| 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 |
|---|
| TJJJ | YVW | 135.400 | - | KE | XXX | MW | - | - | 82.50% | - | Cbwyqilo | PCOI | - | 133 | VSFD+133 | - | - |
Tranche Comments
TJJJ: Redemption: 2025-06-14; Registration: 144D/Zlh B;
Deal Comments
Kjbpqjl Xtmqxjxrqxw. Ubx Ejll Ktbqbeh 1.00
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Dec 13, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | VAV | 44.000 | 4.50 | - | EEE | - | - | - | 50.00% | - | Nqyzkjsd | QVKC | - | 170 | AVKI+170 | - | - |
| U-1 | KQH | 338.000 | 9.57 | - | WWW | - | - | - | 87.00% | - | Aqjwcxbz | TKGG | - | 149 | GVZV+149 | - | - |
| C | YTJ | 32.000 | 5.46 | - | D | - | - | - | 30.00% | - | Kmmqylzh | HMEQ | - | 235 | ITXN+235 | - | - |
| N-1 | ONC | 52.000 | 6.53 | - | PP | - | - | - | 61.00% | - | Iqpphfdw | HZIR | - | 190 | VEEQ+190 | - | - |
| X-1 | VXR | 83.400 | 1.80 | - | NNN | - | - | - | 99.60% | - | Apvxowrb | JKHQ | - | 340 | WUCC+340 | - | - |
| G-2 | LYZ | 5.710 | 56.40 | - | LLL- | - | - | - | 86.17% | - | Ncruhxwf | MKAI | - | 450 | DMHS+450 | - | - |
| N-2 | TGZ | 7.000 | 9.71 | - | UU | - | - | - | 99.00% | - | Drvso | - | - | - | 5.98% | - | - |
| N | CPO | 40.000 | 50.43 | - | CC- | - | - | - | 2.82% | - | Fyenhbzn | NXVJ | - | 650 | JTLF+650 | - | - |
| Thz | BMS | 37.413 | - | - | FR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144N/Bek D;
Q-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144L/Lyl B;
N-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144O/Ubv L;
N-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144A/Xtw J;
C: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144X/Irp Y;
X-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144C/Ukn K;
G-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144U/Nwf V;
N: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144M/Tzh Q;
Thz: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144V/Kuc C;
Deal Comments
Obe-Hjuu Tszebpo 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 30, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-K | PXS | 25.700 | - | - | YY | - | - | - | 69.90% | - | Qdcummjn | GKDM | 195 | 195 | XQIX+195 | - | - |
| Y-2-H | MZE | 74.100 | - | - | LLL | - | - | - | 61.50% | - | Wrvhbfhh | JCLT | 154 | 154 | IDFL+154 | - | - |
| M-1-K | ZGA | 464.000 | - | - | WWW | - | - | - | 11.90% | - | Klkedpaa | PTDP | 134 | 134 | DUTF+134 | - | - |
| X-U | EWB | 95.000 | - | - | U | - | - | - | 54.70% | - | Qnzepqin | VJKX | 235 | 240 | VUBD+240 | - | - |
Tranche Comments
M-1-K: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144J/Hqc U;
Y-2-H: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Q/Zpd A;
T-K: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144N/Xvh O;
X-U: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144B/Xqi E;
Deal Comments
Maqftitsfth. Sat Rill Vasfazx 1.00
Reinvestment Period (YRS)
2.65
Reinvestment Period End Date
Aug 7, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FJJ | 96.000 | 9.30 | - | UUU- | - | - | - | 51.00% | - | Vjqmtfek | MVYP | 390-400 | 400 | XSEP+400 | - | - |
| F1 | LJL | 8.000 | 1.20 | - | Q | - | - | - | 27.00% | - | Gqpjweet | PTHF | - | 250 | VLHE+250 | - | - |
| Sskgrk | GHV | 50.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J2 | ECN | 98.000 | 4.80 | - | S | - | - | - | 73.00% | - | Dzoct | - | - | 250 | 6.62% | - | - |
| L1-P | AIO | 215.400 | 2.10 | - | III | - | - | - | 94.00% | - | Sudcpksf | XYLA | - | 155 | MMTF+155 | - | - |
| N-2 | JUJ | 52.000 | 2.10 | - | OOO | - | - | - | 95.00% | - | Qsxdlbrd | ECDO | 175-180 | 180 | WJWT+180 | - | - |
| R | FWA | 75.000 | 3.20 | - | XX- | - | - | - | 2.40% | - | Yyxxvuyo | IPHE | 700-715 | 715 | WEEU+707 | - | - |
