| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-H | JXA | 64.000 | 84.00 | - | - | EEE- | - | - | 52.00% | - | Eebqwezy | BJMV | - | 400 | ULDU+400 | - | - |
| I1-E | XOJ | 958.000 | 9.20 | - | - | BBB | - | - | 91.00% | - | Suwuzymf | OTOL | - | 155 | LECT+155 | - | - |
| U-W | PXV | 10.000 | 98.50 | - | - | GG- | - | - | 5.89% | - | Szwqmyhf | GXNU | - | 740 | LIBY+740 | - | - |
| Q1Q-P | OFZ | 97.000 | 2.40 | - | - | HH | - | - | 64.60% | - | Eykbf | - | - | - | 6.19% | - | - |
| E-K | KIE | 8.690 | 41.50 | - | - | EE- | - | - | 7.33% | - | Qpvoeewn | YVNE | - | 637 | QTGS+637 | - | - |
| X-V | PRV | 9.000 | 9.70 | - | - | FFF | - | - | - | - | Zjqprrkd | XOSX | - | 100 | XCXE+100 | - | - |
| K-Q | VTU | 85.400 | 9.50 | - | - | N | - | - | 89.00% | - | Sbywcrnz | JHWH | - | 245 | PKOH+245 | - | - |
| N2-K | OBD | 72.000 | 4.90 | - | - | MMM | - | - | 94.00% | - | Ujfjbixh | NHHR | - | 185 | CYVY+185 | - | - |
| L1I-P | WQW | 13.100 | 2.40 | - | - | EE | - | - | 58.80% | - | Tppzeubb | DKBW | - | 205 | VMKH+205 | - | - |
| Opm | GHV | 22.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-V: Redemption: 2026-07-15; Registration: 144E/Pst R;
I1-E: Redemption: 2026-07-15; Registration: 144I/Jzz L;
N2-K: Redemption: 2026-07-15; Registration: 144F/Tyk J;
L1I-P: Redemption: 2026-07-15; Registration: 144D/Nkl R;
Q1Q-P: Redemption: 2026-07-15; Registration: 144N/Jxv A;
K-Q: Redemption: 2026-07-15; Registration: 144L/Isr R;
X-H: Redemption: 2026-07-15; Registration: 144G/Mxx Z;
U-W: Redemption: 2026-07-15; Registration: 144Z/Kpx C;
E-K: Redemption: 2026-07-15; Registration: 144P/Jay D;
Opm: Redemption: 2026-07-15; Registration: 144G/Pcj U;
Deal Comments
Qjsjs. Gyj Wjvv Bjegygf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-J | ILA | 148.000 | 7.50 | See | - | - | - | - | 63.00% | - | Uuewdwax | HZUB | - | 163 | DBHC+163 | - | - |
| Uvo | FSI | 87.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-E | EXS | 77.000 | 73.00 | - | - | WWW- | - | - | 24.00% | - | Gvbslxvh | CYFH | - | 415 | DBDE+415 | - | - |
| C | XER | 3.000 | 9.80 | Pkk | - | - | - | - | - | - | Srkmpsqz | YZHD | - | 100 | WXHC+100 | - | - |
| H-V | GKL | 13.000 | 10.70 | - | - | DD- | - | - | 9.40% | - | Iexpflhi | YMMR | - | 705 | BHYN+705 | - | - |
| S-1Y | VXY | 40.000 | 3.30 | - | - | QQ | - | - | 47.00% | - | Cxephtcg | DOTW | - | 215 | SPYJ+215 | - | - |
| H-2I | IID | 17.000 | 9.60 | - | - | RR | - | - | 61.00% | - | Suqil | - | - | - | 6.21% | - | - |
| A-C | ABT | 32.000 | 6.50 | - | - | Y | - | - | 71.00% | - | Vsypxror | KWFW | - | 270 | LSIV+270 | - | - |
Tranche Comments
C: Redemption: 2026-04-15; Registration: 144L/Krh Q;
Z-J: Redemption: 2026-04-15; Registration: 144H/Kid F;
S-1Y: Redemption: 2026-04-15; Registration: 144X/Ytc V;
H-2I: Redemption: 2026-04-15; Registration: 144P/Hcl T;
A-C: Redemption: 2026-04-15; Registration: 144K/Qdl Y;
N-E: Redemption: 2026-04-15; Registration: 144C/Oda H;
H-V: Redemption: 2026-04-15; Registration: 144W/Ruc T;
Uvo: Redemption: 2026-04-15; Registration: 144L/Zmv F;
Deal Comments
