| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | TWV | 44.000 | 6.90 | - | - | CCC | - | - | 47.00% | - | Purhovne | HAOB | 150p | - | - | - | - |
| S | AJO | 55.000 | 8.20 | - | - | NN | - | - | 25.00% | - | Hdusjvct | UXQR | 165-175 | - | - | - | - |
| M-2 | FES | 8.000 | 1.90 | - | - | UUU- | - | - | 10.00% | - | Yfqqreqc | VIXP | 400-425 | - | - | - | - |
| S-1 | RKY | 554.000 | 9.40 | Dll | - | LLL | - | - | 50.00% | - | Ndjhqudy | VKZB | 128 | - | - | - | - |
| D-1 | VFA | 81.000 | 7.70 | - | - | XXX- | - | - | 34.00% | - | Owzeyaxx | QYIP | 285-295 | - | - | - | - |
| Dvzchw | XXB | 70.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | RYC | 59.000 | 7.20 | - | - | JJ- | - | - | 2.00% | - | Tjhbvlqb | IGCY | 525-550 | - | - | - | - |
| E | FFP | 33.000 | 2.60 | - | - | V | - | - | 94.00% | - | Kpeyhhkk | VANE | 185-195 | - | - | - | - |
Tranche Comments
S-1: Registration: 144G/Fsz B;
G-2: Registration: 144U/Lol Z;
S: Registration: 144Z/Wcr M;
E: Registration: 144L/Zuw N;
D-1: Registration: 144I/Ybq V;
M-2: Registration: 144L/Hki Z;
Q: Registration: 144Y/Lbo Y;
Dvzchw: Registration: 144L/Udn Q;
Deal Comments
Gzf Zgkk Oehlzmj 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | FWJ | 109.000 | 5.40 | - | III | - | - | - | 32.00% | - | Tplweawv | KSNH | - | 114 | CJGE+114 | - | - |
| Y2 | WRB | 9.000 | 88.70 | - | MMM- | - | - | - | 76.00% | - | Plcbjlvw | PGHP | - | 300 | LGUP+300 | - | - |
| I2 | FLJ | 3.000 | 4.50 | - | PPP | - | - | - | 12.00% | - | Ilfrddjx | WJET | - | 140 | GXXG+140 | - | - |
| Q3 | YQH | 9.000 | 87.60 | - | PPP- | - | - | - | 60.90% | - | Asvvmyom | HKFH | - | 400 | UHTL+400 | - | - |
| Ltj | TJM | 74.800 | - | - | MH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1 | ILO | 47.000 | 2.10 | - | GGG+ | - | - | - | 76.00% | - | Mhewotps | KGAR | - | 240 | HULN+240 | - | - |
| V | QIK | 56.000 | 4.40 | - | TT | - | - | - | 92.00% | - | Ombmebtz | UACI | - | 155 | GQBP+155 | - | - |
| DG | JRB | 95.000 | 5.80 | - | B | - | - | - | 72.00% | - | Vryvhbsj | CMKX | - | 180 | DSJQ+180 | - | - |
| FA | ZPY | 87.000 | 62.60 | - | HH- | - | - | - | 1.00% | - | Lmpcubeq | EKWL | - | 460 | BTAU+460 | - | - |
Tranche Comments
H1: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144F/Qtf H;
I2: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144L/Qpb K;
V: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144V/Nhh Q;
DG: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144M/Hwh X;
T1: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144Q/Klg M;
Y2: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144I/Efb X;
Q3: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144W/Xpe V;
FA: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144T/Tzo N;
Ltj: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144T/Dqn Y;
Deal Comments
Lan Ksaa Smviazf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 6, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JN | FCT | 28.280 | 9.74 | - | CCC | - | - | - | 85.00% | - | Cftvhtwa | DTPB | - | 260 | XNSG+260 | - | - |
| PX | RVY | 45.610 | 6.32 | - | GG- | - | - | - | 2.72% | - | Kjepsbzw | QJHT | - | 500 | JHEN+500 | - | - |
| Zaqqwq | RKK | 99.980 | - | - | MX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PQ | TNF | 27.000 | 2.25 | - | A | - | - | - | 98.29% | - | Rxhqltzc | CPUT | - | 175 | MCCR+175 | - | - |
| UR | WTO | 81.000 | 1.19 | - | KK | - | - | - | 86.69% | - | Gsmvteuj | DVUN | - | 150 | TMTK+150 | - | - |
| EV | JYN | 7.000 | 8.61 | - | KKK | - | - | - | - | - | Appxmtxd | AEQT | - | 90 | IZJM+90 | - | - |
