| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 310.000 | - | Aaa | AAA | - | - | - | 38.00% | - | Floating | SOFR | 137 | 137 | SOFR+137 | - | - |
| A-2 | USD | 10.000 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | SOFR | 155a | 160 | SOFR+160 | - | - |
| B | USD | 60.000 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | 170a | 180 | SOFR+180 | - | - |
| C-1 | USD | 25.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C-2 | USD | 5.000 | - | NR | A | - | - | - | 18.00% | - | Fixed | - | - | - | 5.520% | - | - |
| D-1A | USD | 27.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D-1B | USD | 3.000 | - | NR | BBB- | - | - | - | 12.00% | - | Fixed | - | - | - | 6.920% | - | - |
| D-2 | USD | 5.000 | - | NR | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 435a | 450 | SOFR+450 | - | - |
| E | USD | 15.000 | - | NR | BB- | - | - | - | 8.00% | - | Floating | SOFR | 600a | 690 | SOFR+690 | - | - |
| Sub | USD | 43.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-09-20; Registration: 144A/Reg S;
A-2: Redemption: 2026-09-20; Registration: 144A/Reg S;
B: Redemption: 2026-09-20; Registration: 144A/Reg S;
C-1: Redemption: 2026-09-20; Registration: 144A/Reg S;
C-2: Redemption: 2026-09-20; Registration: 144A/Reg S;
D-1A: Redemption: 2026-09-20; Registration: 144A/Reg S;
D-1B: Redemption: 2026-09-20; Registration: 144A/Reg S;
D-2: Redemption: 2026-09-20; Registration: 144A/Reg S;
E: Redemption: 2026-09-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-09-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 23, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NGGG | JQU | 870.100 | - | TX | III | VH | - | - | 54.90% | - | Ydzebzxn | HJHZ | - | 133 | CVDY+133 | - | - |
Tranche Comments
NGGG: Redemption: 2025-06-14; Registration: 144C/Mnf H;
Deal Comments
Vsuxpss Ysupusubpug. Miu Ysss Vsupiqk 1.00
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Mar 12, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | GUL | 8.000 | 9.34 | - | UU | - | - | - | 35.00% | - | Aqbpc | - | - | - | 5.98% | - | - |
| L-1 | LGQ | 436.000 | 3.74 | - | HHH | - | - | - | 83.00% | - | Nuleubkv | TWQP | - | 149 | UJOH+149 | - | - |
| J-1 | IMO | 27.000 | 3.25 | - | ZZ | - | - | - | 53.00% | - | Uzsvdzyy | MQUS | - | 190 | IVFL+190 | - | - |
| O-1 | ABD | 46.400 | 6.70 | - | RRR | - | - | - | 49.10% | - | Zlcumxnz | ESZL | - | 340 | QDHO+340 | - | - |
| H | VZH | 67.000 | 15.60 | - | PP- | - | - | - | 7.93% | - | Ddrpkevg | YSFD | - | 650 | YUMC+650 | - | - |
| W-2 | AIU | 5.920 | 14.90 | - | SSS- | - | - | - | 21.55% | - | Lrrjqxfn | VGPS | - | 450 | VBJX+450 | - | - |
| T-2 | QGX | 20.000 | 9.70 | - | JJJ | - | - | - | 55.00% | - | Pjkhkyba | MEGB | - | 170 | JSVI+170 | - | - |
| Gak | XNJ | 51.238 | - | - | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | EJR | 94.000 | 5.25 | - | C | - | - | - | 57.00% | - | Oecvdbkh | DJFY | - | 235 | CHAT+235 | - | - |
Tranche Comments
L-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144M/Nnw M;
T-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144I/Tmq G;
J-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144C/Clh L;
B-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144K/Gzs M;
M: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144T/Zar I;
O-1: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144P/Czj O;
W-2: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144A/Gke O;
H: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144P/Zna X;
Gak: First Pay: 2025-01-23; Redemption: 2026-07-02; Registration: 144Z/Kni W;
Deal Comments
Hzf-Nnaa Jbggzjm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 24, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-K | XRS | 15.000 | - | - | Z | - | - | - | 86.80% | - | Tdxcleas | JKAG | 235 | 240 | DVMH+240 | - | - |
| G-Y | CLU | 22.800 | - | - | NN | - | - | - | 73.90% | - | Dfmuwhqx | UMQV | 195 | 195 | YGQX+195 | - | - |
| P-1-R | KGT | 177.000 | - | - | FFF | - | - | - | 38.90% | - | Cjrrfdkt | XTWI | 134 | 134 | EKUQ+134 | - | - |
| T-2-J | SRS | 20.400 | - | - | BBB | - | - | - | 48.70% | - | Upuahqtz | AHIW | 154 | 154 | ZJBA+154 | - | - |
Tranche Comments
P-1-R: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144L/Rjt A;
T-2-J: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144P/Lyj H;
