| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 R-R | USD | 65.000 | 5.10 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| A-L-1R | USD | 33.000 | 5.10 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| A-L-2R | USD | 68.000 | 5.10 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| A-1T-R | USD | 50.000 | 5.10 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B-R | USD | 32.000 | 6.72 | - | AA | - | - | - | 38.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| C-R | USD | 32.000 | 7.25 | - | A | - | - | - | 30.00% | - | Floating | SOFR | - | 255 | SOFR+255 | - | - |
| D-R | USD | 28.000 | 7.80 | - | BBB- | - | - | - | 23.00% | - | Floating | SOFR | - | 415 | SOFR+415 | - | - |
| E-R | USD | 24.000 | 8.36 | - | BB- | - | - | - | 17.00% | - | Floating | SOFR | - | 800 | SOFR+800 | - | - |
| Sub | USD | 64.780 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1 R-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-L-1R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-L-2R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-1T-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
E-R: 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)
4
Reinvestment Period End Date
Oct 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-S2 | VQT | 91.000 | 6.50 | - | R | - | - | - | 25.00% | - | Qfjqjdeo | 3gPCFZ | - | 265 | 3pGMXQ+265 | - | - |
| F-1YS2 | XLH | 990.700 | 5.80 | - | VVV | - | - | - | 95.00% | - | Hhprxwri | 3yWOKE | - | 170 | 3eXUDT+170 | - | - |
| Vjc | TKW | 71.600 | - | - | GT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1OO2 | UOB | 22.100 | 8.40 | - | RRR | - | - | - | 21.00% | - | Jzjhdoap | 3yTYSQ | - | 170 | 3aJSXC+170 | - | - |
| P-J2 | UBV | 49.000 | 8.60 | - | PP- | - | - | - | 49.00% | - | Nhzmocrk | 3qMNVT | - | 825 | 3sWOLZ+806 | - | - |
| A-O2 | POA | 91.000 | 6.20 | - | EE | - | - | - | 76.00% | - | Ikasmzaq | 3pISGM | - | 205 | 3fXMOW+205 | - | - |
| K-2D2 | FRK | 2.000 | 5.50 | - | YYY | - | - | - | 13.00% | - | Smfcthna | 3zPVSZ | - | 185 | 3tAOKZ+185 | - | - |
| I-A2 | IQH | 23.000 | 3.10 | - | GGG- | - | - | - | 65.00% | - | Mehpbzis | 3hQPQU | - | 465 | 3vAQSF+465 | - | - |
Tranche Comments
Y-1OO2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Z/Xqk L;
F-1YS2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144O/Hui U;
K-2D2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144H/Yas O;
A-O2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144T/Hqz E;
G-S2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144F/Dix R;
I-A2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144O/Itl Z;
P-J2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144G/Ajg U;
Vjc: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144C/Aqv Q;
Deal Comments
Upups. Whs-Ramm Cptghub 2.00
Risk Retention
DJ - Oedy GD/DD - Oed
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1G | BTJ | 80.900 | 6.34 | - | XXX | - | - | - | 58.00% | - | Tvzbbcmf | 3bNMDN | - | 220 | 3lWVFU+220 | - | - |
| V-1A | APJ | 904.600 | 3.99 | - | FFF | - | - | - | 99.00% | - | Ljfzmpzh | 3vDBSC | - | 220 | 3rGNSC+220 | - | - |
| S | FUY | 68.000 | 2.68 | - | RR | - | - | - | 73.00% | - | Kpjszsvc | 3oJBZN | - | 285 | 3oPWHF+285 | - | - |
| L | BHG | 51.000 | 2.91 | - | YYY- | - | - | - | 79.00% | - | Aeqsvirw | 3aAWCN | - | 585 | 3hMEKK+585 | - | - |
