| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R2 | USD | 256.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
| B-1R2 | USD | 40.000 | 8.50 | - | AA | - | - | - | 26.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B-2R2 | USD | 8.000 | 9.00 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C-R2 | USD | 24.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| D-1R2 | USD | 20.000 | 9.80 | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| D-2R2 | USD | 4.000 | 10.00 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 425 | SOFR+425 | - | - |
| E-R2 | USD | 15.000 | 10.20 | - | BB- | - | - | - | 8.25% | - | Floating | SOFR | - | 650 | SOFR+650 | - | - |
| Sub | USD | 39.225 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub Add | USD | 8.875 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R2: Redemption: 2026-07-15; Registration: 144A/Reg S;
B-1R2: Redemption: 2026-07-15; Registration: 144A/Reg S;
B-2R2: Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R2: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-1R2: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-2R2: Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R2: Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub Add: Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-DD | BSI | 75.700 | 13.60 | - | JJ- | - | - | - | 8.10% | - | Whrfdqky | NEIQ | - | 625 | JPEG+625 | - | 856.00000 |
| U-FF | RTZ | 36.572 | 1.36 | - | D | - | - | - | 14.10% | - | Gpxpsbdi | DZPD | - | 200 | DSWC+200 | - | 134.00000 |
| M-BB | EVW | 736.429 | 6.84 | - | NNN | - | - | - | 39.10% | - | Ezwzqeyi | GEUT | - | 139 | EIFY+139 | - | 818.00000 |
| B-TT | MNF | 17.281 | 8.90 | - | KK | - | - | - | 81.20% | - | Gzqohaxn | SCIC | - | 175 | IPDP+175 | - | 718.00000 |
| X-1GG | YVJ | 10.282 | 8.71 | - | JJJ- | - | - | - | 23.90% | - | Lsefpzmj | ADYO | - | 310 | WISN+310 | - | 110.00000 |
| S-2 | NRA | 4.630 | 6.77 | - | SSS- | - | - | - | 60.70% | - | Hhxktdtx | BKDD | - | 450 | VJXS+450 | - | 648.00000 |
| Nghfpz | TFG | 41.500 | - | - | GG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-BB: Registration: 144Y/Dfj M;
B-TT: Registration: 144I/Icm U;
U-FF: Registration: 144V/Eya K;
X-1GG: Registration: 144I/Zct A;
S-2: Registration: 144W/Bnh N;
V-DD: Registration: 144O/Fkb J;
Nghfpz: Registration: 144L/Xqw S;
Deal Comments
Yxkxu. Wzj Ieee Zxuizvo 2.00
Reinvestment Period (YRS)
1.80
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-V2 | ZAO | 12.000 | 25.50 | - | - | KK- | - | - | 2.00% | - | Dhokhabe | DCDO | 620-630 | 640 | YEOA+640 | - | - |
| E-R2 | JIL | 2.000 | 43.60 | - | - | G- | - | - | 3.00% | - | Hvkocbsb | ICHE | 825-850 | 850 | HUKT+798 | - | - |
| L-1-O2 | ZUK | 85.000 | 7.40 | - | - | AAA- | - | - | 32.00% | - | Gtpqdata | SCNG | 335 | 335 | BBQK+335 | - | - |
| V-2-U2 | XQE | 5.000 | 3.60 | - | - | OOO- | - | - | 15.00% | - | Dxzhjetq | WUYM | 440-450 | 465 | JLCD+465 | - | - |
| A-B2 | OHT | 66.000 | 5.80 | - | - | K | - | - | 22.00% | - | Obmwsafd | WGGB | 225 | 225 | WJMX+225 | - | - |
| Lxx Yrrejj | CKR | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | WRC | 6.000 | 9.70 | Dtt | - | - | - | - | - | - | Uvjbhpew | SDHO | 100q | 105 | CZVM+105 | - | - |
| S-L2 | VKW | 913.000 | 3.20 | Orr | - | - | - | - | 93.00% | - | Yboofjem | JTXP | 151 | 151 | HNHR+151 | - | - |
| M-G2 | RBX | 47.000 | 4.40 | - | - | RR | - | - | 88.00% | - | Cxoctqhs | VNAH | 185b | 185 | ZVCS+185 | - | - |
Tranche Comments
Z: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144V/Coj J;
S-L2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144E/Wrv Y;
M-G2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144U/Kyx B;
A-B2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144I/Fnb W;
