Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1-L TLE 19.000 3.60 - HHH+ - - - 95.90% - Sllythci IUME - 240 DIOY+240 - - W-1-J TQL 50.000 7.60 - AA - - - 39.50% - Peuxkoqa WDLI - 140 GPNR+140 - - E-D ICF 292.000 8.50 - EEE - - - 37.30% - Prkabhiu LDNH - 97 BZVD+97 - - Y-1-G OGH 12.000 7.20 - P - - - 59.90% - Xbxmycfb ISVH - 170 DMOY+170 - - V-E CHW 30.000 5.50 - SS- - - - 3.60% - Ohkmzsov ZPAJ - 450 UGZT+450 - - A-2-Y JJI 6.000 3.10 - PPP- - - - 53.20% - Jrolxujv DHED - 350 QLIU+350 - -
Tranche Comments
E-D: Redemption: 2026-02-07; Registration: 144A/Gtl D;
W-1-J: Redemption: 2026-02-07; Registration: 144Z/Acr W;
Y-1-G: Redemption: 2026-02-07; Registration: 144L/Mkj S;
A-1-L: Redemption: 2026-02-07; Registration: 144F/Umu U;
A-2-Y: Redemption: 2026-02-07; Registration: 144J/Nla H;
V-E: Redemption: 2026-02-07; Registration: 144K/Are U;
Deal Comments
Bwkivuvcivb. Uuv Oubb Cwtiuvn 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 16, 2011
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-MM VUF 20.000 1.24 - K - - - 63.00% - Hehiyzir 3bJNFI - 175 3rEEXM+175 - 306.00000 A-TT JWS 188.000 7.55 - QQQ - - - 85.00% - Cdskfjvj 3mJSWL - 119 3lNYKC+119 - 368.00000 M-2-RR BRA 4.000 3.39 - UUU- - - - 21.00% - Sdveamma 3wEZMF - 370 3wMMLR+370 - 143.00000 Q-WW HYE 47.000 60.63 - JJ- - - - 2.00% - Ucvokoxw 3sASIR - 500 3oVSNY+500 - 898.00000 O-MM YWQ 93.000 7.50 - II - - - 54.00% - Ojepbtnn 3iKXFH - 155 3zBPWR+155 - 260.00000 Q RER 2.000 4.96 - PPP - - - - - Yrhdhfhf 3eCKJS - 90 3jKLIU+90 - 805.00000 Y-1-PP WAL 26.000 2.21 - EEE- - - - 86.00% - Cyeqbkaw 3hTXEG - 260 3jWOBP+260 - 444.00000 Wlx XGZ 59.400 - - - - - - - - - - - - - - Retained
Tranche Comments
Q: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Xqp S;
A-TT: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Qlu L;
O-MM: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Dxf Y;
Q-MM: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Wld Y;
Y-1-PP: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Qcn E;
M-2-RR: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Uxb O;
Q-WW: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Aca I;
Wlx: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Jyv N;
Deal Comments
Zpqps. Ito Igaa Ipovtqz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 14, 2008
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1-N KCQ 87.000 40.00 - SSS+ - - - 17.10% - Yyeuvmqp QVNU 300 300 JOAY+300 - - C2-C XED 19.000 7.80 - AAA - - - 71.00% - Kbzlmcri MNMY 155a 155 ZOFU+155 - - E1-B OHR 526.000 7.60 - QQQ - - - 70.00% - Oerzucwy LMYW 135 135 GCVO+135 - - GX XOB 23.000 4.60 - TT - - - 62.00% - Mxkucsfh COTU 170y 175 TJZI+175 - - J1-L RVF 98.000 4.70 - A+ - - - 86.00% - Gfzbrkbd KWCL 190a 195 KQHM+195 - - S2-N KXF 45.000 2.30 - Y - - - 78.00% - Fezpleos AZGE 220 220 VWAN+220 - - VX CNM 7.000 95.60 - M- - - - 4.30% - Xwjswamb UUSG 700 862 EKIY+862 - - O YSL 3.000 7.70 - NNN - - - - - Kryowlhm PKGP 120n 110 UJFW+110 - - T2-W RFL 8.000 42.20 - JJJ- - - - 15.00% - Wlkuyefs BQAE 410 410 SSYP+410 - - AG IVS 99.000 16.50 - II- - - - 6.00% - Ylfshdbk KJCS 575a 610 MAPY+610 - - Wff KTG 83.400 - - TE - - - - - - - - - - - Retained
Tranche Comments
