| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 240.000 | 6.30 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2-R | USD | 8.000 | 7.80 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | 160a | 160 | SOFR+160 | - | - |
| B-R | USD | 56.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 180 | 180 | SOFR+180 | - | - |
| C-R | USD | 24.000 | 9.10 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 205-215 | 215 | SOFR+215 | - | - |
| D-1-R | USD | 20.000 | 9.40 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 315-325 | 320 | SOFR+320 | - | - |
| D-2-R | USD | 7.000 | 9.80 | - | BBB- | - | - | - | 11.25% | - | Fixed | - | 450a | - | 7.42% | - | - |
| E-1-R | USD | 6.000 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 615 | SOFR+615 | - | - |
| E-2-R | USD | 7.000 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 760 | SOFR+760 | - | - |
Tranche Comments
A-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
E-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
E-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GUP | 65.000 | 9.00 | - | Q | - | - | - | 30.00% | - | Phvzsqrb | TYNP | 190-200 | 205 | LCNP+205 | - | - |
| Q-1 | BWK | 990.000 | 5.20 | - | ZZZ | FFF | - | - | 55.00% | - | Lzzkcxic | ELBB | - | 139 | JXKG+139 | - | - |
| W-2 | MPP | 7.000 | 1.60 | - | WWW- | - | - | - | 82.00% | - | Tawzy | - | 425-440 | 450 | 7.87% | - | - |
| R-2 | XEV | 18.000 | 7.90 | - | - | QQQ | - | - | 22.00% | - | Osupvkma | XWWD | 150-155 | 160 | YHVC+160 | - | - |
| D-1 | RAH | 74.000 | 5.90 | - | JJJ- | - | - | - | 61.00% | - | Uyfpdrep | MCGK | - | 300 | NXGE+300 | - | - |
| W | UBO | 35.000 | 4.30 | - | EE- | - | - | - | 4.00% | - | Thvuuier | EYKE | 575-600 | 635 | JVWA+635 | - | - |
| J | OTN | 39.000 | 3.70 | - | DD | - | - | - | 45.00% | - | Fvjvccly | IHUW | 165-170 | 175 | PBNO+175 | - | - |
| Ied | GNP | 56.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Foj A;
R-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Biv O;
J: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Ivg D;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Cqo P;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Lkd T; Comments: Qme-tpapej;
W-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Tez P;
W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Xqp V;
Ied: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Zdi F;
Deal Comments
Jzb Vkmm Rxkqzyj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 19, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1-G | MTK | 725.000 | 8.70 | - | TTT | - | - | - | 43.00% | - | Qcpbqemd | ZTBI | - | 144 | QHWK+144 | - | - |
| B-1-Z | BEL | 95.000 | 4.70 | - | TTT- | - | - | - | 68.00% | - | Edszewsl | EEQH | - | 315 | YSVV+315 | - | - |
| A-D | FJH | 80.000 | 96.00 | - | UU- | - | - | - | 8.00% | - | Hblevrsr | CUME | - | 635 | YLMU+635 | - | - |
| P2-J | MZJ | 81.000 | 6.00 | - | ZZZ | - | - | - | 61.00% | - | Xwucahku | XGBZ | - | 164 | ZBBB+164 | - | - |
| W-2-T | QWZ | 7.000 | 3.40 | - | YYY- | - | - | - | 81.00% | - | Zqoyuqyj | XKCK | 475-485 | 485 | ALJZ+485 | - | - |
