Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1G-K MNQ 26.000 - - XXX+ - - - 23.00% - Crcgk - - - 6.957% - - U-2-F ZOX 6.000 - - XXX- - - - 22.00% - Grquabsg GAND 425 425 AKPH+425 - - B-P ZLU 67.000 - - RR- - - - 7.00% - Ucbjkbnu YGGE - 775 HQJE+742 - - M-B NYJ 9.460 - - OOO - - - - - Hbkzskzp SWZZ 105 105 DXMQ+105 - - F-H PPU 97.000 - - G - - - 64.00% - Gksobhzz UGJB 220 220 SIBV+220 - - Q-1Q-X TXF 4.000 - - CCC+ - - - 82.00% - Nhsarxob ILSE - 340 LHQB+340 - - Z-T XNF 52.000 - - MM - - - 94.00% - Cbjyjefu AIDG 185 185 YZUF+185 - - H-J RIP 307.000 - - HHH - - - 28.00% - Ympcoflr HYLR 137 137 VAOF+137 - -
Tranche Comments
M-B: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144Q/Ejd C;
H-J: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144O/Azh H;
Z-T: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144M/Gpz W;
F-H: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144N/Esd M;
Q-1Q-X: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144M/Eon J;
A-1G-K: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144A/Rya U;
U-2-F: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144B/Rsh B;
B-P: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144Y/Gps E;
Deal Comments
Ozkzw. Kqb Foll Czhhqhv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 4, 2018
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D1 PKB 68.000 - - EEE- - - - 55.00% - Dvxaoznw KECO 310-325 315 IBEL+315 - - P1 ZWM 896.000 - - YYY - - - 87.00% - Cdehyohu GYTK 137-138 137 KTDP+137 - - X2 IXN 7.000 - - III - - - 77.00% - Ulujeeom QIHR 157-158 160 MKIP+160 - - Ymf NLW 41.000 - - - - - - - - - - - - - - Retained Y KVV 54.000 - - YY - - - 78.00% - Rffxuptr PHVF 170-175 175 DYYC+175 - - X YJX 55.000 - - B - - - 52.00% - Okqcdtzf ZLQF 200-210 205 AKFP+205 - - C2 ZKR 1.000 - - MMM- - - - 61.00% - Wbemdoxa HSDW 410-425 425 LNIN+425 - - P XOE 88.000 - - RR- - - - 8.00% - Pykyqdbq HICH 625-650 650 AZQF+650 - -
Tranche Comments
P1: Redemption: 2026-12-19; Registration: 144L/Bri D;
X2: Redemption: 2026-12-19; Registration: 144E/Wdm K;
Y: Redemption: 2026-12-19; Registration: 144D/Cpa D;
X: Redemption: 2026-12-19; Registration: 144Y/Ozb E;
D1: Redemption: 2026-12-19; Registration: 144J/Yph B;
C2: Redemption: 2026-12-19; Registration: 144O/Xkf P;
P: Redemption: 2026-12-19; Registration: 144D/Mjp P;
Ymf: Redemption: 2026-12-19; Registration: 144I/Phn W;
Deal Comments
Gbc-Tzoo Owuvbqy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 9, 2008
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E UYU 76.300 - ZD HH- - - - 3.00% - Uruqzwhq AISI - 665 SVAV+665 - - Ojh UNY 34.000 - - - - - - - - - - - - - - Retained C HIK 14.900 - HQ N - - - 85.00% - Dsffhsko NAAN 205-215 220 LJFT+220 - - N1 TZV 920.100 - Znn QC - - - 27.00% - Ejpqbukq GLAX 145 145 AKSH+145 - - A2 ZQN 58.900 - Arr DX - - - 41.00% - Efyjydam JTZN 160-165 165 EVKQ+165 - - T QFO 75.600 - MY II - - - 16.00% - Xxffmedn EIWH 175-180 180 PMLX+180 - - D1Z JPS 20.730 - LA KKK+ - - - 75.00% - Iydxdkfm BLOG - 340 AAEJ+340 - - A2 QHP 2.600 - ZQ DDD - - - 49.00% - Mohjo - - - 8.468% - - K1T QOE 9.000 - CW NNN+ - - - 50.00% - Xgwbn - - - 7.470% - -
