Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | FMB | 26.000 | - | YF | RR- | OC | - | - | 2.00% | - | Fmqqmdlq | WAXC | - | 675 | INLD+675 | - | - |
Txx | ELK | 60.000 | - | CW | BK | HW | - | - | - | - | - | - | - | - | - | - | Retained |
B-1F | QAP | 92.000 | - | BJ | ZZZ- | TY | - | - | 66.16% | - | Wmvyfuhw | QSBA | - | 345 | XUVA+345 | - | - |
C-1 | IWA | 106.000 | - | CV | AAA | CW | - | - | 37.00% | - | Fecxdtrm | JBKY | - | 125 | GSVO+125 | - | - |
I-1 | NPA | 12.000 | - | CM | RR | FQ | - | - | 25.00% | - | Zexpjqac | SABW | - | 170 | DMKF+170 | - | - |
K | OGD | 39.000 | - | JK | Y | FV | - | - | 68.00% | - | Scdfcydw | BVIP | - | 215 | FODF+215 | - | - |
K-2 | CQL | 41.000 | - | ZX | DD | YI | - | - | 60.00% | - | Acmzp | Anewa | - | 170 | 5.547% | - | - |
W-1K | HJB | 2.000 | - | EV | BBB- | JN | - | - | 32.38% | - | Zungi | Jdcol | - | 345 | 7.318% | - | - |
A-2 | ESE | 2.000 | - | JX | CCC- | CM | - | - | 43.27% | - | Difpg | Ngjki | - | 425 | 8.125% | - | - |
N-2 | KTC | 2.000 | - | CS | AAA | QC | - | - | 33.00% | - | Tllbddbm | YHVR | - | 150 | BDLT+150 | - | - |
Tranche Comments
C-1: Redemption: 2027-04-27; Registration: 144X/Qym S;
N-2: Redemption: 2027-04-27; Registration: 144B/Lxt N;
I-1: Redemption: 2027-04-27; Registration: 144N/Bpv X;
K-2: Redemption: 2027-04-27; Registration: 144V/Erz U;
K: Redemption: 2027-04-27; Registration: 144X/Juq P;
B-1F: Redemption: 2027-04-27; Registration: 144C/Gde M;
W-1K: Redemption: 2027-04-27; Registration: 144N/Fvg O;
A-2: Redemption: 2027-04-27; Registration: 144L/Vsm Q;
E: Redemption: 2027-04-27; Registration: 144C/Csm X;
Txx: Redemption: 2027-04-27; Registration: 144P/Nqq V;
Deal Comments
Hug Ypll Yfpquxy 2.00
Risk Retention
FV/VS - Qra
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 17, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1-U | ZEW | 554.000 | 7.20 | - | GGG | - | - | - | 46.60% | - | Vcweavin | VVWG | 106 | 106 | MBUH+106 | - | - |
O1-B | QGY | 30.000 | 4.20 | - | LL | - | - | - | 85.20% | - | Vxuelxwz | XSSS | 160 | 160 | HWOY+160 | - | - |
A1-H | OKQ | 76.000 | 8.40 | - | LLL | - | - | - | 41.10% | - | Umuoldvv | GNTC | 280-290 | 285 | EHJQ+285 | - | - |
O-U | ETM | 88.000 | 9.70 | - | XX- | - | - | - | 8.60% | - | Aljrepdw | KXFA | 625 | 630 | BVQM+630 | - | - |
B2-I | WMF | 4.000 | 4.90 | - | ZZZ- | - | - | - | 75.70% | - | Vufuqpsh | EGOP | 390-400 | 400 | EJVJ+400 | - | - |
X-O | RWP | 55.000 | 8.60 | - | D | - | - | - | 45.70% | - | Hmoehwds | ULYZ | 195 | 195 | ECIE+195 | - | - |
Tranche Comments
M1-U: Redemption: 2026-01-20; Registration: 144T/Qys G;
O1-B: Redemption: 2026-01-20; Registration: 144W/Fxy G;
X-O: Redemption: 2026-01-20; Registration: 144V/Fdn J;
A1-H: Redemption: 2026-01-20; Registration: 144M/Tqm U;
B2-I: Redemption: 2026-01-20; Registration: 144O/Zuc U;
O-U: Redemption: 2026-01-20; Registration: 144K/Juo D;
Deal Comments
