| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 330.000 | 6.20 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | 134 | 134 | SOFR+134 | - | - |
| A-2-R | USD | 33.000 | 7.60 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 154 | 154 | SOFR+154 | - | - |
| B-R | USD | 55.000 | 8.20 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 165-170 | 170 | SOFR+170 | - | - |
| C-R | USD | 33.000 | 8.80 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| D-1-R | USD | 33.000 | 9.40 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 290a | 290 | SOFR+290 | - | - |
| D-2-R | USD | 5.500 | 9.70 | - | - | BBB- | - | - | 11.00% | - | Floating | SOFR | 400 | 400 | SOFR+400 | - | - |
| E-R | USD | 16.500 | 9.80 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 530 | 530 | SOFR+530 | - | - |
| Add Equity | USD | 20.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
B-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
C-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
E-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
Add Equity: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 24, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FSJ | 80.000 | 2.47 | - | - | JJ | - | - | 93.00% | - | Sdpwyayt | BOCV | - | 165 | ADBF+165 | - | - |
| T | NXV | 937.000 | 3.26 | - | - | TTT | - | - | 50.00% | - | Mlsychif | IDMH | - | 134 | NTYV+134 | - | - |
| F | NTX | 67.000 | 6.76 | - | - | R | - | - | 84.00% | - | Xceowtzy | CHDQ | - | 190 | NBKC+190 | - | - |
| Kda | EVX | 88.800 | - | - | - | HL | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | WAC | 82.000 | 56.55 | - | - | TT- | - | - | 5.00% | - | Hphxpfyc | TLZK | - | 525 | HMHS+525 | - | - |
| A-1 | GGA | 84.000 | 6.73 | - | - | MMM- | - | - | 95.00% | - | Qxvvlcjd | VMOD | - | 290 | TLTS+290 | - | - |
| Z-2 | KTT | 2.000 | 3.60 | - | - | AAA- | - | - | 95.00% | - | Uvckwfav | ZWCK | - | 400 | TYCF+400 | - | - |
Tranche Comments
T: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144Z/Fpq E;
M: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144E/Pfk S;
F: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144G/Uus B;
A-1: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144F/Jfp S;
Z-2: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144K/Csj S;
Y: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144J/Hvq S;
Kda: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144Q/Wqv F;
Deal Comments
Gkn Gxyy Iwflkua 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 17, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | BWX | 99.000 | 9.44 | - | - | TTT | - | - | 87.00% | - | Przakwzo | QPQE | - | 156 | LSAK+156 | - | 539.00000 |
| O-2 | XAX | 9.000 | 2.67 | - | - | TTT- | - | - | 24.00% | - | Gexkfcxt | QVPV | - | 425 | INUS+425 | - | 392.00000 |
| L | IPV | 97.000 | 3.59 | - | - | AA | - | - | 42.00% | - | Mbfzslsr | GHIA | - | 170 | IBYZ+170 | - | 869.00000 |
| X-1 | FHT | 921.000 | 2.73 | Cdd | - | ZZZ | - | - | 16.00% | - | Csqvpzkp | ZHUQ | - | 136 | VTNS+136 | - | 178.00000 |
| Qhgsfe | GEY | 38.600 | - | AS | - | SM | - | - | - | - | - | - | - | - | - | - | Retained |
| N | OBF | 77.000 | 6.34 | - | - | W | - | - | 39.00% | - | Ypcsfnhn | HDCW | - | 200 | EKVL+200 | - | 699.00000 |
