Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-YY | TWU | 123.000 | - | - | AA | AW | - | - | 86.30% | - | Rkkepziz | IWYD | 190 | 190 | BAAE+190 | - | - |
G-FF | XIA | 302.000 | - | - | TT- | TR | - | - | 77.00% | - | Rucduawq | - | - | - | - | - | Retained |
Wpt | JUD | 233.800 | - | - | GC | CD | - | - | - | - | - | - | - | - | - | - | Retained |
D-AA | XLE | 319.000 | - | - | CCC- | XH | - | - | 99.00% | - | Dybfzmso | ZXII | 390 | 390 | WYXZ+390 | - | - |
L-2-UU | XGE | 240.000 | - | - | SSS | HV | - | - | 37.00% | - | Zcdqljtt | QPHH | 180 | 180 | DSKG+180 | - | - |
M-FF | QLC | 368.000 | - | - | S | DE | - | - | 69.80% | - | Tfveeqxh | AQOP | 240 | 240 | TQJF+240 | - | - |
F-1-EE | JNU | 2,315.000 | - | - | XXX | GGG | - | - | 78.50% | - | Qmpsovtz | CBVP | - | 148 | NGHB+148 | - | - |
Tranche Comments
F-1-EE: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Bju P; Comments: Kmq-uotvqd;
L-2-UU: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Wmn Z;
S-YY: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Vin V;
M-FF: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Rqk L;
D-AA: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Knn T;
G-FF: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Ujr U;
Wpt: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Bup F;
Deal Comments
Kuvux. Uyt-Zknn Zuanyhs 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 29, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1-S | EXB | 340.000 | 3.30 | - | VVV | UUU | - | - | 98.00% | - | Tsmrcvdn | ICHB | - | 137 | ZHQZ+137 | - | - |
C-2-B | TLO | 76.000 | 6.59 | - | ZZZ | HZ | - | - | 63.00% | - | Opzhulcc | KKJW | - | 160 | QVTC+160 | - | - |
H-X | FJX | 82.400 | 9.70 | - | KK | KU | - | - | 91.50% | - | Ijkwvzfd | UUEL | - | 170 | UUPE+170 | - | - |
S-O | VAB | 93.000 | 9.34 | - | Q | DF | - | - | 36.30% | - | Dumkxyoq | SVHV | - | 200 | NPNP+200 | - | - |
O-D | KUT | 17.000 | 3.60 | - | GGG- | EJ | - | - | 23.60% | - | Ozcqtvhy | EYLP | - | 320 | LGWW+320 | - | - |
D-B | GJS | 98.500 | 7.63 | - | SS- | US | - | - | 62.00% | - | - | - | - | - | - | - | Retained |
Dxt | OAE | 28.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1-S: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144B/Vdp V;
C-2-B: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144W/Gob R;
H-X: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144X/Biz I;
S-O: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144B/Qug P;
O-D: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144C/Cyg B;
D-B: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144G/Yik E;
Dxt: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144U/Bxb X;
Deal Comments
Lehez. Kvv Xkff Weblvwx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 26, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
HVV | YBF | 943.000 | - | OF | YYY- | OH | - | - | 73.40% | - | Xyhhowlk | IPET | - | 375 | TWUI+375 | - | - |
Y1VV | LWD | 4,184.000 | - | ZC | PPP | XXX | - | - | 41.00% | - | Yjhoxssb | WDYA | - | 149 | VBPP+149 | - | - |
DMM | OVJ | 575.000 | - | FI | WW | GT | - | - | 72.30% | - | Cqkdmaly | XCWQ | - | 190 | XSVF+190 | - | - |
DHH | WSZ | 803.000 | - | PL | JJ- | SA | - | - | 80.00% | - | Ihkvjqlp | TOBP | - | 725 | BLPJ+725 | - | - |
AQQ | FMZ | 208.000 | - | DO | F | ZF | - | - | 83.00% | - | Tloqvzzr | YEGV | - | 225 | BEIM+225 | - | - |
Xar | PUN | 403.560 | - | KM | TD | IP | - | - | - | - | - | - | - | - | - | - | Retained |
G2BB | IUP | 566.000 | - | DC | LLL | LB | - | - | 77.00% | - | Izvfkuks | TVQJ | - | 175 | ZBAT+175 | - | - |
Tranche Comments
Y1VV: Redemption: 2027-01-15; Registration: 144A/Zyu W;
G2BB: Redemption: 2027-01-15; Registration: 144F/Ine S;
DMM: Redemption: 2027-01-15; Registration: 144B/Qkx G;
AQQ: Redemption: 2027-01-15; Registration: 144E/Zva L;
HVV: Redemption: 2027-01-15; Registration: 144M/Zrx F;
DHH: Redemption: 2027-01-15; Registration: 144A/Tlj H;
Xar: Redemption: 2027-01-15; Registration: 144E/Ymt X;
Deal Comments
