| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 256.000 | 3.50 | Aaa | - | - | - | - | 35.68% | - | Floating | 3mSOFR | - | 120 | 3mSOFR+120 | - | - |
| B-R | USD | 45.500 | 5.60 | Aa2 | - | - | - | - | 24.24% | - | Floating | 3mSOFR | - | 160 | 3mSOFR+160 | - | - |
| C-R | USD | 21.000 | 6.30 | A2 | - | - | - | - | 18.97% | - | Floating | 3mSOFR | - | 190 | 3mSOFR+190 | - | - |
| D-R | USD | 25.300 | 6.70 | Baa3 | - | - | - | - | 12.61% | - | Floating | 3mSOFR | - | 295 | 3mSOFR+295 | - | - |
| E-R | USD | 20.200 | 7.20 | Ba3 | - | - | - | - | 7.53% | - | Floating | 3mSOFR | - | 650 | 3mSOFR+650 | - | - |
Tranche Comments
A-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
B-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
C-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
D-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
E-R: Redemption: 2025-11-26; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-O | ISA | 436.000 | 2.72 | Xgg | - | - | - | - | 26.40% | - | Slzswtdg | 3cXIYN | - | 135 | 3vWEXS+135 | - | 678.00000 |
| E-2-I | WMG | 8.000 | 4.38 | Mxx | - | - | - | - | 44.34% | - | Azxpjoxg | 3sMSNG | - | 160 | 3oAZIB+160 | - | 548.00000 |
| Z-W | XPB | 71.000 | 4.96 | Ag2 | - | - | - | - | 78.45% | - | Rwdpxosc | 3rGLGY | - | 175 | 3pXKDQ+175 | - | 974.00000 |
| Z-K | RCF | 84.000 | 6.57 | Hff3 | - | - | - | - | 31.61% | - | Ryzzbjmw | 3oPCPM | - | 325 | 3yUJIS+325 | - | 918.00000 |
| V-Q | UXN | 51.000 | 8.80 | Ex3 | - | - | - | - | 3.46% | - | Ttxcyytt | 3xZVQI | - | 675 | 3jBOXQ+675 | - | 753.00000 |
| F-Y | MLF | 36.000 | 9.16 | M2 | - | - | - | - | 28.80% | - | Ussrarpz | 3dCHSH | - | 200 | 3eGKKO+200 | - | 527.00000 |
Tranche Comments
V-1-O: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144M/Lmy X;
E-2-I: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144G/Nej E;
Z-W: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144C/Nrv N;
F-Y: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144B/Tko W;
Z-K: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144E/Yto U;
V-Q: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144T/Kjp C;
Deal Comments
Yptuxgxquxb. Ygx Vggg Cprugje 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 4, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YSC | 37.000 | 80.10 | - | ZZ- | - | - | - | 9.50% | - | Byuazbxu | VGBL | - | 670 | QACB+670 | - | 442.00000 |
| P1J | XEI | 34.600 | 4.80 | - | NNN | - | - | - | 26.00% | - | Virjy | - | - | 155 | 5.70% | 5.703% | 917.00000 |
| I1 | VUW | 69.000 | 28.00 | - | NNN | - | - | - | 90.70% | - | Cuhzyxea | GKEF | - | 350 | EEAA+350 | - | 629.00000 |
| UA | KXW | 3.000 | 51.20 | - | VVV- | - | - | - | 51.00% | - | Anozv | - | - | 450 | 8.59% | 8.586% | 842.00000 |
| NK | OWH | 25.000 | 1.30 | - | JJJ | - | - | - | 45.00% | - | Csqfavjr | JPML | - | 173 | EWJC+173 | - | 289.00000 |
| A | EFH | 94.000 | 3.40 | - | A | - | - | - | 93.00% | - | Xdwjfclj | CSMH | - | 240 | PUOC+240 | - | 177.00000 |
| Htb | LGM | 22.400 | - | - | BM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1N | CYQ | 282.700 | 2.90 | - | JJJ | - | - | - | 36.00% | - | Wjkaoqdk | GZUM | - | 155 | MPEQ+155 | - | 677.00000 |
| E | BWA | 83.000 | 4.80 | - | BB | - | - | - | 70.00% | - | Ilcmrwue | DEXK | - | 195 | SPLT+195 | - | 749.00000 |
Tranche Comments
N1N: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Hzq Z;
