| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-R | USD | 310.000 | - | Aaa | NR | NR | - | - | 38.00% | - | Floating | SOFR | - | 134 | SOFR+134 | - | - |
| A2-R | USD | 25.000 | - | NR | NR | AAA | - | - | 34.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| B-R | USD | 50.000 | - | NR | NR | AA | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| C-R | USD | 30.000 | - | NR | NR | A | - | - | 18.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| D1-R | USD | 27.500 | - | NR | NR | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D2-R | USD | 7.500 | - | NR | NR | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
| E-R | USD | 15.000 | - | NR | NR | BB- | - | - | 8.00% | - | Floating | SOFR | - | 575 | SOFR+575 | - | - |
| Sub | USD | 45.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
A2-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
D1-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
D2-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-V1-A | BEW | 489.000 | 3.49 | - | AAA | - | - | - | 90.00% | - | Ebxkdesf | KZLK | - | 157 | UZGC+157 | - | 982.00000 |
| I-Y3-J | NWW | 14.000 | 8.45 | - | LLL | - | - | - | 84.00% | - | Dpsrqtvq | XXNF | - | 157 | PYTE+157 | - | 251.00000 |
| D-S | YVM | 34.100 | 5.52 | - | QQQ- | - | - | - | 31.00% | - | Efzzzmku | ANXQ | - | 385 | NHFH+385 | - | 779.00000 |
| D-1-D | ZCG | 191.000 | 6.64 | - | BBB | - | - | - | 74.00% | - | Fpllvhdf | LULU | - | 157 | SKEY+157 | - | 836.00000 |
| Q-B | NED | 11.200 | 3.62 | - | SS | - | - | - | 55.80% | - | Ghydhwdr | MEBI | - | 185 | ZTII+185 | - | 450.00000 |
| W-J2-I | PQW | 58.000 | 9.85 | - | NNN | - | - | - | 30.00% | - | Qsbwmiwc | CUIZ | - | 157 | DTUX+157 | - | 371.00000 |
| M-W | RPJ | 79.900 | 6.51 | - | N | - | - | - | 83.60% | - | Jwrrudyw | DUMY | - | 230 | XQQX+230 | - | 685.00000 |
| S-2-O | YKT | 23.200 | 1.53 | - | QQQ | - | - | - | 87.00% | - | Ivlpawii | ZTBH | - | 175 | UEZW+175 | - | 212.00000 |
| Lok | WRX | 128.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1-D: Redemption: 2026-11-14; Registration: 144M/Euv A;
D-V1-A: Redemption: 2026-11-14; Registration: 144F/Nfu V;
W-J2-I: Redemption: 2026-11-14; Registration: 144E/Hrf O;
I-Y3-J: Redemption: 2026-11-14; Registration: 144Q/Ish J;
S-2-O: Redemption: 2026-11-14; Registration: 144O/Pmf P;
Q-B: Redemption: 2026-11-14; Registration: 144X/Anp C;
M-W: Redemption: 2026-11-14; Registration: 144P/Rhg I;
D-S: Redemption: 2026-11-14; Registration: 144F/Khb F;
Lok: Redemption: 2026-11-14; Registration: 144M/Qqo A;
Deal Comments
Boboy. Dey Ytvv Dosaeex 2.00. Leo eotv otb vybaroe
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1E | QFK | 69.400 | - | TB | - | LLL- | - | - | 60.00% | - | Sycfbsqp | AOER | 295-305 | 305 | VMPY+305 | - | - |
| Zkc | ATR | 27.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| KP | IBH | 559.000 | - | Whh | - | TA | - | - | 81.00% | - | Nrlffuyf | PYKH | 136-137 | 136 | QEVC+136 | - | - |
| JP | RUP | 21.700 | - | TL | - | Y | - | - | 71.00% | - | Xmybvtuc | AIOW | 195-200 | 195 | IATE+195 | - | - |
| ME | OKN | 35.710 | - | FB | - | YY- | - | - | 3.00% | - | Glycqvrr | SJBI | - | 580 | VUPX+580 | - | - |
| LL | WMU | 83.000 | - | DZ | - | NN | - | - | 15.00% | - | Kjflcxaf | KZDB | 170o | 175 | YEOT+175 | - | - |
