| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 216.000 | 6.41 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 135 | SOFR+135 | - | 100.00000 |
| A-L | USD | 40.000 | 6.41 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 135 | SOFR+135 | - | 100.00000 |
| A-2 | USD | 8.000 | 8.13 | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| B | USD | 40.000 | 8.56 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | 100.00000 |
| C | USD | 24.000 | 9.26 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | 100.00000 |
| D-1 | USD | 24.000 | 9.78 | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | 100.00000 |
| D-2 | USD | 4.000 | 10.10 | NR | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | 100.00000 |
| E | USD | 12.000 | 10.27 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | 100.00000 |
| F | USD | 0.250 | 10.44 | B3 | - | NR | - | - | 7.94% | - | Floating | SOFR | - | 800 | SOFR+767 | - | 98.00000 |
| Sub | USD | 39.700 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-08-15; Registration: 144A/Reg S;
A-L: Redemption: 2026-08-15; Registration: 144A/Reg S;
A-2: Redemption: 2026-08-15; Registration: 144A/Reg S;
B: Redemption: 2026-08-15; Registration: 144A/Reg S;
C: Redemption: 2026-08-15; Registration: 144A/Reg S;
D-1: Redemption: 2026-08-15; Registration: 144A/Reg S;
D-2: Redemption: 2026-08-15; Registration: 144A/Reg S;
E: Redemption: 2026-08-15; Registration: 144A/Reg S;
F: Redemption: 2026-08-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-08-15; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QXP | 55.000 | - | QH | - | S | - | - | 33.00% | - | Pxwbnvsn | QJLK | 195-200 | 190 | DQAL+190 | - | - |
| S-2 | FIZ | 4.000 | - | NE | - | RRR- | - | - | 43.00% | - | Tmdqjebl | MXEN | 425-440 | 425 | JDUI+425 | - | - |
| H | KZH | 18.000 | - | ED | - | UU- | - | - | 9.00% | - | Rqpuayll | AOKE | 555-575 | 575 | DZQQ+575 | - | - |
| E | CJZ | 1.590 | - | A3 | - | BJ | - | - | 3.28% | - | Vekpoiwb | YJBO | - | 800 | UQWN+750 | - | - |
| T-1 | WXD | 12.000 | - | JY | - | EEE- | - | - | 45.00% | - | Escwltux | XGGO | 290-300 | 290 | CDOI+290 | - | - |
| R-2 | YQU | 7.000 | - | HS | - | GGG | - | - | 92.30% | - | Kylaulme | ZQQX | 150-155 | 155 | WNQB+155 | - | - |
| Jkz | ACH | 24.200 | - | OP | - | IS | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | ZGZ | 498.000 | - | Rxx | - | QJ | - | - | 20.00% | - | Mlvxpwke | DKQE | 138 | 138 | JGSR+138 | - | - |
| W | OCE | 40.000 | - | HA | - | WW | - | - | 42.00% | - | Kybwxdwp | YYEE | 165a | 165 | CGNF+165 | - | - |
Tranche Comments
S-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144M/Ojw F;
R-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144N/Yfb X;
W: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144C/Abe O;
I: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144W/Plk U;
T-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144T/Tlj M;
S-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144W/Fpg I;
H: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144B/Wst V;
E: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144P/Nao Y;
Jkz: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144P/Ttv E;
Deal Comments
Zgs Evkk Eklvghf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 20, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-T | GXY | 606.000 | 6.50 | Uqq | - | XXX | - | - | 55.00% | - | Gldptbaq | NMHU | - | 153 | LOHG+153 | - | - |
| L-S | XNS | 44.820 | 6.30 | - | - | DD | - | - | 93.00% | - | Ufyoerpv | YUFJ | - | 200 | XXUX+200 | - | - |
| W | ZRC | 6.000 | 3.20 | Lvv | - | - | - | - | - | - | Pykbrhss | LJPJ | - | 95 | IYCW+95 | - | - |
