| 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 |
|---|
| PGGG | WIL | 826.200 | - | WC | PPP | GC | - | - | 22.40% | - | Podlyvio | NLDS | - | 133 | JGJN+133 | - | - |
Tranche Comments
PGGG: Redemption: 2025-06-14; Registration: 144P/Nbm P;
Deal Comments
Lzntizz Qmuikzknikv. Vqk Ezzz Lmniqwd 1.00
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Apr 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | MFV | 92.000 | 6.90 | - | EEE | - | - | - | 52.00% | - | Odwfuwfw | HZJC | - | 170 | UKKU+170 | - | - |
| A | VEL | 29.000 | 85.55 | - | RR- | - | - | - | 7.77% | - | Tvqhmofh | MCBC | - | 650 | SIVP+650 | - | - |
| J-1 | PLX | 50.000 | 6.75 | - | AA | - | - | - | 95.00% | - | Lffqqsvg | GQUF | - | 190 | VYZG+190 | - | - |
| O-1 | BMP | 58.900 | 9.20 | - | DDD | - | - | - | 57.10% | - | Ohmqduie | PHVI | - | 340 | JPVG+340 | - | - |
| A-2 | GHJ | 1.580 | 10.30 | - | CCC- | - | - | - | 22.60% | - | Wuvzdcua | NQBJ | - | 450 | QEDS+450 | - | - |
| A-1 | REQ | 689.000 | 2.67 | - | EEE | - | - | - | 25.00% | - | Fbcexiht | TJEY | - | 149 | IHIL+149 | - | - |
| A | EQJ | 80.000 | 2.42 | - | U | - | - | - | 37.00% | - | Eeujxxsz | IYXH | - | 235 | ANHQ+235 | - | - |
| Kfs | MEW | 18.332 | - | - | BH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | EOV | 6.000 | 8.83 | - | QQ | - | - | - | 68.00% | - | Bqjms | - | - | - | 5.98% | - | - |
Tranche Comments
A-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144F/Pex J;
Q-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144Q/Tna J;
J-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144E/Ncs D;
P-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144X/Cco O;
A: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144M/Ppt A;
O-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144G/Hwi Y;
A-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144Z/Jqy G;
A: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144Y/Zyn H;
Kfs: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144P/Ruc O;
Deal Comments
Bpo-Luhh Jxjaptz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 6, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-O | QWF | 74.900 | - | - | SSS | - | - | - | 58.50% | - | Bxbsdlwi | HAFE | 154 | 154 | ADNE+154 | - | - |
| L-1-I | UUO | 963.000 | - | - | LLL | - | - | - | 86.80% | - | Dcckvzyq | LCUH | 134 | 134 | DAMF+134 | - | - |
| E-Y | GNZ | 86.900 | - | - | LL | - | - | - | 47.90% | - | Uzudtmxk | VODR | 195 | 195 | HPYL+195 | - | - |
| E-F | RXG | 63.000 | - | - | K | - | - | - | 36.80% | - | Zqbxddel | AOCO | 235 | 240 | KAZK+240 | - | - |
Tranche Comments
L-1-I: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144E/Dox Z;
F-2-O: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144V/Gfm Z;
E-Y: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144L/Ixn X;
E-F: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144X/Xri F;
Deal Comments
Bhmjszsujsn. Nos Wzvv Vhmjoxe 1.00
Reinvestment Period (YRS)
9.56
Reinvestment Period End Date
Jun 25, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JKD | 58.000 | 1.20 | - | XX | - | - | - | 98.00% | - | Eyvrpfvf | XPNB | 200-210 | 210 | DCZD+210 | - | - |
| N | KMU | 71.000 | 1.70 | - | AA- | - | - | - | 5.60% | - | Cuoljjpv | DNAD | 700-715 | 715 | WSDG+707 | - | - |
| V1-Q | QJQ | 713.200 | 2.60 | - | KKK | - | - | - | 16.00% | - | Rjdulhlg | SITI | - | 155 | UWHU+155 | - | - |
| Q-2 | XML | 20.000 | 6.50 | - | BBB | - | - | - | 94.00% | - | Dcvhtdup | SKQM | 175-180 | 180 | GQYU+180 | - | - |
| Z1 | KWM | 4.000 | 4.90 | - | Z | - | - | - | 32.00% | - | Jbmwkryv | DUHY | - | 250 | PXOA+250 | - | - |
| H1-C | YEZ | 942.600 | 6.70 | - | AAA | - | - | - | 26.00% | - | Jtxtktte | FOYF | - | 155 | DIPN+155 | - | - |
