| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 369.000 | 6.40 | Aaa | AAA | - | - | - | 38.50% | - | Floating | SOFR | - | 133 | SOFR+133 | - | 100.00000 |
| A-2 | USD | 33.000 | 8.10 | Aaa | - | - | - | - | 33.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | 100.00000 |
| B | USD | 54.000 | 8.70 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| C | USD | 36.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | 100.00000 |
| D-1 | USD | 36.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 290 | SOFR+290 | - | 100.00000 |
| D-2 | USD | 6.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 405 | SOFR+405 | - | 100.00000 |
| E | USD | 18.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 53.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;
Deal Comments
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 |
|---|
| HZZ | CVB | 81.000 | - | GW | DE | E | - | - | 28.00% | - | Cvhoqhtn | PWXT | - | 190 | JOLO+190 | - | - |
| G1CC | KSS | 63.000 | - | EP | HJ | TTT- | - | - | 61.00% | - | Wsmchott | PITH | - | 310 | UNIE+310 | - | - |
| I2II | AIK | 8.000 | - | ZQ | WB | MMM- | - | - | 65.00% | - | Ozbywpdn | UTWQ | - | 450 | LQVP+450 | - | - |
| KII | MHS | 30.000 | - | LG | ID | NN | - | - | 99.00% | - | Mckoqpua | HIWQ | - | 165 | SVOS+165 | - | - |
| EMM | NAX | 37.000 | - | NG | MT | TT- | - | - | 6.00% | - | Ylfzyqbj | YHDC | - | 740 | QGBJ+740 | - | - |
| ZXX | GRB | 949.000 | - | SN | JN | LLL | - | - | 46.00% | - | Ndpaqsql | ZZUG | - | 125 | GWOE+125 | - | - |
| Xub | CXX | 97.500 | - | TW | JZ | ZY | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
ZXX: Redemption: 2025-10-15; Registration: 144H/Ohc O;
KII: Redemption: 2025-10-15; Registration: 144X/Prp O;
HZZ: Redemption: 2025-10-15; Registration: 144M/Jos F;
G1CC: Redemption: 2025-10-15; Registration: 144M/Qbw I;
I2II: Redemption: 2025-10-15; Registration: 144F/Dty W;
EMM: Redemption: 2025-10-15; Registration: 144N/Gac H;
Xub: Redemption: 2025-10-15; Registration: 144O/Gad R;
Deal Comments
Utftp. Buw Ertt Otvrukj 1.00
Risk Retention
GI/IW - Iko
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 14, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-K | FWW | 79.000 | 3.73 | YE | - | H | - | - | 90.00% | - | Zvescanc | 3zPTSA | - | 210 | 3bPNCN+210 | - | 136.00000 |
| Mqn | NXH | 61.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-S | FXE | 39.000 | 8.79 | VC | - | EE | - | - | 21.00% | - | Jzjuaypn | 3cVOVB | - | 180 | 3vKSNE+180 | - | 806.00000 |
| X-J | KOR | 60.000 | 42.66 | LE | - | RR- | - | - | 5.00% | - | Khbzofra | 3dVYHQ | - | 790 | 3aDDMQ+774 | - | 64.00000 |
| N-1-S | XMN | 36.500 | 8.81 | WU | - | RRR- | - | - | 99.80% | - | Qkfosmei | 3iVJIE | - | 325 | 3nYBXK+325 | - | 599.00000 |
| F-2-I | ZCV | 53.100 | 50.10 | XI | - | JJJ- | - | - | 57.00% | - | Brpve | Aingc | - | - | 7.42% | 7.419% | 789.00000 |
| X-1-N | XCG | 653.000 | 7.78 | Obb | - | AS | - | - | 63.00% | - | Hxyzocni | 3sDMMZ | - | 136 | 3eQOWA+136 | - | 954.00000 |
| M-2-V | HZI | 69.000 | 2.24 | YI | - | UUU | - | - | 52.00% | - | Rfjstslr | 3xNDEA | - | 153 | 3rEOCR+153 | - | 896.00000 |
Tranche Comments
X-1-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Nut F;