| JP | FUY | 714.000 | 8.91 | - | BBB | - | - | - | 79.88% | - | Irqjcjte | AMMM | - | 117 | YGUQ+117 | - | - |
Tranche Comments
EV: Redemption: 2027-02-21; Registration: 144X/Psg I;
JP: Redemption: 2027-02-21; Registration: 144F/Ewl B;
UR: Redemption: 2027-02-21; Registration: 144F/Jcy K;
PQ: Redemption: 2027-02-21; Registration: 144Z/Wjb O;
JN: Redemption: 2027-02-21; Registration: 144Y/Kuv F;
PX: Redemption: 2027-02-21; Registration: 144G/Aey U;
Zaqqwq: Redemption: 2027-02-21; Registration: 144B/Nks A;
Deal Comments
Acpcx. Kwg-Oknn Icqbwgi 2.00
Reinvestment Period (YRS)
8.59
Reinvestment Period End Date
Nov 14, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-D2 | EPH | 770.576 | 5.70 | - | VVV | - | - | - | 44.10% | - | Ywhfvueh | CONJ | 88 | 90 | BABH+90 | - | - |
| Q-2-F2 | LJA | 5.000 | 4.50 | - | JJJ- | - | - | - | 20.40% | - | Krxmkivf | PFGF | - | 435 | MEWI+435 | - | - |
| Y-1-P2 | ITN | 93.000 | 8.10 | - | UUU- | - | - | - | 79.40% | - | Bdfurxje | UTDS | 250 | 265 | IOUP+265 | - | - |
| L-Q2 | PSE | 48.000 | 6.70 | - | KK | - | - | - | 10.80% | - | Dksdveqb | XKHH | 135 | 135 | ITFM+135 | - | - |
| X-M2 | WRG | 43.000 | 9.20 | - | Z | - | - | - | 73.80% | - | Kelhqfkj | DVWD | 170 | 175 | DTZG+175 | - | - |
| Qos | QYS | 15.500 | - | - | CE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-D2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144C/Ffw M;
L-Q2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144X/Vfd Q;
X-M2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144Z/Rtg O;
Y-1-P2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144U/Vtt F;
Q-2-F2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144H/Iwv K;
Qos: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144I/Aht C;
Deal Comments
Uxypusuzpuk. Lbu-Lspp Uxkpbne 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1-X2 | JFE | 66.200 | 9.00 | - | - | CCC | - | - | 97.20% | - | Txvayvoq | SEDV | 250 | 260 | BZVS+260 | - | - |
| Q-2-A2 | ALV | 8.628 | 3.50 | - | - | YYY- | - | - | 33.00% | - | Evyucqfk | ZQGI | - | 400 | SMYR+400 | - | - |
| PP2 | NPY | 12.766 | 3.20 | - | - | FF- | - | - | 4.00% | - | Yyyakukr | JTEO | 475 | 400 | EHPH+400 | - | - |
| PR2 | FLZ | 188.930 | 9.40 | - | - | ZZZ | - | - | 90.00% | - | Zulfxdpf | DLQV | 92 | 90 | VCCS+90 | - | - |
| QR2 | ORN | 32.910 | 2.80 | - | - | PP | - | - | 89.00% | - | Oublxexh | UEKQ | 135 | 135 | MTOM+135 | - | - |
| Joz | JVR | 79.540 | - | - | - | WQ | - | - | - | - | - | - | - | - | - | - | Retained |
| TO2 | CJI | 69.386 | 5.80 | - | - | D | - | - | 18.00% | - | Bsezsblj | WIGY | 160 | 175 | YENO+175 | - | - |
Tranche Comments
PR2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144W/Mnl Q;
QR2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144Y/Ahh M;
TO2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144O/Ffc Q;
F-1-X2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144E/Qjr P;
Q-2-A2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144H/Fig K;
PP2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144K/Uqk T;
Joz: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144A/Avy D;
Deal Comments
Vkqzhvhczhs. Bth Yvww Jkmztvp 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-M | MTO | 3.000 | 2.50 | - | - | T | - | - | 93.00% | - | Ivari | - | - | - | 5.91% | - | - |
| Q-1-L | ENL | 78.000 | 4.60 | - | - | SSS | - | - | 23.00% | - | Jpxxsupx | BMFR | 260 | 260 | IHDY+260 | - | - |
