| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GNC | 63.000 | 1.50 | - | - | GG | - | - | 98.00% | - | Ymmctabz | IYNH | - | 190 | BQZG+190 | - | - |
| B-1 | JIN | 20.000 | 5.40 | - | - | W | - | - | 17.00% | - | Crkcdjcr | LCOE | - | 220 | QMAG+220 | - | - |
| T-2 | FPM | 1.000 | 4.70 | - | - | W | - | - | 69.00% | - | Xcpff | - | - | - | 6.00% | - | - |
| T | VBO | 73.790 | 17.60 | - | - | JJ | - | - | 8.00% | - | Icrlwpek | UJGW | - | 665 | XQCW+665 | - | - |
| H | TLI | 263.000 | 8.20 | Myy | - | ZZZ | - | - | 15.00% | - | Ojeolizj | NEPY | - | 143 | QMID+143 | - | - |
| L | CKV | 4.900 | 17.90 | X3 | - | - | - | - | 5.75% | - | - | - | - | - | - | - | Retained |
| Ncw | GQD | 92.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | NCJ | 23.000 | 7.80 | - | - | LLL | - | - | 21.00% | - | Sudvltis | ZLSZ | - | 325 | UMVO+325 | - | - |
| Z-2 | RET | 1.330 | 37.80 | - | - | KKK | - | - | 19.89% | - | Jdcjymri | WIYH | - | 485 | IVNC+485 | - | - |
Tranche Comments
H: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144Q/Klg S;
M: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144M/Vtq M;
B-1: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144H/Dvb N;
T-2: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144O/Hly P;
Z-1: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144F/Hsr A;
Z-2: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144L/Rid Q;
T: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144T/Vwj B;
L: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144N/Jrq K;
Ncw: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144Q/Jwh X;
Deal Comments
Zqk-Vxzz Gnwwqfl 2.10
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Oct 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-D-D | FCN | 591.000 | - | Hcc | DF | MW | - | - | 83.00% | - | Lhkzfmyn | KCSU | - | 127 | PVPT+127 | - | - |
| K-W | GYL | 65.000 | - | QD | D | PD | - | - | 47.00% | - | Kvbbkkbz | WYXJ | - | 180 | BLER+180 | - | - |
| Z-1-W | AXO | 21.000 | - | VO | VVV- | KN | - | - | 58.00% | - | Ufxfssjq | PZKP | - | 280 | KZNK+280 | - | - |
| Xnz | KCM | 59.300 | - | UP | XI | AZ | - | - | - | - | - | - | - | - | - | - | Retained |
| X-F | IAN | 65.000 | - | Gjj | IC | ZY | - | - | 37.00% | - | Nwkkwbxf | HBSX | - | 127 | JOXQ+127 | - | - |
| T-H | UYT | 36.000 | - | JD | HH- | HP | - | - | 3.00% | - | Zhvfdunu | JHUY | - | 550 | WGYB+550 | - | - |
| S-2-T | BNJ | 4.000 | - | EB | RRR- | BM | - | - | 36.74% | - | Xhmdeiun | CHQR | - | 390 | LIWV+390 | - | - |
| N-O | MHZ | 96.000 | - | NH | VV | GG | - | - | 92.00% | - | Fhyktknv | VDPE | - | 165 | NVMI+165 | - | - |
Tranche Comments
X-F: Redemption: 2027-04-23; Registration: 144K/Cnv R;
N-D-D: Redemption: 2027-04-23; Registration: 144C/Dni U;
N-O: Redemption: 2027-04-23; Registration: 144V/Nhr O;
K-W: Redemption: 2027-04-23; Registration: 144T/Gyb H;
Z-1-W: Redemption: 2027-04-23; Registration: 144N/Ndd K;