M-2-V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Yyx K;
K-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Ccb N;
H-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Vot S;
N-1-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Cmu M;
F-2-I: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Jbj G;
X-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Hjo A;
Mqn: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Lex E;
Deal Comments
Regex. Qqy Wwaa Pemoqev 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 3, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-BB | QKH | 715.784 | 9.16 | - | LLL | - | - | - | 34.50% | - | Szwrccza | 3wPVCR | - | 110 | 3iCJPM+110 | - | 204.00000 |
| N-BB | JAJ | 29.000 | 7.91 | - | XX | - | - | - | 27.87% | - | Ecurrfxu | 3cMHYN | - | 165 | 3jSAXY+165 | - | 602.00000 |
| E-WW | KRL | 83.000 | 4.69 | - | F | - | - | - | 35.11% | - | Lbllskbo | 3dIQZA | - | 200 | 3nDIHV+200 | - | 471.00000 |
Tranche Comments
E-BB: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144D/Rkr V;
N-BB: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144W/Kys N;
E-WW: First Pay: 2024-11-15; Redemption: 2025-03-26; Registration: 144F/Vnr A;
Deal Comments
Azfubtbvubq. Jbb Xtnn Xzyubix 0.5
Reinvestment Period End Date
May 6, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-U | EHX | 36.490 | - | VV | II- | - | - | - | 2.60% | - | Tjvhyplm | YAUP | - | 740 | GXKA+740 | - | - |
| V-Z | JQM | 53.000 | - | OM | BB | - | - | - | 31.20% | - | Qjhpkfnj | UINW | - | 175 | VMJZ+175 | - | - |
| G-1-Q | YUB | 681.190 | - | Lii | XXX | - | - | - | 67.10% | - | Bmomzxqq | XGEE | - | 129 | BEAD+129 | - | - |
| K-2-I | KFD | 94.290 | - | Dvv | NE | - | - | - | 89.40% | - | Gryxcfmq | SKSZ | - | 160 | LICW+160 | - | - |
| G-Q | NQQ | 95.700 | - | IH | V | - | - | - | 19.90% | - | Iejuwuxq | LKTU | - | 200 | HXWZ+200 | - | - |
| Q-M | MQR | 98.100 | - | DJ | YYY- | - | - | - | 58.00% | - | Zrdczkps | COTK | - | 325 | LADQ+325 | - | - |
Tranche Comments
G-1-Q: Redemption: 2025-09-09; Registration: 144A/Cce O;
K-2-I: Redemption: 2025-09-09; Registration: 144A/Pqp E;
V-Z: Redemption: 2025-09-09; Registration: 144V/Kxj S;
G-Q: Redemption: 2025-09-09; Registration: 144M/Xew C;
Q-M: Redemption: 2025-09-09; Registration: 144G/Udi D;
U-U: Redemption: 2025-09-09; Registration: 144I/Ccl S;
Deal Comments
Vhjwypycwyw. Aqy Gpww Ohkwqvx 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 6, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hfmmju | LLE | 68.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1-D | JUI | 26.480 | 6.30 | - | CCC- | - | - | - | 67.37% | - | Xwlcphlx | CPAK | 320-330 | 330 | LJNX+330 | - | - |
| D-F | IOS | 48.000 | 7.30 | - | EE | - | - | - | 92.00% | - | Amkolrzy | KNDJ | 180 | 180 | TLZD+180 | - | - |
| L-E | QYC | 98.000 | 9.90 | - | A | - | - | - | 25.00% | - | Kkvrqjzl | WTVI | 205-215 | 215 | LGQW+215 | - | - |
| M-W | IGM | 22.000 | 61.00 | - | CC- | - | - | - | 2.00% | - | Ayjeqtig | DCLU | 725-750 | 810 | AKXX+810 | - | - |
| F-A | GCD | 405.000 | 4.80 | - | QQQ | - | - | - | 55.00% | - | Cmrdblem | PXBV | 136 | 136 | GCWF+136 | - | - |
| L-2-G | RNT | 56.890 | 6.40 | - | RRR- | - | - | - | 15.00% | - | Gyybwxjd | YLAZ | 450-475 | 510 | QDCK+510 | - | - |
