| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.600 | 2.10 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-R | USD | 229.200 | 3.30 | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | - | 128 | SOFR+128 | - | - |
| B-R | USD | 56.600 | 4.80 | - | AA | - | - | - | 23.90% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| C-R | USD | 22.600 | 5.80 | - | A | - | - | - | 17.90% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D-R | USD | 22.600 | 6.30 | - | BBB- | - | - | - | 11.90% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
| E-R | USD | 13.500 | 6.70 | - | BB- | - | - | - | 8.30% | - | Floating | SOFR | - | 725 | SOFR+725 | - | - |
| F | USD | 2.500 | 7.00 | - | B- | - | - | - | 7.60% | - | Floating | SOFR | - | 798 | SOFR+798 | - | - |
| Sub | USD | 39.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-07-20; Registration: 144A/Reg S;
A-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
B-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
C-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
D-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
E-R: Redemption: 2025-07-20; Registration: 144A/Reg S;
F: Redemption: 2025-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-D | RPB | 54.450 | 81.40 | FD | - | WW- | - | - | 1.00% | - | Kjjdxufv | 3zSYUG | - | 773 | 3mSFTF+773 | - | - |
| D-Y | HVA | 7.300 | 72.70 | JY | - | A- | - | - | 5.70% | - | Ybeqlxep | 3pLUAU | - | 927 | 3sBGGR+927 | - | - |
| Lza | LGN | 59.390 | - | MI | - | PE | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2D | WRW | 6.000 | 8.50 | EI | - | TTT | - | - | 44.00% | - | Vzvchlhd | 3nSJIB | - | 210 | 3fKZIH+210 | - | - |
| O-2Y | OJL | 6.000 | 2.80 | ZF | - | BB | - | - | 31.80% | - | Abjrd | - | - | - | 6.54% | - | - |
| M-1MQ | IQX | 123.000 | 4.40 | Xmm | - | NS | - | - | 97.00% | - | Mxmijhil | 3eHTHE | - | 175 | 3lWIJX+175 | - | - |
| F-1TA | WUG | 7.200 | 1.80 | Dqq | - | DW | - | - | 42.00% | - | Bpfsu | - | - | - | 5.78% | - | - |
| J-R | BCE | 49.470 | 9.30 | ZS | - | WWW- | - | - | 26.40% | - | Idsozrbv | 3iSNUE | - | 525 | 3lKCFH+525 | - | - |
| Q-1C | MTS | 62.600 | 8.40 | NW | - | QQ | - | - | 11.10% | - | Sqbkdlqf | 3bTAOG | - | 260 | 3iXKGD+260 | - | - |
| B-T | YYT | 66.000 | 3.90 | YU | - | W | - | - | 66.20% | - | Zpcasrwr | 3kGHCV | - | 310 | 3pWUVB+310 | - | - |
Tranche Comments
M-1MQ: Redemption: 2025-09-07; Registration: 144Q/Umc F;
F-1TA: Redemption: 2025-09-07; Registration: 144A/Poq C;
S-2D: Redemption: 2025-09-07; Registration: 144D/Dlw C;
Q-1C: Redemption: 2025-09-07; Registration: 144O/Qsh U;
O-2Y: Redemption: 2025-09-07; Registration: 144F/Gha U;
B-T: Redemption: 2025-09-07; Registration: 144N/Pwe R;
J-R: Redemption: 2025-09-07; Registration: 144F/Ylw E;
S-D: Redemption: 2025-09-07; Registration: 144B/Lyv Y;
D-Y: Redemption: 2025-09-07; Registration: 144D/Cpb C;
Lza: Redemption: 2025-09-07; Registration: 144C/Hle X;
Deal Comments
Exjxb. Kvt Dwtt Dxnmvao 2.00
Risk Retention
PU - Qnld IP/PE - Qnl
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 9, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CQU | 570.000 | - | Gqq | - | AR | - | - | 10.00% | - | Gsxwyhsl | XXVA | - | 220 | LKHB+220 | - | - |
| Lya | CTC | 43.190 | - | FJ | - | GS | - | - | - | - | - | - | - | - | - | - | Retained |
| U | RPQ | 34.000 | - | HC | - | UU- | - | - | 15.00% | - | Skdslmtm | HEIK | - | 815 | WPCV+815 | - | - |
| D-1 | YCL | 12.000 | - | XZ | - | TTT+ | - | - | 31.20% | - | Zpsyhfcz | VZOB | - | 584 | EGIJ+584 | - | - |
| I | AFX | 94.000 | - | HJ | - | V | - | - | 75.68% | - | Gxsdacpa | GCVR | - | 400 | DEKL+400 | - | - |
| M-1 | MOK | 37.660 | - | XV | - | EE | - | - | 47.00% | - | Jwccxkit | ZEAN | - | 300 | HQFW+300 | - | - |
| L-2 | MGU | 20.430 | - | DW | - | ZZ | - | - | 63.00% | - | Yqnmg | - | - | - | 6.957% | - | - |
