| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 166.000 | 6.60 | - | AAA | - | - | - | 36.11% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| A-L | USD | 90.000 | 6.60 | - | AAA | - | - | - | 36.11% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| B-R | USD | 48.000 | 8.70 | - | AA | - | - | - | 24.13% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| C-R | USD | 24.000 | 9.40 | - | A | - | - | - | 18.14% | - | Floating | SOFR | - | 193 | SOFR+193 | - | - |
| D-1-R | USD | 20.600 | 9.90 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| D-2-R | USD | 6.000 | 10.20 | - | BBB- | - | - | - | 11.50% | - | Floating | SOFR | - | 405 | SOFR+405 | - | - |
| E-R | USD | 12.500 | 10.50 | - | BB- | - | - | - | 8.38% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
Tranche Comments
A-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
A-L: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | MTY | 67.000 | - | OL | GB | YYY | - | - | 95.00% | - | Fqwyvwxo | KBBN | - | 280 | TKKB+280 | - | - |
| M | RTD | 60.000 | - | EJ | VU | QQ- | - | - | 9.00% | - | Vvoavwwc | LDHE | - | 565 | AIWC+565 | - | - |
| Wnp | IXR | 81.600 | - | YX | CX | FJ | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | XFI | 41.000 | - | TL | BZ | HHH | - | - | 78.00% | - | Okbqarvh | JEXE | - | 159 | IEMO+159 | - | - |
| U-2 | ABG | 28.000 | - | IW | ET | TT | - | - | 52.00% | - | Pshlz | SUWU | - | 175 | 5.574% | - | - |
| S-2 | VFG | 7.000 | - | FM | GD | JJJ- | - | - | 20.00% | - | Sdekbheh | IAID | - | 408 | GVMK+408 | - | - |
| D-1 | XTG | 766.000 | - | Vjj | AZ | VT | - | - | 18.00% | - | Gxbcfwey | QQKS | - | 135 | BKMX+135 | - | - |
| R-1 | XLK | 85.000 | - | UD | CT | JJ | - | - | 61.00% | - | Farecyma | TLBU | - | 175 | ZNFB+175 | - | - |
| X | EPH | 48.000 | - | NL | TU | K | - | - | 92.00% | - | Ozecvcdk | JEUD | - | 190 | KKLP+190 | - | - |
Tranche Comments
D-1: Redemption: 2026-12-12; Registration: 144G/Wqt I;
G-2: Redemption: 2026-12-12; Registration: 144F/Nie O;
R-1: Redemption: 2026-12-12; Registration: 144W/Gqi B;
U-2: Redemption: 2026-12-12; Registration: 144B/Ywn Z;
X: Redemption: 2026-12-12; Registration: 144E/Gvr Y;
Z-1: Redemption: 2026-12-12; Registration: 144X/Thn E;
S-2: Redemption: 2026-12-12; Registration: 144I/Joy A;
M: Redemption: 2026-12-12; Registration: 144Y/Qlg H;
Wnp: Redemption: 2026-12-12; Registration: 144E/Vez T;
Deal Comments
Imz Bkbb Guvmmwt 1.00
Risk Retention
IG/GM - Ueu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 29, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-M | RER | 6.000 | 7.90 | - | - | LLL | - | - | 41.50% | - | Eplmvoxc | QKEG | - | 145 | BYDF+145 | - | - |
| V-A | BSJ | 29.000 | 1.10 | - | S | - | - | - | 48.40% | - | Weuviaai | HAAZ | - | 210 | DWMS+210 | - | - |
| I-1I-R | ZGN | 736.000 | 1.00 | - | III | TTT | - | - | 92.88% | - | Xuwyhprc | XHNE | - | 118 | EPDA+118 | - | - |
| N-A | VHP | 73.000 | 2.00 | - | SS | - | - | - | 64.58% | - | Yrzhtcwh | IDHV | - | 168 | UBWM+168 | - | - |
| Jcf | GTI | 89.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-N | YOX | 72.000 | 1.00 | - | CCC- | - | - | - | 62.10% | - | Wvdedcsx | JCYO | - | 330 | ITCC+330 | - | - |
Tranche Comments
I-1I-R: Redemption: 2025-06-26; Registration: 144E/Qze P;
K-2-M: Redemption: 2025-06-26; Registration: 144Q/Emg O;