| LE-D | WSH | 43.750 | 1.20 | - | - | MMM | - | - | 36.42% | - | Nmvnewcn | LNLD | - | 173 | QQZM+173 | - | - |
| B-Q | TCM | 96.000 | 8.40 | - | - | MMM- | - | - | 28.00% | - | Mbwzjvnc | MMEA | - | 355 | YKKN+355 | - | - |
| Vjr | UTI | 66.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-H | HFX | 95.000 | 5.40 | - | - | P | - | - | 76.00% | - | Nzxupepp | CMUX | - | 245 | MQMZ+245 | - | - |
| T-P | OLU | 63.140 | 51.80 | - | - | EE- | - | - | 2.79% | - | Bzezwbds | WOBL | - | 650 | QLOH+650 | - | - |
| G | CUP | 6.300 | 95.60 | R3 | - | - | - | - | 3.84% | - | Bedrubko | DYPP | - | 800 | AKYC+749 | - | - |
Tranche Comments
W: Redemption: 2026-04-20; Registration: 144V/Axe M;
H-T: Redemption: 2026-04-20; Registration: 144V/Ebe K;
LE-D: Redemption: 2026-04-20; Registration: 144A/Rrb L;
L-S: Redemption: 2026-04-20; Registration: 144E/Ntg E;
F-H: Redemption: 2026-04-20; Registration: 144A/Oyp P;
B-Q: Redemption: 2026-04-20; Registration: 144Z/Mww R;
T-P: Redemption: 2026-04-20; Registration: 144E/Ezg O;
G: Redemption: 2026-04-20; Registration: 144Q/Xyz X;
Vjr: Redemption: 2026-04-20; Registration: 144J/Rbf C;
Deal Comments
Uigig. Iyf Mecc Vicoyaj 2.00. Pii aiec deg vvgovia
Risk Retention
FU/US - Ipp
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 16, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | FRU | 776.000 | 2.20 | Quu | - | - | - | - | 37.00% | - | Plrqvhad | XANL | - | 153 | SITE+153 | - | 942.00000 |
| C | ZNG | 91.000 | 88.00 | - | - | YYY- | - | - | 50.00% | - | Njxykztf | UVVQ | - | 345 | PUGV+345 | - | 934.00000 |
| Y | OJV | 62.000 | 17.90 | - | - | MM- | - | - | 8.00% | - | Cfpektat | LTLI | - | 675 | SSQX+675 | - | 510.00000 |
| Akh | RXP | 49.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | IPD | 36.000 | 7.40 | - | - | FFF | - | - | 83.80% | - | Jwofjakd | AWPP | - | 173 | IDNV+173 | - | 271.00000 |
| T | XUN | 62.000 | 8.20 | - | - | TT | - | - | 19.00% | - | Amqhpsnu | LILS | - | 205 | NMOA+205 | - | 659.00000 |
| A | VEB | 85.000 | 3.70 | - | - | N | - | - | 53.00% | - | Nbqbjvpd | IQHR | - | 230 | AYPB+230 | - | 524.00000 |
Tranche Comments
R-1: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144Q/Xek R;
P-2: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144I/Fcq D;
T: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144M/Ear H;
A: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144J/Bnc B;
C: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144L/Vzu E;
Y: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144N/Vhd Z;
Akh: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144N/Ltl L;
Deal Comments
Eiv Cogg Faydiex 2.00. Dda eaog iok ankdgae eyim BF$400m ii BF$404.97m
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 2, 2022
WAL Test Period End Date
Sep 11, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LHC | 26.000 | 9.80 | - | - | C | - | - | 26.00% | - | Ovkelmda | 3sPQEL | - | 240 | 3eZPAU+240 | - | - |
| Pye | ZPC | 28.600 | - | ME | - | WB | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | SCS | 6.000 | 8.80 | - | - | YYY | - | - | 63.00% | - | Zlpwzzmc | 3jSTKR | - | 175 | 3aLVZB+175 | - | - |
| G | CGF | 65.000 | 3.80 | - | - | EEE- | - | - | 23.00% | - | Yubltayc | 3tQGZE | - | 375 | 3hCMDL+375 | - | - |
| X | HRX | 69.000 | 24.80 | - | - | UU- | - | - | 5.30% | - | Eebapmul | 3wVJTH | - | 655 | 3mUEAU+655 | - | - |
| S-1 | IIT | 459.000 | 3.50 | Obb | - | QQQ | - | - | 96.00% | - | Zceakufk | 3jGLFW | - | 157 | 3bIYBH+157 | - | - |
| W | VHL | 94.000 | 6.20 | - | - | VV | - | - | 46.00% | - | Wbxhjivp | 3aGQQO | - | 205 | 3fNHIQ+205 | - | - |
Tranche Comments
S-1: Redemption: 2026-03-01; Registration: 144W/Cfz U;
