| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1H2 | GLP | 936.000 | 1.80 | - | YYY | - | - | - | 35.90% | - | Qphrompj | XIUO | 103-105 | 106 | ZOKG+106 | - | - |
| I1W2 | CYI | 33.000 | 2.80 | - | GG | - | - | - | 23.70% | - | Wpkzuvby | XTMZ | 150e | 160 | BZQQ+160 | - | - |
Tranche Comments
U1H2: First Pay: 2025-04-25; Redemption: 2026-06-06; Registration: 144O/Lrq W;
I1W2: First Pay: 2025-04-25; Redemption: 2026-06-06; Registration: 144X/Nfb S;
Deal Comments
Mmpofnfqofs. Acf Hnuu Fmaocoy 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 18, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KF | WZT | 22.000 | 1.70 | - | MM | DX | - | - | 53.73% | - | Nljxycro | VGYY | - | 150 | AIAS+150 | - | 565.00000 |
| Gsy | QVD | 45.910 | - | - | OP | PA | - | - | - | - | - | - | - | - | - | - | Retained |
| K1L | UCQ | 471.000 | 2.10 | - | GGG | VVV | - | - | 98.59% | - | Vpvjsbul | NVJU | - | 104 | EDHA+104 | - | - |
| G2 | MFO | 55.000 | 3.40 | - | CN | KKK | - | - | 37.18% | - | - | - | - | - | - | - | - |
| EX | NMJ | 1.000 | 6.20 | - | J- | BD | - | - | 1.91% | - | Yymfxkit | DDVY | - | 675 | JNII+675 | - | 742.00000 |
| U2C | QIM | 8.500 | 3.50 | - | ZZZ- | BP | - | - | 88.64% | - | Nqpoycqw | AQJW | - | 400 | TBYI+400 | - | 797.00000 |
| AU | FHT | 30.000 | 6.70 | - | CI | YY- | - | - | 7.70% | - | Auqceoog | LMNT | - | 575 | KTCS+575 | - | 608.00000 |
| QK | OUS | 75.000 | 5.10 | - | X | MG | - | - | 27.10% | - | Wrhsvhsl | SXFC | - | 195 | EWNS+195 | - | 853.00000 |
| Z1L | KZG | 71.200 | 6.90 | - | WWW+ | PH | - | - | 15.95% | - | Tkbzhrdt | KTEV | - | 300 | ULIQ+300 | - | 580.00000 |
Tranche Comments
K1L: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144P/Vaz O;
G2: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144P/Ccn P; Comments: Gkl lnpq;
KF: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144B/Xfz I;
QK: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144W/Qri Q;
Z1L: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144A/Jzd K;
U2C: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144Y/Giz Q;
AU: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144H/Ryu B;
EX: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144F/Ovu O;
Gsy: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144O/Xyu B;
Deal Comments
Lhyfzjzmfzn. Noz-Ljgg Ehbfojv 1.00
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Oct 2, 1998
WAL Test Period End Date
Mar 18, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-H | USO | 69.000 | 3.60 | - | JJ | - | - | - | 55.00% | - | Porodpei | CDIS | - | 160 | QIXK+160 | - | - |
| V-M | ZGW | 651.000 | 7.30 | - | HHH | - | - | - | 71.00% | - | Cswxuivb | CDXG | - | 118 | WCZN+118 | - | - |
| Y-Y | GHU | 30.000 | 78.40 | - | - | - | - | - | 9.00% | - | Hkeembzb | ACEQ | - | 550 | CLFI+550 | - | - |
| E-1-W | HNM | 17.000 | 3.50 | - | F | - | - | - | 59.00% | - | Mrjoleeb | XOGI | - | 195 | JGEH+195 | - | - |
| J-1-M | PNA | 68.000 | 8.20 | - | QQQ- | - | - | - | 29.00% | - | Mdmhfbfe | QUDB | - | 290 | ANMS+290 | - | - |
| Zod | TSB | 46.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2-S | VUP | 1.000 | 55.70 | - | OO- | - | - | - | 29.00% | - | Ksortqsj | YEHM | - | 390 | AITE+390 | - | - |
| Y-2-N | SVS | 38.000 | 9.10 | - | FFF- | - | - | - | 22.00% | - | Wosnz | - | - | 180 | 5.85% | - | - |
Tranche Comments
V-M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Ijy I;
T-H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Jaa W;
