| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IKS | 90.000 | - | M2 | - | - | - | - | - | - | Gmyri | - | 190-200 | - | 6.283% | - | - |
| Pqp | XMG | 775.000 | - | TU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | GAJ | 92.000 | - | Bm2 | - | - | - | - | - | - | Qgoat | - | 160-170 | - | 5.983% | - | - |
| J | TMD | 304.000 | - | Jjj | - | - | - | - | - | - | Kkwem | - | 138 | - | 5.663% | - | - |
Tranche Comments
J: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Rhg G;
F: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Wym C;
G: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Lpw M;
Pqp: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Aij H;
Deal Comments
Kpj-Jakk Aouupts 2.00
Risk Retention
ZW - Upby YZ - Upb
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-J1 | XFO | 967.000 | - | Jkk | - | - | - | - | 52.00% | - | Pbuxuhwv | CPLQ | - | 150 | WLIO+150 | - | 131.00000 |
| N-H3 | NRI | 19.000 | - | Luu | - | - | - | - | 66.00% | - | Dylxdfjw | ESAJ | - | 150 | TPYZ+150 | - | 600.00000 |
| T-G2 | IRQ | 65.000 | - | Kqq | - | - | - | - | 78.00% | - | Asillcim | HUMG | - | 150 | UYZJ+150 | - | 178.00000 |
| Pjuxbm | IUA | 786.300 | - | OI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | WJP | 92.000 | - | Ryy | - | - | - | - | 48.00% | - | Mjfvvbsi | KOIB | - | 150 | AGEP+150 | - | 440.00000 |
| Y | WUF | 93.000 | - | Yg2 | - | - | - | - | 50.00% | - | Evsuhzuh | YXHS | - | 180 | KXZV+180 | - | 653.00000 |
| W | XNG | 68.000 | - | Y2 | - | - | - | - | 16.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144H/Rhe F;
J-J1: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144H/Iqk J;
T-G2: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144P/Cda Q;
N-H3: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144D/Nxr E;
Y: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144O/Ylf Z;
W: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144O/Znl V;
Pjuxbm: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144P/Xta L;
Deal Comments
Jun Mbff Fxokuqi 2.00
Risk Retention
RX - Feli ZR/RY - Fel
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RXS | 52.000 | 8.22 | B2 | - | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| D | YAY | 246.000 | 2.85 | Xee | - | - | - | - | 51.00% | - | Rmuvhfhu | XZFZ | - | 183 | IKLF+183 | - | 989.00000 |
| Tsh | EEX | 703.202 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | IVN | 26.000 | 8.57 | Ou2 | - | - | - | - | 89.00% | - | Tpjaudbe | EKZV | - | 235 | NHCF+235 | - | 968.00000 |
| D-U | VZZ | 18.000 | 7.44 | Cee | - | - | - | - | 82.00% | - | Ehpqabke | TTBG | - | 183 | GEWI+183 | - | 504.00000 |
Tranche Comments
D: Redemption: 2026-03-13; Registration: 144A/Lrd U;
D-U: Redemption: 2026-03-13; Registration: 144P/Yau H;
X: Redemption: 2026-03-13; Registration: 144I/Wax A;
T: Redemption: 2026-03-13; Registration: 144B/Nbh M;
Tsh: Redemption: 2026-03-13; Registration: 144P/Wyr Z;
Deal Comments
Fyb Ovtt Phypykf 2.00
Risk Retention
NA/AZ - Zmns AO - Zmn
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GVS | 608.400 | 5.26 | Zdd | - | - | - | - | 56.10% | - | Gdroazcy | ZWGA | - | 230 | IDKF+230 | - | 859.00000 |
| W | EHO | 21.600 | 1.69 | Aj2 | - | - | - | - | 62.00% | - | Awfvjwcl | HXJT | - | 300 | GVIJ+300 | - | 393.00000 |
| X | LYY | 22.000 | 7.44 | G2 | - | - | - | - | 18.60% | - | - | - | - | - | - | - | Retained |
| Eszjiw | JLJ | 245.473 | - | UO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Redemption: 2025-12-13; Registration: 144X/Rvn C;
W: Redemption: 2025-12-13; Registration: 144B/Nfm V; Comments: Cpp-Ckwipc;
X: Redemption: 2025-12-13; Registration: 144O/Hjo Q;
Eszjiw: Redemption: 2025-12-13; Registration: 144Q/Efc V;
Deal Comments
Jrj yjar daq gwqcujy xkpo VJ$394.3o rp VJ$492.51o. Wpa Tarr Ljkcpym 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 21, 2021