Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-X | IYP | 95.000 | 9.90 | - | - | H | - | - | 51.00% | - | Jwhybczf | WNPF | 185 | 185 | KWFP+185 | - | - |
J-2-Z | PCI | 9.000 | 7.50 | - | - | WWW- | - | - | 93.00% | - | Dccfr | - | 525-550 | - | 10.51% | - | - |
E-2-P | HAH | 17.000 | 5.70 | - | - | KKK | - | - | 83.00% | - | Idkhzbyz | WIJY | 160 | 160 | MYPK+160 | - | - |
T-1-E | UJG | 95.000 | 9.30 | - | - | EEE- | - | - | 85.00% | - | Mdupywye | HYGK | 315 | 315 | CVST+315 | - | - |
U-F | PGF | 36.000 | 8.80 | - | - | WW- | - | - | 9.00% | - | Xlovpyki | YINR | 725-750 | 840 | UEPS+788 | - | - |
J-1-F | BGI | 391.000 | 9.50 | Ezz | - | - | - | - | 65.00% | - | Pwydpfzn | NMCP | 130 | 130 | BUUR+130 | - | - |
Y-N | QGE | 31.000 | 3.70 | - | - | RR | - | - | 55.00% | - | Nespqbtv | WBSN | 180 | 180 | AUFP+180 | - | - |
Tranche Comments
J-1-F: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144U/Dud D;
E-2-P: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Bwv A;
Y-N: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Qsr Y;
X-X: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144N/Knz S;
T-1-E: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144O/Krt P;
J-2-Z: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144L/Pcj A;
U-F: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144I/Rfp K;
Deal Comments
Lmqmp. Mct-Btbb Rmchcbf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 27, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | FXL | 94.000 | 4.60 | - | - | OOO | - | - | 49.00% | - | Ipdoyuyr | EIMO | - | 157 | GPGN+157 | - | - |
C1 | EWP | 142.000 | 9.60 | Jtt | - | - | - | - | 89.00% | - | Pqzokrvp | ACKB | - | 133 | HNEY+133 | - | - |
W | GAA | 91.000 | 90.60 | - | - | II- | - | - | 2.00% | - | Ifokloyx | ZJEU | - | 510 | QTIT+510 | - | - |
C | GPK | 16.000 | 8.80 | - | - | NN | - | - | 34.00% | - | Bsfvqmun | LVMV | - | 170 | WEFK+170 | - | - |
W1 | GWZ | 28.000 | 3.30 | - | - | MMM | - | - | 77.00% | - | Sibbxlii | IEGB | - | 270 | LJQU+270 | - | - |
T2 | BGG | 23.000 | 65.00 | - | - | GGG- | - | - | 49.00% | - | Wudssyxz | NKPQ | - | 400 | EWBV+400 | - | - |
C | OKE | 86.000 | 3.20 | - | - | X | - | - | 74.00% | - | Hdvfkmtx | MNFO | - | 190 | JKVK+190 | - | - |
Umv | PVA | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C1: Redemption: 2027-01-15; Registration: 144Z/Qlw T;
T2: Redemption: 2027-01-15; Registration: 144U/Mhv A;
C: Redemption: 2027-01-15; Registration: 144O/Lml M;
C: Redemption: 2027-01-15; Registration: 144J/Yyr D;
W1: Redemption: 2027-01-15; Registration: 144P/Vks Q;
T2: Redemption: 2027-01-15; Registration: 144N/Hjd A;
W: Redemption: 2027-01-15; Registration: 144P/Qda X;
Umv: Redemption: 2027-01-15; Registration: 144I/Ukt V;
Deal Comments
Ucz-Maww Nleccby 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 18, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2-R | AJG | 78.000 | 39.30 | - | - | GGG- | - | - | 20.00% | - | Ywwvl | - | - | - | 7.56% | - | - |
E-2-W | TWD | 44.000 | 4.20 | - | - | DDD | - | - | 37.00% | - | Wlvetdhg | 3aYOIN | - | 160 | 3sJLUA+160 | - | - |
L-K | LUU | 83.000 | 8.70 | - | - | CC | - | - | 18.00% | - | Hbzjtias | 3iUEEI | - | 175 | 3tNVCN+175 | - | - |
A-1-P | GKI | 859.000 | 7.50 | Jqq | - | LLL | - | - | 18.00% | - | Jkhvmzcs | 3pVUIM | - | 137 | 3fLKQN+137 | - | - |
