Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2Q | KIK | 9.000 | 52.00 | CS | - | LLL- | - | - | 90.00% | - | Deppttdq | CBUC | - | 400 | HNWL+400 | - | - |
DQ | HHI | 30.000 | 4.90 | KQ | - | RR | - | - | 71.00% | - | Pmmfyuzt | VIEU | - | 170 | YITG+170 | - | - |
K1B | RZA | 57.000 | 5.80 | DU | - | OOO- | - | - | 61.00% | - | Gdhfuocv | TWKC | - | 290 | IBFJ+290 | - | - |
IH | ZXU | 51.000 | 6.80 | ZR | - | N | - | - | 30.00% | - | Fhoqwvxl | NJGL | - | 190 | GATT+190 | - | - |
Tkk | RPJ | 45.350 | - | NF | - | OL | - | - | - | - | - | - | - | - | - | - | Retained |
C1W | MPT | 294.000 | 8.50 | Whh | - | AI | - | - | 73.00% | - | Jbqcfdut | LZFN | - | 132 | YEIR+132 | - | - |
C2W | ZMH | 40.000 | 9.80 | SS | - | LLL | - | - | 69.00% | - | Kdbetlsz | UNON | - | 155 | SZDX+155 | - | - |
QS | OCJ | 27.000 | 24.70 | GT | - | NN- | - | - | 9.00% | - | Mhrwbeua | CHLE | - | 525 | JKIV+525 | - | - |
ID | RUW | 7.500 | 44.40 | WV | - | TD | - | - | 8.44% | - | Rxrmeqaj | TAQJ | - | - | - | - | - |
Tranche Comments
C1W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Knm J;
C2W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Tpg Q;
DQ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Emv C;
IH: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Vsa O;
K1B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Fhn I;
F2Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Fqz U;
QS: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Hdp I;
ID: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Kjp S;
Tkk: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Ehv P;
Deal Comments
Ogqgg. Fge Qkyy Jgnngda 2.00. Adg dgky wkq flqnngd
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 13, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Vuk | ORL | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2 | NVD | 34.000 | 6.00 | - | - | DDD | - | - | 66.00% | - | Hbvmbjdb | UPDJ | - | 156 | HBTV+156 | - | - |
H-2 | JPE | 3.000 | 68.00 | - | - | AAA- | - | - | 48.00% | - | Kdjdmbsi | XQHO | - | 400 | MHLT+400 | - | - |
X | CTE | 93.000 | 25.60 | - | - | RR- | - | - | 1.00% | - | Vofiohwi | UJYJ | - | 575 | MPLS+575 | - | - |
A | XUT | 3.120 | 10.60 | J3 | - | - | - | - | 2.27% | - | Xzlucudw | NJPL | - | 800 | IJOO+733 | - | - |
Y-1 | VIK | 469.000 | 3.20 | Bcc | - | - | - | - | 89.00% | - | Jvlpyciu | GOIX | - | 136 | MAQO+136 | - | - |
X | RSV | 86.000 | 2.60 | - | - | Q | - | - | 22.00% | - | Oarjeaex | BOJX | - | 185 | JDTR+185 | - | - |
L | HRH | 38.000 | 4.80 | - | - | XX | - | - | 40.00% | - | Yvsocczt | VVEH | - | 175 | SKMD+175 | - | - |
I-1 | FYL | 33.000 | 7.30 | - | - | GGG- | - | - | 55.00% | - | Oxfwlyfc | DALR | - | 285 | VTKG+285 | - | - |
Tranche Comments
Y-1: Redemption: 2027-01-15; Registration: 144L/Lcc F;
N-2: Redemption: 2027-01-15; Registration: 144F/Oxu O;
L: Redemption: 2027-01-15; Registration: 144H/Oaj F;
X: Redemption: 2027-01-15; Registration: 144A/Cru G;
I-1: Redemption: 2027-01-15; Registration: 144G/Trx L;
H-2: Redemption: 2027-01-15; Registration: 144G/Qwm U;
X: Redemption: 2027-01-15; Registration: 144M/Qjs A;
A: Redemption: 2027-01-15; Registration: 144W/Rct Y;
Vuk: Redemption: 2027-01-15; Registration: 144F/Vdh D;
Deal Comments
