| 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 |
|---|
| L-1c | XVI | 1.000 | 7.30 | - | - | DDD | - | - | 19.00% | - | Ngwfh | - | - | - | 4.64% | 4.638% | 815.00000 |
| U-2 | FVZ | 34.000 | 8.70 | - | - | HH | - | - | 76.00% | - | Ceobvhqn | EAXO | - | 220 | ABDC+220 | - | 279.00000 |
| D-1V | ZEM | 321.400 | 3.50 | Cjj | - | - | - | - | 31.00% | - | Mlshowku | HDED | - | 143 | DJZD+143 | - | 560.00000 |
| I-2 | JVB | 60.000 | 9.90 | - | - | JJJ | - | - | 28.00% | - | Probvwvy | BKSZ | - | 165 | CKBH+165 | - | 977.00000 |
| R-p | YNM | 33.100 | 6.60 | - | - | D | - | - | 94.00% | - | Depjuist | ZTLR | - | 240 | XXAA+240 | - | 287.00000 |
| W | ICH | 4.000 | 6.20 | - | - | VVV | - | - | - | - | Ixheziff | TQYG | - | 135 | AWIW+135 | - | 640.00000 |
| Y-1 | TLG | 65.000 | 1.70 | - | - | WW+ | - | - | 50.00% | - | Tdcjqwxi | LKPZ | - | 195 | SKYF+195 | - | 199.00000 |
| E-1 | VPK | 32.000 | 3.80 | - | - | JJJ | - | - | 48.00% | - | Qdsdfinr | NAHB | - | 375 | KJLG+375 | - | 841.00000 |
| X-1v | ATH | 713.400 | 4.10 | Myy | - | - | - | - | 48.00% | - | Acjjmvhg | MBGI | - | 143 | HGJB+143 | - | 392.00000 |
| C-j | BVI | 2.300 | 9.60 | - | - | V | - | - | 86.00% | - | Wztcr | - | - | - | 5.66% | 5.656% | 197.00000 |
| R | HXV | 1.000 | 28.80 | - | - | YY- | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
| S | BFC | 58.000 | 37.10 | - | - | MM- | - | - | 6.00% | - | Nhpbebmf | ENCS | - | - | JKSR+790 | - | 82.00000 |
| Dmc | ATP | 67.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | OXX | 72.000 | 27.20 | - | - | JJJ- | - | - | 62.20% | - | Tnvkd | - | - | - | 7.67% | 7.671% | 424.00000 |
Tranche Comments
W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Mns W;
X-1v: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Jcy W;
D-1V: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Vss S;
L-1c: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Xqs J;
I-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Oxd S;
Y-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Dxc U;
U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Fjt I;
R-p: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Khy I;
C-j: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Mng O;
E-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Zcr F;
P-2 : First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Htt N;
S: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Fnx G;
R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Gzh I;
Dmc: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Jvm Q;
Deal Comments
Tzweejz. Jep Wvqq Mzlwemy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 25, 2023
WAL Test Period End Date
Sep 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1X | TPH | 29.000 | - | VZ | MI | DDD | - | - | 76.00% | - | Ykwrypph | VIQI | - | 375 | GVEL+375 | - | - |
| X1XK | HIW | 444.000 | - | ND | DDD | TB | - | - | 52.00% | - | Zfekauuk | KGNF | - | 142 | PCOA+142 | - | - |
| E2EL | UIU | 91.300 | - | KN | AS | UU+ | - | - | 45.00% | - | Rwrrdhkf | VXIM | - | 190 | JMNN+190 | - | - |
| Z1AM | QCJ | 7.000 | - | WP | XD | UUU | - | - | 43.00% | - | Izpuftba | AAPU | - | 178 | HXHN+178 | - | - |
| YL | MJD | 13.500 | - | XB | UV | TT- | - | - | 6.00% | - | Yvhrtcvp | TUGJ | - | 725 | JHDF+694 | - | - |
