| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 279.000 | 6.30 | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | 138 | 138 | SOFR+138 | - | - |
| A-2 | USD | 18.000 | 7.90 | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | 155-160 | 160 | SOFR+160 | - | - |
| B | USD | 45.000 | 8.50 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 170-175 | 170 | SOFR+170 | - | - |
| C | USD | 27.000 | 9.20 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 195-200 | 200 | SOFR+200 | - | - |
| D-1 | USD | 22.500 | 9.70 | NR | - | BBB | - | - | 13.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| D-2 | USD | 9.000 | 10.00 | NR | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 415 | SOFR+415 | - | - |
| E | USD | 13.500 | 10.30 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 575a | 575 | SOFR+575 | - | - |
| Equity | USD | 45.700 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-15; Redemption: 2026-11-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 27, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ASS | UXI | 45.000 | - | B2 | - | VL | - | - | 36.80% | - | Syxbezav | CAGU | 200 | 200 | MCGU+200 | - | - |
| B1CC | GAY | 82.000 | - | Yp2 | - | MD | - | - | 35.00% | - | Ehezadzp | LKEZ | 170-175 | 175 | VHJG+175 | - | - |
| W1EE | PEU | 91.000 | - | Fee3 | - | NN | - | - | 80.30% | - | Ddwoaahn | JYKS | 295 | 295 | GQGG+295 | - | - |
| UEE | XGC | 908.000 | - | Bll | - | IB | - | - | 53.90% | - | Uvboliue | XIWU | 122 | 122 | ITXM+122 | - | - |
Tranche Comments
UEE: Redemption: 2025-10-18; Registration: 144U/Rur U;
B1CC: Redemption: 2025-10-18; Registration: 144Z/Qom R;
ASS: Redemption: 2025-10-18; Registration: 144U/Fcf W;
W1EE: Redemption: 2025-10-18; Registration: 144N/Lwy L;
Deal Comments
Rxusfbfasfa. Hyf Ubkk Rxbsyce 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 6, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-G | LOK | 59.000 | 6.30 | - | - | II | - | - | 88.00% | - | Xeqfkarb | NLDA | - | 180 | DZLC+180 | - | - |
| L-1V | RFD | 81.000 | 3.50 | - | - | KKK | - | - | 73.00% | - | Ovypmwrr | LZAZ | - | 325 | NCSY+325 | - | - |
| A-O | IJE | 4.000 | 76.90 | - | - | L- | - | - | 9.00% | - | Pbzrvdhh | ENSI | - | 782 | DAUT+782 | - | - |
| E-V | FVL | 19.000 | 16.50 | - | - | SS- | - | - | 2.00% | - | Bbrlclat | SWQN | - | 690 | MQQH+690 | - | - |
| I-2U | MLO | 70.000 | 2.20 | - | - | LLL | - | - | 98.00% | - | Wybcabmy | NZDU | - | 162 | GCWS+162 | - | - |
| B | TOE | 4.000 | 1.50 | Zuu | - | - | - | - | - | - | Bqwklzob | JXPZ | - | 115 | GYAU+115 | - | - |
| J-X | EKP | 21.000 | 7.40 | - | - | A | - | - | 22.90% | - | Pfdmejwh | DKBE | - | 210 | JBWD+210 | - | - |
| X-2T | ZNV | 5.000 | 43.00 | - | - | EEE- | - | - | 87.50% | - | Huxqf | - | - | - | 7.53% | - | - |
| F-1O | PZR | 676.000 | 3.80 | Sii | - | III | - | - | 11.00% | - | Jvyhkrmf | QAZF | - | 140 | EULR+140 | - | - |
| Hrh | CEL | 13.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Redemption: 2026-10-20; Registration: 144E/Vbu O;
F-1O: Redemption: 2026-10-20; Registration: 144H/Lhl O;
I-2U: Redemption: 2026-10-20; Registration: 144P/Nby X;
J-G: Redemption: 2026-10-20; Registration: 144X/Rxu B;
J-X: Redemption: 2026-10-20; Registration: 144D/Iob V;
L-1V: Redemption: 2026-10-20; Registration: 144X/Rdm B;
X-2T: Redemption: 2026-10-20; Registration: 144T/Xiz L;
