| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2-II | KYJ | 801.000 | - | - | VVV | QY | - | - | 31.00% | - | Vrexyqev | JKMR | 180 | 180 | XVYM+180 | - | - |
| P-YY | JUS | 913.000 | - | - | HHH- | TJ | - | - | 14.00% | - | Ehtzqtcg | EZGN | 390 | 390 | LWYI+390 | - | - |
| I-FF | NBZ | 918.000 | - | - | II | LN | - | - | 83.20% | - | Ekcxvstq | JLYF | 190 | 190 | XMMB+190 | - | - |
| V-DD | ACI | 306.000 | - | - | EE- | QI | - | - | 94.00% | - | Ibbkscet | - | - | - | - | - | Retained |
| S-1-RR | ISO | 1,304.000 | - | - | NNN | TTT | - | - | 82.70% | - | Bqexejyd | CMAU | - | 148 | GSKD+148 | - | - |
| J-XX | QNI | 673.000 | - | - | J | GQ | - | - | 16.30% | - | Kppzsmxn | SSTM | 240 | 240 | GEUS+240 | - | - |
| Oeq | BPU | 150.530 | - | - | OP | FJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1-RR: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Ksu J; Comments: Noj-tfsfjo;
U-2-II: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Jnh Q;
I-FF: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Eha Q;
J-XX: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Mns K;
P-YY: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Jeb M;
V-DD: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Klo R;
Oeq: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Kfs V;
Deal Comments
Zzjzm. Jvc-Ikpp Ozkzvka 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 19, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-Y | ZPX | 965.000 | 4.60 | - | WWW | QQQ | - | - | 55.00% | - | Jfmwriuj | ELID | - | 137 | PWXQ+137 | - | - |
| Q-S | LWX | 33.200 | 3.70 | - | SS | FE | - | - | 12.20% | - | Nlmohjau | TLBY | - | 170 | SNPE+170 | - | - |
| X-K | PFS | 64.200 | 8.87 | - | AA- | LV | - | - | 83.00% | - | - | - | - | - | - | - | Retained |
| A-R | HWX | 83.000 | 8.42 | - | JJJ- | ST | - | - | 14.90% | - | Apmlslwx | DAQK | - | 320 | XEMX+320 | - | - |
| L-U | AMN | 11.000 | 8.62 | - | D | OI | - | - | 79.40% | - | Iyuefhoc | YJAT | - | 200 | DTFE+200 | - | - |
| Rdh | FUT | 87.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2-K | HWF | 21.000 | 9.93 | - | PPP | AY | - | - | 47.00% | - | Fldhtvuk | HXZC | - | 160 | HPYA+160 | - | - |
Tranche Comments
U-1-Y: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144G/Gen P;
D-2-K: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144L/Gvb D;
Q-S: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144O/Vpq U;
L-U: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144M/Knd S;
A-R: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144I/Dce K;
X-K: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144P/Faa Y;
Rdh: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144F/Wkj Z;
Deal Comments
Ocucf. Rhs Zqaa Ccprhsv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 12, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1MM | RYQ | 9,980.000 | - | BF | GGG | UUU | - | - | 98.00% | - | Tybptskg | JESL | - | 149 | SJON+149 | - | - |
| OEE | XIV | 276.000 | - | JI | VV | FE | - | - | 66.90% | - | Qbdwjlhz | UPSS | - | 190 | DQEE+190 | - | - |
| FVV | LHG | 183.000 | - | EI | QQ- | GI | - | - | 72.00% | - | Kyshhbyj | SXKR | - | 725 | BHXP+725 | - | - |
| Zwu | UZR | 658.460 | - | JY | WU | ZN | - | - | - | - | - | - | - | - | - | - | Retained |
| T2EE | GTK | 194.000 | - | HD | VVV | UJ | - | - | 70.00% | - | Vmoutfbm | XVYZ | - | 175 | QYNV+175 | - | - |
| HPP | MID | 130.000 | - | KT | I | IP | - | - | 79.00% | - | Adrscmqf | GMOJ | - | 225 | YUMO+225 | - | - |
| ICC | EYM | 536.000 | - | AN | VVV- | IS | - | - | 68.30% | - | Cjcqwsxl | TIHB | - | 375 | ZXQF+375 | - | - |
Tranche Comments
L1MM: Redemption: 2027-01-15; Registration: 144J/Zzl U;
T2EE: Redemption: 2027-01-15; Registration: 144C/Qxa L;
OEE: Redemption: 2027-01-15; Registration: 144A/Cyf D;
HPP: Redemption: 2027-01-15; Registration: 144W/Vcw Y;
ICC: Redemption: 2027-01-15; Registration: 144T/Wzv V;
FVV: Redemption: 2027-01-15; Registration: 144I/Zke O;
Zwu: Redemption: 2027-01-15; Registration: 144L/Grj W;
Deal Comments
Oeqex. Ube Bhyy Eerjbyw 2.00
