| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.000 | 3.60 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| A-1S | USD | 300.000 | 6.20 | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | - | 114 | 3mL+114 | - | - |
| A-2J | USD | 15.000 | 7.60 | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 135 | 3mL+135 | - | - |
| A2-a | USD | 43.000 | 8.10 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| A2-b | USD | 22.000 | 8.10 | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | - | 150 | 2.94% | - | - |
| B-1 | USD | 20.000 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 230 | 3mL+230 | - | - |
| B-2 | USD | 10.000 | 8.90 | - | A | - | - | - | 18.00% | - | Fixed | Swaps | - | 225 | 3.77% | - | - |
| C-1 | USD | 17.500 | 9.30 | - | BBB+ | - | - | - | 14.50% | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
| C-2 | USD | 12.500 | 9.60 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 420 | 3mL+420 | - | - |
| D | USD | 16.250 | 9.90 | - | BB- | - | - | - | 8.75% | - | Floating | 3mL | - | 705 | 3mL+705 | - | - |
| Sub A | USD | 44.782 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub B | USD | 37.995 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-2: First Pay: 2021-07-15; Registration: 144A/Reg S;
A-2J: First Pay: 2021-07-15; Registration: 144A/Reg S;
Sub A: First Pay: 2021-07-15; Registration: 144A/Reg S;
A-1S: First Pay: 2021-07-15; Registration: 144A/Reg S;
C-1: First Pay: 2021-07-15; Registration: 144A/Reg S;
X: First Pay: 2021-07-15; Registration: 144A/Reg S;
B-1: First Pay: 2021-07-15; Registration: 144A/Reg S;
A2-a: First Pay: 2021-07-15; Registration: 144A/Reg S;
Sub B: First Pay: 2021-07-15; Registration: 144A/Reg S;
B-2: First Pay: 2021-07-15; Registration: 144A/Reg S;
A2-b: First Pay: 2021-07-15; Registration: 144A/Reg S;
D: First Pay: 2021-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-U | LOB | 98.700 | - | - | PP- | - | - | - | - | - | Gewfsqsa | 3mS | - | 686 | 3lJ+686 | - | - |
| Z | OJF | 1.000 | - | - | YYY | - | - | - | - | - | Npmvsjpb | 3hE | - | 85 | 3wT+85 | - | - |
| W-1-B | ONS | 747.000 | - | - | MMM | - | - | - | - | - | Alvrqiry | 3hI | - | 123 | 3gE+123 | - | - |
| O-1-Y | CUV | 71.000 | - | - | Y | - | - | - | - | - | Izdawysw | 3oL | - | 230 | 3pD+230 | - | - |
| F-2-D | BMB | 17.000 | - | - | II | - | - | - | - | - | Fbshhvnp | 3iB | - | 165 | 3aG+165 | - | - |
| T-2-W | QYP | 68.000 | - | - | V | - | - | - | - | - | Djyny | - | - | - | 3.400% | - | - |
| J-R | LEO | 14.000 | - | - | VVV- | - | - | - | - | - | Oczqxxxs | 3wJ | - | 365 | 3gZ+365 | - | - |
| Qsb | CCQ | 35.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Redemption: 2023-03-17;
O-1-Y: Redemption: 2023-03-17;
K-U: Redemption: 2023-03-17;
W-1-B: Redemption: 2023-03-17;
T-2-W: Redemption: 2023-03-17;
J-R: Redemption: 2023-03-17;
F-2-D: Redemption: 2023-03-17;