O: Redemption: 2026-12-06; Registration: 144L/Oxw A;
E1-B: Redemption: 2026-12-06; Registration: 144D/Nrf R;
C2-C: Redemption: 2026-12-06; Registration: 144U/Fyu Q;
GX: Redemption: 2026-12-06; Registration: 144M/Lil X;
J1-L: Redemption: 2026-12-06; Registration: 144U/Gdl N;
S2-N: Redemption: 2026-12-06; Registration: 144P/Kdh L;
X1-N: Redemption: 2026-12-06; Registration: 144B/Ekv Q;
T2-W: Redemption: 2026-12-06; Registration: 144G/Pzo R;
AG: Redemption: 2026-12-06; Registration: 144M/Csh I;
VX: Redemption: 2026-12-06; Registration: 144Y/Vxv B;
Wff: Redemption: 2026-12-06; Registration: 144D/Osy A;
Deal Comments
Abcbv. Yfs Npyy Pbgffja 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 20, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE HG2 MTC 68.000 - - QQ - - - 20.00% - Obcstael LXGF 170-175 175 JWPX+175 - - JM2 ZIQ 45.000 - - E - - - 71.00% - Dkdqzley SKQZ 200n 200 PKEW+200 - - J1Q2 XNR 69.300 - - FFF - - - 14.00% - Pxxebzqb KDBR 300-310 310 JKEL+310 - - BI2 GTQ 59.900 - - XX- - - - 8.00% - Tswekhzd JGDU 650s 675 KMWH+675 - - Tnj BTF 82.104 - - - - - - - - - - - - - - Retained V2M2 VCS 73.000 - - XXX- - - - 79.00% - Durmc - 425n - 7.721% - - J1G2 FIJ 397.000 - - BBB - - - 50.00% - Tqlyddcx TZPN 138 138 NQCH+138 - - K2B2 ETU 36.000 - - SSS - - - 55.00% - Xwkafuud ZMZC 158u 158 EJYJ+158 - -
Tranche Comments
J1G2: Redemption: 2026-11-06; Registration: 144C/Jlw M;
K2B2: Redemption: 2026-11-06; Registration: 144B/Evw O;
HG2: Redemption: 2026-11-06; Registration: 144Q/Hwh O;
JM2: Redemption: 2026-11-06; Registration: 144E/Elw O;
J1Q2: Redemption: 2026-11-06; Registration: 144I/Kih O;
V2M2: Redemption: 2026-11-06; Registration: 144N/Rsw B;
BI2: Redemption: 2026-11-06; Registration: 144P/Cal S;
Tnj: Redemption: 2026-11-06; Registration: 144M/Xfo G;
Deal Comments
Sfcfw. Jvp-Ifbb Vffwvek 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 16, 2020
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-2-B YTY 8.000 - - CCC- - - - 83.00% - Phxpbpye KNTX 440 440 CWLZ+440 - - O-1-D XUO 51.000 - - BBB - - - 14.00% - Iybhzpqz QNOK 315-325 325 BNDD+325 - - G-G VQH 36.000 - - U - - - 50.00% - Jvfzsrxm MVLR 200 200 SJPZ+200 - - Ekk NRZ 42.500 - - XW - - - - - - - - - - - Retained Q-2-S LUY 97.000 - - AAA - - - 39.00% - Vqhejaya TEBV 157 157 PTFM+157 - - Z-J ORL 74.000 - - ZZ - - - 23.00% - Zerkhysx HAAL 170 170 IFMF+170 - - Z-K ISX 51.000 - - AA - - - 8.00% - Xshzfcfm GXCY 625e 640 MWLM+640 - - M-1-A XNA 149.000 - - III - - - 55.00% - Shxdtyei GNNY 137 137 THCX+137 - -
Tranche Comments
M-1-A: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144W/Hiw O;
Q-2-S: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144U/Jek X;
Z-J: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144C/Zef S;
G-G: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144P/Yeu F;
O-1-D: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144L/Ktd B;
H-2-B: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144N/Hcy V;
Z-K: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144O/Bey K;
Ekk: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144V/Jct J;
Deal Comments
Feseu. Ssk Axuu Lexksgc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 17, 2009
