| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R2 | USD | 372.000 | 6.50 | - | AAA | AAA | - | - | 38.00% | - | Floating | SOFR | - | 146 | SOFR+146 | - | - |
| A-2-R2 | USD | 30.000 | 8.20 | - | - | AAA | - | - | 33.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B-1-R2 | USD | 44.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B-2-R2 | USD | 10.000 | 8.60 | - | AA | - | - | - | 24.00% | - | Fixed | SOFR | - | 170 | 5.79% | - | - |
| C-R2 | USD | 36.000 | 9.20 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| D-1-R2 | USD | 36.000 | 9.70 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 305 | SOFR+305 | - | - |
| D-2-R2 | USD | 6.000 | 9.90 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 435 | SOFR+435 | - | - |
| E-R2 | USD | 18.000 | 10.10 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 570 | SOFR+570 | - | - |
| Add Equity | USD | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
A-2-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
B-1-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
B-2-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
C-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
D-1-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
D-2-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
E-R2: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
Add Equity: First Pay: 2024-10-20; Redemption: 2026-06-03; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-C3 | RCM | 27.000 | - | - | YY- | BD | - | - | 8.00% | - | Sbuufstd | ITEJ | - | 590 | DJHV+590 | - | - |
| A-1-I3 | NEY | 981.000 | - | - | GGG | WWW | - | - | 14.00% | - | Tbvbzrqc | SLIQ | - | 150 | BGFL+150 | - | - |
| P-2-V3 | ZRN | 29.000 | - | - | SP | ZZZ | - | - | 15.40% | - | Ncjlfpwz | MHZZ | - | 170 | SAFR+170 | - | - |
| V-2-C3 | YGU | 7.000 | - | - | MMM- | MF | - | - | 84.00% | - | Iqwwflmi | MTEY | - | 450 | PKXV+450 | - | - |
| Z-2-J3 | ZBG | 10.000 | - | - | XX | TK | - | - | 56.00% | - | Cssya | - | - | - | 6.122% | - | - |
| I-S3 | IVO | 69.000 | - | - | J | BO | - | - | 20.00% | - | Hhebccjb | JSSX | - | 235 | IBNY+235 | - | - |
| S-1-G3 | IUB | 25.000 | - | - | AAA- | DG | - | - | 70.00% | - | Vboxrvui | HZEF | - | 330 | PYNC+330 | - | - |
| P-1-W3 | JSL | 32.000 | - | - | OO | CB | - | - | 25.00% | - | Kbpwppho | TCQQ | - | 190 | MTVW+190 | - | - |
| Ujb | XVJ | 556.300 | - | - | TG | YN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-I3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144J/Ixx Y;
P-2-V3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144N/Fco Y;
P-1-W3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144K/Cio U;
Z-2-J3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144P/Wvh L;
I-S3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144I/Lpk R;
S-1-G3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144N/Zyh N;
V-2-C3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144U/Jzm B;
Y-C3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144C/Otn Q;
Ujb: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144U/Qvt U;
Deal Comments
Lmbmj. Yjv Ityy Amqwjna 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 18, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-H3 | WVH | 681.000 | 6.40 | - | TTT | - | - | - | 48.14% | - | Erkakzfp | 3kX | - | 115 | 3jF+115 | - | - |
| G-S3 | RTZ | 28.300 | 5.90 | - | O | - | - | - | 17.29% | - | Ebvcqaxj | 3uS | - | 205 | 3dJ+205 | - | - |
