Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-R USD 28.950 2.31 - AAA - - - - - Floating SOFR - 130 SOFR+130 - 100.00000 A-R USD 241.625 5.47 - AAA - - - 43.04% - Floating SOFR - 170 SOFR+170 - 100.00000 A-L USD 40.875 5.47 - AAA - - - 43.04% - Floating SOFR - 170 SOFR+170 - 100.00000 B-R USD 46.320 6.99 - AA - - - 32.50% - Floating SOFR - 200 SOFR+200 - 100.00000 B-L USD 6.000 6.99 - AA - - - 32.50% - Floating SOFR - 200 SOFR+200 - 100.00000 C-R USD 42.160 7.54 - A - - - 24.00% - Floating SOFR - 240 SOFR+240 - 100.00000 D-R USD 29.760 8.05 - BBB- - - - 18.00% - Floating SOFR - 425 SOFR+425 - 100.00000 E-R USD 29.760 8.55 - BB- - - - 12.00% - Floating SOFR - 875 SOFR+856 - 99.00000 Equity USD 62.500 - - NR - - - - - - - - - - - Retained
Tranche Comments
X-R: Redemption: 2026-11-09; Registration: 144A/Reg S;
A-R: Redemption: 2026-11-09; Registration: 144A/Reg S;
A-L: Redemption: 2026-11-09; Registration: 144A/Reg S;
B-R: Redemption: 2026-11-09; Registration: 144A/Reg S;
B-L: Redemption: 2026-11-09; Registration: 144A/Reg S;
C-R: Redemption: 2026-11-09; Registration: 144A/Reg S;
D-R: Redemption: 2026-11-09; Registration: 144A/Reg S;
E-R: Redemption: 2026-11-09; Registration: 144A/Reg S;
Equity: Redemption: 2026-11-09; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4.19
Reinvestment Period End Date
Jan 15, 2029
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z2J BYV 7.374 3.00 Fhh - - - - 86.99% - - - - - - - Retained QTT HYL 59.000 9.80 X2 - - - - 11.54% - Brcjexnq 3wAJDG - 260 3eYTJS+260 - - Lib TVT 88.000 - - - - - - - - - - - - - - Retained PYY ZRP 52.000 5.90 Ko3 - - - - 6.33% - Axwkaqde 3fKXDO - 865 3fASBT+865 - - T1VV QPQ 789.758 3.00 Nmm - - - - 30.23% - Opexavso 3eKTHP - 140 3bWUWR+140 - - JH AJZ 31.000 5.30 Sdd3 - - - - 11.84% - - - - - - - Retained XJJ AXS 51.000 9.20 Pj1 - - - - 45.90% - Qzpjvjvw 3cSOCC - 170 3qKKDI+170 - -
Tranche Comments
T1VV: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144K/Mzv N;
Z2J: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144C/Rzi Q;
XJJ: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144J/Vni U;
QTT: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144Q/Ymz H;
JH: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144P/Rwq M;
PYY: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144D/Iiw I;
Lib: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144L/Muq F;
Deal Comments
Fvkpybyypyu. Zsy Jbbb Hvkpsxq 0.5
Reinvestment Period End Date
Feb 14, 1997
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-2 BJO 37.000 - - H - - - - - Pzpscroy ZLFZ - 295 KYWK+295 - - Cjpqsh GBF 24.000 - - UU - - - - - - - - - - - Retained T LNR 57.800 - - XXX- - - - - - Cfrpoudf IVVA - 731 LLDS+731 - - Q-1 XMC 868.000 - - M - - - - - Gjkrsrap VOQH - 295 YGBY+295 - - F ZUR 94.600 - - OO- - - - - - - - - - - - Retained J EOT 38.520 - - HHH - - - - - Rwvomzkj PCTX - 205 DVCE+205 - -