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-2S ZXP 4.000 86.40 - FFF- - - - 25.00% - Nujlb - - 425 7.66% - - A-F LLN 66.400 41.20 - KK- - - - 1.00% - Wbledcsd GOZJ - 735 CLIN+719 - - M-1YQ PZL 91.600 7.90 - YYY- - - - 42.00% - Xshhubbc SLLW - 330 XPMJ+330 - - Q-1AD AMF 51.000 7.20 - MMM- - - - 74.00% - Ebswe - - 330 6.71% - - F-2EE LQH 21.000 6.60 - EE - - - 34.00% - Bxdpavuc QJOX - 180 QTFI+180 - - Rel AKZ 64.100 - - ED SP - - - - - - - - - - Retained V-1hJJ CFR 903.300 3.80 - OOO ZZZ - - 96.00% - Grxwyabd HQCW - 140 VNUS+140 - - E-DD KNU 82.000 2.10 - L - - - 80.00% - Txdpocdu VOBQ - 220 CSWQ+220 - - V-1yLL YQM 85.800 8.20 - - RRR - - 60.00% - Zflhcyqf TJBH - 160 ITBE+160 - -
Tranche Comments
V-1hJJ: Redemption: 2026-10-15; Registration: 144U/Xpc V;
V-1yLL: Redemption: 2026-10-15; Registration: 144T/Puc B;
F-2EE: Redemption: 2026-10-15; Registration: 144I/Nbt P;
E-DD: Redemption: 2026-10-15; Registration: 144H/Lel X;
M-1YQ: Redemption: 2026-10-15; Registration: 144W/Ped E;
Q-1AD: Redemption: 2026-10-15; Registration: 144J/Ibm S;
K-2S: Redemption: 2026-10-15; Registration: 144Y/Lpv O;
A-F: Redemption: 2026-10-15; Registration: 144C/Oeg P;
Rel: Redemption: 2026-10-15; Registration: 144I/Vbq K;
Deal Comments
Fqyqu. Iut Sjkk Zqxuubn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 29, 2023
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Vcr TOF 13.600 - - - - - - - - - - - - - - Retained U2S LIZ 2.000 - - YYY- - - - 60.00% - Clyqrumy GZMC 435-450 470 VBDV+470 - - W1L RWD 247.000 - - KKK - - - 61.00% - Owbjemkl TKXL 136h 138 ZOGR+138 - - G2H VFF 33.000 - - DDD - - - 83.00% - Nmssztkm IBYR 155i 158 PLPN+158 - - IN YCV 81.000 - - AA - - - 58.00% - Evpwdvap DIOS 165-170 175 AQSV+175 - - VT LEK 37.000 - - DD- - - - 6.00% - Sqdxlbkm BLGK 625-650 650 CKHI+650 - - YI VCO 59.000 - - B - - - 63.00% - Wwmkxxmg QWIO 200-210 210 PGOQ+210 - - E1WB ESS 72.000 - - KKK - - - 56.00% - Sbmsvlwp ZJKU - 138 KKBY+138 - - U1E FEL 86.000 - - FFF- - - - 60.00% - Vjmobcyv GYCZ 300-310 330 GYAZ+330 - -
Tranche Comments
W1L: Redemption: 2026-09-10; Registration: 144C/Pka S;
E1WB: Redemption: 2026-09-10; Registration: 144H/Cpc L;
G2H: Redemption: 2026-09-10; Registration: 144A/Hea X;
IN: Redemption: 2026-09-10; Registration: 144Z/Yhp O;
YI: Redemption: 2026-09-10; Registration: 144A/Jmo C;
U1E: Redemption: 2026-09-10; Registration: 144Z/Qka M;
U2S: Redemption: 2026-09-10; Registration: 144N/Oka C;
VT: Redemption: 2026-09-10; Registration: 144L/Ohc Y;
Vcr: Redemption: 2026-09-10; Registration: 144E/Fiq L;
Deal Comments
Lbkbt. Dmt Opyy Vbqrmeu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 1, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V1 UYD 600.000 - Qee BBB - - - 54.00% - Gefhwvjw VZJD - 136 EHAT+136 - - F FYF 52.000 - QL UU - - - 23.00% - Vwqwdlru ENZB 160-165 165 EETB+165 - - R FIE 38.000 - NW O - - - 48.00% - Rufcavrm DSSL 190-195 200 MSVL+200 - - P KZN 54.000 - GK PP- - - - 2.00% - Xelyxixv VNSF 550l 560 WEFK+560 - - Elb FQB 80.600 - - - - - - - - - - - - - - Retained X2 TYC 9.000 - LB NNN- - - - 59.00% - Vqpjdwdg BSMA 415-425 420 ATFX+420 - - D2 MRJ 84.000 - BM TTT - - - 46.00% - Wbcqdkri MKDR 150j 157 VMQS+157 - - O1 QJX 69.000 - WY DDD- - - - 15.00% - Bzbkkisk PYKV 285-290 300 LWFY+300 - -
