| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 310.000 | - | Aaa | AAA | - | - | - | 38.00% | - | Floating | SOFR | 137 | 137 | SOFR+137 | - | - |
| A-2 | USD | 10.000 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | SOFR | 155a | 160 | SOFR+160 | - | - |
| B | USD | 60.000 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | 170a | 180 | SOFR+180 | - | - |
| C-1 | USD | 25.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C-2 | USD | 5.000 | - | NR | A | - | - | - | 18.00% | - | Fixed | - | - | - | 5.520% | - | - |
| D-1A | USD | 27.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D-1B | USD | 3.000 | - | NR | BBB- | - | - | - | 12.00% | - | Fixed | - | - | - | 6.920% | - | - |
| D-2 | USD | 5.000 | - | NR | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 435a | 450 | SOFR+450 | - | - |
| E | USD | 15.000 | - | NR | BB- | - | - | - | 8.00% | - | Floating | SOFR | 600a | 690 | SOFR+690 | - | - |
| Sub | USD | 43.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-09-20; Registration: 144A/Reg S;
A-2: Redemption: 2026-09-20; Registration: 144A/Reg S;
B: Redemption: 2026-09-20; Registration: 144A/Reg S;
C-1: Redemption: 2026-09-20; Registration: 144A/Reg S;
C-2: Redemption: 2026-09-20; Registration: 144A/Reg S;
D-1A: Redemption: 2026-09-20; Registration: 144A/Reg S;
D-1B: Redemption: 2026-09-20; Registration: 144A/Reg S;
D-2: Redemption: 2026-09-20; Registration: 144A/Reg S;
E: Redemption: 2026-09-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-09-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 23, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QUUU | OAD | 234.500 | - | FQ | BBB | IQ | - | - | 42.80% | - | Xjwcjlwo | VYZO | - | 133 | BXBU+133 | - | - |
Tranche Comments
QUUU: Redemption: 2025-06-14; Registration: 144G/Gtx B;
Deal Comments
Xjjakjl Xlzkxjxkkxb. Iux Qjll Xljkufp 1.00
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Apr 17, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | BJL | 9.260 | 64.80 | - | HHH- | - | - | - | 19.90% | - | Nveqmucp | JEKU | - | 450 | GAXT+450 | - | - |
| Gal | KUB | 22.108 | - | - | JJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | IKO | 45.500 | 3.10 | - | EEE | - | - | - | 20.40% | - | Oyqsbirg | GDOR | - | 340 | XSUU+340 | - | - |
| K-1 | CMC | 500.000 | 3.44 | - | BBB | - | - | - | 49.00% | - | Uujlcdxv | MGKU | - | 149 | KXQE+149 | - | - |
| R-1 | AMC | 63.000 | 9.18 | - | MM | - | - | - | 64.00% | - | Nkvjmixf | LSZA | - | 190 | LPHM+190 | - | - |
| N | HUW | 16.000 | 1.69 | - | M | - | - | - | 46.00% | - | Sdleslzk | JCLU | - | 235 | ILJX+235 | - | - |
| K | NUS | 57.000 | 60.48 | - | PP- | - | - | - | 7.34% | - | Mxchebyd | KXMQ | - | 650 | BVBB+650 | - | - |
| G-2 | RYA | 14.000 | 3.80 | - | AAA | - | - | - | 47.00% | - | Vykeemwp | UEUR | - | 170 | ABKB+170 | - | - |
| L-2 | BPP | 4.000 | 7.53 | - | KK | - | - | - | 16.00% | - | Zkoyt | - | - | - | 5.98% | - | - |
Tranche Comments
K-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144B/Dqi S;
G-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144J/Tqn J;
R-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144A/Ipw U;
L-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144I/Nlh U;
N: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144P/Mjx M;
P-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144L/Ala S;
C-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144B/Wti C;
K: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144I/Qet T;
Gal: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144U/Awd J;
Deal Comments
Azg-Wzyy Zchhzgv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-F | EGY | 51.300 | - | - | TTT | - | - | - | 39.20% | - | Suqrwodd | IDXE | 154 | 154 | HIAO+154 | - | - |
| S-T | FFR | 71.600 | - | - | XX | - | - | - | 48.50% | - | Jdkcziyo | YPDH | 195 | 195 | CBGL+195 | - | - |
| W-X | BZF | 67.000 | - | - | L | - | - | - | 20.60% | - | Gxuafcit | HOUZ | 235 | 240 | QCSR+240 | - | - |
| C-1-H | FVR | 111.000 | - | - | RRR | - | - | - | 26.90% | - | Srdvlpvu | WPWI | 134 | 134 | AHDV+134 | - | - |
Tranche Comments
C-1-H: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144T/Qld B;
F-2-F: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Q/Ksi H;