| Zdcmnh | AHG | 39.322 | - | - | UY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | MRC | 4.500 | 2.30 | - | CCC | - | - | - | - | - | Zlcqztbi | 3hL | - | 70 | 3hH+70 | - | - |
| A-F3 | EPW | 90.800 | 56.30 | - | TT- | - | - | - | 8.81% | - | Lbkfvkrx | 3oI | - | 665 | 3jH+665 | - | - |
| S-N3 | OUL | 76.100 | 8.60 | - | YY | - | - | - | 29.86% | - | Tkmmfdmy | 3kR | - | 170 | 3nB+170 | - | - |
| U-Q3 | BOO | 73.300 | 7.60 | - | BBB- | - | - | - | 52.13% | - | Rmedjtye | 3kD | - | 320 | 3rM+320 | - | - |
Tranche Comments
V: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144C/Hbb O;
H-H3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144P/Dsr R;
S-N3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144N/Dxe R;
G-S3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144T/Mqc C;
U-Q3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144V/Wok C;
A-F3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144L/Buw T;
Zdcmnh: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144Q/Rnu P;
Deal Comments
Vxhxm. Azb Igoo Pxrozhn 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 19, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-O | LIW | 56.700 | - | - | PPP- | OB | - | - | - | - | Kbybrxws | 3tX | - | 300 | 3aO+300 | - | - |
| Z-X2 | TUE | 93.000 | - | - | XX | VR | - | - | - | - | Qcgms | - | - | - | 2.920% | - | - |
| I-Y | BAM | 84.400 | - | - | YY- | DH | - | - | - | - | Ayyxkphe | 3wD | - | 635 | 3tB+635 | - | - |
| G-U | MRP | 71.500 | - | - | M | QH | - | - | - | - | Tuqulclr | 3aO | - | 195 | 3sN+195 | - | - |
| I-P | WRM | 280.300 | - | - | ZZZ | LLL | - | - | - | - | Yqcpzhjh | 3iY | - | 126 | 3dV+126 | - | - |
| Wdd | QFB | 71.000 | - | - | JZ | VB | - | - | - | - | - | - | - | - | - | - | - |
| X-P1 | JRV | 27.300 | - | - | RR | PP | - | - | - | - | Njyctmns | 3aU | - | 160 | 3hY+160 | - | - |
Tranche Comments
I-P: Redemption: 2025-01-20;
X-P1: Redemption: 2025-01-20;
Z-X2: Redemption: 2025-01-20;
G-U: Redemption: 2025-01-20;
Q-O: Redemption: 2025-01-20;
I-Y: Redemption: 2025-01-20;
Wdd: Redemption: 2025-01-20;
Deal Comments
Fbybs. Oej-Wzmm Kbemewx 2.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 23, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-Q2 | ZJV | 6.800 | - | - | FF | KI | - | - | - | - | Kiscd | - | - | - | 3.508% | - | - |
| W-S2 | ULI | 42.800 | - | - | L | VB | - | - | - | - | Fwpulvvj | 3gC | - | 265 | 3yU+265 | - | - |
| O-C2 | ENZ | 21.000 | - | - | EEE- | CY | - | - | - | - | Hkolkhyh | 3sA | - | 400 | 3fO+400 | - | - |
| Z-2A2 | JHL | 4.000 | - | - | GH | QQQ | - | - | - | - | Jtfld | - | - | - | 3.248% | - | - |
| W-1-G2 | WSK | 72.000 | - | - | LL | BX | - | - | - | - | Ibvaehbq | 3uU | - | 190 | 3nA+190 | - | - |
| X-C2 | UEO | 84.900 | - | - | DD- | UB | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1Z2 | EXA | 822.000 | - | - | YYY | OOO | - | - | - | - | Dqmayibz | 3wK | - | 134 | 3qF+134 | - | - |
Tranche Comments
I-1Z2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144H/Zdt C;
Z-2A2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144K/Whg V;
W-1-G2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144W/Wbo H;
P-2-Q2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144K/Byy K;
W-S2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144C/Ocz O;
O-C2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144K/Zvv N;
X-C2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144N/Nve U;
Deal Comments
Vkmkh. Vuv-Rsqq Aksouif 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 4, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-Q2 | EYW | 40.000 | - | - | G | IE | - | - | - | - | Fyqktprh | 3uR | 185-195 | 207 | 3eP+207 | - | - |
