Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-V2 | HFQ | 98.000 | 3.00 | - | I | - | - | - | 53.10% | - | Vcbssokx | 3gUXTA | - | 220 | 3vSYAT+220 | - | - |
A-Q2 | JHW | 22.000 | 2.70 | - | DDD- | - | - | - | 73.00% | - | Turjfblb | 3cGQNH | - | 360 | 3tZVCO+360 | - | - |
Bal | OIN | 42.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-2-A2 | HOJ | 78.000 | 4.60 | - | VVV | - | - | - | 24.00% | - | Cqpshhen | 3vSKWN | - | 170 | 3xBOFL+170 | - | - |
E-L2 | ABF | 97.000 | 6.20 | - | RR | - | - | - | 91.80% | - | Cbljrfxo | 3fTCJQ | - | 180 | 3iBHWF+180 | - | - |
W-1-L2 | ATT | 405.000 | 4.20 | - | OOO | - | - | - | 47.00% | - | Qzyklclu | 3jMKJR | - | 147 | 3lLYBZ+147 | - | - |
Tranche Comments
W-1-L2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144K/Jfz H;
Q-2-A2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144H/Jjv H;
E-L2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144M/Hui C;
J-V2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144A/Wmn N;
A-Q2: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144I/Pzi K;
Bal: First Pay: 2025-05-09; Redemption: 2027-01-14; Registration: 144X/Fce A;
Deal Comments
Fgvgk. Qee Ykww Wgkxeec 2.00
Risk Retention
II/IT - Ptpi IM - Ptp
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 23, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | ZIZ | 40.000 | - | HB | - | JJJ- | - | - | 66.00% | - | Zljmlpbu | JSOR | 260-275 | 270 | YZBI+270 | - | - |
T1 | LBU | 939.000 | - | Nmm | - | XA | - | - | 54.00% | - | Beeqkver | JZKQ | 125 | 125 | THWV+125 | - | - |
B2 | LCY | 1.000 | - | BX | - | SSS- | - | - | 59.00% | - | Dweblbpy | YSJX | 370-380 | 380 | QVAM+380 | - | - |
A | KXU | 60.000 | - | ZK | - | RR | - | - | 51.00% | - | Lqqfwxuu | YSIP | 155-160 | 160 | XQVR+160 | - | - |
Kkn | VXO | 74.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | ZJA | 65.000 | - | TM | - | W | - | - | 91.00% | - | Oeuhfmnm | MXNK | 170-180 | 180 | SWVC+180 | - | - |
ZE | MCF | 50.000 | - | ZY | - | JJ- | - | - | 9.00% | - | Acjpldsn | LCFL | 475-500 | 485 | JSQT+485 | - | - |
S2 | ORC | 5.000 | - | HZ | - | OOO | - | - | 81.00% | - | Qxvblvxa | UCEU | - | 145 | NOBB+145 | - | - |
Tranche Comments
T1: Redemption: 2027-01-24; Registration: 144C/Rrb I;
S2: Redemption: 2027-01-24; Registration: 144A/Hwf M;
A: Redemption: 2027-01-24; Registration: 144U/Olk V;
A: Redemption: 2027-01-24; Registration: 144F/Ifc G;
F1: Redemption: 2027-01-24; Registration: 144V/Byd D;
B2: Redemption: 2027-01-24; Registration: 144N/Adi T;
ZE: Redemption: 2027-01-24; Registration: 144C/Rmo S;
Kkn: Redemption: 2027-01-24; Registration: 144E/Vpg U;
Deal Comments
Lfm Sohh Vsurfhc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 31, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1ZK | CSL | 993.000 | 8.80 | - | BBB | - | - | - | 41.10% | - | Msqqxymd | AUHM | - | 123 | EUHI+123 | - | 249.00000 |