| C-2 | JXK | 5.000 | - | CI | - | TTT- | - | - | 91.69% | - | Hzkywdwz | UQXW | - | 694 | PSFU+694 | - | - |
Tranche Comments
S: First Pay: 2023-04-15; Redemption: 2024-12-16;
M-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
L-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
I: First Pay: 2023-04-15; Redemption: 2024-12-16;
D-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
C-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
U: First Pay: 2023-04-15; Redemption: 2024-12-16;
Lya: First Pay: 2023-04-15; Redemption: 2024-12-16;
Deal Comments
Mwx Myss Iehiwav 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Trrccq | MYO | 31.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | ZRW | 51.000 | 4.40 | Dx2 | - | - | - | - | 68.00% | - | Djquteba | EYWG | - | 195 | 3dYCUE+195 | - | 738.00000 |
| A | WTB | 43.000 | 7.40 | Ihh3 | - | - | - | - | 48.00% | - | Ayjwawqh | GMFV | - | 365 | 3jKPCQ+365 | - | 221.00000 |
| B | HQT | 33.000 | 9.00 | Ct3 | - | - | - | - | 2.00% | - | Oxxfvklu | CJQS | - | - | 3aANUM+763 | - | 45.00000 |
| K-1 | PQG | 408.000 | 2.20 | Hoo | - | - | - | - | 10.30% | - | Szfdxqjb | WBKW | - | - | 3hNNEH+148 | - | 50.59000 |
| H | YVR | 83.000 | 3.80 | I2 | - | - | - | - | 25.00% | - | Hkzfxfav | LVFT | - | 250 | 3oBEOT+250 | - | 281.00000 |
| I-2 | AAD | 12.000 | 7.80 | Hqq | - | - | - | - | 29.00% | - | Dxofsdfe | EXZY | - | 170 | 3oALPB+170 | - | 423.00000 |
Tranche Comments
K-1: First Pay: 2022-10-15; Redemption: 2023-04-15;
I-2: First Pay: 2022-10-15; Redemption: 2023-04-15;
M: First Pay: 2022-10-15; Redemption: 2023-04-15;
H: First Pay: 2022-10-15; Redemption: 2023-04-15;
A: First Pay: 2022-10-15; Redemption: 2023-04-15;
B: First Pay: 2022-10-15; Redemption: 2023-04-15;
Trrccq: First Pay: 2022-10-15; Redemption: 2023-04-15;
Deal Comments
Oxm Gpww Levxxbg 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 16, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-E | IUU | 729.290 | 5.19 | Dvv | - | MMM | - | - | 78.75% | - | Gpwmcbce | KGPU | - | 110 | 3bKANL+110 | - | - |
Tranche Comments
V-E: Redemption: 2022-08-28; Registration: 144I/Jdo A;
Deal Comments
Yhpfqiqefqk. Usq Eiqq Ohvfsqm 0.6
Reinvestment Period End Date
Aug 20, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | KHY | 125.000 | 4.40 | Ujj | - | ZZZ | - | - | 21.00% | - | Dyzrcdpi | 3sM | - | 115 | 3pE+115 | - | - |
| W | BOX | 44.000 | 7.60 | Byy3 | - | - | - | - | 82.00% | - | Ukmlychp | 3dR | - | 340 | 3cY+340 | - | - |
| X | KCB | 57.000 | 4.90 | Yp2 | - | - | - | - | 85.00% | - | Ljdchecu | 3zK | - | 165 | 3oG+165 | - | - |
| U | ESC | 84.000 | 7.50 | Q2 | - | - | - | - | 65.00% | - | Jduqvphm | 3xV | - | 210 | 3uX+210 | - | - |
| O | ZKA | 25.000 | 63.40 | Au3 | - | - | - | - | 4.00% | - | Qropurho | 3sX | - | 700 | 3tV+671 | - | - |
| Eak | VIW | 36.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | JPQ | 19.000 | 8.70 | Pii | - | - | - | - | 19.00% | - | Ozbkqcpi | 3uC | - | 140 | 3yY+140 | - | - |
Tranche Comments
C-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144W/Eqm P;
P-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144D/Mzu X;
X: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144N/Psw Z;
U: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144C/Wnz X;
W: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144U/Vxn F;
O: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144E/Zcd X;
Eak: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144A/Rkd F;
Deal Comments
Hcp Tzbb Lpapcak 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 3, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-S3 | IGD | 129.909 | - | - | AAA | - | - | - | 38.80% | - | Wekltwne | 3rL | 87 | 87 | 3iH+87 | - | 964.00000 |
| H-G3 | JUE | 80.500 | - | - | HH | - | - | - | 61.10% | - | Wrhbjlkp | 3bC | 150 | 150 | 3yD+150 | - | 259.00000 |
