| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.000 | 1.60 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-1 | USD | 315.000 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 144 | SOFR+144 | - | - |
| A-2 | USD | 20.000 | 8.10 | - | AAA | - | - | - | 33.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 45.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C-1 | USD | 20.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| C-2 | USD | 10.000 | 9.30 | - | A | - | - | - | 18.00% | - | Fixed | - | - | - | 5.46% | - | - |
| D-1 | USD | 20.000 | 9.80 | - | BBB- | - | - | - | 14.00% | - | Fixed | - | - | - | 6.77% | - | - |
| D-2 | USD | 15.000 | 9.90 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | - | 7.52% | - | - |
| E | USD | 15.000 | 10.20 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 816 | SOFR+816 | - | - |
| Sub | USD | 52.925 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VP-P | KSO | 98.750 | 9.50 | Pdd3 | - | - | - | - | 24.80% | - | Aqarxajk | ADZH | - | 350 | AZJN+350 | - | - |
| YG-G | FII | 5.967 | 8.53 | Gxx | - | - | - | - | - | - | Fmayhqau | ITHC | - | 95 | VMCY+95 | - | - |
| X1XH-H | LCI | 729.750 | 6.48 | Yjj | - | - | - | - | 35.30% | - | Ahbhjqcl | HXHZ | - | 135 | USPL+135 | - | - |
| J2JN-N | TSR | 97.514 | 1.83 | Qi2 | - | - | - | - | 46.10% | - | Wuoxaczy | QTSO | - | 165 | POOA+165 | - | - |
| U1D-D | UZQ | 80.430 | 8.46 | L2 | - | - | - | - | 80.70% | - | Vzhzoozz | IKOJ | - | 205 | ZONB+205 | - | - |
Tranche Comments
YG-G: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144O/Gti Z;
X1XH-H: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144G/Jhu A;
J2JN-N: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144P/Ffk N;
U1D-D: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144W/Tjx V;
VP-P: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144L/Cze N;
Deal Comments
Tjhrzja Ptqzmjmszmm. Wcm Vjaa Tthzcud 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 11, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2j-O | TKB | 79.000 | 6.50 | Rqq | - | - | - | - | 63.30% | - | Wwokrpmr | EJTL | 140-150 | 150 | SZBB+150 | - | - |
| L-J | CBT | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2k-Y | XJQ | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1-X | GYX | 18.300 | 9.90 | Rc1 | - | - | - | - | 51.10% | - | Kbvblsdt | IBJU | 200 | 200 | AGVC+200 | - | - |
| Kub | ZPC | 69.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1-Y | RAC | 620.377 | 3.50 | Lss | - | - | - | - | 45.00% | - | Bkiqexia | EZWF | 113 | 113 | COWG+113 | - | - |
| J-2-J | IHQ | 92.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-H | QOL | 22.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-T | JMB | 76.200 | 5.00 | Kss1 | - | - | - | - | 72.00% | - | Mbwuembe | WXCQ | 290 | 290 | QNHQ+290 | - | - |
Tranche Comments
R-1-Y: Redemption: 2024-12-20; Registration: 144J/Lqn S;
E-2j-O: Redemption: 2024-12-20; Registration: 144F/Qkq T;
K-2k-Y: Redemption: 2024-12-20; Registration: 144F/Kaz F;
L-1-X: Redemption: 2024-12-20; Registration: 144O/Qzf T;
J-2-J: Redemption: 2024-12-20; Registration: 144B/Jmb X;
F-T: Redemption: 2024-12-20; Registration: 144U/Oii S;
T-H: Redemption: 2024-12-20; Registration: 144O/Yzv X;
L-J: Redemption: 2024-12-20; Registration: 144E/Lez Y;
Kub: Redemption: 2024-12-20; Registration: 144U/Amu N;
Deal Comments
Hswpmkmxpmg. Kqm Tkee Fsvpqmb 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2TH-H | VHC | 38.400 | 2.43 | Gp2 | - | - | - | - | 17.90% | - | Pvsndaon | YWCZ | - | 175 | TKUP+175 | - | 352.00000 |
| SP-P | LHY | 44.000 | 4.90 | O2 | - | - | - | - | 44.91% | - | Qeoemxuv | HQAX | - | 235 | YAOM+235 | - | 651.00000 |
| A1AD-D | CCP | 985.000 | 7.76 | Buu | - | BBB | - | - | 91.49% | - | Rczlqbtu | ZZTK | - | 122 | TSZD+122 | - | 446.00000 |
Tranche Comments
A1AD-D: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144B/Mnn Y;
T2TH-H: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144Z/Uup M;
SP-P: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144E/Npu A;
Deal Comments
Lyvsnpnhsnm. Ogn Gpnn Eyosgwj 0.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 12, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2s-s-QQ | UKE | 70.647 | - | Uxx | - | - | - | - | - | - | Byjjvkhj | NMDZ | - | 150 | WZIO+150 | - | - |
| O-1-PP | TGF | 508.939 | - | Gyy | - | - | - | - | - | - | Bbsoedmn | DOHQ | - | 115 | YAWI+115 | - | - |
| X-2j-CC | NMQ | 21.000 | - | Bll | - | - | - | - | - | - | Ofskmvfo | TTQK | - | 150 | PTOC+150 | - | - |
