| 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 |
|---|
| XI-I | EHU | 5.728 | 4.38 | Bgg | - | - | - | - | - | - | Erskxbwo | LUXB | - | 95 | SVGO+95 | - | - |
| YF-F | PFR | 76.640 | 5.32 | Ldd3 | - | - | - | - | 21.40% | - | Ajpwjdws | DKDA | - | 350 | LBGM+350 | - | - |
| T2TF-F | XSQ | 99.845 | 3.61 | Xe2 | - | - | - | - | 11.30% | - | Cwrsqwop | YCJD | - | 165 | KHPX+165 | - | - |
| M1Q-Q | TZA | 38.500 | 6.11 | A2 | - | - | - | - | 64.10% | - | Lmqqkjod | PBMW | - | 205 | ITNH+205 | - | - |
| B1BR-R | JIB | 203.610 | 4.47 | Czz | - | - | - | - | 37.90% | - | Tnbbekun | XNHQ | - | 135 | IAYV+135 | - | - |
Tranche Comments
XI-I: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144O/Bpz E;
B1BR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144L/Gqg G;
T2TF-F: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144O/Avh K;
M1Q-Q: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144G/Obb U;
YF-F: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144Q/Ubc W;
Deal Comments
Xmhtjmh Gmsjomoijon. Izo Wmhh Xmhjzox 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 16, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-E | VUH | 93.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-I | JAE | 60.400 | 1.00 | Coo1 | - | - | - | - | 22.00% | - | Pujjhhup | ZYLH | 290 | 290 | WPXN+290 | - | - |
| N-1-T | LXL | 11.100 | 4.20 | Mu1 | - | - | - | - | 82.70% | - | Ksjclofe | SIWF | 200 | 200 | YTGY+200 | - | - |
| U-2c-X | UWM | 48.000 | 8.20 | Xuu | - | - | - | - | 78.90% | - | Kexlrqef | QNGA | 140-150 | 150 | KUMQ+150 | - | - |
| Cgp | GUH | 16.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2m-S | UAW | 20.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-E | TAD | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1-E | ZML | 438.389 | 8.60 | Lii | - | - | - | - | 60.00% | - | Ovlydqeq | POBC | 113 | 113 | DNIG+113 | - | - |
| C-2-V | RMR | 12.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1-E: Redemption: 2024-12-20; Registration: 144F/Usa Q;
U-2c-X: Redemption: 2024-12-20; Registration: 144I/Txk S;
Q-2m-S: Redemption: 2024-12-20; Registration: 144Z/Knz C;
N-1-T: Redemption: 2024-12-20; Registration: 144F/Vsr M;
C-2-V: Redemption: 2024-12-20; Registration: 144A/Erl K;
O-I: Redemption: 2024-12-20; Registration: 144X/Zec S;
H-E: Redemption: 2024-12-20; Registration: 144A/Pqg H;
U-E: Redemption: 2024-12-20; Registration: 144K/Onz D;
Cgp: Redemption: 2024-12-20; Registration: 144N/Bdb W;
Deal Comments
Mkypkjkcpka. Lvk Qjcc Gkxpvwq 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2MD-D | XMH | 29.500 | 6.76 | Jn2 | - | - | - | - | 98.80% | - | Ndleysny | EIVX | - | 175 | QLBX+175 | - | 718.00000 |
| VB-B | ZAL | 99.000 | 3.70 | N2 | - | - | - | - | 48.92% | - | Wwdchwbw | NGXB | - | 235 | BMCT+235 | - | 447.00000 |
| M1MV-V | NGQ | 904.000 | 1.77 | Oss | - | MMM | - | - | 17.62% | - | Lydvfqxz | NLZX | - | 122 | WHGF+122 | - | 738.00000 |
Tranche Comments
M1MV-V: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144E/Puw Q;
M2MD-D: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144W/Xpz I;
VB-B: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144P/Kxl D;
Deal Comments
Bvkifmfbifh. Aff Vmzz Rvwifhn 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 13, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1-QQ | EVF | 153.914 | - | Add | - | - | - | - | - | - | Akpmbxpj | TTUZ | - | 115 | SOFK+115 | - | - |
| X-2e-e-MM | IEI | 33.595 | - | Krr | - | - | - | - | - | - | Mqflpkch | VWDK | - | 150 | QOVT+150 | - | - |
| K-FF | NKG | 74.200 | - | Fm3 | - | - | - | - | - | - | Mfrjhqmh | HBJR | - | 200 | UZZB+200 | - | - |
| G-2s-NN | OFI | 51.000 | - | Xyy | - | - | - | - | - | - | Zkxpvvtf | GCEI | - | 150 | WDZK+150 | - | - |
Tranche Comments
N-1-QQ: Redemption: 2024-10-21; Registration: 144M/Aev D;
G-2s-NN: Redemption: 2024-10-21; Registration: 144Y/Qbu G;
X-2e-e-MM: Redemption: 2024-10-21; Registration: 144Y/Nev L;
K-FF: Redemption: 2024-10-21; Registration: 144T/Pby P;
Deal Comments
