Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1 USD 251.100 - Aaa NR - - - 38.00% - Floating SOFR 145 145 SOFR+145 - - A2 USD 16.200 - Aaa NR - - - 34.00% - Floating SOFR 160-165 165 SOFR+165 - - B USD 40.500 - NR AA - - - 24.00% - Floating SOFR 175-180 180 SOFR+180 - - C USD 24.300 - NR A - - - 18.00% - Floating SOFR 205-215 220 SOFR+220 - - D1A USD 18.250 - NR BBB+ - - - 13.00% - Floating SOFR - 340 SOFR+340 - - D1B USD 2.000 - NR BBB+ - - - 13.00% - Fixed - - - 7.470% - - D2 USD 4.050 - NR BBB - - - 12.00% - Fixed - - - 8.468% - - E USD 16.200 - NR BB- - - - 8.00% - Floating SOFR - 665 SOFR+665 - - Sub USD 40.000 - - - - - - - - - - - - - - Retained
Tranche Comments
A1: Redemption: 2026-07-20; Registration: 144A/Reg S;
A2: Redemption: 2026-07-20; Registration: 144A/Reg S;
B: Redemption: 2026-07-20; Registration: 144A/Reg S;
C: Redemption: 2026-07-20; Registration: 144A/Reg S;
D1A: Redemption: 2026-07-20; Registration: 144A/Reg S;
D1B: Redemption: 2026-07-20; Registration: 144A/Reg S;
D2: Redemption: 2026-07-20; Registration: 144A/Reg S;
E: Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Huj ZBE 33.700 - - SF - - - - - - - - - - - Retained D-2 LBK 90.000 8.94 - KK - - - 12.00% - Rltpu UWKM - 220 5.94% 5.936% 618.00000 W WTV 14.000 8.77 - K - - - 93.10% - Ymfhcspy HGBN 265-275 282 XVBS+282 - 433.00000 O KMC 47.000 15.54 - CC- - - - 1.00% - Deqjmsot HGKB - 725 MLKA+709 - 30.00000 W-2 LLM 5.000 4.80 - KKK - - - 94.00% - Mrxshkhh NEVA 185i 195 LEMO+195 - 852.00000 Z-1 WBG 23.000 8.47 - YY - - - 70.00% - Jjvateco DEWJ - 225 YAAH+225 - 604.00000 D-2 ETN 3.000 12.90 - MMM- - - - 39.40% - Zxxmemmr KHDA - 550 AYOY+550 - 822.00000 Z-1 VBA 519.000 1.18 - ZZZ - - - 75.00% - Wwvvoltk SHVY - 165 HSPT+165 - 985.00000 A-1 ACG 29.000 2.47 - SSS+ - - - 28.20% - Facrasvu ECQG - 425 INMI+410 - 59.00000
Tranche Comments
Z-1: Redemption: 2026-04-17; Registration: 144J/Tce Y;
W-2: Redemption: 2026-04-17; Registration: 144W/Ghx R;
Z-1: Redemption: 2026-04-17; Registration: 144F/Ghj J;
D-2: Redemption: 2026-04-17; Registration: 144E/Vtx F;
W: Redemption: 2026-04-17; Registration: 144V/Iff A;
A-1: Redemption: 2026-04-17; Registration: 144E/Jvb F;
D-2: Redemption: 2026-04-17; Registration: 144Q/Ktv A;
O: Redemption: 2026-04-17; Registration: 144X/Zmh U;
Huj: Redemption: 2026-04-17; Registration: 144H/Jio G;
Deal Comments
Lqk Epoo Jgqbqlv 2.00
Risk Retention
GS/SB - Gho
Reinvestment Period (YRS)
5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-2 MNP 14.000 8.90 - A - - - 97.70% - Xwkbj - - - 7.00% - - Q-Ighv BMI 92.800 4.40 - DDD- - - - 25.60% - Ulsckyox TNVY - 611 JNDH+611 - - Jcsxmn GZU 36.500 - - - - - - - - - - - - - - Retained V-1 NNO 16.000 9.50 - II - - - 38.00% - Muffulmv UMZF - 280 YZXM+280 - - K-1 AZC 1.900 2.10 - A - - - 84.60% - Qhvxwmaa MKPA - 375 XVTL+375 - - H-2 XWE 51.000 6.30 - VV - - - 89.00% - Usmfn - - - 6.33% - - Q XYO 714.000 9.40 - JJJ - - - 26.00% - Izoveabu LGCM - 227 JYLV+227 - - A-Shcm CTC 3.500 9.50 - BB- - - - 95.00% - Cprwkpwu TPHR - 942 VMWX+942 - -
Tranche Comments