| I-K | PJJ | 857.000 | 3.60 | Phh | - | - | - | - | 35.00% | - | Pmcfzqtq | JWQZ | 126 | 126 | WZKW+126 | - | - |
| X-S | ENO | 39.000 | 1.90 | - | - | XX | - | - | 95.00% | - | Cclwbyzs | DUZN | 160 | 160 | HZTA+160 | - | - |
| Z-1-N | MHC | 23.000 | 1.10 | - | - | Z | - | - | 17.00% | - | Qwujvhrr | UKIR | - | 185 | SXED+185 | - | - |
| Gxs | RKV | 57.600 | - | QJ | - | NY | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2-E | HYT | 9.000 | 54.10 | Ze3 | - | - | - | - | 7.99% | - | Zrfug | - | - | - | 9.41% | - | - |
| Z-1-B | ULH | 55.000 | 45.70 | If3 | - | - | - | - | 9.24% | - | Vlctatpq | NUGE | - | 535 | XIOA+535 | - | - |
| P-2-W | YPF | 2.000 | 45.00 | - | - | EEE- | - | - | 17.10% | - | Czlloszj | AHOC | 390 | 390 | QHLU+390 | - | - |
Tranche Comments
I-K: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144I/Obb C;
X-S: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144E/Vrd B;
Z-1-N: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144D/Lyu S;
P-2-M: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144K/Mny W;
Q-1-L: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144C/Wlo L;
P-2-W: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144K/Hdd G;
Z-1-B: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144B/Lmo V;
Z-2-E: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144T/Vbi A;
Gxs: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144X/Fas E;
Deal Comments
Mqzqb. Xof Qsuu Bqxsohr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 20, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-S | GSJ | 88.000 | 5.90 | - | R | - | - | - | 77.30% | - | Nmyaqqac | QGWH | - | 195 | QCSL+195 | - | - |
| Vuo | FRL | 57.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-F | PXU | 285.000 | 5.70 | - | QQQ | - | - | - | 10.50% | - | Gzeivawi | KDXI | - | 131 | NSQM+131 | - | - |
| X-V | MIA | 19.600 | 69.60 | - | PP- | - | - | - | 9.99% | - | Grvcccrr | ELXN | - | 525 | UJMF+525 | - | - |
| B-T | XWJ | 58.000 | 4.50 | - | ZZ | - | - | - | 31.20% | - | Kbqxuytb | HNYV | - | 170 | TJTU+170 | - | - |
| X-1-W | VRK | 24.000 | 9.10 | - | GGG | - | - | - | 59.70% | - | Pvukjovj | EQNR | - | 265 | VXAF+265 | - | - |
| T-2-G | UFD | 4.000 | 8.40 | - | UUU- | - | - | - | 16.68% | - | Kskcmpmt | KPMQ | - | 400 | MEGZ+400 | - | - |
Tranche Comments
Y-F: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144K/Qys J;
B-T: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144F/Uti A;
U-S: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144Q/Epv I;
X-1-W: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144U/Epe V;
T-2-G: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144M/Yni B;
X-V: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144T/Mrz C;
Vuo: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144U/Vvf W;
Deal Comments
Vzkzf. Zey-Nbff Rzbaehv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 18, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-N | VWD | 70.000 | 6.10 | - | E | - | - | - | 13.57% | - | Pedmqwdk | HPKS | - | 193 | JPNP+193 | - | - |
| Q-1-J | WGJ | 57.900 | 5.30 | - | III | - | - | - | 35.00% | - | Bcoojddj | KXOL | - | 275 | VUCZ+275 | - | - |
| O-O | QTX | 25.000 | 2.20 | - | HH | - | - | - | 27.14% | - | Frdpwiuq | NTYG | - | 170 | HTCC+170 | - | - |
| O-2-N | BIZ | 5.000 | 47.60 | - | BBB- | - | - | - | 44.30% | - | Bbfsjiza | ADWT | - | 405 | XZPD+405 | - | - |
| F-N | BFI | 10.500 | 83.80 | - | CC- | - | - | - | 4.13% | - | Nousmouw | WHVS | - | 550 | IPOS+550 | - | - |
| X-I | GKI | 830.000 | 1.50 | - | BBB | - | - | - | 80.42% | - | Nmuzerlg | KELN | - | 133 | TLEH+133 | - | - |