Tranche Comments
F-A: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144L/Aeq W;
D-F: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144P/Wqd X;
L-E: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144D/Poo W;
F-1-D: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144I/Ajt M;
L-2-G: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144K/Wal M;
M-W: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144Y/Vmo O;
Hfmmju: First Pay: 2024-10-15; Redemption: 2026-09-05; Registration: 144J/Kfv P;
Deal Comments
Iwyws. Btk Ynww Owzvtbx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 13, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1-R2 | KTX | 359.520 | - | Jgg | - | - | - | - | 63.40% | - | Akcrtqtc | WUZJ | 106i | 108 | VGQS+108 | - | - |
| K-M2 | ERR | 94.000 | - | Zqq | - | - | - | - | 11.17% | - | Fpxbdswt | ZVSA | 150-155 | 158 | DCZM+158 | - | - |
| D-O2 | KJZ | 26.000 | - | Mj3 | - | - | - | - | 51.70% | - | Cvxqoaik | LGER | 180-185 | 195 | XBVZ+195 | - | - |
| B-2-I2 | HNL | 28.000 | - | Fyy | - | - | - | - | 98.30% | - | Sdmocxlj | IGVK | 135-140 | 144 | KXOF+144 | - | - |
Tranche Comments
K-1-R2: Redemption: 2025-02-23; Registration: 144N/Hrr V;
B-2-I2: Redemption: 2025-02-23; Registration: 144G/Iom G;
K-M2: Redemption: 2025-02-23; Registration: 144E/Joe V;
D-O2: Redemption: 2025-02-23; Registration: 144O/Dzk W;
Deal Comments
Oequxixhuxb. Tix Siyy Jehuiyp 0.5
Reinvestment Period End Date
Feb 6, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-W2 | AWA | 4.000 | - | - | FFF- | - | - | - | 78.00% | - | Wefymyyo | IKOI | 475x | 505 | XBDE+505 | - | - |
| J-2-L2 | QVS | 4.000 | - | - | RRR | - | - | - | 62.00% | - | Wxuwhjrj | IQVQ | 150-155 | 150 | GVMN+150 | - | - |
| F-1-A2 | QVT | 43.000 | - | - | WWW- | - | - | - | 41.00% | - | Wfeqlbix | NJMC | 300-310 | 320 | YBZG+320 | - | - |
| W-1-N2 | VLC | 645.000 | - | - | VVV | - | - | - | 42.00% | - | Lbumyysj | NVGV | 135-136 | 137 | QCYA+137 | - | - |
| Dqp | JJQ | 80.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-H2 | CMG | 55.000 | - | - | S | - | - | - | 48.00% | - | Mbdfvijf | ZUKL | 200-210 | 200 | KOHK+200 | - | - |
| S-X2 | OWB | 73.000 | - | - | DD | - | - | - | 55.00% | - | Bfpdxmxt | JOEK | 175f | 175 | BDVO+175 | - | - |
| D-O2 | NNU | 75.000 | - | - | WW- | - | - | - | 9.00% | - | Xcrfhaec | BMMV | 725-750 | 799 | JNMK+799 | - | - |
Tranche Comments
W-1-N2: Redemption: 2026-08-28; Registration: 144D/Ufh V;
J-2-L2: Redemption: 2026-08-28; Registration: 144L/Ebq G;
S-X2: Redemption: 2026-08-28; Registration: 144U/Ujb G;
D-H2: Redemption: 2026-08-28; Registration: 144T/Zrs G;
F-1-A2: Redemption: 2026-08-28; Registration: 144M/Zxi A;
W-2-W2: Redemption: 2026-08-28; Registration: 144B/Tec M;
D-O2: Redemption: 2026-08-28; Registration: 144J/Gmw K;
Dqp: Redemption: 2026-08-28; Registration: 144G/Fdn B;
Deal Comments
Sbgbq. Tyz Byqq Sbppyxk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 4, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-O | QSV | 7.000 | 9.81 | - | - | WWW | - | - | 29.69% | - | Zdlykfcw | 3wGCNO | - | 151 | 3xPZEU+151 | - | 371.00000 |
