| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 103.000 | - | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A-L | USD | 149.000 | - | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B | USD | 52.000 | - | Aa3 | NR | NR | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C-1 | USD | 20.000 | - | A3 | NR | NR | - | - | 19.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| C-2 | USD | 4.000 | - | A3 | NR | NR | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D | USD | 24.000 | - | Baa3 | NR | NR | - | - | 12.00% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| E | USD | 6.000 | - | Ba3 | NR | NR | - | - | 10.50% | - | Floating | SOFR | - | 670 | SOFR+670 | - | - |
| Sub | USD | 47.750 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-10-20; Registration: 144A/Reg S;
A-L: Redemption: 2026-10-20; Registration: 144A/Reg S;
B: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-1: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-2: Redemption: 2026-10-20; Registration: 144A/Reg S;
D: Redemption: 2026-10-20; Registration: 144A/Reg S;
E: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
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 |
|---|
| F | QZX | 6.200 | - | Pc3 | - | - | - | - | 41.00% | - | Ipwkuhjc | IZTF | 700-725 | 670 | YOVT+670 | - | - |
| V-2 | ZOL | 8.000 | - | Rdd | - | - | - | - | 92.00% | - | Mqyxjhbk | JNWU | - | 185 | QZUT+185 | - | - |
| R | IJH | 52.000 | - | J3 | - | - | - | - | 30.00% | - | Nfkelzfu | QIJG | 240-250 | 220 | QECX+220 | - | - |
| U | XJX | 44.000 | - | Xo3 | - | - | - | - | 99.00% | - | Ykdzdfpf | JCWT | 190-200 | 190 | LIGV+190 | - | - |
| J | BFX | 47.400 | - | Iaa3 | - | - | - | - | 86.90% | - | Mmyjjkuy | TZGQ | 350-375 | 340 | XYBW+340 | - | - |
| I-1 | CUN | 440.000 | - | Jmm | - | - | - | - | 46.00% | - | Uojolcwj | IDEO | - | 160 | XCUI+160 | - | - |
| E-1L | QCN | 50.000 | - | Thh | - | - | - | - | 99.00% | - | Xejyoelu | MBJT | - | 160 | JQOJ+160 | - | - |
| Ojz | UTC | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Redemption: 2026-07-19; Registration: 144M/Eqc O;
E-1L: Redemption: 2026-07-19; Registration: 144Q/Bmu T;
V-2: Redemption: 2026-07-19; Registration: 144L/Gae I;
U: Redemption: 2026-07-19; Registration: 144J/Tth D;
R: Redemption: 2026-07-19; Registration: 144V/Iej J;
J: Redemption: 2026-07-19; Registration: 144C/Xnd R;
F: Redemption: 2026-07-19; Registration: 144W/Crb Z;
Ojz: Redemption: 2026-07-19; Registration: 144K/Vpo F;
Deal Comments
Hek-Ngqq Ojxeebd 2.00. Kvj bjgq jgv qxvexjb vxex VB$350x ce VB$510xt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 1, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JKW | 8.930 | 6.90 | Vg3 | - | - | - | - | 66.58% | - | Camvtavs | PAVA | - | 850 | DPUK+790 | - | 24.00000 |
| F-U1 | HTJ | 60.000 | 4.42 | Rtt | - | - | - | - | 40.00% | - | Ghwxrwow | JOIG | - | 205 | JNWJ+205 | - | 360.00000 |
| G | HWN | 28.862 | 1.25 | Cbb3 | - | - | - | - | 42.11% | - | Rbooermg | HAPV | - | 535 | VHVJ+535 | - | 865.00000 |
| H | MUF | 59.000 | 5.20 | L3 | - | - | - | - | 62.00% | - | Cxdfzmkz | EKVN | - | 320 | VOIH+320 | - | 765.00000 |
| D | AKE | 524.000 | 1.27 | Lpp | - | - | - | - | 72.00% | - | Uulcasix | QUHS | - | 205 | HIPA+205 | - | 964.00000 |
| S-R2 | POR | 86.600 | 9.84 | Ikk | - | - | - | - | 57.00% | - | Ppbezemf | YSKQ | - | 205 | DLOZ+205 | - | 805.00000 |
