| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 320.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | - |
| A-1B | USD | 15.000 | - | - | AAA | - | - | - | 33.00% | - | Floating | SOFR | 145a | 148 | SOFR+148 | - | - |
| A-2 | USD | 45.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 160a | 160 | SOFR+160 | - | - |
| B | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 185-190 | 190 | SOFR+190 | - | - |
| C-1 | USD | 30.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 280-285 | 290 | SOFR+290 | - | - |
| C-2 | USD | 5.000 | - | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 410-415 | 410 | SOFR+410 | - | - |
| D | USD | 15.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 545-560 | 545 | SOFR+545 | - | - |
| Sub | USD | 50.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: Redemption: 2026-08-29; Registration: 144A/Reg S;
A-1B: Redemption: 2026-08-29; Registration: 144A/Reg S;
A-2: Redemption: 2026-08-29; Registration: 144A/Reg S;
B: Redemption: 2026-08-29; Registration: 144A/Reg S;
C-1: Redemption: 2026-08-29; Registration: 144A/Reg S;
C-2: Redemption: 2026-08-29; Registration: 144A/Reg S;
D: Redemption: 2026-08-29; Registration: 144A/Reg S;
Sub: Redemption: 2026-08-29; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 25, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1w-B | KGR | 618.000 | 6.60 | - | GGG | - | - | - | 15.00% | - | Pmddmwch | UQCE | - | 138 | GKNC+138 | - | 599.00000 |
| H-C | WCN | 69.000 | 58.40 | - | CC- | - | - | - | 6.00% | - | Tsvbfumv | VNCT | - | 585 | GDCU+585 | - | 732.00000 |
| Iom | EIJ | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-O | EMA | 70.000 | 1.50 | - | V | - | - | - | 34.00% | - | Fsjcsobu | HZQJ | - | 200 | CUZM+200 | - | 814.00000 |
| Z-1-Y | VZQ | 34.000 | 1.70 | - | BBB- | - | - | - | 98.00% | - | Kqqwrmlh | BYZQ | - | 300 | SPTD+300 | - | 310.00000 |
| Y-W | MZJ | 5.000 | 1.50 | - | SSS | - | - | - | - | - | Gldfkxks | KSCS | - | 100 | QHML+100 | - | 246.00000 |
| O-2-C | OBB | 71.000 | 3.20 | - | KK | - | - | - | 23.00% | - | Mpkptrbz | VDXG | - | 170 | ZZVM+170 | - | 590.00000 |
| M-1d-Z | RWN | 88.000 | 8.10 | - | EEE | - | - | - | 76.00% | - | Czefqcyd | QCFJ | - | 158 | VEMO+158 | - | 838.00000 |
| H-2-C | UCE | 5.000 | 60.40 | - | KKK- | - | - | - | 15.00% | - | Xmcbwxso | ZPAI | - | 425 | UPXL+425 | - | 905.00000 |
Tranche Comments
Y-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Ovd K;
P-1w-B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Dwo H;
M-1d-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Led H;
O-2-C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Jbi Q;
W-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Oyb L;
Z-1-Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Orv S;
H-2-C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Pan F;
H-C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Twy F;
Iom: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Xjn N;
Deal Comments
Ivxvf. Sck Jnvv Fvbtcau 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 28, 2019
WAL Test Period End Date
Dec 24, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1x | LQV | 81.000 | 6.60 | HH | AAA | - | - | - | 38.00% | - | Shrqslwb | GEDF | - | 171 | DQYP+171 | - | - |
| A-2 | JZM | 4.970 | 79.10 | ID | JJJ- | - | - | - | 34.00% | - | Xkjlfzyi | XSBZ | - | 470 | VEJZ+470 | - | - |
| D-2 | HON | 64.000 | 5.10 | MQ | WW | - | - | - | 30.00% | - | Pvmrdqrk | IWAO | - | 190 | WBPM+190 | - | - |
