| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1L | USD | 254.000 | 1.90 | - | AAA | - | - | - | 35.44% | - | Floating | SOFR | - | 107 | SOFR+107 | - | - |
| A-RR | USD | 127.000 | 1.90 | - | AAA | - | - | - | 35.44% | - | Floating | SOFR | - | 107 | SOFR+107 | - | - |
| B-RR | USD | 60.000 | 3.70 | - | AA | - | - | - | 25.28% | - | Floating | SOFR | 140-150 | 150 | SOFR+150 | - | - |
| C-RR | USD | 51.000 | 4.20 | - | A | - | - | - | 16.63% | - | Floating | SOFR | 175-185 | 190 | SOFR+190 | - | - |
| D-RR | USD | 36.000 | 4.60 | - | BBB- | - | - | - | 10.53% | - | Floating | SOFR | 275-280 | 280 | SOFR+280 | - | - |
Tranche Comments
A-1L: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Reg S;
A-RR: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Reg S;
B-RR: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Reg S;
C-RR: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Reg S;
D-RR: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period (YRS)
0.25
Reinvestment Period End Date
Oct 20, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mij | IIU | 28.140 | - | XG | - | LC | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-U | UUM | 3.600 | 9.70 | - | - | WWW | - | - | - | - | Wsbjctig | YUZF | - | 90 | CIAA+90 | - | - |
| G-S | CUE | 400.260 | 6.20 | Fpp | - | PPP | - | - | 25.00% | - | Wferjqnd | UNPD | - | 135 | XHPN+135 | - | - |
| U-W | PSM | 37.450 | 9.80 | - | - | P | - | - | 50.00% | - | Tjbcmkkd | BMOF | - | 190 | KZOS+190 | - | - |
| V-R | VJZ | 78.320 | 3.90 | - | - | TTT- | - | - | 17.00% | - | Dxpwryyb | PZMA | - | 300 | JNGT+300 | - | - |
| M-D | MID | 8.120 | 26.50 | - | - | U- | - | - | 1.00% | - | Evqqvqyj | KGGL | - | 875 | TNQQ+840 | - | - |
| F2-D | PCN | 5.000 | 7.10 | - | - | GG | - | - | 34.00% | - | Bqzrv | - | - | - | 5.52% | - | - |
| I-B | CTB | 63.930 | 83.90 | - | - | QQ- | - | - | 6.00% | - | Ssfvhcby | MENC | - | 590 | XCIN+590 | - | - |
| Q1-P | MLY | 75.200 | 5.80 | - | - | MM | - | - | 20.00% | - | Dwpsddlf | DIER | - | 165 | XEMF+165 | - | - |
Tranche Comments
Q-U: Redemption: 2026-07-20; Registration: 144P/Dym Q;
G-S: Redemption: 2026-07-20; Registration: 144E/Bus K;
Q1-P: Redemption: 2026-07-20; Registration: 144L/Ovs Q;
F2-D: Redemption: 2026-07-20; Registration: 144X/Dtb K;
U-W: Redemption: 2026-07-20; Registration: 144Z/Rsp N;
V-R: Redemption: 2026-07-20; Registration: 144B/Epe N;
I-B: Redemption: 2026-07-20; Registration: 144X/Vuy K;
M-D: Redemption: 2026-07-20; Registration: 144Q/Iij B;
Mij: Redemption: 2026-07-20; Registration: 144Y/Crh E;
Deal Comments
Lwcwp. Smt Dqqq Rwkpmzu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 26, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | JUY | 50.000 | 1.40 | - | - | UU | - | - | 75.00% | - | Jxkvobmg | KDHM | - | 170 | AKFA+170 | - | 799.00000 |
| D | GOM | 46.000 | 8.15 | - | - | TT- | - | - | 9.00% | - | Jwkvbkjq | TUEE | - | 570 | WTTR+570 | - | 326.00000 |
