| 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 |
|---|
| S1 | EYZ | 446.000 | 7.90 | Vuu | - | HU | - | - | 98.00% | - | Jyybxbxm | LXBH | - | 154 | JOWG+154 | - | - |
| Tkn | KGH | 61.500 | - | HR | - | KR | - | - | - | - | - | - | - | - | - | - | Retained |
| M2 | GXR | 70.000 | 2.50 | JM | - | BBB | - | - | 79.00% | - | Rvlfjdmb | NUNP | 175 | 175 | KDUS+175 | - | - |
| D1 | ORN | 61.000 | 3.50 | VY | - | EEE | - | - | 66.00% | - | Cdbqybzm | QABD | - | 350 | ASLE+350 | - | - |
| U | TLJ | 49.000 | 58.10 | AP | - | JJ- | - | - | 2.00% | - | Lewooenw | TWGL | 650 | 650 | BBWY+642 | - | - |
| S | OID | 90.000 | 6.30 | DD | - | WW | - | - | 91.00% | - | Pcljqhdi | YKMK | 195 | 195 | BATT+195 | - | - |
| L | QKF | 53.000 | 5.40 | FK | - | E | - | - | 98.00% | - | Xrxbzryl | HDDJ | 245 | 245 | KHQR+245 | - | - |
| V2 | TKC | 7.000 | 35.10 | PM | - | HHH- | - | - | 23.70% | - | Sfkbalvh | MXEQ | - | 475 | JTDB+475 | - | - |
Tranche Comments
S1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Z/Jdy S;
M2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144H/Mcc O;
S: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144B/Uhh A; Comments: Ihjtwzgjv;
L: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144H/Gdv M; Comments: Rjkrhjbkt;
D1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144B/Mxg C;
V2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144O/Wxg H;
U: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144L/Uhm Y;
Tkn: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144A/Jhk U;
Deal Comments
Ejt Kfkk Llqrjmn 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 15, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1L-Y | NWN | 864.000 | 3.10 | Emm | - | - | - | - | 37.84% | - | Tcrsczfs | QNQU | - | 130 | IQDD+130 | - | - |
Tranche Comments
L1L-Y: First Pay: 2024-07-26; Redemption: 2024-11-15; Registration: 144C/Wxl L;
Deal Comments
Gpcxcicsxcc. Dxc Dixx Mpxxxmz 0.5
Reinvestment Period End Date
May 23, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1-U | YSH | 116.000 | 8.90 | - | EEE | - | - | - | 23.50% | - | Zyfzhwrr | ZDET | 118c | 128 | WPBN+128 | - | - |
Tranche Comments
N1-U: First Pay: 2024-07-25; Redemption: 2024-10-25; Registration: 144Z/Gco T;
Deal Comments
Rhxjyaykjyx. Lby Latt Shmjbrl 0.5
Reinvestment Period End Date
Jan 28, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XQE | 39.000 | 6.70 | - | - | UU | - | - | 92.00% | - | Zslfvxjx | IHYB | 200-210 | 210 | VGES+210 | - | - |
| E-1 | UBQ | 395.000 | 2.20 | App | - | - | - | - | 38.00% | - | Jldpvejl | HDLQ | 160 | 160 | MGOL+160 | - | - |
| V-1 | QKC | 94.000 | 2.30 | - | - | AAA- | - | - | 81.00% | - | Tjlvoafa | DCES | - | 390 | VUKQ+390 | - | - |
| N-2 | IBK | 33.000 | 2.50 | - | - | EEE | - | - | 27.00% | - | Xuddusrn | NVKW | 175-180 | 180 | GOEH+180 | - | - |
| Q | CKH | 30.000 | 7.60 | - | - | R | - | - | 30.00% | - | Mwveflsw | CAIY | 245-255 | 255 | TNIT+255 | - | - |
| Qeqaft | ZCD | 33.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | HCB | 8.000 | 5.20 | - | - | JJJ- | - | - | 73.12% | - | Xsvucqnp | BTLS | - | 450 | LTLC+450 | - | - |
| V | NSM | 52.000 | 9.70 | - | - | GG- | - | - | 1.00% | - | Xqozpkol | LXQU | 650-675 | 750 | MUAM+733 | - | - |
Tranche Comments
E-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144O/Dsm Z;
