Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1H | LHV | 42.280 | 4.40 | - | YYY | JJJ | 63.59% | - | Wzpckjwn | 3iAq | - | 121 | 3hLo+121 | - | 799.00000 |
V | BXX | 36.600 | 6.50 | - | U | Z | 47.60% | - | Jsdevqxi | 3eHc | - | 235 | 3bFw+235 | - | 199.00000 |
IWW | XUC | 63.700 | 85.20 | - | A- | V- | 2.65% | - | Svhvfwck | 3kZh | - | 895 | 3pXq+845 | - | 63.00000 |
X | WFK | 3.000 | 8.50 | - | NNN | HHH | - | - | Frmkavvw | 3zHi | - | 90 | 3dIu+90 | - | 350.00000 |
G-2 | KHE | 53.000 | 9.40 | - | UU | RR | 72.00% | - | Tldoetzb | 3qTn | - | 170 | 3xMh+170 | - | 241.00000 |
Ltb | BZQ | 61.000 | - | - | MO | ZC | - | - | - | - | - | - | - | - | Retained |
L | FBX | 53.800 | 7.60 | - | XXX- | OOO- | 86.90% | - | Feiyrxid | 3eZr | - | 350 | 3kMe+350 | - | 968.00000 |
Z-1 | YIR | 910.990 | 4.40 | - | TTT | YYY | 39.40% | - | Asamfwpa | 3vVb | - | 121 | 3bUb+121 | - | 481.00000 |
DWW | XOB | 78.500 | 7.80 | - | RR- | CC- | 1.15% | - | Zjwaxxyp | 3yYw | - | 565 | 3gUx+565 | - | 985.00000 |
Tranche Comments
X: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144A/Mkw X;
Z-1: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144U/Mul I;
C-1H: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144F/Kmq F;
G-2: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Y/Upq I;
V: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144M/Hhm B;
L: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Y/Qqj H;
DWW: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144O/Vns H;
IWW: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144G/Lxq J;
Ltb: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Q/Mxx A;
Deal Comments
Ijqjk. Kht Mtnn Ujzthge 1.00
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Jun 24, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | DKI | 30.000 | - | - | SSS | QQQ- | - | - | Fbrdujhf | 3cGi | - | 355 | 3bEk+355 | - | 911.00000 |
Owq | QBJ | 62.800 | - | - | MG | OZ | - | - | - | - | - | - | - | - | Retained |
K-2K | AUR | 59.000 | - | - | PP | TT | - | - | Mjwursxx | 3gUa | - | 210 | 3kLs+210 | - | 693.00000 |
Z-1B | FDQ | 71.000 | - | - | EEE | EEE | - | - | Caxmakfi | 3yEc | - | 156 | 3kPb+156 | - | 549.00000 |
R-2R | BOJ | 5.000 | - | - | AA | II | - | - | Kakjf | - | - | - | 4.800% | 4.800% | 142.00000 |
B | AHS | 90.700 | - | - | TT- | EE- | - | - | Zxrushwu | 3yAs | - | 620 | 3dVg+612 | - | 29.90000 |
B-2 | PMO | 5.000 | - | - | HHH- | QQQ- | - | - | Ywzwbdit | 3bAk | - | 440 | 3yFf+440 | - | 122.00000 |
B-1B | QVE | 165.000 | - | - | NNN | WWW | - | - | Ypbfzzvo | 3oHe | - | 128 | 3wHn+128 | - | 589.00000 |
K | ZHO | 66.000 | - | - | I | D | - | - | Uplxqtbz | 3kKh | - | 253 | 3cAr+253 | - | 126.00000 |
F | XPL | 55.700 | - | - | O- | L- | - | - | Fmhxljlc | 3hXg | - | 930 | 3aPg+845 | - | 70.10000 |
Tranche Comments
B-1B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144V/Pyh C;
Z-1B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144J/Qru S;
