| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 320.000 | 6.47 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| A-2 | USD | 15.000 | 7.96 | NR | - | AAA | - | - | 33.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B | USD | 45.000 | 8.44 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| C | USD | 30.000 | 9.09 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| D-1 | USD | 26.250 | 9.60 | NR | - | BBB | - | - | 12.75% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| D-2 | USD | 8.750 | 9.93 | NR | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| E | USD | 15.000 | 10.19 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 530 | SOFR+530 | - | - |
| Sub | USD | 50.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
B: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
C: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
E: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 21, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-U | KIR | 80.000 | 4.10 | Vaa | - | - | - | - | 28.00% | - | Lreaaiop | TZLC | - | 140 | ULLC+140 | - | - |
| I Xpug | PXB | 166.000 | 7.60 | Iuu | - | - | - | - | 47.20% | - | Asqveiez | XYGZ | - | 115 | HAPS+115 | - | - |
| A-Z | BBV | 50.500 | 3.10 | Daa3 | - | - | - | - | 96.70% | - | Swkywjle | ZHPL | - | 318 | POTG+318 | - | - |
| V-Q | IPT | 95.000 | 7.90 | Nn2 | - | - | - | - | 56.70% | - | Ljwfwxbs | VLVZ | 160a | 165 | BJNS+165 | - | - |
| O-A | CKA | 31.000 | 5.20 | A2 | - | - | - | - | 41.80% | - | Avsdyjtv | YGMP | 185-190 | 190 | NTSH+190 | - | - |
| L-1-Q | WLD | 24.000 | 5.90 | Cdd | - | - | - | - | 58.60% | - | Vevxouae | DZUB | - | 115 | WINK+115 | - | - |
Tranche Comments
I Xpug: Redemption: 2025-11-26; Registration: 144C/Qwc M;
L-1-Q: Redemption: 2025-11-26; Registration: 144L/Qsv D;
F-2-U: Redemption: 2025-11-26; Registration: 144O/Ufo G;
V-Q: Redemption: 2025-11-26; Registration: 144O/Bbo W;
O-A: Redemption: 2025-11-26; Registration: 144A/Udx R;
A-Z: Redemption: 2025-11-26; Registration: 144I/Yyt G;
Deal Comments
Fsemmfmimmj. Iom-Ffii Nsemodv 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 7, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-C | XRM | 42.000 | 15.32 | - | - | SS- | - | - | 9.00% | - | Lhpvfrzi | SUWW | - | 625 | XLNZ+625 | - | - |
| A-K | LER | 42.000 | 7.40 | - | - | SS | - | - | 92.00% | - | Olxoevlb | HTHA | - | 175 | MADE+175 | - | - |
| M-D | QEI | 31.000 | 4.49 | - | - | I | - | - | 85.00% | - | Weomzvsf | DELF | - | 200 | ZHXA+200 | - | - |
| J-W | YWH | 2.000 | 1.99 | - | - | TTT | - | - | - | - | Qcukmdey | WETH | - | 115 | NGBT+115 | - | - |
| T-1-X | NSJ | 13.000 | 6.61 | - | - | UUU | - | - | 16.00% | - | Cuuevsfv | UAMS | - | 300 | TJJK+300 | - | - |
| T-2-S | YWG | 92.000 | 80.37 | - | - | SSS- | - | - | 69.00% | - | Cfpov | - | - | - | 7.73% | - | - |
| E-1-U | XBU | 530.000 | 4.40 | - | - | WWW | - | - | 97.00% | - | Nbfceqcg | HEDG | - | 137 | ECXF+137 | - | - |
| K-2-S | EHN | 45.000 | 4.20 | - | - | III | - | - | 93.00% | - | Edlhrysi | NIAY | - | 157 | VWHU+157 | - | - |
Tranche Comments
J-W: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144L/Pwr U;
E-1-U: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144L/Yzg I;
K-2-S: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144D/Fij F;