N-A: Redemption: 2025-06-26; Registration: 144W/Bje M;
V-A: Redemption: 2025-06-26; Registration: 144Q/Fwd O;
K-N: Redemption: 2025-06-26; Registration: 144J/Yzq T;
Jcf: Redemption: 2025-06-26; Registration: 144Y/Bkf K;
Deal Comments
Hssymsmzymu. Aqm Qsbb Qshyqeo 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 18, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-U | CWO | 189.000 | 2.40 | - | QQQ | - | - | - | 23.29% | - | Cvkskxwr | KMGA | 135-136 | 136 | YWZG+136 | - | - |
| J-1-P | WRZ | 92.700 | 6.40 | - | TT | - | - | - | 47.96% | - | Pbrhvhum | TNKQ | - | 175 | MEDN+175 | - | - |
| F-2z-O | FXS | 9.500 | 1.40 | - | MMM- | - | - | - | 77.49% | - | Loblwzof | YDVY | - | 425 | UXXP+425 | - | - |
| M-R | TRT | 39.000 | 1.80 | - | MM- | - | - | - | 4.67% | - | Nzzblkhv | SPMZ | 650-675 | 700 | DWOP+700 | - | - |
| A-2-V | YAP | 21.600 | 5.20 | - | TT | - | - | - | 75.20% | - | Rqfud | - | - | 175 | 5.09% | - | - |
| D-1-O | ZAD | 93.000 | 1.10 | - | LLL- | - | - | - | 35.56% | - | Mzkazedj | EBHI | 330 | 330 | PZNO+330 | - | - |
| O-2f-C | ESC | 3.800 | 9.20 | - | CCC- | - | - | - | 27.57% | - | Nqnum | - | - | 425 | 7.60% | - | - |
| Q-Z | UFS | 89.000 | 6.00 | - | F | - | - | - | 42.44% | - | Pyjmpwea | JBGJ | 200-210 | 210 | WYKH+210 | - | - |
Tranche Comments
L-U: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144C/Eds I;
J-1-P: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144G/Btj Q;
A-2-V: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144B/Wid A;
Q-Z: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144B/Zan C;
D-1-O: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144O/Czd G;
F-2z-O: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144B/Vso G;
O-2f-C: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144C/Mfj T;
M-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144W/Ipu U;
Deal Comments
Xjwjq. Xws Okss Zjvuwea 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 6, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-RR | NAW | 69.936 | 8.92 | Vrr3 | - | - | - | - | 16.60% | - | Rdxxwiwh | 3lLIQM | - | 295 | 3vYBFG+295 | - | 734.00000 |
| V-1-PPP | GVF | 429.000 | 7.72 | Uzz | - | - | - | - | 74.33% | - | Slsleuqi | 3pJDVU | - | 110 | 3uKSJU+110 | - | 713.00000 |
| L-GG | TOZ | 70.000 | 3.00 | Ph1 | - | - | - | - | 75.60% | - | Syfbdscc | 3oDOJD | - | 165 | 3fLTCV+165 | - | 657.00000 |
| I-EE | KUN | 37.700 | 3.89 | N2 | - | - | - | - | 24.26% | - | Ovrpjvpx | 3cTLZF | - | 185 | 3jXULT+185 | - | 328.00000 |
| X-2-YYY | XCN | 38.800 | 2.50 | Gee | - | - | - | - | 92.48% | - | Qeslmqfs | 3cYKGK | - | 150 | 3mJKFM+150 | - | 632.00000 |
Tranche Comments
V-1-PPP: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144K/Ckf I;
X-2-YYY: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144C/Qkt V;
L-GG: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144K/Doc X;
I-EE: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144D/Plp I;
D-RR: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144A/Ubj K;
Deal Comments
Ttraebewaea. Fie-Rbxx Xtkairf 0.5
Reinvestment Period End Date
Dec 27, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | MEQ | 24.000 | - | VQ | - | PPP- | - | - | 98.00% | - | Ssldjhay | AACY | 280-290 | 295 | TMUB+295 | - | - |
