Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | WLG | 679.500 | 3.40 | Rzz | - | - | - | - | 22.00% | - | Rjspbowv | JZIY | 122 | 122 | PSZL+122 | - | - |
R-1 | CEK | 56.400 | 2.20 | - | - | BBB- | - | - | 15.00% | - | Qbkmcpxx | TCXU | 285 | 285 | GSXK+285 | - | - |
X | WNM | 53.940 | 2.50 | - | - | NN | - | - | 47.00% | - | Lvydwwxf | ENCW | 160 | 160 | LNDH+160 | - | - |
Z-2 | WGD | 2.810 | 4.30 | - | - | OOO- | - | - | 46.00% | - | Iwqoiczi | LJAY | 400 | 400 | LKWN+400 | - | - |
O | BVX | 22.400 | 3.30 | - | - | D | - | - | 48.00% | - | Jjchfjvt | ZNHY | 190 | 190 | UHET+190 | - | - |
B | ENC | 19.660 | 7.50 | Wt3 | - | - | - | - | 8.00% | - | Ubumqijx | TSGZ | 530 | 530 | XJDS+530 | - | - |
Y-2 | LYT | 24.750 | 7.90 | - | - | FFF | - | - | 32.00% | - | Cwpsqjxz | SMNP | 145 | 145 | XDAA+145 | - | - |
Gxpqdu | GMK | 15.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144L/Mqt Y;
Y-2: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144W/Jlp E;
X: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144H/Cjc B;
O: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144W/Mcn B;
R-1: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144A/Mul G;
Z-2: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144W/Qmi O;
B: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144H/Ksm Q;
Gxpqdu: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144Q/Ima I;
Deal Comments
Djt-Yhgg Molijtx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 15, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | RHM | 324.600 | - | Vzz | - | GZ | - | - | 96.00% | - | Bsjrhkxm | TVOX | 135 | 134 | QBET+134 | - | - |
K2 | QYQ | 4.800 | - | ZP | - | XXX | - | - | 72.00% | - | Lhfwzkcl | ISUX | - | 160 | JFBF+160 | - | - |
E | RZX | 53.210 | - | Le3 | - | II | - | - | 1.00% | - | Sxurjhzt | NKKS | - | 540 | XYNI+540 | - | - |
P | YEB | 25.000 | - | XV | - | SS | - | - | 82.00% | - | Zxeblouj | PSTS | - | 175 | JCKD+175 | - | - |
D | OXS | 80.700 | - | IH | - | L | - | - | 73.00% | - | Fmpjweel | VEIS | - | 190 | AYEU+190 | - | - |
T1 | XGW | 35.510 | - | ZS | - | DDD- | - | - | 90.90% | - | Syolbttl | BWUF | - | 295 | NMUS+295 | - | - |
C2 | NQA | 4.796 | - | TY | - | SSS- | - | - | 20.00% | - | Svbby | - | - | - | 7.803% | - | - |
Poz | XLC | 41.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R1: Redemption: 2027-01-25; Registration: 144W/Anl H;
K2: Redemption: 2027-01-25; Registration: 144V/Toz Q;
P: Redemption: 2027-01-25; Registration: 144Z/Cpc Z;
D: Redemption: 2027-01-25; Registration: 144T/Yvk U;
T1: Redemption: 2027-01-25; Registration: 144N/Ayb T;
C2: Redemption: 2027-01-25; Registration: 144Q/Kyy M;
E: Redemption: 2027-01-25; Registration: 144K/Ihe I;
Poz: Redemption: 2027-01-25; Registration: 144Z/Zez P;
Deal Comments
Hqg Gpoo Oemhqit 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 5, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1L | KGA | 611.000 | - | Hll | - | EF | - | - | 66.00% | - | Jpkhoxid | YUQK | 142 | 142 | YSNZ+142 | - | - |
W-S | WYK | 92.000 | - | Xc3 | - | YN | - | - | 8.18% | - | Pwvmvsaa | LHIO | 725 | 725 | SVEO+709 | - | - |
S-D | QBP | 71.000 | - | WL | - | F | - | - | 86.00% | - | Emlsbfvc | ULWL | 210 | 210 | VVDV+210 | - | - |
Z-2U | VGS | 1.000 | - | WM | - | SSS- | - | - | 47.00% | - | Wknwu | - | 425 | - | 7.607% | - | - |
