| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-RL | USD | 97.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-1-R | USD | 127.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2-R | USD | 7.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | - |
| B-R | USD | 35.000 | 8.80 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C-R | USD | 21.000 | 9.40 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| D-1A-R | USD | 9.500 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 325 | SOFR+325 | - | - |
| D-1B-R | USD | 8.000 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Fixed | - | - | 305 | 6.63% | - | - |
| D-2-R | USD | 7.000 | 10.10 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | 435 | 7.93% | - | - |
| E-R | USD | 10.500 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 750 | SOFR+734 | - | - |
| Sub | USD | 34.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-RL: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1Z | PWD | 881.000 | - | - | ZZZ | - | - | - | 86.00% | - | Rxseqhlx | WYCF | - | 155 | SKWK+155 | - | - |
| J-I | OKP | 15.000 | - | - | L | - | - | - | 66.00% | - | Rrvqhfvr | ZCII | 190-195 | 220 | MBQI+220 | - | - |
| W-S | FCH | 51.200 | - | - | AA- | - | - | - | 9.00% | - | Iezvjtlo | SSJK | - | 705 | KYGA+705 | - | - |
| Awq | HOR | 27.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1O | VOJ | 41.100 | - | - | WWW | - | - | - | 49.00% | - | Vdzdqybg | ELMZ | - | 340 | AYGU+340 | - | - |
| L-2T | EGN | 43.000 | - | - | MM | - | - | - | 87.00% | - | Bubmaosn | ANIX | - | 195 | SZQD+195 | - | - |
| F-2L | OLF | 8.000 | - | - | YYY- | - | - | - | 98.00% | - | Bevxlzjx | VQEU | - | 480 | SOQM+480 | - | - |
Tranche Comments
U-1Z: Redemption: 2026-06-21; Registration: 144L/Lzg W;
L-2T: Redemption: 2026-06-21; Registration: 144J/Hfq B;
J-I: Redemption: 2026-06-21; Registration: 144E/Zrf L;
E-1O: Redemption: 2026-06-21; Registration: 144Q/Jkx R;
F-2L: Redemption: 2026-06-21; Registration: 144M/Gzb I;
W-S: Redemption: 2026-06-21; Registration: 144K/Alj E;
Awq: Redemption: 2026-06-21; Registration: 144Q/Pvz J;
Deal Comments
Bzxzz. Ifm-Yess Czkqfia 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 19, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZVZ | 781.000 | 1.80 | Jdd | - | BF | - | - | 30.00% | - | Ozyeismi | YLMW | 160x | 160 | HNJN+160 | - | - |
| V | HZU | 34.000 | 8.20 | AJ | - | UU | - | - | 68.00% | - | Ezkxjrie | AEYM | 250-260 | 215 | QIER+215 | - | - |
| P | GSF | 52.000 | 6.10 | HD | - | P | - | - | 71.00% | - | Jvblshxy | TJNQ | 395-405 | 275 | VPSI+275 | - | - |
| Snmurr | ISJ | 74.210 | - | DT | - | LK | - | - | - | - | - | - | - | - | - | - | Retained |
| O | WAU | 43.320 | 29.90 | TW | - | FF- | - | - | 8.20% | - | Pxwcerhh | EHFZ | - | 715 | SWWO+699 | - | - |
| F Jjil | OIJ | 17.000 | 9.80 | Iaa | - | SH | - | - | 23.00% | - | Guvxmbxd | BJBU | 210-215 | 160 | WTVB+160 | - | - |
| O | JEE | 24.000 | 88.00 | US | - | WWW- | - | - | 95.00% | - | Elfazjrm | KPCH | 690-710 | 425 | TJHP+425 | - | - |
Tranche Comments
Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Gdn F;
F Jjil: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Vkv A;
V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Wsg F;
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Eac R;
O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Aqe S;
O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Alw T;
Snmurr: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Nre L;
Deal Comments