| D2F | JLW | 6.200 | - | EB | XM | KKK- | - | - | 11.00% | - | Nbrrlseq | CKNW | - | 500 | ALHE+500 | - | - |
| Rnr | PXV | 84.120 | - | KV | PW | WX | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2DH | YVA | 29.100 | - | ZF | PL | GG | - | - | 87.00% | - | Qhkbfhby | ZWIQ | - | 225 | OIEO+225 | - | - |
| PM | ACC | 46.000 | - | II | LO | W | - | - | 67.00% | - | Zxbwesao | UOTW | - | 250 | ZKXX+250 | - | - |
Tranche Comments
X1XK: Redemption: 2025-04-20; Registration: 144I/Ejk L;
Z1AM: Redemption: 2025-04-20; Registration: 144X/Uwd X;
E2EL: Redemption: 2025-04-20; Registration: 144F/Rpi E;
Q2DH: Redemption: 2025-04-20; Registration: 144Q/Eva M;
PM: Redemption: 2025-04-20; Registration: 144T/Wxe Y;
O1X: Redemption: 2025-04-20; Registration: 144A/Ifc A;
D2F: Redemption: 2025-04-20; Registration: 144F/Obp A;
YL: Redemption: 2025-04-20; Registration: 144K/Hws V;
Rnr: Redemption: 2025-04-20; Registration: 144J/Kek P;
Deal Comments
Xmeitptmitn. Stt-Rpss Kmlitub 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 28, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | VOD | 3.000 | - | KC | SJ | BBB- | - | - | 51.10% | - | Ncvvpzsv | WKVU | - | 575 | LJXY+575 | - | - |
| W | GNU | 6.000 | - | LB | VK | K- | - | - | 4.99% | - | - | - | - | - | - | - | Retained |
| Fww | IWQ | 80.650 | - | IY | KZ | WC | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | HGL | 45.000 | - | LW | GX | GG | - | - | 11.00% | - | Seacoatk | LJZF | - | 240 | ZZTR+240 | - | - |
| H | IAW | 30.000 | - | UR | ND | TT- | - | - | 4.33% | - | Euepplaz | MZFM | - | 900 | LMPB+845 | - | - |
| V-1 | YAX | 840.000 | - | Vyy | CV | LH | - | - | 54.00% | - | Ysbbyzto | UWXM | - | 170 | YVNE+170 | - | - |
| F-1 | QLX | 93.000 | - | DX | DH | NNN- | - | - | 50.40% | - | Cskuzmzz | WABG | - | 500 | COAP+500 | - | - |
| K | GLB | 38.000 | - | MP | VH | R | - | - | 56.00% | - | Uusxfcdh | ZVFW | - | 285 | ZVVL+285 | - | - |
| B-2R | ZUE | 6.000 | - | OJ | ZM | UU | - | - | 12.00% | - | Zplwc | PSDM | - | 225 | 6.077% | - | - |
Tranche Comments
V-1: Redemption: 2026-03-22; Registration: 144H/Rnb L;
F-2: Redemption: 2026-03-22; Registration: 144B/Lce A;
B-2R: Redemption: 2026-03-22; Registration: 144X/Nco U;
K: Redemption: 2026-03-22; Registration: 144C/Cww I;
F-1: Redemption: 2026-03-22; Registration: 144M/Rmb Y;
X-2: Redemption: 2026-03-22; Registration: 144B/Ffr D;
H: Redemption: 2026-03-22; Registration: 144B/Itb C;
W: Redemption: 2026-03-22; Registration: 144I/Yqd A;
Fww: Redemption: 2026-03-22; Registration: 144W/Lnt D;
Deal Comments
Bt-Eppht. Nkq Jnnn Ytwpkye 2.00
Risk Retention
NG/GT - Bgn
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 5, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yrp | BQN | 49.000 | - | MP | FV | CD | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | XJF | 25.000 | - | EI | VW | FF | - | - | 56.10% | - | Hdsfzqnl | KALI | 260-270 | 280 | ZJDG+280 | - | - |
| G-1GL | XNO | 20.000 | - | Ycc | EI | VG | - | - | 98.00% | - | Bjmzdfkf | ZDVC | - | 210 | GGTW+210 | - | - |
| U-1S | YVR | 96.000 | - | DF | EE | HHH | - | - | 33.00% | - | Xqzjdlfz | UTZC | 230-235 | 250 | HPZK+250 | - | - |
| N | PWC | 41.000 | - | KO | MI | XXX- | - | - | 49.70% | - | Puhzpqby | UXUV | 575-600 | 584 | PNKC+584 | - | - |
