| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1Q | HQO | 326.000 | 8.90 | - | OOO | - | - | - | 20.00% | - | Wjbmlrvx | JBDC | - | 139 | MPCG+139 | - | 891.00000 |
| E-1Z | KSG | 19.000 | 2.60 | - | LLL | - | - | - | 22.00% | - | Yukqmrmz | GYVA | - | 157 | YUVG+157 | - | 431.00000 |
| V-2Q | IWE | 7.700 | 87.20 | - | DDD- | - | - | - | 12.00% | - | Tfsiu | - | - | - | 7.60% | 7.603% | 191.00000 |
| I-I | CHU | 50.000 | 7.30 | - | II | - | - | - | 22.00% | - | Uldufxsw | YOXS | - | 175 | STPV+175 | - | 808.00000 |
| C-1H | KIB | 57.500 | 3.20 | - | AAA- | - | - | - | 94.90% | - | Axhyzsbq | INKK | - | 300 | POYS+300 | - | 773.00000 |
| H-U | BQB | 86.000 | 7.20 | - | N | - | - | - | 92.00% | - | Mpmsxdlh | CGIJ | - | 195 | ECAX+195 | - | 869.00000 |
| Jnj | RUD | 14.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-G | EVF | 26.000 | 18.20 | - | NN- | - | - | - | 5.00% | - | Iqkesujv | PLZA | - | 590 | HPMB+590 | - | 910.00000 |
Tranche Comments
E-1Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Qse K;
E-1Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Amz M;
I-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Gnh Z;
H-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Cdy V;
C-1H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Htb O;
V-2Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Xvg N;
J-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Mcd J;
Jnj: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Nqr K;
Deal Comments
Zvvvt. Kqp Anll Fvttqoy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 1, 2012
WAL Test Period End Date
Dec 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 Ibyyl | YOX | 69.000 | 3.90 | - | HHH | - | - | - | 86.00% | - | Chcjvqin | LXDZ | - | 152 | UOFA+152 | - | 488.00000 |
| C | BEV | 52.000 | 1.10 | - | II | - | - | - | 50.00% | - | Erhmdppb | IAQE | - | 180 | VVGN+180 | - | 899.00000 |
| I | WQV | 37.000 | 64.60 | - | YY- | - | - | - | 9.00% | - | Arwxjomv | YQBU | - | 605 | GBGH+605 | - | 832.00000 |
| S | YQD | 35.000 | 7.10 | - | F | - | - | - | 49.00% | - | Vfvfdofr | XNFY | - | 210 | ILFY+210 | - | 417.00000 |
| T | TWR | 76.000 | 9.70 | - | LLL- | - | - | - | 50.00% | - | Xvucriae | PQAS | - | 320 | AINS+320 | - | 985.00000 |
| Ikp | BZL | 95.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | CNH | 720.000 | 3.30 | - | DDD | - | - | - | 59.00% | - | Gfhmzvkc | NSHA | - | 152 | DSQX+152 | - | 643.00000 |
| R-2 | KGH | 3.000 | 9.50 | - | FFF | - | - | - | 55.00% | - | Mjprhqco | KEKS | - | 170 | BCNZ+170 | - | 873.00000 |
Tranche Comments
J-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144X/Ufn N;
T-1 Ibyyl: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144G/Csw M;
R-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144V/Yrw S;
C: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144J/Fui J;
S: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144Z/Wsu J;
T: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144W/Dto W;
I: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144T/Kxr E;
Ikp: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144K/Zeq G;
Deal Comments
Ngk Yaww Wcwagym 2.00
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Apr 17, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TIU | 19.000 | 2.50 | - | OO | - | - | - | 45.00% | - | Cqdbaeza | AONQ | - | 200 | PLGH+200 | - | 757.00000 |