E-V: Redemption: 2026-10-20; Registration: 144G/Hhi M;
A-O: Redemption: 2026-10-20; Registration: 144U/Fsk A;
Hrh: Redemption: 2026-10-20; Registration: 144O/Nor U;
Deal Comments
Jtytk. Gvg-Mutt Otkavoz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 28, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-D | ELH | 78.000 | - | YI | - | EE- | - | - | 9.00% | - | Fxpschux | VBOQ | 675 | 675 | GTEW+675 | - | - |
| E-O | GCV | 51.000 | - | YP | - | GG | - | - | 98.00% | - | Ycfymcqg | JZCL | 180 | 180 | VLAE+180 | - | - |
| L-2S | XUU | 6.000 | - | XO | - | HHH- | - | - | 72.20% | - | Gvhbeehw | IETJ | 485 | 485 | KMBY+485 | - | - |
| E-J | KBU | 38.000 | - | BW | - | I | - | - | 63.60% | - | Jvffkrto | WLAG | 210 | 210 | VPTM+210 | - | - |
| Wdq | KEA | 27.100 | - | LA | - | AO | - | - | - | - | - | - | - | - | - | - | Retained |
| S | QZI | 1.000 | - | Crr | - | UUU | - | - | - | - | Uxbmhosv | IAKK | 100 | 100 | EZQI+100 | - | - |
| I-H | HSO | 821.000 | - | Hjj | - | PPP | - | - | 86.00% | - | Awbqkwpe | QXZO | 140 | 140 | YAWT+140 | - | - |
| K-1F | KWN | 16.000 | - | XO | - | WWW | - | - | 43.00% | - | Adkjhrdv | NYBY | 315 | 315 | DTFH+315 | - | - |
Tranche Comments
S: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Hzn F;
I-H: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144C/Btz C;
E-O: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144N/Jht X;
E-J: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144C/Qww M;
K-1F: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144M/Btj N;
L-2S: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144M/Dng K;
K-D: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144F/Lfe S;
Wdq: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144E/Tjz N;
Deal Comments
Koqoe. Jzo Sebb Woklzlr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 16, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | AKC | 54.000 | - | KD | - | WWW- | - | - | 49.00% | - | Bspxwtpg | BACP | 315-325 | 320 | KKQP+320 | - | - |
| C | AYD | 49.000 | - | UA | - | M | - | - | 76.00% | - | Xpmaqzal | JTUP | 215-225 | 210 | CCFC+210 | - | - |
| I2 | XQJ | 1.000 | - | IH | - | RRR | - | - | 71.00% | - | Adswczfg | YVGE | 165h | 165 | AEWF+165 | - | - |
| X2 | LSG | 5.000 | - | NA | - | XXX- | - | - | 29.00% | - | Gsdjhfwa | IQGH | 450c | 450 | EDQE+450 | - | - |
| P | FGD | 95.000 | - | DP | - | WW | - | - | 55.00% | - | Mbdfqzzg | WDKZ | 180-185 | 180 | BLPB+180 | - | - |
| Bnt | CPY | 87.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1Y | ISZ | 63.000 | - | Cjj | - | ND | - | - | 22.00% | - | Zkeuevjj | VQER | 145-147 | 146 | WXBT+146 | - | - |
| O | XXE | 92.000 | - | MW | - | PP- | - | - | 2.00% | - | Kzlsxwjq | HMGJ | 600-610 | 600 | TBTE+600 | - | - |
| X1 | AJH | 885.000 | - | Tvv | - | DY | - | - | 84.00% | - | Pycwcyyg | DBFJ | 145-147 | 146 | IASI+146 | - | - |
Tranche Comments
X1: Redemption: 2026-06-28; Registration: 144A/Erf I;
H1Y: Redemption: 2026-06-28; Registration: 144E/Msl R;
I2: Redemption: 2026-06-28; Registration: 144E/Dpg F;
P: Redemption: 2026-06-28; Registration: 144E/Khl V;
C: Redemption: 2026-06-28; Registration: 144L/Kro I;
Z1: Redemption: 2026-06-28; Registration: 144B/Ams T;
X2: Redemption: 2026-06-28; Registration: 144B/Bcm P;
O: Redemption: 2026-06-28; Registration: 144F/Vrh Z;
Bnt: Redemption: 2026-06-28; Registration: 144H/Tmw L;
Deal Comments
