Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
KN | YGO | 23.000 | 7.37 | Xb3 | - | - | - | - | 9.88% | - | - | - | - | - | - | - | Retained |
CI | JSG | 1.000 | 4.10 | C3 | - | - | - | - | 2.43% | - | - | - | - | - | - | - | Retained |
YD2 | GWE | 22.000 | 7.69 | V2 | - | - | - | - | 27.28% | - | Wzopxqkr | UUPM | - | 195 | YHUG+195 | - | 626.00000 |
Yasncw | IRY | 64.000 | - | DX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
UJ2 | WLD | 51.000 | 3.24 | Bs2 | - | - | - | - | 44.99% | - | Tbcduvfa | QYWE | - | 165 | DGIS+165 | - | 158.00000 |
ML | LVL | 2.524 | 7.40 | Ngg | - | - | - | - | - | - | Redyoiih | QUIA | - | 95 | YJPZ+95 | - | 697.00000 |
DT2 | KTT | 86.000 | 1.75 | Pss3 | - | - | - | - | 59.44% | - | - | - | - | - | - | - | Retained |
A1E2 | ZJL | 842.000 | 7.30 | Udd | - | - | - | - | 25.50% | - | Hnzvbmin | JNAD | - | 120 | ZYSK+120 | - | 487.00000 |
M2N2 | BQK | 10.000 | 2.44 | Drr | - | - | - | - | 12.33% | - | Fzqdtuwf | IUAK | - | 135 | QQWA+135 | - | 187.00000 |
Tranche Comments
ML: Redemption: 2025-11-15; Registration: 144M/Fhp O;
A1E2: Redemption: 2025-11-15; Registration: 144F/Zsc T;
M2N2: Redemption: 2025-11-15; Registration: 144G/Mid K;
UJ2: Redemption: 2025-11-15; Registration: 144G/Dqo E;
YD2: Redemption: 2025-11-15; Registration: 144K/Gad T;
DT2: Redemption: 2025-11-15; Registration: 144F/Lmb I;
KN: Redemption: 2025-11-15; Registration: 144E/Fbx X;
CI: Redemption: 2025-11-15; Registration: 144F/Xyk D;
Yasncw: Redemption: 2025-11-15; Registration: 144P/Txg L;
Deal Comments
Uzjssmscssu. Dvs-Jmxx Vzpsvcy 1.00
Reinvestment Period (YRS)
6.73
Reinvestment Period End Date
Feb 2, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-C | WBQ | 76.309 | 2.12 | - | - | UU- | - | - | 7.00% | - | Bmlwuhyl | UTSC | - | 615 | YZLC+615 | - | 604.00000 |
H-1O | UUC | 31.980 | 1.51 | - | - | VVV- | - | - | 10.40% | - | Jsyvrwlt | SOGI | - | 310 | DCSA+310 | - | 886.00000 |
T-1K | YFB | 804.138 | 2.52 | Zyy | - | CCC | - | - | 87.70% | - | Vyslflcx | HKUM | - | 137 | XPGO+137 | - | 382.00000 |
Hwpjcj | AEU | 37.700 | - | UF | - | WD | - | - | - | - | - | - | - | - | - | - | Retained |
M-P | EMT | 65.541 | 1.60 | - | - | GG | - | - | 92.00% | - | Olcjdtvf | EJTX | - | 175 | EEKY+175 | - | 938.00000 |
F-2C | EKI | 9.185 | 5.32 | - | - | CCC- | - | - | 87.00% | - | Gfouzahq | HSLP | - | 435 | PPLQ+435 | - | 804.00000 |
F-2F | HNI | 21.958 | 3.26 | - | - | PPP | - | - | 53.00% | - | Vryheyyf | IPOX | - | 155 | QJJH+155 | - | 753.00000 |
U-V | MZV | 78.710 | 2.88 | - | - | K | - | - | 70.00% | - | Evbkryki | GXQD | - | 195 | AJHA+195 | - | 488.00000 |
Tranche Comments
T-1K: Registration: 144M/Txb K;
F-2F: Registration: 144L/Xxq Y;
M-P: Registration: 144P/Wmi R;
U-V: Registration: 144G/Yzt M;
H-1O: Registration: 144B/Ynn B;
F-2C: Registration: 144N/Zef R;
N-C: Registration: 144Q/Lso E;
Hwpjcj: Registration: 144Y/Qng G;
Deal Comments
Xuhuu. Zop Tbbb Duhuoks 2.00
Reinvestment Period (YRS)
3.76
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-N | LHF | 98.000 | 7.70 | - | - | MM- | - | - | 9.00% | - | Zhpsjdeu | PANV | - | 610 | AMYA+610 | - | - |
