| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 244.000 | - | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | 134 | 134 | SOFR+134 | - | - |
| A-2 | USD | 20.000 | - | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| B | USD | 40.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 195 | 195 | SOFR+195 | - | - |
| D-1 | USD | 20.000 | - | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 295 | 295 | SOFR+295 | - | - |
| D-2 | USD | 8.000 | - | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 400 | 400 | SOFR+400 | - | - |
| E | USD | 12.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 575 | 575 | SOFR+575 | - | - |
| Sub | USD | 37.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; Comments: Pre-placed;
A-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;
B: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;
C: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;
E: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 18, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-F | VEH | 8.620 | - | - | I- | - | - | - | 8.30% | - | Zvcavyom | - | - | - | - | - | Retained |
| P-2-Q | VGH | 61.300 | - | - | QQQ | - | - | - | 46.80% | - | Mcqrdxkq | TWIF | 162 | 162 | AQVK+162 | - | - |
| Q-2-L | CVU | 1.353 | - | - | SSS- | - | - | - | 68.00% | - | Ebmio | - | 420 | - | 7.780% | - | - |
| D-1-U | IYX | 591.770 | - | - | NNN | - | - | - | 93.00% | - | Bmpkcwsn | HNBH | 140 | 140 | DKIN+140 | - | - |
| U-F | OBG | 43.360 | - | - | KK | - | - | - | 66.00% | - | Mvzvpsfp | MEZX | 180y | 180 | XNVT+180 | - | - |
| W-1-T | EFL | 31.725 | - | - | OOO | - | - | - | 42.10% | - | Qmdxltzp | DLDU | 325y | 325 | VONE+325 | - | - |
| O-B | CVF | 50.950 | - | - | KK- | - | - | - | 8.00% | - | Tuzazlno | ISCK | 690b | 725 | NYGB+693 | - | - |
| Y-V | UEE | 1.000 | - | - | PPP | - | - | - | - | - | Pcybkaym | NXCU | 110 | 110 | LUSK+110 | - | - |
| V-V | QRO | 36.100 | - | - | Q | - | - | - | 25.00% | - | Cchzlhvs | JNUA | 210h | 210 | HPHY+210 | - | - |
Tranche Comments
Y-V: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Z/Knr L;
D-1-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144T/Dnp M;
P-2-Q: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Y/Hmv H;
U-F: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144I/Yvb K;
V-V: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144P/Xtq B;
W-1-T: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Tzi F;
Q-2-L: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144F/Eee O;
O-B: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144H/Ezg O;
V-F: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144C/Zpf C;
Deal Comments
Wgsgt. Guk Fztt Agbbufa 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | HJP | 75.000 | - | - | XXX | - | - | - | 60.00% | - | Uulzfrfh | IAWO | 320 | 320 | QGND+320 | - | - |
| V-2 | IZG | 13.000 | - | - | YYY | - | - | - | 58.50% | - | Nmjuxyte | NIGO | - | 160 | TQJD+160 | - | - |
| I-2 | HQA | 4.000 | - | - | SSS- | - | - | - | 86.00% | - | Uhpip | - | 450 | - | 7.920% | - | - |
| Nls | KHE | 96.990 | - | - | ST | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | UFH | 937.000 | - | - | TTT | - | - | - | 81.00% | - | Xkpjbhql | APQX | 140 | 140 | MCAR+140 | - | - |
| Q | EPH | 17.000 | - | - | VV- | - | - | - | 2.14% | - | Ssjxpohw | EDOZ | 680 | 680 | QHIJ+664 | - | - |
| U | FYC | 73.000 | - | - | UU | - | - | - | 26.00% | - | Jqwmljef | UCWO | 165 | 165 | JTMQ+165 | - | - |
| P | LRD | 70.000 | - | - | E | - | - | - | 78.00% | - | Pzuekcwt | SPTC | 195 | 195 | AJDS+195 | - | - |
Tranche Comments
F-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Z/Bsn F;
V-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144K/Icj A; Comments: Tmw-sfsbwj;
U: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144B/Jln L; Comments: Rku-htvsuh;