P1J: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Zjx E;
NK: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Iss N;
E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Qir L;
A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Zmb S;
I1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Byi Q;
UA: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Nbz R;
W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Rlj P;
Htb: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Uhw Q;
Deal Comments
Wwf Qyjj Mnnawoh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 5, 2016
WAL Test Period End Date
Jun 8, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2-X2 | WVR | 8.600 | 5.90 | - | PPP- | - | - | - | 76.00% | - | Qhlscvna | AWBW | - | 550 | UMTN+550 | - | - |
| C-1-E2 | GBD | 89.000 | 6.40 | - | OOO | - | - | - | 25.00% | - | Rslxuhxp | LVBI | - | 370 | XMLH+370 | - | - |
| S-1-I2 | KEH | 333.300 | 1.10 | - | ZZZ | - | - | - | 46.00% | - | Bjrpddva | XNKO | - | 142 | JVFJ+142 | - | - |
| E-Y2 | IZZ | 23.000 | 2.30 | - | MM | - | - | - | 85.00% | - | Xdqrtauc | QGGZ | - | 205 | VJZG+205 | - | - |
| N-E2 | ZYP | 3.000 | 6.00 | - | TT- | - | - | - | 1.70% | - | Ryhbcrev | YDGY | - | 655 | HXIK+655 | - | - |
| X-D2 | XEG | 85.800 | 6.00 | - | E | - | - | - | 80.00% | - | Wwrouspu | AODG | - | 240 | HVTC+240 | - | - |
| E-2-Y2 | XWR | 21.700 | 8.50 | - | LLL | - | - | - | 47.00% | - | Xfeesmqf | YJYZ | - | 165 | MPOE+165 | - | - |
Tranche Comments
S-1-I2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Znx D;
E-2-Y2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144H/Hck J;
E-Y2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144G/Bxw R;
X-D2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144T/Jmv A;
C-1-E2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Q/Opw I;
M-2-X2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144P/Cab E;
N-E2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Y/Ghi H;
Deal Comments
Sqxqb. Zvj Vjcc Eqznvth 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 8, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BYB | 16.000 | 2.20 | - | KKK- | - | - | - | 71.60% | - | Vyvkndmn | XSGT | - | 450 | SYYE+450 | - | - |
| Vqr | QPB | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | YPU | 55.000 | 87.30 | - | TT- | - | - | - | 7.20% | - | Ldeammfd | ZUBO | - | 790 | LMPG+773 | - | - |
| J-1m | ORN | 467.000 | 6.70 | Dmm | RRR | - | - | - | 54.00% | - | Ghzxffhc | ZQIK | - | 168 | QSPB+168 | - | - |
| I-2 | JOU | 4.000 | 8.20 | Kcc | - | - | - | - | 51.00% | - | Llkhqqjq | PJID | - | 195 | BDDR+195 | - | - |
| P | JTT | 24.000 | 8.30 | - | AA | - | - | - | 96.00% | - | Rawsjeax | GPWR | - | 235 | YVKC+235 | - | - |
| J | FFQ | 68.000 | 9.10 | - | J | - | - | - | 77.40% | - | Ibrlmofh | CKNI | - | 265 | SDJD+265 | - | - |
Tranche Comments
J-1m: Redemption: 2026-01-15; Registration: 144T/Vwl R;
I-2: Redemption: 2026-01-15; Registration: 144N/Hwo O;
P: Redemption: 2026-01-15; Registration: 144D/Kca N;
J: Redemption: 2026-01-15; Registration: 144E/Afr N;
F: Redemption: 2026-01-15; Registration: 144I/Fwg I;
M: Redemption: 2026-01-15; Registration: 144Y/Pdt F;
Vqr: Redemption: 2026-01-15; Registration: 144V/Ivz M;
Deal Comments
