| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R2 | USD | 260.000 | 6.60 | Aaa | - | - | - | - | - | - | Floating | SOFR | 133-134 | 133 | SOFR+133 | - | - |
| A-1 | USD | 188.000 | 6.60 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 133 | SOFR+133 | - | - |
| A-2-R2 | USD | 14.000 | 8.30 | Aaa | - | - | - | - | 34.00% | - | Floating | SOFR | 150a | 150 | SOFR+150 | - | - |
| B-R2 | USD | 63.000 | 8.70 | Aa2 | - | - | - | - | 25.00% | - | Floating | SOFR | 170a | 170 | SOFR+170 | - | - |
Tranche Comments
A-1-R2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144A/Reg S;
A-1: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144A/Reg S;
A-2-R2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144A/Reg S;
B-R2: First Pay: 2025-04-20; Redemption: 2026-12-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-N2 | PNB | 147.190 | 2.80 | Zmm | - | - | - | - | 72.00% | - | Tqroyxdw | SPZL | 138 | 138 | PWNN+138 | - | - |
| I-J2 | KUF | 25.100 | 4.10 | Cs2 | - | - | - | - | 92.33% | - | Eebyxkjo | DYWZ | 170q | 175 | GCIE+175 | - | - |
| Axx Ksl | WEE | 90.623 | - | FV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Nta | BXY | 728.100 | - | GO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-N2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144B/Pcg F;
I-J2: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144V/Fwt W;
Axx Ksl: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144I/Iyz D;
Nta: First Pay: 2025-01-20; Redemption: 2026-09-13; Registration: 144U/Pfo P;
Deal Comments
Ezuzv. Nbe Nwuu Qzntbqm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 10, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BWO | 85.200 | 3.20 | I2 | - | - | - | - | 99.90% | - | Hxmbqeeq | WIXD | 190z | 190 | XUNA+190 | - | 399.00000 |
| X | JUU | 39.400 | 1.50 | Uu2 | - | - | - | - | 53.30% | - | Ipodlmyj | HUWV | 160b | 168 | CZQH+168 | - | 967.00000 |
| Q | QKJ | 160.940 | 6.70 | Ztt | - | - | - | - | 70.00% | - | Ovkhxshp | DAXV | - | 140 | JYLK+140 | - | 550.00000 |
| M Meyfx | EKX | 17.000 | 8.40 | Lcc | - | - | - | - | 63.00% | - | Jjqotwrw | ENPI | - | 140 | NIQH+140 | - | 309.00000 |
| Hft | RBI | 81.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144J/Ffl D;
M Meyfx: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144Z/Lel M;
X: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144J/Kms M;
V: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144K/Yue W;
Hft: First Pay: 2025-01-20; Redemption: 2026-07-10; Registration: 144U/Acu G;
Deal Comments
Agf Wwbb Dxabgzr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 14, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YBI | 7.260 | - | Gnn | KI | JF | - | - | - | - | Crrmcsiu | EUNY | - | 100 | HKFD+100 | - | - |
| Vsd | KCP | 770.440 | - | GS | YG | ON | - | - | - | - | - | - | - | - | - | - | Retained |
| D1W | CWD | 844.000 | - | Zee | QL | LZ | - | - | 14.00% | - | Hfjsrvmk | YGKS | - | 146 | JMPV+146 | - | - |
| JR | IUU | 11.000 | - | Zk2 | CP | OM | - | - | 48.00% | - | Trprkwjd | JDYL | - | 175 | LIAE+175 | - | - |
| T2F | RIH | 43.000 | - | Ell | YY | UT | - | - | 86.00% | - | Kbyxlcmz | SOEH | - | 160 | ILIC+160 | - | - |
Tranche Comments
X: Redemption: 2026-05-30; Registration: 144Y/Ufu B;
D1W: Redemption: 2026-05-30; Registration: 144W/Uqv N;
T2F: Redemption: 2026-05-30; Registration: 144C/Jap O;
JR: Redemption: 2026-05-30; Registration: 144Q/Zhd U;
Vsd: Redemption: 2026-05-30; Registration: 144H/Hyq S;
Deal Comments
Qzzzj. Euq-Zyhh Jzlcura 2.00
Risk Retention
HD/DD - Iyj
Reinvestment Period End Date
Feb 27, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CKX | 48.300 | 9.60 | Z1 | - | - | - | - | 49.38% | - | Eumjxdmk | AHBQ | - | 275 | XIWT+275 | - | - |
| C | BQG | 58.910 | 3.10 | Uh1 | - | - | - | - | 53.83% | - | Duludpmg | JDZH | - | 250 | BJXT+250 | - | - |
| Cod | ORF | 11.555 | - | AF | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | VXC | 182.310 | 2.60 | See | - | - | - | - | 20.00% | - | Hdcjemqd | TDFR | - | 173 | QVMT+173 | - | - |
Tranche Comments
H: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144N/Kum E;
C: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144N/Nmv K;
Z: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144E/Urg G;
Cod: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144I/Wfo Y;
Deal Comments
Izp Bujj Hemjzwl 2.00
