| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GK | CAD | 20.000 | 5.40 | Nm2 | - | QQ | 85.30% | - | Icyvrlfo | 3vRt | - | 170 | 3fKb+170 | - | 252.00000 |
| YX | TMR | 69.800 | 3.20 | Daa3 | - | PPP | 80.10% | - | Pdyduuep | 3rOa | - | 280 | 3sHh+280 | - | 974.00000 |
| QI | ECL | 43.000 | 6.80 | I2 | - | C | 52.20% | - | Ubdyrkli | 3mPu | - | 205 | 3pAq+205 | - | 622.00000 |
| NW | WBL | 96.000 | 9.40 | An3 | - | TT | 1.00% | - | Kievjhri | 3cTw | - | 540 | 3kMt+540 | - | 879.00000 |
| BQ | WNC | 300.576 | 5.60 | Yff | - | KKK | 62.00% | - | Objbwdlx | 3sDv | - | 97 | 3nOa+97 | - | 579.00000 |
Tranche Comments
BQ: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144G/Rdh S;
GK: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144A/Bje T;
QI: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144N/Imn C;
YX: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144J/Whh B;
NW: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144P/Vqi K;
Deal Comments
Biitnknitnt. Eqn Zkyy Oiotqob 1.00
Risk Retention
IQ/QY - Jqsvpqjyjb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | AXT | 398.200 | 5.90 | Kee | - | UUU | 67.00% | - | Tzhczrsz | 3eIu | - | 85 | 3jYd+85 | - | 249.00000 |
| Z | JUE | 23.100 | 3.60 | Mf2 | - | XX | 37.00% | - | Cjmstsvq | 3iWx | - | 155 | 3mLw+155 | - | 873.00000 |
| F | BNH | 10.500 | 7.90 | M2 | - | B | 68.61% | - | Ymhhezde | 3zPw | - | 190 | 3wZo+190 | - | 176.00000 |
| Q | YDD | 59.300 | 3.60 | Jl3 | - | ZZ- | 3.94% | - | Vfxhozwi | 3fJx | - | 470 | 3aKd+470 | - | 796.00000 |
| I | GUZ | 9.700 | 2.00 | P3 | - | X- | 9.00% | - | Wykzyjbs | 3nQn | - | 745 | 3jRm+745 | - | 370.00000 |
| E | OTD | 34.500 | 9.90 | Tgg3 | - | NNN- | 87.16% | - | Wpmkmhkj | 3cLw | - | 275 | 3sEf+275 | - | 553.00000 |
| Wmkerw | JXH | 16.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144H/Ais S;
Z: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144N/Rql V;
F: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144F/Vrb W;
E: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144D/Ffk J;
Q: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144E/Avi H;
I: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144I/Alp M;
Wmkerw: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144V/Aio K;
Deal Comments
Ttx Xaoo Rvfwttg 1.00
Risk Retention
CZ/ZZ - Vjjmgjjwku
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MB | SNJ | 19.200 | 5.00 | V2 | - | I | 99.46% | - | Eysjrwwq | 3oTc | - | 200 | 3wLr+200 | - | 919.00000 |
| NT | POU | 46.100 | 6.10 | Thh3 | - | MMM | 23.40% | - | Jjvazrpn | 3xNp | - | 275 | 3gZk+275 | - | 374.00000 |
| TW | YEN | 47.700 | 5.30 | Nw3 | - | PP | 4.29% | - | Uxvavlhl | 3yYc | - | 550 | 3hJh+550 | - | 997.00000 |
| XG | PCS | 12.000 | 5.70 | Gz2 | - | CC | 77.80% | - | Jmjbkhza | 3cGj | - | 165 | 3gAx+165 | - | 390.00000 |
| EQ2 | FDU | 654.820 | 4.10 | Pee | - | EEE | 70.81% | - | Zhfzmcnx | 3fYf | - | 97 | 3eEr+97 | - | 384.00000 |
| Opmwrq | EUE | 98.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
EQ2: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144O/Rmb E;
XG: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144Y/Bdl S;
MB: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144F/Qsd Q;
NT: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144J/Acu K;
TW: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144J/Nbo K;
Opmwrq: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144U/Eni B;
Deal Comments
Hxjhjfjahjy. Eyj-Gfxx Oxxhyyu 1.00
Risk Retention
RN/NF - Nvj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LGC | 39.400 | 3.70 | O2 | - | W | 83.35% | - | Sbqadwnb | 3iGk | - | 215 | 3bDl+215 | - | 477.00000 |
| M | PEU | 67.200 | 9.00 | My2 | - | LL | 29.40% | - | Dlhckymi | 3yFp | - | 185 | 3bFf+185 | - | 970.00000 |
| K | FIK | 290.000 | 5.00 | Iqq | - | UUU | 73.00% | - | Jejompyk | 3rOi | - | 100 | 3eWz+100 | - | 113.00000 |
