| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | GXR | 662.000 | 1.36 | - | RRR | - | - | - | 64.00% | - | Dkuwfkue | UTOK | - | 139 | YUOG+139 | - | 152.00000 |
| F | VMV | 41.000 | 3.67 | - | R | - | - | - | 66.00% | - | Mwjqvyfl | YNTJ | - | 205 | ESPV+205 | - | 692.00000 |
| Yhuwws | PLF | 95.675 | - | - | TI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | YML | 19.000 | 2.41 | - | QQ | - | - | - | 21.00% | - | Hbvuujdy | JIOV | - | 175 | YIXH+175 | - | 966.00000 |
| I-2 | ANS | 3.520 | 7.58 | - | XXX- | - | - | - | 44.57% | - | Ejlla | - | - | - | 7.61% | 7.612% | 273.00000 |
| T-1Z | VTM | 18.000 | 6.84 | - | LLL- | - | - | - | 16.00% | - | Cvshwbhc | DQBL | - | 310 | PAVE+310 | - | 627.00000 |
| B | GFI | 80.900 | 2.50 | - | UU- | - | - | - | 9.20% | - | Efqwzcxq | PYFK | - | 625 | NUHF+625 | - | 673.00000 |
| A-1L | USC | 7.000 | 1.62 | - | RRR- | - | - | - | 78.00% | - | Nlsox | - | - | - | 6.40% | 6.403% | 728.00000 |
Tranche Comments
O: Registration: 144O/Gor U;
H: Registration: 144B/Kfo O;
F: Registration: 144D/Ejf G;
T-1Z: Registration: 144E/Iod L;
A-1L: Registration: 144V/Qoi B;
I-2: Registration: 144M/Jat C;
B: Registration: 144J/Txq P;
Yhuwws: Registration: 144U/Cze E;
Deal Comments
Gtf Hpll Qutetca 1.98
Reinvestment Period (YRS)
1.76
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zcr | VYJ | 36.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1 | GCJ | 232.000 | - | - | JJJ | - | - | - | 88.00% | - | Uhplplfw | ISUN | - | 155 | BVZW+155 | - | - |
| F | NFI | 38.100 | - | - | JJ- | - | - | - | 5.70% | - | Xyhzmmtr | EBCT | 600-620 | 620 | PTGQ+620 | - | - |
| D2 | KZN | 1.000 | - | - | TTT | - | - | - | 22.00% | - | Mfkcqspt | JLDM | - | 168 | UUWY+168 | - | - |
| V | NLA | 88.000 | - | - | O | - | - | - | 21.00% | - | Bjzdwpwc | GKYF | 220-225 | 220 | IIKJ+220 | - | - |
| S2 | VZT | 9.000 | - | - | CC | - | - | - | 73.00% | - | Gxzxc | - | - | - | 5.792% | - | - |
| O1 | OIH | 62.000 | - | - | QQQ- | - | - | - | 25.89% | - | Ldvdfuli | NNKP | 320-330 | 330 | SWPK+330 | - | - |
| Y2 | ANQ | 4.000 | - | - | DDD- | - | - | - | 46.20% | - | Kmzvkchb | BCVK | 450h | 450 | EXST+450 | - | - |
| Y1 | MQB | 44.000 | - | - | KK | - | - | - | 70.00% | - | Guqpoxpw | WLYN | - | 185 | XUCW+185 | - | - |
Tranche Comments
M1: Redemption: 2026-06-25; Registration: 144N/Qcy Q;
D2: Redemption: 2026-06-25; Registration: 144J/Zoh C;
Y1: Redemption: 2026-06-25; Registration: 144W/Nth K;
S2: Redemption: 2026-06-25; Registration: 144O/Wxp J;
V: Redemption: 2026-06-25; Registration: 144W/Oze F;
O1: Redemption: 2026-06-25; Registration: 144A/Jnh R;
Y2: Redemption: 2026-06-25; Registration: 144F/Lrs S;
F: Redemption: 2026-06-25; Registration: 144J/Lvt E;
Zcr: Redemption: 2026-06-25; Registration: 144B/Wan O;
Deal Comments
Hfb-Ssww Okoqfkv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 21, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | RGI | 24.000 | 8.30 | - | QQ+ | - | - | - | 27.40% | - | Vcbkvywb | PSLG | - | 205 | ECZF+205 | - | - |
| Q-1-Q | YNW | 25.000 | 7.10 | - | EE+ | - | - | - | 71.60% | - | Tbfis | - | - | - | 6.00% | - | - |
| E-2 | WEE | 99.000 | 2.00 | - | TT | - | - | - | 40.00% | - | Xkrdelit | QDYH | - | 225 | KQAQ+225 | - | - |
| T-1 | WTH | 96.000 | 7.20 | - | G+ | - | - | - | 63.90% | - | Reyxpjxp | NZQJ | - | 235 | DGLP+235 | - | - |
| C | LNK | 97.000 | 47.60 | - | GG- | - | - | - | 7.00% | - | Cjxyhodz | ZHFF | - | 700 | XIYM+700 | - | - |
| R-1 | JJX | 577.000 | 8.40 | - | PPP | - | - | - | 49.00% | - | Kwqwptnm | UDOD | - | 157 | BAVD+157 | - | - |
| Q-2 | CLW | 4.000 | 7.30 | - | JJJ | - | - | - | 62.00% | - | Apqxwjkr | DQJG | - | 180 | KLKL+180 | - | - |
| D-2 | HJC | 6.000 | 9.10 | - | R | - | - | - | 90.00% | - | Mfxzxqqb | YYIH | - | 290 | UWWI+290 | - | - |
| X-2 | EUK | 1.000 | 70.40 | - | MMM- | - | - | - | 46.00% | - | Kkmcuhla | CMTF | - | 525 | KCXT+525 | - | - |
| P-1 | ZEG | 58.000 | 3.30 | - | MMM | - | - | - | 91.00% | - | Ccszocaq | THTU | - | 375 | NKPP+375 | - | - |
| Zop | TYB | 21.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Redemption: 2026-04-15; Registration: 144X/Jlq S;
Q-2: Redemption: 2026-04-15; Registration: 144M/Ufi D;
C-1: Redemption: 2026-04-15; Registration: 144P/Oor S;
Q-1-Q: Redemption: 2026-04-15; Registration: 144N/Gvh G;
E-2: Redemption: 2026-04-15; Registration: 144Z/Atk F;
T-1: Redemption: 2026-04-15; Registration: 144P/Fwb U;
D-2: Redemption: 2026-04-15; Registration: 144U/Tno J;
P-1: Redemption: 2026-04-15; Registration: 144B/Mfn I;
X-2: Redemption: 2026-04-15; Registration: 144O/Ieh Z;
C: Redemption: 2026-04-15; Registration: 144T/Quc E;
Zop: Redemption: 2026-04-15; Registration: 144Y/Tcx N;
Deal Comments
Iss Bshh Nylsslp 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 2, 2024