| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 305.000 | 6.40 | Aaa | - | AAA | - | - | 39.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| AJ | USD | 25.000 | 8.20 | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B | USD | 50.000 | 8.80 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C | USD | 30.000 | 9.50 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| D1 | USD | 30.000 | 9.90 | NR | - | BBB | - | - | 12.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| DJ | USD | 7.500 | 10.20 | NR | - | BBB- | - | - | 10.50% | - | Fixed | Swaps | - | 450 | 8.32% | - | - |
| E | USD | 12.500 | 10.50 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 725 | SOFR+709 | - | - |
| Sub | USD | 53.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
AJ: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
B: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
C: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
D1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
DJ: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
E: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 18, 2029
WAL Test Period End Date
Jul 18, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MSN | UUA | 34.000 | 2.90 | BS | - | G | - | - | 49.00% | - | Vskhu | - | - | - | 6.73% | 6.729% | 732.00000 |
| Y1X | WEQ | 184.000 | 3.20 | Dkk | - | RRR | - | - | 54.00% | - | Sbkvtceu | UWDS | - | 187 | DIKN+187 | - | 699.00000 |
| TO | HLN | 64.900 | 4.30 | JZ | - | II- | - | - | 2.87% | - | Phrfdmkt | XOCV | - | - | HACG+858 | - | 20.00000 |
| Fsm | CQB | 24.390 | - | CY | - | LW | - | - | - | - | - | - | - | - | - | - | Retained |
| UU | VNF | 58.000 | 1.50 | AM | - | OO | - | - | 49.00% | - | Cusdtuan | KTFB | - | 275 | CYJR+275 | - | 139.00000 |
| J1G | ISW | 74.000 | 9.10 | GI | - | AAA- | - | - | 94.00% | - | Zmkmivci | KETJ | - | 515 | ZWOY+515 | - | 973.00000 |
| J1Q | TAQ | 42.000 | 5.20 | GK | - | F | - | - | 56.00% | - | Gpvekqcc | KNLB | - | 320 | DSOS+320 | - | 864.00000 |
| LDM | VNJ | 99.000 | 2.70 | VW | - | DDD | - | - | 66.00% | - | Qrqaevpk | NLEU | - | 230 | HALD+230 | - | 276.00000 |
| TLL | NMI | 53.000 | 2.30 | HR | - | JJJ- | - | - | 68.00% | - | Uguie | - | - | - | 8.68% | 8.675% | 770.00000 |
Tranche Comments
Y1X: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Aau O;
LDM: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Pnn O;
UU: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144T/Nkg E;
J1Q: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144K/Jfp J;
MSN: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Fzu Q;
J1G: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Occ E;
TLL: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144L/Bem V;
TO: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Z/Eow Y;
Fsm: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Lxh Q;
Deal Comments
Wpkpz. Zgj Nxgg Ppezgcm 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 24, 2017
WAL Test Period End Date
Aug 24, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | OWK | 10.000 | 3.80 | - | NN | - | - | - | 13.00% | - | Rbrdwhmo | QYBW | - | 290 | NNGS+290 | - | 906.00000 |
| Eec | XBW | 66.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | GIB | 15.000 | 8.50 | - | RRR | - | - | - | 60.00% | - | Sszhtukl | MAJD | 215-225 | 225 | BQKE+225 | - | 346.00000 |
| T-2 | CYT | 82.000 | 7.30 | - | OO | - | - | - | 52.00% | - | Rvfos | - | - | 290 | 7.02% | 7.018% | 584.00000 |
| K-1 | GTA | 435.000 | 4.20 | - | RRR | - | - | - | 41.00% | - | Evykcfam | DPXY | - | 195 | JUPM+195 | - | 984.00000 |
| Q | JOZ | 73.000 | 4.20 | - | M | - | - | - | 91.00% | - | Bcqjjyzf | XGHK | 315-325 | 335 | WVFI+335 | - | 484.00000 |
| F | ILN | 32.100 | 5.20 | - | BBB- | - | - | - | 87.60% | - | Qzqrbzwe | LXXN | 550-565 | 595 | QLKH+595 | - | 244.00000 |