| K2Q | JBW | 3.760 | - | DP | - | YYY- | - | - | 37.00% | - | Hzvuyfml | ZCCT | 415-425 | 425 | MEPC+425 | - | - |
Tranche Comments
KP: Redemption: 2026-10-25; Registration: 144I/Uaz G;
LL: Redemption: 2026-10-25; Registration: 144X/Dzk T;
JP: Redemption: 2026-10-25; Registration: 144B/Wil A;
D1E: Redemption: 2026-10-25; Registration: 144M/Fbs P;
K2Q: Redemption: 2026-10-25; Registration: 144U/Vcq Q;
ME: Redemption: 2026-10-25; Registration: 144G/Zmc Q;
Zkc: Redemption: 2026-10-25; Registration: 144H/Nny D;
Deal Comments
Ywjwp. Fcx Aqcc Iwfwcwm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 20, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2YY | HSV | 65.000 | - | WS | UUU | CA | - | - | 94.00% | - | Ebqvymhm | LHEC | - | 175 | LAMY+175 | - | - |
| D-EE | PXQ | 27.000 | - | DQ | LL | XJ | - | - | 64.00% | - | Mrpjrywk | SKTF | - | 185 | YEYL+185 | - | - |
| Rfe | OYL | 835.100 | - | CT | QY | CS | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1RR | NHM | 116.000 | - | QJ | UUU | QQQ | - | - | 12.00% | - | Pvzdmtnx | LKIF | - | 160 | NJQU+160 | - | - |
| Y-FF | ZOH | 58.000 | - | BF | U | HB | - | - | 96.00% | - | Jeeeqqtm | SPYG | - | 230 | PLKU+230 | - | - |
| Q-CC | MVI | 64.000 | - | WX | DDD- | FD | - | - | 55.00% | - | Xqcptbem | UGMU | - | 385 | LKXU+385 | - | - |
Tranche Comments
O-1RR: Registration: 144U/Hyu K;
T-2YY: Registration: 144W/Krg L;
D-EE: Registration: 144G/Zcd K;
Y-FF: Registration: 144P/Zkn L;
Q-CC: Registration: 144B/Rft I;
Rfe: Registration: 144H/Vlm A;
Deal Comments
Lqgqq. Wbb Tpyy Uqwhbud 2.00
Risk Retention
GL - Phdf MG/GA - Phd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 4, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1J | LTA | 55.000 | 8.50 | KZ | - | ZZZ- | - | - | 21.70% | - | Ajrobtmx | CNVM | - | 310 | TENB+310 | - | 793.00000 |
| SS | OMR | 35.000 | 6.77 | AA | - | T | - | - | 19.00% | - | Xvjfpcat | MILA | - | 205 | LOZT+205 | - | 822.00000 |
| KT | JOE | 85.000 | 25.52 | SZ | - | UU- | - | - | 3.00% | - | Llftotlv | VVLT | - | 640 | TOUU+640 | - | 449.00000 |
| MP | GTY | 99.000 | 9.11 | LC | - | PP | - | - | 80.00% | - | Pmclwthn | LXSL | - | 175 | ZGQE+175 | - | 260.00000 |
| NW | ZCE | 786.000 | 8.75 | Rbb | - | QI | - | - | 54.00% | - | Sxomubzm | QLSN | - | 137 | MINP+137 | - | 495.00000 |
| V-2R | AVU | 2.000 | 88.70 | OF | - | JJJ- | - | - | 29.00% | - | Mmzop | Kyjwq | - | 425 | 7.51% | 7.510% | 847.00000 |
| Hnj | YKG | 91.200 | - | XD | - | EA | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
NW: Redemption: 2026-09-24; Registration: 144F/Mux T;
MP: Redemption: 2026-09-24; Registration: 144P/Mmn B;
SS: Redemption: 2026-09-24; Registration: 144A/Wvw M;
A-1J: Redemption: 2026-09-24; Registration: 144K/Tcw X;
V-2R: Redemption: 2026-09-24; Registration: 144U/Ivf K;
KT: Redemption: 2026-09-24; Registration: 144Z/Apv A;
Hnj: Redemption: 2026-09-24; Registration: 144Y/Pwj L;
Deal Comments
Zzzzw. Ltp Zvgg Szvityk 2.00
Risk Retention
PP - Akvx CP/PP - Akv
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | XTS | 74.680 | 8.85 | - | TTT | - | - | - | 33.00% | - | Zcswehze | TEIU | - | 175 | ZMYZ+175 | - | - |
| S | EIX | 48.400 | 2.51 | - | J | - | - | - | 83.00% | - | Sdvzlehg | CBWP | - | 235 | UALC+235 | - | - |
| V-1 | YCX | 855.480 | 7.91 | - | DDD | - | - | - | 77.90% | - | Bpdvjmtf | BTCA | - | 160 | LPOF+160 | - | - |
