Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | WJF | 9.600 | - | - | L- | Y- | - | - | Bskqdket | 3oYq | - | 900 | 3kUg+868 | - | 29.00000 |
U | BKI | 46.900 | - | - | CCC- | EEE- | - | - | Wmococux | 3qBj | - | 310 | 3nPm+310 | - | 244.00000 |
J | TXM | 57.000 | - | - | OOO | BBB | - | - | Wbcafyxp | 3eKq | - | 128 | 3eSi+128 | - | 172.00000 |
L | FWH | 8.100 | - | - | M | R | - | - | Gowhzrog | 3qFy | - | 235 | 3eWo+235 | - | 198.00000 |
Ohy | VXL | 14.700 | - | - | UM | NQ | - | - | - | - | - | - | - | - | Retained |
N | ESG | 88.600 | - | - | JJ | KK | - | - | Izvwuxqb | 3nZd | - | 195 | 3wKx+195 | - | 681.00000 |
S | GXJ | 9.800 | - | - | SS- | II- | - | - | Ezeoaers | 3gBz | - | 585 | 3fPe+585 | - | 612.00000 |
Tranche Comments
J: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144K/Viu V;
N: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144B/Yzd A;
L: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144D/Eur X;
U: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144M/Lpo D;
S: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Cnk L;
N: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144H/Ptf B;
Ohy: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144O/Uyt H;
Deal Comments
Wybqyx. Kbx Sjgg Qybvbql 2.00. Qay qyjg vjy xqyvkyq hbbf JAW400f yb JAW550f
Risk Retention
XI/IW - Egi
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 8, 2020
WAL Test Period End Date
Jan 27, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | YIT | 122.000 | - | - | VVV | ZZZ | - | - | Ozoferuh | 3hGx | - | 128 | 3lOs+128 | - | 729.00000 |
B | TCI | 73.000 | - | - | EEE- | VVV- | - | - | Evdadzjk | 3wGz | - | 310 | 3cKs+310 | - | 488.00000 |
U | KOY | 80.000 | - | - | GG | RR | - | - | Kpbsbrdp | 3jYw | - | 195 | 3lFt+195 | - | 882.00000 |
F | NVJ | 41.000 | - | - | A | P | - | - | Aqzyqanf | 3eJr | - | 235 | 3lFx+235 | - | 706.00000 |
Zgn | SXJ | 26.400 | - | - | DF | FG | - | - | - | - | - | - | - | - | Retained |
E | PBK | 18.000 | - | - | WW- | II- | - | - | Fupoyzzy | 3wYs | - | 585 | 3ePg+585 | - | 189.00000 |
Y | WMB | 11.000 | - | - | F- | S- | - | - | Fhvljwyg | 3rWi | - | 900 | 3dVa+868 | - | 48.00000 |
Tranche Comments
F: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144P/Ofm O;
U: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Mek V;
F: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144X/Ffy H;
B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144U/Nep O;
E: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144F/Amv C;
Y: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144H/Pdg C;
Zgn: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144M/Kxu N;
Deal Comments
Kpg Vhgg Gqnjpqt 2.00
Risk Retention
DE/EP - Vlq
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 26, 2024
WAL Test Period End Date
Mar 15, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | NVN | 84.600 | - | - | GG- | TT- | 8.80% | - | Awycepkn | 3pIc | Npy qp Vrv 600n | 625 | 3qYm+617 | - | 59.10000 |
Tdt | FPX | 45.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-2 | DFS | 90.000 | - | - | ZZ | II | 38.00% | - | Llnfz | VCL | Ydp 5.00% | - | 5.150% | 5.150% | 271.00000 |
Jyy Wpr | WTU | 7.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | CGK | 27.000 | - | - | W | B | 77.00% | - | Irfxzjpz | 3dUi | 225-235 | 230 | 3cMz+230 | - | 727.00000 |
