| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-M | YBM | 44.000 | 5.20 | - | L | - | - | - | 90.00% | - | Tmlkxomu | 3zQBDF | - | 265 | 3pXIIC+265 | - | - |
| H-F | ZMM | 82.200 | 4.10 | - | SSS- | - | - | - | 20.00% | - | Nyukepmf | 3iTWSL | - | 435 | 3tTUFB+435 | - | - |
| U-1-I | MFD | 636.400 | 7.80 | - | JJJ | - | - | - | 70.00% | - | Wxshvafh | 3fWZXJ | - | 170 | 3dLGCJ+170 | - | - |
| BI | WBJ | 603.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-C | USW | 49.200 | 3.50 | - | JJ | - | - | - | 74.00% | - | Lsuaqddo | 3zMXQI | - | 195 | 3oZCQS+195 | - | - |
| D-2-L | QQK | 26.130 | 3.60 | - | TTT | - | - | - | 21.00% | - | Ddvkotvm | 3rAIYW | - | 185 | 3xJDLD+185 | - | - |
Tranche Comments
U-1-I: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144T/Ktk D;
D-2-L: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144D/Gyo C;
I-C: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144I/Lvo D;
T-M: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144G/Hws J;
H-F: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144K/Vut F;
BI: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144B/Xvw P;
Deal Comments
Hxgxa. Kge Ekaa Vxbigth 2.00
Risk Retention
JO - Whei GJ/JR - Whe
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 26, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-GG | GHS | 16.000 | 2.30 | - | WW | - | - | - | 11.00% | - | Oyrhtvdm | 3kLZFA | - | 200 | 3fECQO+200 | - | - |
| EO | XLQ | 44.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-CC | LHZ | 21.000 | 2.60 | - | III- | - | - | - | 44.00% | - | Ewzxdipf | 3dUBLT | - | 435 | 3rVZST+435 | - | - |
| B-2-WW | RTI | 32.000 | 5.50 | - | III | - | - | - | 34.00% | - | Lpkylkjs | 3rBQBR | - | 190 | 3bUQVC+190 | - | - |
| H-II | VPK | 63.000 | 1.30 | - | F | - | - | - | 47.00% | - | Owqlzwbm | 3gHDXS | - | 270 | 3jWVJA+270 | - | - |
| D-1-WWV | JAC | 35.000 | 5.10 | - | QQQ | - | - | - | 94.00% | - | Hmwllvrl | 3xWAGW | - | 175 | 3cPYHK+175 | - | - |
| Z-1-MM | FYJ | 503.000 | 4.90 | - | YYY | - | - | - | 17.00% | - | Fplrbxel | 3xIIUY | - | 175 | 3xIHTQ+175 | - | - |
Tranche Comments
D-1-WWV: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144W/Gkx E;
Z-1-MM: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144G/Bob W;
B-2-WW: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144M/Vkx M;
V-GG: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144U/Ebh N;
H-II: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144X/Tdx K;
L-CC: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144Z/Yjc Z;
EO: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144T/Iqt V;
Deal Comments
Hmbme. Xbe Ypxx Smwbbjh 2.00
Risk Retention
SG - Sivk US/SO - Siv
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 28, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-X | TOA | 28.000 | 1.40 | - | NNN- | - | - | - | 23.00% | - | Jcrlwdxw | 3fPXAE | - | 450 | 3sIBVQ+450 | - | - |
| N-R | NLP | 24.000 | 5.70 | - | GG | - | - | - | 51.00% | - | Nufmcqjm | 3pHVOL | - | 210 | 3pQSHM+210 | - | - |
| L-2-H | ZLG | 83.000 | 7.00 | - | CCC | - | - | - | 76.00% | - | Txfmttkw | 3tBLCI | - | 195 | 3gJOHL+195 | - | - |
| O-R | BSV | 40.000 | 8.30 | - | S | - | - | - | 85.00% | - | Ovmexafk | 3oSZQD | - | 285 | 3cQVTU+285 | - | - |
| LI | PMJ | 60.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-E | IER | 856.000 | 8.10 | - | HHH | - | - | - | 77.00% | - | Rulbqdsj | 3vPEWM | - | 180 | 3rSOOW+180 | - | - |
Tranche Comments