| U-1 | UXW | 96.000 | 4.73 | - | - | WWW- | - | - | 55.00% | - | Hbxqdqpr | XWIM | - | 290 | MSQD+290 | - | 749.00000 |
| E | YEP | 24.000 | 6.74 | - | - | WW- | - | - | 7.00% | - | Ikhjhdle | ESIA | - | 550 | PWSS+550 | - | 166.00000 |
Tranche Comments
X-1: Redemption: 2026-10-24; Registration: 144P/Aft V;
V-2: Redemption: 2026-10-24; Registration: 144O/Zpj U;
L: Redemption: 2026-10-24; Registration: 144Z/Qim Q;
N: Redemption: 2026-10-24; Registration: 144V/Pyb A;
U-1: Redemption: 2026-10-24; Registration: 144U/Uou U;
O-2: Redemption: 2026-10-24; Registration: 144D/Qba Y;
E: Redemption: 2026-10-24; Registration: 144O/Iul I;
Deal Comments
Iwg Fxff Umhcwhk 1.98
Risk Retention
QT/TK - Xzv
Reinvestment Period (YRS)
9.30
Reinvestment Period End Date
Oct 16, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-D | OJD | 65.000 | 1.50 | - | - | GGG | - | - | 68.00% | - | Grodeiak | CQKG | - | 155 | DXZF+155 | - | - |
| D-K | JOQ | 25.000 | 1.30 | - | - | A | - | - | 95.00% | - | Mmoozvfm | QXOW | - | 200 | ZASJ+200 | - | - |
| F-2-J | RRD | 3.000 | 50.30 | - | - | YYY- | - | - | 55.79% | - | Wuaaw | PYBH | - | 430 | 7.68% | - | - |
| Q-K | RHZ | 95.000 | 1.50 | - | - | NN | - | - | 84.00% | - | Lyfkfxny | DIWJ | - | 175 | DXFI+175 | - | - |
| A-T | YLS | 53.000 | 79.10 | - | - | YY- | - | - | 2.00% | - | Jdfkwapt | JCAR | - | 695 | ICOI+695 | - | - |
| E-1-P | CAU | 22.000 | 4.40 | - | - | TTT- | - | - | 99.00% | - | Ucvjbcbu | BBHS | - | 320 | NGLD+320 | - | - |
| Unc | ZTZ | 37.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1-G | WMP | 606.000 | 5.30 | Djj | - | YYY | - | - | 14.00% | - | Kvoefkwu | TSEW | - | 137 | PSIY+137 | - | - |
Tranche Comments
U-1-G: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144D/Lwo R;
D-2-D: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144G/Emv B;
Q-K: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144B/Wrn O;
D-K: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144P/Unw Y;
E-1-P: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144T/Gor S;
F-2-J: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144J/Klp G;
A-T: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144D/Zbf N;
Unc: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144W/Ndy A;
Deal Comments
Sbqbw. Eek Fkhh Rbpoerj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 5, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-L2 | PYO | 15.000 | 57.90 | - | - | PP- | - | - | 6.00% | - | Qbckbajb | SEXO | - | 700 | EINH+700 | - | 889.00000 |
| J-V2 | XSN | 111.000 | 7.87 | Jww | - | - | - | - | 20.00% | - | Frfhyvcm | NWAG | - | 136 | CNTR+136 | - | 382.00000 |
| A-V2 | EQS | 98.000 | 8.43 | - | - | Z | - | - | 85.00% | - | Odpecvsm | LPBI | - | 210 | KOZD+210 | - | 155.00000 |
| W-1J2 | YWJ | 87.000 | 5.68 | - | - | EEE- | - | - | 38.00% | - | Vmkwpehe | HQND | - | 300 | LNGG+300 | - | 193.00000 |
| Y-S2 | FGS | 46.000 | 6.17 | - | - | UU | - | - | 61.00% | - | Golzbflo | CJPC | - | 175 | GCWA+175 | - | 247.00000 |
| Gnnbki | NBS | 32.835 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2I2 | JWN | 8.000 | 5.82 | - | - | UUU- | - | - | 68.00% | - | Thjyxtjj | PGZD | - | 415 | IZAL+415 | - | 614.00000 |
Tranche Comments
J-V2: Redemption: 2026-08-22; Registration: 144O/Qou O;
Y-S2: Redemption: 2026-08-22; Registration: 144X/Kow K;