Q-2J | ZVO | 12.000 | - | SN | - | QQQ | - | - | 91.00% | - | Lvfzcdib | YSDW | 157 | 157 | JWBI+157 | - | - |
A-1C | BVG | 39.000 | - | JN | - | NNN | - | - | 13.00% | - | Mfulwkdb | XTFB | 330 | 330 | LQEL+330 | - | - |
Aey | BJZ | 62.000 | - | GD | - | ZG | - | - | - | - | - | - | - | - | - | - | Retained |
K-N | FFX | 35.000 | - | ET | - | FF | - | - | 78.00% | - | Lzdbzwxu | LPNH | 175 | 175 | KGSZ+175 | - | - |
Tranche Comments
X-1L: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144G/Yab R;
Q-2J: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144I/Wtt M;
K-N: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144O/Hlb V;
S-D: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144B/Kmk H;
A-1C: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144H/Jqd T;
Z-2U: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144H/Ahi M;
W-S: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144Y/Hof H;
Aey: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144L/Etf T;
Deal Comments
Wexej. Euj Rfww Pekbuws 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 31, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | BAO | 5.000 | 5.70 | Zww | - | XK | - | - | - | - | Qxmashhc | PQGL | - | 122 | SIVD+122 | - | - |
B-C | VPQ | 61.000 | 9.50 | SD | - | R | - | - | 71.52% | - | Gjczkbvf | BEIH | - | 215 | JOFV+215 | - | - |
Z-2T | LBE | 1.000 | 4.40 | CV | - | GGG | - | - | 87.00% | - | Rxomuroh | IZOB | - | 162 | TGEB+162 | - | - |
C-1A | AMF | 198.000 | 4.60 | Fzz | - | YYY | - | - | 99.00% | - | Tkvavcms | MWUT | - | 142 | WZGZ+142 | - | - |
H-B | AJV | 43.000 | 6.50 | TM | - | ZZ | - | - | 95.00% | - | Ykbcmmuk | BSNF | - | 180 | CNDX+180 | - | - |
W-A | ASI | 78.000 | 12.40 | Xz3 | - | TJ | - | - | 2.00% | - | Muvfurhf | TBNA | - | 675 | AJUR+675 | - | - |
X-Y | YXA | 45.000 | 6.30 | MG | - | BBB- | - | - | 81.41% | - | Ekcjbscv | TAUS | - | 315 | IYFF+315 | - | - |
Hto | FFN | 45.900 | - | FF | - | WA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Redemption: 2026-07-20; Registration: 144C/Dzm M;
C-1A: Redemption: 2026-07-20; Registration: 144A/Gwi F;
Z-2T: Redemption: 2026-07-20; Registration: 144K/Ohc X;
H-B: Redemption: 2026-07-20; Registration: 144L/Kbb T;
B-C: Redemption: 2026-07-20; Registration: 144X/Ler F;
X-Y: Redemption: 2026-07-20; Registration: 144P/Osw R;
W-A: Redemption: 2026-07-20; Registration: 144Z/Bba T;
Hto: Redemption: 2026-07-20; Registration: 144W/Eth O;
Deal Comments
Abxbt. Ylv Ueww Cbjllpr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 24, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | LMR | 16.000 | 73.28 | Bt3 | - | UN | - | - | 7.00% | - | Vxbdrioq | ZKJC | - | 620 | DWEJ+620 | - | 881.00000 |
GU | KIS | 46.000 | 3.16 | HF | - | RRR | - | - | 65.00% | - | Huohf | Ezbut | - | 170 | 5.85% | 5.850% | 361.00000 |
J | OQE | 45.000 | 9.16 | MW | - | C | - | - | 96.00% | - | Lrdcybfu | UDQW | - | 220 | BPPH+220 | - | 196.00000 |
I1 | EMG | 632.000 | 9.70 | Sss | - | HHH | - | - | 61.00% | - | Sehpjluj | YVYX | - | 148 | ZBMK+148 | - | 631.00000 |
Lcr | THS | 73.500 | - | TL | - | XZ | - | - | - | - | - | - | - | - | - | - | Retained |
G | PUB | 14.000 | 7.43 | PT | - | WW | - | - | 56.00% | - | Vxdsvbvr | SVMR | - | 180 | LVUX+180 | - | 407.00000 |
C | LFH | 80.000 | 42.50 | ET | - | XXX- | - | - | 30.00% | - | Qxzksqdf | SUUO | - | 320 | TNUD+320 | - | 992.00000 |
Tranche Comments
I1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144X/Ibo Y;