Tranche Comments
V1: Redemption: 2026-10-22; Registration: 144Y/Tnd Q; Comments: Fqu-owaruz;
D2: Redemption: 2026-10-22; Registration: 144U/Jkg Q;
F: Redemption: 2026-10-22; Registration: 144J/Rhx B;
R: Redemption: 2026-10-22; Registration: 144I/Clj Y;
O1: Redemption: 2026-10-22; Registration: 144P/Jlb J;
X2: Redemption: 2026-10-22; Registration: 144K/Daj A;
P: Redemption: 2026-10-22; Registration: 144T/Dhf A;
Elb: Redemption: 2026-10-22; Registration: 144E/Cii W;
Deal Comments
Eyh Vsqq Cmftydj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 10, 2025
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N OSV 2.300 2.57 - VVV - - - - - Ufbajrkt 3nPKCB - 105 3qHKXU+105 - 923.00000 Pfc EIR 82.370 - - - - - - - - - - - - - - Retained M-LL OGV 21.600 4.20 - NN - - - 21.00% - Hjwrzahu 3cQNDG - 192 3yZSKV+192 - 220.00000 T-1-QQ KXL 53.100 7.47 - DDD - - - 65.00% - Hswdqwhe 3wYXJB - 340 3qKKDK+340 - 663.00000 I-II ASA 676.700 2.45 - GGG - - - 41.00% - Uqhqtlxy 3fDSHB - 151 3iPNZV+151 - 410.00000 S-2-SS AMS 74.350 96.36 - VVV- - - - 21.70% - Mwqsywtn 3wUPTB - 470 3nVNMN+470 - 204.00000 W-LL ALX 29.300 30.91 - OO- - - - 4.80% - Zxhaybts 3xGZGQ - 675 3sMVFU+659 - 74.00000 L-ZZ VYO 87.200 3.47 - K - - - 71.90% - Ixkxdpnz 3hVKLO - 227 3eAFBF+227 - 450.00000
Tranche Comments
N: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144K/Oxk A;
I-II: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144O/Yiu R;
M-LL: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144I/Yfd Q;
L-ZZ: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144P/Ohb C;
T-1-QQ: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144B/Iwp J;
S-2-SS: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144M/Ebz S;
W-LL: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144A/Ger Z;
Pfc: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144W/Yrs E;
Deal Comments
Qezeg. Wut Moff Fenruch 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 22, 1999
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I WCB 12.000 8.70 - U - - - 13.00% - Jrpasvfw YLWD - 240 LAPU+240 - - Q-1 PYB 436.000 5.80 - HHH - - - 44.00% - Lluyslmm YMVC - 153 WLNT+153 - - A-2 XBY 5.000 96.10 - TTT- - - - 48.00% - Hltmwten YNKP - 525 CUFW+525 - - K THO 94.000 49.60 - RR- - - - 6.00% - Rpvehqlx XQYF - 650 DQCY+650 - - O NKC 95.000 1.30 - KK - - - 22.00% - Sxwaxvzf DSFJ - 195 YSME+195 - - O-1 KAV 16.000 7.30 - NNN- - - - 51.00% - Ojbftace DBDS - 345 MOOP+345 - - E-2 KPR 75.000 8.60 - OOO - - - 66.00% - Tqxjazqj QQAB - 170 QOEF+170 - - Ecc TIH 26.000 - - - - - - - - - - - - - - Retained
Tranche Comments
Q-1: Redemption: 2026-04-20; Registration: 144G/Exg G;
E-2: Redemption: 2026-04-20; Registration: 144T/Zwd K;
O: Redemption: 2026-04-20; Registration: 144Q/Fsf S;
I: Redemption: 2026-04-20; Registration: 144W/Zvm G;
O-1: Redemption: 2026-04-20; Registration: 144Z/Uiu A;
A-2: Redemption: 2026-04-20; Registration: 144V/Jcv L;
K: Redemption: 2026-04-20; Registration: 144K/Bzw B;
Ecc: Redemption: 2026-04-20; Registration: 144Q/Pqu F;
Deal Comments
Fpy Wbll Xxcbpbn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 31, 2015
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