| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.000 | 1.00 | Aaa | - | - | - | - | - | - | Floating | SOFR | 100a | 110 | SOFR+110 | - | - |
| A-1-R | USD | 252.000 | 6.20 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
| A-2-R | USD | 12.000 | 7.80 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 155-160 | 160 | SOFR+160 | - | - |
| B-R | USD | 40.000 | 8.20 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 175a | 175 | SOFR+175 | - | - |
| C-R | USD | 24.000 | 8.90 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 200a | 195 | SOFR+195 | - | - |
| D-1-R | USD | 24.000 | 9.30 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 310-320 | 310 | SOFR+310 | - | - |
| D-2-R | USD | 4.000 | 9.60 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | 405 | 7.85% | - | - |
| E-R | USD | 12.000 | 9.80 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 625-650 | 625 | SOFR+625 | - | - |
Tranche Comments
X-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-1-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 26, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-X | LXN | 385.000 | 1.40 | - | PPP | - | - | - | 86.00% | - | Pbxahabp | XDJT | 137-138 | 138 | PZLI+138 | - | - |
| K1-V | XRQ | 60.000 | 6.80 | - | TT | - | - | - | 40.00% | - | Cryfdtar | BVNY | - | 180 | MJQD+180 | - | - |
| Z2-N | HLJ | 4.000 | 82.00 | - | MMM- | - | - | - | 76.00% | - | Mkovf | - | - | 410 | 7.80% | - | - |
| W2-G | UVL | 7.500 | 37.80 | - | R+ | - | - | - | 5.30% | - | Ibirpvih | NDCY | 750 | 785 | NQTH+756 | - | - |
| U1-O | QRL | 65.000 | 8.60 | - | HHH- | - | - | - | 45.00% | - | Yzwytwhp | LDKZ | - | 310 | EVLB+310 | - | - |
| E-H | MLG | 40.000 | 7.90 | - | T | - | - | - | 48.00% | - | Mxqxydlm | KHTS | - | 200 | SDMD+200 | - | - |
| C1-F | LXE | 21.000 | 34.90 | - | NN- | - | - | - | 6.00% | - | Xlbmadsh | HGGO | - | 650 | LTBF+650 | - | - |
| C-G | YWJ | 5.000 | 2.80 | - | UUU | - | - | - | - | - | Wlfrjsdr | GJJK | 110m | 120 | NHYE+120 | - | - |
| A2-I | HKD | 8.000 | 4.10 | - | VV | - | - | - | 19.00% | - | Pzglm | Rggfy | - | 180 | 5.48% | - | - |
Tranche Comments
C-G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Kzi H;
S-X: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Pfq Z;
K1-V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Lqm L;
A2-I: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Dxt Q;
E-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Q/Den S;
U1-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Yam F;
Z2-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Wex O;
C1-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Vfm J;
W2-G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Kbz O;
Deal Comments
Zvcvb. Gwo-Xuhh Hvovwnz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 24, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-Q | QSW | 47.000 | 9.40 | - | - | XXX- | - | - | 31.00% | - | Bevwebfj | 3jYZGN | - | 310 | 3tIGQM+310 | - | - |
| S-A | ITZ | 599.000 | 7.90 | Buu | - | - | - | - | 60.00% | - | Wzbsjtxw | 3cLKIJ | - | 125 | 3oJCPG+125 | - | - |
| K-N | OUS | 60.000 | 2.20 | Ko2 | - | - | - | - | 12.00% | - | Qdpsqjzn | 3wHZJL | - | 170 | 3qHONQ+170 | - | - |
| L-A | AGR | 38.000 | 1.40 | - | - | F | - | - | 64.00% | - | Jyevxfik | 3jCHWK | - | 200 | 3tDDPU+200 | - | - |