V-1-E: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144C/Xav C;
L-2-H: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144C/Ucd B;
N-R: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144Q/Vdv Y;
O-R: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144Y/Vdj Y;
T-X: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144W/Uij U;
LI: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144H/Abq I;
Deal Comments
Svhvw. Kyg Esbb Tvvvygq 2.00
Risk Retention
LD - Njpv UL/LL - Njp
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 16, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | TXE | 14.200 | 8.00 | - | PPP | - | - | - | 76.00% | - | Nucwasdg | 3dPIVJ | - | 230 | 3vZUAA+230 | - | - |
| E | MSF | 67.800 | 2.20 | - | KK | - | - | - | 82.00% | - | Diswvrri | 3oZCAP | - | 260 | 3kGJOS+260 | - | - |
| F | UPJ | 83.000 | 4.90 | - | LLL- | - | - | - | 72.00% | - | Smwwvjoz | 3vJACK | - | 525 | 3cXTZQ+525 | - | - |
| NG | QPB | 98.964 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1Q | LCK | 632.000 | 3.50 | - | OOO | - | - | - | 28.00% | - | Qhvcexyz | 3vXBQI | - | 205 | 3nAIXU+205 | - | - |
| R | OTP | 90.000 | 4.00 | - | M | - | - | - | 36.00% | - | Bycaszvi | 3zEAFE | - | 335 | 3dCTBJ+335 | - | - |
| T-1 | ARD | 652.000 | 7.70 | - | EEE | - | - | - | 84.00% | - | Rcopeunw | 3kLBLG | - | 205 | 3uBICX+205 | - | - |
Tranche Comments
T-1: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144B/Cht D;
M-1Q: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144A/Luf X;
P-2: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144U/Hdu G;
E: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144C/Pzs Q;
R: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144A/Odv V;
F: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144I/Klw O;
NG: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144O/Ofc V;
Deal Comments
Emj Uqll Vozlmmy 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 10, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | KKU | 2.300 | 6.90 | - | E | - | - | - | 70.00% | - | Pflwx | - | - | 400 | 8.400% | - | - |
| O-1 | XXJ | 56.000 | 7.60 | - | S | - | - | - | 54.00% | - | Bepvzrly | 3wENVT | - | 440 | 3rZJEE+440 | - | - |
| XW | RGN | 55.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | FLI | 17.000 | 4.30 | - | GGG- | - | - | - | 10.00% | - | Psekqehc | 3gLHVX | - | 660 | 3uWACE+660 | - | - |
| C-1 | UJT | 735.000 | 6.60 | - | ZZZ | - | - | - | 17.00% | - | Kawchbfa | 3xNDEM | - | 255 | 3lQXFE+255 | - | - |
| F-2 | EHA | 58.600 | 2.60 | - | PP | - | - | - | 28.00% | - | Xtpiu | - | - | 330 | 7.205% | - | - |
| W-1 | XKM | 8.000 | 9.20 | - | ZZ | - | - | - | 85.00% | - | Pqjmvhpj | 3mBJUG | - | 330 | 3kKWXN+330 | - | - |
| M-2-M | YYC | 3.000 | 8.00 | - | FFF | - | - | - | 20.30% | - | Dkchpshb | 3fZAOB | - | 305 | 3qBJCR+305 | - | - |
| M-2-Q | YGO | 3.000 | 7.00 | - | MMM | - | - | - | 48.50% | - | Iyvkz | - | - | 305 | 6.956% | - | - |
Tranche Comments
C-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144W/Csf J;
M-2-M: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144M/Hpc J;
M-2-Q: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144T/Uhd B;
W-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144I/Jzs O;
F-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144H/Kqa Q;
O-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144P/Ryv S;
D-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144V/Vbh F;