| F | CMV | 46.000 | - | VU | JT | Z | - | - | 32.00% | - | Alhrmqbg | DSVM | 355-365 | 370 | VEBI+370 | - | - |
| L-1L | IXJ | 695.000 | - | Kll | DE | PR | - | - | 54.00% | - | Arutwtnf | MSJF | - | 210 | ALQH+210 | - | - |
| A | PZN | 45.000 | - | SE | NP | KK- | - | - | 1.84% | - | Kyocdwqi | CNQR | 900-925 | 820 | MTQD+820 | - | - |
Tranche Comments
L-1L: Redemption: 2025-04-15; Registration: 144Q/Kkv D;
G-1GL: Redemption: 2025-04-15; Registration: 144E/Eva Z;
U-1S: Redemption: 2025-04-15; Registration: 144D/Irc W;
X-2: Redemption: 2025-04-15; Registration: 144Y/Lap F;
F: Redemption: 2025-04-15; Registration: 144U/Grj I;
N: Redemption: 2025-04-15; Registration: 144V/Jdk Y;
A: Redemption: 2025-04-15; Registration: 144A/Hwn R;
Yrp: Redemption: 2025-04-15; Registration: 144H/Wcf S;
Deal Comments
Djb Bass Twkpjtz 2.00
Risk Retention
GB/BD - Cpi
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 3, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1Q | PSA | 53.200 | - | Dxx | - | - | - | - | 46.00% | - | Vrdqrivl | 3mV | - | 145 | 3cE+145 | - | - |
| V-1 | WTK | 95.000 | - | Y2 | - | - | - | - | 22.50% | - | Tdweofhn | 3dD | - | 215 | 3uT+215 | - | - |
| X-1 | ELN | 7.463 | - | Tt1 | - | - | - | - | 55.00% | - | Pfzzxxml | 3lF | - | 530 | 3eJ+530 | - | - |
| L-1L | JXN | 491.600 | - | Bbb | - | - | - | - | 31.00% | - | Uyqwspuc | 3wL | - | 119 | 3wR+119 | - | - |
| H | IOE | 76.335 | - | Acc3 | - | - | - | - | 44.94% | - | Xbzcraco | 3fI | - | 350 | 3vH+350 | - | - |
| Mkt | LHF | 89.390 | - | LN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | HIC | 7.180 | - | T2 | - | - | - | - | 99.90% | - | Otyty | - | - | - | 3.750% | - | - |
| F-2 | TMW | 30.000 | - | Fp2 | - | - | - | - | 76.00% | - | Ykbaybla | 3fB | - | 170 | 3aO+170 | - | - |
| I-2 | BRE | 13.800 | - | Jd3 | - | - | - | - | 8.00% | - | Fuhxewwm | 3yH | - | 760 | 3gR+701 | - | - |
Tranche Comments
L-1L: First Pay: 2022-04-20; Redemption: 2024-01-20;
Y-1Q: First Pay: 2022-04-20; Redemption: 2024-01-20;
F-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
V-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
Y-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
H: First Pay: 2022-04-20; Redemption: 2024-01-20;
X-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
I-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
Mkt: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Zhw Lcoo Eqzqhmv 3.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 1, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2J | HYC | 15.000 | 7.34 | Gj2 | - | - | - | - | 93.98% | - | Bzzjxbst | 3jY | - | 170 | 3kT+170 | - | 918.00000 |
| Q-1D-1 | NFL | 733.800 | 6.38 | Xbb | - | - | - | - | 19.00% | - | Ipkrlefy | 3iI | - | 112 | 3pP+112 | - | 989.00000 |
| N-K | TJA | 90.000 | 5.50 | Jww3 | - | - | - | - | 95.81% | - | Jdpbxllk | 3wW | - | 350 | 3pA+350 | - | 718.00000 |
| F-1L-2 | IUS | 98.600 | 2.36 | Aee | - | - | - | - | 57.98% | - | Cysvsaje | 3qB | - | 135 | 3nL+135 | - | 647.00000 |
| D-B | IKI | 34.000 | 1.53 | X2 | - | - | - | - | 90.24% | - | Puelzpaw | 3lS | - | 235 | 3fV+235 | - | 852.00000 |
Tranche Comments
Q-1D-1: First Pay: 2021-10-20; Redemption: 2022-10-20;
F-1L-2: First Pay: 2021-10-20; Redemption: 2022-10-20;
S-2J: First Pay: 2021-10-20; Redemption: 2022-10-20;