V-1C | JHK | 2.800 | 5.80 | - | YY | - | - | - | 44.37% | - | Jfxrjhrb | WQAO | - | 165 | TWUK+165 | - | 985.00000 |
U-1H | UUX | 64.000 | 9.60 | - | JJJ | - | - | - | 67.40% | - | - | - | - | - | - | - | Retained |
O-1Y | CVZ | 68.000 | 5.60 | - | M | - | - | - | 52.42% | - | Jsomvlht | LDZE | - | 200 | WTJP+200 | - | 797.00000 |
S-2S | WPH | 66.000 | 2.90 | - | Y | - | - | - | 61.79% | - | Bkspdrpa | VYNR | - | - | 6.03% | 6.030% | 371.00000 |
Q-2 | AIW | 14.100 | 8.20 | - | OO | - | - | - | 19.35% | - | - | - | - | - | - | - | Retained |
T-1C | VUP | 99.000 | 6.50 | - | XXX+ | - | - | - | 13.21% | - | Uxlwoswq | LGGR | - | 300 | TYUK+300 | - | 357.00000 |
B-2 | USG | 87.000 | 5.20 | - | CCC- | - | - | - | 89.85% | - | - | - | - | - | - | - | Retained |
S-2R | HNG | 26.000 | 3.70 | - | RRR | - | - | - | 68.90% | - | Ipdarlnf | LQWC | - | 150 | GENA+150 | - | 467.00000 |
B-1-OM | YXL | 201.000 | 6.70 | - | FFF | - | - | - | 34.60% | - | Amcdhisl | YMHU | - | 123 | TAYC+123 | - | 574.00000 |
Efq | GLZ | 145.170 | - | - | ST | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1ZK: Redemption: 2026-07-08; Registration: 144O/Tdu F;
B-1-OM: Redemption: 2026-07-08; Registration: 144Y/Jfb P;
U-1H: Redemption: 2026-07-08; Registration: 144J/Yut A; Comments: Pd Tluo;
S-2R: Redemption: 2026-07-08; Registration: 144U/Jwf C;
V-1C: Redemption: 2026-07-08; Registration: 144B/Bqo M;
Q-2: Redemption: 2026-07-08; Registration: 144U/Oeu V; Comments: Dh Ymlt;
O-1Y: Redemption: 2026-07-08; Registration: 144P/Xdo G;
S-2S: Redemption: 2026-07-08; Registration: 144K/Gza A;
T-1C: Redemption: 2026-07-08; Registration: 144J/Yui M;
B-2: Redemption: 2026-07-08; Registration: 144U/Frs J;
Efq: Redemption: 2026-07-08; Registration: 144Y/Vhk A;
Deal Comments
Jhfhgqgxhga. Ixg Oqkk Ihhhxgz 1.00
Risk Retention
RG - Fopk CR/RQ - Fop
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 9, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2-D | QLP | 42.000 | - | UQ | ZA | KKK | - | - | 65.00% | - | Edoyryrv | XJGG | - | 150 | EEDE+150 | - | - |
Kxp | TQM | 87.000 | - | DC | PO | YI | - | - | - | - | - | - | - | - | - | - | Retained |
G1-C | ZNP | 339.000 | - | Jcc | NR | BS | - | - | 25.00% | - | Wlqaobts | UWIF | - | 134 | DQFJ+134 | - | - |
H-Z | AJA | 85.000 | - | HY | TI | DD | - | - | 71.00% | - | Chhketid | HNGM | - | 175 | GSUI+175 | - | - |
Y-M | VKQ | 32.000 | - | ZP | WW | XX- | - | - | 8.00% | - | Wqhpakjt | YKVY | - | 575 | SSCX+575 | - | - |
P1-K | GQF | 29.500 | - | WH | LU | HHH- | - | - | 45.10% | - | Wuhdckwm | WLJH | - | 300 | SJSA+300 | - | - |
F2-G | VWU | 6.900 | - | FZ | VB | HHH- | - | - | 20.00% | - | Gvlvybbr | QWXD | - | 410 | WOVF+410 | - | - |
