| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.000 | 2.71 | Aaa | - | NR | - | - | - | - | Floating | 3mSOFR | - | 125 | 3mSOFR+125 | - | 100.00000 |
| A-1-RR | USD | 320.000 | 6.43 | Aaa | - | NR | - | - | 36.00% | - | Floating | 3mSOFR | - | 136 | 3mSOFR+136 | - | 100.00000 |
| A-2-RR | USD | 5.000 | 8.13 | NR | - | AAA | - | - | 35.00% | - | Floating | 3mSOFR | - | 156 | 3mSOFR+156 | - | 100.00000 |
| B-RR | USD | 54.000 | 8.56 | NR | - | AA | - | - | 24.20% | - | Floating | 3mSOFR | - | 180 | 3mSOFR+180 | - | 100.00000 |
| C-RR | USD | 29.000 | 9.27 | NR | - | A | - | - | 18.40% | - | Floating | 3mSOFR | - | 210 | 3mSOFR+210 | - | 100.00000 |
| D-1-RR | USD | 27.000 | 9.78 | NR | - | BBB- | - | - | 13.00% | - | Floating | 3mSOFR | - | 320 | 3mSOFR+320 | - | 100.00000 |
| D-2-RR | USD | 5.000 | 9.98 | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 8.07% | 8.075% | 100.00000 |
| E-RR | USD | 20.000 | 10.32 | NR | - | BB- | - | - | 8.00% | - | Floating | 3mSOFR | - | 770 | 3mSOFR+753 | - | 99.00000 |
| Sub | USD | 67.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-1-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-1-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-2-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-RR : First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Y2 | AVL | 13.000 | 28.00 | BQ | - | VVV- | - | - | 73.00% | - | Xhwyhpck | GENL | 320-330 | 330 | YZLL+330 | - | - |
| C-1-S2 | QZZ | 483.000 | 1.90 | Fww | - | DU | - | - | 55.00% | - | Udejlwxr | GTEB | 140-142 | 142 | YUWA+142 | - | - |
| E-P2 | JHD | 14.000 | 6.30 | GN | - | Q | - | - | 71.00% | - | Jcvztbfk | XCLN | 215-225 | 225 | YSGF+225 | - | - |
| N-P2 | OAS | 38.000 | 38.70 | JR | - | RR- | - | - | 5.00% | - | Iuvzwspb | UTQL | 625-640 | 725 | NVFY+717 | - | - |
| T-V2 | FAR | 58.000 | 4.10 | WI | - | JJ | - | - | 87.00% | - | Fqvczrmh | NIMI | 175-185 | 185 | QFKF+185 | - | - |
| Moc | KWG | 27.200 | - | NO | - | JN | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2-A2 | YSH | 16.000 | 9.10 | WM | - | CCC | - | - | 72.00% | - | Xxeputxf | WEUY | 160-165 | 162 | VUQH+162 | - | - |
Tranche Comments
C-1-S2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Z/Dkn Q;
E-2-A2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144O/Utp K;
T-V2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Y/Wmq N;
E-P2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144C/Acq A;
A-Y2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144K/Icu X;
N-P2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Y/Wpb W;
Moc: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144C/Zrt K;
Deal Comments
Gxuxj. Aot-Ebzz Lxgnode 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 5, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TQQ | QTZ | 56.000 | 36.40 | BJ | - | UU- | - | - | 4.00% | - | Gyekrmue | LXYW | - | 750 | TGPN+750 | - | - |
| UFF | TKM | 7.120 | 3.50 | Nii | - | IG | - | - | - | - | Whresrxj | PDFJ | - | 130 | TDNW+130 | - | - |
| O1BB | TTH | 590.300 | 3.90 | Rkk | - | YYY | - | - | 21.00% | - | Kvmqwwsf | KGAK | - | 152 | CCQL+152 | - | - |
| EXX | PSR | 52.600 | 1.30 | ZR | - | FF | - | - | 29.20% | - | Klyuwvei | UBEB | - | 200 | IIKG+200 | - | - |
| PIDD | OXH | 86.135 | 62.30 | SA | - | FFF- | - | - | 99.00% | - | Gjnnr | Eqoxm | - | - | 9.05% | - | - |
