Financial Statements
|
Page
|
Consolidated Statement of Assets and Liabilities
|
2
|
Consolidated Summary Schedule of Investments
|
3
|
Consolidated Statement of Operations
|
5
|
Consolidated Statements of Changes in Partners’ Capital
|
6
|
Consolidated Statement of Cash Flows
|
7
|
Consolidated Financial Highlights
|
8
|
Notes to Consolidated Financial Statements
|
11
|
Additional Information
|
26
|
Assets:
|
||||
Investments at fair value (cost $156,773,827)
|
$
|
183,193,040
|
||
Receivable from PennyMac Loan Services, LLC
|
15,069,356
|
|||
Other assets
|
3,322,224
|
|||
Total assets
|
201,584,620
|
|||
Liabilities:
|
||||
Asset-backed financing at fair value (proceeds $74,658,100)
|
74,672,306
|
|||
Payable to PennyMac Loan Services, LLC
|
632,960
|
|||
Accrued expenses
|
397,765
|
|||
Payable to Investment Manager
|
230,215
|
|||
Other liabilities
|
227,078
|
|||
Total liabilities
|
76,160,324
|
|||
Partners' capital
|
$
|
125,424,296
|
||
Partners' capital consists of:
|
||||
Non-controlling Interest
|
$
|
23,727,735
|
||
General Partner
|
42,432,685
|
|||
Limited Partner
|
59,263,876
|
|||
Total partners' capital
|
$
|
125,424,296
|
||
INVESTMENTS - 146%*
|
||||||||||||||
INVESTMENTS IN NONAFFILIATES - 133%*
|
||||||||||||||
Description
|
Note
interest rate |
Maturity
date
|
State
|
Principal
amount |
Fair
value |
|||||||||
Mortgage loans
|
||||||||||||||
Mortgage Loan ID#1000043954**
|
5.25
|
%
|
5/1/2037
|
FL
|
$
|
2,230,825
|
$
|
1,814,734
|
||||||
Mortgage Loan ID#1000043569**
|
3.13
|
%
|
9/1/2036
|
CA
|
1,506,793
|
1,335,097
|
||||||||
Mortgage Loan ID#1000015063**
|
7.38
|
%
|
9/1/2036
|
FL
|
1,350,000
|
1,221,972
|
||||||||
Mortgage Loan ID#1000028984**
|
3.00
|
%
|
6/1/2056
|
CA
|
1,348,206
|
1,003,727
|
||||||||
Mortgage Loan ID#1000043880**
|
3.00
|
%
|
2/1/2035
|
OR
|
1,387,425
|
931,799
|
||||||||
Mortgage Loan ID#1000002193
|
6.88
|
%
|
5/1/2037
|
DC
|
990,000
|
908,634
|
||||||||
Mortgage Loan ID#1000015179**
|
4.25
|
%
|
10/1/2043
|
CT
|
873,780
|
731,823
|
||||||||
Mortgage Loan ID#1000035099**
|
6.00
|
%
|
7/1/2037
|
NY
|
999,000
|
697,943
|
||||||||
Mortgage Loan ID#1000016663**
|
6.88
|
%
|
5/1/2037
|
OR
|
799,863
|
693,208
|
||||||||
Mortgage Loan ID#1000002189
|
5.13
|
%
|
8/1/2055
|
NY
|
1,019,114
|
660,827
|
||||||||
Mortgage Loan ID#1000016006**
|
7.15
|
%
|
2/1/2037
|
NY
|
641,150
|
642,515
|
||||||||
Mortgage Loan ID#1000029387**
|
8.25
|
%
|
6/1/2037
|
NY
|
600,000
|
630,000
|
||||||||
Mortgage Loan ID#1000035343**
|
6.50
|
%
|
12/1/2043
|
CA
|
890,860
|
616,006
|
||||||||
Mortgage Loan ID#1000043694**
|
3.38
|
%
|
3/1/2056
|
CT
|
771,808
|
611,182
|
||||||||
Mortgage Loan ID#1000043772**
|
5.88
|
%
|
7/1/2037
|
FL
|
920,218
|
609,883
|
||||||||
Mortgage Loan ID#1000015520**
|
8.00
|
%
|
11/1/2037
|
GA
|
1,000,000
|
606,217
|
||||||||
Mortgage Loan ID#1000043744**
|
3.50
|
%
|
8/1/2055
|
CA
|
887,676
|
578,143
|
||||||||
Mortgage Loan ID#1000034768**
|
3.25
|
%
|
4/1/2036
|
NY
|
644,039
|
576,158
|
||||||||
Mortgage Loan ID#1000016833**
|
6.50
|
%
|
10/1/2037
|
NY
|
645,282
|
554,990
|
||||||||
Mortgage Loan ID#1000002384
|
3.13
|
%
|
11/1/2045
|
DC
|
738,636
|
549,363
|
||||||||
Mortgage Loan ID#1000001411
|
3.00
|
%
|
7/1/2047
|
CA
|
832,829
|
546,394
|
||||||||
Mortgage Loan ID#1000026020**
|
4.00
|
%
|
6/1/2037
|
CA
|
550,425
|
546,311
|
||||||||
Mortgage Loan ID#1000029315**
|
4.00
|
%
|
4/1/2037
|
CA
|
618,984
|
518,905
|
||||||||
Mortgage Loan ID#1000026032**
|
4.00
|
%
|
12/1/2036
|
HI
|
420,101
|
509,686
|
||||||||
Mortgage Loan ID#1000026795**
|
3.00
|
%
|
1/1/2049
|
CA
|
563,607
|
501,326
|
||||||||
Mortgage Loan ID#1000000557**
|
6.90
|
%
|
3/1/2037
|
NJ
|
990,473
|
489,599
|
||||||||
Mortgage Loan ID#1000026305**
|
5.88
|
%
|
10/1/2036
|
CA
|
594,045
|
487,151
|
||||||||
Mortgage Loan ID#1000001651
|
3.00
|
%
|
5/1/2055
|
FL
|
1,439,522
|
477,797
|
||||||||
Mortgage Loan ID#1000034934**
|
2.00
|
%
|
6/1/2054
|
NY
|
732,839
|
475,919
|
||||||||
Mortgage Loan ID#1000026350**
|
6.50
|
%
|
4/1/2037
|
NY
|
719,176
|
475,591
|
||||||||
Mortgage Loan ID#1000002404
|
3.44
|
%
|
9/1/2036
|
NY
|
755,396
|
474,784
|
||||||||
Mortgage Loan ID#1000043559**
|
2.88
|
%
|
8/1/2045
|
VA
|
622,790
|
465,586
|
||||||||
Mortgage Loan ID#1000043885**
|
5.50
|
%
|
12/1/2055
|
MA
|
519,033
|
454,464
|
||||||||
Mortgage Loan ID#1000035850**
|
2.00
|
%
|
4/1/2055
|
NY
|
688,854
|
454,427
|
||||||||
Mortgage Loan ID#1000038435**
|
5.38
|
%
|
2/1/2056
|
CA
|
526,418
|
454,133
|
||||||||
Mortgage Loan ID#1000025998**
|
3.00
|
%
|
12/1/2053
|
CA
|
574,591
|
453,759
|
||||||||
Mortgage Loan ID#1000002184
|
2.00
|
%
|
5/1/2054
|
NY
|
763,182
|
452,040
|
||||||||
Mortgage Loan ID#1000002180
|
2.00
|
%
|
8/1/2055
|
NY
|
768,935
|
450,783
|
||||||||
Mortgage Loan ID#1000000560**
|
6.80
|
%
|
1/1/2037
|
NY
|
613,522
|
449,690
|
||||||||
Mortgage Loan ID#1000027234**
|
2.00
|
%
|
1/1/2050
|
NY
|
666,598
|
440,944
|
||||||||
Other**
|
206,520,195
|
118,955,842
|
||||||||||||
240,726,190
|
144,509,352
|
|||||||||||||
Principal
|
Fair
|
||||||||
Description
|
State
|
amount
|
value
|
||||||
Real estate acquired in settlement of loans
|
|||||||||
Property ID#1000043536**
|
MN
|
$
|
860,000
|
$
|
845,000
|
||||
Property ID#1000027733**
|
IL
|
573,920
|
640,000
|
||||||
Property ID#1000027525
|
NJ
|
554,549
|
620,000
|
||||||
Property ID#1000001643**
|
FL
|
621,672
|
610,000
|
||||||
Property ID#1000027182**
|
NV
|
649,095
|
598,000
|
||||||
Property ID#1000026843
|
CA
|
536,000
|
560,000
|
||||||
Property ID#1002229087**
|
GA
|
545,063
|
475,000
|
||||||
Property ID#1000043755
|
MN
|
478,088
|
475,000
|
||||||
Property ID#1000001655**
|
NY
|
648,000
|
455,000
|
||||||
Property ID#1000016184
|
NJ
|
440,000
|
450,000
|
||||||
Other**
|
21,684,550
|
17,011,776
|
|||||||
27,590,937
|
22,739,776
|
||||||||
TOTAL INVESTMENTS IN NONAFFILIATES (Cost $140,829,915)
|
268,317,127
|
167,249,128
|
|||||||
INVESTMENTS IN AFFILIATES - 13%*
|
Name of Issuer
|
Shares
|
Fair value
|
||||||
Short-Term Investment
|
||||||||
BlackRock Liquidity Funds: TempFund Institutional Shares ^
|
$
|
15,943,912
|
$
|
15,943,912
|
||||
TOTAL INVESTMENTS IN AFFILIATES (Cost $15,943,912)
|
15,943,912
|
15,943,912
|
||||||
TOTAL INVESTMENTS (Cost $156,773,827)
|
$ |
183,193,912
|
LIABILITIES - 60%*
|
|
||||||||||||
Description
|
Note
interest rate |
Maturity
date |
Principal
amount
|
Fair
value
|
|||||||||
Asset-backed financing
|
|||||||||||||
PNMAC 2015-NPL1 A-1-144A ^
|
4.00
|
%
|
3/25/2055
|
$
|
74,765,763
|
$
|
74,672,306
|
||||||
TOTAL LIABILITIES (Proceeds $74,658,100)
|
74,765,763
|
74,672,306
|
|||||||||||
Other assets in excess of other liabilities - 13%*
|
16,903,562
|
||||||||||||
TOTAL PARTNERS' CAPITAL - 100%*
|
$
|
125,424,296
|
* Percentages are stated as a percent of partners’ capital
|
|||||||||||||
** Pledged as collateral for asset-backed financing, including $81,807,484 of $118,955,842 other mortgage loans and $13,174,890 of $17,011,776 other real estate acquired in settlement of loans (See Note 5)
|
|||||||||||||
^ Investment represents securities held or issued by related parties
|
|||||||||||||
All investments are in the United States of America.
|
Investment income
|
||||
Interest from mortgage loans
|
$
|
14,000,858
|
||
Home Affordable Modification Program incentives
|
268,584
|
|||
Dividends from related party-
|
||||
BlackRock Liquidity Funds: Tempfund Institutional Shares
|
43,733
|
|||
Other
|
20,704
|
|||
Total investment income
|
14,333,879
|
|||
|
||||
Expenses:
|
||||
Collection and liquidation expenses
|
2,668,210
|
|||
Interest on asset-backed financing
|
1,646,281
|
|||
Mortgage loan servicing fees to PennyMac Loan Services, LLC
|
1,092,960
|
|||
Investment advisory fees to PennyMac Capital Management, LLC
|
485,783
|
|||
Other mortgage loan servicing expenses
|
284,906
|
|||
Professional fees
|
177,242
|
|||
Directors' fees and expenses
|
141,105
|
|||
Administration fees
|
112,908
|
|||
Insurance
|
85,233
|
|||
Custodian fees
|
30,919
|
|||
Taxes
|
22,133
|
|||
Trustee fees
|
21,672
|
|||
Collateral valuation
|
17,606
|
|||
Investment software licensing
|
13,970
|
|||
Mortgage loan accounting fees
|
11,218
|
|||
Registration fees
|
7,720
|
|||
Total expenses before mortgage loan servicing fee rebate
|
6,819,866
|
|||
Mortgage loan servicing fee rebate from PennyMac Loan Services, LLC
|
(148,183
|
)
|
||
Net expenses
|
6,671,683
|
|||
Net investment income
|
7,662,196
|
|||
Net realized loss and change in unrealized (loss) gain on investments
and asset-backed financing:
|
||||
Net realized loss on investments
|
(7,203,011
|
)
|
||
Net change in unrealized gain on investments
|
3,549,134
|
|||
Net change in unrealized loss on asset-backed financing
|
(774,959
|
)
|
||
Net realized loss and change in unrealized (loss) gain on investments
|
||||
and asset-backed financing
|
(4,428,836
|
)
|
||
Net increase in partners' capital resulting from operations
|
3,233,360
|
|||
Less: increase in partners' capital resulting from operations attributable to
|
||||
Non-controlling Interest
|
237,764
|
|||
Net increase in partners' capital resulting from operations attributable to
|
||||
General and Limited Partners
|
$
|
2,995,596
|
|
Non-controlling
|
General
|
Limited
|
|||||||||||||
|
Interest
|
Partner
|
Partner
|
Total
|
||||||||||||
|
||||||||||||||||
Partners' capital, January 1, 2015
|
$
|
26,764,463
|
$
|
40,772,973
|
$
|
228,041,135
|
$
|
295,578,571
|
||||||||
Distributions
|
(4,478,266
|
)
|
-
|
(149,470,693
|
)
|
(153,948,959
|
)
|
|||||||||
Increase in partners' capital from operations:
|
||||||||||||||||
Net investment income
|
5,490,685
|
140
|
9,456,412
|
14,947,237
|
||||||||||||
Net realized (loss) gain on investments
|
(1,779,226
|
)
|
49
|
3,962,650
|
2,183,473
|
|||||||||||
Net change in unrealized gain on investments
|
(1,077,359
|
)
|
(92
|
)
|
(7,472,362
|
)
|
(8,549,813
|
)
|
||||||||
Net change in unrealized gain on asset-backed financing
|
-
|
9
|
760,744
|
760,753
|
||||||||||||
Net change in Carried Interest
|
-
|
1,122,441
|
(1,122,441
|
)
|
-
|
|||||||||||
Net increase in partners' capital from operations
|
2,634,100
|
1,122,547
|
5,585,003
|
9,341,650
|
||||||||||||
|
||||||||||||||||
Partners' capital, December 31, 2015
|
24,920,297
|
41,895,520
|
84,155,445
|
150,971,262
|
||||||||||||
Distributions
|
(1,430,326
|
)
|
-
|
(27,350,000
|
)
|
(28,780,326
|
)
|
|||||||||
Increase in partners' capital from operations:
|
||||||||||||||||
Net investment income
|
1,987,806
|
137
|
5,674,253
|
7,662,196
|
||||||||||||
Net realized loss on investments
|
(541,368
|
)
|
(151
|
)
|
(6,661,492
|
)
|
(7,203,011
|
)
|
||||||||
Net change in unrealized (loss) gain on investments
|
(1,208,674
|
)
|
108
|
4,757,700
|
3,549,134
|
|||||||||||
Net change in unrealized loss on asset-backed financing
|
-
|
(18
|
)
|
(774,941
|
)
|
(774,959
|
)
|
|||||||||
Net change in Carried Interest
|
-
|
537,089
|
(537,089
|
)
|
-
|
|||||||||||
Net increase in partners' capital from operations
|
237,764
|
537,165
|
2,458,431
|
3,233,360
|
||||||||||||
|
||||||||||||||||
Partners' capital, June 30, 2016
|
$
|
23,727,735
|
$
|
42,432,685
|
$
|
59,263,876
|
$
|
125,424,296
|
Cash flows from operating activities:
|
||||
|
||||
Net increase in partners' capital resulting from operations
|
$
|
3,233,360
|
||
|
||||
Adjustments to reconcile net increase in partners' capital resulting
|
||||
from operations to net cash provided by operating activities:
|
||||
|
||||
Accrual of unearned discount on mortgage loans
|
(8,827,072
|
)
|
||
Capitalization of interest on mortgage loans
|
(3,564,595
|
)
|
||
Net realized loss on investments
|
7,203,011
|
|||
Net change in unrealized gain on investments
|
(3,549,134
|
)
|
||
Net change in unrealized loss on asset-backed financing
|
774,959
|
|||
Principal repayments on mortgage loans
|
5,171,519
|
|||
Sales of real estate acquired in settlement of loans
|
14,306,698
|
|||
Net change in short-term investment
|
27,287,262
|
|||
Changes in other assets and liabilities:
|
||||
Increase in receivable from PennyMac Loan Services, LLC
|
(547,042
|
)
|
||
Decrease in other assets
|
220,414
|
|||
Decrease in payable to PennyMac Loan Services, LLC
|
(93,793
|
)
|
||
Decrease in accrued expenses
|
(17,374
|
)
|
||
Decrease in payable to Investment Manager
|
(87,069
|
)
|
||
Increase in other liabilities
|
1,233
|
|||
Net cash provided by operating activities
|
41,512,377
|
|||
|
||||
Cash flows from financing activities:
|
||||
Repayment of asset-backed financing
|
(12,732,051
|
)
|
||
Distributions to Non-controlling Interest
|
(1,430,326
|
)
|
||
Distributions to Limited Partner
|
(27,350,000
|
)
|
||
Net cash used in financing activities
|
(41,512,377
|
)
|
||
|
||||
Net change in cash
|
-
|
|||
|
||||
Cash at beginning of period
|
-
|
|||
Cash at end of period
|
$
|
-
|
||
|
||||
|
||||
Supplemental cash flow information:
|
||||
Cash paid for interest on asset-backed financing
|
$
|
1,645,047
|
For the six months ended June 30, 2016
|
||||||||||||
|
General
Partner (1) |
Limited
Partner |
Total
|
|||||||||
Total Return (2)(3)
|
||||||||||||
Before Carried Interest
|
3.49
|
%
|
5.04
|
%
|
5.04
|
%
|
||||||
Carried Interest (4)
|
1.31
|
%
|
-0.92
|
%
|
-
|
|||||||
After Carried Interest
|
4.80
|
%
|
4.12
|
%
|
5.04
|
%
|
||||||
|
||||||||||||
Internal rate of return (5)
|
285.92
|
%
|
9.81
|
%
|
11.27
|
%
|
||||||
|
||||||||||||
Ratio of net investment income to weighted average partners capital (6)
|
12.37
|
%
|
18.82
|
%
|
18.82
|
%
|
||||||
|
||||||||||||
Ratio of expenses to weighted average partners' capital (1)(6)
|
12.05
|
%
|
20.81
|
%
|
20.81
|
%
|
||||||
Carried Interest
|
-24,143.40
|
%
|
0.89
|
%
|
-
|
|||||||
Ratio of expenses and carried interest to weighted average partners' capital
|
-24,131.35
|
%
|
21.70
|
%
|
20.81
|
%
|
||||||
|
||||||||||||
Partners' capital, end of period
|
$
|
42,432,685
|
$
|
59,263,876
|
$
|
101,696,561
|
||||||
Portfolio turnover rate (3)
|
0.00
|
%
|
||||||||||
|
||||||||||||
For the year ended December 31, 2015
|
||||||||||||
|
General
Partner (1) |
Limited
Partner |
Total
|
|||||||||
Total Return (2)
|
||||||||||||
Before Carried Interest
|
5.09
|
%
|
5.43
|
%
|
5.43
|
%
|
||||||
Carried Interest (4)
|
2.70
|
%
|
-0.89
|
%
|
-
|
|||||||
After Carried Interest
|
7.79
|
%
|
4.54
|
%
|
5.43
|
%
|
||||||
|
||||||||||||
Internal rate of return (5)
|
322.00
|
%
|
9.83
|
%
|
11.36
|
%
|
||||||
|
||||||||||||
Ratio of net investment income to weighted average
|
||||||||||||
partners capital
|
6.55
|
%
|
7.49
|
%
|
7.49
|
%
|
||||||
|
||||||||||||
Ratio of expenses to weighted average partners' capital (1)
|
6.29
|
%
|
10.09
|
%
|
10.09
|
%
|
||||||
Carried Interest
|
-52,330.73
|
%
|
0.89
|
%
|
-
|
|||||||
Ratio of expenses and carried interest to weighted average partners' capital
|
-52,324.44
|
%
|
10.98
|
%
|
10.09
|
%
|
||||||
|
||||||||||||
Partners' capital, end of year
|
$
|
41,895,520
|
$
|
84,155,445
|
$
|
126,050,965
|
||||||
Portfolio turnover rate
|
0.00
|
%
|
For the year ended December 31, 2014
|
||||||||||||
|
General
|
Limited
|
||||||||||
|
Partner (1)
|
Partner
|
Total
|
|||||||||
Total Return (2)
|
||||||||||||
Before Carried Interest
|
6.67
|
%
|
5.39
|
%
|
5.39
|
%
|
||||||
Carried Interest (4)
|
1.47
|
%
|
-0.36
|
%
|
-
|
|||||||
After Carried Interest
|
8.14
|
%
|
5.03
|
%
|
5.39
|
%
|
||||||
|
||||||||||||
Internal rate of return (5)
|
426.38
|
%
|
10.15
|
%
|
11.85
|
%
|
||||||
|
||||||||||||
Ratio of net investment income to weighted average
|
||||||||||||
partners capital
|
9.92
|
%
|
9.38
|
%
|
9.38
|
%
|
||||||
|
||||||||||||
Ratio of expenses to weighted average partners' capital (1)
|
2.81
|
%
|
4.41
|
%
|
4.41
|
%
|
||||||
Carried Interest
|
-151,179.28
|
%
|
1.00
|
%
|
-
|
|||||||
Ratio of expenses and carried interest to weighted average
|
||||||||||||
partners' capital
|
-151,176.47
|
%
|
5.41
|
%
|
4.41
|
%
|
||||||
|
||||||||||||
Partners' capital, end of year
|
$
|
40,772,973
|
$
|
228,041,135
|
$
|
268,814,108
|
||||||
Portfolio turnover rate
|
0.00
|
%
|
||||||||||
|
||||||||||||
For the year ended December 31, 2013
|
||||||||||||
|
General
|
Limited
|
||||||||||
|
Partner (1)
|
Partner
|
Total
|
|||||||||
Total Return (2)
|
||||||||||||
Before Carried Interest
|
14.95
|
%
|
13.86
|
%
|
13.86
|
%
|
||||||
Carried Interest (4)
|
11.63
|
%
|
-1.40
|
%
|
-
|
|||||||
After Carried Interest
|
26.58
|
%
|
12.46
|
%
|
13.86
|
%
|
||||||
|
||||||||||||
Internal rate of return (5)
|
605.95
|
%
|
10.79
|
%
|
12.72
|
%
|
||||||
|
||||||||||||
Ratio of net investment income to weighted average
|
||||||||||||
partners capital
|
2.18
|
%
|
0.86
|
%
|
0.86
|
%
|
||||||
|
||||||||||||
Ratio of expenses to weighted average partners' capital (1)
|
0.31
|
%
|
1.68
|
%
|
1.68
|
%
|
||||||
Carried Interest
|
-430,447.69
|
%
|
2.44
|
%
|
-
|
|||||||
Ratio of expenses and carried interest to weighted average
|
||||||||||||
partners' capital
|
-430,447.38
|
%
|
4.12
|
%
|
1.68
|
%
|
||||||
|
||||||||||||
Partners' capital, end of year
|
$
|
37,704,608
|
$
|
304,323,367
|
$
|
342,027,975
|
||||||
Portfolio turnover rate
|
0.00
|
%
|
|
||||||||||||
For the year ended December 31, 2012
|
||||||||||||
|
General
|
Limited
|
||||||||||
|
Partner (1)
|
Partner
|
Total
|
|||||||||
Total Return (2)
|
||||||||||||
Before Carried Interest
|
9.13
|
%
|
7.70
|
%
|
7.70
|
%
|
||||||
Carried Interest (3)
|
12.58
|
%
|
-0.97
|
%
|
-
|
|||||||
After Carried Interest
|
21.71
|
%
|
6.73
|
%
|
7.70
|
%
|
||||||
|
||||||||||||
Internal rate of return (4)
|
944.06
|
%
|
10.54
|
%
|
12.55
|
%
|
||||||
|
||||||||||||
Ratio of net investment income to weighted average
|
||||||||||||
partners capital
|
8.44
|
%
|
6.57
|
%
|
6.57
|
%
|
||||||
|
||||||||||||
Ratio of expenses to weighted average partners' capital (1)
|
0.83
|
%
|
2.30
|
%
|
2.30
|
%
|
||||||
Carried Interest
|
-327,857.36
|
%
|
1.39
|
%
|
-
|
|||||||
Ratio of expenses and carried interest to weighted average
|
||||||||||||
partners' capital
|
-327,856.53
|
%
|
3.69
|
%
|
2.30
|
%
|
||||||
|
||||||||||||
Partners' capital, end of year
|
$
|
29,786,420
|
$
|
331,483,559
|
$
|
361,269,979
|
||||||
Portfolio turnover rate
|
15.00
|
%
|
(1) In accordance with the Limited Partnership Agreement of the Master Fund, not all expenses are allocated to the General Partner (see Note 8).
(2) Total return is calculated for each partner class taken as a whole. An investor’s return may vary from these returns based on different fee arrangements (as applicable) and the timing of capital transactions.
(3) The Carried Interest is allocated (and subsequently distributed) by the Master Fund to the General Partner as allocable shares of the Master Fund’s gains.
(4) Internal rate of return is computed based on the actual dates of the cash inflows (capital contributions), outflows (distributions), with the exception of distributions declared but not paid, net of carried interest on a life-to date basis.
(5) Annualized.
