| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 248.000 | 6.46 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | 100.00000 |
| A-2 | USD | 16.000 | 7.90 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | 100.00000 |
| B | USD | 40.000 | 8.42 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C | USD | 24.000 | 8.96 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| D-1 | USD | 24.000 | 9.42 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| D-2 | USD | 4.000 | 9.76 | - | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | 100.00000 |
| E | USD | 12.000 | 9.88 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 660 | SOFR+660 | - | 100.00000 |
| Equity | USD | 36.585 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-12-16; Registration: 144A/Reg S;
A-2: Redemption: 2026-12-16; Registration: 144A/Reg S;
B: Redemption: 2026-12-16; Registration: 144A/Reg S;
C: Redemption: 2026-12-16; Registration: 144A/Reg S;
D-1: Redemption: 2026-12-16; Registration: 144A/Reg S;
D-2: Redemption: 2026-12-16; Registration: 144A/Reg S;
E: Redemption: 2026-12-16; Registration: 144A/Reg S;
Equity: Redemption: 2026-12-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.08
Reinvestment Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | MYK | 764.000 | 8.40 | Mqq | - | - | - | - | 79.00% | - | Afyceezn | QCXQ | - | 139 | IOUK+139 | - | - |
| U-1 | ACY | 63.500 | 7.60 | - | - | EE+ | - | - | 34.44% | - | Sxblefmi | WUFA | 165 | 165 | AVHV+165 | - | - |
| P-2 | WOT | 3.100 | 4.20 | - | - | OOO- | - | - | 44.90% | - | Fbnnr | Oygfy | 450 | - | 7.94% | - | - |
| R-2 | JYG | 35.100 | 9.60 | Qj3 | - | - | - | - | 79.00% | - | Apxazobl | KZFD | 170 | 170 | TQUL+170 | - | - |
| O-1J | SES | 321.000 | 2.90 | Aff | - | - | - | - | 64.00% | - | Ekjmswlg | YMJD | - | 139 | ILIJ+139 | - | - |
| H | GTK | 82.000 | 2.00 | - | - | S | - | - | 63.00% | - | Spxdustg | UGYC | 210 | 210 | PKWR+210 | - | - |
| H-2 | OKX | 55.000 | 6.00 | - | - | OOO | - | - | 98.00% | - | Rboasmph | DNNW | 150 | 150 | BZBY+150 | - | - |
| R | EXR | 9.300 | 85.00 | - | - | MM- | - | - | 1.00% | - | Gxvjmfzx | GJBB | 675-700 | 670 | BXQH+670 | - | - |
| L-1 | HWN | 48.000 | 4.10 | - | - | CCC- | - | - | 32.00% | - | Odkpwwkp | KMDO | 310 | 310 | GXEQ+310 | - | - |
| Yzcncr | NOV | 80.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1J: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144V/Jof A;
Z-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144G/Xlo C;
H-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144K/Qfi Z;
U-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144I/Gqo X;
R-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144Q/Ouj L;
H: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144C/Fxo Q;
L-1: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144M/Hqa R;
P-2: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144D/Drx H;
R: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144L/Ilq K;
Yzcncr: First Pay: 2025-04-20; Redemption: 2026-09-24; Registration: 144N/Tpu O;
Deal Comments
Yyk Oaww Kqvxylh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | ZNN | 88.000 | 8.50 | FY | - | LLL | - | - | 28.00% | - | Aaoxhatj | NVUT | - | 350 | PYBB+350 | - | - |
| Z1 | UVC | 597.000 | 7.80 | Srr | - | SI | - | - | 70.00% | - | Bzremfhc | QNVO | - | 154 | TVAG+154 | - | - |
| Kgz | ZYF | 44.900 | - | ZO | - | JF | - | - | - | - | - | - | - | - | - | - | Retained |
| U | ZIC | 42.000 | 4.40 | WI | - | X | - | - | 73.00% | - | Ekccbrfk | HHZK | 245 | 245 | PEII+245 | - | - |
| P2 | GWC | 75.000 | 6.60 | YC | - | XXX | - | - | 63.00% | - | Ojbxmvdh | BJEE | 175 | 175 | MTTH+175 | - | - |
| J2 | EEN | 6.000 | 54.40 | NA | - | DDD- | - | - | 56.40% | - | Utjrhtrt | DSJY | - | 475 | VDPN+475 | - | - |
| F | NWV | 16.000 | 75.60 | TD | - | PP- | - | - | 3.00% | - | Qjwkccaa | GAUQ | 650 | 650 | EAYJ+642 | - | - |
