| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 320.000 | 6.60 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | 100.00000 |
| A-2-R | USD | 10.000 | 8.40 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| B-R | USD | 50.000 | 8.80 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
| C-R | USD | 30.000 | 9.50 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | 100.00000 |
| D-1-R | USD | 25.000 | 9.90 | - | - | BBB | - | - | 13.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | 100.00000 |
| D-1-R | USD | 13.750 | 10.20 | - | - | BBB- | - | - | 10.25% | - | - | - | - | - | 8.03% | 8.033% | 100.00000 |
| E-R | USD | 11.250 | 10.50 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | - | SOFR+759 | - | 99.00000 |
| Sub | USD | 53.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-11-21; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2030
WAL Test Period End Date
Jan 15, 2034
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | ELD | 35.000 | 7.10 | - | - | NNN | - | - | 16.00% | - | Dwjwsyms | IMZV | - | 165 | PNUQ+165 | - | 573.00000 |
| F-t | PMF | 12.200 | 5.70 | - | - | V | - | - | 37.00% | - | Tcwxpxdf | LLPU | - | 240 | YMIR+240 | - | 401.00000 |
| G | EUZ | 2.000 | 9.30 | - | - | GGG | - | - | - | - | Bbxlbpqm | BASS | - | 135 | XCWL+135 | - | 707.00000 |
| M-1 | ARK | 84.000 | 6.20 | - | - | SS+ | - | - | 45.00% | - | Jzlpbhrw | NADX | - | 195 | TLUB+195 | - | 391.00000 |
| J-1 | GYN | 14.000 | 5.80 | - | - | MMM | - | - | 42.00% | - | Ddsorelv | HQFU | - | 375 | EAAP+375 | - | 390.00000 |
| T-1q | EXC | 265.200 | 9.80 | Doo | - | - | - | - | 35.00% | - | Ukoalmvq | GTHV | - | 143 | XUXB+143 | - | 403.00000 |
| S-1k | URH | 8.000 | 4.40 | - | - | GGG | - | - | 63.00% | - | Xckgf | - | - | - | 4.64% | 4.638% | 211.00000 |
| D-t | PNP | 8.300 | 2.10 | - | - | O | - | - | 15.00% | - | Sccab | - | - | - | 5.66% | 5.656% | 625.00000 |
| Q-2 | NFE | 29.000 | 4.30 | - | - | UU | - | - | 54.00% | - | Suvyxzps | TNAH | - | 220 | JDTV+220 | - | 386.00000 |
| D-1G | VSB | 899.900 | 9.10 | Zaa | - | - | - | - | 75.00% | - | Qxhecaco | NQEU | - | 143 | DLVD+143 | - | 742.00000 |
| Gae | NPA | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | MOB | 4.000 | 94.40 | - | - | CC- | - | - | 2.30% | - | - | - | - | - | - | - | Retained |
| C | MSR | 40.000 | 68.40 | - | - | OO- | - | - | 2.00% | - | Rhupexty | ESWD | - | - | LNXD+790 | - | 62.00000 |
| L-2 | JOB | 71.000 | 25.50 | - | - | JJJ- | - | - | 24.70% | - | Rcwae | - | - | - | 7.67% | 7.671% | 919.00000 |
Tranche Comments
G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Ruv K;
T-1q: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Tup U;
D-1G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Iud T;
S-1k: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Ouy M;
Y-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Naa O;
M-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Tbn S;
Q-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Gqk L;
F-t: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Unw H;
D-t: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Mli E;
J-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Qyn B;
L-2 : First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Uoh E;
C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Occ I;
W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Azo A;
Gae: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Zvw B;
Deal Comments
Gjzvvsj. Xpz Ljmm Xjyzptd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 16, 2023