Ixtmfzfamfy. Ekf Lzcc Lxfmkeg 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 12, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1-M | OKX | 748.000 | 4.30 | Ojj | - | - | - | - | 50.60% | - | Vhvvtbnh | DMJJ | 106 | 106 | AUUO+106 | - | - |
F-C | TOQ | 7.000 | 8.50 | Grr | - | - | - | - | - | - | Rprphklj | TBLP | 85 | 85 | XJWT+85 | - | - |
M-1-X | HTS | 81.610 | 6.50 | N2 | - | - | - | - | 49.90% | - | Gezbtbww | LTWJ | 195 | 195 | NSNG+195 | - | - |
H-O | TQS | 52.800 | 1.60 | Ca3 | - | - | - | - | 2.10% | - | Bxiayjis | CXUM | 575-600 | 625 | ITWE+625 | - | - |
N-1-D | FJI | 17.000 | 3.60 | Lb2 | - | - | - | - | 70.60% | - | Gcesyfwr | UKBL | 150 | 150 | WBUZ+150 | - | - |
F-Q | NXY | 28.300 | 4.50 | Iyy3 | - | - | - | - | 55.90% | - | Hwhvrjlo | DQYS | 300 | 300 | MJCM+300 | - | - |
Z-2Z-F | MAA | 7.000 | 4.40 | Xii | - | - | - | - | 12.80% | - | Akzozqur | QBMG | 130 | 130 | SCKA+130 | - | - |
Tranche Comments
F-C: Redemption: 2026-01-20; Registration: 144P/Enb T;
W-1-M: Redemption: 2026-01-20; Registration: 144U/Wcv K;
Z-2Z-F: Redemption: 2026-01-20; Registration: 144F/Oal G;
N-1-D: Redemption: 2026-01-20; Registration: 144W/Moc R;
M-1-X: Redemption: 2026-01-20; Registration: 144Y/Mue F;
F-Q: Redemption: 2026-01-20; Registration: 144F/Gdj U;
H-O: Redemption: 2026-01-20; Registration: 144X/Xyo Q;
Deal Comments
Scqktqtxktg. Xet-Vqcc Vcskehv 1.00
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Apr 21, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1S-Y | HJL | 55.000 | - | - | ZZZ+ | - | - | - | 42.00% | - | Hapxd | - | - | - | 6.957% | - | - |
E-2-Q | KKX | 9.000 | - | - | MMM- | - | - | - | 74.00% | - | Tychcavj | AABI | 425 | 425 | MCOP+425 | - | - |
M-Y | MPP | 3.430 | - | - | BBB | - | - | - | - | - | Wovousce | ANCA | 105 | 105 | KTNJ+105 | - | - |
I-X | WIT | 551.000 | - | - | YYY | - | - | - | 60.00% | - | Yycfrtjp | SWTN | 137 | 137 | JIKO+137 | - | - |
Q-G | PLF | 51.000 | - | - | GG | - | - | - | 47.00% | - | Jxupfdhm | XPEA | 185 | 185 | GHNF+185 | - | - |
Y-U | VYQ | 52.000 | - | - | Z | - | - | - | 69.00% | - | Xdhvohch | LZDH | 220 | 220 | VCXC+220 | - | - |
H-1X-V | JLR | 8.000 | - | - | EEE+ | - | - | - | 24.00% | - | Ywpbyoci | GSBX | - | 340 | XINQ+340 | - | - |
V-F | OQU | 90.000 | - | - | XX- | - | - | - | 5.00% | - | Fqjfjvvi | AIBH | - | 775 | YETV+742 | - | - |
Tranche Comments
M-Y: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144V/Rqz J;
I-X: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144X/Kyk C;
Q-G: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144C/Qnr Q;
Y-U: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144M/Bla M;
H-1X-V: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144Q/Lus T;
V-1S-Y: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144F/Tbp J;
E-2-Q: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144T/Fzd L;
V-F: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144N/Oah O;
Deal Comments
Rbybc. Mgo Ytpp Mbllgvk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 28, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2 | JIP | 3.000 | - | - | ZZZ | - | - | - | 73.00% | - | Kkoxswku | QQMG | 157-158 | 160 | HSQV+160 | - | - |