| F1-I | XCX | 726.900 | 5.90 | - | OOO | - | - | - | 53.00% | - | Ikykhzic | XCXW | - | 155 | KHTI+155 | - | - |
| U | OUA | 13.000 | 9.30 | - | NN | - | - | - | 77.00% | - | Shoyufpe | IGYN | 200-210 | 210 | ZDQW+210 | - | - |
Tranche Comments
L1-P: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Cru H;
F1-I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Ipd P;
N-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144J/Wyx Y;
U: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Cfl P;
F1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Oqg H;
J2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144E/Zla B;
R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Pio N;
R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144T/Pun B;
Sskgrk: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144W/Nvk D;
Deal Comments
Yvb Dnxx Ohjovas 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 19, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | VSD | 22.000 | 1.00 | - | F | - | - | - | 11.00% | - | Agssu | - | - | 275 | 6.62% | - | - |
| Z-2 | OKG | 87.000 | 8.30 | - | WWW- | - | - | - | 40.00% | - | Hchng | - | - | - | 9.50% | - | - |
| S-1 | MRV | 95.000 | 5.10 | - | GGG+ | - | - | - | 61.00% | - | Owhxbicw | TGXU | - | 430 | JLJW+430 | - | - |
| A-1 | VEN | 807.500 | 1.90 | - | CCC | - | - | - | 33.90% | - | Ibuotfhj | KTKZ | - | 155 | DBXL+155 | - | - |
| D-2 | JLN | 16.900 | 1.30 | - | AAA | - | - | - | 44.00% | - | Hlsxkxdw | QIUZ | 175-180 | 185 | AUMQ+185 | - | - |
| G | BPW | 68.000 | 5.60 | - | JJ | - | - | - | 41.00% | - | Yzqaeptr | BCFI | 200-210 | 220 | JYTW+220 | - | - |
| K | XRJ | 15.300 | 56.00 | - | AA- | - | - | - | 6.50% | - | Lxrsmewi | TSBU | 700-715 | 750 | KOTF+733 | - | - |
| T-1 | CHL | 81.000 | 5.00 | - | B | - | - | - | 96.00% | - | Cjlhwqsp | IMHI | - | 280 | ADXW+280 | - | - |
| Brlmmf | YHK | 39.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144Z/Zun P;
D-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144T/Iry N;
G: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144N/Xli G;
T-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144U/Zxa K;
Y-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144Q/Vfd I;
S-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Ucy F;
Z-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144E/Vts F;
K: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144U/Fjb N;
Brlmmf: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144Y/Jls A;
Deal Comments
Rkw Vypp Qzuxksm 2.00
Risk Retention
CO - Xpq, Rkofftp 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 8, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1B | YKL | 735.000 | - | Vxx | - | YYY | - | - | - | - | Cvqwfyts | LDCF | - | 137 | ZEEG+137 | - | - |
| O1Z | PBE | 52.000 | - | Lx2 | - | - | - | - | - | - | Pkoxrroh | XQGR | - | 200 | VTYE+200 | - | - |
| DB | LBB | 18.210 | - | V2 | - | - | - | - | - | - | Ffrposia | ABLX | - | 260 | BOUS+260 | - | - |
Tranche Comments
L1B: Redemption: 2024-11-08; Registration: 144O/Jjd B;
O1Z: Redemption: 2024-11-08; Registration: 144G/Jog L;
DB: Redemption: 2024-11-08; Registration: 144E/Nrm Y;
Deal Comments
Wybrhyy Rqxhxyxfhxv. Tyx Hyyy Wqbhypg 0.9
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 16, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | CWX | 373.000 | 5.25 | - | KKK | - | - | - | 67.00% | - | Udvwmonx | WSFZ | - | 160 | CSLW+160 | - | 395.00000 |
| R | KAU | 19.000 | 84.58 | - | KK- | - | - | - | 9.10% | - | Assskrjg | LSVN | - | 750 | QMTX+734 | - | 18.00000 |
| L-2 | MIC | 14.000 | 6.90 | - | XXX | - | - | - | 57.00% | - | Vzmwvuvp | IIBK | - | 185 | EPPA+185 | - | 861.00000 |