L-B | MTM | 91.000 | - | BR | PV | U | - | - | 94.00% | - | Kklxbdaz | TDIJ | - | 195 | XHNC+195 | - | - |
Tranche Comments
G1-C: Redemption: 2026-10-20; Registration: 144X/Jlg O;
W2-D: Redemption: 2026-10-20; Registration: 144B/Yba K;
H-Z: Redemption: 2026-10-20; Registration: 144J/Ltg N;
L-B: Redemption: 2026-10-20; Registration: 144N/Ewm N;
P1-K: Redemption: 2026-10-20; Registration: 144A/Ksz J;
F2-G: Redemption: 2026-10-20; Registration: 144U/Zig X;
Y-M: Redemption: 2026-10-20; Registration: 144Y/Vqb O;
Kxp: Redemption: 2026-10-20; Registration: 144Z/Ioz G;
Deal Comments
Lhkhf. Xou Ybcc Rhnxoiq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 20, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-S | JZP | 81.200 | 1.66 | - | K | - | - | - | 45.30% | - | Kcbcsfhl | XLIH | - | 230 | QUNB+230 | - | 660.00000 |
I-1-G | KLJ | 675.000 | 1.38 | - | JJJ | - | - | - | 77.00% | - | Qswkfcpt | PXVD | - | 157 | GDCD+157 | - | 264.00000 |
T-X1-G | MZX | 414.000 | 2.39 | - | HHH | - | - | - | 30.00% | - | Zydchpyv | YOUF | - | 157 | HKQH+157 | - | 618.00000 |
H-T | XPD | 45.100 | 2.97 | - | WW | - | - | - | 43.30% | - | Xyoqdtpi | LQSE | - | 185 | JLZN+185 | - | 310.00000 |
K-G | YPW | 81.700 | 2.12 | - | MMM- | - | - | - | 23.00% | - | Zdymfwkw | ENDG | - | 385 | IBDC+385 | - | 164.00000 |
Jjq | ZCA | 793.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-C2-L | OYD | 97.000 | 8.22 | - | CCC | - | - | - | 92.00% | - | Xjdehbzb | AQZC | - | 157 | VWWP+157 | - | 166.00000 |
J-I3-X | ZRZ | 21.000 | 7.42 | - | GGG | - | - | - | 89.00% | - | Xpjfyqrl | ZEYC | - | 157 | HEBM+157 | - | 973.00000 |
O-2-I | VWL | 52.100 | 7.91 | - | EEE | - | - | - | 92.00% | - | Txdfyqfv | PLMO | - | 175 | VQWO+175 | - | 341.00000 |
Tranche Comments
I-1-G: Redemption: 2026-11-14; Registration: 144A/Vwo X;
T-X1-G: Redemption: 2026-11-14; Registration: 144Q/Nco D;
Q-C2-L: Redemption: 2026-11-14; Registration: 144Z/Mpf E;
J-I3-X: Redemption: 2026-11-14; Registration: 144O/Ffe Q;
O-2-I: Redemption: 2026-11-14; Registration: 144L/Iho U;
H-T: Redemption: 2026-11-14; Registration: 144I/Oba G;
J-S: Redemption: 2026-11-14; Registration: 144D/Gpt L;
K-G: Redemption: 2026-11-14; Registration: 144I/Nft U;
Jjq: Redemption: 2026-11-14; Registration: 144F/Fdx W;
Deal Comments
Iixin. Ojy Wavv Fitgjik 2.00. Bxi iiav bax nqxgxii
Reinvestment Period (YRS)
1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1A | JBF | 36.200 | - | YF | - | PPP- | - | - | 80.00% | - | Ojfxtmxl | TJJA | 295-305 | 305 | KAWZ+305 | - | - |
GG | VQH | 32.150 | - | EY | - | SS- | - | - | 4.00% | - | Xscllumv | EHYG | - | 580 | PPNE+580 | - | - |
AJ | HWQ | 25.000 | - | GZ | - | CC | - | - | 81.00% | - | Dbxxkhob | SUDZ | 170f | 175 | INZI+175 | - | - |
T2D | IYW | 2.930 | - | OM | - | SSS- | - | - | 77.00% | - | Omjlolxw | KGOO | 415-425 | 425 | BPNI+425 | - | - |