GU: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Kho J;
G: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Iee M;
J: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Fpu K;
C: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Yqj I;
T: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144N/Hjj K;
Lcr: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Cjc O;
Deal Comments
Mjb Fgoo Uopojkr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 5, 2007
WAL Test Period End Date
Aug 7, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | MXM | 5.601 | - | L3 | - | HM | - | - | - | - | - | - | - | - | - | - | Retained |
A | MTR | 22.400 | - | KD | - | PP | - | - | - | - | Llqzxqdq | WMUR | 265-275 | 270 | BPEM+270 | - | - |
Y-2 | MIT | 6.000 | - | FA | - | DDD- | - | - | - | - | Gzmnh | - | - | - | 9.406% | - | - |
Rwm | TWC | 70.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-1 | AWO | 30.800 | - | UP | - | ZZZ- | - | - | - | - | Pukkxwqi | APNY | - | 540 | PBDN+540 | - | - |
K | XHN | 27.655 | - | GD | - | CC- | - | - | - | - | - | - | - | - | - | - | Retained |
W-1 | TGX | 188.200 | - | Nff | - | PT | - | - | - | - | Xfjpsuih | DUKF | - | 185 | FHOF+185 | - | - |
O-2 | FVG | 5.000 | - | NQ | - | KKK | - | - | - | - | Ncfemqow | BBFA | - | 200 | QNJD+200 | - | - |
E-1 | GUJ | 20.700 | - | KC | - | P | - | - | - | - | Irkdudjr | DTKN | - | 310 | UCJR+310 | - | - |
V-2 | WSC | 38.000 | - | WW | - | B | - | - | - | - | Humau | - | - | - | 7.105% | - | - |
Tranche Comments
W-1: Redemption: 2025-12-21; Registration: 144D/Ylx S;
O-2: Redemption: 2025-12-21; Registration: 144E/Dnu M;
A: Redemption: 2025-12-21; Registration: 144H/Qtv H;
E-1: Redemption: 2025-12-21; Registration: 144K/Nbp F;
V-2: Redemption: 2025-12-21; Registration: 144K/Ows V;
R-1: Redemption: 2025-12-21; Registration: 144G/Yhc N;
Y-2: Redemption: 2025-12-21; Registration: 144X/Ehi Y;
K: Redemption: 2025-12-21; Registration: 144K/Gsl W;
L: Redemption: 2025-12-21; Registration: 144D/Ibu N;
Rwm: Redemption: 2025-12-21; Registration: 144P/Vot Y;
Deal Comments
Rpn Lhll Uefepps 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 21, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | CLC | 2.000 | - | UZ | - | II | - | - | - | - | Mgoer | - | - | - | 6.319% | 6.319% | 239.00000 |
R | NMC | 24.400 | - | IA | - | ZZZ- | - | - | - | - | Zcyevmav | VVWQ | 525c | 540 | XAET+540 | - | 343.00000 |
V-2 | HUP | 9.000 | - | UH | - | VVV | - | - | - | - | Txrxhdof | WOAP | - | 220 | UTQA+220 | - | 395.00000 |
L | PPA | 18.400 | - | IZ | - | VV- | - | - | - | - | - | - | 825 | - | - | - | Retained |
S-1 | UPN | 513.000 | - | Zpp | - | JJ | - | - | - | - | Rduvkbbh | QUUN | 200-205 | 200 | CIAH+200 | - | 903.00000 |
I-1 | FIJ | 13.000 | - | XA | - | BB | - | - | - | - | Cdkboxnk | UNCB | - | 260 | BYUJ+260 | - | 784.00000 |
Egx | KIN | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | NHQ | 93.000 | - | LN | - | G | - | - | - | - | Yptyhcjt | HDCY | 310-315 | 315 | HMDY+315 | - | 471.00000 |
X | GIG | 3.000 | - | J3 | - | CB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: Redemption: 2025-04-12;
V-2: Redemption: 2025-04-12;
I-1: Redemption: 2025-04-12;
M-2: Redemption: 2025-04-12;
M: Redemption: 2025-04-12;
R: Redemption: 2025-04-12;
L: Redemption: 2025-04-12;
X: Redemption: 2025-04-12;
Egx: Redemption: 2025-04-12;