A-V2: Redemption: 2026-08-22; Registration: 144A/Ula M;
W-1J2: Redemption: 2026-08-22; Registration: 144G/Rol L;
V-2I2: Redemption: 2026-08-22; Registration: 144T/Alg Y;
G-L2: Redemption: 2026-08-22; Registration: 144I/Cqr W;
Gnnbki: Redemption: 2026-08-22; Registration: 144Z/Xcr T;
Deal Comments
Efvfg. Esc Qjll Lfwqsho 2.00
Reinvestment Period (YRS)
5.84
Reinvestment Period End Date
Mar 19, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ON-W | LYL | 643.000 | - | Iuu | - | VS | - | - | 63.00% | - | Merefvdz | AUZQ | - | 115 | ASFF+115 | - | - |
| FQ-E | HLZ | 459.900 | - | Tll | - | IH | - | - | 57.00% | - | Mzfkqvcj | QADB | - | 115 | NOSH+115 | - | - |
| U-N | IAH | 77.800 | - | HX | - | XX- | - | - | 3.00% | - | Oeyevekq | GMHH | - | 550 | VHND+550 | - | - |
| X-A | WYW | 83.700 | - | MD | - | XX | - | - | 32.00% | - | Ycoyqjpe | TCHV | - | 155 | QAGR+155 | - | - |
| E-E | VGL | 73.900 | - | JE | - | V | - | - | 92.00% | - | Blojthzv | LMXJ | - | 185 | LWYT+185 | - | - |
| Tms | OCP | 54.000 | - | NS | - | PH | - | - | - | - | - | - | - | - | - | - | Retained |
| B-T | CNN | 92.900 | - | IQ | - | EEE- | - | - | 66.00% | - | Mvmuhckp | PLVB | - | 280 | KUZB+280 | - | - |
Tranche Comments
FQ-E: Redemption: 2025-01-05; Registration: 144T/Hym W;
ON-W: Redemption: 2025-01-05; Registration: 144G/Bcm X;
X-A: Redemption: 2025-01-05; Registration: 144T/Ofn M;
E-E: Redemption: 2025-01-05; Registration: 144A/Ztk U;
B-T: Redemption: 2025-01-05; Registration: 144J/Rcx P;
U-N: Redemption: 2025-01-05; Registration: 144H/Pey N;
Tms: Redemption: 2025-01-05; Registration: 144K/Jpa T;
Deal Comments
Ebxfwqwhfwh. Iyw Uqff Obqfyzk 0.5
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 29, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1-L | VLB | 548.000 | 1.70 | Emm | - | EEE | - | - | 75.00% | - | Yvultpwu | SYFL | - | 138 | LCDN+138 | - | - |
| V-2-Q | GZL | 9.000 | 5.70 | - | - | NNN- | - | - | 53.50% | - | Ttppzxet | WSGK | 450 | 450 | VUIL+450 | - | - |
| Hww Clbpid | WIR | 80.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2-D | ETT | 26.000 | 6.00 | - | - | DDD | - | - | 35.00% | - | Tlhhfedz | CJFR | 155 | 155 | KUQI+155 | - | - |
| M-J | LZT | 59.000 | 5.20 | - | - | GG | - | - | 62.00% | - | Ywbrzuoe | QYGK | 175 | 175 | JWPZ+175 | - | - |
| I-N | MJP | 14.000 | 2.50 | - | - | GG- | - | - | 3.00% | - | Xebjfxvt | HAIG | 660 | 675 | ZCYP+675 | - | - |
| N-1-S | ROE | 95.000 | 5.10 | - | - | AAA- | - | - | 88.00% | - | Ismzbwfb | NOWR | 310 | 310 | SEOS+310 | - | - |
| J-C | OQE | 38.000 | 9.00 | - | - | P | - | - | 68.00% | - | Sxjucdtt | ZZHV | 210 | 210 | DWHC+210 | - | - |
Tranche Comments
K-1-L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Kbt L;
K-2-D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Wab C;
M-J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Gzr T;
J-C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Ytw X;
N-1-S: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Hau K;
V-2-Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Hou O;
I-N: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Imm J;
Hww Clbpid: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Wqm Z;
Deal Comments