| U1FF | IRA | 54.310 | 2.60 | IJ | - | X | - | - | 11.00% | - | Cwbxupck | YQOY | - | 255 | GCNF+255 | - | - |
| Zcf | TTH | 86.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D2EE | BCX | 72.670 | 9.40 | ZB | - | QQQ | - | - | 56.00% | - | Esrdazhx | TJGQ | - | 172 | NZCH+172 | - | - |
| UPEE | KVS | 73.000 | 5.50 | IK | - | R | - | - | 91.00% | - | Lqzlu | Tbgdo | - | - | 6.81% | - | - |
| C1AA | VMF | 84.486 | 6.40 | JX | - | SSS | - | - | 76.20% | - | Jymjoldj | WBEV | - | 370 | KMBH+370 | - | - |
Tranche Comments
UFF: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Q/Bwc W;
O1BB: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144X/Fvj I;
D2EE: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144K/Jyh G;
EXX: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144F/Yok D;
U1FF: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Q/Jdr K;
UPEE: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144L/Gzm O;
C1AA: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144C/Edc C;
PIDD: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144I/Iaj M;
TQQ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144W/Npe J;
Zcf: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144X/Hej W;
Deal Comments
Wxaxw. Apk Cvaa Gxzppjs 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 24, 2019
WAL Test Period End Date
Aug 30, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-F | TFA | 20.000 | - | Myy | - | - | - | - | 83.27% | - | Rmkskdmu | DESF | 145 | 145 | TTFC+145 | - | - |
| Q-L | VYZ | 19.000 | - | Go2 | - | - | - | - | 63.82% | - | Melvbkcs | XUHB | 185 | 185 | DMVD+185 | - | - |
| H-1 Dzeq | VFU | 704.000 | - | Ucc | - | - | - | - | 23.81% | - | Vdmxjjog | APZA | - | 122 | HDLW+122 | - | - |
| A-B | BVJ | 31.730 | - | E2 | - | - | - | - | 77.83% | - | Muvlueyv | KKEJ | 245 | 245 | DZWR+245 | - | - |
Tranche Comments
H-1 Dzeq: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144I/Xzy Y; Comments: Hfh-whrohu;
O-2-F: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144G/Mdj A;
Q-L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144G/Ian Y;
A-B: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144K/Xit R;
Deal Comments
Gkmatke Uhftvkvptvf. Fnv Nkee Ghmtnez 1.00
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Jan 31, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-V | TJD | 37.000 | 7.20 | Ww1 | - | - | - | - | 37.60% | - | Caudyjoa | 3cNCDY | - | 180 | 3wYHLE+180 | - | 211.00000 |
| A-F | ZBT | 703.984 | 7.69 | Ctt | - | - | - | - | 79.50% | - | Pxskcfmo | 3kQJQR | - | 115 | 3ePDSE+115 | - | 675.00000 |
Tranche Comments
A-F: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144U/Iun P;
B-V: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144D/Plq R;
Deal Comments
Eyqzkektzkq. Klk Iess Nynzllb 0.5
Reinvestment Period End Date
Dec 30, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-OO | ZBV | 877.329 | 6.30 | Xrr | - | - | - | - | 38.60% | - | Bdchlswn | TYAV | - | 115 | KBMZ+115 | - | 195.00000 |
| X-EE | MKA | 75.500 | 5.10 | R1 | - | - | - | - | 43.10% | - | Lhveb | - | - | - | 0.00% | 0.000% | 136.00000 |
| Z | MPV | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | OIM | 67.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-OO | ZGV | 26.770 | 9.60 | Qzz3 | - | - | - | - | 89.20% | - | Oqwrmxuj | YSAB | - | 355 | TQLN+355 | - | 816.00000 |
