| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KMF | 89.000 | 6.30 | - | SSS- | - | - | - | 38.00% | - | Mrvphzli | XVHX | - | 330 | VQVE+330 | - | - |
| A-2 | KOI | 54.000 | 6.33 | - | GGG | - | - | - | 95.00% | - | Bjzjlzfh | DIDN | - | 160 | VCID+160 | - | - |
| Xas | AQG | 59.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | GWR | 86.000 | 3.52 | - | Y | - | - | - | 38.00% | - | Bwpjmvpm | VYKW | - | 230 | NUDP+230 | - | - |
| R-1 | EXN | 527.000 | 4.86 | - | UUU | - | - | - | 40.00% | - | Ddyhwibt | LVOI | - | 145 | WBSZ+145 | - | - |
| H-1A | COX | 18.000 | 7.40 | - | XXX | - | - | - | 33.00% | - | Ldfvofdu | QVIW | - | 145 | QYAW+145 | - | - |
| N | YLH | 33.000 | 1.45 | - | UU | - | - | - | 38.00% | - | Kqsvhlrf | BVWT | - | 185 | JQZD+185 | - | - |
Tranche Comments
R-1: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144W/Yhq T;
H-1A: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144K/Lzb X;
A-2: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144C/Yxe N;
N: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144U/Irt B;
B: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144I/Oxa H;
E: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144U/Krv Q;
Xas: First Pay: 2025-10-20; Redemption: 2027-04-10; Registration: 144I/Ntt X;
Deal Comments
Qhq Fauu Capmhag 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | QWM | 418.100 | 5.20 | - | YYY | - | - | - | 58.00% | - | Hfdyfjkd | 3nHUAN | - | 149 | 3fDBAB+149 | - | - |
| W-1X-H | PJN | 77.000 | 6.20 | - | HHH | - | - | - | 41.00% | - | Tmldwhtg | 3lLQXS | - | 149 | 3tDMIF+149 | - | - |
| S-2 | EPZ | 60.000 | 7.90 | - | XXX | - | - | - | 16.00% | - | Pzuycmqo | 3aTDLD | - | 160 | 3eGIMU+160 | - | - |
| M-1I-M | GSX | 27.000 | 5.40 | - | WWW | - | - | - | 39.00% | - | Wmoujlks | 3bBZCR | - | 149 | 3zZENT+149 | - | - |
| Wlu | HMX | 60.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | AHN | 19.800 | 1.80 | - | NN | - | - | - | 60.00% | - | Opupcnvn | 3aQOYM | - | 175 | 3qGVCH+175 | - | - |
| H | INZ | 36.000 | 6.80 | - | X | - | - | - | 72.00% | - | Vxplxvzq | 3pALPH | - | 220 | 3bPVII+220 | - | - |
| G | GJL | 83.800 | 5.60 | - | CCC- | - | - | - | 54.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144H/Nfb K;
M-1I-M: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144A/Mfw R;
W-1X-H: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Q/Mfy H;
S-2: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144Y/Vsf X;
U: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144B/Rex A;
H: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144D/Urs S;
G: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144D/Itt L;
Wlu: First Pay: 2025-07-20; Redemption: 2027-02-20; Registration: 144N/Vtq P;
Deal Comments
Oqs-Luxx Gplrqht 2.00
Risk Retention
ZR - Fxhp WZ/ZX - Fxh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 3, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UIJ | 97.000 | - | GR | Z | YT | - | - | 33.00% | - | Hkpleeqr | AOBD | - | 240 | SVIK+240 | - | - |
| S-1C J | LPL | 57.000 | - | TN | XXX | XJ | - | - | 68.00% | - | Ptmtkdtj | KOUS | - | 159 | LHOD+159 | - | - |
| E-2T H | QWV | 74.000 | - | NH | PPP | WN | - | - | 58.00% | - | Hybyhrcc | AETT | - | 175 | AXCJ+175 | - | - |
| A-1A O | MLI | 16.000 | - | UD | XXX | AG | - | - | 83.00% | - | Vvbfzdnv | BXJG | - | 159 | UDSQ+159 | - | - |
| R | EKV | 18.000 | - | JS | AA | TN | - | - | 78.00% | - | Mxlpksjv | QWNM | - | 185 | NWDY+185 | - | - |
| Q-1 | AYJ | 830.000 | - | VF | SSS | MA | - | - | 57.00% | - | Lpcraxbl | HTEC | - | 159 | MNWY+159 | - | - |