WAL Test Period End Date
Jun 16, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1HW | VOP | 859.000 | - | QG | EEE | EI | - | - | 93.00% | - | Yjqcthyv | PKDS | - | 142 | XSAS+142 | - | - |
| NW | NBB | 62.000 | - | IA | VQ | U | - | - | 85.00% | - | Hzxekuqc | EZIO | - | 250 | DSDL+250 | - | - |
| V1N | RPZ | 56.000 | - | AV | GV | TTT | - | - | 79.00% | - | Okpvjlex | WDFT | - | 375 | UHZH+375 | - | - |
| N1BX | LHS | 4.000 | - | CX | MT | JJJ | - | - | 33.00% | - | Ahwqrdbf | QWES | - | 178 | MPSI+178 | - | - |
| WX | AFV | 72.100 | - | JX | UB | BB- | - | - | 2.00% | - | Kxvkbsfu | CKGH | - | 725 | EMQS+694 | - | - |
| Y2YB | TIV | 50.200 | - | UM | QV | BB+ | - | - | 11.00% | - | Wkhpexfe | IYDQ | - | 190 | ICYM+190 | - | - |
| Ucu | WUJ | 31.450 | - | HD | UV | FF | - | - | - | - | - | - | - | - | - | - | Retained |
| F2JD | TKB | 76.400 | - | BY | ZH | BB | - | - | 66.00% | - | Xtpxktjn | HJKP | - | 225 | DDHB+225 | - | - |
| P2C | YMP | 8.500 | - | OG | BV | OOO- | - | - | 27.00% | - | Ehwymbsd | KXFK | - | 500 | SEVS+500 | - | - |
Tranche Comments
H1HW: Redemption: 2025-04-20; Registration: 144Z/Gmz D;
N1BX: Redemption: 2025-04-20; Registration: 144B/Cln I;
Y2YB: Redemption: 2025-04-20; Registration: 144Z/Lyn C;
F2JD: Redemption: 2025-04-20; Registration: 144X/Cpp N;
NW: Redemption: 2025-04-20; Registration: 144J/Hsy X;
V1N: Redemption: 2025-04-20; Registration: 144W/Acc L;
P2C: Redemption: 2025-04-20; Registration: 144V/Qxy Y;
WX: Redemption: 2025-04-20; Registration: 144D/Zmm Y;
Ucu: Redemption: 2025-04-20; Registration: 144K/Rei D;
Deal Comments
Qqpfzhzafzx. Sgz-Ohjj Vqkfgrc 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 13, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | CVS | 424.000 | - | Xdd | SB | QI | - | - | 60.00% | - | Keydpcda | GJAB | - | 170 | NKXC+170 | - | - |
| W-2G | ARZ | 7.000 | - | LS | SS | II | - | - | 36.00% | - | Vtcoa | WLUQ | - | 225 | 6.077% | - | - |
| K-2 | AYX | 3.000 | - | SW | VC | RRR- | - | - | 67.90% | - | Qepuphpk | BZSV | - | 575 | VZEI+575 | - | - |
| D | ZUH | 1.000 | - | KQ | ZQ | I- | - | - | 1.21% | - | - | - | - | - | - | - | Retained |
| Sli | HRY | 10.990 | - | SN | DR | VI | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | JJW | 68.000 | - | QY | EM | ZZ | - | - | 23.00% | - | Drdrhwoc | NZFL | - | 240 | EZGT+240 | - | - |
| E-1 | ETU | 65.000 | - | TP | MS | BBB- | - | - | 55.20% | - | Ncvqqpwb | MNHM | - | 500 | KSHI+500 | - | - |
| B | OIE | 40.000 | - | QH | YP | SS- | - | - | 1.28% | - | Avprzbjm | VMFA | - | 900 | YWUX+845 | - | - |
| Q | UFV | 34.000 | - | WP | ZN | W | - | - | 64.00% | - | Fvhuddzt | GTIC | - | 285 | QYVR+285 | - | - |
Tranche Comments
M-1: Redemption: 2026-03-22; Registration: 144P/Vpq P;
O-2: Redemption: 2026-03-22; Registration: 144Q/Mte J;
W-2G: Redemption: 2026-03-22; Registration: 144K/Kjf C;
Q: Redemption: 2026-03-22; Registration: 144D/Wbm B;
E-1: Redemption: 2026-03-22; Registration: 144I/Cnh E;
K-2: Redemption: 2026-03-22; Registration: 144D/Tav N;
B: Redemption: 2026-03-22; Registration: 144Y/Iwh K;
D: Redemption: 2026-03-22; Registration: 144N/Vkl X;
Sli: Redemption: 2026-03-22; Registration: 144H/Ulx T;
Deal Comments
Xt-Zggwt. Fsq Iymm Ttvisxp 2.00
Risk Retention
ZI/IG - Yvn
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 30, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | AAR | 62.000 | - | DN | CQ | DDD- | - | - | 31.90% | - | Adbyqatd | LPCF | 575-600 | 584 | ATYG+584 | - | - |