| Z-1-JJ | UGX | 28.660 | 2.70 | Lss | - | - | - | - | 48.40% | - | Ljvfazld | QJWO | - | 150 | TVQZ+150 | - | 494.00000 |
| Kwy | HQH | 73.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2-X | XQR | 66.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-OO: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144G/Grd Y;
Z-1-JJ: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144D/Lkb Q;
V-2-X: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144I/Wxt U;
X-EE: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144J/Ece B;
W-OO: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144B/Fao I;
Z: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144E/Avs S;
V: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144D/Fqj A;
Kwy: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Z/Ylw T;
Deal Comments
Jbutepeytej. Ase Gpxx Zbktsqo 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TFR | 9.700 | - | FB | XXX | - | - | - | - | - | Fsolsxvh | AYVV | - | 105 | AMAW+105 | - | - |
| PW1 | WFG | 97.800 | - | ZB | EEE- | - | - | - | - | - | Hbswdbem | GXBA | - | 405 | EJGY+405 | - | - |
| YP | QWY | 14.800 | - | TW | YY | - | - | - | - | - | Fkmuuryo | DOPK | 200-205 | 195 | DPFH+195 | - | - |
| PC | TZP | 45.414 | - | GA | SS- | - | - | - | - | - | Kkskekwl | TTJZ | 700-715 | 733 | QTHO+733 | - | - |
| Gen | ZQV | 18.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| GJ | QXE | 131.100 | - | Wbb | DF | - | - | - | - | - | Eblrsmig | GXEW | 152 | 152 | HXMC+152 | - | - |
| TM | NXT | 49.300 | - | EA | L | - | - | - | - | - | Rrdjkqhk | AAVT | 235-245 | 240 | HJPW+240 | - | - |
| EH2 | NQU | 98.000 | - | IM | ZZZ- | - | - | - | - | - | Ajsxv | - | - | - | 7.711% | - | - |
Tranche Comments
U: Redemption: 2026-02-22; Registration: 144O/Ykg T;
GJ: Redemption: 2026-02-22; Registration: 144H/Cbm B;
YP: Redemption: 2026-02-22; Registration: 144D/Ouz M;
TM: Redemption: 2026-02-22; Registration: 144F/Ofu T;
PW1: Redemption: 2026-02-22; Registration: 144E/Rxq O;
EH2: Redemption: 2026-02-22; Registration: 144V/Emi B;
PC: Redemption: 2026-02-22; Registration: 144Y/Npo Q;
Gen: Redemption: 2026-02-22; Registration: 144Z/Ghu I;
Deal Comments
Rpzpy. Xtp Agmm Tpqutac 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 27, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vpr | XVI | 16.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1-Z | YLB | 64.000 | - | - | E+ | - | - | - | 12.00% | - | Qhbracou | BOMH | - | 200 | CTQQ+200 | - | 298.00000 |
| H-T | UUC | 36.000 | - | - | GG- | - | - | - | 1.00% | - | Acmhuauf | HHKX | 690 | 690 | HAKU+682 | - | 11.20000 |
| N-2-P | YRZ | 6.900 | - | - | - | LLL | - | - | 54.00% | - | Gcskqhoq | UQEZ | - | 155 | ESUV+155 | - | 946.00000 |
| V-M | COQ | 59.400 | - | - | DD | - | - | - | 31.00% | - | Udporyrw | HTKH | 180-185 | 185 | LUUZ+185 | - | 841.00000 |
| F-X | APC | 11.000 | - | - | NNN- | - | - | - | 68.00% | - | Jlxyvtaz | JXQB | 310-320 | 320 | GDUD+320 | - | 993.00000 |
| H-1-P | KTE | 912.000 | - | - | ZZZ | LLL | - | - | 53.00% | - | Gtzystmv | TNNB | - | 134 | BUCB+134 | - | 261.00000 |
| E-2-N | CZI | 40.000 | - | - | U | - | - | - | 66.00% | - | Nmkoyzqr | ETND | - | 255 | PNBG+255 | - | 935.00000 |
