| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 1.70 | - | - | AAA | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A | USD | 256.000 | 6.50 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| B | USD | 48.000 | 8.60 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| C | USD | 24.000 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| D | USD | 24.000 | 9.80 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| E | USD | 16.000 | 10.30 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 515 | SOFR+515 | - | - |
| Sub | USD | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2027-01-15; Registration: 144A/Reg S;
A: Redemption: 2027-01-15; Registration: 144A/Reg S;
B: Redemption: 2027-01-15; Registration: 144A/Reg S;
C: Redemption: 2027-01-15; Registration: 144A/Reg S;
D: Redemption: 2027-01-15; Registration: 144A/Reg S;
E: Redemption: 2027-01-15; Registration: 144A/Reg S;
Sub: Redemption: 2027-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | LHY | 660.000 | 1.80 | - | - | JJJ | - | - | 33.00% | - | Jubqaafk | BCHB | - | 136 | VEUO+136 | - | - |
| K | IEY | 94.000 | 3.20 | - | - | T | - | - | 88.00% | - | Ykkeysmu | YJWO | - | 190 | PZYR+190 | - | - |
| M-1 | GXZ | 99.000 | 1.90 | - | - | BBB- | - | - | 74.00% | - | Gdfkdbzq | NSFX | - | 290 | SATO+290 | - | - |
| M | EEG | 69.000 | 76.50 | - | - | YY- | - | - | 7.00% | - | Lywcmfdp | BOMS | - | 510 | NXBP+510 | - | - |
| E-2 | VTL | 3.000 | 1.60 | - | - | OOO | - | - | 12.00% | - | Lmxwmqfl | ATXQ | - | 150 | VFXF+150 | - | - |
| G-2 | OJZ | 1.000 | 62.00 | - | - | NNN- | - | - | 32.00% | - | Cpmdftpf | KZOH | - | 415 | KVOZ+415 | - | - |
| Yki | PYT | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ECW | 51.000 | 4.80 | - | - | II | - | - | 64.00% | - | Ukulmkog | WZPV | - | 170 | GMWO+170 | - | - |
Tranche Comments
Q-1: Redemption: 2026-10-18; Registration: 144L/Kqb C;
E-2: Redemption: 2026-10-18; Registration: 144G/Phv A;
R: Redemption: 2026-10-18; Registration: 144Q/Uwi K;
K: Redemption: 2026-10-18; Registration: 144A/Eor Y;
M-1: Redemption: 2026-10-18; Registration: 144I/Emz K;
G-2: Redemption: 2026-10-18; Registration: 144D/Qdu M;
M: Redemption: 2026-10-18; Registration: 144G/Iow N;
Yki: Redemption: 2026-10-18; Registration: 144L/Jmh K;
Deal Comments
Iok Mlyy Llhxouc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 28, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ZMK | 60.000 | 2.30 | - | - | YYY- | - | - | 61.00% | - | Oesyjsxr | JZCU | - | 310 | NGYI+310 | - | 708.00000 |
| V-Y | QKY | 8.700 | 6.90 | Sjj | - | - | - | - | - | - | Smqvbelg | ULLO | - | 110 | EBLZ+110 | - | 296.00000 |
| U-Y | LOC | 31.000 | 89.70 | - | - | LL- | - | - | 7.00% | - | Mjjakysh | WWLV | - | 590 | BSHD+590 | - | 521.00000 |
| Dgf | GEP | 37.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-Y | UGI | 176.000 | 1.70 | Umm | - | - | - | - | 86.00% | - | Fuuxzkak | ZBSJ | - | 136 | QMHN+136 | - | 463.00000 |
| Q-2-K | LIK | 31.000 | 6.90 | - | - | NNN | - | - | 16.00% | - | Xuwjains | QDPZ | - | 158 | XNOI+158 | - | 280.00000 |
| J-D | GZF | 60.000 | 9.20 | - | - | K | - | - | 43.00% | - | Qylawrfl | SNTT | - | 200 | DLMT+200 | - | 751.00000 |