(6) Not annualized.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
· | PNMAC Mortgage Co. Funding, LLC is a wholly owned limited liability company that acquires, holds and works out distressed U.S. residential mortgage loans and holds mortgage-backed securities resulting from securitization of such mortgage loans. |
· | PNMAC Mortgage Co. LLC is a wholly owned limited liability company that acquires, holds and works out distressed U.S. residential mortgage loans. |
· | PNMAC Mortgage Co (FI), LLC is an investment company that was formed to pool investor capital and take an interest in the proceeds of FNBN I, LLC (“FNBN”). FNBN is a limited liability company formed to own a pool of residential mortgage loans in a transaction with the Federal Deposit Insurance Corporation (the “FDIC”). |
· | The objective for performing mortgage loans is value enhancement through effective “high touch” servicing, which is based on significant levels of borrower outreach and contact, and the ability to implement long-term, sustainable mortgage loan modification and restructuring programs that address borrowers’ ability and willingness to pay their mortgage loans. Once the Master Fund has improved the credit quality of a mortgage loan, the Master Fund may monetize the enhanced fair value through various disposition strategies. |
· | When mortgage loan modifications and other efforts are unable to cure distressed loans, the Master Fund’s objective is to effect timely acquisition and liquidation of the property securing the mortgage loan. |
1. | First, 100% to the Limited Partner until the Limited Partner has received 100% of the Limited Partner’s capital contributions (irrespective of whether such capital contributions were used to make investment, pay management fees and expenses or any other purpose); |
2. | Second, 100% to the Limited Partner, until the Limited Partner has received a preferred return on the amounts described in (1) above calculated at a rate of 8%, compounded annually; |
3. | Third, 100% to the General Partner until the General Partner has received an amount equal to 20% of the sum of (a) the profits distributed to the Limited Partner pursuant to (2) above and (b) the amount paid to the General Partner pursuant to this item (3); and |
4. | Thereafter, (i) 80% to the Limited Partner and (ii) 20% to the General Partner. |
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Assets:
|
||||||||||||||||
Short-term investment
|
$
|
15,943,912
|
$
|
-
|
$
|
-
|
$
|
15,943,912
|
||||||||
Mortgage loans
|
-
|
-
|
144,509,352
|
144,509,352
|
||||||||||||
Real estate acquired in settlement of loans
|
-
|
-
|
22,739,776
|
22,739,776
|
||||||||||||
|
$
|
15,943,912
|
$
|
-
|
$
|
167,249,128
|
$
|
183,193,040
|
||||||||
Liabilities:
|
||||||||||||||||
Asset-backed financing
|
$
|
-
|
$
|
-
|
$
|
74,672,306
|
$
|
74,672,306
|
||||||||
|
$
|
-
|
$
|
-
|
$
|
74,672,306
|
$
|
74,672,306
|
||||||||
|
|
Mortgage loans
|
Real estate acquired in settlement of loans
|
Total
|
|||||||||
Assets:
|
||||||||||||
Balance at January 1, 2016
|
$
|
147,321,277
|
$
|
28,868,864
|
$
|
176,190,141
|
||||||
Sales
|
-
|
(14,306,698
|
)
|
(14,306,698
|
)
|
|||||||
Repayments
|
(5,171,519
|
)
|
-
|
(5,171,519
|
)
|
|||||||
Capitalization of interest
|
3,564,595
|
-
|
3,564,595
|
|||||||||
Accrual of unearned discounts
|
8,827,072
|
-
|
8,827,072
|
|||||||||
Transfers of mortgage loans and advances to REO
|
(6,684,898
|
)
|
8,484,312
|
1,799,414
|
||||||||
Net gains (losses) on investments:
|
||||||||||||
Realized
|
(5,448,260
|
)
|
(1,754,751
|
)
|
(7,203,011
|
)
|
||||||
Unrealized*
|
2,101,085
|
1,448,049
|
3,549,134
|
|||||||||
Balance at June 30, 2016
|
$
|
144,509,352
|
$
|
22,739,776
|
$
|
167,249,128
|
||||||
|
||||||||||||
Changes in fair value recognized during the period
|
||||||||||||
relating to assets still held at June 30, 2016
|
$
|
3,959,326
|
$
|
81,205
|
$
|
4,040,531
|
||||||
|
||||||||||||
|
|
Asset-backed
financing
|
|||
Liabilities:
|
||||
Balance at January 1, 2016
|
$
|
86,629,398
|
||
Repurchases
|
(12,732,051
|
)
|
||
Net unrealized loss on asset-backed financing
|
774,959
|
|||
Balance at June 30, 2016
|
$
|
74,672,306
|
||
|
Range
|
|||||||
Valuation technique
|
Key inputs
|
(Weighted average)
|
|||||
Discounted cash flow
|
Discount rate
|
2.5% - 26.8%
|
|||||
(8.3%)
|
|||||||
Twelve-month housing price index change
|
3.2% - 4.8%
|
||||||
(3.9%)
|
|||||||
Life Voluntary Constant Repayment Rate
|
0.1% - 100.0%
|
||||||
(3.1%)
|
|||||||
Life Total Conditional Prepayment Rate
|
1.7% - 100.0%
|
||||||
(14.8%)
|
|||||||
|
Weighted
|
|||||||||||
|
% Partners'
|
average note
|
||||||||||
Occupancy
|
Fair value
|
capital
|
interest rate
|
|||||||||
Owner occupied
|
$
|
119,874,116
|
95.6
|
%
|
4.11
|
%
|
||||||
Investment property
|
23,707,238
|
18.9
|
%
|
5.43
|
%
|
|||||||
Second property
|
911,005
|
0.7
|
%
|
7.22
|
%
|
|||||||
Unsecured
|
16,993
|
< 0.1%
|
0.00
|
%
|
||||||||
Total portfolio
|
$
|
144,509,352
|
115.2
|
%
|
4.34
|
%
|
|
Weighted
|
|||||||||||
|
% Partners'
|
average note
|
||||||||||
Loan Type
|
Fair value
|
capital
|
interest rate
|
|||||||||
Adjustable rate / Hybrid
|
$
|
43,910,415
|
35.0
|
%
|
5.56
|
%
|
||||||
Fixed interest rate
|
60,833,059
|
48.5
|
%
|
5.03
|
%
|
|||||||
Balloon
|
960,452
|
0.8
|
%
|
6.64
|
%
|
|||||||
Step rate
|
38,736,968
|
30.9
|
%
|
2.23
|
%
|
|||||||
Other
|
68,458
|
< 0.1%
|
7.00
|
%
|
||||||||
Total portfolio
|
$
|
144,509,352
|
115.2
|
%
|
4.34
|
%
|
|
Weighted
|
|||||||||||
|
% Partners'
|
average note
|
||||||||||
Lien Position
|
Fair value
|
capital
|
interest rate
|
|||||||||
1st Lien
|
$
|
143,029,492
|
114.0
|
%
|
4.21
|
%
|
||||||
2nd Lien
|
1,462,867
|
1.2
|
%
|
6.30
|
%
|
|||||||
Unsecured
|
16,993
|
< 0.1%
|
0.00
|
%
|
||||||||
Total portfolio
|
$
|
144,509,352
|
115.2
|
%
|
4.34
|
%
|
|
Weighted
|
|||||||||||
|
% Partners'
|
average note
|
||||||||||
Loan Age (1)
|
Fair value
|
capital
|
interest rate
|
|||||||||
Less than 24 months
|
$
|
14,096
|
< 0.1%
|
4.25
|
%
|
|||||||
24-36 months
|
99,891
|
0.1
|
%
|
4.66
|
%
|
|||||||
36-48 months
|
70,563
|
0.1
|
%
|
3.94
|
%
|
|||||||
48-60 months
|
94,041
|
0.1
|
%
|
5.61
|
%
|
|||||||
60 months or more
|
144,230,761
|
114.9
|
%
|
4.34
|
%
|
|||||||
Total portfolio
|
$
|
144,509,352
|
115.2
|
%
|
4.34
|
%
|
|
% Partners'
|
|||||||
Geographic Distribution
|
Fair value
|
capital
|
||||||
New Jersey
|
$
|
5,392,048
|
4.3
|
%
|
||||
Florida
|
4,780,265
|
3.8
|
%
|
|||||
New York
|
2,267,187
|
1.8
|
%
|
|||||
Illinois
|
2,098,286
|
1.7
|
%
|
|||||
California
|
1,410,091
|
1.1
|
%
|
|||||
Other
|
6,791,899
|
5.4
|
%
|
|||||
Total portfolio
|
$
|
22,739,776
|
18.1
|
%
|
|
% Partners'
|
|||||||
Property Type
|
Fair value
|
capital
|
||||||
Single family residence
|
$
|
12,341,955
|
9.8
|
%
|
||||
2 to 4 dwelling units
|
3,361,134
|
2.7
|
%
|
|||||
Condo
|
1,790,787
|
1.4
|
%
|
|||||
Planned unit development
|
4,775,900
|
3.8
|
%
|
|||||
Townhouse
|
470,000
|
0.4
|
%
|
|||||
Total portfolio
|
$
|
22,739,776
|
18.1
|
%
|
Professional fees
|
$
|
166,901
|
||
Collateral valuation
|
17,606
|
|||
Investment software licensing
|
14,001
|
|||
Registration fees
|
7,720
|
|||
Insurance
|
2,661
|
|||
Custodian fees
|
2,397
|
|||
Total
|
$
|
211,286
|
||
|
INVESTMENTS - 146%*
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
INVESTMENTS IN NONAFFILIATES - 133%*
|
|
|
|
|
|
|
|
|
|||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
Note
|
|
Maturity
|
|
|
|
Principal
|
|
Fair
|
||
Description
|
|
|
|
|
interest rate
|
|
date
|
|
State
|
|
amount
|
|
value
|
||
Mortgage loans
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
Mortgage Loan ID#1000043954**
|
5.25%
|
|
5/1/2037
|
|
FL
|
|
$ |
2,230,825
|
|
$ |
1,814,734
|
||||
Mortgage Loan ID#1000043569**
|
3.13%
|
|
9/1/2036
|
|
CA
|
|
1,506,793
|
|
1,335,097
|
||||||
Mortgage Loan ID#1000015063**
|
7.38%
|
|
9/1/2036
|
|
FL
|
|
1,350,000
|
|
1,221,972
|
||||||
Mortgage Loan ID#1000028984**
|
3.00%
|
|
6/1/2056
|
|
CA
|
|
1,348,206
|
|
1,003,727
|
||||||
Mortgage Loan ID#1000043880**
|
3.00%
|
|
2/1/2035
|
|
OR
|
|
1,387,425
|
|
931,799
|
||||||
Mortgage Loan ID#1000002193
|
6.88%
|
|
5/1/2037
|
|
DC
|
|
990,000
|
|
908,634
|
||||||
Mortgage Loan ID#1000015179**
|
4.25%
|
|
10/1/2043
|
|
CT
|
|
873,780
|
|
731,823
|
||||||
Mortgage Loan ID#1000035099**
|
6.00%
|
|
7/1/2037
|
|
NY
|
|
999,000
|
|
697,943
|
||||||
Mortgage Loan ID#1000016663**
|
6.88%
|
|
5/1/2037
|
|
OR
|
|
799,863
|
|
693,208
|
||||||
Mortgage Loan ID#1000002189
|
5.13%
|
|
8/1/2055
|
|
NY
|
|
1,019,114
|
|
660,827
|
||||||
Mortgage Loan ID#1000016006**
|
7.15%
|
|
2/1/2037
|
|
NY
|
|
641,150
|
|
642,515
|
||||||
Mortgage Loan ID#1000029387**
|
8.25%
|
|
6/1/2037
|
|
NY
|
|
600,000
|
|
630,000
|
||||||
Mortgage Loan ID#1000035343**
|
6.50%
|
|
12/1/2043
|
|
CA
|
|
890,860
|
|
616,006
|
||||||
Mortgage Loan ID#1000043694**
|
3.38%
|
|
3/1/2056
|
|
CT
|
|
771,808
|
|
611,182
|
||||||
Mortgage Loan ID#1000043772**
|
5.88%
|
|
7/1/2037
|
|
FL
|
|
920,218
|
|
609,883
|
||||||
Mortgage Loan ID#1000015520**
|
8.00%
|
|
11/1/2037
|
|
GA
|
|
1,000,000
|
|
606,217
|
||||||
Mortgage Loan ID#1000043744**
|
3.50%
|
|
8/1/2055
|
|
CA
|
|
887,676
|
|
578,143
|
||||||
Mortgage Loan ID#1000034768**
|
3.25%
|
|
4/1/2036
|
|
NY
|
|
644,039
|
|
576,158
|
||||||
Mortgage Loan ID#1000016833**
|
6.50%
|
|
10/1/2037
|
|
NY
|
|
645,282
|
|
554,990
|
||||||
Mortgage Loan ID#1000002384
|
3.13%
|
|
11/1/2045
|
|
DC
|
|
738,636
|
|
549,363
|
||||||
Mortgage Loan ID#1000001411
|
3.00%
|
|
7/1/2047
|
|
CA
|
|
832,829
|
|
546,394
|
||||||
Mortgage Loan ID#1000026020**
|
4.00%
|
|
6/1/2037
|
|
CA
|
|
550,425
|
|
546,311
|
||||||
Mortgage Loan ID#1000029315**
|
4.00%
|
|
4/1/2037
|
|
CA
|
|
618,984
|
|
518,905
|
||||||
Mortgage Loan ID#1000026032**
|
4.00%
|
|
12/1/2036
|
|
HI
|
|
420,101
|
|
509,686
|
||||||
Mortgage Loan ID#1000026795**
|
3.00%
|
|
1/1/2049
|
|
CA
|
|
563,607
|
|
501,326
|
||||||
Mortgage Loan ID#1000000557**
|
6.90%
|
|
3/1/2037
|
|
NJ
|
|
990,473
|
|
489,599
|
||||||
Mortgage Loan ID#1000026305**
|
5.88%
|
|
10/1/2036
|
|
CA
|
|
594,045
|
|
487,151
|
||||||
Mortgage Loan ID#1000001651
|
3.00%
|
|
5/1/2055
|
|
FL
|
|
1,439,522
|
|
477,797
|
||||||
Mortgage Loan ID#1000034934**
|
2.00%
|
|
6/1/2054
|
|
NY
|
|
732,839
|
|
475,919
|
||||||
Mortgage Loan ID#1000026350**
|
6.50%
|
|
4/1/2037
|
|
NY
|
|
719,176
|
|
475,591
|
||||||
Mortgage Loan ID#1000002404
|
3.44%
|
|
9/1/2036
|
|
NY
|
|
755,396
|
|
474,784
|
||||||
Mortgage Loan ID#1000043559**
|
2.88%
|
|
8/1/2045
|
|
VA
|
|
622,790
|
|
465,586
|
||||||
Mortgage Loan ID#1000043885**
|
5.50%
|
|
12/1/2055
|
|
MA
|
|
519,033
|
|
454,464
|
||||||
Mortgage Loan ID#1000035850**
|
2.00%
|
|
4/1/2055
|
|
NY
|
|
688,854
|
|
454,427
|
||||||
Mortgage Loan ID#1000038435**
|
5.38%
|
|
2/1/2056
|
|
CA
|
|
526,418
|
|
454,133
|
||||||
Mortgage Loan ID#1000025998**
|
3.00%
|
|
12/1/2053
|
|
CA
|
|
574,591
|
|
453,759
|
||||||
Mortgage Loan ID#1000002184
|
2.00%
|
|
5/1/2054
|
|
NY
|
|
763,182
|
|
452,040
|
||||||
Mortgage Loan ID#1000002180
|
2.00%
|
|
8/1/2055
|
|
NY
|
|
768,935
|
|
450,783
|
||||||
Mortgage Loan ID#1000000560**
|
6.80%
|
|
1/1/2037
|
|
NY
|
|
613,522
|
|
449,690
|
||||||
Mortgage Loan ID#1000027234**
|
2.00%
|
|
1/1/2050
|
|
NY
|
|
666,598
|
|
440,944
|
||||||
Mortgage Loan ID#1000003907**
|
6.00%
|
|
7/1/2037
|
|
MD
|
|
579,089
|
|
436,844
|
||||||
Mortgage Loan ID#1000035161**
|
7.75%
|
|
9/1/2037
|
|
NJ
|
|
632,985
|
|
436,243
|
||||||
Mortgage Loan ID#1000029301**
|
3.00%
|
|
11/1/2036
|
|
CA
|
|
578,874
|
|
432,104
|
||||||
Mortgage Loan ID#1000035519**
|
5.25%
|
|
12/1/2036
|
|
MA
|
|
464,303
|
|
429,950
|
||||||
Mortgage Loan ID#1000029225
|
3.00%
|
|
4/1/2037
|
|
NE
|
|
473,418
|
|
419,633
|
||||||
Mortgage Loan ID#1000028857**
|
7.75%
|
|
9/1/2036
|
|
NY
|
|
454,999
|
|
419,024
|
||||||
Mortgage Loan ID#1000002394
|
3.50%
|
|
1/1/2056
|
|
CT
|
|
927,452
|
|
419,022
|
||||||
Mortgage Loan ID#1000016313**
|
7.00%
|
|
10/1/2037
|
|
NY
|
|
413,491
|
|
417,556
|
||||||
Mortgage Loan ID#1000000697**
|
9.00%
|
|
10/1/2037
|
|
FL
|
|
527,100
|
|
413,281
|
||||||
Mortgage Loan ID#1000016011
|
8.99%
|
|
2/1/2037
|
|
FL
|
|
505,461
|
|
410,762
|
||||||
Mortgage Loan ID#1000016710**
|
5.88%
|
|
12/1/2035
|
|
NJ
|
|
529,780
|
|
408,728
|
||||||
Mortgage Loan ID#1000029411**
|
10.75%
|
|
9/1/2037
|
|
FL
|
|
389,253
|
|
408,715
|
||||||
Mortgage Loan ID#1000017201**
|
4.88%
|
|
4/1/2049
|
|
MD
|
|
514,078
|
|
408,447
|
||||||
Mortgage Loan ID#1000028356**
|
9.55%
|
|
9/1/2056
|
|
CT
|
|
459,101
|
|
406,830
|
||||||
Mortgage Loan ID#1000001628
|
10.37%
|
|
5/1/2037
|
|
NY
|
|
451,250
|
|
404,905
|
||||||
Mortgage Loan ID#1000038468**
|
6.13%
|
|
5/1/2038
|
|
NY
|
|
531,936
|
|
404,687
|
||||||
Mortgage Loan ID#1000002164
|
3.13%
|
|
8/1/2037
|
|
CA
|
|
541,784
|
|
403,801
|
||||||
Mortgage Loan ID#1000002161
|
2.00%
|
|
5/1/2054
|
|
NY
|
|
622,503
|
|
399,365
|
||||||
Mortgage Loan ID#1000002379
|
4.91%
|
|
3/1/2047
|
|
NY
|
|
558,254
|
|
399,302
|
||||||
Mortgage Loan ID#1000028071**
|
4.25%
|
|
2/1/2046
|
|
NJ
|
|
744,712
|
|
398,388
|
||||||
Mortgage Loan ID#1000015922**
|
3.13%
|
|
12/1/2036
|
|
MO
|
|
488,843
|
|
398,219
|
||||||
Mortgage Loan ID#1000027226**
|
5.75%
|
|
6/1/2037
|
|
NY
|
|
449,000
|
|
397,664
|
||||||
Mortgage Loan ID#1000001463
|
4.98%
|
|
8/1/2047
|
|
CA
|
|
541,734
|
|
397,028
|
||||||
Mortgage Loan ID#1000028896**
|
2.00%
|
|
1/1/2052
|
|
NY
|
|
486,675
|
|
396,664
|
||||||
Mortgage Loan ID#1000015937**
|
3.25%
|
|
7/1/2055
|
|
CO
|
|
520,222
|
|
392,753
|
||||||
Mortgage Loan ID#1000025942**
|
3.00%
|
|
9/1/2050
|
|
CA
|
|
618,232
|
|
390,535
|
||||||
Mortgage Loan ID#1000044014**
|
2.00%
|
|
2/1/2048
|
|
MD
|
|
578,257
|
|
384,182
|
||||||
Mortgage Loan ID#1000015901
|
4.00%
|
|
3/1/2055
|
|
MA
|
|
495,563
|
|
381,370
|
||||||
Mortgage Loan ID#1000029034**
|
2.00%
|
|
5/1/2054
|
|
CA
|
|
488,359
|
|
380,713
|
||||||
Mortgage Loan ID#1000002166
|
2.00%
|
|
1/1/2054
|
|
NY
|
|
572,022
|
|
379,298
|
||||||
Mortgage Loan ID#1000016592**
|
3.13%
|
|
11/1/2035
|
|
CA
|
|
424,750
|
|
377,937
|
||||||
Mortgage Loan ID#1000035122**
|
5.00%
|
|
12/1/2043
|
|
IL
|
|
485,787
|
|
375,564
|
||||||
Mortgage Loan ID#1000035448**
|
3.38%
|
|
3/1/2056
|
|
CA
|
|
605,831
|
|
375,534
|
||||||
Mortgage Loan ID#1000026575**
|
3.38%
|
|
4/1/2036
|
|
AZ
|
|
425,183
|
|
375,214
|
||||||
Mortgage Loan ID#1000001402
|
5.00%
|
|
7/1/2048
|
|
CA
|
|
538,395
|
|
375,162
|
||||||
Mortgage Loan ID#1000001631
|
8.88%
|
|
8/1/2037
|
|
NY
|
|
472,500
|
|
370,791
|
||||||
Mortgage Loan ID#1000027875**
|
6.20%
|
|
1/1/2035
|
|
NY
|
|
434,148
|
|
369,255
|
||||||
Mortgage Loan ID#1000043672**
|
6.38%
|
|
2/1/2038
|
|
NY
|
|
551,822
|
|
369,200
|
||||||
Mortgage Loan ID#1000035760**
|
3.31%
|
|
11/1/2034
|
|
NJ
|
|
548,714
|
|
367,658
|
||||||
Mortgage Loan ID#1000043914**
|
6.50%
|
|
9/1/2036
|
|
NY
|
|
525,000
|
|
367,213
|
||||||
Mortgage Loan ID#1000044102
|
2.00%
|
|
12/1/2054
|
|
MA
|
|
579,618
|
|
366,815
|
||||||
Mortgage Loan ID#1000003544
|
4.75%
|
|
10/1/2054
|
|
MA
|
|
496,483
|
|
365,505
|
||||||
Mortgage Loan ID#1000043537**
|
7.38%
|
|
9/1/2056
|
|
NY
|
|
570,325
|
|
364,789
|
||||||
Mortgage Loan ID#1000026629**
|
3.50%
|
|
5/1/2037
|
|
CA
|
|
401,542
|
|
363,796
|
||||||
Mortgage Loan ID#1000026981**
|
2.00%
|
|
2/1/2053
|
|
MA
|
|
777,294
|
|
362,347
|
||||||
Mortgage Loan ID#1000029085**
|
10.20%
|
|
9/1/2056
|
|
FL
|
|
426,182
|
|
360,763
|
||||||
Mortgage Loan ID#1000043582**
|
3.00%
|
|
8/1/2035
|
|
TX
|
|
446,036
|
|
358,672
|
||||||
Mortgage Loan ID#1000043923**
|
3.13%
|
|
4/1/2037
|
|
MA
|
|
402,866
|
|
358,089
|
||||||
Mortgage Loan ID#1000000565**
|
8.40%
|
|
6/1/2056
|
|
NY
|
|
514,074
|
|
357,814
|
||||||
Mortgage Loan ID#1000002149
|
2.75%
|
|
3/1/2037
|
|
NY
|
|
536,956
|
|
357,529
|
||||||
Mortgage Loan ID#1000002148
|
5.00%
|
|
7/1/2037
|
|
NC
|
|
501,562
|
|
357,442
|
||||||
Mortgage Loan ID#1000044114**
|
5.55%
|
|
1/1/2048
|
|
CA
|
|
376,400
|
|
357,398
|
||||||
Mortgage Loan ID#1000016028
|
8.00%
|
|
2/1/2037
|
|
MA
|
|
471,885
|
|
355,627
|
||||||
Mortgage Loan ID#1000029367**
|
7.00%
|
|
2/1/2037
|
|
NY
|
|
450,400
|
|
354,047
|
||||||
Mortgage Loan ID#1000026026**
|
7.00%
|
|
2/1/2037
|
|
NY
|
|
491,954
|
|
350,471
|
||||||
Mortgage Loan ID#1000015570
|
4.25%
|
|
6/1/2035
|
|
OR
|
|
455,932
|
|
349,132
|
||||||
Mortgage Loan ID#1000028059**
|
5.13%
|
|
12/1/2053
|
|
MD
|
|
443,665
|
|
348,082
|
||||||
Mortgage Loan ID#1000043930**
|
2.00%
|
|
10/1/2052
|
|
MI
|
|
453,885
|
|
347,850
|
||||||
Mortgage Loan ID#1000002187
|
2.00%
|
|
3/1/2052
|
|
NY
|
|
497,297
|
|
346,632
|
||||||
Mortgage Loan ID#1000002055
|
4.25%
|
|
2/1/2055
|
|
NY
|
|
681,791
|
|
345,208
|
||||||
Mortgage Loan ID#1000002373
|
2.00%
|
|
12/1/2055
|
|
NY
|
|
655,450
|
|
344,922
|
||||||
Mortgage Loan ID#1000026767**
|
3.13%
|
|
12/1/2034
|
|
CA
|
|
384,106
|
|
343,513
|
||||||
Mortgage Loan ID#1000001612
|
4.87%
|
|
4/1/2037
|
|
AZ
|
|
499,024
|
|
343,235
|
||||||
Mortgage Loan ID#1000002214
|
3.00%
|
|
4/1/2055
|
|
CA
|
|
697,565
|
|
342,629
|
||||||
Mortgage Loan ID#1000038487**
|
6.38%
|
|
6/1/2036
|
|
NY
|
|
444,734
|
|
342,393
|
||||||
Mortgage Loan ID#1000002167
|
3.13%
|
|
6/1/2046
|
|
NY
|
|
597,274
|
|
341,244
|
||||||
Mortgage Loan ID#1000015019**
|
4.50%
|
|
5/1/2035
|
|
CA
|
|
382,783
|
|
340,414
|
||||||
Mortgage Loan ID#1000003896**
|
4.13%
|
|
7/1/2053
|
|
MA
|
|
432,022