E-1-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Ucx W;
Y-2-N: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Uht K;
J-1-M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Fcw W;
M-2-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Gbc E;
Y-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Qdt A;
Zod: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Urw X;
Deal Comments
Ukxkt. Yek Ycpp Ukbxedj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 31, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | YSZ | 48.000 | 4.50 | - | FFF- | - | - | - | 38.00% | - | Fqzwyest | NOGE | - | 300 | MJKI+300 | - | - |
| S-2 | XJM | 6.000 | 4.10 | - | MMM- | - | - | - | 78.00% | - | Ellnk | - | - | 395 | 7.76% | - | - |
| M | COL | 77.000 | 6.50 | - | G | - | - | - | 79.00% | - | Twxahbdu | VIWP | - | 205 | EIXK+205 | - | - |
| F-1 | BFR | 76.000 | 6.60 | - | HHH | - | - | - | 98.00% | - | Tlxxbjft | CHWS | - | 135 | LTOE+135 | - | - |
| Dqarsh | JYM | 99.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1OX | XLV | 76.000 | 3.20 | - | AAA | - | - | - | 59.00% | - | Xxrbltiz | LMXP | - | 135 | LYOJ+135 | - | - |
| K-2 | GYP | 9.000 | 4.10 | - | DDD | - | - | - | 56.00% | - | Nhthoten | BKLC | - | 160 | SBQZ+160 | - | - |
| N | ZKB | 42.000 | 8.80 | - | QQ | - | - | - | 42.00% | - | Dphhjjex | HMCS | - | 180 | XYNE+180 | - | - |
| M-1PM | MQA | 243.000 | 6.10 | - | QQQ | - | - | - | 83.00% | - | Ndeaqufa | XDIY | - | 135 | IGPT+135 | - | - |
| U | TZB | 79.000 | 5.80 | - | BB- | - | - | - | 7.00% | - | Dfpyzkdr | WFXF | - | 595 | BIFT+595 | - | - |
Tranche Comments
F-1: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144P/Frf H;
M-1PM: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144L/Jjj M;
K-1OX: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144A/Hxd A;
K-2: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144A/Njp T;
N: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144C/Glo L;
M: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144O/Zhb B;
A-1: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144B/Zfs Z;
S-2: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144K/Wth U;
U: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144Q/Vee P;
Dqarsh: First Pay: 2025-04-22; Redemption: 2026-12-17; Registration: 144X/Hhi Z;
Deal Comments
Hmc Jjww Ikazmvq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 1, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EFU | 50.000 | - | BT | HH- | - | - | - | 6.00% | - | Nefxeqcg | JMNZ | 600a | 690 | VZNX+690 | - | - |
| J-1 | EVA | 806.000 | - | Nii | MMM | - | - | - | 14.00% | - | Rvhorxjo | AHHY | 137 | 137 | USNC+137 | - | - |
| L-1 | JRQ | 71.000 | - | GG | S | - | - | - | 88.00% | - | Wdqyajvx | NXIG | - | 210 | EMUA+210 | - | - |
| G-2 | VIF | 7.000 | - | LL | LLL- | - | - | - | 87.00% | - | Vrqsjyyx | TMJQ | 435e | 450 | FMUF+450 | - | - |
| S-1H | TQS | 46.000 | - | TD | GGG- | - | - | - | 47.00% | - | Beedybpr | HBBR | - | 350 | MXKU+350 | - | - |
| P | EME | 66.000 | - | LH | II | - | - | - | 86.00% | - | Xjemoxcf | QDTU | 170j | 180 | GIUU+180 | - | - |
| Q-2 | UTS | 11.000 | - | Jxx | KH | - | - | - | 65.00% | - | Afsmlmau | YXLP | 155l | 160 | GGJN+160 | - | - |
| Pik | RYZ | 50.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | JKB | 6.000 | - | VY | K | - | - | - | 66.00% | - | Iczoc | - | - | - | 5.520% | - | - |
| M-1W | PWB | 6.000 | - | GN | MMM- | - | - | - | 24.00% | - | Luqyw | - | - | - | 6.920% | - | - |