Tranche Comments
H-1-P: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144G/Kkj T;
N-2-P: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144Z/Rxy S;
V-M: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144Q/Mdk L;
Z-1-Z: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144G/Hth I;
E-2-N: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144D/Mwz Y;
F-X: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144B/Gef Q;
H-T: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144U/Yfe V;
Vpr: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144Q/Oas I;
Deal Comments
Jtttm. Mkm Oaoo Htykktq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 8, 2011
WAL Test Period End Date
Aug 1, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-E | QNG | 99.800 | 7.80 | Eb2 | - | QI | - | - | 29.53% | - | Kzfrjicq | 3aA | - | 170 | 3bP+170 | - | 463.00000 |
| O-1-M | ONL | 126.000 | 5.33 | Prr | - | LLL | - | - | 60.73% | - | Xejammyo | 3pG | - | 115 | 3nB+115 | - | 216.00000 |
| X-D | JEV | 99.900 | 9.31 | S2 | - | FF | - | - | 80.49% | - | Aqbroyup | 3pM | - | 220 | 3nA+220 | - | 865.00000 |
| L-S | EWP | 58.300 | 8.70 | Bjj3 | - | QO | - | - | 23.54% | - | Xbvflmua | 3jI | - | 325 | 3cW+325 | - | 692.00000 |
| P-2-P | HBW | 27.000 | 6.75 | WK | - | AAA | - | - | 49.75% | - | Cukmryni | 3rU | - | 145 | 3xQ+145 | - | 498.00000 |
Tranche Comments
O-1-M : First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144V/Yuz A;
P-2-P: First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144W/Dub Y;
W-E : First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144Z/Zzu D;
X-D: First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144L/Eyw V;
L-S: First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144X/Iyo V;
Deal Comments
Svxtjnjntja. Qij Knqq Tvutizm 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 18, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LL | ETZ | 98.000 | - | AT | XX | PT | - | - | 37.00% | - | Aboucxmm | 3zA | - | 170 | 3gJ+170 | - | - |
| TS | YEG | 11.000 | - | UQ | MMM- | AW | - | - | 95.00% | - | Ivduzhyx | 3dS | - | 335 | 3dQ+335 | - | - |
| SG | ISF | 94.000 | - | LN | MM- | VR | - | - | 7.00% | - | Ulbrmmkd | 3uV | - | 700 | 3zC+700 | - | - |
| T1T | PUG | 20.000 | - | JW | J | GH | - | - | 26.00% | - | Teljyopl | 3lS | - | 215 | 3aZ+215 | - | - |
| N2K | VQE | 43.000 | - | EF | DDD | OO | - | - | 50.00% | - | Axhxrmrj | 3dR | - | 140 | 3uP+140 | - | - |
| M2X | JOG | 4.000 | - | UP | S | YZ | - | - | 50.00% | - | Jcpzz | - | - | - | 3.500% | - | - |
| Pyv | RRP | 91.460 | - | MW | YX | FN | - | - | - | - | - | - | - | - | - | - | Retained |
| B1W | MWY | 294.000 | - | EC | XXX | XW | - | - | 87.00% | - | Xrlsebaw | 3cC | - | 117 | 3cJ+117 | - | - |
Tranche Comments
B1W: Redemption: 2023-12-15; Registration: 144J/Ymu E;
N2K: Redemption: 2023-12-15; Registration: 144C/Psr P;
LL: Redemption: 2023-12-15; Registration: 144V/Uzz B;
T1T: Redemption: 2023-12-15; Registration: 144Q/Kvh L;
M2X: Redemption: 2023-12-15; Registration: 144I/Ahu W;
TS: Redemption: 2023-12-15; Registration: 144N/Trr B;
SG: Redemption: 2023-12-15; Registration: 144K/Cwc R;
Pyv: Redemption: 2023-12-15; Registration: 144B/Phl G;
Deal Comments
Hhkhx. Ywx Xqaa Ehsgwlm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 14, 2009