G | FGH | 32.200 | - | - | WWW- | GGG- | 68.65% | - | Ykixzthi | 3zBz | 325-335 | 325 | 3nEp+325 | - | 820.00000 |
P-2 | JDT | 37.500 | - | - | CCC | EEE | 23.00% | - | Jjlpxywq | 3pGw | - | 160 | 3kAz+160 | - | 535.00000 |
L | ZNE | 20.200 | - | - | X- | X- | 7.95% | - | Xvovbpto | 3xJg | Irf xr Wka 900d | 925 | 3tGt+841 | - | 75.00000 |
X-1 | ZYW | 502.800 | - | - | UUU | OOO | 50.00% | - | Jjrsuetc | 3yTa | 130 | 130 | 3tCh+130 | - | 122.00000 |
P-1 | KAF | 20.700 | - | - | XX | JJ | 14.00% | - | Zomorkzz | 3jEk | 190-200 | 190 | 3fIn+190 | - | 804.00000 |
G | DUA | 63.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Redemption: 2026-04-15; Registration: 144J/Ofm B;
P-2: Redemption: 2026-04-15; Registration: 144K/Rae Y;
P-1: Redemption: 2026-04-15; Registration: 144E/Jvm Y;
L-2: Redemption: 2026-04-15; Registration: 144L/Qic O;
R: Redemption: 2026-04-15; Registration: 144C/Uaw Z;
G: Redemption: 2026-04-15; Registration: 144N/Nhi W;
H: Redemption: 2026-04-15; Registration: 144G/Kmf U;
L: Redemption: 2026-04-15; Registration: 144F/Mfp X;
Tdt: Redemption: 2026-04-15; Registration: 144U/Tzr Y;
Jyy Wpr: Redemption: 2026-04-15; Registration: 144B/Edh Z;
G: Redemption: 2026-04-15; Registration: 144D/Dcb N;
Deal Comments
Tyxyy. Veb Tfqq Jygyeoz 1.50
Reinvestment Period (YRS)
4.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | VIO | 4.000 | - | - | G- | Y- | 2.80% | - | - | - | - | - | - | - | Retained |
W | KJH | 83.400 | - | - | CC | EE | 59.10% | - | Ykxphovs | 3vSt | - | 300 | 3aPg+300 | - | 184.00000 |
J | FTM | 415.000 | - | - | DDD | QQQ | 32.00% | - | Nvssdeyd | 3sZv | - | 175 | 3cRy+175 | - | 532.00000 |
Bhi | CLF | 43.100 | - | - | XQ | XQ | - | - | - | - | - | - | - | - | Retained |
R | YQT | 69.000 | - | - | III- | EEE- | 60.00% | - | Afxxvcbz | 3xQy | - | 585 | 3zQt+585 | - | 189.00000 |
D | KLJ | 73.500 | - | - | EE- | EE- | 69.20% | - | Hudhssem | 3kQp | - | 840 | 3mFl+720 | - | 26.50000 |
O | NXO | 87.500 | - | - | M | Q | 63.00% | - | Gxzjmrlq | 3yYr | - | 390 | 3kKj+390 | - | 522.00000 |
Tranche Comments
J: Redemption: 2024-04-15; Registration: 144Y/Toa M;
W: Redemption: 2024-04-15; Registration: 144D/Clw O;
O: Redemption: 2024-04-15; Registration: 144U/Lfc R;
R: Redemption: 2024-04-15; Registration: 144O/Uaf O;
D: Redemption: 2024-04-15; Registration: 144A/Rcc X;
N: Redemption: 2024-04-15; Registration: 144Y/Upe U;
Bhi: Redemption: 2024-04-15; Registration: 144H/Iyy R;
Deal Comments
Ssl Amzz Mjqlstn 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Kmt | QUL | 22.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2 | MVK | 9.000 | - | - | OO | CC | 21.50% | - | Qtrmf | XEG | - | - | 2.000% | 2.000% | 648.00000 |
U | SXO | 83.100 | - | - | V- | E- | 7.20% | - | Oqrphvnu | 3oYl | - | 920 | 3vFp+875 | - | 44.00000 |
B-1 | OQK | 32.600 | - | - | KK | NN | 56.80% | - | Jqwpbpbb | 3lHh | - | 175 | 3xZx+175 | - | 253.00000 |
T | FJK | 63.800 | - | - | E | W | 98.00% | - | Qefdtexj | 3zHi | - | 220 | 3xXy+220 | - | 925.00000 |
A | ZVF | 77.400 | - | - | DDD | OOO- | 76.80% | - | Ofqcorij | 3vAe | - | 310 | 3iCe+310 | - | 285.00000 |
M | FYJ | 21.700 | - | - | EE- | EE- | 4.60% | - | Dwdfurtt | 3sOl | - | 630 | 3zAe+616 | - | 30.00000 |
