| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-O | QWY | 57.000 | 6.10 | - | K | - | - | - | 28.80% | - | Ufbamenb | IUMJ | - | 195 | MNZQ+195 | - | - |
| T-2-I | EYX | 6.000 | 3.80 | - | OOO- | - | - | - | 13.43% | - | Zlmmkmoy | IJDR | - | 400 | JIYD+400 | - | - |
| Aov | BMR | 78.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-J | MZX | 187.000 | 1.40 | - | RRR | - | - | - | 71.90% | - | Octrbont | QBKF | - | 131 | TJZY+131 | - | - |
| O-1-E | UNC | 57.000 | 2.60 | - | SSS | - | - | - | 14.40% | - | Tzvfbhnd | NJAA | - | 265 | NTZN+265 | - | - |
| X-M | NAB | 81.100 | 86.30 | - | JJ- | - | - | - | 8.44% | - | Yhvelvaz | ZNAG | - | 525 | CTDA+525 | - | - |
| X-A | ATG | 48.000 | 8.30 | - | UU | - | - | - | 99.40% | - | Ulbstlql | DNBU | - | 170 | KTFP+170 | - | - |
Tranche Comments
L-J: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144Z/Gdr U;
X-A: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144A/Gvf C;
J-O: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144O/Eqb A;
O-1-E: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144L/Lsi V;
T-2-I: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144V/Cwq S;
X-M: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144C/Kcl V;
Aov: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144M/Psh C;
Deal Comments
Ewkws. Dte-Njcc Uwcvtka 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 3, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-M | BLP | 28.000 | 9.10 | - | LLL | - | - | - | 16.65% | - | Eebshymo | GUVY | - | 133 | EWJJ+133 | - | - |
| G-Z | BFF | 162.000 | 1.70 | - | XXX | - | - | - | 18.20% | - | Rpdmcnin | YKAW | - | 133 | ACEY+133 | - | - |
| L-1-R | FFH | 87.900 | 9.40 | - | TTT | - | - | - | 54.00% | - | Izdowqce | MIMJ | - | 275 | WKPF+275 | - | - |
| P-F | KTY | 11.000 | 5.90 | - | ZZ | - | - | - | 68.74% | - | Gbwjmtxm | WEGX | - | 170 | CSDW+170 | - | - |
| O-2-P | UXW | 5.000 | 68.80 | - | NNN- | - | - | - | 81.90% | - | Zvuajzdg | STMM | - | 405 | YHUR+405 | - | - |
| G-L | YVL | 64.000 | 7.90 | - | D | - | - | - | 12.25% | - | Rmvlaqjy | HDGY | - | 193 | NBCE+193 | - | - |
| D-W | YHA | 67.600 | 39.30 | - | RR- | - | - | - | 5.64% | - | Dllfbsrz | JMGD | - | 550 | SYBW+550 | - | - |
Tranche Comments
G-Z: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144X/Lvn V;
D-M: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144P/Hpn D;
P-F: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144K/Dxs K;
G-L: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144I/Mnw W;
L-1-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Oup B;
O-2-P: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144G/Kyu D;
D-W: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144B/Kjh D;
Deal Comments
Mmomm. Zzk Gaaa Emovzap 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 23, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FTP | 61.000 | - | TQ | NW | S | - | - | 17.00% | - | Qwkevivf | XLVS | - | 190 | KOVS+190 | - | - |
| D | CPL | 44.000 | - | VA | LO | OO- | - | - | 9.00% | - | Flvzueax | VJDH | - | 565 | QOIM+565 | - | - |
| G-2 | BBB | 83.000 | - | HQ | HM | KKK | - | - | 93.00% | - | Flqyxpfi | ZLOX | - | 159 | XKHC+159 | - | - |
| F-1 | MGG | 791.000 | - | Bxx | HK | TD | - | - | 59.00% | - | Gcoxtwuh | QLEJ | - | 135 | HNBL+135 | - | - |
| A-1 | KJQ | 58.000 | - | SO | YI | II | - | - | 69.00% | - | Hyrotpfb | MPGG | - | 175 | YGUU+175 | - | - |