Eyfyb. Rjp Xcgg Wyfejjv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 2, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | AGF | 18.200 | 6.40 | Ye2 | - | - | - | - | 44.00% | - | Brmxtpzq | 3iZ | - | 180 | 3pW+180 | - | - |
| S | MUH | 523.000 | 2.20 | Qkk | - | - | - | - | 10.00% | - | Mycuywax | 3hR | - | 118 | 3eE+118 | - | - |
| F | HEA | 47.100 | 16.20 | Dg3 | - | - | - | - | 3.00% | - | Wvdmlzaw | 3iL | - | 750 | 3sQ+735 | - | - |
| B | KQT | 87.500 | 3.50 | Nbb3 | - | - | - | - | 73.70% | - | Cecczisd | 3iO | - | 335 | 3lR+335 | - | - |
| Trg | WXV | 28.400 | - | DP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y2 | BEZ | 59.900 | 4.50 | Tc2 | - | - | - | - | 93.00% | - | Fcepfcvs | 3uV | - | 180 | 3zF+180 | - | - |
| D | XWE | 78.000 | 3.30 | L2 | - | - | - | - | 42.00% | - | Nckqaxbo | 3iO | - | 225 | 3mY+225 | - | - |
Tranche Comments
S: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144U/Dbp M;
S1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144U/Gqo N;
Y2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144W/Gka K;
D: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144T/Hvr R;
B: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144H/Hyz L;
F: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144L/Nro O;
Trg: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144D/Qnd O;
Deal Comments
Bap Zjff Cjaoaqh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 25, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TCR | 75.000 | - | Xd2 | - | - | - | - | 91.00% | - | Ssrecoho | 3sX | - | 175 | 3eB+175 | - | - |
| T-1 | WZR | 833.000 | - | Tbb | - | - | - | SSS | 36.00% | - | Hzwerxqi | 3rV | - | 118 | 3xQ+118 | - | - |
| A-2 | EYK | 45.000 | - | Amm | - | - | - | - | 76.00% | - | Lvwwtkvg | 3dG | - | 150 | 3nY+150 | - | - |
| U | IFB | 56.000 | - | - | - | - | - | BBB- | - | - | - | - | - | - | - | - | Retained |
| F | MYG | 27.700 | - | - | - | - | - | AA- | - | - | - | - | - | - | - | - | Retained |
| Djvftx | GWU | 89.000 | - | HQ | - | - | - | DH | - | - | - | - | - | - | - | - | Retained |
| R | XIY | 41.000 | - | K2 | - | - | - | - | 58.00% | - | Khvqxrpl | 3oN | - | 225 | 3zH+225 | - | - |
Tranche Comments
T-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Osd N;
A-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Jhq O;
R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Gja L;
R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Iif Q;
U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Xqv G; Comments: Tiw-Thpjws;
F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Xzf B; Comments: Wjp-Whlwpg;
Djvftx: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Vec B;
Deal Comments
Stx Djll Kcwwtky 3.00. Mcwcchc.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 30, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-A | WBM | 38.500 | - | L2 | - | - | - | - | - | - | Vhjzhvrw | 3cA | - | 245 | 3yU+245 | - | 401.00000 |
| Fqm | LOP | 46.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-X | BWQ | 9.300 | - | Lqq | - | - | - | - | - | - | Gxhmbqcb | 3qI | - | 70 | 3lT+70 | - | 372.00000 |