| Z | GKI | 31.000 | - | QT | KKK- | OI | - | - | 76.00% | - | Fhhxtlip | BNPT | - | 385 | CSQX+ 385 | - | - |
| Lpc | LYM | 66.700 | - | HP | GG | MA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Redemption: 2026-12-23; Registration: 144B/Hpa P;
A-1A O: Redemption: 2026-12-23; Registration: 144Q/Jwf Q;
S-1C J: Redemption: 2026-12-23; Registration: 144K/Qpn V;
E-2T H: Redemption: 2026-12-23; Registration: 144X/Ppv T;
R: Redemption: 2026-12-23; Registration: 144P/Gab W;
U: Redemption: 2026-12-23; Registration: 144M/Nih S;
Z: Redemption: 2026-12-23; Registration: 144G/Dya P;
Lpc: Redemption: 2026-12-23; Registration: 144N/Wcp L;
Deal Comments
Njx Wexx Mpsvjeg 2.00
Risk Retention
TM - Rlya PT/TQ - Rly
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 15, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1-L | PSX | 194.000 | 1.30 | - | LLL | - | - | - | 54.00% | - | Twqtytfn | 3kENUL | - | 175 | 3sVYFG+175 | - | - |
| V-2-I | LHU | 81.400 | 8.00 | - | SSS | - | - | - | 92.00% | - | Phfquflx | 3nAWKB | - | 190 | 3wDHIM+190 | - | - |
| O-A | BSJ | 87.000 | 4.80 | - | AAA- | - | - | - | 92.00% | - | - | - | - | - | - | - | Retained |
| H-Q | YQF | 22.000 | 2.10 | - | Q | - | - | - | 45.00% | - | Nwcmqeom | 3dAXKH | - | 275 | 3qADNC+275 | - | - |
| Ktc | IMD | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-W | COB | 71.000 | 7.80 | - | ZZ | - | - | - | 11.00% | - | Kedcresa | 3iKZBK | - | 205 | 3oQIYD+205 | - | - |
| U-T-Y | JAT | 10.800 | 6.80 | - | WW | - | - | - | 41.00% | - | Olsbqvut | 3iKOUB | - | 205 | 3uDVHW+205 | - | - |
Tranche Comments
Y-1-L: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144B/Zpc S;
V-2-I: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144G/Kxh G;
Z-W: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Exg X;
U-T-Y: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144E/Arj L;
H-Q: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144T/Qjf S;
O-A: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144K/Lwi I;
Ktc: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144B/Zsg F;
Deal Comments
Jyayv. Xkh Exaa Fyupknr 2.00
Risk Retention
TX - Irne RT/TI - Irn
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 27, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Q | EAU | 57.000 | 1.70 | - | GGG- | - | - | - | 38.00% | - | Mjxpaqih | HJMI | - | 495 | MWFD+495 | - | 567.00000 |
| I-I | MCC | 61.000 | 6.84 | - | WW- | - | - | - | 49.00% | - | - | - | - | - | - | - | Retained |
| N-1B-V | XPF | 768.000 | 3.40 | - | KKK | - | - | - | 28.00% | - | Nhpqolly | BJQH | - | 193 | GHUR+193 | - | 201.00000 |
| Z-2-H | FMG | 4.000 | 5.40 | - | YYY | - | - | - | 69.80% | - | Feoyrfcd | HAMA | - | 220 | ZKLF+220 | - | 578.00000 |
| C-A | IGV | 32.000 | 2.11 | - | WW | - | - | - | 63.00% | - | Avuhdmea | KGFL | - | 235 | PMKD+235 | - | 831.00000 |
| S-L | YQZ | 82.000 | 6.31 | - | U | - | - | - | 29.00% | - | Xccmtkfl | ULPI | - | 310 | XQPC+310 | - | 657.00000 |
| T-1-M | WVK | 36.000 | 7.80 | - | MMM | - | - | - | 57.00% | - | Pbmtktlh | VTNJ | - | 193 | CJHL+193 | - | 540.00000 |
Tranche Comments
T-1-M: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144E/Zdl G; Comments: Wnm W;
N-1B-V: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144M/Wqp I; Comments: Naj X;
Z-2-H: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144V/Auh D; Comments: Woh L;
C-A: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144T/Zyh F; Comments: Irb V;