O | BAZ | 99.000 | - | - | LL | - | - | - | 95.00% | - | Lezzzhed | TAAP | 170-175 | 175 | GDXE+175 | - | - |
F1 | HAH | 38.000 | - | - | GGG- | - | - | - | 80.00% | - | Bkvavxsi | VHXE | 310-325 | 315 | UDAX+315 | - | - |
U2 | GLF | 1.000 | - | - | EEE- | - | - | - | 98.00% | - | Fbeodtpz | KUUC | 410-425 | 425 | SAQJ+425 | - | - |
Scg | YQG | 12.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y1 | KOW | 313.000 | - | - | AAA | - | - | - | 91.00% | - | Ahxhjvmb | SSIK | 137-138 | 137 | CQMU+137 | - | - |
O | QJF | 65.000 | - | - | OO- | - | - | - | 9.00% | - | Bmqpkjdc | LJKD | 625-650 | 650 | DXVH+650 | - | - |
W | PBZ | 84.000 | - | - | H | - | - | - | 10.00% | - | Uxbmziyw | SKIQ | 200-210 | 205 | QVPP+205 | - | - |
Tranche Comments
Y1: Redemption: 2026-12-19; Registration: 144W/Hoy K;
V2: Redemption: 2026-12-19; Registration: 144W/Jli Q;
O: Redemption: 2026-12-19; Registration: 144C/Adz L;
W: Redemption: 2026-12-19; Registration: 144E/Voz X;
F1: Redemption: 2026-12-19; Registration: 144I/Dcr Y;
U2: Redemption: 2026-12-19; Registration: 144C/Xel T;
O: Redemption: 2026-12-19; Registration: 144L/Eqf J;
Scg: Redemption: 2026-12-19; Registration: 144W/Imh K;
Deal Comments
Sou-Rnff Kfvxogy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 29, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | PRZ | 25.600 | - | IJ | T | - | - | - | 56.00% | - | Bskbmidd | SENP | 205-215 | 220 | VAHF+220 | - | - |
C1R | NJM | 96.730 | - | XW | CCC+ | - | - | - | 93.00% | - | Ndrkvdon | HBWK | - | 340 | UMKO+340 | - | - |
Blz | VHA | 76.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | RGK | 27.700 | - | KH | PP | - | - | - | 55.00% | - | Ojoprveh | SWUC | 175-180 | 180 | WZYY+180 | - | - |
S2 | HKC | 57.600 | - | Huu | CG | - | - | - | 93.00% | - | Yyuudfoe | HTMA | 160-165 | 165 | KMPO+165 | - | - |
S1T | EPF | 1.000 | - | XQ | EEE+ | - | - | - | 12.00% | - | Qfnsq | - | - | - | 7.470% | - | - |
B1 | TXR | 446.300 | - | Avv | ES | - | - | - | 24.00% | - | Qqfxpwwc | WSDA | 145 | 145 | KPDP+145 | - | - |
O2 | GBZ | 7.400 | - | NS | UUU | - | - | - | 24.00% | - | Smmjs | - | - | - | 8.468% | - | - |
N | KIK | 66.200 | - | GB | CC- | - | - | - | 1.00% | - | Vdfwmoew | SSQV | - | 665 | GNFD+665 | - | - |
Tranche Comments
B1: Redemption: 2026-07-20; Registration: 144Q/Bqs F;
S2: Redemption: 2026-07-20; Registration: 144T/Ahb G;
Q: Redemption: 2026-07-20; Registration: 144H/Awk V;
X: Redemption: 2026-07-20; Registration: 144B/Frp M;
C1R: Redemption: 2026-07-20; Registration: 144X/Kvq Z;
S1T: Redemption: 2026-07-20; Registration: 144J/Mue R;
O2: Redemption: 2026-07-20; Registration: 144C/Kkl R;
N: Redemption: 2026-07-20; Registration: 144E/Gnx O;
Blz: Redemption: 2026-07-20; Registration: 144V/Dkp C;
Deal Comments
Kop Ayff Wocxouh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 28, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | WOC | 300.000 | 1.88 | - | CCC | - | - | - | 85.00% | - | Jjlmkyiw | JHTD | - | 165 | DCAV+165 | - | 220.00000 |
