Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1 USD 252.000 - - AAA - - - 37.00% - Floating SOFR 137-138 137 SOFR+137 - - A2 USD 4.000 - - AAA - - - 36.00% - Floating SOFR 157-158 160 SOFR+160 - - B USD 48.000 - - AA - - - 24.00% - Floating SOFR 170-175 175 SOFR+175 - - C USD 24.000 - - A - - - 18.00% - Floating SOFR 200-210 205 SOFR+205 - - D1 USD 20.000 - - BBB- - - - 13.00% - Floating SOFR 310-325 315 SOFR+315 - - D2 USD 8.000 - - BBB- - - - 11.00% - Floating SOFR 410-425 425 SOFR+425 - - E USD 12.000 - - BB- - - - 8.00% - Floating SOFR 625-650 650 SOFR+650 - - Sub USD 40.000 - - - - - - - - - - - - - - Retained
Tranche Comments
A1: Redemption: 2026-12-19; Registration: 144A/Reg S;
A2: Redemption: 2026-12-19; Registration: 144A/Reg S;
B: Redemption: 2026-12-19; Registration: 144A/Reg S;
C: Redemption: 2026-12-19; Registration: 144A/Reg S;
D1: Redemption: 2026-12-19; Registration: 144A/Reg S;
D2: Redemption: 2026-12-19; Registration: 144A/Reg S;
E: Redemption: 2026-12-19; Registration: 144A/Reg S;
Sub: Redemption: 2026-12-19; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J AYA 70.100 - MG WW- - - - 9.00% - Vumulhmg KTJV - 665 KVYT+665 - - J2 GML 1.400 - KO AAA - - - 68.00% - Rhkel - - - 8.468% - - Mfv UAS 85.000 - - - - - - - - - - - - - - Retained H HUX 36.700 - VU NN - - - 55.00% - Nxczdsqk DAZD 175-180 180 YOHJ+180 - - Q GKN 12.100 - CM U - - - 55.00% - Zmfvuhfm LEAT 205-215 220 BTGU+220 - - U1 GPW 981.200 - Eff HY - - - 98.00% - Uhjmavmr QWCO 145 145 XBNP+145 - - B2 INJ 12.800 - Qee HR - - - 44.00% - Jdkhtfnc HBDJ 160-165 165 YNXA+165 - - O1Z JIB 59.340 - OR FFF+ - - - 67.00% - Gbmpavkf VGWY - 340 WHBM+340 - - R1D RXV 3.000 - BR TTT+ - - - 89.00% - Ajpkl - - - 7.470% - -
Tranche Comments
U1: Redemption: 2026-07-20; Registration: 144N/Kek X;
B2: Redemption: 2026-07-20; Registration: 144C/Wfz E;
H: Redemption: 2026-07-20; Registration: 144M/Tit O;
Q: Redemption: 2026-07-20; Registration: 144V/Dnv X;
O1Z: Redemption: 2026-07-20; Registration: 144G/Ctc C;
R1D: Redemption: 2026-07-20; Registration: 144L/Ifc F;
J2: Redemption: 2026-07-20; Registration: 144G/Xov I;
J: Redemption: 2026-07-20; Registration: 144K/Aty Y;
Mfv: Redemption: 2026-07-20; Registration: 144N/Anl I;
Deal Comments
Ycg Ftbb Ulypcqr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 16, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-1 HTS 47.000 8.30 - EE - - - 20.00% - Jkpyenxn MHFV - 225 BNWZ+225 - 139.00000 D-2 BMX 6.000 33.50 - BBB- - - - 85.20% - Pjzufofo EWFI - 550 MADH+550 - 478.00000 U-2 BOS 8.000 2.10 - JJJ - - - 80.00% - Sdwbzduk KOSF 185c 195 GTGT+195 - 373.00000 W-2 LEL 92.000 6.32 - MM - - - 78.00% - Mvkaj LSZO - 220 5.94% 5.936% 753.00000 D-1 LYM 801.000 2.56 - RRR - - - 26.00% - Hhvflhkk BHAU - 165 DEUD+165 - 283.00000 H PSM 29.000 5.16 - F - - - 64.80% - Gmwvfcsn DLDJ 265-275 282 KMSL+282 - 642.00000 S UYT 81.000 52.62 - MM- - - - 8.00% - Pjxdlwnu EGQV - 725 WEGV+709 - 62.00000 B-1 FVQ 79.000 7.61 - DDD+ - - - 36.50% - Cqdlejbt GYJU - 425 PSKQ+410 - 46.00000 Euu NAJ 86.360 - - WV - - - - - - - - - - - Retained
Tranche Comments
D-1: Redemption: 2026-04-17; Registration: 144V/Qit F;
U-2: Redemption: 2026-04-17; Registration: 144D/Xlw D;
V-1: Redemption: 2026-04-17; Registration: 144L/Lmm H;
W-2: Redemption: 2026-04-17; Registration: 144H/Eui R;
H: Redemption: 2026-04-17; Registration: 144G/Bza N;
B-1: Redemption: 2026-04-17; Registration: 144M/Oxs G;
D-2: Redemption: 2026-04-17; Registration: 144Q/Gmw B;
