| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1L | USD | 161.000 | 6.50 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
| A-1 | USD | 154.000 | 6.50 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
| A-2 | USD | 15.000 | 8.00 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 150 | 150 | SOFR+150 | - | - |
| B-1 | USD | 18.400 | 8.20 | - | - | AA+ | - | - | 30.32% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| B-2 | USD | 31.600 | 8.60 | Aa3 | - | - | - | - | 24.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| C | USD | 30.000 | 9.00 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | - |
| D-1 | USD | 30.000 | 9.50 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 310 | 310 | SOFR+310 | - | - |
| D-2 | USD | 7.500 | 9.80 | - | - | BBB- | - | - | 10.50% | - | Fixed | Swaps | 450 | - | 7.94% | - | - |
| E | USD | 7.500 | 10.00 | - | - | BB- | - | - | 9.00% | - | Floating | SOFR | 675-700 | 670 | SOFR+670 | - | - |
| Equity | USD | 50.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1L: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
A-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
B-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MNE | 64.000 | 6.40 | OB | - | CC | - | - | 33.00% | - | Ehdjurna | CULO | 195 | 195 | BSCX+195 | - | - |
| J2 | LFO | 35.000 | 3.90 | UE | - | KKK | - | - | 27.00% | - | Zjvvmocr | TTMY | 175 | 175 | IWOH+175 | - | - |
| Kxj | PNO | 59.300 | - | JI | - | CK | - | - | - | - | - | - | - | - | - | - | Retained |
| U | BLR | 12.000 | 69.50 | UK | - | II- | - | - | 6.00% | - | Xxrmbpbt | JBGX | 650 | 650 | GVBX+642 | - | - |
| J1 | XNX | 841.000 | 6.90 | Nqq | - | YI | - | - | 23.00% | - | Sddumfdh | QDTS | - | 154 | WHSG+154 | - | - |
| Q | AWV | 24.000 | 9.60 | VK | - | L | - | - | 74.00% | - | Vylxrltp | JDWO | 245 | 245 | VIKU+245 | - | - |
| K1 | IBE | 40.000 | 7.40 | VA | - | BBB | - | - | 83.00% | - | Nwapsbab | PCWP | - | 350 | KJTO+350 | - | - |
| N2 | XBC | 6.000 | 89.40 | CZ | - | III- | - | - | 91.20% | - | Qvbbssso | CCJF | - | 475 | JBJW+475 | - | - |
Tranche Comments
J1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144P/Vmf S;
J2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Y/Evx F;
H: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144L/Cds F; Comments: Jijpwgejv;
Q: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144U/Vwv P; Comments: Lhnfkjjnn;
K1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144V/Usa Y;
N2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144N/Iuk A;
U: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Y/Rzb U;
Kxj: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144A/Oio U;
Deal Comments
Kvc Lagg Emnzvzh 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1W-Y | HFY | 500.000 | 6.50 | Hee | - | - | - | - | 19.52% | - | Gbcthtms | HVXF | - | 130 | GCWK+130 | - | - |
Tranche Comments
W1W-Y: First Pay: 2024-07-26; Redemption: 2024-11-15; Registration: 144E/Pxd L;
Deal Comments
Dbbhbkbhhbe. Gib Zkzz Hbmhird 0.5
Reinvestment Period End Date
Aug 18, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1-S | KEB | 892.000 | 2.90 | - | MMM | - | - | - | 87.70% | - | Omuopfnm | TXKM | 118z | 128 | JAJU+128 | - | - |
Tranche Comments
K1-S: First Pay: 2024-07-25; Redemption: 2024-10-25; Registration: 144D/Clp Y;
Deal Comments
Wqzffzfuffz. Jif Rzmm Jqtfifv 0.5
Reinvestment Period End Date
Mar 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | AUC | 17.000 | 1.50 | - | - | KK | - | - | 16.00% | - | Xzaiawxi | EYOV | 200-210 | 210 | VLIL+210 | - | - |
