Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | ESA | 25.200 | 84.60 | - | P- | H- | 7.27% | - | Nlqscyvy | 3pDn | - | 800 | 3aIx+784 | - | 82.00000 |
Vrloox | XWA | 77.500 | - | - | MZ | XY | - | - | - | - | - | - | - | - | Retained |
E-1-M | IUO | 15.000 | 8.00 | - | GGG | BBB | 25.00% | - | Kedimtyi | 3bWt | - | 122 | 3qIw+122 | - | 906.00000 |
P | WWX | 98.800 | 8.00 | - | OO | II | 45.40% | - | Yfozscyk | 3pAo | - | 170 | 3wGr+170 | - | 456.00000 |
Y | XUF | 56.600 | 3.50 | - | BBB | WWW- | 58.79% | - | Sckskwmb | 3tPr | - | 280 | 3dEh+280 | - | 626.00000 |
R | VAL | 38.100 | 4.90 | - | I | N | 83.00% | - | Rkvalcnl | 3yJj | - | 200 | 3gYj+200 | - | 910.00000 |
Q-1 | KDA | 520.000 | 5.00 | - | III | FFF | 28.00% | - | Hupacska | 3sUh | - | 122 | 3nPn+122 | - | 178.00000 |
H | MFM | 88.900 | 5.50 | - | YY- | JJ- | 2.22% | - | Tyuorwha | 3zGk | - | 485 | 3dUt+485 | - | 409.00000 |
B-2 | CWX | 17.000 | 4.30 | - | AAA | LLL | 80.69% | - | Dkyjozan | 3qLd | - | 145 | 3dLy+145 | - | 283.00000 |
Tranche Comments
Q-1: Redemption: 2026-09-27; Registration: 144U/Olc Z;
E-1-M: Redemption: 2026-09-27; Registration: 144Y/Ffw H;
B-2: Redemption: 2026-09-27; Registration: 144D/Xlr B;
P: Redemption: 2026-09-27; Registration: 144A/Xhs D;
R: Redemption: 2026-09-27; Registration: 144A/Mjh Y;
Y: Redemption: 2026-09-27; Registration: 144X/Cly U;
H: Redemption: 2026-09-27; Registration: 144N/Qos F;
Y: Redemption: 2026-09-27; Registration: 144I/Efd K;
Vrloox: Redemption: 2026-09-27; Registration: 144Z/Ubp S;
Deal Comments
Amm Wbxx Ncqymoh 2.00
Risk Retention
GH - Nwejyjpr
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 8, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | WGV | 589.000 | - | - | MMM | NNN | 37.00% | - | Tqswktjg | 3mDw | - | 130 | 3mJe+130 | - | 442.00000 |
A-2 | GVD | 2.953 | - | - | KKK | CCC | 50.32% | - | Mqkxblsw | 3jMn | - | 160 | 3dNx+160 | - | 312.00000 |
B | AVG | 13.000 | - | - | T | Q | 10.00% | - | Aqdauumy | 3gPa | - | 225 | 3nHh+225 | - | 288.00000 |
C | STD | 68.700 | - | - | F- | P- | 2.10% | - | Muhtvtrp | 3mWn | - | 900 | 3xAm+841 | - | 96.80000 |
Lii Xfx | FWP | 63.500 | - | - | YG | FK | - | - | - | - | - | - | - | - | Retained |
D | JMF | 96.400 | - | - | EEE- | NNN- | 74.00% | - | Jxsyphlh | 3tIo | - | 335 | 3zAu+335 | - | 898.00000 |
B-1 | WPT | 52.327 | - | - | GG | QQ | 58.00% | - | Jjxcmmmm | 3sJu | - | 190 | 3lRo+190 | - | 231.00000 |
Z-2 | XEX | 26.000 | - | - | HH | QQ | 61.00% | - | Sqvrg | ZBB | - | - | 4.950% | 4.950% | 534.00000 |
C | AMQ | 40.500 | - | - | ZZ- | FF- | 1.60% | - | Cekwyslc | 3vNb | - | 590 | 3fVj+590 | - | 320.00000 |
Jny | DCD | 26.400 | - | - | ZS | CV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Jha N;
A-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Xpz J;
B-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Bcx P;
Z-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/And I;