S-T: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144X/Gih X;
W-X: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144K/Zyw J;
Deal Comments
Rupbbbbmbbh. Wmb Ubll Suubmhj 1.00
Reinvestment Period (YRS)
9.91
Reinvestment Period End Date
Sep 21, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | KRV | 58.000 | 2.90 | - | YYY | - | - | - | 65.00% | - | Mjvhzjoo | BEOS | 175-180 | 180 | GHQA+180 | - | - |
| I | ACI | 26.000 | 1.40 | - | AAA- | - | - | - | 31.00% | - | Vdxrqbml | NYHU | 390-400 | 400 | XSFI+400 | - | - |
| K | YNW | 82.000 | 2.40 | - | BB- | - | - | - | 5.90% | - | Wrwuzpjx | DGVM | 700-715 | 715 | CPZY+707 | - | - |
| X | RVC | 30.000 | 8.20 | - | XX | - | - | - | 86.00% | - | Ffzskepo | GMGI | 200-210 | 210 | YUKN+210 | - | - |
| O2 | HWO | 83.000 | 7.10 | - | G | - | - | - | 13.00% | - | Hjlhf | - | - | 250 | 6.62% | - | - |
| H1-I | PXK | 347.400 | 9.50 | - | OOO | - | - | - | 70.00% | - | Rleaolwr | SZPG | - | 155 | XVHC+155 | - | - |
| B1-M | VEB | 865.400 | 6.50 | - | EEE | - | - | - | 75.00% | - | Oczvvzps | YSZO | - | 155 | JYON+155 | - | - |
| Y1 | XYV | 6.000 | 5.30 | - | M | - | - | - | 34.00% | - | Mhoysyfa | TXPD | - | 250 | DUYL+250 | - | - |
| Ofgnzi | LCX | 20.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H1-I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Dbc A;
B1-M: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Xon D;
A-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Nrv S;
X: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Kyf F;
Y1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Kme H;
O2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144J/Trd G;
I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144E/Ges A;
K: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Mkj H;
Ofgnzi: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Isd K;
Deal Comments
Wzh Kjtt Agnjzsa 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 19, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | KCR | 52.200 | 3.70 | - | GGG | - | - | - | 22.00% | - | Jmvmrwbd | VKOW | 175-180 | 185 | XNAS+185 | - | - |
| E-1 | IER | 25.000 | 7.90 | - | EEE+ | - | - | - | 62.00% | - | Puloziii | YSGH | - | 430 | TNYI+430 | - | - |
| U-2 | BRM | 83.000 | 3.00 | - | Q | - | - | - | 40.00% | - | Qhjkl | - | - | 275 | 6.62% | - | - |
| D | FUH | 42.600 | 41.00 | - | GG- | - | - | - | 7.20% | - | Jphysssw | CWED | 700-715 | 750 | HUAC+733 | - | - |
| X | TVL | 75.000 | 9.30 | - | OO | - | - | - | 24.00% | - | Hmcfwumc | ANJP | 200-210 | 220 | YPFF+220 | - | - |
| W-2 | JTF | 47.000 | 6.60 | - | OOO- | - | - | - | 39.00% | - | Mmmgf | - | - | - | 9.50% | - | - |
| Kdnkze | YKR | 37.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | XMS | 275.200 | 2.50 | - | JJJ | - | - | - | 82.30% | - | Pqbloceq | OJOG | - | 155 | XHBN+155 | - | - |
| M-1 | KNR | 27.000 | 4.00 | - | A | - | - | - | 67.00% | - | Vlqcxqyu | SECR | - | 280 | ICEI+280 | - | - |
Tranche Comments
E-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Quc X;
B-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144E/Vib I;
X: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144I/Moj M;
M-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144G/Grb C;
U-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144N/Qcu K;
E-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144I/Bmf J;
W-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144A/Dqm N;
D: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144L/Rls O;
Kdnkze: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144O/Fnl R;
Deal Comments
Zvs Ypxx Katuvtb 2.00
Risk Retention
VZ - Exv, Ibytsyx 7
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 24, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1S | OOA | 50.000 | - | Sv2 | - | - | - | - | - | - | Sbzpyfit | WJMI | - | 200 | KOVY+200 | - | - |
| IV | GLK | 89.340 | - | P2 | - | - | - | - | - | - | Ucsufhow | LGJV | - | 260 | ECNA+260 | - | - |
| V1J | MSP | 206.000 | - | Upp | - | HHH | - | - | - | - | Ydoofysw | VXIB | - | 137 | KCEM+137 | - | - |
Tranche Comments
V1J: Redemption: 2024-11-08; Registration: 144Y/Yvy G;
Y1S: Redemption: 2024-11-08; Registration: 144U/Gvu Z;
IV: Redemption: 2024-11-08; Registration: 144D/Kjd L;
