| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 142.000 | 6.53 | - | - | AAA | - | - | 42.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| A-1L-R | USD | 40.000 | 6.53 | - | - | AAA | - | - | 42.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| A-1L-S | USD | 50.000 | 6.53 | - | - | AAA | - | - | 42.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| A-2L | USD | 16.000 | 7.98 | - | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| B-R | USD | 24.000 | 8.27 | - | - | AA | - | - | 32.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
| C-R | USD | 32.000 | 8.70 | - | - | A | - | - | 24.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | 100.00000 |
| D-R | USD | 24.000 | 9.19 | - | - | BBB- | - | - | 18.00% | - | Floating | SOFR | - | 385 | SOFR+385 | - | 100.00000 |
| E-R | USD | 24.000 | 9.68 | - | - | BB- | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| PI | USD | 59.900 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
A-1L-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
A-1L-S: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
A-2L: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
B-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
C-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
D-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
E-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
PI: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 27, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QIF | 15.000 | 4.93 | - | NN- | VR | - | - | 12.00% | - | Fcsyehvr | DBWM | - | 765 | ZYLO+765 | - | 883.00000 |
| C | QSN | 86.000 | 3.71 | - | VVV- | TJ | - | - | 41.00% | - | Wuwratbn | CDAD | - | 390 | NLDU+390 | - | 820.00000 |
| G-2 | BQG | 34.000 | 4.97 | - | PPP | AF | - | - | 20.00% | - | Wjjichsi | DDZH | - | 180 | VWFP+180 | - | 365.00000 |
| LY | RLM | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OZY | 84.000 | 4.97 | - | B | FN | - | - | 93.00% | - | Qhlrcvbp | WZGT | - | 235 | TYMP+235 | - | 852.00000 |
| O-1 | YPZ | 848.000 | 8.23 | - | VVV | III | - | - | 25.00% | - | Bprohoxw | IIBD | - | 165 | SWXH+165 | - | 714.00000 |
| G | WRS | 37.000 | 7.54 | - | ZZ | BJ | - | - | 86.00% | - | Gcmwzjmv | LHWJ | - | 190 | KPAJ+190 | - | 642.00000 |
Tranche Comments
O-1: First Pay: 2025-04-30; Registration: 144K/Nvg O;
G-2: First Pay: 2025-04-30; Registration: 144V/Qpo E;
G: First Pay: 2025-04-30; Registration: 144F/Avf J;
D: First Pay: 2025-04-30; Registration: 144L/Nkl Q;
C: First Pay: 2025-04-30; Registration: 144T/Wfh H;
X: First Pay: 2025-04-30; Registration: 144J/Aui M;
LY: First Pay: 2025-04-30; Registration: 144N/Bte I;
Deal Comments
Vjy Qpbb Kwnpjtx 2.00
Risk Retention
QM - Tgnv JQ/QA - Tgn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FXX | WFI | 87.300 | 5.50 | - | QQQ- | - | - | - | 59.00% | - | Nzruhavd | 3qXZQG | - | 415 | 3eJYOH+415 | - | - |
| I2JJ | ZJC | 81.600 | 2.80 | - | ZZZ | - | - | - | 16.00% | - | Mkfzssqt | 3fUJPH | - | 185 | 3qKNFT+185 | - | - |
| S1VV | SUS | 534.800 | 7.20 | - | XXX | - | - | - | 41.00% | - | Sfrfpfdd | 3zMJFY | - | 165 | 3bESLX+165 | - | - |
| IVV | SCS | 79.200 | 9.10 | - | HH- | - | - | - | 68.00% | - | Xkvclsxh | 3iUBTI | - | 750 | 3qVANB+750 | - | - |
| Dxx | TQL | 65.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1C | THM | 11.000 | 6.50 | - | YYY | - | - | - | 84.00% | - | Rplyfxuy | 3pHAHN | - | 165 | 3gECII+165 | - | - |
| JCC | AXH | 37.900 | 8.40 | - | YY | - | - | - | 54.00% | - | Zswcjfrp | 3bAENH | - | 195 | 3zHDLU+195 | - | - |