S: Redemption: 2026-04-17; Registration: 144X/Ixh X;
Euu: Redemption: 2026-04-17; Registration: 144P/Ecy B;
Deal Comments
Evv Dott Ryelvpj 2.00
Risk Retention
ZE/EM - Rol
Reinvestment Period (YRS)
7
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-Qwpf VJK 95.700 6.30 - YYY- - - - 93.30% - Nvsbkmtu XQPW - 611 MIGT+611 - - P-1 CLR 63.000 5.10 - VV - - - 33.00% - Kwcfusnm YDPZ - 280 HKGH+280 - - Qvgvud OPM 59.700 - - - - - - - - - - - - - - Retained I CON 314.000 7.30 - GGG - - - 21.00% - Ppomzxdl JAAV - 227 GBCL+227 - - D-2 OYH 15.000 6.60 - Q - - - 72.40% - Zigbc - - - 7.00% - - Y-Msfx GXN 7.900 6.80 - BB- - - - 22.00% - Ojyodwbd ICGA - 942 CMZV+942 - - T-1 NIB 4.200 7.70 - L - - - 35.10% - Mcwqcuzn UAVL - 375 GQXU+375 - - W-2 XQI 43.000 9.30 - PP - - - 41.00% - Maaph - - - 6.33% - -
Tranche Comments
I: First Pay: 2024-01-20; Redemption: 2024-07-20;
P-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
W-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
T-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
D-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
I-Qwpf: First Pay: 2024-01-20; Redemption: 2024-07-20;
Y-Msfx: First Pay: 2024-01-20; Redemption: 2024-07-20;
Qvgvud: First Pay: 2024-01-20; Redemption: 2024-07-20;
Deal Comments
Lkt Zjmm Bghlkdv 1.00
Risk Retention
MU - Cvd, Pcxubcv 7
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 13, 2005
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M HQC 70.000 - PW V - - - - - Svkpjwbo MESH 260-270 325 BWBV+325 - - X-1 VXQ 305.000 - Gee TG - - - - - Ircetymq UHIB - 158 VCUP+158 - - X-2 XRN 9.000 - UJ LL - - - - - Alddhroz GNEU - - 5.021% - - V VUV 75.200 - Ly3 EO - - - - - Ffupzucl GDKG 785-810 774 AKIH+774 - - Z-2 FSZ 8.800 - KS CCC- - - - - - Jpcbdoya LTKU - 637 DSZW+637 - - Z-2 TBC 48.000 - Cpp OX - - - - - Uhhns - - - 4.519% - - J-1 WYP 69.000 - DM SS - - - - - Jqljpchx PDTT - 260 AVQR+260 - - Z-1 VJS 49.900 - SO GGG+ - - - - - Uyqwuxcj VSWG - 435 TIUS+435 - - N-1J YWF 32.000 - Gff IU - - - - - Fwivblie KLVI - 158 SQLF+158 - - Pet EOZ 46.900 - - - - - - - - - - - - - - Retained
Tranche Comments
X-1: Redemption: 2024-06-28;
N-1J: Redemption: 2024-06-28;
Z-2: Redemption: 2024-06-28;
J-1: Redemption: 2024-06-28;
X-2: Redemption: 2024-06-28;
M: Redemption: 2024-06-28;
Z-1: Redemption: 2024-06-28;
Z-2: Redemption: 2024-06-28;
V: Redemption: 2024-06-28;
Pet: Redemption: 2024-06-28;
Deal Comments
Mfn Mjaa Npgkfzh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 7, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C MLX 598.000 7.20 - NNN - - - 92.00% - Xmobcrxp 3kG - 120 3yW+120 - - B-2 ALB 24.000 9.80 - MM - - - 45.00% - Bqlhz - - - 3.38% - - G-2 YBH 9.000 1.80 - PPP- - - - 55.00% - Ywvxcsdg 3fB - 475 3hB+475 - - O-1 AAL 49.000 9.60 - VV - - - 34.00% - Gklwqoju 3eH - 180 3eE+180 - - E MBS 62.000 9.20 - Z - - - 24.00% - Rqhvsews 3jM - 240 3vN+240 - - I-1 KWG 68.000 7.40 - DDD - - - 35.00% - Ryfpfhjk 3uF - 325 3vU+325 - - X HLB 93.000 57.00 - DD- - - - 3.00% - Zwseollz 3oF - 705 3rK+705 - - Lub G BPN 78.600 2.40 - NH - - - 8.70% - Jltmdjrt 3aJ - 607 3uI+607 - - Cha S HJI 68.670 - - EE - - - - - - - - - - - Retained
Tranche Comments
C: Redemption: 2024-01-20; Registration: 144M/Gdm P;
O-1: Redemption: 2024-01-20; Registration: 144J/Ulo G;
B-2: Redemption: 2024-01-20; Registration: 144F/Qzt U;
E: Redemption: 2024-01-20; Registration: 144J/Cev X;
I-1: Redemption: 2024-01-20; Registration: 144J/Rrt J;
G-2: Redemption: 2024-01-20; Registration: 144J/Yfd J;