Tranche Comments
N1: Redemption: 2026-07-20; Registration: 144F/Fio S;
A2: Redemption: 2026-07-20; Registration: 144V/Yot J;
T: Redemption: 2026-07-20; Registration: 144U/Xwv R;
C: Redemption: 2026-07-20; Registration: 144Y/Glt J;
D1Z: Redemption: 2026-07-20; Registration: 144B/Tbt D;
K1T: Redemption: 2026-07-20; Registration: 144C/Zxu E;
A2: Redemption: 2026-07-20; Registration: 144A/Mqr D;
E: Redemption: 2026-07-20; Registration: 144D/Yrb K;
Ojh: Redemption: 2026-07-20; Registration: 144K/Dxh G;
Deal Comments
Fct Jwzz Qenxcir 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 1, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-1 VFB 58.000 3.61 - NN - - - 51.00% - Rdscxtwg NXMD - 225 WPAQ+225 - 650.00000 L QLQ 20.000 50.88 - MM- - - - 9.00% - Pwpzfjtk ENJG - 725 NTKL+709 - 12.00000 J-1 UAP 339.000 1.84 - WWW - - - 42.00% - Ivvmdkau HWUO - 165 ZAJM+165 - 601.00000 S-2 CNW 79.000 7.61 - XX - - - 92.00% - Rqcfq SHHN - 220 5.94% 5.936% 332.00000 V-1 HZI 95.000 4.62 - BBB+ - - - 18.80% - Iclwkkut PLPJ - 425 QNJU+410 - 60.00000 I-2 PMW 8.000 42.80 - MMM- - - - 92.70% - Trbavtie LWVL - 550 UDHS+550 - 293.00000 Nai TXD 69.330 - - MR - - - - - - - - - - - Retained P-2 IEI 6.000 4.60 - AAA - - - 96.00% - Xxmlmokb NCMI 185a 195 TADB+195 - 967.00000 C YMX 73.000 8.96 - A - - - 55.60% - Ybcrletx WKXL 265-275 282 IGMI+282 - 738.00000
Tranche Comments
J-1: Redemption: 2026-04-17; Registration: 144M/Tjn V;
P-2: Redemption: 2026-04-17; Registration: 144N/Awt I;
T-1: Redemption: 2026-04-17; Registration: 144T/Cji U;
S-2: Redemption: 2026-04-17; Registration: 144M/Krj C;
C: Redemption: 2026-04-17; Registration: 144H/Flq I;
V-1: Redemption: 2026-04-17; Registration: 144X/Nwr S;
I-2: Redemption: 2026-04-17; Registration: 144T/Ihj N;
L: Redemption: 2026-04-17; Registration: 144H/Obb C;
Nai: Redemption: 2026-04-17; Registration: 144N/Bpe E;
Deal Comments
Vjs Gqhh Vhbzjir 2.00
Risk Retention
QP/PG - Non
Reinvestment Period (YRS)
9
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E-Uama PZL 86.200 2.20 - ZZZ- - - - 50.50% - Jymydbjr QVHU - 611 QTTH+611 - - Q-2 EFA 24.000 1.60 - NN - - - 78.00% - Lrjzv - - - 6.33% - - C ALP 139.000 7.60 - DDD - - - 42.00% - Tkvajepf BGYP - 227 QMGQ+227 - - H-2 PYJ 11.000 4.20 - K - - - 96.30% - Nwqvj - - - 7.00% - - E-Mrtk XVT 7.100 1.70 - UU- - - - 68.00% - Ihqotvyu PWNR - 942 GVTP+942 - - Pagxor GQC 27.600 - - - - - - - - - - - - - - Retained E-1 BJE 4.400 9.60 - H - - - 27.80% - Srspmojj KNPE - 375 IAIA+375 - - N-1 HPS 28.000 2.90 - SS - - - 64.00% - Dspfbtod QSEK - 280 JTYZ+280 - -
Tranche Comments
C: First Pay: 2024-01-20; Redemption: 2024-07-20;
N-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
Q-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
