| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 98.000 | 6.31 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 166 | 3mSOFR+166 | - | 100.00000 |
| AL | USD | 130.000 | 6.31 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 166 | 3mSOFR+166 | - | 100.00000 |
| B | USD | 19.000 | 8.08 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | 100.00000 |
| BL | USD | 25.000 | 8.08 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | 100.00000 |
| C | USD | 32.000 | 8.81 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 270 | 3mSOFR+270 | - | 100.00000 |
| D | USD | 24.000 | 9.38 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 465 | 3mSOFR+465 | - | 100.00000 |
| E | USD | 24.000 | 9.99 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 825 | 3mSOFR+791 | - | 98.00000 |
| Sub | USD | 47.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
AL: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
BL: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
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 |
|---|
| N | MOC | 39.700 | 5.30 | VA | LL- | SU | - | - | 84.00% | - | Bzdxxcsd | JCCZ | - | 835 | QOEB+779 | - | - |
| R | LRS | 80.100 | 6.82 | JN | V | HX | - | - | 66.00% | - | Zwodqouu | UMBL | - | 270 | VGNH+270 | - | - |
| Z Pukhd | ABN | 458.000 | 6.97 | JZ | AAA | SI | - | - | 98.70% | - | Qklwrvnp | YYWK | - | 170 | ILHY+170 | - | - |
| N | NOC | 86.800 | 1.50 | CC | PPP- | AU | - | - | 15.00% | - | Dluuvjkn | QYHZ | - | 440 | MNCR+440 | - | - |
| U | UKI | 397.400 | 4.51 | PI | MMM | ME | - | - | 65.20% | - | Eudbcvjc | KXZG | - | 170 | XAWA+170 | - | - |
| L | WQA | 21.000 | 7.80 | MB | NN | WR | - | - | 14.00% | - | Oljvjshe | NUIU | - | 210 | WCVT+210 | - | - |
| Lcd | NBS | 45.000 | - | KR | EG | MD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2026-07-23; Registration: 144D/Jco N;
Z Pukhd: Redemption: 2026-07-23; Registration: 144I/Ave D;
L: Redemption: 2026-07-23; Registration: 144Z/Psi M;
R: Redemption: 2026-07-23; Registration: 144B/Ykv G;
N: Redemption: 2026-07-23; Registration: 144K/Trr H;
N: Redemption: 2026-07-23; Registration: 144P/Drm Q;
Lcd: Redemption: 2026-07-23; Registration: 144G/Jld I;
Deal Comments
Hwo Xhff Cyqnwhb 2.00
Risk Retention
RP - Upro GR/RK - Upr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 11, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | IWQ | 86.600 | 4.10 | Foo | - | - | - | - | 62.30% | - | Ozmcx | QMHR | - | 240 | 6.68% | 6.680% | 526.00000 |
| B-1 | QTT | 13.600 | 6.50 | Bff | - | - | - | - | 30.30% | - | Chpembjd | HTYR | - | 250 | YJPJ+250 | - | 930.00000 |
| T | PJK | 57.600 | 9.80 | Iyy3 | - | - | - | - | 79.98% | - | Fyyvaqpx | LBDP | - | 655 | DNVA+655 | - | 906.00000 |
| NUR-N | IWX | 47.000 | - | JP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1IP | XNK | 45.000 | 5.80 | Vqq | - | - | - | - | 73.70% | - | Gmppzkqq | BIQB | - | 250 | SYTK+250 | - | 301.00000 |
| Y-G | KMJ | 68.500 | 3.30 | Ck2 | - | - | - | - | 77.76% | - | Bqezfyka | QCKH | - | 345 | WNIB+345 | - | 594.00000 |
| X | GGR | 85.900 | 4.10 | B2 | - | - | - | - | 18.25% | - | Fbuumfdj | WSNZ | - | 420 | HKFW+420 | - | 561.00000 |
| B | UZL | 16.100 | 8.00 | Vw3 | - | - | - | - | 48.80% | - | Ruyfxerg | BLMT | - | 950 | YBOI+909 | - | 29.00000 |
| P-1XC | YQM | 74.000 | 5.20 | Ojj | - | - | - | - | 81.20% | - | Tbolvqqz | SBHH | - | 250 | KHZC+250 | - | 513.00000 |
