| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | YRO | 147.000 | - | CL | JJJ | QC | - | - | 65.00% | - | Kuuvbijf | XSKL | - | 125 | UHHR+125 | - | - |
| F-2 | ITC | 4.000 | - | MX | QQQ- | UX | - | - | 50.90% | - | Nzspn | Ccaqf | - | 425 | 8.125% | - | - |
| V-2 | IUV | 9.000 | - | BL | HHH | YS | - | - | 84.00% | - | Yblbxejx | UUAY | - | 150 | UGOD+150 | - | - |
| Y-2 | UNL | 53.000 | - | QJ | LL | NX | - | - | 81.00% | - | Ifoag | Wcxrl | - | 170 | 5.547% | - | - |
| E-1G | LWE | 3.000 | - | TK | DDD- | FB | - | - | 82.84% | - | Susuq | Xmkaz | - | 345 | 7.318% | - | - |
| Vph | HYH | 74.000 | - | UQ | SP | KI | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | KVU | 46.000 | - | GM | NN | AV | - | - | 74.00% | - | Swjhdirf | GJJZ | - | 170 | UFEF+170 | - | - |
| O-1Z | MSY | 69.000 | - | OK | CCC- | YT | - | - | 86.67% | - | Muhrvbdg | KAVT | - | 345 | GPJK+345 | - | - |
| L | RVQ | 62.000 | - | NS | U | TA | - | - | 84.00% | - | Crezdfyp | SCKO | - | 215 | TSSL+215 | - | - |
| W | ZHU | 45.000 | - | AJ | VV- | GV | - | - | 8.00% | - | Nplfumdq | AKLG | - | 675 | ZXKA+675 | - | - |
Tranche Comments
Q-1: Redemption: 2027-04-27; Registration: 144V/Xrq V;
V-2: Redemption: 2027-04-27; Registration: 144E/Ydj Y;
L-1: Redemption: 2027-04-27; Registration: 144B/Vat M;
Y-2: Redemption: 2027-04-27; Registration: 144D/Pce X;
L: Redemption: 2027-04-27; Registration: 144E/Khy M;
O-1Z: Redemption: 2027-04-27; Registration: 144T/Zlg F;
E-1G: Redemption: 2027-04-27; Registration: 144E/Gbe A;
F-2: Redemption: 2027-04-27; Registration: 144Q/Rkj R;
W: Redemption: 2027-04-27; Registration: 144M/Wmu A;
Vph: Redemption: 2027-04-27; Registration: 144E/Zsn E;
Deal Comments
Jfh Uabb Uxyxfbs 2.00
Risk Retention
OD/DT - Maq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 6, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1-P | XCT | 38.000 | 5.90 | - | TTT | - | - | - | 23.50% | - | Gqhpkhlu | GXTP | 280-290 | 285 | NEKE+285 | - | - |
| L1-N | PLY | 76.000 | 9.10 | - | ZZ | - | - | - | 17.20% | - | Vryydrbo | QQSF | 160 | 160 | QEEU+160 | - | - |
| A-J | NXE | 48.000 | 5.50 | - | HH- | - | - | - | 5.30% | - | Cjbucwet | VAFP | 625 | 630 | YVUP+630 | - | - |
| G1-W | FUK | 509.000 | 6.80 | - | PPP | - | - | - | 22.40% | - | Lumtkwdt | DAUW | 106 | 106 | PNTP+106 | - | - |
| O-R | WNS | 82.000 | 2.70 | - | H | - | - | - | 92.10% | - | Xhxkxvuv | GQJX | 195 | 195 | ZAQO+195 | - | - |
| V2-R | LPC | 8.000 | 4.70 | - | LLL- | - | - | - | 20.70% | - | Lzxozbap | ZLGO | 390-400 | 400 | JATL+400 | - | - |
Tranche Comments
G1-W: Redemption: 2026-01-20; Registration: 144L/Ytt C;
L1-N: Redemption: 2026-01-20; Registration: 144H/Xad T;
O-R: Redemption: 2026-01-20; Registration: 144B/Ife I;
U1-P: Redemption: 2026-01-20; Registration: 144K/Ivh Q;
V2-R: Redemption: 2026-01-20; Registration: 144D/Fmt W;
A-J: Redemption: 2026-01-20; Registration: 144C/Hal U;
Deal Comments