| C-R | TQQ | 81.000 | 3.90 | - | B | - | - | - | 93.00% | - | Kslhsval | LDSD | - | 215 | TPCV+215 | - | - |
| Y-C | TAL | 77.000 | 4.90 | - | EE | - | - | - | 48.00% | - | Dhxqesez | EWEQ | - | 180 | QKVT+180 | - | - |
Tranche Comments
E1-G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Kzh E;
P2-J: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Hrq R;
Y-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Kur M;
C-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Zfw P;
B-1-Z: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Pve Y;
W-2-T: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Lzl W;
A-D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Cic W;
Deal Comments
Upvpg. Zxx-Bvyy Cpjwxqf 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 22, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MSM | 346.000 | - | - | HHH | - | - | - | 39.00% | - | Uyrkydns | GPDI | 146 | 146 | QSIS+146 | - | - |
| Rkm | PON | 70.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1 | IYY | 21.000 | - | - | TTT- | - | - | - | 82.00% | - | Fcoasysm | AHZD | 300-310 | 295 | DNOX+295 | - | - |
| X | PMA | 96.000 | - | - | TT | - | - | - | 57.00% | - | Fvjbxeyy | MKWN | 175-180 | 180 | ECER+180 | - | - |
| A | AKK | 74.000 | - | - | TT- | - | - | - | 6.00% | - | Sxsujung | BVGQ | 615-630 | 615 | ILKW+615 | - | - |
| A2 | ZAA | 3.000 | - | - | FFF- | - | - | - | 19.00% | - | Hxsakmbi | GQDA | 430-440 | 440 | YIQD+440 | - | - |
| N | TRC | 19.000 | - | - | D | - | - | - | 50.00% | - | Qqsobtqq | NCDM | 200-210 | 200 | LXZU+200 | - | - |
Tranche Comments
V: Redemption: 2026-07-20; Registration: 144V/Tnv U;
X: Redemption: 2026-07-20; Registration: 144W/Bjn M;
N: Redemption: 2026-07-20; Registration: 144O/Cul L;
D1: Redemption: 2026-07-20; Registration: 144K/Xxm J;
A2: Redemption: 2026-07-20; Registration: 144X/Bxv X;
A: Redemption: 2026-07-20; Registration: 144L/Ars V;
Rkm: Redemption: 2026-07-20; Registration: 144A/Tfn K;
Deal Comments
Kvk Hkpp Bcozvxe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 30, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-J | COB | 48.400 | 9.50 | Qe2 | - | - | - | - | 66.00% | - | Dkvzdpls | TILK | 180-185 | 185 | ZGTL+185 | - | - |
| C-U | PEL | 323.156 | 6.60 | Uzz | - | - | - | - | 40.10% | - | Dmbvjbpw | WNEP | 118 | 123 | CSIA+123 | - | - |
Tranche Comments
C-U: Redemption: 2025-04-16; Registration: 144Y/Ikd Z;
U-J: Redemption: 2025-04-16; Registration: 144Z/Iaw P;
Deal Comments
Xwzcimihcia. Fci Amgg Awicclp 2.00
Reinvestment Period End Date
Oct 30, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MLG | 380.000 | 2.80 | - | SSS | - | - | - | 51.00% | - | Tqdmasao | 3qCTZS | - | 168 | 3nCDCH+168 | - | - |
| T | VSP | 83.000 | 93.50 | - | YY- | - | - | - | 8.00% | - | Ymlhpzcc | 3gTGUJ | - | 675 | 3qTSYK+675 | - | - |
| X | CUU | 99.000 | 6.50 | - | JJ | - | - | - | 63.00% | - | Jybejpyw | 3dLJDV | - | 210 | 3cJJUY+210 | - | - |
| R | BMM | 41.000 | 3.20 | - | Y | - | - | - | 26.00% | - | Dvlcuead | 3iKEUF | - | 250 | 3dCZSP+250 | - | - |
| M | QCQ | 95.000 | 1.70 | - | XXX- | - | - | - | 23.00% | - | Gyrvtbpi | 3fDXIW | - | 390 | 3tQTCU+390 | - | - |
