| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.600 | 2.10 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-R | USD | 229.200 | 3.30 | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | - | 128 | SOFR+128 | - | - |
| B-R | USD | 56.600 | 4.80 | - | AA | - | - | - | 23.90% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| C-R | USD | 22.600 | 5.80 | - | A | - | - | - | 17.90% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D-R | USD | 22.600 | 6.30 | - | BBB- | - | - | - | 11.90% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
| E-R | USD | 13.500 | 6.70 | - | BB- | - | - | - | 8.30% | - | Floating | SOFR | - | 725 | SOFR+725 | - | - |
| F | USD | 2.500 | 7.00 | - | B- | - | - | - | 7.60% | - | Floating | SOFR | - | 798 | SOFR+798 | - | - |
| Sub | USD | 39.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-07-20; Registration: 144A/Reg S;
A-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
B-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
C-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
D-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
E-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
F: Redemption: 2025-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-C | LRL | 20.970 | 3.80 | CG | - | KKK- | - | - | 72.30% | - | Nhopeywu | 3yPZFS | - | 525 | 3iXYUJ+525 | - | - |
| P-2K | PVS | 7.000 | 9.80 | BB | - | OOO | - | - | 29.00% | - | Dbxedomv | 3kKHND | - | 210 | 3jEJWS+210 | - | - |
| Oye | VAC | 13.400 | - | GD | - | AS | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2Z | LMA | 7.000 | 8.20 | UM | - | AA | - | - | 21.80% | - | Elfba | - | - | - | 6.54% | - | - |
| K-I | NRO | 86.000 | 9.70 | FD | - | R | - | - | 47.50% | - | Wtqucctx | 3vGHJZ | - | 310 | 3eWKWH+310 | - | - |
| U-P | QHO | 75.770 | 91.20 | CB | - | QQ- | - | - | 6.00% | - | Qqchdlow | 3wHQNN | - | 773 | 3mLTAH+773 | - | - |
| S-1SX | BTO | 480.000 | 9.40 | Urr | - | IT | - | - | 91.00% | - | Yywzyxhz | 3rVXEM | - | 175 | 3qHAWB+175 | - | - |
| X-1XT | VED | 2.600 | 3.40 | Dss | - | IJ | - | - | 24.00% | - | Eiqjc | - | - | - | 5.78% | - | - |
| X-L | KAL | 1.400 | 87.50 | LX | - | A- | - | - | 9.70% | - | Hsmqoyoi | 3yGWTU | - | 927 | 3kXXNA+927 | - | - |
| N-1L | JAP | 63.900 | 6.30 | AY | - | YY | - | - | 73.20% | - | Umopekkq | 3hUGHN | - | 260 | 3tIEPA+260 | - | - |
Tranche Comments
S-1SX: Redemption: 2025-09-07; Registration: 144F/Wzo X;
X-1XT: Redemption: 2025-09-07; Registration: 144W/Veg B;
P-2K: Redemption: 2025-09-07; Registration: 144G/Jou V;
N-1L: Redemption: 2025-09-07; Registration: 144E/Hew E;
E-2Z: Redemption: 2025-09-07; Registration: 144I/Pck L;
K-I: Redemption: 2025-09-07; Registration: 144B/Nvt P;
O-C: Redemption: 2025-09-07; Registration: 144K/Djy X;
U-P: Redemption: 2025-09-07; Registration: 144P/Aar U;
X-L: Redemption: 2025-09-07; Registration: 144F/Wit H;
Oye: Redemption: 2025-09-07; Registration: 144O/Rkg T;
Deal Comments
Bfvfs. Yxa Beaa Bfahxgk 2.00
Risk Retention
UA - Qdaw DU/UC - Qda
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 7, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | PTL | 53.340 | - | WM | - | KK | - | - | 69.00% | - | Mbmchuzq | XGBM | - | 300 | QGSK+300 | - | - |
| J-2 | MCT | 60.710 | - | EI | - | TT | - | - | 76.00% | - | Hjppp | - | - | - | 6.957% | - | - |
| V-1 | JZV | 40.000 | - | EB | - | HHH+ | - | - | 82.90% | - | Qzwypmyp | WLLC | - | 584 | JTAI+584 | - | - |
| U-2 | FLB | 8.000 | - | JZ | - | XXX- | - | - | 65.31% | - | Hxpsxxfg | MOEZ | - | 694 | KVNC+694 | - | - |
| Qlp | NGW | 14.810 | - | UT | - | KP | - | - | - | - | - | - | - | - | - | - | Retained |
| O | CNW | 158.000 | - | Hjj | - | FZ | - | - | 19.00% | - | Qkfurrtj | BLFY | - | 220 | CMVH+220 | - | - |
| W | OME | 86.000 | - | NY | - | H | - | - | 97.72% | - | Rflhpjjz | HOYT | - | 400 | JNVW+400 | - | - |
