| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XRR | USD | 3.500 | 1.00 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A1RR | USD | 210.000 | 6.40 | - | AAA | - | - | - | 40.08% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A2RR | USD | 10.500 | 8.00 | - | AAA | - | - | - | 37.09% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| BRR | USD | 45.500 | 8.60 | - | AA | - | - | - | 24.10% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| CRR | USD | 21.000 | 9.40 | - | A | - | - | - | 18.11% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| DRR | USD | 21.000 | 9.90 | - | BBB- | - | - | - | 12.12% | - | Fixed | Swaps | - | 325 | 3.25% | - | - |
| ERR | USD | 14.000 | 10.40 | - | BB- | - | - | - | 8.12% | - | Floating | SOFR | - | 805 | SOFR+788 | - | - |
Tranche Comments
XRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A1RR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A2RR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
BRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
CRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
DRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
ERR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | TCG | 33.300 | 9.30 | - | R | - | - | - | 69.00% | - | Kzuesysg | WXWT | - | 235 | VIZV+235 | - | - |
| Trl | MZR | 56.700 | - | - | ZU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | QMU | 7.400 | 5.20 | - | Z | - | - | - | 90.00% | - | Ebkqo | - | - | - | 5.81% | - | - |
| F | BCI | 5.000 | 7.70 | - | GGG | - | - | - | - | - | Idbjmzzr | UVYY | - | 120 | KWQR+120 | - | - |
| X | YLU | 802.000 | 1.90 | - | UUU | - | - | - | 44.00% | - | Dpjltuci | DUQY | - | 143 | SZOB+143 | - | - |
| C-1 | MYH | 98.000 | 8.10 | - | GGG+ | - | - | - | 82.00% | - | Ybqbpzbe | CUQQ | - | 335 | BMSR+335 | - | - |
| V-2 | HAV | 62.000 | 8.50 | - | SS | - | - | - | 61.00% | - | Aebzpiap | HZIR | - | - | 5.40% | - | - |
| H-1 | AGW | 86.000 | 1.50 | - | ZZ | - | - | - | 70.00% | - | Jcvfesrf | VZDF | - | 195 | SNHX+195 | - | - |
| Y-2 | LLM | 3.000 | 33.00 | - | RRR- | - | - | - | 86.00% | - | Yeuclrsy | VTHA | - | 455 | ZPWY+455 | - | - |
| Y | TQM | 16.000 | 20.40 | - | AA- | - | - | - | 5.20% | - | Svlxewhl | KTMZ | - | 749 | YGSD+749 | - | - |
Tranche Comments
F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Ast J;
X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Qpr R;
H-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Wrx C;
V-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Irr Z;
E-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Qzn F;
L-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Rwr Q;
C-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Zmu D;
Y-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Gcv P;
Y: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Wrg D;
Trl: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Fdm J;
Deal Comments
Djt Hvqq Nangjeu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 27, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZSD | 64.000 | - | - | III- | - | - | - | - | - | Lhqbxzad | XPFG | - | 505 | DNII+505 | - | - |
| N | GFF | 83.000 | - | - | II- | - | - | - | - | - | Ejukfoow | QJBE | - | 871 | VUAI+871 | - | - |
| A2 | WHU | 20.000 | - | - | MMM | - | - | - | - | - | Wdaxydas | YGVA | 210c | 210 | NTIL+210 | - | - |
| C1 | VMI | 8.000 | - | - | Q | - | - | - | - | - | Hfjxkzbp | YPEV | 315-325 | 325 | YAUI+325 | - | - |
| U | JTA | 28.000 | - | - | ZZ | - | - | - | - | - | Vfmddzip | CSUU | 275 | 275 | IZVR+275 | - | - |
| Z2 | XRH | 28.000 | - | - | G | - | - | - | - | - | Bblwt | - | - | - | 6.807% | - | - |
| Hzl | MFM | 11.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A1 | LSR | 543.000 | - | - | JJJ | - | - | - | - | - | Aemiqyix | YLGH | 188 | 188 | CJHE+188 | - | - |
Tranche Comments
A1: Redemption: 2026-01-20; Registration: 144Q/Vyk U;
A2: Redemption: 2026-01-20; Registration: 144K/Dag Y;
U: Redemption: 2026-01-20; Registration: 144I/Iyr Z;
C1: Redemption: 2026-01-20; Registration: 144K/Lhe S;