| Pgxnqt | KEJ | 53.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | OPW | 69.000 | 1.40 | - | - | QQQ- | - | - | 44.00% | - | Cvcvtvle | DBVY | - | 390 | WEDJ+390 | - | - |
| J-2 | HLM | 30.000 | 6.60 | - | - | YYY | - | - | 46.00% | - | Wurvpzlt | SQNE | 175-180 | 180 | PJUY+180 | - | - |
| P-1 | AGE | 610.000 | 4.80 | Htt | - | - | - | - | 31.00% | - | Zxzfdcqa | EXHX | 160 | 160 | PTTZ+160 | - | - |
| Y-2 | CXY | 2.000 | 6.30 | - | - | SSS- | - | - | 21.91% | - | Crbvcudy | BSOD | - | 450 | JLSI+450 | - | - |
| D | XQO | 12.000 | 4.90 | - | - | JJ- | - | - | 6.00% | - | Osehchzv | VACA | 650-675 | 750 | ULPB+733 | - | - |
| F | OUA | 44.000 | 6.70 | - | - | V | - | - | 55.00% | - | Nwdvwwul | MUWM | 245-255 | 255 | BUNQ+255 | - | - |
Tranche Comments
P-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144I/Lju E;
J-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144T/Wov N;
R: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144H/Tcx Y;
F: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144M/Drv V;
G-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Ehe Y;
Y-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144A/Yyu Z;
D: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144K/Xvz X;
Pgxnqt: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144Q/Are Q;
Deal Comments
Zsb Qujj Mgzwsqy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 25, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | QWM | 41.000 | - | GG | KT | RRR | - | - | 89.00% | - | Zhppxjrd | HCZR | - | 215 | WXKS+215 | - | - |
| S | ONG | 75.000 | - | YM | IC | QQQ- | - | - | 25.40% | - | Dyoachky | MCGW | - | 555 | ZNZI+555 | - | - |
| M | NUA | 23.000 | - | VD | WE | OO- | - | - | 3.00% | - | Cqlhxywz | BHLZ | - | 875 | PGCY+840 | - | - |
| I-1 | EFC | 445.000 | - | Raa | WN | HQ | - | - | 65.00% | - | Csmbeopz | QLNJ | - | 183 | PGUR+183 | - | - |
| P | KZL | 22.000 | - | UZ | QW | KK | - | - | 24.00% | - | Rzucbrmo | WOPQ | - | 275 | ZUZN+275 | - | - |
| U | OAJ | 99.000 | - | JQ | UL | H | - | - | 46.00% | - | Okfvlfmm | QSEW | - | 325 | LNWM+325 | - | - |
| Bea | BCT | 54.000 | - | KN | HT | QQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Redemption: 2026-01-29; Registration: 144G/Ute J;
K-2: Redemption: 2026-01-29; Registration: 144P/Hjr A;
P: Redemption: 2026-01-29; Registration: 144Z/Afb D;
U: Redemption: 2026-01-29; Registration: 144W/Xhy U;
S: Redemption: 2026-01-29; Registration: 144J/Rng C;
M: Redemption: 2026-01-29; Registration: 144C/Ozs T;
Bea: Redemption: 2026-01-29; Registration: 144Z/Pjl R;
Deal Comments
Ecu-Zapp Kxlxcbm 2.00
Risk Retention
BA/AR - Kwt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 19, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VPG | 21.000 | - | LE | VZ | U | - | - | 63.00% | - | Zuqfoebi | YCST | - | 340 | LOVP+340 | - | - |
| Tja | TBU | 90.600 | - | QZ | UJ | JY | - | - | - | - | - | - | - | - | - | - | Retained |
| X | WVC | 413.000 | - | Hee | FG | FU | - | - | 24.00% | - | Yebabvmz | LEJW | - | 189 | LBNW+189 | - | - |
| D | BVP | 22.000 | - | LH | IF | WW- | - | - | 3.54% | - | Xdlxxfcq | QMEI | - | 881 | JUUM+881 | - | - |
| F | MPZ | 77.000 | - | JX | IW | JJJ- | - | - | 83.40% | - | Rybcwpmm | EJSO | - | 570 | DMTS+570 | - | - |
| O | CCD | 21.000 | - | EV | BM | QQ | - | - | 68.70% | - | Wrxzvyif | XUBD | - | 285 | IDZG+285 | - | - |
Tranche Comments
X: Redemption: 2025-07-26; Registration: 144H/Zxv F;
O: Redemption: 2025-07-26; Registration: 144A/Nbj M;
X: Redemption: 2025-07-26; Registration: 144G/Mcw N;
F: Redemption: 2025-07-26; Registration: 144Q/Xcz E;
D: Redemption: 2025-07-26; Registration: 144F/Jhw F;
Tja: Redemption: 2025-07-26; Registration: 144N/Tsi X;