| P-B | XQC | 944.000 | - | Ud2 | - | - | - | - | - | - | Rjpuexub | 3xJ | - | 185 | 3pC+185 | - | 438.00000 |
| A-Z | KFD | 46.000 | - | Eu3 | - | - | - | - | - | - | Cspefpxt | 3zE | - | 725 | 3bO+711 | - | 31.00000 |
| V-S | RYX | 393.000 | - | Qrr | - | - | - | - | - | - | Bmojqjsr | 3tH | - | 120 | 3qP+120 | - | 612.00000 |
| C-B | QHJ | 82.200 | - | Wll3 | - | - | - | - | - | - | Cedhrvxh | 3tI | - | 350 | 3xR+350 | - | 323.00000 |
Tranche Comments
E-X: First Pay: 2021-10-18; Redemption: 2023-07-17;
V-S: First Pay: 2021-10-18; Redemption: 2023-07-17;
P-B: First Pay: 2021-10-18; Redemption: 2023-07-17;
Q-A: First Pay: 2021-10-18; Redemption: 2023-07-17;
C-B: First Pay: 2021-10-18; Redemption: 2023-07-17;
A-Z: First Pay: 2021-10-18; Redemption: 2023-07-17;
Fqm: First Pay: 2021-10-18; Redemption: 2023-07-17;
Deal Comments
Hmqme. Lsu Ynbb Zmucsoi 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 22, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-P | JYS | 755.000 | - | Ree | - | - | - | JJJ | - | - | Jxuwszew | 3nL | - | 118 | 3pX+118 | - | - |
| Y-C | NKD | 59.400 | - | J2 | - | - | - | - | - | - | Jvspfvtx | 3iX | 210-225 | 225 | 3mZ+225 | - | - |
| C-K | RAO | 38.280 | - | - | - | - | - | MM- | - | - | - | - | - | - | - | - | Retained |
| L-I | FWO | 85.000 | - | Dt2 | - | - | - | - | - | - | Tvystfru | 3fE | - | 180 | 3aP+180 | - | - |
| C-G | MKD | 46.560 | - | - | - | - | - | NNN- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-P: First Pay: 2021-10-20; Redemption: 2023-07-20;
L-I: First Pay: 2021-10-20; Redemption: 2023-07-20;
Y-C: First Pay: 2021-10-20; Redemption: 2023-07-20;
C-G: First Pay: 2021-10-20; Redemption: 2023-07-20;
C-K: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Gvtvw. Vtz Rhqq Avhqtle 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 14, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kww Gjsbgf | ZBJ | 34.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-K | KVH | 94.400 | - | Lt3 | - | - | - | - | - | - | Ewkykqwp | 3cI | - | 725 | 3jI+710 | - | - |
| B | ACH | 6.000 | - | Moo | - | - | - | - | 81.00% | - | Tvblsybs | 3uM | - | 70 | 3aB+70 | - | - |
| B-N | PQR | 107.200 | - | Oaa | - | - | - | - | 90.00% | - | Qzwqluak | 3vL | - | 119 | 3wZ+119 | - | - |
| G-G | KQC | 725.600 | - | Vt2 | - | - | - | - | 78.70% | - | Mlslxpzg | 3tQ | - | 185 | 3lN+185 | - | - |
| S-Z | LRM | 63.600 | - | F2 | - | - | - | - | 27.30% | - | Fjkxvbvj | 3xE | - | 230 | 3mN+230 | - | - |
| Q-O | LKI | 68.700 | - | Rzz3 | - | - | - | - | 2.00% | - | Smvrqcyr | 3uM | - | 335 | 3xD+335 | - | - |
Tranche Comments
B: First Pay: 2021-07-17; Redemption: 2023-07-17;
B-N: First Pay: 2021-07-17; Redemption: 2023-07-17;
G-G: First Pay: 2021-07-17; Redemption: 2023-07-17;
S-Z : First Pay: 2021-07-17; Redemption: 2023-07-17;
Q-O: First Pay: 2021-07-17; Redemption: 2023-07-17;
P-K: First Pay: 2021-07-17; Redemption: 2023-07-17;
Kww Gjsbgf: First Pay: 2021-07-17; Redemption: 2023-07-17;
Deal Comments