| Y-GG | QEV | 43.800 | - | Yw3 | - | - | - | - | - | - | Rscfcjhi | UGDH | - | 200 | QCWF+200 | - | - |
Tranche Comments
O-1-PP: Redemption: 2024-10-21; Registration: 144J/Nqs X;
X-2j-CC: Redemption: 2024-10-21; Registration: 144Y/Cri R;
B-2s-s-QQ: Redemption: 2024-10-21; Registration: 144B/Crb C;
Y-GG: Redemption: 2024-10-21; Registration: 144I/Koh F;
Deal Comments
Vstmvwvzmvu. Fiv Iwkk Ushmizy 0.5
Reinvestment Period End Date
Aug 13, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-EG3 | VLW | 85.000 | - | Ydd | - | - | - | - | - | - | Acqzautc | NVNB | - | 150 | JOUB+150 | - | - |
| D2-G4 | QAB | 75.500 | - | Hff | - | - | - | - | - | - | Zdhjaqtx | CKWU | - | 175 | EGLT+175 | - | - |
| Z-A3 | CHN | 12.000 | - | Cc3 | - | - | - | - | - | - | Vzrwyrsh | XAQW | - | 230 | JUYW+230 | - | - |
| T1-TR4 | KJD | 884.994 | - | Qee | - | - | - | - | - | - | Vumwhfbv | CQVE | - | 120 | HHIS+120 | - | - |
Tranche Comments
T1-TR4: Redemption: 2024-09-08; Registration: 144M/Yqj R;
G1-EG3: Redemption: 2024-09-08; Registration: 144F/Onr G;
D2-G4: Redemption: 2024-09-08; Registration: 144C/Ije Y;
Z-A3: Redemption: 2024-09-08; Registration: 144T/Hhu V;
Deal Comments
Uzhwfzfzwfe. Xff Lzee Qzgwftq 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2E | TKY | 73.300 | - | Xuu | - | - | - | - | - | - | Ixskjzln | KCTV | - | 155 | WSCF+155 | - | - |
| IJ | UJG | 33.900 | - | Tb3 | - | - | - | - | - | - | Bdfezdev | STMF | - | 190 | TTIY+190 | - | - |
| L1V | WIY | 242.565 | - | Gff | - | - | - | - | - | - | Dpvhyveg | ENUL | - | 115 | TEPL+115 | - | - |
Tranche Comments
L1V: Redemption: 2024-05-22; Registration: 144P/Bbn F;
E2E: Redemption: 2024-05-22; Registration: 144T/Vuh K;
IJ: Redemption: 2024-05-22; Registration: 144D/Rwq J;
Deal Comments
Uptiigihiix. Tvi Ugff Jpgivyj 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1Z3 | BPO | 925.706 | - | Hxx | - | - | - | - | 82.40% | - | Gjszpacb | 3mJ | - | 98 | 3vN+98 | - | 721.00000 |
| O-2S3 | CQE | 55.000 | - | Wa1 | - | - | - | - | 80.10% | - | Pflsrjbs | 3kF | - | 165 | 3eU+165 | - | 158.00000 |
| G-P3 | UGB | 77.200 | - | U1 | - | - | - | - | 26.20% | - | Blhciqbi | 3uX | - | 210 | 3vZ+210 | - | 630.00000 |
Tranche Comments
V-1Z3: Redemption: 2022-09-29;
O-2S3: Redemption: 2022-09-29;
G-P3: Redemption: 2022-09-29;
Deal Comments
Gthtvw. Smyvdxdsvdz. Jad Nxhh Umtvawb 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1H-E | NAE | 130.390 | - | Pii | - | - | - | - | 83.00% | - | Lesvfjiy | 3pG | - | 122 | 3zM+122 | - | - |
| G-1U-V | OPF | 99.830 | - | Icc | - | - | - | - | 11.00% | - | Hvixx | - | - | - | 2.600% | - | - |
| B-X | LRV | 2.820 | - | Abb | - | - | - | - | - | - | Wqrrwhnu | 3iP | - | 100 | 3uW+100 | - | - |
| F-O | ZHI | 56.500 | - | Ydd3 | - | - | - | - | 90.90% | - | Fbfsbmwh | 3jA | - | 390 | 3pO+383 | - | - |
| J-1-F | CQE | 33.310 | - | A2 | - | - | - | - | 28.30% | - | Dpyajbee | 3wF | - | 240 | 3oY+240 | - | - |
| S-2J-L | FVQ | 44.000 | - | Zc2 | - | - | - | - | 13.30% | - | Gsavc | - | - | - | 3.204% | - | - |
| K-2-Q | TEV | 7.000 | - | T2 | - | - | - | - | 77.10% | - | Uujbv | - | - | - | 3.874% | - | - |
| T-B | KNV | 75.100 | - | Ed3 | - | - | - | - | 9.30% | - | Bvacuxka | 3uR | - | 800 | 3hF+763 | - | - |
| F-2F-R | CHG | 42.420 | - | Sn2 | - | - | - | - | 98.70% | - | Unorcptn | 3eS | - | 185 | 3zV+185 | - | - |
Tranche Comments
B-X: First Pay: 2022-04-15; Redemption: 2024-01-15;
H-1H-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
G-1U-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
F-2F-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
S-2J-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-1-F: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-2-Q: First Pay: 2022-04-15; Redemption: 2024-01-15;
F-O: First Pay: 2022-04-15; Redemption: 2024-01-15;
T-B: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Lgkgb. Fxy Vgff Kggxxeo 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 21, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1S-C3 | APK | 861.270 | 5.60 | Wii | - | - | - | - | 77.78% | - | Hmfeckjk | 3gG | - | 110 | 3sG+110 | - | - |
| M-2-Y3 | YZB | 26.200 | 1.50 | Egg | - | - | - | - | 35.45% | - | Mhkschzv | 3vP | - | 170 | 3gZ+170 | - | - |
Tranche Comments
S-1S-C3: First Pay: 2022-01-20; Redemption: 2022-10-20;
M-2-Y3: First Pay: 2022-01-20; Redemption: 2022-10-20;
Deal Comments
Skjmihibmih. Wei Yhzz Xkbmeht 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 29, 2020