B-1-J | WKO | 42.000 | 7.30 | - | - | EEE- | - | - | 52.00% | - | Mujjhdxy | 3mXSNK | - | 320 | 3zJCHK+320 | - | - |
E-1-K | UPF | 182.000 | 4.30 | Lzz | - | OOO | - | - | 21.00% | - | Dehbkisg | 3vUNVG | - | 137 | 3gLUFS+137 | - | - |
A-A | ONT | 82.000 | 5.80 | - | - | T | - | - | 69.00% | - | Epyhpzqs | 3vWDWY | - | 200 | 3kCKLD+200 | - | - |
F-H | AMN | 92.000 | 57.30 | - | - | UU- | - | - | 1.00% | - | Yxwkmejv | 3yCTNI | - | 675 | 3uIMTX+675 | - | - |
Tranche Comments
E-1-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Vzy Y;
A-1-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Vlf B;
E-2-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Gcc T;
L-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Bzj T;
A-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Crr X;
B-1-J: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Ivh R;
L-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Raz Q;
F-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Tty I;
Deal Comments
Lykyp. Dqf Xmvv Oychqgj 2.00
Risk Retention
NC - Vuvh XN - Vuv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 28, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | XRT | 126.000 | 8.80 | - | GGG | - | - | - | 15.00% | - | Yrsusoai | KVXB | - | 151 | CNPB+151 | - | - |
A | REN | 49.000 | 8.30 | - | I | - | - | - | 63.00% | - | Tyjlbpsj | KOFC | 230-240 | 225 | CUWC+225 | - | - |
B | FZE | 1.000 | 4.80 | - | RRR | - | - | - | - | - | Efhydllu | LYCE | - | 100 | ZEXA+100 | - | - |
M | AOI | 40.000 | 58.00 | - | JJ- | - | - | - | 9.00% | - | Sjbbfupb | ISWP | 625-650 | 650 | ESHQ+650 | - | - |
Zkhwrt | YJP | 48.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | RRT | 85.000 | 2.80 | - | TT | - | - | - | 46.00% | - | Gnqedqun | JIUP | 190-195 | 185 | VSFU+185 | - | - |
V | JNK | 59.000 | 7.30 | - | QQQ- | - | - | - | 43.00% | - | Lrvvwztz | MUKM | 350-360 | 355 | YOSF+355 | - | - |
Tranche Comments
B: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144V/Fma J;
J: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144X/Nem O; Comments: Bvv-Bohqvb;
P: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144J/Riw N;
A: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144B/Hnc C;
V: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144U/Nan D;
M: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144J/Ckc S;
Zkhwrt: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144A/Bvi Q;
Deal Comments
Xmw Ozpp Tbfjmmu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 29, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | KWE | 84.000 | 2.50 | - | - | TT | - | - | 87.00% | - | Aeexwwdh | UYTF | - | 200 | IHYP+200 | - | 507.00000 |
Car | VOC | 69.476 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | GPL | 95.000 | 24.00 | - | - | EEE- | - | - | 58.00% | - | Lcouxhbi | ULVO | - | 360 | HUBO+360 | - | 857.00000 |
J | TWM | 24.000 | 14.10 | - | - | UU- | - | - | 9.00% | - | Ghyvdvbm | PBEC | - | 665 | MMYH+665 | - | 638.00000 |
R | WGG | 58.000 | 5.40 | - | - | M | - | - | 72.00% | - | Useoavou | VMHX | - | 240 | WEXA+240 | - | 924.00000 |
M-2 | PTY | 34.000 | 3.60 | - | - | FFF | - | - | 57.00% | - | Vwzbjtmf | TWAY | - | 170 | UAPO+170 | - | 952.00000 |
B-1 | OPW | 224.000 | 3.40 | Pnn | - | - | - | - | 29.00% | - | Nqvotwmj | TBIP | - | 152 | JCIV+152 | - | 290.00000 |
Tranche Comments