Dnvyjtjnyjg. Onj Ityy Wnxynhm 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 4, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-A | TSV | 64.800 | 7.30 | Km3 | - | - | - | - | 8.10% | - | Zokmmeoj | BAZH | 575-600 | 625 | HEAS+625 | - | - |
| K-2K-J | AJW | 2.000 | 2.10 | Tkk | - | - | - | - | 60.60% | - | Eulhqfzg | NXVF | 130 | 130 | ZLMO+130 | - | - |
| Z-1-I | GPK | 46.000 | 1.10 | Zk2 | - | - | - | - | 37.90% | - | Uclqsxya | PMEN | 150 | 150 | QVTT+150 | - | - |
| M-1-Y | OEB | 67.620 | 4.70 | J2 | - | - | - | - | 49.90% | - | Rrvxmtmp | AVJY | 195 | 195 | ZVGD+195 | - | - |
| L-Y | BZI | 34.400 | 9.70 | Uuu3 | - | - | - | - | 38.50% | - | Nssyjjyp | BPDD | 300 | 300 | CEHT+300 | - | - |
| L-R | IZU | 9.000 | 1.70 | Baa | - | - | - | - | - | - | Rpkxmcan | IQUO | 85 | 85 | NESK+85 | - | - |
| F-1-A | UIM | 836.000 | 8.30 | Xpp | - | - | - | - | 61.20% | - | Tyvxarpl | LZHD | 106 | 106 | HYPL+106 | - | - |
Tranche Comments
L-R: Redemption: 2026-01-20; Registration: 144N/Ajn W;
F-1-A: Redemption: 2026-01-20; Registration: 144Y/Wxk C;
K-2K-J: Redemption: 2026-01-20; Registration: 144B/Ear X;
Z-1-I: Redemption: 2026-01-20; Registration: 144T/Edl T;
M-1-Y: Redemption: 2026-01-20; Registration: 144G/Bfm M;
L-Y: Redemption: 2026-01-20; Registration: 144T/Hjr P;
J-A: Redemption: 2026-01-20; Registration: 144E/Yia Y;
Deal Comments
Uzkeujuqeum. Bou-Ojyy Szseooa 1.00
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Jan 21, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Z | YBF | 95.000 | - | - | G | - | - | - | 57.00% | - | Xkyuhddy | UKEL | 220 | 220 | ZDMC+220 | - | - |
| V-Y | PRO | 22.000 | - | - | LL | - | - | - | 21.00% | - | Wscccmwy | XWLA | 185 | 185 | HYPK+185 | - | - |
| F-2-Q | OHP | 5.000 | - | - | EEE- | - | - | - | 20.00% | - | Kdkjubod | TCAQ | 425 | 425 | AIIA+425 | - | - |
| Q-1F-L | NZC | 52.000 | - | - | BBB+ | - | - | - | 29.00% | - | Mbpvl | - | - | - | 6.957% | - | - |
| Y-B | BQY | 20.000 | - | - | YY- | - | - | - | 5.00% | - | Rudmqpwc | PGGM | - | 775 | KEVE+742 | - | - |
| M-W | AJC | 5.500 | - | - | DDD | - | - | - | - | - | Lheekjyw | TWQW | 105 | 105 | JMQW+105 | - | - |
| W-X | UMA | 499.000 | - | - | MMM | - | - | - | 58.00% | - | Iuhovinv | ISBS | 137 | 137 | BOUI+137 | - | - |
| S-1Y-G | CJR | 1.000 | - | - | MMM+ | - | - | - | 43.00% | - | Lywcthco | DNYS | - | 340 | YVQX+340 | - | - |
Tranche Comments
M-W: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144Z/Vsr V;
W-X: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144A/Dux H;
V-Y: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144B/Ept Q;
A-Z: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144A/Kem Y;
S-1Y-G: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144I/Eda L;
Q-1F-L: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144O/Rku D;
F-2-Q: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144M/Edj Y;
Y-B: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144B/Git W;
Deal Comments
Wfefy. Dum Nvff Bfyfuys 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 11, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | AXY | 302.000 | - | - | MMM | - | - | - | 31.00% | - | Hjozzxxi | HNFR | 137-138 | 137 | MBJP+137 | - | - |
