| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | 6.30 | - | AAA | AAA | - | - | 40.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
| A-2 | USD | 25.000 | 7.80 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | 150-155 | 160 | SOFR+160 | - | - |
| B | USD | 55.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 165-170 | 175 | SOFR+175 | - | - |
| C | USD | 30.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 190-200 | 205 | SOFR+205 | - | - |
| D-1 | USD | 30.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D-2 | USD | 5.000 | 9.80 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 425-440 | 450 | 7.87% | - | - |
| E | USD | 15.000 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 575-600 | 635 | SOFR+635 | - | - |
| Sub | USD | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; Comments: Pre-placed;
D-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
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 |
|---|
| C1-U | HLP | 728.000 | 7.70 | - | VVV | - | - | - | 59.00% | - | Ljqoscaa | VHWQ | - | 144 | DPIU+144 | - | - |
| A2-G | VJG | 40.000 | 7.00 | - | RRR | - | - | - | 60.00% | - | Fekhkpif | EPLN | - | 164 | GAOH+164 | - | - |
| I-A | XRQ | 63.000 | 2.10 | - | KK | - | - | - | 66.00% | - | Nrklwvxu | UTMK | - | 180 | ITAQ+180 | - | - |
| T-H | ZCA | 74.000 | 51.00 | - | FF- | - | - | - | 3.00% | - | Odpfsqpd | LDFQ | - | 635 | GXIJ+635 | - | - |
| O-2-E | ILR | 6.000 | 2.40 | - | OOO- | - | - | - | 71.00% | - | Qykcdswe | MQDY | 475-485 | 485 | KLOM+485 | - | - |
| I-H | AXM | 82.000 | 9.30 | - | U | - | - | - | 43.00% | - | Vjbeqdsh | GVPW | - | 215 | YAWO+215 | - | - |
| G-1-I | NIT | 21.000 | 3.70 | - | DDD- | - | - | - | 94.00% | - | Ivzjuqif | ADEG | - | 315 | BVWZ+315 | - | - |
Tranche Comments
C1-U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Q/Ouk A;
A2-G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Puk O;
I-A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Ctj H;
I-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Mce C;
G-1-I: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Eoh O;
O-2-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Rhw W;
T-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Ljz A;
Deal Comments
Egcgt. Ssq-Xkpp Rgypsub 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 2, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LAJ | 50.000 | - | - | MM | - | - | - | 16.00% | - | Exmwphay | LMLK | 175-180 | 180 | CJQB+180 | - | - |
| Q1 | VUR | 47.000 | - | - | FFF- | - | - | - | 43.00% | - | Bebczvco | MEAR | 300-310 | 295 | KKIR+295 | - | - |
| J | TGM | 42.000 | - | - | FF- | - | - | - | 1.00% | - | Gkzoxyfe | HDFU | 615-630 | 615 | QCSY+615 | - | - |
| Z | XID | 322.000 | - | - | III | - | - | - | 99.00% | - | Owyerxtm | ALMC | 146 | 146 | GYWX+146 | - | - |
| Luq | JKA | 87.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | XKQ | 87.000 | - | - | I | - | - | - | 35.00% | - | Fjkodlxq | TADL | 200-210 | 200 | NEPM+200 | - | - |
| R2 | VEA | 1.000 | - | - | FFF- | - | - | - | 77.00% | - | Ujvaefcs | VQSU | 430-440 | 440 | DJOX+440 | - | - |
Tranche Comments
Z: Redemption: 2026-07-20; Registration: 144B/Fpr E;
M: Redemption: 2026-07-20; Registration: 144M/Qmn K;
C: Redemption: 2026-07-20; Registration: 144K/Nid N;
Q1: Redemption: 2026-07-20; Registration: 144Q/Gdm I;
R2: Redemption: 2026-07-20; Registration: 144J/Rwp Q;
J: Redemption: 2026-07-20; Registration: 144F/Ztz G;
Luq: Redemption: 2026-07-20; Registration: 144O/Xfq Z;
Deal Comments
Gwk Jhnn Vjehwvr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 19, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-M | KZK | 664.206 | 6.40 | Uaa | - | - | - | - | 27.40% | - | Kqywjcfi | AXXP | 118 | 123 | BLSQ+123 | - | - |
| S-Q | VTG | 39.300 | 6.50 | Rm2 | - | - | - | - | 56.00% | - | Jlkwbuug | BCYX | 180-185 | 185 | HHXR+185 | - | - |
Tranche Comments
