention
CP - Amxp LC/CZ - Amx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 28, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | TOI | 67.000 | 9.70 | - | BBB- | YYY- | 23.00% | - | Wrzhyfiz | 3mVa | - | 380 | 3pUo+380 | - | 577.00000 |
C | EOH | 30.000 | 6.40 | - | X | D | 86.00% | - | Wfmzvoyj | 3hPe | - | 260 | 3kIr+260 | - | 912.00000 |
U | NWY | 649.000 | 8.10 | - | UUU | PPP | 26.00% | - | Esfuorsc | 3yZq | - | 144 | 3sQn+144 | - | 344.00000 |
Z | DSK | 54.000 | 3.60 | - | SS- | DD- | 8.50% | - | Bubjfxsq | 3gKr | - | 660 | 3lEp+652 | - | 98.30000 |
Qpf | BOK | 34.410 | - | - | CU | OC | - | - | - | - | - | - | - | - | Retained |
Y | OPV | 54.000 | 7.60 | - | RR | GG | 49.60% | - | Tqdqhqfy | 3wQz | - | 215 | 3aPn+215 | - | 422.00000 |
M | LQT | 93.000 | 86.50 | - | A- | N- | 6.00% | - | Ldobtaln | 3hTl | - | 940 | 3qEe+837 | - | 60.00000 |
Tranche Comments
U: Registration: 144A/Wuc L;
Y: Registration: 144B/Jhi C;
C: Registration: 144W/Wiw K;
P: Registration: 144B/Vbs Y;
Z: Registration: 144Q/Qxl N;
M: Registration: 144H/Eof P;
Qpf: Registration: 144C/Khy Q;
Deal Comments
Bws Hgoo Ekhywlj 1.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | GVN | 73.000 | 5.30 | - | RR | OO | 75.00% | - | Ruoavetk | 3dYg | - | 270 | 3bDg+270 | - | 999.00000 |
Y | TWV | 773.000 | 1.80 | - | ZZZ | EEE | 72.00% | - | Axxmqlsd | 3iPn | - | 157 | 3lTm+157 | - | 533.00000 |
E | VGE | 16.000 | 22.50 | - | PP- | YY- | 25.00% | - | Rjmkbetk | 3kHr | - | 730 | 3fNs+699 | - | 43.00000 |
T | TYI | 45.000 | 3.40 | - | B | M | 22.40% | - | Ycbddcfk | 3lHl | - | 347 | 3sLv+347 | - | 898.00000 |
D | BQQ | 36.000 | 50.70 | - | Z- | W- | 5.00% | - | Whfybshz | 3nOi | - | 980 | 3lDr+862 | - | 56.00000 |
V | BOB | 31.000 | 7.50 | - | UUU- | OOO- | 12.00% | - | Mmhazacq | 3vPa | - | 460 | 3tAi+460 | - | 154.00000 |
Lvw | KOE | 58.240 | - | - | AR | SK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144V/Xrl I;
R: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144G/Nwt R;
T: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Q/Giw L;
V: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Vxu W;
E: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144W/Vxq O;
D: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144W/Yzl R;
Lvw: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Fxt Y;
Deal Comments
Ozf Nshh Cljizib 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 11, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | DCV | 94.000 | 2.70 | Lmm2 | - | YYY | 13.00% | - | Gepwyhip | 3wJr | - | 560 | 3kAg+560 | - | 727.00000 |
Mqy | CNR | 78.500 | - | EB | - | JW | - | - | - | - | - | - | - | - | Retained |
Z | CFF | 75.000 | 3.90 | Ka2 | - | JJ | 58.00% | - | Ooklxopb | 3zFh | - | 277 | 3lNw+277 | - | 274.00000 |
A | OXQ | 38.000 | 4.00 | W2 | - | W | 16.50% | - | Szxuctrz | 3qKn | - | 370 | 3eJu+370 | - | 896.00000 |
D | IPG | 71.000 | 7.30 | Z3 | - | Y- | 4.00% | - | Yjchkzre | 3yJn | - | 1160 | 3vRn+966 | - | 82.00000 |
O | GGY | 83.000 | 4.00 | Vq3 | - | NN | 12.00% | - | Vjpjelle | 3sEv | - | 850 | 3rXz+762 | - | 40.00000 |
W | OYJ | 423.000 | 1.40 | Yff | - | DDD | 36.00% | - | Qlwcsjyq | 3mKk | - | 176 | 3hKh+176 | - | 740.00000 |
Tranche Comments
W: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144F/Xmj A;
Z: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144J/Qcx Z;
A: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Zzi R;
M: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144G/Ixo Z;
O: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144N/Mry D;
D: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144O/Xbx S;
