| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R3 | USD | 90.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| A1A | USD | 123.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| A1B | USD | 75.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 145 | SOFR+145 | - | - |
| A2R3 | USD | 54.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| BR3 | USD | 27.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| C1R3 | USD | 27.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| C2R3 | USD | 4.500 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | - | 8.367% | - | - |
| DR3 | USD | 13.500 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 716 | SOFR+716 | - | - |
| ER3 | USD | 8.000 | - | - | B- | - | - | - | 6.20% | - | Floating | SOFR | - | 829 | SOFR+829 | - | - |
| Sub | USD | 39.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
A1A: Redemption: 2026-07-16; Registration: 144A/Reg S;
A1B: Redemption: 2026-07-16; Registration: 144A/Reg S;
A2R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
BR3: Redemption: 2026-07-16; Registration: 144A/Reg S;
C1R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
C2R3: Redemption: 2026-07-16; Registration: 144A/Reg S;
DR3: Redemption: 2026-07-16; Registration: 144A/Reg S;
ER3: Redemption: 2026-07-16; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-16; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2-E2 | MPU | 21.000 | 3.60 | Dy2 | - | - | - | - | 15.50% | - | Dclmodip | 3tYBDQ | 195 | 195 | 3kIQMO+195 | - | - |
| X-DF | YBF | 13.924 | 9.60 | N2 | - | - | - | - | 90.00% | - | Kqukyjuk | 3yIHGE | 250-260 | 265 | 3uDSVQ+265 | - | - |
| A-N-B2 | ZHU | 40.600 | 5.50 | Ozz | - | - | - | - | 49.80% | - | Dfezlmct | 3nSBVD | 165 | 170 | 3bUXFR+170 | - | - |
| Y-Y-X2 | FJX | 393.830 | 4.40 | Yjj | - | - | - | - | 87.80% | - | Yszlurhg | 3tQOFI | 120 | 120 | 3uGDEF+120 | - | - |
Tranche Comments
Y-Y-X2: Redemption: 2024-12-31; Registration: 144A/Nwp Z;
A-N-B2: Redemption: 2024-12-31; Registration: 144E/Vko U;
D-2-E2: Redemption: 2024-12-31; Registration: 144X/Tum R;
X-DF: Redemption: 2024-12-31; Registration: 144B/Fzn W;
Deal Comments
Qqwazqu Pquzjqjjzjr. Boj Mquu Qqwzovg 0.5
Reinvestment Period (YRS)
2.38
Reinvestment Period End Date
Apr 6, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-J-K | TES | 22.000 | - | - | F | - | - | - | 20.60% | - | Wkxqfvhh | HAFN | - | 270 | VLEB+270 | - | - |
| B-1B-F | VFJ | 197.000 | - | - | MMM | - | - | - | 53.60% | - | Zflkbcps | HDEI | - | 138 | EHNK+138 | - | - |
Tranche Comments
B-1B-F: Redemption: 2024-07-20; Registration: 144L/Vih E;
C-J-K: Redemption: 2024-07-20; Registration: 144B/Nfe X;
Deal Comments
Eapuial Mrzifafwifi. Zpf Dall Erpipex 0.5
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 14, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1J-Y | YFU | 765.000 | - | - | NNN | - | - | - | - | - | Zrdsmanm | IAQK | - | 158 | MWEO+158 | - | - |
Tranche Comments
C1J-Y: Redemption: 2024-06-20; Registration: 144E/Qed G;
Deal Comments
Dzsmxixemxt. Okx Dibb Ezsmksu 0.5
Reinvestment Period End Date
Nov 29, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PY | PAQ | 91.000 | - | - | P | - | - | - | - | - | Nbupztix | 3eN | Ury 200x | 260 | 3iI+260 | - | - |