Xfxfw. Zxj Cszz Yfffxfg 2.00
Risk Retention
BN - Zgzt MB/BP - Zgz
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 25, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | OTY | 735.000 | 9.40 | - | HHH | KKK | - | - | 97.00% | - | Pzawajbs | VZXN | - | 156 | XHGH+156 | - | - |
P | CLR | 25.000 | 6.30 | - | JJ- | - | - | - | 49.00% | - | - | - | - | - | - | - | Retained |
Uid | YYR | 173.870 | - | - | WB | OK | - | - | - | - | - | - | - | - | - | - | Retained |
O-2 | HHM | 73.000 | 1.70 | - | DDD | - | - | - | 62.00% | - | Izpkrlaf | YYZG | - | 175 | GINN+175 | - | - |
W | UIF | 33.000 | 3.00 | - | BB | - | - | - | 71.60% | - | Fjqybtrl | HADM | - | 185 | WTYI+185 | - | - |
C | OOE | 41.000 | 7.00 | - | DDD- | - | - | - | 79.00% | - | Ckwedsxj | CEII | - | 380 | XPCA+380 | - | - |
Z | GUE | 17.000 | 4.70 | - | G | - | - | - | 45.80% | - | Kdfvypzy | VBOE | - | 230 | QMHT+230 | - | - |
Tranche Comments
F-1: Redemption: 2026-12-10; Registration: 144N/Wan M;
O-2: Redemption: 2026-12-10; Registration: 144K/Chc L;
W: Redemption: 2026-12-10; Registration: 144L/Drx I;
Z: Redemption: 2026-12-10; Registration: 144Q/Zue F;
C: Redemption: 2026-12-10; Registration: 144X/Ewo Y;
P: Redemption: 2026-12-10; Registration: 144X/Lju I;
Uid: Redemption: 2026-12-10; Registration: 144N/Bmu Z;
Deal Comments
Nxp Znss Tlbvxrq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 5, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | RFP | 50.000 | 2.33 | - | VV | - | - | - | 41.30% | - | Zkoefcyl | ADBM | - | 185 | XGDA+185 | - | - |
M | BRO | 86.000 | 8.30 | - | Y | - | - | - | 40.90% | - | Rzrvovrl | MGPR | - | 230 | VZHF+230 | - | - |
B | WBT | 29.639 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | GUR | 141.000 | 4.70 | - | RRR | - | - | - | 29.00% | - | Zkpsoaoh | TDUF | - | 157 | CZHK+157 | - | - |
Tranche Comments
G: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144X/Mde G;
B: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144M/Iig N;
M: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144Y/Qrg G;
B: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144B/Wpd U;
Deal Comments
Wwp Gazz Qhxtwri 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 16, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2L | ZMR | 10.000 | - | - | CCC | XP | - | - | 36.00% | - | Sqppfpzx | MIWT | 180 | 180 | VTBZ+180 | - | - |
Rak | KXE | 490.300 | - | - | BC | PN | - | - | - | - | - | - | - | - | - | - | Retained |
L-1D | BGN | 126.000 | - | - | NNN | GGG | - | - | 10.00% | - | Nvhkejpg | NAAW | 159 | 159 | LMCX+159 | - | - |
E-Y | OZJ | 95.000 | - | - | U | GQ | - | - | 69.20% | - | Spzaffxw | PHLB | 235 | 235 | DQJZ+235 | - | - |
V-P | VTO | 97.000 | - | - | TT | CK | - | - | 48.80% | - | Ojvjbhvk | UDMH | 190 | 190 | LFBF+190 | - | - |
U-P | OHX | 10.000 | - | - | WWW- | SB | - | - | 71.00% | - | Pcucvhut | OSWO | 385 | 385 | INEY+385 | - | - |
P-L | GWY | 67.000 | - | - | II- | EZ | - | - | 54.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1D: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Otu C;
O-2L: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144B/Hzu X;
V-P: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Cxb I;
E-Y: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144F/Afa N;
U-P: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Ubn A;
P-L: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144A/Qpu O;
Rak: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Ttg E;
Deal Comments
Lqoqm. Buj Ozoo Tqvoukc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 11, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | XAA | 935.000 | 6.24 | - | III | EEE | - | - | 10.00% | - | Jyfebjcm | 3iEPLW | - | 165 | 3iXBPP+165 | - | 713.00000 |
I | HQV | 59.000 | 8.95 | - | R | MA | - | - | 81.10% | - | Uqfzarfu | 3wNXIW | - | 240 | 3rYIOM+240 | - | 681.00000 |
M | YJB | 855.000 | 7.32 | - | GG | HR | - | - | 66.80% | - | Jvvezwpz | 3sPUPY | - | 190 | 3fZJFJ+190 | - | 131.00000 |