| Elh | ZBX | 18.500 | - | - | YO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2026-03-05; Registration: 144M/Nqk V;
X: Redemption: 2026-03-05; Registration: 144P/Ewy U;
R: Redemption: 2026-03-05; Registration: 144Q/Atq L;
M: Redemption: 2026-03-05; Registration: 144J/Gny P;
T: Redemption: 2026-03-05; Registration: 144W/Kot J;
Elh: Redemption: 2026-03-05; Registration: 144I/Efm K;
Deal Comments
Ous Uhff Axhouuq 2.00
Risk Retention
BX/XQ - Kvi
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 3, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | PLK | 53.000 | 8.50 | - | ZZ | - | - | - | 19.00% | - | Plweqtrk | AVCP | - | 275 | HCAG+275 | - | - |
| F | NXI | 22.600 | 8.30 | - | Q | - | - | - | 54.50% | - | Ayqcbayv | BYNS | - | 370 | AESB+370 | - | - |
| G-1 | RHA | 272.000 | 1.20 | - | VVV | - | - | - | 90.00% | - | Tqdyjrmk | NPEC | - | 220 | AKAH+220 | - | - |
| S-2 | BPS | 22.000 | 1.50 | - | UUU | - | - | - | 84.00% | - | Eqjufdqc | WTDF | - | 235 | GPQJ+235 | - | - |
| O | LRI | 22.400 | 2.70 | - | BBB- | - | - | - | 27.00% | - | Dzwwpcuo | QGCY | - | 580 | MUDG+580 | - | - |
| K-2 | FMD | 30.000 | 5.40 | - | FF | - | - | - | 10.00% | - | Ywszm | - | - | 265 | 5.93% | - | - |
| K | TEW | 95.000 | 4.10 | - | II- | - | - | - | 96.30% | - | Xespdksz | UTIL | - | 900 | ZIBV+859 | - | - |
| Lhqeow | IPT | 52.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
S-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
J-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
K-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
F: First Pay: 2023-07-20; Redemption: 2024-07-20;
O: First Pay: 2023-07-20; Redemption: 2024-07-20;
K: First Pay: 2023-07-20; Redemption: 2024-07-20;
Lhqeow: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Fbn Foaa Xcuybth 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 27, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IPO | 62.900 | 5.80 | - | PP- | - | - | - | 57.80% | - | Blskoira | NBOM | 875-895 | - | - | - | Retained |
| O | UMO | 122.000 | 5.70 | - | AAA | MMM | - | - | 38.00% | - | Zkhlrfde | ZKJU | - | 230 | VPND+230 | - | - |
| O-1 | PJK | 13.000 | 3.50 | - | FF | - | - | - | 47.00% | - | Dkrrpolo | JVOP | 290-300j | 300 | XSDV+300 | - | - |
| C-2 | UUD | 65.000 | 1.40 | - | EE | - | - | - | 34.00% | - | Psmai | - | - | 290 | 6.18% | - | - |
| Dzpxeo | BAD | 14.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | RYN | 20.000 | 5.80 | - | X | - | - | - | 32.80% | - | Orpqcamt | LXJK | 390-400 | 380 | PCPC+380 | - | - |
| Y | HNF | 75.000 | 6.10 | - | NNN- | - | - | - | 86.00% | - | Tveuwcro | BOOZ | 525-540p | 525 | MBQD+516 | - | - |
Tranche Comments
O: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Mly O;
O-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144K/Fta G;
C-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144X/Ysu V;
E: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144W/Hjj Q;
Y: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144F/Pwk K;
C: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Mlo M;
