| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ORR | RWG | 43.000 | - | FG | - | BB | - | - | 65.00% | - | Yqbzamol | QCHM | 175q | 185 | QBBE+185 | - | - |
| G1DD | FYT | 27.800 | - | KH | - | TTT | - | - | 23.70% | - | Llwpjdlb | LKNA | - | 325 | UHIZ+325 | - | - |
| V2RR | FHN | 8.900 | - | WC | - | MMM- | - | - | 83.00% | - | Xpsuoeuc | YVXS | - | 545 | WUGV+545 | - | - |
| A1NN | VUO | 584.000 | - | Gww | - | XG | - | - | 72.00% | - | Bbwlsmyh | AUYL | 135 | 135 | NZQW+135 | - | - |
| B2GG | TMJ | 27.000 | - | DS | - | TTT | - | - | 44.00% | - | Yslxkklx | TDTR | 160m | 160 | YPDS+160 | - | - |
| OVV | YJX | 6.000 | - | Kyy | - | ZQ | - | - | - | - | Jvqwseyb | JHQX | 95 | 95 | HMEX+95 | - | - |
| FDD | QQT | 84.200 | - | ZK | - | XX- | - | - | 7.80% | - | Nrhlkinc | NOUC | Eau 600u | 742 | APKF+742 | - | - |
| PHH | JYU | 26.000 | - | WH | - | J | - | - | 84.00% | - | Qyfpjcvj | NPTE | 200g | 220 | KNJA+220 | - | - |
Tranche Comments
OVV: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Zuq V; Comments: Hbk-impwkw;
A1NN: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Jnx K;
B2GG: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Xrc Z;
ORR: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Eea F;
PHH: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Mcd P;
G1DD: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Psr M;
V2RR: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Gia E;
FDD: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Ccm O;
Deal Comments
Aofog. Bhf Kjcc Foofhvz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 21, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1ZZ | PCZ | 58.000 | - | PP | - | AAA- | - | - | 81.16% | - | Xoots | - | - | - | 6.529% | - | - |
| M-U | MEB | 77.000 | - | PW | - | W | - | - | 57.19% | - | Dyytzijt | PXXI | 205-215 | 230 | NXHR+230 | - | - |
| J-Q | UZO | 47.000 | - | FZ | - | XX | - | - | 38.67% | - | Scsxmdsl | PHUL | 180-185 | 185 | QMYD+185 | - | - |
| H-1SA | WFS | 13.000 | - | MQ | - | VVV- | - | - | 81.12% | - | Iloryylu | SZMI | - | 330 | XKVX+330 | - | - |
| A-2EN | IQA | 4.500 | - | CT | - | FFF- | - | - | 74.84% | - | Bosnu | - | - | - | 7.886% | - | - |
| H | GFF | 8.200 | - | Nmm | - | CA | - | - | - | - | Mzcjtljg | YIXQ | 110n | 110 | NQWD+110 | - | - |
| A-1-A | LYS | 754.000 | - | Hdd | - | IQ | - | - | 89.60% | - | Iycsltfp | XCDM | 142 | 142 | XZOS+142 | - | - |
| H-2SS | IEJ | 1.000 | - | XI | - | UUU- | - | - | 41.20% | - | Twfxmvvx | KMVS | - | 465 | JEQZ+465 | - | - |
| J-2-G | EAU | 52.000 | - | NA | - | OOO | - | - | 38.62% | - | Durkpfyy | HDIL | 160-165 | 170 | CVGQ+170 | - | - |
| V-1B | NFK | 81.580 | - | DL | - | YY- | - | - | 2.17% | - | Umwdqtfh | JYMV | 775v | 807 | EKQB+807 | - | - |
| E-2U | ZEY | 9.447 | - | ND | - | SS- | - | - | 4.50% | - | Nhbepebg | QSJF | - | 833 | QUKL+833 | - | - |
| Ang | IRO | 68.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Redemption: 2026-10-16; Registration: 144D/Qnz J;
A-1-A: Redemption: 2026-10-16; Registration: 144Z/Ymp Q;
J-2-G: Redemption: 2026-10-16; Registration: 144N/Veu B;
J-Q: Redemption: 2026-10-16; Registration: 144C/Jry F;
M-U: Redemption: 2026-10-16; Registration: 144N/Zmw J;
H-1SA: Redemption: 2026-10-16; Registration: 144W/Qbu G;
L-1ZZ: Redemption: 2026-10-16; Registration: 144O/Cmt R;
H-2SS: Redemption: 2026-10-16; Registration: 144E/Uku V;
A-2EN: Redemption: 2026-10-16; Registration: 144Q/Gke A;
V-1B: Redemption: 2026-10-16; Registration: 144L/Xog V;
E-2U: Redemption: 2026-10-16; Registration: 144T/Fes H;
Ang: Redemption: 2026-10-16; Registration: 144D/Hes F;
Deal Comments
Gqcqh. Omn Ngww Cqtnmhl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 2, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2C2 | EAP | 74.000 | 3.40 | - | SSS | - | - | - | 76.60% | - | Yohpkrob | IHBM | 155-160 | 170 | JLZZ+170 | - | - |
| P-1L2 | ZCC | 752.488 | 9.70 | - | TTT | - | - | - | 84.80% | - | Zsmpeufl | UJBX | 117 | 120 | BBZH+120 | - | - |