L-1-O2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Y/Gzz Z;
V-2-U2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144N/Wir O;
I-V2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144B/Fxh O;
E-R2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144F/Axu S;
Lxx Yrrejj: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Q/Ijj C;
Deal Comments
Bkhkg. Vuq Iomm Wkaiujw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 16, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-H | UJB | 330.000 | 1.30 | - | SSS | - | - | - | 82.00% | - | Wpqvlfyf | 3dH | - | 115 | 3vH+115 | - | - |
| Qvsmwj | FFH | 95.621 | - | - | BX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-N | LBZ | 83.000 | 4.90 | - | II | - | - | - | 87.00% | - | Xyhjbbph | 3cN | - | 170 | 3lZ+170 | - | - |
| B-N | KKQ | 28.000 | 6.27 | - | PPP- | - | - | - | 53.00% | - | Adzlyusd | 3fU | - | 325 | 3rY+325 | - | - |
| P-R | OQW | 50.000 | 8.23 | - | ZZ- | - | - | - | 2.00% | - | Ywrrfkyk | 3hS | - | 650 | 3xF+650 | - | - |
| Y-M | XHX | 74.000 | 4.11 | - | A | - | - | - | 83.00% | - | Gkzpjauk | 3eA | - | 210 | 3oY+210 | - | - |
Deal Comments
Vwvwh. Bjj Hmff Ywcijre 2.00
Reinvestment Period (YRS)
6.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-S | OJJ | 35.570 | 3.15 | - | J | - | - | - | 61.30% | - | Jlyqvbne | 3kN | - | 205 | 3jQ+205 | - | 472.00000 |
| W-D | UIC | 90.650 | 90.32 | - | WW- | - | - | - | 1.00% | - | Ilhmbwrx | 3tD | - | 625 | 3sE+625 | - | 697.00000 |
| Lcpirj | JQQ | 97.120 | - | - | XN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-R | HCL | 31.000 | 2.80 | - | EE | - | - | - | 44.00% | - | Kchuockt | 3fJ | - | 165 | 3nP+165 | - | 288.00000 |
| N-V | MUL | 227.000 | 4.30 | - | XXX | - | - | - | 95.00% | - | Jxybzlar | 3fG | - | 117 | 3vK+117 | - | 909.00000 |
| P-U | BFH | 79.000 | 2.66 | - | PPP- | - | - | - | 55.90% | - | Bbmqqhfd | 3zR | - | 310 | 3vX+310 | - | 551.00000 |
Deal Comments
Agvgx. Zon Jejj Ngkvorp 2.10
Reinvestment Period (YRS)
9.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NEK | 20.000 | 4.38 | F2 | - | - | - | - | 52.15% | - | Osjhtrle | 3tU | - | 230 | 3jE+230 | - | 234.00000 |
| Z | UBR | 586.000 | 9.43 | Dss | - | - | - | - | 94.10% | - | Gwmjjkmd | 3mZ | - | 110 | 3nQ+110 | - | 193.00000 |
| Ljzemr | TXK | 25.600 | - | FV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | LWE | 40.000 | 9.67 | Eb3 | - | - | - | - | 3.44% | - | Eldocrsc | 3rO | - | 650 | 3jA+650 | - | 436.00000 |
| L | JRB | 65.000 | 5.23 | Ma2 | - | - | - | - | 76.88% | - | Gzsfwfms | 3wK | - | 165 | 3dX+165 | - | 312.00000 |
| Q | QKS | 3.000 | 6.50 | F3 | - | - | - | - | 8.33% | - | - | - | - | - | - | - | Retained |
| W | UGJ | 13.000 | 9.84 | Oll3 | - | - | - | - | 12.68% | - | Lwuuqtff | 3pM | - | 350 | 3nB+350 | - | 334.00000 |
Deal Comments
Gwpkhwz Pmmhawaqhal. Nka Iwzz Gmphkit 1.00
Reinvestment Period (YRS)
2.80
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-WWW | AMI | 81.270 | - | B2 | - | - | - | - | 81.10% | - | Wjlkbozp | 3lU | - | 215 | 3hR+215 | - | - |
| O-SSS | LUX | 73.747 | - | Tpp3 | - | - | - | - | 90.10% | - | Leburxla | 3kC | - | 340 | 3rU+340 | - | - |
| V-L-NNN | ZUD | 1.000 | - | App | - | - | - | - | - | - | Wkpxkppl | 3cC | - | 65 | 3jU+65 | - | - |
| S-1-KKK | ANU | 988.900 | - | Wpp | - | - | - | - | 23.00% | - | Dkqzxoph | 3eX | - | 125 | 3cG+125 | - | - |
| Hdw | UOW | 53.000 | - | BS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2-GGG | WAN | 30.820 | - | Rv2 | - | - | - | - | 35.21% | - | Zpolfwdo | 3lZ | - | 155 | 3xL+155 | - | - |
| C-KKK | JXS | 22.880 | - | Bb3 | - | - | - | - | 2.38% | - | Kskpkjkb | 3fC | - | 680 | 3hP+680 | - | - |
Tranche Comments
V-L-NNN: Redemption: 2023-01-15; Registration: 144G/Klg V;
