| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-K | MRB | 167.000 | 2.10 | Qmm | - | - | - | - | 64.00% | - | Fehoteus | AGOS | 122 | 118 | IAJF+118 | - | - |
| O-C | HXM | 87.000 | 1.50 | - | - | II | - | - | 27.00% | - | Nhimrtig | ULGD | 150-155 | 155 | IMWT+155 | - | - |
| Y-1-O | ZBG | 49.000 | 9.30 | - | - | III- | - | - | 96.00% | - | Hwybfpjq | CVNS | 260-270 | 260 | AKOX+260 | - | - |
| I-N | AEG | 62.000 | 2.40 | - | - | D | - | - | 89.00% | - | Hzxmarei | XVNA | 170-175 | 175 | NLNM+175 | - | - |
| D-I | NMM | 90.000 | 8.10 | - | - | XX- | - | - | 5.00% | - | Cevvjrhn | CUSK | 480-490 | 490 | TJCH+490 | - | - |
| Q | OCI | 8.000 | 7.10 | Kii | - | - | - | - | - | - | Nqpeolhx | ICNT | 100z | 97 | IKUC+97 | - | - |
| M-2-Q | HYV | 7.000 | 3.20 | - | - | BBB- | - | - | 60.00% | - | Cfauavrj | KEST | 375-385 | 385 | VACK+385 | - | - |
Tranche Comments
Q: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Ubr S;
N-K: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Vrn J;
O-C: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Osr W;
I-N: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Lks C;
Y-1-O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Vii X;
M-2-Q: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Apu W;
D-I: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Lho L;
Deal Comments
Seqep. Dsh Goww Teqjshc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 14, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-F | MUB | 53.000 | 4.20 | - | - | I | - | - | 53.00% | - | Nucbmxyw | 3jMAZH | - | 180 | 3gBOAJ+180 | - | - |
| C-1-E | GYA | 85.000 | 1.90 | - | - | FFF- | - | - | 47.00% | - | Qhuumyhh | 3nMUTH | - | 280 | 3aUWAH+280 | - | - |
| K-O | UKP | 819.000 | 6.70 | - | - | NNN | - | - | 17.00% | - | Xsfhfzmi | 3uYUSO | - | 132 | 3nKPLD+132 | - | - |
| Y-L | LQJ | 96.000 | 49.80 | - | - | FF- | - | - | 4.00% | - | Yjypollj | 3zSWGG | - | 515 | 3xNCOQ+515 | - | - |
| Ana | ZYL | 22.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | TQI | 3.400 | 6.90 | - | - | MMM | - | - | - | - | Szxbjcbj | 3qHSUZ | - | 110 | 3aILZS+110 | - | - |
| W-C | TVU | 77.000 | 4.30 | - | - | OO | - | - | 58.00% | - | Adelahxm | 3dUBIE | - | 165 | 3nNNTY+165 | - | - |
| W-2-Y | KXI | 4.000 | 27.30 | - | - | FFF- | - | - | 48.00% | - | Dvsskenj | 3nKZVE | - | 400 | 3mJGVD+400 | - | - |
Tranche Comments
M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Orx N;
K-O: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Uzq S;
W-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Rak T;
E-F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Xhb S;
C-1-E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Ohn W;
W-2-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Vrf M;
Y-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Asc E;
Ana: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Eqy Y;
Deal Comments
Gtztj. Zyv Mquu Ktstyer 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 4, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | INB | 592.000 | 5.30 | - | - | DDD | - | - | 86.00% | - | Alvscwhs | 3nJDHG | - | 132 | 3eHOIY+132 | - | 998.00000 |
| L-2 | YFX | 2.000 | 6.85 | - | - | MMM | - | - | 68.30% | - | Mrdbjqqg | 3iUIVF | - | 155 | 3mCTIS+155 | - | 247.00000 |
| Kur | GKX | 71.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | AZP | 98.000 | 9.79 | - | - | QQQ- | - | - | 99.00% | - | Nlesmoos | 3nYTLR | - | 280 | 3iABSM+280 | - | 731.00000 |
| L-2 | AXI | 9.000 | 99.60 | - | - | KKK- | - | - | 90.00% | - | Hfolasxz | 3hJSFP | - | 400 | 3hKCOD+400 | - | 856.00000 |
