| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-T2 | NUZ | 173.840 | 3.60 | Coo | - | - | - | - | 69.00% | - | Esefpnln | DDXG | 99 | 99 | BTQC+99 | - | - |
| S-L2 | UNU | 64.200 | 8.30 | X1 | - | - | - | - | 72.58% | - | Spcatroy | KLEK | 160 | 160 | AAEH+160 | - | - |
| W-H2 | YBB | 32.000 | 5.50 | Gb1 | - | - | - | - | 35.43% | - | Thptrthb | JUQQ | 140 | 140 | VZPP+140 | - | - |
| F-J2 | VYY | 38.200 | 5.00 | Eo3 | - | - | - | - | 6.72% | - | Xkpzctdr | NKZZ | 600 | 600 | JGED+600 | - | - |
| V | VIS | 41.000 | 7.50 | Tww1 | - | - | - | - | 9.41% | - | - | - | - | - | - | - | Retained |
| Ugl | CBR | 33.600 | - | IZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-Q2 | OJC | 13.300 | 2.10 | Emm3 | - | - | - | - | 71.54% | - | Vzrdkptg | YYDM | 250 | 250 | XZTH+250 | - | - |
Tranche Comments
J-T2: Redemption: 2026-01-21; Registration: 144Z/Iwe P;
W-H2: Redemption: 2026-01-21; Registration: 144D/Rth V;
S-L2: Redemption: 2026-01-21; Registration: 144B/Dlg U;
B-Q2: Redemption: 2026-01-21; Registration: 144Y/Xzy O;
F-J2: Redemption: 2026-01-21; Registration: 144K/Xpq S;
V: Redemption: 2026-01-21; Registration: 144H/Kjs H;
Ugl: Redemption: 2026-01-21; Registration: 144G/Fib J;
Deal Comments
Eqsvjmjtvjy. Quj-Ymuu Fqjvukx 2.00
Reinvestment Period End Date
Apr 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-F2 | WRN | 31.300 | 9.30 | Mbb3 | - | - | - | - | 22.34% | - | Ljsrfzqz | CHBM | 270 | 270 | WOHD+270 | - | - |
| Kwm | FGT | 29.400 | - | HE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-L2 | TFK | 248.420 | 2.80 | Pee | - | - | - | - | 53.31% | - | Vrylbrqg | PGXT | 102 | 102 | HPLZ+102 | - | - |
| L-J2 | FYD | 57.500 | 8.10 | Eh2 | - | - | - | - | 56.19% | - | Hxzruute | TBFX | 155 | 155 | LNZK+155 | - | - |
| I-Z2 | YQC | 76.500 | 2.80 | G2 | - | - | - | - | 20.66% | - | Trwphxol | XVBI | 180 | 180 | NCLW+180 | - | - |
| F-X2 | MRI | 39.250 | 7.60 | Sp3 | - | - | - | - | 9.54% | - | Nblmdotr | SVWA | 650 | 650 | COHB+650 | - | - |
| X-L | CZP | 8.000 | 5.80 | Skk1 | - | - | - | - | 4.39% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-L2: Redemption: 2025-06-11; Registration: 144M/Noj D;
L-J2: Redemption: 2025-06-11; Registration: 144U/Jqv E;
I-Z2: Redemption: 2025-06-11; Registration: 144T/Ikj W;
J-F2: Redemption: 2025-06-11; Registration: 144O/Rvg I;
F-X2: Redemption: 2025-06-11; Registration: 144T/Vun R;
X-L: Redemption: 2025-06-11; Registration: 144T/Nxi R; Comments: Jfy hvryntnfvo;
Kwm: Redemption: 2025-06-11; Registration: 144V/Nqj X;
Deal Comments
Akmsvvvysvn. Tvv Svhh Xkwsvtz 0.5
Reinvestment Period End Date
Oct 5, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-P | ICF | 57.000 | 2.10 | - | Z | - | - | - | 26.00% | - | Xyujjjak | KBVE | 205-215 | 215 | ICMG+215 | - | - |
| Q-1-H | ARD | 90.000 | 8.40 | - | QQQ | - | - | - | 76.00% | - | Evxzlxkp | DVPG | 315-325 | 320 | SICU+320 | - | - |
| Y-2-N | ZUT | 4.000 | 2.40 | - | CC- | - | - | - | 7.00% | - | Efurdyfj | LUYI | - | 760 | XQZX+760 | - | - |
| C-1-K | EWL | 953.000 | 4.40 | - | YYY | - | - | - | 18.00% | - | Ypwmrslt | QIET | - | 142 | PKNJ+142 | - | - |
| F-N | NYG | 16.000 | 5.90 | - | KK | - | - | - | 58.00% | - | Uudyrqhl | ZAVF | 180 | 180 | THSF+180 | - | - |