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Oct 30, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ptw | VXR | 932.400 | - | SN | CF | WA | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | EMW | 24.200 | - | Bmm | PE | UX | - | - | 17.00% | - | Rdwyvmnp | 3cZ | - | 140 | 3bI+140 | - | - |
| B-1F | OFE | 95.000 | - | Zbb | QL | ZS | - | - | 77.00% | - | Qpxpskox | 3iJ | - | 115 | 3uJ+115 | - | - |
| A | YOT | 63.800 | - | Dr2 | MV | EN | - | - | 37.94% | - | Srxbxonk | 3gL | - | 160 | 3lS+160 | - | - |
| M-1 | HEP | 269.400 | - | Dww | EF | GT | - | - | 80.00% | - | Eqhfatwz | 3sL | - | 115 | 3fV+115 | - | - |
Tranche Comments
M-1: Redemption: 2024-01-20; Registration: 144E/Ehv G;
B-1F: Redemption: 2024-01-20; Registration: 144Q/Kjw Z;
J-2: Redemption: 2024-01-20; Registration: 144K/Hcj P;
A: Redemption: 2024-01-20; Registration: 144I/Nzo X;
Ptw: Redemption: 2024-01-20; Registration: 144I/Izn V;
Deal Comments
Ncw Fzpp Guwtcbl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 13, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1X | CEE | 799.000 | 7.70 | Trr | - | - | - | - | 34.00% | - | Fbebudsm | 3uE | - | 109 | 3vM+109 | - | 866.00000 |
| LV | VSP | 285.000 | 7.30 | Djj | - | - | - | - | 71.00% | - | Lskpykvs | 3pE | - | 109 | 3vI+109 | - | 495.00000 |
| OO | NKJ | 83.743 | 1.10 | Pxx | - | - | - | - | 98.40% | - | Tusectkx | 3gE | - | 140 | 3oA+140 | - | 516.00000 |
Tranche Comments
LV: First Pay: 2022-01-20; Redemption: 2022-11-09;
O1X: First Pay: 2022-01-20; Redemption: 2022-11-09;
OO: First Pay: 2022-01-20; Redemption: 2022-11-09;
Deal Comments
Axzxm. Tzu Rjvv Txeizdk 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 25, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-K | VLF | 5.000 | 6.80 | Xdd | - | - | - | - | - | - | Tklrdjwr | 3jE | - | 65 | 3xO+65 | - | - |
| U-1-D | MKA | 109.540 | 1.90 | Xdd | - | - | - | - | 54.00% | - | Rrzzubjr | 3dO | - | 107 | 3rO+107 | - | - |
| Q-2-H | UTD | 44.000 | 1.50 | Ell | - | - | - | - | 89.00% | - | Oigxw | - | - | - | 1.88% | - | - |
| S-1-G | PWP | 46.000 | 7.50 | Aaa | - | - | - | - | 31.42% | - | Grekeawd | 3vT | - | 120 | 3yJ+120 | - | - |
| X-2-L | TAG | 4.400 | 9.50 | Eqq | - | - | - | - | 51.83% | - | Kibes | - | - | - | 2.37% | - | - |
| Rfglan | IBQ | 887.900 | - | BA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-K: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144Q/Vwo J;
U-1-D: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144M/Kfh Q;
Q-2-H: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144L/Wik W;
S-1-G: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144U/Ohy M;
X-2-L: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144C/Ded U;
Rfglan: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144F/Wiw S;
Deal Comments
Igugh. Jtb Lscc Kgfqtxk 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 3, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UTX | 18.100 | 6.40 | Xzz | - | - | - | - | 47.00% | - | Xtkadttl | 3vQ | 160 | 165 | 3nR+165 | - | 256.00000 |
| Xvk | GPO | 581.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R2 | QJO | 70.000 | 8.80 | Oww | - | III | - | - | 96.00% | - | Iqwog | - | - | - | 1.81% | 1.808% | 898.00000 |
| N1 | TIJ | 764.000 | 1.80 | Hrr | - | XXX | - | - | 96.00% | - | Kmxvdvms | 3dP | 145-150 | 150 | 3uR+150 | - | 371.00000 |
Tranche Comments
N1: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144H/Otg S;
R2: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144Z/Wxn X;
O: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144O/Ihw D;
Xvk: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144W/Iut R;
Deal Comments
Wsj Onvv Keeqsby 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 29, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zmqfnx | KOZ | 643.600 | - | ED | - | MV | - | - | - | - | - | - | - | - | - | - | - |
| Z | KHQ | 66.000 | 3.50 | Fyy | - | BX | - | - | 16.00% | - | Xzjacttq | 3fC | - | 320 | 3aL+297 | - | - |
| G | III | 694.000 | 1.60 | Mpp | - | CCC | - | - | 25.00% | - | Eckxbcss | 3pS | - | 260 | 3yV+221 | - | - |
Tranche Comments
G: First Pay: 2020-10-20; Redemption: 2021-04-20; Registration: 144I/Qqv U;
Z: First Pay: 2020-10-20; Redemption: 2021-04-20; Registration: 144I/Zti V;
Zmqfnx: First Pay: 2020-10-20; Redemption: 2021-04-20; Registration: 144J/Exa Q;
Deal Comments
Ztw-Fjpp Zormtxl 1.00
Risk Retention
WV Nxvh Nsqswqxdw Kdhpsxwwq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 20, 2005