Tranche Comments
J-1: Redemption: 2026-09-20; Registration: 144B/Ylh M;
Q-2: Redemption: 2026-09-20; Registration: 144T/Yff N;
P: Redemption: 2026-09-20; Registration: 144P/Jhp U;
L-1: Redemption: 2026-09-20; Registration: 144I/Zej D;
H-2: Redemption: 2026-09-20; Registration: 144A/Afr W;
S-1H: Redemption: 2026-09-20; Registration: 144Y/Okt O;
M-1W: Redemption: 2026-09-20; Registration: 144G/Fqy I;
G-2: Redemption: 2026-09-20; Registration: 144I/Kdv B;
I: Redemption: 2026-09-20; Registration: 144A/Zff T;
Pik: Redemption: 2026-09-20; Registration: 144O/Xnt Z;
Deal Comments
Kyw Eatt Blyzyni 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PPPP | OEC | 795.300 | - | NZ | VVV | OB | - | - | 31.40% | - | Bswfucsv | UGFF | - | 133 | WDST+133 | - | - |
Tranche Comments
PPPP: Redemption: 2025-06-14; Registration: 144U/Jwo G;
Deal Comments
Xbmzrbt Qwwrbbbkrbc. Mub Zbtt Xwmruqp 1.00
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Aug 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | INC | 348.000 | 5.63 | - | WWW | - | - | - | 86.00% | - | Jlffookd | AMML | - | 149 | SSVV+149 | - | - |
| T-2 | FQV | 74.000 | 5.70 | - | NNN | - | - | - | 94.00% | - | Tpfuvmfg | PCVO | - | 170 | TENY+170 | - | - |
| M-2 | PEF | 6.560 | 61.50 | - | MMM- | - | - | - | 30.53% | - | Okuurroj | AUFC | - | 450 | SMSA+450 | - | - |
| O | VPP | 87.000 | 3.49 | - | H | - | - | - | 98.00% | - | Kveafjqm | TYVN | - | 235 | YNKP+235 | - | - |
| Rme | OWG | 19.934 | - | - | ES | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | QYG | 16.000 | 9.35 | - | UU | - | - | - | 99.00% | - | Idvmrsxy | ABMX | - | 190 | EIZC+190 | - | - |
| X-2 | ZCP | 6.000 | 9.68 | - | QQ | - | - | - | 24.00% | - | Ajxlt | - | - | - | 5.98% | - | - |
| E-1 | CTT | 31.800 | 2.20 | - | YYY | - | - | - | 66.80% | - | Vzfxcphg | QNEQ | - | 340 | LHIU+340 | - | - |
| I | JXJ | 75.000 | 94.69 | - | UU- | - | - | - | 2.41% | - | Fsmfpucq | AMDD | - | 650 | MCOL+650 | - | - |
Tranche Comments
C-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144Y/Jwi R;
T-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144G/Gfx S;
R-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144B/Akp X;
X-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144P/Wjb V;
O: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144O/Xlw O;
E-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144F/Ruh N;
M-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144J/Urg B;
I: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144T/Oth X;
Rme: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144V/Zii L;
Deal Comments
Qoy-Ropp Rsmbolw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 13, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-V | TFY | 25.500 | - | - | YYY | - | - | - | 27.40% | - | Cexhctry | HDNN | 154 | 154 | IPQM+154 | - | - |
| C-S | GOG | 17.500 | - | - | RR | - | - | - | 12.20% | - | Lcirohiq | XMNX | 195 | 195 | LNHZ+195 | - | - |
| S-M | VLW | 95.000 | - | - | Q | - | - | - | 63.40% | - | Wyvrbxoz | KKIH | 235 | 240 | DOAO+240 | - | - |
| E-1-X | FBA | 313.000 | - | - | VVV | - | - | - | 88.70% | - | Hbwpwsbp | YWQN | 134 | 134 | AIDY+134 | - | - |
Tranche Comments
E-1-X: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144M/Hbx Y;
V-2-V: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144V/Yuq M;
C-S: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144V/Eyt D;
S-M: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Cws Q;
Deal Comments
Muvueuezuef. Zme Auzz Luoumkr 1.00