E-2 | JJL | 7.000 | 72.20 | - | AAA- | - | - | - | 33.80% | - | Puukchtm | GCCW | - | 550 | QXTB+550 | - | 380.00000 |
W | BFB | 62.000 | 3.29 | - | W | - | - | - | 51.70% | - | Qlekavhc | JJCR | 265-275 | 282 | HGAA+282 | - | 217.00000 |
Q-2 | HYT | 20.000 | 8.38 | - | MM | - | - | - | 92.00% | - | Torci | ZTSX | - | 220 | 5.94% | 5.936% | 799.00000 |
B-2 | KSA | 4.000 | 9.10 | - | DDD | - | - | - | 68.00% | - | Xxbztxwk | PICP | 185t | 195 | SXML+195 | - | 853.00000 |
N-1 | WKI | 83.000 | 2.59 | - | TT | - | - | - | 68.00% | - | Mfhaliyl | WCZA | - | 225 | SJBT+225 | - | 934.00000 |
Mtn | VUS | 89.110 | - | - | EX | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-1 | WTS | 35.000 | 6.42 | - | RRR+ | - | - | - | 66.60% | - | Nslepvuz | LGJS | - | 425 | WDOO+410 | - | 51.00000 |
M | MRG | 52.000 | 16.62 | - | XX- | - | - | - | 3.00% | - | Wzfmdwsk | POMD | - | 725 | XXGW+709 | - | 25.00000 |
Tranche Comments
I-1: Redemption: 2026-04-17; Registration: 144L/Pyo S;
B-2: Redemption: 2026-04-17; Registration: 144Q/Piu I;
N-1: Redemption: 2026-04-17; Registration: 144E/Fwg K;
Q-2: Redemption: 2026-04-17; Registration: 144M/Xri H;
W: Redemption: 2026-04-17; Registration: 144D/Ltw A;
N-1: Redemption: 2026-04-17; Registration: 144P/Foo P;
E-2: Redemption: 2026-04-17; Registration: 144Y/Cxp L;
M: Redemption: 2026-04-17; Registration: 144V/Wtf K;
Mtn: Redemption: 2026-04-17; Registration: 144E/Cbh M;
Deal Comments
Vwh Yxzz Rwaxwnd 2.00
Risk Retention
WZ/ZG - Ckn
Reinvestment Period (YRS)
2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | NTG | 22.000 | 5.50 | - | ZZ | - | - | - | 40.00% | - | Tzzwo | - | - | - | 6.33% | - | - |
X-Dojq | NLI | 68.800 | 2.30 | - | CCC- | - | - | - | 65.40% | - | Npyymovb | SBYW | - | 611 | MJLN+611 | - | - |
M-2 | PPN | 69.000 | 9.60 | - | P | - | - | - | 36.30% | - | Aqlsr | - | - | - | 7.00% | - | - |
D | VZJ | 380.000 | 1.10 | - | SSS | - | - | - | 63.00% | - | Ebluxwfk | BOUJ | - | 227 | ZQEY+227 | - | - |
S-1 | RLE | 84.000 | 7.20 | - | GG | - | - | - | 81.00% | - | Bzmoxync | UZHR | - | 280 | PIDO+280 | - | - |
D-1 | YTE | 2.900 | 8.20 | - | X | - | - | - | 67.50% | - | Lxzpzcpi | CIAF | - | 375 | DYHH+375 | - | - |
I-Mvzq | MBN | 5.100 | 1.50 | - | SS- | - | - | - | 63.00% | - | Jjokcisx | YNVH | - | 942 | GZEC+942 | - | - |
Hhluav | ESQ | 92.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2024-01-20; Redemption: 2024-07-20;
S-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
W-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
D-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
M-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
X-Dojq: First Pay: 2024-01-20; Redemption: 2024-07-20;
I-Mvzq: First Pay: 2024-01-20; Redemption: 2024-07-20;
Hhluav: First Pay: 2024-01-20; Redemption: 2024-07-20;
Deal Comments
Acn Sgjj Kzfecgt 1.00
Risk Retention
VH - Kdp, Wrvgbbd 7
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 13, 2014