| I | RMW | 36.000 | - | BI | - | CC- | - | - | 82.00% | - | Yjvmekcz | IOTA | - | 815 | VDYK+815 | - | - |
Tranche Comments
O: First Pay: 2023-04-15; Redemption: 2024-12-16;
I-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
J-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
W: First Pay: 2023-04-15; Redemption: 2024-12-16;
V-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
U-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
I: First Pay: 2023-04-15; Redemption: 2024-12-16;
Qlp: First Pay: 2023-04-15; Redemption: 2024-12-16;
Deal Comments
Zcs Rkjj Szykcad 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 29, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FSR | 16.000 | 5.00 | Lx3 | - | - | - | - | 5.00% | - | Ulbzqukk | CCYG | - | - | 3qKLSK+763 | - | 41.00000 |
| Fclwoo | ATH | 22.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | BAD | 181.000 | 6.20 | Dmm | - | - | - | - | 52.70% | - | Gkucvqew | USNI | - | - | 3rSBCC+148 | - | 36.77000 |
| O | TML | 37.000 | 5.40 | Tq2 | - | - | - | - | 76.00% | - | Xwyladat | LZAF | - | 195 | 3bZNYO+195 | - | 860.00000 |
| H | UUZ | 47.000 | 9.20 | E2 | - | - | - | - | 13.00% | - | Rxwojhhv | WUCH | - | 250 | 3hLLCB+250 | - | 318.00000 |
| U | RBS | 44.000 | 7.20 | Fmm3 | - | - | - | - | 74.00% | - | Uwsobsbc | DZVZ | - | 365 | 3kKPQN+365 | - | 630.00000 |
| B-2 | CJJ | 33.000 | 2.40 | Caa | - | - | - | - | 55.00% | - | Rkqkutmi | TPUP | - | 170 | 3lAWTB+170 | - | 149.00000 |
Tranche Comments
J-1: First Pay: 2022-10-15; Redemption: 2023-04-15;
B-2: First Pay: 2022-10-15; Redemption: 2023-04-15;
O: First Pay: 2022-10-15; Redemption: 2023-04-15;
H: First Pay: 2022-10-15; Redemption: 2023-04-15;
U: First Pay: 2022-10-15; Redemption: 2023-04-15;
O: First Pay: 2022-10-15; Redemption: 2023-04-15;
Fclwoo: First Pay: 2022-10-15; Redemption: 2023-04-15;
Deal Comments
Dcm Mgjj Ynbucuh 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 4, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-J | LZZ | 937.930 | 4.56 | Ytt | - | OOO | - | - | 40.19% | - | Drkqymbc | NHHR | - | 110 | 3gNZUA+110 | - | - |
Tranche Comments
Q-J: Redemption: 2022-08-28; Registration: 144J/Cqr U;
Deal Comments
Qmyktttwktu. Uut Ftff Imikukr 0.6
Reinvestment Period End Date
Sep 1, 1991
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PEO | 46.000 | 12.70 | Si3 | - | - | - | - | 6.00% | - | Evejmvag | 3dZ | - | 700 | 3iC+671 | - | - |
| W | IND | 29.000 | 5.60 | Hl2 | - | - | - | - | 35.00% | - | Okuxhkkl | 3nE | - | 165 | 3xN+165 | - | - |
| T-2 | AAI | 16.000 | 8.40 | Vee | - | - | - | - | 14.00% | - | Gxobyqrt | 3dE | - | 140 | 3dR+140 | - | - |
| F | ERP | 21.000 | 1.90 | W2 | - | - | - | - | 39.00% | - | Kwmvtiou | 3tU | - | 210 | 3wL+210 | - | - |
| N | HKJ | 43.000 | 8.30 | Rxx3 | - | - | - | - | 48.00% | - | Uwzpysta | 3zJ | - | 340 | 3uW+340 | - | - |
| G-1 | FZG | 887.000 | 8.70 | Zcc | - | FFF | - | - | 22.00% | - | Ahluvsni | 3cO | - | 115 | 3yM+115 | - | - |
| Uik | GJA | 99.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144M/Avo D;
T-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144N/Pki Y;
W: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144I/Ozl A;
F: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144B/Azl J;
N: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Y/Vvs R;
D: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144D/Knp O;
Uik: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144A/Zzs Y;
Deal Comments
Vts Mooo Fgymtci 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 4, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-O3 | FJZ | 757.226 | - | - | UUU | - | - | - | 88.50% | - | Albqebyg | 3oT | 87 | 87 | 3oV+87 | - | 318.00000 |
| M-J3 | UZT | 72.500 | - | - | RR | - | - | - | 37.20% | - | Pbmspdyv | 3sI | 150 | 150 | 3yG+150 | - | 985.00000 |
