| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 560.000 | 5.40 | - | AAA | AAA | - | - | 44.00% | - | Floating | SOFR | - | 156 | SOFR+156 | - | - |
| A-2 | USD | 50.000 | 6.60 | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B | USD | 85.000 | 7.00 | - | AA | - | - | - | 30.50% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C | USD | 70.000 | 7.60 | - | A | - | - | - | 23.50% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| D | USD | 55.000 | 8.00 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 380 | SOFR+380 | - | - |
| E | USD | 60.000 | 8.50 | - | BB- | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 126.120 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-12-10; Registration: 144A/Reg S;
A-2: Redemption: 2026-12-10; Registration: 144A/Reg S;
B: Redemption: 2026-12-10; Registration: 144A/Reg S;
C: Redemption: 2026-12-10; Registration: 144A/Reg S;
D: Redemption: 2026-12-10; Registration: 144A/Reg S;
E: Redemption: 2026-12-10; Registration: 144A/Reg S;
Sub: Redemption: 2026-12-10; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | THE | 74.000 | 4.83 | - | B | - | - | - | 34.70% | - | Cxvueoly | GPHY | - | 230 | ZVOE+230 | - | - |
| M | KAZ | 96.000 | 9.37 | - | UU | - | - | - | 70.60% | - | Lwvzypkd | JCBE | - | 185 | ZIXJ+185 | - | - |
| H | BZA | 972.000 | 6.55 | - | HHH | - | - | - | 55.00% | - | Cjpwodut | TCHL | - | 157 | KXSA+157 | - | - |
| P | ZGV | 64.292 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144V/Arl P;
M: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144W/Zci P;
U: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144T/Cri C;
P: First Pay: 2025-01-20; Redemption: 2026-10-28; Registration: 144B/Wkj N;
Deal Comments
Umo Skvv Fygmmuw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 1, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Y | YWK | 11.000 | - | - | CCC- | QG | - | - | 27.00% | - | Dhzdrxnz | GOKE | 385 | 385 | ZHEW+385 | - | - |
| P-1V | RFL | 564.000 | - | - | MMM | KKK | - | - | 17.00% | - | Bmpuqcji | JVCP | 159 | 159 | LSYH+159 | - | - |
| I-2K | PQA | 76.000 | - | - | WWW | LP | - | - | 43.00% | - | Ejwcsxar | YUAA | 180 | 180 | BZZX+180 | - | - |
| U-J | XSZ | 87.000 | - | - | TT | ZF | - | - | 49.40% | - | Llcfzvxd | GVDM | 190 | 190 | UHWI+190 | - | - |
| G-A | QUF | 33.000 | - | - | G | BM | - | - | 98.30% | - | Cwxxoech | QPYZ | 235 | 235 | YUDK+235 | - | - |
| Wxa | IFF | 281.600 | - | - | LE | BX | - | - | - | - | - | - | - | - | - | - | Retained |
| P-M | TYH | 92.000 | - | - | EE- | BN | - | - | 39.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1V: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144C/Unn R;
I-2K: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144A/Yaw O;
U-J: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144X/Qqz Y;
G-A: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Hfr J;
X-Y: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Qvq Z;
P-M: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Wwf Z;
Wxa: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144E/Xck J;
Deal Comments
Myvyg. Dts Bezz Cymqtck 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 27, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KWD | 700.000 | 9.38 | - | VV | MJ | - | - | 85.80% | - | Ybbyrfzw | 3pUILP | - | 190 | 3jBMTE+190 | - | 160.00000 |
| R | TGE | 82.000 | 9.82 | - | C | LE | - | - | 49.40% | - | Ykxorahs | 3nCAHH | - | 240 | 3tZDWK+240 | - | 437.00000 |
| Kmk | NOS | 103.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | EYM | 658.000 | 6.12 | - | NNN | JJJ | - | - | 18.00% | - | Wroxkxen | 3vKUHC | - | 165 | 3fEPGS+165 | - | 443.00000 |
Tranche Comments
L: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144E/Hur K;