Risk Retention
NQ - Sczx PN/NP - Scz
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 24, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FRG | 74.000 | 9.20 | - | II- | - | - | - | 61.00% | - | - | - | - | - | - | - | Retained |
| Pee | WXZ | 413.630 | - | - | ER | FF | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | AST | 36.000 | 5.70 | - | WWW | - | - | - | 57.00% | - | Nrbaflor | JDML | - | 175 | IMMM+175 | - | - |
| D | OKY | 78.000 | 4.70 | - | W | - | - | - | 62.10% | - | Nsfhyvxe | DMLZ | - | 230 | ZMUU+230 | - | - |
| Z-1 | QKY | 261.000 | 3.50 | - | XXX | VVV | - | - | 12.00% | - | Muzkkvlq | MSWO | - | 156 | IYGK+156 | - | - |
| B | QLN | 68.000 | 9.00 | - | AA | - | - | - | 75.10% | - | Gsavcyab | QJSM | - | 185 | PHDT+185 | - | - |
| Z | ZBO | 23.000 | 7.00 | - | EEE- | - | - | - | 50.00% | - | Iwolhaeb | NKPH | - | 380 | CHNN+380 | - | - |
Tranche Comments
Z-1: Redemption: 2026-12-10; Registration: 144L/Lbd T;
L-2: Redemption: 2026-12-10; Registration: 144Z/Clc G;
B: Redemption: 2026-12-10; Registration: 144M/Xzd M;
D: Redemption: 2026-12-10; Registration: 144Z/Ior Q;
Z: Redemption: 2026-12-10; Registration: 144M/Plr H;
S: Redemption: 2026-12-10; Registration: 144Q/Xau M;
Pee: Redemption: 2026-12-10; Registration: 144C/Iab V;
Deal Comments
Wxb Fekk Ufaexjy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 21, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PLE | 98.000 | 4.10 | - | CC | - | - | - | 65.20% | - | Kwzcjens | WWNC | - | 185 | GSBX+185 | - | - |
| Z | ZKH | 48.000 | 9.15 | - | F | - | - | - | 76.80% | - | Suizmrdi | KCBI | - | 230 | DLAS+230 | - | - |
| T | ULT | 65.735 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | IMT | 719.000 | 6.42 | - | BBB | - | - | - | 46.00% | - | Jhujmvpy | ASPZ | - | 157 | ECUP+157 | - | - |
Tranche Comments
K: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144N/Xzp C;
X: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144W/Bqr B;
Z: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144V/Uav Y;
T: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144O/Yys E;
Deal Comments
Ruu Hmbb Pvwkusj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 13, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2S | ERL | 83.000 | - | - | NNN | IJ | - | - | 77.00% | - | Xdhwoptk | SACS | 180 | 180 | SCWD+180 | - | - |
| L-V | TXV | 31.000 | - | - | XX | XX | - | - | 50.50% | - | Skfdjzze | QAZC | 190 | 190 | BKLF+190 | - | - |
| P-1Y | KID | 662.000 | - | - | WWW | WWW | - | - | 37.00% | - | Lqrlulsm | ULZO | 159 | 159 | PACB+159 | - | - |
| J-I | UIQ | 16.000 | - | - | HH- | DI | - | - | 15.00% | - | - | - | - | - | - | - | Retained |
| B-J | NPT | 39.000 | - | - | GGG- | VJ | - | - | 28.00% | - | Guesjsqj | SIYB | 385 | 385 | JNKD+385 | - | - |
| Bkp | QBJ | 797.500 | - | - | PI | EE | - | - | - | - | - | - | - | - | - | - | Retained |
| A-C | RTA | 88.000 | - | - | W | ZG | - | - | 99.90% | - | Izxmceqk | GQYD | 235 | 235 | BLOK+235 | - | - |
Tranche Comments
P-1Y: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Mpu C;
G-2S: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144B/Kiz K;
L-V: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144P/Act P;
A-C: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Kzi O;
B-J: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Kzh P;
J-I: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144B/Veb Q;
Bkp: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Eex G;
Deal Comments
Mumuh. Vku Qkyy Vufckqz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 5, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Huj | XBK | 418.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | IKU | 418.000 | 9.91 | - | EE | AW | - | - | 84.50% | - | Eplomrqp | 3pKQZZ | - | 190 | 3qZOIO+190 | - | 908.00000 |
| F | MYQ | 20.000 | 1.97 | - | C | XZ | - | - | 46.20% | - | Nptheete | 3xWMAC | - | 240 | 3oXPVD+240 | - | 183.00000 |
| F | ITD | 423.000 | 8.79 | - | EEE | GGG | - | - | 45.00% | - | Wfudkler | 3dJUWE | - | 165 | 3xPNKP+165 | - | 117.00000 |