S-L: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144C/Kay J; Comments: Wjz E;
X-Q: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144D/Rsp B; Comments: Kqi I;
I-I: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144W/Yap L; Comments: Aoq G;
Deal Comments
Uyuys. Gon Gvnn Wywgovz 2.00
Risk Retention
WR - Nckq SW/WK - Nck
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 20, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-R | VHH | 59.000 | 7.60 | - | E | - | - | - | 86.70% | - | Skpjsexe | MUMY | - | 310 | CNUA+310 | - | - |
| W-E | LER | 88.000 | 9.51 | - | UUU- | - | - | - | 67.69% | - | Hqbjzvth | XLTC | - | 510 | MEYR+510 | - | - |
| H-1H-B | BEX | 264.000 | 1.32 | - | PPP | - | - | - | 14.51% | - | Kzdrezbt | XZLW | - | 180 | AYKM+180 | - | - |
| F-Q | GFE | 88.000 | 4.20 | - | II- | - | - | - | 85.11% | - | Yzbpfzqu | MHZA | - | 795 | UJWH+795 | - | - |
| Q-2-E | PBA | 47.000 | 7.77 | - | ZZZ | - | - | - | 83.90% | - | Hledpdav | YXVJ | - | 215 | NYEH+215 | - | - |
| S-W | AEA | 81.000 | 9.19 | - | DD | - | - | - | 48.26% | - | Ymomhxpm | BIPR | - | 240 | HYKO+240 | - | - |
Tranche Comments
H-1H-B: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144Q/Mkq Y;
Q-2-E: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144L/Kef J;
S-W: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144I/Fwo L;
F-R: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144V/Yfr C;
W-E: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144Z/Zye I;
F-Q: First Pay: 2024-07-15; Redemption: 2025-04-15; Registration: 144N/Zwb T;
Deal Comments
Ibkmueummum. Vuu Ceyy Tbymuzj 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 30, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XH | GUJ | 44.000 | 2.80 | - | WW | - | - | - | 66.00% | - | Qprjcoor | KUWL | - | 260 | PKTL+260 | - | 680.00000 |
| DO | HIS | 21.000 | 3.10 | - | PP | - | - | - | 92.00% | - | Vekanscn | VQIS | - | 260 | SOFU+260 | - | 256.00000 |
| X-1 | XKQ | 684.000 | 3.57 | - | GGG | - | - | - | 74.00% | - | Gzdhpinr | EMUE | - | 198 | GCJQ+198 | - | 848.00000 |
| Gqv | HRD | 75.424 | - | - | PM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | FNE | 9.000 | 1.44 | - | GGG | - | - | - | 90.00% | - | Syvrkend | HYML | - | 235 | WYHQ+235 | - | 931.00000 |
| C | UPY | 64.000 | 6.30 | - | H | - | - | - | 94.00% | - | Tebympeg | TILL | - | 330 | XGVD+330 | - | 635.00000 |
Tranche Comments
X-1: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144C/Nrc Q;
F-2: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144U/Gve O;
DO: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144P/Oqf Z;
XH: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144V/Zwr X;
C: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144V/Ylc W;
Gqv: First Pay: 2024-10-20; Redemption: 2025-03-28; Registration: 144M/Vtc P;
Deal Comments
Sty Mjll Mmautqr 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 11, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QIV | 83.000 | 4.70 | - | UUU- | - | - | - | 15.00% | - | Aphqsaqv | 3lEUHI | - | 590 | 3eCAOF+590 | - | - |
| V | JIM | 27.000 | 9.70 | - | C | - | - | - | 13.00% | - | Nyczkmkw | 3kSQLT | - | 390 | 3xCZYR+390 | - | - |
| N-2 | XVW | 74.000 | 4.00 | - | DDD | - | - | - | 60.00% | - | Uqyamwkf | 3gKZIT | - | 270 | 3dTNYC+270 | - | - |
| Lcg | XEK | 39.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 Pgiee | QQL | 33.000 | 7.50 | - | AAA | - | - | - | 47.00% | - | Bboomwls | 3iUWVV | - | 230 | 3gVWSS+230 | - | - |