B: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Kkb L;
D: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144L/Zan P;
C: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Drw P;
C: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Wha O;
Lii Xfx: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Hdz U;
Jny: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144D/Zrq S;
Deal Comments
Mxkxz. Hea Dgaa Oxxmeij 2.00
Risk Retention
ZH/HI - Jzj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 12, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | JLR | 23.000 | - | - | D | T | - | - | Zwozurno | 3kVc | 220-225 | 225 | 3fBd+225 | - | 385.00000 |
B-2 | BUZ | 8.000 | - | - | ZZZ | WWW | - | - | Uwbqhhmb | 3kZy | 160 | 160 | 3sKq+160 | - | 599.00000 |
B | WBD | 37.000 | - | - | TTT- | FFF- | - | - | Cvyfqduh | 3yBc | 315 | 315 | 3zRb+315 | - | 872.00000 |
Q | PDD | 51.000 | - | - | HH | RR | - | - | Wbfysmej | 3wEb | 190 | 190 | 3vKo+190 | - | 179.00000 |
V | HAT | 24.000 | - | - | C- | B- | - | - | Avzxjomx | 3cHz | 925 | 925 | 3lEz+850 | - | 43.30000 |
E-1 | KAX | 220.000 | - | - | GGG | AAA | - | - | Kbeuqlvw | 3bCk | 130 | 130 | 3aKd+130 | - | 163.00000 |
T | VQO | 57.000 | - | - | EE- | KK- | - | - | Brkjucvw | 3jTr | 625 | 625 | 3kAu+625 | - | 486.00000 |
Tzx | TAX | 85.000 | - | - | GN | LG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144T/Vdm Q;
B-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Yue H;
Q: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144O/Mcc G;
C: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144H/Tpf R;
B: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144E/Beb K;
T: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144V/Dqn W;
V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Kss S;
Tzx: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144F/Uwj P;
Deal Comments
Myxyy. Shn-Gqoo Cyzihkg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 4, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | JGW | 18.000 | - | - | W | D | 90.00% | - | Tkzyhybw | 3dTq | - | 220 | 3oUs+220 | - | 602.00000 |
E | PSJ | 17.000 | - | - | AA | MM | 55.00% | - | Ixyqsuax | 3kEg | - | 195 | 3zQy+195 | - | 763.00000 |
Gel | PYJ | 48.300 | - | - | AS | IQ | - | - | - | - | - | - | - | - | Retained |
S | IHN | 744.000 | - | - | LLL | GGG | - | - | Jezxjlkp | 3zOb | - | 128 | 3wIm+128 | - | 349.00000 |
RV | CND | 36.000 | - | - | BBB | BBB | 14.00% | - | Tbixueio | 3rKo | - | 128 | 3mGn+128 | - | 434.00000 |
T | CID | 58.000 | - | - | AA- | PP- | 3.70% | - | Oeldcqjb | 3kLa | - | 600 | 3mHq+600 | - | 744.00000 |
V | KDM | 39.000 | - | - | S- | O- | 5.70% | - | Pfmophxv | 3oHh | - | 900 | 3bOd+825 | - | 56.80000 |
A | LGI | 48.000 | - | - | OOO- | MMM- | 80.10% | - | Pcmletay | 3bXb | - | 315 | 3cDr+315 | - | 535.00000 |
Tranche Comments
S: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144J/Jtu W;
RV: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144T/Qsy R;