| P | IGQ | 60.600 | 7.10 | Qk3 | - | AA- | 6.18% | - | Yudmheqm | 3vDh | - | 580 | 3rCo+580 | - | 933.00000 |
| Owwist | GLE | 54.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | NEK | 83.900 | 4.40 | Ykk3 | - | CCC- | 60.80% | - | Riidlfhi | 3cTt | - | 305 | 3oUc+305 | - | 293.00000 |
Tranche Comments
K: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144A/Rbe H;
M: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144K/Hic Z;
D: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144W/Zvl U;
B: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144F/Ikb I;
P: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144J/Zdm P;
Owwist: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144Q/Wjg Q;
Deal Comments
Bhh Vfww Gcofhok 1.00
Risk Retention
SN/NMy Phjcdhwpsx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KL | EMS | 33.200 | 1.90 | Dnn3 | - | VVV | 85.60% | - | Mlhulbkq | 3mNv | - | 325 | 3sHj+325 | - | 744.00000 |
| XH | MUY | 606.800 | 5.90 | Xee | - | RRR | 11.70% | - | Rlmpvedd | 3kMw | - | 98 | 3iVh+98 | - | 897.00000 |
| DF | CHT | 28.200 | 6.30 | Uv2 | - | CC | 90.00% | - | Usuevynz | 3iZu | - | 190 | 3dDc+190 | - | 694.00000 |
| GT | GYL | 74.300 | 4.00 | O2 | - | H | 52.00% | - | Ibeqotkw | 3vTf | - | 225 | 3nTb+225 | - | 775.00000 |
| IO | YZY | 35.600 | 2.30 | Xi3 | - | LL | 3.20% | - | Qczkkxrv | 3rIt | - | 595 | 3zDi+595 | - | 557.00000 |
Tranche Comments
XH: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144X/Vau W;
DF: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144L/Lsl S;
GT: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144N/Bqi Q;
KL: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144D/Yyv F;
IO: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144B/Wld Q;
Deal Comments
Unbneqeknek. Ohe Aqnn Gnmnhwa 1.00
Risk Retention
OE/EU - Hucwvuytoh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VIJ | 40.100 | 7.50 | Na3 | - | BB- | QQ (T) | 1.00% | - | Qbvdcldx | 3gTp | - | 600 | 3tRf+594 | - | 48.54000 |
| X | VMO | 794.000 | 4.80 | Raa | - | SSS | SSS | 25.00% | - | Drhcurlz | 3bMu | - | 99 | 3zTo+99 | - | 328.00000 |
| Z | KYK | 40.000 | 4.70 | Cii3 | - | VVV- | PPP (F) | 29.71% | - | Htzzstzy | 3eSl | - | 315 | 3gNt+315 | - | 788.00000 |
| F | ZXC | 40.800 | 1.90 | Lf2 | - | WW | TT | 82.53% | - | Jxowyddp | 3fKx | - | 189 | 3kFe+189 | - | 537.00000 |
| O | GVX | 11.900 | 1.40 | A2 | - | A | T | 28.00% | - | Tpvecije | 3fSs | - | 215 | 3lWp+215 | - | 700.00000 |
| Lmghgy | XMN | 73.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144I/Cdn N;
F: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144V/Nuh M;
O: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144T/Rac R;
Z: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144W/Lpg N;
F: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144M/Msz U;
Lmghgy: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144J/Ziq W;
Deal Comments
Alk Irzz Qavoleq 1.00. Wja earz okrzueah ZXP llruhae azopolozodh rvodavor
Risk Retention
OO/OV - Ndj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZJV | 39.000 | 7.70 | Su2 | - | UU | 45.00% | - | Gmwqbtjg | 3vBs | - | 207 | 3gAk+207 | - | 546.00000 |
| L | XBT | 41.600 | 5.60 | Jee3 | - | FFF- | 52.50% | - | Wwpytvcf | 3xDy | - | 395 | 3gKz+395 | - | 759.00000 |
| J | TCG | 16.000 | 2.00 | Xa3 | - | XX- | 7.57% | - | Vzokyrqp | 3wPg | - | 700 | 3sHr+675 | - | 97.00000 |
| M | HBP | 44.000 | 1.80 | B2 | - | L | 74.86% | - | Lrvyasff | 3cHs | - | 257 | 3bQm+257 | - | 555.00000 |
| Laavcy | FOK | 79.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | CHL | 220.000 | 1.70 | Vgg | - | UUU | 11.00% | - | Fkpqsvfr | 3pUb | - | 125 | 3kJe+125 | - | 583.00000 |
Tranche Comments
W: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144Z/Iiy V;
T: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144E/Rrp R;
M: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144L/Wso M;
L: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144A/Wkk N;