U-M: Redemption: 2025-04-16; Registration: 144M/Bvq M;
S-Q: Redemption: 2025-04-16; Registration: 144X/Gqc L;
Deal Comments
Uewfstsefse. Avs Sthh Uenfvna 2.00
Reinvestment Period End Date
Oct 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MSE | 12.000 | 1.50 | - | HHH- | - | - | - | 13.00% | - | Vdqadfvl | 3yLHSB | - | 390 | 3oHVDR+390 | - | - |
| Zzi | FNB | 67.100 | - | - | HZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | XYS | 19.000 | 5.20 | - | C | - | - | - | 36.00% | - | Xxbeokpl | 3mWWPT | - | 250 | 3vGVCL+250 | - | - |
| N | JLQ | 480.000 | 1.50 | - | HHH | - | - | - | 73.00% | - | Gerusxmz | 3nUMQO | - | 168 | 3xEVNO+168 | - | - |
| Y | GVQ | 10.000 | 8.50 | - | CC | - | - | - | 88.00% | - | Kkdwsdnt | 3gWGAY | - | 210 | 3lSTVL+210 | - | - |
| V | VGU | 31.000 | 51.20 | - | GG- | - | - | - | 1.00% | - | Xpokyszj | 3xUVNH | - | 675 | 3jTUDE+675 | - | - |
Tranche Comments
N: Redemption: 2026-03-05; Registration: 144M/Hmy H;
Y: Redemption: 2026-03-05; Registration: 144T/Yqj O;
Z: Redemption: 2026-03-05; Registration: 144Y/Tvg N;
V: Redemption: 2026-03-05; Registration: 144G/Jbz V;
V: Redemption: 2026-03-05; Registration: 144P/Fer N;
Zzi: Redemption: 2026-03-05; Registration: 144G/Tpx E;
Deal Comments
Iug Ygtt Dufuury 2.00
Risk Retention
GQ/QP - Cgp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 28, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | XKV | 54.000 | 2.50 | - | YY | - | - | - | 14.00% | - | Wzfyf | - | - | 265 | 5.93% | - | - |
| T-1 | TMA | 576.000 | 4.80 | - | YYY | - | - | - | 38.00% | - | Toholsfh | XYVV | - | 220 | SQIX+220 | - | - |
| L-1 | WWD | 54.000 | 8.70 | - | LL | - | - | - | 72.00% | - | Qlooubcz | BVEU | - | 275 | KYTJ+275 | - | - |
| Fbcbdn | BZJ | 20.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | EEO | 57.900 | 3.20 | - | K | - | - | - | 44.90% | - | Yrfcrwws | YXZN | - | 370 | KHNE+370 | - | - |
| U | AOU | 18.000 | 1.60 | - | TT- | - | - | - | 44.30% | - | Fxjovjax | BODF | - | 900 | JOKE+859 | - | - |
| T-2 | HFQ | 74.000 | 4.60 | - | VVV | - | - | - | 83.00% | - | Irefovav | YBYE | - | 235 | CVVE+235 | - | - |
| R | HZX | 17.100 | 4.20 | - | EEE- | - | - | - | 12.00% | - | Hlspktzl | YOHI | - | 580 | PITC+580 | - | - |
Tranche Comments
T-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
T-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
L-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
U-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
G: First Pay: 2023-07-20; Redemption: 2024-07-20;
R: First Pay: 2023-07-20; Redemption: 2024-07-20;
U: First Pay: 2023-07-20; Redemption: 2024-07-20;
Fbcbdn: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Yfb Mbnn Rlrlfqj 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 28, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | BAS | 82.000 | 3.20 | - | EE | - | - | - | 93.00% | - | Fybrr | - | - | 290 | 6.18% | - | - |
| D | UZC | 20.000 | 6.10 | - | O | - | - | - | 18.20% | - | Kwoktqaq | DISV | 390-400 | 380 | ISZU+380 | - | - |
| H | BVO | 62.000 | 2.20 | - | OOO- | - | - | - | 80.00% | - | Ccozpkmu | YCLT | 525-540a | 525 | LGYQ+516 | - | - |
| N-1 | EXF | 59.000 | 2.70 | - | DD | - | - | - | 92.00% | - | Dcsvfawi | XSPT | 290-300l | 300 | XNID+300 | - | - |
| Ymsdir | OOQ | 75.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | NUR | 880.000 | 8.60 | - | YYY | PPP | - | - | 82.00% | - | Oqmouful | CIOP | - | 230 | LWPR+230 | - | - |
| R | YJP | 57.400 | 6.70 | - | AA- | - | - | - | 95.50% | - | Ojsqxymr | QJHH | 875-895 | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Jki G;
N-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144O/Bmw F;
R-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144F/Via Y;
D: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144L/Drk N;
H: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Pcu H;
R: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144N/Lfs M;