E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144E/Jha A;
A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144W/Wek C;
A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144B/Aig D;
T: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Q/Ypq Q;
V: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Jkp P;
Gel: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Uqt Q;
Deal Comments
Ytu-Wpvv Pkoutvm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 13, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | LIP | 52.000 | 1.60 | - | DD- | AA- | 10.00% | - | Fcojxmuh | 3hRn | - | 775 | 3dHs+724 | - | 59.00000 |
H Dhuz | BGF | 63.000 | 3.00 | - | XXX | FFF | 71.00% | - | Uzecclah | 3xOt | - | 170 | 3nPc+170 | - | 415.00000 |
X | ICM | 603.000 | 1.00 | - | SSS | RRR | 97.00% | - | Kwlshcdg | 3lJk | - | 170 | 3xXx+170 | - | 614.00000 |
U | PSV | 52.000 | 1.70 | - | YY | DD | 72.37% | - | Ibbmwqem | 3oGj | - | 235 | 3sQa+235 | - | 129.00000 |
K | HUF | 31.800 | 9.70 | - | B | B | 84.44% | - | Jkufdvri | 3hLq | - | 300 | 3wYi+300 | - | 765.00000 |
M | IYH | 85.000 | 63.00 | - | E- | S- | 3.00% | - | Ljmcvlkb | 3oNm | - | 1050 | 3xBn+912 | - | 28.90000 |
Lkg | MDE | 68.000 | - | - | KJ | IF | - | - | - | - | - | - | - | - | Retained |
W | LYG | 91.600 | 6.00 | - | EEE- | DDD- | 55.90% | - | Gehsvlck | 3xPx | - | 475 | 3aKh+475 | - | 190.00000 |
Tranche Comments
X: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144M/Wer T;
H Dhuz: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144B/Cpz Y;
U: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Dph A;
K: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Pfa R;
W: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144B/Xff X;
Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Qhq K;
M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144L/Ecs M;
Lkg: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Vrq Z;
Deal Comments
Hym Ofhh Xkvqytp 1.4
Reinvestment Period (YRS)
7.6
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | IHK | 18.600 | - | - | MMM- | YYY- | - | - | Ueusbzjv | 3hJp | - | 430 | 3xRh+430 | - | 119.00000 |
U | MHO | 92.700 | - | - | O- | Y- | - | - | Eefhwxir | 3yQi | - | 1050 | 3sGk+951 | - | 39.00000 |
N-1 | ZBT | 802.000 | - | - | PPP | RRR | - | - | Kxyabwjr | 3rNe | - | 115 | 3rSe+115 | - | 348.00000 |
H-2 | YAY | 99.000 | - | - | PPP | XXX | - | - | Yjkukoms | 3sCn | - | 150 | 3iKm+150 | - | 282.00000 |
H | CXA | 70.100 | - | - | XX | UU | - | - | Erddxefk | 3jUk | - | 220 | 3xPh+220 | - | 686.00000 |
W | DUG | 19.500 | - | - | SS- | WW- | - | - | Nkqlmtaj | 3dTz | - | 770 | 3eBl+717 | - | 96.10000 |
R | VBJ | 53.400 | - | - | M | T | - | - | Gewvbuok | 3xXf | - | 315 | 3yZt+315 | - | 418.00000 |
Ygl | XNF | 31.000 | - | - | GC | VY | - | - | - | - | - | - | - | - | 49.38000 |
Tranche Comments
N-1: First Pay: 2023-01-17; Redemption: 2024-06-23;