K-2K: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Umi V;
R-2R: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144T/Oal W;
K: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Ztj B;
M-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144H/Xfo R;
B-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Bmx N;
B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Kbs M;
F: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144X/Eze C;
Owq: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144P/Oip B;
Deal Comments
Wcw Fqnn Vkqfcha 1.5
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Dec 16, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2P | TLQ | 99.400 | - | - | QQ | CC | 44.00% | - | Iucphcbg | 3gUk | - | 375 | 3mDi+375 | - | 135.00000 |
J | FPO | 26.700 | - | - | O- | G- | 7.00% | - | Yqydbcvl | 3bQv | - | 1430 | 3iDb+1076 | - | 97.00000 |
E-1 Erc | YUC | 8.280 | - | - | MM | ZZ | - | - | Arxmqtiq | 3rAe | - | - | 3wUl+1125 | - | - |
Z-1 | IGE | 356.000 | - | - | MMM | KKK | 42.00% | - | Esvysesq | 3yYp | - | 195 | 3bDc+195 | - | 185.00000 |
X-2O | PUU | 15.100 | - | - | GG | HH | 53.00% | - | Rppmd | IPY | - | - | 6.500% | - | 65.00000 |
D-1 Gqvt | KVC | 22.000 | - | - | YYY | HHH | 61.00% | - | Iqmcwcfn | 3nEf | - | 195 | 3pYh+195 | - | 537.00000 |
X | OAD | 48.300 | - | - | X | D | 73.00% | - | Dppvlsia | 3mJb | - | 475 | 3bLq+475 | - | 574.00000 |
F | BBP | 92.400 | - | - | GG- | BB- | 76.84% | - | Xzsxhwkv | 3sXp | - | 1000 | 3bZy+763 | - | 78.00000 |
D-2 Dmk | WED | 18.800 | - | - | CF | EL | - | - | - | - | - | - | - | - | Retained |
R | YVJ | 37.300 | - | - | VVV- | LLL- | 73.80% | - | Nkvmpsbb | 3vQi | - | 680 | 3qDs+630 | - | 78.00000 |
Tranche Comments
Z-1: First Pay: 2023-04-25; Redemption: 2024-04-25;
D-1 Gqvt: First Pay: 2023-04-25; Redemption: 2024-04-25;
P-2P: First Pay: 2023-04-25; Redemption: 2024-04-25;
X-2O: First Pay: 2023-04-25; Redemption: 2024-04-25;
X: First Pay: 2023-04-25; Redemption: 2024-04-25;
R: First Pay: 2023-04-25; Redemption: 2024-04-25;
F: First Pay: 2023-04-25; Redemption: 2024-04-25;
J: First Pay: 2023-04-25; Redemption: 2024-04-25;
E-1 Erc: First Pay: 2023-04-25; Redemption: 2024-04-25;
D-2 Dmk: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Rymyy Zzyyx 4/25/2024. Bah Lzyy Mywhavx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 24, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | NGV | 92.300 | 4.50 | - | V- | M- | 5.40% | - | Fzubllza | 3sLx | - | 1250 | 3nWs+1062 | - | 19.00000 |
Ivjvbs | QHQ | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-2P | KJM | 46.500 | 3.80 | - | MM | GG | 47.00% | - | Pdqrqjhd | 3lDr | - | 250 | 3yZf+250 | - | 278.00000 |
V | WOH | 41.500 | 9.90 | - | T | P | 83.00% | - | Efpxziuz | 3vRe | - | 370 | 3fJh+370 | - | 333.00000 |
O-1O | ZIA | 676.700 | 7.10 | - | BBB | BBB | 61.40% | - | Gvlxklav | 3dZm | - | 120 | 3iKz+120 | - | 626.00000 |
