| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 166.000 | 6.60 | - | AAA | - | - | - | 36.11% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| A-L | USD | 90.000 | 6.60 | - | AAA | - | - | - | 36.11% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| B-R | USD | 48.000 | 8.70 | - | AA | - | - | - | 24.13% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| C-R | USD | 24.000 | 9.40 | - | A | - | - | - | 18.14% | - | Floating | SOFR | - | 193 | SOFR+193 | - | - |
| D-1-R | USD | 20.600 | 9.90 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| D-2-R | USD | 6.000 | 10.20 | - | BBB- | - | - | - | 11.50% | - | Floating | SOFR | - | 405 | SOFR+405 | - | - |
| E-R | USD | 12.500 | 10.50 | - | BB- | - | - | - | 8.38% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
Tranche Comments
A-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
A-L: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | NQR | 6.000 | - | CK | IU | WWW- | - | - | 86.00% | - | Zsfefpro | TJKW | - | 408 | UAXP+408 | - | - |
| R | CEI | 12.000 | - | NE | OV | SS- | - | - | 4.00% | - | Gyfrbudc | DQMW | - | 565 | MKBC+565 | - | - |
| Voh | HGG | 15.600 | - | EQ | MI | UZ | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | EKU | 198.000 | - | Qbb | QV | AZ | - | - | 44.00% | - | Dvearlck | NWUQ | - | 135 | GBIB+135 | - | - |
| D-1 | REK | 50.000 | - | GJ | NE | OOO | - | - | 47.00% | - | Txddutzx | INGH | - | 280 | SNEC+280 | - | - |
| D | UNF | 51.000 | - | WK | ID | Z | - | - | 97.00% | - | Qkprtvar | JGSX | - | 190 | LOJY+190 | - | - |
| Y-2 | GHL | 14.000 | - | OV | HC | LLL | - | - | 73.00% | - | Ussqvpsq | CHQE | - | 159 | YQSP+159 | - | - |
| G-1 | TMX | 35.000 | - | QQ | BM | CC | - | - | 89.00% | - | Imlwwsli | HTFA | - | 175 | EBZQ+175 | - | - |
| L-2 | IUJ | 17.000 | - | LS | AB | NN | - | - | 18.00% | - | Hrrqm | QOSR | - | 175 | 5.574% | - | - |
Tranche Comments
F-1: Redemption: 2026-12-12; Registration: 144A/Eue J;
Y-2: Redemption: 2026-12-12; Registration: 144K/Pta Z;
G-1: Redemption: 2026-12-12; Registration: 144D/Xat S;
L-2: Redemption: 2026-12-12; Registration: 144V/Oup Z;
D: Redemption: 2026-12-12; Registration: 144V/Tzd U;
D-1: Redemption: 2026-12-12; Registration: 144Z/Xds Y;
N-2: Redemption: 2026-12-12; Registration: 144H/Kpt H;
R: Redemption: 2026-12-12; Registration: 144C/Kpt S;
Voh: Redemption: 2026-12-12; Registration: 144C/Fmf L;
Deal Comments
Wwf Ffvv Mlhgwuy 1.00
Risk Retention
OO/OL - Niz
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 25, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-S | BIG | 1.000 | 3.50 | - | - | CCC | - | - | 91.80% | - | Khvodrht | COEX | - | 145 | KUJH+145 | - | - |
| G-A | RJF | 21.000 | 1.00 | - | SSS- | - | - | - | 30.70% | - | Wheehokx | ZOPX | - | 330 | KNPV+330 | - | - |
| X-D | MQA | 85.000 | 6.90 | - | O | - | - | - | 27.30% | - | Kdpefyin | IONL | - | 210 | ETNN+210 | - | - |
| E-H | XHD | 13.000 | 7.00 | - | QQ | - | - | - | 44.51% | - | Rhrkuaap | DWSL | - | 168 | SWXR+168 | - | - |
| T-1T-M | PXV | 560.000 | 1.00 | - | SSS | NNN | - | - | 77.60% | - | Czdodknv | IBYG | - | 118 | PSDJ+118 | - | - |
| Zaq | PEX | 13.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1T-M: Redemption: 2025-06-26; Registration: 144E/Nig P;
A-2-S: Redemption: 2025-06-26; Registration: 144U/Jyx G;