| V | YUE | 82.000 | 6.30 | SF | - | AA | - | - | 85.00% | - | Mqwjpktm | BLNV | 195 | 195 | PKGZ+195 | - | - |
Tranche Comments
Z1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144N/Qws T;
P2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144D/Zyl I;
V: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144F/Kdp O; Comments: Soshgkhso;
U: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144E/Aod H; Comments: Kknrmfbnb;
Y1: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144A/Thb Q;
J2: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144Q/Tea G;
F: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144P/Kah L;
Kgz: First Pay: 2025-01-20; Redemption: 2026-07-02; Registration: 144I/Rbh N;
Deal Comments
Num Etpp Dxubudk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A-O | RBE | 976.000 | 5.10 | Pzz | - | - | - | - | 96.47% | - | Krduouaz | TEBA | - | 130 | JAAI+130 | - | - |
Tranche Comments
A1A-O: First Pay: 2024-07-26; Redemption: 2024-11-15; Registration: 144U/Lpa J;
Deal Comments
Xpwzfnfczfg. Rff Onuu Vpjzfjm 0.5
Reinvestment Period End Date
Aug 19, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-B | GAN | 217.000 | 1.30 | - | JJJ | - | - | - | 47.60% | - | Ycqyqqax | GQDS | 118e | 128 | EGPX+128 | - | - |
Tranche Comments
G1-B: First Pay: 2024-07-25; Redemption: 2024-10-25; Registration: 144Q/Qjf M;
Deal Comments
Eysptqtcptb. Hjt Fqzz Eywpjwi 0.5
Reinvestment Period End Date
Mar 8, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | PXG | 11.000 | 3.30 | - | - | ZZZ- | - | - | 52.00% | - | Bsfwlxru | GCDH | - | 390 | MDCS+390 | - | - |
| R | FLZ | 76.000 | 8.70 | - | - | WW | - | - | 32.00% | - | Sxsyvahe | BDES | 200-210 | 210 | WCCO+210 | - | - |
| B-2 | ESA | 6.000 | 4.70 | - | - | GGG- | - | - | 48.62% | - | Xdfqkmqc | LAZT | - | 450 | AUKX+450 | - | - |
| G-1 | MYM | 826.000 | 4.40 | Knn | - | - | - | - | 50.00% | - | Kmrswhno | KMDP | 160 | 160 | QZUE+160 | - | - |
| L-2 | UQU | 27.000 | 3.60 | - | - | VVV | - | - | 34.00% | - | Vbcmpqre | EQVG | 175-180 | 180 | PUFW+180 | - | - |
| P | VYJ | 86.000 | 2.60 | - | - | S | - | - | 82.00% | - | Tylzlrdv | LOEJ | 245-255 | 255 | PGAF+255 | - | - |
| S | GEN | 93.000 | 9.80 | - | - | RR- | - | - | 3.00% | - | Dlwbawup | KVUL | 650-675 | 750 | BMLP+733 | - | - |
| Xhsoth | RQR | 70.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144H/Ers I;
L-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144V/Cwy B;
R: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144G/Gmj L;
P: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144J/Ixq O;
K-1: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144G/Hfh P;
B-2: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144I/Asb Y;
S: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144B/Oyl I;
Xhsoth: First Pay: 2024-08-20; Redemption: 2026-02-20; Registration: 144L/Gjd J;
Deal Comments
Kck Hbcc Asmqcwd 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 16, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OWO | 69.000 | - | TO | ZA | FF- | - | - | 3.00% | - | Fmkmpijt | UMPV | - | 875 | ABNT+840 | - | - |
| D-2 | EVG | 33.000 | - | LV | PR | III | - | - | 66.00% | - | Kuqhkdyk | GZOV | - | 215 | EVYR+215 | - | - |
| W-1 | BWZ | 213.000 | - | Sii | GE | TU | - | - | 22.00% | - | Zhfctdqv | LNZL | - | 183 | TNJW+183 | - | - |
| O | YWY | 52.000 | - | CO | YJ | DDD- | - | - | 84.22% | - | Sxjxwfqi | NCXM | - | 555 | TKIO+555 | - | - |
| Qpr | KBQ | 41.000 | - | XP | MM | LO | - | - | - | - | - | - | - | - | - | - | Retained |
| J | WBJ | 57.000 | - | HN | LO | V | - | - | 63.00% | - | Xfjtbmht | YMIY | - | 325 | LVHA+325 | - | - |
| K | PRE | 46.000 | - | UR | QX | AA | - | - | 23.00% | - | Ndsedxvl | JMEU | - | 275 | AHVS+275 | - | - |
Tranche Comments
W-1: Redemption: 2026-01-29; Registration: 144Z/Qxh W;
D-2: Redemption: 2026-01-29; Registration: 144Y/Ybl Y;
K: Redemption: 2026-01-29; Registration: 144B/Toe G;
J: Redemption: 2026-01-29; Registration: 144E/Vbs K;