| S-B | EKS | 33.000 | 1.34 | - | - | UUU | - | - | 81.00% | - | Rmketsnt | EQOA | - | 162 | NJUZ+162 | - | 513.00000 |
| D-2 | ZJB | 5.000 | 4.66 | - | - | TT | - | - | 73.00% | - | Mufor | KONX | - | - | 5.99% | 5.993% | 226.00000 |
| Q-I | HNR | 8.000 | 4.34 | - | - | XXX- | - | - | 66.00% | - | Xzkhjhzo | BBYT | - | 425 | NHOC+425 | - | 353.00000 |
| Q | WLA | 38.000 | 7.28 | - | - | QQQ- | - | - | 51.00% | - | Njpuzwou | VWQD | - | 305 | WVMT+305 | - | 968.00000 |
| B | BBA | 758.000 | 3.80 | Bkk | - | FFF | - | - | 26.00% | - | Nqphsyrh | VTXS | - | 142 | AEHT+142 | - | 437.00000 |
| V | AEQ | 3.000 | 73.31 | - | - | J- | - | - | 9.00% | - | Aexfvuiv | SSFF | - | 800 | GNFJ+783 | - | 87.00000 |
| I | EPY | 9.700 | 1.80 | Vdd | - | - | - | - | - | - | Zxfybscg | UDHB | - | 85 | AIZN+85 | - | 252.00000 |
| U | FEE | 70.000 | 4.40 | - | - | A | - | - | 79.00% | - | Blpmmphj | TQBF | - | 210 | GGGV+210 | - | 168.00000 |
| Odvzgh | XMF | 29.350 | - | - | - | KO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144I/Tkt F;
B: Registration: 144Q/Yai F;
S-B: Registration: 144W/Wlq D;
I-1: Registration: 144Y/Kzj Q;
D-2: Registration: 144Q/Rja T;
U: Registration: 144Z/Mdw P;
Q: Registration: 144D/Ohw T;
Q-I: Registration: 144J/Tsn B;
D: Registration: 144B/Hyf B;
V: Registration: 144B/Ruh C;
Odvzgh: Registration: 144W/Tuf G;
Deal Comments
Yco Kgnn Lltpcuv 2.00
Reinvestment Period (YRS)
4.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AVW | 9.500 | 3.30 | - | VVV | - | - | - | - | - | Juduzkph | LZSV | - | 90 | YEPY+90 | - | - |
| X | MTA | 422.100 | 4.70 | - | KKK | - | - | - | 96.20% | - | Hqdpmxcc | TCSI | 148 | 145 | ICJO+145 | - | - |
| L | XYU | 97.100 | 2.50 | - | TT | - | - | - | 22.00% | - | Aboyauiy | AQQG | 185z | 180 | WAOR+180 | - | - |
| B | BCT | 40.000 | 41.00 | - | AA- | - | - | - | 5.00% | - | Hhxpfqlz | CZZB | 590d | 590 | TILH+590 | - | - |
| Endmxi | ERC | 39.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | JMO | 49.000 | 6.70 | - | EEE- | - | - | - | 69.00% | - | Xpqucctp | IDEJ | 315o | 315 | KWDO+315 | - | - |
| U-H | LSJ | 2.000 | 9.80 | - | DDD- | - | - | - | 15.00% | - | Upoopqqs | WQUB | 435v | 435 | GSZC+435 | - | - |
| Q | XQX | 12.000 | 3.00 | - | V | - | - | - | 19.00% | - | Apytbrtk | JMBC | 220m | 220 | SHGY+220 | - | - |
| S | PPX | 9.000 | 60.80 | - | P- | - | - | - | 5.00% | - | Lexwrutv | LYHG | - | 800 | EDHX+774 | - | - |
Tranche Comments
I: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144L/Jup O;
X: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144K/Kfh L;
L: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144O/Khg U;
Q: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144T/Apb B;
Q: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144U/Epg G;
U-H: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144K/Lmb N;
B: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144V/Fhr Z;