|
|
332,532
|
||||||
Mortgage Loan ID#1000043535**
|
5.34%
|
|
11/1/2044
|
|
NY
|
|
803,027
|
|
328,709
|
||||||
Mortgage Loan ID#1000029184**
|
2.00%
|
|
12/1/2038
|
|
NY
|
|
785,422
|
|
327,797
|
||||||
Mortgage Loan ID#1000000603**
|
3.13%
|
|
3/1/2039
|
|
UT
|
|
376,946
|
|
327,140
|
||||||
Mortgage Loan ID#1000016149**
|
6.13%
|
|
7/1/2037
|
|
FL
|
|
470,151
|
|
322,823
|
||||||
Mortgage Loan ID#1000002113
|
6.88%
|
|
5/1/2037
|
|
NV
|
|
374,789
|
|
320,962
|
||||||
Mortgage Loan ID#1000043184**
|
2.88%
|
|
7/1/2045
|
|
CA
|
|
379,941
|
|
319,923
|
||||||
Mortgage Loan ID#1000027464**
|
6.75%
|
|
2/1/2036
|
|
FL
|
|
502,188
|
|
315,767
|
||||||
Mortgage Loan ID#1000002087
|
2.00%
|
|
4/1/2048
|
|
CA
|
|
462,074
|
|
313,299
|
||||||
Mortgage Loan ID#1000002398
|
10.00%
|
|
8/1/2037
|
|
NY
|
|
860,000
|
|
312,975
|
||||||
Mortgage Loan ID#1000043617**
|
4.88%
|
|
12/1/2053
|
|
VA
|
|
341,445
|
|
312,789
|
||||||
Mortgage Loan ID#1000044147**
|
3.50%
|
|
2/1/2056
|
|
NY
|
|
409,016
|
|
311,992
|
||||||
Mortgage Loan ID#1000027630**
|
7.00%
|
|
12/1/2036
|
|
NJ
|
|
479,925
|
|
311,051
|
||||||
Mortgage Loan ID#1000026083**
|
2.00%
|
|
6/1/2043
|
|
CA
|
|
351,222
|
|
310,898
|
||||||
Mortgage Loan ID#1000000644**
|
6.25%
|
|
12/1/2036
|
|
VA
|
|
347,275
|
|
309,802
|
||||||
Mortgage Loan ID#1000026005**
|
4.87%
|
|
5/1/2037
|
|
CA
|
|
295,476
|
|
309,079
|
||||||
Mortgage Loan ID#1000002171
|
3.63%
|
|
9/1/2055
|
|
NY
|
|
931,505
|
|
308,515
|
||||||
Mortgage Loan ID#1000029087**
|
2.00%
|
|
3/1/2056
|
|
CA
|
|
447,563
|
|
308,234
|
||||||
Mortgage Loan ID#1000029300**
|
3.00%
|
|
2/1/2037
|
|
CA
|
|
492,811
|
|
307,948
|
||||||
Mortgage Loan ID#1000002169
|
3.00%
|
|
4/1/2051
|
|
NY
|
|
522,161
|
|
306,040
|
||||||
Mortgage Loan ID#1000003895**
|
2.88%
|
|
7/1/2037
|
|
MD
|
|
382,432
|
|
305,488
|
||||||
Mortgage Loan ID#1000026656**
|
2.00%
|
|
10/1/2051
|
|
GA
|
|
530,390
|
|
303,859
|
||||||
Mortgage Loan ID#1000028993**
|
2.00%
|
|
11/1/2036
|
|
NJ
|
|
425,055
|
|
303,833
|
||||||
Mortgage Loan ID#1000017076**
|
7.63%
|
|
12/1/2037
|
|
NY
|
|
438,280
|
|
303,652
|
||||||
Mortgage Loan ID#1000000544**
|
6.00%
|
|
12/1/2038
|
|
NY
|
|
693,175
|
|
303,103
|
||||||
Mortgage Loan ID#1000043564**
|
7.00%
|
|
10/1/2037
|
|
NY
|
|
640,848
|
|
301,362
|
||||||
Mortgage Loan ID#1000002086
|
5.25%
|
|
5/1/2037
|
|
AZ
|
|
398,615
|
|
299,254
|
||||||
Mortgage Loan ID#1000002101
|
2.00%
|
|
11/1/2057
|
|
CA
|
|
445,945
|
|
297,090
|
||||||
Mortgage Loan ID#1000035785**
|
6.00%
|
|
1/1/2036
|
|
NY
|
|
428,000
|
|
295,868
|
||||||
Mortgage Loan ID#1000028933**
|
7.85%
|
|
11/1/2036
|
|
FL
|
|
391,767
|
|
294,931
|
||||||
Mortgage Loan ID#1000026658**
|
2.00%
|
|
6/1/2042
|
|
NY
|
|
341,706
|
|
293,623
|
||||||
Mortgage Loan ID#1000029181**
|
3.00%
|
|
9/1/2035
|
|
MS
|
|
280,910
|
|
292,165
|
||||||
Mortgage Loan ID#1000035426
|
2.00%
|
|
11/1/2039
|
|
CA
|
|
511,895
|
|
291,313
|
||||||
Mortgage Loan ID#1000001404
|
3.00%
|
|
10/1/2047
|
|
NY
|
|
650,019
|
|
290,329
|
||||||
Mortgage Loan ID#1000001047
|
7.50%
|
|
8/1/2037
|
|
CA
|
|
326,533
|
|
290,090
|
||||||
Mortgage Loan ID#1000001398
|
2.00%
|
|
8/1/2053
|
|
NY
|
|
430,971
|
|
289,795
|
||||||
Mortgage Loan ID#1000016228**
|
5.75%
|
|
9/1/2035
|
|
NY
|
|
435,120
|
|
288,910
|
||||||
Mortgage Loan ID#1000028873**
|
3.00%
|
|
10/1/2055
|
|
NY
|
|
589,944
|
|
288,788
|
||||||
Mortgage Loan ID#1000035181**
|
7.13%
|
|
11/1/2037
|
|
NY
|
|
348,909
|
|
286,787
|
||||||
Mortgage Loan ID#1000001611
|
7.24%
|
|
5/1/2037
|
|
NY
|
|
605,000
|
|
285,675
|
||||||
Mortgage Loan ID#1000028289**
|
4.00%
|
|
11/1/2046
|
|
MA
|
|
484,151
|
|
283,805
|
||||||
Mortgage Loan ID#1000002098
|
2.00%
|
|
8/1/2053
|
|
WA
|
|
416,844
|
|
282,312
|
||||||
Mortgage Loan ID#1000043949**
|
2.00%
|
|
12/1/2054
|
|
MD
|
|
350,414
|
|
278,709
|
||||||
Mortgage Loan ID#1000043702**
|
8.15%
|
|
5/1/2035
|
|
NY
|
|
296,197
|
|
278,685
|
||||||
Mortgage Loan ID#1000038534**
|
5.75%
|
|
2/1/2038
|
|
NY
|
|
394,272
|
|
277,991
|
||||||
Mortgage Loan ID#1000001994
|
5.00%
|
|
5/1/2037
|
|
CA
|
|
344,273
|
|
277,624
|
||||||
Mortgage Loan ID#1000043597**
|
7.00%
|
|
8/1/2037
|
|
NJ
|
|
429,998
|
|
277,592
|
||||||
Mortgage Loan ID#1000043187
|
3.38%
|
|
3/1/2036
|
|
CA
|
|
335,809
|
|
276,654
|
||||||
Mortgage Loan ID#1000034782**
|
5.88%
|
|
1/1/2037
|
|
FL
|
|
284,120
|
|
276,226
|
||||||
Mortgage Loan ID#1000028960**
|
8.25%
|
|
2/1/2037
|
|
NY
|
|
314,675
|
|
271,253
|
||||||
Mortgage Loan ID#1000016921
|
6.85%
|
|
11/1/2036
|
|
NY
|
|
454,027
|
|
269,188
|
||||||
Mortgage Loan ID#1000026150**
|
7.75%
|
|
9/1/2034
|
|
PA
|
|
284,148
|
|
268,715
|
||||||
Mortgage Loan ID#1000002367
|
4.65%
|
|
3/1/2037
|
|
NY
|
|
469,083
|
|
266,908
|
||||||
Mortgage Loan ID#1000029196**
|
2.00%
|
|
5/1/2052
|
|
CA
|
|
383,749
|
|
266,759
|
||||||
Mortgage Loan ID#1000000562**
|
3.50%
|
|
4/1/2056
|
|
NY
|
|
429,638
|
|
266,296
|
||||||
Mortgage Loan ID#1000017406**
|
1.88%
|
|
8/1/2044
|
|
CA
|
|
318,858
|
|
264,467
|
||||||
Mortgage Loan ID#1000002031
|
2.00%
|
|
1/1/2048
|
|
CA
|
|
413,862
|
|
264,431
|
||||||
Mortgage Loan ID#1000025997**
|
4.00%
|
|
12/1/2036
|
|
WA
|
|
372,764
|
|
263,841
|
||||||
Mortgage Loan ID#1000001608
|
7.88%
|
|
3/1/2037
|
|
NY
|
|
464,000
|
|
260,798
|
||||||
Mortgage Loan ID#1000029331**
|
2.00%
|
|
10/1/2055
|
|
NY
|
|
561,418
|
|
260,597
|
||||||
Mortgage Loan ID#1000001626
|
3.00%
|
|
5/1/2055
|
|
NY
|
|
875,316
|
|
260,481
|
||||||
Mortgage Loan ID#1000029065**
|
4.00%
|
|
10/1/2053
|
|
CA
|
|
387,622
|
|
260,464
|
||||||
Mortgage Loan ID#1000028805
|
2.00%
|
|
11/1/2036
|
|
NY
|
|
466,883
|
|
259,336
|
||||||
Mortgage Loan ID#1000029111**
|
3.88%
|
|
10/1/2053
|
|
CA
|
|
362,797
|
|
259,108
|
||||||
Mortgage Loan ID#1000035642**
|
4.80%
|
|
9/1/2047
|
|
CO
|
|
285,075
|
|
259,058
|
||||||
Mortgage Loan ID#1000002066
|
4.00%
|
|
5/1/2047
|
|
CA
|
|
611,354
|
|
258,935
|
||||||
Mortgage Loan ID#1000002108
|
5.00%
|
|
3/1/2037
|
|
NY
|
|
389,604
|
|
258,690
|
||||||
Mortgage Loan ID#1000002121
|
3.00%
|
|
7/1/2055
|
|
NY
|
|
562,672
|
|
257,384
|
||||||
Mortgage Loan ID#1000002092
|
4.13%
|
|
12/1/2054
|
|
NY
|
|
411,040
|
|
256,569
|
||||||
Mortgage Loan ID#1000028995
|
2.00%
|
|
8/1/2051
|
|
PA
|
|
345,203
|
|
255,959
|
||||||
Mortgage Loan ID#1000002341
|
5.00%
|
|
4/1/2047
|
|
CA
|
|
495,493
|
|
255,894
|
||||||
Mortgage Loan ID#1000002088
|
7.63%
|
|
4/1/2037
|
|
NJ
|
|
478,434
|
|
253,967
|
||||||
Mortgage Loan ID#1000002075
|
5.63%
|
|
5/1/2037
|
|
FL
|
|
546,547
|
|
253,362
|
||||||
Mortgage Loan ID#1000002378
|
3.63%
|
|
1/1/2056
|
|
NY
|
|
406,702
|
|
250,528
|
||||||
Mortgage Loan ID#1000000533
|
2.00%
|
|
2/1/2052
|
|
NY
|
|
313,182
|
|
250,264
|
||||||
Mortgage Loan ID#1000000938**
|
2.63%
|
|
3/1/2038
|
|
CA
|
|
287,701
|
|
250,245
|
||||||
Mortgage Loan ID#1000002320
|
3.13%
|
|
4/1/2046
|
|
AZ
|
|
420,765
|
|
250,229
|
||||||
Mortgage Loan ID#1000025992**
|
4.00%
|
|
4/1/2051
|
|
CA
|
|
509,731
|
|
249,866
|
||||||
Mortgage Loan ID#1000043641**
|
6.38%
|
|
9/1/2037
|
|
NY
|
|
504,303
|
|
248,436
|
||||||
Mortgage Loan ID#1000043516**
|
4.25%
|
|
9/1/2047
|
|
NJ
|
|
287,744
|
|
247,553
|
||||||
Mortgage Loan ID#1000026051**
|
4.84%
|
|
9/1/2037
|
|
CA
|
|
269,220
|
|
247,397
|
||||||
Mortgage Loan ID#1000002199
|
2.00%
|
|
12/1/2053
|
|
NJ
|
|
491,547
|
|
246,879
|
||||||
Mortgage Loan ID#1000043951**
|
5.38%
|
|
5/1/2056
|
|
FL
|
|
615,206
|
|
245,483
|
||||||
Mortgage Loan ID#1000002062
|
3.00%
|
|
4/1/2056
|
|
NY
|
|
421,100
|
|
243,877
|
||||||
Mortgage Loan ID#1000003667
|
3.50%
|
|
10/1/2036
|
|
MA
|
|
339,565
|
|
242,887
|
||||||
Mortgage Loan ID#1000002089
|
7.63%
|
|
5/1/2037
|
|
AZ
|
|
403,655
|
|
242,593
|
||||||
Mortgage Loan ID#1000002145
|
7.88%
|
|
3/1/2037
|
|
NY
|
|
412,500
|
|
241,615
|
||||||
Mortgage Loan ID#1000034816**
|
7.00%
|
|
10/1/2037
|
|
NY
|
|
441,943
|
|
240,362
|
||||||
Mortgage Loan ID#1000015500**
|
7.50%
|
|
7/1/2037
|
|
NY
|
|
504,000
|
|
239,497
|
||||||
Mortgage Loan ID#1000026012
|
4.88%
|
|
8/1/2054
|
|
CA
|
|
289,174
|
|
238,489
|
||||||
Mortgage Loan ID#1000016402**
|
7.05%
|
|
12/1/2036
|
|
NY
|
|
352,869
|
|
237,934
|
||||||
Mortgage Loan ID#1000044258
|
4.00%
|
|
7/1/2056
|
|
MA
|
|
386,815
|
|
237,099
|
||||||
Mortgage Loan ID#1000035004**
|
3.00%
|
|
2/1/2045
|
|
FL
|
|
312,990
|
|
236,702
|
||||||
Mortgage Loan ID#1000026348**
|
6.50%
|
|
1/1/2037
|
|
NV
|
|
366,420
|
|
236,538
|
||||||
Mortgage Loan ID#1000002120
|
6.88%
|
|
9/1/2037
|
|
NJ
|
|
478,086
|
|
235,758
|
||||||
Mortgage Loan ID#1000016786**
|
7.13%
|
|
8/1/2037
|
|
NY
|
|
384,213
|
|
233,380
|
||||||
Mortgage Loan ID#1000029127**
|
4.00%
|
|
4/1/2055
|
|
CA
|
|
415,749
|
|
233,026
|
||||||
Mortgage Loan ID#1000026229**
|
2.00%
|
|
10/1/2049
|
|
RI
|
|
314,400
|
|
232,728
|
||||||
Mortgage Loan ID#1000002319
|
8.75%
|
|
7/1/2037
|
|
FL
|
|
324,882
|
|
231,826
|
||||||
Mortgage Loan ID#1000017154**
|
3.00%
|
|
6/1/2051
|
|
NJ
|
|
315,948
|
|
229,246
|
||||||
Mortgage Loan ID#1000035218**
|
8.86%
|
|
6/26/2024
|
|
NY
|
|
214,846
|
|
225,588
|
||||||
Mortgage Loan ID#1000002069
|
6.13%
|
|
4/1/2037
|
|
CA
|
|
270,000
|
|
225,438
|
||||||
Mortgage Loan ID#1000025800
|
2.88%
|
|
3/1/2047
|
|
FL
|
|
409,806
|
|
225,080
|
||||||
Mortgage Loan ID#1000001457
|
5.04%
|
|
9/1/2047
|
|
NJ
|
|
509,680
|
|
223,332
|
||||||
Mortgage Loan ID#1000029198**
|
3.50%
|
|
4/1/2056
|
|
CA
|
|
316,507
|
|
222,371
|
||||||
Mortgage Loan ID#1000029147**
|
3.06%
|
|
3/1/2037
|
|
FL
|
|
210,839
|
|
221,381
|
||||||
Mortgage Loan ID#1000044110**
|
7.50%
|
|
5/1/2035
|
|
NY
|
|
214,500
|
|
220,924
|
||||||
Mortgage Loan ID#1000000439**
|
4.88%
|
|
9/1/2054
|
|
AL
|
|
340,991
|
|
219,099
|
||||||
Mortgage Loan ID#1000017367**
|
2.75%
|
|
10/1/2036
|
|
CO
|
|
298,058
|
|
219,031
|
||||||
Mortgage Loan ID#1000002029
|
3.63%
|
|
3/1/2037
|
|
CA
|
|
275,513
|
|
218,708
|
||||||
Mortgage Loan ID#1000029234**
|
3.51%
|
|
3/1/2037
|
|
IL
|
|
299,117
|
|
218,473
|
||||||
Mortgage Loan ID#1000028856**
|
2.00%
|
|
4/1/2056
|
|
NV
|
|
467,939
|
|
218,282
|
||||||
Mortgage Loan ID#1000026034**
|
4.00%
|
|
3/1/2037
|
|
CA
|
|
301,317
|
|
217,305
|
||||||
Mortgage Loan ID#1000001594
|
5.15%
|
|
4/1/2047
|
|
FL
|
|
472,523
|
|
217,108
|
||||||
Mortgage Loan ID#1000015904**
|
2.00%
|
|
8/1/2051
|
|
NJ
|
|
370,295
|
|
217,041
|
||||||
Mortgage Loan ID#1000027962**
|
6.00%
|
|
12/1/2049
|
|
CA
|
|
246,837
|
|
214,449
|
||||||
Mortgage Loan ID#1000043164**
|
2.63%
|
|
8/1/2035
|
|
AZ
|
|
305,838
|
|
213,007
|
||||||
Mortgage Loan ID#1000017045**
|
10.38%
|
|
8/1/2035
|
|
MA
|
|
201,549
|
|
211,627
|
||||||
Mortgage Loan ID#1000001999
|
8.25%
|
|
2/1/2037
|
|
NJ
|
|
268,521
|
|
211,021
|
||||||
Mortgage Loan ID#1000043173**
|
2.00%
|
|
11/1/2049
|
|
NJ
|
|
381,615
|
|
210,697
|
||||||
Mortgage Loan ID#1000043867**
|
8.64%
|
|
8/28/2037
|
|
FL
|
|
308,070
|
|
209,968
|
||||||
Mortgage Loan ID#1000025961
|
4.63%
|
|
3/1/2054
|
|
MO
|
|
279,106
|
|
208,711
|
||||||
Mortgage Loan ID#1000015919**
|
3.25%
|
|
7/1/2055
|
|
FL
|
|
402,585
|
|
208,248
|
||||||
Mortgage Loan ID#1000002363
|
3.63%
|
|
11/1/2055
|
|
NM
|
|
338,207
|
|
207,602
|
||||||
Mortgage Loan ID#1000028864**
|
2.00%
|
|
7/1/2054
|
|
CA
|
|
357,139
|
|
207,591
|
||||||
Mortgage Loan ID#1000016216**
|
7.00%
|
|
9/1/2056
|
|
NY
|
|
286,852
|
|
207,572
|
||||||
Mortgage Loan ID#1000035967**
|
3.50%
|
|
7/1/2056
|
|
MD
|
|
409,674
|
|
206,284
|
||||||
Mortgage Loan ID#1000027997**
|
5.38%
|
|
11/1/2035
|
|
VA
|
|
218,577
|
|
205,942
|
||||||
Mortgage Loan ID#1000027181**
|
6.50%
|
|
10/1/2037
|
|
FL
|
|
562,500
|
|
204,505
|
||||||
Mortgage Loan ID#1000000896**
|
7.38%
|
|
1/1/2038
|
|
CA
|
|
260,000
|
|
203,699
|
||||||
Mortgage Loan ID#1000044250
|
5.13%
|
|
12/1/2055
|
|
NM
|
|
330,742
|
|
203,070
|
||||||
Mortgage Loan ID#1000043637**
|
2.00%
|
|
10/1/2046
|
|
NY
|
|
286,120
|
|
202,766
|
||||||
Mortgage Loan ID#1000002153
|
2.00%
|
|
11/1/2053
|
|
NV
|
|
448,935
|
|
201,936
|
||||||
Mortgage Loan ID#1000027053**
|
7.01%
|
|
3/12/2038
|
|
NJ
|
|
259,171
|
|
201,655
|
||||||
Mortgage Loan ID#1000028891**
|
3.88%
|
|
12/1/2053
|
|
VA
|
|
260,600
|
|
201,633
|
||||||
Mortgage Loan ID#1000003926**
|
3.88%
|
|
10/1/2046
|
|
MA
|
|
324,897
|
|
201,469
|
||||||
Mortgage Loan ID#1000017521**
|
2.00%
|
|
1/1/2053
|
|
MD
|
|
501,029
|
|
201,048
|
||||||
Mortgage Loan ID#1000027243**
|
2.50%
|
|
6/1/2044
|
|
CA
|
|
380,135
|
|
200,836
|
||||||
Mortgage Loan ID#1000044253**
|
4.88%
|
|
8/1/2036
|
|
PA
|
|
217,793
|
|
200,355
|
||||||
Mortgage Loan ID#1000044205**
|
5.50%
|
|
2/1/2056
|
|
MA
|
|
451,582
|
|
200,114
|
||||||
Mortgage Loan ID#1000034758**
|
5.88%
|
|
4/1/2052
|
|
WA
|
|
208,425
|
|
199,708
|
||||||
Mortgage Loan ID#1000035357**
|
4.13%
|
|
1/1/2055
|
|
NY
|
|
237,402
|
|
199,558
|
||||||
Mortgage Loan ID#1000029356**
|
2.00%
|
|
12/1/2056
|
|
CA
|
|
388,507
|
|
198,306
|
||||||
Mortgage Loan ID#1000003884
|
3.13%
|
|
5/1/2037
|
|
MA
|
|
277,154
|
|
198,216
|
||||||
Mortgage Loan ID#1000029206**
|
11.38%
|
|
7/1/2037
|
|
NY
|
|
188,360
|
|
197,777
|
||||||
Mortgage Loan ID#1000043399
|
4.13%
|
|
9/1/2053
|
|
TX
|
|
226,940
|
|
197,341
|
||||||
Mortgage Loan ID#1000029217**
|
3.40%
|
|
1/1/2040
|
|
VA
|
|
343,407
|
|
197,337
|
||||||
Mortgage Loan ID#1000035744**
|
3.50%
|
|
9/1/2033
|
|
CA
|
|
221,904
|
|
197,200
|
||||||
Mortgage Loan ID#1000026282**
|
4.13%
|
|
8/1/2047
|
|
VA
|
|
349,897
|
|
196,293
|
||||||
Mortgage Loan ID#1000016068**
|
10.18%
|
|
9/1/2056
|
|
FL
|
|
288,060
|
|
196,192
|
||||||
Mortgage Loan ID#1000043895**
|
3.25%
|
|
10/1/2035
|
|
MA
|
|
276,553
|
|
195,048
|
||||||
Mortgage Loan ID#1000026022**
|
2.00%
|
|
7/1/2038
|
|
NV
|
|
379,153
|
|
194,418
|
||||||
Mortgage Loan ID#1000043521**
|
2.63%
|
|
10/1/2034
|
|
VA
|
|
321,007
|
|
194,061
|
||||||
Mortgage Loan ID#1000016081**
|
2.50%
|
|
1/1/2040
|
|
FL
|
|
434,274
|
|
193,902
|
||||||
Mortgage Loan ID#1000028216**
|
5.38%
|
|
4/1/2056
|
|
NJ
|
|
504,864
|
|
192,668
|
||||||
Mortgage Loan ID#1000025949**
|
3.88%
|
|
4/1/2053
|
|
CA
|
|
337,988
|
|
192,121
|
||||||
Mortgage Loan ID#1000026109**
|
5.99%
|
|
10/1/2034
|
|
MA
|
|
222,625
|
|
191,612
|
||||||
Mortgage Loan ID#1000043180**
|
4.00%
|
|
12/1/2049
|
|
NJ
|
|
239,728
|
|
191,466
|
||||||
Mortgage Loan ID#1000001449
|
2.00%
|
|
3/1/2052
|
|
CA
|
|
275,909
|
|
190,564
|
||||||
Mortgage Loan ID#1000026024**
|
2.00%
|
|
10/1/2052
|
|
CA
|
|
326,127
|
|
189,717
|
||||||
Mortgage Loan ID#1000034880
|
3.63%
|
|
11/1/2055
|
|
NJ
|
|
445,678
|
|
188,486
|
||||||
Mortgage Loan ID#1000001509
|
3.00%
|
|
4/1/2047
|
|
NY
|
|
602,954
|
|
188,126
|
||||||
Mortgage Loan ID#1000026006**
|
7.00%
|
|
11/1/2037
|
|
WA
|
|
197,837
|
|
187,385
|
||||||
Mortgage Loan ID#1000028441
|
5.00%
|
|
6/1/2043
|
|
FL
|
|
244,753
|
|
187,188
|
||||||
Mortgage Loan ID#1000001242
|
2.75%
|
|
6/1/2055
|
|
NY
|
|
274,132
|
|
185,451
|
||||||
Mortgage Loan ID#1000003528
|
2.00%
|
|
9/1/2047
|
|
MD
|
|
355,360
|
|
185,263
|
||||||
Mortgage Loan ID#1000002332
|
7.88%
|
|
7/1/2056
|
|
NY
|
|
360,000
|
|
183,991
|
||||||
Mortgage Loan ID#1000026583**
|
3.00%
|
|
3/1/2051
|
|
MD
|
|
308,976
|
|
183,360
|
||||||
Mortgage Loan ID#1000029151**
|
9.35%
|
|
12/1/2036
|
|
FL
|
|
270,872
|
|
183,096
|
||||||
Mortgage Loan ID#1000015325**
|
5.04%
|
|
7/1/2047
|
|
CT
|
|
205,180
|
|
177,754
|
||||||
Mortgage Loan ID#1000029165**
|
3.25%
|
|
7/1/2055
|
|
WA
|
|
374,547
|
|
177,672
|
||||||
Mortgage Loan ID#1000015960**
|
4.00%
|
|
12/1/2049
|
|
OR
|
|
202,224
|
|
175,477
|
||||||
Mortgage Loan ID#1000029254**
|
9.50%
|
|
2/1/2037
|
|
FL
|
|
433,287
|
|
175,439
|
||||||
Mortgage Loan ID#1000028224**
|
6.00%
|
|
3/1/2033
|
|
NY
|
|
209,009
|
|
174,561
|
||||||
Mortgage Loan ID#1000001355
|
2.75%
|
|
9/1/2037
|
|
FL
|
|
250,309
|
|
174,440
|
||||||
Mortgage Loan ID#1000028919**
|
4.13%
|
|
3/1/2055
|
|
NM
|
|
268,568
|
|
174,139
|
||||||
Mortgage Loan ID#1000027844**
|
3.00%
|
|
5/1/2051
|
|
MA
|
|
327,495
|
|
173,906
|
||||||
Mortgage Loan ID#1000002002
|
3.00%
|
|
4/1/2051
|
|
IL
|
|
258,524
|
|
173,175
|
||||||
Mortgage Loan ID#1000000293**
|
4.25%
|
|
12/1/2054
|
|
VT
|
|
470,972
|
|
172,836
|
||||||
Mortgage Loan ID#1000028937**
|
2.00%
|
|
11/1/2056
|
|
NY
|
|
426,650
|
|
172,405
|
||||||
Mortgage Loan ID#1000043875**
|
3.13%
|
|
12/1/2034
|
|
NC
|
|
190,121
|
|
171,694
|
||||||
Mortgage Loan ID#1000038587**
|
2.00%
|
|
8/1/2055
|
|
PA
|
|
216,878
|
|
170,685
|
||||||
Mortgage Loan ID#1000001683
|
8.33%
|
|
5/1/2037
|
|
TX
|
|
191,182
|
|
170,399
|
||||||
Mortgage Loan ID#1000002200
|
5.25%
|
|
6/1/2042
|
|
FL
|
|
220,910
|
|
169,760
|
||||||
Mortgage Loan ID#1000026028**
|
3.43%
|
|
5/1/2041
|
|
CA
|
|
292,866
|
|
169,460
|
||||||
Mortgage Loan ID#1000035724**
|
2.00%
|
|
1/1/2045
|
|
CA
|
|
194,534
|
|
169,254
|
||||||
Mortgage Loan ID#1000003668
|
4.00%
|
|
9/1/2046
|
|
MD
|
|
342,259
|
|
169,093
|
||||||
Mortgage Loan ID#1000043832**
|
4.32%
|
|
10/1/2056
|
|
MD
|
|
306,208
|
|
168,916
|
||||||
Mortgage Loan ID#1000028428**
|
4.00%
|
|
3/1/2055
|
|
CT
|
|
201,235
|
|
168,784
|
||||||
Mortgage Loan ID#1000044249**
|
5.63%
|
|
12/1/2055
|
|
CT
|
|
294,434
|
|
168,168
|
||||||
Mortgage Loan ID#1000003663
|
8.25%
|
|
12/1/2036
|
|
WI
|
|
188,520
|
|
166,747
|
||||||
Mortgage Loan ID#1000026413**
|
5.13%
|
|
9/1/2035
|
|
MA
|
|
352,241
|
|
166,690
|
||||||
Mortgage Loan ID#1000026463**
|
3.63%
|
|
11/1/2055
|
|
MD
|
|
300,711
|
|
166,445
|
||||||
Mortgage Loan ID#1000000399**
|