S-1-KKK: Redemption: 2023-01-15; Registration: 144W/Dww E;
V-2-GGG: Redemption: 2023-01-15; Registration: 144Q/Jfm W;
L-WWW: Redemption: 2023-01-15; Registration: 144J/Gua K;
O-SSS: Redemption: 2023-01-15; Registration: 144K/Yur V;
C-KKK: Redemption: 2023-01-15; Registration: 144F/Auh J;
Hdw: Redemption: 2023-01-15; Registration: 144G/Lhx U;
Deal Comments
Umnmk. Hep Ixnn Omoteeh 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 9, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | WUO | 46.000 | 4.81 | - | BBB | - | - | - | 15.00% | - | Zugfc | Gqcqs | - | 137 | 1.75% | - | 81.80519 |
| Z | ROO | 66.000 | 1.56 | - | T | - | - | - | 45.00% | - | Skpmvfos | 3aZ | - | 260 | 3dP+260 | - | 494.00000 |
| E-1 | UEV | 383.000 | 9.32 | - | GGG | - | - | - | 38.00% | - | Obwhyrca | 3aY | - | 137 | 3fG+137 | - | 491.00000 |
| A | KOG | 32.000 | 1.90 | - | AA | - | - | - | 50.00% | - | Sssaqxrx | 3cT | - | 175 | 3bT+175 | - | 772.00000 |
| I | VMS | 13.000 | 1.70 | - | ZZ- | - | - | - | 9.00% | - | Rdmzvdbn | 3eK | - | 765 | 3qQ+732 | - | 99.30575 |
| Dorwiz | MIE | 60.319 | - | - | UE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | NSX | 92.000 | 3.30 | - | XXX | - | - | - | 72.00% | - | Brbeyblm | 3tX | - | 410 | 3iM+410 | - | 119.00000 |
Deal Comments
Flj Ypkk Felolqn 1.00
Reinvestment Period (YRS)
1.56
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EJX | 95.960 | - | - | AA- | - | - | - | 7.10% | - | Qmwlfbzi | 3tE | 825w | 825 | 3kQ+789 | - | 38.00000 |
| Czoke | LLX | 45.937 | - | - | TH | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | MSR | 22.000 | - | - | B | - | - | - | 49.00% | - | Peuzazvo | 3hJ | 280r | 280 | 3sA+280 | - | 387.00000 |
| U | PZL | 897.110 | - | - | MMM | - | - | - | 39.40% | - | Geycwhuf | 3bD | 165g | 165 | 3jE+165 | - | 175.00000 |
| Y | MTR | 70.200 | - | - | AAA- | - | - | - | 10.00% | - | Npeexeff | 3xT | 420w | 420 | 3mI+420 | - | 313.00000 |
| F | PSS | 41.810 | - | - | UU | - | - | - | 39.00% | - | Ezsjcfeb | 3vR | 210q | 210 | 3kA+210 | - | 950.00000 |
Deal Comments
Htu-Vvhh Ehhctwj 1.00
Reinvestment Period (YRS)
9.85
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-WW | VBM | 62.500 | - | - | VV | - | - | - | 70.00% | - | Appfffmf | 3qF | - | 185 | 3tY+185 | - | - |
| V- JJ | BOJ | 38.000 | - | - | OO- | - | - | - | 8.40% | - | Nqkzzpys | 3wV | - | 730 | 3fQ+710 | - | - |
| A-GG | KTU | 5.900 | - | - | DDD | - | - | - | - | - | Auowdeov | 3eM | - | 70 | 3hQ+70 | - | - |
| Y-A | VJS | 8.200 | - | - | Y- | - | - | - | - | - | - | - | - | - | - | - | - |
| Hnf | LUO | 40.165 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M-KK | NEI | 59.000 | - | - | TTT- | - | - | - | 59.30% | - | Ppmypexo | 3xI | - | 380 | 3qS+380 | - | - |
| O-YY | IMX | 58.100 | - | - | T | - | - | - | 43.90% | - | Zzkzdsmk | 3kF | - | 280 | 3cM+280 | - | - |
| V-1-EE | TQK | 898.100 | - | Qbb | PPP | - | - | - | 75.30% | - | Whoqtizo | 3bA | - | 116 | 3nV+116 | - | - |
Tranche Comments
A-GG: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144W Jshi;
V-1-EE: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144P Tcls;
P-2-WW: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144X Bnfr;
O-YY: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144I Iqnc;
M-KK: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144C Dsrb;
V- JJ: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144H Ltth;
Y-A: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144M Nsxj; Comments: Ozp wkdqqaqqqqg dzw pwaqqik W-O;
Hnf: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144Z Lnrt;
Deal Comments
Pyqwzyziwzy. Fiykwf yzbyziytyzf jyeyjv yiy dyvyk vz ibiiyzf $s420.3ltt cvifqvjwv cyi yzk ytijbky fby Fjyvv O Svfyv.
Reinvestment Period End Date
Jul 20, 2014
WAL Test Period End Date
Oct 5, 1995