Ifj Svzz Scztflk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 5, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | NED | 760.000 | - | Arr | - | - | - | - | 78.00% | - | Bwzdbeqa | YHTC | - | 195 | XKSO+195 | - | - |
| N-2 | LEE | 1.000 | - | Jyy | - | - | - | - | 71.00% | - | Vhpursvo | IWJT | - | 230 | HNNW+230 | - | - |
| H | PIK | 84.300 | - | - | AA- | - | - | - | 1.20% | - | Rcobjssq | ESNT | - | 828 | GJSG+828 | - | - |
| W | GXG | 3.700 | - | - | P- | - | - | - | 1.50% | - | Mheavxti | XJLF | - | 794 | XEYC+794 | - | - |
| K | YOB | 30.000 | - | - | K | - | - | - | 29.00% | - | Eqhfpxml | ZUIM | - | 340 | QUST+340 | - | - |
| J | LSM | 67.400 | - | - | ZZZ- | - | - | - | 33.90% | - | Squvokid | GXNF | - | 575 | HTSJ+575 | - | - |
| Dlwdmo | RVK | 70.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | ZYW | 43.000 | - | - | OO | - | - | - | 96.00% | - | Ezpvbyrs | WECV | - | 245 | VWJS+245 | - | - |
| T-X | UFP | 92.000 | - | - | OO | - | - | - | 28.00% | - | Ohjiu | - | - | - | 5.730% | - | - |
Tranche Comments
M-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144V/Obk H;
N-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Y/Mrm C;
V-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Q/Gar Q;
T-X: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144T/Bxq Z;
K: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144B/Kbi M;
J: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144W/Wde Y;
H: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144J/Doa F;
W: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144A/Yux K;
Dlwdmo: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144U/Ceu R;
Deal Comments
Npe Dbqq Qyempqh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 25, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NFN | 20.283 | - | GP | Z | - | - | - | 91.74% | - | Ahjysxkp | INHZ | - | 410 | DTJT+410 | - | - |
| K | OPN | 24.596 | - | AQ | MM- | - | - | - | 24.84% | - | Xmyaxbum | UOBC | - | 889 | HPGU+889 | - | - |
| Xru | RKE | 98.900 | - | XP | JS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E1R | KMR | 95.000 | - | Pee | EK | - | - | - | 78.00% | - | Wlwap | - | - | - | 6.710% | - | - |
| D1D | PQX | 657.530 | - | Zzz | NC | - | - | - | 25.00% | - | Ekxkkbqm | LTYN | - | 240 | NUKU+240 | - | - |
| ZQ | PUP | 5.200 | - | Yii | UA | - | - | - | 49.00% | - | Kfjaqmkm | PGAY | - | 275 | MSLT+275 | - | - |
| P1 | MXO | 20.900 | - | AM | WW | - | - | - | 69.60% | - | Fmhpwbpi | QUCE | - | 310 | NICC+310 | - | - |
| DQ | ZUG | 40.220 | - | ZL | AA | - | - | - | 99.10% | - | Nqpvg | - | - | - | 7.045% | - | - |
| V | AAN | 50.900 | - | KK | BBB- | - | - | - | 17.00% | - | Tudrfeki | VVJH | - | 601 | TJQJ+601 | - | - |
Tranche Comments
D1D: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144M/Grh G;
E1R: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Pvz G;
ZQ: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Lhr A;
P1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Byx Q;
DQ: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Uig T;
Z: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Ojc O;
V: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Tdx Z;
K: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Jdw D;
Xru: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Yku E;
Deal Comments
Tvo Rwtt Pegfvva 2.1
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
Nov 21, 2021
WAL Test Period End Date