Tranche Comments
F: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144M/Ydb Y;
M: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144W/Rbx L;
F: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144M/Lzv V;
Huj: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144K/Nlv V;
Deal Comments
Bay Ksgg Phayafm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 1, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KBN | 372.000 | 2.20 | - | FFF | - | - | - | 75.00% | - | Xehcqyin | VLBM | - | 168 | BOLK+168 | - | - |
| R | OYT | 55.300 | 8.50 | - | V | - | - | - | 33.50% | - | - | - | - | - | - | - | Retained |
| Bcfbbs | PHQ | 626.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | BTA | 972.680 | 3.30 | - | JJ | - | - | - | 53.80% | - | Qrzkhdbk | CBVG | 190-195 | 195 | DZVT+195 | - | - |
| E Vptl | AHG | 690.000 | 2.30 | - | VVV | - | - | - | 30.00% | - | Deeultyk | LCVV | - | 168 | XPZK+168 | - | - |
Tranche Comments
E Vptl: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144P/Idk C;
E: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144K/Mey L;
F: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144L/Bvy S;
R: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144T/Nzp W;
Bcfbbs: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Z/Jjl I;
Deal Comments
Bqv dvfx qfb vsbspvd ac FS$950y. Ocq Zfxx Fvsscdl 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 15, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IFD | 23.100 | 3.15 | - | UU | - | - | - | 15.50% | - | Uwxvtizq | MPQI | - | 230 | VBWN+230 | - | 520.00000 |
| O-2 | JWD | 48.000 | 9.28 | - | LLL | - | - | - | 27.00% | - | Mycxjobm | BGPV | - | 205 | XTVO+205 | - | 998.00000 |
| E | TVO | 53.000 | 5.23 | - | W | - | - | - | 94.80% | - | Uwbesqsx | VCHJ | - | 305 | SAJF+305 | - | 957.00000 |
| P-1 | PAI | 469.000 | 8.40 | - | AAA | FFF | - | - | 45.00% | - | Wxqcoonr | VVMX | - | 181 | TNTS+181 | - | 149.00000 |
| Knjjnj | MFG | 615.330 | - | - | WC | YM | - | - | - | - | - | - | - | - | - | - | Retained |
| A | HPO | 32.500 | 1.69 | - | AAA- | - | - | - | 68.00% | - | Jpdwxhzh | GWEO | - | 490 | BMSP+490 | - | 743.00000 |
Tranche Comments
P-1: Redemption: 2026-04-12; Registration: 144D/Fse V;
O-2: Redemption: 2026-04-12; Registration: 144U/Jwr Z;
I: Redemption: 2026-04-12; Registration: 144C/Rll K;
E: Redemption: 2026-04-12; Registration: 144M/Hed H;
A: Redemption: 2026-04-12; Registration: 144O/Yvu Z;
Knjjnj: Redemption: 2026-04-12; Registration: 144J/Ink W;
Deal Comments
Ccm Dsnn Czvhcmt 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 29, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OQ | RWM | 61.000 | 9.90 | - | DD- | - | - | - | 58.00% | - | - | - | - | - | - | - | Retained |
| Aha | ONV | 35.600 | - | - | QC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| QH | OSJ | 34.310 | 3.10 | - | II | - | - | - | 72.10% | - | Qpcqmyne | TGDI | - | 270 | ICJN+270 | - | 417.00000 |
| LE | NTP | 70.900 | 9.50 | - | X | - | - | - | 96.20% | - | Icddkrbv | JQOX | - | 355 | AUCU+355 | - | 455.00000 |
| Q-1T | XMS | 943.000 | 8.40 | - | UUU | - | - | - | 82.00% | - | Swcczwmy | PVJS | - | 195 | BLMY+195 | - | 181.00000 |
| E-2J | PBO | 32.100 | 5.30 | - | III | - | - | - | 13.00% | - | Vubwdvhh | PGNO | - | 245 | UNUD+245 | - | 769.00000 |
| YG | KMU | 88.870 | 9.00 | - | TTT- | - | - | - | 57.00% | - | Ezzehiba | ISWQ | - | 545 | XEAN+545 | - | 224.00000 |
Tranche Comments
Q-1T: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144L/Utq W;
E-2J: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144X/Tob V;
QH: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144X/Tyf Z;
LE: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Wby M;
YG: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144V/Qch C;
OQ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144M/Qjr S;
Aha: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144D/Wjz F;
Deal Comments
Hvsvc. Imq Gvuu Nvjomxy 2.00
Risk Retention
NU - Moor WN/NT - Moo
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 19, 2008