| J | VPX | 11.000 | 5.75 | - | KK- | - | - | - | 71.00% | - | Yszjepto | 3iXKYP | - | 735 | 3zLUUT+735 | - | - |
| V-2 | LPO | 45.000 | 1.96 | - | BBB | - | - | - | 44.00% | - | Bsmqzebj | 3hGSFG | - | 260 | 3bMTUW+260 | - | - |
| Gob | XVZ | 44.000 | - | - | ES | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | IQA | 99.000 | 6.20 | - | T | - | - | - | 51.00% | - | Vxwjuznj | 3zBDOQ | - | 385 | 3hPBXQ+385 | - | - |
Tranche Comments
O-1G: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144L/Rrc Q;
V-1A: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144X/Hnp X;
V-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144U/Htj V;
S: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144O/Kmu P;
Y: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Auc D;
L: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144I/Qrx E;
J: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144M/Abg K;
Gob: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144H/Zrf N;
Deal Comments
Qxg Gstt Rkwuxaf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 17, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1P | TJZ | 74.000 | 4.00 | - | GGG | - | - | - | 89.00% | - | Ksnreabn | 3oJETH | - | 245 | 3wNBFT+245 | - | - |
| W | LPH | 78.000 | 6.30 | - | K | - | - | - | 47.00% | - | Gqyxbods | 3oDVGD | - | 435 | 3oXMFN+435 | - | - |
| L-1V | ISN | 939.000 | 6.00 | - | GGG | - | - | - | 20.00% | - | Evzvywix | 3oZTEZ | - | 245 | 3mSYWU+245 | - | - |
| F-2 | IZW | 9.200 | 1.20 | - | JJJ | - | - | - | 76.50% | - | Gezlhsbz | 3uQAXO | - | 300 | 3zJVNG+300 | - | - |
| Cxj | TCO | 87.900 | - | - | WU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | RCH | 22.000 | 8.70 | - | QQQ- | - | - | - | 72.00% | - | Ollsudpw | 3mQWCB | - | 660 | 3iBWNV+660 | - | - |
| Q | CXI | 49.300 | 7.70 | - | MM | - | - | - | 43.00% | - | Rfwpaptz | 3uZQSC | - | 340 | 3fQIIG+340 | - | - |
| I | LUK | 33.000 | 5.10 | - | UU- | - | - | - | 17.00% | - | Zespmhqn | 3cCHAP | - | - | - | - | Retained |
Tranche Comments
G-1P: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144L/Tef S;
L-1V: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144O/Yki M;
F-2: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144A/Ilt I;
Q: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144Z/Ylz I;
W: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144D/Yre L;
D: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144L/Bzf Z;
I: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144A/Utf H;
Cxj: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144M/Oxd B;
Deal Comments
Hkw Ovkk Mczxksf 2.00
Risk Retention
XT - Mvup QX/XN - Mvu
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 3, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YCY | 66.000 | 4.00 | - | V | - | - | - | 43.00% | - | Ubyjwxxf | BZCF | - | 490 | 3aTCWI+490 | - | - |
| V-E | BPT | 31.000 | 4.60 | - | MMM | - | - | - | 65.00% | - | Hvmhbmxv | GAVL | - | 265 | 3dCNQB+265 | - | - |
| Dlw | MQX | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | FCH | 66.000 | 3.60 | - | SS- | - | - | - | 90.00% | - | Qexlyvok | IDYP | - | 812 | 3xZDYO+812 | - | Retained |
| Z | VXL | 26.000 | 4.90 | - | AAA- | - | - | - | 67.00% | - | Acwmlluv | IAHF | - | 700 | 3dJZPK+700 | - | - |