N: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144Z/Ozz E;
XW: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144X/Jvo F;
Deal Comments
Zsy Ycww Xavusnl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-Y | YJS | 23.000 | 3.50 | - | QQ | - | - | - | 11.00% | - | Hwvhttzh | 3sAJKO | - | 365 | 3fVQWP+365 | - | - |
| E-K | UGT | 67.000 | 6.50 | - | EEE- | - | - | - | 16.00% | - | Ljelpsxg | 3sSYUN | - | 675 | 3bEIHF+639 | - | - |
| B-1-V | QJV | 905.000 | 3.70 | - | QQQ | - | - | - | 13.00% | - | Rdydtjkd | 3iENUW | - | 260 | 3qJWMP+260 | - | - |
| O-2-W | VWN | 2.000 | 4.70 | - | C | - | - | - | 86.00% | - | Jmssi | - | - | 465 | 8.34% | - | - |
| Vsnx | WGJ | 44.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2-R | XJO | 18.400 | 5.80 | - | OOO | - | - | - | 94.40% | - | Pfjrr | - | - | 310 | 6.84% | - | - |
| A-2-V | ZHU | 91.800 | 3.60 | - | VV | - | - | - | 30.00% | - | Rkmik | - | - | 365 | 7.37% | - | - |
| N-1-Z | GVC | 32.000 | 8.20 | - | M | - | - | - | 33.00% | - | Jsdbmomh | 3oHXJW | - | 465 | 3uGLUA+465 | - | - |
Tranche Comments
B-1-V: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144Y/Ykt F;
E-2-R: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144P/Rsp A;
T-1-Y: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144W/Rhy V;
A-2-V: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144E/Wkn V;
N-1-Z: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144X/Xto A;
O-2-W: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144W/Axn J;
E-K: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144I/Dxb X;
Vsnx: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144M/Dir Z;
Deal Comments
Xmgmt. Baw Unaa Lmssamu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | XIC | 428.300 | 6.30 | - | LLL | - | - | - | 34.70% | - | Suehxiry | LWQX | - | 280 | 3oIZTG+280 | - | - |
| O1 | TQQ | 12.800 | 9.90 | - | XX | - | - | - | 46.00% | - | Bmwpyxul | SOLY | - | 390 | 3fPJWR+390 | - | - |
| F2 | CVB | 3.000 | 8.80 | - | AA | - | - | - | 33.00% | - | Byrvy | - | - | 380 | 7.10% | - | - |
| Wwns | CSQ | 42.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2 | YYY | 98.000 | 2.80 | - | LLL | - | - | - | 85.20% | - | Iyzul | - | - | 275 | 6.18% | - | - |
| S | XGU | 80.000 | 3.80 | - | OOO- | - | - | - | 32.00% | - | Dvoctwkp | SONR | - | 730 | 3jXSQY+676 | - | - |
| Q | OGQ | 19.000 | 2.80 | - | G | - | - | - | 73.00% | - | Olchqpmv | ZMHG | - | 525 | 3kUTEY+525 | - | - |
Tranche Comments
B1: First Pay: 2023-07-15; Redemption: 2025-03-08;
Q2: First Pay: 2023-07-15; Redemption: 2025-03-08;
O1: First Pay: 2023-07-15; Redemption: 2025-03-08;
F2: First Pay: 2023-07-15; Redemption: 2025-03-08;
Q: First Pay: 2023-07-15; Redemption: 2025-03-08;
S: First Pay: 2023-07-15; Redemption: 2025-03-08;
Wwns: First Pay: 2023-07-15; Redemption: 2025-03-08;
Deal Comments
Lhp Rlgg Jqeuhlm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-Y-N | XJB | 62.000 | 8.90 | - | LLL | - | - | - | 75.00% | - | Dyzobqbe | PTLQ | - | 215 | 3vHUSQ+215 | - | - |
| S-1-A | IFR | 94.000 | 4.50 | - | UU | - | - | - | 27.00% | - | Yqyhudyo | CUBS | - | 290 | 3lQGHO+290 | - | - |
| A-2-S | GKU | 9.200 | 8.70 | - | YY | - | - | - | 11.00% | - | Lissl | - | - | 280 | 5.59% | - | - |
| V-2-F | IPC | 31.100 | 6.50 | - | C | - | - | - | 42.00% | - | Jfcul | - | - | 410 | 6.89% | - | - |
| Z-1-U | IVG | 57.300 | 2.30 | - | Y | - | - | - | 51.00% | - | Axmczoic | KZHC | - | 420 | 3wTYFC+420 | - | - |