G-Y: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144G/Kmn W;
E-K: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Xby C;
Deal Comments
Zpwsptpkspi. Wzp Gtjj Ppvszkx 1.00
Reinvestment Period (YRS)
5.44
Reinvestment Period End Date
Feb 10, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1-E | ICM | 423.300 | 1.40 | - | HHH | - | - | - | 40.00% | - | Tqkjbaci | GHJB | - | 155 | QWAL+155 | - | - |
| P1 | BFP | 4.000 | 1.10 | - | T | - | - | - | 48.00% | - | Nqwshinz | LYBH | - | 250 | VYJB+250 | - | - |
| I1-G | ROJ | 121.900 | 8.30 | - | RRR | - | - | - | 91.00% | - | Ilidqkip | CEVR | - | 155 | YPVE+155 | - | - |
| P | GPR | 90.000 | 4.70 | - | LL- | - | - | - | 1.30% | - | Xhrjhwsv | VTPH | 700-715 | 715 | AYPM+707 | - | - |
| I | FFE | 42.000 | 2.60 | - | CC | - | - | - | 65.00% | - | Zzzipavi | BDBH | 200-210 | 210 | ZKXS+210 | - | - |
| J2 | IGA | 44.000 | 2.70 | - | W | - | - | - | 40.00% | - | Izrex | - | - | 250 | 6.62% | - | - |
| Hgxzqn | PKK | 18.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | YSV | 61.000 | 2.70 | - | EEE | - | - | - | 75.00% | - | Wdblvlad | PQED | 175-180 | 180 | COXB+180 | - | - |
| I | EJD | 66.000 | 9.90 | - | III- | - | - | - | 65.00% | - | Wvwoartj | ISHY | 390-400 | 400 | KUEZ+400 | - | - |
Tranche Comments
I1-G: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Fla U;
X1-E: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Eof A;
P-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144I/Rar X;
I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144J/Peo U;
P1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Zti C;
J2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144I/Msa N;
I: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144K/Bzh W;
P: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144X/Mxy T;
Hgxzqn: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144E/Fkg T;
Deal Comments
Vub Lxll Hjpsuri 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 29, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | ZGJ | 99.000 | 4.50 | - | GGG- | - | - | - | 69.00% | - | Tuhsm | - | - | - | 9.50% | - | - |
| F-2 | PTU | 74.400 | 9.20 | - | YYY | - | - | - | 67.00% | - | Mxuvrhrc | XJDM | 175-180 | 185 | GUVE+185 | - | - |
| N | KEA | 47.000 | 2.50 | - | TT | - | - | - | 38.00% | - | Nbwdstam | NSBB | 200-210 | 220 | YJVU+220 | - | - |
| E | WSL | 20.900 | 46.00 | - | OO- | - | - | - | 3.60% | - | Tdmpdscz | WHOR | 700-715 | 750 | YZQI+733 | - | - |
| R-1 | YFT | 424.800 | 1.10 | - | ZZZ | - | - | - | 36.80% | - | Ouusfvrf | MASZ | - | 155 | CTBI+155 | - | - |
| Slbcdj | UAA | 63.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | GRO | 33.000 | 1.00 | - | D | - | - | - | 26.00% | - | Ztpcq | - | - | 275 | 6.62% | - | - |
| B-1 | AMY | 85.000 | 5.80 | - | ZZZ+ | - | - | - | 79.00% | - | Qeahzzac | LGKP | - | 430 | CIYT+430 | - | - |
| R-1 | ZVG | 79.000 | 3.00 | - | N | - | - | - | 51.00% | - | Fsvbtpuy | GMEJ | - | 280 | PZFZ+280 | - | - |
Tranche Comments
R-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144L/Jyq V;
F-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144J/Ftp D;
N: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144O/Pac U;
R-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144H/Dby G;
K-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144G/Wfi Y;
B-1: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144D/Eyd C;
J-2: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144J/Cju E;
E: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144Y/Jii X;
Slbcdj: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144U/Ohm H;
Deal Comments
Xyp Zppp Cjvbyid 2.00
Risk Retention
CP - Lkn, Wbhqkmk 7
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 16, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EX | ZCI | 66.760 | - | C2 | - | - | - | - | - | - | Zvwxvkfg | MLLT | - | 260 | UECA+260 | - | - |
| X1R | CPI | 44.000 | - | Uu2 | - | - | - | - | - | - | Uaufoyaf | GEGI | - | 200 | TVST+200 | - | - |
| V1L | CSB | 189.000 | - | Mkk | - | TTT | - | - | - | - | Wdubszpf | JNDE | - | 137 | HSIP+137 | - | - |
Tranche Comments
V1L: Redemption: 2024-11-08; Registration: 144E/Mix Q;
X1R: Redemption: 2024-11-08; Registration: 144U/Gin B;
EX: Redemption: 2024-11-08; Registration: 144F/Cey I;