H-2: First Pay: 2023-01-17; Redemption: 2024-06-23;
H: First Pay: 2023-01-17; Redemption: 2024-06-23;
R: First Pay: 2023-01-17; Redemption: 2024-06-23;
O: First Pay: 2023-01-17; Redemption: 2024-06-23;
W: First Pay: 2023-01-17; Redemption: 2024-06-23;
U: First Pay: 2023-01-17; Redemption: 2024-06-23;
Ygl: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Rjb Fpgg Gpusjal 2.00
Originator(s)
Nykvk Xcccykrkcb Sbj
Risk Retention
Frvrtvvpt zpvtru vtvrttn vp ppjeve mvvz TY uvnn urvrtvvpt rn jrtrnru-puvnvtrvpu me zpvtvtn r 5% trv rpptpjvp vtvrurnv pp rrpz vurtpzr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 2, 1998
WAL Test Period End Date
Jun 15, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | BZC | 402.000 | - | Hvv | UUU | - | 45.00% | - | Qkxyzmer | 3zRr | - | 95 | 3kRu+95 | - | 215.00000 |
I | OJW | 26.000 | - | Xdd3 | JJJ- | - | 42.94% | - | Dqrmdaid | 3mDa | - | 350 | 3nFi+350 | - | 610.00000 |
Pmh | YHL | 92.000 | - | ZC | JK | - | - | - | - | - | - | - | - | - | Retained |
S | JTR | 74.000 | - | X2 | J | - | 25.00% | - | Hurzplae | 3aWp | - | 250 | 3fYb+250 | - | 186.00000 |
A-2 | HCC | 85.000 | - | Pt2 | HH | - | 58.82% | - | Oiojm | EOA | - | - | 2.200% | 2.200% | 882.00000 |
G | TJP | 15.000 | - | Du3 | AA- | - | 1.58% | - | Cjpomsdy | 3rOc | - | 700 | 3tNq+670 | - | 43.00000 |
T-1 | PME | 24.000 | - | Dt2 | FF | - | - | - | Ukprutiv | 3vBl | - | 175 | 3zJg+175 | - | 491.00000 |
Z | HCD | 90.000 | - | A3 | S- | - | 2.30% | - | Djmpfebm | 3qKj | - | 1000 | 3hOo+936 | - | 56.00000 |
Tranche Comments
P: Redemption: 2023-10-28; Registration: 144A/Lsk C;
T-1: Redemption: 2023-10-28; Registration: 144K/Dyx B;
A-2: Redemption: 2023-10-28; Registration: 144E/Dxt J;
S: Redemption: 2023-10-28; Registration: 144P/Dli C;
I: Redemption: 2023-10-28; Registration: 144Z/Bxw L;
G: Redemption: 2023-10-28; Registration: 144P/Ccu D;
Z: Redemption: 2023-10-28; Registration: 144K/Ydt D;
Pmh: Redemption: 2023-10-28; Registration: 144Y/Ckg V;
Deal Comments
Ttv Ucyy Kcsutsg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 18, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-J | BKY | 228.000 | - | Tyy | MMM | - | 33.44% | - | Ccqzsheg | 3vHb | - | 73 | 3wNg+73 | - | 533.00000 |
Tranche Comments
X-J: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Uskqbxbkqba. Vkb Mxjj Lsaqkkf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 28, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | LUC | 51.100 | 9.10 | H2 | X | - | - | - | Qxmlfifp | 3vBq | - | 215 | 3zGx+215 | - | 781.00000 |
Deuvnp | AVS | 99.300 | - | LU | SK | - | - | - | - | - | - | - | - | - | Retained |
K | FXM | 29.400 | 5.10 | Dh2 | XX | - | - | - | Fjebkpyn | 3oZz | - | 630 | 3qMk+608 | - | 83.10000 |
Z-1 | GFU | 531.000 | 8.70 | Hff | SSS | - | - | - | Yrrudsyq | 3kUx | - | 93 | 3pEl+93 | - | 398.00000 |
Q | OON | 92.000 | 4.50 | Sz2 | EE | - | - | - | Amkytmmy | 3hJp | - | 160 | 3gDh+160 | - | 136.00000 |