| N | YLS | 68.500 | 3.40 | Gl2 | - | - | - | - | 56.74% | - | Mwwyfbyx | NUBK | - | 345 | TJEZ+345 | - | 484.00000 |
| ONS-S | MCO | 5.000 | - | ST | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144H/Ebk X;
T-2: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144F/Adz U;
I-1IP: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144B/Ecv C;
P-1XC: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144E/Imo I;
N: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144N/Nqi E;
Y-G: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144X/Qmb F;
X: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144U/Ihp X;
T: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144Q/Lqz O;
B: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144X/Com N;
NUR-N: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144B/Alf X;
ONS-S: First Pay: 2024-04-23; Redemption: 2025-09-23; Registration: 144F/Oii H;
Deal Comments
Jvk Satt Gxubviz 2.00
Risk Retention
CQ - Mjim JC - Mji
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 23, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | TSD | 15.000 | - | Byy | KD | ME | - | - | 36.60% | - | Mjeaydvn | KQOA | - | 245 | KNLK+245 | - | - |
| H-1 | YZT | 65.000 | - | Mq2 | EA | SD | - | - | 85.10% | - | Bpzxyebn | ETLJ | - | 350 | UQPE+350 | - | - |
| D | EWS | 56.000 | - | Rmm3 | EG | OI | - | - | 14.90% | - | Xzvjfzjb | UGVV | - | 650 | KXVD+650 | - | - |
| Nuh S | EIJ | 79.000 | - | FC | YY | XO | - | - | - | - | - | - | - | - | - | - | Retained |
| C Hdktg | JEB | 30.000 | - | Wb2 | MC | DU | - | - | 29.30% | - | Zjcplfil | UIDK | - | 350 | SYCK+350 | - | - |
| Q-2 | OLO | 79.000 | - | Sh2 | QN | WU | - | - | 51.50% | - | Emmbs | XATJ | - | 350 | 7.340% | - | - |
| V-1 | JTR | 268.000 | - | Hdd | EY | GZ | - | - | 83.10% | - | Zhxdfusq | NYXZ | - | 245 | YOPA+245 | - | - |
| P | HKX | 46.000 | - | P2 | XO | ZV | - | - | 90.40% | - | Grshhbud | ZGEW | - | 485 | PULZ+485 | - | - |
| U | QLI | 34.000 | - | Ojj | XD | IM | - | - | 90.70% | - | Selxrvdh | PMPL | - | 245 | QILW+245 | - | - |
| G | JQV | 76.100 | - | Vi3 | GU | VG | - | - | 12.40% | - | Myvchywp | TEWE | - | 1150 | NMKA+1002 | - | - |
| Xlq Y | XTM | 4.000 | - | KQ | UU | YS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2024-10-24; Registration: 144V/Adx A;
V-1: Redemption: 2024-10-24; Registration: 144J/Bli K;
A-2: Redemption: 2024-10-24; Registration: 144L/Znt S;
H-1: Redemption: 2024-10-24; Registration: 144E/Icv S;
C Hdktg: Redemption: 2024-10-24; Registration: 144T/Uoh U;
Q-2: Redemption: 2024-10-24; Registration: 144W/Nex T;
P: Redemption: 2024-10-24; Registration: 144O/Gxv O;
D: Redemption: 2024-10-24; Registration: 144K/Wse F;
G: Redemption: 2024-10-24; Registration: 144I/Zju E;
Nuh S: Redemption: 2024-10-24; Registration: 144Z/Fry R;
Xlq Y: Redemption: 2024-10-24; Registration: 144V/Tmh K;
Deal Comments
Zjr Ygff Lflajgi 2.00. Fjf gfgf vgb yabawfg wj VA$500r
Risk Retention
US - Zlzf FU/UM - Zlz
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 22, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-K | KZN | 56.000 | 4.70 | Sd2 | - | - | - | - | - | - | Iqbaofxb | QIPU | - | 235 | ASJK+235 | - | - |
| Qpm | WHG | 30.553 | - | OS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-G | GCK | 70.000 | 6.30 | N2 | - | - | - | - | - | - | Jilhcewi | YJCZ | - | 315 | SOWA+315 | - | - |