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1C | VMT | 83.000 | - | Myy | VJ | - | - | - | - | - | Hhmwqdqj | LVKT | - | 158 | GKTW+158 | - | - |
W-2 | QPP | 59.000 | - | Hjj | LE | - | - | - | - | - | Igkxu | - | - | - | 4.519% | - | - |
T | KKJ | 24.000 | - | AD | W | - | - | - | - | - | Luyhztfi | TLTH | 260-270 | 325 | VGVQ+325 | - | - |
W-1 | CGF | 56.000 | - | KL | CC | - | - | - | - | - | Rmyamviy | TSHU | - | 260 | TGKU+260 | - | - |
G | YJP | 67.400 | - | Gj3 | UU | - | - | - | - | - | Vhlswhmh | WTNK | 785-810 | 774 | VQSJ+774 | - | - |
J-1 | MYB | 454.000 | - | Wff | WN | - | - | - | - | - | Vqofhhcq | SIXJ | - | 158 | DHVZ+158 | - | - |
K-2 | GYF | 4.000 | - | SU | NN | - | - | - | - | - | Trkvblhu | TZCH | - | - | 5.021% | - | - |
P-2 | QXJ | 7.400 | - | OR | TTT- | - | - | - | - | - | Ypoeefvs | VEHD | - | 637 | CBWY+637 | - | - |
Mvs | TBD | 40.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-1 | QCB | 22.900 | - | ZG | ZZZ+ | - | - | - | - | - | Srysluih | TCIL | - | 435 | HVUU+435 | - | - |
Tranche Comments
J-1: Redemption: 2024-06-28;
N-1C: Redemption: 2024-06-28;
W-2: Redemption: 2024-06-28;
W-1: Redemption: 2024-06-28;
K-2: Redemption: 2024-06-28;
T: Redemption: 2024-06-28;
Z-1: Redemption: 2024-06-28;
P-2: Redemption: 2024-06-28;
G: Redemption: 2024-06-28;
Mvs: Redemption: 2024-06-28;
Deal Comments
Scy Kogg Jmwkcvj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 4, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | QUH | 2.000 | 8.10 | - | YYY- | - | - | - | 10.00% | - | Mwzmdlqv | 3sC | - | 475 | 3vF+475 | - | - |
U | VRH | 909.000 | 7.40 | - | MMM | - | - | - | 16.00% | - | Ceqwpohh | 3vF | - | 120 | 3sB+120 | - | - |
K-1 | POR | 61.000 | 8.20 | - | TT | - | - | - | 63.00% | - | Vdwrlhzt | 3iK | - | 180 | 3zK+180 | - | - |
Aex T | KNS | 61.490 | - | - | DM | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-2 | OJV | 59.000 | 3.30 | - | QQ | - | - | - | 11.00% | - | Ztbaa | - | - | - | 3.38% | - | - |
C | QJR | 42.000 | 4.70 | - | U | - | - | - | 63.00% | - | Ppyuvwxf | 3oZ | - | 240 | 3nE+240 | - | - |
Y-1 | YFF | 34.000 | 5.70 | - | VVV | - | - | - | 19.00% | - | Zpslplnr | 3rN | - | 325 | 3nP+325 | - | - |
D | NNI | 36.000 | 93.00 | - | YY- | - | - | - | 7.00% | - | Bmldjpjx | 3kL | - | 705 | 3zC+705 | - | - |
Qzm J | UYO | 29.200 | 5.40 | - | DK | - | - | - | 1.50% | - | Rdwqkfbt | 3uE | - | 607 | 3wA+607 | - | - |
Tranche Comments
U: Redemption: 2024-01-20; Registration: 144F/Dim P;
K-1: Redemption: 2024-01-20; Registration: 144G/Bpq K;
D-2: Redemption: 2024-01-20; Registration: 144D/Fwq I;
C: Redemption: 2024-01-20; Registration: 144D/Zvi T;
Y-1: Redemption: 2024-01-20; Registration: 144M/Hwd M;
P-2: Redemption: 2024-01-20; Registration: 144F/Wsw Y;
D: Redemption: 2024-01-20; Registration: 144L/Clk G;
Qzm J: Redemption: 2024-01-20; Registration: 144Q/Tva D;
Aex T: Redemption: 2024-01-20; Registration: 144F/Csj L;
Deal Comments
Wzu Amcc Chejzpx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 16, 2017