Z-X | RSU | 9.150 | 1.10 | Pww | - | - | - | - | - | - | Aewjkpds | GLEZ | - | 105 | VWOR+105 | - | - |
L-U | CVC | 52.000 | 2.00 | - | - | Q | - | - | 82.00% | - | Zkoyethq | TEBE | 195-200 | 200 | BUXH+200 | - | - |
Y-2-C | XHK | 67.000 | 1.90 | - | - | MMM | - | - | 74.00% | - | Bjdypkyc | WNZM | 155d | 160 | BAJP+160 | - | - |
W-1-X | KKI | 679.000 | 6.20 | Wmm | - | NNN | - | - | 50.10% | - | Lqbpyrqy | UCVV | - | 138 | GSUT+138 | - | - |
H-C | RFN | 39.000 | 5.60 | - | - | ZZ | - | - | 53.00% | - | Rhrajlrf | QYXU | 175 | 175 | QZCI+175 | - | - |
T-1-P | TPW | 86.000 | 1.40 | - | - | AAA- | - | - | 91.00% | - | Arqqprqj | CTII | 310-320 | 315 | KDZO+315 | - | - |
J-2-K | VRX | 7.000 | 9.10 | - | - | BBB- | - | - | 50.00% | - | Lspffjlc | SJZF | - | 440 | GNKJ+440 | - | - |
Tranche Comments
Z-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Xqm N;
W-1-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Ucl C;
Y-2-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Epe T;
H-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Dvp U;
L-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Bov I;
T-1-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Zej H;
J-2-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Fxr Y;
U-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Pzr O;
Deal Comments
Sevec. Lpj Kzee Recvpnk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 1, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | RXM | 67.000 | 5.70 | - | - | II | - | - | 26.00% | - | Cxvramtf | MYEW | - | 250 | UBLH+250 | - | - |
A-2 | YBR | 98.000 | 4.00 | - | - | BBB | - | - | 53.00% | - | Wtqertjo | VQZW | - | 200 | JZJL+200 | - | - |
O | LYZ | 50.000 | 3.20 | - | - | VVV- | - | - | 18.60% | - | Jukxldrf | DZMH | - | 465 | PNSP+465 | - | - |
Sdkndw | YOG | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | OLM | 32.000 | 47.00 | - | - | UU- | - | - | 8.00% | - | Luljjvus | BPWI | - | 800 | GELS+765 | - | - |
K-1 | RPM | 624.000 | 6.70 | Bzz | - | CCC | - | - | 20.90% | - | Drcdyelp | JTBK | - | 173 | DVUZ+173 | - | - |
F | XOR | 75.000 | 8.60 | - | - | I | - | - | 79.00% | - | Yqoaxkfl | LKIT | - | 290 | HOML+290 | - | - |
Tranche Comments
K-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Tad F;
A-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Fca T;
B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Del B;
F: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144X/Uym Y;
O: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/Iks N;
B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Zpm A;
Sdkndw: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Wyj W;
Deal Comments
Ltf Dbff Vcoetjk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 24, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | NXP | 30.900 | 4.60 | - | - | Z | - | - | 72.90% | - | Bjchbjtb | VDXH | - | 330 | QKSA+330 | - | - |
V | TCE | 69.600 | 46.60 | - | - | DD- | - | - | 7.60% | - | Lumjrfkk | NPPC | - | 925 | SUWJ+890 | - | - |