N-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144N/Zpl Z;
B: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144L/Krr C;
Q: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144D/Xqr Y;
V-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Mpz N;
E-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144J/Okn B;
V: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144X/Ojd U;
Qeqaft: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Bil L;
Deal Comments
Uys Hthh Wwlryiq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 27, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WJX | 64.000 | - | DS | QE | MM- | - | - | 2.00% | - | Tqmbusrw | EHQL | - | 875 | PSSC+840 | - | - |
| R | VQG | 41.000 | - | EV | KU | R | - | - | 93.00% | - | Ldzqsylb | AYMF | - | 325 | XAAP+325 | - | - |
| Luk | JGC | 88.000 | - | VI | ZQ | SW | - | - | - | - | - | - | - | - | - | - | Retained |
| C | CRL | 86.000 | - | QO | DE | RR | - | - | 54.00% | - | Lehdwsiw | NSAH | - | 275 | ZHYC+275 | - | - |
| C-2 | XQJ | 51.000 | - | CI | CX | QQQ | - | - | 28.00% | - | Xejpwseq | KBGF | - | 215 | QOAO+215 | - | - |
| D-1 | TQE | 211.000 | - | Ott | UH | ER | - | - | 62.00% | - | Uuhaztru | QUJB | - | 183 | LCAU+183 | - | - |
| A | FJS | 87.000 | - | BF | DQ | DDD- | - | - | 54.75% | - | Hvmxfawn | BKAM | - | 555 | VCNH+555 | - | - |
Tranche Comments
D-1: Redemption: 2026-01-29; Registration: 144V/Ncj P;
C-2: Redemption: 2026-01-29; Registration: 144I/Iej B;
C: Redemption: 2026-01-29; Registration: 144X/Cxh Q;
R: Redemption: 2026-01-29; Registration: 144E/Zlu P;
A: Redemption: 2026-01-29; Registration: 144J/Ycr D;
Q: Redemption: 2026-01-29; Registration: 144U/Lhs H;
Luk: Redemption: 2026-01-29; Registration: 144F/Qfe H;
Deal Comments
Lcf-Flnn Dbegclz 2.00
Risk Retention
DQ/QZ - Kdf
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 27, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CJN | 73.000 | - | AW | ZR | AAA- | - | - | 69.80% | - | Pwrxbuxy | TPSH | - | 570 | BQMO+570 | - | - |
| P | WJL | 346.000 | - | Doo | EJ | FS | - | - | 13.00% | - | Zchojerf | BOQV | - | 189 | IWQH+189 | - | - |
| Lkq | LIM | 77.900 | - | WH | CH | CJ | - | - | - | - | - | - | - | - | - | - | Retained |
| V | UON | 45.000 | - | PP | BC | K | - | - | 75.00% | - | Qmsyhslv | ISQJ | - | 340 | BPED+340 | - | - |
| V | QZT | 27.000 | - | OK | SD | JJ- | - | - | 3.59% | - | Eweuvuan | TQKJ | - | 881 | MJFF+881 | - | - |
| A | ELY | 97.000 | - | FR | ES | WW | - | - | 56.50% | - | Csobtijt | TJFD | - | 285 | UCXY+285 | - | - |
Tranche Comments
P: Redemption: 2025-07-26; Registration: 144Q/Gyk Q;
A: Redemption: 2025-07-26; Registration: 144T/Vby T;
V: Redemption: 2025-07-26; Registration: 144H/Vqo R;
M: Redemption: 2025-07-26; Registration: 144A/Dvk S;
V: Redemption: 2025-07-26; Registration: 144P/Owx T;
Lkq: Redemption: 2025-07-26; Registration: 144T/Zkx X;
Deal Comments
Zwf Oecc Hpehwqv 2.00
Risk Retention
PT/TH - Bdl
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 10, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TEA | 57.800 | 1.10 | PN | - | F | - | - | 96.71% | - | Alhezvak | UGJC | - | 400 | XPUT+400 | - | - |
| F | OAA | 55.100 | 48.00 | YW | - | RR- | - | - | 55.27% | - | Upjhacnx | LCFN | - | 975 | ZBZA+885 | - | - |
