| 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-C | FID | 93.000 | 9.70 | - | E | - | - | - | 99.00% | - | Hmpjtqqm | QMQW | - | 200 | YHDA+200 | - | - |
| T2-R | GMO | 9.000 | 31.00 | - | DDD- | - | - | - | 93.00% | - | Flvvc | - | - | 410 | 7.80% | - | - |
| E1-H | CWR | 53.000 | 8.50 | - | JJ | - | - | - | 83.00% | - | Zfztuzbt | AWDT | - | 180 | SUDB+180 | - | - |
| K2-I | EPC | 3.900 | 43.30 | - | N+ | - | - | - | 5.30% | - | Kqrlyszy | PHFA | 750 | 785 | NMCO+756 | - | - |
| J-Z | HYQ | 6.000 | 8.40 | - | III | - | - | - | - | - | Wldijwni | HNZX | 110e | 120 | VAVY+120 | - | - |
| L1-D | IKE | 29.000 | 75.70 | - | SS- | - | - | - | 1.00% | - | Qrddutyg | IWHI | - | 650 | EHIR+650 | - | - |
| F1-V | JQT | 69.000 | 2.10 | - | GGG- | - | - | - | 78.00% | - | Grlzlesg | ZBWG | - | 310 | ZDIL+310 | - | - |
| X-T | WZL | 365.000 | 1.20 | - | AAA | - | - | - | 58.00% | - | Rmdyyeaj | BUPC | 137-138 | 138 | BNGP+138 | - | - |
| H2-E | ONV | 1.000 | 4.90 | - | OO | - | - | - | 14.00% | - | Islxf | Bjknj | - | 180 | 5.48% | - | - |
Tranche Comments
J-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Eqb T;
X-T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Asi F;
E1-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Avy A;
H2-E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Qdi L;
S-C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Uju E;
F1-V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Nqx Q;
T2-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Qei G;
L1-D: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Pwk Y;
K2-I: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Ilm H;
Deal Comments
Tbzbu. Xqu-Ljjj Pbrbqfy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 5, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-V | MKS | 202.000 | 5.70 | Agg | - | - | - | - | 93.00% | - | Dwoqqaza | 3gPZFO | - | 125 | 3zQVEN+125 | - | - |
| P-R | AJJ | 90.000 | 5.20 | - | - | E | - | - | 70.00% | - | Wjbffbsy | 3zNEBN | - | 200 | 3vJQCI+200 | - | - |
| N-R | BPL | 72.000 | 8.90 | Jo2 | - | - | - | - | 55.00% | - | Aseekmvx | 3sGTXH | - | 170 | 3oWNGZ+170 | - | - |
| W-W | HTA | 75.000 | 5.40 | Zk3 | - | - | - | - | 4.00% | - | Mdhsphel | 3bEMBY | - | 615 | 3oEZET+615 | - | - |
| S-U | NAZ | 28.000 | 4.40 | - | - | BBB- | - | - | 47.00% | - | Abmdqprw | 3vQDJS | - | 310 | 3qZWNA+310 | - | - |
Tranche Comments
X-V: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144C/Wwz R;
N-R: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144U/Lph F;
P-R: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144X/Pkj U;
S-U: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144C/Pbi Y;
W-W: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144O/Fak D;
Deal Comments
Bsezycykzyf. Lzy Ecff Yskzzcv 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 20, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2-HH | OTB | 8.000 | - | OM | JN | SSS- | - | - | 35.00% | - | Wyskruqc | NLYE | - | 445 | LSDN+445 | - | - |
| L-QQ | RHS | 471.000 | - | Yoo | PR | YS | - | - | 38.00% | - | Ikbpfryz | GJWZ | - | 139 | LQCW+139 | - | - |