5.75%
|
|
12/1/2037
|
|
NJ
|
|
209,774
|
|
166,020
|
||||||
Mortgage Loan ID#1000001596
|
8.83%
|
|
5/1/2037
|
|
NY
|
|
408,500
|
|
165,329
|
||||||
Mortgage Loan ID#1000043503**
|
5.50%
|
|
3/1/2056
|
|
NJ
|
|
321,973
|
|
165,016
|
||||||
Mortgage Loan ID#1000038507**
|
6.38%
|
|
5/1/2037
|
|
FL
|
|
300,000
|
|
164,921
|
||||||
Mortgage Loan ID#1000026544**
|
3.25%
|
|
7/1/2055
|
|
MA
|
|
227,156
|
|
164,624
|
||||||
Mortgage Loan ID#1000017411
|
3.50%
|
|
12/1/2055
|
|
FL
|
|
325,247
|
|
164,154
|
||||||
Mortgage Loan ID#1000043656**
|
6.50%
|
|
12/1/2036
|
|
DC
|
|
228,791
|
|
163,388
|
||||||
Mortgage Loan ID#1000029042**
|
4.88%
|
|
12/1/2053
|
|
PA
|
|
583,352
|
|
162,083
|
||||||
Mortgage Loan ID#1000017267**
|
4.00%
|
|
6/1/2055
|
|
NY
|
|
258,943
|
|
161,976
|
||||||
Mortgage Loan ID#1000027754**
|
4.85%
|
|
9/1/2038
|
|
WA
|
|
226,698
|
|
161,155
|
||||||
Mortgage Loan ID#1000028883**
|
7.00%
|
|
11/1/2036
|
|
FL
|
|
262,400
|
|
161,081
|
||||||
Mortgage Loan ID#1000026182**
|
4.75%
|
|
11/1/2054
|
|
CA
|
|
228,313
|
|
160,580
|
||||||
Mortgage Loan ID#1000036021**
|
2.00%
|
|
7/1/2035
|
|
NY
|
|
312,636
|
|
160,551
|
||||||
Mortgage Loan ID#1000043416**
|
3.50%
|
|
2/1/2056
|
|
CT
|
|
277,386
|
|
160,349
|
||||||
Mortgage Loan ID#1000002021
|
3.63%
|
|
4/1/2037
|
|
NY
|
|
214,605
|
|
160,287
|
||||||
Mortgage Loan ID#1000027534**
|
7.13%
|
|
6/1/2048
|
|
FL
|
|
378,746
|
|
159,501
|
||||||
Mortgage Loan ID#1000029283**
|
3.25%
|
|
10/1/2046
|
|
NY
|
|
318,669
|
|
158,993
|
||||||
Mortgage Loan ID#1000028925
|
7.20%
|
|
11/1/2036
|
|
FL
|
|
245,204
|
|
158,364
|
||||||
Mortgage Loan ID#1000003527
|
4.72%
|
|
9/1/2047
|
|
MD
|
|
385,181
|
|
157,796
|
||||||
Mortgage Loan ID#1000001580
|
3.00%
|
|
5/1/2054
|
|
FL
|
|
493,830
|
|
157,620
|
||||||
Mortgage Loan ID#1000001442
|
2.00%
|
|
1/1/2055
|
|
NJ
|
|
270,650
|
|
155,321
|
||||||
Mortgage Loan ID#1000000219**
|
3.75%
|
|
1/1/2037
|
|
IL
|
|
220,821
|
|
154,950
|
||||||
Mortgage Loan ID#1000017081**
|
6.75%
|
|
12/1/2033
|
|
WA
|
|
146,388
|
|
153,707
|
||||||
Mortgage Loan ID#1000028998**
|
8.28%
|
|
1/1/2037
|
|
FL
|
|
227,050
|
|
152,845
|
||||||
Mortgage Loan ID#1000003623
|
3.13%
|
|
12/1/2035
|
|
MA
|
|
251,222
|
|
152,538
|
||||||
Mortgage Loan ID#1000025940**
|
4.00%
|
|
4/1/2036
|
|
NH
|
|
261,760
|
|
152,311
|
||||||
Mortgage Loan ID#1000026196**
|
9.45%
|
|
5/1/2037
|
|
MA
|
|
253,716
|
|
151,577
|
||||||
Mortgage Loan ID#1000017171**
|
6.00%
|
|
3/1/2049
|
|
GA
|
|
145,337
|
|
151,264
|
||||||
Mortgage Loan ID#1000002116
|
8.63%
|
|
8/1/2037
|
|
NY
|
|
450,000
|
|
151,207
|
||||||
Mortgage Loan ID#1000002377
|
4.00%
|
|
5/1/2037
|
|
CA
|
|
205,123
|
|
150,988
|
||||||
Mortgage Loan ID#1000026749**
|
7.92%
|
|
2/25/2034
|
|
MI
|
|
143,260
|
|
150,423
|
||||||
Mortgage Loan ID#1000014966**
|
3.00%
|
|
12/1/2050
|
|
MD
|
|
179,369
|
|
150,315
|
||||||
Mortgage Loan ID#1000029089**
|
9.00%
|
|
4/1/2037
|
|
WA
|
|
188,711
|
|
150,104
|
||||||
Mortgage Loan ID#1000003971**
|
4.50%
|
|
2/1/2037
|
|
MI
|
|
230,301
|
|
149,866
|
||||||
Mortgage Loan ID#1000001610
|
9.38%
|
|
8/1/2037
|
|
NY
|
|
347,672
|
|
149,128
|
||||||
Mortgage Loan ID#1000028957**
|
3.75%
|
|
4/1/2036
|
|
CO
|
|
169,284
|
|
148,983
|
||||||
Mortgage Loan ID#1000044113**
|
6.90%
|
|
12/1/2034
|
|
FL
|
|
147,524
|
|
148,881
|
||||||
Mortgage Loan ID#1000034925**
|
3.63%
|
|
12/1/2055
|
|
FL
|
|
277,765
|
|
148,032
|
||||||
Mortgage Loan ID#1000016797**
|
6.99%
|
|
2/1/2035
|
|
NJ
|
|
150,823
|
|
147,315
|
||||||
Mortgage Loan ID#1000001369
|
3.65%
|
|
8/1/2056
|
|
IL
|
|
308,985
|
|
146,973
|
||||||
Mortgage Loan ID#1000044087**
|
6.06%
|
|
11/28/2034
|
|
MO
|
|
171,819
|
|
146,806
|
||||||
Mortgage Loan ID#1000028969**
|
3.63%
|
|
11/1/2055
|
|
MD
|
|
299,382
|
|
146,684
|
||||||
Mortgage Loan ID#1000015875**
|
2.00%
|
|
10/1/2051
|
|
NY
|
|
193,507
|
|
146,433
|
||||||
Mortgage Loan ID#1000043360**
|
5.75%
|
|
1/1/2036
|
|
FL
|
|
233,778
|
|
145,532
|
||||||
Mortgage Loan ID#1000017452**
|
3.83%
|
|
4/1/2037
|
|
AZ
|
|
168,445
|
|
145,470
|
||||||
Mortgage Loan ID#1000026334
|
4.25%
|
|
6/1/2056
|
|
MD
|
|
215,475
|
|
145,118
|
||||||
Mortgage Loan ID#1000034960**
|
7.38%
|
|
4/1/2038
|
|
UT
|
|
140,263
|
|
144,543
|
||||||
Mortgage Loan ID#1000001924
|
2.00%
|
|
2/1/2056
|
|
WA
|
|
236,931
|
|
144,261
|
||||||
Mortgage Loan ID#1000001066
|
9.50%
|
|
9/1/2037
|
|
FL
|
|
202,495
|
|
143,892
|
||||||
Mortgage Loan ID#1000000658**
|
5.00%
|
|
7/1/2037
|
|
NY
|
|
268,187
|
|
143,860
|
||||||
Mortgage Loan ID#1000000662**
|
4.13%
|
|
1/1/2055
|
|
MN
|
|
208,703
|
|
143,027
|
||||||
Mortgage Loan ID#1000000995
|
5.98%
|
|
10/1/2046
|
|
VA
|
|
274,351
|
|
142,803
|
||||||
Mortgage Loan ID#1000003953
|
4.38%
|
|
5/1/2036
|
|
RI
|
|
174,771
|
|
142,212
|
||||||
Mortgage Loan ID#1000017418**
|
2.00%
|
|
2/1/2052
|
|
FL
|
|
243,381
|
|
141,728
|
||||||
Mortgage Loan ID#1000003516
|
4.13%
|
|
10/1/2053
|
|
MA
|
|
210,815
|
|
141,065
|
||||||
Mortgage Loan ID#1000017513**
|
4.13%
|
|
8/1/2053
|
|
MA
|
|
183,557
|
|
141,005
|
||||||
Mortgage Loan ID#1000001064
|
6.22%
|
|
8/1/2037
|
|
FL
|
|
193,943
|
|
140,988
|
||||||
Mortgage Loan ID#1000001022
|
8.50%
|
|
2/1/2037
|
|
FL
|
|
202,052
|
|
140,964
|
||||||
Mortgage Loan ID#1000001225
|
4.82%
|
|
4/1/2031
|
|
FL
|
|
177,445
|
|
140,792
|
||||||
Mortgage Loan ID#1000029329**
|
5.50%
|
|
5/1/2037
|
|
KS
|
|
202,021
|
|
140,773
|
||||||
Mortgage Loan ID#1000043686**
|
2.00%
|
|
2/1/2055
|
|
FL
|
|
205,716
|
|
140,663
|
||||||
Mortgage Loan ID#1000027353**
|
2.00%
|
|
6/1/2051
|
|
NY
|
|
264,919
|
|
140,600
|
||||||
Mortgage Loan ID#1000001327
|
4.78%
|
|
9/1/2047
|
|
CA
|
|
266,364
|
|
140,482
|
||||||
Mortgage Loan ID#1000015566**
|
3.00%
|
|
1/1/2051
|
|
FL
|
|
166,083
|
|
139,326
|
||||||
Mortgage Loan ID#1000029345**
|
2.00%
|
|
12/1/2037
|
|
ME
|
|
223,008
|
|
139,218
|
||||||
Mortgage Loan ID#1000026149**
|
7.13%
|
|
10/1/2035
|
|
NJ
|
|
177,901
|
|
139,188
|
||||||
Mortgage Loan ID#1000017474**
|
3.38%
|
|
10/1/2056
|
|
IL
|
|
279,435
|
|
138,893
|
||||||
Mortgage Loan ID#1000002040
|
4.00%
|
|
7/1/2053
|
|
NC
|
|
196,706
|
|
138,813
|
||||||
Mortgage Loan ID#1000003880**
|
5.00%
|
|
3/1/2046
|
|
MA
|
|
172,085
|
|
137,750
|
||||||
Mortgage Loan ID#1000025982**
|
7.50%
|
|
1/1/2039
|
|
TX
|
|
131,169
|
|
137,727
|
||||||
Mortgage Loan ID#1000026056**
|
6.00%
|
|
9/1/2037
|
|
OR
|
|
155,322
|
|
137,420
|
||||||
Mortgage Loan ID#1000043979**
|
2.00%
|
|
9/1/2052
|
|
WA
|
|
173,864
|
|
137,373
|
||||||
Mortgage Loan ID#1000027676
|
2.00%
|
|
4/1/2054
|
|
PA
|
|
179,894
|
|
137,318
|
||||||
Mortgage Loan ID#1000028410**
|
7.85%
|
|
6/1/2032
|
|
SC
|
|
130,600
|
|
136,576
|
||||||
Mortgage Loan ID#1000028832
|
4.58%
|
|
10/1/2036
|
|
FL
|
|
601,406
|
|
135,796
|
||||||
Mortgage Loan ID#1000028949**
|
3.00%
|
|
8/1/2032
|
|
FL
|
|
186,321
|
|
135,750
|
||||||
Mortgage Loan ID#1000016457**
|
8.00%
|
|
4/1/2037
|
|
IL
|
|
226,931
|
|
135,592
|
||||||
Mortgage Loan ID#1000026667**
|
6.40%
|
|
4/1/2036
|
|
MI
|
|
138,174
|
|
135,510
|
||||||
Mortgage Loan ID#1000003858**
|
2.75%
|
|
12/1/2037
|
|
GA
|
|
156,522
|
|
134,236
|
||||||
Mortgage Loan ID#1000002340
|
5.22%
|
|
6/1/2056
|
|
DC
|
|
283,146
|
|
134,032
|
||||||
Mortgage Loan ID#1000026003**
|
4.00%
|
|
6/1/2037
|
|
FL
|
|
208,178
|
|
133,736
|
||||||
Mortgage Loan ID#1000001265
|
3.00%
|
|
6/1/2047
|
|
FL
|
|
265,263
|
|
133,585
|
||||||
Mortgage Loan ID#1000044160**
|
5.13%
|
|
1/1/2054
|
|
OH
|
|
164,727
|
|
133,529
|
||||||
Mortgage Loan ID#1000015578**
|
7.50%
|
|
7/1/2041
|
|
GA
|
|
143,103
|
|
133,095
|
||||||
Mortgage Loan ID#1000028894**
|
3.88%
|
|
9/1/2056
|
|
FL
|
|
295,790
|
|
132,880
|
||||||
Mortgage Loan ID#1000035479**
|
7.95%
|
|
3/1/2037
|
|
FL
|
|
182,472
|
|
132,879
|
||||||
Mortgage Loan ID#1000017383**
|
4.88%
|
|
7/1/2037
|
|
TX
|
|
154,508
|
|
132,863
|
||||||
Mortgage Loan ID#1000015280**
|
4.13%
|
|
4/1/2055
|
|
PA
|
|
253,996
|
|
132,627
|
||||||
Mortgage Loan ID#1000026719**
|
3.00%
|
|
7/1/2034
|
|
TX
|
|
149,597
|
|
132,581
|
||||||
Mortgage Loan ID#1000034848**
|
5.63%
|
|
2/1/2038
|
|
NY
|
|
255,003
|
|
132,484
|
||||||
Mortgage Loan ID#1000029044**
|
5.00%
|
|
12/1/2056
|
|
NJ
|
|
277,927
|
|
132,412
|
||||||
Mortgage Loan ID#1000002369
|
4.00%
|
|
3/1/2037
|
|
NY
|
|
361,237
|
|
132,206
|
||||||
Mortgage Loan ID#1000016611**
|
3.25%
|
|
6/1/2056
|
|
IL
|
|
264,589
|
|
132,201
|
||||||
Mortgage Loan ID#1000043544**
|
2.50%
|
|
6/1/2035
|
|
OH
|
|
179,019
|
|
131,606
|
||||||
Mortgage Loan ID#1000043731**
|
3.75%
|
|
4/1/2036
|
|
NJ
|
|
206,001
|
|
131,086
|
||||||
Mortgage Loan ID#1000029349**
|
10.63%
|
|
10/1/2042
|
|
FL
|
|
289,113
|
|
130,813
|
||||||
Mortgage Loan ID#1000026002**
|
2.00%
|
|
1/1/2042
|
|
CT
|
|
173,589
|
|
130,746
|
||||||
Mortgage Loan ID#1000029219**
|
3.50%
|
|
9/1/2055
|
|
FL
|
|
209,258
|
|
130,614
|
||||||
Mortgage Loan ID#1000017335**
|
2.63%
|
|
7/1/2049
|
|
VA
|
|
247,567
|
|
130,249
|
||||||
Mortgage Loan ID#1000015317**
|
2.00%
|
|
1/1/2052
|
|
VA
|
|
281,928
|
|
129,992
|
||||||
Mortgage Loan ID#1000017375**
|
5.00%
|
|
4/1/2054
|
|
MO
|
|
165,766
|
|
129,928
|
||||||
Mortgage Loan ID#1000044296**
|
3.63%
|
|
11/1/2055
|
|
IL
|
|
365,276
|
|
129,695
|
||||||
Mortgage Loan ID#1000028317**
|
8.13%
|
|
10/1/2037
|
|
MD
|
|
123,464
|
|
129,637
|
||||||
Mortgage Loan ID#1000015452**
|
4.00%
|
|
5/1/2054
|
|
MO
|
|
215,013
|
|
129,076
|
||||||
Mortgage Loan ID#1000027349**
|
3.25%
|
|
9/1/2055
|
|
CO
|
|
162,596
|
|
128,980
|
||||||
Mortgage Loan ID#1000043555**
|
5.38%
|
|
3/1/2038
|
|
NC
|
|
150,837
|
|
128,483
|
||||||
Mortgage Loan ID#1000043561**
|
4.13%
|
|
8/1/2053
|
|
AZ
|
|
149,551
|
|
128,115
|
||||||
Mortgage Loan ID#1000027040**
|
3.00%
|
|
8/1/2039
|
|
AL
|
|
212,115
|
|
127,754
|
||||||
Mortgage Loan ID#1000044104
|
2.50%
|
|
1/1/2035
|
|
TX
|
|
149,406
|
|
127,539
|
||||||
Mortgage Loan ID#1000017039**
|
3.00%
|
|
4/1/2056
|
|
FL
|
|
379,918
|
|
127,171
|
||||||
Mortgage Loan ID#1000025985**
|
4.78%
|
|
1/1/2037
|
|
TX
|
|
120,936
|
|
126,983
|
||||||
Mortgage Loan ID#1000028865**
|
7.40%
|
|
10/1/2036
|
|
FL
|
|
161,600
|
|
126,923
|
||||||
Mortgage Loan ID#1000001937
|
7.88%
|
|
3/1/2037
|
|
TX
|
|
140,004
|
|
126,916
|
||||||
Mortgage Loan ID#1000002310
|
6.00%
|
|
5/1/2037
|
|
ME
|
|
223,787
|
|
126,873
|
||||||
Mortgage Loan ID#1000025959**
|
3.38%
|
|
2/1/2056
|
|
KS
|
|
155,846
|
|
126,568
|
||||||
Mortgage Loan ID#1000027985**
|
4.88%
|
|
3/1/2054
|
|
TN
|
|
152,916
|
|
126,166
|
||||||
Mortgage Loan ID#1000043289**
|
5.50%
|
|
3/1/2037
|
|
IL
|
|
142,648
|
|
125,863
|
||||||
Mortgage Loan ID#1000028474
|
4.88%
|
|
4/1/2054
|
|
TX
|
|
139,124
|
|
124,930
|
||||||
Mortgage Loan ID#1000035556**
|
3.38%
|
|
6/1/2056
|
|
FL
|
|
170,921
|
|
124,758
|
||||||
Mortgage Loan ID#1000035869**
|
4.00%
|
|
2/1/2037
|
|
MS
|
|
149,327
|
|
124,558
|
||||||
Mortgage Loan ID#1000000611
|
7.25%
|
|
3/1/2037
|
|
NY
|
|
129,055
|
|
124,329
|
||||||
Mortgage Loan ID#1000029134**
|
3.00%
|
|
7/1/2037
|
|
FL
|
|
280,139
|
|
124,051
|
||||||
Mortgage Loan ID#1000043594**
|
3.13%
|
|
6/1/2056
|
|
IN
|
|
191,359
|
|
123,869
|
||||||
Mortgage Loan ID#1000001912
|
5.00%
|
|
5/1/2054
|
|
FL
|
|
175,912
|
|
123,197
|
||||||
Mortgage Loan ID#1000026007**
|
4.51%
|
|
6/1/2037
|
|
AZ
|
|
136,622
|
|
123,129
|
||||||
Mortgage Loan ID#1000044151
|
4.00%
|
|
9/1/2053
|
|
PA
|
|
151,389
|
|
123,080
|
||||||
Mortgage Loan ID#1000028502**
|
2.00%
|
|
6/1/2046
|
|
MD
|
|
154,330
|
|
122,953
|
||||||
Mortgage Loan ID#1000027808**
|
3.00%
|
|
2/1/2046
|
|
GA
|
|
185,959
|
|
122,875
|
||||||
Mortgage Loan ID#1000029011**
|
6.00%
|
|
8/1/2043
|
|
MI
|
|
167,512
|
|
122,597
|
||||||
Mortgage Loan ID#1000017341**
|
2.00%
|
|
10/1/2056
|
|
WA
|
|
222,823
|
|
122,488
|
||||||
Mortgage Loan ID#1000029109**
|
7.50%
|
|
5/1/2032
|
|
IL
|
|
116,659
|
|
122,446
|
||||||
Mortgage Loan ID#1000028447**
|
3.50%
|
|
8/1/2043
|
|
NC
|
|
190,870
|
|
122,163
|
||||||
Mortgage Loan ID#1000043815**
|
4.75%
|
|
11/1/2054
|
|
NY
|
|
197,717
|
|
121,917
|
||||||
Mortgage Loan ID#1000026200**
|
4.00%
|
|
5/1/2055
|
|
MA
|
|
217,774
|
|
121,543
|
||||||
Mortgage Loan ID#1000043850**
|
3.38%
|
|
8/1/2055
|
|
FL
|
|
346,470
|
|
121,046
|
||||||
Mortgage Loan ID#1000043462**
|
3.50%
|
|
4/1/2056
|
|
NY
|
|
151,788
|
|
120,815
|
||||||
Mortgage Loan ID#1000043827**
|
3.25%
|
|
7/1/2055
|
|
PA
|
|
169,601
|
|
120,241
|
||||||
Mortgage Loan ID#1000035666**
|
7.62%
|
|
2/1/2032
|
|
NY
|
|
122,900
|
|
119,939
|
||||||
Mortgage Loan ID#1000003647
|
2.00%
|
|
8/1/2043
|
|
MI
|
|
289,803
|
|
119,809
|
||||||
Mortgage Loan ID#1000038481
|
2.00%
|
|
9/1/2056
|
|
NJ
|
|
264,238
|
|
119,103
|
||||||
Mortgage Loan ID#1000029231**
|
4.13%
|
|
6/1/2056
|
|
IL
|
|
654,128
|
|
118,906
|
||||||
Mortgage Loan ID#1000001961
|
5.00%
|
|
4/1/2054
|
|
CT
|
|
186,958
|
|
118,853
|
||||||
Mortgage Loan ID#1000001915
|
7.75%
|
|
8/1/2036
|
|
AZ
|
|
130,877
|
|
118,779
|
||||||
Mortgage Loan ID#1000035990**
|
2.00%
|
|
2/1/2052
|
|
LA
|
|
144,218
|
|
117,942
|
||||||
Mortgage Loan ID#1000028848**
|
2.00%
|
|
6/1/2056
|
|
RI
|
|
323,271
|
|
117,819
|
||||||
Mortgage Loan ID#1000003601
|
7.00%
|
|
10/1/2035
|
|
MD
|
|
185,250
|
|
117,413
|
||||||
Mortgage Loan ID#1000001943
|
5.80%
|
|
8/1/2037
|
|
MT
|
|
146,137
|
|
116,984
|
||||||
Mortgage Loan ID#1000043469**
|
4.13%
|
|
1/1/2055
|
|
PA
|
|
154,114
|
|
116,844
|
||||||
Mortgage Loan ID#1000029143**
|
4.00%
|
|
8/1/2053
|
|
PA
|
|
138,357
|
|
116,677
|
||||||
Mortgage Loan ID#1000001920
|
7.38%
|
|
7/1/2036
|
|
AZ
|
|
125,262
|
|
116,601
|
||||||
Mortgage Loan ID#1000017245**
|
7.89%
|
|
11/1/2035
|
|
CA
|
|
151,276
|
|
116,556
|
||||||
Mortgage Loan ID#1000043217**
|
5.13%
|
|
9/1/2034
|
|
OH
|
|
124,573
|
|
116,256
|
||||||
Mortgage Loan ID#1000026014**
|
3.25%
|
|
7/1/2056
|
|
OR
|
|
204,485
|
|
116,209
|
||||||
Mortgage Loan ID#1000044215**
|
4.00%
|
|
5/1/2055
|
|
TX
|
|
134,947
|
|
116,164
|
||||||
Mortgage Loan ID#1000017330**
|
5.02%
|
|
1/1/2037
|
|
CT
|
|
209,804
|
|
116,029
|
||||||
Mortgage Loan ID#1000035205**
|
2.75%
|
|
6/1/2032
|
|
CO
|
|
139,635
|
|
115,939
|
||||||
Mortgage Loan ID#1000001346
|
2.75%
|
|
9/1/2037
|
|
TX
|
|
152,761
|
|
115,858
|
||||||
Mortgage Loan ID#1000028840**
|
3.19%
|
|
10/1/2055
|
|
FL
|
|
268,686
|
|
115,798
|
||||||
Mortgage Loan ID#1000015336**
|
8.26%
|
|
9/1/2037
|
|
MN
|
|
110,480
|
|
115,290
|
||||||
Mortgage Loan ID#1000035033**
|
7.00%
|
|
10/1/2037
|
|
NJ
|
|
152,649
|
|
115,094
|
||||||
Mortgage Loan ID#1000028235**
|
2.00%
|
|
2/1/2052
|
|
MN
|
|
150,312
|
|
114,498
|
||||||
Mortgage Loan ID#1000034776**
|
5.00%
|
|
9/1/2051
|
|
IN
|
|
137,720
|
|
114,364
|
||||||
Mortgage Loan ID#1000015627**
|
6.75%
|
|
2/1/2037
|
|
NY
|
|
179,970
|
|
114,037
|
||||||
Mortgage Loan ID#1000002289
|
6.00%
|
|
4/1/2037
|
|
AZ
|
|
140,294
|
|
113,971
|
||||||
Mortgage Loan ID#1000025967**
|
9.25%
|
|
10/1/2036
|
|
PA
|
|
111,199
|
|
113,885
|
||||||
Mortgage Loan ID#1000043476
|
8.17%
|
|
9/7/2029
|
|
NV
|
|
161,986
|
|
113,699
|
||||||
Mortgage Loan ID#1000035030**
|
3.50%
|
|
4/1/2056
|
|
FL
|
|
219,601
|
|
113,571
|
||||||
Mortgage Loan ID#1000028793
|
2.00%
|
|
11/1/2053
|
|
NC
|
|
262,793
|
|
113,075
|
||||||
Mortgage Loan ID#1000015866**
|
2.00%
|
|
12/1/2046
|
|
PA
|
|
183,400
|
|
113,021
|
||||||
Mortgage Loan ID#1000003856**
|
2.75%
|
|
12/1/2037
|
|
AR
|
|
131,191
|
|
112,743
|
||||||
Mortgage Loan ID#1000000677**
|
5.00%
|
|
11/1/2055
|
|
FL
|
|
147,587
|
|
112,648
|
||||||
Mortgage Loan ID#1000015929
|
6.13%
|
|
8/1/2036
|
|
NY
|
|
112,749
|
|
111,956
|
||||||
Mortgage Loan ID#1000016888**
|
3.00%
|
|
1/1/2051
|
|
WI
|
|
139,659
|
|
111,583
|
||||||
Mortgage Loan ID#1000002215
|
7.88%
|
|
10/1/2056
|
|
NC
|
|
204,686
|
|
111,101
|
||||||
Mortgage Loan ID#1000001588
|
9.25%
|
|
6/1/2047
|
|
NY
|
|
368,791
|
|
110,896
|
||||||
Mortgage Loan ID#1000029409**
|
4.84%
|
|
9/1/2037
|
|
CA
|
|
121,404
|
|
110,838
|
||||||
Mortgage Loan ID#1000017485**
|
6.80%
|
|
4/1/2033
|
|
OH
|
|
110,770
|
|
110,806
|
||||||
Mortgage Loan ID#1000044020
|
3.40%
|
|
1/1/2038
|
|
IL
|
|
176,693
|
|
110,259
|
||||||
Mortgage Loan ID#1000035194**
|
9.38%
|
|
5/1/2037
|
|
RI
|
|
298,641
|
|
110,124
|
||||||
Mortgage Loan ID#1000038567**
|
6.13%
|
|
3/1/2036
|
|
ME
|
|
111,794
|
|
109,474
|
||||||
Mortgage Loan ID#1000017230**
|
4.13%
|
|
12/1/2054
|
|
NY
|
|
262,908
|
|
109,290
|
||||||
Mortgage Loan ID#1000029341**
|
4.00%
|
|
2/1/2053
|
|
MD
|
|
148,363
|
|
109,252
|
||||||
Mortgage Loan ID#1000044098**
|
3.50%
|
|
4/1/2056
|
|
MI
|
|
187,541
|
|
109,245
|
||||||
Mortgage Loan ID#1000029135**
|
7.65%
|
|
7/1/2037
|
|
IL
|
|
150,086
|
|
108,931
|
||||||
Mortgage Loan ID#1000029422**
|
7.30%
|
|
10/1/2036
|
|
FL
|
|
191,565
|
|
108,905
|
||||||
Mortgage Loan ID#1000028488**
|
8.63%
|
|
12/1/2036
|
|
NY
|
|
133,426
|
|
108,880
|
||||||
Mortgage Loan ID#1000036067**
|
6.95%
|
|
6/1/2035
|
|
MD
|
|
105,482
|
|
108,709
|
||||||
Mortgage Loan ID#1000015532**
|
3.75%
|
|
9/1/2055
|
|
SC
|
|
210,076
|
|
108,650
|
||||||
Mortgage Loan ID#1000015963**
|
3.13%
|
|
3/1/2037
|
|
FL
|
|
166,400
|
|
108,398
|
||||||
Mortgage Loan ID#1000001966
|
2.00%
|
|
3/1/2046
|
|
CT
|
|
224,680
|
|
108,366
|
||||||
Mortgage Loan ID#1000026546**
|
4.63%
|
|
3/1/2035
|
|
VA
|
|
143,456
|
|
107,859
|
||||||
Mortgage Loan ID#1000027437**
|
9.69%
|
|
9/22/2036
|
|
NY
|
|
114,538
|
|
107,709
|
||||||
Mortgage Loan ID#1000001259
|
3.75%
|
|
8/1/2037
|
|
FL
|
|
299,184
|