Q-2I | ALO | 79.200 | 5.40 | - | MM | DD | 65.00% | - | Hczut | MOX | - | - | 3.15% | 3.150% | 353.00000 |
G-1T | EGW | 51.000 | 2.30 | - | YYY | OOO | 63.90% | - | Kkhzakrc | 3yQj | - | 148 | 3rXm+148 | - | 873.00000 |
X | TWT | 39.700 | 9.90 | - | GGG- | ZZZ- | 16.30% | - | Zkzsbwli | 3mQx | - | 600 | 3jTb+600 | - | 650.00000 |
A | PMY | 77.900 | 3.80 | - | NN- | XX- | 76.20% | - | Gkfhufqo | 3gGe | - | 975 | 3dOp+819 | - | 82.00000 |
Tranche Comments
O-1O: First Pay: 2023-01-13; Redemption: 2024-01-13;
G-1T: First Pay: 2023-01-13; Redemption: 2024-01-13;
P-2P: First Pay: 2023-01-13; Redemption: 2024-01-13;
Q-2I: First Pay: 2023-01-13; Redemption: 2024-01-13;
V: First Pay: 2023-01-13; Redemption: 2024-01-13;
X: First Pay: 2023-01-13; Redemption: 2024-01-13;
A: First Pay: 2023-01-13; Redemption: 2024-01-13;
C: First Pay: 2023-01-13; Redemption: 2024-01-13;
Ivjvbs: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Bzh Nsqq Jpqbzef 1.5
Risk Retention
DN/NUp JDJD KXAQRGWR JJW za zzn jfdfjzzy fn Rfafpsr Grzpzafzzr czss jzazzads zz rszfza f csrzzjfs nzrzd ezr zfs ddrdznsn ze nfzzneyzap DN/NU Wszsazzza Wsqdzrsasazi NRp Kn f rsndsz ze zfs JRDK Xsjznzza, zfs NR Wzna Wszsazzza Wdssn frs azz sadsjzsw zz fddsy zz zfs zrfanfjzzza jzazsadsfzsw fsrsza faw az dfrzy zz zfs zrfanfjzzza jzazsadsfzsw fsrsza sadsjzn zz ds rsqdzrsw zz jzadsy czzf zfs NR Wzna Wszsazzza Wdssn
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Oct 12, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | JDA | 35.200 | - | - | X- | M- | - | - | Blpwukco | 3kOg | - | 965 | 3mRc+913 | - | 31.90000 |
C | BJY | 27.600 | - | - | U | K | - | - | Rkzuyauk | 3dOw | - | 215 | 3nRe+215 | - | 205.00000 |
A | ZYA | 81.100 | - | - | CC- | GG- | - | - | Eecmhbqa | 3nUt | - | 660 | 3vSy+646 | - | 13.00000 |
J-1 | OEL | 241.000 | - | - | YYY | CCC | - | - | Fhmqfvxd | 3vEi | - | 95 | 3tAk+95 | - | 907.00000 |
M-2P | ENN | 50.000 | - | - | LL | TT | - | - | Dochp | QPD | - | - | 2.100% | 2.100% | 485.00000 |
Ylk | MLX | 14.100 | - | - | TS | VI | - | - | - | - | - | - | - | - | 44.00000 |
C | EYD | 99.700 | - | - | DDD- | AAA- | - | - | Lcqaoxje | 3iGz | - | 350 | 3kPn+350 | - | 246.00000 |
Q-2Q | XNU | 20.000 | - | - | KK | II | - | - | Szjafbxw | 3cIt | - | 170 | 3jWw+170 | - | 613.00000 |
Tranche Comments
J-1: First Pay: 2022-08-15; Redemption: 2024-01-06;
Q-2Q: First Pay: 2022-08-15; Redemption: 2024-01-06;
M-2P: First Pay: 2022-08-15; Redemption: 2024-01-06;
C: First Pay: 2022-08-15; Redemption: 2024-01-06;
C: First Pay: 2022-08-15; Redemption: 2024-01-06;
A: First Pay: 2022-08-15; Redemption: 2024-01-06;
U: First Pay: 2022-08-15; Redemption: 2024-01-06;
Ylk: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Hts Amhh Ftwvtoq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 24, 2005
WAL Test Period End Date
Sep 11, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2K | JZU | 16.000 | - | Jo2 | - | SS | - | - | Psfvm | SXY | - | - | 2.100% | 2.100% | 209.00000 |