| V-2-T | GIH | 98.900 | 5.10 | Mjj | - | - | - | - | - | - | Kjiim | JNA | - | - | 4.65% | - | - |
| O-W | UHL | 39.000 | 4.60 | Lww3 | - | - | - | - | - | - | Ssomfaca | LVVN | - | 450 | WJIU+450 | - | - |
| V-A | XBY | 56.000 | 6.10 | Rx3 | - | - | - | - | - | - | Irwspess | IDEP | - | 875 | IWDQ+875 | - | - |
| Z-1-A | OLV | 380.100 | 8.10 | Hjj | - | - | - | - | - | - | Vbfpcxsm | ULBV | - | 187 | XPOY+187 | - | - |
Tranche Comments
Z-1-A: Redemption: 2024-05-20;
V-2-T: Redemption: 2024-05-20;
M-K: Redemption: 2024-05-20;
E-G: Redemption: 2024-05-20;
O-W: Redemption: 2024-05-20;
V-A: Redemption: 2024-05-20;
Qpm: Redemption: 2024-05-20;
Deal Comments
Izqzt. Dvs Feaa Czqavkb 2.00
Risk Retention
HJ - Iot, OH/HJ - Iot
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 9, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MSI | 90.000 | 8.60 | Ux3 | - | - | - | - | 60.00% | - | Jiyszqio | GJDU | - | 832 | 3aXELS+832 | - | - |
| Phl | PFM | 32.500 | - | IX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1Z | PTO | 329.000 | 2.70 | Pee | - | - | - | - | 91.10% | - | Kcvvqbld | DQTU | - | 168 | 3pJDPY+168 | - | - |
| W | KJM | 99.440 | 7.30 | Xvv3 | - | - | - | - | 47.00% | - | Xeortwri | PWVT | - | 390 | 3jTBTS+390 | - | - |
| X-2K | ZML | 27.000 | 8.60 | Uvv | - | - | - | - | 10.50% | - | Xclcqkcb | QCDY | - | 168 | 3zAPFW+168 | - | - |
| B-2T | TRP | 74.170 | 4.80 | Wll | - | - | - | - | 16.40% | - | Xqfyf | - | - | - | 3.27% | - | - |
| S-1M | GRW | 82.000 | 4.10 | Rpp | - | - | - | - | 32.10% | - | Zxvodfax | NUVV | - | 168 | 3lKKUA+168 | - | - |
| Z | PLP | 23.700 | 9.60 | Jp2 | - | - | - | - | 69.50% | - | Gldhbswb | LGAD | - | 205 | 3lWNGU+205 | - | - |
| E | TFM | 99.600 | 2.40 | T2 | - | - | - | - | 19.70% | - | Izxouxoy | JUIB | - | 280 | 3oBWUU+280 | - | - |
Tranche Comments
S-1M: Redemption: 2024-02-24;
X-2K: Redemption: 2024-02-24;
X-1Z: Redemption: 2024-02-24;
B-2T: Redemption: 2024-02-24;
Z: Redemption: 2024-02-24;
E: Redemption: 2024-02-24;
W: Redemption: 2024-02-24;
U: Redemption: 2024-02-24;
Phl: Redemption: 2024-02-24;
Deal Comments
Exs Emnn Mpwnxnr 2.00
Risk Retention
FM, JF, FZ - Zwu
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-Z | MTW | 92.800 | 9.10 | Vg2 | - | - | - | - | 93.00% | - | Bwlpmktg | 3zD | - | 190 | 3xP+190 | - | - |
| Ggu | GST | 68.450 | - | BG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-X | IBP | 444.630 | 6.60 | Vxx | - | - | - | - | 96.50% | - | Sikmlxwi | 3pU | - | 150 | 3kK+150 | - | - |
| K-I | TVZ | 67.000 | 2.50 | Nd3 | - | - | - | - | 83.00% | - | Irbrxvhr | 3lN | - | 836 | 3xF+836 | - | - |
| G-W | PHR | 44.500 | 2.80 | Z2 | - | - | - | - | 83.50% | - | Lweukwuk | 3jU | - | 260 | 3sW+260 | - | - |
| U-J | EGL | 10.560 | 2.20 | Bdd3 | - | - | - | - | 40.10% | - | Ibpiewoi | 3cP | - | 380 | 3eJ+380 | - | - |
Tranche Comments
D-X: Redemption: 2023-11-22;
P-Z: Redemption: 2023-11-22;
G-W: Redemption: 2023-11-22;
U-J: Redemption: 2023-11-22;
K-I: Redemption: 2023-11-22;
Ggu: Redemption: 2023-11-22;
Deal Comments
Auruv. Uwe Cxbb Cuqnwrm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 14, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OU | YGW | 12.000 | 6.10 | Nff | - | - | - | - | 19.70% | - | Wrosltuz | 3fX | - | 150 | 3oV+150 | - | 111.00000 |
| E | NGI | 11.600 | 4.89 | Bc2 | - | - | - | - | 78.00% | - | Cseeylbk | 3jQ | - | 190 | 3kD+190 | - | 635.00000 |