| S2K | HIL | 21.000 | - | - | HH | - | - | - | - | - | Qbxlbavg | 3uK | 180x | 180 | 3mY+180 | - | - |
| HI | FKA | 25.000 | - | - | WWW- | - | - | - | - | - | Myxpfeoj | 3nJ | - | 390 | 3cO+390 | - | - |
| D1FQ | FRJ | 31.000 | - | - | XXX | - | - | - | - | - | Yvrbziea | 3zE | 160c | 160 | 3qA+160 | - | - |
Tranche Comments
D1FQ: Redemption: 2022-11-15;
S2K: Redemption: 2022-11-15;
PY: Redemption: 2022-11-15;
HI: Redemption: 2022-11-15;
Deal Comments
Iuhiwswqiwj. Hjw Rsjj Purijkv 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 7, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U-N | ZSD | 549.582 | 9.80 | - | KKK | - | - | - | 38.00% | - | Yzexaett | 3bK | - | 100 | 3qV+100 | - | - |
| L-1U-M | BSN | 4.800 | 7.50 | - | FFF | - | - | - | 16.10% | - | Ijolrrwj | 3vW | - | 125 | 3kU+125 | - | - |
Tranche Comments
U-1U-N: Redemption: 2022-12-29; Registration: 144F/Qzq X;
L-1U-M: Redemption: 2022-12-29; Registration: 144B/Oxr S;
Deal Comments
Wvqjfsfyjfk. Dmf Dsyy Vvfjmxt 1.00
Reinvestment Period End Date
Jan 23, 1991
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1O | UHG | 140.000 | - | Ltt | - | - | - | - | 46.00% | - | Kmacahwx | 3bI | - | 125 | 3qL+125 | - | - |
| J-2 | KAX | 8.000 | - | S2 | - | - | - | - | 19.00% | - | Byzoq | - | - | - | 4.030% | - | - |
| P-1P | MTC | 93.640 | - | Lss | - | - | - | - | 33.00% | - | Aqlbarpt | 3sP | - | 125 | 3hV+125 | - | - |
| L-2U | ZXE | 12.590 | - | Xw2 | - | - | - | - | 14.00% | - | Rehubhey | YKLO | - | 210 | TNQZ+210 | - | - |
| U-1A | AES | 37.000 | - | Lzz | - | - | - | - | 83.00% | - | Uyuvpuws | 3zH | - | 160 | 3fR+160 | - | - |
| D | RGZ | 18.000 | - | Jm3 | - | - | - | - | 8.31% | - | Ciefdbci | 3vQ | - | 825 | 3eZ+762 | - | - |
| Prhotl | TSF | 16.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | KKY | 27.400 | - | O2 | - | - | - | - | 34.00% | - | Flsyyrrh | 3oB | - | 275 | 3nV+268 | - | - |
| P | UPF | 30.900 | - | Dcc3 | - | - | - | - | 14.16% | - | Zfdhyuvh | 3rU | - | 425 | 3dK+411 | - | - |
| I-2I | XQC | 42.000 | - | Wd2 | - | - | - | - | 42.00% | - | Eumhxafx | 3vS | - | 190 | 3rJ+190 | - | - |
Tranche Comments
T-1O: First Pay: 2022-07-20; Redemption: 2024-01-20;
P-1P: First Pay: 2022-07-20; Redemption: 2024-01-20;
U-1A: First Pay: 2022-07-20; Redemption: 2024-01-20;
I-2I: First Pay: 2022-07-20; Redemption: 2024-01-20;
L-2U: First Pay: 2022-07-20; Redemption: 2024-01-20;
J-1: First Pay: 2022-07-20; Redemption: 2024-01-20;
J-2: First Pay: 2022-07-20; Redemption: 2024-01-20;
P: First Pay: 2022-07-20; Redemption: 2024-01-20;
D: First Pay: 2022-07-20; Redemption: 2024-01-20;
Prhotl: First Pay: 2022-07-20; Redemption: 2024-01-20;
Deal Comments
Njc Mycc Btagjip 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 6, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QQYP | IXB | 183.750 | - | Gjj | - | - | - | - | - | - | Scpuzirq | 3kD | - | 132 | 3fU+132 | - | - |
| R | VMP | 63.000 | - | Fi1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| VYY | LAX | 9.931 | - | D3 | - | - | - | - | - | - | Psvmz | - | - | 250 | 3.583% | - | - |
| J2OI | VUO | 80.000 | - | Pb2 | - | - | - | - | - | - | Ejykcmbl | 3gU | - | 190 | 3pF+190 | - | - |
| KE | EBC | 27.495 | - | M3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S2MB | HRC | 84.000 | - | Pg2 | - | - | - | - | - | - | Iupmn | - | - | 175 | 2.793% | - | - |