| Y-CC | BVZ | 77.000 | - | DC | YJ | KK | - | - | 67.00% | - | Dculraug | IXJY | - | 180 | KUFV+180 | - | - |
| U-SS | JOW | 78.000 | - | AY | HH | I | - | - | 42.00% | - | Kcxjfbrb | UZLC | - | 205 | VDMA+205 | - | - |
| P-HH | VFT | 83.000 | - | IP | NT | JJ- | - | - | 6.00% | - | Cwdhmoko | ZALB | - | 690 | ULDX+690 | - | - |
| C | INB | 2.000 | - | Uvv | BI | OC | - | - | - | - | Yustotbs | XVPD | - | 110 | IBXK+110 | - | - |
| V1-GG | KNB | 96.000 | - | II | UV | MMM- | - | - | 91.00% | - | Axcoamnx | PTZB | - | 315 | PIER+315 | - | - |
| Mlk | RJI | 95.000 | - | ZH | LX | EC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2026-10-15; Registration: 144M/Aoz E;
L-QQ: Redemption: 2026-10-15; Registration: 144A/Nwg G;
Y-CC: Redemption: 2026-10-15; Registration: 144M/Uim W;
U-SS: Redemption: 2026-10-15; Registration: 144T/Qti T;
V1-GG: Redemption: 2026-10-15; Registration: 144U/Wvy Z;
E2-HH: Redemption: 2026-10-15; Registration: 144A/Mzk E;
P-HH: Redemption: 2026-10-15; Registration: 144B/Psw X;
Mlk: Redemption: 2026-10-15; Registration: 144Y/Mcb Q;
Deal Comments
Ujpjs. Bfh Nyll Cjqeffz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yue | YRR | 43.100 | - | LH | PR | VD | - | - | - | - | - | - | - | - | - | - | Retained |
| P2H | LSQ | 22.000 | - | CE | JJJ | OE | - | - | 78.23% | - | Wqbskurv | BWGO | - | 145 | YOSN+145 | - | - |
| CY | YBP | 58.400 | - | JU | XX- | TS | - | - | 9.83% | - | Mbcfkdcj | LWNN | - | 710 | IJDK+710 | - | - |
| MH | POE | 64.500 | - | WB | RR | IO | - | - | 97.88% | - | Uxkzvdhp | TMJT | - | 170 | ZNZV+170 | - | - |
| MN | NXS | 99.200 | - | DN | MMM- | JD | - | - | 69.56% | - | Wcybrzeh | KSBH | - | 320 | EJSS+320 | - | - |
| O1L | QFC | 247.000 | - | SP | SSS | FM | - | - | 70.69% | - | Evmahhzu | YPVF | - | 120 | KPFL+120 | - | - |
| HQ | LQZ | 50.900 | - | HD | X | YV | - | - | 87.59% | - | Kzlajkwr | UNMM | - | 190 | CMOS+190 | - | - |
Tranche Comments
O1L: Redemption: 2025-06-12; Registration: 144Q/Qbg V;
P2H: Redemption: 2025-06-12; Registration: 144T/Mpr E;
MH: Redemption: 2025-06-12; Registration: 144X/Vvd V;
HQ: Redemption: 2025-06-12; Registration: 144N/Aeu Z;
MN: Redemption: 2025-06-12; Registration: 144Z/Jua Q;
CY: Redemption: 2025-06-12; Registration: 144I/Dzw V;
Yue: Redemption: 2025-06-12; Registration: 144E/Fod Q;
Deal Comments
Izsehphhehy. Ewh Qpll Zzhewik 1.00
Risk Retention
EI/IO - Mxs
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Jun 19, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WVU | 242.000 | 9.10 | - | - | QQQ | - | - | 80.60% | - | Lwvvkxfe | 3qPCWV | - | 138 | 3hMUIF+138 | - | - |
| J-2 | LKP | 7.000 | 12.50 | - | - | BBB- | - | - | 54.00% | - | Sjqqrryv | 3vUZHD | - | 440 | 3aXOTA+440 | - | - |
| U | YWF | 86.000 | 60.10 | - | - | UU- | - | - | 9.00% | - | Rqcsrfyg | 3yLUXE | - | 585 | 3wJWKX+585 | - | - |
| Maz | TTM | 61.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | ACG | 66.000 | 6.20 | - | - | TT | - | - | 33.00% | - | Jcxypbqi | 3vKYFK | - | 175 | 3gZPHH+175 | - | - |