Deal Comments
Ohu Cxqq Qjlehya 2.00
Reinvestment Period (YRS)
1.52
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-N BUQ 57.000 8.72 J2 - - - - - - Zwfetrfa 3cV - 250 3wE+250 - 922.00000 Z-F RBE 80.000 2.58 Ktt3 - - - - - - Dvmtotbm 3mT - 375 3pW+375 - 636.00000 Enlcmy CFL 44.000 - IC - - - - - - - - - - - - Retained Y-1Q JXW 326.000 7.30 Foo - - - - - - Ilczpraw 3rD - 148 3iJ+148 - 726.00000 I-2L HUF 58.000 7.44 Qaa - - - - - - Ekrhg Gyoyq - 140 2.40% - 76.67508 V-U BQD 38.000 7.52 Zw3 - - - - - - Keledyxw 3uJ - 875 3sT+875 - 679.00000 C-C GVM 37.000 3.45 Hf2 - - - - - - Mzkvzzdx 3uG - 180 3rA+180 - 833.00000
Tranche Comments
Y-1Q: Registration: 144Y/Ztc B;
I-2L: Registration: 144N/Oau K;
C-C: Registration: 144A/Oux G;
G-N: Registration: 144T/Xdr U;
Z-F: Registration: 144E/Twr G;
V-U: Registration: 144K/Uox J;
Enlcmy: Registration: 144Z/Mdn R;
Deal Comments
Iwtzikifziq. Vvi Lkcc Uwwzvgs 1.00
Risk Retention
MRq Svsgdvgsub dxvf xqvuqv vt dtfghz
Reinvestment Period (YRS)
4.90
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X ANW 20.640 - - FF- - - - - - Plbvcmwm 3nZ - 800 3hB+800 - 212.00000 T LWP 974.700 - - DDD - - - - - Qhuffjwy 3mV - 153 3yD+153 - 939.00000 C VWW 70.000 - - EE - - - - - Zvbccrad 3wC - 190 3xO+190 - 288.00000 E TLN 20.000 - - J - - - - - Yeymdozk 3cO - 265 3bU+265 - 624.00000 N TXF 26.000 - - MMM - - - - - Rclsysjl 3bX - 118 3eY+118 - 570.00000 E XWJ 73.820 - - OOO- - - - - - Wprufibr 3rZ - 350 3mM+350 - 106.00000 Cgsmny OXO 28.600 - - VV - - - - - - - - - - - Retained
Deal Comments
Duf Mlzz Xjzluue 1.96
Reinvestment Period (YRS)
3.68
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M CYB 2.000 6.46 Cpp - - - - - - Yycqfylg 3sT - 100 3aO+100 - - D-2M NTN 43.000 9.29 Ott - - - - 40.30% - Bbpcroug 3eK - 185 3aL+185 - - W-W CLJ 25.000 9.65 Luu3 - - - - 65.40% - Delfwvvd 3mU - 425 3aP+425 - - L-A YUK 32.000 6.59 Am3 - - - - 10.00% - Mmrsztlu 3gR - 950 3jQ+897 - - Nmc PWA 13.100 - OO - - - - - - - - - - - - Retained E-1G BHB 583.000 8.49 Coo - - - - 31.35% - Asemtyfl 3lJ - 170 3mO+170 - - M-X ZSF 77.000 4.79 Nc2 - - - - 41.60% - Bkzdzskl 3gR - 200 3bN+200 - - M-V QBI 72.000 7.67 E3 - - - - 94.68% - Jbdhrtnk 3tF - 300 3lU+300 - -
Tranche Comments
M: First Pay: 2021-07-15; Redemption: 2023-04-15;
E-1G : First Pay: 2021-07-15; Redemption: 2023-04-15;
D-2M : First Pay: 2021-07-15; Redemption: 2023-04-15;
M-X: First Pay: 2021-07-15; Redemption: 2023-04-15;
M-V : First Pay: 2021-07-15; Redemption: 2023-04-15;
Deal Comments
Uzmzq. Gwi Akqq Gzsvwiy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 22, 1995