B-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Bzr F;
M-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Dbj R;
J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Mpj P;
R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Gsq X;
E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Cfe D;
J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Gmk O;
Car: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Ezx S;
Deal Comments
Zmm Caff Ulormte 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 7, 2004
WAL Test Period End Date
Feb 19, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-V-1 | PAP | 60.000 | - | - | MMM | - | - | - | 14.00% | - | Qxwssahq | LWNN | - | 375 | ZSUM+375 | - | - |
I-E-2 | UQQ | 58.000 | - | - | SSS- | - | - | - | 38.00% | - | Uvmyfaxl | TLWX | - | 550 | GEQZ+550 | - | - |
Q-H | GGG | 544.000 | - | - | EEE | - | - | - | 19.00% | - | Brxpjjbb | XEGR | - | 155 | PEOR+155 | - | - |
Q-J | VVE | 11.500 | - | - | LL- | - | - | - | 7.30% | - | Lkdmaihh | XVCW | 700h | 740 | SKGL+740 | - | - |
D-S | YSI | 38.000 | - | - | JJ | - | - | - | 11.00% | - | Iazvahyr | DEKI | 200-205 | 210 | NXQX+210 | - | - |
B-V | CQE | 87.000 | - | - | N | - | - | - | 65.00% | - | Ppjjooyq | PQIE | 240-250 | 255 | AYLA+255 | - | - |
Hhj | ILL | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-H: Redemption: 2026-03-21; Registration: 144D/Uqn S;
D-S: Redemption: 2026-03-21; Registration: 144H/Eqt D;
B-V: Redemption: 2026-03-21; Registration: 144B/Vtj I;
Y-V-1: Redemption: 2026-03-21; Registration: 144X/Xiw G;
I-E-2: Redemption: 2026-03-21; Registration: 144O/Biu U;
Q-J: Redemption: 2026-03-21; Registration: 144N/Ebc X;
Hhj: Redemption: 2026-03-21; Registration: 144L/Tbf C;
Deal Comments
Ikj Zoqq Gjbrkvh 2.00. Ajxjn kx Glmoqr ZGK
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 19, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-C | UUB | 99.000 | 8.35 | - | - | NN | - | - | 97.00% | - | Shxvmwuy | 3vXZMY | - | 205 | 3fIGSZ+205 | - | - |
L-Q | TPZ | 23.000 | 3.90 | - | - | N | - | - | 77.00% | - | Zbdxvryf | 3wXENN | - | 240 | 3uWBZN+240 | - | - |
Kzv | VIV | 49.970 | - | KJ | - | OL | - | - | - | - | - | - | - | - | - | - | Retained |
K-R | XTT | 941.000 | 6.92 | Tll | - | KKK | - | - | 89.00% | - | Ulepabci | 3gCVPM | - | 157 | 3fAAJD+157 | - | - |
Q-B | NHB | 28.000 | 75.40 | - | - | FFF- | - | - | 38.00% | - | Rfuvwhlg | 3uEYOU | - | 385 | 3sNDVI+385 | - | - |
Y-K | ZWI | 43.000 | 70.70 | - | - | VV- | - | - | 4.20% | - | Nkjdyqky | 3iJBZZ | - | 690 | 3dVUMV+690 | - | - |
Tranche Comments
K-R: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144O/Iym Q;
E-C: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144B/Onu T;
L-Q: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144V/Jsx Y;
Q-B: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Gtf W;
Y-K: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Kqv Z;
Kzv: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Xte J;
Deal Comments
Kybys. Bkv Znvv Syuwkoi 2.00
Risk Retention
VO/OM - Jbi
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 26, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | ZXX | 44.000 | 1.60 | UX | - | RR | - | - | 50.00% | - | Dlwrbooh | YASO | - | 260 | UDVE+260 | - | - |
G | XLX | 75.000 | 31.40 | PV | - | PPP- | - | - | 31.00% | - | Oqplwpcc | XHFV | - | 525 | KEOG+525 | - | - |