J | IST | 762.400 | - | - | MMM | JJJ | 65.00% | - | Aeukmuot | 3qBm | - | 97 | 3oLk+97 | - | 324.00000 |
Tranche Comments
J: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144N/Uub Q;
B-1: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144M/Iut F;
X-2: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144J/Uoy L;
T: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144H/Wba X;
A: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144V/Fxz A;
M: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144N/Pxu W;
U: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144N/Acm V;
Kmt: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144C/Itz M;
Deal Comments
Gfxfe. Leb Yepp Rffmefh 1.5
Reinvestment Period (YRS)
2.8
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | FDK | 47.630 | - | - | FFF | RRR- | - | - | Zwkzltdl | 3lYn | - | 310 | 3rOh+310 | - | 957.00000 |
K | WPO | 95.000 | - | - | XX- | II- | - | - | Sffsivib | 3bAc | - | 610 | 3bTd+581 | - | 58.00000 |
G-1 | PVN | 45.000 | - | - | OO | VV | - | - | Tqkmalyh | 3yNt | - | 175 | 3gDz+175 | - | 724.00000 |
D-2 | QIZ | 74.000 | - | - | PP | AA | - | - | Zairs | - | - | - | 2.100% | 2.100% | 895.00000 |
Lwc | QTW | 29.300 | - | - | DW | WL | - | - | - | - | - | - | - | - | Retained |
O | FMA | 733.000 | - | - | NNN | PPP | - | - | Axpvyrqm | 3mIu | - | 104 | 3sRs+104 | - | 212.00000 |
Y | SLM | 22.000 | - | - | Y | U | - | - | Cxofebyl | 3fKm | - | 215 | 3nOy+215 | - | 542.00000 |
X | HHP | 93.900 | - | - | S- | J- | - | - | Sekwzitl | 3tFj | - | 900 | 3fPn+853 | - | 69.00000 |
Y | VEA | 2.690 | - | - | BS | AY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Redemption: 2023-09-14;
G-1: Redemption: 2023-09-14;
D-2: Redemption: 2023-09-14;
Y: Redemption: 2023-09-14;
L: Redemption: 2023-09-14;
K: Redemption: 2023-09-14;
X: Redemption: 2023-09-14;
Y: Redemption: 2023-09-14;
Lwc: Redemption: 2023-09-14;
Deal Comments
Eao Jjuu Inaoapk 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 18, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | LXZ | 41.000 | - | Zt3 | - | SS- | - | - | Kjcouvmq | 3jJz | - | 615 | 3zAx+602 | - | 89.00000 |
B | NTZ | 89.000 | - | J3 | - | U- | - | - | Yrorxuyr | 3pBm | - | 925 | 3rJw+857 | - | 81.30000 |
Hhb | APQ | 12.290 | - | WR | - | KI | - | - | - | - | - | - | - | - | Retained |
J | PGF | 15.000 | - | L2 | - | A | - | - | Ubpqbfwj | 3sYb | - | 215 | 3sRy+215 | - | 380.00000 |
W-1 | IMY | 70.000 | - | Up2 | - | SS | - | - | Gzzsmxrh | 3dKg | - | 167 | 3dBg+167 | - | 276.00000 |
H | SXW | 64.000 | - | Cee3 | - | OOO- | - | - | Urhpwzdh | 3iYu | - | 320 | 3xFv+320 | - | 111.00000 |
I-2 | OST | 56.000 | - | Ch2 | - | MM | - | - | Mvnvd | - | - | - | 1.950% | 1.950% | 760.00000 |
O | KBY | 968.000 | - | Uyy | - | WWW | - | - | Xkvpkbfl | 3gCu | - | 96 | 3zQr+96 | - | 752.00000 |
Tranche Comments
O: First Pay: 2021-10-15; Redemption: 2023-01-15;
W-1: First Pay: 2021-10-15; Redemption: 2023-01-15;
I-2: First Pay: 2021-10-15; Redemption: 2023-01-15;
J: First Pay: 2021-10-15; Redemption: 2023-01-15;
H: First Pay: 2021-10-15; Redemption: 2023-01-15;
W: First Pay: 2021-10-15; Redemption: 2023-01-15;
B: First Pay: 2021-10-15; Redemption: 2023-01-15;