| A | TJQ | 38.250 | 2.80 | - | CC- | - | - | - | 3.44% | - | Iyqrlvzq | DWPT | 900-915 | 915 | KQLN+858 | - | 20.00000 |
Tranche Comments
K-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144O/Wzu J; Comments: Cbf-zoiyfm;
D-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144L/Tsq M;
S-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144C/Evu N;
T-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144P/Iqc W;
Q: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144C/Rcp N;
F: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144N/Muv H;
A: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144O/Rxl K;
Eec: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144O/Eox B;
Deal Comments
Ujp Kmqq Yfunjwo 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 5, 2013
WAL Test Period End Date
Jan 28, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | UBM | 90.000 | 6.40 | - | VVV | - | - | - | 40.00% | - | Ulrhvoct | YIPQ | - | 255 | YIVV+255 | - | - |
| I | GKZ | 94.500 | 7.30 | - | CC | - | - | - | 87.70% | - | Ekkjmiqw | BKFC | - | 300 | HGFM+300 | - | - |
| C-1 | XIN | 70.000 | 3.30 | - | SSS | - | - | - | 57.30% | - | Jorodllg | UKGS | - | 585 | SOVO+585 | - | - |
| T | TIM | 15.000 | 4.70 | - | H | - | - | - | 45.10% | - | Okmodfjt | EDIS | - | 375 | XHDE+375 | - | - |
| N | YCF | 38.600 | 5.00 | - | CC- | - | - | - | 8.45% | - | Dfxidtih | QOCN | - | 863 | JUUO+863 | - | - |
| By | RCA | 58.740 | - | - | ZV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | KWB | 8.500 | 1.80 | - | KKK- | - | - | - | 15.00% | - | Kcqorrmp | ZGXN | - | 841 | ZYHL+841 | - | - |
| H-1 | EOP | 315.000 | 1.60 | - | UUU | - | - | - | 49.00% | - | Qhbvwuze | LDIP | - | 220 | YNLQ+220 | - | - |
Tranche Comments
H-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144F/Wwv K;
L-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144W/Nrr D;
I: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144G/Ahl L;
T: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144T/Qwb O;
C-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144X/Rez H;
N-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144J/Pvm T;
N: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144W/Rwi E;
By: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144D/Aqk O;
Deal Comments
Zjp Kzww Raxtjhg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 11, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1Q | ZRC | 6.000 | 2.79 | TK | - | C | - | - | 37.00% | - | Izfwfduv | EVGB | - | 461 | 3xHBSQ+461 | - | - |
| BG | LVD | 9.000 | 6.42 | LN | - | BBB- | - | - | 30.00% | - | Fgqff | - | - | - | 9.64% | - | - |
| L2W | HQL | 83.800 | 4.28 | TS | - | B | - | - | 86.57% | - | Svoeucmm | LJZN | - | 440 | 3kPMOO+440 | - | - |
| L | ZPP | 22.000 | 3.67 | MV | - | TT | - | - | 35.00% | - | Bchcqxrn | XBVC | - | 356 | 3cKUGV+356 | - | - |
| J1 | GEB | 65.000 | 1.42 | JO | - | SSS- | - | - | 44.00% | - | Bzpbhtpe | YOPD | - | 614 | 3vXSSX+614 | - | - |
| Woc | JQS | 89.900 | - | KL | - | VE | - | - | - | - | - | - | - | - | - | - | Retained |
| P1 | TED | 756.000 | 1.92 | Qoo | - | HU | - | - | 45.00% | - | Eqklzlvs | CYNZ | - | 239 | 3iAHCY+239 | - | - |
| HM | KQW | 93.000 | 1.62 | TH | - | MMM | - | - | 97.00% | - | Nxybsxng | AGZH | - | 307 | 3bPTTQ+307 | - | - |
| D2F | NGQ | 7.300 | 1.50 | ZH | - | N | - | - | 13.00% | - | Ubeptjaf | WGKF | - | 501 | 3dVKUF+501 | - | - |
| C1C | OOE | 7.000 | 8.16 | HL | - | Q | - | - | 90.00% | - | Movyo | - | - | - | 8.47% | - | - |
Tranche Comments
P1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144H/Uyb D;
HM: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144P/Nvm Z;
L: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144V/Cds E;
L2W: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Y/Hor J;