|
107,635
|
||||||
Mortgage Loan ID#1000028487**
|
5.13%
|
|
1/1/2056
|
|
TN
|
|
128,058
|
|
107,566
|
||||||
Mortgage Loan ID#1000001904
|
7.63%
|
|
2/1/2037
|
|
TX
|
|
118,455
|
|
107,424
|
||||||
Mortgage Loan ID#1000001431
|
4.13%
|
|
9/1/2053
|
|
NY
|
|
184,840
|
|
107,390
|
||||||
Mortgage Loan ID#1000026752**
|
4.75%
|
|
10/1/2054
|
|
OH
|
|
179,651
|
|
107,228
|
||||||
Mortgage Loan ID#1000017362**
|
5.25%
|
|
3/1/2036
|
|
NY
|
|
116,640
|
|
107,053
|
||||||
Mortgage Loan ID#1000026052**
|
2.00%
|
|
9/1/2053
|
|
CA
|
|
202,589
|
|
106,667
|
||||||
Mortgage Loan ID#1000043414**
|
4.38%
|
|
10/1/2052
|
|
NC
|
|
131,176
|
|
106,599
|
||||||
Mortgage Loan ID#1000026019**
|
2.00%
|
|
2/1/2044
|
|
MD
|
|
175,864
|
|
106,425
|
||||||
Mortgage Loan ID#1000029282**
|
3.38%
|
|
10/1/2055
|
|
CT
|
|
170,511
|
|
105,819
|
||||||
Mortgage Loan ID#1000026614**
|
4.88%
|
|
7/1/2054
|
|
NC
|
|
146,162
|
|
105,526
|
||||||
Mortgage Loan ID#1000003614
|
4.25%
|
|
5/1/2055
|
|
MA
|
|
367,825
|
|
104,830
|
||||||
Mortgage Loan ID#1000027343**
|
5.25%
|
|
9/1/2053
|
|
WI
|
|
147,141
|
|
104,818
|
||||||
Mortgage Loan ID#1000043618**
|
3.50%
|
|
2/1/2056
|
|
NY
|
|
289,463
|
|
104,784
|
||||||
Mortgage Loan ID#1000028177**
|
4.13%
|
|
2/1/2055
|
|
PA
|
|
134,002
|
|
104,217
|
||||||
Mortgage Loan ID#1000017068**
|
4.00%
|
|
9/1/2056
|
|
MD
|
|
197,688
|
|
103,804
|
||||||
Mortgage Loan ID#1000015924**
|
7.51%
|
|
8/1/2037
|
|
FL
|
|
164,700
|
|
103,418
|
||||||
Mortgage Loan ID#1000043409**
|
5.13%
|
|
12/1/2054
|
|
VA
|
|
119,597
|
|
103,361
|
||||||
Mortgage Loan ID#1000000365**
|
11.75%
|
|
10/1/2037
|
|
VA
|
|
112,379
|
|
102,952
|
||||||
Mortgage Loan ID#1000016152**
|
5.75%
|
|
5/1/2032
|
|
NY
|
|
101,254
|
|
102,888
|
||||||
Mortgage Loan ID#1000001344
|
2.00%
|
|
8/1/2053
|
|
FL
|
|
179,792
|
|
102,803
|
||||||
Mortgage Loan ID#1000027466**
|
8.40%
|
|
3/1/2036
|
|
NJ
|
|
283,206
|
|
100,956
|
||||||
Mortgage Loan ID#1000017468**
|
2.00%
|
|
6/1/2044
|
|
NJ
|
|
171,939
|
|
100,930
|
||||||
Mortgage Loan ID#1000043304**
|
9.59%
|
|
12/1/2036
|
|
IL
|
|
122,064
|
|
100,192
|
||||||
Mortgage Loan ID#1000026516**
|
5.25%
|
|
1/1/2049
|
|
CT
|
|
195,091
|
|
99,907
|
||||||
Mortgage Loan ID#1000028440**
|
3.00%
|
|
8/1/2055
|
|
NY
|
|
131,471
|
|
99,803
|
||||||
Mortgage Loan ID#1000027169**
|
8.75%
|
|
2/1/2038
|
|
NJ
|
|
95,125
|
|
99,132
|
||||||
Mortgage Loan ID#1000015608**
|
4.00%
|
|
4/1/2055
|
|
FL
|
|
124,043
|
|
99,123
|
||||||
Mortgage Loan ID#1000001619
|
3.00%
|
|
5/1/2037
|
|
CA
|
|
180,265
|
|
98,320
|
||||||
Mortgage Loan ID#1000043320**
|
4.88%
|
|
9/1/2056
|
|
WI
|
|
207,121
|
|
97,947
|
||||||
Mortgage Loan ID#1000026021**
|
4.00%
|
|
9/1/2050
|
|
IL
|
|
259,811
|
|
97,711
|
||||||
Mortgage Loan ID#1000001326
|
4.00%
|
|
8/1/2047
|
|
FL
|
|
132,586
|
|
97,575
|
||||||
Mortgage Loan ID#1000028191**
|
3.25%
|
|
9/1/2055
|
|
PA
|
|
192,201
|
|
97,140
|
||||||
Mortgage Loan ID#1000044209**
|
4.50%
|
|
6/1/2036
|
|
LA
|
|
102,892
|
|
97,049
|
||||||
Mortgage Loan ID#1000027352**
|
7.88%
|
|
5/1/2035
|
|
OH
|
|
92,097
|
|
96,675
|
||||||
Mortgage Loan ID#1000028931**
|
2.00%
|
|
7/1/2056
|
|
CT
|
|
226,096
|
|
96,645
|
||||||
Mortgage Loan ID#1000028008**
|
7.13%
|
|
12/1/2032
|
|
AL
|
|
104,177
|
|
96,474
|
||||||
Mortgage Loan ID#1000043863**
|
3.00%
|
|
9/1/2056
|
|
IL
|
|
173,241
|
|
96,473
|
||||||
Mortgage Loan ID#1000027454**
|
3.88%
|
|
3/1/2053
|
|
NJ
|
|
345,428
|
|
96,298
|
||||||
Mortgage Loan ID#1000016520**
|
2.50%
|
|
10/1/2055
|
|
FL
|
|
135,618
|
|
96,245
|
||||||
Mortgage Loan ID#1000000426**
|
2.88%
|
|
1/1/2038
|
|
CO
|
|
146,465
|
|
95,574
|
||||||
Mortgage Loan ID#1000028180**
|
4.13%
|
|
8/1/2053
|
|
PA
|
|
111,022
|
|
95,572
|
||||||
Mortgage Loan ID#1000017460**
|
7.00%
|
|
5/1/2053
|
|
FL
|
|
233,658
|
|
95,512
|
||||||
Mortgage Loan ID#1000026384**
|
4.00%
|
|
9/1/2053
|
|
MN
|
|
134,035
|
|
95,489
|
||||||
Mortgage Loan ID#1000025964**
|
4.13%
|
|
12/1/2054
|
|
PA
|
|
115,148
|
|
95,428
|
||||||
Mortgage Loan ID#1000001983
|
5.00%
|
|
3/1/2037
|
|
FL
|
|
131,184
|
|
95,421
|
||||||
Mortgage Loan ID#1000015314**
|
3.25%
|
|
3/1/2049
|
|
IN
|
|
125,433
|
|
95,329
|
||||||
Mortgage Loan ID#1000035224**
|
6.78%
|
|
5/1/2033
|
|
NY
|
|
115,687
|
|
95,165
|
||||||
Mortgage Loan ID#1000002359
|
8.63%
|
|
4/1/2037
|
|
NY
|
|
259,846
|
|
95,163
|
||||||
Mortgage Loan ID#1000026058**
|
6.13%
|
|
5/1/2034
|
|
TX
|
|
128,828
|
|
95,036
|
||||||
Mortgage Loan ID#1000029233**
|
9.60%
|
|
8/1/2034
|
|
FL
|
|
87,615
|
|
95,029
|
||||||
Mortgage Loan ID#1000016038**
|
6.99%
|
|
3/1/2037
|
|
DE
|
|
152,305
|
|
94,694
|
||||||
Mortgage Loan ID#1000000412**
|
2.63%
|
|
12/1/2037
|
|
DE
|
|
136,687
|
|
94,320
|
||||||
Mortgage Loan ID#1000038454**
|
6.50%
|
|
1/1/2038
|
|
NJ
|
|
127,627
|
|
94,271
|
||||||
Mortgage Loan ID#1000035535**
|
3.00%
|
|
3/1/2051
|
|
LA
|
|
118,182
|
|
93,732
|
||||||
Mortgage Loan ID#1000034882**
|
6.38%
|
|
7/1/2036
|
|
NJ
|
|
202,992
|
|
93,178
|
||||||
Mortgage Loan ID#1000029287**
|
4.00%
|
|
7/1/2037
|
|
FL
|
|
230,332
|
|
92,889
|
||||||
Mortgage Loan ID#1000001247
|
3.00%
|
|
11/1/2050
|
|
OH
|
|
268,021
|
|
92,574
|
||||||
Mortgage Loan ID#1000027941**
|
8.75%
|
|
10/1/2056
|
|
GA
|
|
189,174
|
|
92,524
|
||||||
Mortgage Loan ID#1000001910
|
3.00%
|
|
7/1/2047
|
|
NV
|
|
242,989
|
|
92,508
|
||||||
Mortgage Loan ID#1000017458**
|
4.25%
|
|
1/1/2055
|
|
VA
|
|
140,203
|
|
92,262
|
||||||
Mortgage Loan ID#1000015276**
|
5.50%
|
|
3/1/2056
|
|
PA
|
|
150,447
|
|
92,226
|
||||||
Mortgage Loan ID#1000038442**
|
4.13%
|
|
10/1/2053
|
|
OK
|
|
145,533
|
|
92,219
|
||||||
Mortgage Loan ID#1000043563**
|
3.88%
|
|
12/1/2037
|
|
FL
|
|
224,590
|
|
92,153
|
||||||
Mortgage Loan ID#1000029186
|
3.00%
|
|
11/1/2056
|
|
FL
|
|
209,233
|
|
92,104
|
||||||
Mortgage Loan ID#1000001827
|
8.50%
|
|
9/1/2037
|
|
IN
|
|
102,534
|
|
92,015
|
||||||
Mortgage Loan ID#1000001569
|
2.00%
|
|
6/1/2053
|
|
FL
|
|
163,026
|
|
91,449
|
||||||
Mortgage Loan ID#1000003513
|
2.38%
|
|
3/1/2037
|
|
GA
|
|
131,199
|
|
91,030
|
||||||
Mortgage Loan ID#1000043752**
|
6.99%
|
|
12/1/2036
|
|
OK
|
|
88,832
|
|
90,987
|
||||||
Mortgage Loan ID#1000014981**
|
3.50%
|
|
5/1/2056
|
|
IL
|
|
121,379
|
|
90,725
|
||||||
Mortgage Loan ID#1000001840
|
4.86%
|
|
2/1/2047
|
|
MN
|
|
161,593
|
|
90,547
|
||||||
Mortgage Loan ID#1000043257**
|
4.00%
|
|
10/1/2056
|
|
FL
|
|
191,030
|
|
90,425
|
||||||
Mortgage Loan ID#1000026016**
|
2.00%
|
|
10/1/2056
|
|
NM
|
|
246,338
|
|
90,320
|
||||||
Mortgage Loan ID#1000029316**
|
8.45%
|
|
8/1/2056
|
|
TX
|
|
90,910
|
|
90,290
|
||||||
Mortgage Loan ID#1000027668**
|
2.63%
|
|
1/1/2035
|
|
OH
|
|
154,476
|
|
90,052
|
||||||
Mortgage Loan ID#1000016053**
|
9.25%
|
|
4/1/2037
|
|
ME
|
|
119,370
|
|
89,344
|
||||||
Mortgage Loan ID#1000035314**
|
3.13%
|
|
1/1/2036
|
|
MD
|
|
218,268
|
|
89,289
|
||||||
Mortgage Loan ID#1000035732**
|
4.13%
|
|
8/1/2053
|
|
OR
|
|
142,991
|
|
88,508
|
||||||
Mortgage Loan ID#1000015597**
|
7.38%
|
|
9/1/2036
|
|
OH
|
|
113,195
|
|
88,449
|
||||||
Mortgage Loan ID#1000035573**
|
4.13%
|
|
8/1/2053
|
|
FL
|
|
116,534
|
|
88,075
|
||||||
Mortgage Loan ID#1000029172**
|
3.25%
|
|
9/1/2055
|
|
FL
|
|
118,319
|
|
87,858
|
||||||
Mortgage Loan ID#1000026604**
|
2.00%
|
|
11/1/2051
|
|
GA
|
|
167,661
|
|
87,677
|
||||||
Mortgage Loan ID#1000043928**
|
3.38%
|
|
1/1/2056
|
|
TX
|
|
113,167
|
|
87,288
|
||||||
Mortgage Loan ID#1000027258**
|
8.25%
|
|
11/1/2037
|
|
AL
|
|
116,072
|
|
87,270
|
||||||
Mortgage Loan ID#1000029170**
|
2.00%
|
|
1/1/2037
|
|
PA
|
|
145,173
|
|
87,069
|
||||||
Mortgage Loan ID#1000043981**
|
2.00%
|
|
9/1/2042
|
|
NC
|
|
121,415
|
|
86,998
|
||||||
Mortgage Loan ID#1000027126**
|
3.75%
|
|
4/1/2034
|
|
IL
|
|
158,133
|
|
86,714
|
||||||
Mortgage Loan ID#1000026059**
|
3.00%
|
|
10/1/2056
|
|
IL
|
|
498,095
|
|
86,565
|
||||||
Mortgage Loan ID#1000017455**
|
5.88%
|
|
8/1/2037
|
|
SC
|
|
131,955
|
|
86,433
|
||||||
Mortgage Loan ID#1000026110**
|
2.00%
|
|
10/1/2056
|
|
SC
|
|
230,201
|
|
86,219
|
||||||
Mortgage Loan ID#1000027397**
|
2.00%
|
|
2/1/2037
|
|
CT
|
|
260,453
|
|
86,048
|
||||||
Mortgage Loan ID#1000017321**
|
5.15%
|
|
7/1/2056
|
|
MD
|
|
175,070
|
|
85,867
|
||||||
Mortgage Loan ID#1000043977**
|
9.79%
|
|
11/1/2037
|
|
TX
|
|
125,161
|
|
85,319
|
||||||
Mortgage Loan ID#1000035629**
|
3.00%
|
|
8/1/2054
|
|
DE
|
|
175,063
|
|
84,810
|
||||||
Mortgage Loan ID#1000028922**
|
4.13%
|
|
10/1/2053
|
|
PA
|
|
214,496
|
|
84,806
|
||||||
Mortgage Loan ID#1000001128
|
5.00%
|
|
11/1/2036
|
|
FL
|
|
121,690
|
|
84,685
|
||||||
Mortgage Loan ID#1000029137**
|
2.00%
|
|
11/1/2044
|
|
FL
|
|
232,631
|
|
83,852
|
||||||
Mortgage Loan ID#1000003508
|
4.00%
|
|
7/1/2053
|
|
GA
|
|
113,852
|
|
83,569
|
||||||
Mortgage Loan ID#1000043833**
|
6.38%
|
|
2/1/2034
|
|
NY
|
|
115,112
|
|
83,565
|
||||||
Mortgage Loan ID#1000029401**
|
9.25%
|
|
8/1/2037
|
|
OH
|
|
88,721
|
|
83,097
|
||||||
Mortgage Loan ID#1000044193**
|
4.00%
|
|
11/1/2048
|
|
NC
|
|
150,652
|
|
82,931
|
||||||
Mortgage Loan ID#1000028909**
|
2.00%
|
|
9/1/2054
|
|
CA
|
|
172,762
|
|
82,783
|
||||||
Mortgage Loan ID#1000043946**
|
2.00%
|
|
7/1/2056
|
|
MA
|
|
159,198
|
|
81,680
|
||||||
Mortgage Loan ID#1000028156**
|
5.99%
|
|
6/1/2037
|
|
NJ
|
|
171,886
|
|
81,330
|
||||||
Mortgage Loan ID#1000043995**
|
2.00%
|
|
1/1/2045
|
|
IL
|
|
306,860
|
|
80,940
|
||||||
Mortgage Loan ID#1000027105**
|
8.75%
|
|
9/21/2037
|
|
OR
|
|
153,228
|
|
80,282
|
||||||
Mortgage Loan ID#1000016194**
|
6.88%
|
|
8/1/2018
|
|
NY
|
|
89,843
|
|
80,202
|
||||||
Mortgage Loan ID#1000029122
|
4.75%
|
|
6/1/2054
|
|
FL
|
|
167,763
|
|
80,041
|
||||||
Mortgage Loan ID#1000043804
|
5.00%
|
|
7/1/2056
|
|
NJ
|
|
510,143
|
|
79,967
|
||||||
Mortgage Loan ID#1000003506
|
3.38%
|
|
3/1/2056
|
|
MI
|
|
113,468
|
|
79,801
|
||||||
Mortgage Loan ID#1000038508**
|
4.50%
|
|
6/1/2047
|
|
NJ
|
|
234,727
|
|
79,552
|
||||||
Mortgage Loan ID#1000001822
|
2.00%
|
|
1/1/2051
|
|
FL
|
|
157,224
|
|
79,056
|
||||||
Mortgage Loan ID#1000001793
|
8.50%
|
|
9/1/2037
|
|
NY
|
|
84,867
|
|
78,451
|
||||||
Mortgage Loan ID#1000015260**
|
4.00%
|
|
12/1/2036
|
|
GA
|
|
90,098
|
|
78,362
|
||||||
Mortgage Loan ID#1000001968
|
5.00%
|
|
9/1/2037
|
|
IL
|
|
134,231
|
|
77,941
|
||||||
Mortgage Loan ID#1000029115**
|
3.00%
|
|
7/1/2037
|
|
CA
|
|
370,927
|
|
77,742
|
||||||
Mortgage Loan ID#1000027358**
|
7.80%
|
|
8/1/2056
|
|
IL
|
|
118,423
|
|
77,624
|
||||||
Mortgage Loan ID#1000028936**
|
5.00%
|
|
5/1/2054
|
|
NY
|
|
412,683
|
|
77,531
|
||||||
Mortgage Loan ID#1000029027**
|
4.63%
|
|
9/1/2056
|
|
AZ
|
|
304,456
|
|
77,243
|
||||||
Mortgage Loan ID#1000000440**
|
2.88%
|
|
1/1/2038
|
|
TX
|
|
88,195
|
|
77,200
|
||||||
Mortgage Loan ID#1000003627
|
3.00%
|
|
11/1/2052
|
|
WI
|
|
161,201
|
|
76,961
|
||||||
Mortgage Loan ID#1000027341**
|
8.55%
|
|
7/1/2029
|
|
TX
|
|
98,697
|
|
76,916
|
||||||
Mortgage Loan ID#1000003512
|
3.63%
|
|
11/1/2034
|
|
GA
|
|
99,673
|
|
76,710
|
||||||
Mortgage Loan ID#1000001948
|
7.63%
|
|
5/1/2037
|
|
VA
|
|
120,849
|
|
76,434
|
||||||
Mortgage Loan ID#1000043722**
|
6.78%
|
|
2/1/2037
|
|
PA
|
|
91,253
|
|
76,351
|
||||||
Mortgage Loan ID#1000029060**
|
2.00%
|
|
6/1/2054
|
|
LA
|
|
99,720
|
|
75,821
|
||||||
Mortgage Loan ID#1000026938**
|
7.64%
|
|
12/1/2036
|
|
NY
|
|
170,519
|
|
75,323
|
||||||
Mortgage Loan ID#1000017518**
|
3.38%
|
|
8/1/2055
|
|
NJ
|
|
171,793
|
|
74,446
|
||||||
Mortgage Loan ID#1000000563**
|
8.99%
|
|
2/1/2037
|
|
AZ
|
|
81,377
|
|
74,373
|
||||||
Mortgage Loan ID#1000026553
|
2.00%
|
|
3/1/2038
|
|
IL
|
|
285,953
|
|
74,349
|
||||||
Mortgage Loan ID#1000035041**
|
6.25%
|
|
11/1/2056
|
|
NJ
|
|
242,563
|
|
74,248
|
||||||
Mortgage Loan ID#1000025973**
|
3.00%
|
|
11/1/2054
|
|
PA
|
|
297,472
|
|
74,177
|
||||||
Mortgage Loan ID#1000029391**
|
7.61%
|
|
8/1/2040
|
|
FL
|
|
242,367
|
|
74,039
|
||||||
Mortgage Loan ID#1000044235**
|
6.85%
|
|
1/26/2036
|
|
NJ
|
|
90,853
|
|
73,678
|
||||||
Mortgage Loan ID#1000000706**
|
3.13%
|
|
8/1/2037
|
|
FL
|
|
231,992
|
|
73,376
|
||||||
Mortgage Loan ID#1000035363
|
2.75%
|
|
12/1/2024
|
|
CA
|
|
79,675
|
|
71,948
|
||||||
Mortgage Loan ID#1000026256**
|
8.75%
|
|
11/1/2035
|
|
FL
|
|
143,301
|
|
71,869
|
||||||
Mortgage Loan ID#1000027381**
|
11.50%
|
|
10/1/2035
|
|
NC
|
|
68,357
|
|
71,775
|
||||||
Mortgage Loan ID#1000015614**
|
2.63%
|
|
8/1/2036
|
|
FL
|
|
113,684
|
|
71,690
|
||||||
Mortgage Loan ID#1000029308**
|
5.88%
|
|
2/1/2022
|
|
MI
|
|
59,660
|
|
71,451
|
||||||
Mortgage Loan ID#1000028798**
|
4.84%
|
|
11/1/2036
|
|
OH
|
|
122,879
|
|
70,835
|
||||||
Mortgage Loan ID#1000027174**
|
4.25%
|
|
1/1/2056
|
|
MA
|
|
337,849
|
|
70,819
|
||||||
Mortgage Loan ID#1000034979**
|
3.13%
|
|
8/1/2056
|
|
IL
|
|
197,191
|
|
70,756
|
||||||
Mortgage Loan ID#1000015565**
|
8.70%
|
|
12/1/2034
|
|
NY
|
|
67,138
|
|
70,495
|
||||||
Mortgage Loan ID#1000000621**
|
4.50%
|
|
11/1/2053
|
|
KY
|
|
96,289
|
|
70,308
|
||||||
Mortgage Loan ID#1000015277**
|
4.88%
|
|
12/1/2053
|
|
MD
|
|
88,886
|
|
69,864
|
||||||
Mortgage Loan ID#1000017525**
|
4.00%
|
|
4/1/2055
|
|
MD
|
|
152,233
|
|
69,723
|
||||||
Mortgage Loan ID#1000017526**
|
2.00%
|
|
1/1/2042
|
|
IA
|
|
86,663
|
|
69,486
|
||||||
Mortgage Loan ID#1000001921
|
7.75%
|
|
5/1/2037
|
|
VA
|
|
130,093
|
|
69,070
|
||||||
Mortgage Loan ID#1000029385**
|
8.50%
|
|
5/1/2037
|
|
FL
|
|
178,830
|
|
68,876
|
||||||
Mortgage Loan ID#1000035844**
|
5.75%
|
|
9/1/2056
|
|
SC
|
|
231,665
|
|
68,564
|
||||||
Mortgage Loan ID#1000001464
|
3.00%
|
|
6/1/2055
|
|
IL
|
|
266,557
|
|
68,529
|
||||||
Mortgage Loan ID#1000028943**
|
2.00%
|
|
6/1/2053
|
|
FL
|
|
296,806
|
|
68,498
|
||||||
Mortgage Loan ID#1000002011
|
2.00%
|
|
8/1/2056
|
|
FL
|
|
483,145
|
|
67,468
|
||||||
Mortgage Loan ID#1000002006
|
7.75%
|
|
3/1/2037
|
|
FL
|
|
74,984
|
|
67,313
|
||||||
Mortgage Loan ID#1000028406**
|
7.50%
|
|
5/1/2035
|
|
NY
|
|
90,270
|
|
67,299
|
||||||
Mortgage Loan ID#1000003679
|
4.88%
|
|
5/1/2054
|
|
MI
|
|
120,027
|
|
67,281
|
||||||
Mortgage Loan ID#1000015272**
|
7.83%
|
|
2/1/2037
|
|
TX
|
|
63,728
|
|
66,915
|
||||||
Mortgage Loan ID#1000044279**
|
6.70%
|
|
7/1/2026
|
|
TX
|
|
66,139
|
|
66,747
|
||||||
Mortgage Loan ID#1000015939**
|
4.00%
|
|
9/1/2053
|
|
AZ
|
|
76,373
|
|
66,595
|
||||||
Mortgage Loan ID#1000015637**
|
4.25%
|
|
12/1/2054
|
|
AL
|
|
109,986
|
|
65,791
|
||||||
Mortgage Loan ID#1000016328**
|
6.25%
|
|
12/1/2034
|
|
NJ
|
|
138,797
|
|
65,510
|
||||||
Mortgage Loan ID#1000015651**
|
8.70%
|
|
6/1/2036
|
|
TX
|
|
62,838
|
|
65,381
|
||||||
Mortgage Loan ID#1000026712**
|
4.88%
|
|
1/1/2036
|
|
TX
|
|
82,006
|
|
65,025
|
||||||
Mortgage Loan ID#1000016784**
|
8.25%
|
|
5/1/2037
|
|
FL
|
|
197,654
|
|
64,862
|
||||||
Mortgage Loan ID#1000026506**
|
4.13%
|
|
2/1/2055
|
|
FL
|
|
112,478
|
|
64,329
|
||||||
Mortgage Loan ID#1000028465**
|
4.80%
|
|
2/1/2036
|
|
OR
|
|
127,615
|
|
64,326
|
||||||
Mortgage Loan ID#1000028413**
|
4.88%
|
|
12/1/2053
|
|
TX
|
|
71,617
|
|
64,297
|
||||||
Mortgage Loan ID#1000028161**
|
3.00%
|
|
2/1/2056
|
|
IL
|
|
238,765
|
|
63,890
|
||||||
Mortgage Loan ID#1000044142**
|
3.88%
|
|
10/1/2054
|
|
OH
|
|
127,725
|
|
63,717
|
||||||
Mortgage Loan ID#1000014997**
|
7.88%
|
|
12/1/2054
|
|
NY
|
|
60,540
|
|
63,567
|
||||||
Mortgage Loan ID#1000025958**
|
4.13%
|
|
11/1/2053
|
|
WI
|
|
128,833
|
|
63,386
|
||||||
Mortgage Loan ID#1000003504
|
4.00%
|
|
5/1/2055
|
|
AR
|
|
88,135
|
|
63,346
|
||||||
Mortgage Loan ID#1000002009
|
3.00%
|
|
7/1/2054
|
|
NJ
|
|
347,290
|
|
63,018
|
||||||
Mortgage Loan ID#1000043709**
|
4.13%
|
|
10/1/2056
|
|
MI
|
|
160,490
|
|
62,755
|
||||||
Mortgage Loan ID#1000044075**
|
11.99%
|
|
10/1/2029
|
|
PA
|
|
60,383
|
|
62,459
|
||||||
Mortgage Loan ID#1000044092**
|
6.99%
|
|
7/1/2024
|
|
PA
|
|
62,290
|
|
62,447
|
||||||
Mortgage Loan ID#1000001271
|
2.25%
|
|
9/1/2056
|
|
NJ
|
|
362,903
|
|
61,624
|
||||||
Mortgage Loan ID#1000015932
|
6.13%
|
|
10/1/2036
|
|
NY
|
|
62,543
|
|
61,561
|
||||||
Mortgage Loan ID#1000001800
|
7.88%
|
|
4/1/2037
|
|
NY
|
|
103,579
|
|
61,512
|
||||||
Mortgage Loan ID#1000015282**
|
2.00%
|
|
3/1/2051
|
|
LA
|
|
126,558
|
|
61,500
|
||||||
Mortgage Loan ID#1000001589
|
2.63%
|
|
10/1/2056
|
|
NJ
|
|
273,606
|
|
61,320
|
||||||
Mortgage Loan ID#1000026454**
|
2.00%
|
|
6/1/2051
|
|
IA
|
|
74,275
|
|
60,589
|
||||||
Mortgage Loan ID#1000026464**
|
7.50%
|
|
8/1/2035
|
|
WI
|
|
57,615
|
|
60,168
|
||||||
Mortgage Loan ID#1000015320**
|
4.00%
|
|
7/1/2039
|
|
DE
|
|
139,406
|
|
59,773
|
||||||
Mortgage Loan ID#1000027403**
|
5.38%
|
|
4/1/2036
|
|
WI
|
|
202,915
|
|
59,507
|
||||||
Mortgage Loan ID#1002229098
|
8.00%
|
|
12/1/2025
|
|
GA
|
|
56,503
|
|
59,328
|
||||||
Mortgage Loan ID#1000017401**
|
3.00%
|
|
1/1/2051
|
|
IN
|
|
108,355
|
|
59,281
|
||||||
Mortgage Loan ID#1000027318**
|
3.38%
|
|
9/1/2055
|
|
OH
|
|
84,608
|
|
59,021
|
||||||
Mortgage Loan ID#1000001233
|
2.00%
|
|
1/1/2047
|
|
IL
|
|
131,509
|
|
58,945
|
||||||
Mortgage Loan ID#1000028837**
|
7.13%
|
|
10/1/2028
|
|
OH
|
|
64,238
|
|
58,890
|
||||||
Mortgage Loan ID#1000025970**
|
7.00%
|
|
1/1/2037
|
|
SD
|
|
82,522
|
|
58,626
|
||||||
Mortgage Loan ID#1000025925**
|
5.36%
|
|
12/1/2035
|
|
NY
|
|
84,843
|
|
58,398
|
||||||
Mortgage Loan ID#1000025947**
|
4.25%
|
|
3/1/2055
|
|
KS
|
|
71,646
|
|
58,373
|
||||||
Mortgage Loan ID#1000035249**
|
9.00%
|
|
6/1/2027
|
|
NY
|
|
55,560
|
|
57,962
|
||||||
Mortgage Loan ID#1000026730**