Hhb: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Eqyqb. Rce Guzz Sqklcen 1.5
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Feb 7, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J2 | QVC | 8.000 | 4.70 | - | UU | GG | 89.00% | - | Gzvjg | - | - | - | 2.15% | - | - |
D | FZM | 7.900 | 4.00 | - | M- | L- | 6.20% | - | Ucdpzmes | 3nUi | - | 960 | 3vDz+853 | - | 39.00000 |
L | HVW | 218.000 | 9.40 | - | QQQ | WWW | 32.00% | - | Evwauixi | 3sFv | - | 115 | 3cZv+115 | - | 924.00000 |
Uuzuav | BUF | 68.900 | - | - | - | - | - | - | - | - | - | - | - | - | - |
I | XDV | 25.500 | 9.80 | - | C | M | 35.80% | - | Vptxuyft | 3wCg | - | 270 | 3sUx+270 | - | 959.00000 |
C | EZB | 4.000 | 7.60 | - | RRR | OOO | - | - | Klevfmlt | 3lZh | - | 50 | 3iOz+50 | - | 815.00000 |
V | TWS | 75.800 | 5.00 | - | YYY- | DDD | 95.20% | - | Ckjbapes | 3sYw | - | 425 | 3mGh+425 | - | 979.00000 |
V1 | TBG | 56.400 | 2.20 | - | OO | MM | 69.00% | - | Ibwflmvr | 3mDd | - | 195 | 3xKo+195 | - | 661.00000 |
F | MIU | 27.200 | 4.40 | - | CC- | ZZ- | 35.00% | - | Qcpbrjtg | 3qOb | - | 725 | 3bHj+665 | - | 23.40000 |
Tranche Comments
C: First Pay: 2021-07-15; Redemption: 2021-12-02;
L: First Pay: 2021-07-15; Redemption: 2021-12-02;
V1: First Pay: 2021-07-15; Redemption: 2021-12-02;
J2: First Pay: 2021-07-15; Redemption: 2021-12-02;
I: First Pay: 2021-07-15; Redemption: 2021-12-02;
V: First Pay: 2021-07-15; Redemption: 2021-12-02;
F: First Pay: 2021-07-15; Redemption: 2021-12-02;
D: First Pay: 2021-07-15; Redemption: 2021-12-02;
Uuzuav: First Pay: 2021-07-15; Redemption: 2021-12-02;
Deal Comments
Vog-Togg Dpgcozf 1.00
Risk Retention
Qfa Htxtzas rxwaxcq we iecrta jrwf GX Erqw Eawaxwrex sstaq ert t easwritt qwsrr tq Rsrzrxtwes
Pricing Speed
20% CSZ / 0 CYZ
Reinvestment Period (YRS)
9.7
Reinvestment Period End Date
Oct 7, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | XTO | 64.000 | - | - | ZZ | FF | - | - | Xzfxv | - | - | - | - | - | - |
Jsf | ZNL | 71.710 | - | - | JV | PQ | - | - | - | - | - | - | - | - | - |
M | XJB | 75.000 | - | - | TTT | FFF- | - | - | Xbbsccqt | 3qRd | 300-315 | 315 | 3fEq+315 | - | - |
L | IUD | 98.000 | - | - | ZZ- | KK- | - | - | Zexlqmcp | 3hBx | 560-575 | 550 | 3xGr+509 | - | - |
Y-1 | MKQ | 71.500 | - | - | II | OO | - | - | Ocrfkewm | 3jPm | 155-165 | 165 | 3qIk+165 | - | - |
F | BXA | 711.000 | - | - | HHH | QQQ | - | - | Tzjppfsf | 3aKl | 92 | 92 | 3fIi+92 | - | - |
G | MBJ | 7.500 | - | - | AAA | BBB | - | - | Hxofzcjd | 3bAo | 35-40 | 35 | 3pVk+35 | - | - |
U | TGB | 6.000 | - | - | D- | T- | - | - | Zyelcevk | 3lSf | - | 850 | 3yIg+790 | - | - |
B | QBL | 28.000 | - | - | K | N | - | - | Eqdxtcuq | 3vVv | 200-210 | 210 | 3mNd+210 | - | - |
Tranche Comments
G: Redemption: 2022-01-15;
F: First Pay: 2020-10-15; Redemption: 2022-01-15;
Y-1: First Pay: 2020-10-15; Redemption: 2022-01-15;
P-2: First Pay: 2020-10-15; Redemption: 2022-01-15;
B: First Pay: 2020-10-15; Redemption: 2022-01-15;
M: First Pay: 2020-10-15; Redemption: 2022-01-15;
L: First Pay: 2020-10-15; Redemption: 2022-01-15;
U: First Pay: 2020-10-15; Redemption: 2022-01-15;
Jsf: First Pay: 2020-10-15; Redemption: 2022-01-15;
Deal Comments
Efq-Lzuu Rpcifsl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 28, 2005