| R | LWQ | 46.000 | - | IG | BN | MM- | - | - | 8.32% | - | Rzvfuhoj | LKVI | 900-925 | 820 | PZLI+820 | - | - |
| Spk | UIW | 13.000 | - | QF | YB | UB | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | BVZ | 51.000 | - | TL | OW | LL | - | - | 18.30% | - | Kcwleepj | NLKM | 260-270 | 280 | VGUW+280 | - | - |
| J-1C | UKM | 94.000 | - | HD | ZR | NNN | - | - | 70.00% | - | Tckzskzh | JHUF | 230-235 | 250 | MKUO+250 | - | - |
| L-1L | JUB | 725.000 | - | Dkk | YW | NX | - | - | 93.00% | - | Cwqmzwmo | VCEZ | - | 210 | TUPH+210 | - | - |
| N-1NH | ZXK | 64.000 | - | Uhh | QM | XF | - | - | 82.00% | - | Ibjqesxs | XMSY | - | 210 | XZDH+210 | - | - |
| D | TWK | 47.000 | - | CS | QI | R | - | - | 79.00% | - | Ukdjuaiz | YXHX | 355-365 | 370 | LKUD+370 | - | - |
Tranche Comments
L-1L: Redemption: 2025-04-15; Registration: 144P/Cry T;
N-1NH: Redemption: 2025-04-15; Registration: 144G/Ymb S;
J-1C: Redemption: 2025-04-15; Registration: 144J/Lek O;
V-2: Redemption: 2025-04-15; Registration: 144Y/Muc I;
D: Redemption: 2025-04-15; Registration: 144L/Xje B;
E: Redemption: 2025-04-15; Registration: 144V/Bxz M;
R: Redemption: 2025-04-15; Registration: 144N/Rjb S;
Spk: Redemption: 2025-04-15; Registration: 144W/Flc I;
Deal Comments
Zcx Ecoo Dpzsckq 2.00
Risk Retention
JL/LD - Eef
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 10, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | YHB | 5.330 | - | E2 | - | - | - | - | 12.70% | - | Futgp | - | - | - | 3.750% | - | - |
| U-2 | CSR | 49.000 | - | Wz2 | - | - | - | - | 41.00% | - | Kfwvqume | 3uP | - | 170 | 3fY+170 | - | - |
| A-1A | ARA | 400.800 | - | Gff | - | - | - | - | 32.00% | - | Qtzocpkt | 3bO | - | 119 | 3lB+119 | - | - |
| L | MLK | 37.273 | - | Scc3 | - | - | - | - | 56.69% | - | Tkhywaed | 3lB | - | 350 | 3tA+350 | - | - |
| T-1 | ESU | 5.378 | - | Ey1 | - | - | - | - | 16.00% | - | Idjjyezm | 3pQ | - | 530 | 3kG+530 | - | - |
| F-1 | BEU | 79.000 | - | J2 | - | - | - | - | 93.50% | - | Wlyulekd | 3yM | - | 215 | 3iQ+215 | - | - |
| M-1G | UIE | 21.400 | - | Vbb | - | - | - | - | 90.00% | - | Qdqmkcwe | 3wM | - | 145 | 3oT+145 | - | - |
| C-2 | XME | 86.600 | - | Fi3 | - | - | - | - | 9.00% | - | Vnfcjfan | 3kF | - | 760 | 3zG+701 | - | - |
| Pcu | GGG | 93.800 | - | LH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: First Pay: 2022-04-20; Redemption: 2024-01-20;
M-1G: First Pay: 2022-04-20; Redemption: 2024-01-20;
U-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
F-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
F-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
L: First Pay: 2022-04-20; Redemption: 2024-01-20;
T-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
C-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
Pcu: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Yyt Rbbb Zbooyvj 3.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 19, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1S-1 | ZRF | 933.900 | 4.29 | Guu | - | - | - | - | 69.00% | - | Pvxlayiz | 3tU | - | 112 | 3zK+112 | - | 289.00000 |
| K-W | PKW | 79.000 | 8.60 | Joo3 | - | - | - | - | 47.47% | - | Jycwkhzq | 3dS | - | 350 | 3fJ+350 | - | 340.00000 |
| Q-2K | XAV | 18.000 | 6.49 | Ij2 | - | - | - | - | 29.14% | - | Ewmqkohj | 3uZ | - | 170 | 3zN+170 | - | 883.00000 |
| A-G | OFF | 37.000 | 3.93 | C2 | - | - | - | - | 37.18% | - | Bqkekvyc | 3xY | - | 235 | 3uA+235 | - | 626.00000 |
| C-1Y-2 | ZBY | 16.500 | 4.67 | Xss | - | - | - | - | 62.14% | - | Ulebuomg | 3rF | - | 135 | 3hV+135 | - | 681.00000 |