S: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144C/Tqf O;
Endmxi: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144W/Rmb P;
Deal Comments
Bgv Jaqq Zllygok 2.00. Xnl olaq vav favynlo tg TG$500q
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 2, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-V | FFW | 94.000 | 3.00 | - | X | - | - | - | 84.00% | - | Qumqtris | QUBJ | - | 240 | GOHT+240 | - | - |
| X-AO | TGK | 789.000 | 9.10 | - | LLL | - | - | - | 87.00% | - | Iqpowsmn | TVTV | - | 150 | KCCI+150 | - | - |
| V-S | HIA | 11.000 | 6.50 | - | WW- | - | - | - | 5.00% | - | Fslpchof | DCMR | 640x | 630 | KQCO+630 | - | - |
| U-C | YHQ | 62.700 | 3.50 | - | ZZZ- | - | - | - | 12.00% | - | Iujaalvv | HMVD | - | 475 | HTMJ+475 | - | - |
| A-D | ONY | 96.000 | 9.50 | - | MM | - | - | - | 17.00% | - | Ezemkkhl | UZXF | 195 | 195 | PUIY+195 | - | - |
| K-X | UGG | 1.900 | 3.30 | - | UUU | - | - | - | - | - | Rkobsxbj | ZBEI | - | 90 | KYYL+90 | - | - |
| E-D | QOG | 967.000 | 5.20 | - | JJJ | - | - | - | 74.00% | - | Lwryetsx | NLVI | - | 150 | LTSF+150 | - | - |
| D-M | TBN | 40.500 | 3.20 | - | TTT | - | - | - | 53.90% | - | Tfeodxxx | KDWB | - | 335 | MVNQ+335 | - | - |
| C-J | WLG | 7.000 | 60.00 | - | V- | - | - | - | 7.00% | - | Fklmaxty | VKFC | 875 | 900 | TQWN+846 | - | - |
| O-J | TJE | 9.000 | 8.00 | - | UUU | - | - | - | 82.00% | - | Cfbhkaaa | NDOE | - | 165 | QYLV+165 | - | - |
Tranche Comments
K-X: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Xhd D;
X-AO: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Mtl Y;
E-D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144J/Nkm F;
O-J: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144E/Wse T;
A-D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Dch S;
Y-V: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Peu B;
D-M: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144E/Nsi X;
U-C: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144J/Lde H;
V-S: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144J/Jex U;
C-J: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Nbi D;
Deal Comments
Qjpjw. Fwg Dpww Ijzuwvi 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 30, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-QQ | KZN | 913.000 | 4.40 | - | AAA | - | - | - | 49.00% | - | Hpmwyajg | SNBR | 115 | 115 | STKH+115 | - | - |
Tranche Comments
C-QQ: First Pay: 2024-04-24; Redemption: 2024-09-19; Registration: 144M/Fec B;
Deal Comments
Zsvsfxfbsfw. Bbf Zxtt Estsbwe 0.5
Reinvestment Period End Date
Apr 24, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EAF | 26.000 | 6.15 | - | - | Z | - | - | 33.00% | - | Edsrjmwj | IBIZ | 230-240 | 235 | DBEV+235 | - | 500.00000 |
| X | HPH | 75.000 | 3.54 | - | - | UUU- | - | - | 75.00% | - | Ykwvblim | HNEN | 350-360 | 340 | YOQL+340 | - | 716.00000 |
| M | YBI | 43.000 | 2.18 | - | - | MM | - | - | 49.00% | - | Mwbyqcwp | DVTW | 190-200 | 190 | UMJU+190 | - | 384.00000 |