P | VSS | 74.400 | 2.30 | - | - | III- | - | - | 70.80% | - | Kpmfxchc | CBOD | - | 550 | ZBUO+550 | - | - |
L-1 | PPD | 414.000 | 1.50 | Gll | - | - | - | - | 21.00% | - | Apmqbwmd | IPNM | - | 195 | EJYN+195 | - | - |
L-2 | PEQ | 20.900 | 8.70 | - | - | CCC | - | - | 80.20% | - | Pvuklzdc | YPUT | - | 230 | AOKB+230 | - | - |
O | MJM | 33.200 | 8.90 | - | - | HH | - | - | 42.00% | - | Ekssyqfb | MAFF | - | 260 | IHVG+260 | - | - |
Yo | IKY | 40.900 | - | UV | - | IO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144D/Ivy G;
L-2: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144N/Txy R;
O: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144G/Jwg W;
I: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144J/Lji O;
P: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144A/Voz K;
V: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144U/Qhf K;
Yo: First Pay: 2024-01-20; Redemption: 2025-06-08; Registration: 144M/Lfw Y;
Deal Comments
Jfv Tzhh Sgjgfks 2.00
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Aug 3, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | NCA | 76.000 | 1.39 | - | - | XX- | - | - | 1.00% | - | Blsuuhri | HYTT | - | 885 | ZPQF+850 | - | 74.00000 |
H | TXL | 30.000 | 6.72 | - | - | XXX- | - | - | 39.44% | - | Dvqymrbq | MYPA | - | 500 | PDIT+500 | - | 532.00000 |
Zmqpmq | BFQ | 20.800 | - | NY | - | HZ | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | RAZ | 769.000 | 4.41 | Djj | - | WWW | - | - | 70.70% | - | Gvrytian | UWMG | - | 190 | QKAF+190 | - | 493.00000 |
R-2 | QMW | 70.000 | 8.11 | - | - | LLL | - | - | 34.00% | - | Ricslyzi | LNNJ | - | 240 | YPNL+240 | - | 427.00000 |
B | CHR | 88.000 | 3.38 | - | - | R | - | - | 68.50% | - | Cldcdbzc | IOLP | - | 375 | XQSC+375 | - | 710.00000 |
T | AIT | 78.000 | 8.50 | - | - | MM | - | - | 64.00% | - | Wxsbwlua | KIXF | - | 285 | USAK+285 | - | 564.00000 |
Deal Comments
Zkv Oaff Kgvekjq 2.02.
Reinvestment Period (YRS)
1.8
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ILE | 39.700 | 37.00 | - | - | SS- | - | - | 4.93% | - | Nlojszdd | XNPM | - | 790 | HXQB+790 | - | - |
D-2 | URL | 98.000 | 9.80 | - | - | MM | - | - | 49.00% | - | Wupji | - | - | - | 5.61% | - | - |
G-2 | POG | 46.000 | 9.70 | - | - | DDD | - | - | 16.00% | - | Xzrewyuy | NCQU | - | 240 | MUML+240 | - | - |
D-1 | OLI | 756.000 | 1.50 | Rhh | - | DDD | - | - | 76.80% | - | Rswwmrdu | LMGA | - | 184 | VBSH+184 | - | - |
N | WRV | 3.000 | 27.30 | D3 | - | TC | - | - | 8.60% | - | Phhutflb | IYBB | - | 823 | YEML+823 | - | - |
Z-1 | GBP | 35.000 | 9.60 | - | - | BB | - | - | 39.00% | - | Ykksyfhz | TJLX | - | 290 | EEBC+290 | - | - |
Y | VBT | 35.000 | 2.60 | - | - | R | - | - | 20.00% | - | Qebxmudc | YKSA | - | 395 | ZDIE+395 | - | - |
Iqshno | HAZ | 18.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | BOH | 54.000 | 2.10 | - | - | EEE- | - | - | 67.00% | - | Rjbdhrft | GOSW | - | 495 | EQKB+495 | - | - |
Tranche Comments
D-1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144E/Iae H;
G-2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Vog C;
Z-1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Cuc D;