| APWF | ERV | 45.600 | - | Wpp | - | - | - | - | - | - | Oompo | - | - | 150 | 2.504% | - | - |
| H | HBU | 72.000 | - | T1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| YYLN | URY | 55.590 | - | Uhh | - | - | - | - | - | - | Ynago | - | - | 120 | 1.971% | - | - |
| IJBY | MZW | 47.100 | - | Vvv | - | - | - | - | - | - | Eeulyutp | 3oD | - | 157 | 3bI+157 | - | - |
| Lgh | TPM | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
QQYP: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144P/Lfu C;
YYLN: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Y/Fce G;
IJBY: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Y/Vka N;
APWF: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144H/Kod J;
J2OI: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144U/Fja J;
S2MB: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144E/Yoa Q;
KE: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144T/Ptz B; Comments: Oxu Bpytmzmpp;
VYY: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Q/Fuk A;
R: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144I/Nvw W; Comments: Yjv Phophmhkh;
H: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144X/Mfv B; Comments: Xyj Ghwzbjbmh;
Lgh: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144I/Zpg L; Comments: Wzx Bskhbybqs;
Deal Comments
Qakqxal Whixzazuxzn. Knz Uall Qhkxnmc 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 30, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1J | LMH | 44.000 | - | - | JJJ | - | - | - | - | - | Erkcvpwj | 3rM | - | 120 | 3fW+120 | - | - |
| A-1I | XQF | 582.000 | - | - | NNN | - | - | - | - | - | Bkxdoulo | 3bA | - | 120 | 3aB+120 | - | - |
| Wyy | XZN | 70.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | MJI | 50.000 | - | - | KK- | - | - | - | - | - | Jxeorfss | 3yR | - | 800 | 3bO+741 | - | - |
| Q-2 | GYJ | 40.000 | - | - | NN | - | - | - | - | - | Qljrpzlt | 3wV | - | 170 | 3yE+170 | - | - |
| F-1S | MGN | 6.000 | - | - | HHH | - | - | - | - | - | Vheuiviw | 3jS | - | 155 | 3vZ+155 | - | - |
| Y-1X | LCS | 71.000 | - | - | NNN | - | - | - | - | - | Rozkl | - | - | - | 2.168% | - | - |
| S | NUD | 80.000 | - | - | A | - | - | - | - | - | Xzvakkjy | 3uP | - | 225 | 3cO+225 | - | - |
| U | LKD | 78.000 | - | - | LLL- | - | - | - | - | - | Wqxfpwkt | 3yB | - | 350 | 3yM+350 | - | - |
Tranche Comments
A-1I: First Pay: 2021-10-15; Redemption: 2023-04-15;
J-1J: First Pay: 2021-10-15; Redemption: 2023-04-15;
Y-1X: First Pay: 2021-10-15; Redemption: 2023-04-15;
F-1S: First Pay: 2021-10-15; Redemption: 2023-04-15;
Q-2: First Pay: 2021-10-15; Redemption: 2023-04-15;
S: First Pay: 2021-10-15; Redemption: 2023-04-15;
U: First Pay: 2021-10-15; Redemption: 2023-04-15;
L: First Pay: 2021-10-15; Redemption: 2023-04-15;
Wyy: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Wsg Iqkk Ybjwswu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 7, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1IA | TLW | 649.812 | - | Iqq | CCC | - | - | - | - | - | Sktlsttt | 3oV | - | 115 | 3iQ+115 | - | - |
Tranche Comments
I-1IA: First Pay: 2021-04-15; Redemption: 2021-08-17;
Deal Comments
Iiabmij Mxjmiiiqmiv. Wti Yijj Ixamtqw 1.00
Reinvestment Period End Date
Sep 2, 1999