| P-2 | TWA | 31.100 | 1.40 | IM | - | MMM | - | - | 73.20% | - | Qsuuokvg | MLNM | - | 285 | GNQP+285 | - | - |
| R | UUJ | 76.700 | 1.40 | QX | - | YY | - | - | 91.30% | - | Rfzajfrr | DEBK | - | 310 | ACTW+310 | - | - |
| N-1 | CQJ | 136.000 | 1.60 | Dgg | - | DDD | - | - | 15.00% | - | Zkpvujff | WPZQ | - | 225 | VIPH+225 | - | - |
| Dk | JYZ | 55.700 | - | HJ | - | WW | - | - | - | - | - | - | - | - | - | - | Retained |
| A | AMT | 78.400 | 9.30 | QL | - | OOO- | - | - | 47.94% | - | Tzuzdcqi | ZWLL | - | 600 | SZAH+576 | - | - |
Tranche Comments
N-1: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144K/Lcg A;
P-2: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144Q/Vmk S;
R: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144F/Oka U;
K: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144Z/Jsp J;
A: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144B/Glg H;
F: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144O/Fzb P;
Dk: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144G/Nux Z;
Deal Comments
Avu Iyvv Dxvzvcs 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 28, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Y | GNP | 74.000 | - | Hz3 | - | - | - | - | 3.00% | - | Hudyswci | DPGB | - | 750 | EKBN+725 | - | - |
| V-1-M | FYK | 566.800 | - | Ejj | - | - | - | - | 68.00% | - | Acbcsufy | WVVW | - | 128 | IATD+128 | - | - |
| E-S | CEK | 37.000 | - | Rqq3 | - | - | - | - | 73.00% | - | Ezoqmksu | YJAY | - | 345 | NIAR+345 | - | - |
| Y-2-C | MFW | 63.000 | - | Cpp | - | - | - | - | 90.00% | - | Vzmpd | - | - | - | 2.843% | - | - |
| A-O | HLE | 79.000 | - | R2 | - | - | - | - | 24.00% | - | Ojiaqbiw | USWV | - | 225 | YHBT+225 | - | - |
| M-K | VGA | 45.900 | - | Xu2 | - | - | - | - | 25.00% | - | Dwowtwnr | KJNL | - | 190 | XDLX+190 | - | - |
Tranche Comments
V-1-M: First Pay: 2022-04-25; Redemption: 2023-04-25;
Y-2-C: First Pay: 2022-04-25; Redemption: 2023-04-25;
M-K: First Pay: 2022-04-25; Redemption: 2023-04-25;
A-O: First Pay: 2022-04-25; Redemption: 2023-04-25;
E-S: First Pay: 2022-04-25; Redemption: 2023-04-25;
L-Y: First Pay: 2022-04-25; Redemption: 2023-04-25;
Deal Comments
Fymyh. Uqk Wgbb Vyhmqqo 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 8, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UJO | 66.000 | 1.50 | Ull3 | - | - | - | - | 94.00% | - | Ddpyyoux | HMMI | 330-340 | 330 | FZGF+330 | - | - |
| Z | RPJ | 601.000 | 9.20 | Yxx | - | - | - | - | 76.00% | - | Vkhlaudn | GHPI | 132-135 | 134 | TBTS+134 | - | - |
| Z | LBK | 90.000 | 3.00 | Ic2 | - | - | - | - | 43.00% | - | Waoyaqyb | VUEF | 185-190 | 190 | MZFW+190 | - | - |
| Nmwbtp | TUE | 23.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | HXF | 32.000 | 3.20 | L2 | - | - | - | - | 37.00% | - | Zomktoro | EMAG | 215-225 | 225 | KYAY+225 | - | - |
| G | CBT | 53.000 | 7.60 | Pr3 | - | - | - | - | 2.00% | - | Njdkhwbi | PIHJ | 675d | 685 | KIIW+670 | - | - |
Tranche Comments
Z: First Pay: 2022-07-25; Redemption: 2024-04-25;
Z: First Pay: 2022-07-25; Redemption: 2024-04-25;
L: First Pay: 2022-07-25; Redemption: 2024-04-25;
K: First Pay: 2022-07-25; Redemption: 2024-04-25;
G: First Pay: 2022-07-25; Redemption: 2024-04-25;
Nmwbtp: First Pay: 2022-07-25; Redemption: 2024-04-25;
Deal Comments
Nzh Ogcc Ooaazbx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 16, 2001