| E-1-U | SLS | 36.500 | 7.90 | - | FFF | - | - | - | 55.00% | - | Mkdskxie | ZUMX | - | 215 | 3iDYAK+215 | - | - |
| I-2-A | EID | 14.000 | 3.20 | - | SSS | - | - | - | 82.00% | - | Nvxht | - | - | 215 | 4.95% | - | - |
| U-1-Z | ELE | 33.800 | 4.20 | - | OOO- | - | - | - | 20.00% | - | Cjudehcz | SAYS | - | 550 | 3gLEAB+514 | - | - |
| G-2-G | QXP | 5.000 | 3.30 | - | ZZZ- | - | - | - | 19.00% | - | Pbllz | - | - | 540 | 8.19% | - | - |
| Mzqf | EBN | 82.900 | - | - | TD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-Y-N: First Pay: 2022-10-17; Redemption: 2024-07-06;
E-1-U: First Pay: 2022-10-17; Redemption: 2024-07-06;
I-2-A: First Pay: 2022-10-17; Redemption: 2024-07-06;
S-1-A: First Pay: 2022-10-17; Redemption: 2024-07-06;
A-2-S: First Pay: 2022-10-17; Redemption: 2024-07-06;
Z-1-U: First Pay: 2022-10-17; Redemption: 2024-07-06;
V-2-F: First Pay: 2022-10-17; Redemption: 2024-07-06;
U-1-Z: First Pay: 2022-10-17; Redemption: 2024-07-06;
G-2-G: First Pay: 2022-10-17; Redemption: 2024-07-06;
Mzqf: First Pay: 2022-10-17; Redemption: 2024-07-06;
Deal Comments
Vgngj. Nfp Jnbb Kgoqfsm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 29, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VXT | 50.500 | - | - | YY | - | - | - | 82.30% | - | Ofbldebw | GEGR | - | 230 | 3kLIPI+230 | - | - |
| B | BVQ | 10.300 | - | - | P | - | - | - | 33.00% | - | Fpumtqpf | XEDT | - | 330 | 3sNJGU+330 | - | - |
| Wkxf | BQU | 10.500 | - | - | ZW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | TCZ | 911.000 | - | - | YYY | - | - | - | 35.20% | - | Lfwolfed | LKHU | - | 195 | 3wEPZL+195 | - | - |
| T-2 | JRY | 81.000 | - | - | FFF | - | - | - | 99.90% | - | Rsopu | KYOQ | - | 185 | 4.410% | - | - |
| Q | FRB | 83.500 | - | - | III- | - | - | - | 43.00% | - | Mfzekuid | THKQ | - | 480 | 3iBZKL+480 | - | - |
Tranche Comments
R-1: First Pay: 2022-10-15; Redemption: 2023-05-09;
T-2: First Pay: 2022-10-15; Redemption: 2023-05-09;
D: First Pay: 2022-10-15; Redemption: 2023-05-09;
B: First Pay: 2022-10-15; Redemption: 2023-05-09;
Q: First Pay: 2022-10-15; Redemption: 2023-05-09;
Wkxf: First Pay: 2022-10-15; Redemption: 2023-05-09;
Deal Comments
Yob Smuu Darjorl 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 24, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WCQ | 95.620 | - | - | C | - | - | - | - | - | Ufttzthl | 3fK | - | 290 | 3bH+290 | - | - |
| D | ZWY | 96.000 | - | - | KKK- | - | - | - | - | - | Gwufqrsc | 3zZ | - | 410 | 3hV+410 | - | - |
| Z1 | VNV | 22.870 | - | - | BB | - | - | - | - | - | Kobydocz | 3rE | - | 200 | 3kC+200 | - | - |
| J1 | CPS | 294.000 | - | - | UUU | - | - | - | - | - | Jfvhauvd | 3fU | - | 160 | 3mB+160 | - | - |
| Z2 | ZNH | 37.000 | - | - | BBB | - | - | - | - | - | Yvtqe | AAK | - | - | 2.950% | - | - |
| L2 | KSR | 52.500 | - | - | SS | - | - | - | - | - | Ybqev | JNJ | - | - | 3.365% | - | - |
| Kvbg | ECI | 85.900 | - | - | UY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: First Pay: 2022-07-15; Redemption: 2023-12-20;
Z2: First Pay: 2022-07-15; Redemption: 2023-12-20;
Z1: First Pay: 2022-07-15; Redemption: 2023-12-20;
L2: First Pay: 2022-07-15; Redemption: 2023-12-20;
E: First Pay: 2022-07-15; Redemption: 2023-12-20;
D: First Pay: 2022-07-15; Redemption: 2023-12-20;
Kvbg: First Pay: 2022-07-15; Redemption: 2023-12-20;
Deal Comments
Amg Ynkk Kqrlmij 2.00. Nqnk lno violdqi srmc HNN$354c mm HNN$429.5c mg 12/15/2021
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 2, 2022