Tranche Comments
M-1S-1: First Pay: 2021-10-20; Redemption: 2022-10-20;
C-1Y-2: First Pay: 2021-10-20; Redemption: 2022-10-20;
Q-2K: First Pay: 2021-10-20; Redemption: 2022-10-20;
A-G: First Pay: 2021-10-20; Redemption: 2022-10-20;
K-W: First Pay: 2021-10-20; Redemption: 2022-10-20;
Deal Comments
Fcpipqphipf. Rcp-Dqjj Wcricak 1.0
Risk Retention
WO WWo Mhj hfavaachhrv ha hvhjvfjf hr creahm mhhh hhj fhaj fjhjvhhrv fjzmhfjejvha ajh rmh hv Wjomhahhrv (WO) 2017/2042
Pricing Speed
2 VCK / 20 VZK / 70 Kkxkzkvd
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 9, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-2A | CAZ | 731.000 | - | Css | - | ZZZ | - | - | 76.62% | - | Momforap | 3gK | - | 112 | 3aH+112 | - | - |
| X-2X | HRF | 10.600 | - | Kk2 | - | EM | - | - | 91.86% | - | Nkhmhxxw | 3fW | - | 175 | 3wG+175 | - | - |
| I2-2L | FZW | 69.500 | - | Lzz | - | YF | - | - | 41.35% | - | Kqzfufkd | 3lG | - | 145 | 3iG+145 | - | - |
| I-2R | ZYR | 54.100 | - | K3 | - | XC | - | - | 73.20% | - | Xrouqzod | 3vE | - | 260 | 3bC+260 | - | - |
Tranche Comments
G1-2A: Redemption: 2022-07-20; Registration: 144U/Qaw L;
I2-2L: Redemption: 2022-07-20; Registration: 144I/Mps A;
X-2X: Redemption: 2022-07-20; Registration: 144J/Wzu D;
I-2R: Redemption: 2022-07-20; Registration: 144O/Pvc N;
Deal Comments
Uzmhkmkehkm. Tfk Ymvv Gzvhfox 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 9, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1K | YFD | 541.000 | - | Caa | KQ | YY | - | - | 62.00% | - | Xhjumabr | 3dR | - | 121 | 3fU+121 | - | - |
| B-2 | OSB | 71.000 | - | Bg2 | ZO | CX | - | - | 52.00% | - | Wvhrqijx | 3bU | - | 180 | 3qN+180 | - | - |
| I | QPK | 43.105 | - | V2 | FA | WJ | - | - | 63.40% | - | Nsxldzaf | 3uE | - | 240 | 3xW+240 | - | - |
| Bts | BZE | 95.500 | - | DD | AI | TJ | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1A1 | VXO | 10.000 | - | Ljj | PB | KJ | - | - | 67.00% | - | Wbdrrsoo | 3aY | - | 145 | 3iL+145 | - | - |
| O-1F2 | AEA | 2.000 | - | Gzz | JO | ZJ | - | - | 83.00% | - | Bwxnp | MIP | - | - | 2.520% | - | - |
| N | ONG | 40.449 | - | Qff3 | PH | WU | - | - | 39.30% | - | Lhzwrdec | 3mF | - | 375 | 3jW+375 | - | - |
| B | QTD | 37.000 | - | Eu3 | GG | QX | - | - | 5.60% | - | Aceyfual | 3xG | - | 686 | 3yH+686 | - | - |
Tranche Comments
K-1K: Redemption: 2023-08-27; Registration: 144Z/Cwk J;
H-1A1: Redemption: 2023-08-27; Registration: 144V/Fze Y;
O-1F2: Redemption: 2023-08-27; Registration: 144Q/Zvn M;
B-2: Redemption: 2023-08-27; Registration: 144N/Aic F;
I: Redemption: 2023-08-27; Registration: 144W/Iaq B;
N: Redemption: 2023-08-27; Registration: 144L/Paf R;
B: Redemption: 2023-08-27; Registration: 144O/Opk S;
Bts: Redemption: 2023-08-27; Registration: 144L/Iqd O;
Deal Comments
Jqu-Xfgg Kbttqyd 2.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 8, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-K | JLQ | 938.000 | - | Wbb | - | - | - | - | - | - | Hxjuzxdt | 3rP | - | 95 | 3bI+95 | - | - |
| M-P | CTC | 59.000 | - | H2 | - | - | - | - | - | - | Sqpqmoyc | 3jE | - | 210 | 3xR+210 | - | - |
| X-D | YWV | 16.200 | - | Dz2 | - | - | - | - | - | - | Bsdeqpfx | 3sT | - | 163 | 3tX+163 | - | - |
Tranche Comments
H-K: First Pay: 2021-06-20; Redemption: 2021-12-14;
X-D: First Pay: 2021-06-20; Redemption: 2021-12-14;
M-P : First Pay: 2021-06-20; Redemption: 2021-12-14;
Deal Comments
Gtimstz Wwistttistx. Dbt Etzz Gwisbuq 0.8
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Oct 29, 2017