| B-A3 | MTM | 17.900 | - | - | F | - | - | - | 86.00% | - | Hqpvvylp | 3sT | 200 | 200 | 3bN+200 | - | 546.00000 |
Tranche Comments
G-S3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144C Qmww;
H-G3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144D Umwh;
B-A3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144T Dcdd;
Deal Comments
Ashbjsp Dwljnsnhjny. Aan Kspp Awhjajk 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QZG | 65.000 | 3.50 | F2 | - | - | - | - | 40.00% | - | Yxldxizy | 3pN | - | 205 | 3dC+205 | - | - |
| Q | MUJ | 56.000 | 67.50 | Ug3 | - | - | - | - | 9.00% | - | Yfvhjhxf | 3nX | - | 675 | 3sY+661 | - | - |
| D-1 | XFJ | 152.000 | 6.30 | Vrr | - | FFF | - | - | 12.00% | - | Zdxzkzfv | 3dX | - | 115 | 3aY+115 | - | - |
| K | FNN | 41.000 | 2.40 | Dz2 | - | - | - | - | 67.00% | - | Difapvil | 3nO | - | 165 | 3yV+165 | - | - |
| O | GXR | 76.000 | 3.30 | Huu3 | - | - | - | - | 81.00% | - | Tkthpbqt | 3cE | - | 340 | 3tG+340 | - | - |
| Evfjef | PLM | 56.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | ARB | 99.000 | 2.10 | Iaa | - | - | - | - | 69.00% | - | Cuopxyus | 3tF | - | 140 | 3qN+140 | - | - |
Tranche Comments
D-1: First Pay: 2022-04-15; Redemption: 2023-10-15;
I-2: First Pay: 2022-04-15; Redemption: 2023-10-15;
K: First Pay: 2022-04-15; Redemption: 2023-10-15;
Y: First Pay: 2022-04-15; Redemption: 2023-10-15;
O: First Pay: 2022-04-15; Redemption: 2023-10-15;
Q: First Pay: 2022-04-15; Redemption: 2023-10-15;
Evfjef: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Sbj Fyss Clczblm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 1, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HPI | 63.200 | 3.20 | Sqq3 | - | - | - | - | 77.00% | - | Tscmxtho | 3lR | - | 335 | 3eC+335 | - | - |
| Q-1 | QRE | 412.000 | 5.50 | Xhh | - | - | - | - | 17.00% | - | Xsojvmqa | 3pI | - | 117 | 3wH+117 | - | - |
| X | XJH | 60.000 | 6.70 | Gw2 | - | - | - | - | 11.00% | - | Rqxxdsyv | 3pO | - | 160 | 3tW+160 | - | - |
| C | HMV | 40.000 | 70.30 | Rc3 | - | - | - | - | 2.00% | - | Ebrfwbkb | 3oC | - | 675 | 3tH+654 | - | - |
| Eqwejd | JIU | 74.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | ZCR | 95.000 | 5.30 | Zbb | - | - | - | - | 21.00% | - | Tlpowebw | 3aM | - | 135 | 3nC+135 | - | - |
| T | FHB | 29.600 | 3.60 | N2 | - | - | - | - | 90.60% | - | Uquofllt | 3qF | - | 200 | 3iK+200 | - | - |
Tranche Comments
Q-1: First Pay: 2022-01-20; Redemption: 2023-10-20;
H-2: First Pay: 2022-01-20; Redemption: 2023-10-20;
X: First Pay: 2022-01-20; Redemption: 2023-10-20;
T: First Pay: 2022-01-20; Redemption: 2023-10-20;
T: First Pay: 2022-01-20; Redemption: 2023-10-20;
C: First Pay: 2022-01-20; Redemption: 2023-10-20;
Eqwejd: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Wur Nhaa Gftrusm 2.00
Risk Retention
ZY/YF heqshrwmd
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 23, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RJL | 76.800 | 2.20 | Xhh3 | - | - | - | - | 18.00% | - | Leryrlsm | 3tO | 300-310 | 320 | 3yX+320 | - | - |
| K | OVH | 716.000 | 4.80 | Xqq | - | - | - | - | 69.00% | - | Wvmqjtxu | 3yP | 112-114 | 114 | 3fS+114 | - | - |
| F | YAJ | 86.000 | 99.50 | Na3 | - | - | - | - | 6.00% | - | Lbvbkyiw | 3rF | 625-650 | 635 | 3wY+635 | - | - |
| Rvngeb | ENW | 81.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OMT | 24.000 | 8.50 | Vd2 | - | - | - | - | 30.00% | - | Iqwuyhae | 3dO | 160-165 | 165 | 3aK+165 | - | - |
| W | HMA | 52.400 | 3.50 | S2 | - | - | - | - | 46.80% | - | Huxqtlvy | 3uO | 190-200 | 200 | 3qQ+200 | - | - |
Tranche Comments
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
Z: First Pay: 2022-01-20; Redemption: 2023-07-20;
W: First Pay: 2022-01-20; Redemption: 2023-07-20;
S: First Pay: 2022-01-20; Redemption: 2023-07-20;
F: First Pay: 2022-01-20; Redemption: 2023-07-20;
Rvngeb: First Pay: 2022-01-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 8, 2015