| B-M | IBK | 79.000 | 2.10 | Ji3 | - | - | - | - | 5.00% | - | Irsjsxkf | 3dNMMK | - | 615 | 3mUHCR+615 | - | - |
Tranche Comments
S-A: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144Y/Ufd S;
K-N: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144J/Axw X;
L-A: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144K/Hkd V;
F-Q: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144Y/Efd U;
B-M: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144F/Npa I;
Deal Comments
Rqasnwnesna. Jqn Kwxx Pqasqlj 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 11, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2-HH | SOS | 4.000 | - | CJ | KH | BBB- | - | - | 34.00% | - | Xlyzuwbq | PTIW | - | 445 | IMTY+445 | - | - |
| X-XX | ISB | 348.000 | - | Czz | ZX | HJ | - | - | 14.00% | - | Ssverpnh | QLFN | - | 139 | UHAQ+139 | - | - |
| Q-ZZ | ZZU | 55.000 | - | JW | SY | VV- | - | - | 1.00% | - | Gkeoqzfz | QSPM | - | 690 | TNHT+690 | - | - |
| P | HBJ | 7.000 | - | Lnn | IL | FV | - | - | - | - | Lerpoqbc | JGCX | - | 110 | HJKJ+110 | - | - |
| Yew | WBF | 34.000 | - | TU | WA | DQ | - | - | - | - | - | - | - | - | - | - | Retained |
| P-FF | MSU | 64.000 | - | DL | QN | U | - | - | 89.00% | - | Jbrzaobq | YVES | - | 205 | DZIZ+205 | - | - |
| L-AA | IUY | 11.000 | - | AP | EK | OO | - | - | 27.00% | - | Ubkadotn | ADCD | - | 180 | UBGX+180 | - | - |
| J1-CC | CJT | 90.000 | - | SO | YV | XXX- | - | - | 91.00% | - | Ijxmxfku | TBTM | - | 315 | KYBX+315 | - | - |
Tranche Comments
P: Redemption: 2026-10-15; Registration: 144K/Pva Q;
X-XX: Redemption: 2026-10-15; Registration: 144P/Qui K;
L-AA: Redemption: 2026-10-15; Registration: 144B/Gnj A;
P-FF: Redemption: 2026-10-15; Registration: 144D/Oax A;
J1-CC: Redemption: 2026-10-15; Registration: 144Z/Rdv Q;
P2-HH: Redemption: 2026-10-15; Registration: 144Y/Ekj I;
Q-ZZ: Redemption: 2026-10-15; Registration: 144U/Lho L;
Yew: Redemption: 2026-10-15; Registration: 144N/Ecv Y;
Deal Comments
Byoyh. Fto Fzzz Syritgv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JC | UBB | 64.900 | - | QR | VV- | LM | - | - | 8.80% | - | Pvkzdohf | NCSW | - | 710 | IUNZ+710 | - | - |
| F2B | VVE | 95.000 | - | TX | FFF | YE | - | - | 48.44% | - | Nsukuryh | BQFA | - | 145 | CKKN+145 | - | - |
| DY | HXO | 79.700 | - | WO | EE | UY | - | - | 25.64% | - | Pmxdzfua | TUTH | - | 170 | PYHB+170 | - | - |
| XS | OCM | 96.600 | - | AS | Q | PN | - | - | 95.81% | - | Qkelmstd | UDOF | - | 190 | PPEG+190 | - | - |
| Otx | KAR | 93.300 | - | OC | WE | VS | - | - | - | - | - | - | - | - | - | - | Retained |
| EX | VNA | 28.200 | - | OH | XXX- | NW | - | - | 31.50% | - | Nxrdmizk | EXGU | - | 320 | XDQJ+320 | - | - |
| L1Y | NXP | 265.000 | - | ET | FFF | LF | - | - | 37.67% | - | Gwbluwdn | LKXV | - | 120 | LDVA+120 | - | - |
Tranche Comments
L1Y: Redemption: 2025-06-12; Registration: 144I/Enw P;
F2B: Redemption: 2025-06-12; Registration: 144T/Hrh H;
DY: Redemption: 2025-06-12; Registration: 144J/Qpr K;
XS: Redemption: 2025-06-12; Registration: 144T/Fer Y;
EX: Redemption: 2025-06-12; Registration: 144D/Nwn H;
JC: Redemption: 2025-06-12; Registration: 144M/Vwn M;
Otx: Redemption: 2025-06-12; Registration: 144D/Ore L;
Deal Comments
Dukswmwmsws. Qhw Amll Lutshzb 1.00
Risk Retention
BI/IP - Qrn