Tranche Comments
P-1L2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144F/Nqe T;
O-2C2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144U/Yay J;
Deal Comments
Etywtutawtp. Iqt Humm Stiwqre 0.5
Reinvestment Period End Date
Nov 26, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-Y | GBN | 37.000 | 4.90 | - | TT | - | - | - | 97.60% | - | Mrfzlrbz | YTVZ | 180-185 | 185 | TJBZ+185 | - | - |
| W-1-M | WJE | 370.700 | 4.40 | - | JJJ | - | - | - | 37.50% | - | Qkurxchv | CYIT | 110-115 | 119 | PPNN+119 | - | - |
| O-2-T | YVD | 46.000 | 5.90 | - | PPP | - | - | - | 92.70% | - | Jqwhfabe | JJYW | 150n | 160 | YWDP+160 | - | - |
Tranche Comments
W-1-M: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144F/Bcb U;
O-2-T: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144Q/Tvg J;
S-Y: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144U/Qai O;
Deal Comments
Szfmnvntmng. Nen Ovtt Wzvmeew 0.5
Reinvestment Period End Date
Jan 2, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AMJ | 8.284 | - | L3 | - | - | - | - | 9.83% | - | Yerzjitw | HJMO | - | 870 | ELKQ+840 | - | 40.19000 |
| Jsb | AGP | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | KUW | 88.000 | - | - | - | UU- | - | - | 3.00% | - | Jixdfvli | UICT | - | 790 | QHIM+775 | - | 92.00000 |
| E | WQA | 51.000 | - | - | - | JJ | - | - | 43.00% | - | Ivbqltsb | UZVC | - | 210 | THTQ+210 | - | 666.00000 |
| J | UXZ | 24.000 | - | - | - | V | - | - | 41.00% | - | Hqzuacsp | LSHL | - | 250 | LAKI+250 | - | 955.00000 |
| U | RMC | 163.000 | - | Zuu | - | - | - | - | 50.00% | - | Ovcjohkp | ISPG | - | 155 | QNPM+155 | - | 524.00000 |
| C | XCW | 30.000 | - | - | - | NNN- | - | - | 72.00% | - | Tsyddyqg | WSEU | - | 400 | BQBD+400 | - | 268.00000 |
Tranche Comments
U: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144H/Rdq V;
E: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144M/Rcv G;
J: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144C/Kev N;
C: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Y/Fzb X;
S: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144W/Ffb A;
B: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144I/Wqh L;
Jsb: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144O/Mvs M;
Deal Comments
Jqn Gnbb Ezclqqv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 30, 2005
WAL Test Period End Date
May 5, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | ZXG | 28.000 | - | - | VV | - | - | - | 21.00% | - | Yeybycje | GZGL | - | 205 | BGBM+205 | - | - |
| W | TRA | 77.000 | - | - | T | - | - | - | 80.00% | - | Uymtjftj | IGER | - | 240 | BUMS+240 | - | - |
| W | KWL | 33.000 | - | - | DD- | - | - | - | 9.00% | - | Nsesmwzx | ACUQ | - | 775 | SEST+755 | - | - |
| H-2 | VTB | 75.000 | - | - | YY | - | - | - | 60.00% | - | Ihqso | EWJ | - | - | 4.012% | - | - |
| Poy | NCB | 18.200 | - | - | JA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | KNM | 29.000 | - | - | YYY- | - | - | - | 72.00% | - | Dsmlxffs | DTQZ | - | 375 | GPWX+375 | - | - |
| H | ICZ | 952.000 | - | - | SSS | - | - | - | 54.00% | - | Crjodcmh | TCSC | - | 136 | KIFR+136 | - | - |
Tranche Comments
H: First Pay: 2022-10-20; Redemption: 2024-04-20;
M-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
H-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
W: First Pay: 2022-10-20; Redemption: 2024-04-20;
H: First Pay: 2022-10-20; Redemption: 2024-04-20;
W: First Pay: 2022-10-20; Redemption: 2024-04-20;
Poy: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Ymh Gqqq Zwcomza 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 15, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-P | QOI | 61.000 | - | - | - | TT | - | - | 79.00% | - | Eqejtkah | BXEN | - | 190 | JSQA+190 | - | - |
| B-X | RUX | 75.000 | - | - | - | AAA- | - | - | 44.00% | - | Izyrxzed | VWKK | - | 330 | LXAA+330 | - | - |
| W-D | AJT | 884.000 | - | Cbb | - | - | - | - | 98.00% | - | Smkedtyh | GLTM | - | 137 | YIKE+137 | - | - |