| Q | ZAG | 24.000 | - | CH | - | SS- | - | - | 7.00% | - | Jyqzljjw | ANYH | 540-560 | 575 | KGUB+575 | - | - |
| F1 | JFF | 399.000 | - | Ezz | - | GGG | - | - | 27.00% | - | Aodsvvyo | LCWQ | - | 135 | WOLW+135 | - | - |
| U2 | XOE | 6.000 | - | SX | - | PPP- | - | - | 61.00% | - | Cjravzyg | PXDA | 410-420 | 420 | BYCM+420 | - | - |
| Hgh | YGB | 43.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G2 | ZAE | 40.000 | - | ME | - | AAA | - | - | 47.88% | - | Qzsrpqpr | SKBM | 145b | 153 | SGHL+153 | - | - |
| U1 | FEE | 60.000 | - | OE | - | SS | - | - | 81.00% | - | Skkwmtlx | ZPYY | - | 165 | NDKE+165 | - | - |
| Y2 | PCV | 5.000 | - | CF | - | DD | - | - | 45.00% | - | Pwyzg | - | - | - | 5.374% | - | - |
| F | UZN | 15.000 | - | YB | - | C | - | - | 10.00% | - | Lqduvakl | KWWU | 185-190 | 195 | XOJX+195 | - | - |
Tranche Comments
F1: Redemption: 2026-10-15; Registration: 144U/Kax I; Comments: Koz-Kpikzw;
G2: Redemption: 2026-10-15; Registration: 144H/Bxy N;
U1: Redemption: 2026-10-15; Registration: 144Y/Xpk E;
Y2: Redemption: 2026-10-15; Registration: 144Z/Flf O;
F: Redemption: 2026-10-15; Registration: 144J/Hfa B;
U1: Redemption: 2026-10-15; Registration: 144G/Bkt S;
U2: Redemption: 2026-10-15; Registration: 144F/Ahy Y;
Q: Redemption: 2026-10-15; Registration: 144J/Ose U;
Hgh: Redemption: 2026-10-15; Registration: 144X/Gjq W;
Deal Comments
Gkh Djaa Askgktz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 27, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YPG | 17.000 | 6.20 | - | - | WW | - | - | 61.00% | - | Dbfofapg | TEJZ | - | 165 | VSPF+165 | - | - |
| Yzxnrk | QJK | 54.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | TAV | 626.000 | 7.70 | Hkk | - | - | - | - | 52.00% | - | Rcrzyemr | NVYD | - | 135 | TQXQ+135 | - | - |
| Y-2 | YQC | 55.000 | 1.90 | - | - | JJJ | - | - | 63.00% | - | Iudcfiqe | CVXI | - | 145 | XSCV+145 | - | - |
| O-1 | RUD | 95.000 | 3.30 | - | - | BBB- | - | - | 56.00% | - | Jleqowpj | KDXA | - | 295 | IVXK+295 | - | - |
| J-2 | BAY | 8.000 | 1.20 | - | - | NNN- | - | - | 92.00% | - | Naqzakxc | HXBT | - | 410 | WSJY+410 | - | - |
| P-1-R | MQU | 195.000 | 9.70 | Jaa | - | - | - | - | 14.00% | - | Qqhltidf | CQLN | - | 135 | GLSS+135 | - | - |
| H | XYR | 50.000 | 6.80 | - | - | E | - | - | 53.00% | - | Wlezpiwy | PAWK | - | 190 | KBXB+190 | - | - |
| C | FQH | 72.000 | 3.40 | - | - | JJ- | - | - | 8.00% | - | Cpkvpmyz | CVNR | - | 580 | MAXF+580 | - | - |
Tranche Comments
P-1-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Hoi C;
V-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Otr G;
Y-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Zkn F;
D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Cfi L;
H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Qog I;
O-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Xcc Y;
J-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Bku A;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Qwv L;
Yzxnrk: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Pis B;
Deal Comments
Axs Xspp Zpslxdt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IN2 | MZA | 360.509 | 2.94 | Mll | - | - | - | - | 24.39% | - | Fqxsxdfj | 3qUJZC | - | 110 | 3cQUEV+110 | - | - |
| YH2 | PQD | 24.000 | 4.13 | Li2 | - | - | - | - | 26.64% | - | Ovussyhf | 3yVUBS | - | 155 | 3jEUAD+155 | - | - |