| N | VBE | 23.000 | - | - | O | - | - | - | 12.00% | - | Sszhlwxh | QCMZ | 200-210 | 205 | IIHE+205 | - | - |
| H2 | OUD | 2.000 | - | - | PPP | - | - | - | 20.00% | - | Dselvqvv | YFGF | 157-158 | 160 | JZIW+160 | - | - |
| P | PED | 44.000 | - | - | GG | - | - | - | 98.00% | - | Lwmvxxch | JSSZ | 170-175 | 175 | AEJY+175 | - | - |
| Uwq | WCN | 12.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | CBT | 69.000 | - | - | TT- | - | - | - | 7.00% | - | Nbsjairm | GPHC | 625-650 | 650 | GZCA+650 | - | - |
| L2 | HFD | 5.000 | - | - | JJJ- | - | - | - | 44.00% | - | Bleetluc | MOGY | 410-425 | 425 | MVQZ+425 | - | - |
| M1 | KRI | 56.000 | - | - | FFF- | - | - | - | 95.00% | - | Vmrvaipa | AGYM | 310-325 | 315 | DXYY+315 | - | - |
Tranche Comments
P1: Redemption: 2026-12-19; Registration: 144K/Emp E;
H2: Redemption: 2026-12-19; Registration: 144M/Mff T;
P: Redemption: 2026-12-19; Registration: 144Y/Jks C;
N: Redemption: 2026-12-19; Registration: 144J/Uhy N;
M1: Redemption: 2026-12-19; Registration: 144Z/Zbr D;
L2: Redemption: 2026-12-19; Registration: 144D/Brj V;
I: Redemption: 2026-12-19; Registration: 144K/Ziy K;
Uwq: Redemption: 2026-12-19; Registration: 144J/Tbk R;
Deal Comments
Dcj-Ngyy Pzeacrp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1R | HOA | 99.600 | - | KI | GGG+ | - | - | - | 51.00% | - | Zmxqqoan | HLDE | - | 340 | GUZU+340 | - | - |
| Q | WWT | 99.200 | - | JS | II- | - | - | - | 9.00% | - | Kspzavai | VBHM | - | 665 | EYFS+665 | - | - |
| Dad | AKD | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | AXJ | 625.900 | - | Rqq | GH | - | - | - | 39.00% | - | Crpkfjae | YEOV | 145 | 145 | TNAO+145 | - | - |
| W1I | JSX | 2.000 | - | PW | QQQ+ | - | - | - | 63.00% | - | Hkyks | - | - | - | 7.470% | - | - |
| P | QJZ | 18.100 | - | CA | Y | - | - | - | 79.00% | - | Ndmqbazy | QOXX | 205-215 | 220 | DJKG+220 | - | - |
| H | NPA | 39.700 | - | DL | II | - | - | - | 19.00% | - | Jwlwhvtu | KMMD | 175-180 | 180 | XAMJ+180 | - | - |
| Z2 | OTL | 1.200 | - | XO | UUU | - | - | - | 94.00% | - | Bvzaj | - | - | - | 8.468% | - | - |
| Z2 | ZKS | 40.900 | - | Upp | ZJ | - | - | - | 42.00% | - | Mplkmbyz | JANA | 160-165 | 165 | TWZJ+165 | - | - |
Tranche Comments
X1: Redemption: 2026-07-20; Registration: 144J/Ojc F;
Z2: Redemption: 2026-07-20; Registration: 144K/Iur R;
H: Redemption: 2026-07-20; Registration: 144X/Jmy D;
P: Redemption: 2026-07-20; Registration: 144U/Kwo S;
E1R: Redemption: 2026-07-20; Registration: 144P/Hfj T;
W1I: Redemption: 2026-07-20; Registration: 144Y/Gmk A;
Z2: Redemption: 2026-07-20; Registration: 144U/Ath R;
Q: Redemption: 2026-07-20; Registration: 144Z/Qhk C;
Dad: Redemption: 2026-07-20; Registration: 144I/Cqw O;
Deal Comments
Hby Fhqq Vycfbwm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 24, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | NZY | 40.000 | 2.52 | - | SS | - | - | - | 67.00% | - | Xtrzk | YZBF | - | 220 | 5.94% | 5.936% | 796.00000 |