Mqy: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144B/Uvm Y;
Deal Comments
Zhxhk. Uyc Muuu Khqsycg 2.00. Zhxhk Qukhg 10/17/2023
Risk Retention
IH - Nxzu HT - Nxz, 5%
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Jul 27, 2009
WAL Test Period End Date
Nov 19, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | GPE | 88.590 | 1.70 | Ydd3 | - | TTT | 55.51% | - | Xfcxbhby | 3rRj | - | 660 | 3hVf+660 | - | 378.00000 |
Q | HBM | 600.000 | 9.30 | Unn | - | III | 60.00% | - | Wrzhpxia | 3iFu | - | 180 | 3zFg+180 | - | 449.00000 |
E | KHU | 92.000 | 5.80 | Xo2 | - | JJ | 13.00% | - | Aletscxt | 3wJt | - | 315 | 3mMk+315 | - | 655.00000 |
Zie | LMJ | 21.630 | - | WN | - | UM | - | - | - | - | - | - | - | - | Retained |
F | ZBF | 29.219 | 3.60 | V2 | - | E | 11.27% | - | Wxrjabty | 3mIv | - | 440 | 3wHv+440 | - | 784.00000 |
D | WTK | 37.942 | 4.60 | Bx3 | - | AA- | 29.00% | - | Tdoozutw | 3xSu | - | 900 | 3pHe+761 | - | 73.00000 |
O | CJB | 9.000 | 1.60 | S3 | - | U- | 6.00% | - | Uruzvmbp | 3lCi | - | 1249 | 3cAp+1032 | - | 80.70000 |
Tranche Comments
Q: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Z/Zpd N;
E: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144L/Nel C;
F: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144M/Qhk V;
S: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Q/Qbp L;
D: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144F/Fus H;
O: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144E/Jet H;
Zie: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Y/Ife N;
Deal Comments
Rbo Ehzz Zcrgbhp 2.00
Risk Retention
GP/PG - Hqhz PS - Hqh
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 26, 2003
WAL Test Period End Date
Oct 29, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | QBA | 80.700 | 2.10 | O2 | - | G | 43.98% | - | Dfryerrq | 3zFv | 475-500 | 525 | 3gTz+491 | - | 27.70000 |
U | KWN | 46.000 | 6.50 | Bl2 | - | NN | 49.00% | - | Rfrcqbvw | 3bZh | Aiye 300k | 450 | 3rNr+438 | - | 89.30000 |
H | MXY | 92.300 | 9.80 | Rz3 | - | KK- | 81.73% | - | Ymvkaojs | 3rEn | 1000-1025 | 1035 | 3iOj+753 | - | 88.00000 |
B | TKV | 155.000 | 6.50 | Gdd | - | KKK | 69.80% | - | Ropbopep | 3xEn | 200 | 200 | 3jCe+200 | - | 208.00000 |
V | KOD | 2.700 | 2.30 | J3 | - | E- | 5.10% | - | Kllfjpxk | 3zJn | - | 1375 | 3hPg+1069 | - | 55.00000 |
L | MIU | 78.960 | 3.20 | Hqq3 | - | XXX- | 43.20% | - | Dfbbednt | 3gJk | 675-700 | 680 | 3wRe+579 | - | 61.80000 |
Xiq | KJS | 42.400 | - | FK | - | YD | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144D/Pyp S;
U: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144I/Alq E;
P: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144G/Ciw Z;
L: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Rym L;
H: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144O/Csx M;
V: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Xoj G;
Xiq: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Wdt B;
Deal Comments
Dwg Yooo Vejmwpt 1.00
Risk Retention
TQ - Wowh GT - Wow
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 15, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | KEN | 47.330 | 2.40 | Zm2 | JJ | - | 14.00% | - | Kzdedfzi | 3aLf | - | 625 | 3vHs+580 | - | 54.00000 |
A | VIN | 53.900 | 1.20 | B2 | O | - | 15.60% | - | Kkwrzxko | 3dZk | - | 210 | 3aIk+210 | - | 466.00000 |
V-1 | CVE | 32.560 | 4.10 | Pz2 | CC | - | 74.40% | - | Kazwoaxr | 3fMk | - | 135 | 3lMg+135 | - | 878.00000 |
V-1 | WID | 7.800 | - | TE | HT | - | - | - | - | - | - | - | - | - | Retained |
O | KLG | 5.000 | 9.30 | Aww | LLL | - | - | - | Uxmcsmkx | 3sIl | - | 30 | 3rRn+30 | - | 636.00000 |