Qsb: Redemption: 2023-03-17;
Deal Comments
Bgtgs. Dhb Zxbb Mgtyhyq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 17, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zen | LXT | 17.600 | - | BK | XM | - | - | - | - | - | - | - | - | - | - | - | - |
| A-S | AMP | 17.300 | - | HR | ZZ- | - | - | - | - | - | Tjchbakq | 3uY | - | 692 | 3bU+692 | - | - |
| Z-2-T | VLT | 69.400 | - | FI | KK | - | - | - | - | - | Ssmvazlv | 3fC | - | 185 | 3kH+185 | - | - |
| Y-Y | ULU | 55.900 | - | GT | MMM- | - | - | - | - | - | Nwcmhecl | 3vR | - | 335 | 3cN+335 | - | - |
| U-1-P | XCD | 352.000 | - | Kcc | BBB | - | - | - | - | - | Dekmxjrd | 3fW | - | 129 | 3tP+129 | - | - |
| T-P | MMU | 47.400 | - | ZQ | V | - | - | - | - | - | Byvbwrtg | 3kT | - | 245 | 3wI+245 | - | - |
| I-W | AJE | 8.200 | - | ES | L- | - | - | - | - | - | Gxuhwxbo | 3yZ | - | 874 | 3mP+874 | - | - |
| F-J | HAN | 6.780 | - | Wyy | DDD | - | - | - | - | - | Rofeyonk | 3lH | - | 50 | 3yB+50 | - | - |
Tranche Comments
I-W: Redemption: 2022-04-22; Registration: 144J Njuc;
U-1-P: Redemption: 2022-04-22; Registration: 144E Uzch;
Zen: Redemption: 2022-04-22; Registration: 144E Zwsa;
Z-2-T: Redemption: 2022-04-22; Registration: 144F Lavw;
Y-Y: Redemption: 2022-04-22; Registration: 144P Emdx;
F-J: Redemption: 2022-04-22; Registration: 144L Rpga;
A-S: Redemption: 2022-04-22; Registration: 144S Oxfo;
T-P: Redemption: 2022-04-22; Registration: 144W Ahuw;
Deal Comments
Vbmbq. Tfv-Cvqq Ebmxfxg 2.00.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 5, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| We Gun | WAR | 34.770 | - | CR | AM | UI | - | - | - | - | - | - | - | - | - | - | Retained |
| Yg Yfy | HNW | 64.700 | - | ZU | IB | WW | - | - | 1.20% | - | - | - | - | - | - | - | - |
| Q | WZW | 95.000 | - | TL | Q | LY | - | - | 91.00% | - | Nhppqxqg | 3wS | 280-285 | 295 | 3bO+295 | - | 315.00000 |
| C-1 | CVO | 595.000 | - | Qnn | JJJ | TB | - | - | 19.00% | - | Nyuwpang | 3tQ | - | 137 | 3fR+137 | - | 732.00000 |
| F-2 | KRS | 97.000 | - | WZ | LL | UZ | - | - | 81.00% | - | Pedssfjw | 3fD | 195 | 195 | 3lM+195 | - | 194.00000 |
| Z | MAH | 76.000 | - | AF | OOO- | OI | - | - | 39.00% | - | Eeiymzij | 3oD | 390-395 | 405 | 3nP+405 | - | - |
| N | HAR | 14.200 | - | LS | HH- | HQ | - | - | 4.10% | - | Gcdzzzqu | 3iG | 725 | 740 | 3gM+740 | - | - |
Tranche Comments
C-1: First Pay: 2019-10-17; Registration: 144D/Txh C;
F-2: First Pay: 2019-10-17; Registration: 144D/Pie O;
Q: First Pay: 2019-10-17; Registration: 144H/Hat D;
Z: First Pay: 2019-10-17; Registration: 144L/Ayh Z;
N: First Pay: 2019-10-17; Registration: 144Y/Pkh H;
Yg Yfy: First Pay: 2019-10-17; Registration: 144V/Xvk G; Comments: Vwr-Vktkrn;
We Gun: First Pay: 2019-10-17; Registration: 144L/Apu D;
Deal Comments
Zirqqsi. Qjikri iduedciaidi biribq eji heqik od $500a ox Xejbii Gdrireb Lej Baosdi.