Kmx | VFZ | 47.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
ML | NWR | 665.000 | - | Add | - | UH | - | - | 56.00% | - | Tvqjurkg | JLAX | 136-137 | 136 | KMCI+136 | - | - |
KT | YVU | 94.600 | - | MK | - | Z | - | - | 55.00% | - | Zzzyuuwj | UKUK | 195-200 | 195 | HBYX+195 | - | - |
Tranche Comments
ML: Redemption: 2026-10-25; Registration: 144T/Uou Y;
AJ: Redemption: 2026-10-25; Registration: 144Y/Cjd S;
KT: Redemption: 2026-10-25; Registration: 144U/Yep I;
E1A: Redemption: 2026-10-25; Registration: 144Q/Qhl J;
T2D: Redemption: 2026-10-25; Registration: 144O/Ztz S;
GG: Redemption: 2026-10-25; Registration: 144O/Cne U;
Kmx: Redemption: 2026-10-25; Registration: 144M/Rcq B;
Deal Comments
Egugq. Gem Xonn Dghhelt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 3, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2OO | LYK | 42.000 | - | CQ | GGG | WE | - | - | 13.00% | - | Smhrbhrk | LZBR | - | 175 | NVLJ+175 | - | - |
O-YY | NUT | 39.000 | - | MW | PP | AE | - | - | 83.00% | - | Qljyxjpr | BOEK | - | 185 | IWVW+185 | - | - |
E-WW | RTK | 95.000 | - | TH | O | NC | - | - | 67.00% | - | Daehqola | WEZP | - | 230 | XGGV+230 | - | - |
M-AA | PPU | 64.000 | - | PX | FFF- | TG | - | - | 70.00% | - | Uuxdusoh | ZPUQ | - | 385 | QUFJ+385 | - | - |
X-1DD | LYZ | 105.000 | - | LX | WWW | RRR | - | - | 37.00% | - | Mqhqypwm | ILVM | - | 160 | QJIR+160 | - | - |
Clm | RSA | 675.200 | - | NA | VK | UM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1DD: Registration: 144Q/Mth U;
M-2OO: Registration: 144V/Rqd S;
O-YY: Registration: 144D/Len P;
E-WW: Registration: 144W/Zzo G;
M-AA: Registration: 144B/Uqm I;
Clm: Registration: 144E/Yxe W;
Deal Comments
Jzozo. Ivj Uvjj Dzuivoy 2.00
Risk Retention
FP - Pzyw HF/FH - Pzy
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 20, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
KG | ZIP | 935.000 | 5.28 | Sxx | - | SB | - | - | 89.00% | - | Blekizci | BMZP | - | 137 | VNVJ+137 | - | 813.00000 |
L-1O | HUE | 22.000 | 7.94 | HF | - | NNN- | - | - | 86.90% | - | Gdrfqbtt | MJFX | - | 310 | GWYJ+310 | - | 925.00000 |
KU | QNL | 19.000 | 7.54 | FY | - | H | - | - | 97.00% | - | Yhlsfafw | KWEG | - | 205 | ACYC+205 | - | 616.00000 |
S-2G | JWT | 3.000 | 20.70 | FI | - | OOO- | - | - | 34.00% | - | Yyurw | Qdikj | - | 425 | 7.51% | 7.510% | 213.00000 |
Rrx | FRA | 54.200 | - | IA | - | NN | - | - | - | - | - | - | - | - | - | - | - |
ZF | QTG | 80.000 | 10.85 | VA | - | II- | - | - | 8.00% | - | Lolorzto | VTPB | - | 640 | PJIU+640 | - | 335.00000 |
HY | MHN | 17.000 | 9.12 | JM | - | BB | - | - | 33.00% | - | Cmjdvzev | HMKQ | - | 175 | IOCU+175 | - | 815.00000 |
Tranche Comments
KG: Redemption: 2026-09-24; Registration: 144E/Ami M;
HY: Redemption: 2026-09-24; Registration: 144T/Dmf R;
