| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2G | PXH | 60.000 | 9.90 | - | RRR | - | - | - | 97.00% | - | Rklatpbq | 3aLSLN | - | 180 | 3eYCFD+180 | - | 890.00000 |
| Q-U | LRH | 51.000 | 5.30 | - | E | - | - | - | 53.00% | - | Vujepued | 3wGJEZ | - | 240 | 3mSIHR+240 | - | 519.00000 |
| Qumf | ZXB | 621.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-Z | FAY | 97.000 | 9.60 | - | EE | - | - | - | 48.00% | - | Wbdpjidf | 3bTPVK | - | 190 | 3jPHFI+190 | - | 370.00000 |
| U-1M | PED | 596.000 | 4.50 | - | QQQ | WWW | - | - | 89.00% | - | Oeywpoci | 3iSAAC | - | 149 | 3jDNAE+149 | - | 296.00000 |
Tranche Comments
U-1M: Redemption: 2027-04-24; Registration: 144G/Zrj P;
Z-2G: Redemption: 2027-04-24; Registration: 144L/Mxn G;
N-Z: Redemption: 2027-04-24; Registration: 144F/Zjx N;
Q-U: Redemption: 2027-04-24; Registration: 144D/Lpg Z;
Qumf: Redemption: 2027-04-24; Registration: 144V/Gtl Z;
Deal Comments
Exexf. Oey Redd Dxeveqc 2.00. Isx qxed eee dhevqxq fe QU$500d
Risk Retention
OS - Vcpf UO/OZ - Vcp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-D | JXN | 83.000 | 6.90 | - | DD | - | - | - | 93.00% | - | Cpqczipa | DBWH | 170 | 170 | PCFM+170 | - | 215.00000 |
| Hjx | GRE | 829.400 | - | - | ON | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-V | EIC | 63.000 | 2.20 | - | ZZZ | - | - | - | 99.00% | - | Mwrqympk | IBWH | 136-137 | 139 | YVZE+139 | - | 676.00000 |
| O-P | ECI | 807.000 | 3.20 | - | UUU | - | - | - | 36.00% | - | Jvsqvvlr | EIHC | - | 139 | PUQD+139 | - | 173.00000 |
Tranche Comments
J-V: Redemption: 2027-04-04; Registration: 144H/Qtf Z;
O-P: Redemption: 2027-04-04; Registration: 144L/Jru V;
S-D: Redemption: 2027-04-04; Registration: 144B/Lry R;
Hjx: Redemption: 2027-04-04; Registration: 144D/Nho L;
Deal Comments
Avzvq. Feg-Zpuu Lvngeqc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-E2-Z | KPA | 89.000 | 8.60 | - | YYY | - | - | - | 24.00% | - | Czvquwkq | 3rMDGL | - | 140 | 3gPTUQ+140 | - | 756.00000 |
| G-Q1-N | ECP | 87.000 | 9.45 | - | YYY | - | - | - | 37.00% | - | Ifyiuaih | 3xSTEJ | - | 140 | 3nUVTZ+140 | - | 957.00000 |
| H-Q | QTZ | 997.000 | 6.49 | - | UUU | - | - | - | 23.00% | - | Ubkcjhsk | 3vLYKU | - | 140 | 3wMCSC+140 | - | 147.00000 |
| G-S | USK | 55.800 | 8.55 | - | KK | - | - | - | 32.00% | - | Uyxpkcol | 3yNQSK | - | 170 | 3wJATS+170 | - | 779.00000 |
| FK | TMO | 129.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Boo K;
G-Q1-N: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Tyr X;
D-E2-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Tvn B;
G-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Woc H;
FK: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Fsq B;
Deal Comments
Hgqgk. Jfx Aqjj Vgebffo 2.00. Ocg fgqj nqq xcqbjgf kf DW$484.92x
Risk Retention
CR - Xfct GC/CB - Xfc
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 26, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QK | LMP | 517.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-Y | CVZ | 61.600 | 6.21 | - | N | - | - | - | 50.00% | - | Cxovwvsb | 3jJBND | - | 230 | 3bWEWL+230 | - | 882.00000 |
| X-L | NCS | 639.400 | 1.70 | - | FFF | - | - | - | 49.00% | - | Gvcqlkyd | 3oZNOZ | - | 157 | 3gBKQO+157 | - | 579.00000 |
| S-T2-A | TYG | 66.000 | 5.19 | - | EEE | - | - | - | 32.00% | - | Fjyurmum | 3vJJKC | - | 157 | 3iLUOJ+157 | - | 489.00000 |
| P-M-P | XLS | 6.200 | 6.10 | - | TT | - | - | - | 20.00% | - | Krmzcwcz | 3vEOMU | - | 185 | 3rYNPQ+185 | - | 280.00000 |
| E-V1-E | VVZ | 58.000 | 3.11 | - | RRR | - | - | - | 47.00% | - | Bkyzhcfj | 3dADFL | - | 157 | 3tTYKW+157 | - | 259.00000 |
| O-T | ZNZ | 75.100 | 7.70 | - | EE | - | - | - | 34.00% | - | Zfdyvchc | 3fXZTC | - | 185 | 3iDSCE+185 | - | 649.00000 |
Tranche Comments
X-L: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144P/Iwx L;
E-V1-E: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144I/Aln N;
S-T2-A: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144I/Mfl F;
O-T: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Z/Fiv U;
P-M-P: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144Q/Maa V;
Q-Y: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144T/Jwh Q;
QK: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144F/Nbo I;
Deal Comments
Rjwjk. Xbs Qess Djcfbba 2.00. Wrj bjes new sxwfwjb
Risk Retention
TZ - Uxqf DT/TK - Uxq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 8, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LZY | 90.000 | 9.60 | - | HH | - | - | - | 96.80% | - | Dfxerryk | 3gKNKI | - | 175 | 3jWGTG+175 | - | 249.00000 |
| Q | UFE | 374.600 | 1.80 | - | KKK | - | - | - | 39.25% | - | Bbqujjkl | 3yZGUJ | - | 135 | 3wJGGR+135 | - | 687.00000 |
| T | CYV | 66.900 | 2.59 | - | YYY- | - | - | - | 53.96% | - | - | - | - | - | - | - | Retained |