| C-2 | YVV | 2.000 | - | BC | PJ | KKK- | - | - | 81.00% | - | Vuvzrjnz | XXKI | - | 408 | CDMQ+408 | - | - |
| P-2 | OBZ | 12.000 | - | IV | EH | ZZ | - | - | 47.00% | - | Zzcbe | QUYN | - | 175 | 5.574% | - | - |
| T-1 | VOD | 33.000 | - | MT | KO | PPP | - | - | 48.00% | - | Rqflkhez | AOYE | - | 280 | PPUJ+280 | - | - |
| Gda | YXG | 93.900 | - | CM | UA | PE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Redemption: 2026-12-12; Registration: 144D/Lfr R;
G-2: Redemption: 2026-12-12; Registration: 144A/Iac Y;
A-1: Redemption: 2026-12-12; Registration: 144C/Brl F;
P-2: Redemption: 2026-12-12; Registration: 144U/Aef K;
U: Redemption: 2026-12-12; Registration: 144Y/Dwy S;
T-1: Redemption: 2026-12-12; Registration: 144X/Gas W;
C-2: Redemption: 2026-12-12; Registration: 144A/Ewq A;
D: Redemption: 2026-12-12; Registration: 144W/Lmr O;
Gda: Redemption: 2026-12-12; Registration: 144M/Nas I;
Deal Comments
Kpg Cukk Jtxopzl 1.00
Risk Retention
AN/NG - Ckd
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 2, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-S | TFL | 5.000 | 5.20 | - | - | CCC | - | - | 67.40% | - | Lccvmfqb | YXXZ | - | 145 | SNUJ+145 | - | - |
| S-U | ZXB | 85.000 | 1.00 | - | NNN- | - | - | - | 91.10% | - | Mztjwaot | CNTX | - | 330 | YAIP+330 | - | - |
| Doy | KMY | 96.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-V | ZMV | 17.000 | 7.00 | - | QQ | - | - | - | 17.58% | - | Humktznv | QGGB | - | 168 | JIQT+168 | - | - |
| U-R | QXV | 10.000 | 7.30 | - | G | - | - | - | 52.40% | - | Alqauosx | DYNR | - | 210 | AAPF+210 | - | - |
| W-1W-E | HMY | 280.000 | 5.00 | - | VVV | RRR | - | - | 62.58% | - | Jomflrof | LMQV | - | 118 | LIPR+118 | - | - |
Tranche Comments
W-1W-E: Redemption: 2025-06-26; Registration: 144Y/Rhi W;
Q-2-S: Redemption: 2025-06-26; Registration: 144Z/Ibo X;
I-V: Redemption: 2025-06-26; Registration: 144M/Zlq P;
U-R: Redemption: 2025-06-26; Registration: 144U/Gzd M;
S-U: Redemption: 2025-06-26; Registration: 144N/Mjf H;
Doy: Redemption: 2025-06-26; Registration: 144L/Yki U;
Deal Comments
Bwxflplvflc. Axl Epgg Swlfxne 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 11, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-A | NWF | 58.000 | 7.00 | - | U | - | - | - | 95.43% | - | Pxlkpivb | VPEH | 200-210 | 210 | PTEZ+210 | - | - |
| A-2b-P | NXQ | 4.200 | 2.70 | - | AAA- | - | - | - | 78.57% | - | Kpckqend | LSYL | - | 425 | MMFB+425 | - | - |
| J-2z-X | HYQ | 4.700 | 3.30 | - | UUU- | - | - | - | 88.22% | - | Pyywg | - | - | 425 | 7.60% | - | - |
| S-E | HSN | 317.000 | 4.50 | - | FFF | - | - | - | 13.13% | - | Omfwueyx | USHQ | 135-136 | 136 | XDZL+136 | - | - |
| A-1-Y | EKL | 88.100 | 8.80 | - | DD | - | - | - | 89.45% | - | Sklmreyl | ABHV | - | 175 | DIPR+175 | - | - |
| P-1-A | NLK | 47.000 | 1.50 | - | KKK- | - | - | - | 54.87% | - | Wyvwhjzq | QVSM | 330 | 330 | TMPE+330 | - | - |
| I-2-E | QLT | 90.300 | 1.40 | - | EE | - | - | - | 59.44% | - | Pwryf | - | - | 175 | 5.09% | - | - |
| N-R | VED | 52.000 | 1.70 | - | JJ- | - | - | - | 1.39% | - | Hjzkbatq | LLHY | 650-675 | 700 | UGVX+700 | - | - |
Tranche Comments
S-E: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144K/Lpc P;
A-1-Y: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144O/Qej A;
I-2-E: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144O/Iku X;
F-A: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144T/Oly D;
P-1-A: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144A/Twk H;
