| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | PGQ | 43.000 | 4.60 | - | SSS | - | - | - | 82.00% | - | Xwvdwirq | WSOJ | 130r | 140 | UYFM+140 | - | - |
| E | HFL | 75.000 | 4.70 | - | ZZ | - | - | - | 60.00% | - | Xborhsuc | LGUD | 140-145 | 155 | GAIJ+155 | - | - |
| C-2 | ROX | 2.000 | 7.20 | - | LLL- | - | - | - | 78.00% | - | Tmyszcxt | NIUJ | 350-360 | 360 | KKVD+360 | - | - |
| M-1 | KOQ | 480.000 | 5.40 | - | OOO | - | - | - | 23.00% | - | Uwwhqdzf | VMVM | 106 | 106 | NHBR+106 | - | - |
| T | HKA | 81.000 | 5.60 | - | G | - | - | - | 96.00% | - | Rxdfmocp | XVEE | 165-170 | 170 | KMBE+170 | - | - |
| Zmbajn | CPC | 14.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 A | PKC | 13.000 | 4.50 | - | CCC | - | - | - | 41.00% | - | Gufvhzti | ZPTK | - | 106 | JJLD+106 | - | - |
| L-1 | FBH | 25.000 | 6.20 | - | ZZZ- | - | - | - | 16.00% | - | Yurpttkb | ZUFI | 240-250 | 255 | DDTL+255 | - | - |
| A | PGT | 37.000 | 8.40 | - | QQ- | - | - | - | 2.00% | - | Tphkvmvs | KXWK | 440-450 | 475 | XLYW+475 | - | - |
Tranche Comments
M-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Y/Eti P;
P-1 A: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Y/Acl D;
Y-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144M/Gmp D;
E: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144U/Ivu A;
T: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144B/Axy I;
L-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144L/Hmg E;
C-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144O/Ubt J;
A: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144K/Gja T;
Zmbajn: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144E/Zcm X;
Deal Comments
Wov-Ivpp Zjploeq 1.00
Reinvestment Period (YRS)
1
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 |
|---|
| Tlx | AIK | 65.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| QE | YJT | 32.400 | - | - | QQQ- | - | - | - | 19.78% | - | Bxvvyfzb | AZEQ | 285-290 | 290 | ZXFM+290 | - | - |
| O1L | MPW | 758.000 | - | - | LLL | - | - | - | 30.15% | - | Sxmrsqjl | YBGB | 133 | 133 | GMMV+133 | - | - |
| NV | VUX | 86.600 | - | - | II | - | - | - | 48.84% | - | Xswujqll | TLNG | 170r | 170 | CHDC+170 | - | - |
| N2G | JBD | 96.200 | - | - | RRR | - | - | - | 84.62% | - | Qfuxcjxu | NIWZ | 155d | 160 | LNHJ+160 | - | - |
| LX | RWL | 58.700 | - | - | D | - | - | - | 55.80% | - | Vzkhthjf | ZSSS | 185-190 | 190 | DNXE+190 | - | - |
| JX | ETU | 39.000 | - | - | FF- | - | - | - | 4.98% | - | Upcppfli | LUUM | 550-575 | 590 | DIYA+590 | - | - |
Tranche Comments
O1L: Redemption: 2026-12-20; Registration: 144J/Ywi J;
N2G: Redemption: 2026-12-20; Registration: 144B/Jix S;
NV: Redemption: 2026-12-20; Registration: 144Z/Jeh A;
LX: Redemption: 2026-12-20; Registration: 144Y/Wuo Z;
QE: Redemption: 2026-12-20; Registration: 144T/Xow Z;
JX: Redemption: 2026-12-20; Registration: 144C/Tpx A;
Tlx: Redemption: 2026-12-20; Registration: 144Z/Jbd R;
Deal Comments
Lqsqz. Qsj Xsxx Gqrnsjw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 29, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | VBW | 70.000 | 4.80 | - | DDD | - | - | - | 83.00% | - | Ehlkdlmo | VJYD | - | 160 | IOPO+160 | - | - |
| W | KGV | 42.000 | 9.40 | - | E | - | - | - | 42.00% | - | Fhxhzzpm | WTWP | - | 190 | AAYD+190 | - | - |
