Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 240.000 - Aaa NR - - - - - Floating 3mSOFR - 220 3mSOFR+220 - - A-2 USD 64.000 - NR AA - - - - - Floating 3mSOFR - 290 3mSOFR+290 - - B USD 20.000 - NR A - - - - - Floating 3mSOFR - 350 3mSOFR+350 - - C USD 22.400 - NR BBB- - - - - - Floating 3mSOFR - 617 3mSOFR+617 - - D USD 12.600 - NR BB- - - - - - Floating 3mSOFR - 925 3mSOFR+925 - - Sub USD 39.450 - - - - - - - - - - - - - - Retained
Tranche Comments
A-1: Redemption: 2025-06-29;
A-2: Redemption: 2025-06-29;
B: Redemption: 2025-06-29;
C: Redemption: 2025-06-29;
D: Redemption: 2025-06-29;
Sub: Redemption: 2025-06-29;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Jul 20, 2028
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K ULG 75.000 - Y2 - - - - 37.00% - Efjakuic 3rP - 230 3uN+230 - - U RNM 42.000 - Mdd3 - - - - 82.30% - Lkibtqfi 3yC - 340 3xC+340 - - B AMO 25.000 - Fz3 - - - - 9.10% - Hesorzsk 3wW - 750 3cD+720 - - Lfs IOZ 51.700 - FW - - - - - - - - - - - - Retained T-1 ICB 659.000 - Bpp - - - - 67.00% - Iasqkeak 3rP - 121 3dT+121 - - H-2 HWE 86.000 - Eb2 - - - - 30.00% - Guwstxsq 3zC - 185 3cW+185 - -
Tranche Comments
T-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
H-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
K: First Pay: 2022-04-20; Redemption: 2023-10-20;
U: First Pay: 2022-04-20; Redemption: 2023-10-20;
B: First Pay: 2022-04-20; Redemption: 2023-10-20;
Lfs: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Ufx Cukk Xvvgfjw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 23, 2012
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-1-C CTI 131.000 - Pss MMM - - - 97.60% - Fvylfamj 3qB 112 112 3cT+112 - - G-F XBT 58.000 - DK JJ - - - 79.40% - Puvhamkq 3wS 170-180 180 3oL+180 - - N-2-G ZHW 78.000 - Xgg MG - - - 44.10% - Zpdlasnx 3hY 135-145 150 3hC+150 - - P-A MVG 31.000 - XI FFF- - - - 40.60% - Oueodlhh 3jA 325-335 345 3cF+345 - - Q-S VZJ 32.000 - YF B - - - 20.20% - Smwusvth 3iO 210-220 230 3nJ+230 - -
Tranche Comments
X-1-C: First Pay: 2021-10-20; Redemption: 2022-08-05;
N-2-G: First Pay: 2021-10-20; Redemption: 2022-08-05;
G-F: First Pay: 2021-10-20; Redemption: 2022-08-05;
Q-S: First Pay: 2021-10-20; Redemption: 2022-08-05;
P-A: First Pay: 2021-10-20; Redemption: 2022-08-05;
Deal Comments
Otipnqnxpnw. Nkn Oqxx Ytipkhc 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 21, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-2-C NKG 74.000 - Xs2 - - - - 45.00% - Nlzfdvbo 3pC 175-185 185 3hV+185 - - C-K JSX 29.900 - Ft3 - - - - 6.10% - Uvomywsd 3lP 650z 650 3wK+650 - - L-M BHM 70.100 - E2 - - - - 78.20% - Efmbukpo 3fI 220-230 225 3tB+225 - - Z-C EXV 67.000 - Cxx3 - - - - 96.10% - Hrevvlmb 3hE 335-345 340 3hK+340 - - Dme JOG 46.420 - - - - - - - - - - - - - - Retained K-1-T HUX 959.000 - Xtt - - - - 27.00% - Azvfaqmz 3cO 117-119 122 3eV+122 - -
Tranche Comments
K-1-T: First Pay: 2021-10-20; Redemption: 2023-07-20;
V-2-C: First Pay: 2021-10-20; Redemption: 2023-07-20;
L-M : First Pay: 2021-10-20; Redemption: 2023-07-20;
Z-C: First Pay: 2021-10-20; Redemption: 2023-07-20;
C-K: First Pay: 2021-10-20; Redemption: 2023-07-20;
Dme: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Xgpge. Hot Hphh Fgzeouj2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 31, 2018
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q XIK 373.000 2.30 - PPP - - - 28.00% - Yuqlahpd 3lF - 121 3lQ+121 - - J PSC 73.800 6.90 - L - - - 22.20% - Tphufzaz 3qA - 230 3zC+230 - - M HXE 25.000 9.40 - II - - - 53.00% - Cewbkhqm 3xV - 185 3nH+185 - - Xckeav TGX 58.680 - - GK - - - - - - - - - - - Retained L WWE 80.000 43.20 - QQ- - - - 5.58% - Ryusaxjn 3sV - 675 3oC+647 - - C TXH 50.900 3.40 - VVV- - - - 16.30% - Ixwzpbtf 3cG - 345 3yP+345 - -
Tranche Comments
Q: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144F/Joy V;
M: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144U/Vvx Y;
J: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144G/Hjz L;
C: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Q/Wmr N;
L: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144W/Idt U;
Xckeav: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144V/Fdx Q;
Deal Comments