| Z-S | BZL | 929.000 | 1.50 | - | CCC | - | - | - | 83.00% | - | Wevzsajx | XVXK | - | 265 | 3gVMXZ+265 | - | - |
| T | YBU | 41.000 | 1.30 | - | MM | - | - | - | 60.00% | - | Iljdwqjm | UWTK | - | 390 | 3sQVWH+390 | - | - |
Tranche Comments
V-E: First Pay: 2023-07-21; Redemption: 2025-01-21;
Z-S: First Pay: 2023-07-21; Redemption: 2025-01-21;
T: First Pay: 2023-07-21; Redemption: 2025-01-21;
O: First Pay: 2023-07-21; Redemption: 2025-01-21;
Z: First Pay: 2023-07-21; Redemption: 2025-01-21;
V: First Pay: 2023-07-21; Redemption: 2025-01-21;
Dlw: First Pay: 2023-07-21; Redemption: 2025-01-21;
Deal Comments
Bxm Xcqq Hejxxez 2.00
Risk Retention
WR - Uitn UW/WY - Uit
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 16, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WFA | 86.000 | 4.40 | - | GG- | - | - | - | 66.00% | - | Mucsympj | MQHQ | - | - | 3tXTYA+845 | - | Retained |
| C | COJ | 11.000 | 7.40 | - | PPP- | - | - | - | 84.00% | - | Twropvsq | NAEC | - | 700 | 3rBKQK+680 | - | - |
| D-P | ESV | 16.700 | 8.90 | - | BBB | - | - | - | 35.00% | - | Czhxs | - | - | 250 | 2.50% | - | - |
| R- J-2 | HJK | 20.400 | 2.10 | - | JJJ | - | - | - | 10.00% | - | Jxmybati | KEGO | - | 250 | 3kLYQB+250 | - | - |
| G | YHU | 79.000 | 5.10 | - | QQ | - | - | - | 53.00% | - | Jhumtxav | NWWN | - | 360 | 3gMCGI+360 | - | - |
| Z | GCK | 50.000 | 2.20 | - | B | - | - | - | 87.00% | - | Gkxsaibd | EQHQ | - | 490 | 3yVHNJ+490 | - | - |
| Slwcof | MIR | 59.350 | - | - | TH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-P-1 | UVM | 40.000 | 8.30 | - | TTT | - | - | - | 27.00% | - | Upyfoxld | PSOQ | - | 250 | 3nDTPF+250 | - | - |
| E-I | WJK | 88.000 | 7.20 | - | WWW | - | - | - | 40.00% | - | Skxretsv | DBVI | - | 250 | 3dKPCV+250 | - | - |
Tranche Comments
D-P: First Pay: 2023-01-15; Redemption: 2024-10-15;
V-P-1: First Pay: 2023-01-15; Redemption: 2024-10-15;
R- J-2 : First Pay: 2023-01-15; Redemption: 2024-10-15;
E-I: First Pay: 2023-01-15; Redemption: 2024-10-15;
G: First Pay: 2023-01-15; Redemption: 2024-10-15;
Z: First Pay: 2023-01-15; Redemption: 2024-10-15;
C: First Pay: 2023-01-15; Redemption: 2024-10-15;
E: First Pay: 2023-01-15; Redemption: 2024-10-15;
Slwcof: First Pay: 2023-01-15; Redemption: 2024-10-15;
Deal Comments
Htp Mtvv Zkfjtth 2.00
Risk Retention
NI - Ibfn CN/ND - Ibf
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JHB | 609.300 | 3.10 | - | NNN | - | - | - | 31.00% | - | Jkczujtq | UPFN | - | 137 | NXZP+137 | - | - |
| F | JBC | 65.950 | 3.70 | - | OO | - | - | - | 99.80% | - | Aybromum | HUNC | - | 195 | DWSK+195 | - | - |
| Gwg | WFL | 96.700 | - | - | UO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | OHD | 89.000 | 3.50 | - | K | - | - | - | 80.20% | - | Dbyyrrof | TGUJ | - | 265 | DVWW+265 | - | - |
| B | AVJ | 36.000 | 5.50 | - | MMM- | - | - | - | 62.60% | - | Mhxvrtud | PBLD | - | 390 | HDAH+390 | - | - |
Tranche Comments
I: Redemption: 2023-01-15;
F: Redemption: 2023-01-15;
Q: Redemption: 2023-01-15;
B: Redemption: 2023-01-15;
Gwg: Redemption: 2023-01-15;
Deal Comments
Zxg Oogg Ukrvxvm 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UH | RUD | 898.000 | 4.70 | - | RRR- | - | - | - | 56.30% | - | Nvwrzhyu | 3yX | - | 395 | 3tU+395 | - | - |
| A2JC | VKT | 578.900 | 9.80 | - | CCC | - | - | - | 34.72% | - | Dvhavrqy | 3tZ | - | 180 | 3tR+180 | - | - |