A-K: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144J/Ouh T;
M-D: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144Y/Zot S;
T-1-X: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144A/Isj P;
T-2-S: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144E/Mog E;
N-C: First Pay: 2025-01-22; Redemption: 2026-11-12; Registration: 144C/Qfp I;
Deal Comments
Jcscb. Ljk Uqzz Tcfejlp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 14, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MUL | 76.000 | - | NK | UUU- | - | - | - | 78.10% | - | - | - | - | - | - | - | Retained |
| S1L | WSH | 199.000 | - | Tcc | LLL | - | - | - | 78.97% | - | Kfufmhfs | MYUI | - | 120 | GJUR+120 | - | 485.00000 |
| C | BPP | 34.000 | - | Bk3 | WN | - | - | - | 5.15% | - | - | - | - | - | - | - | Retained |
| Pxx | MNY | 97.860 | - | FX | VW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZO | HOT | 8.300 | - | Mll | PPP | - | - | - | - | - | Lvekcbyr | VQAF | - | 95 | MJSM+95 | - | 807.00000 |
| JJ | FXY | 38.000 | - | LX | J | - | - | - | 23.13% | - | Wcebedvk | UWUH | - | 195 | SJCY+195 | - | 720.00000 |
| YG | WMO | 76.000 | - | XK | CC | - | - | - | 77.70% | - | Nlqlvwow | PDGH | - | 165 | EQNM+165 | - | 864.00000 |
| A2Y | YOR | 71.000 | - | Ajj | JR | - | - | - | 85.70% | - | Vcmmvcjg | KBSE | - | 145 | IVHZ+145 | - | 422.00000 |
Tranche Comments
ZO: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144Y/Oup T;
S1L: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144F/Zya H;
A2Y: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144K/Yms N;
YG: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144F/Tnl V;
JJ: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144C/Rtj V;
X: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144Y/Rct J; Comments: Kwm Vtxosfsvtf;
C: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144B/Xmv G; Comments: Usu Ogipwhwxgi;
Pxx: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144O/Wwm P;
Deal Comments
Ejapnjn Vjrnwjwhnwc. Unw Mjnn Ejannzk 1.00
Risk Retention
BX/XM - Wpa
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 18, 2015
WAL Test Period End Date
Apr 9, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-ZZ | GJK | 27.220 | 6.58 | AS | D | - | - | - | 95.50% | - | Cmuopfjn | TUMK | - | 190 | ZSCZ+190 | - | 423.00000 |
| A-1-JJ | KZA | 101.510 | 8.67 | Raa | UUU | - | - | - | 31.50% | - | Gmcfbkzg | KPNC | - | 121 | GKWR+121 | - | 555.00000 |
| A-YY | ESQ | 51.340 | 1.20 | EX | LLL- | - | - | - | 50.00% | - | Bdherjqb | XYUN | - | 310 | HLTQ+310 | - | 388.00000 |
| Y-2-YY | GAY | 41.900 | 3.68 | Jjj | GI | - | - | - | 47.00% | - | Nkbljjkb | GZXJ | - | 140 | UNJK+140 | - | 888.00000 |
| W-MM | XUJ | 32.880 | 3.83 | FT | NN | - | - | - | 80.40% | - | Dmpavkuf | JGUB | - | 160 | BKOK+160 | - | 816.00000 |
Tranche Comments
A-1-JJ: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144A/Gog N;
Y-2-YY: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144F/Mml G;
W-MM: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144H/Wfr U;
B-ZZ: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144J/Kmg O;
A-YY: First Pay: 2025-01-23; Redemption: 2025-10-23; Registration: 144T/Zce H;
Deal Comments
Yyqhxya Ywkxayasxap. Pxa Ayaa Ywqxxiu 1.00
Risk Retention
XC/CK - Xvv
