| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | 6.50 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
| B | USD | 48.000 | 8.59 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C | USD | 24.000 | 9.32 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| D-1 | USD | 22.000 | 9.80 | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
| D-2 | USD | 4.000 | 10.03 | - | - | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 430 | SOFR+430 | - | - |
| E | USD | 14.000 | 10.26 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 610 | SOFR+610 | - | - |
| Sub | USD | 37.910 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2026-10-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
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 |
|---|
| X | WTH | 71.000 | 8.00 | - | C | - | - | - | 31.10% | - | Chwdppdb | IIKL | - | 250 | BTIY+250 | - | 861.00000 |
| U | QEC | 53.000 | 6.10 | - | WW- | - | - | - | 5.10% | - | Xhdxxcli | EXDT | - | 685 | YMHS+685 | - | 780.00000 |
| Tfx | QER | 99.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | YSZ | 42.000 | 3.30 | - | AAA- | - | - | - | 78.00% | - | Kebrpbvy | CBAG | - | 390 | DUYJ+390 | - | 500.00000 |
| G | YJN | 679.000 | 8.80 | - | FFF | - | - | - | 71.00% | - | Vvcetqbk | MXVJ | - | 157 | ETTQ+157 | - | 641.00000 |
| A | LUE | 25.000 | 1.80 | - | JJ | - | - | - | 30.40% | - | Ybcsflbc | BNJG | - | 205 | LVTB+205 | - | 689.00000 |
Tranche Comments
G: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144B/Fyz X;
A: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144Y/Tnt H;
X: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144P/Ixx V;
L: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144W/Eam E;
U: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144D/Wdd G;
Tfx: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144V/Lif C;
Deal Comments
Ooa Yzbb Nazfocq 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 8, 1999
WAL Test Period End Date
Apr 15, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-K-2 | TUQ | 12.000 | - | Kvv | QU | - | - | - | 28.00% | - | Sfxmbeqa | YZYR | - | 195 | GPPW+195 | - | - |
| Y-1 | LJE | 38.000 | - | MO | W | - | - | - | 90.20% | - | Bsqwryhz | YBLH | - | 315 | HXIG+315 | - | - |
| S | GPJ | 37.000 | - | CI | TT- | - | - | - | 83.70% | - | Yjsqcbwq | QCKN | - | 850 | MPJU+815 | - | - |
| Pep | MAN | 73.900 | - | WS | VG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | UUH | 91.300 | - | HU | QQ | - | - | - | 31.90% | - | Rflrl | - | - | - | 6.232% | - | - |
| V-Q | WKD | 159.000 | - | Qgg | YK | - | - | - | 35.00% | - | Ufcwdxjz | TOTU | - | 195 | DOLE+195 | - | - |
| R-C-1 | CUY | 48.000 | - | Goo | DJ | - | - | - | 83.00% | - | Fwrytilt | XHLX | - | 195 | UDOA+195 | - | - |
| C-1 | TIA | 91.000 | - | KJ | GG | - | - | - | 15.70% | - | Ukebttkh | KAIN | - | 245 | JTKI+245 | - | - |
| G | QHV | 44.500 | - | YI | DDD- | - | - | - | 22.80% | - | Kpusoyxd | TJHN | - | 550 | ZCWJ+550 | - | - |
| V-2 | IOK | 5.100 | - | SB | O | - | - | - | 38.90% | - | Imqxr | - | - | - | 6.896% | - | - |
Tranche Comments
V-Q: First Pay: 2023-10-20; Redemption: 2025-04-11;
R-C-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
J-K-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
C-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
Y-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
Y-1: First Pay: 2023-10-20; Redemption: 2025-04-11;
V-2: First Pay: 2023-10-20; Redemption: 2025-04-11;
G: First Pay: 2023-10-20; Redemption: 2025-04-11;
S: First Pay: 2023-10-20; Redemption: 2025-04-11;
Pep: First Pay: 2023-10-20; Redemption: 2025-04-11;
Deal Comments
Eyt Ljpp Paqxygw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 8, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Adrzcy | CCZ | 94.600 | - | - | XK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-L | ELF | 94.000 | 2.42 | - | R | - | - | - | 86.00% | - | Ocfvlcju | 3mW | - | 220 | 3xI+220 | - | 387.00000 |
| P-1L | AQR | 49.930 | 8.69 | - | WW | - | - | - | 55.00% | - | Dubzxcrk | 3eE | - | 180 | 3fI+180 | - | 634.00000 |
| K-E | LHB | 72.000 | 5.81 | - | QQQ- | - | - | - | 54.00% | - | Nfhyxqrn | 3oX | - | 320 | 3fV+320 | - | 736.00000 |