Qovoy. Xeo Iyee Aovweip 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 12, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1-V | XGA | 376.000 | - | Sxx | - | ZZZ | - | - | - | - | Fpsrwtpw | 3mK | - | 112 | 3yU+112 | - | - |
| K-2-T | JVF | 2.200 | - | XW | - | III | - | - | - | - | Adrzfkqk | 3cS | - | 135 | 3zE+135 | - | - |
| S-S | ERU | 45.800 | - | Am2 | - | DL | - | - | - | - | Ndeblyjy | 3wU | - | 175 | 3aD+175 | - | - |
| H-V | IEV | 84.500 | - | N2 | - | VA | - | - | - | - | Avxpchwv | 3kA | - | 230 | 3gV+230 | - | - |
| C-R | IIY | 57.260 | - | Ull3 | - | OA | - | - | - | - | Hfmykyzp | 3yG | - | 350 | 3uF+350 | - | - |
Tranche Comments
E-1-V: First Pay: 2021-07-20; Redemption: 2022-04-20;
K-2-T: First Pay: 2021-07-20; Redemption: 2022-04-20;
S-S: First Pay: 2021-07-20; Redemption: 2022-04-20;
H-V: First Pay: 2021-07-20; Redemption: 2022-04-20;
C-R: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Uemgataqgay. Uga Htzz Weaggbv 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 17, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lky | GYB | 47.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | ZVG | 63.000 | - | - | HH | - | - | - | - | - | Zkfsokxw | 3yB | - | 150 | 3wU+150 | - | - |
| U | UGZ | 647.000 | - | - | III | - | - | - | - | - | Rxkedkyo | 3eO | - | 110 | 3wV+110 | - | - |
| F | XXZ | 25.000 | - | - | WW- | - | - | - | - | - | Rbojarea | 3aE | - | 650 | 3vO+650 | - | - |
| Q | BPG | 49.000 | - | - | I | - | - | - | - | - | Sqwsbutc | 3oD | - | 205 | 3fC+205 | - | - |
| P | WXX | 58.000 | - | - | OOO- | - | - | - | - | - | Zcrfjxdf | 3fC | - | 310 | 3eT+310 | - | - |
Tranche Comments
U: Redemption: 2023-04-20;
A: Redemption: 2023-04-20;
Q: Redemption: 2023-04-20;
P: Redemption: 2023-04-20;
F: Redemption: 2023-04-20;
Lky: Redemption: 2023-04-20;
Deal Comments
Ozq Gnvv Unakzyd 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 2, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | FNJ | 25.800 | - | Hr2 | - | SQ | - | BB | - | - | Gwdfumbt | 3lJ | - | 180 | 3hR+180 | - | - |
| J-1 | NLL | 73.600 | - | MH | - | EM | - | UU- | - | - | - | - | - | - | - | - | Retained |
| Bohpotqz Gpypezbe | HXT | 82.500 | - | NL | - | FL | - | BI | - | - | - | - | - | - | - | - | Retained |
| T | PHP | 176.000 | - | Gyy | - | LLL | - | WWW | - | - | Cuhomsip | 3xE | - | 143 | 3yG+143 | - | - |
| G-2 | MBP | 4.000 | - | Zn2 | - | AG | - | MM | - | - | Zobgh | Yqoav | - | 180 | 2.561% | - | - |
| T | WVA | 34.380 | - | US | - | LB | - | PPP- | - | - | - | - | - | - | - | - | Retained |
| Y-2 | ELE | 9.460 | - | OR | - | OI | - | XX- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2022-12-16; Registration: 144L/Hcr I;
O-1: Redemption: 2022-12-16; Registration: 144H/Mau Z;
G-2: Redemption: 2022-12-16; Registration: 144U/Ihm V;
T: Redemption: 2022-12-16; Registration: 144G/Tsg O;
J-1: Redemption: 2022-12-16; Registration: 144O/Zvv E;
Y-2: Redemption: 2022-12-16; Registration: 144D/Gff H;
Bohpotqz Gpypezbe: Redemption: 2022-12-16; Registration: 144H/Tkv R;
Deal Comments
Lqm Wcyy Tybaqyo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 18, 2017