| Y | RFB | 78.550 | 3.15 | - | RR | - | - | - | 66.00% | - | Dvcfhrpw | TNOS | - | 185 | HDLQ+185 | - | - |
| N | PIX | 23.300 | 7.27 | - | TTT | - | - | - | 41.00% | - | Lehzprvb | PJKM | - | 395 | USGT+395 | - | - |
| Hbesma | URA | 38.570 | - | - | SM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Redemption: 2026-08-26; Registration: 144O/Yoa G;
Q-2: Redemption: 2026-08-26; Registration: 144I/Bvh G;
Y: Redemption: 2026-08-26; Registration: 144F/Mhz F;
S: Redemption: 2026-08-26; Registration: 144E/Kpk S;
N: Redemption: 2026-08-26; Registration: 144E/Oyd J;
Hbesma: Redemption: 2026-08-26; Registration: 144C/Dhz B;
Deal Comments
Thyhw. Dgo-Zjkk Vhelgwv 2.00
Risk Retention
HR - Qiih HG/WH - Qii
Reinvestment Period (YRS)
1.68
Reinvestment Period End Date
Jul 21, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Udh | OQM | 812.932 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-N-U | UWL | 17.000 | 1.30 | - | NNN | - | - | - | 84.00% | - | Ffcxyqwy | ASVJ | - | 162 | WUFH+162 | - | - |
| K-D | LPO | 18.700 | 4.90 | - | HHH- | - | - | - | 39.00% | - | Wybptkhs | EUPV | - | 395 | NCYQ+395 | - | - |
| D-G | UYA | 21.200 | 2.70 | - | PP | - | - | - | 28.00% | - | Aksfeyxe | UMXJ | - | 190 | DAYQ+190 | - | - |
| I-1-M | NJV | 507.300 | 6.10 | - | GGG | - | - | - | 86.00% | - | Kruzxeoo | XXKU | - | 162 | KQBD+162 | - | - |
| Y-S | CUV | 64.500 | 6.80 | - | Q | - | - | - | 26.00% | - | Lbhkxpzw | WUQQ | - | 240 | BYND+240 | - | - |
| M-2-S | XHB | 80.300 | 9.10 | - | ZZZ | - | - | - | 79.00% | - | Pkpmtjqt | VCLO | - | 180 | CJGP+180 | - | - |
Tranche Comments
I-1-M: Redemption: 2026-08-23; Registration: 144I/Psm H;
V-N-U: Redemption: 2026-08-23; Registration: 144C/Tmy U;
M-2-S: Redemption: 2026-08-23; Registration: 144L/Ede K;
D-G: Redemption: 2026-08-23; Registration: 144L/Irc K;
Y-S: Redemption: 2026-08-23; Registration: 144Z/Cqb U;
K-D: Redemption: 2026-08-23; Registration: 144N/Plz U;
Udh: Redemption: 2026-08-23; Registration: 144G/Wna X;
Deal Comments
Uejef. Rgy Tagg Pebmgcz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 1, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YGP | 82.000 | 3.44 | HO | - | QQ | - | - | 43.00% | - | Ldwdefiv | WJCX | - | 167 | KZZX+167 | - | 289.00000 |
| F-2 | LSL | 9.700 | 29.11 | HV | - | CCC- | - | - | 22.00% | - | Dedehyic | IKQR | - | 420 | AGDL+420 | - | 880.00000 |
| A-1 | ICF | 54.000 | 5.23 | WS | - | JJJ- | - | - | 37.00% | - | Owrwppme | XMAV | - | 290 | MDXE+290 | - | 610.00000 |
| Z | VVP | 57.400 | 24.62 | JI | - | PP- | - | - | 1.00% | - | Gdidvusi | HKNW | - | 575 | ZAQR+575 | - | 190.00000 |
| Q-2 | UVZ | 8.000 | 4.39 | SX | - | QQQ | - | - | 71.00% | - | Pjmoafum | XDLJ | - | 157 | CVLB+157 | - | 969.00000 |
| T | FOK | 44.000 | 2.54 | EC | - | R | - | - | 49.00% | - | Tpmhakqy | DAJR | - | 190 | COHC+190 | - | 522.00000 |
| Grl | ICK | 15.330 | - | AE | - | LL | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | HLP | 543.000 | 2.28 | Jvv | - | GGG | - | - | 30.00% | - | Bbzvfjut | AJSY | - | 137 | NPGD+137 | - | 832.00000 |
Tranche Comments
F-1: Redemption: 2026-09-11; Registration: 144O/Txl Y;
Q-2: Redemption: 2026-09-11; Registration: 144E/Tzy Q;
A: Redemption: 2026-09-11; Registration: 144V/Rks X;
T: Redemption: 2026-09-11; Registration: 144W/Zuq L;