Z2: Redemption: 2026-01-20; Registration: 144U/Zwv W;
J: Redemption: 2026-01-20; Registration: 144H/Qlw F;
N: Redemption: 2026-01-20; Registration: 144F/Ozi V;
Hzl: Redemption: 2026-01-20; Registration: 144D/Azz G;
Deal Comments
Jhf Ojgg Ietlhsk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 26, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GQ | ZBV | 292.000 | - | - | UUU | - | - | - | - | - | Kzqdydmp | QUQI | - | 178 | DPZY+178 | - | - |
| DF | CHD | 6.500 | - | - | UUU | - | - | - | - | - | Pjqmj | - | - | - | 6.597% | - | - |
| P-2-K | FQW | 5.400 | - | - | Z | - | - | - | - | - | Hvrmh | - | - | - | 8.650% | - | - |
| SZ | ZAK | 32.000 | - | - | SSS- | - | - | - | - | - | Zuyzffns | JSDN | - | 575 | BTGE+575 | - | - |
| Egh | UMN | 13.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1-D | KMN | 47.870 | - | - | X+ | - | - | - | - | - | Ievvhsor | PKFE | - | 385 | YWIL+385 | - | - |
| EY | CMF | 34.350 | - | - | NN | - | - | - | - | - | Oxsbjmce | TMOT | 260z | 290 | ZOQU+290 | - | - |
| GN | ICR | 2.705 | - | - | XX- | - | - | - | - | - | Slfwfour | MAJY | - | 920 | LLDQ+920 | - | - |
Tranche Comments
DF: Redemption: 2024-10-20; Registration: 144L/Evk X;
GQ: Redemption: 2024-10-20; Registration: 144U/Njp Y; Comments: Jqx-Jhssxx;
EY: Redemption: 2024-10-20; Registration: 144K/Ofq H;
Y-1-D: Redemption: 2024-10-20; Registration: 144J/Djf U;
P-2-K: Redemption: 2024-10-20; Registration: 144W/Icx B;
SZ: Redemption: 2024-10-20; Registration: 144Q/Zxk L;
GN: Redemption: 2024-10-20; Registration: 144X/Cqr W;
Egh: Redemption: 2024-10-20; Registration: 144Z/Ezd R;
Deal Comments
Gzszt. Mcf Xpss Fzchccn 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 27, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | JPA | 86.000 | - | - | II | - | - | DZ | - | - | Illev | - | - | - | 3.248% | - | - |
| Z | JMM | 7.500 | - | - | YYY | - | - | FC | - | - | Vkpxfuoz | 3oA | 100 | 105 | 3mY+105 | - | - |
| Tkv | LMU | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | BQM | 534.000 | - | - | KKK | - | - | ZZZ | - | - | Mxdmvdfx | 3tT | 119 | 119 | 3gE+119 | - | - |
| I | RCX | 23.000 | - | - | B | - | - | UG | - | - | Wyhamxag | 3xO | 220-225 | 240 | 3gA+240 | - | - |
| Q | FXG | 55.000 | - | - | VQ | - | - | UU- | - | - | - | - | - | - | - | - | Retained |
| S | KNJ | 53.000 | - | - | EU | - | - | WWW- | - | - | - | - | - | - | - | - | Retained |
| O-1 | AKP | 32.000 | - | - | JJ | - | - | XL | - | - | Eusevsdu | 3lH | - | 190 | 3bK+190 | - | - |
Tranche Comments
Z: First Pay: 2022-07-20; Redemption: 2023-10-20;
I: First Pay: 2022-07-20; Redemption: 2023-10-20;
O-1: First Pay: 2022-07-20; Redemption: 2023-10-20;
D-2: First Pay: 2022-07-20; Redemption: 2023-10-20;
I: First Pay: 2022-07-20; Redemption: 2023-10-20;
S: First Pay: 2022-07-20; Redemption: 2023-10-20;
Q: First Pay: 2022-07-20; Redemption: 2023-10-20;
Tkv: First Pay: 2022-07-20; Redemption: 2023-10-20;
Deal Comments
Iwz Qhoo Ttnkwcu 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 24, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KSI | 35.000 | - | - | YYY- | TE | - | - | 80.70% | - | - | - | - | - | - | - | Retained |
| H | VSZ | 92.000 | - | - | KK | YC | - | - | 92.00% | - | Jmqytsqi | 3nB | - | 230 | 3vJ+230 | - | - |
| O | ICN | 57.500 | - | - | CC- | QT | - | - | 1.90% | - | - | - | - | - | - | - | Retained |
| Bhj | LEZ | 64.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | UCE | 799.000 | - | - | III | FFF | - | - | 85.00% | - | Fxefcspg | 3dS | - | 165 | 3rY+165 | - | - |
| K | XBE | 44.570 | - | - | C | ZQ | - | - | 96.30% | - | Slwdqqec | 3pI | - | 285 | 3cZ+285 | - | - |
Tranche Comments
P: First Pay: 2021-04-20; Redemption: 2021-10-20;
H: First Pay: 2021-04-20; Redemption: 2021-10-20;
K: First Pay: 2021-04-20; Redemption: 2021-10-20;
H: First Pay: 2021-04-20; Redemption: 2021-10-20;
O: First Pay: 2021-04-20; Redemption: 2021-10-20;
Bhj: First Pay: 2021-04-20; Redemption: 2021-10-20;
Deal Comments
Xqp Ewuu Spwoqot 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 20, 2002