V | OIV | 28.600 | 80.40 | XX | - | II- | - | - | 6.60% | - | Dzlocufm | NAIY | - | 835 | NSXI+801 | - | - |
R-1 | ECW | 662.000 | 7.20 | Ezz | - | YYY | - | - | 38.00% | - | Ycsafvcw | MQSX | - | 175 | PPVF+175 | - | - |
N-2 | QQT | 46.000 | 3.90 | TV | - | SSS | - | - | 33.00% | - | Yvwmmayh | EOEO | - | 205 | GXFC+205 | - | - |
I | FQC | 80.000 | 5.10 | GB | - | P | - | - | 62.00% | - | Swdaftcx | CJVC | - | 300 | KESZ+300 | - | - |
Lns | LBE | 55.300 | - | CT | - | ZZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Y/Dhc H;
N-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144K/Rea Y;
U: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144B/Nxg Y;
I: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144P/Baf L;
G: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144P/Ypa T;
V: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144L/Jnj Q;
Lns: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144F/Bmh R;
Deal Comments
Azt Bgjj Vxsnzia 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 19, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | BLM | 26.000 | 1.60 | - | KK | - | - | - | 18.00% | - | Mjekkbaj | VGDJ | - | 265 | WEFP+265 | - | - |
X | RUL | 34.000 | 3.40 | - | N | - | - | - | 31.00% | - | Gfokacml | XNKG | - | 315 | YVKX+315 | - | - |
Qpn | WNL | 72.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | PKJ | 838.000 | 8.70 | Unn | - | - | - | - | 78.00% | - | Hlqxomxg | SCMT | - | 180 | UGPV+180 | - | - |
G | JUV | 19.000 | 8.70 | - | NNN- | - | - | - | 21.00% | - | Lfdkmdoy | EVPU | - | 540 | DIYQ+540 | - | - |
S | HLF | 56.000 | 94.50 | - | EE- | - | - | - | 1.00% | - | Uxbuqhtw | AQUZ | - | 850 | JEIE+816 | - | - |
Tranche Comments
Z: Redemption: 2025-07-15; Registration: 144V/Jma F;
Y: Redemption: 2025-07-15; Registration: 144V/Aww V;
X: Redemption: 2025-07-15; Registration: 144K/Wre E;
G: Redemption: 2025-07-15; Registration: 144I/Rez U;
S: Redemption: 2025-07-15; Registration: 144H/Eto M;
Qpn: Redemption: 2025-07-15; Registration: 144P/Hoe U;
Deal Comments
Dvo Wpjj Yvlivxn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 16, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | NVH | 78.000 | 4.80 | - | - | BB | - | - | 94.00% | - | Hfcosyvd | PYCR | 220-230 | 230 | GHXA+230 | - | - |
F | FIV | 77.000 | 4.20 | - | - | YY+ | - | - | 13.00% | - | Dswvyibs | NTBK | 775-785 | 800 | MODB+783 | - | - |
P | WLD | 60.000 | 9.60 | - | - | JJJ- | - | - | 80.30% | - | Krumevag | YNSQ | 485-495 | 495 | TXHC+495 | - | - |
G | VWL | 84.000 | 5.80 | - | - | F | - | - | 67.00% | - | Smklcxie | WDSN | 295-305 | 300 | GCPE+300 | - | - |
Jfxpiu | FVJ | 58.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | QRJ | 961.000 | 6.60 | Ouu | - | - | - | - | 94.00% | - | Iwubeyxc | ACTS | 180 | 180 | OEJO+180 | - | - |
Q | EUB | 7.000 | 51.40 | J3 | - | - | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2023-10-21; Redemption: 2025-04-21;
N: First Pay: 2023-10-21; Redemption: 2025-04-21;
G: First Pay: 2023-10-21; Redemption: 2025-04-21;
P: First Pay: 2023-10-21; Redemption: 2025-04-21;
F: First Pay: 2023-10-21; Redemption: 2025-04-21;
Q: First Pay: 2023-10-21; Redemption: 2025-04-21;
Jfxpiu: First Pay: 2023-10-21; Redemption: 2025-04-21;
Deal Comments
Uxs Iqgg Uclnxba 2.00
Risk Retention
PBh Qongicf 7 - Nfg
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 27, 2000