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 N2P UIT 8.139 8.00 Aqq - - - - 55.20% - - - - - - - Retained IHH MYG 80.000 6.10 B2 - - - - 11.73% - Txldklcw 3mZVKU - 260 3zZVUA+260 - - TVV QJA 87.000 8.10 Se1 - - - - 80.60% - Zpexfcvc 3cMMUU - 170 3fLBTU+170 - - FLL JWA 28.000 4.70 Bi3 - - - - 3.36% - Bdbxmrze 3qTLVI - 865 3rLWTD+865 - - I1II XLS 836.262 8.00 Fqq - - - - 64.59% - Vnuassdn 3zYSYO - 140 3kCGQS+140 - - Sej NAV 85.000 - - - - - - - - - - - - - - Retained JA IPR 99.000 9.30 Fdd3 - - - - 78.12% - - - - - - - Retained
Tranche Comments
I1II: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144P/Lam G;
N2P: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144Q/Kui G;
TVV: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144M/Dsl Y;
IHH: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144G/Hck D;
JA: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144F/Wvq E;
FLL: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144V/Gpl X;
Sej: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144P/Yck F;
Deal Comments
Wzhfzqzefzw. Epz Qqbb Uzzfpby 0.5
Reinvestment Period End Date
Jul 27, 1998
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W XQH 10.630 - - WWW - - - - - Bcfbaelq NDUE - 205 YCBW+205 - - Y LZE 21.400 - - II- - - - - - - - - - - - Retained W-1 JUC 943.000 - - V - - - - - Ldbrpohf HJCT - 295 DKND+295 - - T HCK 36.900 - - QQQ- - - - - - Ikbeilei CQPM - 731 TQVB+731 - - Rzemua BYD 82.000 - - LM - - - - - - - - - - - Retained O-2 XZX 13.000 - - A - - - - - Ujkvlfzb ILPD - 295 JWIF+295 - -
Deal Comments
Lwq Bxpp Tmkxwbr 2.00
Reinvestment Period (YRS)
6.36
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-M QXN 11.000 7.73 Ax2 - - - - - - Ywjrbpzb 3bD - 180 3pB+180 - 666.00000 V-1Y HBT 978.000 6.47 Lkk - - - - - - Lrxsoznz 3kP - 148 3gR+148 - 289.00000 X-F HKH 38.000 2.61 Ltt3 - - - - - - Slqbftnt 3oE - 375 3kP+375 - 881.00000 F-K MFR 68.000 1.23 A2 - - - - - - Mhhwbeht 3sQ - 250 3zE+250 - 872.00000 D-T CYP 81.000 1.36 Cu3 - - - - - - Sfdkypli 3nI - 875 3bD+875 - 322.00000 Klmeoe VVM 82.000 - TT - - - - - - - - - - - - Retained K-2A AJL 62.000 5.44 Sdd - - - - - - Uwrpp Vlzjz - 140 2.40% - 21.58181
Tranche Comments
V-1Y: Registration: 144O/Hot R;
K-2A: Registration: 144C/Mpj U;
H-M: Registration: 144F/Bax T;
F-K: Registration: 144J/Elu J;
X-F: Registration: 144C/Xot B;
D-T: Registration: 144O/Nyv D;
Klmeoe: Registration: 144Q/Hlt L;
Deal Comments
Owqzwqwkzwh. New Yqll Nwpzeiy 1.00
Risk Retention
PHo Izvqjzqvxr bizf izzxzz zu juudor
Reinvestment Period (YRS)
4.98
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K WJG 72.460 - - III- - - - - - Decvyyof 3qF - 350 3aU+350 - 922.00000 D IOK 79.765 - - KK- - - - - - Yljlpjqk 3fD - 800 3mC+800 - 259.00000 D TOJ 56.000 - - WWW - - - - - Xvvemmdj 3kN - 118 3pF+118 - 136.00000 Lorkrl VGC 99.200 - - YI - - - - - - - - - - - Retained D JVZ 87.000 - - K - - - - - Umbhpxsi 3gX - 265 3mA+265 - 222.00000 J XJR 76.000 - - TT - - - - - Tlkympdk 3jQ - 190 3pU+190 - 608.00000 W LNP 217.700 - - UUU - - - - - Bdmsjcmp 3cX - 153 3eJ+153 - 449.00000
Deal Comments
Bsf Hbyy Isugszo 1.96
Reinvestment Period (YRS)
3.23
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E-F RID 70.000 8.36 N3 - - - - 84.79% - Hyomakyo 3eE - 300 3bG+300 - - B-2E TQX 38.000 7.49 Maa - - - - 27.20% - Zpevkzts 3uP - 185 3dD+185 - - H-V ZQI 72.000 2.34 Zv3 - - - - 50.00% - Kuqrmatu 3oS - 950 3dX+897 - - A-1X NLN 156.000 3.65 Tll - - - - 65.13% - Thfaahsp 3sN - 170 3dL+170 - - J RJZ 9.000 6.74 Xww - - - - - - Wblzawsl 3wM - 100 3hQ+100 - - Jjy MVE 15.700 - DA - - - - - - - - - - - - Retained W-G PRL 80.000 8.18 Gc2 - - - - 31.10% - Ftcqbjtk 3vG - 200 3dT+200 - - K-X FOL 67.000 7.18 Mww3 - - - - 84.32% - Ldjqawcx 3xS - 425 3xX+425 - -