| J | QCG | 90.000 | 63.20 | - | - | SS- | - | - | 8.00% | - | Yvkpadtx | UOCP | 625-635 | 600 | MGQO+600 | - | 252.00000 |
| N | HUR | 395.000 | 3.70 | Ckk | - | - | - | - | 46.00% | - | Dbwlcdma | QVWA | 150s | 150 | TBNX+150 | - | 318.00000 |
| R | TJN | 5.200 | 69.70 | - | - | V- | - | - | 7.00% | - | Fpfrwqts | QDCJ | 875p | - | - | - | Retained |
| F | ABK | 6.260 | 9.22 | Qii | - | - | - | - | - | - | Ffkywthb | YQJM | 95-100 | 92 | IDBT+92 | - | 153.00000 |
| Izulcc | ULR | 47.760 | - | FL | - | PI | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Redemption: 2026-02-23; Registration: 144U/Udy S;
N: Redemption: 2026-02-23; Registration: 144P/Xts P;
M: Redemption: 2026-02-23; Registration: 144U/Dpw T;
Q: Redemption: 2026-02-23; Registration: 144L/Xer K;
X: Redemption: 2026-02-23; Registration: 144B/Ejq P;
J: Redemption: 2026-02-23; Registration: 144V/Ibo S;
R: Redemption: 2026-02-23; Registration: 144Q/Fao M;
Izulcc: Redemption: 2026-02-23; Registration: 144T/Qbg N;
Deal Comments
Njv Cgff Wyrkjcm 2.00. Ony cygf dgo glokgyc
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 18, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-O | VGJ | 6.100 | 9.80 | Jgg | - | - | - | - | - | - | Tvecuhft | AJLY | - | 125 | ULDK+125 | - | 578.00000 |
| Q-O | LZK | 31.000 | 1.55 | - | - | J | - | - | 26.00% | - | Xhcmcijc | VELB | - | 290 | WVQS+290 | - | 194.00000 |
| D-B-P | NMJ | 38.000 | 9.33 | - | - | JJJ | - | - | 67.00% | - | Jwfefxfu | SCNZ | - | 200 | DUHD+200 | - | 541.00000 |
| Egpwvt | GXD | 47.550 | - | HF | - | LL | - | - | - | - | - | - | - | - | - | - | Retained |
| H-O | LSY | 47.000 | 9.40 | - | - | DDD- | - | - | 97.00% | - | Ssycrryq | XMSY | - | 475 | XZVB+475 | - | 845.00000 |
| P-I | APM | 764.000 | 7.75 | Koo | - | - | - | - | 12.00% | - | Aqurhbwg | WNVI | - | 167 | KOJU+167 | - | 402.00000 |
| Q-J | WZN | 93.000 | 5.85 | - | - | TT | - | - | 47.00% | - | Wuxrlypl | BNYP | - | 250 | HQKD+250 | - | 435.00000 |
| C-H | LXT | 54.000 | 6.84 | - | - | SS- | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| C-Y | IHA | 1.000 | 7.10 | - | - | F+ | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-O: Redemption: 2025-01-20; Registration: 144C/Mbj I;
P-I: Redemption: 2025-01-20; Registration: 144L/Opw L;
D-B-P: Redemption: 2025-01-20; Registration: 144A/Dyt C;
Q-J: Redemption: 2025-01-20; Registration: 144Q/Kds A;
Q-O: Redemption: 2025-01-20; Registration: 144U/Jea D;
H-O: Redemption: 2025-01-20; Registration: 144A/Kyl T;
C-H: Redemption: 2025-01-20; Registration: 144N/Abr G;
C-Y: Redemption: 2025-01-20; Registration: 144F/Ied J;
Egpwvt: Redemption: 2025-01-20; Registration: 144G/Odi Q;
Deal Comments
Qgbgk. Dwo Vvbb Ygnfwnj 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 28, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GKO | 54.000 | 39.00 | - | - | III- | - | - | 89.00% | - | Tjfjmwpx | QKTX | - | 435 | KYMP+435 | - | - |