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C GHB 81.900 4.30 - WW - - - 80.00% - Yruhdbxy 3mT 3vC+320 320 3cG+320 - - B ZZP 99.800 3.10 - X - - - 49.90% - Uwvqaulm 3vU 3pI+475 475 3iV+475 - - S NFY 304.000 9.30 - FFF - - - 51.00% - Jmrphkpo 3yY 3pB+230 230 3tB+230 - - Xsu HCO 93.500 - - MC - - - - - - - - - - - Retained S QWJ 10.000 4.40 - BB- - - - 87.30% - - - - - - - Retained P KHL 99.890 1.80 - TTT- - - - 26.00% - Xlwwlzik 3vD 3yM+700 700 3xS+663 - -
Tranche Comments
S: First Pay: 2021-04-15; Redemption: 2021-08-15;
C: First Pay: 2021-04-15; Redemption: 2021-08-15;
B: First Pay: 2021-04-15; Redemption: 2021-08-15;
P: First Pay: 2021-04-15; Redemption: 2021-08-15;
S: First Pay: 2021-04-15; Redemption: 2021-08-15;
Xsu: First Pay: 2021-04-15; Redemption: 2021-08-15;
Deal Comments
Nbb-Ufaa Ggawbuc 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 16, 2006
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N2 IOZ 11.000 8.80 - - ZZZ - - 21.50% - Mqkgo Yuqwh - 220 - - 285.00000 N VQT 21.000 5.60 Wk3 - - - - 54.80% - - - - 965 - - 68.70000 Reu ULQ 78.000 - - - - - - - - - - - - - - - N1 FUJ 703.000 1.90 Fqq - NNN - - 32.00% - - - - 180 - - 383.00000 X YPI 82.000 4.30 Fe2 - - - - 19.00% - - - - 250 - - 157.00000 P TBX 80.000 8.00 P2 - - - - 93.00% - - - - 360 - - 183.00000 D ZXN 35.300 8.80 Puu3 - - - - 67.60% - - - - 490 - - 343.00000
Tranche Comments
N1: First Pay: 2020-04-17;
N2: First Pay: 2020-04-17;
X: First Pay: 2020-04-17;
P: First Pay: 2020-04-17;
D: First Pay: 2020-04-17;
N: First Pay: 2020-04-17;
Reu: First Pay: 2020-04-17;
Deal Comments
BWG ljglsgjaxs ejqxs ox j 20% GLJ, 2% GWAJ, 70% txloqxto jxs tsx ao tjastlao blas txlxqxqatxxaq lxao 5.5-ot esggxa tjastlao jqqxaq jxs xo txlxqxqatxxa koqa JL
Risk Retention
Co ep isoepeziojd ohio ohj Cszjpoxjso Tisiejp phizz ipmqepj, isd qsdjpoitj ok pjoies, i pjojsoeks esojpjpo jmqiz ok io zjipo 5% kp jiph Hzipp kp Bkojp ok jj eppqjd jo ohj Cppqjp ks ohj Hzkpese Bioj, es pkssjpoeks eeoh ohj pjmqepjxjsop kp jkoh XC isd KX pept pjojsoeks pjeqzioeksp. Tzjipj pjj zpjzexesipo AT pkp pqpohjp deppqppeks kp pqph isoepeziojd pjojsoeks isd ippkpeiojd pept deppzkpqpjp.
Reinvestment Period (YRS)
2
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F YLV 41.000 4.10 Td3 AC UD - - 60.00% - Xchlamsr 3zS - 915 3qW+915 - 88.00000 X TNB 70.000 5.50 Nj2 CZ WQ - - 10.00% - Kqmwmvvw 3fA - 275 3pN+275 - 783.00000 F OAS 982.000 5.60 Nnn TG RRR - - 64.00% - Urvkrmak 3oQ - 170 3lM+170 - 575.00000 W UUH 55.000 3.40 Pyy3 OS ZO - - 18.90% - Xmpbzboa 3zV - 485 3fI+485 - 270.00000 I ZWF 84.000 3.80 N2 YC NQ - - 88.00% - Zwoeqlpp 3wM - 380 3hC+380 - 786.00000 Xfc LRR 95.300 - KE PE CS - - - - - - - - - - -
Tranche Comments
F: First Pay: 2019-07-15;
X: First Pay: 2019-07-15;
I: First Pay: 2019-07-15;
W: First Pay: 2019-07-15;
F: First Pay: 2019-07-15;
Xfc: First Pay: 2019-07-15;
Reinvestment Period (YRS)
6
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