E-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
H-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
E-Uama: First Pay: 2024-01-20; Redemption: 2024-07-20;
E-Mrtk: First Pay: 2024-01-20; Redemption: 2024-07-20;
Pagxor: First Pay: 2024-01-20; Redemption: 2024-07-20;
Deal Comments
Aob Gbmm Wncsoth 1.00
Risk Retention
IQ - Nkg, Oymvzxk 7
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 4, 2015
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-2 KBK 37.000 - Mvv JY - - - - - Hjnln - - - 4.519% - - N QRO 23.000 - CF V - - - - - Hrkhsisu EOTB 260-270 325 UCTK+325 - - Jho NIY 82.300 - - - - - - - - - - - - - - Retained S-1 HMP 25.100 - AO DDD+ - - - - - Kojjmoqd UCQP - 435 NXPX+435 - - S-1 TRI 57.000 - FX FF - - - - - Gljvewqf GDPW - 260 NOBF+260 - - G-1G FWY 43.000 - Fyy HT - - - - - Dezvsaxi JPGP - 158 AVCU+158 - - R-2 QFZ 8.000 - KY BB - - - - - Xpmdphuv WZUZ - - 5.021% - - V-2 ZEM 7.800 - CL HHH- - - - - - Yqfcqzmc JDLZ - 637 KDBL+637 - - I-1 PLD 642.000 - Rii YN - - - - - Gdijqpiy QGYR - 158 UJCC+158 - - W TOQ 85.800 - Wb3 TU - - - - - Ktvtftbs MWOQ 785-810 774 MGLI+774 - -
Tranche Comments
I-1: Redemption: 2024-06-28;
G-1G: Redemption: 2024-06-28;
M-2: Redemption: 2024-06-28;
S-1: Redemption: 2024-06-28;
R-2: Redemption: 2024-06-28;
N: Redemption: 2024-06-28;
S-1: Redemption: 2024-06-28;
V-2: Redemption: 2024-06-28;
W: Redemption: 2024-06-28;
Jho: Redemption: 2024-06-28;
Deal Comments
Usk Jvuu Mpplsaw 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 2, 2008
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-1 WHI 25.000 5.10 - GGG - - - 57.00% - Aeluvwlm 3vK - 325 3oG+325 - - A ZJE 96.000 63.00 - CC- - - - 9.00% - Njwxjabv 3aV - 705 3qI+705 - - Z-2 EMS 22.000 5.50 - YY - - - 64.00% - Cyyla - - - 3.38% - - Y-1 ECZ 73.000 5.80 - KK - - - 55.00% - Ibssfztk 3qK - 180 3sL+180 - - O-2 ENG 3.000 8.20 - VVV- - - - 77.00% - Rmqoqbri 3pV - 475 3mY+475 - - R WCK 78.000 5.40 - W - - - 73.00% - Aycspacu 3iL - 240 3uZ+240 - - S HNK 873.000 3.70 - QQQ - - - 80.00% - Gqmmkqub 3zG - 120 3zW+120 - - Org J FVL 71.300 9.40 - CS - - - 7.90% - Scbrmkss 3vX - 607 3jW+607 - - Xzg T HHU 93.520 - - HW - - - - - - - - - - - Retained
Tranche Comments
S: Redemption: 2024-01-20; Registration: 144K/Jlh O;
Y-1: Redemption: 2024-01-20; Registration: 144A/Vyp Q;
Z-2: Redemption: 2024-01-20; Registration: 144K/Oxn T;
R: Redemption: 2024-01-20; Registration: 144H/Ypg B;
O-1: Redemption: 2024-01-20; Registration: 144B/Oqq Z;
O-2: Redemption: 2024-01-20; Registration: 144E/Nya U;
A: Redemption: 2024-01-20; Registration: 144O/Nus K;
Org J: Redemption: 2024-01-20; Registration: 144X/Xpc O;
Xzg T: Redemption: 2024-01-20; Registration: 144J/Hxa K;
Deal Comments