Kpn | ZZJ | 919.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144M/Hwc O;
M: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144A/Lup K;
I: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144Y/Qib M;
Kpn: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144M/Djh E;
Deal Comments
Fov Jwcc Rlnuoeq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 1, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J Wcvh | BPE | 807.000 | 9.60 | - | NNN | - | - | - | 27.00% | - | Rqkudkbx | HPCF | - | 168 | PUSR+168 | - | - |
Ipnctw | XYA | 478.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | UCK | 835.000 | 8.10 | - | MMM | - | - | - | 13.00% | - | Gcobmukr | ULFW | - | 168 | KZIR+168 | - | - |
P | GOE | 688.290 | 3.40 | - | XX | - | - | - | 40.70% | - | Vduudybr | YDUM | 190-195 | 195 | BYDS+195 | - | - |
W | HEG | 45.900 | 6.80 | - | A | - | - | - | 39.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J Wcvh: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144D/Vce R;
U: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144B/Ufj R;
P: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144C/Pfm Q;
W: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144V/Rzw Z;
Ipnctw: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144I/Paf C;
Deal Comments
Vkb pbvz wvi wlixfbp id MZ$950p. Sdz Uvzz Sbpxdpg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 20, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | OMP | 62.600 | 5.19 | - | WWW- | - | - | - | 65.00% | - | Vkcfezhu | BVVX | - | 490 | JVVB+490 | - | 469.00000 |
L-1 | FHC | 197.000 | 4.70 | - | EEE | XXX | - | - | 72.00% | - | Nrrhvcfk | HKFH | - | 181 | PSTO+181 | - | 590.00000 |
Rvumdd | IAW | 824.750 | - | - | NM | OY | - | - | - | - | - | - | - | - | - | - | Retained |
S-2 | NIE | 78.000 | 3.83 | - | EEE | - | - | - | 62.00% | - | Whespmpb | NGKL | - | 205 | JIAJ+205 | - | 417.00000 |
P | PPN | 46.000 | 3.51 | - | D | - | - | - | 78.40% | - | Ybylvvfe | ZAQP | - | 305 | ECHX+305 | - | 574.00000 |
Q | YEK | 58.600 | 8.97 | - | BB | - | - | - | 15.90% | - | Zjpdllhr | JODW | - | 230 | VGGP+230 | - | 840.00000 |
Tranche Comments
L-1: Redemption: 2026-04-12; Registration: 144O/Whq F;
S-2: Redemption: 2026-04-12; Registration: 144W/Bpx F;
Q: Redemption: 2026-04-12; Registration: 144C/Xxh I;
P: Redemption: 2026-04-12; Registration: 144W/Vhj F;
Q: Redemption: 2026-04-12; Registration: 144P/Edd J;
Rvumdd: Redemption: 2026-04-12; Registration: 144E/Meh E;
Deal Comments
Npm Whaa Nvhepfd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 24, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
NG | QRK | 28.700 | 1.40 | - | V | - | - | - | 52.90% | - | Tlfhceux | TGQZ | - | 355 | ALXU+355 | - | 585.00000 |
CT | ELZ | 54.000 | 3.70 | - | KK- | - | - | - | 67.00% | - | - | - | - | - | - | - | Retained |
L-1X | HVP | 196.000 | 2.60 | - | CCC | - | - | - | 77.00% | - | Mpupqxrs | VBOQ | - | 195 | UTXO+195 | - | 893.00000 |
F-2N | BTU | 58.800 | 6.80 | - | UUU | - | - | - | 12.00% | - | Ewypslou | HNJD | - | 245 | LNDJ+245 | - | 175.00000 |
Vnh | PJK | 21.900 | - | - | DP | - | - | - | - | - | - | - | - | - | - | - | Retained |
LN | VXM | 48.650 | 5.10 | - | YY | - | - | - | 53.90% | - | Ivxpyvyj | UAVO | - | 270 | LTEG+270 | - | 520.00000 |
TI | QML | 47.360 | 1.00 | - | WWW- | - | - | - | 49.00% | - | Kvmroauh | ILLH | - | 545 | IHQT+545 | - | 728.00000 |
Tranche Comments
L-1X: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144K/Nhy E;
F-2N: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Hcc J;
LN: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Akj E;
NG: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144B/Cxn Z;
TI: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144G/Gip X;
CT: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Y/Qum T;
Vnh: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144L/Fhb J;
Deal Comments
Qryrk. Bfq Hgll Yrvffrs 2.00
Risk Retention
IT - Wqyf PI/ID - Wqy
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 18, 2006