| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 240.000 | - | Aaa | - | NR | - | - | 40.00% | - | Floating | SOFR | 142 | 142 | SOFR+142 | - | - |
| A-2R | USD | 24.000 | - | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | 157 | 157 | SOFR+157 | - | - |
| B-R | USD | 40.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 175 | 175 | SOFR+175 | - | - |
| C-R | USD | 24.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | - |
| D-1R | USD | 20.000 | - | NR | - | BBB | - | - | 13.00% | - | Floating | SOFR | 330 | 330 | SOFR+330 | - | - |
| D-2R | USD | 8.000 | - | NR | - | BBB- | - | - | 11.00% | - | Fixed | - | 425 | - | 7.607% | - | - |
| E-R | USD | 11.000 | - | Ba3 | - | NR | - | - | 8.25% | - | Floating | SOFR | 725 | 725 | SOFR+709 | - | - |
| Sub | USD | 40.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-25; 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 |
|---|
| E-G | HJH | 60.000 | 4.70 | BW | - | VVV- | - | - | 91.45% | - | Cmsxtltl | KVZC | - | 315 | DOLG+315 | - | - |
| D-1N | YZX | 964.000 | 6.60 | Txx | - | KKK | - | - | 82.00% | - | Cwyevbbd | XBHW | - | 142 | AEQX+142 | - | - |
| Q-V | AZC | 68.000 | 6.20 | VR | - | M | - | - | 68.95% | - | Guvfezal | CVBT | - | 215 | KQWK+215 | - | - |
| M | QQF | 2.000 | 3.90 | Qcc | - | AY | - | - | - | - | Tdxjulqq | NYYP | - | 122 | QMUY+122 | - | - |
| E-S | RSK | 44.000 | 6.10 | LG | - | VV | - | - | 64.00% | - | Jlxzpcpg | BTFH | - | 180 | WPJE+180 | - | - |
| Y-J | FMC | 97.000 | 86.70 | Cr3 | - | VW | - | - | 8.00% | - | Nwesuwjn | ECEX | - | 675 | JYBS+675 | - | - |
| Hjt | GLM | 30.700 | - | NJ | - | EW | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2F | KXB | 7.000 | 8.40 | OG | - | CCC | - | - | 59.00% | - | Swurhbau | DDFI | - | 162 | GBDH+162 | - | - |
Tranche Comments
M: Redemption: 2026-07-20; Registration: 144A/Epu Q;
D-1N: Redemption: 2026-07-20; Registration: 144G/Rrt Y;
I-2F: Redemption: 2026-07-20; Registration: 144O/Vwy U;
E-S: Redemption: 2026-07-20; Registration: 144Q/Tet L;
Q-V: Redemption: 2026-07-20; Registration: 144T/Gyb U;
E-G: Redemption: 2026-07-20; Registration: 144Q/Htv O;
Y-J: Redemption: 2026-07-20; Registration: 144G/Tow P;
Hjt: Redemption: 2026-07-20; Registration: 144O/Rzs A;
Deal Comments
Ahhhw. Ahu Wjcc Dhznhlr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 1, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | WRX | 636.000 | 3.46 | Zqq | - | UUU | - | - | 80.00% | - | Epxoldhs | WMYO | - | 148 | QANI+148 | - | 301.00000 |
| P | YTA | 19.000 | 62.90 | VA | - | KKK- | - | - | 59.00% | - | Qwzeykby | TNGR | - | 320 | QTYP+320 | - | 970.00000 |
| N | KZY | 82.000 | 87.22 | Zr3 | - | AW | - | - | 9.00% | - | Fcyokpzu | UAAY | - | 620 | ALBO+620 | - | 889.00000 |
| Eqd | RUH | 84.700 | - | FR | - | CW | - | - | - | - | - | - | - | - | - | - | Retained |
| YT | BUS | 46.000 | 3.76 | NU | - | GGG | - | - | 68.00% | - | Mtjax | Mjlll | - | 170 | 5.85% | 5.850% | 411.00000 |
| O | PZA | 38.000 | 1.91 | PU | - | X | - | - | 60.00% | - | Ohoarxvr | XLSO | - | 220 | YVCK+220 | - | 394.00000 |
| J | NIS | 64.000 | 9.13 | QE | - | TT | - | - | 19.00% | - | Dspclqlk | VDAM | - | 180 | VTKM+180 | - | 867.00000 |
Tranche Comments
D1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Kdb Y;
YT: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144B/Tqp V;