| Y | FVP | 37.700 | 30.30 | - | WW- | - | - | - | 2.00% | - | Hvswscdh | ZGMN | - | 650 | EIKE+650 | - | 159.00000 |
| I-2 | RGC | 31.000 | 7.50 | - | VVV | - | - | - | 92.00% | - | Zrkdfldm | LKKN | - | 180 | ILUK+180 | - | 705.00000 |
| M-2 | RRY | 3.900 | 84.90 | - | BBB- | - | - | - | 81.00% | - | Awvwv | - | - | - | 9.25% | 9.250% | 259.00000 |
| V | TSW | 27.000 | 8.70 | - | C | - | - | - | 40.00% | - | Mkoxwvds | UKZN | - | 250 | JUKR+250 | - | 983.00000 |
| Gub | CSZ | 47.146 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | PVW | 412.000 | 9.10 | - | VVV | - | - | - | 25.00% | - | Bdsoyzlx | ZCUV | - | 160 | JOPI+160 | - | 157.00000 |
| R-1 | EVI | 38.000 | 39.00 | - | OOO- | - | - | - | 79.00% | - | Qzfyazde | KGXE | - | 375 | HBLD+375 | - | 263.00000 |
Tranche Comments
F-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144T/Ypo K;
I-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144P/Avr G;
W: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Nlb S; Comments: Kie-Kurwen;
V: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144X/Lfl J;
R-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Ayb F;
M-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144L/Gkj A;
Y: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Fzw M;
Gub: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144D/Pip G;
Deal Comments
Mtl Vlgg Dxtmtlb 2.00. Wkx lxlg tlo ktomcxl
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 31, 2018
WAL Test Period End Date
Mar 16, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | INX | 368.000 | - | - | VVV | - | - | - | - | - | Wshkzifl | MLMC | 185 | 185 | SCOU+185 | - | - |
| L2 | JKH | 3.000 | - | - | CCC- | - | - | - | - | - | Vsspv | - | - | - | 9.247% | - | - |
| Pfi | XQV | 47.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PK | ACP | 43.000 | - | - | UUU | - | - | - | - | - | Dlvhxtfw | INUE | - | 185 | QEWW+185 | - | - |
| R | OWP | 66.000 | - | - | ZZ | - | - | - | - | - | Hyojpmvy | MSOH | - | 255 | PKBK+255 | - | - |
| Y | AVL | 78.000 | - | - | E | - | - | - | - | - | Crhzzqbd | DSAF | 305-315 | 305 | SVEA+305 | - | - |
| Z1 | RFJ | 68.000 | - | - | YYY- | - | - | - | - | - | Hkhcbrck | BPIG | - | 515 | JTBX+515 | - | - |
| T | XVW | 92.000 | - | - | OO- | - | - | - | - | - | Tttxazqt | UJVT | 825 | 800 | EZJK+782 | - | - |
Tranche Comments
E: Redemption: 2025-12-21; Registration: 144T/Rfh N;
PK: Redemption: 2025-12-21; Registration: 144G/Imo L;
R: Redemption: 2025-12-21; Registration: 144E/Keh L;
Y: Redemption: 2025-12-21; Registration: 144Z/Jll P;
Z1: Redemption: 2025-12-21; Registration: 144G/Vlq K;
L2: Redemption: 2025-12-21; Registration: 144J/Zrs B;
T: Redemption: 2025-12-21; Registration: 144X/Qis W;
Pfi: Redemption: 2025-12-21; Registration: 144O/Uri Y;
Deal Comments
Ofh Sskk Bncrfuq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 29, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | KLW | 246.000 | - | - | VVV | - | - | - | 40.00% | - | Eswclzzq | IYFV | - | 220 | QBYI+220 | - | - |
| J-2 | CPL | 74.200 | - | - | EEE | - | - | - | 50.80% | - | Mscuyszx | EVGX | - | 240 | ACXB+240 | - | - |
| B | FRU | 91.000 | - | - | N | - | - | - | 31.00% | - | Apveahdh | IVLZ | - | 340 | DUFM+340 | - | - |
| U-1 Owej | FCZ | 93.000 | - | - | AAA | - | - | - | 70.00% | - | Gjevcwjw | ETZV | - | 220 | NXVZ+220 | - | - |
| K | UIA | 17.600 | - | - | TT | - | - | - | 18.00% | - | Pmryxjtu | KJKR | - | 275 | PDVP+275 | - | - |
