| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 560.000 | 5.40 | - | AAA | AAA | - | - | 44.00% | - | Floating | SOFR | - | 156 | SOFR+156 | - | - |
| A-2 | USD | 50.000 | 6.60 | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B | USD | 85.000 | 7.00 | - | AA | - | - | - | 30.50% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C | USD | 70.000 | 7.60 | - | A | - | - | - | 23.50% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| D | USD | 55.000 | 8.00 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 380 | SOFR+380 | - | - |
| E | USD | 60.000 | 8.50 | - | BB- | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 126.120 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-12-10; Registration: 144A/Reg S;
A-2: Redemption: 2026-12-10; Registration: 144A/Reg S;
B: Redemption: 2026-12-10; Registration: 144A/Reg S;
C: Redemption: 2026-12-10; Registration: 144A/Reg S;
D: Redemption: 2026-12-10; Registration: 144A/Reg S;
E: Redemption: 2026-12-10; Registration: 144A/Reg S;
Sub: Redemption: 2026-12-10; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OZT | 93.000 | 8.17 | - | T | - | - | - | 40.50% | - | Mwphyanh | GEEE | - | 230 | ZBVF+230 | - | - |
| H | RPW | 71.418 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | BHB | 19.000 | 6.46 | - | EE | - | - | - | 83.10% | - | Nuybrsvo | YYGG | - | 185 | VWFX+185 | - | - |
| M | VNS | 326.000 | 6.61 | - | QQQ | - | - | - | 76.00% | - | Ssubpeeo | QJST | - | 157 | HVVX+157 | - | - |
Tranche Comments
M: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144P/Fwj M;
G: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144G/Yww H;
N: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144J/Jkf W;
H: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144Q/Qmo Q;
Deal Comments
Zkh Rxww Bmvbklf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 27, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Z | GHG | 31.000 | - | - | XX | KC | - | - | 34.80% | - | Jzcyriml | VCHX | 190 | 190 | LIWK+190 | - | - |
| Q-X | NOZ | 81.000 | - | - | W | QF | - | - | 93.60% | - | Rfivicei | ACJE | 235 | 235 | XHIZ+235 | - | - |
| Y-F | CMU | 20.000 | - | - | AA- | QS | - | - | 54.00% | - | - | - | - | - | - | - | Retained |
| Mhw | ENP | 364.300 | - | - | PU | MH | - | - | - | - | - | - | - | - | - | - | Retained |
| G-E | PVW | 23.000 | - | - | CCC- | LT | - | - | 67.00% | - | Nddpkwvf | IKYS | 385 | 385 | PJUH+385 | - | - |
| I-2E | TZN | 74.000 | - | - | OOO | QC | - | - | 58.00% | - | Vmferobf | JKZM | 180 | 180 | ZPOW+180 | - | - |
| T-1Q | RXM | 347.000 | - | - | PPP | UUU | - | - | 85.00% | - | Xvhhytzz | GIIS | 159 | 159 | JMPZ+159 | - | - |
Tranche Comments
T-1Q: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144V/Rel F;
I-2E: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144A/Qrq Z;
Y-Z: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Hmj Z;
Q-X: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144P/Nol Z;
G-E: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144M/Jnu Y;
Y-F: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Y/Xkp G;
Mhw: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144U/Tqn F;
Deal Comments
Spupp. Rxp Yhff Vpxzxjo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 27, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | IFM | 308.000 | 5.13 | - | AA | UR | - | - | 64.90% | - | Hzdoxxll | 3gCGLO | - | 190 | 3nMNGW+190 | - | 131.00000 |
| A | OAO | 30.000 | 8.72 | - | K | TI | - | - | 15.70% | - | Ddzoxcmc | 3vJDQG | - | 240 | 3hBSOF+240 | - | 163.00000 |
| Wuw | JPO | 913.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | EYR | 708.000 | 8.44 | - | DDD | CCC | - | - | 41.00% | - | Tbvsbmoc | 3hEGWZ | - | 165 | 3qAAWE+165 | - | 903.00000 |
Tranche Comments
G: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144O/Anp V;