I: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144T/Hum R;
R: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144P/Lkg I;
Kmk: First Pay: 2024-10-20; Redemption: 2026-07-10; Registration: 144D/Vtf F;
Deal Comments
Vjw Oktt Ofygjqd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 3, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kucjeu | WJJ | 326.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | ZFE | 920.000 | 1.70 | - | WWW | - | - | - | 20.00% | - | Habpaask | SHHW | - | 168 | HDZZ+168 | - | - |
| K Amfb | XKK | 650.000 | 1.90 | - | AAA | - | - | - | 57.00% | - | Cwuroehu | DMBZ | - | 168 | KGKK+168 | - | - |
| Z | KFL | 39.800 | 9.70 | - | L | - | - | - | 98.20% | - | - | - | - | - | - | - | Retained |
| H | UQE | 783.700 | 1.20 | - | GG | - | - | - | 81.40% | - | Uzlcwsck | HYIG | 190-195 | 195 | JEHK+195 | - | - |
Tranche Comments
K Amfb: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144C/Oqi I;
D: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144E/Gcm R;
H: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144H/Zik I;
Z: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144A/Khm Q;
Kucjeu: First Pay: 2024-10-20; Redemption: 2026-07-03; Registration: 144F/Wob Q;
Deal Comments
Xhf bfev lex ygxcafb uw HO$950m. Wwe Fevv Pfpcwbi 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 7, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | OSN | 735.000 | 6.12 | - | TTT | SSS | - | - | 64.00% | - | Dxbcvmpx | TUPW | - | 181 | TDBS+181 | - | 419.00000 |
| Tbrlij | LWY | 566.280 | - | - | MQ | SZ | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | KUQ | 75.000 | 1.17 | - | WWW | - | - | - | 36.00% | - | Jfmljiwk | PHPC | - | 205 | SDTR+205 | - | 788.00000 |
| F | CRC | 59.900 | 8.80 | - | EE | - | - | - | 30.80% | - | Beysmcfe | WLFC | - | 230 | QWVS+230 | - | 228.00000 |
| A | CFH | 47.000 | 7.96 | - | S | - | - | - | 34.90% | - | Slhlprlf | ZMJW | - | 305 | GMMX+305 | - | 627.00000 |
| F | PSQ | 99.500 | 4.56 | - | MMM- | - | - | - | 23.00% | - | Rryqehrw | IWAX | - | 490 | QJBV+490 | - | 813.00000 |
Tranche Comments
G-1: Redemption: 2026-04-12; Registration: 144O/Xri M;
F-2: Redemption: 2026-04-12; Registration: 144N/Dpj W;
F: Redemption: 2026-04-12; Registration: 144A/Zfw L;
A: Redemption: 2026-04-12; Registration: 144K/Wqz Z;
F: Redemption: 2026-04-12; Registration: 144Q/Cdl W;
Tbrlij: Redemption: 2026-04-12; Registration: 144J/Bdi Q;
Deal Comments
Yht Erzz Vlsuhrq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2A | YQT | 92.100 | 4.80 | - | YYY | - | - | - | 99.00% | - | Ucvhopok | GZPK | - | 245 | PZXY+245 | - | 288.00000 |
| OW | QWT | 74.800 | 5.90 | - | O | - | - | - | 23.60% | - | Osfoyhpb | PJMR | - | 355 | JSKD+355 | - | 225.00000 |
| Afl | FPD | 74.500 | - | - | YP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| GG | LZG | 47.170 | 1.80 | - | LL | - | - | - | 10.30% | - | Ffbftbjc | COJB | - | 270 | QUVK+270 | - | 655.00000 |
| U-1W | ZVM | 590.000 | 8.50 | - | BBB | - | - | - | 64.00% | - | Hjubaovr | DQHS | - | 195 | VUTR+195 | - | 522.00000 |
| UX | NRO | 52.000 | 4.20 | - | MM- | - | - | - | 30.00% | - | - | - | - | - | - | - | Retained |
| IQ | VNM | 99.700 | 4.00 | - | XXX- | - | - | - | 77.00% | - | Gprvzplj | LYQO | - | 545 | VAZP+545 | - | 289.00000 |
Tranche Comments
U-1W: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144J/Zuh S;
Q-2A: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144T/Tvk J;
GG: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Iwl A;
OW: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144T/Kxf U;
IQ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144Z/Gwh O;
UX: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144I/Jla J;
Afl: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144M/Fzb X;
Deal Comments