|
7.83%
|
|
4/1/2048
|
|
FL
|
|
96,268
|
|
57,849
|
||||||
Mortgage Loan ID#1000015563**
|
4.00%
|
|
10/1/2053
|
|
LA
|
|
67,878
|
|
57,828
|
||||||
Mortgage Loan ID#1000043575**
|
5.88%
|
|
6/1/2036
|
|
NY
|
|
177,408
|
|
57,824
|
||||||
Mortgage Loan ID#1000016084
|
5.13%
|
|
1/1/2054
|
|
LA
|
|
71,734
|
|
57,548
|
||||||
Mortgage Loan ID#1000017087**
|
8.00%
|
|
8/1/2025
|
|
IL
|
|
60,419
|
|
57,033
|
||||||
Mortgage Loan ID#1000001834
|
8.75%
|
|
5/1/2037
|
|
NV
|
|
169,526
|
|
56,521
|
||||||
Mortgage Loan ID#1000026230**
|
7.25%
|
|
12/1/2035
|
|
FL
|
|
75,913
|
|
56,481
|
||||||
Mortgage Loan ID#1000029105**
|
3.88%
|
|
9/1/2053
|
|
OH
|
|
127,750
|
|
56,284
|
||||||
Mortgage Loan ID#7000014317
|
5.25%
|
|
3/1/2042
|
|
VA
|
|
130,847
|
|
55,944
|
||||||
Mortgage Loan ID#1000000376**
|
11.13%
|
|
10/1/2037
|
|
NY
|
|
53,400
|
|
55,575
|
||||||
Mortgage Loan ID#1000001546
|
4.88%
|
|
5/1/2054
|
|
NC
|
|
96,642
|
|
55,513
|
||||||
Mortgage Loan ID#1000043746**
|
4.88%
|
|
9/1/2056
|
|
CT
|
|
168,879
|
|
55,341
|
||||||
Mortgage Loan ID#1000043264**
|
3.25%
|
|
4/1/2056
|
|
OH
|
|
93,757
|
|
54,534
|
||||||
Mortgage Loan ID#1000027361**
|
7.45%
|
|
12/1/2025
|
|
LA
|
|
54,135
|
|
53,994
|
||||||
Mortgage Loan ID#1000029244**
|
6.47%
|
|
8/1/2036
|
|
TX
|
|
53,867
|
|
53,697
|
||||||
Mortgage Loan ID#1000017351**
|
2.88%
|
|
4/1/2036
|
|
KS
|
|
86,782
|
|
53,668
|
||||||
Mortgage Loan ID#1000027348**
|
5.15%
|
|
10/1/2034
|
|
KY
|
|
77,307
|
|
53,562
|
||||||
Mortgage Loan ID#1000015257**
|
3.25%
|
|
8/1/2055
|
|
PA
|
|
161,615
|
|
53,550
|
||||||
Mortgage Loan ID#1000027380**
|
4.00%
|
|
5/1/2055
|
|
TX
|
|
101,644
|
|
52,799
|
||||||
Mortgage Loan ID#1000044181**
|
6.75%
|
|
6/1/2037
|
|
MI
|
|
136,033
|
|
52,564
|
||||||
Mortgage Loan ID#1000002117
|
5.14%
|
|
5/1/2037
|
|
NJ
|
|
465,434
|
|
52,336
|
||||||
Mortgage Loan ID#1000027952**
|
4.88%
|
|
2/1/2037
|
|
IN
|
|
135,791
|
|
52,101
|
||||||
Mortgage Loan ID#1000026763**
|
11.75%
|
|
4/1/2020
|
|
NY
|
|
52,577
|
|
52,073
|
||||||
Mortgage Loan ID#1000015558**
|
4.88%
|
|
7/1/2054
|
|
NY
|
|
65,356
|
|
51,558
|
||||||
Mortgage Loan ID#1000043424**
|
7.38%
|
|
6/1/2026
|
|
AL
|
|
50,021
|
|
51,501
|
||||||
Mortgage Loan ID#1000017252**
|
7.00%
|
|
9/1/2028
|
|
NY
|
|
50,681
|
|
51,465
|
||||||
Mortgage Loan ID#1000015261**
|
4.88%
|
|
8/1/2054
|
|
PA
|
|
117,689
|
|
51,200
|
||||||
Mortgage Loan ID#1000026554**
|
10.68%
|
|
11/6/2027
|
|
GA
|
|
49,475
|
|
51,198
|
||||||
Mortgage Loan ID#1000015906**
|
3.50%
|
|
1/1/2056
|
|
TX
|
|
62,026
|
|
51,070
|
||||||
Mortgage Loan ID#1000029162**
|
7.50%
|
|
8/1/2035
|
|
LA
|
|
118,237
|
|
51,070
|
||||||
Mortgage Loan ID#1000044196**
|
7.99%
|
|
1/1/2036
|
|
MD
|
|
148,017
|
|
50,770
|
||||||
Mortgage Loan ID#1000043222**
|
3.49%
|
|
5/1/2025
|
|
CA
|
|
55,164
|
|
50,548
|
||||||
Mortgage Loan ID#1000029399**
|
2.00%
|
|
7/1/2037
|
|
MD
|
|
109,340
|
|
50,529
|
||||||
Mortgage Loan ID#7000003524
|
4.75%
|
|
7/1/2040
|
|
CA
|
|
162,493
|
|
50,469
|
||||||
Mortgage Loan ID#1000029163**
|
5.04%
|
|
2/1/2037
|
|
PA
|
|
99,074
|
|
50,239
|
||||||
Mortgage Loan ID#1000025927**
|
4.61%
|
|
5/1/2036
|
|
ID
|
|
60,966
|
|
49,738
|
||||||
Mortgage Loan ID#1000015268**
|
4.85%
|
|
10/1/2050
|
|
FL
|
|
159,583
|
|
48,843
|
||||||
Mortgage Loan ID#1000029010**
|
3.00%
|
|
9/1/2044
|
|
FL
|
|
120,026
|
|
48,706
|
||||||
Mortgage Loan ID#1000029423**
|
3.40%
|
|
6/1/2044
|
|
TX
|
|
91,983
|
|
48,548
|
||||||
Mortgage Loan ID#1000027209**
|
4.63%
|
|
8/1/2054
|
|
IL
|
|
178,052
|
|
48,383
|
||||||
Mortgage Loan ID#1000043439
|
8.99%
|
|
5/1/2032
|
|
IN
|
|
65,323
|
|
47,964
|
||||||
Mortgage Loan ID#1000027992**
|
3.13%
|
|
9/1/2035
|
|
IL
|
|
77,988
|
|
47,798
|
||||||
Mortgage Loan ID#1000026461**
|
8.60%
|
|
7/1/2034
|
|
TX
|
|
55,070
|
|
47,321
|
||||||
Mortgage Loan ID#1000001521
|
2.00%
|
|
7/1/2051
|
|
NE
|
|
117,308
|
|
47,197
|
||||||
Mortgage Loan ID#1000025935**
|
4.13%
|
|
8/1/2053
|
|
PA
|
|
210,627
|
|
47,046
|
||||||
Mortgage Loan ID#1000043847**
|
8.95%
|
|
3/7/2037
|
|
UT
|
|
45,230
|
|
47,018
|
||||||
Mortgage Loan ID#1000016159**
|
6.75%
|
|
11/1/2036
|
|
NY
|
|
169,119
|
|
46,635
|
||||||
Mortgage Loan ID#1000015553**
|
10.99%
|
|
4/1/2015
|
|
NY
|
|
44,036
|
|
46,238
|
||||||
Mortgage Loan ID#1000034867
|
4.00%
|
|
8/1/2053
|
|
WI
|
|
71,300
|
|
46,185
|
||||||
Mortgage Loan ID#1000000363**
|
11.63%
|
|
10/1/2037
|
|
NY
|
|
44,083
|
|
45,860
|
||||||
Mortgage Loan ID#1000016908**
|
5.00%
|
|
2/1/2019
|
|
CA
|
|
46,758
|
|
45,104
|
||||||
Mortgage Loan ID#1000015564**
|
8.00%
|
|
3/1/2024
|
|
MS
|
|
43,762
|
|
44,578
|
||||||
Mortgage Loan ID#7000044223
|
4.25%
|
|
2/1/2044
|
|
CA
|
|
182,328
|
|
44,515
|
||||||
Mortgage Loan ID#1000025995**
|
4.13%
|
|
8/1/2053
|
|
AL
|
|
77,307
|
|
44,390
|
||||||
Mortgage Loan ID#1000017447**
|
8.15%
|
|
2/1/2036
|
|
AL
|
|
65,976
|
|
44,378
|
||||||
Mortgage Loan ID#1000044291**
|
3.25%
|
|
9/1/2048
|
|
TN
|
|
83,986
|
|
44,172
|
||||||
Mortgage Loan ID#1000044171**
|
4.00%
|
|
9/1/2053
|
|
IL
|
|
269,379
|
|
43,823
|
||||||
Mortgage Loan ID#1000044266**
|
8.95%
|
|
10/1/2036
|
|
NY
|
|
57,785
|
|
43,474
|
||||||
Mortgage Loan ID#1000026055**
|
2.60%
|
|
7/1/2056
|
|
FL
|
|
181,614
|
|
43,215
|
||||||
Mortgage Loan ID#1000034773**
|
5.13%
|
|
5/1/2050
|
|
PA
|
|
69,192
|
|
43,028
|
||||||
Mortgage Loan ID#1000000641**
|
8.00%
|
|
1/1/2037
|
|
TX
|
|
49,139
|
|
42,997
|
||||||
Mortgage Loan ID#1000015573**
|
4.13%
|
|
12/1/2056
|
|
NC
|
|
92,262
|
|
42,985
|
||||||
Mortgage Loan ID#1000044152**
|
5.00%
|
|
4/1/2054
|
|
MO
|
|
71,909
|
|
42,975
|
||||||
Mortgage Loan ID#1000015907**
|
7.50%
|
|
2/1/2037
|
|
TX
|
|
41,231
|
|
42,826
|
||||||
Mortgage Loan ID#1000027625**
|
4.88%
|
|
2/1/2054
|
|
WI
|
|
170,894
|
|
42,681
|
||||||
Mortgage Loan ID#1000017142**
|
3.52%
|
|
3/1/2017
|
|
NY
|
|
42,139
|
|
42,341
|
||||||
Mortgage Loan ID#1000000663**
|
9.85%
|
|
1/1/2037
|
|
NY
|
|
59,525
|
|
41,970
|
||||||
Mortgage Loan ID#1000015945**
|
3.13%
|
|
2/1/2037
|
|
IL
|
|
77,911
|
|
40,946
|
||||||
Mortgage Loan ID#1000025933**
|
7.00%
|
|
4/1/2039
|
|
AL
|
|
52,236
|
|
40,841
|
||||||
Mortgage Loan ID#1000029247**
|
2.00%
|
|
6/1/2053
|
|
TX
|
|
59,469
|
|
40,531
|
||||||
Mortgage Loan ID#1000003477
|
2.00%
|
|
1/1/2052
|
|
MS
|
|
123,578
|
|
40,259
|
||||||
Mortgage Loan ID#1000028966**
|
4.38%
|
|
8/1/2056
|
|
ME
|
|
149,718
|
|
40,012
|
||||||
Mortgage Loan ID#1000028449**
|
9.00%
|
|
6/1/2046
|
|
AL
|
|
44,861
|
|
39,612
|
||||||
Mortgage Loan ID#1000027130**
|
4.00%
|
|
9/1/2056
|
|
LA
|
|
100,809
|
|
39,418
|
||||||
Mortgage Loan ID#1000026187**
|
4.50%
|
|
10/1/2054
|
|
PA
|
|
113,627
|
|
38,970
|
||||||
Mortgage Loan ID#1000002535
|
2.00%
|
|
3/1/2037
|
|
CA
|
|
200,129
|
|
38,678
|
||||||
Mortgage Loan ID#1000029201**
|
3.00%
|
|
8/1/2056
|
|
WI
|
|
160,428
|
|
37,729
|
||||||
Mortgage Loan ID#1000028377**
|
9.63%
|
|
4/1/2034
|
|
IN
|
|
47,497
|
|
37,362
|
||||||
Mortgage Loan ID#1000044088**
|
8.35%
|
|
9/1/2034
|
|
AR
|
|
59,718
|
|
37,164
|
||||||
Mortgage Loan ID#1000026584**
|
7.38%
|
|
9/1/2046
|
|
FL
|
|
117,236
|
|
37,074
|
||||||
Mortgage Loan ID#1000043727**
|
5.63%
|
|
9/1/2056
|
|
IN
|
|
169,401
|
|
36,945
|
||||||
Mortgage Loan ID#1000003418
|
2.00%
|
|
3/1/2037
|
|
NY
|
|
103,994
|
|
36,813
|
||||||
Mortgage Loan ID#1000027252**
|
4.50%
|
|
11/1/2053
|
|
WI
|
|
126,129
|
|
36,721
|
||||||
Mortgage Loan ID#7000004746
|
4.75%
|
|
10/1/2040
|
|
CA
|
|
92,137
|
|
36,156
|
||||||
Mortgage Loan ID#1000029211**
|
6.47%
|
|
6/1/2032
|
|
PA
|
|
60,640
|
|
35,932
|
||||||
Mortgage Loan ID#1000015971
|
2.00%
|
|
2/1/2038
|
|
IL
|
|
73,383
|
|
35,728
|
||||||
Mortgage Loan ID#1000015972**
|
6.98%
|
|
4/1/2037
|
|
FL
|
|
96,044
|
|
35,697
|
||||||
Mortgage Loan ID#1000029342**
|
2.00%
|
|
8/1/2037
|
|
IA
|
|
66,994
|
|
35,696
|
||||||
Mortgage Loan ID#1000025920**
|
3.75%
|
|
11/1/2055
|
|
MI
|
|
56,386
|
|
35,615
|
||||||
Mortgage Loan ID#1000043371**
|
9.00%
|
|
10/1/2056
|
|
OH
|
|
69,685
|
|
34,455
|
||||||
Mortgage Loan ID#1000016883**
|
8.40%
|
|
1/1/2036
|
|
NJ
|
|
151,309
|
|
34,063
|
||||||
Mortgage Loan ID#1000017233**
|
8.00%
|
|
10/1/2019
|
|
TN
|
|
33,983
|
|
33,992
|
||||||
Mortgage Loan ID#1000001759
|
6.38%
|
|
12/1/2036
|
|
OK
|
|
40,417
|
|
33,708
|
||||||
Mortgage Loan ID#1000043557**
|
3.38%
|
|
1/1/2019
|
|
NY
|
|
44,528
|
|
33,403
|
||||||
Mortgage Loan ID#1000001792
|
2.00%
|
|
6/1/2054
|
|
SC
|
|
97,456
|
|
33,286
|
||||||
Mortgage Loan ID#1000036023**
|
6.65%
|
|
10/1/2056
|
|
OH
|
|
86,667
|
|
33,025
|
||||||
Mortgage Loan ID#1000025939**
|
4.00%
|
|
4/1/2054
|
|
KY
|
|
87,585
|
|
31,692
|
||||||
Mortgage Loan ID#7000000337
|
5.00%
|
|
9/1/2039
|
|
NM
|
|
106,000
|
|
31,115
|
||||||
Mortgage Loan ID#1000001762
|
6.63%
|
|
12/1/2036
|
|
OK
|
|
37,429
|
|
30,946
|
||||||
Mortgage Loan ID#1000043768**
|
4.88%
|
|
4/1/2047
|
|
MD
|
|
56,729
|
|
29,632
|
||||||
Mortgage Loan ID#1000029080**
|
4.38%
|
|
12/1/2053
|
|
IA
|
|
82,241
|
|
29,601
|
||||||
Mortgage Loan ID#1000029277**
|
4.63%
|
|
10/1/2054
|
|
IN
|
|
83,816
|
|
29,575
|
||||||
Mortgage Loan ID#1000001753
|
8.38%
|
|
6/1/2036
|
|
NY
|
|
36,456
|
|
29,415
|
||||||
Mortgage Loan ID#1000014995**
|
3.25%
|
|
7/1/2018
|
|
CT
|
|
31,158
|
|
29,411
|
||||||
Mortgage Loan ID#1000015867**
|
7.63%
|
|
10/1/2046
|
|
OH
|
|
70,188
|
|
28,971
|
||||||
Mortgage Loan ID#1000026986**
|
3.25%
|
|
9/1/2055
|
|
AL
|
|
162,209
|
|
28,969
|
||||||
Mortgage Loan ID#1000043430**
|
2.00%
|
|
1/1/2035
|
|
NJ
|
|
34,462
|
|
28,604
|
||||||
Mortgage Loan ID#1000025922**
|
4.13%
|
|
8/1/2053
|
|
OK
|
|
61,876
|
|
28,388
|
||||||
Mortgage Loan ID#1000016645**
|
3.13%
|
|
11/1/2019
|
|
FL
|
|
32,303
|
|
28,375
|
||||||
Mortgage Loan ID#1000043664**
|
5.13%
|
|
1/1/2056
|
|
WI
|
|
167,017
|
|
28,346
|
||||||
Mortgage Loan ID#7000030265
|
4.88%
|
|
3/1/2043
|
|
OR
|
|
79,076
|
|
27,394
|
||||||
Mortgage Loan ID#1000003417
|
1.00%
|
|
3/1/2022
|
|
NY
|
|
108,429
|
|
27,243
|
||||||
Mortgage Loan ID#1000002951
|
4.00%
|
|
3/1/2037
|
|
NY
|
|
127,420
|
|
26,706
|
||||||
Mortgage Loan ID#1000043210**
|
9.00%
|
|
10/1/2039
|
|
VA
|
|
88,744
|
|
25,994
|
||||||
Mortgage Loan ID#1000028818**
|
2.00%
|
|
12/1/2035
|
|
WI
|
|
195,443
|
|
25,972
|
||||||
Mortgage Loan ID#1000003366
|
10.75%
|
|
3/1/2022
|
|
NY
|
|
24,638
|
|
24,638
|
||||||
Mortgage Loan ID#1000043353**
|
9.64%
|
|
2/1/2047
|
|
OH
|
|
107,055
|
|
23,484
|
||||||
Mortgage Loan ID#1000016696**
|
6.54%
|
|
5/1/2018
|
|
NY
|
|
24,092
|
|
23,338
|
||||||
Mortgage Loan ID#1000002907
|
3.00%
|
|
8/1/2032
|
|
FL
|
|
119,662
|
|
23,058
|
||||||
Mortgage Loan ID#1000025991**
|
2.00%
|
|
7/1/2056
|
|
NM
|
|
148,992
|
|
21,835
|
||||||
Mortgage Loan ID#1000036019**
|
8.75%
|
|
1/1/2019
|
|
SC
|
|
22,016
|
|
21,423
|
||||||
Mortgage Loan ID#1000034873**
|
7.38%
|
|
10/1/2034
|
|
NJ
|
|
63,813
|
|
20,989
|
||||||
Mortgage Loan ID#1000000380**
|
12.50%
|
|
11/1/2037
|
|
MO
|
|
29,308
|
|
20,624
|
||||||
Mortgage Loan ID#7000018838
|
6.75%
|
|
7/1/2042
|
|
MD
|
|
52,651
|
|
20,158
|
||||||
Mortgage Loan ID#1000003336
|
3.00%
|
|
3/1/2022
|
|
NJ
|
|
70,398
|
|
20,005
|
||||||
Mortgage Loan ID#1000003201
|
5.63%
|
|
4/15/2032
|
|
RI
|
|
59,706
|
|
19,850
|
||||||
Mortgage Loan ID#1000001795
|
5.00%
|
|
8/1/2037
|
|
VA
|
|
78,603
|
|
19,501
|
||||||
Mortgage Loan ID#1000043793**
|
8.50%
|
|
1/1/2019
|
|
NY
|
|
18,591
|
|
18,776
|
||||||
Mortgage Loan ID#7000000429
|
5.00%
|
|
9/1/2039
|
|
CA
|
|
50,666
|
|
18,714
|
||||||
Mortgage Loan ID#7000003226
|
3.00%
|
|
6/1/2040
|
|
CA
|
|
80,391
|
|
18,108
|
||||||
Mortgage Loan ID#1000016586**
|
3.13%
|
|
4/1/2018
|
|
CT
|
|
23,562
|
|
18,108
|
||||||
Mortgage Loan ID#7000020155
|
5.50%
|
|
8/1/2027
|
|
CA
|
|
24,502
|
|
17,863
|
||||||
Mortgage Loan ID#1000029236**
|
10.90%
|
|
3/1/2037
|
|
FL
|
|
60,318
|
|
17,309
|
||||||
Mortgage Loan ID#1000003269
|
8.63%
|
|
3/1/2032
|
|
AZ
|
|
47,441
|
|
16,796
|
||||||
Mortgage Loan ID#1000002467
|
6.75%
|
|
3/9/2028
|
|
AZ
|
|
54,614
|
|
16,205
|
||||||
Mortgage Loan ID#1000002916
|
1.00%
|
|
9/1/2049
|
|
CA
|
|
78,265
|
|
16,154
|
||||||
Mortgage Loan ID#1000002521
|
14.13%
|
|
5/1/2022
|
|
TX
|
|
73,876
|
|
15,775
|
||||||
Mortgage Loan ID#1000003409
|
4.00%
|
|
4/1/2037
|
|
NY
|
|
98,132
|
|
15,146
|
||||||
Mortgage Loan ID#1000003386
|
10.38%
|
|
8/1/2022
|
|
FL
|
|
64,985
|
|
14,703
|
||||||
Mortgage Loan ID#1000003793
|
10.75%
|
|
4/1/2032
|
|
MI
|
|
41,314
|
|
14,483
|
||||||
Mortgage Loan ID#1000003757
|
12.50%
|
|
1/1/2037
|
|
MD
|
|
24,070
|
|
14,361
|
||||||
Mortgage Loan ID#1000043682**
|
2.00%
|
|
9/1/2052
|
|
IL
|
|
109,009
|
|
14,215
|
||||||
Mortgage Loan ID#1000035248**
|
3.38%
|
|
8/1/2018
|
|
PA
|
|
14,792
|
|
13,624
|
||||||
Mortgage Loan ID#1000003379
|
5.50%
|
|
5/1/2037
|
|
IL
|
|
78,200
|
|
13,550
|
||||||
Mortgage Loan ID#1000003014
|
5.88%
|
|
8/15/2032
|
|
MT
|
|
41,616
|
|
13,017
|
||||||
Mortgage Loan ID#1000003265
|
12.75%
|
|
2/1/2022
|
|
TX
|
|
47,615
|
|
12,849
|
||||||
Mortgage Loan ID#1000003288
|
6.38%
|
|
4/15/2032
|
|
NY
|
|
50,021
|
|
12,716
|
||||||
Mortgage Loan ID#1000003284
|
10.50%
|
|
3/1/2037
|
|
NC
|
|
49,472
|
|
12,496
|
||||||
Mortgage Loan ID#1000003330
|
10.88%
|
|
3/1/2022
|
|
NY
|
|
61,404
|
|
12,483
|
||||||
Mortgage Loan ID#1000003131
|
4.00%
|
|
3/1/2022
|
|
NV
|
|
17,231
|
|
12,429
|
||||||
Mortgage Loan ID#1000003393
|
4.00%
|
|
4/1/2037
|
|
VA
|
|
78,696
|
|
12,331
|
||||||
Mortgage Loan ID#1000003380
|
4.23%
|
|
9/1/2037
|
|
CA
|
|
79,333
|
|
12,330
|
||||||
Mortgage Loan ID#1000043985**
|
8.60%
|
|
7/1/2056
|
|
IL
|
|
93,488
|
|
12,287
|
||||||
Mortgage Loan ID#1000003048
|
4.00%
|
|
8/15/2032
|
|
NY
|
|
42,236
|
|
12,027
|
||||||
Mortgage Loan ID#1000003314
|
10.25%
|
|
4/1/2022
|
|
UT
|
|
41,860
|
|
11,752
|
||||||
Mortgage Loan ID#1000003338
|
9.13%
|
|
4/1/2037
|
|
NY
|
|
65,131
|
|
11,704
|
||||||
Mortgage Loan ID#1000003295
|
10.75%
|
|
2/1/2022
|
|
IL
|
|
30,808
|
|
11,676
|
||||||
Mortgage Loan ID#1000003425
|
6.15%
|
|
3/1/2037
|
|
CA
|
|
58,818
|
|
11,567
|
||||||
Mortgage Loan ID#1000003266
|
10.63%
|
|
1/1/2037
|
|
NC
|
|
43,426
|
|
11,295
|
||||||
Mortgage Loan ID#1000002455
|
5.64%
|
|
9/1/2037
|
|
AZ
|
|
60,845
|
|
11,216
|
||||||
Mortgage Loan ID#1000002985
|
10.88%
|
|
2/1/2022
|
|
CA
|
|
50,216
|
|
11,158
|
||||||
Mortgage Loan ID#1000003373
|
7.41%
|
|
4/1/2037
|
|
NY
|
|
61,386
|
|
10,883
|
||||||
Mortgage Loan ID#1000001756
|
3.00%
|
|
3/1/2047
|
|
NY
|
|
59,417
|
|
10,833
|
||||||
Mortgage Loan ID#1000001120
|
7.50%
|
|
5/1/2020
|
|
NY
|
|
47,436
|
|
10,661
|
||||||
Mortgage Loan ID#1000003006
|
6.63%
|
|
4/15/2032
|
|
NY
|
|
31,939
|
|
10,315
|
||||||
Mortgage Loan ID#5000003989
|
0.00%
|
|
11/1/2024
|
|
NV
|
|
19,574
|
|
9,755
|
||||||
Mortgage Loan ID#1000002439
|
5.50%
|
|
4/1/2038
|
|
AZ
|
|
64,178
|
|
9,611
|
||||||
Mortgage Loan ID#7000001895
|
5.25%
|
|
3/1/2040
|
|
CA
|
|
23,506
|
|
8,986
|
||||||
Mortgage Loan ID#1000003819
|
6.00%
|
|
4/1/2037
|
|
GA
|
|
81,795
|
|
8,894
|
||||||
Mortgage Loan ID#1000003155
|
10.63%
|
|
3/1/2032
|
|
FL
|
|
40,581
|
|
8,627
|
||||||
Mortgage Loan ID#1000003936**
|
3.63%
|
|
3/1/2056
|
|
WI
|
|
89,996
|
|
8,553
|
||||||
Mortgage Loan ID#7000057184
|
4.50%
|
|
10/1/2028
|
|
AZ
|
|
19,461
|
|
8,479
|
||||||
Mortgage Loan ID#1000003752
|
1.00%
|
|
12/1/2040
|
|
MD
|
|
78,715
|
|
8,471
|
||||||
Mortgage Loan ID#1000003980
|
5.38%
|
|
4/1/2039
|
|
CT
|
|
31,074
|
|
8,383
|
||||||
Mortgage Loan ID#1000003029
|
8.25%
|
|
3/1/2022
|
|
FL
|
|
34,020
|
|
8,328
|
||||||
Mortgage Loan ID#1000003331
|
9.25%
|
|
4/1/2022
|
|
IL
|
|
36,835
|
|
8,217
|
||||||
Mortgage Loan ID#1000003298
|
10.50%
|
|
7/1/2022
|
|
TX
|
|
35,449
|
|
8,205
|
||||||
Mortgage Loan ID#1000003808
|
9.50%
|
|
4/1/2037
|
|
NH
|
|
33,447
|
|
8,179
|
||||||
Mortgage Loan ID#1000043745**
|
3.25%
|
|
8/1/2016
|
|
NJ
|
|
10,432
|
|
8,023
|
||||||
Mortgage Loan ID#1000002468
|
7.25%
|
|
2/5/2028
|
|
AZ
|
|
14,117
|
|
7,987
|
||||||
Mortgage Loan ID#1000003794
|
11.25%
|
|
4/1/2037
|
|
WI
|
|
43,877
|
|
7,878
|
||||||
Mortgage Loan ID#1000002434
|
8.00%
|
|
3/30/2028
|
|
AZ
|
|
25,759
|
|
7,741
|
||||||
Mortgage Loan ID#1000002452
|
5.99%
|
|
9/4/2023
|
|
AZ
|
|
20,226
|
|
7,626
|
||||||
Mortgage Loan ID#7000000222
|
3.38%
|
|
4/1/2039
|
|
MO
|
|
31,243
|
|
7,604
|
||||||
Mortgage Loan ID#1000003329
|
6.93%
|
|
3/1/2037
|
|
VA
|
|
26,090
|
|
7,591
|
||||||
Mortgage Loan ID#1000003277
|
5.50%
|
|
4/1/2037
|
|
NV
|
|
46,449
|
|
7,433
|
||||||
Mortgage Loan ID#6000000582
|
1.00%
|
|
11/1/2038
|
|
NY
|
|
57,070
|
|
7,404
|
||||||
Mortgage Loan ID#1000003280
|
2.00%
|
|
10/1/2037
|
|
AZ
|
|
62,508
|
|
7,384
|
||||||
Mortgage Loan ID#1000003042
|
9.63%
|
|
4/1/2022
|
|
VA
|
|
63,480
|
|
7,255
|
||||||
Mortgage Loan ID#5000004012
|
0.00%
|
|
11/1/2020
|
|
FL
|
|
181,852
|
|
7,238
|
||||||
Mortgage Loan ID#1000003274
|
7.45%
|
|
4/1/2037
|
|
NV
|
|
37,058
|
|
7,220
|
||||||
Mortgage Loan ID#7000016846
|
5.38%
|
|
4/1/2027
|
|
FL
|
|
13,748
|
|
7,163
|
||||||
Mortgage Loan ID#1000002475
|
7.25%
|
|
3/24/2028
|
|
AZ
|
|
23,661
|
|
7,110
|
||||||
Mortgage Loan ID#1000002442
|
7.50%
|
|
5/22/2026
|
|
AZ
|
|
21,133
|
|
7,076
|
||||||
Mortgage Loan ID#1000015928**
|
10.25%
|
|
9/1/2019
|
|
GA
|
|
7,981
|
|
6,777
|
||||||
Mortgage Loan ID#1000002474
|
7.25%
|
|
2/8/2028
|
|
AZ
|
|
22,928
|
|
6,756
|
||||||
Mortgage Loan ID#1000003407
|
2.00%
|
|
5/1/2037
|
|
CA
|
|
56,127
|
|
6,614
|
||||||
Mortgage Loan ID#1000002453
|
7.50%
|
|
1/7/2028