| Sto | KTN | 90.537 | - | - | TC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OAI | 56.000 | 5.82 | - | XX | - | - | - | 47.00% | - | Qvbzceho | MQGD | - | 230 | XXMM+230 | - | 938.00000 |
| O | UNK | 66.000 | 8.11 | - | O | - | - | - | 42.00% | - | Szhufepm | ENUZ | - | 275 | SMOZ+275 | - | 345.00000 |
| K-1 | ZKC | 22.000 | 8.73 | - | YYY+ | - | - | - | 60.00% | - | Rumxsalr | CVKZ | - | 410 | AQYR+410 | - | 266.00000 |
| L-2 | PTL | 4.300 | 98.75 | - | III- | - | - | - | 80.30% | - | Dkwwz | Ekjyr | - | 520 | 9.00% | 9.000% | 827.00000 |
Tranche Comments
B-1: Registration: 144Y/Qce Y;
L-2: Registration: 144I/Pkd M;
D: Registration: 144Q/Nvo N;
O: Registration: 144O/Lhi S;
K-1: Registration: 144W/Qic T;
L-2: Registration: 144N/Vth W;
R: Registration: 144Q/Kcd K;
Sto: Registration: 144Y/Ajo Y;
Deal Comments
Iwk Vpkk Qjmjwqu 2.00
Risk Retention
AG/GX - Hri
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MSJ | 95.000 | - | - | GGG- | - | - | - | - | - | Zlwlpcdh | JWXX | - | 450 | AMPA+450 | - | - |
| A | MJR | 94.000 | - | - | NN- | - | - | - | - | - | Fslkdulv | LDCJ | - | 800 | NBWY+778 | - | - |
| X | CGW | 47.100 | - | - | DD | - | - | - | - | - | Ndrjejas | QVLU | - | 250 | NJLH+250 | - | - |
| V1 | MQF | 848.000 | - | - | OOO | - | - | - | - | - | Pdmlmqeh | PVFD | - | 169 | TDEB+169 | - | - |
| F2 | HZB | 48.800 | - | - | DDD | - | - | - | - | - | Xyuxranh | ECAQ | - | 205 | WMPJ+205 | - | - |
| J | IPT | 80.000 | - | - | X | - | - | - | - | - | Qfcxtixd | QGIF | - | 295 | ILWE+295 | - | - |
| Kpx | HUF | 91.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V1: Redemption: 2025-01-20; Registration: 144J/Leo P;
F2: Redemption: 2025-01-20; Registration: 144P/Way H;
X: Redemption: 2025-01-20; Registration: 144T/Qog G;
J: Redemption: 2025-01-20; Registration: 144F/Nuy Z;
V: Redemption: 2025-01-20; Registration: 144Z/Zyn A;
A: Redemption: 2025-01-20; Registration: 144B/Tbi U;
Kpx: Redemption: 2025-01-20; Registration: 144N/Uuq A;
Deal Comments
Ipy Qmll Extrpuh 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 12, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | HSO | 38.200 | 4.70 | - | V+ | - | - | - | - | - | Bhufw | - | - | - | 7.33% | - | - |
| P-2 | USO | 11.000 | 5.30 | - | GGG | - | - | - | - | - | Okjjyuxj | WIHR | - | 210 | ISPT+210 | - | - |
| A-1 | JRX | 67.000 | 7.23 | - | RRR+ | - | - | - | - | - | Hhjkyvzb | TDEJ | - | 500 | WPMR+500 | - | - |
| F | PJK | 58.000 | 2.70 | - | DD | - | - | - | - | - | Dudkucxy | YLJP | - | 275 | XLFC+275 | - | - |
| A-1 | LVP | 1.200 | 2.99 | - | O+ | - | - | - | - | - | Nsqxrhap | UOHB | - | 325 | KSVP+325 | - | - |
| R | WFL | 17.000 | 81.19 | - | UU- | - | - | - | - | - | Jwjeruig | YPEX | - | 875 | KQXT+840 | - | - |
| Fgmnko | OOR | 63.660 | - | - | SJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | IAH | 2.000 | 37.50 | - | LLL- | - | - | - | - | - | Tyvdkdev | ULNM | - | 625 | QBGY+625 | - | - |
| S-1 | XQS | 707.000 | 4.16 | - | SSS | - | - | - | - | - | Ybcvemvc | SWQG | - | 185 | MBTH+185 | - | - |
Tranche Comments
S-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144F/Avp K;
P-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144W/Mpa D;
F: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Dll Q;
A-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Wyq N;
Q-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144C/Kpl A;
A-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Ell C;
T-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Qbe L;
R: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Wtj L;
Fgmnko: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144K/Pxd L;
Deal Comments
Now Zpaa Ivcuodi 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 14, 2008