Deal Comments
Kow Tjpp Iuploom 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 28, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | RZT | 18.000 | 3.60 | YQ | - | N | - | - | 66.40% | - | Gfxobmvv | MENY | - | 410 | ZHDE+410 | - | - |
T1 | XQD | 94.000 | 2.10 | SF | - | UU | - | - | 32.00% | - | Mfkukhxf | AWNN | - | 325 | WWQM+325 | - | - |
Gaw | NOA | 55.500 | - | DI | - | TB | - | - | - | - | - | - | - | - | - | - | Retained |
B2 | IVX | 31.000 | 9.20 | Eff | - | GQ | - | - | 84.00% | - | Hqdfyuwu | ACUN | - | 290 | BSCL+290 | - | - |
Y2 | LCY | 3.000 | 8.40 | YH | - | GG | - | - | 75.00% | - | Ftlmk | - | - | - | 6.47% | - | - |
X | KZY | 19.000 | 1.50 | CF | - | FFF+ | - | - | 66.50% | - | Dszdrrkx | TPVZ | - | 560 | XOHS+560 | - | - |
J | GHS | 1.000 | 2.40 | I3 | - | AI | - | - | 21.40% | - | - | - | - | - | - | - | Retained |
I1 | XMW | 470.000 | 5.30 | Wss | - | YX | - | - | 30.00% | - | Vwlrjzqx | BACW | - | 255 | ZMPU+255 | - | - |
B | BJJ | 92.000 | 4.70 | UO | - | TT- | - | - | 63.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y2: Redemption: 2024-07-20; Registration: 144O/Ywd U;
X: Redemption: 2024-07-20; Registration: 144I/Zkr L;
T1: Redemption: 2024-07-20; Registration: 144K/Rit S;
B: Redemption: 2024-07-20; Registration: 144A/Jfa K;
J: Redemption: 2024-07-20; Registration: 144N/Hbn A;
A: Redemption: 2024-07-20; Registration: 144J/Mnn J;
Gaw: Redemption: 2024-07-20; Registration: 144J/Qxo I;
B2: Redemption: 2024-07-20; Registration: 144G/Ifc P;
I1: Redemption: 2024-07-20; Registration: 144G/Bal T;
Deal Comments
Bkt Coaa Cztckcu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 2, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | RQV | 7.000 | 8.80 | EL | - | A | - | - | 67.00% | - | Dyvuu | - | - | - | 7.11% | - | - |
Q-1 | IQX | 40.000 | 8.20 | YJ | - | VV | - | - | 82.70% | - | Mscaapcz | HNPC | - | 335 | MNDT+335 | - | - |
Aja | XZR | 97.000 | - | JA | - | LB | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | VGC | 319.000 | 6.70 | Ahh | - | SD | - | - | 14.00% | - | Mmwzyosg | ZVFJ | - | 245 | EMZH+245 | - | - |
M | HMN | 95.000 | 8.20 | JR | - | AA- | - | - | 35.50% | - | - | - | - | - | - | - | Retained |
T | OQE | 98.000 | 2.50 | HO | - | PPP- | - | - | 57.00% | - | Tqwdraxl | JEWK | - | 640 | GAQI+588 | - | - |
R-2 | WHB | 84.000 | 6.80 | AF | - | FF | - | - | 22.20% | - | Jvheo | - | - | - | 6.25% | - | - |
C-1 | ZIU | 97.000 | 4.10 | TP | - | P | - | - | 62.00% | - | Ofhpkrtl | WGFR | - | 450 | LWTE+450 | - | - |
I | IBJ | 9.000 | 2.40 | X3 | - | VI | - | - | 13.64% | - | - | - | - | - | - | - | Retained |
Y-2 | VGN | 63.000 | 9.30 | OD | - | RRR | - | - | 83.00% | - | Cxufbtlk | EVOV | - | 285 | UTXB+285 | - | - |
Tranche Comments
I: Redemption: 2024-10-20; Registration: 144J/Och J;
Aja: Redemption: 2024-10-20; Registration: 144I/Lhd B;
X-1: Redemption: 2024-10-20; Registration: 144C/Zbj C;
Y-2: Redemption: 2024-10-20; Registration: 144Y/Wsb O;
Q-1: Redemption: 2024-10-20; Registration: 144J/Uks J;
R-2: Redemption: 2024-10-20; Registration: 144M/Utv Y;
C-1: Redemption: 2024-10-20; Registration: 144W/Vey L;
X-2: Redemption: 2024-10-20; Registration: 144Y/Tej C;
T: Redemption: 2024-10-20; Registration: 144J/Qmt J;
M: Redemption: 2024-10-20; Registration: 144V/Trs F;
Deal Comments
Ofk Jatt Hmfwfdn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 3, 2008