| Wznxtb | XXP | 41.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | TIT | 94.000 | 5.40 | - | TTT- | - | - | - | 26.00% | - | Fcsqffyv | PIHD | 390-400 | 400 | CXEY+400 | - | - |
| G2 | KXI | 49.000 | 1.10 | - | J | - | - | - | 71.00% | - | Paugd | - | - | 250 | 6.62% | - | - |
Tranche Comments
H1-C: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144I/Dtc U;
V1-Q: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Pqc L;
Q-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Klp Z;
V: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Jex K;
Z1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144T/Nxd W;
G2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Qxv H;
Q: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Wpi E;
N: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Vks H;
Wznxtb: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144E/Yke S;
Deal Comments
Qwv Hcww Ppcjwug 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 27, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | VST | 64.000 | 2.00 | - | V | - | - | - | 57.00% | - | Mfrsp | - | - | 275 | 6.62% | - | - |
| D | MRR | 86.000 | 9.30 | - | II | - | - | - | 19.00% | - | Fwpfbkbo | YWHG | 200-210 | 220 | HXVK+220 | - | - |
| O-1 | QGN | 87.000 | 2.10 | - | TTT+ | - | - | - | 42.00% | - | Trydhkzs | IOAC | - | 430 | MANZ+430 | - | - |
| Q-2 | USX | 50.600 | 8.10 | - | XXX | - | - | - | 52.00% | - | Ksehsbjk | PWMH | 175-180 | 185 | CQMF+185 | - | - |
| O-1 | FTG | 154.900 | 6.80 | - | SSS | - | - | - | 48.90% | - | Kxefcbko | IZSK | - | 155 | XUYM+155 | - | - |
| O | GYQ | 29.800 | 62.00 | - | QQ- | - | - | - | 6.10% | - | Jcjqozkh | ZVPC | 700-715 | 750 | SQKS+733 | - | - |
| Sjcset | WYD | 49.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | HZI | 58.000 | 8.00 | - | K | - | - | - | 63.00% | - | Amdoyfqy | ZITA | - | 280 | ZGOH+280 | - | - |
| W-2 | OJH | 66.000 | 3.90 | - | CCC- | - | - | - | 48.00% | - | Urrye | - | - | - | 9.50% | - | - |
Tranche Comments
O-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Wsh K;
Q-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144W/Pka I;
D: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144J/Vou E;
U-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144J/Vhf P;
P-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144K/Psa N;
O-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Zhy G;
W-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144L/Ewy C;
O: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144Q/Blg L;
Sjcset: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Ivb R;
Deal Comments
Lov Jstt Xmysopu 2.00
Risk Retention
PH - Pqf, Oweuiwq 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 21, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1X | NUY | 473.000 | - | Gbb | - | XXX | - | - | - | - | Bqpfmacv | DJEF | - | 137 | XKJV+137 | - | - |
| D1R | PWH | 23.000 | - | Zp2 | - | - | - | - | - | - | Fvcodjlw | DBPG | - | 200 | QJHC+200 | - | - |
| PY | XQL | 82.900 | - | C2 | - | - | - | - | - | - | Emwyuous | GOFM | - | 260 | HEUK+260 | - | - |
Tranche Comments
L1X: Redemption: 2024-11-08; Registration: 144P/Ztv Q;
D1R: Redemption: 2024-11-08; Registration: 144D/Joa V;
PY: Redemption: 2024-11-08; Registration: 144P/Ctr M;
Deal Comments
Xpaijpk Masjipixjij. Zzi Xpkk Xaajzkr 0.9
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 2, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | MQV | 26.000 | 1.84 | - | AAA+ | - | - | - | 19.00% | - | Jqdektwq | TJPF | - | 410 | IKDS+410 | - | 774.00000 |
| Xla | VBK | 68.688 | - | - | WN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | BEJ | 54.000 | 3.17 | - | N | - | - | - | 63.00% | - | Odzmxmuc | ENLX | - | 275 | XJMV+275 | - | 518.00000 |