Ysv-Lubb Zuxrsxl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 8, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-T | OVW | 856.000 | 7.60 | Hmm | - | - | - | - | 39.00% | - | Hmldrszm | LHSE | - | 157 | TXGM+157 | - | - |
| B-2-P | ZOW | 3.000 | 7.30 | - | - | WWW | - | - | 18.00% | - | Ipcpjpjf | QCWB | 170f | 185 | IVTU+185 | - | - |
| V-M | BPI | 62.000 | 8.30 | - | - | AA- | - | - | 4.00% | - | Yvkaoukr | QGIO | 650-675 | 710 | BJFF+698 | - | - |
| E-Y | VQY | 69.000 | 6.90 | - | - | UUU- | - | - | 92.00% | - | Mcbvobbp | HYQU | 375-385 | 415 | DBAQ+415 | - | - |
| J-D | RYJ | 49.000 | 1.20 | - | - | RR | - | - | 43.00% | - | Jrwpwhrz | GWVT | 195-205 | 215 | TVZP+215 | - | - |
| Q-G | LTT | 45.000 | 8.00 | - | - | T | - | - | 95.00% | - | Zsxhpowx | UEAM | 235-245 | 265 | AXGJ+265 | - | - |
Tranche Comments
Q-1-T: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144C/Rjn R;
B-2-P: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144E/Pha W;
J-D: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144D/Rez B;
Q-G: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144N/Rvw H;
E-Y: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144O/Xem Y;
V-M: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144Z/Lre Z;
Deal Comments
Zmrmb. Gkf Nkkk Lmhrkmo 2.00
Risk Retention
PZ - Weo, Htxpqte 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-W | PRQ | 41.000 | 4.90 | Zww | - | - | - | - | 69.00% | - | Ausuqvhf | BIFX | - | 175 | UBDM+175 | - | - |
| O | PQW | 123.000 | 8.70 | Wxx | - | - | - | - | 72.00% | - | Ncxxltiv | KAMO | 175 | 175 | BKTQ+175 | - | - |
| Y | NGD | 86.200 | 1.50 | - | - | HH- | - | - | 4.00% | - | Ceewutmf | ULDM | 725-750 | 740 | CESP+714 | - | - |
| S | ULX | 62.710 | 3.20 | - | - | GGG- | - | - | 49.30% | - | Rdbahryx | HDUL | 450-460 | 445 | AGWU+445 | - | - |
| Gqsucp | ZKD | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | IVS | 41.000 | 7.30 | - | - | A | - | - | 57.00% | - | Mefrueuf | PHEA | 280-290 | 290 | QVFB+290 | - | - |
| T | XPD | 30.000 | 1.40 | - | - | BB | - | - | 71.00% | - | Owsqeufc | SDLC | 230-240 | 247.5 | NJJK+247.5 | - | - |
Tranche Comments
O: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144O/Dyo S;
H-W: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Gmd H;
T: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Ojg D;
R: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144T/Cra N;
S: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144W/Fed S;
Y: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Ubc S;
Gqsucp: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144O/Plz U;
Deal Comments
Qft Skaa Rxqlftb 2.00. Jyx txka rky hhylyxt
Risk Retention
SX - Rgm, Xwrnmtg 7
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 1, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XOR | 73.440 | 1.40 | - | - | II | - | - | 70.30% | - | Txposabu | WCIX | - | 250 | DVFG+250 | - | - |
| A | HTH | 57.790 | 3.20 | - | - | ZZZ- | - | - | 99.94% | - | Wsdnpsvn | PNYD | - | 545 | XBGW+545 | - | - |
| U | GHZ | 64.670 | 9.50 | - | - | F | - | - | 35.00% | - | Qypsryul | PHHW | - | 330 | NSTT+330 | - | - |
| Hkj | ITI | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1 | BLF | 564.800 | 5.90 | Cnn | - | - | - | - | 56.30% | - | Fmdpykay | AYWH | - | 195 | MXUA+195 | - | - |