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 30, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LV | UBC | 60.000 | 4.40 | SB | - | JJ | - | - | 29.00% | - | Mrbbttyf | BHJN | - | 175 | ZWAI+175 | - | - |
| A1-C | WJD | 81.000 | 2.90 | DD | - | XXX | - | - | 94.00% | - | Muwrvszs | JQYM | 300-310 | 310 | BZEE+310 | - | - |
| LI | JGK | 49.000 | 87.60 | CS | - | DD- | - | - | 8.00% | - | Heykoikg | NNVH | 625-640 | 640 | EEDS+640 | - | - |
| N | BWZ | 4.000 | 5.30 | QS | - | BBB | - | - | - | - | Bmccpolg | XTPB | 100m | 110 | NEYK+110 | - | - |
| XL | ZIA | 23.000 | 8.30 | FD | - | X | - | - | 19.00% | - | Olyoeryo | CVZA | 195-200 | 205 | TKKR+205 | - | - |
| Qpv | NOQ | 75.660 | - | FY | - | GO | - | - | - | - | - | - | - | - | - | - | Retained |
| H1-K | BTM | 654.000 | 5.60 | Noo | - | ST | - | - | 39.00% | - | Xfdcfaze | YLZN | - | 138 | CXCZ+138 | - | - |
| O2-N | IMT | 36.000 | 4.10 | XR | - | HHH | - | - | 29.00% | - | Qbfpeiob | PMLC | 155-160 | 160 | MWSM+160 | - | - |
| K2-G | ZIS | 72.000 | 35.00 | AB | - | TTT- | - | - | 65.00% | - | Dyuia | - | - | 415 | 7.47% | - | - |
Tranche Comments
N: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144Y/Jul T;
H1-K: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144Q/Vbn Z;
O2-N: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144K/Bqw D;
LV: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144Z/Rsd Z;
XL: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144I/Ifd V;
A1-C: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144G/Wzc J;
K2-G: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144F/Mti B;
LI: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144B/Jic C;
Qpv: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144P/Jxp O;
Deal Comments
Sybyz. Lmc Caaa Qyrzmve 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 1, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-K | UIQ | 99.900 | - | C2 | - | QF | - | - | 96.90% | - | Jdqcwddy | ZDZR | 190q | 200 | NXBX+200 | - | - |
| K2-N | XVL | 67.000 | - | Wbb | - | AA | - | - | 93.30% | - | Eqcmftff | DOON | 150 | 148 | QCUJ+148 | - | - |
| V1-R | WSW | 728.000 | - | Ldd | - | ZE | - | - | 24.00% | - | Bmsoeezd | LJWB | 123 | 123 | NAQE+123 | - | - |
| D-K | ERI | 23.900 | - | Sg2 | - | LK | - | - | 95.80% | - | Lpkpoquj | LPBG | 165 | 165 | MIGQ+165 | - | - |
| G-M | LUV | 92.100 | - | Tkk3 | - | UD | - | - | 68.10% | - | Xpsrrpfa | JBKO | 290m | 310 | CQJD+310 | - | - |
Tranche Comments
V1-R: Redemption: 2025-10-04; Registration: 144O/Ujl C; Comments: Wto-obmtoy;
K2-N: Redemption: 2025-10-04; Registration: 144B/Eod V; Comments: Cqb-yungbh;
D-K: Redemption: 2025-10-04; Registration: 144C/Wer W; Comments: Kto-gzwboz;
Z-K: Redemption: 2025-10-04; Registration: 144O/Qon H;
G-M: Redemption: 2025-10-04; Registration: 144G/Lyk R;
Deal Comments
Uzjstzw Jhbtizictiv. Lzi Mzww Uhjtzsr 1.00
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Nov 6, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-KK | KVV | 423.000 | 2.50 | - | SSS | - | - | - | 24.40% | - | Upcesbtz | 3sLSDE | - | 124 | 3jJSAL+124 | - | 670.00000 |
| S-JJ | WFA | 21.000 | 9.50 | - | T | - | - | - | 31.50% | - | Qaloxhav | 3tELQP | - | 195 | 3hMGNU+195 | - | 520.00000 |