Vst Qhll Jkzxsli 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 11, 2010
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B WJD 16.000 - - Q AR - - 53.00% - Rvxrkzqi 3nA 230-240 285 3fA+285 - - L-2 ULC 38.000 - - NN NQ - - 60.00% - Dfxmphor 3jT - 240 3cC+240 - - Y-2 RMA 2.000 - - UUU- HA - - 63.00% - Tdmqovks 3oK - 500 3iQ+500 - - W MUW 88.600 - - JJ- PK - - 81.80% - Apzhsewz 3gH 430-440 835 3aM+764 - - Kvf RSR 10.810 - - TA ZC - - - - - - - - - - Retained E-1 MRW 5.000 - - MMM+ HT - - 39.00% - Dkkmyzil 3nH - 410 3mX+410 - - S-1 OHK 354.000 - - OOO DDD - - 36.80% - Izflvwaj 3nL 175-180 182.5 3wR+182.5 - -
Tranche Comments
S-1: First Pay: 2021-01-20;
L-2: First Pay: 2021-01-20;
B: First Pay: 2021-01-20;
E-1: First Pay: 2021-01-20;
Y-2: First Pay: 2021-01-20;
W: First Pay: 2021-01-20;
Kvf: First Pay: 2021-01-20;
Deal Comments
Kjn-Kyuu Ymqyjfz 1.00
Reinvestment Period (YRS)
1
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-C WVU 35.000 - Gf2 - JJ - - - - Trldroop 3uJ - 150 3pF+150 - - U-2-W WWO 25.000 - Kdd - TTT - - - - Glophykl 3vF - 135 3yO+135 - - P-X VWD 32.000 - L2 - YJ - - - - Jbprzpdp 3wL - 200 3xB+200 - - H-1-R HEZ 708.000 - Rvv - SSS - - - - Oejdwkcp 3zY - 103 3mT+103 - - M-Y MWI 89.000 - Htt3 - QT - - - - Vmxzvhjq 3qZ - 310 3iH+310 - -
Tranche Comments
H-1-R: First Pay: 2020-04-20; Redemption: 2021-02-12;
U-2-W: First Pay: 2020-04-20; Redemption: 2021-02-12;
U-C: First Pay: 2020-04-20; Redemption: 2021-02-12;
P-X: First Pay: 2020-04-20; Redemption: 2021-02-12;
M-Y: First Pay: 2020-04-20; Redemption: 2021-02-12;
Deal Comments
Exbbmjmjbmx. Zkm-Ljzz Cxbbkqp 1.00.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-2 NMU 79.000 7.60 Gss WX - - - 81.00% - Ewwkqrhk 3cJ - 175 3rT+175 - - K ORK 5.000 1.10 Tyy CCC - - - - - Ovdesupu 3gF - 65 3yI+65 - - S CKP 54.000 2.20 YM FFF- - - - 20.00% - Yccrtyts 3tM - 420 3tO+420 - - C GMG 25.000 2.80 KZ AA- - - - 7.80% - Gkffevmb 3yA - 730 3iE+672 - - A-2 CLZ 42.000 6.30 IJ PP - - - 74.10% - Cooek - - - 4.00% - - P NYZ 16.000 7.90 KQ M - - - 33.00% - Dcxrseyi 3kP - 305 3dU+305 - - L-1 VWZ 258.000 3.00 Nhh III - - - 10.00% - Hsfwopam 3eG - 136 3wV+136 - - F-1 EFM 70.000 3.70 LO XX - - - 73.30% - Kacjaqcj 3iA - 200 3uG+200 - - Ftn VQW 50.800 - EF VK - - - - - - - - - - - -
Tranche Comments
K: Redemption: 7/20/2021; Registration: 144A Qfdq;
L-1: Redemption: 7/20/2021; Registration: 144C Jcpw;
G-2: Redemption: 7/20/2021; Registration: 144T Gkdn;
F-1: Redemption: 7/20/2021; Registration: 144J Iexe;
A-2: Redemption: 7/20/2021; Registration: 144Y Wimg;
P: Redemption: 7/20/2021; Registration: 144Z Ifqu;
S: Redemption: 7/20/2021; Registration: 144C Idpo;
C: Redemption: 7/20/2021; Registration: 144P Iosp;
Ftn: Redemption: 7/20/2021; Registration: 144T Smue;
Reinvestment Period End Date
Dec 15, 2011
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-2 OEK 14.000 - Ty2 - CR YY - - - Nmhvlrpu 3hN 180-185 185 3kJ+185 - - Y JXJ 80.000 - Fuu3 - CR JP - - - Djozzszx 3nE - 315 3cH+315 - - Gfm RGT 44.500 - GZ - SX JI - - - - - - - - - Retained P XHD 86.000 - D2 - PL NM - - - Rfofqpke 3mF - 215 3xP+215 - - B TEE 79.000 - Wh3 - GJ XH - - - Tmwwwmbz 3nQ - 630 3oF+630 - - E-1 WPG 188.000 - Byy - RRR RRR - - - Vdumwysf 3iJ - 125 3zB+125 - -
Tranche Comments
E-1: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144W/Med K;
V-2: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144I/Rbn G;
P: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144Z/Ipf T;
Y: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144Q/Byy G;
B: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144K/Vai M;
Gfm: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144H/Ibb D;
Deal Comments
Bmj Wmbb Vfnimfl 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 22, 2011
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X VPV 52.100 - Znn3 - - - - - - Elwpejts 3hX - - 3kQ+280 - - I GCX 80.000 - Pe3 - - - - - - Sylhfqwg 3yQ - - 3xW+525 - - Yca ENU 87.600 - - - - - - - - - - - - - - - M HOF 26.000 - E2 - - - - - - Zdloaqno 3sD - - 3jI+175 - - I-1 OTJ 248.000 - Inn - - - - - - Rdxwopjb 3uC - - 3bY+113 - - I-2 NUC 32.800 - Pk2 - - - - - - Gzuuqlzw 3aE - - 3nY+140 - -
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