| 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 |
|---|
| T-Y | RJN | 99.000 | - | - | QQQ- | - | - | - | - | - | Jplrulea | 3yT | - | 365 | 3jM+365 | - | - |
| W-2-V | JLY | 24.000 | - | - | Q | - | - | - | - | - | Mluzf | - | - | - | 3.400% | - | - |
| Amz | MCL | 56.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-I | MES | 96.000 | - | - | CC | - | - | - | - | - | Nhspbjyk | 3nN | - | 165 | 3qU+165 | - | - |
| J-P | CFJ | 88.200 | - | - | TT- | - | - | - | - | - | Spdeexcf | 3cT | - | 686 | 3kY+686 | - | - |
| P-1-S | KVU | 247.000 | - | - | MMM | - | - | - | - | - | Uciziyic | 3zZ | - | 123 | 3gP+123 | - | - |
| R | KER | 8.000 | - | - | AAA | - | - | - | - | - | Gksyzqez | 3iU | - | 85 | 3vD+85 | - | - |
| D-1-U | KAD | 73.000 | - | - | B | - | - | - | - | - | Rpjzrhea | 3kI | - | 230 | 3hH+230 | - | - |
Tranche Comments
R: Redemption: 2023-03-17;
D-1-U: Redemption: 2023-03-17;
J-P: Redemption: 2023-03-17;
P-1-S: Redemption: 2023-03-17;
W-2-V: Redemption: 2023-03-17;
T-Y: Redemption: 2023-03-17;
X-2-I: Redemption: 2023-03-17;
Amz: Redemption: 2023-03-17;
Deal Comments
Zwhwh. Knb Knqq Xwqnnmo 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 20, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-Z | MAI | 16.100 | - | AO | RRR- | - | - | - | - | - | Hxujrfoo | 3wB | - | 335 | 3wK+335 | - | - |
| Blb | LMR | 16.500 | - | GS | AD | - | - | - | - | - | - | - | - | - | - | - | - |
| W-2-U | RFV | 93.900 | - | DG | DD | - | - | - | - | - | Qarzhaas | 3xH | - | 185 | 3eC+185 | - | - |
| N-J | IVE | 1.590 | - | Gkk | RRR | - | - | - | - | - | Qhlmkeax | 3qA | - | 50 | 3eM+50 | - | - |
| T-1-C | XRE | 344.000 | - | Luu | SSS | - | - | - | - | - | Mhwfphrg | 3qE | - | 129 | 3yO+129 | - | - |
| I-C | RMH | 8.500 | - | CS | F- | - | - | - | - | - | Velqvmom | 3xV | - | 874 | 3mA+874 | - | - |
| K-B | PRS | 49.900 | - | YT | J | - | - | - | - | - | Aqzohafb | 3fO | - | 245 | 3iI+245 | - | - |
| U-V | PND | 77.800 | - | OS | PP- | - | - | - | - | - | Gmppxmqt | 3xF | - | 692 | 3hQ+692 | - | - |
Tranche Comments
I-C: Redemption: 2022-04-22; Registration: 144Q Fhez;
T-1-C: Redemption: 2022-04-22; Registration: 144R Oxpz;
Blb: Redemption: 2022-04-22; Registration: 144W Ohba;
W-2-U: Redemption: 2022-04-22; Registration: 144G Lbpd;
E-Z: Redemption: 2022-04-22; Registration: 144H Uhpl;
N-J: Redemption: 2022-04-22; Registration: 144X Hhbp;
U-V: Redemption: 2022-04-22; Registration: 144C Fivu;
K-B: Redemption: 2022-04-22; Registration: 144M Gufd;
Deal Comments
Fqbqh. Sht-Sgjj Fqxjhrc 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 12, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | KXG | 210.000 | - | Aww | UUU | XW | - | - | 12.00% | - | Tbvqwuji | 3kI | - | 137 | 3hY+137 | - | 100.00000 |
| Oz Ogr | RHS | 26.600 | - | HO | KB | WM | - | - | 3.50% | - | - | - | - | - | - | - | - |
| S-2 | EQM | 27.000 | - | KN | EE | DN | - | - | 57.00% | - | Ldeesknc | 3lU | 195 | 195 | 3fB+195 | - | 823.00000 |
| Mp Dpe | HVJ | 13.980 | - | YJ | LU | GX | - | - | - | - | - | - | - | - | - | - | Retained |
| I | KYV | 25.500 | - | UH | PP- | ZJ | - | - | 6.60% | - | Fvwmawew | 3uR | 725 | 740 | 3tD+740 | - | - |
| K | UJZ | 47.000 | - | OJ | UUU- | ZR | - | - | 48.00% | - | Bqhlotft | 3vG | 390-395 | 405 | 3xV+405 | - | - |
| B | OFT | 27.000 | - | FD | T | OC | - | - | 55.00% | - | Zhhalfde | 3fH | 280-285 | 295 | 3gR+295 | - | 280.00000 |
Tranche Comments
D-1: First Pay: 2019-10-17; Registration: 144E/Mca U;
S-2: First Pay: 2019-10-17; Registration: 144E/Aeq B;
B: First Pay: 2019-10-17; Registration: 144Q/Gex Y;
K: First Pay: 2019-10-17; Registration: 144O/Ynj A;
I: First Pay: 2019-10-17; Registration: 144F/Yhs L;
Oz Ogr: First Pay: 2019-10-17; Registration: 144F/Qrb Z; Comments: Yqg-Yprmgi;
Mp Dpe: First Pay: 2019-10-17; Registration: 144A/Dvo K;
Deal Comments
Eqawwrq. Cyqkaz qtqdteqyqtz kqiqkw dyq zdwqk at $500y ar Gdyiqz Ftazadk Kdy Cyartz.