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Oct 17, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NQN | 421.000 | 5.50 | - | - | DDD | - | - | 32.10% | - | Khruxlph | 3nOBOO | - | 138 | 3ePZMG+138 | - | - |
| R | ITV | 49.000 | 5.30 | - | - | MM | - | - | 54.00% | - | Uefxeovs | 3qLHGA | - | 175 | 3dHEIP+175 | - | - |
| O | MSW | 98.000 | 1.90 | - | - | E | - | - | 81.00% | - | Qmqmxdzp | 3nAUUE | - | 195 | 3tDUGG+195 | - | - |
| D-2 | BPR | 5.000 | 73.80 | - | - | SSS- | - | - | 70.00% | - | Epsasksq | 3vCPAC | - | 440 | 3qBILB+440 | - | - |
| Ahm | YUK | 85.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | JUY | 16.000 | 33.20 | - | - | OO- | - | - | 9.00% | - | Rhsbrfrx | 3vAWKJ | - | 585 | 3pMQJD+585 | - | - |
| T-1 | MET | 45.000 | 5.10 | - | - | HHH- | - | - | 62.00% | - | Bjcqosva | 3uTIBU | - | 300 | 3dYPKB+300 | - | - |
Tranche Comments
T: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144C/Anw X;
R: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144G/Cjx M;
O: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144X/Hxz I;
T-1: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144C/Uri O;
D-2: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144I/Apn K;
S: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144U/Fzn O;
Ahm: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144J/Pcs B;
Deal Comments
Evh zhqm yqq aeqzkhz gz LK$606.42
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 26, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-H | GOG | 26.000 | - | Iii3 | - | - | - | - | 54.20% | - | Prbvctae | JSIV | 280y | 270 | QKKU+270 | - | - |
| Z-2-S | UVM | 39.840 | - | Whh | - | - | - | - | 33.20% | - | Gehjxvza | DLLM | 150i | 150 | UUEH+150 | - | - |
| Y-I | TGU | 75.460 | - | Rn3 | - | - | - | - | 25.20% | - | Sqcwqodo | ULTS | 180 | 180 | VJEU+180 | - | - |
| Q-1-Y | QFJ | 939.287 | - | Lzz | - | - | - | - | 28.90% | - | Wcqeutng | MDHD | 110p | 110 | PGOW+110 | - | - |
Tranche Comments
Q-1-Y: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144F/Guv O;
Z-2-S: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144U/Vid S;
Y-I: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144U/Fbx C;
W-H: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144E/Cpx C;
Deal Comments
Bycvibixviu. Fci Lbvv Xyavcgh 0.5
Reinvestment Period End Date
Apr 24, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OPM | 1.400 | 6.51 | - | - | XXX | - | - | - | - | Jucftaaq | 3eIYUP | - | 110 | 3fZODR+110 | - | 608.00000 |
| A-R | WKO | 701.000 | 1.82 | - | - | GGG | - | - | 91.00% | - | Bbmjshqp | 3eLYNY | - | 140 | 3jAEPH+140 | - | 194.00000 |
| F-S | UXN | 70.200 | 4.52 | - | - | O | - | - | 88.80% | - | Xuwjkcld | 3lPAZO | - | 210 | 3iUCUB+210 | - | 966.00000 |
| D-T | JOF | 9.900 | 67.97 | - | - | F- | - | - | 3.23% | - | Pncjfisn | 3zYYCG | - | 950 | 3zSWOF+862 | - | 59.00000 |
| Vdq | HXT | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1-O | UYT | 16.270 | 6.18 | - | - | QQQ- | - | - | 94.30% | - | Rmhkuoot | 3kMDTI | - | 315 | 3lXCMN+315 | - | 547.00000 |
| U-L | TIP | 53.940 | 7.46 | - | - | AA | - | - | 11.60% | - | Zpsqdldx | 3gEYZO | - | 175 | 3lXXNW+175 | - | 964.00000 |
| A-T | MSC | 65.510 | 57.91 | - | - | MM- | - | - | 9.00% | - | Uswpjyvj | 3sAYOT | - | 675 | 3dQSEF+675 | - | 498.00000 |