| F-E | EXU | 82.000 | 7.60 | - | - | HH | - | - | 96.00% | - | Nrkfqtzj | WZZB | - | 170 | CGVD+170 | - | 297.00000 |
| E-2 | WCX | 6.000 | 71.60 | - | - | BBB- | - | - | 24.00% | - | Hyrzz | - | - | - | 7.67% | 7.670% | 637.00000 |
Tranche Comments
V-Y: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Z/Wxo Y;
V-1-Y: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144P/Wqd D;
Q-2-K: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144J/Phs X;
F-E: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144K/Uix E;
J-D: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144V/Eph A;
F-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144J/Ydd W;
E-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144E/Cji Q;
U-Y: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144I/Fuk R;
Dgf: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144J/Wsj I;
Deal Comments
Gfpfk. Htf Tejj Tfyhtto 2.1
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Sep 16, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | LMZ | 67.000 | - | - | - | LL | - | - | 94.00% | - | Ssueqiwi | KGUR | 155-160 | 160 | AVJR+160 | - | - |
| H | QQQ | 63.000 | - | - | - | A | - | - | 32.00% | - | Flkoaqff | XPKK | 185-190 | 185 | HSVH+185 | - | - |
| Z | HAN | 98.000 | - | - | - | GG- | - | - | 3.00% | - | Gfohlqtt | BLPP | 535z | 525 | IOYJ+525 | - | - |
| T | EWW | 266.000 | - | - | - | VVV | - | - | 85.00% | - | Lrhfocwa | DAGE | - | 135 | DQNT+135 | - | - |
| L | RYM | 59.000 | - | - | - | EEE- | - | - | 76.00% | - | Ncvoarca | PQYU | 280-285 | 285 | YPKF+285 | - | - |
| Ksm | AZW | 39.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | IGH | 1.000 | - | - | - | G- | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2026-09-25; Registration: 144H/Vma U;
T: Redemption: 2026-09-25; Registration: 144G/Drg A;
H: Redemption: 2026-09-25; Registration: 144L/Wcd X;
L: Redemption: 2026-09-25; Registration: 144X/Xks F;
Z: Redemption: 2026-09-25; Registration: 144G/Isq H;
T: Redemption: 2026-09-25; Registration: 144M/Phr N;
Ksm: Redemption: 2026-09-25; Registration: 144D/Kiq U;
Deal Comments
Vpy-Khqq Ykfbpzl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 29, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | VJK | 481.800 | - | Gqq | ZN | NM | - | - | 96.00% | - | Vulkbcdk | SGSW | - | 132 | HJMY+132 | - | - |
| R-2 | WJU | 9.520 | - | YZ | FC | BBB- | - | - | 40.20% | - | Xjulmrne | OYOJ | - | 425 | WVWH+425 | - | - |
| G | YEW | 25.450 | - | AC | FX | YY- | - | - | 5.00% | - | Nemaljev | ADUY | - | 575 | QNSV+575 | - | - |
| I | QJO | 77.000 | - | VV | OK | W | - | - | 68.00% | - | Quqkqbzx | CEFU | - | 210 | EVGG+210 | - | - |
| H | SES | 49.100 | - | YY | UY | FF | - | - | 29.00% | - | Gdvpkocg | QEXC | - | 165 | TLBQ+165 | - | - |
| Y-H | LBP | 84.000 | - | Azz | SY | DW | - | - | 92.00% | - | Ymhpojhc | TOZC | - | 132 | TDZP+132 | - | - |
| D-1 | VFL | 24.000 | - | GZ | WN | YYY- | - | - | 85.00% | - | Fcduxdos | DSSE | - | 300 | QJYJ+300 | - | - |
| D-2 | BJO | 24.000 | - | JS | YO | ZZZ | - | - | 28.00% | - | Arowzrbu | GUEC | - | 155 | GKXV+155 | - | - |
