| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 150 | 3mSOFR+150 | - | - |
| A1 | USD | 150.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AL | USD | 50.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AF | USD | 24.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.490% | - | - |
| AJ | USD | 7.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.815% | - | - |
| B1 | USD | 15.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | - | 240 | 3mSOFR+240 | - | - |
| BF | USD | 20.000 | - | - | AA | - | - | - | - | - | Fixed | - | - | - | 5.196% | - | - |
| C1 | USD | 16.000 | - | - | A | - | - | - | - | - | Floating | SOFR | - | 317 | 3mSOFR+317 | - | - |
| CF | USD | 5.000 | - | - | A | - | - | - | - | - | Fixed | - | - | - | 5.970% | - | - |
| D | USD | 21.000 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | - | 420 | 3mSOFR+420 | - | - |
| E | USD | 11.375 | - | - | BB- | - | - | - | - | - | Floating | SOFR | - | 807 | 3mSOFR+807 | - | - |
| Sub | USD | 30.250 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
A1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AL: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AJ: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
B1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
BF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
C1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
CF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
D: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
E: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2026
WAL Test Period End Date
Jul 20, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IZ3 | XKF | 64.400 | - | - | U | - | - | - | - | - | Zholrcii | 3iW | - | 215 | 3lA+215 | - | - |
| P1V3 | FMY | 627.900 | - | - | RRR | JJJ | - | - | - | - | Gzkdhmyo | 3iD | - | 97 | 3uT+97 | - | - |
| U2F3 | TCA | 97.700 | - | - | QQ | - | - | - | - | - | Nvlcajxq | 3sZ | - | 155 | 3uM+155 | - | - |
Tranche Comments
P1V3: Redemption: 2021-12-27;
U2F3: Redemption: 2021-12-27;
IZ3: Redemption: 2021-12-27;
Deal Comments
Ezwpvmvipvt. Yzv Lmww Izhpzqa 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 26, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2b-H | BLS | 71.000 | - | - | ZZ | - | - | - | - | - | Xmwri | - | - | - | 1.825% | 1.825% | 121.00000 |
Tranche Comments
Z-2b-H: Redemption: 2021-06-29;
Deal Comments
Bhppchr Hmhcvhvwcvc. Aiv Ghrr Bmpciwn 1.00
Reinvestment Period End Date
Jul 7, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-S | QMT | 655.100 | - | Yo3 | - | - | - | - | - | - | Szeltazq | 3dH | - | - | 3aQ+165 | - | - |
| O-1A | PZS | 68.000 | - | - | - | - | - | - | - | - | Vepzfokb | 3zT | - | - | 3eI+210 | - | - |
| X-2T | IWP | 85.000 | - | - | - | - | - | - | - | - | Vwwpb | - | - | - | 0.050% | - | - |
| N-1C | NKR | 621.600 | - | Zrr | - | - | - | - | - | - | Oodazrog | 3uY | - | - | 3bL+107 | - | - |
| C-K | ORV | 13.800 | - | - | - | - | - | - | - | - | Jjsmpqyb | 3bX | - | - | 3aF+575 | - | - |
| L-Q | CWP | 98.000 | - | - | - | - | - | - | - | - | Gfrhqexd | 3lJ | - | - | 3lX+800 | - | - |
| X-Z | FWO | 22.500 | - | - | - | - | - | - | - | - | Gjouvkcv | 3fD | - | - | 3uB+315 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-N2 | QHS | 91.000 | - | - | VVV- | GK | - | - | - | - | Kserhypt | 3uB | - | 320 | 3jJ+320 | - | - |
| S-1-CS | LMB | 330.454 | - | - | FFF | SSS | - | - | - | - | Crtollkt | 3aR | - | 115 | 3eY+115 | - | - |
| Z-U2 | XQF | 69.000 | - | - | XX- | YP | - | - | - | - | Wakoslya | 3mG | - | 630 | 3sF+630 | - | - |
| Z-C2 | XVA | 39.400 | - | - | E- | HM | - | - | - | - | Nwxjczsv | 3eH | - | 865 | 3eJ+865 | - | - |
| J-A2 | XMH | 2.000 | - | - | LLL | TTT | - | - | - | - | Xhuppcza | 3tD | - | 65 | 3kY+65 | - | - |
| A-1-ST | LJR | 31.141 | - | - | XXX | JC | - | - | - | - | Ufhvr | - | - | - | 4.050% | - | - |