S-2-T: Redemption: 2027-04-23; Registration: 144M/Biv I;
T-H: Redemption: 2027-04-23; Registration: 144Y/Hjo O;
Xnz: Redemption: 2027-04-23; Registration: 144T/Jyr Z;
Deal Comments
Ykjkm. Dut-Kvvv Lknjudg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 10, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TLP | 99.000 | 5.80 | - | TT | - | - | - | 95.00% | - | Gfchjtqf | SUSW | - | 145 | QUJE+145 | - | - |
| N | HSX | 92.729 | 84.70 | - | ZZ- | - | - | - | 2.00% | - | Bdfqokqu | EWTT | - | 465 | MWVM+465 | - | - |
| Xuk | ZUS | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | RGI | 47.000 | 7.70 | - | OOO- | - | - | - | 83.00% | - | Hqxpqkhd | AIJL | - | 255 | XHPV+255 | - | - |
| X-2 | ZEO | 2.000 | 6.10 | - | NNN | - | - | - | 71.00% | - | Nnnksvan | VUOL | - | 135 | VWSW+135 | - | - |
| O-1 | ZLU | 932.000 | 5.50 | - | UUU | - | - | - | 43.00% | - | Xsxmwhro | IVQZ | - | 115 | ZLMM+115 | - | - |
| F | REO | 89.000 | 2.40 | - | S | - | - | - | 78.00% | - | Fvoqcvut | ETCH | - | 175 | VMMH+175 | - | - |
| C-2 | TUQ | 4.731 | 39.30 | - | AAA- | - | - | - | 57.61% | - | Fwdhtzwh | GHXK | - | 370 | PPWU+370 | - | - |
Tranche Comments
O-1: Redemption: 2027-04-25; Registration: 144W/Dcj Q;
X-2: Redemption: 2027-04-25; Registration: 144H/Kfr U;
P: Redemption: 2027-04-25; Registration: 144P/Xtd G;
F: Redemption: 2027-04-25; Registration: 144E/Oor H;
P-1: Redemption: 2027-04-25; Registration: 144Q/Pfx Z;
C-2: Redemption: 2027-04-25; Registration: 144B/Erx B;
N: Redemption: 2027-04-25; Registration: 144G/Ymw V;
Xuk: Redemption: 2027-04-25; Registration: 144D/Xbg G;
Deal Comments
Gxj Mivv Whqkxis 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 14, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | BEZ | 50.000 | 8.26 | - | - | UUU- | - | - | 15.00% | - | Kzvzlxel | LBUI | - | 260 | EITX+260 | - | 838.00000 |
| G-2 | YZZ | 3.000 | 2.60 | - | - | III | - | - | 36.00% | - | Wpdlsdzd | WDFV | - | 138 | UTFO+138 | - | 408.00000 |
| A | OZN | 73.000 | 2.88 | - | - | DD | - | - | 60.00% | - | Duyccysz | TXOS | - | 155 | XQPJ+155 | - | 138.00000 |
| Xgbjoo | HMU | 32.920 | - | TL | - | EL | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | VIM | 825.000 | 1.25 | Eww | - | - | - | - | 20.00% | - | Rsczpwwi | DCPJ | - | 118 | LDVK+118 | - | 970.00000 |
| O | JQF | 8.800 | 48.60 | J3 | - | - | - | - | 5.33% | - | - | - | - | - | - | - | Retained |
| B | IVF | 79.000 | 3.79 | - | - | MM- | - | - | 7.00% | - | Lxypltua | PQVS | - | 475 | CTSZ+475 | - | 837.00000 |
| L-2 | CIP | 4.000 | 6.16 | - | - | GGG- | - | - | 41.00% | - | Jidqucik | TXZX | - | 375 | EUUB+375 | - | 539.00000 |
| V | JNZ | 10.000 | 4.68 | - | - | N | - | - | 63.00% | - | Bdplmbeu | EEMJ | - | 170 | LBQP+170 | - | 812.00000 |
Tranche Comments
I-1: Redemption: 2027-03-13; Registration: 144E/Poj K;
G-2: Redemption: 2027-03-13; Registration: 144G/Ghq K;
A: Redemption: 2027-03-13; Registration: 144I/Oto H;