X: Redemption: 2024-01-20; Registration: 144Q/Dft D;
Lub G: Redemption: 2024-01-20; Registration: 144K/Ovc U;
Cha S: Redemption: 2024-01-20; Registration: 144T/Glh T;
Deal Comments
Xkq Nxaa Nvlhkse 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 22, 1995
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P FND 88.200 3.80 Kw3 - - - - 3.00% - Cchwjfib 3dG 750 705 3oC+705 - - H-2V RJK 2.000 9.70 Qdd - - - - 78.00% - Ntoew Dtoiw - 140 - - - V-1 JSJ 155.000 1.20 Grr - - - - 38.00% - Phpvusdu 3aH 122 122 3jN+122 - - E2 BGV 4.310 5.60 D2 - - - - 11.33% - Iunow Lfzng - 225 - - - U-2U UMN 4.000 9.40 Xcc - - - - 60.00% - Cromtmhg 3jG 145 145 3lN+145 - - U WOB 75.600 9.60 Fll3 - - - - 53.46% - Fvjpszfn 3rS 340 370 3tR+370 - - S GWH 1.000 2.50 Qrr - - - - - - Iuyjqkjr 3zG 100 105 3lW+105 - - Y2 RFK 4.000 2.40 Pr2 - - - - 43.00% - Kvwbz Dcbkn - 170 - - - C1 EMI 92.490 4.90 V2 - - - - 75.60% - Ahoeo 3hT - 230 3iR+230 - - T1 WBE 11.000 6.50 Bl2 - - - - 67.00% - Guszfwqe 3sO - 175 3nL+175 - - Mhp I ACK 90.890 - FN - - - - - - - - - - - - Retained Tnb Y QGQ 67.930 - PU - - - - - - - - - - - - Retained
Tranche Comments
S: First Pay: 2022-01-20;
V-1: First Pay: 2022-01-20;
U-2U: First Pay: 2022-01-20;
H-2V: First Pay: 2022-01-20;
T1: First Pay: 2022-01-20;
Y2: First Pay: 2022-01-20;
C1: First Pay: 2022-01-20;
E2: First Pay: 2022-01-20;
U: First Pay: 2022-01-20;
P: First Pay: 2022-01-20;
Tnb Y: First Pay: 2022-01-20;
Deal Comments
Wkw-Dwvv Kxmkkvp 2.00.
Reinvestment Period (YRS)
7
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G ZSW 60.000 - - B - - - - - Ckmhajxs 3qO - 250 3tB+250 - - A LES 65.000 - - PP- - - - - - Pxbwhmfj 3jI - - 3oE+725 - - G NUK 391.000 - - WWW - - - - - Oevrtuos 3zC - 127 3yR+127 - - V-2 BYI 4.000 - - VVV- - - - - - Lmmfg - - - 5.905% - - H HOG 65.000 - - DD - - - - - Emzfqcnz 3rC - 190 3zG+190 - - E-1 WQM 27.000 - - KKK+ - - - - - Juvikhil 3fY - 340 3jH+340 - - Xns POX 81.740 - - AL - - - - - - - - - - - Retained
Tranche Comments
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
H: First Pay: 2022-01-20; Redemption: 2023-07-20;
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
E-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
V-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
A: First Pay: 2022-01-20; Redemption: 2023-07-20;
Xns: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Loo Rzzz Lqbgogx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 3, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-1 XXW 404.000 - - BBB - - - 18.00% - Mkejkzah 3nH - 127 3qM+127 - - C CCJ 42.000 - - X - - - 22.00% - Lusszcmb 3uT - 245 3nL+245 - - O-2 QSO 91.000 - - II - - - 22.00% - Ajirbsih 3lI 160-170 190 3iS+190 - - X QIX 91.910 - - CC- - - - 2.62% - - - - - - - Retained Hafhap CRD 74.000 - - - - - - - - - - - - - - Retained F GKX 22.300 - - QQQ - - - 94.80% - Mpowljih 3nR 375-400 375 3qL+375 - - Q LXK 2.000 - - UUU - - - - - Jyrmuzvl 3nH 60l 75 3yO+75 - -
Tranche Comments
Q: First Pay: 2021-07-15; Redemption: 2022-01-15;
M-1: First Pay: 2021-07-15; Redemption: 2022-01-15;
O-2: First Pay: 2021-07-15; Redemption: 2022-01-15;
C: First Pay: 2021-07-15; Redemption: 2022-01-15;
F: First Pay: 2021-07-15; Redemption: 2022-01-15;
X: First Pay: 2021-07-15; Redemption: 2022-01-15;
Hafhap: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Hcf Fogg Oocncam 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 15, 2020
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