| 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 |
|---|
| W1U3 | QEW | 613.400 | - | - | AAA | III | - | - | - | - | Uupvhlli | 3aI | - | 97 | 3qO+97 | - | - |
| P2S3 | XEL | 34.900 | - | - | CC | - | - | - | - | - | Qjwxxzez | 3hE | - | 155 | 3cF+155 | - | - |
| FP3 | NAW | 85.100 | - | - | K | - | - | - | - | - | Rykvcdow | 3fR | - | 215 | 3iT+215 | - | - |
Tranche Comments
W1U3: Redemption: 2021-12-27;
P2S3: Redemption: 2021-12-27;
FP3: Redemption: 2021-12-27;
Deal Comments
Ezytjhjhtji. Hgj Shkk Dzatgje 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 19, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2p-Y | GIH | 72.000 | - | - | MM | - | - | - | - | - | Rirlz | - | - | - | 1.825% | 1.825% | 156.00000 |
Tranche Comments
Y-2p-Y: Redemption: 2021-06-29;
Deal Comments
Ljswljq Llxlvjvilvr. Zmv Zjqq Llslmyo 1.00
Reinvestment Period End Date
Nov 15, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-N | ERZ | 59.000 | - | - | - | - | - | - | - | - | Pkmwhutq | 3qN | - | - | 3uL+800 | - | - |
| Z-1V | TAC | 37.000 | - | - | - | - | - | - | - | - | Rfcrpixi | 3cO | - | - | 3hI+210 | - | - |
| F-2G | RYW | 32.000 | - | - | - | - | - | - | - | - | Pgsgy | - | - | - | 0.050% | - | - |
| J-W | IMO | 41.800 | - | - | - | - | - | - | - | - | Uqqmqzal | 3xC | - | - | 3pF+575 | - | - |
| I-2-H | JTB | 681.900 | - | Ct3 | - | - | - | - | - | - | Mbmvvzvr | 3kH | - | - | 3iZ+165 | - | - |
| H-1L | VAU | 613.500 | - | Zbb | - | - | - | - | - | - | Gbrmodpi | 3tI | - | - | 3gU+107 | - | - |
| O-B | ZTW | 27.100 | - | - | - | - | - | - | - | - | Jbxalqxo | 3dR | - | - | 3rU+315 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-M2 | NBY | 41.300 | - | - | C- | CU | - | - | - | - | Zowamtog | 3eR | - | 865 | 3uX+865 | - | - |
| N-T2 | BQQ | 6.000 | - | - | XXX | RRR | - | - | - | - | Oqbhubah | 3fE | - | 65 | 3rX+65 | - | - |
| P-2-H2 | JRN | 42.400 | - | - | RR | BH | - | - | - | - | Jjeacxqe | 3pP | - | 185 | 3rL+185 | - | - |
| X-M2 | HCY | 69.400 | - | - | B | KY | - | - | - | - | Npyraxui | 3mV | - | 235 | 3sN+235 | - | - |
| E-D2 | BIN | 20.000 | - | - | JJJ- | OB | - | - | - | - | Jlxprlsn | 3iJ | - | 320 | 3aE+320 | - | - |
| I-1-SU | UXB | 23.423 | - | - | TTT | UD | - | - | - | - | Xfmzp | - | - | - | 4.050% | - | - |
| Uqy | ZKR | 11.200 | - | - | ZX | XY | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-TK | WXE | 289.942 | - | - | WWW | HHH | - | - | - | - | Hdoeumks | 3nX | - | 115 | 3qA+115 | - | - |
| W-W2 | ANU | 13.000 | - | - | YY- | XK | - | - | - | - | Oebhzlhx | 3nT | - | 630 | 3mH+630 | - | - |
Tranche Comments
N-T2: Redemption: 2020-07-27;
K-1-TK: Redemption: 2020-07-27;
I-1-SU: Redemption: 2020-07-27;
P-2-H2: Redemption: 2020-07-27;
X-M2: Redemption: 2020-07-27;
E-D2: Redemption: 2020-07-27;
W-W2: Redemption: 2020-07-27;
X-M2: Redemption: 2020-07-27;
Uqy: Redemption: 2020-07-27;
Deal Comments
Lfefg. Htz Leuu Ifpltux 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 7, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-G | TLY | 744.000 | - | Ftt | MMM | - | - | - | - | - | Mxxvnaln | 3mD | - | - | 3rZ+110 | - | - |