D-2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144N/Nib F;
Y: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144A/Dpc T;
J: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Q/Tvw S;
E: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Hls A;
N: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144M/Gkn D;
Iqshno: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Acf M;
Deal Comments
Woh Cjnn Durjodb 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 1, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Adpned | WMQ | 78.400 | - | XZ | - | NB | - | - | - | - | - | - | - | - | - | - | Retained |
T-2 | IJT | 14.000 | 1.40 | - | - | ZZZ- | - | - | 34.00% | - | Ujrahchr | WMWL | - | 500 | PNAO+489 | - | - |
U | KTN | 53.700 | 5.00 | - | - | TT | - | - | 39.00% | - | Psbccylb | ZYPZ | 180-185 | 195 | LHTJ+195 | - | - |
N | TOW | 42.000 | 3.30 | Cd3 | - | - | - | - | 5.00% | - | Yudzpxhz | TDMA | 650-660 | 700 | EQXL+685 | - | - |
Z | WBH | 94.000 | 9.60 | - | - | U+ | - | - | 35.00% | - | Owlufpfy | NKOL | 210-220 | 235 | CZZJ+235 | - | - |
B1 | JAZ | 363.600 | 2.10 | Gxx | - | DDD | - | - | 72.50% | - | Rvhjtfrk | TVEH | - | 131 | GCGV+131 | - | - |
J2 | WBC | 67.000 | 6.90 | - | - | WWW | - | - | 11.50% | - | Thhhkwrg | CMHN | 150-155 | 165 | UXBM+165 | - | - |
K-1 | KNF | 20.000 | 4.60 | - | - | HHH | - | - | 90.00% | - | Tkzrsijo | SCEK | - | 325 | BGGM+325 | - | - |
Tranche Comments
B1: First Pay: 2022-10-15; Redemption: 2024-04-15; Comments: Jmf-Jqfrfq;
J2: First Pay: 2022-10-15; Redemption: 2024-04-15;
U: First Pay: 2022-10-15; Redemption: 2024-04-15;
Z: First Pay: 2022-10-15; Redemption: 2024-04-15;
K-1: First Pay: 2022-10-15; Redemption: 2024-04-15;
T-2: First Pay: 2022-10-15; Redemption: 2024-04-15;
N: First Pay: 2022-10-15; Redemption: 2024-04-15;
Adpned: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Xvn Thvv Oegovnq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 26, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-H | KZW | 625.400 | 1.88 | Pgg | - | - | - | - | 78.00% | - | Ecyykbpg | 3tJ | - | 116 | 3pW+116 | - | 792.00000 |
G | LEJ | 65.700 | 4.98 | Qss | - | - | - | - | 25.00% | - | Qxvaaopa | 3jV | - | 116 | 3yW+116 | - | 195.00000 |
E | LBI | 33.100 | 8.83 | Off3 | - | - | - | - | 55.00% | - | Zqwqrfpo | 3iU | - | 310 | 3cB+310 | - | 199.00000 |
E | RBH | 50.000 | 4.10 | Mm3 | - | - | - | - | 7.00% | - | Tvzxatsy | 3gR | - | 675 | 3mU+675 | - | 176.00000 |
D | RGO | 39.800 | 9.82 | H2 | - | - | - | - | 90.11% | - | Yztlxetf | 3kM | - | 210 | 3aC+210 | - | 170.00000 |
Xqvpks | WXZ | 51.680 | - | TD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | MYH | 25.000 | 4.72 | Rz2 | - | - | - | - | 40.00% | - | Ohhvkmqe | 3eP | - | 165 | 3bW+165 | - | 828.00000 |
Tranche Comments
B-H: Registration: 144Z/Wqp R;
G: Registration: 144T/Ihi F;
L: Registration: 144P/Csv C;
D: Registration: 144B/Djq B;
E: Registration: 144O/Alw J;
E: Registration: 144Y/Vie Y;
Xqvpks: Registration: 144N/Efk O;
Deal Comments
Mxb Atjj Imngxgo 1.96
Reinvestment Period (YRS)
9.79