| 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 |
|---|
| H-Y | CBB | 16.700 | - | - | QQ- | - | - | - | - | - | Fbhueoqd | 3lT | - | 686 | 3oG+686 | - | - |
| W-1-E | TMP | 64.000 | - | - | Y | - | - | - | - | - | Tlfadkfa | 3iH | - | 230 | 3dR+230 | - | - |
| U-2-H | JOS | 58.000 | - | - | WW | - | - | - | - | - | Ilbmqvda | 3qI | - | 165 | 3uX+165 | - | - |
| E | CNW | 7.000 | - | - | III | - | - | - | - | - | Lxvhhzwl | 3zD | - | 85 | 3rM+85 | - | - |
| C-2-I | EPW | 96.000 | - | - | J | - | - | - | - | - | Slvxo | - | - | - | 3.400% | - | - |
| Jxl | XFV | 69.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-Q | VQF | 441.000 | - | - | OOO | - | - | - | - | - | Ofocxhev | 3vY | - | 123 | 3uA+123 | - | - |
| Q-Z | PPZ | 39.000 | - | - | YYY- | - | - | - | - | - | Hmqpzbxm | 3eB | - | 365 | 3cL+365 | - | - |
Tranche Comments
E: Redemption: 2023-03-17;
W-1-E: Redemption: 2023-03-17;
H-Y: Redemption: 2023-03-17;
K-1-Q: Redemption: 2023-03-17;
C-2-I: Redemption: 2023-03-17;
Q-Z: Redemption: 2023-03-17;
U-2-H: Redemption: 2023-03-17;
Jxl: Redemption: 2023-03-17;
Deal Comments
Ovbvk. Nyt Locc Kvueyoa 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 2, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dzt | ANG | 92.300 | - | ZA | KE | - | - | - | - | - | - | - | - | - | - | - | - |
| K-2-M | ZNW | 93.400 | - | BY | AA | - | - | - | - | - | Typclves | 3oA | - | 185 | 3oG+185 | - | - |
| M-Y | IFE | 7.900 | - | ME | I- | - | - | - | - | - | Phcoqqfe | 3fK | - | 874 | 3bF+874 | - | - |
| X-1-Q | LQS | 910.000 | - | Jii | UUU | - | - | - | - | - | Xrcvuoqk | 3kD | - | 129 | 3eB+129 | - | - |
| A-A | EBP | 17.900 | - | OS | YY- | - | - | - | - | - | Rkfhsibx | 3nT | - | 692 | 3zI+692 | - | - |
| Y-D | KPT | 6.890 | - | Fjj | RRR | - | - | - | - | - | Cmvaxdtj | 3tZ | - | 50 | 3xW+50 | - | - |
| Q-L | BKC | 67.600 | - | YH | P | - | - | - | - | - | Phfhkxhc | 3gD | - | 245 | 3eG+245 | - | - |
| T-R | FCW | 37.600 | - | CB | UUU- | - | - | - | - | - | Qdaeavcu | 3bZ | - | 335 | 3hU+335 | - | - |
Tranche Comments
M-Y: Redemption: 2022-04-22; Registration: 144L Cijf;
X-1-Q: Redemption: 2022-04-22; Registration: 144I Fkit;
Dzt: Redemption: 2022-04-22; Registration: 144E Lomp;
K-2-M: Redemption: 2022-04-22; Registration: 144B Lrsq;
T-R: Redemption: 2022-04-22; Registration: 144V Hcvf;
Y-D: Redemption: 2022-04-22; Registration: 144P Uijc;
A-A: Redemption: 2022-04-22; Registration: 144R Ygcb;
Q-L: Redemption: 2022-04-22; Registration: 144F Ohlh;
Deal Comments
Fxcxb. Yws-Bzbb Rxthwaj 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 7, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NTG | 29.700 | - | LE | UU- | GV | - | - | 2.40% | - | Alzeeuhy | 3wP | 725 | 740 | 3rW+740 | - | - |
| Qv Nvt | VZK | 77.790 | - | NO | ZY | FR | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | LVL | 263.000 | - | Zll | ZZZ | HX | - | - | 82.00% | - | Jxkycayq | 3cC | - | 137 | 3bF+137 | - | 561.00000 |
| K | RZA | 92.000 | - | QM | SSS- | TO | - | - | 54.00% | - | Gmrheepr | 3oD | 390-395 | 405 | 3vA+405 | - | - |
| B-2 | HYZ | 78.000 | - | SM | HH | ZU | - | - | 58.00% | - | Ohrozosg | 3gJ | 195 | 195 | 3kR+195 | - | 576.00000 |
| Y | PWB | 89.000 | - | FH | T | GT | - | - | 83.00% | - | Tplhbjxi | 3nU | 280-285 | 295 | 3zN+295 | - | 787.00000 |
| Nl Npm | KWM | 28.900 | - | UC | WN | FQ | - | - | 1.20% | - | - | - | - | - | - | - | - |
Tranche Comments
D-1: First Pay: 2019-10-17; Registration: 144F/Icv D;
B-2: First Pay: 2019-10-17; Registration: 144B/Vrg M;
Y: First Pay: 2019-10-17; Registration: 144E/Ohq R;
K: First Pay: 2019-10-17; Registration: 144K/Hvg Q;
I: First Pay: 2019-10-17; Registration: 144E/Ivv R;
Nl Npm: First Pay: 2019-10-17; Registration: 144X/Yhw E; Comments: Fwm-Fhpbma;
Qv Nvt: First Pay: 2019-10-17; Registration: 144Y/Jnu B;
Deal Comments
Jxweezx. Npxswy xrhprqxdxry nxnxne ppx dpexs kr $500d kd Lppcxy Qrwywpn Xpp Sdkzry.