Dpt Kxff Lavgpzk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 30, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EOQ | 45.000 | 8.90 | - | - | QQ- | - | - | 3.00% | - | Jpdjlcmc | KWZG | 630 | 630 | QPTV+630 | - | - |
B-2 | FXK | 5.000 | 4.60 | - | - | KKK- | - | - | 87.00% | - | Pizeu | - | - | 425 | 7.80% | - | - |
U-1 Vqrx | FUZ | 299.000 | 8.50 | Mvv | - | - | - | - | 23.00% | - | Gjqfpflf | GJTS | 140 | 140 | XQAM+140 | - | - |
B-1 | ICO | 81.000 | 1.70 | Kww | - | - | - | - | 24.00% | - | Kqodqlsg | VAZT | 140 | 140 | WQTU+140 | - | - |
D-2 | QAW | 22.000 | 4.40 | - | - | FFF | - | - | 77.00% | - | Cjcxftux | SXHT | - | 160 | JQVT+160 | - | - |
Lwvrbi | LCX | 74.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | AYG | 15.000 | 5.80 | - | - | MM | - | - | 55.00% | - | Rhelxwab | YVSX | 175 | 175 | JDFK+175 | - | - |
G | TJO | 4.430 | 9.60 | I3 | - | - | - | - | 5.33% | - | Efjwvucn | IOEZ | - | 850 | IYCN+781 | - | - |
K | HHJ | 50.000 | 1.30 | - | - | R | - | - | 98.00% | - | Veheqmzq | VEOY | 205 | 205 | XCYZ+205 | - | - |
Q-1 | FGK | 29.000 | 7.90 | - | - | MMM- | - | - | 31.00% | - | Uvfhaics | MZBX | 330 | 330 | SXYA+330 | - | - |
Tranche Comments
U-1 Vqrx: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Can W;
B-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Hza A;
D-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Kuv R;
I: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Hxs Q;
K: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Kff K;
Q-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Uam T;
B-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Tnf E; Comments: Vez-vtetzj;
A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Nbj U;
G: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Jxg E;
Lwvrbi: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Dxa C;
Deal Comments
Sbs Fnyy Kklpbfd 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 26, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | JMG | 93.000 | 8.00 | - | - | LLL | - | - | 12.00% | - | Oclssoqw | DWLB | - | 160 | YXVS+160 | - | - |
T-1 | AYY | 202.000 | 6.10 | Fzz | - | - | - | - | 14.00% | - | Zworbtxt | CUHX | - | 140 | MWQB+140 | - | - |
L | EYU | 64.000 | 4.10 | - | - | TT | - | - | 37.00% | - | Tcyuzehe | JNGP | - | 175 | GAQT+175 | - | - |
W-2 | NGE | 8.200 | 13.10 | - | - | MMM- | - | - | 97.90% | - | Pqupxyzc | ZVXG | - | 435 | INPA+435 | - | - |
E | WOB | 68.000 | 2.30 | - | - | H | - | - | 53.00% | - | Czhltpop | WAQU | - | 210 | QXIH+210 | - | - |
K-1 | YRT | 56.200 | 4.60 | - | - | JJJ | - | - | 38.00% | - | Xuwvekib | XKWF | - | 325 | VJYP+325 | - | - |
Tgt | CJF | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | NZV | 20.710 | 40.80 | - | - | FF- | - | - | 4.00% | - | Dfyryklx | TLPX | - | 640 | ZEMR+640 | - | - |
R | PIY | 9.245 | 65.70 | E3 | - | - | - | - | 8.85% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Redemption: 2026-10-20; Registration: 144N/Zcc C;
F-2: Redemption: 2026-10-20; Registration: 144V/Vnr W;
L: Redemption: 2026-10-20; Registration: 144G/Awy E;
E: Redemption: 2026-10-20; Registration: 144L/Mfj P;
K-1: Redemption: 2026-10-20; Registration: 144M/Exy B;
W-2: Redemption: 2026-10-20; Registration: 144H/Tsm U;
X: Redemption: 2026-10-20; Registration: 144M/Bdl X;
R: Redemption: 2026-10-20; Registration: 144T/Dyi C;
Tgt: Redemption: 2026-10-20; Registration: 144N/Qtu I;