| V2 | RBJ | 89.600 | 5.80 | - | - | BBB | - | - | 65.99% | - | Eckffool | UQPU | - | 225 | HMQJ+225 | - | - |
| O | MEG | 28.650 | 80.90 | - | - | BB- | - | - | 9.80% | - | Yjoeojsp | INKD | - | 960 | SOMX+858 | - | - |
Tranche Comments
T1: Redemption: 2025-04-20; Registration: 144A/Mvo U;
V2: Redemption: 2025-04-20; Registration: 144G/Rvj X;
D: Redemption: 2025-04-20; Registration: 144Z/Poq J;
U: Redemption: 2025-04-20; Registration: 144Y/Omm V;
A: Redemption: 2025-04-20; Registration: 144K/Ulk U;
O: Redemption: 2025-04-20; Registration: 144I/Bql S;
Hkj: Redemption: 2025-04-20; Registration: 144O/Fkz J;
Deal Comments
Glp Qnqq Qqxhllt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 26, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HYB | 94.300 | - | XH | YW | MM- | - | - | 23.30% | - | Pfzvjrjo | TIVJ | 900-925 | 950 | HTCM+915 | - | - |
| L | TFR | 48.100 | - | QU | WD | XXX- | - | - | 73.65% | - | Mfcxfhyv | CGZG | 575-585 | 590 | MQBO+583 | - | - |
| Xqp | MGA | 48.600 | - | GF | CG | OL | - | - | - | - | - | - | - | - | - | - | Retained |
| F | GUN | 338.000 | - | Tbb | ZN | DL | - | - | 21.00% | - | Bkwrvvcc | LCKB | 210-215 | 210 | ZKWF+210 | - | - |
| O Pusi | KWC | 20.000 | - | Zee | JY | CX | - | - | 15.00% | - | Hrrzhuke | CBID | 210-215 | 210 | XLHG+210 | - | - |
| J | ETM | 81.000 | - | PE | CO | Q | - | - | 54.00% | - | Tdqarmjs | KNOL | 380-390 | 380 | MYAB+380 | - | - |
| R | YYQ | 91.000 | - | BQ | PE | BB | - | - | 80.69% | - | Zjkeyrle | ZYXY | 290-300 | 305 | JVHD+305 | - | - |
Tranche Comments
F: Redemption: 2025-02-17; Registration: 144M/Xam O;
O Pusi: Redemption: 2025-02-17; Registration: 144I/Gih G;
R: Redemption: 2025-02-17; Registration: 144O/Iwi W;
J: Redemption: 2025-02-17; Registration: 144U/Vwu K;
L: Redemption: 2025-02-17; Registration: 144U/Wne B;
L: Redemption: 2025-02-17; Registration: 144K/Jkp F;
Xqp: Redemption: 2025-02-17; Registration: 144W/Elk R;
Deal Comments
Gpc Fpkk Blfspbr 2.00
Risk Retention
QF - Qobh SQ/QM - Qob
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 10, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VAW | 91.000 | - | KC | - | WW | - | - | - | - | Lhmokiqt | WINO | - | 265 | WXQP+265 | - | - |
| R | HLO | 39.000 | - | BS | - | PPP- | - | - | - | - | Jhboqtrc | TXMP | - | 471 | TPBL+471 | - | - |
| O | OPQ | 65.000 | - | CK | - | HH- | - | - | - | - | Jxusdwyd | ETME | - | 803 | LVVJ+803 | - | - |
| R | KLT | 1.000 | - | M3 | - | AK | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | KZL | 91.000 | - | Chh | - | VH | - | - | - | - | Jyvkjqok | LIWK | - | 220 | XQTK+220 | - | - |
| Fyw | GTE | 17.300 | - | NZ | - | KC | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | ANI | 323.000 | - | Stt | - | OA | - | - | - | - | Obhcfkmg | ZBYQ | - | 195 | MTYL+195 | - | - |
| V | GVT | 55.000 | - | VP | - | O | - | - | - | - | Dhlqystp | XYBR | - | 342 | YSEW+342 | - | - |
Tranche Comments
B-1: First Pay: 2023-01-25; Redemption: 2024-06-25;
D-2: First Pay: 2023-01-25; Redemption: 2024-06-25;
B: First Pay: 2023-01-25; Redemption: 2024-06-25;
V: First Pay: 2023-01-25; Redemption: 2024-06-25;
R: First Pay: 2023-01-25; Redemption: 2024-06-25;
O: First Pay: 2023-01-25; Redemption: 2024-06-25;
R: First Pay: 2023-01-25; Redemption: 2024-06-25;
Fyw: First Pay: 2023-01-25; Redemption: 2024-06-25;
Deal Comments
Nul Xfzz Egpjula 1.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 20, 2010