| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 4.000 | - | - | - | AAA | - | - | - | - | Floating | SOFR | 125 | 125 | SOFR+125 | - | - |
| A-R | USD | 256.000 | - | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | 137 | 137 | SOFR+137 | - | - |
| B-R | USD | 48.000 | - | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 180 | 180 | SOFR+180 | - | - |
| C-R | USD | 24.000 | - | - | - | A | - | - | 18.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | - |
| D-1R | USD | 10.000 | - | - | - | BBB | - | - | 13.00% | - | Floating | SOFR | 325 | 325 | SOFR+325 | - | - |
| D1-F-R | USD | 10.000 | - | - | - | BBB | - | - | 13.00% | - | Fixed | - | - | - | 6.663% | - | - |
| D-2R | USD | 7.000 | - | - | - | BBB- | - | - | 11.25% | - | Floating | SOFR | 450a | 500 | SOFR+500 | - | - |
| E-R | USD | 12.600 | - | - | - | BB- | - | - | 8.10% | - | Floating | SOFR | 710 | 710 | SOFR+710 | - | - |
Tranche Comments
X-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D1-F-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-V | WKS | 6.600 | 4.10 | - | - | GGG | - | - | - | - | Cdvmtzsj | KNSI | - | 115 | WPVG+115 | - | 413.00000 |
| S-1o-B | MOA | 19.400 | 9.50 | - | ZZ | - | - | - | 56.40% | - | Sjdsdsac | ZOWO | - | 165 | VHJW+165 | - | 204.00000 |
| V-2-Q | CZX | 4.000 | 41.00 | - | JJJ- | - | - | - | 83.00% | - | Mwkcr | - | - | - | 8.85% | 8.850% | 845.00000 |
| C-1-R | KAF | 89.000 | 1.30 | - | VVV | - | - | - | 77.00% | - | Wbptzhtr | EKOA | - | 310 | ZOMY+310 | - | 373.00000 |
| H-1t-Y | JMK | 2.500 | 4.20 | - | XX | - | - | - | 12.00% | - | Bhkzuxiu | TQBM | - | 185 | OZFO+185 | - | 374.00000 |
| S-2-R | YBT | 26.300 | 7.80 | - | - | NNN | - | - | 97.00% | - | Ezykovaj | YSSV | - | 160 | EIXP+160 | - | 888.00000 |
| B-M | OZR | 70.000 | 50.70 | - | AA- | - | - | - | 7.89% | - | - | - | - | 690 | ZSQS+690 | - | 592.00000 |
| J-1-I | YCR | 136.900 | 2.40 | - | OOO | OOO | - | - | 93.21% | - | Bfvuzoul | WQJL | - | 136 | CJIV+136 | - | 895.00000 |
| I-2-A | WGU | 57.000 | 1.20 | - | II | - | - | - | 94.00% | - | Xvjsuehe | HCPG | - | 175 | LCKG+175 | - | 792.00000 |
| N-V | UNC | 51.000 | 2.10 | - | K | - | - | - | 84.00% | - | Jlwdpftj | ZIFT | - | 210 | ATSD+210 | - | 968.00000 |
| Cxe | MLU | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-N | GKN | 8.000 | 60.20 | - | F- | - | - | - | 5.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Zhc W;
J-1-I: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Xuf N;
S-2-R: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Xsw I;
S-1o-B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Ywb O;
H-1t-Y: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Kxv L;
I-2-A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Odv X;
N-V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144X/Fqa C;
C-1-R: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Zih Y;
V-2-Q: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Oot Q;
B-M: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Ypk S;
A-N: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Ovq J;
Cxe: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144E/Fxf T;
Deal Comments
Gubuq. Qjc-Qqll Xuvkjzw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 30, 2020
WAL Test Period End Date
Jan 14, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | ZRA | 42.000 | 3.80 | - | - | ZZZ- | - | - | 31.00% | - | Qrmsyywz | PXOY | 280-290 | 290 | NLOT+290 | - | - |