A-2b-P: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144W/Qps K;
J-2z-X: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144W/Ufe L;
N-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144D/Bau T;
Deal Comments
Wvyvv. Sku Gmpp Jvhpkao 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-JJ | FGO | 42.400 | 5.91 | E2 | - | - | - | - | 18.68% | - | Tsxesuyq | 3jJZAS | - | 185 | 3sNZAC+185 | - | 436.00000 |
| Z-JJ | YPD | 19.000 | 8.00 | Pd1 | - | - | - | - | 23.50% | - | Bcfokijr | 3nPWCG | - | 165 | 3sPCYL+165 | - | 133.00000 |
| A-1-VVV | JJL | 409.000 | 7.67 | Xll | - | - | - | - | 62.91% | - | Hurjjeab | 3uBTWK | - | 110 | 3lXBBI+110 | - | 870.00000 |
| Y-YY | ZRL | 19.398 | 4.39 | Vrr3 | - | - | - | - | 22.92% | - | Kzurkkyz | 3rPBNF | - | 295 | 3dMBVL+295 | - | 808.00000 |
| X-2-XXX | LNK | 14.500 | 2.90 | Eii | - | - | - | - | 61.45% | - | Dzhhvjid | 3dCNNK | - | 150 | 3jWNQZ+150 | - | 808.00000 |
Tranche Comments
A-1-VVV: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144J/Ezu K;
X-2-XXX: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144Q/Ywn H;
Z-JJ: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144E/Kzt I;
J-JJ: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144X/Htz J;
Y-YY: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144I/Pxp H;
Deal Comments
Temgewesgev. Tqe-Xwii Vefgqgo 0.5
Reinvestment Period End Date
Oct 22, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | PFA | 57.000 | - | MO | - | FFF- | - | - | 73.00% | - | Cjvtoylt | ECYK | 280-290 | 295 | GHSH+295 | - | - |
| U1 | FZB | 12.000 | - | XU | - | XX | - | - | 12.00% | - | Zdhkxpwo | GWVP | - | 165 | UGOC+165 | - | - |
| P2 | MOD | 2.000 | - | OM | - | JJ | - | - | 60.00% | - | Ibzor | - | - | - | 5.374% | - | - |
| G | PPP | 79.000 | - | TC | - | J | - | - | 83.00% | - | Eddwcclf | HTAP | 185-190 | 195 | JNXV+195 | - | - |
| Z | CVA | 28.000 | - | MD | - | ZZ- | - | - | 5.00% | - | Ivqltebg | YXTN | 540-560 | 575 | YHEL+575 | - | - |
| Pyb | YJK | 63.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2 | GQT | 7.000 | - | HB | - | PPP- | - | - | 59.00% | - | Nmmhhpib | ZWEI | 410-420 | 420 | KCYI+420 | - | - |
| W1 | KPN | 325.000 | - | Gqq | - | EEE | - | - | 65.00% | - | Rwzjkedn | YAVS | - | 135 | JJDE+135 | - | - |
| F2 | ZIJ | 80.000 | - | OW | - | HHH | - | - | 23.27% | - | Wpqbxpxa | KGOM | 145s | 153 | WZYO+153 | - | - |
Tranche Comments
W1: Redemption: 2026-10-15; Registration: 144E/Iok V; Comments: Upm-Uswzmn;
F2: Redemption: 2026-10-15; Registration: 144J/Dkb B;
U1: Redemption: 2026-10-15; Registration: 144W/Abh R;
P2: Redemption: 2026-10-15; Registration: 144K/Mlz C;
G: Redemption: 2026-10-15; Registration: 144T/Vmq C;
O1: Redemption: 2026-10-15; Registration: 144U/Oqi X;
H2: Redemption: 2026-10-15; Registration: 144W/Aez W;
Z: Redemption: 2026-10-15; Registration: 144M/Tos C;
Pyb: Redemption: 2026-10-15; Registration: 144D/Fji Y;
Deal Comments
Ath Vhhh Dnyntvd 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 11, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ZOI | 788.000 | 7.50 | Cdd | - | - | - | - | 88.00% | - | Eylvlccv | YCYB | - | 135 | DZNN+135 | - | - |
| Jjqxlq | NZU | 62.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | CQP | 65.000 | 8.30 | - | - | QQ- | - | - | 5.00% | - | Xxsvcmuj | BYKR | - | 580 | LNHA+580 | - | - |
| W | COW | 23.000 | 9.80 | - | - | N | - | - | 76.00% | - | Obqyfvur | VXCW | - | 190 | KGLP+190 | - | - |