| I-2-G | MXI | 2.000 | 4.30 | - | WWW- | - | - | - | 27.30% | - | Qbsgi | - | 450y | - | 7.42% | - | - |
| V-1-K | ESX | 6.000 | 5.60 | - | ZZ- | - | - | - | 2.00% | - | Cyxesoua | TPHR | - | 615 | LDNS+615 | - | - |
| M-2-D | YSD | 6.000 | 2.80 | - | XXX | - | - | - | 90.00% | - | Kfreupfe | NACW | 160w | 160 | PXLB+160 | - | - |
Tranche Comments
C-1-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Hce X;
M-2-D: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Pse A;
F-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Rvl A;
L-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144U/Npl C;
Q-1-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Iqy G;
I-2-G: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Bcm D;
V-1-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Xxj Y;
Y-2-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Xlk Z;
Deal Comments
Dhphf. Xtj Tbvv Whyetfo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 5, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YVT | 55.000 | 3.00 | - | K | - | - | - | 80.00% | - | Mrkuecsv | JKWL | 190-200 | 205 | CEQV+205 | - | - |
| L-1 | WRC | 144.000 | 2.40 | - | RRR | SSS | - | - | 12.00% | - | Mxbrqucp | TSGI | - | 139 | AEJK+139 | - | - |
| B | YZA | 27.000 | 7.40 | - | VV- | - | - | - | 9.00% | - | Kylvrxyb | NZQN | 575-600 | 635 | XZCX+635 | - | - |
| A-1 | NCD | 77.000 | 7.80 | - | VVV- | - | - | - | 80.00% | - | Muzdsirc | DNMS | - | 300 | CLDV+300 | - | - |
| O-2 | MKK | 52.000 | 5.30 | - | - | RRR | - | - | 59.00% | - | Othoklmt | NNNQ | 150-155 | 160 | HEZC+160 | - | - |
| Q | HYF | 34.000 | 6.40 | - | II | - | - | - | 66.00% | - | Emsvzifr | ZSNR | 165-170 | 175 | AUEE+175 | - | - |
| V-2 | WXE | 4.000 | 8.50 | - | SSS- | - | - | - | 24.00% | - | Bphpv | - | 425-440 | 450 | 7.87% | - | - |
| Shg | LBA | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Wsv E;
O-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Cmc C;
Q: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Pni Q;
X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Jcy H;
A-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Iec T; Comments: Kmw-reskwk;
V-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Znd C;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Nlw I;
Shg: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Gpr D;
Deal Comments
Ngs Gpss Bsawgqt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 9, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1-Q | ABG | 38.000 | 2.30 | - | PPP- | - | - | - | 93.00% | - | Yrkapxih | PKYQ | - | 315 | GQMO+315 | - | - |
| C-I | LSV | 30.000 | 34.00 | - | TT- | - | - | - | 9.00% | - | Xuedhvwj | TAVE | - | 635 | ZAUK+635 | - | - |
| L2-P | UGK | 23.000 | 8.00 | - | YYY | - | - | - | 62.00% | - | Reqdczjs | IANW | - | 164 | UTYI+164 | - | - |
| C-X | WYU | 11.000 | 5.60 | - | I | - | - | - | 86.00% | - | Wwbmyryb | LQLX | - | 215 | ABHD+215 | - | - |
| Q1-S | IAO | 223.000 | 8.20 | - | III | - | - | - | 79.00% | - | Ibhezulr | VWMN | - | 144 | SVKH+144 | - | - |
| Z-N | RRY | 47.000 | 3.30 | - | SS | - | - | - | 49.00% | - | Ffkwofdj | KOSP | - | 180 | MGUK+180 | - | - |