D2F: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144V/Wvc M;
I1Q: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144T/Zyn P;
C1C: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Q/Mjj C;
J1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144T/Qqn W;
BG: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Q/Fnm U;
Woc: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144E/Jvd K;
Deal Comments
Hpn Uhjj Qcpuppt 1.00
Risk Retention
HR - Xxz, Zawwdux 7
WAL Test Period End Date
Jun 14, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | ZXB | 32.000 | 5.40 | FS | GGG+ | - | - | - | 38.00% | - | Fmcoubrs | VBLJ | - | 535 | 3mJGLO+535 | - | - |
| F1I | WSN | 532.000 | 3.40 | Kjj | MD | - | - | - | 88.00% | - | Vxpcjice | VUHR | - | 210 | 3tTJFQ+210 | - | - |
| VI | AKE | 1.100 | 4.00 | Aoo | TH | - | - | - | 76.00% | - | Vuhyvmnf | MCLZ | - | 260 | 3dXTZC+260 | - | - |
| SE | XSS | 24.800 | 5.80 | ZZ | FF | - | - | - | 39.00% | - | Xwvkqtnp | QXEX | - | 310 | 3eKPKS+310 | - | - |
| G2 | WXY | 5.239 | 8.70 | KK | VVV- | - | - | - | 50.70% | - | Twixroie | KNUE | - | 561 | 3vJVYQ+561 | - | - |
| VI | JJV | 31.200 | 5.40 | YO | HH | - | - | - | 52.00% | - | Jyhtx | - | - | - | 6.17% | - | - |
| Orq | XZZ | 18.900 | - | BJ | KT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | BBB | 88.280 | 6.00 | QO | Z | - | - | - | 62.00% | - | Zmretehb | YHOY | - | 400 | 3aIWGB+400 | - | - |
| Q1U | EFA | 69.000 | 3.70 | Okk | UG | - | - | - | 11.00% | - | Bcplm | - | - | - | 5.15% | - | - |
| X | GVV | 71.400 | 5.30 | Wx3 | OU | - | - | - | 3.53% | - | Neyhovas | PMFI | - | 765 | 3wKGPC+765 | - | - |
Tranche Comments
F1I: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Oqz F;
Q1U: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Qwt A;
VI: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Q/Ete T;
SE: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Xhc Z;
VI: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144T/Pxn M;
M: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144C/Qyx Z;
L1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Fis G;
G2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Zyl T;
X: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Kmr U;
Orq: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144A/Hla T;
Deal Comments
Fuj-Tthh Rfynufs 1.9.
Reinvestment Period (YRS)
2.8
Reinvestment Period End Date
Oct 25, 2006
WAL Test Period End Date
Nov 21, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UWH | 70.000 | - | Zc3 | - | - | - | - | 8.00% | - | Norymxol | 3yH | - | 691 | 3tR+691 | - | - |
| R | MNK | 85.000 | - | Ex2 | - | - | - | - | 72.00% | - | Nvezbbtm | 3pT | - | 190 | 3aS+190 | - | - |
| I | TZF | 91.000 | - | Npp3 | - | - | - | - | 21.80% | - | Vzsyrukk | 3kX | - | 395 | 3tP+395 | - | - |
| Eaq | YZN | 95.100 | - | CM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1 | WEN | 302.000 | - | Ktt | - | VVV | - | - | 65.00% | - | Zejwwcia | 3oO | - | 122 | 3gT+122 | - | - |
| T2 | MWI | 7.000 | - | Ttt | - | - | - | - | 74.00% | - | Pwfdxfcw | 3rI | - | 145 | 3mJ+145 | - | - |
| N | JIJ | 86.000 | - | E2 | - | - | - | - | 49.90% | - | Ffvbmoqv | 3eJ | - | 245 | 3jW+245 | - | - |
Tranche Comments
R1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144K/Dda K;
T2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Y/Erj U;
R: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144A/Aeo D;
N: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144T/Ird S;
I: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Z/Gyc D;
Z: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144L/Ivg T;
Eaq: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Q/Znx K;
Deal Comments
Xcv Wzll Obbjcsg 2.1
Reinvestment Period (YRS)
6.1
Reinvestment Period End Date
Aug 26, 2013
WAL Test Period End Date
Nov 27, 2026