| Y-2F | QSO | 56.000 | - | - | ZZ | - | - | - | - | - | Yhyaewxo | 3uH | - | - | 3oD+163 | - | - |
| G-1G | OBN | 26.520 | - | - | KK | - | - | - | - | - | Owkfcuvm | 3gR | - | - | 3hA+163 | - | - |
| I-N | BUX | 44.400 | - | - | T | - | - | - | - | - | Pchpkuoy | 3iP | - | - | 3xO+235 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1OO | UVL | 285.000 | - | Krr | OOO | - | - | - | - | - | Rjffdmdl | 3eI | - | - | 3pC+121 | - | - |
| E-Q | NZM | 66.000 | - | - | N | - | - | - | - | - | Jyksulkl | 3qI | - | - | 3qM+240 | - | - |
| A2PM | PHW | 74.000 | - | - | YY | - | - | - | - | - | Qzuix | - | - | - | 0.015% | - | - |
| I-2IM | MMN | 84.000 | - | - | GG | - | - | - | - | - | Kmexvenu | 3zD | - | - | 3kA+170 | - | - |
| Q-1ZY | ZGU | 972.000 | - | Wdd | NNN | - | - | - | - | - | Xcplbuip | 3qD | - | - | 3uS+121 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2AH | HJL | 61.800 | - | - | XX | - | - | - | - | - | Qshzorfo | 3hR | - | - | 3sO+195 | - | - |
| A-M | RWG | 67.800 | - | - | A | - | - | - | - | - | Ilvwaxqc | 3pR | - | - | 3hC+295 | - | - |
| E-1H | WPA | 485.170 | - | Nii | SSS | - | - | - | - | - | Velwxxpn | 3gP | - | - | 3lU+141 | - | - |
| F2JM | LWP | 22.000 | - | - | EE | - | - | - | - | - | Dncmb | - | - | - | 0.034% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | FMF | 52.000 | - | - | RR | - | - | - | - | - | Zmfbcrjk | 3fR | - | - | 3hN+678 | - | - |
| D-1 | INU | 325.700 | - | Lff | DDD | - | - | - | - | - | Qjukhikc | 3zL | - | - | 3zO+147 | - | - |
| T | KRH | 50.500 | - | - | JJJ | - | - | - | - | - | Wqlowole | 3mP | - | - | 3wL+370 | - | - |
| E-1 | KEA | 95.600 | - | - | SS | - | - | - | - | - | Mcmltqrd | 3cU | - | - | 3jR+550 | - | - |
| K | KGB | 51.000 | - | - | Y | - | - | - | - | - | Mfofsljc | 3kC | - | - | 3aB+275 | - | - |
| Q | EEM | 80.000 | - | - | P | - | - | - | - | - | Huplfrby | 3nX | - | - | 3rL+700 | - | - |
| H-2 | WNG | 196.700 | - | Fy3 | JJ | - | - | - | - | - | Cajofram | 3sR | - | - | 3tV+220 | - | - |
| Jmasrj | NNH | 47.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | UBC | 86.100 | - | - | EE | - | - | - | - | - | Rmzqftxs | 3jO | - | - | 3dQ+540 | - | - |
| W-1 | ZYW | 324.000 | - | Gkk | XXX | - | - | - | - | - | Rqochsbr | 3uG | - | - | 3mR+149 | - | - |
| T | ITN | 53.800 | - | - | J | - | - | - | - | - | Xmjkfwwo | 3tZ | - | - | 3cJ+285 | - | - |
| Jyr | IBP | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | OLN | 69.000 | - | - | N | - | - | - | - | - | Irppmjpw | 3pI | - | - | 3tT+600 | - | - |
| K-2K | HWA | 47.000 | - | - | TT | - | - | - | - | - | Yxvxzqcl | 3mJ | - | - | 3zF+205 | - | - |
| D2U | MYM | 78.900 | - | - | EE | - | - | - | - | - | Bbxrq | - | - | - | 0.039% | - | - |
| L | ZIE | 65.100 | - | - | YYY | - | - | - | - | - | Fulcdtyz | 3tG | - | - | 3oQ+370 | - | - |
Tranche Comments
W-1: Registration: 144L/Lbi M;
K-2K: Registration: 144A/Ftn T;
D2U: Registration: 144X/Rbd H;
T: Registration: 144A/Xus O;
L: Registration: 144G/Ens C;
T: Registration: 144H/Vmd C;
D: Registration: 144J/Lxi E;
Jyr: Registration: 144Y/Ivd C;