Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-P XOW 32.000 - - TT- - - - 6.60% - Hesdzdlo UOYG - 710 IQFE+710 - - Q-1-D ABQ 49.890 - - OO - - - 38.12% - Qdolrdzv WEAY - 170 NVGT+170 - - I-1-D AEJ 656.375 - Qkk ZZZ - - - 61.55% - Vlmhcfhm HOZX - 111 HSJW+111 - - X-O GGH 25.200 - - MMM- - - - 64.69% - Lrxkkufs DZTF - 360 SSIC+360 - - I-L JKN 97.000 - - Q - - - 36.69% - Blbypqou CYGW - 195 VGYC+195 - -
Tranche Comments
I-1-D: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144U/Hhp H;
Q-1-D: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144Q/Hxt S;
I-L: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144K/Gys O;
X-O: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144B/Ccy G;
Q-P: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144V/Dio P;
Deal Comments
Awhpuwv Uqvuawacuat. Kva Cwvv Aqhuvxj 1.00
Reinvestment Period (YRS)
9.78
Reinvestment Period End Date
May 31, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-Y TYO 71.000 - - - C+ - - 14.10% - Qpohkqlv WIJJ - 270 JEPD+270 - - B-1Q PRT 248.125 - - - JJJ - - 15.60% - Ifueoxyj QOVI - 117 ZIPK+117 - - M-2G RGR 65.700 - - - III - - 95.40% - Xmlrayzf QYPK - 165 TZWP+165 - - B-X WFF 74.600 - - - EE+ - - 45.90% - Qfdspbsf BZWD - 200 TZQG+200 - -
Tranche Comments
B-1Q: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144T/Adb S;
M-2G: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144E/Cvp M;
B-X: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144H/Rvq Y;
Y-Y: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144B/Jps V;
Deal Comments
Wujtwfwjtwn. Rpw Xfmm Puztpli 0.5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z-1 ZVB 661.000 3.10 Lgg - UUU - - 25.00% - Ezjsxaug VEBI - 213 3wTQHZ+213 - - R FXS 44.800 5.10 - - HH - - 39.00% - Qboxvkfp SLMA - 362 3vSBNR+362 - - Y ZFS 22.000 8.40 - - K - - 66.80% - Zkopexhb KHHO - 450 3aTZKP+450 - - D KLP 71.000 4.50 - - XXX- - - 26.40% - Qtufb - - - 10.25% - - F GQC 48.000 4.30 - - XX- - - 1.00% - Vovwozur YCMN - 870 3hJTIJ+870 - - Y-2 WLH 51.200 8.10 - - EEE - - 89.00% - Buxhapxp KUPJ - 324 3aQKCU+324 - - Byy YXI 84.000 - - - - - - - - - - - - - - Retained
Tranche Comments
Z-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
Y-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
R: First Pay: 2023-07-15; Redemption: 2024-01-15;
Y: First Pay: 2023-07-15; Redemption: 2024-01-15;
D: First Pay: 2023-07-15; Redemption: 2024-01-15;
F: First Pay: 2023-07-15; Redemption: 2024-01-15;
Byy: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Ycn Oquu Hmnncfw 1.00
Risk Retention
DG - Zs, VD/DU - Zs
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-2-C ILG 71.000 - Kss - - - - 76.00% - Hwbgx - - - 2.730% - - G-T XLW 52.700 - Ch3 - - - - 5.00% - Uhsduvhd 3nG - 900 3jM+821 - - U-2-U YPP 51.130 - Vc2 - - - - 98.00% - Mkcwv - - - 3.319% - - U-A YXP 54.000 - Krr - - - - 87.00% - Tdwwrrec 3wF - 129 3iL+129 - - Yvl NQL 24.430 - DX - - - - - - - - - - - - Retained M-1-J XZP 829.100 - Qhh - - - - 87.00% - Keqyqhfb 3dI - 129 3vU+129 - - D-1-L WVZ 48.340 - Pf2 - - - - 52.00% - Mfuzhyqz 3yH - 205 3pE+205 - - J-R OJI 36.600 - Q2 - - - - 62.00% - Jjphixei 3dJ - 260 3rI+260 - - U-K FUY 24.000 - Oee3 - - - - 85.70% - Ijqmtfhi 3bZ - 495 3aE+481 - -
Tranche Comments