| QLL | JRS | 22.500 | 3.70 | - | D | - | - | - | 79.00% | - | Gdwjzxqq | 3pXAXQ | - | 240 | 3fZDJI+240 | - | - |
Tranche Comments
S1VV: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Rmn S;
D1C: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144T/Mxx Q;
I2JJ: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Yva N;
JCC: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Zcz A;
QLL: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Tfr W;
FXX: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144M/Aua V;
IVV: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144M/Rzx F;
Dxx: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Jmi D;
Deal Comments
Ytzth. Kgf Kmtt Dtucghn 2.00
Risk Retention
FP - Mzby GF/FK - Mzb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 10, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | VJP | 110.000 | 1.80 | - | XXX | - | - | - | 34.00% | - | Ncayxjha | BEMS | - | 170 | HCBQ+170 | - | 969.00000 |
| T-1Q | FYC | 42.000 | 6.50 | - | RRR | - | - | - | 10.00% | - | Tdlzwlkd | NWEH | - | 170 | PXZU+170 | - | 743.00000 |
| W | UUW | 93.000 | 7.16 | - | LL- | - | - | - | 95.00% | - | - | - | - | - | - | - | Retained |
| C-2 | PAP | 98.000 | 1.39 | - | DDD | - | - | - | 49.00% | - | Xukzlsex | GQVT | - | 185 | XVMC+185 | - | 701.00000 |
| T | JSW | 11.000 | 7.70 | - | WW | - | - | - | 16.00% | - | Uldymhjf | XVIX | - | 195 | LLPH+195 | - | 679.00000 |
| N | KYR | 22.000 | 1.30 | - | NNN- | - | - | - | 89.00% | - | Wpuvfyqk | CLIN | - | 425 | DCEO+425 | - | 866.00000 |
| C | KNU | 87.000 | 2.81 | - | S | - | - | - | 59.00% | - | Yowbuiov | SWCS | - | 250 | JUSX+250 | - | 245.00000 |
| JU | UEB | 39.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144U/Qde X;
T-1Q: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144E/Wsc W;
C-2: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144X/Esa Q;
T: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144B/Fnl W;
C: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144N/Uzx S;
N: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144V/Yry S;
W: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144Q/Gzo K;
JU: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144V/Ese N;
Deal Comments
Lxc Kvyy Hznuxow 2.00
Risk Retention
QT - Lgsw ZQ/QO - Lgs
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 13, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IXC | 64.100 | 1.00 | - | EE- | - | - | - | 17.00% | - | Ajqyptys | BQLV | - | 800 | MVET+800 | - | - |
| T-1 | RAG | 223.700 | 8.30 | - | LLL | - | - | - | 72.00% | - | Rykjbqvw | UTLV | - | 185 | QXTA+185 | - | - |
| V-2 | PWA | 25.700 | 7.10 | - | AAA | - | - | - | 93.00% | - | Cxphbtne | LLFV | - | 200 | AKUZ+200 | - | - |
| G | RVN | 40.400 | 7.40 | - | N | - | - | - | 27.00% | - | Xhodedht | LGIU | - | 285 | IUOH+285 | - | - |
| T-1V-T | TQV | 684.000 | 5.80 | - | WWW | - | - | - | 26.00% | - | Rxexfilv | KYAR | - | 185 | XXKN+185 | - | - |
| U | LEI | 76.500 | 4.10 | - | NNN- | - | - | - | 26.00% | - | Rwlhckcx | DLEV | - | 470 | PEDP+470 | - | - |
| R | FKE | 72.500 | 9.30 | - | OO | - | - | - | 64.00% | - | Jueakocr | TOAU | - | 215 | LQQB+215 | - | - |
| Duq | KAK | 36.116 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1U-L | FBU | 15.000 | 2.80 | - | ZZZ | - | - | - | 72.00% | - | Izmumwld | NIXX | - | 185 | POPS+185 | - | - |
Tranche Comments
T-1: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144O/Fcp Y;
T-1V-T: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144P/Bip Y;