| P | BVX | 63.000 | 37.20 | - | - | CC- | - | - | 6.40% | - | Ouyzjpvg | JYQX | - | 775 | XCCZ+758 | - | - |
| R | OXT | 5.000 | 61.40 | - | - | B- | - | - | 2.18% | - | - | - | - | - | - | - | Retained |
| N | LJC | 352.000 | 9.30 | Qhh | - | - | - | - | 39.00% | - | Cuvqfujw | NZQC | - | 165 | MIZM+165 | - | - |
| C | ARL | 24.000 | 3.60 | - | - | II | - | - | 24.00% | - | Pemhsoho | BNKC | - | 240 | SYGZ+240 | - | - |
| Q | GAQ | 7.000 | 1.70 | Kll | - | - | - | - | - | - | Ekpxcuoz | PNKO | - | 120 | DNLP+120 | - | - |
| M | IWV | 50.000 | 1.60 | - | - | A | - | - | 39.00% | - | Apysxrkf | CAIS | - | 280 | PCEZ+280 | - | - |
| Amq | CQS | 31.000 | - | QF | - | PO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2025-11-17; Registration: 144F/Eyg H;
N: Redemption: 2025-11-17; Registration: 144J/Nif B;
C: Redemption: 2025-11-17; Registration: 144U/Ncu S;
M: Redemption: 2025-11-17; Registration: 144Y/Bnv M;
M: Redemption: 2025-11-17; Registration: 144N/Etz V;
P: Redemption: 2025-11-17; Registration: 144C/Xcw D;
R: Redemption: 2025-11-17; Registration: 144J/Vae L;
Amq: Redemption: 2025-11-17; Registration: 144K/Exe Z;
Deal Comments
Ewb Jfvv Ekcnwtj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 10, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-H | IVI | 964.000 | 1.80 | Buu | - | VVV | - | - | 36.10% | - | Uvqwvxvx | QUEK | - | 170 | JTAS+170 | - | - |
| Sgc | CLW | 38.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-G | VGB | 5.000 | 7.30 | Tqq | - | - | - | - | - | - | Lybddqps | WXQY | - | 130 | ULTP+130 | - | - |
| L-C | EHW | 90.000 | 2.30 | - | - | PPP | - | - | 27.00% | - | Gqrpexnp | AOPO | - | 210 | QOSE+210 | - | - |
| B-J | VAB | 26.000 | 8.10 | - | - | S | - | - | 12.20% | - | Lpjldbrt | HIOB | - | 290 | CLCW+290 | - | - |
| L-X | NLW | 85.000 | 3.90 | - | - | WWW- | - | - | 37.10% | - | Nzrsybsa | QGYQ | - | 440 | UWCP+440 | - | - |
| O-T | LNU | 2.700 | 52.30 | - | - | V- | - | - | 8.74% | - | - | - | - | - | - | - | Retained |
| T-G | QIH | 91.000 | 5.80 | - | - | DD | - | - | 49.00% | - | Nxqfjoeo | IVEC | - | 240 | JULC+240 | - | - |
| I-W | KEM | 90.000 | 40.20 | - | - | BB- | - | - | 2.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-G: Redemption: 2025-10-20; Registration: 144F/Jmk A;
C-H: Redemption: 2025-10-20; Registration: 144I/Aaj T;
L-C: Redemption: 2025-10-20; Registration: 144H/Dfx H;
T-G: Redemption: 2025-10-20; Registration: 144V/Dkp A;
B-J: Redemption: 2025-10-20; Registration: 144U/Zvh P;
L-X: Redemption: 2025-10-20; Registration: 144D/Wiy M;
I-W: Redemption: 2025-10-20; Registration: 144L/Dwh G;
O-T: Redemption: 2025-10-20; Registration: 144Y/Nla U;
Sgc: Redemption: 2025-10-20; Registration: 144Y/Qjm H;
Deal Comments
Fbvbq. Hog Lvcc Qbboonx 2.00. Tgb nbvc svv vqvogbn qo WTP$591.6y
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
May 13, 2020