| A-O | AZP | 59.000 | - | - | - | V | - | - | 27.00% | - | Emxuyeqc | GAWL | - | 215 | DEZS+215 | - | - |
| L-X | FJX | 3.500 | - | Yii | - | - | - | - | - | - | Iecpauwf | SSJX | - | 100 | TASW+100 | - | - |
| M-A | ALW | 44.000 | - | Yd3 | - | - | - | - | 3.00% | - | Wbuaqafw | JLNQ | - | 670 | EZQO+670 | - | - |
| Afqrlf | BZO | 63.800 | - | VN | - | HT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-X: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144T/Ork R;
W-D: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144B/Cxt P;
V-P: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144N/Piv T;
A-O: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144E/Vwg V;
B-X: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144Y/Jbk O;
M-A: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144C/Yjs H;
Afqrlf: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144E/Qnd S;
Deal Comments
Ftcty. Zgu Scmm Dtyhgtv 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 19, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LT1 | YAT | 81.000 | - | - | GGG | - | - | - | - | - | Pvqfzhpa | 3eK | - | 350 | 3xJ+350 | - | - |
| ZO | ZTG | 862.000 | - | - | UUU | - | - | - | - | - | Nzfkhppa | 3uK | - | 121 | 3dR+121 | - | - |
| WQ | NQB | 98.000 | - | - | II | - | - | - | - | - | Pcjwqzyh | 3cK | 170-175 | 178 | 3lV+178 | - | - |
| Aip | YLZ | 77.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| WD2 | WST | 2.000 | - | - | WWW- | - | - | - | - | - | Ydcazxfk | 3sY | - | 437 | 3cQ+437 | - | - |
| YP | CHH | 24.000 | - | - | M | - | - | - | - | - | Cmvmetlq | 3zP | 210-220 | 220 | 3fR+220 | - | - |
| BN | NTP | 14.000 | - | - | LL- | - | - | - | - | - | Mmrydfwk | 3qP | Uea 700v | 713 | 3zZ+713 | - | - |
Tranche Comments
ZO: Redemption: 2023-10-20;
WQ: Redemption: 2023-10-20;
YP: Redemption: 2023-10-20;
LT1: Redemption: 2023-10-20;
WD2: Redemption: 2023-10-20;
BN: Redemption: 2023-10-20;
Aip: Redemption: 2023-10-20;
Deal Comments
Kgtgv. Wjo Mwtt Aghnjar 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 27, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TRD | 25.000 | 1.60 | Ex3 | - | WE | - | - | 4.00% | - | Oyplwusr | 3lH | 650-675 | 683 | 3pN+683 | - | - |
| Z | CVZ | 62.000 | 4.60 | EQ | - | AA+ | - | - | 61.00% | - | Gckotwxc | 3yB | 165-170 | 170 | 3xE+170 | - | - |
| Yyc | RLK | 68.800 | - | GR | - | VS | - | - | - | - | - | - | - | - | - | - | Retained |
| L | AZE | 99.000 | 9.40 | JD | - | V | - | - | 34.00% | - | Vxwwhzei | 3kV | 200-210 | 210 | 3iX+210 | - | - |
| H | NHL | 39.000 | 4.50 | EG | - | SSS | - | - | 76.00% | - | Jeuabwnf | 3hT | 325-335 | 350 | 3wQ+350 | - | - |
| R | HPC | 902.000 | 8.90 | Xoo | - | WJ | - | - | 71.00% | - | Bhokzrmq | 3gM | 119 | 119 | 3xU+119 | - | - |
Tranche Comments
R: Redemption: 2023-11-20;
Z: Redemption: 2023-11-20;
L: Redemption: 2023-11-20;
H: Redemption: 2023-11-20;
U: Redemption: 2023-11-20;
Yyc: Redemption: 2023-11-20;
Deal Comments
Fgu Gyff Hmnzgwc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 1, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1-I2 | CVJ | 33.800 | - | - | RRR+ | - | - | - | - | - | Xkobcewr | 3aI | - | 310 | 3dD+310 | - | - |
| G-1R2 | QKQ | 530.000 | - | - | III | - | - | - | - | - | Jyukkiso | 3jQ | - | 112 | 3wW+112 | - | - |
| T-2P2 | WZS | 71.000 | - | - | XX | - | - | - | - | - | Pwwzaayx | 3kG | - | 170 | 3vV+170 | - | - |
| H-2-U2 | CBG | 57.500 | - | - | WWW- | - | - | - | - | - | Zlqpkkzw | 3iP | - | 430 | 3oU+430 | - | - |
| I-S2 | YFK | 79.000 | - | - | I | - | - | - | - | - | Zffbxkdw | 3bU | - | 225 | 3aF+225 | - | - |
Tranche Comments
G-1R2: First Pay: 2021-11-20; Redemption: 2022-09-09;
T-2P2: First Pay: 2021-11-20; Redemption: 2022-09-09;
I-S2: First Pay: 2021-11-20; Redemption: 2022-09-09;
L-1-I2: First Pay: 2021-11-20; Redemption: 2022-09-09;
H-2-U2: First Pay: 2021-11-20; Redemption: 2022-09-09;
Deal Comments
Anthixiuhin. Lai Gxmm Wnzhanb 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 5, 1997