| Y-1-Z | IOK | 682.660 | 3.61 | - | - | AAA | - | - | 54.00% | - | Zfcvhdtm | 3sHYBX | - | 136 | 3rPIIZ+136 | - | 747.00000 |
| G-I | WVO | 17.240 | 93.14 | - | - | JJ- | - | - | 9.00% | - | Qcfkzoph | 3pDTKZ | - | 770 | 3qLCDA+753 | - | 65.00000 |
| P-N | AGX | 70.600 | 9.20 | - | - | FF | - | - | 58.80% | - | Lfldtfzl | 3eNDON | - | 180 | 3qVIJP+180 | - | 389.00000 |
| V-2-E | KUI | 3.300 | 67.79 | - | - | KKK- | - | - | 85.97% | - | Jccfqjas | 3oKOTG | - | 485 | 3wZSJJ+485 | - | 464.00000 |
| Y | JUC | 2.400 | 4.79 | - | - | SSS | - | - | - | - | Oukdcoeb | 3hNSUJ | - | 115 | 3jDNOU+115 | - | 508.00000 |
| I-U | QCU | 48.200 | 1.92 | - | - | U | - | - | 26.10% | - | Emdejwlw | 3sPBXD | - | 215 | 3pIOXG+215 | - | 797.00000 |
| L-1-N | AJP | 61.000 | 7.82 | - | - | UUU- | - | - | 22.20% | - | Xpjrcpjd | 3eBLUT | - | 310 | 3pAHEX+310 | - | 710.00000 |
| Thk | OAN | 83.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Uba D;
Y-1-Z: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144E/Lhe Y;
Z-2-O: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Gay I;
P-N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Usn Z;
I-U: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144J/Eji M;
L-1-N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144M/Vxy V;
V-2-E: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Y/Knw L;
G-I: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144L/Fxl L;
Thk: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144E/Kaj B;
Deal Comments
Kwhwh. Kme Dunn Kwxymkb 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 17, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-W2 | IHO | 939.000 | - | - | BBB | - | - | - | 41.00% | - | Mbvxlxqz | AXFS | - | 138 | EDOI+138 | - | - |
| S-2-A2 | UCU | 2.100 | - | - | XXX | - | - | - | 40.00% | - | Qhefuvjh | DOSW | 158 | 158 | JBSW+158 | - | - |
| X-C2 | LCN | 83.800 | - | - | XX | - | - | - | 21.00% | - | Ihsfswqh | BBFZ | 175k | 180 | XPMQ+180 | - | - |
| Z-2-M2 | NEJ | 73.720 | - | - | RRR- | - | - | - | 70.00% | - | Gkxdcbds | CQWU | 440-450 | 495 | BMEA+495 | - | - |
| Eju | VAS | 26.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-Z2 | IGC | 59.000 | - | - | B | - | - | - | 61.00% | - | Ofduevvw | ZBKI | 210-215 | 210 | HJYG+210 | - | - |
| B-1-B | JJN | 83.000 | - | - | WWW | - | - | - | 38.00% | - | Faumaxcz | VCWR | 138 | 138 | NNPL+138 | - | - |
| U-1-X2 | UYQ | 73.310 | - | - | GGG | - | - | - | 26.30% | - | Aepvtzov | JEVI | 310-315 | 310 | IKZL+310 | - | - |
| U-U2 | ULF | 17.800 | - | - | WW- | - | - | - | 2.00% | - | Kzmofhbt | HPXB | 625-650 | 700 | YENO+700 | - | - |
Tranche Comments
V-1-W2: Redemption: 2026-07-15; Registration: 144B/Ciq U;
B-1-B: Redemption: 2026-07-15; Registration: 144I/Aaf U;
S-2-A2: Redemption: 2026-07-15; Registration: 144W/Zft P;
X-C2: Redemption: 2026-07-15; Registration: 144Z/Emm T;
Q-Z2: Redemption: 2026-07-15; Registration: 144G/Dlu P;
U-1-X2: Redemption: 2026-07-15; Registration: 144G/Fuk E;
Z-2-M2: Redemption: 2026-07-15; Registration: 144E/Hwx F;
U-U2: Redemption: 2026-07-15; Registration: 144T/Pzz J;
Eju: Redemption: 2026-07-15; Registration: 144I/Max T;
Deal Comments
Mxgxs. Mut Snnn Rxxouup 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 27, 2014