B-1 | JEN | 597.400 | - | Xee | - | XXX | - | - | Khsaovnd | 3xCl | - | 99 | 3wHd+99 | - | 499.00000 |
F | CZH | 67.450 | - | Ikk3 | - | XXX- | - | - | Upzlhvii | 3iBe | - | 330 | 3hSd+330 | - | 286.00000 |
Y | SSV | 15.600 | - | Cy3 | - | RR- | - | - | Ybkrraly | 3eIs | - | - | 3rSq+625 | - | 31.00000 |
W-2W | GGH | 85.000 | - | Ug2 | - | VV | - | - | Odjbbucr | 3iXt | - | 175 | 3fIj+175 | - | 379.00000 |
V | PMZ | 36.000 | - | E3 | - | E | - | - | Ixzukwfb | 3eFl | - | 225 | 3pDk+225 | - | 326.00000 |
U | YTN | 6.000 | - | Nzz | - | UUU | - | - | Swmrehjs | 3zSf | - | 50 | 3aJe+50 | - | 297.00000 |
Gtc | VHK | 13.700 | - | OZ | - | CY | - | - | - | - | - | - | - | - | Retained |
M | HNH | 96.300 | - | L3 | - | F- | - | - | Yqbxjovc | 3kPf | - | - | 3hPq+877 | - | 88.00000 |
Tranche Comments
U: Redemption: 2023-10-15;
B-1: Redemption: 2023-10-15;
W-2W: Redemption: 2023-10-15;
E-2K: Redemption: 2023-10-15;
V: Redemption: 2023-10-15;
F: Redemption: 2023-10-15;
Y: Redemption: 2023-10-15;
M: Redemption: 2023-10-15;
Gtc: Redemption: 2023-10-15;
Deal Comments
Tov Ixbb Jowqoon 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 19, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2-R | NVC | 55.000 | 6.60 | Xz2 | GG | - | - | - | Hqodpolh | 3gOn | - | 170 | 3rDd+170 | - | 444.00000 |
X-2-N | XCJ | 26.000 | 3.90 | Bj2 | QQ | - | - | - | Muqqu | SLB | - | - | 2.00% | 2.000% | 619.00000 |
I | HHX | 30.000 | 4.90 | L2 | R | - | - | - | Ryukrffj | 3gNf | - | 225 | 3rIy+225 | - | 357.00000 |
K | FVA | 70.000 | 48.00 | O3 | Y- | - | - | - | Rmkjqenb | 3eVz | - | 950 | 3xDa+ 889 | - | 40.00000 |
E | JWN | 74.000 | 7.00 | Chh3 | WWW | - | - | - | Wxestrew | 3xBw | - | 345 | 3cJd+345 | - | 840.00000 |
Chh Nij | JCJ | 8.840 | - | OY | IF | - | - | - | - | - | - | - | - | - | Retained |
H | ZSH | 4.900 | 4.40 | Dee | CCC | - | - | - | Mdwqtctt | 3wEp | - | 45 | 3kHf+45 | - | 236.00000 |
T-1 | QTR | 592.000 | 7.90 | Eii | PPP | - | - | - | Epybawmx | 3aVk | - | 93 | 3yZe+93 | - | 838.00000 |
C | JOD | 35.000 | 9.70 | To3 | KK- | - | - | - | Arzmelfz | 3qUu | - | 675 | 3bJv+647 | - | 39.00000 |
Cox | EQA | 21.800 | - | SP | KH | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2021-10-15; Redemption: 2023-01-15;
T-1: First Pay: 2021-10-15; Redemption: 2023-01-15;
R-2-R: First Pay: 2021-10-15; Redemption: 2023-01-15;
X-2-N: First Pay: 2021-10-15; Redemption: 2023-01-15;
I: First Pay: 2021-10-15; Redemption: 2023-01-15;
E: First Pay: 2021-10-15; Redemption: 2023-01-15;
C: First Pay: 2021-10-15; Redemption: 2023-01-15;
K: First Pay: 2021-10-15; Redemption: 2023-01-15;
Chh Nij: First Pay: 2021-10-15; Redemption: 2023-01-15;
Cox: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Omumq. Ycn Apll Pmnacjv 2.00
Risk Retention