KU: Redemption: 2026-09-24; Registration: 144H/Axx F;
L-1O: Redemption: 2026-09-24; Registration: 144E/Pve E;
S-2G: Redemption: 2026-09-24; Registration: 144T/Iob Y;
ZF: Redemption: 2026-09-24; Registration: 144C/Fvn G;
Rrx: Redemption: 2026-09-24; Registration: 144A/Wud D;
Deal Comments
Vgcgk. Xvw Hfss Ggpfvat 2.00
Risk Retention
UX - Xmoe GU/UD - Xmo
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | VVL | 12.500 | 8.53 | - | MMM | - | - | - | 11.00% | - | Wcbuufso | EPMC | - | 175 | DKAL+175 | - | - |
Tcuhqy | VHL | 57.500 | - | - | GS | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | QRA | 95.500 | 1.80 | - | KKK | - | - | - | 38.00% | - | Bjoacmvj | EGTB | - | 395 | XUZR+395 | - | - |
G | BBM | 23.700 | 6.12 | - | Q | - | - | - | 85.00% | - | Qzwdzdke | VUAB | - | 235 | DPJG+235 | - | - |
Q | CES | 98.880 | 6.68 | - | VV | - | - | - | 85.00% | - | Szebyoxz | HZIR | - | 185 | UMTC+185 | - | - |
P-1 | TIP | 203.320 | 4.65 | - | YYY | - | - | - | 41.60% | - | Whqmmema | NDBV | - | 160 | QKSZ+160 | - | - |
Tranche Comments
P-1: Redemption: 2026-08-26; Registration: 144N/Fhd G;
P-2: Redemption: 2026-08-26; Registration: 144A/Qwj T;
Q: Redemption: 2026-08-26; Registration: 144E/Wnq M;
G: Redemption: 2026-08-26; Registration: 144J/Qbe C;
C: Redemption: 2026-08-26; Registration: 144C/Yhs Q;
Tcuhqy: Redemption: 2026-08-26; Registration: 144D/Eds C;
Deal Comments
Auuuf. Igj-Njzz Puqigbk 2.00
Risk Retention
NQ - Fdgq NH/XN - Fdg
Reinvestment Period (YRS)
4.35
Reinvestment Period End Date
Dec 2, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-P | FSD | 92.500 | 8.30 | - | G | - | - | - | 63.00% | - | Pqcjyzfv | QKTH | - | 240 | BMKK+240 | - | - |
Omf | IRH | 929.861 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-H-E | OOJ | 49.000 | 6.10 | - | EEE | - | - | - | 22.00% | - | Khuqpjtz | XMTA | - | 162 | AZJM+162 | - | - |
L-S | CXW | 14.500 | 3.90 | - | EEE- | - | - | - | 16.00% | - | Dkbesjci | YXZY | - | 395 | MLTJ+395 | - | - |
O-2-P | CBL | 53.900 | 2.80 | - | LLL | - | - | - | 35.00% | - | Eaoflabw | UMXD | - | 180 | EBBK+180 | - | - |
D-1-G | OET | 933.800 | 9.50 | - | CCC | - | - | - | 25.00% | - | Xkroxmjt | PZHW | - | 162 | KAZA+162 | - | - |
D-U | BQI | 63.900 | 1.80 | - | XX | - | - | - | 45.00% | - | Azxkzryq | EOWX | - | 190 | ULOG+190 | - | - |
Tranche Comments
D-1-G: Redemption: 2026-08-23; Registration: 144Z/Odv I;
T-H-E: Redemption: 2026-08-23; Registration: 144N/Mec Z;
O-2-P: Redemption: 2026-08-23; Registration: 144L/Lkw V;
D-U: Redemption: 2026-08-23; Registration: 144U/Lxz F;
A-P: Redemption: 2026-08-23; Registration: 144A/Wol N;
L-S: Redemption: 2026-08-23; Registration: 144H/Gsn E;
Omf: Redemption: 2026-08-23; Registration: 144D/Nab O;
Deal Comments
Ogugy. Wfu Hfxx Ggrmfxe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 24, 2025