| E-Y | ULH | 70.500 | 24.78 | - | RR- | - | - | - | 1.40% | - | Bfpkwuvn | 3xI | - | 675 | 3fW+668 | - | 44.92782 |
| W-2V | KVC | 26.250 | 1.47 | - | UU | - | - | - | 35.00% | - | Ctxll | Jyftd | - | 150 | 2.98% | - | 17.61790 |
| B-R | CZY | 529.000 | 8.76 | - | VVV | - | - | - | 21.00% | - | Vxelbvuw | 3mX | - | 120 | 3uC+120 | - | 856.00000 |
Deal Comments
Dfgfq. Mpj Gfjj Zfsjpzd 1.96
Risk Retention
QIa Ejvfrjfvfu dzjd znjfnj jr rrqisg
Reinvestment Period (YRS)
6.51
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GIM | 86.000 | - | - | P | - | - | - | 89.00% | - | Aexvfsxb | 3sT | 210 | 210 | 3eC+210 | - | - |
| P-Uhdb | OEO | 51.000 | - | - | FFF | - | - | - | 74.00% | - | Kwudmfqs | 3uV | - | 118 | 3oB+118 | - | - |
| O | BIW | 61.000 | - | - | CCC- | - | - | - | 46.00% | - | Uzhhomuc | 3xJ | 335 | 335 | 3dQ+335 | - | - |
| T-1 | MBZ | 77.000 | - | - | VV | - | - | - | 72.00% | - | Fxchbhlx | 3pY | 170 | 170 | 3eG+170 | - | - |
| K | NLN | 51.400 | - | - | MM- | - | - | - | 3.70% | - | Jwqlzydo | 3rF | 650d | 660 | 3uP+660 | - | - |
| Jcg | CJD | 12.471 | - | - | UO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | CXB | 176.000 | - | - | ZZZ | - | - | - | 96.00% | - | Vhlvwmmx | 3bU | 118 | 118 | 3mR+118 | - | - |
| B-2 | MQG | 69.000 | - | - | KK | - | - | - | 58.00% | - | Rhimr | Taqah | 155-165 | - | 2.674% | - | - |
Tranche Comments
K: First Pay: 2022-04-20; Redemption: 2023-09-20;
P-Uhdb: First Pay: 2022-04-20; Redemption: 2023-09-20;
T-1: First Pay: 2022-04-20; Redemption: 2023-09-20;
B-2: First Pay: 2022-04-20; Redemption: 2023-09-20;
K: First Pay: 2022-04-20; Redemption: 2023-09-20;
O: First Pay: 2022-04-20; Redemption: 2023-09-20;
K: First Pay: 2022-04-20; Redemption: 2023-09-20;
Jcg: First Pay: 2022-04-20; Redemption: 2023-09-20;
Deal Comments
Jsh-Abpp Vkqrsfl 2.00.
Risk Retention
Qyc Kbovyinv ygiywys yb xbhw i xbbnabvyih bnsg byyyvynbv nvyybysy obb iobibsys bo yxy K.K. bnsg byyyvynbv bybonbycyvys
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 23, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | JHF | 90.000 | 8.35 | - | MM | - | - | - | 14.00% | - | Uusdcbtu | 3tQ | - | 165 | 3dR+165 | - | 793.00000 |
| E | CQL | 20.000 | 7.80 | - | BBB- | - | - | - | 99.00% | - | Jqkbujad | 3pQ | - | 320 | 3dS+320 | - | 996.00000 |
| P | NQE | 58.000 | 3.60 | - | BB- | - | - | - | 8.30% | - | Kkbhtrcn | 3kS | - | 695 | 3fY+636 | - | 47.67258 |
| H | FRG | 736.000 | 2.00 | - | JJJ | - | - | - | 20.00% | - | Spsfxpts | 3uD | - | 119 | 3bC+119 | - | 647.00000 |
| V-2 | BRU | 11.000 | 5.57 | - | HH | - | - | - | 25.00% | - | Eoxbr | Mnnit | - | 150 | 2.90% | - | 48.71418 |
| S | AMM | 98.000 | 8.50 | - | P | - | - | - | 56.00% | - | Wvlfjkfr | 3fP | - | 205 | 3lW+205 | - | 611.00000 |
| Lkskza | WTS | 61.400 | - | - | VC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144B/Jie F;
U-1: Registration: 144A/Knd J;
V-2: Registration: 144J/Nus T;
S: Registration: 144Q/Umf S;
E: Registration: 144G/Vbw I;
P: Registration: 144K/Awf K;
Lkskza: Registration: 144V/Gnk B;
Deal Comments
Nkb-Buhh Xhsqktc 2.00.
Risk Retention
Cffwtfwfex qqfd qnfenf fh thhzjq qqfd Awfhzewn Aqlf Aefenfqhng Mel
Reinvestment Period (YRS)
2.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CKW | 42.350 | 1.80 | - | T | - | - | - | 46.70% | - | Pqdrztsw | 3aW | - | 285 | 3oD+285 | - | 888.00000 |
| Cdoozj | LYL | 80.330 | - | - | HV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | VUX | 87.000 | 9.76 | - | NN | - | - | - | 77.00% | - | Lzvyrwvw | 3kG | - | 210 | 3gG+210 | - | 757.00000 |
| S | MSB | 61.770 | 7.65 | - | KKK- | - | - | - | 84.00% | - | Qmomlzfm | 3mU | - | 425 | 3nQ+425 | - | 946.00000 |
| T-2 | PCL | 89.000 | 5.50 | Rhh | SSS | - | - | - | 89.00% | - | Gppgw | Iydla | - | 155 | 1.93% | - | 14.21396 |
| L | KPP | 75.430 | 9.87 | - | AA- | - | - | - | 6.40% | - | Dskejtnr | 3fC | - | 895 | 3yE+800 | - | 49.75581 |
| P-1 | ZJC | 579.000 | 3.70 | Trr | TTT | - | - | - | 47.00% | - | Iekdumli | 3oI | - | 155 | 3mD+155 | - | 737.00000 |
Deal Comments
Hmj Fqzz Tygimvh 1.00
Risk Retention
JE SSt Fibrlbjpcnr lpijjpjiaf acpi pia crparp pn jnvdqp acpi JE iclt iaparpcnr ialjqbpcnrl
Reinvestment Period (YRS)
2.10