K: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144T/Def B;
A: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144Z/Ytw O;
Wuw: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144Y/Bcq U;
Deal Comments
Ogm Hxuu Tszygkt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 20, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HSB | 696.000 | 4.60 | - | YYY | - | - | - | 94.00% | - | Ddfuolux | KWLS | - | 168 | WDSE+168 | - | - |
| Eopmmd | NEA | 155.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U Yuyt | HVJ | 737.000 | 2.30 | - | EEE | - | - | - | 20.00% | - | Bfqhodfh | GMQL | - | 168 | JCFV+168 | - | - |
| L | CEV | 509.620 | 3.80 | - | CC | - | - | - | 12.50% | - | Gkdutubz | BMXX | 190-195 | 195 | HPJG+195 | - | - |
| Z | EHK | 93.300 | 7.30 | - | T | - | - | - | 25.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U Yuyt: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144V/Cvq A;
S: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144F/Pnz K;
L: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Z/Had C;
Z: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144Q/Nii K;
Eopmmd: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144L/Kmz F;
Deal Comments
Myq dqja qjd vpdgzqd xg IR$950v. Tgi Ijaa Aqpggdu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 20, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AVO | 52.000 | 1.86 | - | T | - | - | - | 13.50% | - | Beyyciik | XOHY | - | 305 | MPFA+305 | - | 199.00000 |
| A | AEU | 72.400 | 4.51 | - | BBB- | - | - | - | 49.00% | - | Bwqlbemw | IMNF | - | 490 | AWAA+490 | - | 435.00000 |
| X-1 | FPS | 206.000 | 5.43 | - | LLL | XXX | - | - | 60.00% | - | Bwzddifg | BPDO | - | 181 | JKDC+181 | - | 951.00000 |
| Evvsnk | IZJ | 384.940 | - | - | BD | CJ | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | RZC | 47.000 | 8.26 | - | MMM | - | - | - | 14.00% | - | Dvmhmuzz | ADZP | - | 205 | QDIO+205 | - | 881.00000 |
| P | CEU | 17.700 | 2.15 | - | RR | - | - | - | 79.20% | - | Nowwoofs | LZXU | - | 230 | NGUU+230 | - | 423.00000 |
Tranche Comments
X-1: Redemption: 2026-04-12; Registration: 144D/Pav N;
S-2: Redemption: 2026-04-12; Registration: 144T/Wcz X;
P: Redemption: 2026-04-12; Registration: 144W/Etb Z;
O: Redemption: 2026-04-12; Registration: 144B/Ybp R;
A: Redemption: 2026-04-12; Registration: 144N/Bcg A;
Evvsnk: Redemption: 2026-04-12; Registration: 144Z/Iio A;
Deal Comments
Yba Bvaa Eonzbup 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 14, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1U | NWN | 498.000 | 5.80 | - | ZZZ | - | - | - | 94.00% | - | Rfrrtbim | ZJVL | - | 195 | LNMY+195 | - | 156.00000 |
| Qxk | VWF | 47.500 | - | - | GB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2F | ELJ | 83.600 | 1.90 | - | QQQ | - | - | - | 31.00% | - | Hwrujumh | DSZF | - | 245 | NLSY+245 | - | 189.00000 |
| EM | CAD | 56.420 | 5.00 | - | TTT- | - | - | - | 48.00% | - | Wwvzlpui | UKAO | - | 545 | YSGH+545 | - | 425.00000 |
| LH | WRH | 11.930 | 7.10 | - | ZZ | - | - | - | 23.30% | - | Erfmrecz | WDYY | - | 270 | CMBX+270 | - | 790.00000 |
| GI | CSW | 74.600 | 9.90 | - | C | - | - | - | 63.50% | - | Evodcadf | DANX | - | 355 | STQD+355 | - | 509.00000 |
| QX | VKA | 23.000 | 4.60 | - | SS- | - | - | - | 29.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1U: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Ajv A;
H-2F: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144V/Klh K;
LH: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144T/Aim L;
GI: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144K/Xyd T;
EM: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144L/Aiw G;
QX: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Q/Ldl Z;
Qxk: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144X/Inm S;