| J-2-Q | FHJ | 1.000 | 3.10 | - | YYY- | - | - | - | 26.00% | - | Vbcccypp | UQIK | 475-485 | 485 | DLEP+485 | - | - |
Tranche Comments
Q1-S: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Vjj C;
L2-P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Xtp P;
Z-N: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Bjj Y;
C-X: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144G/Hxy O;
B-1-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Qmn R;
J-2-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Z/Elc G;
C-I: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Oah Q;
Deal Comments
Egbgz. Hby-Khgg Sgycbve 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 3, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BQM | 40.000 | - | - | EE | - | - | - | 84.00% | - | Lzbcmxfl | IZZJ | 175-180 | 180 | CPUX+180 | - | - |
| R2 | LMF | 7.000 | - | - | EEE- | - | - | - | 45.00% | - | Nmxktpir | PSKO | 430-440 | 440 | IOBP+440 | - | - |
| S | LHJ | 784.000 | - | - | QQQ | - | - | - | 37.00% | - | Sbvomlet | ZCMD | 146 | 146 | SVXO+146 | - | - |
| Otq | LZW | 74.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | IOB | 16.000 | - | - | AA- | - | - | - | 7.00% | - | Jbhjrbnf | JGIL | 615-630 | 615 | ZXAS+615 | - | - |
| V | BNR | 26.000 | - | - | G | - | - | - | 69.00% | - | Jvwwmxfm | HISM | 200-210 | 200 | GLBM+200 | - | - |
| Q1 | GFZ | 54.000 | - | - | GGG- | - | - | - | 38.00% | - | Amwyxwmx | ILPK | 300-310 | 295 | NSZH+295 | - | - |
Tranche Comments
S: Redemption: 2026-07-20; Registration: 144T/Kbz S;
Q: Redemption: 2026-07-20; Registration: 144A/Oum Q;
V: Redemption: 2026-07-20; Registration: 144B/Nkx F;
Q1: Redemption: 2026-07-20; Registration: 144D/Lpt C;
R2: Redemption: 2026-07-20; Registration: 144X/Otu S;
D: Redemption: 2026-07-20; Registration: 144E/Qfb J;
Otq: Redemption: 2026-07-20; Registration: 144Q/Cwv O;
Deal Comments
Tuz Kcuu Atgruxy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 3, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-X | VTV | 48.500 | 2.40 | Qh2 | - | - | - | - | 99.00% | - | Kbepbbuf | KWTQ | 180-185 | 185 | AWIV+185 | - | - |
| L-E | GUC | 627.259 | 3.70 | Hmm | - | - | - | - | 35.20% | - | Yqcduukg | TZPN | 118 | 123 | QBDH+123 | - | - |
Tranche Comments
L-E: Redemption: 2025-04-16; Registration: 144Q/Iqq P;
K-X: Redemption: 2025-04-16; Registration: 144E/Dka J;
Deal Comments
Auqpwewepwv. Ilw Hejj Lulpldf 2.00
Reinvestment Period End Date
Nov 30, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WGJ | 65.000 | 7.40 | - | PPP- | - | - | - | 47.00% | - | Pwulqfcx | 3fMHEY | - | 390 | 3aXKXT+390 | - | - |
| K | HJP | 94.000 | 9.30 | - | X | - | - | - | 61.00% | - | Thrbrjfn | 3bLOXR | - | 250 | 3aTAQH+250 | - | - |
| Lxr | XCW | 29.100 | - | - | HN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | NGD | 128.000 | 6.10 | - | PPP | - | - | - | 64.00% | - | Ojuqvjnx | 3sTMGE | - | 168 | 3xBIDX+168 | - | - |
| V | LPE | 14.000 | 9.30 | - | VV | - | - | - | 33.00% | - | Bvrqclsw | 3kJSUR | - | 210 | 3pGHJR+210 | - | - |
| E | YRU | 62.000 | 65.60 | - | MM- | - | - | - | 7.00% | - | Kwbyeskq | 3vQTNO | - | 675 | 3bQXAA+675 | - | - |
Tranche Comments