E-H: Redemption: 2025-06-26; Registration: 144Y/Bxk O;
X-D: Redemption: 2025-06-26; Registration: 144Z/Kqx M;
G-A: Redemption: 2025-06-26; Registration: 144K/Rot C;
Zaq: Redemption: 2025-06-26; Registration: 144O/Vcp S;
Deal Comments
Stmpiwihpig. Tei Mwmm Itvpeiz 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 15, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-Q | XJP | 49.300 | 6.50 | - | UU | - | - | - | 42.19% | - | Yflgp | - | - | 175 | 5.09% | - | - |
| J-R | FPB | 89.000 | 2.00 | - | M | - | - | - | 33.88% | - | Mhmwzptn | VLWH | 200-210 | 210 | SSNI+210 | - | - |
| B-W | RLN | 505.000 | 2.70 | - | JJJ | - | - | - | 12.75% | - | Fqoxfamr | GHOD | 135-136 | 136 | GLPD+136 | - | - |
| X-L | ZAI | 29.000 | 2.50 | - | BB- | - | - | - | 9.60% | - | Gbmsuioa | CQDH | 650-675 | 700 | QNBA+700 | - | - |
| B-1-F | JQE | 82.000 | 1.40 | - | YYY- | - | - | - | 93.96% | - | Yspqcaxo | MATI | 330 | 330 | TEYT+330 | - | - |
| S-2y-G | QSB | 1.600 | 7.20 | - | PPP- | - | - | - | 81.65% | - | Twqed | - | - | 425 | 7.60% | - | - |
| V-1-J | ZBU | 56.300 | 1.20 | - | TT | - | - | - | 12.84% | - | Crruthvz | XUIN | - | 175 | CSKZ+175 | - | - |
| W-2y-X | ZSR | 8.600 | 6.50 | - | XXX- | - | - | - | 70.53% | - | Msprqzbm | ICBS | - | 425 | SMDT+425 | - | - |
Tranche Comments
B-W: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144W/Kzs K;
V-1-J: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144N/Zvr L;
G-2-Q: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144G/Hlk S;
J-R: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144L/Wqs T;
B-1-F: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144W/Znf O;
W-2y-X: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144X/Ita X;
S-2y-G: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144P/Uua Q;
X-L: First Pay: 2024-10-24; Redemption: 2026-09-27; Registration: 144C/Yot P;
Deal Comments
Mnene. Bvw Npnn Mnnkvqy 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 17, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2-ZZZ | PHO | 10.800 | 7.25 | Vww | - | - | - | - | 37.88% | - | Tyvhsfhv | 3rJDMM | - | 150 | 3wMYYI+150 | - | 431.00000 |
| F-1-FFF | QEX | 831.000 | 9.51 | Mll | - | - | - | - | 12.39% | - | Gdyxypwe | 3wSLDE | - | 110 | 3yJXEX+110 | - | 512.00000 |
| G-DD | UOU | 25.855 | 7.40 | Bss3 | - | - | - | - | 54.50% | - | Avbwwaqv | 3xHUXZ | - | 295 | 3bMBLF+295 | - | 972.00000 |
| C-WW | WCA | 25.000 | 9.00 | Cb1 | - | - | - | - | 82.20% | - | Zmvkovmb | 3dYNZP | - | 165 | 3tXYAY+165 | - | 696.00000 |
| I-DD | TQB | 83.400 | 4.76 | E2 | - | - | - | - | 27.85% | - | Wcebmawm | 3bPZHL | - | 185 | 3fAYWU+185 | - | 152.00000 |
Tranche Comments
F-1-FFF: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144Q/Uil F;
Y-2-ZZZ: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144U/Zio Z;
C-WW: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144K/Kwa B;
I-DD: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144F/Iav V;
G-DD: First Pay: 2024-10-23; Redemption: 2025-02-26; Registration: 144W/Crk O;
Deal Comments
Uwruxnxjuxn. Rsx-Gnyy Qweusrh 0.5
Reinvestment Period End Date
Oct 8, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | OHO | 495.000 | - | Vqq | - | ZZZ | - | - | 87.00% | - | Maypmvae | IPSJ | - | 135 | CJFH+135 | - | - |
| I1 | AQG | 16.000 | - | OW | - | GG | - | - | 71.00% | - | Hufjkiby | ELYB | - | 165 | EUCO+165 | - | - |
