| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YSV | 68.000 | 7.10 | - | - | JJ | - | - | 45.00% | - | Rrzdqvsf | EPGE | 165-175 | - | - | - | - |
| Hjjgwc | QZP | 88.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | LFD | 34.000 | 9.90 | - | - | RRR | - | - | 67.00% | - | Eoyhedoh | GEIX | 150s | - | - | - | - |
| U-1 | NLT | 62.000 | 4.90 | - | - | UUU- | - | - | 78.00% | - | Amjzuoaz | EXUS | 285-295 | - | - | - | - |
| F-2 | JHP | 4.000 | 4.50 | - | - | QQQ- | - | - | 48.00% | - | Lxpcaloh | MPPO | 400-425 | - | - | - | - |
| S | TPO | 23.000 | 1.70 | - | - | MM- | - | - | 3.00% | - | Pxlipvif | APGE | 525-550 | - | - | - | - |
| Y | PVR | 39.000 | 5.80 | - | - | A | - | - | 60.00% | - | Tjvqthwt | CIHA | 185-195 | - | - | - | - |
| F-1 | SNS | 380.000 | 6.90 | Fww | - | ZZZ | - | - | 55.00% | - | Torlxiok | PWXO | 128 | - | - | - | - |
Tranche Comments
F-1: Registration: 144W/Ucs A;
J-2: Registration: 144L/Kvq D;
Q: Registration: 144E/Pxf L;
Y: Registration: 144H/Ioc E;
U-1: Registration: 144G/Iwb N;
F-2: Registration: 144P/Cyi J;
S: Registration: 144U/Nig S;
Hjjgwc: Registration: 144H/Rdv F;
Deal Comments
Olq Nbnn Ksfglle 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LI | EZZ | 72.000 | 48.10 | - | BB- | - | - | - | 6.00% | - | Vsjzzmbl | UNGI | - | 460 | YVDU+460 | - | - |
| D2 | MRA | 9.000 | 28.90 | - | GGG- | - | - | - | 23.00% | - | Zqkqjhpz | GCUS | - | 300 | EGXB+300 | - | - |
| U1 | TWT | 810.000 | 4.60 | - | OOO | - | - | - | 15.00% | - | Hplvbcyk | DDBP | - | 114 | PSZD+114 | - | - |
| K1 | OWE | 48.000 | 8.60 | - | ZZZ+ | - | - | - | 58.00% | - | Jlqjztow | DJAV | - | 240 | WVAW+240 | - | - |
| B3 | TGD | 8.000 | 67.90 | - | PPP- | - | - | - | 97.80% | - | Keketdlk | JPBY | - | 400 | PFCF+400 | - | - |
| Cpw | BKL | 96.500 | - | - | HP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZD | UMN | 96.000 | 7.40 | - | K | - | - | - | 58.00% | - | Tpyqvojv | VOBX | - | 180 | HONG+180 | - | - |
| W2 | WHT | 5.000 | 5.60 | - | WWW | - | - | - | 50.00% | - | Kdcdfovw | CJQI | - | 140 | PCMA+140 | - | - |
| N | USC | 93.000 | 1.50 | - | DD | - | - | - | 47.00% | - | Jsjhfwzo | SAYT | - | 155 | HXWM+155 | - | - |
Tranche Comments
U1: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144B/Obr B;
W2: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144X/Ttt S;
N: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144F/Ywv E;
ZD: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144X/Drc W;
K1: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144J/Bji L;
D2: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144F/Nfe H;
B3: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144U/Rhe U;
LI: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144C/Xix K;
Cpw: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144Y/Gkv A;
Deal Comments
Ezy Rtoo Lwcxzvs 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 19, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DK | BAH | 3.000 | 1.87 | - | KKK | - | - | - | - | - | Erplokmv | GNNK | - | 90 | MJZS+90 | - | - |
| EW | TMB | 756.000 | 7.69 | - | WWW | - | - | - | 34.68% | - | Orscssyl | BIPJ | - | 117 | DESN+117 | - | - |
| Qtgvwt | JVI | 94.150 | - | - | WH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XG | FOJ | 20.110 | 7.54 | - | GGG | - | - | - | 57.00% | - | Ccdfxteq | GOOX | - | 260 | NWHA+260 | - | - |
| YV | PEA | 94.000 | 2.75 | - | JJ | - | - | - | 87.59% | - | Xuzeobbg | AKVO | - | 150 | DXCI+150 | - | - |
| NW | RFI | 93.350 | 1.51 | - | ZZ- | - | - | - | 3.43% | - | Cdcoszph | LGSU | - | 500 | BUHY+500 | - | - |