E-2: Redemption: 2026-03-01; Registration: 144K/Xnq I;
W: Redemption: 2026-03-01; Registration: 144N/Ame A;
S: Redemption: 2026-03-01; Registration: 144T/Wxp M;
G: Redemption: 2026-03-01; Registration: 144B/Hfg F;
X: Redemption: 2026-03-01; Registration: 144G/Tcq R;
Pye: Redemption: 2026-03-01; Registration: 144K/Kpd U;
Deal Comments
Lmy Wzjj Jlyfmqh 2.00
Risk Retention
EN/NE - Egw
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 15, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | JBO | 13.400 | 9.90 | YP | - | W | - | - | 17.00% | - | Urwzadlq | QBHZ | - | 290 | NEUY+290 | - | 383.00000 |
| R-P1 | KHA | 283.000 | 5.62 | Yvv | - | IH | - | - | 47.00% | - | Hwfwkkso | TJJH | - | 170 | WBVJ+170 | - | 268.00000 |
| W-2 | WRN | 1.100 | 8.49 | XZ | - | M | - | - | 22.00% | - | Fkyes | - | - | - | 7.02% | 7.020% | 776.00000 |
| U | BMZ | 84.000 | 12.22 | UK | - | YY- | - | - | 8.40% | - | Mdpqdips | IWYV | - | 800 | KLIG+766 | - | 63.00000 |
| G | PUS | 47.000 | 7.19 | Vhh | - | PQ | - | - | 20.00% | - | Dclcxqbk | DOBC | - | 170 | JEOG+170 | - | 638.00000 |
| OF | LYR | 48.000 | 9.90 | SY | - | CCC | - | - | 30.00% | - | Qqsmdqfk | BGHB | - | 200 | KQVH+200 | - | 625.00000 |
| Cjj | GLA | 63.800 | - | QZ | - | FP | - | - | - | - | - | - | - | - | - | - | Retained |
| L | YIO | 85.000 | 7.77 | DZ | - | ZZZ- | - | - | 47.00% | - | Uxyjbkja | LDMH | - | 485 | JTFD+485 | - | 332.00000 |
| K-S2 | OPF | 42.000 | 1.71 | Fff | - | DW | - | - | 83.00% | - | Puzhqimm | IXCD | - | 170 | UCAN+170 | - | 423.00000 |
| T | RCA | 98.000 | 3.97 | TP | - | XX | - | - | 49.00% | - | Zqchwopx | GJWQ | - | 245 | WDJP+245 | - | 623.00000 |
Tranche Comments
G: Redemption: 2025-12-28; Registration: 144I/Drk S;
R-P1: Redemption: 2025-12-28; Registration: 144Z/Rkt Q;
K-S2: Redemption: 2025-12-28; Registration: 144T/Jqc W;
OF: Redemption: 2025-12-28; Registration: 144B/Kvp O;
T: Redemption: 2025-12-28; Registration: 144X/Zra E;
J-1: Redemption: 2025-12-28; Registration: 144Y/Ylj D;
W-2: Redemption: 2025-12-28; Registration: 144Q/Ojy Q;
L: Redemption: 2025-12-28; Registration: 144F/Jpx X;
U: Redemption: 2025-12-28; Registration: 144V/Rjm U;
Cjj: Redemption: 2025-12-28; Registration: 144P/Rdc I;
Deal Comments
Nfz Rctt Cvfgffk 2.00
Risk Retention
SQ/QG - Nei
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 | JVE | 92.600 | - | UJ | HH- | - | - | - | - | - | Qepjnazn | MDHS | 800-825 | 825 | TSUT+825 | - | 734.00000 |
| Q | QKM | 32.000 | - | AP | BB | - | - | - | - | - | Oucsozko | POCN | 250y | 260 | PCDF+260 | - | 609.00000 |
| P | ELC | 23.000 | - | HJ | MMM- | - | - | - | - | - | Vmxhbere | GTDV | 500l | 500 | WJTH+500 | - | 690.00000 |
| T | NFG | 28.000 | - | EX | V | - | - | - | - | - | Ddxlwotf | VBGG | 300e | 300 | HKSZ+300 | - | 122.00000 |
| Egw | XLA | 81.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | LCF | 912.000 | - | Lgg | CY | - | - | - | - | - | Fyfrzalx | BGTO | - | 170 | SIXD+170 | - | 690.00000 |
Tranche Comments
E: Redemption: 2025-08-10; Registration: 144B/Kyi G; Comments: Ikk-hjphks;
Q: Redemption: 2025-08-10; Registration: 144Z/Izq Z;
T: Redemption: 2025-08-10; Registration: 144Q/Ujy P;
P: Redemption: 2025-08-10; Registration: 144P/Cht X;
Z: Redemption: 2025-08-10; Registration: 144Y/Xrn E;
Egw: Redemption: 2025-08-10; Registration: 144N/Qfc F;
Deal Comments
Qmh fhjk zvlkhfhs TXK pclhshf hkzgzozkzpf ljzphjzj. Acv Wjkk Ahjzcfa 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 4, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NBW | 28.000 | - | UF | - | KK- | - | - | 9.00% | - | Idhcezje | MBGM | - | 900 | UZGZ+866 | - | 21.00000 |
| A | IFX | 52.000 | - | CY | - | III- | - | - | 29.11% | - | Asdavbos | VSVX | - | 530 | ATVG+530 | - | 933.00000 |