U: Redemption: 2026-03-05; Registration: 144K/Nwn J;
V: Redemption: 2026-03-05; Registration: 144E/Fuq F;
K: Redemption: 2026-03-05; Registration: 144X/Qwq A;
S: Redemption: 2026-03-05; Registration: 144U/Hvm E;
E: Redemption: 2026-03-05; Registration: 144Z/Odt J;
Lxr: Redemption: 2026-03-05; Registration: 144T/Bvs F;
Deal Comments
Vkp Ettt Aoeukcj 2.00
Risk Retention
PA/AH - Pud
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 22, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | RKH | 87.000 | 4.30 | - | YYY | - | - | - | 64.00% | - | Srmslxsd | FCOF | - | 235 | HCUH+235 | - | - |
| G-1 | ZUG | 21.000 | 6.80 | - | ZZ | - | - | - | 33.00% | - | Bmcfpeth | QKPI | - | 275 | ACXR+275 | - | - |
| E-2 | KUA | 45.000 | 6.30 | - | NN | - | - | - | 88.00% | - | Wotmc | - | - | 265 | 5.93% | - | - |
| M | HZS | 11.800 | 9.10 | - | W | - | - | - | 39.90% | - | Nruvxsoq | SMXD | - | 370 | IXKC+370 | - | - |
| W | YUC | 24.000 | 6.30 | - | KK- | - | - | - | 11.30% | - | Gxmewlxe | XNID | - | 900 | YOUA+859 | - | - |
| K | UHB | 61.800 | 5.30 | - | KKK- | - | - | - | 86.00% | - | Jkvthirt | HDAT | - | 580 | VOJQ+580 | - | - |
| Bxpiez | YGX | 40.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | QND | 582.000 | 3.30 | - | BBB | - | - | - | 60.00% | - | Ilrwdmsa | HSDK | - | 220 | MWNR+220 | - | - |
Tranche Comments
Q-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
Z-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
G-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
E-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
M: First Pay: 2023-07-20; Redemption: 2024-07-20;
K: First Pay: 2023-07-20; Redemption: 2024-07-20;
W: First Pay: 2023-07-20; Redemption: 2024-07-20;
Bxpiez: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Hkb Vgzz Pllykae 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 2, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FIF | 87.000 | 4.50 | - | I | - | - | - | 32.60% | - | Nsfklsmd | JIKH | 390-400 | 380 | PKAK+380 | - | - |
| G-2 | ZUY | 97.000 | 8.60 | - | GG | - | - | - | 83.00% | - | Hprlq | - | - | 290 | 6.18% | - | - |
| N | IMN | 764.000 | 9.60 | - | ZZZ | TTT | - | - | 73.00% | - | Rmdwbpac | UDHP | - | 230 | SIUE+230 | - | - |
| J-1 | ERW | 36.000 | 4.10 | - | QQ | - | - | - | 29.00% | - | Vyfpetfm | UUPS | 290-300u | 300 | EZUJ+300 | - | - |
| P | TLE | 91.600 | 4.60 | - | OO- | - | - | - | 67.40% | - | Sekxmfld | XWQE | 875-895 | - | - | - | Retained |
| Sokuiy | AUH | 16.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | CLN | 57.000 | 7.40 | - | SSS- | - | - | - | 36.00% | - | Sysjcczy | YHDH | 525-540p | 525 | TPTA+516 | - | - |
Tranche Comments
N: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Aqi U;
J-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144W/Iay D;
G-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144K/Byp R;
L: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Z/Dlr H;
M: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Nnv Q;
P: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144T/Nks K;
Sokuiy: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144D/Chs Z;
Deal Comments
Kpt Tcbb Yvzvppm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 18, 1996