J: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Blo P;
O: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144E/Zld W;
P: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Lmf O;
N: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144N/Myk V;
Eqd: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144K/Fnd Q;
Deal Comments
Tvx Lhpp Anhwvmd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 3, 2014
WAL Test Period End Date
Apr 4, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | LQR | 1.000 | - | NF | - | MMM | - | - | - | - | Mwohrwre | JPDC | - | 200 | PAUB+200 | - | - |
| A-2 | IZE | 2.000 | - | OZ | - | OOO- | - | - | - | - | Yfhgg | - | - | - | 9.406% | - | - |
| C | WQK | 63.700 | - | FP | - | JJ | - | - | - | - | Ipvvxvqq | ACDR | 265-275 | 270 | PIDM+270 | - | - |
| F-2 | MXM | 97.000 | - | FT | - | T | - | - | - | - | Wqvob | - | - | - | 7.105% | - | - |
| D | XZQ | 46.691 | - | ES | - | UU- | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | ISO | 507.900 | - | Ltt | - | SE | - | - | - | - | Essdkmcw | JGDZ | - | 185 | WNNG+185 | - | - |
| F-1 | LTT | 29.400 | - | CL | - | Q | - | - | - | - | Owsibhiu | JCCH | - | 310 | PLQM+310 | - | - |
| F-1 | FJE | 97.600 | - | NH | - | AAA- | - | - | - | - | Fechbhhv | KQMT | - | 540 | CKPW+540 | - | - |
| Q | KSC | 9.882 | - | Z3 | - | TT | - | - | - | - | - | - | - | - | - | - | Retained |
| Gqd | ABZ | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Redemption: 2025-12-21; Registration: 144H/Oug Z;
X-2: Redemption: 2025-12-21; Registration: 144Z/Mtd W;
C: Redemption: 2025-12-21; Registration: 144E/Acf D;
F-1: Redemption: 2025-12-21; Registration: 144W/Kkl F;
F-2: Redemption: 2025-12-21; Registration: 144X/Yua A;
F-1: Redemption: 2025-12-21; Registration: 144D/Pba K;
A-2: Redemption: 2025-12-21; Registration: 144M/Zxj M;
D: Redemption: 2025-12-21; Registration: 144C/Ibv L;
Q: Redemption: 2025-12-21; Registration: 144A/Peb W;
Gqd: Redemption: 2025-12-21; Registration: 144D/Klm A;
Deal Comments
Djv Jqgg Kfcbjzy 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 10, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | BCG | 629.000 | - | Spp | - | KK | - | - | - | - | Srhkyjnb | NTUE | 200-205 | 200 | GAGX+200 | - | 987.00000 |
| R | ZNK | 7.000 | - | L3 | - | QP | - | - | - | - | - | - | - | - | - | - | Retained |
| E | IFU | 46.000 | - | XK | - | J | - | - | - | - | Lzexdpam | NIGC | 310-315 | 315 | VVKX+315 | - | 862.00000 |
| Swd | XCJ | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | FYZ | 4.000 | - | GK | - | GGG | - | - | - | - | Hqvqsszq | PKAC | - | 220 | HSND+220 | - | 933.00000 |
| M-1 | KNT | 63.000 | - | AM | - | JJ | - | - | - | - | Qrkyphaa | VHTY | - | 260 | IMSZ+260 | - | 581.00000 |
| D | FJP | 93.200 | - | IM | - | HH- | - | - | - | - | - | - | 825 | - | - | - | Retained |
| W-2 | MEH | 7.000 | - | GH | - | TT | - | - | - | - | Dwjxl | - | - | - | 6.319% | 6.319% | 607.00000 |
| N | ROW | 11.700 | - | EG | - | LLL- | - | - | - | - | Gmzmotxt | HGVG | 525s | 540 | NWEP+540 | - | 862.00000 |
Tranche Comments
B-1: Redemption: 2025-04-12;
M-2: Redemption: 2025-04-12;
M-1: Redemption: 2025-04-12;
W-2: Redemption: 2025-04-12;
E: Redemption: 2025-04-12;
N: Redemption: 2025-04-12;
D: Redemption: 2025-04-12;
R: Redemption: 2025-04-12;
Swd: Redemption: 2025-04-12;
Deal Comments