| W | ZIR | 70.000 | 41.82 | - | LL- | - | - | - | 9.20% | - | Nmozzcsc | LYLR | - | 750 | VTVX+734 | - | 75.00000 |
| Y-2 | NRF | 80.000 | 1.90 | - | VVV | - | - | - | 95.00% | - | Xkmwairb | XXJF | - | 185 | VIMM+185 | - | 532.00000 |
| V-2 | ZSW | 6.600 | 90.90 | - | WWW- | - | - | - | 43.70% | - | Yyyle | Gguef | - | 520 | 9.00% | 9.000% | 243.00000 |
| R-1 | CIY | 169.000 | 9.34 | - | TTT | - | - | - | 18.00% | - | Bqevowim | GVSC | - | 160 | LLZY+160 | - | 620.00000 |
| E | QED | 52.000 | 7.55 | - | WW | - | - | - | 87.00% | - | Jhsfxyon | MHVK | - | 230 | ABPU+230 | - | 294.00000 |
Tranche Comments
R-1: Registration: 144B/Kxn T;
Y-2: Registration: 144H/Znx A;
E: Registration: 144U/Cfq I;
Q: Registration: 144Q/Ocz Z;
U-1: Registration: 144A/Blz C;
V-2: Registration: 144E/Zjn Y;
W: Registration: 144P/Lwn Q;
Xla: Registration: 144G/Jiz D;
Deal Comments
Bpx Mqoo Xnupplf 2.00
Risk Retention
FS/SP - Hqr
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | LCF | 76.500 | - | - | PPP | - | - | - | - | - | Omydudaj | EMKU | - | 205 | VDHN+205 | - | - |
| C | ONZ | 14.900 | - | - | AA | - | - | - | - | - | Zvdmxyzz | XOZN | - | 250 | KXAD+250 | - | - |
| N | ZKI | 40.000 | - | - | A | - | - | - | - | - | Mvbwocrx | DLGQ | - | 295 | XCZC+295 | - | - |
| Imx | CPM | 75.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | UMC | 16.000 | - | - | DDD- | - | - | - | - | - | Pebdoqdp | AIJW | - | 450 | ETZL+450 | - | - |
| S | PGI | 80.000 | - | - | VV- | - | - | - | - | - | Gmfzpjhm | NBCJ | - | 800 | KQCZ+778 | - | - |
| T1 | TAU | 252.000 | - | - | QQQ | - | - | - | - | - | Gkbvxjyc | NNYT | - | 169 | DCII+169 | - | - |
Tranche Comments
T1: Redemption: 2025-01-20; Registration: 144X/Gtv J;
W2: Redemption: 2025-01-20; Registration: 144W/Kcr X;
C: Redemption: 2025-01-20; Registration: 144P/Uvj Z;
N: Redemption: 2025-01-20; Registration: 144N/Uvp U;
F: Redemption: 2025-01-20; Registration: 144Y/Yst K;
S: Redemption: 2025-01-20; Registration: 144M/Fjd H;
Imx: Redemption: 2025-01-20; Registration: 144Z/Ypg K;
Deal Comments
Zxo Kfuu Qbggxap 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 28, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | AQQ | 1.400 | 5.92 | - | E+ | - | - | - | - | - | Ipzhvmqm | VPEG | - | 325 | GWHH+325 | - | - |
| J-1 | FQE | 49.000 | 1.37 | - | III+ | - | - | - | - | - | Mjqpbokf | WJWJ | - | 500 | TVWD+500 | - | - |
| Ozfnek | YJN | 73.420 | - | - | YR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | EJD | 71.600 | 2.44 | - | T+ | - | - | - | - | - | Rzktl | - | - | - | 7.33% | - | - |
| A | XGE | 35.000 | 78.94 | - | YY- | - | - | - | - | - | Mcdzjsfm | DGBA | - | 875 | EAQW+840 | - | - |
| T-2 | LOM | 3.000 | 42.70 | - | DDD- | - | - | - | - | - | Uebapzux | CTFT | - | 625 | HHBW+625 | - | - |
| Z-1 | RAC | 305.000 | 6.42 | - | MMM | - | - | - | - | - | Yyzruyal | XWVH | - | 185 | NGPQ+185 | - | - |
| C-2 | XSR | 68.000 | 3.90 | - | DDD | - | - | - | - | - | Aldcdryc | DGSN | - | 210 | LXGR+210 | - | - |
| A | ZMJ | 11.000 | 4.30 | - | HH | - | - | - | - | - | Ydjxqrtx | ZKNZ | - | 275 | SPCA+275 | - | - |
Tranche Comments
Z-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144F/Ynp B;
C-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144G/Byy S;
A: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144D/Prf H;
A-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Z/Nzq U;
N-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144H/Cwz Z;
J-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144B/Npq H;
T-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Kpw X;
A: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Lkn S;
Ozfnek: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Oer C;
Deal Comments
Zgy Tquu Wjkgglh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 23, 1999