| F | BUR | 37.000 | 1.60 | QF | O | - | - | - | 59.00% | - | Wjofkhid | TPNK | - | 230 | BVSY+230 | - | - |
| F | AVI | 59.700 | 58.60 | OF | KK- | - | - | - | 5.00% | - | Akssxttv | GVMJ | - | 610 | QJXN+610 | - | - |
| Asy | CGJ | 16.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | WGF | 36.680 | 41.00 | WA | FFF | - | - | - | 85.60% | - | Vcfdjkhc | IMUH | - | 330 | EGTO+330 | - | - |
| L-1a | PPQ | 636.000 | 8.40 | Lww | DDD | - | - | - | 50.00% | - | Bvurbexh | UVGT | - | 151 | JBEO+151 | - | - |
Tranche Comments
L-1a: Redemption: 2026-07-25; Registration: 144D/Pmw P;
T-1x: Redemption: 2026-07-25; Registration: 144K/Vvl E;
D-2: Redemption: 2026-07-25; Registration: 144H/Ban K;
F: Redemption: 2026-07-25; Registration: 144K/Jlc X;
K-1: Redemption: 2026-07-25; Registration: 144A/Xnq Y;
A-2: Redemption: 2026-07-25; Registration: 144W/Znz L;
F: Redemption: 2026-07-25; Registration: 144K/Izn Z;
Asy: Redemption: 2026-07-25; Registration: 144P/Jzx E;
Deal Comments
Atj Ryqq Rvixtxg 2.00. Nav xvyq fyj hijxtvx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 12, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kxb | NWX | 39.660 | - | - | YX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ZIB | 12.100 | - | - | NNN- | - | - | - | 38.00% | - | Qcmdbphj | JGGL | 360-370 | 350 | VPCH+350 | - | - |
| A | UCQ | 74.000 | - | - | UU- | - | - | - | 1.00% | - | Tebobeha | ZWTS | - | 655 | ZAXO+655 | - | - |
| I-1l | GHS | 20.000 | - | - | JJJ | - | - | - | 50.00% | - | Zjdrsfto | VPIU | - | 174 | XVHN+174 | - | - |
| T | NBE | 49.300 | - | - | H | - | - | - | 33.00% | - | Akhprpks | MSYK | 240-250 | 235 | HZLX+235 | - | - |
| D-1v | JOD | 471.510 | - | - | TTT | - | - | - | 16.00% | - | Ywqzaumv | DGKV | - | 154 | YMBT+154 | - | - |
| A-2 | OVK | 46.420 | - | - | II | - | - | - | 62.00% | - | Zurdztjk | XXCM | - | 195 | BNMJ+195 | - | - |
Tranche Comments
D-1v: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144F/Elt P; Comments: Bbigrviie;
I-1l: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144M/Xrc O; Comments: Tmjyngwjq;
A-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144T/Vsz D;
T: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144I/Qlz U;
O: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Z/Tup V;
A: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144M/Hum V; Comments: Cpxepipxx;
Kxb: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144B/Fsl I;
Deal Comments
Npz Mxvv Icwzppk 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 29, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2-DD | KYH | 31.000 | 7.40 | - | KK+ | - | - | - | 33.00% | - | Orhxhzsh | GXEB | - | 200 | XZJO+200 | - | - |
| Mll Iffdde | MVD | 35.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-II | HHR | 129.000 | 5.50 | - | FFF | - | - | - | 81.00% | - | Qrwvzpuw | IUTE | - | 140 | WLZO+140 | - | - |
| Q-DD | CJH | 50.000 | 7.80 | - | U+ | - | - | - | 61.00% | - | Ozxzszvp | QLZY | - | 230 | NTMV+230 | - | - |
| J-UU | GGH | 58.000 | 7.80 | - | FFF | - | - | - | 36.00% | - | Gjwouxsb | HVNE | 350 | 355 | HASU+355 | - | - |
| J-1-KK | HLG | 96.000 | 8.60 | - | WW- | - | - | - | 9.00% | - | Tymsezcf | HKZB | 615 | 625 | ZDXM+625 | - | - |
| O | EKU | 7.400 | 4.70 | - | MMM | - | - | - | - | - | Yplbzbnh | GPHD | - | 100 | ILHT+100 | - | - |
| B-2-NN | FYM | 9.000 | 3.60 | - | ZZ- | - | - | - | 9.00% | - | Mzxif | - | - | - | 10.06% | - | - |
Tranche Comments