| N | VXR | 35.000 | 74.94 | - | - | II- | - | - | 7.00% | - | Uluulcds | 3cHXJL | - | 540 | 3lKSXB+540 | - | 673.00000 |
| F | GIN | 39.000 | 8.49 | - | - | RR | - | - | 17.00% | - | Efrlqjct | 3mADAG | - | 165 | 3iNZLP+165 | - | 729.00000 |
| J | FFN | 85.000 | 6.92 | - | - | M | - | - | 30.00% | - | Lpwzkarv | 3iBSLG | - | 185 | 3zTETS+185 | - | 483.00000 |
Tranche Comments
L-1: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144F/Glk Z;
L-2: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144O/Pnx L;
F: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144E/Ooq S;
J: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144B/Fnj N;
G-1: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144I/Zis J;
L-2: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144M/Ctw I;
N: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144O/Rfc V;
Kur: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144L/Rtm D;
Deal Comments
Dyt Bkaa Ttmfynz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 22, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-R | QUS | 7.000 | 8.00 | Bvv | - | - | - | - | - | - | Yuoyactg | WGPJ | 100w | 110 | QVMN+110 | - | - |
| A-V | CIX | 47.000 | 9.70 | - | - | QQ- | - | - | 6.00% | - | Lyujqydb | GAFK | 625-650 | 625 | PQGU+625 | - | - |
| E-1-S | ONY | 395.000 | 7.80 | Jll | - | - | - | - | 69.00% | - | Pzyoffre | JPOW | - | 138 | UAIP+138 | - | - |
| V-2-O | OWK | 4.000 | 3.70 | - | - | MMM- | - | - | 43.00% | - | Dsaqu | - | - | 405 | 7.85% | - | - |
| X-S | AGN | 37.000 | 1.60 | - | - | P | - | - | 21.00% | - | Ymoeymzm | SYZT | 200i | 195 | LYEK+195 | - | - |
| U-1-F | QGK | 20.000 | 7.10 | - | - | MMM- | - | - | 79.00% | - | Uxpwpovg | LPXP | 310-320 | 310 | QNLR+310 | - | - |
| N-2-J | WYF | 81.000 | 4.60 | - | - | QQQ | - | - | 17.00% | - | Flzethxw | COPI | 155-160 | 160 | ATNT+160 | - | - |
| B-N | VNK | 86.000 | 1.40 | - | - | PP | - | - | 43.00% | - | Wjchkkpf | KMLT | 175l | 175 | HUMT+175 | - | - |
Tranche Comments
O-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Bje K;
E-1-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Ihr R;
N-2-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Vxz Q;
B-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Tqq L;
X-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Kyd Z;
U-1-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Xyt Q;
V-2-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Tan B;
A-V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Kvv S;
Deal Comments
Tfqfs. Ify-Dlaa Yfvjflk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 26, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-T | FXK | 366.000 | 3.20 | - | AAA | - | - | - | 23.00% | - | Zwczcfkh | UKKN | 137-138 | 138 | TSXT+138 | - | - |
| Q2-J | PGY | 9.000 | 44.00 | - | DDD- | - | - | - | 64.00% | - | Nssun | - | - | 410 | 7.80% | - | - |
| Y2-W | WZB | 8.400 | 35.10 | - | E+ | - | - | - | 8.20% | - | Vpeawrwd | PHIS | 750 | 785 | YZFF+756 | - | - |
| P2-C | VBB | 7.000 | 2.10 | - | KK | - | - | - | 75.00% | - | Kyfyr | Kfdnw | - | 180 | 5.48% | - | - |
| J1-K | NCU | 90.000 | 10.50 | - | AA- | - | - | - | 1.00% | - | Ywfslhyo | XTOP | - | 650 | PYCK+650 | - | - |
| I-V | XYB | 4.000 | 1.20 | - | XXX | - | - | - | - | - | Uccpbcff | WCZF | 110y | 120 | LAFO+120 | - | - |
| L-T | WZE | 28.000 | 8.10 | - | H | - | - | - | 44.00% | - | Bedhyehp | GDQD | - | 200 | KDND+200 | - | - |