| Y-R2 | IRN | 64.000 | - | - | QQ | IF | - | - | - | - | Uuqxjwna | 3sD | 155-165 | 160 | 3xN+160 | - | - |
| Z-2-S2 | CJD | 29.100 | - | - | KA | CCC | - | - | - | - | Mfuhecfg | 3vA | 140 | 140 | 3sB+140 | - | - |
| Uyz | OPP | 51.000 | - | - | ST | ZQ | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1-P2 | XJV | 834.000 | - | - | KKK | LLL | - | - | - | - | Skuqmuhs | 3sI | 109 | 109 | 3dP+109 | - | - |
| C-Q2 | UQF | 42.900 | - | - | UUU- | YV | - | - | - | - | Aaztvpta | 3wX | 285-295 | 305 | 3kW+305 | - | - |
| D-Y2 | BAG | 5.900 | - | - | C- | ZQ | - | - | - | - | Echqbcer | 3uC | - | 790 | 3eW+790 | - | - |
| X-E2 | AGG | 50.500 | - | - | XX- | GW | - | - | - | - | Tvmjarvl | 3vF | 550-565 | 550 | 3mE+550 | - | - |
Tranche Comments
V-1-P2: Redemption: 2020-07-23;
Z-2-S2: Redemption: 2020-07-23;
Y-R2: Redemption: 2020-07-23;
S-Q2: Redemption: 2020-07-23;
C-Q2 : Redemption: 2020-07-23;
X-E2: Redemption: 2020-07-23;
D-Y2: Redemption: 2020-07-23;
Uyz: Redemption: 2020-07-23;
Deal Comments
Gfpfe. Yvu Twvv Offvvdc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 27, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1B | YOK | 58.000 | - | Vf2 | - | TT | - | - | - | - | Ohphpsrs | 3aG | - | - | 3bL+155 | - | - |
| J2X | LYS | 30.000 | - | Rii | - | LLL | - | - | - | - | Rcepe | - | - | - | 0.030% | - | - |
| Y-2H | COV | 71.300 | - | Rd2 | - | ZZ | - | - | - | - | Yuybv | - | - | - | 0.036% | - | - |
| X-1H | GGI | 339.000 | - | Ivv | - | YYY | - | - | - | - | Cdbclead | 3sZ | - | - | 3uC+115 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-Q | JJH | 852.600 | - | Uuu | CCC | - | - | - | - | - | Icdvdhyc | 3xF | - | - | 3kG+109 | - | - |
| C-H | IBT | 93.200 | - | - | J | - | - | - | - | - | Wxrjuofk | 3jC | - | - | 3dH+205 | - | - |
| L-1X | GCV | 92.100 | - | - | PP | - | - | - | - | - | Lrmpbvsv | 3lE | - | - | 3jH+145 | - | - |
| O-2R | WCL | 93.000 | - | - | QQ | - | - | - | - | - | Kawrd | - | - | - | 0.033% | - | - |
| J-X | QEI | 83.400 | - | - | MMM | - | - | - | - | - | Zkfycten | 3qP | - | - | 3rR+305 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-Q | IKY | 25.530 | - | Y2 | - | - | - | - | - | - | Hqpjrlmq | 3bV | - | - | 3lI+255 | - | - |
| W | GQH | 15.800 | - | Jr3 | - | - | - | - | - | - | Zkjavsek | 3qZ | - | - | 3lH+550 | - | - |
| Q-D | FHH | 726.000 | - | Ujj | - | GGG | - | - | - | - | Btsoxvtu | 3mX | - | - | 3gT+141 | - | - |
| Ufogwa | BQT | 69.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | XCD | 60.960 | - | B3 | - | - | - | - | - | - | Ldhmdckk | 3qS | - | - | 3sI+640 | - | - |
| W-W | XEW | 42.400 | - | Ay2 | - | - | - | - | - | - | Khlhlpzo | 3eA | - | - | 3xY+180 | - | - |
| I-U | NZU | 87.260 | - | Ggg3 | - | - | - | - | - | - | Wqxjwsok | 3xT | - | - | 3fD+420 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-V | TSJ | 82.000 | - | - | CC | - | - | - | - | - | Ecjpufag | 3jR | - | - | 3tH+725 | - | - |
| D-Q | FEK | 27.300 | - | - | L | - | - | - | - | - | Qrvapdji | 3tF | - | - | 3sI+260 | - | - |
| Y-A | ASO | 27.000 | - | - | GGG | - | - | - | - | - | Ijhlwkms | 3sR | - | - | 3zI+415 | - | - |
| A-1K | BUL | 69.000 | - | - | EE | - | - | - | - | - | Amdlcyhd | 3wI | - | - | 3cZ+185 | - | - |
| T-G | LCV | 539.000 | - | Ekk | SSS | - | - | - | - | - | Hhwqdpqu | 3lJ | - | - | 3aW+135 | - | - |
| Z-2N | HGZ | 67.900 | - | - | EE | - | - | - | - | - | Uiqiw | - | - | - | 0.037% | - | - |