|
|
AZ
|
|
20,602
|
|
6,495
|
||||||
Mortgage Loan ID#7000021621
|
5.50%
|
|
1/1/2028
|
|
CA
|
|
10,906
|
|
6,477
|
||||||
Mortgage Loan ID#1000003227
|
6.00%
|
|
8/1/2022
|
|
OR
|
|
23,089
|
|
6,292
|
||||||
Mortgage Loan ID#1000003146
|
12.13%
|
|
3/1/2037
|
|
NC
|
|
14,141
|
|
6,242
|
||||||
Mortgage Loan ID#1000003430
|
2.00%
|
|
11/1/2050
|
|
VA
|
|
65,021
|
|
6,225
|
||||||
Mortgage Loan ID#1000003318
|
4.78%
|
|
9/1/2037
|
|
CA
|
|
44,996
|
|
6,189
|
||||||
Mortgage Loan ID#7000524032
|
5.00%
|
|
7/1/2045
|
|
CA
|
|
23,824
|
|
6,185
|
||||||
Mortgage Loan ID#1000003420
|
2.00%
|
|
6/1/2051
|
|
NY
|
|
97,766
|
|
6,178
|
||||||
Mortgage Loan ID#7000036678
|
5.00%
|
|
8/1/2028
|
|
FL
|
|
17,967
|
|
6,155
|
||||||
Mortgage Loan ID#1000003186
|
13.63%
|
|
2/1/2022
|
|
VA
|
|
17,670
|
|
6,089
|
||||||
Mortgage Loan ID#1000003224
|
8.75%
|
|
2/1/2022
|
|
PA
|
|
21,290
|
|
5,876
|
||||||
Mortgage Loan ID#1000028827**
|
5.38%
|
|
10/1/2036
|
|
IL
|
|
301,644
|
|
5,853
|
||||||
Mortgage Loan ID#1000002445
|
8.50%
|
|
4/9/2028
|
|
AZ
|
|
17,764
|
|
5,808
|
||||||
Mortgage Loan ID#1000002462
|
7.00%
|
|
4/24/2026
|
|
AZ
|
|
17,469
|
|
5,713
|
||||||
Mortgage Loan ID#7000016879
|
5.38%
|
|
4/1/2027
|
|
CA
|
|
11,140
|
|
5,670
|
||||||
Mortgage Loan ID#1000003200
|
5.65%
|
|
4/1/2037
|
|
FL
|
|
39,090
|
|
5,591
|
||||||
Mortgage Loan ID#1000003215
|
12.50%
|
|
3/1/2022
|
|
TX
|
|
17,221
|
|
5,546
|
||||||
Mortgage Loan ID#1000003007
|
6.58%
|
|
4/1/2037
|
|
NJ
|
|
28,667
|
|
5,507
|
||||||
Mortgage Loan ID#1000002530
|
6.00%
|
|
2/1/2039
|
|
PA
|
|
61,677
|
|
5,480
|
||||||
Mortgage Loan ID#7000032686
|
0.50%
|
|
5/1/2043
|
|
VA
|
|
46,118
|
|
5,466
|
||||||
Mortgage Loan ID#1000002459
|
6.01%
|
|
4/1/2028
|
|
AZ
|
|
15,993
|
|
5,377
|
||||||
Mortgage Loan ID#1000017272**
|
3.38%
|
|
1/1/2018
|
|
NY
|
|
5,533
|
|
5,294
|
||||||
Mortgage Loan ID#1000003077
|
13.25%
|
|
3/1/2022
|
|
NM
|
|
20,147
|
|
5,257
|
||||||
Mortgage Loan ID#1000003011
|
4.87%
|
|
4/1/2037
|
|
CA
|
|
40,276
|
|
5,235
|
||||||
Mortgage Loan ID#1000003003
|
9.63%
|
|
3/1/2022
|
|
IL
|
|
20,404
|
|
5,230
|
||||||
Mortgage Loan ID#7000037380
|
3.38%
|
|
8/1/2028
|
|
DE
|
|
14,538
|
|
5,160
|
||||||
Mortgage Loan ID#7000014197
|
5.25%
|
|
1/1/2042
|
|
FL
|
|
16,877
|
|
5,107
|
||||||
Mortgage Loan ID#1000002427
|
7.01%
|
|
5/1/2038
|
|
AZ
|
|
27,559
|
|
5,074
|
||||||
Mortgage Loan ID#1000002426
|
8.50%
|
|
3/30/2028
|
|
AZ
|
|
17,882
|
|
5,067
|
||||||
Mortgage Loan ID#1000003413
|
4.91%
|
|
3/1/2037
|
|
NY
|
|
58,128
|
|
5,014
|
||||||
Mortgage Loan ID#1000003789
|
12.63%
|
|
12/1/2036
|
|
WI
|
|
24,889
|
|
4,925
|
||||||
Mortgage Loan ID#1000003378
|
1.00%
|
|
11/1/2051
|
|
CA
|
|
111,859
|
|
4,900
|
||||||
Mortgage Loan ID#1000003106
|
9.38%
|
|
4/1/2022
|
|
TX
|
|
19,158
|
|
4,885
|
||||||
Mortgage Loan ID#1000002983
|
4.82%
|
|
4/1/2039
|
|
AZ
|
|
32,441
|
|
4,795
|
||||||
Mortgage Loan ID#1000003189
|
1.00%
|
|
3/1/2037
|
|
FL
|
|
39,175
|
|
4,729
|
||||||
Mortgage Loan ID#7000029305
|
5.00%
|
|
5/1/2028
|
|
PA
|
|
11,248
|
|
4,698
|
||||||
Mortgage Loan ID#1000003079
|
6.13%
|
|
4/20/2031
|
|
HI
|
|
16,567
|
|
4,669
|
||||||
Mortgage Loan ID#1000003104
|
13.38%
|
|
8/1/2021
|
|
OH
|
|
22,365
|
|
4,478
|
||||||
Mortgage Loan ID#1000003347
|
1.00%
|
|
2/1/2038
|
|
NY
|
|
50,840
|
|
4,472
|
||||||
Mortgage Loan ID#7000040113
|
5.50%
|
|
9/1/2028
|
|
FL
|
|
9,783
|
|
4,407
|
||||||
Mortgage Loan ID#1000003272
|
2.38%
|
|
3/1/2037
|
|
AZ
|
|
39,149
|
|
4,294
|
||||||
Mortgage Loan ID#1000003065
|
2.00%
|
|
5/1/2036
|
|
PA
|
|
31,813
|
|
4,242
|
||||||
Mortgage Loan ID#7000034325
|
5.00%
|
|
5/1/2028
|
|
AL
|
|
10,626
|
|
4,189
|
||||||
Mortgage Loan ID#1000002998
|
3.00%
|
|
2/1/2037
|
|
OH
|
|
70,475
|
|
4,155
|
||||||
Mortgage Loan ID#1000003356
|
1.00%
|
|
6/1/2052
|
|
NY
|
|
81,825
|
|
4,153
|
||||||
Mortgage Loan ID#1000003363
|
3.00%
|
|
2/1/2037
|
|
NY
|
|
53,577
|
|
3,999
|
||||||
Mortgage Loan ID#1000003151
|
13.75%
|
|
3/1/2022
|
|
MN
|
|
29,817
|
|
3,961
|
||||||
Mortgage Loan ID#1000003067
|
1.00%
|
|
4/1/2038
|
|
UT
|
|
47,452
|
|
3,905
|
||||||
Mortgage Loan ID#1000002425
|
8.75%
|
|
1/22/2028
|
|
AZ
|
|
5,801
|
|
3,769
|
||||||
Mortgage Loan ID#1000003387
|
5.50%
|
|
4/1/2037
|
|
NY
|
|
61,053
|
|
3,734
|
||||||
Mortgage Loan ID#1000003802
|
11.50%
|
|
4/1/2037
|
|
MA
|
|
56,944
|
|
3,691
|
||||||
Mortgage Loan ID#7000049512
|
5.00%
|
|
10/1/2028
|
|
FL
|
|
8,081
|
|
3,646
|
||||||
Mortgage Loan ID#1000003775
|
10.00%
|
|
4/1/2037
|
|
MI
|
|
12,689
|
|
3,579
|
||||||
Mortgage Loan ID#1000003983
|
4.75%
|
|
6/1/2039
|
|
CT
|
|
11,616
|
|
3,539
|
||||||
Mortgage Loan ID#7000144524
|
4.00%
|
|
3/1/2044
|
|
NV
|
|
16,196
|
|
3,476
|
||||||
Mortgage Loan ID#7000056207
|
5.13%
|
|
10/1/2028
|
|
AZ
|
|
7,825
|
|
3,402
|
||||||
Mortgage Loan ID#7000227562
|
4.00%
|
|
6/1/2044
|
|
CA
|
|
13,646
|
|
3,381
|
||||||
Mortgage Loan ID#1000003392
|
1.00%
|
|
11/1/2039
|
|
NY
|
|
38,334
|
|
3,254
|
||||||
Mortgage Loan ID#1000000614
|
6.00%
|
|
12/1/2039
|
|
IN
|
|
10,110
|
|
3,195
|
||||||
Mortgage Loan ID#1000002531
|
1.00%
|
|
2/1/2044
|
|
NY
|
|
51,313
|
|
2,993
|
||||||
Mortgage Loan ID#1000003212
|
13.25%
|
|
4/1/2022
|
|
PA
|
|
29,222
|
|
2,945
|
||||||
Mortgage Loan ID#1000002972
|
12.88%
|
|
1/1/2022
|
|
PA
|
|
18,955
|
|
2,914
|
||||||
Mortgage Loan ID#7000044724
|
4.50%
|
|
9/1/2028
|
|
IL
|
|
14,498
|
|
2,908
|
||||||
Mortgage Loan ID#1000003591
|
8.38%
|
|
4/15/2032
|
|
GA
|
|
8,174
|
|
2,883
|
||||||
Mortgage Loan ID#1000003090
|
11.63%
|
|
3/1/2022
|
|
TX
|
|
6,773
|
|
2,810
|
||||||
Mortgage Loan ID#1000003218
|
5.00%
|
|
4/1/2037
|
|
VA
|
|
49,706
|
|
2,719
|
||||||
Mortgage Loan ID#7000026184
|
4.38%
|
|
1/1/2046
|
|
TN
|
|
14,100
|
|
2,705
|
||||||
Mortgage Loan ID#1000003073
|
8.00%
|
|
3/1/2027
|
|
NV
|
|
8,623
|
|
2,700
|
||||||
Mortgage Loan ID#7000036752
|
5.50%
|
|
8/1/2028
|
|
MN
|
|
63,358
|
|
2,681
|
||||||
Mortgage Loan ID#1000003203
|
9.50%
|
|
3/1/2022
|
|
VA
|
|
23,924
|
|
2,630
|
||||||
Mortgage Loan ID#7000275218
|
4.00%
|
|
8/1/2044
|
|
IN
|
|
11,947
|
|
2,525
|
||||||
Mortgage Loan ID#1000002569
|
4.00%
|
|
5/1/2037
|
|
FL
|
|
62,010
|
|
2,470
|
||||||
Mortgage Loan ID#7000098633
|
4.50%
|
|
2/1/2044
|
|
FL
|
|
6,971
|
|
2,442
|
||||||
Mortgage Loan ID#1000003768
|
6.88%
|
|
3/1/2037
|
|
TN
|
|
16,838
|
|
2,417
|
||||||
Mortgage Loan ID#7000037510
|
5.00%
|
|
9/1/2028
|
|
CT
|
|
4,459
|
|
2,210
|
||||||
Mortgage Loan ID#1000002905
|
4.00%
|
|
4/1/2037
|
|
MN
|
|
74,290
|
|
2,065
|
||||||
Mortgage Loan ID#1000003115
|
1.00%
|
|
5/1/2038
|
|
NJ
|
|
27,265
|
|
2,028
|
||||||
Mortgage Loan ID#7000038883
|
5.00%
|
|
9/1/2028
|
|
MI
|
|
17,735
|
|
2,026
|
||||||
Mortgage Loan ID#1000003961
|
4.81%
|
|
1/1/2037
|
|
NJ
|
|
30,287
|
|
1,993
|
||||||
Mortgage Loan ID#7000242451
|
3.75%
|
|
7/1/2044
|
|
FL
|
|
11,863
|
|
1,967
|
||||||
Mortgage Loan ID#1000003059
|
1.00%
|
|
7/1/2038
|
|
AZ
|
|
18,071
|
|
1,936
|
||||||
Mortgage Loan ID#7000106608
|
5.00%
|
|
2/1/2029
|
|
CA
|
|
13,203
|
|
1,905
|
||||||
Mortgage Loan ID#7000036523
|
6.00%
|
|
9/1/2043
|
|
IL
|
|
4,426
|
|
1,891
|
||||||
Mortgage Loan ID#1000003767
|
3.00%
|
|
12/1/2036
|
|
TN
|
|
16,799
|
|
1,879
|
||||||
Mortgage Loan ID#7000362626
|
3.00%
|
|
11/1/2044
|
|
FL
|
|
9,821
|
|
1,848
|
||||||
Mortgage Loan ID#1000003255
|
12.13%
|
|
3/1/2022
|
|
MN
|
|
2,892
|
|
1,801
|
||||||
Mortgage Loan ID#1000002238
|
2.00%
|
|
7/1/2053
|
|
FL
|
|
23,018
|
|
1,780
|
||||||
Mortgage Loan ID#7000032678
|
4.00%
|
|
5/1/2028
|
|
OH
|
|
4,697
|
|
1,771
|
||||||
Mortgage Loan ID#7000001222
|
5.00%
|
|
2/1/2040
|
|
TX
|
|
10,788
|
|
1,750
|
||||||
Mortgage Loan ID#1000003220
|
1.00%
|
|
6/1/2052
|
|
IL
|
|
38,723
|
|
1,656
|
||||||
Mortgage Loan ID#1000003303
|
9.63%
|
|
3/1/2022
|
|
VA
|
|
18,393
|
|
1,644
|
||||||
Mortgage Loan ID#1000003815
|
2.00%
|
|
12/1/2048
|
|
MD
|
|
19,462
|
|
1,577
|
||||||
Mortgage Loan ID#7000314799
|
5.00%
|
|
10/1/2029
|
|
OH
|
|
4,704
|
|
1,570
|
||||||
Mortgage Loan ID#1000003102
|
13.00%
|
|
4/1/2022
|
|
NY
|
|
13,316
|
|
1,405
|
||||||
Mortgage Loan ID#1000003807
|
1.00%
|
|
5/1/2044
|
|
MD
|
|
23,846
|
|
1,288
|
||||||
Mortgage Loan ID#1000003317
|
6.50%
|
|
2/1/2037
|
|
NJ
|
|
53,632
|
|
1,252
|
||||||
Mortgage Loan ID#7000036539
|
4.88%
|
|
7/1/2028
|
|
IL
|
|
6,520
|
|
1,205
|
||||||
Mortgage Loan ID#1000002992
|
9.88%
|
|
1/1/2022
|
|
WY
|
|
8,509
|
|
953
|
||||||
Mortgage Loan ID#1000003783
|
6.00%
|
|
3/1/2037
|
|
AR
|
|
11,276
|
|
884
|
||||||
Mortgage Loan ID#1000003088
|
8.90%
|
|
3/1/2037
|
|
TX
|
|
12,832
|
|
845
|
||||||
Mortgage Loan ID#1000029182**
|
5.98%
|
|
8/1/2056
|
|
FL
|
|
192,372
|
|
802
|
||||||
Mortgage Loan ID#1000003044
|
12.38%
|
|
3/1/2022
|
|
FL
|
|
30,262
|
|
613
|
||||||
Mortgage Loan ID#1000003019
|
1.00%
|
|
6/1/2054
|
|
FL
|
|
31,742
|
|
444
|
||||||
Mortgage Loan ID#1000003096
|
11.25%
|
|
2/1/2022
|
|
TX
|
|
11,653
|
|
424
|
||||||
Mortgage Loan ID#1000027712**
|
7.75%
|
|
4/5/2021
|
|
TX
|
|
202
|
|
194
|
||||||
Mortgage Loan ID#7000030263
|
5.00%
|
|
8/1/2028
|
|
WI
|
|
5,430
|
|
-
|
||||||
Mortgage Loan ID#5000004018
|
0.00%
|
|
9/1/2016
|
|
FL
|
|
750
|
|
-
|
||||||
Mortgage Loan ID#7000063645
|
5.00%
|
|
9/1/2028
|
|
VA
|
|
11,882
|
|
-
|
||||||
Mortgage Loan ID#5000003985
|
0.00%
|
|
4/1/2016
|
|
ME
|
|
4,375
|
|
-
|
||||||
Mortgage Loan ID#5000003997
|
0.00%
|
|
12/1/2016
|
|
ID
|
|
260
|
|
-
|
||||||
Mortgage Loan ID#5000004007
|
0.00%
|
|
8/1/2017
|
|
CA
|
|
4,000
|
|
-
|
||||||
Mortgage Loan ID#7000038874
|
6.00%
|
|
8/1/2028
|
|
OH
|
|
10,848
|
|
-
|
||||||
Mortgage Loan ID#1000000581
|
5.50%
|
|
8/1/2039
|
|
WA
|
|
49,291
|
|
-
|
||||||
Mortgage Loan ID#7000033764
|
5.00%
|
|
7/1/2028
|
|
IL
|
|
13,357
|
|
-
|
||||||
Mortgage Loan ID#1000003956
|
8.50%
|
|
12/1/2036
|
|
AL
|
|
52,170
|
|
-
|
||||||
Mortgage Loan ID#7000004323
|
2.00%
|
|
8/1/2040
|
|
FL
|
|
121,631
|
|
-
|
||||||
Mortgage Loan ID#1000025930
|
3.00%
|
|
2/1/2056
|
|
MS
|
|
41,098
|
|
-
|
||||||
Mortgage Loan ID#1000025950
|
4.63%
|
|
9/1/2054
|
|
IL
|
|
102,093
|
|
-
|
||||||
Mortgage Loan ID#1000001468
|
0.00%
|
|
12/1/2023
|
|
NY
|
|
10,000
|
|
-
|
||||||
Mortgage Loan ID#1000002406
|
10.25%
|
|
11/1/2020
|
|
IL
|
|
49,062
|
|
-
|
||||||
Mortgage Loan ID#1000002417
|
6.50%
|
|
11/1/2037
|
|
AZ
|
|
50,399
|
|
-
|
||||||
Mortgage Loan ID#1000002422
|
10.25%
|
|
5/12/2028
|
|
AZ
|
|
13,386
|
|
-
|
||||||
Mortgage Loan ID#1000002484
|
1.00%
|
|
1/1/2052
|
|
IL
|
|
37,013
|
|
-
|
||||||
Mortgage Loan ID#1000002513
|
8.37%
|
|
10/1/2036
|
|
NJ
|
|
74,519
|
|
-
|
||||||
Mortgage Loan ID#1000002517
|
1.00%
|
|
4/1/2037
|
|
DC
|
|
29,170
|
|
-
|
||||||
Mortgage Loan ID#1000002519
|
13.38%
|
|
3/1/2022
|
|
NJ
|
|
85,620
|
|
-
|
||||||
Mortgage Loan ID#1000002526
|
9.50%
|
|
7/1/2031
|
|
NJ
|
|
50,000
|
|
-
|
||||||
Mortgage Loan ID#1000002527
|
2.00%
|
|
12/1/2036
|
|
NJ
|
|
20,463
|
|
-
|
||||||
Mortgage Loan ID#1000002528
|
2.00%
|
|
3/1/2037
|
|
NJ
|
|
132,028
|
|
-
|
||||||
Mortgage Loan ID#1000002533
|
12.75%
|
|
3/1/2022
|
|
NY
|
|
179,088
|
|
-
|
||||||
Mortgage Loan ID#1000002534
|
2.00%
|
|
9/1/2022
|
|
NJ
|
|
108,500
|
|
-
|
||||||
Mortgage Loan ID#1000002538
|
2.00%
|
|
6/1/2036
|
|
NY
|
|
88,216
|
|
-
|
||||||
Mortgage Loan ID#1000002553
|
1.00%
|
|
5/1/2054
|
|
NV
|
|
45,835
|
|
-
|
||||||
Mortgage Loan ID#1000002564
|
5.68%
|
|
9/1/2037
|
|
FL
|
|
48,684
|
|
-
|
||||||
Mortgage Loan ID#1000002567
|
11.50%
|
|
2/1/2022
|
|
VA
|
|
58,649
|
|
-
|
||||||
Mortgage Loan ID#1000002568
|
10.75%
|
|
4/1/2022
|
|
IL
|
|
52,139
|
|
-
|
||||||
Mortgage Loan ID#1000002571
|
2.00%
|
|
7/1/2036
|
|
NJ
|
|
85,612
|
|
-
|
||||||
Mortgage Loan ID#1000002575
|
4.63%
|
|
11/1/2036
|
|
NY
|
|
85,801
|
|
-
|
||||||
Mortgage Loan ID#1000002580
|
3.10%
|
|
3/1/2036
|
|
NY
|
|
86,665
|
|
-
|
||||||
Mortgage Loan ID#1000002582
|
12.75%
|
|
4/1/2021
|
|
NY
|
|
103,510
|
|
-
|
||||||
Mortgage Loan ID#1000002594
|
12.25%
|
|
11/1/2021
|
|
IL
|
|
13,368
|
|
-
|
||||||
Mortgage Loan ID#1000002619
|
2.00%
|
|
11/1/2036
|
|
FL
|
|
19,395
|
|
-
|
||||||
Mortgage Loan ID#1000002649
|
13.00%
|
|
1/1/2022
|
|
FL
|
|
40,803
|
|
-
|
||||||
Mortgage Loan ID#1000002681
|
14.00%
|
|
3/1/2022
|
|
FL
|
|
67,464
|
|
-
|
||||||
Mortgage Loan ID#1000002723
|
6.00%
|
|
3/1/2022
|
|
AZ
|
|
33,767
|
|
-
|
||||||
Mortgage Loan ID#1000002726
|
13.50%
|
|
4/15/2032
|
|
FL
|
|
41,392
|
|
-
|
||||||
Mortgage Loan ID#1000002737
|
2.00%
|
|
2/1/2022
|
|
TX
|
|
19,418
|
|
-
|
||||||
Mortgage Loan ID#1000002758
|
11.00%
|
|
4/1/2022
|
|
FL
|
|
25,063
|
|
-
|
||||||
Mortgage Loan ID#1000002768
|
11.38%
|
|
2/1/2022
|
|
AZ
|
|
21,809
|
|
-
|
||||||
Mortgage Loan ID#1000002770
|
12.25%
|
|
6/1/2031
|
|
FL
|
|
39,977
|
|
-
|
||||||
Mortgage Loan ID#1000002784
|
12.63%
|
|
2/1/2022
|
|
FL
|
|
83,881
|
|
-
|
||||||
Mortgage Loan ID#1000002785
|
14.25%
|
|
5/1/2022
|
|
FL
|
|
28,347
|
|
-
|
||||||
Mortgage Loan ID#1000002791
|
11.38%
|
|
4/1/2022
|
|
FL
|
|
41,930
|
|
-
|
||||||
Mortgage Loan ID#1000002796
|
11.25%
|
|
4/1/2022
|
|
IL
|
|
48,863
|
|
-
|
||||||
Mortgage Loan ID#1000002797
|
12.75%
|
|
1/1/2022
|
|
FL
|
|
30,544
|
|
-
|
||||||
Mortgage Loan ID#1000002803
|
10.88%
|
|
3/1/2022
|
|
IL
|
|
55,217
|
|
-
|
||||||
Mortgage Loan ID#1000002835
|
10.50%
|
|
5/1/2022
|
|
NJ
|
|
58,382
|
|
-
|
||||||
Mortgage Loan ID#1000002848
|
14.25%
|
|
9/1/2021
|
|
NJ
|
|
75,905
|
|
-
|
||||||
Mortgage Loan ID#1000002869
|
1.00%
|
|
3/1/2037
|
|
CA
|
|
78,824
|
|
-
|
||||||
Mortgage Loan ID#1000002874
|
12.50%
|
|
3/1/2022
|
|
NY
|
|
86,796
|
|
-
|
||||||
Mortgage Loan ID#1000002904
|
6.00%
|
|
3/1/2022
|
|
NY
|
|
48,338
|
|
-
|
||||||
Mortgage Loan ID#1000002909
|
2.00%
|
|
7/1/2036
|
|
FL
|
|
79,045
|
|
-
|
||||||
Mortgage Loan ID#1000002915
|
1.00%
|
|
2/1/2022
|
|
NY
|
|
135,226
|
|
-
|
||||||
Mortgage Loan ID#1000002919
|
12.25%
|
|
2/1/2022
|
|
NY
|
|
108,421
|
|
-
|
||||||
Mortgage Loan ID#1000002931
|
11.63%
|
|
4/1/2022
|
|
NY
|
|
111,295
|
|
-
|
||||||
Mortgage Loan ID#1000002934
|
11.75%
|
|
3/1/2022
|
|
CA
|
|
63,761
|
|
-
|
||||||
Mortgage Loan ID#1000002970
|
9.63%
|
|
1/1/2022
|
|
CA
|
|
55,487
|
|
-
|
||||||
Mortgage Loan ID#1000002978
|
9.38%
|
|
3/1/2022
|
|
FL
|
|
20,302
|
|
-
|
||||||
Mortgage Loan ID#1000002981
|
10.50%
|
|
1/1/2022
|
|
OH
|
|
22,827
|
|
-
|
||||||
Mortgage Loan ID#1000002987
|
10.13%
|
|
7/1/2021
|
|
CA
|
|
59,712
|
|
-
|
||||||
Mortgage Loan ID#1000002997
|
5.13%
|
|
4/1/2037
|
|
NY
|
|
55,102
|
|
-
|
||||||
Mortgage Loan ID#1000002999
|
10.75%
|
|
2/1/2022
|
|
TX
|
|
25,151
|
|
-
|
||||||
Mortgage Loan ID#1000003000
|
1.00%
|
|
3/1/2037
|
|
AZ
|
|
57,052
|
|
-
|
||||||
Mortgage Loan ID#1000003027
|
10.50%
|
|
3/1/2022
|
|
FL
|
|
50,213
|
|
-
|
||||||
Mortgage Loan ID#1000003038
|
4.13%
|
|
1/1/2037
|
|
IL
|
|
46,985
|
|
-
|
||||||
Mortgage Loan ID#1000003041
|
11.63%
|
|
3/1/2022
|
|
IL
|
|
63,587
|
|
-
|
||||||
Mortgage Loan ID#1000003049
|
10.13%
|
|
8/1/2022
|
|
CA
|
|
25,163
|
|
-
|
||||||
Mortgage Loan ID#1000003068
|
9.01%
|
|
1/1/2037
|
|
FL
|
|
18,958
|
|
-
|
||||||
Mortgage Loan ID#1000003071
|
4.71%
|
|
5/1/2032
|
|
FL
|
|
25,139
|
|
-
|
||||||
Mortgage Loan ID#1000003092
|
12.13%
|
|
2/1/2022
|
|
PA
|
|
6,657
|
|
-
|
||||||
Mortgage Loan ID#1000003094
|
7.30%
|
|
3/1/2037
|
|
TX
|
|
20,228
|
|
-
|
||||||
Mortgage Loan ID#1000003101
|
5.50%
|
|
2/1/2037
|
|
FL
|
|
50,730
|
|
-
|
||||||
Mortgage Loan ID#1000003109
|
2.00%
|
|
2/1/2037
|
|
FL
|
|
35,207
|
|
-
|
||||||
Mortgage Loan ID#1000003111
|
9.88%
|
|
8/1/2022
|
|
AZ
|
|
36,273
|
|
-
|
||||||
Mortgage Loan ID#1000003147
|
3.00%
|
|
4/1/2037
|
|
FL
|
|
45,801
|
|
-
|
||||||
Mortgage Loan ID#1000003164
|
12.50%
|
|
3/1/2022
|
|
FL
|
|
51,085
|
|
-
|
||||||
Mortgage Loan ID#1000003179
|
9.50%
|
|
3/1/2022
|
|
AZ
|
|
30,304
|
|
-
|
||||||
Mortgage Loan ID#1000003192
|
2.00%
|
|
9/1/2036
|
|
CA
|
|
39,923
|
|
-
|
||||||
Mortgage Loan ID#1000003207
|
1.00%
|
|
3/1/2022
|
|
WA
|
|
39,095
|
|
-
|
||||||
Mortgage Loan ID#1000003208
|
8.84%
|
|
10/1/2036
|
|
PA
|
|
45,180
|
|
-
|
||||||
Mortgage Loan ID#1000003213
|
10.25%
|
|
3/1/2022
|
|
TX
|
|
43,985
|
|
-
|
||||||
Mortgage Loan ID#1000003226
|
5.50%
|
|
2/1/2037
|
|
FL
|
|
24,637
|
|
-
|
||||||
Mortgage Loan ID#1000003229
|
1.00%
|
|
5/1/2038
|
|
PA
|
|
35,144
|
|
-
|
||||||
Mortgage Loan ID#1000003243
|
1.00%
|
|
3/1/2037
|
|
CA
|
|
63,487
|
|
-
|
||||||
Mortgage Loan ID#1000003246
|
10.75%
|
|
3/1/2022
|
|
NJ
|
|
46,826
|
|
-
|
||||||
Mortgage Loan ID#1000003251
|
6.50%
|
|
5/1/2037
|
|
CA
|
|
88,732
|
|
-
|
||||||
Mortgage Loan ID#1000003253
|
10.25%
|
|
1/1/2022
|
|
NJ
|
|
28,508
|
|
-
|
||||||
Mortgage Loan ID#1000003262
|
6.25%
|
|
4/1/2022
|
|
VA
|
|
47,636
|
|
-
|
||||||
Mortgage Loan ID#1000003273
|
4.00%
|
|
1/1/2037
|
|
IL
|
|
7,481
|
|
-
|
||||||
Mortgage Loan ID#1000003278
|
7.21%
|
|
4/1/2032
|
|
NY
|
|
67,913
|
|
-
|
||||||
Mortgage Loan ID#1000003291
|
5.50%
|
|
11/1/2036
|
|
NY
|
|
56,869
|
|
-
|
||||||
Mortgage Loan ID#1000003304
|
10.50%
|
|
5/1/2022
|
|
CA
|
|
102,564
|
|
-
|
||||||
Mortgage Loan ID#1000003305
|
11.50%
|
|
4/1/2022
|
|
CA
|
|
79,314
|
|
-
|
||||||
Mortgage Loan ID#1000003308
|
11.63%
|
|
5/1/2032
|
|
FL
|
|
73,798
|
|
-
|
||||||
Mortgage Loan ID#1000003313
|
8.19%
|
|
2/1/2037
|
|
NJ
|
|
47,344
|
|
-
|
||||||
Mortgage Loan ID#1000003334
|
6.50%
|
|
3/1/2037
|
|
CA
|
|
88,322
|
|
-
|
||||||
Mortgage Loan ID#1000003351
|
2.00%
|
|
5/1/2037
|
|
NY
|
|
41,776
|
|
-
|
||||||
Mortgage Loan ID#1000003355
|
3.00%
|
|
2/1/2037
|