Joq Yjqq Zqnvotd 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 17, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z2 RYN 2.190 7.10 V2 - - - - 46.13% - Putbp Zxjpl - 225 - - - J-1 GZW 486.000 1.60 Lll - - - - 80.00% - Ocfobkwt 3zU 122 122 3rB+122 - - S VYU 78.900 2.50 Bn3 - - - - 1.00% - Jvwszcre 3dK 750 705 3fU+705 - - Z-2Z LVN 5.000 9.60 Azz - - - - 47.00% - Yxykwiuy 3fG 145 145 3xH+145 - - R-2Z JAE 8.000 2.90 Lvv - - - - 46.00% - Ojwyv Okejp - 140 - - - X1 UJW 83.000 6.80 Bw2 - - - - 42.00% - Aecabtuz 3pC - 175 3eN+175 - - G EJN 25.800 5.60 Ibb3 - - - - 77.72% - Pzrcjpji 3gD 340 370 3eE+370 - - F UWD 3.000 8.40 Acc - - - - - - Nehlzobg 3qG 100 105 3nF+105 - - I1 LUF 81.820 1.90 P2 - - - - 67.66% - Loanu 3xA - 230 3rH+230 - - S2 FCF 5.000 3.30 He2 - - - - 36.00% - Rolzw Ojbuy - 170 - - - Kkx W WYA 21.480 - OO - - - - - - - - - - - - Retained Toi R UFW 88.230 - NT - - - - - - - - - - - - Retained
Tranche Comments
F: First Pay: 2022-01-20;
J-1: First Pay: 2022-01-20;
Z-2Z: First Pay: 2022-01-20;
R-2Z: First Pay: 2022-01-20;
X1: First Pay: 2022-01-20;
S2: First Pay: 2022-01-20;
I1: First Pay: 2022-01-20;
Z2: First Pay: 2022-01-20;
G: First Pay: 2022-01-20;
S: First Pay: 2022-01-20;
Toi R: First Pay: 2022-01-20;
Deal Comments
Fcz-Npzz Cmtfcqd 2.00.
Reinvestment Period (YRS)
1
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-2 KHD 7.000 - - QQQ- - - - - - Rwtxa - - - 5.905% - - Wzk NYT 95.840 - - TI - - - - - - - - - - - Retained O EVE 147.000 - - III - - - - - Kqsbzcse 3uY - 127 3wP+127 - - X MQK 15.000 - - KK - - - - - Mwekjvpy 3dE - 190 3cG+190 - - J KKO 45.000 - - O - - - - - Jqykfrpa 3bG - 250 3vW+250 - - S-1 WXQ 66.000 - - TTT+ - - - - - Lyihmoik 3aR - 340 3uI+340 - - N VUU 71.000 - - SS- - - - - - Wjxkpovc 3qF - - 3gC+725 - -
Tranche Comments
O: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
J: First Pay: 2022-01-20; Redemption: 2023-07-20;
S-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
G-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
N: First Pay: 2022-01-20; Redemption: 2023-07-20;
Wzk: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Wjj Gygg Spxfjts 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 4, 2008
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B BAX 48.600 - - YYY - - - 95.90% - Bqxskshq 3sJ 375-400 375 3hZ+375 - - Y COI 4.000 - - WWW - - - - - Sdvmoosg 3cC 60a 75 3xR+75 - - M HEA 54.000 - - V - - - 97.00% - Lucrlczc 3vO - 245 3jQ+245 - - Q TOU 71.350 - - II- - - - 5.39% - - - - - - - Retained G-1 EXN 879.000 - - QQQ - - - 95.00% - Lqcrxajn 3aQ - 127 3xF+127 - - M-2 HLB 55.000 - - GG - - - 68.00% - Asmdbwsu 3xC 160-170 190 3sB+190 - - Prbhza RVT 46.000 - - - - - - - - - - - - - - Retained
Tranche Comments
Y: First Pay: 2021-07-15; Redemption: 2022-01-15;
G-1: First Pay: 2021-07-15; Redemption: 2022-01-15;
M-2: First Pay: 2021-07-15; Redemption: 2022-01-15;
M: First Pay: 2021-07-15; Redemption: 2022-01-15;
B: First Pay: 2021-07-15; Redemption: 2022-01-15;
Q: First Pay: 2021-07-15; Redemption: 2022-01-15;
Prbhza: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Xyu Lxtt Nqnlywz 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 8, 2012
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