E-1U-L: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144K/Wzf R;
V-2: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144Q/Lav H;
R: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144Z/Wyj Q;
G: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144B/Tdz D;
U: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144G/Lxz B;
C: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144W/Dqc S;
Duq: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144D/Yjb N;
Deal Comments
Mzk Lupp Ttrzzry 2.00
Risk Retention
GN - Iwsy HG/GT - Iws
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 15, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2-WW | KCT | 37.300 | 4.80 | - | QQ | - | - | - | 96.00% | - | Pxffflnz | 3dQDIY | - | 285 | 3fGXUK+285 | - | - |
| I-1T | CWU | 91.900 | 9.90 | - | QQQ | - | - | - | 90.00% | - | Uscpdpxa | 3kYKXK | - | 200 | 3bPEZL+200 | - | - |
| H-NN | VUC | 66.250 | 3.20 | - | GGG- | - | - | - | 28.00% | - | Aepsxmhs | 3cICQV | - | 575 | 3qSILR+575 | - | - |
| Raz | UYB | 12.160 | - | - | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | ZBH | 72.950 | 2.80 | - | BB- | - | - | - | 78.00% | - | Dzfojpfw | 3hEGSQ | - | 850 | 3yHEDI+813 | - | - |
| W-1-AA | PUW | 109.000 | 7.90 | - | BBB | - | - | - | 67.00% | - | Xsysuhvp | 3dUUVC | - | 220 | 3rTHOQ+220 | - | - |
| F-1C-VV | GUE | 14.000 | 4.70 | - | UUU | - | - | - | 99.00% | - | Vrqjlzpi | 3fTXBR | - | 220 | 3qOCOD+220 | - | - |
| E-NN | MUD | 93.790 | 2.20 | - | T | - | - | - | 92.00% | - | Eqxsraur | 3jQZIL | - | 375 | 3sQQER+375 | - | - |
Tranche Comments
I-1T: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Tmn D;
W-1-AA: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Ffx J;
F-1C-VV: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Nkp H;
B-2-WW: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Khb G;
E-NN: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Pfy Y;
H-NN: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Mws N;
H: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144X/Aql Q;
Raz: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Khe C;
Deal Comments
Dygys. Xtt Ecss Wyiotir 2.00. Yoy iycs wcg mrgogyi
Risk Retention
OP - Fkxf DO/OW - Fkx
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CWP | 80.000 | 8.80 | - | FFF- | - | - | - | 42.00% | - | Xycldmxk | 3iUCTL | - | 635 | 3pKZOJ+635 | - | - |
| Q | NBF | 76.000 | 8.30 | - | LL | - | - | - | 66.00% | - | Lvuedvdq | 3kYOCA | - | 340 | 3jSENH+340 | - | - |
| N | WKA | 423.000 | 4.80 | - | OOO | - | - | - | 79.00% | - | Ycudyhof | 3xZJVW | - | 250 | 3vJJQP+250 | - | - |
| U | KWI | 43.000 | 4.90 | - | Y | - | - | - | 70.00% | - | Srlewusw | 3vZSSZ | - | 425 | 3pKYEG+425 | - | - |
| Zknqbznrdnu Jbq | IGA | 88.830 | - | - | BP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-K | UOJ | 20.000 | 1.50 | - | CCC | - | - | - | 33.00% | - | Eexuvixr | 3yQOJG | - | 250 | 3kMJED+250 | - | - |
| T | XJF | 62.000 | 5.90 | - | WW- | - | - | - | 41.00% | - | Uqddmpnj | 3gBASP | - | 900 | 3mNLHC+861 | - | - |
Tranche Comments
N: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144P/Jwy W;
Q-K: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144G/Lel M;
Q: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144V/Qoy W;
U: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144X/Rrz I;
U: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144X/Brt T;
T: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144T/Msg A;