| X-1 | KGO | 365.200 | 9.40 | - | YYY | - | - | - | 11.00% | - | Hebayels | 3fUNFU | - | 230 | 3wLQSQ+230 | - | - |
| P | FXR | 82.700 | 4.10 | - | OO | - | - | - | 63.00% | - | Kjcjelcs | 3rNPVZ | - | 290 | 3jLAOJ+290 | - | - |
Tranche Comments
K-1 Pgiee: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144H/Yri D;
X-1: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144P/Nnt W;
N-2: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144J/Guw L;
P: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144U/Ptg Z;
V: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144F/Plm Z;
F: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144X/Flc V;
Lcg: First Pay: 2024-07-18; Redemption: 2026-02-22; Registration: 144A/Hey J;
Deal Comments
Afw Vsbb Wncwfvz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 24, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1J | YIS | 61.000 | - | XT | AAA | FN | - | - | 27.00% | - | Vpsio | DJSU | - | 260 | 6.549% | - | - |
| K | CMH | 28.000 | - | CX | YYY- | NP | - | - | 85.00% | - | Nxcrlvsp | BJZL | 675-700 | 700 | MSOL+700 | - | - |
| I-2 | WRW | 16.000 | - | WC | QQQ | WY | - | - | 66.00% | - | Odjkusrz | PNTB | 310-320 | 320 | HMVR+320 | - | - |
| V | PUH | 31.000 | - | KK | R | QO | - | - | 39.00% | - | Pcxfyhzs | GAXW | 440-450 | 470 | LOPF+470 | - | - |
| J-1J | PIP | 568.000 | - | TT | FFF | BM | - | - | 22.00% | - | Qvvmwrqj | ZNYN | - | 270 | QWXZ+270 | - | - |
| K | ELC | 11.000 | - | CO | WW | IC | - | - | 53.00% | - | Tcrhefia | PAKD | 365-375 | 405 | HNJY+405 | - | - |
| Cpg | BBZ | 96.000 | - | QJ | YB | FQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1J: Redemption: 2025-07-20; Registration: 144Y/Ycv G;
C-1J: Redemption: 2025-07-20; Registration: 144A/Xmn C;
I-2: Redemption: 2025-07-20; Registration: 144N/Ocu F;
K: Redemption: 2025-07-20; Registration: 144O/Zez K;
V: Redemption: 2025-07-20; Registration: 144E/Jpz T;
K: Redemption: 2025-07-20; Registration: 144Q/Xyg D;
Cpg: Redemption: 2025-07-20; Registration: 144W/Bit F;
Deal Comments
Npg Mgnn Uvkcpqy 2.00
Risk Retention
QZ - Hlkc TQ/QT - Hlk
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 27, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | PLU | 38.000 | 5.80 | - | RR | - | - | - | 76.00% | - | Tpmofznw | SXJK | - | 375 | 3uCECW+375 | - | - |
| K Zglo | ZPV | 68.000 | 4.44 | - | XXX | - | - | - | 49.00% | - | Rkuzrjxf | WXAA | - | 268 | 3wCETU+268 | - | - |
| R | AGX | 15.000 | 8.91 | - | LLL- | - | - | - | 11.00% | - | Fvlpsljp | CJOC | - | 700 | 3pCMMM+700 | - | - |
| J | NMZ | 256.000 | 3.61 | - | LLL | - | - | - | 43.00% | - | Lqxlkked | KLFY | - | 268 | 3dVPMF+268 | - | - |
| Wxmq | PAU | 97.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M2 | BWK | 7.000 | 4.24 | - | LL | - | - | - | 81.00% | - | Kbaeh | - | - | 375 | 7.63% | - | - |
| R | JCI | 29.000 | 8.78 | - | N | - | - | - | 22.00% | - | Rdscrfev | DGDT | - | 525 | 3oTBJK+525 | - | - |
Tranche Comments
J: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144J/Lqr N;
K Zglo: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144V/Wpp S;
B1: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144B/Pfr J;
M2: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144Q/Aoa D;
R: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144I/Aoa V;
R: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144V/Iib J;
Wxmq: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144T/Ymg D;
Deal Comments
Ifh Ufww Rftyfzm 2.00
Risk Retention
UM - Qai, FU/UE - Qai
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 1, 2013