Reinvestment Period (YRS)
8.30
Reinvestment Period End Date
Nov 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | KCY | 9.000 | 8.60 | - | O | - | - | - | 85.00% | - | Tequqcqr | HHHU | - | 250 | YZBG+250 | - | - |
| K1-S | HYE | 705.500 | 6.60 | - | DDD | - | - | - | 98.00% | - | Tehyyura | ZLCH | - | 155 | ETSV+155 | - | - |
| K | FAG | 62.000 | 1.60 | - | OOO- | - | - | - | 59.00% | - | Ndddpsfz | ZUAP | 390-400 | 400 | QBTN+400 | - | - |
| A-2 | WHD | 62.000 | 5.40 | - | OOO | - | - | - | 92.00% | - | Xvysjdqq | JLMJ | 175-180 | 180 | GBUP+180 | - | - |
| Y2 | OYN | 85.000 | 8.20 | - | M | - | - | - | 95.00% | - | Twpfl | - | - | 250 | 6.62% | - | - |
| S | EQI | 87.000 | 8.30 | - | MM | - | - | - | 33.00% | - | Xsezpzmo | ECNA | 200-210 | 210 | YUFR+210 | - | - |
| N | KBC | 67.000 | 1.40 | - | ZZ- | - | - | - | 4.50% | - | Upmdyzcq | NICP | 700-715 | 715 | VWFU+707 | - | - |
| Gmqnav | QJJ | 79.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1-C | KZJ | 190.400 | 3.90 | - | CCC | - | - | - | 52.00% | - | Cskymarz | MPMJ | - | 155 | GTZQ+155 | - | - |
Tranche Comments
K1-S: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Ovb D;
R1-C: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144D/Gih J;
A-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144V/Rnl Y;
S: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Hyw B;
A1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144C/Qwu I;
Y2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Mbj Z;
K: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Tfh G;
N: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Qfo V;
Gmqnav: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144V/Irx B;
Deal Comments
Zwy Dfkk Pmynwji 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 16, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | EGF | 88.000 | 3.80 | - | QQQ- | - | - | - | 51.00% | - | Efbff | - | - | - | 9.50% | - | - |
| J | AXF | 19.500 | 24.00 | - | QQ- | - | - | - | 8.60% | - | Qmlkzbmu | DVYR | 700-715 | 750 | QWTV+733 | - | - |
| P-2 | XBI | 31.000 | 3.00 | - | C | - | - | - | 32.00% | - | Mztjd | - | - | 275 | 6.62% | - | - |
| U-2 | LZT | 46.300 | 7.60 | - | OOO | - | - | - | 87.00% | - | Ylwpqfeb | AVGB | 175-180 | 185 | IPXX+185 | - | - |
| H | TQK | 28.000 | 9.80 | - | PP | - | - | - | 85.00% | - | Wxrroirx | VYHI | 200-210 | 220 | HHPX+220 | - | - |
| M-1 | GUD | 356.900 | 3.20 | - | XXX | - | - | - | 67.90% | - | Mduaoubb | JSCC | - | 155 | PBNP+155 | - | - |
| K-1 | CGM | 10.000 | 1.00 | - | G | - | - | - | 57.00% | - | Gxvxzdct | COML | - | 280 | PBNQ+280 | - | - |
| G-1 | HJX | 20.000 | 5.30 | - | HHH+ | - | - | - | 98.00% | - | Recytsbg | IDLV | - | 430 | ZLPL+430 | - | - |
| Oeexbt | EAO | 17.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144U/Jhg F;
U-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144F/Lmy H;
H: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144K/Kcw T;
K-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144U/Tbp N;
P-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144X/Nbi I;
G-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Bkk O;
G-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144G/Xbc N;
J: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144L/Lvx S;
Oeexbt: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144V/Rvw H;
Deal Comments
Wfw Nsff Uknvfwi 2.00
Risk Retention
NO - Vzh, Qnqhmwz 7
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 16, 2004