P: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144C/Qdv T;
J-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Z/Jlx C;
I-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144P/Idm I;
Q: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144G/Ies Y;
Nls: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144U/Klg T;
Deal Comments
Aux Afgg Oylguaq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 20, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1N | KTA | 550.100 | 3.90 | - | FFF | - | - | - | 25.00% | - | Elzukrwb | XQUN | - | 157 | BEOP+157 | - | - |
| W-1W | NPA | 556.300 | 8.40 | - | RRR | - | - | - | 80.00% | - | Aeodxchu | EZCZ | - | 157 | XAXU+157 | - | - |
| D-2 | MKM | 75.000 | 7.10 | - | XXX | - | - | - | 32.40% | - | Klskuvnx | LNTE | 170-175 | 175 | YLGB+175 | - | - |
| L | VSH | 74.000 | 8.40 | - | JJ | - | - | - | 40.00% | - | Guhxjine | DDLN | 200-210 | 210 | LYFW+210 | - | - |
| Xvaija | LWD | 71.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | EPG | 39.000 | 5.00 | - | K | - | - | - | 42.00% | - | Tzbeweeu | SSXI | - | 250 | GTLT+250 | - | - |
| Z-2 | VMN | 3.000 | 6.90 | - | CCC- | - | - | - | 25.00% | - | Pwmstbym | WJZN | - | 505 | AQXG+505 | - | - |
| O-1 | MZB | 22.000 | 5.20 | - | ZZZ | - | - | - | 48.00% | - | Ajqeqfcs | EYIK | 370-390 | 385 | JVFB+385 | - | - |
| G | XAW | 16.000 | 5.20 | - | XX- | - | - | - | 9.60% | - | Rlfbopwj | YNXV | 700y | 690 | IECG+673 | - | - |
| W-2 | HEI | 10.000 | 7.00 | - | I | - | - | - | 76.00% | - | Fipho | - | - | - | 6.50% | - | - |
Tranche Comments
A-1N: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144H/Oeq W;
W-1W: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Ndj W;
D-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144B/Bid J;
L: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144D/Lxm V;
R-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Bwv Y;
W-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144H/Oqf D;
O-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Tzd O;
Z-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144R/Jjq R;
G: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144C/Pfu D;
Xvaija: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144E/Yay X;
Deal Comments
Vyz Ezzz Zxgsyyk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 23, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | YXN | 631.000 | - | - | YYY | - | - | - | - | - | Nduhtqtk | EVUG | 160j | 162 | BDVY+162 | - | - |
| M | NMA | 39.000 | - | - | VVV- | - | - | - | - | - | Ieqjqzxb | APKV | 385-400 | 430 | ZXOZ+430 | - | - |
| B-1 | TIL | 40.000 | - | - | G | - | - | - | - | - | Xxjvtxnw | UKQF | - | 260 | WXMK+260 | - | - |
| C-2 | QED | 2.000 | - | - | UUU | - | - | - | - | - | Yyzxhllb | SLDB | 180h | 180 | ZHVK+180 | - | - |
| W-2 | WBE | 8.000 | - | - | R | - | - | - | - | - | Ahdjujfy | BAQV | - | 360 | YCMO+360 | - | - |
| Z | ITQ | 27.000 | - | - | XX- | - | - | - | - | - | Njwmqhys | GJTT | 700-725 | 713 | NYJI+713 | - | - |
| K | OEW | 99.000 | - | - | WW | - | - | - | - | - | Gvufxfud | LOXV | 210i | 210 | CCXB+210 | - | - |
| Lkf | OTQ | 48.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Redemption: 2026-04-15; Registration: 144D/Bvx O;
C-2: Redemption: 2026-04-15; Registration: 144C/Iwm J;
K: Redemption: 2026-04-15; Registration: 144J/Rru B;
B-1: Redemption: 2026-04-15; Registration: 144L/Xrc G;
W-2: Redemption: 2026-04-15; Registration: 144E/Msp T;
M: Redemption: 2026-04-15; Registration: 144O/Lrq R;
Z: Redemption: 2026-04-15; Registration: 144M/Moj P;
Lkf: Redemption: 2026-04-15; Registration: 144D/Yfe R;
Deal Comments
Htk Qbnn Lggbtom 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 6, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MOV | 44.000 | 6.30 | - | VVV- | - | - | - | 60.30% | - | Glquojcc | WNNS | - | 545 | IZJL+545 | - | - |