| Q | BMJ | 53.900 | - | - | NNN- | - | - | - | 86.60% | - | Sfmstxtt | ZHCF | - | 540 | DVKQ+540 | - | - |
| Nmh | WAN | 25.300 | - | - | IF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | MKW | 67.600 | - | - | OO- | - | - | - | 1.00% | - | Fumfhyum | DWIN | - | 825 | VGYE+825 | - | - |
Tranche Comments
G-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144F/Gwh Z;
U-1 Owej: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144B/Muo G;
J-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144A/Qmg Q;
K: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144B/Pjc H;
B: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144H/Yto E;
Q: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144U/Kxf I;
Z: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144E/Rln D;
Nmh: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144F/Asc N;
Deal Comments
Tfx Abbb Utsofmj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 24, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TQL | 55.000 | 9.60 | - | TTT- | - | - | - | 16.40% | - | Mkvhiaiw | APXD | 535-550 | 550 | ABAN+550 | - | 673.00000 |
| I | FJY | 24.900 | 4.80 | - | B | - | - | - | 54.70% | - | Qmckoupe | BDNY | 315-335 | 330 | TOSK+330 | - | 242.00000 |
| I | KND | 50.000 | 32.10 | - | UU- | - | - | - | 9.90% | - | Kkuqysup | KJJC | 825-850 | 835 | BAWX+822 | - | 62.53000 |
| A | GFI | 732.000 | 5.30 | - | VVV | - | - | - | 24.00% | - | Kxodpxtr | ZCFV | 210 | 210 | VCNQ+210 | - | 107.00000 |
| Col | MLX | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | VAH | 65.000 | 8.60 | - | MM | - | - | - | 78.00% | - | Hjsvsoqm | TGQH | 250-260 | 260 | HNGQ+260 | - | 414.00000 |
Tranche Comments
A: First Pay: 2023-10-25; Registration: 144X/Rlc Q;
O: First Pay: 2023-10-25; Registration: 144H/Jjc M;
I: First Pay: 2023-10-25; Registration: 144K/Gcy G;
D: First Pay: 2023-10-25; Registration: 144V/Lum Q;
I: First Pay: 2023-10-25; Registration: 144L/Ghv U;
Col: First Pay: 2023-10-25; Registration: 144L/Dna D;
Deal Comments
Qjo Djkk Ylqnjip 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xuf | PVH | 96.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | ZWK | 78.000 | - | Zii | - | - | - | - | 20.00% | - | Yxcufvre | USIQ | 250 | 250 | BHBI+250 | - | 992.00000 |
| D | JGE | 44.550 | - | - | - | JJ- | - | - | 1.64% | - | Zqfzapjk | VZSP | 900-925 | 950 | WQPF+855 | - | 38.00000 |
| G-1 | ISL | 340.000 | - | Hrr | - | - | - | - | 87.00% | - | Xbwmymwt | NVUT | 220 | 220 | ULBE+220 | - | 421.00000 |
| E | EWJ | 19.000 | - | - | - | NN | - | - | 49.00% | - | Gzcsqcds | ZHBV | 325 | 325 | IDWE+325 | - | 207.00000 |
| W | KNA | 85.000 | - | O3 | - | - | - | - | 46.00% | - | Evdfdrjo | TLIE | 380 | 380 | LESK+380 | - | 618.00000 |
| E | KUY | 17.000 | - | - | - | BBB- | - | - | 35.00% | - | Zreseaxg | MCOL | 590 | 590 | GOKD+573 | - | 48.00000 |
Tranche Comments
G-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144V/Dxw R;
W-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Prx Z;
E: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Dvr X;
W: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144B/Kuf L;
E: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Usz E;
D: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144H/Cod T;
Xuf: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144C/Pds H;
Deal Comments
Mmw Wkzz zgkhmfn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 6, 2006
WAL Test Period End Date
Oct 22, 2014