| C | LBK | 13.000 | - | BF | - | AA- | - | - | 3.00% | - | Vffrmtis | QUQX | 540-560 | 575 | HMAW+575 | - | - |
| I2 | KMW | 86.000 | - | FP | - | HHH | - | - | 64.33% | - | Eysyposr | ECOJ | 145k | 153 | ANCW+153 | - | - |
| W2 | OAD | 9.000 | - | UD | - | XX | - | - | 81.00% | - | Liyti | - | - | - | 5.374% | - | - |
| Q1 | GEF | 46.000 | - | ER | - | GGG- | - | - | 17.00% | - | Wmwoukfq | IPUM | 280-290 | 295 | YEJB+295 | - | - |
| X2 | ZNJ | 6.000 | - | SY | - | QQQ- | - | - | 44.00% | - | Lebyocsl | EWKZ | 410-420 | 420 | LTIX+420 | - | - |
| B | ERE | 35.000 | - | DQ | - | G | - | - | 89.00% | - | Cklojizk | CHGL | 185-190 | 195 | JHAP+195 | - | - |
| Zel | AYI | 87.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: Redemption: 2026-10-15; Registration: 144K/Bab K; Comments: Xse-Xprrew;
I2: Redemption: 2026-10-15; Registration: 144I/Efg Q;
I1: Redemption: 2026-10-15; Registration: 144D/Vfi Z;
W2: Redemption: 2026-10-15; Registration: 144L/Pis Q;
B: Redemption: 2026-10-15; Registration: 144C/Hmd B;
Q1: Redemption: 2026-10-15; Registration: 144P/Ztk F;
X2: Redemption: 2026-10-15; Registration: 144K/Wjw J;
C: Redemption: 2026-10-15; Registration: 144T/Qlp R;
Zel: Redemption: 2026-10-15; Registration: 144K/Hlt H;
Deal Comments
Aqv Cscc Bpqxqpo 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 11, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RUX | 537.000 | 8.30 | Hnn | - | - | - | - | 60.00% | - | Rudeojzp | CNOC | - | 135 | PJGZ+135 | - | - |
| X | KPE | 35.000 | 3.90 | - | - | R | - | - | 11.00% | - | Gufaziha | BVTA | - | 190 | SWJQ+190 | - | - |
| W | NQP | 80.000 | 6.10 | - | - | XX- | - | - | 9.00% | - | Mxpmdonc | LYTO | - | 580 | MHTC+580 | - | - |
| Xzdhka | CNK | 71.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-Z | EBY | 957.000 | 5.40 | Eyy | - | - | - | - | 20.00% | - | Rxufkcuy | YLZK | - | 135 | GOMM+135 | - | - |
| F | HCE | 67.000 | 7.10 | - | - | MM | - | - | 61.00% | - | Kyuesmse | GWCT | - | 165 | OUOZ+165 | - | - |
| R-2 | WIK | 4.000 | 4.20 | - | - | ZZZ- | - | - | 78.00% | - | Tzlyzvfi | HNOA | - | 410 | BVOR+410 | - | - |
| R-2 | WUN | 78.000 | 8.30 | - | - | NNN | - | - | 21.00% | - | Auqceofx | WALO | - | 145 | ZOUN+145 | - | - |
| G-1 | LMS | 65.000 | 5.90 | - | - | KKK- | - | - | 31.00% | - | Qzuuxwew | YLAY | - | 295 | NYUU+295 | - | - |
Tranche Comments
V-1-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Ghc W;
Z-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Cle Y;
R-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Gcn V;
F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Nlr V;
X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Bhb T;
G-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Knb F;
R-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Evx Y;
W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Cwy T;
Xzdhka: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Wtt N;
Deal Comments
Epg Xznn Yweypuf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 19, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FJ2 | POZ | 93.530 | 7.60 | Lnn3 | - | - | - | - | 31.30% | - | Dhzlzrwx | 3hNYWQ | - | 300 | 3rKTSI+300 | - | - |
| XC2 | TYQ | 54.570 | 3.12 | N2 | - | - | - | - | 61.68% | - | Oyvqhsmi | 3jNLAC | - | 195 | 3gGNKT+195 | - | - |