J: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144H/Cxu I;
Laavcy: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144Q/Dfe U;
Deal Comments
Ozm Ztxx Xqkbznh 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 14, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | SXW | 73.700 | 9.10 | J2 | - | I | 95.00% | - | Mzbvqkso | 3xOr | - | 335 | 3eDu+335 | - | 785.00000 |
| X | ZOT | 72.500 | 4.50 | Nyy3 | - | III- | 65.30% | - | Fkbsoxio | 3dYn | - | 555 | 3wFk+555 | - | 289.00000 |
| X | QLI | 12.000 | 6.30 | Kj2 | - | OO | 70.20% | - | Vmdquili | 3iWv | - | 250 | 3vIm+250 | - | 716.00000 |
| M | WNO | 368.000 | 3.70 | Jkk | - | SSS | 84.00% | - | Mrmxqxsn | 3cIv | - | 150 | 3wAm+150 | - | 244.00000 |
| Wgdcdu | ENX | 92.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | TNG | 75.200 | 7.70 | Sz3 | - | SS- | 5.20% | - | Zdmkuwdg | 3hPk | - | 850 | 3wYk+732 | - | 94.70000 |
Tranche Comments
M: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144G/Uor S;
X: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144X/Lyf R;
L: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144G/Vhx B;
X: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144D/Czf V;
Y: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144W/Akw P;
Wgdcdu: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144X/Ovp J;
Deal Comments
Mty Fjgg Jzjutad 1.00
Risk Retention
SW/WA - Kab
Pricing Speed
20 QLX/0 QTX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JSZ | 229.000 | 2.10 | Xrr | - | CCC | 70.00% | - | Uuusapti | 3yPe | - | 170 | 3qMe+170 | - | 792.00000 |
| W | GGE | 47.500 | 5.20 | Xmm3 | - | RRR- | 19.00% | - | Rdhdxylg | 3xWf | - | 550 | 3fAj+550 | - | 385.00000 |
| G | DTR | 84.300 | 1.30 | W2 | - | D | 58.20% | - | Cubcrokl | 3gPx | - | 390 | 3qKx+390 | - | 749.00000 |
| Ipdodg | KGN | 30.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | FCJ | 56.300 | 4.20 | Vg3 | - | JJ- | 9.10% | - | Xajvkaqp | 3rGq | - | 865 | 3hSp+733 | - | 13.00000 |
| N | HUE | 27.800 | 5.00 | Yc2 | - | MM | 90.80% | - | Kjdkzxel | 3hGp | - | 295 | 3gGs+295 | - | 241.00000 |
Tranche Comments
Q: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144X/Hko O;
N: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144B/Roi X;
G: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144U/Hzw K;
W: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144C/Rap K;
E: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144Z/Odg H;
Ipdodg: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144X/Gdk A;
Deal Comments
Nkw Rooo Bcuikiy 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | DSS | 136.000 | 6.90 | Icc | - | EEE | 61.00% | - | Nkdfooup | 3yGv | - | 160 | 3kCa+160 | - | 921.00000 |
| Q | JBA | 61.200 | 3.40 | J2 | - | E | 58.20% | - | Ivzvrqxt | 3lWe | - | 400 | 3qZi+400 | - | 589.00000 |
| G1 | CFJ | 13.600 | 7.70 | Fl2 | - | PP | 92.40% | - | Pvzhjrku | 3fIg | - | 295 | 3bMz+295 | - | 807.00000 |
| H | QAK | 61.700 | 6.80 | Qzz3 | - | QQQ- | 62.60% | - | Arycvmdr | 3qEp | - | 575 | 3cCg+575 | - | 261.00000 |
| Lujmuk | JKX | 76.130 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E2 | WHO | 9.000 | 7.10 | Ev2 | - | XX | 27.10% | - | Bvwij | ORR | - | - | 6.70% | 6.700% | 329.00000 |
| B | KUR | 63.500 | 6.50 | Tg3 | - | CC- | 8.80% | - | Pffkbejq | 3vBt | - | 850 | 3vTu+653 | - | 38.00000 |
Tranche Comments
T: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144Y/Iqm Z;
G1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144O/Phz P;
E2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144J/Irg L;
Q: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144Z/Zjw B;
H: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144K/Hei C;
B: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144N/Bvg P;
Lujmuk: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144K/Ovu C;
Deal Comments
Lwm Jyzz Wjvzwkd 1.00
Risk Retention
AO/OXj Sfvhyffigj