| A-O2 | CXI | 59.100 | - | - | F | SE | - | - | - | - | Adkakqyn | 3hV | - | 235 | 3vC+235 | - | - |
| Z-2-Z2 | ZSZ | 28.600 | - | - | ZZ | DF | - | - | - | - | Spvuftej | 3qA | - | 185 | 3pI+185 | - | - |
| Dnk | ZPJ | 20.600 | - | - | AR | FB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-A2: Redemption: 2020-07-27;
S-1-CS: Redemption: 2020-07-27;
A-1-ST: Redemption: 2020-07-27;
Z-2-Z2: Redemption: 2020-07-27;
A-O2: Redemption: 2020-07-27;
F-N2: Redemption: 2020-07-27;
Z-U2: Redemption: 2020-07-27;
Z-C2: Redemption: 2020-07-27;
Dnk: Redemption: 2020-07-27;
Deal Comments
Zyhyq. Zun Uoll Pyqeuxi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 8, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-J | IEI | 603.000 | - | Fee | KKK | - | - | - | - | - | Dbkjfzud | 3qT | - | - | 3oE+110 | - | - |
| D-2N | EXG | 51.000 | - | - | XX | - | - | - | - | - | Qchyjnpn | 3eW | - | - | 3dO+163 | - | - |
| O-1Z | JUF | 29.780 | - | - | II | - | - | - | - | - | Ylxzatsi | 3gS | - | - | 3tK+163 | - | - |
| V-F | VFN | 39.400 | - | - | I | - | - | - | - | - | Hjhbkecm | 3iA | - | - | 3xT+235 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1VV | AMC | 617.000 | - | Trr | WWW | - | - | - | - | - | Sqwjmuqu | 3mP | - | - | 3mF+121 | - | - |
| F2MP | LGE | 28.000 | - | - | HH | - | - | - | - | - | Uvvkz | - | - | - | 0.015% | - | - |
| F-Q | RHN | 91.000 | - | - | U | - | - | - | - | - | Dcwxhswe | 3xN | - | - | 3nJ+240 | - | - |
| J-1JG | HBC | 404.000 | - | Sbb | EEE | - | - | - | - | - | Scpcrjnl | 3lI | - | - | 3eQ+121 | - | - |
| Z-2ZL | BFT | 11.000 | - | - | XX | - | - | - | - | - | Bydyfzbt | 3wT | - | - | 3eB+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2TI | IGK | 84.000 | - | - | UU | - | - | - | - | - | Btvsm | - | - | - | 0.034% | - | - |
| X-1G | HIB | 916.720 | - | Fpp | FFF | - | - | - | - | - | Guvxtuxh | 3fJ | - | - | 3nM+141 | - | - |
| E-Q | ROA | 17.500 | - | - | V | - | - | - | - | - | Svjhlryu | 3bF | - | - | 3lA+295 | - | - |
| P-2PJ | UMC | 72.500 | - | - | CC | - | - | - | - | - | Jwedlwjo | 3zI | - | - | 3vK+195 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KWL | 95.500 | - | - | TTT | - | - | - | - | - | Nsqfetoq | 3rW | - | - | 3rK+370 | - | - |
| P | OIM | 31.000 | - | - | P | - | - | - | - | - | Ufzbpfmn | 3sT | - | - | 3pW+275 | - | - |
| M-1 | AYA | 221.400 | - | Rkk | JJJ | - | - | - | - | - | Uxqxxcdd | 3pK | - | - | 3uU+147 | - | - |
| Qarqbg | UKZ | 53.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2 | HBE | 15.000 | - | - | DD | - | - | - | - | - | Crpjaidy | 3iD | - | - | 3lA+678 | - | - |
| O-2 | IWO | 220.200 | - | Ji3 | OO | - | - | - | - | - | Nxcatceq | 3kQ | - | - | 3tP+220 | - | - |
| V-1 | RVY | 95.200 | - | - | BB | - | - | - | - | - | Yckleuwd | 3cJ | - | - | 3lT+550 | - | - |
| P | LCT | 77.000 | - | - | Q | - | - | - | - | - | Hjlfawjc | 3qB | - | - | 3xJ+700 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YBR | 10.400 | - | - | C | - | - | - | - | - | Wxetfoto | 3eM | - | - | 3tU+285 | - | - |
| G | HGK | 45.300 | - | - | OO | - | - | - | - | - | Fqprefyj | 3xC | - | - | 3tY+540 | - | - |
| C-1 | NLH | 604.000 | - | Ypp | WWW | - | - | - | - | - | Ipsvprao | 3kF | - | - | 3mQ+149 | - | - |
| X-2X | JLY | 66.000 | - | - | AA | - | - | - | - | - | Tcrwrbfc | 3kN | - | - | 3zB+205 | - | - |
| Qla | OUT | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q2K | LML | 51.100 | - | - | CC | - | - | - | - | - | Rscis | - | - | - | 0.039% | - | - |
| N | MAD | 63.000 | - | - | F | - | - | - | - | - | Oslfjfmd | 3qV | - | - | 3bI+600 | - | - |
| U | JFN | 12.100 | - | - | UUU | - | - | - | - | - | Rupujwmn | 3fC | - | - | 3zY+370 | - | - |
Tranche Comments
C-1: Registration: 144K/Njw B;
X-2X: Registration: 144U/Iox S;
Q2K: Registration: 144N/Hpn C;
L: Registration: 144T/Alw X;
U: Registration: 144A/Fin U;
G: Registration: 144T/Nnz M;
N: Registration: 144F/Hju P;
Qla: Registration: 144P/Apv J;