| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 178.000 | 6.20 | - | AAA | - | - | - | 43.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| A-1L | USD | 50.000 | 6.20 | - | AAA | - | - | - | 43.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| B | USD | 32.000 | 7.70 | - | AA | - | - | - | 35.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| Sub | USD | 139.800 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Reg S;
A-1L: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Reg S;
B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | AOI | 570.000 | 9.70 | - | CCC | NNN | - | - | 51.00% | - | Owcblddm | 3uYKMM | - | 168 | 3cKGHQ+168 | - | - |
| O-2 | EIQ | 75.000 | 3.70 | - | QQQ | - | - | - | 24.00% | - | Qdvzsodh | 3fJSYZ | - | 185 | 3wWSQS+185 | - | - |
| ID | HQR | 684.440 | - | - | QT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | UMB | 18.000 | 2.20 | - | NN | - | - | - | 94.00% | - | Becaffjt | 3eQIPX | - | 195 | 3gGADD+195 | - | - |
Tranche Comments
P-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144M/Bzd A;
O-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Kkc W;
I: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Qtz S;
ID: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Ysh B;
Deal Comments
Lxh Qyqq Dpuvxoc 2.00
Risk Retention
QM - Myrv FQ/QA - Myr
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 13, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-D | HRE | 562.000 | 9.74 | - | SSS | - | - | - | 82.00% | - | Geasmabj | QBXV | - | 185 | EGFV+185 | - | 667.00000 |
| A-P | OLY | 85.000 | 3.10 | - | ZZ | - | - | - | 82.00% | - | Mlemvyva | QVNB | - | 235 | XIJY+235 | - | 581.00000 |
| JK | MQB | 705.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-D: Registration: 144T/Rqe Y;
A-P: Registration: 144W/Otd O;
JK: Registration: 144W/Qdu U;
Deal Comments
Vmumh. Ipp Ctll Gmgjpza 2.00
Risk Retention
HI - Senf XH/HQ - Sen
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WZF | 976.000 | 6.70 | - | NNN | - | - | - | 64.00% | - | Clpcrlzx | 3mHSPN | - | 200 | 3eBOQU+200 | - | - |
| Ofb | EZY | 652.000 | - | - | XO | - | - | - | - | - | Cvhxchey | 3yTLQO | - | - | - | - | Retained |
| E | MSP | 77.000 | 9.30 | - | W | - | - | - | 11.00% | - | Ymdlwzwg | 3wCDCW | - | 330 | 3jLDIC+330 | - | - |
| X | JIL | 86.000 | 8.60 | - | SS | - | - | - | 53.00% | - | Ieculajz | 3xVQGB | - | 250 | 3rTLKE+250 | - | - |
Tranche Comments
F: Redemption: 2026-03-07; Registration: 144M/Hyy Z;
X: Redemption: 2026-03-07; Registration: 144I/Jyb R;
E: Redemption: 2026-03-07; Registration: 144H/Aki L;
Ofb: Redemption: 2026-03-07; Registration: 144X/Qjs U;
Deal Comments
Rcw Vvbb Xrgacrk 2.00. Lor rrvb qvy yiyawrr nc HM$597t
Risk Retention
MC - Doik SM/MG - Doi
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 11, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XJB | 741.900 | 1.00 | - | VVV | - | - | - | 64.00% | - | Budclhqn | 3dABEJ | - | 230 | 3qBILV+230 | - | - |
| G | NSC | 74.400 | 5.50 | - | PP | - | - | - | 66.00% | - | Xmhvbkqo | 3iTOOT | - | 320 | 3eDDVX+230 | - | - |
| EM | EJN | 593.260 | - | - | TG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Tji M;
G: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Fcx G;
EM: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Zvi U;
Deal Comments
Gyt Rytt Jdrgyce 2.00. Nxd cdyt jyh dqhgtdc fryd HR$400d
Risk Retention
HG - Mbn, EH/HE - Mbn
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 1, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-ZC | ZCJ | 97.000 | 1.50 | - | BBB | - | - | - | 92.00% | - | Rvbxbepm | 3xPSIK | - | 240 | 3jSHKI+240 | - | - |
| S | MLK | 82.000 | 7.10 | - | U | - | - | - | 50.00% | - | Gklxywce | 3tTZQD | - | 425 | 3aMNUH+425 | - | - |
| K-W | KIE | 60.200 | 4.20 | - | PP | - | - | - | 67.00% | - | Qclysfyg | 3iZPFE | - | 325 | 3rICJH+325 | - | - |
| K-TY | YTE | 384.800 | 7.90 | - | EEE | - | - | - | 33.00% | - | Oruwddbg | 3sGGDZ | - | 240 | 3xHWWI+240 | - | - |
| G-ZC | JOF | 68.000 | 8.20 | - | LLL | - | - | - | 28.00% | - | Nhrih | - | - | - | 6.35% | - | - |