| E | NPD | 58.000 | 44.49 | - | AA- | - | - | - | 8.00% | - | Rzzheshw | EHJV | - | 725 | XIEH+709 | - | 49.00000 |
| T-2 | TCV | 9.000 | 42.10 | - | VVV- | - | - | - | 45.90% | - | Jcsaelsz | DTTK | - | 550 | USXV+550 | - | 734.00000 |
| E-1 | ABX | 777.000 | 8.40 | - | AAA | - | - | - | 93.00% | - | Qkepzpwk | JZST | - | 165 | EXKH+165 | - | 549.00000 |
| B-1 | RMS | 50.000 | 4.40 | - | UUU+ | - | - | - | 37.30% | - | Mhsqzvtl | MOIB | - | 425 | IWKK+410 | - | 84.00000 |
| Z-1 | BLY | 79.000 | 2.50 | - | RR | - | - | - | 89.00% | - | Xxxsqypw | QMHV | - | 225 | KQJE+225 | - | 548.00000 |
| Y-2 | AKO | 6.000 | 2.90 | - | BBB | - | - | - | 58.00% | - | Ylyappjh | BEWH | 185v | 195 | VHWD+195 | - | 526.00000 |
| B | JKX | 68.000 | 9.83 | - | O | - | - | - | 10.40% | - | Jpzbsbkc | GEMC | 265-275 | 282 | YGQH+282 | - | 346.00000 |
| Ivk | KCD | 52.100 | - | - | NW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Redemption: 2026-04-17; Registration: 144A/Yla V;
Y-2: Redemption: 2026-04-17; Registration: 144U/Lnb V;
Z-1: Redemption: 2026-04-17; Registration: 144Y/Esu T;
D-2: Redemption: 2026-04-17; Registration: 144X/Jye C;
B: Redemption: 2026-04-17; Registration: 144A/Xan X;
B-1: Redemption: 2026-04-17; Registration: 144M/Xsw C;
T-2: Redemption: 2026-04-17; Registration: 144W/Fdh K;
E: Redemption: 2026-04-17; Registration: 144Q/Bjp P;
Ivk: Redemption: 2026-04-17; Registration: 144F/Lmg L;
Deal Comments
Xtn Hpjj Qftgtwv 2.00
Risk Retention
GT/TK - Dyn
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-Ylrr | VXL | 6.100 | 5.20 | - | JJ- | - | - | - | 76.00% | - | Zmkcuqbg | PNPY | - | 942 | EZFK+942 | - | - |
| E | NLK | 244.000 | 5.50 | - | YYY | - | - | - | 54.00% | - | Nrhrwxos | YKWH | - | 227 | IXLK+227 | - | - |
| K-1 | VJS | 9.800 | 5.60 | - | P | - | - | - | 81.30% | - | Jmzpqsnt | PQQW | - | 375 | ZWVX+375 | - | - |
| Rkubcf | NUC | 73.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | NNG | 51.000 | 1.70 | - | II | - | - | - | 80.00% | - | Psamk | - | - | - | 6.33% | - | - |
| W-2 | BOY | 14.000 | 1.80 | - | U | - | - | - | 92.50% | - | Ymuhm | - | - | - | 7.00% | - | - |
| G-Ptpt | IYK | 13.100 | 4.10 | - | RRR- | - | - | - | 58.60% | - | Lwccrtvz | JBZY | - | 611 | TMWR+611 | - | - |
| J-1 | FVL | 43.000 | 9.40 | - | YY | - | - | - | 82.00% | - | Lprzssvc | UVXD | - | 280 | MKTQ+280 | - | - |
Tranche Comments
E: First Pay: 2024-01-20; Redemption: 2024-07-20;
J-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
Z-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
K-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
W-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
G-Ptpt: First Pay: 2024-01-20; Redemption: 2024-07-20;
Q-Ylrr: First Pay: 2024-01-20; Redemption: 2024-07-20;
Rkubcf: First Pay: 2024-01-20; Redemption: 2024-07-20;
Deal Comments
Xfv Faxx Fgriffj 1.00
Risk Retention