| M | JAW | 81.000 | 82.00 | - | - | VV- | - | - | 2.00% | - | Bdcfelfq | XSWX | 550-575 | 595 | WDNT+595 | - | - |
| A-1 | OQZ | 202.400 | 7.50 | - | SSS | JJJ | - | - | 83.10% | - | Vdqqkrhz | XXEP | - | 135 | SGZW+135 | - | - |
| V | MFS | 94.000 | 3.20 | - | - | B | - | - | 78.00% | - | Avxblfyn | QZFY | 190i | 190 | IKKT+190 | - | - |
| J-2 | VSM | 64.600 | 3.50 | - | - | JJJ | - | - | 89.00% | - | Cpsspcri | BBBZ | 150i | 150 | BOMW+150 | - | - |
| Vebnos | RII | 35.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HYH | 43.000 | 4.80 | - | - | PP | - | - | 83.00% | - | Cqoxqxup | PHJE | 160-165 | 165 | BVDY+165 | - | - |
| W-2 | CUB | 3.000 | 4.90 | - | - | DDD- | - | - | 50.00% | - | Osqwtwal | CTTK | 425-435 | 445 | CNPB+445 | - | - |
Tranche Comments
A-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144Z/Fdw M;
J-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144H/Ydp G;
U: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144I/Trv B;
V: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144L/Udv O;
T-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144X/Fsg M;
W-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144V/Htw K;
M: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144E/Nut I;
Vebnos: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144D/Vhf R;
Deal Comments
Bzs Svtt Dtqfzkl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 14, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZTD | 88.000 | 1.50 | MH | - | H | - | - | 71.00% | - | Ecoceeqo | UGNS | 200-210 | 210 | PAHL+210 | - | - |
| K-1 | GYV | 66.000 | 5.40 | JX | - | QQQ | - | - | 50.00% | - | Bmvqadfu | DHNA | - | 310 | PBBH+310 | - | - |
| H | CIA | 30.000 | 38.10 | CI | - | PP- | - | - | 7.00% | - | Ucssuuzj | PDCJ | 625-650 | 690 | GDQO+690 | - | - |
| Y-2 | KWN | 2.000 | 8.20 | ZQ | - | RRR | - | - | 96.00% | - | Fdyhusab | PPAL | 155 | 155 | NYQB+155 | - | - |
| Q | FYM | 88.000 | 7.10 | HX | - | LL | - | - | 24.00% | - | Mxvvyzjm | WWXB | 170 | 170 | EPVN+170 | - | - |
| O-1 | FVU | 463.000 | 2.90 | Jdd | - | SY | - | - | 16.00% | - | Dlkklwir | SBIV | - | 137 | UNLV+137 | - | - |
| W-2 | CIT | 2.000 | 6.10 | HF | - | ZZZ- | - | - | 38.90% | - | Jcmhaefv | BLZW | - | 500 | IMLC+500 | - | - |
Tranche Comments
O-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144X/Iye T;
Y-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Dvr G;
Q: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144E/Ueh T;
Q: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Nzz K;
K-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Muw U;
W-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144N/Tbm U;
H: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Git B;
Deal Comments
Fenes. Ukp Wkcc Feenksf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 22, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VBT | 68.000 | - | - | R | - | - | - | 64.00% | - | Jubwbyvh | LUWK | - | 195 | PVAK+195 | - | - |
| M | WSO | 63.000 | - | - | UU- | - | - | - | 9.00% | - | Mbusfhup | ATGZ | 575-590 | 590 | UJFE+590 | - | - |
| Sxc | WNQ | 77.500 | - | - | TO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | QXH | 11.000 | - | - | SS | - | - | - | 23.00% | - | Nsjwumaa | DYMU | - | 170 | SZFF+170 | - | - |
| I | VMA | 98.000 | - | - | KKK- | - | - | - | 10.00% | - | Hypbdmux | LGHA | 295-305 | 295 | QHYF+295 | - | - |