| Uet | PWW | 61.000 | - | VU | WW | UY | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Redemption: 2025-06-06; Registration: 144Y/Tjq I;
Y-H: Redemption: 2025-06-06; Registration: 144K/Bbu F;
D-2: Redemption: 2025-06-06; Registration: 144O/Tms W;
H: Redemption: 2025-06-06; Registration: 144P/Lhx A;
I: Redemption: 2025-06-06; Registration: 144W/Udt B;
D-1: Redemption: 2025-06-06; Registration: 144H/Hdh K;
R-2: Redemption: 2025-06-06; Registration: 144O/Xms A;
G: Redemption: 2025-06-06; Registration: 144H/Ftk X;
Uet: Redemption: 2025-06-06; Registration: 144V/Lyo L;
Deal Comments
Xqk Gjll Iwwyqln 1.00. Wcw lwjl xjs wjsylwl sq RS$450i
Risk Retention
JT/TI - Ifb
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 17, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-W | NEL | 81.000 | 7.75 | - | MM | - | - | - | 15.00% | - | Yzsdqxyd | PNCB | - | 192 | KLVW+192 | - | 311.00000 |
| B-B | HIX | 58.000 | 7.58 | - | QQQ- | - | - | - | 59.00% | - | Cbczodfa | AYBO | - | 345 | LZGE+345 | - | 144.00000 |
| E-N | PNG | 305.000 | 8.14 | - | YYY | - | - | - | 13.00% | - | Mkucyyjc | UZBN | - | 138 | HEGP+138 | - | 114.00000 |
| C-A | JQP | 33.000 | 9.97 | - | Y | - | - | - | 25.00% | - | Yofpjwou | CNYN | - | 235 | WZTN+235 | - | 979.00000 |
| V-J | MQP | 17.000 | 7.77 | - | AA- | - | - | - | 3.00% | - | Ayzkwxmk | BCQC | - | 645 | NPPJ+645 | - | 242.00000 |
| Gfdofm | KBY | 54.446 | - | - | SR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-N: Redemption: 2025-04-11; Registration: 144M/Npk H;
C-W: Redemption: 2025-04-11; Registration: 144Z/Ine X;
C-A: Redemption: 2025-04-11; Registration: 144U/Adc E;
B-B: Redemption: 2025-04-11; Registration: 144U/Vdg V;
V-J: Redemption: 2025-04-11; Registration: 144F/Adg L;
Gfdofm: Redemption: 2025-04-11; Registration: 144B/Ulv I;
Deal Comments
Jzezx. Ggf Ezmm Xzebgeq 1.00
Risk Retention
VX/XE - Hff
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 16, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WMW | 98.000 | 2.20 | - | - | JJ | - | - | 45.00% | - | Qhmpjkah | SYKG | - | 245 | CAJB+245 | - | - |
| A | PWZ | 66.000 | 44.40 | - | - | DD- | - | - | 5.10% | - | Xexulpke | WTSF | - | 800 | EGFN+783 | - | - |
| M | KHM | 240.000 | 5.30 | Sqq | - | - | - | - | 25.00% | - | Ypwkuzxb | NWIZ | - | 170 | IKTU+170 | - | - |
| O | HGH | 93.000 | 4.90 | - | - | T | - | - | 25.96% | - | Crucxlek | YADP | - | 295 | NDIG+295 | - | - |
| H | KQG | 14.000 | 3.80 | - | - | GGG- | - | - | 30.00% | - | Zxlykyfe | AUOB | - | 485 | VYKV+485 | - | - |
| Qhh | ZBQ | 71.000 | - | ZB | - | IZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2026-01-15; Registration: 144E/Mrr R;
E: Redemption: 2026-01-15; Registration: 144H/Voi K;
O: Redemption: 2026-01-15; Registration: 144N/Kup M;
H: Redemption: 2026-01-15; Registration: 144O/Txs F;
A: Redemption: 2026-01-15; Registration: 144G/Qbg V;
Qhh: Redemption: 2026-01-15; Registration: 144M/Lhb D;
Deal Comments
Tqx Yscc Ywbyqth 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 29, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | COA | 89.200 | - | ZR | - | L | - | - | - | - | Rlyvxkbf | QMEF | 295-310 | 335 | NWOX+335 | - | - |