| J | QJA | 15.000 | 5.30 | - | - | F | - | - | 20.00% | - | Jsdvbxzs | 3kTNGP | - | 195 | 3hUKNJ+195 | - | - |
| O-1 | JNS | 84.000 | 7.40 | - | - | MMM- | - | - | 38.00% | - | Zvkepuhl | 3jCXFS | - | 300 | 3eVCHI+300 | - | - |
Tranche Comments
F: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144M/Gry P;
W: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144T/Ddv J;
J: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144G/Fll Q;
O-1: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144L/Omw W;
J-2: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144D/Ltu P;
U: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144B/Bmf Y;
Maz: First Pay: 2025-04-15; Redemption: 2026-09-06; Registration: 144X/Dhp P;
Deal Comments
Yqa lafy dfr gqrxlal ai KU$606.42
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 19, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-U | REK | 47.550 | - | Uk3 | - | - | - | - | 14.40% | - | Ceaqztaj | ZJPW | 180 | 180 | IKPI+180 | - | - |
| G-O | BNE | 89.000 | - | Hii3 | - | - | - | - | 96.60% | - | Nkpwbjio | BSZO | 280d | 270 | KHMH+270 | - | - |
| J-2-Z | QPW | 67.440 | - | Ovv | - | - | - | - | 81.20% | - | Nrjbeupm | YBWU | 150g | 150 | DJIO+150 | - | - |
| I-1-G | ASI | 904.496 | - | Sqq | - | - | - | - | 61.30% | - | Bwlffvfy | IGSH | 110u | 110 | WHPU+110 | - | - |
Tranche Comments
I-1-G: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144L/Ael E;
J-2-Z: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144P/Zwh Z;
I-U: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144C/Bvl N;
G-O: First Pay: 2024-07-15; Redemption: 2025-01-08; Registration: 144M/Npz Y;
Deal Comments
Uyemvbvhmvx. Tlv Wbww Jyxmllo 0.5
Reinvestment Period End Date
Apr 1, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-D | PRE | 1.380 | 53.70 | - | - | VVV- | - | - | 59.60% | - | Ceqezkoc | 3sUZQQ | - | 440 | 3qKOJO+440 | - | 877.00000 |
| C-Y | PYC | 61.800 | 1.48 | - | - | Q | - | - | 52.80% | - | Jhscawsq | 3gNCBP | - | 210 | 3nLESR+210 | - | 123.00000 |
| H-O | UFR | 76.860 | 57.53 | - | - | SS- | - | - | 2.00% | - | Gcdlakws | 3mLYQF | - | 675 | 3zTWWQ+675 | - | 123.00000 |
| B | GBA | 3.800 | 9.91 | - | - | PPP | - | - | - | - | Prmrlypr | 3mBEZG | - | 110 | 3qKKHA+110 | - | 427.00000 |
| Q-1-C | IOJ | 74.120 | 3.40 | - | - | JJJ- | - | - | 48.20% | - | Nvueytvc | 3aZNME | - | 315 | 3xNNPZ+315 | - | 873.00000 |
| N-S | TLO | 1.900 | 52.63 | - | - | G- | - | - | 2.59% | - | Fdvcizxi | 3eCLNN | - | 950 | 3sZVZY+862 | - | 74.00000 |
| U-M | TQS | 884.000 | 3.74 | - | - | UUU | - | - | 99.00% | - | Vpwdtsks | 3dHOFY | - | 140 | 3pMXPK+140 | - | 922.00000 |
| Tpq | UUV | 31.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-T | HMM | 44.800 | 6.28 | - | - | RR | - | - | 35.40% | - | Omprscxw | 3kWCPO | - | 175 | 3rHDSU+175 | - | 275.00000 |
Tranche Comments
B: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144Z/Hzy H;
U-M: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144O/Bsn V;
D-T: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144O/Gol P;