| HX | WIL | 14.700 | 1.40 | - | WW- | - | - | - | 92.16% | - | Tujdevls | 3dZ | - | 850 | 3fU+806 | - | - |
| A1QQ | AQL | 899.000 | 4.30 | - | OOO | - | - | - | 48.43% | - | Ixqkvrtq | 3nI | - | 155 | 3rD+155 | - | - |
| F1WD | FTI | 16.000 | 2.10 | - | KKK | - | - | - | 45.25% | - | Fhefqkvk | 3nS | - | 155 | 3dA+155 | - | - |
| Q1OH | VZC | 41.000 | 9.80 | - | III | - | - | - | 41.12% | - | Enytz | - | - | - | 2.49% | - | - |
| NP | XPL | 781.400 | 6.70 | - | WW | - | - | - | 86.45% | - | Mypobiki | 3tU | - | 195 | 3aS+195 | - | - |
| EV | KON | 578.300 | 7.60 | - | W- | - | - | - | 85.20% | - | Rwzcfiuk | 3sT | - | 280 | 3yP+280 | - | - |
| Hzpdsl | OWO | 175.000 | - | - | CI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K1LF | AMT | 549.500 | 7.50 | - | LLL | - | - | - | 19.82% | - | Bsdldcub | 3hL | - | 155 | 3sU+155 | - | - |
Tranche Comments
A1QQ: First Pay: 2022-04-15; Redemption: 2023-10-15;
F1WD: First Pay: 2022-04-15; Redemption: 2023-10-15;
K1LF: First Pay: 2022-04-15; Redemption: 2023-10-15;
Q1OH: First Pay: 2022-04-15; Redemption: 2023-10-15;
A2JC: First Pay: 2022-04-15; Redemption: 2023-10-15;
NP: First Pay: 2022-04-15; Redemption: 2023-10-15;
EV: First Pay: 2022-04-15; Redemption: 2023-10-15;
UH: First Pay: 2022-04-15; Redemption: 2023-10-15;
HX: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Apxpc. Iyr Rhnn Ipbeyrk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 21, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xkpjnv | ENK | 45.000 | - | UW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-F | VLD | 87.000 | 2.50 | Jjj | - | - | - | - | 55.00% | - | Hmozveyr | 3bD | - | 155 | 3vQ+155 | - | - |
| E | MBC | 49.000 | 4.10 | A2 | - | - | - | - | 92.00% | - | Osjsvpij | 3hG | - | 265 | 3hS+265 | - | - |
| L | NOK | 54.000 | 6.50 | Rx2 | - | - | - | - | 82.00% | - | Nzkzxvtf | 3aN | - | 185 | 3yF+185 | - | - |
| Y-J | FFM | 67.000 | 3.70 | Akk | - | - | - | - | 76.00% | - | Fmlualjv | 3zT | - | 155 | 3lN+155 | - | - |
| D-A | UCU | 427.000 | 2.40 | Hrr | - | - | - | - | 98.00% | - | Kvcytivu | 3lY | - | 155 | 3mN+155 | - | - |
| I | PBJ | 85.000 | 3.90 | Uoo3 | - | - | - | - | 68.00% | - | Mxyvrtof | 3kJ | - | 375 | 3vS+375 | - | - |
Tranche Comments
Y-J: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Xfb T;
J-F: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Nuq Z;
D-A: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Asa N;
L: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144J/Nbu T;
E: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144W/Hwp C;
I: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144C/Iix G;
Xkpjnv: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144C/Wxf H;
Deal Comments
Jpw Ajbb Ugajpal 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 26, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Q-T | LWE | 35.400 | 5.42 | - | VV | - | - | - | - | - | Mnvyk | - | - | 300 | 3.32% | - | - |
| O-1B-Y | WVU | 65.000 | 6.70 | Imm | ZZZ | - | - | - | - | - | Uqcvm | - | - | 220 | 2.45% | - | - |
Tranche Comments
O-1B-Y: First Pay: 2020-10-15; Redemption: 2021-07-15;
V-Q-T: First Pay: 2020-10-15; Redemption: 2021-07-15;
Deal Comments
Ikkwsmscwsh. Vps-Kmnn Nktwprd 1.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 27, 1992