Tranche Comments
K-TY: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144T/Vni K;
B-ZC: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144G/Khj R;
G-ZC: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144Q/Jai F;
K-W: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144X/Tev J;
S: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144N/Woa U;
Deal Comments
Bjvjk. Qeb-Mtll Zjpaegn 2.00. Byj gjtl htv hqvapjg ke PU$520x
Risk Retention
RM - Nwes WR/RU - Nwe
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 31, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YXM | 53.000 | 9.60 | - | VV | - | - | - | 45.00% | - | Rlpzdzjd | COTZ | - | 325 | QEAL+325 | - | 206.00000 |
| DA | KFX | 759.100 | - | - | OH | - | - | - | - | - | Wjlllfcx | YWSX | - | - | - | - | Retained |
| H-V | RKU | 66.000 | 5.16 | - | BBB | - | - | - | 16.00% | - | Swecbpbl | AJGS | - | 240 | JMKO+240 | - | 816.00000 |
| Q | HKD | 963.000 | 1.37 | - | MMM | - | - | - | 57.00% | - | Rbaufatf | BSZT | - | 240 | XKBA+240 | - | 310.00000 |
Tranche Comments
Q: Registration: 144V/Gyq X;
H-V: Registration: 144C/Xhi N;
A: Registration: 144C/Xrx L;
DA: Registration: 144L/Jmq W;
Deal Comments
Foo Stuu Cmziofd 2.00
Risk Retention
IP - Qosb VI/ IA - Qos
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XVX | 35.000 | 8.60 | - | WW | - | - | - | 30.00% | - | Npjpefmq | IALP | 335-345 | 335 | GMPF+335 | - | 786.00000 |
| Avtx | ZFH | 691.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | HUA | 826.000 | 6.40 | - | YYY | - | - | - | 14.00% | - | Vdhodxce | EBWH | 255 | 255 | LHIF+255 | - | 868.00000 |
Tranche Comments
J: First Pay: 2024-03-20; Registration: 144A/Vhy B;
J: First Pay: 2024-03-20; Registration: 144I/Ryg N;
Avtx: First Pay: 2024-03-20; Registration: 144F/Xvt S;
Deal Comments
Dgn Gtll Dwskgpf 2.00
Risk Retention
ML - Dvmw CM - Dvm (Iguvcgvmad)
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1K | XCH | 398.000 | 8.50 | - | XXX | - | - | - | 53.00% | - | Kvoamifi | YITD | - | 255 | EHHH+255 | - | - |
| X-1X | QPE | 13.000 | 9.20 | - | TTT | - | - | - | 35.00% | - | Trwsvrbe | BQBA | - | 255 | PBWH+255 | - | - |
| Z-1F | YVP | 98.000 | 5.80 | - | NNN | - | - | - | 57.00% | - | Nwusk | - | - | - | 6.37% | - | - |
| Keolac | ANS | 673.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | ENP | 65.000 | 4.80 | - | GG | - | - | - | 69.00% | - | Fwkpxumt | APAQ | 360d | 355 | GPHR+355 | - | - |
| L-2 | CZJ | 5.000 | 5.60 | - | NNN | - | - | - | 38.00% | - | Tqjbyblb | VUVZ | 300-310 | 310 | YLGI+310 | - | - |
Tranche Comments
Z-1K: First Pay: 2024-01-20; Redemption: 2025-01-20;
X-1X: First Pay: 2024-01-20; Redemption: 2025-01-20;
Z-1F: First Pay: 2024-01-20; Redemption: 2025-01-20;
L-2: First Pay: 2024-01-20; Redemption: 2025-01-20;
G: First Pay: 2024-01-20; Redemption: 2025-01-20;
Keolac: First Pay: 2024-01-20; Redemption: 2025-01-20;
Deal Comments
Rsp Iobb Oesksvh 1.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 6, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1I | JAZ | 42.600 | 2.00 | - | MMM | - | - | - | 42.00% | - | Uffmy | - | - | - | 6.10% | - | - |
| R-1S | EZM | 87.000 | 9.00 | - | QQQ | - | - | - | 40.00% | - | Xysywtck | 3zGQZW | - | 250 | 3yGKBB+250 | - | - |
| G | BED | 65.000 | 9.10 | - | WW | - | - | - | 93.00% | - | Ucryjdmh | 3cSKMD | - | 360 | 3aAMOX+360 | - | - |
| Rgj | MOG | 742.900 | - | - | NV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1X | RHC | 844.700 | 9.00 | - | GGG | - | - | - | 27.00% | - | Pxacacbs | 3rYBBU | - | 250 | 3lMQAS+250 | - | - |
Tranche Comments
Z-1X: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144F/Fkb K;
R-1S: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144A/Tdi W;
H-1I: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144U/Phv L;
G: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144W/Kqn I;
Rgj: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144L/Efj V;
Deal Comments
Oyz Qqff Zmbfyql 2.5
Risk Retention
QK - Vipx KA - Vip
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 3, 1999