|
VA
|
|
131,588
|
|
-
|
||||||
Mortgage Loan ID#1000003357
|
3.00%
|
|
5/1/2037
|
|
CA
|
|
76,518
|
|
-
|
||||||
Mortgage Loan ID#1000003364
|
3.00%
|
|
8/1/2037
|
|
CA
|
|
105,953
|
|
-
|
||||||
Mortgage Loan ID#1000003367
|
2.00%
|
|
4/1/2037
|
|
NY
|
|
82,587
|
|
-
|
||||||
Mortgage Loan ID#1000003372
|
2.00%
|
|
3/1/2037
|
|
VA
|
|
74,770
|
|
-
|
||||||
Mortgage Loan ID#1000003381
|
11.13%
|
|
8/1/2022
|
|
NY
|
|
29,621
|
|
-
|
||||||
Mortgage Loan ID#1000003385
|
12.88%
|
|
10/1/2021
|
|
NY
|
|
44,885
|
|
-
|
||||||
Mortgage Loan ID#1000003388
|
11.00%
|
|
5/1/2022
|
|
NJ
|
|
71,597
|
|
-
|
||||||
Mortgage Loan ID#1000003391
|
2.00%
|
|
5/1/2037
|
|
NJ
|
|
52,193
|
|
-
|
||||||
Mortgage Loan ID#1000003395
|
10.50%
|
|
4/1/2022
|
|
NY
|
|
81,055
|
|
-
|
||||||
Mortgage Loan ID#1000003688
|
13.63%
|
|
2/1/2022
|
|
MI
|
|
18,734
|
|
-
|
||||||
Mortgage Loan ID#1000003693
|
9.63%
|
|
8/1/2036
|
|
GA
|
|
36,042
|
|
-
|
||||||
Mortgage Loan ID#1000003727
|
12.50%
|
|
2/1/2037
|
|
MA
|
|
29,062
|
|
-
|
||||||
Mortgage Loan ID#1000003741
|
12.38%
|
|
7/1/2036
|
|
GA
|
|
62,331
|
|
-
|
||||||
Mortgage Loan ID#1000003744
|
2.00%
|
|
7/1/2036
|
|
MA
|
|
42,622
|
|
-
|
||||||
Mortgage Loan ID#1000003753
|
12.50%
|
|
3/1/2022
|
|
MI
|
|
99,974
|
|
-
|
||||||
Mortgage Loan ID#1000003760
|
9.50%
|
|
2/1/2037
|
|
MA
|
|
42,788
|
|
-
|
||||||
Mortgage Loan ID#1000003780
|
11.38%
|
|
4/1/2037
|
|
GA
|
|
26,077
|
|
-
|
||||||
Mortgage Loan ID#1000003784
|
10.50%
|
|
4/1/2037
|
|
GA
|
|
181,824
|
|
-
|
||||||
Mortgage Loan ID#1000003792
|
13.00%
|
|
2/1/2037
|
|
MI
|
|
51,564
|
|
-
|
||||||
Mortgage Loan ID#1000003801
|
2.00%
|
|
4/1/2022
|
|
MD
|
|
32,712
|
|
-
|
||||||
Mortgage Loan ID#1000003805
|
9.75%
|
|
3/1/2037
|
|
GA
|
|
33,754
|
|
-
|
||||||
Mortgage Loan ID#1000003811
|
1.00%
|
|
10/1/2049
|
|
GA
|
|
61,810
|
|
-
|
||||||
Mortgage Loan ID#1000003816
|
12.00%
|
|
4/1/2037
|
|
GA
|
|
38,482
|
|
-
|
||||||
Mortgage Loan ID#1000003818
|
11.63%
|
|
3/1/2032
|
|
MD
|
|
75,629
|
|
-
|
||||||
Mortgage Loan ID#1000003981
|
1.00%
|
|
5/1/2039
|
|
NY
|
|
36,435
|
|
-
|
||||||
Mortgage Loan ID#5000003993
|
0.00%
|
|
6/1/2012
|
|
OH
|
|
500
|
|
-
|
||||||
Mortgage Loan ID#1000001308
|
8.38%
|
|
7/1/2037
|
|
NJ
|
|
160,615
|
|
-
|
||||||
Mortgage Loan ID#1000002511
|
2.00%
|
|
3/15/2032
|
|
NJ
|
|
297,970
|
|
-
|
||||||
Mortgage Loan ID#1000002556
|
6.38%
|
|
4/15/2032
|
|
NV
|
|
59,406
|
|
-
|
||||||
Mortgage Loan ID#1000002572
|
7.63%
|
|
8/15/2032
|
|
CA
|
|
77,625
|
|
-
|
||||||
Mortgage Loan ID#1000002618
|
1.00%
|
|
12/1/2051
|
|
NY
|
|
54,971
|
|
-
|
||||||
Mortgage Loan ID#1000002890
|
9.75%
|
|
3/15/2032
|
|
NY
|
|
24,250
|
|
-
|
||||||
Mortgage Loan ID#1000002921
|
8.13%
|
|
4/15/2032
|
|
IL
|
|
80,000
|
|
-
|
||||||
Mortgage Loan ID#1000002966
|
7.63%
|
|
3/15/2032
|
|
FL
|
|
36,270
|
|
-
|
||||||
Mortgage Loan ID#1000002984
|
5.63%
|
|
4/15/2032
|
|
AZ
|
|
61,619
|
|
-
|
||||||
Mortgage Loan ID#1000003085
|
8.13%
|
|
10/15/2031
|
|
OH
|
|
9,882
|
|
-
|
||||||
Mortgage Loan ID#1000003086
|
8.13%
|
|
10/15/2031
|
|
OH
|
|
9,874
|
|
-
|
||||||
Mortgage Loan ID#1000003268
|
7.38%
|
|
4/15/2032
|
|
FL
|
|
8,817
|
|
-
|
||||||
Mortgage Loan ID#1000003275
|
5.38%
|
|
3/15/2032
|
|
FL
|
|
44,818
|
|
-
|
||||||
Mortgage Loan ID#1000003327
|
2.00%
|
|
4/1/2037
|
|
MN
|
|
101,592
|
|
-
|
||||||
Mortgage Loan ID#1000003353
|
1.00%
|
|
8/1/2050
|
|
WA
|
|
85,689
|
|
-
|
||||||
Mortgage Loan ID#1000003426
|
6.38%
|
|
4/15/2032
|
|
IL
|
|
86,603
|
|
-
|
||||||
Mortgage Loan ID#1000003588
|
5.63%
|
|
3/15/2032
|
|
GA
|
|
116,000
|
|
-
|
||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
240,726,190
|
|
144,509,352
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
Principal
|
|
Fair
|
||
Description
|
|
|
|
|
|
|
|
|
State
|
|
amount
|
|
value
|
||
Real estate acquired in settlement of loans
|
|
|
|
|
|
|
|
|
|
|
|||||
Property ID#1000043536**
|
MN
|
|
$ |
860,000
|
|
$ |
845,000
|
||||||||
Property ID#1000027733**
|
IL
|
|
573,920
|
|
640,000
|
||||||||||
Property ID#1000027525
|
NJ
|
|
554,549
|
|
620,000
|
||||||||||
Property ID#1000001643**
|
FL
|
|
621,672
|
|
610,000
|
||||||||||
Property ID#1000027182**
|
NV
|
|
649,095
|
|
598,000
|
||||||||||
Property ID#1000026843
|
CA
|
|
536,000
|
|
560,000
|
||||||||||
Property ID#1002229087**
|
GA
|
|
545,063
|
|
475,000
|
||||||||||
Property ID#1000043755
|
MN
|
|
478,088
|
|
475,000
|
||||||||||
Property ID#1000001655**
|
NY
|
|
648,000
|
|
455,000
|
||||||||||
Property ID#1000016184
|
NJ
|
|
440,000
|
|
450,000
|
||||||||||
Property ID#1000028903**
|
CA
|
|
488,632
|
|
435,090
|
||||||||||
Property ID#1000029380**
|
NJ
|
|
400,000
|
|
420,219
|
||||||||||
Property ID#1000029171
|
FL
|
|
509,600
|
|
419,900
|
||||||||||
Property ID#1000035163**
|
OR
|
|
689,500
|
|
399,000
|
||||||||||
Property ID#1000016154**
|
FL
|
|
472,046
|
|
390,000
|
||||||||||
Property ID#1000015537**
|
FL
|
|
460,000
|
|
378,000
|
||||||||||
Property ID#1000043886**
|
NJ
|
|
344,509
|
|
366,741
|
||||||||||
Property ID#1000038427**
|
NY
|
|
263,561
|
|
355,000
|
||||||||||
Property ID#1000027887**
|
FL
|
|
381,340
|
|
354,000
|
||||||||||
Property ID#1000001636
|
FL
|
|
564,000
|
|
350,000
|
||||||||||
Property ID#1000029097**
|
NJ
|
|
364,148
|
|
335,000
|
||||||||||
Property ID#1000027641**
|
NJ
|
|
240,000
|
|
323,000
|
||||||||||
Property ID#1000003529
|
GA
|
|
362,451
|
|
320,000
|
||||||||||
Property ID#1000025801**
|
FL
|
|
284,651
|
|
295,000
|
||||||||||
Property ID#1000027288**
|
IL
|
|
391,812
|
|
278,500
|
||||||||||
Property ID#1000001621
|
NJ
|
|
385,884
|
|
275,000
|
||||||||||
Property ID#1000026017**
|
CA
|
|
319,900
|
|
270,000
|
||||||||||
Property ID#1000001614
|
NY
|
|
328,000
|
|
269,011
|
||||||||||
Property ID#1000027283**
|
NY
|
|
434,198
|
|
264,176
|
||||||||||
Property ID#1000001616
|
NJ
|
|
364,000
|
|
260,000
|
||||||||||
Property ID#1000035995**
|
WA
|
|
208,543
|
|
259,677
|
||||||||||
Property ID#1000001490
|
NY
|
|
285,000
|
|
259,000
|
||||||||||
Property ID#1000034959**
|
FL
|
|
414,474
|
|
252,500
|
||||||||||
Property ID#1000027008**
|
MD
|
|
274,502
|
|
250,000
|
||||||||||
Property ID#1000034994**
|
NJ
|
|
148,782
|
|
250,000
|
||||||||||
Property ID#1000043574**
|
NJ
|
|
330,421
|
|
250,000
|
||||||||||
Property ID#1000026254**
|
VA
|
|
409,382
|
|
249,000
|
||||||||||
Property ID#1000001995
|
NY
|
|
216,015
|
|
244,000
|
||||||||||
Property ID#1000043261**
|
NJ
|
|
288,028
|
|
240,000
|
||||||||||
Property ID#1000016110**
|
FL
|
|
286,771
|
|
235,215
|
||||||||||
Property ID#1000017183**
|
FL
|
|
291,247
|
|
235,000
|
||||||||||
Property ID#1000044101**
|
PA
|
|
181,868
|
|
230,235
|
||||||||||
Property ID#1000043429**
|
IL
|
|
260,332
|
|
230,000
|
||||||||||
Property ID#1000000381
|
NJ
|
|
255,000
|
|
226,641
|
||||||||||
Property ID#1000043996**
|
PA
|
|
240,000
|
|
223,481
|
||||||||||
Property ID#1000000538**
|
IL
|
|
299,999
|
|
218,156
|
||||||||||
Property ID#1000029131**
|
FL
|
|
217,567
|
|
215,000
|
||||||||||
Property ID#1000027736**
|
NJ
|
|
215,996
|
|
205,000
|
||||||||||
Property ID#1000026049**
|
FL
|
|
234,564
|
|
200,000
|
||||||||||
Property ID#1000016021**
|
NY
|
|
280,813
|
|
190,000
|
||||||||||
Property ID#1000001996
|
PA
|
|
191,225
|
|
190,000
|
||||||||||
Property ID#1000034828**
|
NJ
|
|
184,785
|
|
185,541
|
||||||||||
Property ID#1000026356**
|
MD
|
|
294,756
|
|
185,000
|
||||||||||
Property ID#1000028830
|
NJ
|
|
283,816
|
|
180,000
|
||||||||||
Property ID#1000026688**
|
MO
|
|
162,816
|
|
175,000
|
||||||||||
Property ID#1000000226**
|
AZ
|
|
163,669
|
|
165,000
|
||||||||||
Property ID#1000015617**
|
FL
|
|
187,903
|
|
165,000
|
||||||||||
Property ID#1000043128
|
NJ
|
|
102,661
|
|
164,413
|
||||||||||
Property ID#1000002039
|
NJ
|
|
262,475
|
|
161,242
|
||||||||||
Property ID#1000035002**
|
IL
|
|
178,595
|
|
160,000
|
||||||||||
Property ID#1000034988**
|
FL
|
|
185,627
|
|
158,750
|
||||||||||
Property ID#1000027991**
|
GA
|
|
166,641
|
|
156,000
|
||||||||||
Property ID#1000001853
|
FL
|
|
121,089
|
|
149,000
|
||||||||||
Property ID#1000043550**
|
NJ
|
|
193,444
|
|
145,500
|
||||||||||
Property ID#1000027400**
|
NY
|
|
229,668
|
|
145,000
|
||||||||||
Property ID#1000028202**
|
MD
|
|
186,144
|
|
145,000
|
||||||||||
Property ID#1000000903**
|
CA
|
|
135,000
|
|
145,000
|
||||||||||
Property ID#1000015132**
|
IL
|
|
267,660
|
|
142,700
|
||||||||||
Property ID#1000001830
|
NV
|
|
161,021
|
|
142,183
|
||||||||||
Property ID#1000015229**
|
IA
|
|
123,451
|
|
133,855
|
||||||||||
Property ID#1000027480**
|
FL
|
|
183,257
|
|
120,000
|
||||||||||
Property ID#1000017061**
|
IL
|
|
221,259
|
|
119,371
|
||||||||||
Property ID#1000028256**
|
IL
|
|
179,064
|
|
115,000
|
||||||||||
Property ID#1000029258**
|
PA
|
|
115,263
|
|
115,000
|
||||||||||
Property ID#1000029180**
|
OH
|
|
143,347
|
|
114,513
|
||||||||||
Property ID#1000026336**
|
PA
|
|
139,002
|
|
105,000
|
||||||||||
Property ID#1000025987**
|
WI
|
|
178,211
|
|
98,000
|
||||||||||
Property ID#1000016574**
|
IL
|
|
160,406
|
|
97,345
|
||||||||||
Property ID#1000043400**
|
OH
|
|
140,107
|
|
95,000
|
||||||||||
Property ID#1000016347**
|
OH
|
|
91,528
|
|
91,528
|
||||||||||
Property ID#1000000591
|
NJ
|
|
317,267
|
|
90,000
|
||||||||||
Property ID#1000043950**
|
OR
|
|
183,348
|
|
90,000
|
||||||||||
Property ID#1000036109**
|
NY
|
|
80,087
|
|
86,000
|
||||||||||
Property ID#1000043137**
|
FL
|
|
101,296
|
|
85,000
|
||||||||||
Property ID#1000044223**
|
OK
|
|
82,868
|
|
81,000
|
||||||||||
Property ID#1000017410**
|
MI
|
|
137,845
|
|
80,000
|
||||||||||
Property ID#1000034972**
|
NJ
|
|
230,368
|
|
78,500
|
||||||||||
Property ID#1000035080**
|
NJ
|
|
155,369
|
|
76,751
|
||||||||||
Property ID#1000038414**
|
FL
|
|
110,871
|
|
75,000
|
||||||||||
Property ID#1000002239
|
FL
|
|
141,470
|
|
73,000
|
||||||||||
Property ID#1000028902**
|
PA
|
|
98,962
|
|
70,000
|
||||||||||
Property ID#1000027365**
|
GA
|
|
132,719
|
|
65,000
|
||||||||||
Property ID#1000026136**
|
GA
|
|
91,383
|
|
63,631
|
||||||||||
Property ID#1000043920**
|
NC
|
|
92,276
|
|
55,000
|
||||||||||
Property ID#1000038532**
|
IL
|
|
111,378
|
|
53,618
|
||||||||||
Property ID#1000043736**
|
NJ
|
|
114,827
|
|
35,000
|
||||||||||
Property ID#1000044116**
|
NJ
|
|
152,610
|
|
35,000
|
||||||||||
Property ID#1000025919**
|
OH
|
|
47,400
|
|
33,797
|
||||||||||
Property ID#1000001993
|
IL
|
|
100,888
|
|
26,422
|
||||||||||
Property ID#1000000764
|
FL
|
|
69,868
|
|
19,900
|
||||||||||
Property ID#1000029006**
|
NJ
|
|
95,825
|
|
18,500
|
||||||||||
Property ID#1000016929**
|
ME
|
|
114,583
|
|
18,000
|
||||||||||
Property ID#1000001669
|
IL
|
|
199,616
|
|
17,174
|
||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
27,590,937
|
|
22,739,776
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL INVESTMENTS IN NONAFFILIATES (Cost $140,829,915)
|
|
|
268,317,127
|
|
167,249,128
|
||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
INVESTMENTS IN AFFILIATES - 13%*
|
|
|
|
|
|
|
|
|
|
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
Name of Issuer
|
|
|
|
|
|
|
|
|
|
Shares
|
|
Fair value
|
|||
Short-Term Investment
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
BlackRock Liquidity Funds: TempFund Institutional Shares ^
|
$ |
15,943,912
|
|
$ |
15,943,912
|
||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL INVESTMENTS IN AFFILIATES (Cost $15,943,912)
|
15,943,912
|
|
15,943,912
|
||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL INVESTMENTS (Cost $156,773,827)
|
|
|
|
|
$ |
183,193,040
|
|||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
LIABILITIES - 60%*
|
|
|
|
|
Note
|
|
Maturity
|
|
|
|
|
||||
Description
|
|
|
|
|
|
|
interest rate
|
|
date
|
|
Principal amount
|
|
Fair value
|
||
Asset-backed financing
|
|
|
|
|
|
|
|
|
|
|
|
|
|||
PNMAC 2015-NPL1 A-1-144A ^
|
4.00%
|
|
3/25/2055
|
|
$ |
74,765,763
|
|
$ |
74,672,306
|
||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL LIABILITIES (Proceeds $74,658,100)
|
|
|
74,765,763
|
|
74,672,306
|
||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
Other assets in excess of other liabilities - 13%*
|
16,903,562
|
||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL PARTNERS' CAPITAL - 100%*
|
$ |
125,424,296
|
|||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
* Percentages are stated as a percent of partners' capital
|
|
|
|
|
|
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** Pledged as collateral for asset-backed financing (See Note 5)
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^ Investment represents securities issued by related parties
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All investments are in the United States of America.
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(a)
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The Registrant's Chief Executive Officer and Chief Financial Officer have reviewed the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the "Act")) as of a date within 90 days of the filing of this report, as required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d‑15(b) under the Securities Exchange Act of 1934. Based on their review, such officers have concluded that the disclosure controls and procedures are effective in ensuring that information required to be disclosed in this report is appropriately recorded, processed, summarized and reported and made known to them by others within the Registrant and by the Registrant's service provider.
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(b)
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There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting.
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(a)
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(1) Any code of ethics or amendment thereto, that is the subject of the disclosure required by Item 2, to the extent that the registrant intends to satisfy Item 2 requirements through filing an exhibit. Not applicable during this period.
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(b)
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Certifications pursuant to Section 906 of the Sarbanes‑Oxley Act of 2002. Furnished herewith.
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1. |
I have reviewed this report on Form N-CSR of PNMAC Mortgage Opportunity Fund, LP;
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2. |
Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
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3. |
Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;
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4. |
The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
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(a) |
Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
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(b) |
Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
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(c) |
Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
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(d) |
Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and
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5. |
The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
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(a) |
All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
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(b) |
Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.
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Date: October 27, 2017
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/s/ Andrew S. Chang
Andrew S. Chang Chief Financial Officer
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1. |
I have reviewed this report on Form N-CSR of PNMAC Mortgage Opportunity Fund, LP;
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2. |
Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
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3. |
Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;
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4. |
The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
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(a) |
Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
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(b) |
Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
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(c) |
Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
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(d) |
Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and
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5. |
The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
|
(a) |
All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
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(b) |
Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.
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Date: October 27, 2017
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/s/ David A. Spector
David A. Spector
Chief Executive Officer |
/s/ David A. Spector
David A. Spector
CEO, PNMAC Mortgage Opportunity Fund, LP
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/s/ Andrew S. Chang
Andrew S. Chang
CFO, PNMAC Mortgage Opportunity Fund, LP
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Dated: October 27, 2017
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