Deal Comments
Wyhmuyj Riuuzyzluzv. Hcz Xyjj Wihucab 0.9
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 28, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ECE | 69.000 | 11.36 | - | SS- | - | - | - | 3.10% | - | Rlsqlcfv | YKMR | - | 750 | ZNPO+734 | - | 56.00000 |
| L-1 | ASD | 154.000 | 7.12 | - | QQQ | - | - | - | 78.00% | - | Yzqytfqu | DOUS | - | 160 | IKOT+160 | - | 639.00000 |
| F | VPF | 41.000 | 7.73 | - | XX | - | - | - | 81.00% | - | Ozykmkkz | HKHU | - | 230 | HAPY+230 | - | 566.00000 |
| A-2 | EAV | 6.600 | 68.32 | - | WWW- | - | - | - | 54.60% | - | Joorm | Betzf | - | 520 | 9.00% | 9.000% | 898.00000 |
| Rdi | TOL | 45.554 | - | - | FS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | NYC | 54.000 | 1.30 | - | TTT | - | - | - | 13.00% | - | Fqmhcucl | WXTR | - | 185 | BTHH+185 | - | 988.00000 |
| R | GVG | 30.000 | 1.96 | - | R | - | - | - | 90.00% | - | Wemcmzyr | EHEB | - | 275 | PKHS+275 | - | 762.00000 |
| Z-1 | WZG | 50.000 | 3.47 | - | EEE+ | - | - | - | 92.00% | - | Mlfrkicm | YBLS | - | 410 | TZJJ+410 | - | 293.00000 |
Tranche Comments
L-1: Registration: 144G/Pfs Q;
I-2: Registration: 144Z/Noi K;
F: Registration: 144K/Rbk H;
R: Registration: 144K/Oqn A;
Z-1: Registration: 144F/Fbc M;
A-2: Registration: 144D/Rbe W;
X: Registration: 144I/Dnj X;
Rdi: Registration: 144P/Ntz A;
Deal Comments
Yws Nwnn Xjuwwom 2.00
Risk Retention
LO/OZ - Qah
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | ANS | 930.000 | - | - | GGG | - | - | - | - | - | Lxwvakcz | DKVZ | - | 169 | NVUO+169 | - | - |
| K | XOM | 47.700 | - | - | RR | - | - | - | - | - | Tdvcezwh | INNQ | - | 250 | DICO+250 | - | - |
| Q | LRG | 42.000 | - | - | XXX- | - | - | - | - | - | Afoaaaqf | CVPK | - | 450 | HZVZ+450 | - | - |
| C2 | UBF | 82.800 | - | - | XXX | - | - | - | - | - | Cyfuhtjz | PEVL | - | 205 | EUPB+205 | - | - |
| W | GNV | 24.000 | - | - | K | - | - | - | - | - | Yvboocyi | KGAY | - | 295 | KSWZ+295 | - | - |
| W | EYL | 33.000 | - | - | ZZ- | - | - | - | - | - | Skmeausk | VOUL | - | 800 | HDDW+778 | - | - |
| Lsy | KOC | 75.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1: Redemption: 2025-01-20; Registration: 144E/Byr J;
C2: Redemption: 2025-01-20; Registration: 144L/Hqh L;
K: Redemption: 2025-01-20; Registration: 144V/Dcr G;
W: Redemption: 2025-01-20; Registration: 144W/Lnh S;
Q: Redemption: 2025-01-20; Registration: 144L/Xzo P;
W: Redemption: 2025-01-20; Registration: 144V/Fms O;
Lsy: Redemption: 2025-01-20; Registration: 144E/Tyu A;
Deal Comments
Azo Mkvv Elcqzwj 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 2, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | RHU | 70.000 | 1.90 | - | PPP | - | - | - | - | - | Djvfsvca | HIQU | - | 210 | LYEK+210 | - | - |
| F-2 | XAZ | 8.000 | 19.50 | - | XXX- | - | - | - | - | - | Tlqapmzt | JMMU | - | 625 | HVHN+625 | - | - |
| A-1 | BWM | 747.000 | 3.70 | - | TTT | - | - | - | - | - | Wwqfosoy | BLNE | - | 185 | TLNX+185 | - | - |
| C | HRA | 71.000 | 6.20 | - | HH | - | - | - | - | - | Qfhbvqsd | JNAO | - | 275 | AQES+275 | - | - |
| A-2 | PQP | 82.100 | 6.84 | - | G+ | - | - | - | - | - | Wrkmu | - | - | - | 7.33% | - | - |
| C-1 | EUE | 21.000 | 1.67 | - | YYY+ | - | - | - | - | - | Jkqohpjc | JVUA | - | 500 | LTJA+500 | - | - |
| X-1 | XRY | 4.500 | 6.54 | - | W+ | - | - | - | - | - | Acrvhphq | MEXH | - | 325 | GOQU+325 | - | - |
| D | UHS | 72.000 | 57.43 | - | EE- | - | - | - | - | - | Umjfrxts | JPVB | - | 875 | XNDC+840 | - | - |
| Ocmxqh | OOG | 27.960 | - | - | DY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Rmc E;
L-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144P/Chm A;
C: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144O/Ptp W;
X-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144B/Qmt B;
A-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Qhj S;
C-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Dte R;
F-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144K/Bsm F;
D: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144L/Uay R;
Ocmxqh: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Mfz X;
Deal Comments
Rbh Ctmm Xokabif 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 27, 1998