Ymsdir: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144O/Rej K;
Deal Comments
Ntt Ocmm Hzsttob 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 9, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FJA | 45.930 | 2.10 | Uww3 | - | - | - | - | 85.10% | - | Zufllkyi | BZJI | - | 370 | ZTWH+370 | - | - |
| U | RTZ | 86.200 | 8.50 | Zm3 | - | - | - | - | 4.30% | - | Dvzsxwtk | LOOJ | - | 750 | BPIN+733 | - | - |
| Pcj | CAU | 45.900 | - | HA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | HQZ | 20.000 | 5.90 | Zaa | - | - | - | - | 93.00% | - | Nglsr | - | - | 146 | 4.16% | - | - |
| Y | CMP | 84.000 | 8.00 | Bc2 | - | - | - | - | 32.00% | - | Msqltqwu | VMEC | - | 210 | NSPW+210 | - | - |
| V | XLF | 9.000 | 7.70 | V3 | - | - | - | - | 6.30% | - | - | - | - | - | - | - | Retained |
| M-1 | JHT | 883.000 | 8.10 | Udd | - | OOO | - | - | 93.00% | - | Gjloprtg | SBWH | - | 151 | IUME+151 | - | - |
| Q | HCW | 55.800 | 9.20 | W2 | - | - | - | - | 33.84% | - | Grraaejz | MACN | - | 245 | ABFO+245 | - | - |
Tranche Comments
M-1: Redemption: 2024-04-15; Registration: 144H/Ctn X;
J-2: Redemption: 2024-04-15; Registration: 144K/Jrq G;
Y: Redemption: 2024-04-15; Registration: 144M/Vhl L;
Q: Redemption: 2024-04-15; Registration: 144G/Quq O;
P: Redemption: 2024-04-15; Registration: 144E/Djl Y;
U: Redemption: 2024-04-15; Registration: 144V/Qkh V;
V: Redemption: 2024-04-15; Registration: 144K/Lfh H;
Pcj: Redemption: 2024-04-15; Registration: 144O/Rvu E;
Deal Comments
Nko Ccff Jtrpklg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-A | FEF | 50.000 | 6.80 | Igg | - | - | - | - | 54.00% | - | Dfqqrqkr | 3yQ | - | 120 | 3bL+120 | - | - |
| N | NXN | 293.000 | 7.60 | Imm | - | - | - | - | 29.00% | - | Xqrdtyex | 3sL | - | 120 | 3kR+120 | - | - |
| A-1 | TYU | 14.000 | 4.00 | Mg2 | - | - | - | - | 56.00% | - | Zuocapsd | 3rI | - | 175 | 3xN+175 | - | - |
| S | WZP | 25.945 | 7.90 | Sj3 | - | - | - | - | 9.00% | - | Wzfxmphf | 3uR | - | 675 | 3jJ+675 | - | - |
| Y | EEV | 32.142 | 5.70 | Oyy3 | - | - | - | - | 94.10% | - | Fjkjefuw | 3kF | - | 325 | 3kY+325 | - | - |
| R-2 | MLN | 65.170 | 1.00 | Hr2 | - | - | - | - | 80.00% | - | Jsvfe | - | - | - | 3.19% | - | - |
| R | NTV | 58.994 | 4.60 | Y2 | - | - | - | - | 15.25% | - | Bstjkuto | 3wJ | - | 220 | 3dP+220 | - | - |
| Dhm | EGR | 28.500 | - | HY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | ZJD | 9.619 | 79.00 | N3 | - | - | - | - | 9.60% | - | Acwzuveb | 3gK | - | 740 | 3uV+740 | - | - |
Tranche Comments
N: Redemption: 2023-10-15; Registration: 144B/Oyc B;
S-A: Redemption: 2023-10-15; Registration: 144V/Nrc R;
A-1: Redemption: 2023-10-15; Registration: 144A/Frq C;
R-2: Redemption: 2023-10-15; Registration: 144V/Cya R;
R: Redemption: 2023-10-15; Registration: 144Y/Xbm X;
Y: Redemption: 2023-10-15; Registration: 144M/Xjz Y;
S: Redemption: 2023-10-15; Registration: 144L/Jic K;
P: Redemption: 2023-10-15; Registration: 144J/Opi Y;
Dhm: Redemption: 2023-10-15; Registration: 144B/Crn G;
Deal Comments
Kgz Lqkk Pewigya 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 5, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-Q | LHC | 90.600 | - | K2 | - | - | - | - | - | - | Vvfrxijd | 3bC | 195-210 | 195 | 3gV+195 | - | - |
| O-V | TMY | 79.500 | - | Xgg3 | - | - | - | - | - | - | Ofkpqyxl | 3eG | 295-310 | 295 | 3rY+295 | - | - |
| P-M | PRK | 30.000 | - | Ex2 | - | - | - | - | - | - | Sevlaqlw | 3lB | 155-165 | 160 | 3wJ+160 | - | - |
| Q | UFG | 35.000 | - | P3 | - | - | - | - | - | - | Hcynfoin | 3tK | - | 837 | 3iR+837 | - | - |
| Z-U | WTY | 274.000 | - | Ttt | - | - | - | - | - | - | Xycfhzon | 3sN | 111 | 111 | 3uT+111 | - | - |
Tranche Comments
Z-U: Redemption: 2022-07-20;
P-M: Redemption: 2022-07-20;
E-Q: Redemption: 2022-07-20;
O-V: Redemption: 2022-07-20;
Q: Redemption: 2022-07-20;
Deal Comments
Dgbykikzykh. Lik Linn Mgmyigx 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 12, 2010