Deal Comments
Qxj-Foff Cyflxcd 2.00. Zyy cyof koe ljelvyc
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 17, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | ETC | 6.000 | 7.70 | - | - | ZZ | - | - | 70.00% | - | Pniqs | - | - | - | 6.07% | - | - |
W-2 | NNT | 82.000 | 5.40 | - | - | YYY | - | - | 87.00% | - | Vqhssrbq | TJNP | - | 183 | XTMI+183 | - | - |
N | YGD | 18.960 | 2.30 | - | - | S | - | - | 97.50% | - | Awflbhvp | KXJN | - | 265 | MCON+265 | - | - |
D-1 | ORE | 45.000 | 3.90 | - | - | ZZ | - | - | 73.00% | - | Meqpafjb | KEMB | - | 210 | JHMR+210 | - | - |
Dzm | GOI | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | PCL | 7.672 | 41.40 | M3 | - | - | - | - | 7.40% | - | - | - | - | - | - | - | Retained |
Q-1 | BBG | 370.000 | 1.30 | Uee | - | - | - | - | 72.00% | - | Lvobkfef | IJZL | - | 163 | QQBQ+163 | - | - |
S | THP | 40.780 | 9.70 | - | - | UUU- | - | - | 21.00% | - | Kjpzzcia | CCMX | - | 410 | VXYN+410 | - | - |
R | PFP | 34.295 | 21.50 | - | - | DD- | - | - | 6.11% | - | Cxxqvqkn | CLLV | - | 752 | THZO+735 | - | - |
Tranche Comments
Q-1: Redemption: 2026-04-15; Registration: 144I/Dly M;
W-2: Redemption: 2026-04-15; Registration: 144Z/Mwv B;
D-1: Redemption: 2026-04-15; Registration: 144P/Lfy F;
F-2: Redemption: 2026-04-15; Registration: 144A/Klq H;
N: Redemption: 2026-04-15; Registration: 144X/Hxp A;
S: Redemption: 2026-04-15; Registration: 144N/Zkr C;
R: Redemption: 2026-04-15; Registration: 144F/Kch C;
T: Redemption: 2026-04-15; Registration: 144M/Jey H;
Dzm: Redemption: 2026-04-15; Registration: 144H/Mjq S;
Deal Comments
Tkw Huuu Qpxnkah 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 27, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | GNW | 42.000 | 5.10 | VI | - | UUU- | - | - | 24.00% | - | Pwbxrsxd | 3xVMVG | - | 590 | 3kNCHR+590 | - | - |
Y-2 | IXS | 6.000 | 8.00 | OX | - | FFF | - | - | 96.00% | - | Fcrtd | - | - | 225 | 6.56% | - | - |
P | YPK | 14.000 | 9.50 | LV | - | QQ | - | - | 21.69% | - | Akvovphf | 3bDIDV | - | 295 | 3aMWWE+295 | - | - |
F | GVM | 88.000 | 9.70 | KT | - | G | - | - | 25.00% | - | Vkvzjrxf | 3gZFQF | - | 360 | 3sMGWI+360 | - | - |
Wva | FPZ | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-1 | JZI | 447.000 | 5.20 | Jaa | - | YP | - | - | 95.00% | - | Ykrmroxb | 3oDJDO | - | 192.5 | 3bKCGP+193 | - | - |
Z | JLL | 43.200 | 99.10 | WZ | - | UU- | - | - | 9.90% | - | Vvkcyola | 3rBIUS | - | 900 | 3jCJCJ+846 | - | - |
M | YBK | 7.630 | 22.60 | R3 | - | UQ | - | - | 8.74% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144J/Rsx M;
Y-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Gey O;
P: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144K/Fcp W;
F: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Jxa J;
I: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Oph G;
Z: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144F/Dbk S;
M: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144P/Dhh O;
Wva: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144M/Kki L;
Deal Comments
Bqj Usbb Mzpxqdy 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 22, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | TBS | 7.700 | 2.70 | - | - | BB | - | - | 35.70% | - | Tnmlu | - | - | - | 6.17% | - | - |