| P | ZYW | 2.000 | 8.38 | Hee | - | - | - | - | - | - | Gdszatma | 3lD | - | 100 | 3nZ+100 | - | 894.00000 |
| U1 | AHY | 755.700 | 3.48 | Gff | - | - | - | - | 21.90% | - | Uxbukppa | 3mE | - | 150 | 3zO+150 | - | 750.00000 |
| R2 | UFL | 69.000 | 7.99 | Occ | - | - | - | - | 89.80% | - | Uoqjl | - | - | - | 2.39% | 2.39% | 509.00000 |
| U | RLA | 44.290 | 7.90 | F2 | - | - | - | - | 54.26% | - | Zzqzrmvd | 3rX | 265h | 265 | 3iF+265 | - | 772.00000 |
| K | WJV | 66.250 | 4.88 | Auu3 | - | - | - | - | 90.00% | - | Uwsaplcn | 3eY | 385s | 385 | 3jM+385 | - | 863.00000 |
| Gug | TPI | 76.000 | - | SQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | KNZ | 42.000 | 5.60 | Je3 | - | - | - | - | 33.00% | - | Mcroopfp | 3bW | 785 | - | 3pD+785 | - | 64.00000 |
Tranche Comments
P: Redemption: 2023-09-14; Registration: 144N/Xrl U;
OU: Redemption: 2023-09-14; Registration: 144E/Paa R;
U1: Redemption: 2023-09-14; Registration: 144X/Zeq L;
R2: Redemption: 2023-09-14; Registration: 144T/Ffk N;
E: Redemption: 2023-09-14; Registration: 144N/Zfm X;
U: Redemption: 2023-09-14; Registration: 144J/Gsq O;
K: Redemption: 2023-09-14; Registration: 144A/Bnc U;
D: Redemption: 2023-09-14; Registration: 144I/Rcm U;
Gug: Redemption: 2023-09-14; Registration: 144J/Tsv R;
Deal Comments
Ewk Xpnn Ukhwwbv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 2, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-H | EMU | 577.000 | - | Qll | - | - | - | - | 61.70% | - | Yxdclbjk | 3sR | - | 130 | 3jG+130 | - | - |
Tranche Comments
L-H: Redemption: 2022-04-22; Registration: 144T/Gyn P;
Deal Comments
Rhbcfcfmcfw. Ocf Uctt Ihiccgx 1.00
Risk Retention
OQ/TO/OE OO Qodhourix
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Sep 26, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | FGI | 18.000 | - | QF | UU | EG | - | - | 16.00% | - | Pxlhszlg | 3bW | - | 190 | 3sX+190 | - | - |
| Wvj | HBZ | 86.000 | - | AD | FV | BI | - | - | - | - | - | - | - | - | - | - | Retained |
| V | TSS | 61.000 | - | YM | KKK- | DW | - | - | 75.00% | - | Jserpiag | 3bJ | - | 410 | 3hI+410 | - | - |
| L | EFM | 46.000 | - | GO | SS- | MQ | - | - | 22.00% | - | Kvekacjd | 3gB | - | 925 | 3sS+854 | - | - |
| Y-2 | VLU | 37.600 | - | TS | UU | FZ | - | - | 21.00% | - | Lukwc | - | - | 316 | 3.160% | - | - |
| J-1 | YUB | 490.000 | - | Pqq | WI | NO | - | - | 67.00% | - | Ndfksqcl | 3dX | - | 155 | 3mU+155 | - | - |
| MN | OTC | 79.000 | - | Bgg | DL | FK | - | - | 94.00% | - | Hzroujab | 3gO | - | 155 | 3kT+155 | - | - |
| J | XOX | 49.700 | - | AV | W | DC | - | - | 45.00% | - | Uxpvdees | 3iP | - | 285 | 3dK+285 | - | - |
| Z-2 | IPG | 46.000 | - | Unn | ZG | ZW | - | - | 28.00% | - | Ncfkx | - | - | 271 | 2.710% | - | - |
Tranche Comments
MN: Redemption: 2023-05-07; Registration: 144O/Kht F;
J-1: Redemption: 2023-05-07; Registration: 144W/Eyi L;
Z-2: Redemption: 2023-05-07; Registration: 144B/Xkm N;
K-1: Redemption: 2023-05-07; Registration: 144I/Gsg B;
Y-2: Redemption: 2023-05-07; Registration: 144T/Qya A;
J: Redemption: 2023-05-07; Registration: 144G/Xvf J;
V: Redemption: 2023-05-07; Registration: 144J/Riz V;
L: Redemption: 2023-05-07; Registration: 144M/Cwq E;
Wvj: Redemption: 2023-05-07; Registration: 144P/Grt N;
Deal Comments
Jqr Otqq Rtfrqko 2.00
Risk Retention
ZV jva SZ/ZQ Edybkejvs
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 21, 2000