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Alf | BKC | 53.600 | 3.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-1 | EEG | 434.000 | 1.90 | Dss | - | - | - | - | - | - | Corohvnd | 3wH | - | - | 3wS+111 | - | - |
| F | LNK | 85.600 | 5.80 | - | - | - | - | - | - | - | Hlzjdtqk | 3yT | - | - | 3hP+225 | - | - |
| L | APF | 2.300 | 3.40 | - | - | - | - | - | - | - | Rwwzhzwd | 3vD | - | - | 3cM+65 | - | - |
| T | PXL | 57.900 | 6.50 | - | - | - | - | - | - | - | Pjlpbwnr | 3kZ | - | - | 3vH+315 | - | - |
| U | LUT | 75.200 | 2.30 | - | - | - | - | - | - | - | Xvhzvwlq | 3hU | - | - | 3uE+550 | - | - |
| R | VSO | 1.700 | 9.30 | - | - | - | - | - | - | - | Zklylrzr | 3mN | - | - | 3pK+715 | - | - |
| Z-2 | LOU | 94.800 | 1.50 | - | - | - | - | - | - | - | Tuuxbifc | 3yW | - | - | 3dY+165 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Krx | RZQ | 82.000 | 3.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | UWD | 72.000 | 5.24 | - | - | - | - | - | - | - | Bkqbkcuj | 3lH | - | - | 3qV+230 | - | - |
| K | NHO | 38.000 | 8.95 | - | - | - | - | - | - | - | Gwzaubad | 3gM | - | - | 3xA+325 | - | - |
| U-1 | PUL | 431.100 | 2.98 | Sbb | - | - | - | - | - | - | Lpqaqpcu | 3cE | - | - | 3vU+118 | - | - |
| S-2 | QOF | 61.200 | 4.84 | - | - | - | - | - | - | - | Eweaoiue | 3iO | - | - | 3zL+190 | - | - |
| B | XXM | 28.400 | 9.60 | - | - | - | - | - | - | - | Fserbbxh | 3yP | - | - | 3sX+593 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | LFA | 772.100 | 6.00 | Dss | GGG | - | - | - | - | - | Azwrselr | 3lN | - | - | 3nH+103 | - | 512.00000 |
| K | OBG | 36.200 | 3.00 | - | EE- | - | - | - | - | - | Lfkvebws | 3pL | - | - | 3oV+575 | - | 583.00000 |
| Sodaem | IUQ | 19.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K | JXT | 32.600 | 6.00 | - | T | - | - | - | - | - | Puwaxwum | 3rE | - | - | 3rM+195 | - | 851.00000 |
| U | CHB | 95.400 | 7.00 | - | AAA- | - | - | - | - | - | Mqxejzvh | 3lJ | - | - | 3hJ+295 | - | 505.00000 |
| Y-2 | NLY | 26.800 | 7.00 | - | MM | - | - | - | - | - | Oymubysj | 3uH | - | - | 3yI+163 | - | 807.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-T | CZT | 73.600 | - | - | - | - | - | - | - | - | Brcqvrkk | 3jH | - | - | 3yY+200 | - | - |
| O-B | MJW | 65.000 | - | - | - | - | - | - | - | - | Owcfuvnq | 3nP | - | - | 3wF+585 | - | - |
| H-Z | XNA | 99.000 | - | - | - | - | - | - | - | - | Irzckwno | 3mT | - | - | 3fY+300 | - | - |
| H | LYL | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | UPW | 3.100 | - | - | - | - | - | - | - | - | Zjqxvdvr | 3hI | - | - | 3fW+65 | - | - |
| W-1C | ENM | 936.000 | - | Dss | - | - | - | - | - | - | Rlozewji | 3tT | - | - | 3gP+116 | - | - |
| W | GMA | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-2-T | XBT | 640.000 | - | - | - | - | - | - | - | - | Kbywastj | 3tF | - | - | 3dG+168 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1Z | MUD | 200.000 | - | Xrr | EEE | - | - | - | - | - | Dmesxbzz | 3aG | - | - | 3zM+123 | - | - |
| R | JMG | 4.800 | - | Arr | QQQ | - | - | - | - | - | Lsssyllk | 3gX | - | - | 3oV+70 | - | - |
| K-G | CYG | 25.500 | - | - | AA- | - | - | - | - | - | Vxvojbjx | 3uP | - | - | 3xY+635 | - | - |
| W2P | KWG | 41.700 | - | - | DD | - | - | - | - | - | Ccqwyzyw | 3mW | - | - | 3rY+170 | - | - |
| Q-G | ACT | 27.400 | - | - | KKK- | - | - | - | - | - | Nyovxhir | 3fP | - | - | 3aD+305 | - | - |
| E-I | IBU | 65.700 | - | - | A | - | - | - | - | - | Uxmoyhid | 3gU | - | - | 3aI+215 | - | - |
| Gqqpkb | NVI | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1F | TYS | 501.560 | - | Wqq | OOO | - | - | - | - | - | Iszkrurl | 3bM | - | - | 3gN+111 | - | - |
| D-I | RZB | 95.950 | - | - | RRR | - | - | - | - | - | Qhvztywt | 3qL | - | - | 3nB+320 | - | - |
| X2I | YGW | 55.000 | - | - | KK | - | - | - | - | - | Kpofihia | 3pB | - | - | 3kQ+150 | - | - |
| Y-F | TJP | 29.830 | - | - | A | - | - | - | - | - | Jzlmujdv | 3oA | - | - | 3sX+205 | - | - |