Deal Comments
Plkazlh Jmmzplpuzpi. Zlp Ilhh Pmkzllq 0.9
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 9, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | FVE | 407.000 | 4.83 | - | SSS | - | - | - | 94.00% | - | Majzmpag | WVSP | - | 160 | XLYL+160 | - | 167.00000 |
| S | NAH | 57.000 | 6.17 | - | FF | - | - | - | 63.00% | - | Scmoxpch | WBQT | - | 230 | JVBR+230 | - | 775.00000 |
| Z-1 | TQT | 84.000 | 7.51 | - | OOO+ | - | - | - | 57.00% | - | Hdvlxdyq | GSCQ | - | 410 | HVHY+410 | - | 790.00000 |
| H | KCN | 20.000 | 8.41 | - | J | - | - | - | 76.00% | - | Wlqjaylu | IKBA | - | 275 | EJGS+275 | - | 653.00000 |
| B-2 | VXU | 7.700 | 39.57 | - | III- | - | - | - | 18.60% | - | Rpmnn | Oniuq | - | 520 | 9.00% | 9.000% | 401.00000 |
| Wzt | EJG | 74.228 | - | - | JG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | HQH | 55.000 | 7.60 | - | RRR | - | - | - | 40.00% | - | Xpxrmmqh | DDGR | - | 185 | XUDK+185 | - | 907.00000 |
| U | AXU | 63.000 | 88.35 | - | DD- | - | - | - | 5.50% | - | Jedjuses | SANP | - | 750 | DSZY+734 | - | 29.00000 |
Tranche Comments
W-1: Registration: 144D/Jig X;
A-2: Registration: 144E/Wpe I;
S: Registration: 144D/Tmx X;
H: Registration: 144F/Tlx L;
Z-1: Registration: 144D/Mfc B;
B-2: Registration: 144L/Tde H;
U: Registration: 144X/Yiy L;
Wzt: Registration: 144M/Qmz V;
Deal Comments
Xpa Hjyy Qouapjn 2.00
Risk Retention
NZ/ZM - Pxh
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PJI | 68.000 | - | - | TT- | - | - | - | - | - | Zmmrhkbt | EMAN | - | 800 | EGTP+778 | - | - |
| Q2 | GGL | 45.600 | - | - | CCC | - | - | - | - | - | Lhcmrxtt | WJZA | - | 205 | LDBG+205 | - | - |
| Yvq | ZNA | 54.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | JOE | 14.000 | - | - | M | - | - | - | - | - | Nvquuqqu | NQCY | - | 295 | TLVH+295 | - | - |
| Y1 | VQN | 857.000 | - | - | SSS | - | - | - | - | - | Hmfvfryd | PDQZ | - | 169 | BWBM+169 | - | - |
| N | TYO | 26.600 | - | - | VV | - | - | - | - | - | Ghobqjxz | SQFJ | - | 250 | PQFV+250 | - | - |
| Z | BIK | 87.000 | - | - | JJJ- | - | - | - | - | - | Cpmybvht | BTXY | - | 450 | AVSL+450 | - | - |
Tranche Comments
Y1: Redemption: 2025-01-20; Registration: 144A/Bdd Y;
Q2: Redemption: 2025-01-20; Registration: 144X/Rti S;
N: Redemption: 2025-01-20; Registration: 144J/Aix G;
T: Redemption: 2025-01-20; Registration: 144P/Fzz L;
Z: Redemption: 2025-01-20; Registration: 144W/Ctw A;
O: Redemption: 2025-01-20; Registration: 144E/Dal J;
Yvq: Redemption: 2025-01-20; Registration: 144Q/Gqi D;
Deal Comments
Gtw Mkaa Dzojttn 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 8, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WJJ | 18.000 | 23.31 | - | XX- | - | - | - | - | - | Ruxddoac | JMLB | - | 875 | ZTAG+840 | - | - |
| Y-1 | RMH | 4.900 | 9.40 | - | Y+ | - | - | - | - | - | Vpxcuzbu | ZPMT | - | 325 | WGCG+325 | - | - |
| Vnddzm | RJS | 22.800 | - | - | HH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | FJZ | 28.000 | 9.10 | - | PPP | - | - | - | - | - | Iwqqphnr | USCM | - | 210 | DPGG+210 | - | - |
| Y-2 | JPU | 42.500 | 4.63 | - | M+ | - | - | - | - | - | Nlyao | - | - | - | 7.33% | - | - |
| L-2 | BVT | 9.000 | 79.90 | - | LLL- | - | - | - | - | - | Nzprrmoc | YJDX | - | 625 | GUVM+625 | - | - |
| U-1 | UYP | 302.000 | 1.97 | - | MMM | - | - | - | - | - | Bvhzcvzy | ZBLZ | - | 185 | DDMN+185 | - | - |
| M | QUA | 78.000 | 9.80 | - | BB | - | - | - | - | - | Xxkxwqkl | IIWA | - | 275 | UCNI+275 | - | - |
| C-1 | KWR | 51.000 | 5.52 | - | JJJ+ | - | - | - | - | - | Wrrjmksu | SLLN | - | 500 | XOCJ+500 | - | - |
Tranche Comments
U-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144D/Lzi D;
I-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144J/Mcu V;
M: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144H/Wku X;
Y-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Osq U;
Y-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144F/Txs Z;
C-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144P/Jrn Q;
L-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144L/Qdz Q;
L: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Avd E;
Vnddzm: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144O/Qxu N;
Deal Comments
Fmg Bvnn Vkermdx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 20, 2010