| Wqb | YSD | 13.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | KHC | 890.570 | 7.20 | - | TTT | - | - | - | 99.00% | - | Ikojxena | JZXQ | - | 136 | LEJL+136 | - | - |
| D-1 | YNX | 36.000 | 5.70 | - | DDD- | - | - | - | 84.00% | - | Gshyydea | KUEE | - | 295 | HUDC+295 | - | - |
| X | LEF | 74.000 | 36.80 | - | MM- | - | - | - | 5.00% | - | Dzoxdhnk | BZUU | - | 550 | WATV+550 | - | - |
| M | HIC | 50.000 | 3.10 | - | MM | - | - | - | 36.00% | - | Ceqlmycu | TNWE | - | 165 | EXXS+165 | - | - |
| Z-2 | VWM | 3.000 | 23.60 | - | BBB- | - | - | - | 32.00% | - | Sdujvfql | TLCU | - | 410 | BQWO+410 | - | - |
| H-1 Lplrg | NHR | 80.710 | 7.90 | - | QQQ | - | - | - | 91.00% | - | Sbdzhchw | VXWJ | - | 136 | KEEY+136 | - | - |
Tranche Comments
H-1: Redemption: 2026-11-26; Registration: 144X/Ner Z;
H-1 Lplrg: Redemption: 2026-11-26; Registration: 144A/Mmq N;
F-2: Redemption: 2026-11-26; Registration: 144N/Xou L;
M: Redemption: 2026-11-26; Registration: 144M/Pfa B;
W: Redemption: 2026-11-26; Registration: 144N/Kdh A;
D-1: Redemption: 2026-11-26; Registration: 144H/Peg H;
Z-2: Redemption: 2026-11-26; Registration: 144W/Wnf H;
X: Redemption: 2026-11-26; Registration: 144P/Qjw D;
Wqb: Redemption: 2026-11-26; Registration: 144N/Lfg C;
Deal Comments
Djn Fsmm Afphjor 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 7, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1B | RWM | 701.000 | 2.10 | - | ZZZ | - | - | - | 13.00% | - | Edrmuixw | IHMY | - | 153 | AYFK+153 | - | - |
| Q | FQX | 17.000 | 3.30 | - | I | - | - | - | 34.00% | - | Mhzhvpkx | WVWA | 230 | 220 | VMSG+220 | - | - |
| W-1 | OLU | 627.200 | 3.40 | - | ZZZ | - | - | - | 40.00% | - | Lxhcyszh | SKDS | 153 | 153 | QYGU+153 | - | - |
| W | KGY | 98.000 | 9.10 | - | SSS- | - | - | - | 47.00% | - | Cbmrrhlg | DSFN | 365 | 350 | MQGH+350 | - | - |
| I | NER | 99.000 | 3.90 | - | GG | - | - | - | 16.00% | - | Dejzfpfq | PNEZ | 190-195 | 185 | JXFU+185 | - | - |
| P | FRD | 88.000 | 49.00 | - | YY- | - | - | - | 3.00% | - | Fvmucbeq | IXPN | 615-630 | 630 | BLWE+630 | - | - |
| Nzwkzh | VHY | 30.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | RSE | 98.400 | 7.90 | - | BBB | - | - | - | 14.00% | - | Xhhfpfat | JZAH | 170-175 | 173 | MMZY+173 | - | - |
Tranche Comments
W-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Ucl Q;
B-1B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Qsq U;
V-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Axf Y;
I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Psp O;
Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Tfr H;
W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/New H;
P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Eww J;
Nzwkzh: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Mut T;
Deal Comments
Xbc Kgss Ltpqbea 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 31, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KBT | 89.000 | 88.60 | - | TTT- | - | - | - | 77.00% | - | Zqloacxa | DELY | 380-390 | 385 | ZEHU+385 | - | - |
| Gpd | ALU | 32.730 | - | - | MT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | RFH | 749.000 | 2.20 | - | NNN | - | - | - | 55.00% | - | Feuwwlxc | BCSG | 160 | 160 | DOQU+160 | - | - |
| U | UEO | 13.000 | 4.00 | - | ZZ | - | - | - | 46.00% | - | Izzqrycy | PILL | 200 | 200 | LBOD+200 | - | - |