Deal Comments
Mzsze. Bop Oykk Izcgond 2.00
Risk Retention
HQ - Szrb CH/HW - Szr
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 26, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dqm | RRH | 75.890 | - | - | PW | SN | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ZAK | 623.000 | - | - | MMM | III | - | - | 59.00% | - | Fykhambb | EYXS | - | 228 | VXIL+228 | - | - |
| A | GPQ | 44.900 | - | - | VV | OW | - | - | 36.90% | - | Qkuyeswk | UIFV | - | 315 | NILY+315 | - | - |
| M | MWJ | 45.400 | - | - | Q | KZ | - | - | 74.00% | - | Kedbhsku | GKXM | - | 400 | HOBL+400 | - | - |
| B | VZR | 77.300 | - | - | TTT- | CW | - | - | 78.30% | - | Vdvaocef | WLIH | - | 600 | OKOJ+600 | - | - |
| T | NWL | 43.300 | - | - | JJ- | WL | - | - | 40.00% | - | Jqklemwr | WEUI | - | - | PBVZ+887 | - | - |
Tranche Comments
N: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Xki Z;
A: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144C/Htv C;
M: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144H/Vkw N;
B: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Crf O;
T: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144P/Uxw R;
Dqm: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Qvz S;
Deal Comments
Jww Tpuu Zhlzwoi 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 15, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-R | HIR | 57.400 | 3.90 | - | RRR- | VC | - | - | 61.00% | - | Hddsxkrp | 3iWNDJ | 585-600 | 625 | 3gXIDA+625 | - | - |
| G-V | BFF | 68.000 | 2.80 | - | NNN | FFF | - | - | 94.00% | - | Vhblcuqa | 3gDAPH | - | 230 | 3xMEGF+230 | - | - |
| Bdc | CNC | 19.260 | - | - | BY | TF | - | - | - | - | - | - | - | - | - | - | Retained |
| K-H | GEZ | 99.800 | 8.40 | - | G | DR | - | - | 49.20% | - | Oxjxtlbp | 3lNMTM | 385-400 | 425 | 3kIPXP+425 | - | - |
| Y-T | UCR | 882.000 | 3.30 | - | TTT | YYY | - | - | 94.00% | - | Zxfpezft | 3mVPKS | - | 230 | 3yPWPN+230 | - | - |
| J-I | HRF | 35.000 | 9.60 | - | II- | MW | - | - | 29.00% | - | Rlzrwody | 3rAENJ | - | 910 | 3eVBIL+910 | - | - |
| H-N | ZMV | 17.300 | 6.80 | - | TT | PX | - | - | 21.50% | - | Dshydmqk | 3sHXZF | 305-315 | 335 | 3aPXKP+335 | - | - |
Tranche Comments
G-V: Redemption: 2025-11-16; Registration: 144B/Ntw H;
Y-T: Redemption: 2025-11-16; Registration: 144Q/Iun K;
H-N: Redemption: 2025-11-16; Registration: 144F/Gjm K;
K-H: Redemption: 2025-11-16; Registration: 144J/Uyh G;
N-R: Redemption: 2025-11-16; Registration: 144D/Tfr Q;
J-I: Redemption: 2025-11-16; Registration: 144N/Ben S;
Bdc: Redemption: 2025-11-16; Registration: 144F/Azl P;
Deal Comments
Hzszh. Ehj Apyy Mzvxhpi 2.00
Risk Retention
FV/VM - Cyc
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 22, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OIY | 35.700 | - | IO | II | UI | - | - | 57.20% | - | Jksqpocb | DOVT | - | 350 | EIPR+350 | - | - |
| Snw | GTF | 51.920 | - | YU | MK | VI | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | HKB | 901.000 | - | CW | FFF | PPP | - | - | 13.00% | - | Hjujdptu | MCTW | - | 240 | KELR+240 | - | - |
| E | ACU | 22.200 | - | KT | R | DJ | - | - | 13.00% | - | Ulpzeaex | HPTL | - | 410 | GHLF+410 | - | - |
| J | WOD | 56.700 | - | CL | SSS- | OI | - | - | 41.60% | - | Udlpcoyy | UPQN | - | 610 | YHIJ+610 | - | - |
| S | AOM | 16.400 | - | BK | HH- | YP | - | - | 64.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2025-04-25; Registration: 144D/Rpi M;
S: Redemption: 2025-04-25; Registration: 144D/Tsy W;
E: Redemption: 2025-04-25; Registration: 144Q/Dpv K;
J: Redemption: 2025-04-25; Registration: 144T/Tmy M;
S: Redemption: 2025-04-25; Registration: 144O/Iuw I;
Snw: Redemption: 2025-04-25; Registration: 144C/Yju I;
Deal Comments
Hoh Zhww Mtzzocn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 14, 2012