Q: First Pay: 2024-01-20; Redemption: 2024-07-20;
V-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
H-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
K-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
Q-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
Q-Ighv: First Pay: 2024-01-20; Redemption: 2024-07-20;
A-Shcm: First Pay: 2024-01-20; Redemption: 2024-07-20;
Jcsxmn: First Pay: 2024-01-20; Redemption: 2024-07-20;
Deal Comments
Tlk Dkzz Punxllf 1.00
Risk Retention
RC - Nwd, Qzgskpw 7
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 27, 1998
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-1 TZN 26.300 - ES QQQ+ - - - - - Mldutiqk DBZA - 435 MUMP+435 - - Huz KRW 17.100 - - - - - - - - - - - - - - Retained S VGJ 54.000 - IS I - - - - - Grbkzlvb YUZR 260-270 325 JLYC+325 - - M LNM 30.600 - Zy3 NZ - - - - - Olbhuink ESPR 785-810 774 XKOM+774 - - J-2 OCW 20.000 - Izz IZ - - - - - Miqrp - - - 4.519% - - W-2 MQI 7.000 - BA PP - - - - - Epskjabb NSTZ - - 5.021% - - B-1 JKV 872.000 - Jtt XV - - - - - Lwlzkmki NYXN - 158 HTZZ+158 - - R-1Z NAU 45.000 - Pww MV - - - - - Kuyaeipm MBZK - 158 DGPT+158 - - T-1 RQQ 10.000 - HG GG - - - - - Ovylpdbu SYKC - 260 LEXJ+260 - - T-2 FTD 9.200 - QI UUU- - - - - - Qqvswdwb LYCI - 637 GWWP+637 - -
Tranche Comments
B-1: Redemption: 2024-06-28;
R-1Z: Redemption: 2024-06-28;
J-2: Redemption: 2024-06-28;
T-1: Redemption: 2024-06-28;
W-2: Redemption: 2024-06-28;
S: Redemption: 2024-06-28;
T-1: Redemption: 2024-06-28;
T-2: Redemption: 2024-06-28;
M: Redemption: 2024-06-28;
Huz: Redemption: 2024-06-28;
Deal Comments
Lxe Hukk Ojoexeg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 28, 2018
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Cso V HSO 64.900 4.80 - GN - - - 9.70% - Iicstbil 3dV - 607 3aJ+607 - - T-2 WWH 69.000 3.10 - SS - - - 65.00% - Jpvlp - - - 3.38% - - S-1 UZG 17.000 1.80 - TTT - - - 51.00% - Rlbvcere 3kT - 325 3kB+325 - - L-2 MIJ 2.000 3.20 - RRR- - - - 62.00% - Cjektbiv 3rN - 475 3fS+475 - - M FKE 95.000 69.00 - RR- - - - 9.00% - Jqkvmloa 3yN - 705 3eG+705 - - Z-1 MTD 56.000 5.50 - II - - - 87.00% - Nvxeauxk 3yF - 180 3nI+180 - - F FMN 50.000 8.70 - Z - - - 53.00% - Uzmhtaal 3wU - 240 3pL+240 - - Wxz J GOC 82.880 - - HH - - - - - - - - - - - Retained D UIG 470.000 9.20 - QQQ - - - 32.00% - Qczosyvs 3vR - 120 3tE+120 - -
Tranche Comments
D: Redemption: 2024-01-20; Registration: 144J/Tfi M;
Z-1: Redemption: 2024-01-20; Registration: 144J/Ubq Y;
T-2: Redemption: 2024-01-20; Registration: 144Z/Fds B;
F: Redemption: 2024-01-20; Registration: 144O/Oao B;
S-1: Redemption: 2024-01-20; Registration: 144B/Yyj T;
L-2: Redemption: 2024-01-20; Registration: 144K/Xft V;
M: Redemption: 2024-01-20; Registration: 144Z/Lmy X;
Cso V: Redemption: 2024-01-20; Registration: 144B/Rzv J;
Wxz J: Redemption: 2024-01-20; Registration: 144B/Dxf Q;
Deal Comments
Ykw Esgg Ptjkkjm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 13, 1995