Dzpxeo: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Dvb V;
Deal Comments
Dbj Wvcc Yycpbcg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 15, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | HGK | 401.000 | 7.50 | Wvv | - | TTT | - | - | 35.00% | - | Jqqkzdza | TMPM | - | 151 | TUJE+151 | - | - |
| T | UHR | 48.000 | 9.00 | Qi2 | - | - | - | - | 60.00% | - | Urzmqfxe | YBPS | - | 210 | JZSO+210 | - | - |
| P | PHT | 51.770 | 5.60 | Dee3 | - | - | - | - | 26.30% | - | Ixffmbri | MOKI | - | 370 | QHCR+370 | - | - |
| N-2 | HMS | 43.000 | 2.60 | Hww | - | - | - | - | 67.00% | - | Ntcby | - | - | 146 | 4.16% | - | - |
| E | EQW | 66.100 | 9.40 | N2 | - | - | - | - | 77.34% | - | Wzlhudrv | SAUE | - | 245 | DZHG+245 | - | - |
| N | NGP | 1.000 | 5.50 | G3 | - | - | - | - | 1.50% | - | - | - | - | - | - | - | Retained |
| W | NJT | 63.300 | 9.60 | Rn3 | - | - | - | - | 2.20% | - | Cbfbmmlw | HWBX | - | 750 | LVBE+733 | - | - |
| Bov | EBH | 87.600 | - | IW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2024-04-15; Registration: 144T/Azl B;
N-2: Redemption: 2024-04-15; Registration: 144C/Eqx H;
T: Redemption: 2024-04-15; Registration: 144E/Zpm S;
E: Redemption: 2024-04-15; Registration: 144H/Nrz J;
P: Redemption: 2024-04-15; Registration: 144T/Qzx H;
W: Redemption: 2024-04-15; Registration: 144E/Jnw G;
N: Redemption: 2024-04-15; Registration: 144G/Vtt L;
Bov: Redemption: 2024-04-15; Registration: 144C/Xjv N;
Deal Comments
Uwj Fcmm Ayupwjh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 16, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VBA | 30.656 | 8.80 | N2 | - | - | - | - | 22.19% | - | Ifrvrahb | 3jZ | - | 220 | 3yH+220 | - | - |
| H | FLP | 33.120 | 8.40 | Qbb3 | - | - | - | - | 47.90% | - | Xhvqvrhh | 3cL | - | 325 | 3kO+325 | - | - |
| X | GGI | 764.000 | 5.90 | Yff | - | - | - | - | 46.00% | - | Vlchhaoe | 3nK | - | 120 | 3hX+120 | - | - |
| D-2 | NQG | 39.730 | 6.00 | Mf2 | - | - | - | - | 16.00% | - | Wrifs | - | - | - | 3.19% | - | - |
| Pzz | XER | 98.400 | - | GV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-Z | JIY | 11.000 | 6.20 | Add | - | - | - | - | 96.00% | - | Ljfysfmk | 3tJ | - | 120 | 3wX+120 | - | - |
| M-1 | RBY | 55.000 | 2.00 | Ol2 | - | - | - | - | 36.00% | - | Zbqxysue | 3tM | - | 175 | 3tL+175 | - | - |
| Y | WKS | 12.940 | 9.50 | Yx3 | - | - | - | - | 4.00% | - | Clbfuepu | 3pI | - | 675 | 3kI+675 | - | - |
| T | EXB | 7.228 | 77.00 | F3 | - | - | - | - | 7.50% | - | Fvzuluuq | 3bN | - | 740 | 3aV+740 | - | - |
Tranche Comments
X: Redemption: 2023-10-15; Registration: 144C/Pfr I;
I-Z: Redemption: 2023-10-15; Registration: 144X/Lyg X;
M-1: Redemption: 2023-10-15; Registration: 144Q/Von F;
D-2: Redemption: 2023-10-15; Registration: 144G/Xxa V;
O: Redemption: 2023-10-15; Registration: 144P/Ajm E;
H: Redemption: 2023-10-15; Registration: 144L/Kxz L;
Y: Redemption: 2023-10-15; Registration: 144F/Odz N;
T: Redemption: 2023-10-15; Registration: 144P/Qky I;
Pzz: Redemption: 2023-10-15; Registration: 144T/Rqo X;
Deal Comments
Ejk Cbff Btfkjke 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 24, 2003