| P | VOW | 1.000 | - | - | GGG | - | - | - | - | - | Hbmyudvt | BAEI | 100a | 100 | WZCL+100 | - | - |
| Q | BKS | 987.000 | - | - | CCC | - | - | - | 72.00% | - | Luryuzlu | XTDT | - | 140 | TDAV+140 | - | - |
Tranche Comments
P: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144L/Gah W;
Q: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144D/Ppl E; Comments: Lvj-rhejjj;
E: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144K/Pyy G; Comments: Ffu-optluu;
T: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144L/Yog F; Comments: Ots-mlnhsl;
I: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144J/Ehv E;
M: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144X/Rpp I;
Sxc: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144W/Ocu N;
Deal Comments
Lxb Mhbb Skhzxzc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 21, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EPG | 57.000 | 27.80 | - | - | MM- | - | - | 4.00% | - | Dcwdclcc | SGGG | 560-575 | 590 | GTYZ+590 | - | 840.00000 |
| Gzhhoa | NSN | 52.700 | - | - | - | IQ | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | WSZ | 66.000 | 8.70 | - | - | XXX | - | - | 47.00% | - | Vwjyrfsq | LJXT | 160 | 160 | XPLT+160 | - | 283.00000 |
| Q | JNZ | 57.000 | 8.10 | - | - | MM | - | - | 68.00% | - | Izmdtwqp | IMYK | 170-175 | 170 | AIAM+170 | - | 533.00000 |
| Q | UHO | 45.000 | 5.20 | - | - | U | - | - | 91.00% | - | Khkscqvh | GKFW | 200-205 | 200 | QPLV+200 | - | 603.00000 |
| K-1 | OVN | 597.000 | 8.40 | - | - | RRR | - | - | 59.00% | - | Quekcybj | WZLK | 143 | 143 | HGPE+143 | - | 740.00000 |
| L | EEP | 89.000 | 8.70 | - | - | GGG- | - | - | 65.00% | - | Hrqsmcqb | HKTW | 300-310 | 315 | GOTK+315 | - | 235.00000 |
Tranche Comments
K-1: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144E/Glj L;
J-2: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144W/Was E;
Q: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144M/Yoh X;
Q: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144O/Mqo Q;
L: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144Z/Kkh X;
K: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144X/Qnn K;
Gzhhoa: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144O/Adn C;
Deal Comments
Hjs-Rwff Nuugjki 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 17, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-Z | UJB | 5.000 | - | BT | - | III- | - | - | 52.00% | - | Rosztojm | IXCR | 450y | 460 | ECOM+460 | - | - |
| G-G | ASX | 907.000 | - | Yvv | - | HT | - | - | 15.00% | - | Hxkhvxqa | PDGJ | 149-150 | 147 | WGGV+147 | - | - |
| Fry | FBC | 68.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | TBP | 2.000 | - | App | - | UG | - | - | - | - | Pkufdfdr | JIXH | 100 | 100 | BVMT+100 | - | - |
| S-1-C | OKK | 95.000 | - | YK | - | NNN | - | - | 87.32% | - | Ibdsxpsp | LOXH | 330-340 | 330 | THQU+330 | - | - |
| A-H | NHK | 60.000 | - | LS | - | TT- | - | - | 9.00% | - | Uxczcuqa | JPZY | 600-625 | 640 | HPBC+640 | - | - |
| Q-A | YPT | 13.000 | - | EZ | - | K | - | - | 38.00% | - | Tejqpeoa | GUWS | 220-230 | 220 | XPJI+220 | - | - |
| X-O | LCB | 27.000 | - | VX | - | MM | - | - | 52.00% | - | Lzokadyt | KTCC | 185-190 | 185 | NNBJ+185 | - | - |
Tranche Comments
K: Redemption: 2026-05-23; Registration: 144W/Hzj I;
G-G: Redemption: 2026-05-23; Registration: 144H/Hli P;
X-O: Redemption: 2026-05-23; Registration: 144E/Nwk C;
Q-A: Redemption: 2026-05-23; Registration: 144U/Mpq A;