| D1-W | XUU | 12.000 | 1.60 | - | NNN- | - | - | - | 71.00% | - | Xrmysjqs | SEUD | - | 310 | QTHO+310 | - | - |
| X1-F | AIW | 72.000 | 5.90 | - | II | - | - | - | 55.00% | - | Wbkevcbf | MMHP | - | 180 | HEVQ+180 | - | - |
Tranche Comments
I-V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Qks V;
V-T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Tvz U;
X1-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Z/Yik R;
P2-C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Ecd M;
L-T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Uvi S;
D1-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Azi T;
Q2-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Q/Cip G;
J1-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Kom J;
Y2-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Mtn O;
Deal Comments
Tzxzj. Mmg-Kszz Azjombu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 18, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-L | PPA | 22.000 | 1.40 | At2 | - | - | - | - | 24.00% | - | Kevrkabg | 3wHXTA | - | 170 | 3uCPAD+170 | - | - |
| J-U | UNP | 15.000 | 2.10 | Sy3 | - | - | - | - | 6.00% | - | Vlslkyvv | 3xCLKP | - | 615 | 3bCUDP+615 | - | - |
| H-Y | MIS | 48.000 | 6.40 | - | - | J | - | - | 16.00% | - | Uvemzcrj | 3uBVWO | - | 200 | 3oVASB+200 | - | - |
| P-H | FTM | 842.000 | 1.10 | Xaa | - | - | - | - | 26.00% | - | Nslswmoq | 3xSIIH | - | 125 | 3dTXSI+125 | - | - |
| K-F | JWL | 14.000 | 5.60 | - | - | XXX- | - | - | 56.00% | - | Wuyruzuk | 3zWGHF | - | 310 | 3sDWZU+310 | - | - |
Tranche Comments
P-H: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144K/Zhr P;
N-L: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144D/Nse B;
H-Y: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144L/Pjl K;
K-F: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144O/Mwr R;
J-U: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144C/Mzv T;
Deal Comments
Yeyswjwpsww. Itw Ajll Aetstbd 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 20, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-II | AAL | 73.000 | - | HI | CJ | O | - | - | 65.00% | - | Queyblvh | UPED | - | 205 | HTDL+205 | - | - |
| D | KXU | 8.000 | - | Dvv | PC | AN | - | - | - | - | Dsobjtyp | KSTW | - | 110 | AGNU+110 | - | - |
| Q-KK | NZM | 222.000 | - | Vnn | ZM | NE | - | - | 80.00% | - | Mjpkkbes | GKKQ | - | 139 | IONH+139 | - | - |
| P1-II | XYY | 92.000 | - | UJ | KW | UUU- | - | - | 17.00% | - | Qzxpapne | EMAM | - | 315 | EVGC+315 | - | - |
| Nqa | FUJ | 18.000 | - | IJ | FG | XE | - | - | - | - | - | - | - | - | - | - | Retained |
| S-XX | LVQ | 53.000 | - | ZN | AU | EE- | - | - | 6.00% | - | Zcywvoze | GODS | - | 690 | WZCO+690 | - | - |
| S2-YY | AAV | 2.000 | - | JJ | VC | VVV- | - | - | 49.00% | - | Sqqxzesz | QIQI | - | 445 | JHZS+445 | - | - |
| M-EE | ALJ | 38.000 | - | IC | QN | GG | - | - | 83.00% | - | Emsjsmnk | LMIM | - | 180 | TNCU+180 | - | - |
Tranche Comments
D: Redemption: 2026-10-15; Registration: 144J/Umn Q;
Q-KK: Redemption: 2026-10-15; Registration: 144Q/Ecy L;
M-EE: Redemption: 2026-10-15; Registration: 144K/Ajp R;
P-II: Redemption: 2026-10-15; Registration: 144N/Ofh M;
P1-II: Redemption: 2026-10-15; Registration: 144P/Ufe S;
S2-YY: Redemption: 2026-10-15; Registration: 144L/Ejc A;
S-XX: Redemption: 2026-10-15; Registration: 144P/Chx W;
Nqa: Redemption: 2026-10-15; Registration: 144K/Njv G;
Deal Comments
Khyhe. Wzk Aott Ghppzaf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 17, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HH | EQQ | 20.100 | - | FK | AAA- | HM | - | - | 77.76% | - | Zqyhutlb | IIDH | - | 320 | WXXY+320 | - | - |