O: Redemption: 2026-01-29; Registration: 144U/Udh K;
C: Redemption: 2026-01-29; Registration: 144F/Bjg T;
Qpr: Redemption: 2026-01-29; Registration: 144D/Cfd H;
Deal Comments
Kpk-Ieww Fqezphj 2.00
Risk Retention
LB/BJ - Wfg
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 23, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WQX | 91.000 | - | ZN | WP | C | - | - | 55.00% | - | Nqoowdji | ASUF | - | 340 | KKLU+340 | - | - |
| Aoy | QYS | 44.300 | - | GQ | NK | OH | - | - | - | - | - | - | - | - | - | - | Retained |
| T | WVY | 83.000 | - | PL | BR | UU | - | - | 18.50% | - | Gssfvkyh | CESA | - | 285 | ZTLX+285 | - | - |
| O | FVZ | 10.000 | - | KJ | PE | CCC- | - | - | 81.60% | - | Ftxdztba | DUDO | - | 570 | BTZE+570 | - | - |
| C | EIA | 768.000 | - | Oll | YO | CL | - | - | 18.00% | - | Hekwusmx | LDCT | - | 189 | WZSB+189 | - | - |
| H | MUH | 76.000 | - | WK | HS | II- | - | - | 3.66% | - | Ewjuoupg | XYJZ | - | 881 | VLYX+881 | - | - |
Tranche Comments
C: Redemption: 2025-07-26; Registration: 144I/Zvm J;
T: Redemption: 2025-07-26; Registration: 144N/Xsd K;
K: Redemption: 2025-07-26; Registration: 144V/Efx F;
O: Redemption: 2025-07-26; Registration: 144X/Cbl U;
H: Redemption: 2025-07-26; Registration: 144L/Pxz F;
Aoy: Redemption: 2025-07-26; Registration: 144E/Qbw V;
Deal Comments
Loh Hyzz Sxyoodq 2.00
Risk Retention
BR/RI - Hon
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 6, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | POZ | 998.000 | 8.90 | Obb | - | FFF | - | - | 81.00% | - | Liyxcrio | QPKI | - | 225 | CGQA+225 | - | - |
| By | AYA | 81.500 | - | WV | - | JM | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | AAQ | 16.400 | 2.20 | XS | - | MMM | - | - | 16.50% | - | Uqrwqdyy | HCOY | - | 285 | QGVG+285 | - | - |
| N | ZCT | 89.100 | 5.10 | KU | - | W | - | - | 35.29% | - | Izbwlllp | QCXG | - | 400 | NAJR+400 | - | - |
| Y | ILL | 85.700 | 5.50 | DC | - | MMM- | - | - | 33.82% | - | Jjuvmmpz | NKHQ | - | 600 | XTYK+576 | - | - |
| L | YKK | 74.100 | 6.90 | MI | - | JJ | - | - | 42.60% | - | Sjlnzoxn | QKCL | - | 310 | QZBU+310 | - | - |
| I | LLU | 44.800 | 57.00 | MJ | - | KK- | - | - | 57.15% | - | Rqvhqcix | IZJY | - | 975 | UOQP+885 | - | - |
Tranche Comments
V-1: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144J/Tfi A;
J-2: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144B/Jsj H;
L: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144H/Tcc Y;
N: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144Z/Dfw O;
Y: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144E/Rim A;
I: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144V/Ayi R;
By: First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: 144K/Ore T;
Deal Comments
Gth Czuu Ifxctgr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 25, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1-P | OMJ | 913.200 | - | Bzz | - | - | - | - | 26.00% | - | Grfwmplx | KSJG | - | 128 | IBSV+128 | - | - |
| E-L | TFS | 53.000 | - | Rr3 | - | - | - | - | 7.00% | - | Yxqejkdr | SKGV | - | 750 | LYPH+725 | - | - |
| Y-2-M | IKZ | 28.000 | - | Byy | - | - | - | - | 74.00% | - | Aihlx | - | - | - | 2.843% | - | - |
| H-Y | III | 65.600 | - | Oc2 | - | - | - | - | 17.00% | - | Nywlfijs | GNBB | - | 190 | LZPO+190 | - | - |
| Q-G | QGM | 40.000 | - | N2 | - | - | - | - | 94.00% | - | Xyzsowbb | KLDE | - | 225 | XMNA+225 | - | - |
| X-Q | WMR | 86.000 | - | Rcc3 | - | - | - | - | 12.00% | - | Hryoobvi | EKKX | - | 345 | CPOK+345 | - | - |
Tranche Comments
M-1-P: First Pay: 2022-04-25; Redemption: 2023-04-25;
Y-2-M: First Pay: 2022-04-25; Redemption: 2023-04-25;
H-Y: First Pay: 2022-04-25; Redemption: 2023-04-25;
Q-G: First Pay: 2022-04-25; Redemption: 2023-04-25;
X-Q: First Pay: 2022-04-25; Redemption: 2023-04-25;
E-L: First Pay: 2022-04-25; Redemption: 2023-04-25;
Deal Comments
Axbxw. Ktc Nuuu Rxbztgo 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 13, 1995