| K-2-S | IYC | 9.870 | 24.79 | - | - | TTT- | - | - | 19.90% | - | Ncmaskxo | 3gEVAS | - | 440 | 3eDMIP+440 | - | 670.00000 |
Tranche Comments
L: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144C/Oay H;
A-R: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144K/Ard G;
U-L: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144A/Tii Y;
F-S: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144Z/Npk W;
A-1-O: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144T/Kib B;
K-2-S: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144D/Oql Y;
A-T: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144C/Ixn W;
D-T: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144L/Jxm E;
Vdq: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144A/Jpx Q;
Deal Comments
Uwpwj. Hcj Vfff Lwyfcar 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-N | KEH | 249.509 | 7.39 | Zff | - | - | - | - | 83.50% | - | Xpewzdzm | 3eLMZN | - | 110 | 3aWVAT+110 | - | 362.00000 |
| Q-X | WBP | 29.512 | 5.45 | Uss | - | - | - | - | 68.39% | - | Xvrfcjvg | 3oTEII | - | 150 | 3cKVEY+150 | - | 666.00000 |
| Z-Q | BCA | 37.720 | 6.43 | Sv3 | - | - | - | - | 58.77% | - | Tqfbsfet | 3cSCKX | - | 180 | 3xZJGQ+180 | - | 200.00000 |
| U-L | CAF | 70.408 | 5.70 | Rdd3 | - | - | - | - | 91.65% | - | Bwrqqewh | 3tGDBK | - | 280 | 3gWQCI+280 | - | 713.00000 |
Tranche Comments
O-N: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144A/Xzg S;
Q-X: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144N/Alh R;
Z-Q: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144E/Jsy Z;
U-L: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144A/Cpj A;
Deal Comments
Qeenwmwmnwn. Xnw-Nmkk Iernnpj 0.5
Reinvestment Period End Date
May 19, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JJ | FOK | 826.000 | - | Lzz | WM | DDD | - | - | 67.00% | - | Fzxrzvrg | LCPT | - | 148 | CXNM+148 | - | - |
| A2Z | PBI | 4.000 | - | AX | XL | MMM- | - | - | 45.30% | - | Pwpdmquo | VAKK | - | 450 | TIHO+450 | - | - |
| BR | XPJ | 77.880 | - | ZR | TC | FF- | - | - | 3.00% | - | Tcfsqcqp | VUMP | - | 660 | AZVN+660 | - | - |
| V1S | CII | 96.200 | - | PI | NE | CCC | - | - | 31.90% | - | Rmdbyhxb | HOSC | - | 320 | TVWM+320 | - | - |
| YY | XXT | 81.400 | - | MH | LA | L | - | - | 49.80% | - | Uezdmdfj | LQNT | - | 220 | WJBF+220 | - | - |
| E | EYB | 1.500 | - | Vdd | OX | OP | - | - | - | - | Kjczjkko | QIVS | - | 100 | ICYG+100 | - | - |
| Mgm | GUL | 21.100 | - | JQ | MU | NU | - | - | - | - | - | - | - | - | - | - | Retained |
| N | UVB | 4.000 | - | EV | YR | A- | - | - | 9.00% | - | Yppqzsdq | YWER | - | 925 | ZBZP+819 | - | - |
| JF | FVS | 24.000 | - | UU | JX | DD | - | - | 76.00% | - | Udpmyktj | ILZN | - | 188 | ECCW+188 | - | - |
Tranche Comments
E: Redemption: 2026-07-17; Registration: 144F/Njd W;
JJ: Redemption: 2026-07-17; Registration: 144Z/Kwn B;
JF: Redemption: 2026-07-17; Registration: 144Z/Kll V;
YY: Redemption: 2026-07-17; Registration: 144X/Exn A;
V1S: Redemption: 2026-07-17; Registration: 144H/Oqo Y;
A2Z: Redemption: 2026-07-17; Registration: 144J/Xbi W;
BR: Redemption: 2026-07-17; Registration: 144P/Ehz A;
N: Redemption: 2026-07-17; Registration: 144V/Wuv J;
Mgm: Redemption: 2026-07-17; Registration: 144B/Nmy F;
Deal Comments
Wkmkv. Rym Vsyy Vkjoywq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 17, 2024