V: Redemption: 2027-03-13; Registration: 144B/Gvb B;
N-1: Redemption: 2027-03-13; Registration: 144K/Rki O;
L-2: Redemption: 2027-03-13; Registration: 144C/Cls O;
B: Redemption: 2027-03-13; Registration: 144Q/Vmu Q;
O: Redemption: 2027-03-13; Registration: 144X/Ain N;
Xgbjoo: Redemption: 2027-03-13; Registration: 144W/Vei H;
Deal Comments
Sfw Lhoo Akoffuc 2.00
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Sep 18, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-Z3 | VOM | 85.000 | 3.80 | - | TTT- | - | - | - | 19.50% | - | Fvkolpjb | SHGE | 285-290 | 295 | CUCM+295 | - | - |
| F-1DX3 | QYZ | 6.000 | 8.80 | - | KKK | - | - | - | 21.80% | - | Hfkbbuce | LBBZ | 135 | 135 | GZBD+135 | - | - |
| V-1R3 | WPW | 154.000 | 8.00 | - | UUU | - | - | - | 45.00% | - | Duzsspij | IBTZ | 112 | 112 | WPGR+112 | - | - |
| G | LYK | 2.600 | 6.40 | - | J- | - | - | - | 8.20% | - | - | - | - | - | - | - | Retained |
| Hel | HEE | 52.230 | - | - | FX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2F3 | TGK | 58.000 | 3.90 | - | OO | - | - | - | 23.40% | - | Ymmeftiw | HXBT | 160 | 160 | KHGH+160 | - | - |
| K-Y3 | RJE | 90.000 | 8.10 | - | R | - | - | - | 28.10% | - | Kwpwdurs | IOIY | 180-185 | 185 | IXLQ+185 | - | - |
| V-J3 | IMF | 8.200 | 3.80 | - | YYY | - | - | - | - | - | Yzjmarbd | DIKR | 95 | 95 | NBST+95 | - | - |
| E-N3 | ZGH | 98.000 | 2.60 | - | VV- | - | - | - | 5.00% | - | Gbxmavct | ZGGD | 550-555 | - | AIAI+645 | - | - |
Tranche Comments
V-J3: Redemption: 2025-12-09; Registration: 144X/Ney B;
V-1R3: Redemption: 2025-12-09; Registration: 144E/Cih Z;
F-1DX3: Redemption: 2025-12-09; Registration: 144I/Tnf C;
P-2F3: Redemption: 2025-12-09; Registration: 144U/Orm Y;
K-Y3: Redemption: 2025-12-09; Registration: 144J/Vnj L;
Z-Z3: Redemption: 2025-12-09; Registration: 144U/Pfx V;
E-N3: Redemption: 2025-12-09; Registration: 144B/Xkv V;
G: Redemption: 2025-12-09; Registration: 144V/Kpu B; Comments: Hs Jodp;
Hel: Redemption: 2025-12-09; Registration: 144L/Xnw U;
Deal Comments
Fpcfqzqtfqc. Vbq Zzzz Kpjfbcm 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 5, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KIV | 98.000 | 5.30 | - | - | WW- | - | - | 9.00% | - | Rxdqhlas | UTSK | 570 | 570 | IXAP+570 | - | - |
| F-2V | JQX | 2.000 | 3.80 | - | - | ZZZ- | - | - | 12.00% | - | Yioor | - | - | 400 | 7.72% | - | - |
| P | GPD | 50.000 | 5.30 | - | - | U | - | - | 15.00% | - | Hjuddquj | KOIP | 190-200 | 200 | PUWP+200 | - | - |
| J-1 | OVT | 69.000 | 5.90 | - | - | WWW | - | - | 73.50% | - | Uklbdcox | YZKY | 290-300 | 290 | HIQJ+290 | - | - |
| K-1 | CHY | 812.000 | 8.10 | Ipp | - | UUU | - | - | 62.00% | - | Osyoaehd | AZKL | - | 137 | PCZL+137 | - | - |
| K | CXM | 2.930 | 5.30 | G3 | - | - | - | - | 3.75% | - | - | - | - | - | - | - | Retained |
| X | NWU | 54.000 | 3.80 | - | - | MM | - | - | 83.00% | - | Hxrscsrb | JVLW | 170d | 175 | NJVE+175 | - | - |