T | RXH | 75.200 | 5.50 | - | - | M | - | - | 98.31% | - | Eqkyyrvw | EWOR | 360-370 | 370 | UNZX+370 | - | - |
Q-2 | RNU | 5.000 | 5.70 | - | - | YYY- | - | - | 93.40% | - | Oaajaxwm | GHBO | - | 764 | BMPT+764 | - | - |
O-2 | VZQ | 52.000 | 3.10 | - | - | SSS | - | - | 33.11% | - | Dwxcpune | WHKQ | 240-250 | 270 | BKUW+270 | - | - |
Za | UBF | 90.100 | - | OR | - | AW | - | - | - | - | - | - | - | - | - | - | Retained |
Q | ULX | 53.000 | 6.50 | - | - | CC- | - | - | 41.50% | - | Cpqjurau | HIUF | - | 899 | WAQM+899 | - | - |
Q-1 | TTD | 68.100 | 2.30 | - | - | MM | - | - | 27.20% | - | Qucrjpkr | GHGB | - | 290 | UEZF+290 | - | - |
K-1 | IKN | 67.100 | 2.90 | - | - | TTT | - | - | 86.00% | - | Rmbeoloz | MPWD | 595-605 | 556 | BUOF+556 | - | - |
V | PIU | 4.780 | 6.50 | L3 | - | - | - | - | 71.63% | - | Iepkzlxa | - | - | - | - | - | Retained |
G-1 | FKS | 886.000 | 1.60 | Fgg | - | - | - | - | 73.00% | - | Eexypdeo | ZIMN | - | 225 | NTAO+225 | - | - |
Tranche Comments
G-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Qlk S;
O-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Bdu F;
Q-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Voh L;
W-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Dyv Z;
T: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144N/Ltl U;
K-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144I/Vxz M;
Q-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Rac W;
Q: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Olz R;
V: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Mxq W;
Za: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Via G;
Deal Comments
Zon Ukoo Ducboxj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 23, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | ANV | 743.000 | 3.90 | Aoo | - | GO | - | - | 12.00% | - | Teumiswi | YPYY | - | 255 | AEQJ+245 | - | - |
T-2 | JGQ | 71.000 | 3.80 | OB | - | NNN | - | - | 41.00% | - | Kqeawjfp | YLPZ | - | 310 | JOOX+310 | - | - |
Z | QAQ | 3.400 | 1.90 | FQ | - | WW- | - | - | 35.83% | - | Djuopklm | - | - | - | - | - | Retained |
Z-1 | CEC | 51.000 | 7.80 | TN | - | A | - | - | 48.60% | - | Xbmpwdtd | ESMB | - | 425 | ZIUA+425 | - | - |
X | OLB | 77.400 | 9.20 | WT | - | III- | - | - | 97.61% | - | Blnfvzon | YTKK | - | 630 | YSXY+597 | - | - |
Ix | MHK | 15.540 | - | UB | - | GS | - | - | - | - | - | - | - | - | - | - | Retained |
R-2 | NIW | 3.600 | 8.50 | FJ | - | L | - | - | 10.20% | - | Ekqli | - | - | - | 7.47% | - | - |
N | XWY | 80.900 | 1.10 | TW | - | KK | - | - | 41.20% | - | Nmpxysez | PQQZ | - | 335 | WJGO+335 | - | - |
Y | CFZ | 7.430 | 9.40 | S3 | - | LX | - | - | 14.46% | - | Smjtdyto | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Rqc F;
T-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144B/Xbv W;
N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Kjl S;
Z-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Hkc X;
R-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Uwd C;
X: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Osh O;
Z: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Ues X;
Y: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Qhb N;
Ix: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Irc M;
Deal Comments
Soq Azgg Uvehoxu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 10, 2024