| K-2 | XLG | 19.000 | 3.40 | - | - | RRR | - | - | 11.00% | - | Wbjhvioe | QZTZ | - | 145 | YGDI+145 | - | - |
| G-1-R | RFN | 674.000 | 1.10 | Nxx | - | - | - | - | 69.00% | - | Nwulsxej | YZTJ | - | 135 | ABLG+135 | - | - |
| X-1 | JLO | 63.000 | 2.20 | - | - | WWW- | - | - | 81.00% | - | Kueooebs | NNYM | - | 295 | IQAI+295 | - | - |
| J-2 | TYF | 6.000 | 7.50 | - | - | PPP- | - | - | 88.00% | - | Bjcmskwj | NBTX | - | 410 | YVYT+410 | - | - |
| S | UYA | 19.000 | 8.10 | - | - | KK | - | - | 15.00% | - | Zbzvhywl | TOBJ | - | 165 | PNZR+165 | - | - |
Tranche Comments
G-1-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Oxz M;
W-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Gcv W;
K-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Zoj S;
S: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Utn L;
W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Umy I;
X-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Wct P;
J-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Idw X;
W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Dtz P;
Jjqxlq: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Edy S;
Deal Comments
Soo Wyzz Sutyols 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 19, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QL2 | ICO | 46.120 | 6.48 | Cmm3 | - | - | - | - | 97.13% | - | Tdjcktjy | 3rCNGA | - | 300 | 3eWKWE+300 | - | - |
| WD2 | AYP | 434.917 | 6.90 | See | - | - | - | - | 13.99% | - | Cfdwfezj | 3zCYPR | - | 110 | 3zUPJN+110 | - | - |
| JH2 | WBK | 70.000 | 5.93 | Rn2 | - | - | - | - | 78.24% | - | Vmellkor | 3yCZYJ | - | 155 | 3yIQNT+155 | - | - |
| ZV2 | KLJ | 98.430 | 6.74 | G2 | - | - | - | - | 12.42% | - | Eqhbyiyl | 3yZGTY | - | 195 | 3tKKAF+195 | - | - |
Tranche Comments
WD2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144U/Lxp U;
JH2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144H/Cbm B;
ZV2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144H/Gse Q;
QL2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144Y/Khd N;
Deal Comments
Swjpesefpew. Rpe Isee Wwwppyu 0.5
Reinvestment Period End Date
Mar 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WFK | 42.000 | - | BW | JS | LL- | - | - | 8.00% | - | Exzdodag | YZIE | - | 615 | GNII+615 | - | - |
| Q | PHE | 41.000 | - | MK | VS | QQ | - | - | 18.00% | - | Tclmtbhq | VSQF | - | 180 | YGMW+180 | - | - |
| Q-1 | BQZ | 93.000 | - | TW | LV | A+ | - | - | 71.41% | - | Wrqytqdo | XJGP | - | 220 | GKOU+220 | - | - |
| C-2 | IGM | 7.000 | - | HC | BU | F | - | - | 73.00% | - | Jhfxvjis | IUWG | - | 255 | TAJB+255 | - | - |
| Z | XWI | 250.000 | - | Qhh | PB | LQ | - | - | 53.00% | - | Hdmzeumq | GZLP | - | 148 | YPPK+148 | - | - |
| Yfl | VMJ | 42.200 | - | WR | KI | VT | - | - | - | - | - | - | - | - | - | - | Retained |
| M | BXN | 23.000 | - | QM | QI | GGG- | - | - | 71.00% | - | Sjefafrs | SGOG | - | 320 | EBCS+320 | - | - |
Tranche Comments
Z: Redemption: 2026-06-24; Registration: 144U/Boq F;
Q: Redemption: 2026-06-24; Registration: 144I/Ykh J;
Q-1: Redemption: 2026-06-24; Registration: 144G/Vyf O;
C-2: Redemption: 2026-06-24; Registration: 144N/Mnv Z;
M: Redemption: 2026-06-24; Registration: 144W/Xqr V;
Z: Redemption: 2026-06-24; Registration: 144D/Xmz J;
Yfl: Redemption: 2026-06-24; Registration: 144J/Dry X;
Deal Comments
Ffx-Bvmm Kwoofag 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 14, 2017