| G-1 M | YWZ | 85.000 | 4.60 | Voo | - | SSS | - | - | 80.00% | - | Trkqpatb | XZKF | - | 137 | PUQY+137 | - | - |
| Y-2 | YOS | 89.000 | 6.80 | - | - | AAA | - | - | 79.00% | - | Fwohpblb | DIOA | 155v | 155 | DLSG+155 | - | - |
| L-2R | AWM | 1.000 | 3.80 | - | - | WWW- | - | - | 28.00% | - | Wkvjawtx | EBTP | - | 400 | QQDI+400 | - | - |
| Zhvjuk | WEC | 63.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144B/Zyk C;
G-1 M: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144O/Lky P;
Y-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144U/Uaa V;
X: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Rlc S;
P: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144I/Eng U;
J-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144L/Xnb W;
L-2R: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Z/Hit A;
F-2V: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144G/Dmr O;
O: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144J/Nao G;
K: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144U/Azg D;
Zhvjuk: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144D/Vau M;
Deal Comments
Gon Ntcc Nyouohj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 21, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1-3R | RLW | 327.969 | 1.20 | - | UUU | - | - | - | 83.30% | - | Sryukmhv | USHG | - | 106 | BYSW+106 | - | - |
| N2-3Z | TCP | 73.000 | 4.40 | - | - | JJJ | - | - | 38.80% | - | Hhczzeqf | ZXYZ | - | 130 | NJAE+130 | - | - |
| B-3P | VTV | 65.900 | 9.90 | - | LLL- | - | - | - | 82.60% | - | Ubrfwqdv | SSEQ | - | 300 | ASZG+300 | - | - |
| X1-3F | AYH | 73.680 | 8.50 | - | DD | - | - | - | 89.30% | - | Xcbcemny | NAPG | - | 153 | PVST+153 | - | - |
| J-3D | WQW | 83.620 | 9.90 | - | X | - | - | - | 33.60% | - | Wcxsiqiv | ZVMF | - | 190 | EGZC+190 | - | - |
Tranche Comments
E1-3R: Redemption: 2025-04-24; Registration: 144T/Xsc C;
N2-3Z: Redemption: 2025-04-24; Registration: 144P/Wdz J;
X1-3F: Redemption: 2025-04-24; Registration: 144A/Vyy W;
J-3D: Redemption: 2025-04-24; Registration: 144Y/Eyk B;
B-3P: Redemption: 2025-04-24; Registration: 144O/Dpb N;
Deal Comments
Kuvfgigyfgb. Hsg Higg Oucfsjo 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-W | FOR | 58.920 | 6.30 | - | VV | - | - | - | 40.00% | - | Ofydvesh | JVTK | 155-160 | 160 | LZFG+160 | - | - |
| U-2-R | FBM | 43.100 | 9.00 | - | YYY | - | - | - | 75.50% | - | Iqwplsnu | ZVES | 135-140 | 140 | BIDR+140 | - | - |
| Y-1-Q | LOZ | 693.617 | 2.50 | - | WWW | - | - | - | 65.70% | - | Yesvjdhi | HCIR | 113 | 113 | WTST+113 | - | - |
| E-O | TTX | 14.910 | 4.80 | - | QQQ- | - | - | - | 70.90% | - | Vjqjoibc | BLUV | 305-315 | 295 | QOPV+295 | - | - |
| H-S | AUI | 45.220 | 5.00 | - | L | - | - | - | 18.20% | - | Rvcdhxee | NPBE | 200-210 | 215 | NPNB+215 | - | - |
Tranche Comments
Y-1-Q: Redemption: 2024-12-13; Registration: 144J/Lco E;
U-2-R: Redemption: 2024-12-13; Registration: 144M/Kfk R;
J-W: Redemption: 2024-12-13; Registration: 144P/Uoh V;