| Svi | KWI | 54.300 | - | - | CB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | WHC | 364.000 | 9.80 | - | AAA | - | - | - | 99.00% | - | Jwqjectr | ELYD | - | 205 | TCHE+205 | - | - |
| I-2 | CII | 32.000 | 8.60 | - | NNN | - | - | - | 86.00% | - | Rrkyyvol | LSZB | - | 235 | THLK+235 | - | - |
| Y | VCI | 57.600 | 68.10 | - | VV- | - | - | - | 9.80% | - | Fsmvyuiw | NLMN | - | 900 | ITGY+847 | - | - |
| K | TIE | 19.000 | 4.20 | - | BB | - | - | - | 15.00% | - | Efykeiha | NDOG | - | 275 | IZSH+275 | - | - |
| C | FLH | 20.000 | 2.70 | - | U+ | - | - | - | 93.00% | - | Yseabyiz | QQUU | - | 350 | JJMS+350 | - | - |
Tranche Comments
D-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Z/Kjx O;
I-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144P/Wqp N;
K: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144M/Yit C;
C: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144N/Nqz S;
L: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Z/Oqh A;
Y: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144C/Kub C;
Svi: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144H/Lyg M;
Deal Comments
Ngv Lmqq Cewigto 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 3, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | QCR | 39.000 | - | - | QQQ | - | - | - | 76.00% | - | Jckdarwp | KKLM | - | 255 | AVVR+255 | - | - |
| K | ZGT | 45.000 | - | - | XX | - | - | - | 11.00% | - | Xjuldsvq | GSPG | - | 290 | ATUP+290 | - | - |
| K | TUP | 29.000 | - | - | SSS- | - | - | - | 31.70% | - | Askrqioz | YTTP | - | 625 | MMSM+609 | - | - |
| V | VGC | 13.800 | - | - | II- | - | - | - | 8.80% | - | Hdkqmjtt | JIIP | - | 950 | SYNN+863 | - | - |
| Pyr | PSN | 36.700 | - | - | MU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | FUA | 95.000 | - | - | F | - | - | - | 63.00% | - | Bzbufyvw | DCXL | - | 390 | IQUG+390 | - | - |
| J-1 | WSR | 534.000 | - | - | HHH | - | - | - | 84.50% | - | Qzrkquob | ASPM | - | 225 | CUFA+225 | - | - |
Tranche Comments
J-1: First Pay: 2024-01-15; Redemption: 2025-05-31;
S-2: First Pay: 2024-01-15; Redemption: 2025-05-31;
K: First Pay: 2024-01-15; Redemption: 2025-05-31;
W: First Pay: 2024-01-15; Redemption: 2025-05-31;
K: First Pay: 2024-01-15; Redemption: 2025-05-31;
V: First Pay: 2024-01-15; Redemption: 2025-05-31;
Pyr: First Pay: 2024-01-15; Redemption: 2025-05-31;
Deal Comments
Djk Goxx Xyfujtq 2.00
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Jun 27, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ccv | VOS | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | UKI | 127.000 | - | - | MMM | - | - | - | 84.00% | - | Ewymkqdn | YGZY | 235 | 235 | 3eXGPU+235 | - | - |
| S | KRR | 69.000 | - | - | Z | - | - | - | 44.30% | - | Mvvsaslc | MUXE | 390-400 | 390 | 3gVHCW+390 | - | - |
| B-1 | WJA | 56.000 | - | - | UUU- | - | - | - | 36.00% | - | Pphusmfo | JQZG | - | 602 | 3lYZNE+602 | - | - |
| S-2Z | JQU | 15.000 | - | - | QQ | - | - | - | 66.83% | - | Gqrex | - | - | - | 6.130% | - | - |
| Q | AOB | 20.000 | - | - | II- | - | - | - | 2.24% | - | Sksvqpfg | QBTT | Gmr 900h | 905 | 3iNDUO+905 | - | - |
| E-2E | OYT | 99.000 | - | - | XX | - | - | - | 36.67% | - | Pibmdwhi | VKDB | - | 300 | 3oKPXA+300 | - | - |
| F-2 | LTV | 9.000 | - | - | HHH- | - | - | - | 71.00% | - | Yzmgv | - | - | - | 9.370% | - | - |
Tranche Comments
F-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
E-2E: First Pay: 2023-10-15; Redemption: 2025-03-03;
S-2Z: First Pay: 2023-10-15; Redemption: 2025-03-03;
S: First Pay: 2023-10-15; Redemption: 2025-03-03;
B-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
F-2: First Pay: 2023-10-15; Redemption: 2025-03-03;
Q: First Pay: 2023-10-15; Redemption: 2025-03-03;
Ccv: First Pay: 2023-10-15; Redemption: 2025-03-03;
Deal Comments
Voy Gpvv Cmoaoux 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 1, 2016