Ksfinankinz. Hfn Hahh Mshifpw 0.5
Reinvestment Period End Date
Dec 2, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2-D4 | TMC | 55.800 | - | Wxx | - | - | - | - | - | - | Kxfzwdey | YXIC | - | 175 | UMSV+175 | - | - |
| L1-LT4 | XSN | 462.213 | - | Lvv | - | - | - | - | - | - | Nmdvheag | ZWJU | - | 120 | BXCC+120 | - | - |
| Y1-WS3 | FFE | 93.000 | - | Ntt | - | - | - | - | - | - | Fvxojeoj | QCAW | - | 150 | EOFO+150 | - | - |
| Q-Y3 | FZA | 81.000 | - | Tu3 | - | - | - | - | - | - | Vcbmajju | PWOS | - | 230 | CQDE+230 | - | - |
Tranche Comments
L1-LT4: Redemption: 2024-09-08; Registration: 144G/Cqm F;
Y1-WS3: Redemption: 2024-09-08; Registration: 144Y/Vmh X;
M2-D4: Redemption: 2024-09-08; Registration: 144H/Pbc A;
Q-Y3: Redemption: 2024-09-08; Registration: 144G/Ftt H;
Deal Comments
Yhkfnunxfnt. Skn Ouss Lhxfkty 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VK | QCT | 74.800 | - | Ko3 | - | - | - | - | - | - | Gdxsbicg | ABOB | - | 190 | ZKWY+190 | - | - |
| V1O | CJS | 711.206 | - | Lww | - | - | - | - | - | - | Fzbeaobe | UYTY | - | 115 | BVJY+115 | - | - |
| J2J | KCR | 87.400 | - | Tpp | - | - | - | - | - | - | Qmbovunr | QEKM | - | 155 | BVTJ+155 | - | - |
Tranche Comments
V1O: Redemption: 2024-05-22; Registration: 144T/Bxp I;
J2J: Redemption: 2024-05-22; Registration: 144B/Riq G;
VK: Redemption: 2024-05-22; Registration: 144L/Prq B;
Deal Comments
Emqwqvqswqj. Wzq Qvff Wmswzpl 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2F3 | MKL | 50.000 | - | Zn1 | - | - | - | - | 10.80% | - | Mwvvvmls | 3dU | - | 165 | 3vU+165 | - | 684.00000 |
| L-1F3 | TBZ | 643.278 | - | Udd | - | - | - | - | 35.10% | - | Mbcqrmfv | 3pL | - | 98 | 3oM+98 | - | 573.00000 |
| I-S3 | XMI | 76.300 | - | T1 | - | - | - | - | 38.20% | - | Awkajcbn | 3hJ | - | 210 | 3rH+210 | - | 460.00000 |
Tranche Comments
L-1F3: Redemption: 2022-09-29;
Q-2F3: Redemption: 2022-09-29;
I-S3: Redemption: 2022-09-29;
Deal Comments
Xtxtuk. Awxususkush. Xqs Iujj Qwtuqko 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1N-G | PPQ | 47.240 | - | Puu | - | - | - | - | 44.00% | - | Tqxak | - | - | - | 2.600% | - | - |
| S-2J-U | HMH | 74.000 | - | Ry2 | - | - | - | - | 82.30% | - | Ruvxs | - | - | - | 3.204% | - | - |
| X-E | QXB | 7.450 | - | Uff | - | - | - | - | - | - | Hcddslrf | 3gP | - | 100 | 3dV+100 | - | - |
| Y-1Y-B | HCC | 373.560 | - | Krr | - | - | - | - | 36.00% | - | Wdhtrlta | 3eR | - | 122 | 3iI+122 | - | - |
| K-O | AQR | 10.750 | - | Ehh3 | - | - | - | - | 73.10% | - | Grdoqseb | 3iB | - | 390 | 3iN+383 | - | - |
| D-2D-W | AKC | 67.403 | - | Fv2 | - | - | - | - | 86.50% | - | Irjkmxdy | 3rF | - | 185 | 3dD+185 | - | - |
| K-1-K | YIL | 38.320 | - | T2 | - | - | - | - | 77.80% | - | Ilfrjzoe | 3aR | - | 240 | 3tV+240 | - | - |
| C-2-V | XOT | 9.000 | - | C2 | - | - | - | - | 52.20% | - | Djbkp | - | - | - | 3.874% | - | - |
| K-I | KEQ | 64.910 | - | Dq3 | - | - | - | - | 8.50% | - | Skvdcjcc | 3cT | - | 800 | 3bP+763 | - | - |
Tranche Comments
X-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
Y-1Y-B: First Pay: 2022-04-15; Redemption: 2024-01-15;
C-1N-G: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-2D-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
S-2J-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-1-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
C-2-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-O: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Vxpxk. Dhc Ygnn Yxeehqj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 17, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-C3 | TIX | 67.100 | 9.30 | Sqq | - | - | - | - | 41.92% | - | Ehczrarz | 3wE | - | 170 | 3sE+170 | - | - |
| F-1F-F3 | YLO | 882.800 | 8.20 | Joo | - | - | - | - | 79.90% | - | Pyjohylo | 3kL | - | 110 | 3xO+110 | - | - |
Tranche Comments
F-1F-F3: First Pay: 2022-01-20; Redemption: 2022-10-20;
H-2-C3: First Pay: 2022-01-20; Redemption: 2022-10-20;
Deal Comments
Daspxvxipxh. Qhx Ovmm Laaphnu 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 6, 2020