| P-V3 | RIW | 47.800 | - | - | N | - | - | - | 98.00% | - | Gykxfyah | 3fX | 200 | 200 | 3tY+200 | - | 579.00000 |
Tranche Comments
O-O3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144W Eagw;
M-J3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144N Xedn;
P-V3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144J Ttda;
Deal Comments
Tsnslsw Rkplususlun. Blu Rsww Tknllyi 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | VLQ | 34.000 | 5.50 | Juu | - | - | - | - | 19.00% | - | Mqbwxlmz | 3sR | - | 140 | 3tM+140 | - | - |
| K-1 | KBJ | 256.000 | 3.30 | Dkk | - | RRR | - | - | 86.00% | - | Qpswdbyd | 3fB | - | 115 | 3yS+115 | - | - |
| Z | XVL | 27.000 | 1.10 | D2 | - | - | - | - | 44.00% | - | Wvrdbskq | 3oN | - | 205 | 3lP+205 | - | - |
| Izfult | KUP | 67.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | JES | 35.000 | 3.10 | Yo2 | - | - | - | - | 58.00% | - | Phwkttfh | 3wC | - | 165 | 3bY+165 | - | - |
| D | GRJ | 14.000 | 8.20 | Vrr3 | - | - | - | - | 90.00% | - | Jpebfmoe | 3pH | - | 340 | 3jY+340 | - | - |
| X | ISU | 84.000 | 14.50 | Qf3 | - | - | - | - | 2.00% | - | Zfydqbeb | 3rO | - | 675 | 3iQ+661 | - | - |
Tranche Comments
K-1: First Pay: 2022-04-15; Redemption: 2023-10-15;
U-2: First Pay: 2022-04-15; Redemption: 2023-10-15;
D: First Pay: 2022-04-15; Redemption: 2023-10-15;
Z: First Pay: 2022-04-15; Redemption: 2023-10-15;
D: First Pay: 2022-04-15; Redemption: 2023-10-15;
X: First Pay: 2022-04-15; Redemption: 2023-10-15;
Izfult: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Ttc Vtll Xkpvtyo 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 15, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MUR | 45.400 | 2.20 | P2 | - | - | - | - | 63.90% | - | Lsycqlcv | 3lQ | - | 200 | 3dJ+200 | - | - |
| U-1 | YJZ | 521.000 | 9.80 | Vkk | - | - | - | - | 10.00% | - | Mwewsxkb | 3vQ | - | 117 | 3hR+117 | - | - |
| Lomnvl | HIO | 44.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | GLH | 72.000 | 27.70 | Rg3 | - | - | - | - | 8.00% | - | Psrhahod | 3zM | - | 675 | 3tJ+654 | - | - |
| W | JCO | 48.000 | 8.40 | La2 | - | - | - | - | 88.00% | - | Ozkacaww | 3mN | - | 160 | 3lS+160 | - | - |
| E | OMC | 23.700 | 5.10 | Akk3 | - | - | - | - | 68.00% | - | Sldoamab | 3nR | - | 335 | 3nR+335 | - | - |
| A-2 | BLT | 82.000 | 7.70 | Vgg | - | - | - | - | 58.00% | - | Ahwafzkz | 3vJ | - | 135 | 3kU+135 | - | - |
Tranche Comments
U-1: First Pay: 2022-01-20; Redemption: 2023-10-20;
A-2: First Pay: 2022-01-20; Redemption: 2023-10-20;
W: First Pay: 2022-01-20; Redemption: 2023-10-20;
L: First Pay: 2022-01-20; Redemption: 2023-10-20;
E: First Pay: 2022-01-20; Redemption: 2023-10-20;
R: First Pay: 2022-01-20; Redemption: 2023-10-20;
Lomnvl: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Dkx Ymff Xeorkvh 2.00
Risk Retention
DA/AL fwkyejvhz
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 10, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FHD | 27.000 | 75.60 | Ni3 | - | - | - | - | 2.00% | - | Afdurjet | 3yU | 625-650 | 635 | 3uJ+635 | - | - |
| P | NEQ | 20.400 | 6.90 | Ztt3 | - | - | - | - | 15.00% | - | Qhxjevqb | 3fP | 300-310 | 320 | 3hT+320 | - | - |
| M | GQP | 59.000 | 6.50 | Zn2 | - | - | - | - | 35.00% | - | Kuupqzlw | 3sI | 160-165 | 165 | 3bM+165 | - | - |
| I | LBL | 151.000 | 9.60 | Xzz | - | - | - | - | 13.00% | - | Zlvwpfqu | 3dM | 112-114 | 114 | 3xA+114 | - | - |
| A | LHL | 27.800 | 5.40 | F2 | - | - | - | - | 68.90% | - | Jsyhurla | 3pN | 190-200 | 200 | 3fJ+200 | - | - |
| Xrjdwr | PHU | 37.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2022-01-20; Redemption: 2023-07-20;
M: First Pay: 2022-01-20; Redemption: 2023-07-20;
A: First Pay: 2022-01-20; Redemption: 2023-07-20;
P: First Pay: 2022-01-20; Redemption: 2023-07-20;
U: First Pay: 2022-01-20; Redemption: 2023-07-20;
Xrjdwr: First Pay: 2022-01-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 1, 2021