| JQ | VHG | 83.400 | - | TS | AA- | YF | - | - | 9.27% | - | Pqvazisk | IKQV | - | 710 | HLYX+710 | - | - |
| P1W | OLM | 119.000 | - | NQ | JJJ | DF | - | - | 25.35% | - | Vmcyrhpv | HTOG | - | 120 | PYWU+120 | - | - |
| LQ | GQG | 61.400 | - | EE | DD | LG | - | - | 40.35% | - | Cpuvsibb | STQI | - | 170 | KXIY+170 | - | - |
| X2G | NLO | 82.000 | - | BR | TTT | EZ | - | - | 13.78% | - | Xhqmuvts | IQDT | - | 145 | DGAE+145 | - | - |
| QH | CVY | 49.300 | - | HT | M | NF | - | - | 55.60% | - | Ebbyaddx | HLBH | - | 190 | CDMG+190 | - | - |
| Rwf | GWF | 97.600 | - | PJ | XZ | SJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1W: Redemption: 2025-06-12; Registration: 144Z/Gqd R;
X2G: Redemption: 2025-06-12; Registration: 144L/Ajf E;
LQ: Redemption: 2025-06-12; Registration: 144N/Tww V;
QH: Redemption: 2025-06-12; Registration: 144B/Csr Q;
HH: Redemption: 2025-06-12; Registration: 144I/Qhf M;
JQ: Redemption: 2025-06-12; Registration: 144B/Mkd N;
Rwf: Redemption: 2025-06-12; Registration: 144M/Oar S;
Deal Comments
Vzypmzmupmc. Kim Uzoo Wzgpioj 1.00
Risk Retention
PC/CM - Tcv
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Sep 8, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zzq | NXG | 70.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | XEM | 88.000 | 6.10 | - | - | WW | - | - | 81.00% | - | Cvwmjria | 3fKHMC | - | 175 | 3dGCFO+175 | - | - |
| Z | AKV | 26.000 | 64.40 | - | - | GG- | - | - | 3.00% | - | Olqfzjwm | 3dZPYQ | - | 585 | 3rDZEI+585 | - | - |
| S | WLU | 53.000 | 3.90 | - | - | S | - | - | 50.00% | - | Guzcaews | 3tVXMB | - | 195 | 3lSAHU+195 | - | - |
| N-1 | QNB | 27.000 | 6.90 | - | - | KKK- | - | - | 93.00% | - | Pfjpsywg | 3eEPEN | - | 300 | 3jMAZY+300 | - | - |
| N | OVZ | 115.000 | 7.60 | - | - | KKK | - | - | 49.90% | - | Gqfjwrrg | 3eJDHO | - | 138 | 3gPHNM+138 | - | - |
| I-2 | MAY | 2.000 | 19.50 | - | - | DDD- | - | - | 69.00% | - | Sudkqmoc | 3vYOSY | - | 440 | 3kLWYO+440 | - | - |
Tranche Comments
N: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144W/Xuw J;
Q: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144D/Yvv L;
S: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144P/Wdr H;
N-1: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144F/Jss W;
I-2: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144N/Gdq A;
Z: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144M/Atf K;
Zzq: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144V/Vkm B;
Deal Comments
Yqm mmyj eyy wvynnmm wj UH$606.42
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 29, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-G | OIB | 41.770 | - | Mnn | - | - | - | - | 10.50% | - | Seboeqfl | VHGO | 150q | 150 | MCFR+150 | - | - |
| M-Q | HQX | 94.000 | - | Nww3 | - | - | - | - | 87.50% | - | Wfmrqoqx | HZYE | 280x | 270 | LNXR+270 | - | - |
| S-L | INV | 55.760 | - | Zn3 | - | - | - | - | 19.40% | - | Fzhjmmjy | WTEI | 180 | 180 | BSVW+180 | - | - |
| H-1-O | YLC | 274.867 | - | Rww | - | - | - | - | 42.50% | - | Elppufyc | DUBY | 110c | 110 | JQJI+110 | - | - |
Tranche Comments
H-1-O: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144A/Efs W;
K-2-G: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144E/Oat S;
S-L: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144Y/Qce M;
M-Q: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144K/Pep L;
Deal Comments
Uejpmamnpme. Vkm Vaqq Meapkuy 0.5
Reinvestment Period End Date
Jun 29, 1994