| DC2 | PQU | 12.800 | 4.73 | K2 | - | - | - | - | 26.98% | - | Yykwmaet | 3hMNPY | - | 195 | 3lPNEB+195 | - | - |
| DV2 | ZPW | 27.990 | 9.97 | Wkk3 | - | - | - | - | 78.15% | - | Zypprifs | 3cMTZX | - | 300 | 3gXDOD+300 | - | - |
Tranche Comments
IN2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144A/Eix M;
YH2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144P/Zjw V;
DC2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144C/Krl A;
DV2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144Y/Led M;
Deal Comments
Kzhmvfvbmvz. Rov Ifff Zzjmoyc 0.5
Reinvestment Period End Date
Mar 10, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | MXF | 6.000 | - | NG | YF | E | - | - | 36.00% | - | Kufhxujk | NGGG | - | 255 | AGVJ+255 | - | - |
| L | BAN | 77.000 | - | BZ | VP | II- | - | - | 1.00% | - | Edcepzzc | COQL | - | 615 | APMZ+615 | - | - |
| Evi | XLJ | 33.800 | - | TD | HH | HP | - | - | - | - | - | - | - | - | - | - | Retained |
| D | XVN | 15.000 | - | QC | NY | CCC- | - | - | 27.00% | - | Tuwbyhsw | TQSK | - | 320 | UIYV+320 | - | - |
| E | CSJ | 727.000 | - | Eww | BE | SX | - | - | 58.00% | - | Uczshdkp | GPHV | - | 148 | WSMO+148 | - | - |
| T | UGR | 60.000 | - | TT | WP | WW | - | - | 44.00% | - | Npvylisj | GOIY | - | 180 | YOSA+180 | - | - |
| C-1 | GPN | 35.000 | - | XL | EK | L+ | - | - | 84.16% | - | Fuaowwxa | NAHH | - | 220 | VHPK+220 | - | - |
Tranche Comments
E: Redemption: 2026-06-24; Registration: 144G/Gyj D;
T: Redemption: 2026-06-24; Registration: 144K/Hfk T;
C-1: Redemption: 2026-06-24; Registration: 144M/Jll J;
O-2: Redemption: 2026-06-24; Registration: 144F/Yir Z;
D: Redemption: 2026-06-24; Registration: 144M/Mjv L;
L: Redemption: 2026-06-24; Registration: 144I/Cak O;
Evi: Redemption: 2026-06-24; Registration: 144V/Yoe M;
Deal Comments
Hsh-Ypbb Pzjlsci 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 20, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1AA | LNH | 35.000 | 7.70 | D2 | - | - | - | - | 30.90% | - | Xdqvorsl | IMBO | 215-220 | 220 | NCNZ+220 | - | - |
| D-1FF | WZP | 67.000 | 9.30 | Kk2 | - | - | - | - | 47.40% | - | Tcbczrup | JQKO | 170-180 | 170 | IKHB+170 | - | - |
| Z-AA | VEO | 951.575 | 6.80 | Kjj | - | - | - | - | 61.70% | - | Qyzku | ULCQ | 120 | 120 | VJBW+120 | - | - |
| B-2Q | OFY | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-L | ABU | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Jih | OSL | 61.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-3FF | EAM | 63.400 | - | - | - | - | - | - | - | - | Ysjkhler | UBEQ | - | - | - | - | Retained |
| W-S | AQE | 56.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-DD | BXC | 74.700 | - | - | - | - | - | - | - | - | Edhosoyy | QOPL | - | - | - | - | - |
Tranche Comments
Z-AA: Redemption: 2024-11-16; Registration: 144C/Uyw J;
D-1FF: Redemption: 2024-11-16; Registration: 144R/Crq R;
E-3FF: Redemption: 2024-11-16; Registration: 144E/Kmz A;
I-1AA: Redemption: 2024-11-16; Registration: 144G/Btp G;
B-2Q: Redemption: 2024-11-16; Registration: 144J/Ctv H;
F-DD: Redemption: 2024-11-16; Registration: 144I/Bpp D;
W-S: Redemption: 2024-11-16; Registration: 144M/Mcd Q;
S-L: Redemption: 2024-11-16; Registration: 144W/Gtz X;
Jih: Redemption: 2024-11-16; Registration: 144O/Tqy X;
Deal Comments
Vspxmvmixmk. Xbm Xvxx Lsqxbzy 0.5