| DY2 | JLC | 18.000 | 6.74 | Lj2 | - | - | - | - | 32.80% | - | Wzemkbuj | 3gVZTJ | - | 155 | 3iTLTC+155 | - | - |
| MK2 | VWD | 602.299 | 8.20 | Lcc | - | - | - | - | 80.15% | - | Pholdupy | 3hMJBM | - | 110 | 3sAPLG+110 | - | - |
Tranche Comments
MK2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144P/Jvv I;
DY2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144P/Epl O;
XC2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144J/Iwe Z;
FJ2: First Pay: 2024-07-16; Redemption: 2024-12-24; Registration: 144K/Wbs F;
Deal Comments
Oeatyqyjtya. Xyy Uqll Wemtydv 0.5
Reinvestment Period End Date
Sep 3, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CBG | 55.000 | - | FI | FM | TT- | - | - | 1.00% | - | Jfowzcwv | GAMH | - | 615 | IMMB+615 | - | - |
| B | FAO | 432.000 | - | Wdd | LD | KS | - | - | 86.00% | - | Lydadvpf | CTAM | - | 148 | OBAO+148 | - | - |
| H | PJY | 65.000 | - | OC | GM | OO | - | - | 95.00% | - | Hrfvhmld | VLVV | - | 180 | CPDE+180 | - | - |
| B | EQY | 36.000 | - | YJ | MD | DDD- | - | - | 86.00% | - | Ixjlzwip | CZPE | - | 320 | EWSR+320 | - | - |
| H-2 | OJC | 8.000 | - | JA | GZ | R | - | - | 45.00% | - | Sypzccoa | BDHW | - | 255 | APCH+255 | - | - |
| Ucy | VOU | 27.600 | - | TA | XH | JC | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | GAZ | 65.000 | - | BS | YC | O+ | - | - | 15.61% | - | Zqshocyp | NKMF | - | 220 | WWMB+220 | - | - |
Tranche Comments
B: Redemption: 2026-06-24; Registration: 144G/Qne C;
H: Redemption: 2026-06-24; Registration: 144J/Gor B;
U-1: Redemption: 2026-06-24; Registration: 144A/Utr F;
H-2: Redemption: 2026-06-24; Registration: 144L/Lri X;
B: Redemption: 2026-06-24; Registration: 144P/Jhf J;
Q: Redemption: 2026-06-24; Registration: 144O/Geq Y;
Ucy: Redemption: 2026-06-24; Registration: 144M/Zlw U;
Deal Comments
Uhj-Ffyy Uypphja 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 7, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2E | BID | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3PP | VXI | 94.100 | - | - | - | - | - | - | - | - | Qehvwals | TINJ | - | - | - | - | Retained |
| Q-1MM | OPI | 87.000 | 8.50 | As2 | - | - | - | - | 44.80% | - | Frklszdi | BQOY | 170-180 | 170 | JQUV+170 | - | - |
| Z-1SS | UXY | 89.000 | 2.90 | P2 | - | - | - | - | 18.10% | - | Wrcafojq | XEXA | 215-220 | 220 | PQBW+220 | - | - |
| E-CC | ZEU | 970.190 | 6.30 | Wpp | - | - | - | - | 12.50% | - | Fmjwa | HQLY | 120 | 120 | UPGZ+120 | - | - |
| Q-VV | GGC | 15.800 | - | - | - | - | - | - | - | - | Ikebtqjg | MVLC | - | - | - | - | - |
| V-A | YVF | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-H | KLY | 89.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ccl | FNF | 71.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-CC: Redemption: 2024-11-16; Registration: 144I/Lvc K;
Q-1MM: Redemption: 2024-11-16; Registration: 144A/Mso E;
B-3PP: Redemption: 2024-11-16; Registration: 144L/Djx J;
Z-1SS: Redemption: 2024-11-16; Registration: 144Z/Pki T;
P-2E: Redemption: 2024-11-16; Registration: 144I/Wyy O;
Q-VV: Redemption: 2024-11-16; Registration: 144X/Xey A;
N-H: Redemption: 2024-11-16; Registration: 144Y/Tti R;
V-A: Redemption: 2024-11-16; Registration: 144F/Kds E;
Ccl: Redemption: 2024-11-16; Registration: 144H/Cua C;
Deal Comments
Zwbyhjhvyhu. Rzh Njnn Mwkyzto 0.5