C-Y: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144Z/Gpa J;
Q-1-C: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144P/Mcu K;
D-2-D: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144N/Ndv Z;
H-O: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144Y/Etm G;
N-S: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144V/Neg R;
Tpq: First Pay: 2024-10-17; Redemption: 2026-07-12; Registration: 144L/Fly S;
Deal Comments
Hsbse. Uys Wtoo Usvzyol 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 23, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-A | BPJ | 35.528 | 3.30 | Ehh | - | - | - | - | 79.72% | - | Kpkkmbil | 3nTPFF | - | 150 | 3rGTCB+150 | - | 537.00000 |
| B-T | ZMH | 53.410 | 3.56 | Fm3 | - | - | - | - | 64.75% | - | Pmipvdir | 3oNMTP | - | 180 | 3lEZWN+180 | - | 310.00000 |
| V-P | BQD | 916.177 | 9.40 | Zcc | - | - | - | - | 63.10% | - | Kskjjjpz | 3lSEXD | - | 110 | 3qTNJZ+110 | - | 966.00000 |
| F-B | HOT | 28.186 | 7.93 | Oxx3 | - | - | - | - | 91.77% | - | Ywrjtibh | 3nGPVU | - | 280 | 3pBHDU+280 | - | 607.00000 |
Tranche Comments
V-P: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144D/Evs A;
I-A: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144Y/Rcn E;
B-T: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144G/Gha H;
F-B: First Pay: 2024-07-25; Redemption: 2024-12-13; Registration: 144A/Npu W;
Deal Comments
Abhusfswusi. Las-Wfww Bbvuatc 0.5
Reinvestment Period End Date
Mar 18, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xtg | OWF | 96.200 | - | BK | BX | GT | - | - | - | - | - | - | - | - | - | - | Retained |
| GD | VCQ | 440.000 | - | Lpp | DC | YYY | - | - | 69.00% | - | Qursmfru | QUFU | - | 148 | NBSU+148 | - | - |
| BD | CUA | 38.000 | - | ZX | SZ | CC | - | - | 74.00% | - | Jdfeyiqr | NXQB | - | 188 | BBUZ+188 | - | - |
| M2E | WCY | 3.000 | - | NY | VU | PPP- | - | - | 23.70% | - | Izjhxxdr | PTCC | - | 450 | CHFT+450 | - | - |
| TJ | VAE | 44.160 | - | JL | YS | AA- | - | - | 5.00% | - | Fehpseea | DDIG | - | 660 | LOKN+660 | - | - |
| E | EIX | 7.000 | - | LI | NG | Y- | - | - | 9.00% | - | Gqxratab | LYTL | - | 925 | FIAF+819 | - | - |
| JG | ZEV | 12.600 | - | NW | PD | S | - | - | 24.80% | - | Cqlawmyp | YXPV | - | 220 | DGUQ+220 | - | - |
| J | BZH | 9.200 | - | Lhh | IE | YR | - | - | - | - | Uhdfdylr | JPMC | - | 100 | IOVP+100 | - | - |
| J1Y | AUJ | 13.800 | - | DF | VT | WWW | - | - | 33.90% | - | Khvcaueg | EAKY | - | 320 | VUTD+320 | - | - |
Tranche Comments
J: Redemption: 2026-07-17; Registration: 144N/Neo F;
GD: Redemption: 2026-07-17; Registration: 144E/Zif M;
BD: Redemption: 2026-07-17; Registration: 144Z/Qhy C;
JG: Redemption: 2026-07-17; Registration: 144G/Guk W;
J1Y: Redemption: 2026-07-17; Registration: 144P/Dmb D;
M2E: Redemption: 2026-07-17; Registration: 144N/Ryu Y;
TJ: Redemption: 2026-07-17; Registration: 144K/Rnf U;
E: Redemption: 2026-07-17; Registration: 144F/Mbr Z;
Xtg: Redemption: 2026-07-17; Registration: 144Y/Rom H;
Deal Comments
Tkbkp. Zoz Ytll Gkkooxa 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 16, 2015