Jkh Kzzz Txsrkcw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 1, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X Qwpj | QNA | 772.000 | 4.40 | Vss | - | - | - | - | 58.00% | - | Dlyawycq | ENMW | - | 230 | SCZP+230 | - | - |
| U | CTY | 97.899 | 2.40 | - | - | LLL | - | - | 70.60% | - | Gzqcqfuu | APLY | 625-650 | 725 | PAKB+660 | - | - |
| Ipd | RHL | 43.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | ZZC | 71.209 | 3.20 | - | - | AA- | - | - | 38.00% | - | Jdvafrzd | HOIT | 975-1000 | 1000 | NATC+804 | - | - |
| F-2 | HQO | 5.154 | 5.70 | Obb | - | - | - | - | 30.28% | - | Pxessalz | WXDH | 280k | 295 | MBLF+295 | - | - |
| N | CJU | 39.400 | 4.20 | W3 | - | - | - | - | 25.70% | - | Gehmpvaz | YXLL | - | 425 | VZEN+406 | - | - |
| V | KHX | 81.000 | 5.70 | Zll | - | - | - | - | 69.00% | - | Sqzjlwfx | QNNR | 230a | 230 | GGBC+230 | - | - |
| R | RHP | 72.728 | 3.00 | - | - | FF | - | - | 49.10% | - | Rvmbhhez | QKLY | 315-325 | 340 | UBSR+340 | - | - |
Tranche Comments
X Qwpj: First Pay: 2023-07-20; Registration: 144F/Mvy Z; Comments: Sni-Sofiib;
V: First Pay: 2023-07-20; Registration: 144D/Wdv V;
F-2: First Pay: 2023-07-20; Registration: 144I/Jan S;
R: First Pay: 2023-07-20; Registration: 144H/Iuk M;
N: First Pay: 2023-07-20; Registration: 144O/Gkl W;
U: First Pay: 2023-07-20; Registration: 144M/Iwq E;
F: First Pay: 2023-07-20; Registration: 144J/Bwi O;
Ipd: First Pay: 2023-07-20; Registration: 144E/Tyf N;
Deal Comments
Xqk Avyy Vgqoqtd 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1W Zkemq | PNA | 479.000 | - | Itt | - | - | - | - | - | - | Dxfhxrov | 3nP | - | 123 | 3bY+123 | - | - |
| F-1F | AQA | 187.000 | - | Jpp | - | - | - | - | - | - | Rudvrdaj | 3hR | - | 123 | 3pG+123 | - | - |
| Ncn | CWB | 98.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | BLZ | 84.880 | - | If2 | - | - | - | - | - | - | Dzlflfmg | 3lT | - | 175 | 3rX+175 | - | - |
| I | ITE | 70.950 | - | R2 | - | - | - | - | - | - | Mfroloxl | 3kI | - | 235 | 3rZ+235 | - | - |
| T | HTD | 24.000 | - | Dxx3 | - | - | - | - | - | - | Iwbvqplr | 3hT | - | 345 | 3bH+345 | - | - |
| P-1W | UIT | 8.000 | - | Laa | - | - | - | - | - | - | Nqrsvzif | 3lM | - | 155 | 3xF+155 | - | - |
| F | BLA | 56.500 | - | Qb3 | - | - | - | - | - | - | Xvlkdloc | 3rC | - | 717 | 3xD+717 | - | - |
Tranche Comments
W-1W Zkemq: Redemption: 2023-07-20;
F-1F: Redemption: 2023-07-20;
P-1W: Redemption: 2023-07-20;
F-2: Redemption: 2023-07-20;
I: Redemption: 2023-07-20;
T: Redemption: 2023-07-20;
F: Redemption: 2023-07-20;
Ncn: Redemption: 2023-07-20;
Deal Comments
Jqp Tkll Zllcqqv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 28, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | YCQ | 175.000 | - | - | CCC | - | - | - | - | - | Plkmxfbb | 3kN | - | 153 | 3eA+153 | - | - |
| X-2 | RCL | 88.000 | - | - | LL | - | - | - | - | - | Qbvxjxxd | 3xF | 190-200 | 205 | 3qU+205 | - | - |
| D | XJV | 24.000 | - | - | LL- | - | - | - | - | - | Bsbowphz | 3kB | 735-750 | 750 | 3vB+750 | - | - |
| D | UXY | 61.800 | - | - | D | - | - | - | - | - | Ncwpvvxg | 3vJ | 250-260 | 270 | 3gA+270 | - | - |
| Q | NQN | 66.000 | - | - | LLL- | - | - | - | - | - | Iwkkhtry | 3zV | 375-390 | 414 | 3mA+414 | - | - |
| Gep | MHQ | 32.800 | - | - | VG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Redemption: 2023-01-28;
X-2: Redemption: 2023-01-28;
D: Redemption: 2023-01-28;
Q: Redemption: 2023-01-28;
D: Redemption: 2023-01-28;
Gep: Redemption: 2023-01-28;
Deal Comments
Iqv Ryuu Ylssqqz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 6, 2014