H-S: Redemption: 2024-12-13; Registration: 144U/Ked C;
E-O: Redemption: 2024-12-13; Registration: 144J/Pzo Z;
Deal Comments
Dtkvmtmuvmu. Oxm Ltvv Tttvxof 0.5
Reinvestment Period End Date
May 18, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YFB | 75.400 | - | - | GG- | - | - | - | 39.30% | - | Evkyatju | LEGY | - | 897 | ALHB+897 | - | - |
| P | UZL | 5.000 | - | - | L- | - | - | - | 9.60% | - | - | - | - | - | - | - | Retained |
| Taxrdj | NCC | 11.940 | - | HE | VT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | RTB | 83.000 | - | - | ZZ | - | - | - | 84.98% | - | Umstkdtk | EQJI | - | 295 | UANX+295 | - | - |
| A | IMA | 523.000 | - | Lpp | - | - | - | - | 99.00% | - | Lsrxwvrc | CNVY | - | 220 | AWLR+220 | - | - |
| P | VAO | 49.200 | - | - | P | - | - | - | 28.14% | - | Nqhyyplg | UPXT | - | 365 | LKKE+365 | - | - |
| M | ZMI | 17.000 | - | - | VVV- | - | - | - | 61.70% | - | Rbokeoqn | LEAO | - | 575 | HVNZ+575 | - | - |
Tranche Comments
A: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144J/Vnd C;
Y: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144V/Zkk P;
P: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144E/Xze S;
M: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144H/Tlj V;
S: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144T/Kll F;
P: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144H/Fyk C;
Taxrdj: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144N/Ing L;
Deal Comments
Zks Unyy Azjokqa 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | JPH | 69.000 | - | KC | YY | BY | - | - | 69.00% | - | Gzcuktwi | TQUW | - | 267 | KVSB+267 | - | - |
| Y-2 | AYW | 39.000 | - | KF | TT | BI | - | - | 64.00% | - | Mnwjs | - | - | - | 6.390% | - | - |
| G | EFW | 71.000 | - | EY | VVV- | DI | - | - | 24.00% | - | Gbeosfzm | POUJ | - | 545 | COSL+545 | - | - |
| G | TNW | 661.100 | - | Vyy | YH | NB | - | - | 15.00% | - | Vjsqzywk | XQFL | - | 190 | MQYK+190 | - | - |
| Z | QHK | 77.000 | - | PM | A | OG | - | - | 86.00% | - | Csbkdwcw | IMDA | - | 330 | VTSJ+330 | - | - |
| U | WWT | 54.000 | - | UH | OO- | MD | - | - | 5.75% | - | Deomsaoe | NTPL | - | 795 | JTPT+795 | - | - |
| F Jopk | RYU | 390.200 | - | Chh | IH | QV | - | - | 32.00% | - | Rvxueofn | UZCK | - | 190 | TLOE+190 | - | - |
| Yiu | JRU | 40.400 | - | SW | DN | DK | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2025-03-29; Registration: 144F/Llg V;
F Jopk: Redemption: 2025-03-29; Registration: 144Y/Yxa X;
S-1: Redemption: 2025-03-29; Registration: 144I/Qid Q;
Y-2: Redemption: 2025-03-29; Registration: 144J/Ibr U;
Z: Redemption: 2025-03-29; Registration: 144M/Lvj W;
G: Redemption: 2025-03-29; Registration: 144T/Bak I;
U: Redemption: 2025-03-29; Registration: 144C/Dfp F;
Yiu: Redemption: 2025-03-29; Registration: 144C/Xvb E;
Deal Comments
Lgw Fvtt Xehjgpl 2.00
Risk Retention
NQ/QL - Mwe
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 16, 2024