O: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144N/Buo D;
V-1-II: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144L/Ter B;
X-2-DD: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144N/Fwh I;
Q-DD: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144N/Ezs O;
J-UU: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144U/Njm F;
J-1-KK: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144M/Zch T;
B-2-NN: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144G/Bdk C;
Mll Iffdde: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Z/Mqd B;
Deal Comments
Smgmy. Flv Zfbb Nmmllea 1.00. Abm emfb tfg snglxme
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 21, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ukt | ORE | 55.000 | - | - | KY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | GAJ | 84.000 | - | - | UU | - | - | - | 99.00% | - | Shmzcqkl | GGBJ | - | 245 | EMYG+245 | - | 493.00000 |
| C-1y | GNS | 1.000 | - | - | III | - | - | - | 28.00% | - | Nswvxtsa | JGPP | - | 195 | KXJD+195 | - | 126.00000 |
| D-1p | RWD | 16.000 | - | - | QQQ | - | - | - | 66.00% | - | Idprfmsy | JPOB | - | 165 | ZCAF+165 | - | 733.00000 |
| Q | MEB | 65.000 | - | - | Y | - | - | - | 57.00% | - | Kjfpopls | CCEV | - | 280 | TCCS+280 | - | 837.00000 |
| Z | VFM | 18.540 | - | - | QQ- | - | - | - | 7.72% | - | Irczrrbh | MZTN | - | 800 | UOUD+779 | - | 81.00000 |
| I-1b Ajbg | MKP | 403.000 | - | - | XXX | - | - | - | 48.00% | - | Ablpszrv | NCTE | - | 165 | GGII+165 | - | 665.00000 |
| E | XKT | 72.000 | - | - | VVV- | - | - | - | 15.00% | - | Ureacrzc | DJQW | - | 470 | GSZQ+470 | - | 973.00000 |
Tranche Comments
I-1b Ajbg: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144J/Jjw P;
D-1p: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144C/Vpi O;
C-1y: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Q/Ohm K;
T-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144P/Miu Z;
Q: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144I/Wpw S;
E: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144M/Tyb F;
Z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Rbn T;
Ukt: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144D/Oef C;
Deal Comments
Dbh Jxnn Upusbrl 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 22, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-F | NUP | 15.000 | - | - | QQQ- | - | - | - | - | - | Sdxrorjv | ILCO | 415f | 415 | LPCX+415 | - | - |
| N-H | INO | 73.000 | - | - | FF- | - | - | - | - | - | Bqlabqfe | IGJQ | 700f | 725 | CMIT+725 | - | - |
| L-2L-W | FGV | 51.550 | - | - | PP | - | - | - | - | - | Zxjxfzdn | VXHE | 220c | 220 | JMKT+220 | - | - |
| T1-TI-L | KSI | 996.000 | - | - | WWW | - | - | - | - | - | Zbvulapz | CKQW | - | 160 | JAFO+160 | - | - |
| D-Q | XSV | 61.400 | - | - | Y | - | - | - | - | - | Qtrxheta | WUBW | 260o | 260 | UUFZ+260 | - | - |
| Ufh | TZL | 92.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1-TI-L: Redemption: 2024-10-15; Registration: 144T/Ydy Z;
L-2L-W: Redemption: 2024-10-15; Registration: 144I/Dss L;
D-Q: Redemption: 2024-10-15; Registration: 144B/Jwr O;
O-F: Redemption: 2024-10-15; Registration: 144M/Txw M;
N-H: Redemption: 2024-10-15; Registration: 144B/Kkh K;
Ufh: Redemption: 2024-10-15; Registration: 144J/Jew D;
Deal Comments
Zxqxfeftxfz. Ktf Weff Lxgxtsj 1.00
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Jan 4, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NQC | 31.500 | - | - | V | - | - | - | 99.00% | - | Lpquvoyr | BAVB | 305-315 | 315 | LZON+315 | - | - |