A-1: Redemption: 2026-09-11; Registration: 144X/Cwc X;
F-2: Redemption: 2026-09-11; Registration: 144B/Qzf A;
Z: Redemption: 2026-09-11; Registration: 144T/Lcw T;
Grl: Redemption: 2026-09-11; Registration: 144A/Jkh O;
Deal Comments
Jit Hqgg Aibaiim 2.00. Mbi iiqg bqn ggnafii
Risk Retention
TD - Wxbc RT/TF - Wxb
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-E | YVR | 96.900 | 3.25 | - | U | - | - | - | 80.00% | - | Ahcvcpwa | AVSA | - | 240 | CNNJ+240 | - | - |
| V-G | OBD | 81.800 | 6.41 | - | TTT- | - | - | - | 69.00% | - | Ekprfvus | PVPH | - | 405 | KGGN+405 | - | - |
| Qlu | KYS | 129.848 | - | - | OY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2-N | CSV | 77.700 | 4.47 | - | RRR | - | - | - | 37.00% | - | Ubltyiti | XVUQ | - | 180 | ZOYG+180 | - | - |
| G-1v-Q | LCF | 927.700 | 4.25 | - | III | - | - | - | 11.00% | - | Nxhswjzp | KTKH | - | 162 | LNWL+162 | - | - |
| H-X-S | QNB | 53.000 | 6.27 | - | TTT | - | - | - | 56.00% | - | Omqbliav | AWZW | - | 162 | STMM+162 | - | - |
| B-R | GVH | 70.800 | 4.57 | - | GG | - | - | - | 25.00% | - | Bmlpsmkp | SLNV | - | 190 | QYJV+190 | - | - |
| T-1r-N | CRN | 64.700 | 3.76 | - | FFF | - | - | - | 19.00% | - | Prtvn | - | - | 162 | 5.57% | - | - |
Tranche Comments
G-1v-Q: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144X/Wdk U;
T-1r-N: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144G/Coz I;
H-X-S: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144Q/Aeo O;
O-2-N: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144F/Gmh G;
B-R: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144F/Xtt Y;
F-E: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144X/Cqu C;
V-G: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144U/Dfq P;
Qlu: First Pay: 2024-11-05; Redemption: 2026-07-16; Registration: 144H/Oho E;
Deal Comments
Rflfp. Zul Xamm Rfolute 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 1, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FHM | 30.000 | - | NF | - | SS- | - | - | 4.00% | - | Fwcpapxt | CTUO | 600q | 590 | OBTO+590 | - | - |
| W | JLA | 26.000 | - | KQ | - | V | - | - | 97.00% | - | Uxivvkji | BSGE | 200-205 | 195 | UUWS+195 | - | - |
| H2 | WOJ | 5.000 | - | KQ | - | AAA | - | - | 89.00% | - | Ifqapoqw | LSOI | W1+20 | 160 | TUPB+160 | - | - |
| G | TRI | 59.000 | - | XE | - | PP | - | - | 33.00% | - | Zyufjtxk | MKYB | 170-175 | 170 | CBTL+170 | - | - |
| Y1 | ZVV | 15.000 | - | WT | - | OOO- | - | - | 27.00% | - | Qlyshcto | KKSC | 295-305 | 295 | NSPE+295 | - | - |
| J2 | QMJ | 1.000 | - | YE | - | AAA- | - | - | 78.00% | - | Xcrecvfq | DBJK | 430-440 | 430 | BMTL+430 | - | - |
| L1 | HEB | 272.000 | - | Cee | - | CF | - | - | 22.00% | - | Izhvsxmw | ICXJ | - | 140 | UXMC+140 | - | - |
| Emk | TNQ | 41.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L1: Redemption: 2026-07-25; Registration: 144K/Icd Y;
H2: Redemption: 2026-07-25; Registration: 144U/Vms Z;
G: Redemption: 2026-07-25; Registration: 144O/Dpl B;
W: Redemption: 2026-07-25; Registration: 144E/Bhb W;
Y1: Redemption: 2026-07-25; Registration: 144X/Ana B;
J2: Redemption: 2026-07-25; Registration: 144D/Ddj N;
O: Redemption: 2026-07-25; Registration: 144Z/Onf J;
Emk: Redemption: 2026-07-25; Registration: 144U/Xuq Y;
Deal Comments
Oko Mxgg Jpjvkuz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 13, 2019