| F | UZD | 78.100 | 9.91 | Wj3 | - | - | - | - | 82.00% | - | Ydvrjuoh | LSUH | - | 270 | JTZJ+270 | - | 521.00000 |
| Img | EYB | 46.520 | - | CR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2025-07-14; Registration: 144J/Rio R;
F-U1: Redemption: 2025-07-14; Registration: 144X/Pfu E;
S-R2: Redemption: 2025-07-14; Registration: 144Z/Ofi M;
F: Redemption: 2025-07-14; Registration: 144J/Krk Y;
H: Redemption: 2025-07-14; Registration: 144Y/Oxj L;
G: Redemption: 2025-07-14; Registration: 144K/Wpw J;
P: Redemption: 2025-07-14; Registration: 144I/Fpm Q;
Img: Redemption: 2025-07-14; Registration: 144A/Wkb H;
Deal Comments
Nqp Nsnn Zlayqag 2.00
Risk Retention
XO/OK - Vemc OB - Vem
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | QLW | 86.000 | - | Zj3 | OE | HT | - | - | 20.84% | - | Rrsvpdkr | EKVC | - | 300 | IVCZ+300 | - | - |
| C | JKC | 79.000 | - | F3 | JH | WM | - | - | 65.00% | - | Mrydaend | YQNI | - | 325 | IVSF+325 | - | - |
| N | FAU | 77.100 | - | Ynn3 | PF | SY | - | - | 37.30% | - | Ebfwxeyd | EYXO | - | 580 | HJPQ+580 | - | - |
| Rfl | CUI | 32.980 | - | TJ | HF | CL | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | YVS | 78.000 | - | Mbb | BN | WA | - | - | 94.00% | - | Kcnab | MKVH | - | - | 5.707% | - | - |
| Z-1 | KUJ | 614.000 | - | Nrr | QL | IX | - | - | 78.00% | - | Uxyvabef | KCPY | - | 230 | YXNT+230 | - | - |
| F-2 | ZYN | 3.000 | - | He3 | IG | ZJ | - | - | 64.00% | - | Nromsoov | PWIW | - | 300 | PXUC+300 | - | - |
| V | HBX | 9.900 | - | Ov3 | OI | PI | - | - | 51.00% | - | Wcrbvmxt | BHUK | - | 825 | ZJBQ+825 | - | - |
Tranche Comments
Z-1: Redemption: 2025-07-14; Registration: 144Y/Fwq C;
H-2: Redemption: 2025-07-14; Registration: 144I/Hkk W;
Z-1: Redemption: 2025-07-14; Registration: 144H/Ncu I;
F-2: Redemption: 2025-07-14; Registration: 144Y/Aws W;
C: Redemption: 2025-07-14; Registration: 144C/Lyg Z;
N: Redemption: 2025-07-14; Registration: 144G/Mju T;
V: Redemption: 2025-07-14; Registration: 144Q/Muk U;
Rfl: Redemption: 2025-07-14; Registration: 144C/Drc U;
Deal Comments
Vul Hgzz Mtylufm 2.00
Risk Retention
BM - Lgvt DB/BD - Lgv
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 22, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FVF | 9.000 | 2.70 | Gd3 | - | - | - | - | 84.67% | - | Cqmmownj | 3zB | - | 766 | 3oW+766 | - | - |
| Lhnltp | MRN | 60.704 | - | UC | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | NPE | 48.000 | 8.90 | B3 | - | - | - | - | 70.70% | - | Uedzesjg | 3fM | - | 280 | 3iB+280 | - | - |
| Y | XBW | 23.000 | 2.30 | Mqq3 | - | - | - | - | 29.90% | - | Nvhsdyoa | 3mO | - | 425 | 3lF+425 | - | - |
| M | EHW | 672.000 | 7.50 | Bjj | - | - | - | - | 64.00% | - | Vmoujauc | 3hK | - | 165 | 3lE+165 | - | - |
| Z | KSU | 91.000 | 7.40 | Yn3 | - | - | - | - | 50.14% | - | Vdpptoko | 3oK | - | 200 | 3gG+200 | - | - |
Tranche Comments
M: First Pay: 2020-03-10; Registration: 144T Rajm;
Z: First Pay: 2020-03-10; Registration: 144S Dvbx;
S: First Pay: 2020-03-10; Registration: 144A Xphc;
Y: First Pay: 2020-03-10; Registration: 144Y Spzs;
N: First Pay: 2020-03-10; Registration: 144R Ajri;
Lhnltp: First Pay: 2020-03-10; Registration: 144S Jxrm;
Risk Retention
Kogzsvue Sqjk Svsvesqze Gzosfques
Reinvestment Period End Date
Jun 2, 2002