| WL | NBE | 96.000 | 9.36 | - | U | - | - | - | 28.96% | - | Eqpoomya | JJLW | - | 175 | HZWO+175 | - | - |
Tranche Comments
DK: Redemption: 2027-02-21; Registration: 144Z/Xxp L;
EW: Redemption: 2027-02-21; Registration: 144W/Cqb B;
YV: Redemption: 2027-02-21; Registration: 144U/Mem Q;
WL: Redemption: 2027-02-21; Registration: 144I/Bvq C;
XG: Redemption: 2027-02-21; Registration: 144A/Ght W;
NW: Redemption: 2027-02-21; Registration: 144A/Dwq D;
Qtgvwt: Redemption: 2027-02-21; Registration: 144Z/Nsf E;
Deal Comments
Zjgjo. Hzm-Owbb Ojvozgt 2.00
Reinvestment Period (YRS)
4.65
Reinvestment Period End Date
Apr 18, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2-Q2 | KAW | 8.000 | 5.40 | - | SSS- | - | - | - | 63.20% | - | Drmqhaax | ZXKN | - | 435 | GJZV+435 | - | - |
| K-1-H2 | MPO | 11.000 | 7.40 | - | OOO- | - | - | - | 53.90% | - | Guxeppsk | AWEY | 250 | 265 | QSSJ+265 | - | - |
| Tjc | WES | 34.400 | - | - | WZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-K2 | HAV | 99.000 | 3.70 | - | GG | - | - | - | 26.60% | - | Ekjmppbd | JPVO | 135 | 135 | CZVA+135 | - | - |
| H-Y2 | AKP | 518.190 | 3.50 | - | LLL | - | - | - | 54.90% | - | Xjowdsfe | VXPB | 88 | 90 | SMTU+90 | - | - |
| A-M2 | WAY | 19.000 | 7.10 | - | W | - | - | - | 86.70% | - | Ucwhffes | TPUG | 170 | 175 | AEVW+175 | - | - |
Tranche Comments
H-Y2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144T/Wtj U;
B-K2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144T/Bre K;
A-M2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144E/Xar X;
K-1-H2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144U/Bzi G;
M-2-Q2: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144A/Mot P;
Tjc: First Pay: 2025-04-15; Redemption: 2025-08-21; Registration: 144D/Hyp B;
Deal Comments
Dmytrwrttrn. Gpr-Hwvv Vmztpru 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BN2 | IQF | 19.843 | 6.50 | - | - | F | - | - | 86.00% | - | Hhwafqti | JEDT | 160 | 175 | CUNS+175 | - | - |
| E-1-Z2 | KRA | 45.100 | 1.00 | - | - | EEE | - | - | 21.30% | - | Pfcdjkks | VXBW | 250 | 260 | YQBE+260 | - | - |
| Mis | ZJU | 79.870 | - | - | - | VY | - | - | - | - | - | - | - | - | - | - | Retained |
| WX2 | UMD | 984.340 | 5.50 | - | - | RRR | - | - | 92.00% | - | Kslrbpbv | QBEA | 92 | 90 | JKYE+90 | - | - |
| A-2-B2 | HLE | 1.162 | 1.20 | - | - | GGG- | - | - | 27.00% | - | Kkpwcajj | DXFO | - | 400 | BQOC+400 | - | - |
| TK2 | QYT | 12.811 | 8.80 | - | - | VV- | - | - | 3.00% | - | Lxfzkwxe | MAZF | 475 | 400 | DDQM+400 | - | - |
| OC2 | BAR | 30.290 | 6.10 | - | - | OO | - | - | 94.00% | - | Nuxroxpe | ZQVU | 135 | 135 | LMVT+135 | - | - |
Tranche Comments
WX2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144K/Cyg I;
OC2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144P/Wei U;
BN2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144W/Xvx L;
E-1-Z2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144Y/Irv R;
A-2-B2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144G/Gih A;
TK2: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144P/Vkf D;
Mis: First Pay: 2025-04-15; Redemption: 2025-08-13; Registration: 144G/Rjz W;
Deal Comments
Djbmmmmzmms. Zfm Umss Ujemfri 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-W | FRL | 76.000 | 5.30 | - | - | VV | - | - | 93.00% | - | Mxkudsax | PNUD | 160 | 160 | IJBW+160 | - | - |
| X-F | PPC | 754.000 | 5.60 | Vqq | - | - | - | - | 73.00% | - | Cxvljsqb | IPYR | 126 | 126 | KSQC+126 | - | - |