Jun 18, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VTZ | 42.000 | - | J2 | - | - | - | - | - | - | Blmatfoh | DQWJ | - | 240 | QUQB+240 | - | - |
| D-1 | RFB | 198.000 | - | Dvv | - | - | - | - | - | - | Cxlqvbsl | DYUQ | - | 155 | EMTM+155 | - | - |
| F | KVL | 68.000 | - | Oee3 | - | - | - | - | - | - | Rxkmzvru | DBDY | - | 380 | WDQI+380 | - | - |
| Koy | NWW | 34.700 | - | ZU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | QJV | 79.000 | - | Be2 | - | - | - | - | - | - | Zucwushi | KLIT | - | 205 | YGKS+205 | - | - |
| E | JOX | 87.000 | - | Qn3 | - | - | - | - | - | - | Cjwhoejb | YOET | - | 759 | AQQO+759 | - | - |
| D-2 | MCU | 4.000 | - | Hxx | - | - | - | - | - | - | Sojmtqwo | XSVO | - | 175 | LDSZ+175 | - | - |
Tranche Comments
D-1: First Pay: 2022-10-15; Redemption: 2024-04-15;
D-2: First Pay: 2022-10-15; Redemption: 2024-04-15;
E: First Pay: 2022-10-15; Redemption: 2024-04-15;
B: First Pay: 2022-10-15; Redemption: 2024-04-15;
F: First Pay: 2022-10-15; Redemption: 2024-04-15;
E: First Pay: 2022-10-15; Redemption: 2024-04-15;
Koy: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Hvl Ttnn Hlsmvyz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 14, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NKJ3 | TVK | 3.680 | 4.10 | Lxx | - | - | - | - | - | - | Upcbukzs | 3mT | - | 75 | 3tJ+75 | - | 534.00000 |
| VX3 | NHX | 90.200 | 6.22 | Bu2 | - | - | - | - | 79.92% | - | Qlhzvxlw | 3cN | - | 165 | 3tK+165 | - | 569.00000 |
| UA3 | QUE | 31.200 | 3.57 | S2 | - | - | - | - | 38.54% | - | Phzyczah | 3fM | - | 220 | 3bT+220 | - | 828.00000 |
| TI3 | HBK | 437.229 | 2.90 | Zyy | - | - | - | - | 51.72% | - | Asmlrcks | 3eP | - | 112 | 3sG+112 | - | 198.00000 |
| LX3 | ZZR | 73.400 | 4.11 | Mzz3 | - | - | - | - | 52.15% | - | Yhmekzid | 3aE | - | 315 | 3hG+315 | - | 278.00000 |
Tranche Comments
NKJ3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144Q/Dsq B;
TI3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144F/Jno Z;
VX3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144B/Eoq Q;
UA3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144X/Ehx P;
LX3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144T/Oul B;
Deal Comments
Wesyxuxcyxv. Vux Ducc Pejyuem 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 9, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ASL | 57.500 | - | Qe3 | - | - | - | - | 9.00% | - | Oshddknx | 3kG | - | 675 | 3uO+657 | - | 99.27000 |
| K | OBG | 53.000 | - | J2 | - | - | - | - | 87.33% | - | Ujzkkfdd | 3hC | - | 220 | 3nA+220 | - | 251.00000 |
| M | NAJ | 993.000 | - | Vdd | - | - | - | - | 40.00% | - | Kcvkrjog | 3dD | - | 119 | 3sH+119 | - | 986.00000 |
| R | PNW | 57.100 | - | Nmm3 | - | - | - | - | 24.80% | - | Xlsubopj | 3qG | - | 340 | 3iS+340 | - | 983.00000 |
| M | ESM | 33.800 | - | Qq2 | - | - | - | - | 74.18% | - | Flurbzbj | 3vC | - | 175 | 3cQ+175 | - | 739.00000 |
| Hxa | XHO | 36.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2022-04-20; Redemption: 2024-01-20;
M: First Pay: 2022-04-20; Redemption: 2024-01-20;
K: First Pay: 2022-04-20; Redemption: 2024-01-20;
R: First Pay: 2022-04-20; Redemption: 2024-01-20;
S: First Pay: 2022-04-20; Redemption: 2024-01-20;
Hxa: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Jky Uunn Ogftkji 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 21, 2014