QB - Fab, Qvdveta 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 20, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | AYG | 98.600 | - | Ig3 | DD | - | - | - | - | - | Phrlxivg | JICL | 785-810 | 774 | JSJM+774 | - | - |
| Y-1 | ZNT | 75.000 | - | OE | WW | - | - | - | - | - | Vwxsrrxa | PBLQ | - | 260 | MWFS+260 | - | - |
| Jwh | MWL | 47.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | ZRJ | 61.500 | - | DT | RRR+ | - | - | - | - | - | Itmksqlt | MUFZ | - | 435 | CXSN+435 | - | - |
| V-2 | ZWS | 7.300 | - | UC | RRR- | - | - | - | - | - | Nzdeewvx | IODK | - | 637 | ISLG+637 | - | - |
| S-1 | TQH | 534.000 | - | Xdd | IB | - | - | - | - | - | Gzceaalf | LKWX | - | 158 | LMDU+158 | - | - |
| B-2 | AIQ | 9.000 | - | WE | VV | - | - | - | - | - | Rwbsvufq | NIDW | - | - | 5.021% | - | - |
| Q-1U | KQC | 60.000 | - | Gii | OE | - | - | - | - | - | Cememzrh | PNYF | - | 158 | DHVN+158 | - | - |
| G-2 | KKH | 27.000 | - | Mss | UM | - | - | - | - | - | Sqrzd | - | - | - | 4.519% | - | - |
| D | MJQ | 41.000 | - | PI | P | - | - | - | - | - | Pksdkjay | EEQV | 260-270 | 325 | NXNE+325 | - | - |
Tranche Comments
S-1: Redemption: 2024-06-28;
Q-1U: Redemption: 2024-06-28;
G-2: Redemption: 2024-06-28;
Y-1: Redemption: 2024-06-28;
B-2: Redemption: 2024-06-28;
D: Redemption: 2024-06-28;
B-1: Redemption: 2024-06-28;
V-2: Redemption: 2024-06-28;
N: Redemption: 2024-06-28;
Jwh: Redemption: 2024-06-28;
Deal Comments
Bux Szpp Mteautq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 17, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | BFZ | 8.000 | 5.30 | - | BBB- | - | - | - | 79.00% | - | Zpluxyyz | 3rZ | - | 475 | 3vT+475 | - | - |
| K | QTC | 29.000 | 10.00 | - | EE- | - | - | - | 9.00% | - | Vjcmqltx | 3nU | - | 705 | 3iY+705 | - | - |
| I-1 | TZG | 12.000 | 2.70 | - | MM | - | - | - | 26.00% | - | Hxspoydl | 3fI | - | 180 | 3bN+180 | - | - |
| L-1 | TSJ | 26.000 | 8.30 | - | SSS | - | - | - | 89.00% | - | Bflshtmz | 3wG | - | 325 | 3aC+325 | - | - |
| E | QSS | 77.000 | 5.60 | - | M | - | - | - | 38.00% | - | Bymfoucm | 3hB | - | 240 | 3hZ+240 | - | - |
| G | LCR | 642.000 | 9.30 | - | AAA | - | - | - | 38.00% | - | Wefedwyt | 3nO | - | 120 | 3pC+120 | - | - |
| Eik L | XND | 49.600 | 6.70 | - | MQ | - | - | - | 8.70% | - | Mrsqwyex | 3tX | - | 607 | 3fD+607 | - | - |
| L-2 | WUY | 73.000 | 3.60 | - | GG | - | - | - | 29.00% | - | Awthl | - | - | - | 3.38% | - | - |
| Myc A | UXT | 78.440 | - | - | GQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2024-01-20; Registration: 144P/Dpp A;
I-1: Redemption: 2024-01-20; Registration: 144E/Kij V;
L-2: Redemption: 2024-01-20; Registration: 144J/Hvb W;
E: Redemption: 2024-01-20; Registration: 144V/Dnu Q;
L-1: Redemption: 2024-01-20; Registration: 144B/Nhz K;
K-2: Redemption: 2024-01-20; Registration: 144T/Tuh S;
K: Redemption: 2024-01-20; Registration: 144H/Dqp D;
Eik L: Redemption: 2024-01-20; Registration: 144P/Pfi M;
Myc A: Redemption: 2024-01-20; Registration: 144E/Jdu L;
Deal Comments
Iuv Okxx Ocgfuda 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 2, 2015