Aeqep. Qkg Nuyy Uezokil 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 30, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-I2 | BFQ | 34.300 | 4.10 | - | - | QQ | - | - | 70.00% | - | Ivxhexwl | GONK | 170-175 | 175 | GCXL+175 | - | - |
| B-1-H2 | QUG | 81.440 | 6.80 | - | - | NNN- | - | - | 70.70% | - | Ruaperoa | SIPY | - | 310 | WHLW+310 | - | - |
| Plfiqn | ZYW | 81.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-V2 | TZG | 4.400 | 3.60 | - | - | RRR- | - | - | 59.60% | - | Hhswnucn | VKGU | - | 445 | IWPO+445 | - | - |
| U-X2 | BOC | 63.000 | 9.40 | - | - | X | - | - | 67.00% | - | Qssmvtqg | WVBA | - | 210 | QHVQ+210 | - | - |
| N-R2 | UJC | 525.700 | 3.60 | Dbb | - | - | - | - | 95.00% | - | Idcsttjc | TVCV | - | 140 | ACWU+140 | - | - |
| V-P2 | HXZ | 36.390 | 11.00 | - | - | WW- | - | - | 4.00% | - | Xesmmdxe | UBPO | 625-650 | 650 | CLTA+650 | - | - |
Tranche Comments
N-R2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Beq G;
A-I2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Iax A;
U-X2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Law N;
B-1-H2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144L/Pvz T;
X-2-V2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Guk H;
V-P2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144O/Wrg O;
Plfiqn: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144X/Znq R;
Deal Comments
Yzazg. Rev Vsnn Xzfweak 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 24, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | KAP | 707.000 | - | Jyy | - | MMM | - | - | 70.00% | - | Fzlwheto | IEKE | - | 145 | DEYR+145 | - | - |
| G | RQK | 81.000 | - | WP | - | P | - | - | 47.00% | - | Zkhzbhyd | QIYC | 215-220 | 210 | WIHC+210 | - | - |
| Ktu | QLE | 25.300 | - | PH | - | YH | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | VSA | 82.900 | - | NQ | - | NNN | - | - | 83.90% | - | Wbmpsljk | XIVD | - | 165 | YSNL+165 | - | - |
| Q | HPT | 19.000 | - | QZ | - | CC- | - | - | 3.00% | - | Ryuxupkp | EJTT | 575 | 575 | VMSE+575 | - | - |
| H | YUW | 89.900 | - | FJ | - | LL | - | - | 76.00% | - | Jpdhmafa | TBZV | 175 | 175 | KWUL+175 | - | - |
| A | TIS | 97.000 | - | QJ | - | KKK- | - | - | 42.00% | - | Kuvxpqjf | QXDC | 310 | 310 | IUHZ+310 | - | - |
Tranche Comments
Y-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Jrv E; Comments: Fzn-fwssno;
H-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Ant H;
H: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Hcc K;
G: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Ipt N;
A: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Gca J;
Q: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Cnd H;
Ktu: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Lwh G;
Deal Comments
Amp-Kyjj Kccomiq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 6, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1P | VGR | 91.000 | 1.83 | - | DD | - | - | - | 39.60% | - | Uslrmptx | SXNA | - | 180 | NEAJ+180 | - | 825.00000 |
| F-Q | GLZ | 697.326 | 7.20 | - | YYY | - | - | - | 77.53% | - | Rypkayjj | KOXA | - | 120 | ANSS+120 | - | 433.00000 |
Tranche Comments
F-Q: Redemption: 2024-10-18; Registration: 144J/Ctw P;
G-1P: Redemption: 2024-10-18; Registration: 144V/Oww K;
Deal Comments
Imufawaafaz. Fba Xwee Imxfbkv 0.5
Reinvestment Period End Date
Feb 15, 2012