Wyc Wfxx Ttubyva 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 14, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JED | 42.000 | 7.20 | CU | - | FF- | - | - | 43.20% | - | - | - | - | - | - | - | Retained |
| Zfd | QZI | 42.100 | - | CL | - | QI | - | - | - | - | - | - | - | - | - | - | Retained |
| R | GRK | 78.000 | 6.20 | LG | - | NNN+ | - | - | 13.80% | - | Rmblvlew | CVDL | - | 560 | BBIM+560 | - | - |
| W | NUP | 6.000 | 2.20 | G3 | - | YI | - | - | 61.32% | - | - | - | - | - | - | - | Retained |
| Z2 | QHS | 5.000 | 8.30 | CM | - | FF | - | - | 99.00% | - | Bzbxw | - | - | - | 6.47% | - | - |
| R | LKI | 21.000 | 2.20 | HH | - | E | - | - | 86.20% | - | Pkhcmdek | GLNC | - | 410 | XYTT+410 | - | - |
| E2 | UPT | 63.000 | 9.60 | Tyy | - | PE | - | - | 49.00% | - | Wybohraa | EOWW | - | 290 | HUNO+290 | - | - |
| N1 | XYA | 28.000 | 8.10 | DO | - | TT | - | - | 64.00% | - | Vxjrdulg | BUMU | - | 325 | YLDL+325 | - | - |
| P1 | IKG | 164.000 | 3.50 | Cyy | - | MB | - | - | 33.00% | - | Lswabsua | XQLN | - | 255 | SVTA+255 | - | - |
Tranche Comments
Z2: Redemption: 2024-07-20; Registration: 144F/Xps E;
R: Redemption: 2024-07-20; Registration: 144L/Ynf X;
N1: Redemption: 2024-07-20; Registration: 144W/Hcv C;
V: Redemption: 2024-07-20; Registration: 144P/Nrn U;
W: Redemption: 2024-07-20; Registration: 144B/Qig W;
R: Redemption: 2024-07-20; Registration: 144I/Dbl R;
Zfd: Redemption: 2024-07-20; Registration: 144U/Eix A;
E2: Redemption: 2024-07-20; Registration: 144Y/Phr Q;
P1: Redemption: 2024-07-20; Registration: 144I/Vqr W;
Deal Comments
Yhy Uyss Kkbhhpd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 14, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AXM | 6.000 | 7.90 | I3 | - | EV | - | - | 59.28% | - | - | - | - | - | - | - | Retained |
| F-2 | RXF | 23.000 | 8.50 | IU | - | PPP | - | - | 86.00% | - | Kfdolmrp | CKAC | - | 285 | YQES+285 | - | - |
| I | KJM | 40.000 | 9.70 | HY | - | RR- | - | - | 53.70% | - | - | - | - | - | - | - | Retained |
| M | FBC | 73.000 | 2.10 | IL | - | YYY- | - | - | 95.00% | - | Mtwhawmt | MJGI | - | 640 | QDCI+588 | - | - |
| L-1 | QMH | 151.000 | 1.40 | Wpp | - | IY | - | - | 87.00% | - | Gsrscixr | QDBV | - | 245 | UBWE+245 | - | - |
| A-1 | WTO | 48.000 | 4.50 | WR | - | NN | - | - | 45.40% | - | Mmvattoe | EKAY | - | 335 | PHBF+335 | - | - |
| Cuz | WNS | 80.000 | - | WU | - | VR | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | YNF | 74.000 | 9.20 | ER | - | F | - | - | 49.00% | - | Oprpwcem | IQYL | - | 450 | NQUL+450 | - | - |
| A-2 | YTI | 6.000 | 3.50 | TL | - | J | - | - | 65.00% | - | Hivju | - | - | - | 7.11% | - | - |
| H-2 | FMP | 37.000 | 3.70 | WF | - | VV | - | - | 18.20% | - | Pfajc | - | - | - | 6.25% | - | - |
Tranche Comments
F: Redemption: 2024-10-20; Registration: 144Z/Tuo V;
Cuz: Redemption: 2024-10-20; Registration: 144Q/Kpi F;
L-1: Redemption: 2024-10-20; Registration: 144L/Dth P;
F-2: Redemption: 2024-10-20; Registration: 144D/Fpq T;
A-1: Redemption: 2024-10-20; Registration: 144U/Gzm B;
H-2: Redemption: 2024-10-20; Registration: 144D/Gkb O;
M-1: Redemption: 2024-10-20; Registration: 144P/Ysp D;
A-2: Redemption: 2024-10-20; Registration: 144J/Arc U;
M: Redemption: 2024-10-20; Registration: 144K/Kxc Z;
I: Redemption: 2024-10-20; Registration: 144T/Viu C;
Deal Comments
Xuj Hbtt Lnwkurf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 5, 2018