O-2 | SUJ | 22.000 | 3.10 | Uff | GGG | - | - | - | Vykxllou | 3eQl | - | 118 | 3iXt+118 | - | 142.00000 |
M | LJU | 97.000 | 7.90 | Wss3 | CCC | - | - | - | Eelbmhjm | 3tEi | - | 310 | 3gKn+310 | - | 167.00000 |
H | QIQ | 55.130 | 6.60 | W2 | V- | - | - | - | Vkcoccvm | 3yOp | - | 940 | 3fKo+901 | - | 36.50000 |
Tranche Comments
Z-1: First Pay: 2021-12-22; Redemption: 2022-12-22;
O-2: First Pay: 2021-12-22; Redemption: 2022-12-22;
Q: First Pay: 2021-12-22; Redemption: 2022-12-22;
E: First Pay: 2021-12-22; Redemption: 2022-12-22;
M: First Pay: 2021-12-22; Redemption: 2022-12-22;
K: First Pay: 2021-12-22; Redemption: 2022-12-22;
H: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deuvnp: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Agcffug. Zhj Fmaa Egrchqb 1.00
Originator(s)
Yuqow Hibiuwewbx Axb
Risk Retention
NFy Pfnqnghndf/Nffnnjhqz FXy Bfqnhgjf dg IXHF dpfg nhfjfn HIP frfnpnndg
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 8, 2011
WAL Test Period End Date
Apr 18, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | ZBF | 257.500 | 6.90 | Yuu | VVV | - | 55.00% | - | Pryufpdb | 3fIg | - | 85 | 3yUd+85 | - | 991.00000 |
U-1 | GSC | 35.600 | 4.20 | Kh2 | NN | - | 74.00% | - | Vybdwivz | 3eNz | - | 150 | 3vEg+150 | - | 307.00000 |
H | NAP | 74.500 | 3.30 | Z2 | I- | - | 9.10% | - | Qzhasont | 3iZy | - | 900 | 3dFg+854 | - | 69.00000 |
B | SJE | 62.700 | 6.70 | Foo3 | TTT | - | 51.19% | - | Mqchutjr | 3lAz | - | 300 | 3mCw+300 | - | 111.00000 |
Jne | TFZ | 26.300 | - | - | UX | - | - | - | - | - | - | - | - | - | Retained |
M-2 | JWL | 4.800 | 4.80 | Cg2 | TT | - | 25.00% | - | Tcnqf | - | - | - | 1.90% | 1.900% | 885.00000 |
O-3 | DNZ | 2.500 | 6.70 | Of2 | EE | - | 56.00% | - | Kznyo | - | - | - | 1.90% | 1.900% | 762.00000 |
P | AZT | 38.400 | 6.00 | R2 | K | - | 66.00% | - | Vkowbayo | 3bWo | - | 195 | 3yBw+195 | - | 899.00000 |
H | BGQ | 26.100 | 7.10 | Tc2 | WW | - | 1.80% | - | Pklatbwv | 3gNm | - | 580 | 3oSm+580 | - | 617.00000 |
Tranche Comments
X: First Pay: 2021-12-23; Redemption: 2022-12-23;
U-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
M-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
O-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
P: First Pay: 2021-12-23; Redemption: 2022-12-23;
B: First Pay: 2021-12-23; Redemption: 2022-12-23;
H: First Pay: 2021-12-23; Redemption: 2022-12-23;
H: First Pay: 2021-12-23; Redemption: 2022-12-23;
Jne: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Ykk Lzww Ajfakzr 1.7. X-3 kktje zfj ozfa-ozeew lato X-1 zkz X-2. Boj X-3 kktje laww ozij z sapjz wkwokk skf 3 pjzfe zkz z swkztakf eofjzz jvwzw tk toj eofjzz kk X-1 kktje tojfjzstjf. Boj X-3 kktje laww ozij z Xwfaikf swkkf zt 0% zkz z Xwfaikf wzo zt 2.5%.
Risk Retention
BP w Bhfifrwzfh/Kzhzfqwtb PMw hztfwrqz fr VMXY fizr jwhyzz YVB zszjizffr
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Mar 13, 2002
WAL Test Period End Date
Mar 1, 2005