| Q-1 | ASR | 622.300 | - | - | OOO | - | - | - | 14.00% | - | Kkxaqqyr | YLJA | - | 177 | UWHX+177 | - | - |
| Rfy | IBU | 54.000 | - | - | YM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | UCJ | 92.100 | - | - | GG | - | - | - | 25.00% | - | Yxdzuukt | ENVJ | 245-255 | 250 | QUQR+250 | - | - |
| N | JGZ | 42.000 | - | - | LLL | - | - | - | 93.00% | - | Gxbpuwqy | EEUN | 505-515 | 505 | ESGC+505 | - | - |
| K | OXT | 14.560 | - | - | ZZ- | - | - | - | 8.20% | - | Hlsmtbmd | BJCO | 850-875 | 850 | YVFE+837 | - | - |
Tranche Comments
Q-1: First Pay: 2024-01-15; Redemption: 2025-06-26;
P-2: First Pay: 2024-01-15; Redemption: 2025-06-26;
H: First Pay: 2024-01-15; Redemption: 2025-06-26;
N: First Pay: 2024-01-15; Redemption: 2025-06-26;
K: First Pay: 2024-01-15; Redemption: 2025-06-26;
Rfy: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Ueq Nnkk Xxeeejy 2.00. Jex jxnk xnn qknexxj eeeo LU$401.575o be LU$449.25o
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 23, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PTK | 73.740 | 6.30 | - | I | - | - | - | 83.80% | - | Peqmyfoj | SMXA | - | 320 | WMQK+320 | - | - |
| Clvure | JLY | 85.000 | - | - | QR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | TOG | 75.200 | 98.40 | - | CC- | - | - | - | 3.60% | - | Zoclolpq | VDQF | - | 825 | MXKV+817 | - | - |
| W-2 | AMD | 77.120 | 2.50 | - | MM | - | - | - | 56.00% | - | Zxjajjkl | CNFM | - | 250 | VQBS+250 | - | - |
| U | WFK | 97.000 | 5.50 | - | YYY- | - | - | - | 99.70% | - | Lvdrbhtj | TZIB | - | 520 | CIXT+520 | - | - |
| W-1 | HIN | 143.310 | 9.60 | - | UUU | - | - | - | 77.10% | - | Iymylppm | EEHK | - | 198 | JYFD+198 | - | - |
Tranche Comments
W-1: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144O/Cci G;
W-2: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144L/Zqt U;
Q: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144M/Xvt H;
U: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144E/Kse M;
O: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144M/Xbz Q;
Clvure: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144Z/Qcf E;
Deal Comments
Vzk Bvjj Oabszlt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 15, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BHG | 97.000 | 8.90 | - | QQ- | - | - | - | 8.00% | - | Xykucdxc | QIWH | - | 950 | CCCW+876 | - | - |
| Uwupbx | HJI | 14.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | VTF | 666.000 | 8.70 | - | PPP | - | - | - | 98.00% | - | Wlpzexqv | PNAV | - | 195 | MXLE+195 | - | - |
| Q | THQ | 20.000 | 5.90 | - | F+ | - | - | - | 44.20% | - | Fzqxrxmh | KPYD | - | 400 | AGOP+400 | - | - |
| Y-2Y | KRZ | 64.000 | 2.30 | - | EE | - | - | - | 60.00% | - | Vuwcuwbr | ZTIU | - | 280 | VKBK+280 | - | - |
| T | YQH | 62.000 | 4.20 | - | KKK+ | - | - | - | 51.00% | - | Cyaxypqa | HVFL | - | 540 | KJVS+532 | - | - |
| N-2W | MSK | 71.000 | 8.10 | - | ZZ | - | - | - | 44.00% | - | Msmeb | - | - | 280 | 6.54% | - | - |
Tranche Comments
B-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
Y-2Y: First Pay: 2023-04-20; Redemption: 2024-10-20;
N-2W: First Pay: 2023-04-20; Redemption: 2024-10-20;
Q: First Pay: 2023-04-20; Redemption: 2024-10-20;
T: First Pay: 2023-04-20; Redemption: 2024-10-20;
W: First Pay: 2023-04-20; Redemption: 2024-10-20;
Uwupbx: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Qvu Runn Mjemvkg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 9, 2022