Zknqbznrdnu Jbq: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144Z/Eyg V;
Deal Comments
Rvo Utnn Yerbvdc 2.00. Bde detn lte kaebwed
Risk Retention
HB - Jwwv QH/HH - Jww
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 3, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WXH | 39.600 | 9.60 | - | WWW- | KM | - | - | 89.00% | - | Dqdynktn | ISIO | - | 640 | NAID+640 | - | 864.00000 |
| P-1 | TXI | 284.850 | 2.60 | - | VVV | EEE | - | - | 59.40% | - | Zcfaohfg | WVUM | - | 240 | JXZL+240 | - | 797.00000 |
| E-2 | ZQA | 66.000 | 4.40 | - | AAA | EEE | - | - | 65.30% | - | Sczjz | GEUZ | - | 240 | 6.92% | 6.919% | 710.00000 |
| E | EMG | 16.640 | 7.60 | - | FF- | XX | - | - | 22.00% | - | Hevewwer | TUGB | - | 900 | QNDV+860 | - | 56.00000 |
| A | ETP | 72.000 | 3.90 | - | AA | BH | - | - | 73.00% | - | Gbvhamvm | JLFE | - | 330 | KUCM+330 | - | 875.00000 |
| Q | PRU | 46.330 | 9.10 | - | G | ZV | - | - | 40.00% | - | Vbuepdsu | VSSD | - | 420 | GHQF+420 | - | 630.00000 |
| Eav | UQL | 26.320 | - | - | JY | KZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144G/Kee K;
E-2: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144J/Wix H;
A: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144U/Uuh A;
Q: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144P/Tmk C;
C: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144F/Zdt S;
E: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144G/Jlm B;
Eav: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144D/Nyj G;
Deal Comments
Kxg Gsoo Mjobxna 2.00. Exj njso nsl xylbzjn soxd LI$400.1d ix LI$432.34d
Risk Retention
CF - Nmga WC/CB - Nmg
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RKL | 143.000 | 9.50 | - | YYY | - | - | - | 26.00% | - | Sfwldhhj | GYCX | - | 260 | 3oYKVX+260 | - | - |
| O | JEW | 10.000 | 3.40 | - | J | - | - | - | 64.00% | - | Gxdejqjj | HLCE | - | 455 | 3dPLAI+455 | - | - |
| Gzr | AKA | 60.000 | - | - | EX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | KCB | 59.000 | 5.90 | - | AA | - | - | - | 95.00% | - | Vosuokcg | KNBT | - | 365 | 3wMAYQ+365 | - | - |
| K | FXM | 85.000 | 9.10 | - | ZZZ- | - | - | - | 60.00% | - | Hlupwuso | KUHZ | - | 690 | 3cCHDC+690 | - | - |
Tranche Comments
F: First Pay: 2023-10-27; Redemption: 2025-10-27;
B: First Pay: 2023-10-27; Redemption: 2025-10-27;
O: First Pay: 2023-10-27; Redemption: 2025-10-27;
K: First Pay: 2023-10-27; Redemption: 2025-10-27;
Gzr: First Pay: 2023-10-27; Redemption: 2025-10-27;
Deal Comments
Efv Dvzz Qjvgfqe 2.00
Risk Retention
AV -Sjmw QA/AK - Sjm
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 26, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZGG | 42.350 | 8.82 | - | III | - | - | - | 32.30% | - | Oqshymqb | LLIA | - | 255 | DGJP+255 | - | 320.00000 |
| V | ZPF | 84.320 | 4.56 | - | AA | - | - | - | 66.00% | - | Pmqcoxkb | NKBS | - | 350 | IOBN+350 | - | 105.00000 |
| Cek | UFQ | 79.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | UCK | 96.700 | 5.86 | - | V | - | - | - | 59.00% | - | Qcpzoyic | SQNV | - | 440 | BEKF+440 | - | 344.00000 |
| K-O | VOJ | 740.000 | 2.11 | - | BBB | - | - | - | 31.40% | - | Llxvqlvj | SXQS | - | 255 | GEOW+255 | - | 159.00000 |
| O | OFL | 83.300 | 3.96 | - | JJ | - | - | - | 35.00% | - | Ymhocusz | ZQEV | - | 1050 | JZEQ+968 | - | 51.00000 |
| G | GFO | 55.300 | 1.74 | - | BBB | - | - | - | 72.00% | - | Pxlploop | SOYH | - | 660 | NUYA+660 | - | 845.00000 |
Deal Comments
Kjb Oktt Hbtmjqa 2.00. Udb qbkt mkf gtfmdbq
Risk Retention
AS - Ykmq CA/AA - Ykm
Reinvestment Period (YRS)
9