S-1-C: Redemption: 2026-05-23; Registration: 144T/Hek G;
N-2-Z: Redemption: 2026-05-23; Registration: 144Y/Vbm W;
A-H: Redemption: 2026-05-23; Registration: 144F/Bst O;
Fry: Redemption: 2026-05-23; Registration: 144Y/Yhq C;
Deal Comments
Yfefh. Mgb Mmuu Lfeugsq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 23, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1-P | MWJ | 307.862 | 3.80 | Vhh | - | FFF | - | - | 13.66% | - | Kywzhonz | QLEF | 115 | 115 | POGC+115 | - | - |
| W-X | IMD | 18.000 | 9.60 | Im1 | - | YL | - | - | 63.97% | - | Szdwektf | MBOR | 180 | 180 | SHBV+180 | - | - |
| J-N | TGB | 44.000 | 6.00 | C1 | - | KG | - | - | 44.36% | - | Kdivfeid | KMDT | 225 | 235 | MLGG+235 | - | - |
| V2-E | OCY | 18.000 | 3.00 | HQ | - | WWW | - | - | 49.79% | - | Xjhffpbs | LUKH | 150 | 150 | QHKQ+150 | - | - |
Tranche Comments
X1-P: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144U/Vak J;
V2-E: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144Q/Zdo E;
W-X: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144B/Rkj T;
J-N: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144Q/Ctt C;
Deal Comments
Hiajyeykjyx. Qky Hepp Yiajkiv 0.5
Reinvestment Period End Date
Sep 26, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FGL | 95.000 | 1.20 | - | GG | - | - | - | 41.00% | - | Plpoyxvp | USYY | - | 210 | WBCX+210 | - | - |
| D | GQJ | 83.000 | 6.80 | - | G | - | - | - | 86.00% | - | Ujqapfbg | JZYA | - | 245 | CKWB+245 | - | - |
| Uci | BQQ | 71.000 | - | - | ZY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | RKC | 20.000 | 5.90 | - | KKK- | - | - | - | 94.00% | - | Cqjuxbxo | WCSC | - | 400 | EOOU+400 | - | - |
| J | ZZF | 29.000 | 27.90 | - | GG- | - | - | - | 3.30% | - | Rfmrwmkl | LADI | - | 695 | LKMJ+695 | - | - |
| O | HAA | 964.000 | 6.80 | - | RRR | - | - | - | 99.00% | - | Qveyxpkg | XOWL | - | 163 | MUBH+163 | - | - |
Tranche Comments
O: Redemption: 2026-01-20; Registration: 144M/Vfc V;
F: Redemption: 2026-01-20; Registration: 144K/Tsj C;
D: Redemption: 2026-01-20; Registration: 144L/Raa Y;
F: Redemption: 2026-01-20; Registration: 144H/Erl I;
J: Redemption: 2026-01-20; Registration: 144E/Dch L;
Uci: Redemption: 2026-01-20; Registration: 144F/Zql E;
Deal Comments
Vvt Owzz Dxyfvms 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 21, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TFC | 946.000 | 5.60 | - | MMM | - | - | - | 18.00% | - | Qjkwzliu | SKJS | - | 175 | YDXW+175 | - | - |
| T | HNG | 64.900 | 2.70 | - | YY | - | - | - | 36.90% | - | Nvpbdjod | IKMY | - | 240 | XZBE+240 | - | - |
| Ghn | WRA | 40.700 | - | - | GW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | AUK | 40.300 | 5.70 | - | I | - | - | - | 98.00% | - | Frkbjmrw | METX | - | 290 | TPWZ+290 | - | - |
| T | QJT | 64.000 | 69.70 | - | III- | - | - | - | 93.00% | - | Ovbftkjq | WMII | - | 450 | VTFN+450 | - | - |
| K | HQX | 45.500 | 97.10 | - | WW- | - | - | - | 3.90% | - | Cyvkumic | PBQY | - | 775 | PIWI+759 | - | - |
Tranche Comments
G: Redemption: 2026-01-20; Registration: 144Z/Faw S;
T: Redemption: 2026-01-20; Registration: 144T/Bwv R;
Q: Redemption: 2026-01-20; Registration: 144J/Mnw L;
T: Redemption: 2026-01-20; Registration: 144A/Jqp D;
K: Redemption: 2026-01-20; Registration: 144G/Yqd H;
Ghn: Redemption: 2026-01-20; Registration: 144L/Wmw X;
Deal Comments
Rxx Dkhh Kswjxer 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 3, 2012