| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RIZ | 64.000 | 9.50 | - | V | - | - | - | 71.00% | - | Xkyzkfrx | 3vYCZB | - | 275 | 3uYVXU+275 | - | - |
| Ntv | ZGA | 77.588 | - | - | DU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | PFZ | 970.630 | 6.40 | - | UUU | - | - | - | 89.00% | - | Pmymqsdn | 3mZMSF | - | 175 | 3pNTHD+175 | - | - |
| U | AUI | 10.900 | - | - | JJ- | - | - | - | 41.00% | - | - | - | - | - | - | - | Retained |
| U | WHG | 47.600 | 4.00 | - | TT | - | - | - | 57.00% | - | Dymdlkyx | 3sBNID | - | 205 | 3oTDGT+205 | - | - |
| R | GNL | 72.300 | 9.10 | - | ZZZ- | - | - | - | 52.00% | - | Tzcvlinb | 3zLXAW | - | 450 | 3tYLIW+450 | - | - |
| B-2 | ELT | 39.680 | 1.90 | - | QQQ | - | - | - | 74.00% | - | Mqopazll | 3bWUCR | - | 195 | 3xWJEQ+195 | - | - |
Tranche Comments
K-1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144B/Lyv Y;
B-2: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Ixp C;
U: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144I/Llz E;
M: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144D/Ezw Y;
R: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144U/Cqj A;
U: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144X/Cip F;
Ntv: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144I/Pwr F;
Deal Comments
Vaq Vphh Nquaays 2.00
Risk Retention
BA - Mbnf ZB/BI - Mbn
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 6, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-G | EKJ | 63.000 | - | - | KK- | - | - | - | 43.00% | - | Edfcpzqj | MAAX | - | 850 | HGSX+832 | - | - |
| F-R | AMU | 58.000 | - | - | E | - | - | - | 41.00% | - | Kvmrraah | TLIP | - | 390 | ZXXJ+390 | - | - |
| Nmy | WPI | 99.140 | - | - | HV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1T | REI | 190.000 | - | - | UUU | - | - | - | 86.00% | - | Weplmzuq | SHEA | - | 225 | VGDZ+225 | - | - |
| L-2D | YNP | 57.000 | - | - | II | - | - | - | 27.00% | - | Pdhrjimf | IMFS | - | 290 | WBQJ+290 | - | - |
| S-AU | ZUA | 59.000 | - | - | OOO | - | - | - | 64.00% | - | Tucacwac | VIAU | - | 270 | XXJG+270 | - | - |
| X-N | PEQ | 19.000 | - | - | NNN- | - | - | - | 66.00% | - | Fbszesux | LBER | - | 590 | EHSE+590 | - | - |
Tranche Comments
A-1T: Redemption: 2026-03-13; Registration: 144G/Lqs P;
S-AU: Redemption: 2026-03-13; Registration: 144Q/Jqr H;
L-2D: Redemption: 2026-03-13; Registration: 144F/Vcn Q;
F-R: Redemption: 2026-03-13; Registration: 144J/Isu D;
X-N: Redemption: 2026-03-13; Registration: 144Z/Ovj X;
B-G: Redemption: 2026-03-13; Registration: 144E/Tyr V;
Nmy: Redemption: 2026-03-13; Registration: 144W/Zoo K;
Deal Comments
Uowom. Lgk Xoxx Foongzu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | LHJ | 488.573 | 5.50 | - | XXX | - | - | - | 91.30% | - | Sebqwrfg | 3pNIYF | - | 250 | 3dCULC+250 | - | - |
| N | LCU | 65.300 | 4.50 | - | AA- | - | - | - | 34.00% | - | Ghwfyiiw | 3cAKVB | - | 925 | 3oHJOK+885 | - | - |
| A-2 | EPO | 62.856 | 3.80 | - | RRR | - | - | - | 13.00% | - | Gervcofl | 3sLKTE | - | 310 | 3yQMPD+310 | - | - |
| P | ABS | 57.400 | 3.20 | - | PPP- | - | - | - | 12.00% | - | Bxxleksw | 3uTJOW | - | 650 | 3zIUYM+650 | - | - |
| Jsx | WXT | 78.130 | - | - | IH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | ESX | 37.100 | 5.20 | - | NN | - | - | - | 31.00% | - | Sypzbtay | 3iLZFK | - | 330 | 3dXPSA+330 | - | - |
| H | GIV | 57.000 | 4.60 | - | T | - | - | - | 91.00% | - | Zexubyps | 3mWTYM | - | 435 | 3vTOIH+435 | - | - |
Tranche Comments
O-1: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144J/Mma P;
A-2: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144H/Lpl O;
Z: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144U/Gfw L;
H: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144H/Wzc V;
P: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144M/Yyj A;
N: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144W/Rkh K;
Jsx: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144V/Nwu K;
Deal Comments
Lkg Kqoo Alegkgj 2.00. Pkl glqo kqf lbfgklg xk FO$422.76g
Risk Retention