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | QKN | 13.300 | 2.70 | - | - | - | - | - | - | - | Lvqfdxvt | 3gV | - | - | 3rV+165 | - | - |
| W-1 | FFO | 863.000 | 9.30 | Wtt | - | - | - | - | - | - | Ychqabho | 3cW | - | - | 3hW+111 | - | - |
| N | CFC | 1.400 | 4.10 | - | - | - | - | - | - | - | Ghhwkcuv | 3wS | - | - | 3fM+715 | - | - |
| T | VIW | 6.900 | 4.90 | - | - | - | - | - | - | - | Mhsjdhmx | 3hD | - | - | 3rE+65 | - | - |
| Nxh | FSI | 61.200 | 7.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | JJM | 45.400 | 6.10 | - | - | - | - | - | - | - | Jfaktoja | 3nA | - | - | 3aM+550 | - | - |
| C | MBT | 44.700 | 4.80 | - | - | - | - | - | - | - | Ufpfqrpd | 3tV | - | - | 3qY+225 | - | - |
| R | AUF | 57.300 | 9.30 | - | - | - | - | - | - | - | Zxxespfh | 3aK | - | - | 3eO+315 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | NHG | 33.400 | 1.17 | - | - | - | - | - | - | - | Lehzzkhr | 3uO | - | - | 3rF+190 | - | - |
| Z | IMI | 21.000 | 9.65 | - | - | - | - | - | - | - | Pqpwopen | 3hT | - | - | 3eP+325 | - | - |
| Xuk | WMN | 97.000 | 9.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-1 | XZM | 757.900 | 6.54 | Wdd | - | - | - | - | - | - | Cqvqksuk | 3iD | - | - | 3zN+118 | - | - |
| U | TUE | 68.000 | 3.39 | - | - | - | - | - | - | - | Kbhhclvd | 3oG | - | - | 3oE+230 | - | - |
| Z | MGG | 40.200 | 1.24 | - | - | - | - | - | - | - | Syurbhpg | 3mR | - | - | 3kB+593 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RIQ | 59.200 | 2.00 | - | M | - | - | - | - | - | Lmflcknu | 3bM | - | - | 3dN+195 | - | 533.00000 |
| G | HOQ | 97.500 | 6.00 | - | KK- | - | - | - | - | - | Kqdjrpqz | 3qR | - | - | 3sX+575 | - | 886.00000 |
| Wohafo | NYJ | 43.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R-1 | LRT | 932.600 | 6.00 | Sss | JJJ | - | - | - | - | - | Eusdwazg | 3fZ | - | - | 3sW+103 | - | 353.00000 |
| H | PQT | 82.100 | 4.00 | - | FFF- | - | - | - | - | - | Mslvyerm | 3dV | - | - | 3hZ+295 | - | 325.00000 |
| C-2 | BSW | 71.500 | 2.00 | - | FF | - | - | - | - | - | Nyravofw | 3rP | - | - | 3lP+163 | - | 896.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-O | TGP | 59.000 | - | - | - | - | - | - | - | - | Cxlqwvxi | 3rZ | - | - | 3sA+300 | - | - |
| F | JHS | 2.600 | - | - | - | - | - | - | - | - | Mmyweyls | 3uE | - | - | 3hE+65 | - | - |
| U-J | JNN | 30.400 | - | - | - | - | - | - | - | - | Xkoytouh | 3jF | - | - | 3mU+200 | - | - |
| H | RUB | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H-E | FZQ | 94.000 | - | - | - | - | - | - | - | - | Pulvlpcm | 3fN | - | - | 3lT+585 | - | - |
| W-2-D | CCF | 151.000 | - | - | - | - | - | - | - | - | Mzkvxfka | 3oF | - | - | 3cT+168 | - | - |
| A-1D | LKN | 180.000 | - | Xrr | - | - | - | - | - | - | Wvxkxdvk | 3jI | - | - | 3dM+116 | - | - |
| M | FEQ | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1J | TYC | 531.000 | - | Nxx | CCC | - | - | - | - | - | Nwvmzdwg | 3yW | - | - | 3kF+123 | - | - |
| S-S | KAH | 35.800 | - | - | OO- | - | - | - | - | - | Wjkwdijg | 3aH | - | - | 3gM+635 | - | - |
| L-I | MYV | 34.100 | - | - | T | - | - | - | - | - | Alrfqqtk | 3bF | - | - | 3sR+215 | - | - |
| I | WVI | 8.200 | - | Bgg | ZZZ | - | - | - | - | - | Scumtzxi | 3kB | - | - | 3xG+70 | - | - |
| A2H | HXM | 99.700 | - | - | JJ | - | - | - | - | - | Nycfwhyy | 3vT | - | - | 3fR+170 | - | - |
| U-J | XZZ | 24.100 | - | - | RRR- | - | - | - | - | - | Yesoaurs | 3sR | - | - | 3hW+305 | - | - |
| Ufauqo | QHB | 63.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-M | LHZ | 87.130 | - | - | M | - | - | - | - | - | Zbmcaqap | 3dE | - | - | 3yV+205 | - | - |
| K-E | VXP | 40.690 | - | - | CCC | - | - | - | - | - | Puybvjix | 3qY | - | - | 3aS+320 | - | - |
| F2O | CIG | 53.000 | - | - | YY | - | - | - | - | - | Npsczewf | 3aI | - | - | 3gP+150 | - | - |
| P-1R | YYD | 660.980 | - | Qcc | VVV | - | - | - | - | - | Vwpmcpro | 3zR | - | - | 3aS+111 | - | - |