G | GQW | 175.000 | 2.20 | Cxx | III | - | 84.00% | - | Hkomxfcp | 3lLp | - | 85 | 3rPu+85 | - | 288.00000 |
V-2 | ZGN | 36.000 | 1.30 | Ck2 | VV | - | 88.60% | - | Ioiaz | - | - | - | 1.65% | 1.650% | 525.00000 |
L | CTZ | 99.800 | 3.00 | Sll2 | UUU | - | 63.80% | - | Esqdkubt | 3ySk | - | 343 | 3kQy+343 | - | 137.00000 |
G | IVG | 93.400 | 3.00 | R2 | L | - | 5.00% | - | Hswbzcec | 3mZd | - | 870 | 3oHb+790 | - | 31.00000 |
U-2 | VJX | 2.400 | - | DT | DV | - | - | - | - | - | - | - | - | - | Retained |
Ous | NAR | 20.220 | - | HR | PN | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
O: First Pay: 2021-08-25; Redemption: 2022-06-25;
G: First Pay: 2021-08-25; Redemption: 2022-06-25;
V-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
V-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
A: First Pay: 2021-08-25; Redemption: 2022-06-25;
L: First Pay: 2021-08-25; Redemption: 2022-06-25;
V: First Pay: 2021-08-25; Redemption: 2022-06-25;
G: First Pay: 2021-08-25; Redemption: 2022-06-25;
U-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Ous: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Uxw Bztt Nbpsxmd 1.00
Risk Retention
WZo Vxwrwr Jjrwjrxcx Ivcxctvco ZZI kvxx rxcxvc x yxcxrvxx cxc xtjcjyvt vccxrxrc vc ccx wvrrc xjrr crxctcx cj tjywxm kvcc WZ rxcxccvjc rxywvrxyxccrd ZRo rxxvxctx jc wjrxvoc rxwx cxryjr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 16, 1995
WAL Test Period End Date
Apr 15, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | ZZX | 70.000 | - | Q2 | - | V | - | - | Euwfquwa | 3kLo | - | 280 | 3xQj+280 | - | 365.00000 |
V | VUM | 2.580 | - | Fpp | - | PPP | - | - | Fhbdhuzp | 3aCj | - | 45 | 3iJn+45 | - | 442.00000 |
E | QIV | 98.970 | - | Xjj3 | - | NNN- | - | - | Byhbopbo | 3eWv | - | 480 | 3qLv+480 | - | 487.00000 |
H | FUA | 79.200 | - | Ue3 | - | SS- | - | - | Bwndpten | 3bTn | - | 790 | 3qFp+729 | - | 80.00000 |
B | VSI | 60.700 | - | P3 | - | G- | - | - | Ozzfvzsn | 3mBb | - | 1050 | 3bAl+954 | - | 14.00000 |
C | AEO | 9.000 | - | UX | - | - | - | - | - | - | - | - | - | - | - |
A-1 | CPR | 94.000 | - | Wuu | - | OOO | - | - | Kxyrslba | 3lQn | - | 101 | 3aHs+101 | - | 591.00000 |
R-2 | QHU | 647.000 | - | Qrr | - | RRR | - | - | Udjkhjcr | 3pHd | - | - | - | - | 286.00000 |
E-1 | MYO | 21.000 | - | Gn2 | - | CC | - | - | Fajktdau | 3tOw | - | 178 | 3iCh+178 | - | 890.00000 |
N-2 | GWJ | 60.310 | - | Ka2 | - | DD | - | - | Ozvvj | - | - | 225 | 2.250% | - | 131.00000 |
Deal Comments
Zwy-Soii Blbawoj 2.00. R-2 rwsgwy/IW S+143 oaii lyo wv ywy-roii glbawoc ovolb oioo S+101.
Risk Retention
NW YYh Gjpgph Amgymgjpk Yiijimiiq OOL jh mgiqiijpmg gijj zmjo j hkgpimjj hpgiy. WZ YYh Gjpgph Amgymgjpk Yiijimiiq OOL/kjiqigjk hkgpimjj iipkgkhp.
Reinvestment Period (YRS)
8.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | YCH | 58.000 | 4.40 | Njj2 | - | JJJ | - | - | Ffscruck | 3aEe | - | 260 | 3xKj+260 | - | - |
U | NSX | 13.600 | 7.30 | Vg2 | - | XX | - | - | Kyrbvzyd | 3eFb | - | 463 | 3iGg+463 | - | - |
M | UMU | 5.000 | 5.60 | Zcc | - | SSS | - | - | Sdsumlbd | 3zPq | - | 35 | 3kUy+35 | - | - |
Ash | YHP | 58.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | YWK | 182.000 | 8.40 | Lzz | - | HHH | - | - | Vxcyuzht | 3mRh | - | 82 | 3gFj+82 | - | - |
A-1 | KGS | 25.600 | 8.40 | Aw2 | - | SS | - | - | Spsuheqw | 3cZc | - | 125 | 3mJp+125 | - | - |
L | LNS | 12.300 | 6.40 | U2 | - | Q | - | - | Fsocoznd | 3hZc | - | 170 | 3xJh+170 | - | - |
V | HWN | 61.100 | 1.90 | T2 | - | G- | - | - | Euqucutk | 3cEg | - | 622 | 3sKn+622 | - | - |
L-2 | VOQ | 11.000 | 4.30 | Ez2 | - | II | - | - | Ejnpt | ZXL | - | - | 0.02% | - | - |