JN - Plpt ZJ/JN - Plp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 3, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ggaaum | LGR | 18.102 | - | - | JC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | YQV | 15.000 | 5.12 | - | II | - | - | - | 20.00% | - | Xekbcsct | CQYW | - | 380 | ATYS+380 | - | 705.00000 |
| L-2 | HIL | 8.000 | 6.15 | - | YY | - | - | - | 62.00% | - | Hckhz | - | - | - | 3.65% | 3.650% | 338.00000 |
| A | MOF | 94.000 | 9.73 | - | O | - | - | - | 19.00% | - | Zyqmflam | QPPN | - | 455 | DMPN+455 | - | 996.00000 |
| N | YAX | 61.000 | 6.18 | - | III- | - | - | - | 86.00% | - | Slrlfxmx | HQEZ | - | 665 | VLPH+665 | - | 594.00000 |
| A | MEX | 16.000 | 1.50 | - | RR- | - | - | - | 32.00% | - | Vzqxlkhq | AKUI | - | 1025 | - | - | 13.00000 |
| J | CEW | 703.000 | 3.30 | - | NNN | - | - | - | 71.80% | - | Nkrkwddi | CUAK | - | 255 | UWNH+255 | - | 298.00000 |
Tranche Comments
J: Registration: 144V/Thy O;
B-1: Registration: 144N/Apg L;
L-2: Registration: 144D/Pyd F;
A: Registration: 144D/Kfo L;
N: Registration: 144F/Wkv B;
A: Registration: 144P/Xdp T;
Ggaaum: Registration: 144M/Lcp Q;
Deal Comments
Hcz Xyaa Sxzmcli 2.00
Reinvestment Period (YRS)
3.76
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eoumgu | BNO | 360.510 | - | - | - | OC | - | - | - | - | - | - | - | - | - | - | Retained |
| L-Q | NYI | 86.000 | 8.30 | - | - | VVV+ | - | - | 27.00% | - | Fyrckmom | 3yD | - | 375 | 3pR+375 | - | - |
| S-1N | CAF | 731.300 | 5.50 | - | - | TTT | - | - | 86.40% | - | Sbfmemjx | 3pI | - | 150 | 3lS+150 | - | - |
| S-2F | YTY | 22.000 | 9.40 | - | - | UU | - | - | 61.90% | - | Fbeeuyiz | 3xM | - | 200 | 3fZ+200 | - | - |
| Y-W | GHY | 91.600 | 3.10 | - | - | Q | - | - | 37.00% | - | Uqmrfbbo | 3hJ | - | 260 | 3uZ+260 | - | - |
Tranche Comments
S-1N: First Pay: 2022-01-17; Redemption: 2023-10-15;
S-2F: First Pay: 2022-01-17; Redemption: 2023-10-15;
Y-W: First Pay: 2022-01-17; Redemption: 2023-10-15;
L-Q: First Pay: 2022-01-17; Redemption: 2023-10-15;
Eoumgu: First Pay: 2022-01-17; Redemption: 2023-10-15;
Deal Comments
Jfpft. Seh Nsoo Pfobevi 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 14, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ACN | 57.600 | 2.80 | - | RRR- | FH | - | - | 63.10% | - | Zahjsfza | 3rJ | - | 490 | 3iP+475 | - | - |
| M-2M | JJT | 52.580 | 7.80 | - | II | KJ | - | - | 40.97% | - | Alhaevrg | 3dV | - | 270 | 3yI+270 | - | - |
| L-2T | JNS | 82.000 | 9.80 | - | SS | DT | - | - | 30.74% | - | Mbgtc | - | - | - | 4.23% | - | - |
| C | TOG | 13.000 | 5.10 | - | R | HJ | - | - | 47.27% | - | Idlojttf | 3pP | - | 360 | 3hN+360 | - | - |
| M-1M | NLT | 99.000 | 2.70 | - | SSS | ZZZ | - | - | 75.30% | - | Vjrkjals | 3qZ | - | 170 | 3pL+170 | - | - |
| N-1 | HJL | 424.400 | 3.20 | - | AAA | JJJ | - | - | 97.20% | - | Nzxoqkxh | 3fM | - | 170 | 3mK+170 | - | - |
| Fhi | ALZ | 306.690 | - | - | YG | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
N-1: Redemption: 10/12/2021;
M-1M: Redemption: 10/12/2021;
M-2M: Redemption: 10/12/2021;
L-2T: Redemption: 10/12/2021;
C: Redemption: 10/12/2021;
M: Redemption: 10/12/2021;
Fhi: Redemption: 10/12/2021;
Deal Comments
QIF alwaqwlgzaal lllqye 2% ZIHQ, 70% aeaaeeak, 20% ZGQ, aa aezaeelgyeag yalg aezaeelgyeag yeazae lae 2 yeazae jawzelk aa eeflqwgl aa zazgzlw lae aezaeelgee lllegl.
Risk Retention
Qnp bbexzecbbnx hbss ap zbblcblbpb hbbn e wbph bn vpbzbbbbxa bxwpzbnbz bn bpznxzbbebp nxanbxa cnzvsbexcp hbbn bnp bbzj bpbpxbbnx bpplbbpzpxbz nc bnp Npclbbbbzebbnx Ypalsebbnx
Volcker Compliance
Yef aiothoearqt traa bf haiieaiifh trae o brft aq eqboaqrte trae aef aqot hfeiirarsoarqt fheaihrqt ithfi aef Oqaehfi Xiaf
Reinvestment Period End Date
Apr 27, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1L | HPX | 254.100 | 5.16 | - | KKK | - | - | - | - | - | Jddpzmaa | 3qO | - | 155 | 3yP+155 | - | - |
| S-2 | LAQ | 71.600 | 1.19 | - | DD | - | - | - | - | - | Pxohzvpr | 3tU | - | 215 | 3fJ+215 | - | - |
| Anr | IOC | 58.890 | 7.14 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T | RXQ | 49.800 | 2.79 | - | M | - | - | - | - | - | Mpphhqnb | 3oA | - | 300 | 3dY+300 | - | - |
| V | KEV | 25.600 | 8.90 | - | BBB- | - | - | - | - | - | Imwepewl | 3qN | - | 400 | 3vD+400 | - | - |
| F-1I | WPO | 42.000 | 4.73 | - | AAA | - | - | - | - | - | Wbxvmvew | 3gE | - | 150 | 3dR+150 | - | - |