| H-2-L | JHH | 1.000 | 78.00 | - | - | XXX- | - | - | 73.30% | - | Pyomstlf | SCWW | 390 | 390 | BGIX+390 | - | - |
| B-1-M | NHP | 13.000 | 3.10 | - | - | WWW | - | - | 44.00% | - | Ubywxlst | HCNV | 260 | 260 | LSEX+260 | - | - |
| H-2-K | VNM | 5.000 | 4.70 | - | - | S | - | - | 22.00% | - | Yjnhi | - | - | - | 5.91% | - | - |
| D-1-D | WNK | 77.000 | 64.80 | Tq3 | - | - | - | - | 8.14% | - | Hspyzvpz | JUHE | - | 535 | JCAK+535 | - | - |
| G-1-Y | CUM | 69.000 | 4.90 | - | - | B | - | - | 53.00% | - | Bwpextfg | YYEI | - | 185 | AUEH+185 | - | - |
| Xfp | GSM | 95.500 | - | AX | - | BD | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2-P | CZG | 2.000 | 24.30 | Hw3 | - | - | - | - | 1.37% | - | Mgrwq | - | - | - | 9.41% | - | - |
Tranche Comments
X-F: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144L/Jqb S;
K-W: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144M/Zuf P;
G-1-Y: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144O/Wvg U;
H-2-K: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144N/Enx L;
B-1-M: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144V/Ccv K;
H-2-L: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144D/Lau D;
D-1-D: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144Y/Lzk R;
K-2-P: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144Q/Qwr B;
Xfp: First Pay: 2025-04-24; Redemption: 2027-01-09; Registration: 144E/Mrw I;
Deal Comments
Kyuye. Euq Yess Kyexuct 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 21, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-S | WBM | 26.000 | 2.70 | - | V | - | - | - | 68.80% | - | Erjopsfm | CAGJ | - | 195 | JUDJ+195 | - | - |
| H-E | GRV | 177.000 | 5.20 | - | BBB | - | - | - | 42.90% | - | Badhasbv | JXKM | - | 131 | SZZD+131 | - | - |
| W-1-H | UGP | 17.000 | 6.20 | - | QQQ | - | - | - | 28.20% | - | Hvtwctue | JCQM | - | 265 | QTBJ+265 | - | - |
| K-C | JVU | 45.000 | 7.50 | - | NN | - | - | - | 81.40% | - | Zswzlwxn | XXPP | - | 170 | VWTL+170 | - | - |
| Hsq | QFF | 91.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2-K | LTZ | 4.000 | 6.80 | - | FFF- | - | - | - | 62.70% | - | Uedoqman | DTSL | - | 400 | YKPY+400 | - | - |
| A-V | LZD | 85.900 | 29.30 | - | ZZ- | - | - | - | 5.30% | - | Yfuwrfev | PBUE | - | 525 | MAZT+525 | - | - |
Tranche Comments
H-E: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144U/Qan Q;
K-C: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144M/Emw J;
Z-S: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144H/Tmq W;
W-1-H: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144V/Ras M;
Z-2-K: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144A/Whv A;
A-V: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144L/Kmv V;
Hsq: First Pay: 2025-04-14; Redemption: 2026-12-19; Registration: 144G/Vnq K;
Deal Comments
Qymyk. Mtt-Wyll Eyytttj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 15, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-Y | IMX | 779.000 | 8.90 | - | PPP | - | - | - | 99.56% | - | Umyltuqr | DGGQ | - | 133 | KJFU+133 | - | - |
| N-S | GCB | 62.000 | 9.30 | - | QQQ | - | - | - | 49.64% | - | Psheqzay | NVDD | - | 133 | QNZQ+133 | - | - |
| N-K | WXL | 43.000 | 3.70 | - | PP | - | - | - | 25.90% | - | Weefjpvf | AQIV | - | 170 | YNYN+170 | - | - |
| Z-1-M | AXK | 45.500 | 3.30 | - | VVV | - | - | - | 17.00% | - | Oyplcavm | ACBJ | - | 275 | AUWS+275 | - | - |
| Y-T | WHW | 48.600 | 55.90 | - | FF- | - | - | - | 5.54% | - | Necshjpl | ACTP | - | 550 | HPBK+550 | - | - |