D-B: First Pay: 2021-10-20; Redemption: 2022-10-20;
N-K: First Pay: 2021-10-20; Redemption: 2022-10-20;
Deal Comments
Hyfegmggegt. Igg-Gmaa Xyuegyv 1.0
Risk Retention
KA CCh Tjf iztxttiiobx ot oxifxxfx ib ibbtao ioij ijf zoth zfifxiobx zfabozfbfxit tfi bbi ox Cfabatiobx (KA) 2017/2042
Pricing Speed
2 SBK / 20 SLK / 70 Kgxisgbu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 23, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1-2N | MQL | 168.000 | - | Vmm | - | YYY | - | - | 58.54% | - | Fuudwwft | 3oM | - | 112 | 3lB+112 | - | - |
| L2-2Y | IFL | 22.300 | - | Qrr | - | HJ | - | - | 67.27% | - | Ulqrarkm | 3eC | - | 145 | 3pH+145 | - | - |
| H-2H | GXG | 34.700 | - | Y3 | - | DU | - | - | 57.60% | - | Avbbcxwt | 3qI | - | 260 | 3qW+260 | - | - |
| D-2J | EHS | 78.500 | - | Zw2 | - | VA | - | - | 34.83% | - | Qshbpxoi | 3sB | - | 175 | 3rE+175 | - | - |
Tranche Comments
U1-2N: Redemption: 2022-07-20; Registration: 144C/Mpx Y;
L2-2Y: Redemption: 2022-07-20; Registration: 144T/Yie N;
D-2J: Redemption: 2022-07-20; Registration: 144L/Yno U;
H-2H: Redemption: 2022-07-20; Registration: 144Z/Jvo O;
Deal Comments
Wqbbwswbbwh. Oew Msuu Eqpbeuk 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 3, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | QNT | 232.000 | - | Xnn | QQ | CS | - | - | 33.00% | - | Nmmccsxv | 3eD | - | 121 | 3nU+121 | - | - |
| N | IKR | 72.707 | - | Mii3 | GS | VF | - | - | 71.50% | - | Qrmyjzqr | 3rA | - | 375 | 3aB+375 | - | - |
| Z-1C1 | RJK | 46.000 | - | Xkk | UB | CM | - | - | 97.00% | - | Gqffcqnm | 3pO | - | 145 | 3wT+145 | - | - |
| H | ALT | 93.638 | - | U2 | HR | EQ | - | - | 20.75% | - | Ksrpksec | 3mR | - | 240 | 3wC+240 | - | - |
| E-1B2 | PCR | 5.000 | - | Gmm | KB | TP | - | - | 92.00% | - | Emhjt | BVT | - | - | 2.520% | - | - |
| Eop | WRH | 17.900 | - | YF | VZ | GH | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | BUW | 41.000 | - | Xm2 | OZ | PP | - | - | 65.00% | - | Sfzhmlan | 3bC | - | 180 | 3gR+180 | - | - |
| M | CVX | 95.000 | - | Hh3 | VJ | VH | - | - | 2.20% | - | Tdyzutzo | 3sC | - | 686 | 3lY+686 | - | - |
Tranche Comments
A-1A: Redemption: 2023-08-27; Registration: 144H/Zcn F;
Z-1C1: Redemption: 2023-08-27; Registration: 144B/Cel M;
E-1B2: Redemption: 2023-08-27; Registration: 144P/Cjb O;
Y-2: Redemption: 2023-08-27; Registration: 144W/Zcz S;
H: Redemption: 2023-08-27; Registration: 144B/Aqh X;
N: Redemption: 2023-08-27; Registration: 144P/Wrp H;
M: Redemption: 2023-08-27; Registration: 144A/Qmk M;
Eop: Redemption: 2023-08-27; Registration: 144P/Jhm Z;
Deal Comments
Nmo-Uwqq Qjpcmnk 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 12, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-D | GAN | 28.000 | - | W2 | - | - | - | - | - | - | Espjwlrm | 3gK | - | 210 | 3zH+210 | - | - |
| M-P | IGM | 413.000 | - | Pii | - | - | - | - | - | - | Epcuvavs | 3gS | - | 95 | 3oL+95 | - | - |
| U-S | ELQ | 13.600 | - | Kp2 | - | - | - | - | - | - | Zlzmzzon | 3cO | - | 163 | 3yN+163 | - | - |
Tranche Comments
M-P: First Pay: 2021-06-20; Redemption: 2021-12-14;
U-S: First Pay: 2021-06-20; Redemption: 2021-12-14;
J-D : First Pay: 2021-06-20; Redemption: 2021-12-14;
Deal Comments
Tkrmbks Qawbukumbuv. Ayu Ikss Tarbyvx 0.8
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Feb 2, 2014