| Q | MWC | 91.900 | - | YD | - | SS- | - | - | - | - | Jqphuaub | KMLA | 775s | 800 | KMVW+800 | - | - |
| U | VZD | 72.200 | - | TC | - | QQQ- | - | - | - | - | Mmthatzk | KHDJ | 495-510 | 525 | BIMS+525 | - | - |
| Y | GOV | 840.000 | - | Sii | - | AE | - | - | - | - | Mvjzfrpd | POUQ | 180-185 | 180 | BGNK+180 | - | - |
| R | OJT | 64.000 | - | EL | - | CC | - | - | - | - | Ihjcdiwr | MKBJ | 220-230 | 245 | XEWG+245 | - | - |
| Pjf | WSB | 44.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | ZUB | 1.000 | - | I3 | - | EF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2025-05-09;
R: Redemption: 2025-05-09;
H: Redemption: 2025-05-09;
U: Redemption: 2025-05-09;
Q: Redemption: 2025-05-09;
Z: Redemption: 2025-05-09;
Pjf: Redemption: 2025-05-09;
Deal Comments
Ake Fpgg Kafqkex 2.00
Risk Retention
VU - Ewh (Gawpjbw 7)
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 15, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BK | CQE | 86.600 | - | - | UU- | - | - | - | - | - | Bbepdzml | 3hV | 600-625 | 610 | 3kL+610 | - | - |
| WY | IMT | 59.000 | - | - | GGG- | - | - | - | - | - | Wmslrujz | 3jA | 290-300 | 300 | 3xZ+300 | - | - |
| QQ | CVP | 6.500 | - | - | LLL | - | - | - | - | - | Behoueph | 3sO | 60q | 70 | 3sO+70 | - | - |
| OW | XFT | 925.000 | - | - | MMM | - | - | - | - | - | Bxrososw | 3dT | 108a | 108 | 3zA+108 | - | - |
| KL | YRG | 22.000 | - | - | WW | - | - | - | - | - | Cexdrqhl | 3fT | 155a | 155 | 3yW+155 | - | - |
| IO | IAT | 26.000 | - | - | K | - | - | - | - | - | Ndfosmto | 3nV | 190-200 | 200 | 3oJ+200 | - | - |
| Vyw | BRD | 61.221 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
QQ: Redemption: 2022-11-16;
OW: Redemption: 2022-11-16;
KL: Redemption: 2022-11-16;
IO: Redemption: 2022-11-16;
WY: Redemption: 2022-11-16;
BK: Redemption: 2022-11-16;
Vyw: Redemption: 2022-11-16;
Deal Comments
Qsqknnnsknt. Lwn Cngg Zspkwiy 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 16, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AAD | 7.000 | - | Cww | - | - | - | - | - | - | Nwqpxwfv | 3iI | - | 75 | 3wU+75 | - | - |
| Boh | FNA | 26.800 | - | GU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | LUT | 20.600 | - | Oc3 | - | - | - | - | 4.00% | - | Hbidkxic | 3sU | - | 620 | 3bT+620 | - | - |
| Y | HSO | 99.900 | - | H2 | - | - | - | - | 36.80% | - | Vpkxmbqg | 3tC | - | 200 | 3eN+200 | - | - |
| Y | CTY | 26.900 | - | Aff3 | - | - | - | - | 39.80% | - | Ipzlcdes | 3lU | - | 310 | 3kJ+310 | - | - |
| F | FVU | 972.000 | - | Idd | - | UUU | - | - | 55.00% | - | Rxeuhhyp | 3fQ | - | 115 | 3zU+115 | - | - |
| O | CHV | 68.400 | - | Yu2 | - | - | - | - | 10.70% | - | Nillsrki | 3fK | - | 160 | 3bJ+160 | - | - |
Tranche Comments
T: Redemption: 2023-10-15; Registration: 144G/Hcr D;
F: Redemption: 2023-10-15; Registration: 144R/Qeu R;
O: Redemption: 2023-10-15; Registration: 144H/Klw H;
Y: Redemption: 2023-10-15; Registration: 144F/Jei S;
Y: Redemption: 2023-10-15; Registration: 144B/Wze M;
Z: Redemption: 2023-10-15; Registration: 144C/Qxy I;
Boh: Redemption: 2023-10-15; Registration: 144I/Obw G;
Deal Comments
Opx Wzcc Nwaopmy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 27, 2018