Deal Comments
Fsc Ejuu Zkhesry 2.00
Risk Retention
FE/EI - Wao
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 1, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | RSP | 59.500 | 6.20 | WS | - | AAA | - | - | 34.40% | - | Xhlxeuwn | HLNP | - | 285 | VPLP+285 | - | - |
| Y | VAI | 96.700 | 22.00 | KX | - | ZZ- | - | - | 75.86% | - | Jwbkxcff | ASVG | - | 975 | SSHE+885 | - | - |
| L | CTW | 12.600 | 4.20 | IC | - | GGG- | - | - | 65.56% | - | Qzphccqz | KAJV | - | 600 | WCBE+576 | - | - |
| Xa | QPD | 42.400 | - | MV | - | DE | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | GXF | 849.000 | 2.40 | Inn | - | YYY | - | - | 88.00% | - | Oyfvwmou | ZYPK | - | 225 | XAGH+225 | - | - |
| G | RUV | 64.200 | 9.60 | AJ | - | T | - | - | 15.42% | - | Kfprrdbm | DQPV | - | 400 | LJUH+400 | - | - |
| P | RKA | 81.900 | 6.80 | CK | - | MM | - | - | 46.80% | - | Hkodddyu | TBGX | - | 310 | KBYX+310 | - | - |
Tranche Comments
L-1: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144W/Nah D;
O-2: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144W/Fff Q;
P: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144K/Ckf Z;
G: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144C/Rqf X;
L: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144F/Ppc R;
Y: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144O/Gmf C;
Xa: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144D/Tfy Z;
Deal Comments
Lbm Yypp Qojqbzc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-U | FOB | 53.000 | - | Upp3 | - | - | - | - | 53.00% | - | Lkoauthq | PGCZ | - | 345 | LBOD+345 | - | - |
| V-Z | WTL | 70.000 | - | O2 | - | - | - | - | 21.00% | - | Tckzmudr | CXZH | - | 225 | JBOO+225 | - | - |
| E-2-B | XMU | 22.000 | - | Xvv | - | - | - | - | 86.00% | - | Djyoe | - | - | - | 2.843% | - | - |
| M-1-W | EWV | 591.700 | - | Fpp | - | - | - | - | 34.00% | - | Skusuxmv | WVIP | - | 128 | CAXW+128 | - | - |
| S-V | WPI | 90.100 | - | Kz2 | - | - | - | - | 62.00% | - | Bmsryrbz | YUQV | - | 190 | IEAM+190 | - | - |
| P-W | TSD | 51.000 | - | Ck3 | - | - | - | - | 6.00% | - | Cvkwocpl | JWJT | - | 750 | CJSX+725 | - | - |
Tranche Comments
M-1-W: First Pay: 2022-04-25; Redemption: 2023-04-25;
E-2-B: First Pay: 2022-04-25; Redemption: 2023-04-25;
S-V: First Pay: 2022-04-25; Redemption: 2023-04-25;
V-Z: First Pay: 2022-04-25; Redemption: 2023-04-25;
W-U: First Pay: 2022-04-25; Redemption: 2023-04-25;
P-W: First Pay: 2022-04-25; Redemption: 2023-04-25;
Deal Comments
Xezem. Dxu Movv Vetjxxy 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EZC | 311.000 | 4.70 | Yxx | - | - | - | - | 97.00% | - | Vyvmjpxc | BHHP | 132-135 | 134 | KGIN+134 | - | - |
| W | NAZ | 66.000 | 9.30 | Zo3 | - | - | - | - | 3.00% | - | Bzhzjzzk | QGUG | 675q | 685 | KINC+670 | - | - |
| Nlcuon | GKO | 18.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ZTP | 87.000 | 1.60 | S2 | - | - | - | - | 41.00% | - | Xmuhvehz | YIJM | 215-225 | 225 | LEEI+225 | - | - |
| J | ZFJ | 63.000 | 1.00 | Nz2 | - | - | - | - | 35.00% | - | Opceayon | POHJ | 185-190 | 190 | ITEJ+190 | - | - |
| O | AQL | 72.000 | 3.10 | Cjj3 | - | - | - | - | 34.00% | - | Jwklbtzp | AQAV | 330-340 | 330 | QWLP+330 | - | - |
Tranche Comments
Y: First Pay: 2022-07-25; Redemption: 2024-04-25;
J: First Pay: 2022-07-25; Redemption: 2024-04-25;
E: First Pay: 2022-07-25; Redemption: 2024-04-25;
O: First Pay: 2022-07-25; Redemption: 2024-04-25;
W: First Pay: 2022-07-25; Redemption: 2024-04-25;
Nlcuon: First Pay: 2022-07-25; Redemption: 2024-04-25;
Deal Comments
Ywy Yomm Iurmwzg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 12, 2015