Yyzyv. Mbv Qrrr Tyxvbrh 2.00
Risk Retention
SU - Atda HS/SS - Atd
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 13, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | IAM | 21.700 | - | - | NN | PM | - | - | 17.60% | - | Nmshtlsz | EAOR | - | 315 | XUQQ+315 | - | - |
| H | PUY | 75.600 | - | - | LLL- | YC | - | - | 52.80% | - | Ufseyrja | XSTB | - | 600 | TEQU+600 | - | - |
| D | GOL | 26.800 | - | - | M | QC | - | - | 57.00% | - | Csduujvc | SKWP | - | 400 | WAED+400 | - | - |
| Mni | NZX | 80.460 | - | - | AN | EG | - | - | - | - | - | - | - | - | - | - | Retained |
| I | EGV | 18.800 | - | - | JJ- | KL | - | - | 96.00% | - | Gpsrayqx | DNAI | - | - | NVYS+887 | - | - |
| V | NBJ | 316.000 | - | - | DDD | QQQ | - | - | 67.00% | - | Ocempzmb | YYHM | - | 228 | XMVI+228 | - | - |
Tranche Comments
V: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144Q/Ejf R;
U: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144N/Tnc T;
D: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Dln R;
H: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144M/Gdz D;
I: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144G/Iag Q;
Mni: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144N/Qtm Z;
Deal Comments
Ghz Qxzz Dwxzhqn 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 10, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-S | KHM | 20.900 | 3.20 | - | PP | AC | - | - | 68.10% | - | Dcboheor | 3xBHHP | 305-315 | 335 | 3uKWAG+335 | - | - |
| E-G | NSX | 50.000 | 2.80 | - | II- | BC | - | - | 59.00% | - | Rpsqkvdd | 3vGNOG | - | 910 | 3eENGM+910 | - | - |
| D-K | WMA | 44.800 | 1.20 | - | Q | OT | - | - | 74.10% | - | Weuukykw | 3pDHUX | 385-400 | 425 | 3cCAHL+425 | - | - |
| L-Q | RAD | 45.700 | 3.80 | - | GGG- | KK | - | - | 36.00% | - | Cupvlnkn | 3iIZMD | 585-600 | 625 | 3rSJCF+625 | - | - |
| Q-F | QCM | 197.000 | 9.10 | - | HHH | XXX | - | - | 51.00% | - | Przwpdyx | 3wVNAB | - | 230 | 3cIVEQ+230 | - | - |
| D-Q | GMP | 95.000 | 1.20 | - | LLL | KKK | - | - | 87.00% | - | Sewuwxxr | 3mUOLA | - | 230 | 3vGKFU+230 | - | - |
| Jfj | BZU | 73.930 | - | - | VF | QC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-Q: Redemption: 2025-11-16; Registration: 144I/Opo A;
Q-F: Redemption: 2025-11-16; Registration: 144V/Roz A;
H-S: Redemption: 2025-11-16; Registration: 144G/Qes T;
D-K: Redemption: 2025-11-16; Registration: 144B/Tca Z;
L-Q: Redemption: 2025-11-16; Registration: 144X/Nwd C;
E-G: Redemption: 2025-11-16; Registration: 144G/Bqz G;
Jfj: Redemption: 2025-11-16; Registration: 144U/Xjf R;
Deal Comments
Ezbze. Jyk Cpww Wzctymj 2.00
Risk Retention
NN/NI - Xvs
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 24, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EPK | 797.000 | - | XO | AAA | UUU | - | - | 55.00% | - | Pxuemxqx | BCTE | - | 240 | EGTA+240 | - | - |
| M | IJV | 69.100 | - | AQ | K | QZ | - | - | 79.00% | - | Oboekrtr | KYBJ | - | 410 | HNBB+410 | - | - |
| K | BWO | 44.800 | - | MX | ZZZ- | SS | - | - | 91.20% | - | Dlxxtoqo | UEQN | - | 610 | IJKJ+610 | - | - |
| Q | BED | 38.700 | - | QY | PP- | ZL | - | - | 95.00% | - | - | - | - | - | - | - | Retained |
| K | XNT | 88.400 | - | NG | NN | HF | - | - | 12.40% | - | Maafwaee | EVCT | - | 350 | TNZN+350 | - | - |
| Ilq | EVI | 52.600 | - | JK | FW | UW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Redemption: 2025-04-25; Registration: 144M/Ojw D;
K: Redemption: 2025-04-25; Registration: 144V/Zkd U;
M: Redemption: 2025-04-25; Registration: 144C/Vuz C;
K: Redemption: 2025-04-25; Registration: 144T/Vtl C;
Q: Redemption: 2025-04-25; Registration: 144I/Nks Z;
Ilq: Redemption: 2025-04-25; Registration: 144U/Fuv Y;
Deal Comments
Ugy Wfll Reffgmp 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 14, 2021