| S-A | GQN | 65.000 | 9.60 | - | JJJ | - | - | - | 57.56% | - | Jrdyxotd | VAKD | - | 133 | ASJZ+133 | - | - |
Tranche Comments
X-I: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144C/Xrv G;
S-A: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144U/Yqe N;
O-O: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144Q/Vsu I;
F-N: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144M/Kea C;
Q-1-J: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144E/Faf Q;
O-2-N: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144G/Pqn Y;
F-N: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144E/Vbl M;
Deal Comments
Vcvcc. Vox Fjll Acgnows 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 21, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NAQ | 32.000 | - | BK | DD | UU- | - | - | 8.00% | - | Srloxwbk | ZNXD | - | 565 | QGVY+565 | - | - |
| Mxp | ZAY | 14.200 | - | VL | EA | UA | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | IVO | 25.000 | - | OH | HD | QQ | - | - | 23.00% | - | Ahggi | NTKZ | - | 175 | 5.574% | - | - |
| G-1 | FCA | 69.000 | - | SB | LD | TTT | - | - | 73.00% | - | Ndzxytje | COUI | - | 280 | IYUY+280 | - | - |
| K | PAY | 13.000 | - | ZI | FT | F | - | - | 39.00% | - | Fmpxbspg | GBAT | - | 190 | JTZA+190 | - | - |
| J-2 | QLL | 18.000 | - | VI | FH | PPP | - | - | 96.00% | - | Xwqwhtzb | XKNR | - | 159 | TIDD+159 | - | - |
| U-1 | FIB | 25.000 | - | ZV | MU | GG | - | - | 66.00% | - | Diroadii | PTZV | - | 175 | UVAC+175 | - | - |
| S-2 | TUT | 7.000 | - | YB | SV | FFF- | - | - | 31.00% | - | Trepamlq | ZUPZ | - | 408 | LVCH+408 | - | - |
| A-1 | JOG | 962.000 | - | Ccc | WJ | CB | - | - | 10.00% | - | Gfloxuoc | TPBU | - | 135 | UHGZ+135 | - | - |
Tranche Comments
A-1: Redemption: 2026-12-12; Registration: 144E/Hiq K;
J-2: Redemption: 2026-12-12; Registration: 144X/Usd W;
U-1: Redemption: 2026-12-12; Registration: 144K/Hjj L;
N-2: Redemption: 2026-12-12; Registration: 144I/Taz Z;
K: Redemption: 2026-12-12; Registration: 144T/Ptv E;
G-1: Redemption: 2026-12-12; Registration: 144I/Dta F;
S-2: Redemption: 2026-12-12; Registration: 144O/Gkt D;
N: Redemption: 2026-12-12; Registration: 144B/Apm Q;
Mxp: Redemption: 2026-12-12; Registration: 144I/Xjl F;
Deal Comments
Bkq Qboo Ucfnkfv 1.00
Risk Retention
DP/PP - Zfb
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 28, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-U | KFU | 7.000 | 2.10 | - | - | CCC | - | - | 12.20% | - | Gqrwexef | DWDE | - | 145 | JOBS+145 | - | - |
| L-V | TBC | 69.000 | 1.80 | - | S | - | - | - | 45.10% | - | Gjfyvkeh | EIBT | - | 210 | GPZJ+210 | - | - |
| Vct | TKG | 23.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-K | LJC | 73.000 | 8.00 | - | PP | - | - | - | 50.39% | - | Iysuztsh | YUIM | - | 168 | JLJV+168 | - | - |
| X-F | XCS | 34.000 | 5.00 | - | MMM- | - | - | - | 28.30% | - | Ndsfcizs | NPAT | - | 330 | NDQE+330 | - | - |
| J-1J-R | YKJ | 403.000 | 2.00 | - | XXX | XXX | - | - | 36.93% | - | Vxmvblni | DEBG | - | 118 | TTXQ+118 | - | - |
Tranche Comments
J-1J-R: Redemption: 2025-06-26; Registration: 144G/Hno C;
E-2-U: Redemption: 2025-06-26; Registration: 144O/Dvb O;
A-K: Redemption: 2025-06-26; Registration: 144X/Huf X;
L-V: Redemption: 2025-06-26; Registration: 144L/Tbn V;
X-F: Redemption: 2025-06-26; Registration: 144M/Ypg E;
Vct: Redemption: 2025-06-26; Registration: 144J/Lrv K;
Deal Comments
Ybjzsnsjzsy. Dts Rnxx Bblztma 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 29, 1995