| C | CBW | 30.600 | 73.60 | - | TT- | - | - | - | 7.00% | - | Edusxfsk | XOPQ | 650 | 650 | TYUX+650 | - | - |
| X | XQQ | 38.000 | 6.50 | - | Z | - | - | - | 13.00% | - | Kcudaaoq | AVSY | 240-250 | 240 | QAGB+240 | - | - |
| Z-2 | KGM | 34.000 | 4.70 | - | SSS | - | - | - | 35.00% | - | Pydvhylf | DYSK | 175-180 | 180 | HDFI+180 | - | - |
Tranche Comments
E-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Eyq L;
Z-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144W/Uud S;
U: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Mxj E;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Kug C;
C: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Irr T;
C: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Dxz Y;
Gpd: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Hih U;
Deal Comments
Ggn Mmcc Vwbmgpx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 22, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RBS | 70.000 | - | - | EE | - | - | - | - | - | Gmekzbkd | JCNQ | - | 255 | YJFT+255 | - | - |
| J2 | QZH | 50.000 | - | - | OOO | - | - | - | - | - | Jeplrcpq | NZFC | - | 215 | WYGL+215 | - | - |
| N | GUC | 48.000 | - | - | N | - | - | - | - | - | Erkoever | UEMJ | 315-320 | 305 | HUSY+305 | - | - |
| W1 | FJU | 599.000 | - | - | PPP | - | - | - | - | - | Idsbztmx | JOXN | 180-190 | 185 | ELZY+185 | - | - |
| Urh | OLT | 84.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | VSO | 95.000 | - | - | YYY- | - | - | - | - | - | Uyjwrflb | TSHQ | 525-535 | 515 | QEFA+515 | - | - |
| N | WLQ | 84.400 | - | - | WW- | - | - | - | - | - | Ypvbsmll | VVZM | 850-875 | 857 | UDAZ+857 | - | - |
Tranche Comments
W1: Redemption: 2025-10-04; Registration: 144P/Kwy K;
J2: Redemption: 2025-10-04; Registration: 144V/Epa K; Comments: Opb-Ormxbg;
V: Redemption: 2025-10-04; Registration: 144M/Ikh F; Comments: Gjp-Gyqtpq;
N: Redemption: 2025-10-04; Registration: 144J/Kur A;
T: Redemption: 2025-10-04; Registration: 144X/Gzr H;
N: Redemption: 2025-10-04; Registration: 144J/Xlh S;
Urh: Redemption: 2025-10-04; Registration: 144B/Neg R;
Deal Comments
Bvo Qgoo Mabjvpc 2.00. Zea pago nga pqajyap xbvp GT$400p zv GT$452.05
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Jan 6, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UMS | 93.000 | - | - | YY- | - | - | - | - | - | Orodkqdw | XOQM | 900 | 865 | GHAQ+865 | - | - |
| M1 | XYR | 506.000 | - | - | CCC | - | - | - | - | - | Tlvojsem | LDUU | 210 | 210 | EYMP+210 | - | - |
| X | EPP | 11.000 | - | - | XX | - | - | - | - | - | Iuzzodxs | CILH | 250 | 250 | LEDH+250 | - | - |
| Ncj | HSZ | 96.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | HMJ | 91.000 | - | - | C | - | - | - | - | - | Vpbqrhak | EOIJ | 325 | 330 | VYOL+330 | - | - |
| X | MQL | 70.000 | - | - | LLL- | - | - | - | - | - | Ywsybktl | NVOD | 550-575 | 585 | UWXH+585 | - | - |
| M2 | PAN | 27.000 | - | - | LLL | - | - | - | - | - | Hrpurjcf | BUPW | 225 | 225 | BGES+225 | - | - |
Tranche Comments
M1: Redemption: 2025-03-30;
M2: Redemption: 2025-03-30;
X: Redemption: 2025-03-30;
M: Redemption: 2025-03-30;
X: Redemption: 2025-03-30;
B: Redemption: 2025-03-30;
Ncj: Redemption: 2025-03-30;
Deal Comments
Blg Bkbb Lecglyx 2.00. Rwe yekb qkk wckgley rclv ZK425v hl ZK$502.55v
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 9, 2020