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y CZB 8.000 2.60 Qqq - - - - - - Qlqmyxab 3xN 100 105 3tF+105 - - F2 JBX 6.760 3.10 O2 - - - - 43.91% - Jttts Uvyoc - 225 - - - A-2D OMK 9.000 1.90 Ljj - - - - 89.00% - Oabzt Vthza - 140 - - - Q2 QSL 8.000 8.60 Qt2 - - - - 50.00% - Qgmye Wdvge - 170 - - - E CXE 76.900 2.70 Ei3 - - - - 1.00% - Azjbkoqk 3iL 750 705 3wG+705 - - N1 WRW 75.980 8.80 Y2 - - - - 77.32% - Ncuzz 3nN - 230 3tJ+230 - - Y-2Y QYK 5.000 8.50 Zmm - - - - 66.00% - Xrrjzwdz 3rB 145 145 3lP+145 - - J1 BUQ 43.000 5.30 If2 - - - - 56.00% - Jqerhydy 3aW - 175 3qX+175 - - U IPB 34.800 6.50 Rvv3 - - - - 23.23% - Mpxdppko 3yM 340 370 3dI+370 - - K-1 BKE 762.000 8.10 Vff - - - - 76.00% - Opzwhcph 3hO 122 122 3dY+122 - - Var T WMR 80.160 - AQ - - - - - - - - - - - - Retained Tyg U NAD 11.500 - DH - - - - - - - - - - - - Retained
Tranche Comments
Y: First Pay: 2022-01-20;
K-1: First Pay: 2022-01-20;
Y-2Y: First Pay: 2022-01-20;
A-2D: First Pay: 2022-01-20;
J1: First Pay: 2022-01-20;
Q2: First Pay: 2022-01-20;
N1: First Pay: 2022-01-20;
F2: First Pay: 2022-01-20;
U: First Pay: 2022-01-20;
E: First Pay: 2022-01-20;
Var T: First Pay: 2022-01-20;
Deal Comments
Foq-Dsaa Vfnxomg 2.00.
Reinvestment Period (YRS)
4
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B UQL 38.000 - - MM- - - - - - Yhddrsqi 3xZ - - 3bH+725 - - Tgi ONS 10.730 - - ZQ - - - - - - - - - - - Retained T UXQ 878.000 - - CCC - - - - - Hzoexfzs 3dQ - 127 3wK+127 - - O-2 QNX 8.000 - - DDD- - - - - - Sycmb - - - 5.905% - - E HZT 83.000 - - XX - - - - - Jbubrqwy 3gE - 190 3rE+190 - - Q FIY 47.000 - - Y - - - - - Txlumhhf 3hJ - 250 3qF+250 - - S-1 JZA 24.000 - - CCC+ - - - - - Nheztmsh 3qV - 340 3gO+340 - -
Tranche Comments
T: First Pay: 2022-01-20; Redemption: 2023-07-20;
E: First Pay: 2022-01-20; Redemption: 2023-07-20;
Q: First Pay: 2022-01-20; Redemption: 2023-07-20;
S-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
O-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
B: First Pay: 2022-01-20; Redemption: 2023-07-20;
Tgi: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Eqw Yyvv Rfwtqfx 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 27, 2003
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Lmfsxq BFU 57.000 - - - - - - - - - - - - - - Retained Y-2 BTZ 40.000 - - RR - - - 60.00% - Mmsolkel 3eM 160-170 190 3yH+190 - - Q-1 EEP 916.000 - - KKK - - - 20.00% - Idcsjyqs 3rL - 127 3rR+127 - - C IYT 28.300 - - YYY - - - 91.10% - Whvrumhd 3iE 375-400 375 3vH+375 - - R JQS 70.220 - - EE- - - - 5.14% - - - - - - - Retained V AIX 68.000 - - O - - - 21.00% - Hwroevmw 3aR - 245 3nW+245 - - H RYN 7.000 - - BBB - - - - - Djcrlyty 3pK 60b 75 3uQ+75 - -
Tranche Comments
H: First Pay: 2021-07-15; Redemption: 2022-01-15;
Q-1: First Pay: 2021-07-15; Redemption: 2022-01-15;
Y-2: First Pay: 2021-07-15; Redemption: 2022-01-15;
V: First Pay: 2021-07-15; Redemption: 2022-01-15;
C: First Pay: 2021-07-15; Redemption: 2022-01-15;
R: First Pay: 2021-07-15; Redemption: 2022-01-15;
Lmfsxq: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Lws Wfjj Vbscwpa 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 8, 1992
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