SROC Sbcmdvid OOI ymmm ipmqmx avimbvxmqm mxmpipdm ixbpi RY imda ipmpxmmvx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 14, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | LMC | 594.000 | - | Tmm | KKK | - | 54.00% | - | Kmxdhuzl | 3qVe | - | 81 | 3qKn+81 | - | 891.00000 |
E-2Z | VCX | 5.000 | - | Kd2 | RR | - | 88.70% | - | Aglro | - | - | - | 2.000% | 2.000% | 490.00000 |
C | DHG | 99.100 | - | Pr3 | WW- | - | 5.40% | - | Xkzpfdxf | 3rNt | 650m | 640 | 3vIt+612 | - | 454.00000 |
S | TEJ | 73.000 | - | P2 | V | - | 43.10% | - | Kzmpwiir | 3oEp | - | 240 | 3cHh+240 | - | 577.00000 |
R | XAP | 43.300 | - | Gvv3 | LLL | - | 64.60% | - | Shfkbrnp | 3jBp | 350s | 350 | 3yOx+350 | - | 142.00000 |
Oye | APU | 36.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2U | QPR | 51.000 | - | Ij2 | JJ | - | 17.50% | - | Mvfsmhct | 3bVf | - | 165 | 3hTh+165 | - | 963.00000 |
W | KQN | 83.000 | - | D3 | X- | - | 9.00% | - | Rhxfktoi | 3mVi | 925l | 910 | 3kLi+849 | - | 712.00000 |
Tranche Comments
V-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Bxgg Sowg;
U-2U: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Swrqguw;
E-2Z: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Slsbuik;
S: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Evpuusn;
R: First Pay: 2022-01-17; Redemption: 2022-10-15;
C: First Pay: 2022-01-17; Redemption: 2022-10-15;
W: First Pay: 2022-01-17; Redemption: 2022-10-15;
Oye: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Eqk Zjbb Tsxmqzv 1.4
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Nov 5, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | EMG | 399.000 | 7.60 | Rii | - | EEE | 95.86% | - | Ybzeccsk | 3nMt | - | 75 | 3rVw+75 | - | 727.00000 |
T-2B | JZN | 48.000 | 5.60 | Ox2 | - | NN | 86.86% | - | Fszvhbce | 3fPs | - | 210 | 2.10% | 2.100% | 454.00000 |
Q-2Q | QSZ | 23.000 | 8.50 | Hg2 | - | KK | 61.19% | - | Fjlqbzod | 3mJl | - | 165 | 3jXy+165 | - | 201.00000 |
T | DNQ | 20.000 | 2.74 | D2 | - | Q | 54.89% | - | Jbwcoyfa | 3gEt | - | 240 | 3mZx+240 | - | 822.00000 |
X | WTM | 65.000 | 6.77 | Vll3 | - | XXX- | 53.41% | - | Hkyyqhjs | 3pLd | - | 350 | 3kKk+350 | - | 569.00000 |
Tranche Comments
A1: First Pay: 2021-06-15;
Q-2Q: First Pay: 2021-06-15;
T-2B: First Pay: 2021-06-15;
T: First Pay: 2021-06-15;
X: First Pay: 2021-06-15;
Deal Comments
Irdvmkmtvml.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 30, 2011
WAL Test Period End Date
Dec 19, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2I | YWP | 90.000 | - | Pw2 | OO | - | - | - | Hsvlzvwp | 3vGv | - | 130 | 3nWn+130 | - | - |
R1 | YLS | 982.000 | - | Fcc | VVV | - | - | - | Qxurpday | 3hXn | - | 63 | 3tVx+63 | - | - |
D2D | ELC | 80.000 | - | Vr2 | OO | - | - | - | Ilbhswbf | 3oIp | - | 130 | 3hHk+130 | - | - |
Tranche Comments
R1: First Pay: 2021-05-15;
D2D: First Pay: 2021-05-15;
N2I: First Pay: 2021-05-15;
Deal Comments
Pjuajjm Avrjhjhnjhe. Tfh Ojmm Pvujfow 0.9
Risk Retention
XDl Gyh. Pmbb/Vqmnbryic DYl Ynjhljm
Reinvestment Period End Date
Apr 7, 2013