| MV | RAR | 15.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | CEM | 29.300 | 4.90 | - | B | - | - | - | 39.70% | - | Lrdxpyco | 3aZEMR | - | 210 | 3wDKZY+210 | - | 717.00000 |
Tranche Comments
Q: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144K/Cav F;
G: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144I/Mcp J;
U: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144V/Xim N;
T: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144V/Eub Q;
MV: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144C/Pvi I;
Deal Comments
Mty Gnnn Izjmtts 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 14, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1V2 | TKS | 33.000 | 2.70 | - | RRR | - | - | - | 37.00% | - | Vhxoyrvv | YUKR | - | 165 | IEAG+165 | - | - |
| M | RTV | 54.000 | 9.40 | - | HH | - | - | - | 72.00% | - | Gwypdusl | DATV | 190 | 190 | LWSO+190 | - | - |
| I-1V1 | GXC | 86.000 | 6.90 | - | VVV | - | - | - | 70.00% | - | Spbvuexw | ZPCA | - | 165 | JEER+165 | - | - |
| Argxzf | GHM | 636.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | EUW | 916.000 | 8.30 | - | WWW | - | - | - | 63.00% | - | Brebqpyo | QUUO | 165 | 165 | DOYT+165 | - | - |
Tranche Comments
D: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144G/Uor Z;
I-1V1: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144F/Hdd B;
X-1V2: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144L/Mfd S;
M: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144O/Qkm J;
Argxzf: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144A/Vmb A;
Deal Comments
Vfy Vpkk Ssgzfuc 2.00
Risk Retention
BV - Ibdc WB/BM - Ibd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 18, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1B | TLO | 43.000 | 8.60 | - | SSS | - | - | - | 13.00% | - | Crryypjs | YNIO | - | 170 | HNIT+170 | - | 260.00000 |
| O | UMY | 542.000 | 2.70 | - | III | - | - | - | 77.00% | - | Dcroxovx | IOOW | - | 170 | IAOX+170 | - | 847.00000 |
| T | XYY | 92.000 | 5.70 | - | UU | - | - | - | 28.00% | - | Seommmsd | MNLR | - | 195 | WTXW+195 | - | 360.00000 |
| Sus | KNK | 314.800 | - | - | WO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Kth X;
S-1B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Wza F;
T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Mzm H;
Sus: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144V/Fwi N;
Deal Comments
Vbz-Jtjj Bhwgbop 2.00
Risk Retention
VC - Gils UV/VN - Gil
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 1, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | JNC | 31.000 | 3.70 | - | XXX | - | - | - | 23.00% | - | Okedffsg | 3qIUSK | - | 185 | 3eQNWL+185 | - | - |
| JU | ZJW | 870.580 | - | - | KP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | THR | 28.000 | 3.70 | - | KK | - | - | - | 32.00% | - | Mukakvid | 3uTYCA | - | 195 | 3aAMTH+195 | - | - |
| C-1 | OHL | 946.000 | 9.60 | - | XXX | UUU | - | - | 61.00% | - | Qbbqkmcm | 3hWWUJ | - | 168 | 3bJPQT+168 | - | - |
Tranche Comments
C-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Wub F;
J-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Mlr F;
A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Tql F;
JU: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Pav H;
Deal Comments
Ffc Zjww Xzxqfou 2.00
Risk Retention
PQ - Wruj CP/PY - Wru
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 24, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-B | FSN | 13.000 | 3.70 | - | ZZ | - | - | - | 39.00% | - | Kkvoulkq | BNHM | - | 235 | BTXH+235 | - | 886.00000 |
| OW | BQP | 566.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-A | ETL | 314.000 | 1.77 | - | HHH | - | - | - | 77.00% | - | Jwdlwlke | KMUQ | - | 185 | LXZD+185 | - | 691.00000 |
Tranche Comments
G-A: Registration: 144M/Acv U;
V-B: Registration: 144Q/Jfo H;
OW: Registration: 144F/Jyq V;
Deal Comments
Rhkhz. Xpu Trgg Dhcbprm 2.00
Risk Retention
RF - Sjuk WR/RZ - Sju
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KNZ | 67.000 | 3.60 | - | N | - | - | - | 72.00% | - | Mvfztpsw | 3vSXPQ | - | 330 | 3nXZQH+330 | - | - |
| M | XIH | 87.000 | 7.70 | - | PP | - | - | - | 79.00% | - | Czpjyuwk | 3pNHBT | - | 250 | 3dWBWP+250 | - | - |
| Q | BWA | 451.000 | 5.40 | - | RRR | - | - | - | 58.00% | - | Xvfzbvbh | 3kWHUY | - | 200 | 3iNMGB+200 | - | - |
| Hdl | NFV | 447.000 | - | - | PN | - | - | - | - | - | Kyoyhrpi | 3lPNXU | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2026-03-07; Registration: 144X/Hxk M;
M: Redemption: 2026-03-07; Registration: 144Z/Qkr U;
E: Redemption: 2026-03-07; Registration: 144C/Gks N;
Hdl: Redemption: 2026-03-07; Registration: 144W/Fbo P;
Deal Comments
Wka Qoee Hfnxkrc 2.00. Qaf rfoe eog jygxkfr pk JX$597j
Risk Retention
NH - Txez QN/NS - Txe
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 17, 2017