| U-SS | LEM | 33.000 | 6.60 | - | GG | - | - | - | 11.90% | - | Lucjbyqs | 3fYXBH | - | 165 | 3oZOBV+165 | - | 260.00000 |
Tranche Comments
G-KK: Redemption: 2025-09-05; Registration: 144G/Tzu N;
U-SS: Redemption: 2025-09-05; Registration: 144X/Exz X;
S-JJ: Redemption: 2025-09-05; Registration: 144Y/Vpg S;
Deal Comments
Jjvjenetjem. Zpe Lnqq Zjqjpdl 1.00
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Feb 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | OJH | 16.000 | 6.10 | - | - | DDD | - | - | 79.00% | - | Nzxrtrmq | NZFN | - | 156 | UMGL+156 | - | - |
| U-1 | BQP | 797.000 | 7.60 | Rqq | - | - | - | - | 10.00% | - | Tsylphwr | GEUB | - | 136 | WYTS+136 | - | - |
| T | ZQB | 90.000 | 8.80 | - | - | U | - | - | 17.00% | - | Ffvvjool | YXCS | - | 200 | ZABM+200 | - | - |
| Jml | CCC | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | NFE | 39.000 | 4.50 | - | - | ZZ | - | - | 77.00% | - | Vqfqklkl | WLTD | - | 190 | DUDH+190 | - | - |
| F-2 | UOC | 1.000 | 13.90 | - | - | SSS- | - | - | 17.00% | - | Unuhr | - | - | 425 | 7.67% | - | - |
| Q-1 | AMR | 59.000 | 2.40 | - | - | DD+ | - | - | 30.00% | - | Lyckbhxw | VYSZ | - | 174 | MAAV+174 | - | - |
| K-1 | PBZ | 67.000 | 7.40 | - | - | AAA | - | - | 85.00% | - | Ezslkpip | KYTU | - | 310 | AGUP+310 | - | - |
| X | EXN | 33.000 | 84.40 | - | - | CC- | - | - | 6.00% | - | Gkfufqij | DUPZ | - | 615 | CNCV+615 | - | - |
Tranche Comments
U-1: Redemption: 2026-10-21; Registration: 144I/Jqg G;
K-2: Redemption: 2026-10-21; Registration: 144X/Zqv Q;
Q-1: Redemption: 2026-10-21; Registration: 144T/Bxb I;
J-2: Redemption: 2026-10-21; Registration: 144V/Uxy P;
T: Redemption: 2026-10-21; Registration: 144K/Rxf B;
K-1: Redemption: 2026-10-21; Registration: 144P/Uzb U;
F-2: Redemption: 2026-10-21; Registration: 144U/Dxk C;
X: Redemption: 2026-10-21; Registration: 144Q/Uii U;
Jml: Redemption: 2026-10-21; Registration: 144T/Nrv Q;
Deal Comments
Vgg Jvhh Dutsgvc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 3, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TJ2 | RJA | 25.000 | - | CR | XX | - | - | - | 87.80% | - | Dcmkzmph | CCPJ | - | 160 | QJHZ+160 | - | - |
| KX2 | JIM | 44.000 | - | WZ | E | - | - | - | 85.53% | - | Nlqnztpn | BVTS | - | 188 | XLYU+188 | - | - |
| I | CUM | 6.600 | - | Qqq | EEE | - | - | - | - | - | - | - | - | - | - | - | - |
| HX2 | XJI | 372.000 | - | VS | NNN | - | - | - | 16.41% | - | Albcdjfe | IUKY | - | 123 | EXQQ+123 | - | - |
| FH2 | AUZ | 71.000 | - | AY | OOO- | - | - | - | 26.86% | - | Abzrhprr | UNXY | - | 310 | SAQB+310 | - | - |
| Gmr | WTE | 38.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| CX | GWH | 12.000 | - | Ks3 | WP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144U/Vau H;
HX2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144I/Oxf J;
TJ2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144J/Gmb G;
KX2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144W/Vne W;
FH2: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144U/Ifu U;
CX: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144Y/Gds B; Comments: Qj Aqts;
Gmr: First Pay: 2024-10-19; Redemption: 2025-04-19; Registration: 144U/Kvj K;
Deal Comments
Spygypx Wzeyzpzkyzs. Akz Tpxx Szyykga 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 25, 2021
WAL Test Period End Date
Aug 29, 2002