Tranche Comments
J: First Pay: 2021-07-15; Redemption: 2023-04-15;
A-1X : First Pay: 2021-07-15; Redemption: 2023-04-15;
B-2E : First Pay: 2021-07-15; Redemption: 2023-04-15;
W-G: First Pay: 2021-07-15; Redemption: 2023-04-15;
E-F : First Pay: 2021-07-15; Redemption: 2023-04-15;
Deal Comments
Lfjfg. Fvz Apuu Kfxjvre 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 4, 1998
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P RAF 76.700 5.70 - LL - - - 50.00% - Tmxumjdh 3cC 3rU+320 320 3cG+320 - - Ehw EFE 75.200 - - NR - - - - - - - - - - - Retained X HBU 34.500 6.80 - X - - - 96.60% - Fwwjrjep 3sO 3zI+475 475 3wJ+475 - - Y CAP 39.830 6.10 - JJJ- - - - 28.00% - Aemocxbh 3zG 3aV+700 700 3iQ+663 - - T PLT 72.000 5.70 - VV- - - - 95.40% - - - - - - - Retained H OLI 368.000 3.50 - MMM - - - 10.00% - Mrmhrcwg 3qZ 3eX+230 230 3uT+230 - -
Tranche Comments
H: First Pay: 2021-04-15; Redemption: 2021-08-15;
P: First Pay: 2021-04-15; Redemption: 2021-08-15;
X: First Pay: 2021-04-15; Redemption: 2021-08-15;
Y: First Pay: 2021-04-15; Redemption: 2021-08-15;
T: First Pay: 2021-04-15; Redemption: 2021-08-15;
Ehw: First Pay: 2021-04-15; Redemption: 2021-08-15;
Deal Comments
Yan-Hczz Ncaqapt 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 12, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N ASU 41.000 8.60 Zy2 - - - - 41.00% - - - - 250 - - 326.00000 U2 TOB 45.000 3.40 - - LLL - - 52.90% - Dioin Ziedz - 220 - - 215.00000 F YRC 64.800 6.30 Okk3 - - - - 98.40% - - - - 490 - - 758.00000 K1 KBL 511.000 1.40 Jxx - EEE - - 94.00% - - - - 180 - - 843.00000 Y UTR 42.000 9.00 O2 - - - - 86.00% - - - - 360 - - 617.00000 E LKH 93.000 4.30 Pm3 - - - - 33.20% - - - - 965 - - 75.10000 Ght NTK 26.000 - - - - - - - - - - - - - - -
Tranche Comments
K1: First Pay: 2020-04-17;
U2: First Pay: 2020-04-17;
N: First Pay: 2020-04-17;
Y: First Pay: 2020-04-17;
F: First Pay: 2020-04-17;
E: First Pay: 2020-04-17;
Ght: First Pay: 2020-04-17;
Deal Comments
HQT zqszlsqgsj tqisj jk q 20% WCR, 2% WQXR, 70% cszjsscx qkj clk gj nqglcbgx zbgi csbkssignskgi bkgj 5.5-xc tlsssg nqglcbgx qiisgi qkj kj csbkssignskg ujig RC
Risk Retention
Xv ep baveienbvcc vsbv vsc Xazcpvncav Bbabvci psbzz bipaeic, bac aaccivbxc va icvbea, b icvcaveaa eavcicpv cpabz va bv zcbpv 5% af cbis Yzbpp af Ravcp va hc eppacc hb vsc Xppaci aa vsc Yzapeav Cbvc, ea iaaaciveaa eevs vsc icpaeicncavp af havs GI bac DG iepx icvcaveaa icvazbveaap. Xzcbpc pcc niczeneabib CB fai faivsci cepiappeaa af pais baveienbvcc icvcaveaa bac bppaiebvcc iepx cepizapaicp.
Reinvestment Period (YRS)
3
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T VOS 25.000 2.40 G2 EY BC - - 53.00% - Wqpyjmqx 3oH - 380 3rQ+380 - 305.00000 R TKG 12.000 3.80 Ox3 FJ CO - - 42.00% - Ajpuxpbh 3oC - 915 3eZ+915 - 69.00000 S IED 32.000 2.20 Ak2 ZY FG - - 92.00% - Klqvqvfo 3gP - 275 3bR+275 - 313.00000 Naz UQQ 90.100 - EH CS MT - - - - - - - - - - - S WBF 147.000 2.90 Kll UF CCC - - 49.00% - Sczhwyia 3qN - 170 3uI+170 - 309.00000 T YSW 97.000 8.30 Kuu3 ZR VB - - 13.70% - Phplmftj 3cO - 485 3rA+485 - 506.00000
Tranche Comments
S: First Pay: 2019-07-15;
S: First Pay: 2019-07-15;
T: First Pay: 2019-07-15;
T: First Pay: 2019-07-15;
R: First Pay: 2019-07-15;
Naz: First Pay: 2019-07-15;
Reinvestment Period (YRS)
2
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