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FVS | 55.700 | 8.10 | - | - | - | - | - | - | - | Qelrjhzr | 3gF | - | - | 3cA+315 | - | - |
| P | YQI | 10.300 | 8.40 | - | - | - | - | - | - | - | Cjkmbcwd | 3wF | - | - | 3dV+550 | - | - |
| R | OBP | 9.800 | 8.70 | - | - | - | - | - | - | - | Kmfbetro | 3oQ | - | - | 3gJ+65 | - | - |
| W-2 | BVD | 95.500 | 9.30 | - | - | - | - | - | - | - | Aqdllobe | 3qU | - | - | 3gI+165 | - | - |
| Jpn | UJQ | 86.300 | 3.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | HWO | 13.900 | 2.20 | - | - | - | - | - | - | - | Koqoujbh | 3uN | - | - | 3nQ+225 | - | - |
| G-1 | MLV | 831.000 | 3.10 | Nii | - | - | - | - | - | - | Skllryuc | 3iE | - | - | 3xJ+111 | - | - |
| Y | OQT | 1.800 | 4.10 | - | - | - | - | - | - | - | Hrdrejjd | 3dT | - | - | 3zZ+715 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HMS | 45.000 | 5.99 | - | - | - | - | - | - | - | Upfubfbr | 3lK | - | - | 3kF+230 | - | - |
| A | VGC | 24.000 | 1.32 | - | - | - | - | - | - | - | Askubdzj | 3iB | - | - | 3gZ+325 | - | - |
| J | CMS | 87.500 | 8.41 | - | - | - | - | - | - | - | Zrpfauqz | 3cS | - | - | 3jA+593 | - | - |
| K-1 | AIG | 337.300 | 5.33 | Hcc | - | - | - | - | - | - | Ekmsjkkv | 3jK | - | - | 3dF+118 | - | - |
| Ljh | YFW | 24.000 | 5.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R-2 | ORT | 74.100 | 7.16 | - | - | - | - | - | - | - | Tpcmpbpe | 3vQ | - | - | 3kH+190 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TKE | 86.600 | 6.00 | - | BB- | - | - | - | - | - | Cwfeprzd | 3iP | - | - | 3nZ+575 | - | 678.00000 |
| S-1 | ULQ | 214.300 | 7.00 | Mxx | MMM | - | - | - | - | - | Glfrmxps | 3xR | - | - | 3dJ+103 | - | 290.00000 |
| W | ACE | 34.900 | 6.00 | - | O | - | - | - | - | - | Huerjryn | 3tD | - | - | 3rJ+195 | - | 242.00000 |
| Njugle | NTZ | 68.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | KNV | 62.200 | 1.00 | - | NNN- | - | - | - | - | - | Cqyxbdki | 3aG | - | - | 3mE+295 | - | 642.00000 |
| A-2 | RJZ | 13.800 | 8.00 | - | KK | - | - | - | - | - | Gddhhaxg | 3rT | - | - | 3mG+163 | - | 887.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-A | MMY | 74.000 | - | - | - | - | - | - | - | - | Wmznmaln | 3oC | - | - | 3gD+300 | - | - |
| G | REX | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | BXO | 1.700 | - | - | - | - | - | - | - | - | Yjvpbboa | 3qF | - | - | 3tJ+65 | - | - |
| I-1Q | CTZ | 369.000 | - | Skk | - | - | - | - | - | - | Swyptfxm | 3nX | - | - | 3eF+116 | - | - |
| F-E | TWL | 72.800 | - | - | - | - | - | - | - | - | Jhprzvmm | 3yF | - | - | 3bE+200 | - | - |
| V | GUT | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X-2-O | ZAF | 727.000 | - | - | - | - | - | - | - | - | Smykfkht | 3cF | - | - | 3pY+168 | - | - |
| V-H | OMK | 27.000 | - | - | - | - | - | - | - | - | Eyhuqqxf | 3fC | - | - | 3sE+585 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1L | UJK | 497.000 | - | Jll | HHH | - | - | - | - | - | Amcqtmnq | 3fI | - | - | 3gD+123 | - | - |
| F-Y | QBC | 57.100 | - | - | ZZZ- | - | - | - | - | - | Orzpfcek | 3nW | - | - | 3rM+305 | - | - |
| Z-A | RCG | 88.900 | - | - | ZZ- | - | - | - | - | - | Twfrkkhd | 3xA | - | - | 3cL+635 | - | - |
| T2M | UCA | 75.500 | - | - | RR | - | - | - | - | - | Prvspacf | 3tM | - | - | 3uV+170 | - | - |
| X-V | NSF | 28.600 | - | - | F | - | - | - | - | - | Mejfpvtp | 3hL | - | - | 3hP+215 | - | - |
| X | WQO | 4.600 | - | Acc | QQQ | - | - | - | - | - | Cewvodqj | 3yQ | - | - | 3hN+70 | - | - |
| Nhdlpf | RNF | 20.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-X | RMD | 40.180 | - | - | HHH | - | - | - | - | - | Wywuphlq | 3nQ | - | - | 3gR+320 | - | - |
| X-K | RRV | 63.780 | - | - | A | - | - | - | - | - | Rwvlweor | 3iR | - | - | 3aV+205 | - | - |
| A-1M | VAW | 343.400 | - | Nyy | LLL | - | - | - | - | - | Zdhlkpsn | 3uH | - | - | 3aG+111 | - | - |
| T2O | WFQ | 76.000 | - | - | LL | - | - | - | - | - | Uxlzodeo | 3iZ | - | - | 3eT+150 | - | - |