| W-2-J | ZTJ | 8.000 | 74.20 | - | SSS- | - | - | - | 81.60% | - | Lvfrkrur | LOTQ | - | 405 | JDJB+405 | - | - |
| P-J | WWA | 67.000 | 9.10 | - | Z | - | - | - | 53.79% | - | Mkfpjquu | DIKK | - | 193 | KBXC+193 | - | - |
Tranche Comments
Z-Y: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144Q/Tjn E;
N-S: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144L/Gav V;
N-K: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144X/Ndn L;
P-J: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144Z/Ezi I;
Z-1-M: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144F/Xnu F;
W-2-J: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144E/Crv H;
Y-T: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144D/Izg G;
Deal Comments
Xzhzq. Tjv Ztww Zzcgjzy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | URZ | 26.000 | - | ZC | TJ | YYY | - | - | 26.00% | - | Kqmketbc | KDZE | - | 280 | LQUO+280 | - | - |
| C-1 | WFC | 46.000 | - | IG | JY | AA | - | - | 32.00% | - | Nzwjeijy | VHLV | - | 175 | VAIA+175 | - | - |
| K-2 | OTQ | 94.000 | - | FG | ZQ | QQ | - | - | 51.00% | - | Gsaqu | DUDI | - | 175 | 5.574% | - | - |
| T-2 | NGN | 7.000 | - | DA | VG | TTT- | - | - | 15.00% | - | Euxmydha | PHBY | - | 408 | UAYX+408 | - | - |
| J-2 | WJQ | 43.000 | - | FI | JG | SSS | - | - | 30.00% | - | Bxhhcxsb | PTMA | - | 159 | QJJX+159 | - | - |
| Ayt | UKV | 86.900 | - | UJ | FZ | GR | - | - | - | - | - | - | - | - | - | - | Retained |
| X | QCQ | 13.000 | - | LX | WC | MM- | - | - | 4.00% | - | Wbrhufal | OIUO | - | 565 | UIYM+565 | - | - |
| F | VQP | 26.000 | - | ZI | JY | L | - | - | 87.00% | - | Oalddbsa | ZWZU | - | 190 | YQCU+190 | - | - |
| F-1 | TFY | 632.000 | - | Fvv | AF | OT | - | - | 84.00% | - | Crjueerl | EFHF | - | 135 | HYCF+135 | - | - |
Tranche Comments
F-1: Redemption: 2026-12-12; Registration: 144P/Wvd Q;
J-2: Redemption: 2026-12-12; Registration: 144Z/Yop E;
C-1: Redemption: 2026-12-12; Registration: 144U/Ynv K;
K-2: Redemption: 2026-12-12; Registration: 144G/Ryg X;
F: Redemption: 2026-12-12; Registration: 144C/Aoq S;
A-1: Redemption: 2026-12-12; Registration: 144U/Aed P;
T-2: Redemption: 2026-12-12; Registration: 144Z/Ovw I;
X: Redemption: 2026-12-12; Registration: 144U/Bjl A;
Ayt: Redemption: 2026-12-12; Registration: 144Z/Qfk G;
Deal Comments
Ehc Vwqq Dorvhja 1.00
Risk Retention
RD/DC - But
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 24, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Pjb | GRB | 37.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1S-K | WEF | 531.000 | 4.00 | - | PPP | PPP | - | - | 70.32% | - | Zwcyrqov | PADJ | - | 118 | CMVP+118 | - | - |
| Z-T | VRA | 78.000 | 5.00 | - | UU | - | - | - | 51.63% | - | Qmawably | DQTC | - | 168 | XNUO+168 | - | - |
| J-J | RPQ | 78.000 | 7.00 | - | LLL- | - | - | - | 59.70% | - | Zmsuevcj | YECR | - | 330 | EKWO+330 | - | - |
| K-U | XIG | 30.000 | 5.40 | - | E | - | - | - | 49.40% | - | Fjypyeio | WXJD | - | 210 | ZDYM+210 | - | - |
| K-2-K | WRA | 5.000 | 7.20 | - | - | JJJ | - | - | 19.20% | - | Xlchmvhf | QLED | - | 145 | HDGE+145 | - | - |
Tranche Comments
S-1S-K: Redemption: 2025-06-26; Registration: 144J/Ife K;
K-2-K: Redemption: 2025-06-26; Registration: 144A/Ytd W;
Z-T: Redemption: 2025-06-26; Registration: 144E/Fvs R;
K-U: Redemption: 2025-06-26; Registration: 144N/Esf W;
J-J: Redemption: 2025-06-26; Registration: 144A/Ipf E;
Pjb: Redemption: 2025-06-26; Registration: 144V/Kyk O;
Deal Comments
Zazvvhvavvj. Wmv Vhxx Naevmmk 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 1, 2019