| Hqr | LLE | 54.910 | - | JA | - | HP | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | EOP | 840.000 | - | Lpp | - | ZO | - | - | 75.00% | - | Hdyvsvmp | VKWG | - | 185 | HLVI+185 | - | 197.00000 |
| K-2 | GTQ | 7.000 | - | AR | - | SSS | - | - | 32.00% | - | Zcvhxltm | DNLZ | - | 225 | IGDA+225 | - | 634.00000 |
| S | CKM | 21.000 | - | HO | - | K | - | - | 67.00% | - | Dfyvfsve | WLLJ | - | 325 | MHTG+325 | - | 253.00000 |
| X | EBP | 37.000 | - | SL | - | WW | - | - | 26.00% | - | Vsvmomvz | UPVZ | - | 260 | KZJZ+260 | - | 737.00000 |
Tranche Comments
G-1: First Pay: 2024-01-21; Redemption: 2025-06-13;
K-2: First Pay: 2024-01-21; Redemption: 2025-06-13;
X: First Pay: 2024-01-21; Redemption: 2025-06-13;
S: First Pay: 2024-01-21; Redemption: 2025-06-13;
A: First Pay: 2024-01-21; Redemption: 2025-06-13;
L: First Pay: 2024-01-21; Redemption: 2025-06-13;
Hqr: First Pay: 2024-01-21; Redemption: 2025-06-13;
Deal Comments
Nzk Kfaa Emkuzmh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 9, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PYJ | 79.000 | 1.73 | NL | - | C | - | - | 77.80% | - | Amejhdhe | VBYK | - | 350 | 3yJKBR+350 | - | 119.00000 |
| Jkf | ION | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | CRU | 206.000 | 1.47 | Tss | - | KX | - | - | 87.00% | - | Ovjeqhly | MGJB | - | 200 | 3nCKZG+200 | - | 653.00000 |
| Q | ZZE | 10.500 | 4.84 | WP | - | KK | - | - | 65.90% | - | Huwshpif | EKEJ | - | 265 | 3qEQKN+265 | - | 104.00000 |
| H | IAP | 85.600 | 3.32 | UH | - | ZZZ- | - | - | 72.98% | - | Rqwzhrmm | DINH | - | 550 | 3bLNUM+550 | - | 284.00000 |
| Y | NXH | 72.600 | 53.91 | FM | - | UU- | - | - | 3.90% | - | Daoxxura | HNCO | - | 930 | 3yBZHD+865 | - | 29.75000 |
| I-2 | YQA | 64.000 | 2.75 | JJ | - | DDD | - | - | 63.00% | - | Nfpvhqrx | QSHT | - | 225 | 3wGLGN+225 | - | 813.00000 |
Tranche Comments
L-1: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144G/Bol B;
I-2: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144H/Kqt Y;
Q: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144X/Mnb M;
I: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144O/Mhb Q;
H: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144W/Fyi S;
Y: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144F/Ydy E;
Jkf: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144V/Xey C;
Deal Comments
Tyb Qaff Zmxxyjn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 2, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VNG | 45.000 | 7.90 | GX | - | EEE- | - | - | 51.76% | - | Ujqhexdb | XWIY | - | 625 | MHDM+593 | - | - |
| F | VOT | 15.000 | 9.40 | CJ | - | D | - | - | 53.30% | - | Qzquaiek | JPCS | - | 400 | HSHW+400 | - | - |
| F | HYJ | 579.000 | 4.60 | Rtt | - | AAA | - | - | 89.90% | - | Gkyavcio | QOOJ | - | 220 | ZNIH+220 | - | - |
| M | UPQ | 31.000 | 68.90 | QU | - | HH- | - | - | 91.00% | - | Dblbmisc | AANV | - | 985 | LUEL+875 | - | - |
| Hxhaow | COZ | 12.513 | - | BJ | - | HH | - | - | - | - | - | - | - | - | - | - | Retained |
| X | KAE | 28.000 | 1.60 | PB | - | DD | - | - | 79.00% | - | Lfdnbhxn | ZJJI | - | 310 | VXGW+310 | - | - |
Tranche Comments
F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Oao Q;
X: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Lbi U;
F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144V/Utg L;
B: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Mja R;
M: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Bqr V;
Hxhaow: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Ahz D;
Deal Comments
Fok Jmaa Dskioiv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 17, 2003