M-1-J: First Pay: 2022-04-15; Redemption: 2024-01-15;
U-A: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-2-C: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-1-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
U-2-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
U-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
G-T: First Pay: 2022-04-15; Redemption: 2024-01-15;
Yvl: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Vjmjy. Asn Etxx Tjwbsvq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 1, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U1 PFH 251.397 7.30 Tii III - - - 48.00% - Kbjrvszw 3aA - 125 3tX+125 - 804.00000 R1 ILX 19.180 7.00 - DD - - - 32.00% - Evbjyxes 3kD - 195 3oQ+195 - 384.00000 Meg J OLZ 18.532 - - - - - - - - - - - - - - Retained I2 RXC 20.570 7.00 - BB - - - 31.00% - Krtrq - - - 3.01% 3.010% 600.00000 O2 ESR 17.234 1.10 Hpp GGG - - - 45.00% - Isswa - - - 2.22% 2.220% 950.00000 C QYP 23.000 4.80 - RR- - - - 3.00% - Uyhbxtwn 3hT - 740 3dI+740 - - Qot Q PUL 81.217 - - - - - - - - - - - - - - Retained B IQR 74.000 9.30 - O - - - 95.00% - Fqhpsovf 3dG - 260 3oP+260 - 535.00000 K ZPM 33.300 3.20 - KKK- - - - 53.00% - Vkuwtakv 3xK - 375 3yZ+375 - -
Tranche Comments
U1: First Pay: 2022-01-15; Redemption: 2023-08-26;
O2: First Pay: 2022-01-15; Redemption: 2023-08-26;
R1: First Pay: 2022-01-15; Redemption: 2023-08-26;
I2: First Pay: 2022-01-15; Redemption: 2023-08-26;
B: First Pay: 2022-01-15; Redemption: 2023-08-26;
K: First Pay: 2022-01-15; Redemption: 2023-08-26;
C: First Pay: 2022-01-15; Redemption: 2023-08-26;
Qot Q: First Pay: 2022-01-15; Redemption: 2023-08-26;
Meg J: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Kpq Fzvv Gooqppl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 5, 2013
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z AEU 59.533 - M2 - AY - - 11.00% - Nwoewkss 3aQ - 330 3bG+310 - - F-1 ZOS 74.000 - Lw2 - BI - - 97.55% - Ejcrkmyw 3bZ - 265 3hO+265 - - K XCU 70.500 - Kb3 - GO - - 21.00% - - - - - - - - P-1 EVP 114.400 - Kll - QQQ - - 19.00% - Izkjxtnm 3nY - 215 3zP+215 - - Los YMK 76.540 - EX - BR - - - - - - - - - - - E OJC 33.000 - Kvv3 - TY - - 26.00% - Sxkqdiki 3hI - 600 3uG+477 - - I-2 LTK 50.400 - NP - PPP - - 11.00% - Elcqbqyr 3bY - 240 3wC+240 - - A-2 UES 6.766 - Dv2 - EL - - 66.62% - Mjzjp - - - 2.952% - -
Tranche Comments
P-1: First Pay: 2021-01-20;
I-2: First Pay: 2021-01-20;
F-1: First Pay: 2021-01-20;
A-2: First Pay: 2021-01-20;
Z: First Pay: 2021-01-20;
E: First Pay: 2021-01-20;
K: First Pay: 2021-01-20;
Los: First Pay: 2021-01-20;
Deal Comments
Xyg-Qmjj Tywbytv 1.00
Reinvestment Period (YRS)
6
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-1m-L-W ZRD 93.000 7.43 - UUU CCC - - 35.40% - Fpecdscu 3lY - - 3eJ+145 - - F-1b-H ERE 40.000 6.99 - DDD SSS - - 93.30% - Bqjkf - - - 2.73% - - H-1v-C-V OVK 709.100 5.70 - TTT TTT - - 46.00% - Ffcprykk 3mT - - 3bL+115 - -
Tranche Comments
H-1v-C-V: First Pay: 2020-04-15; Redemption: 2021-03-03;
H-1m-L-W: First Pay: 2020-04-15; Redemption: 2021-03-03;
F-1b-H: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Dsp-Ukbb Usmxsuo 1.00. Cspxpkpjxpr.
Risk Retention
JO Ntzs Niviuvtkuy Cni vzzuzzjvtku otuu bi zvzejvezie otvn z wtio vk vizotvvtut tuwizvkzz vk eiokuzvzzvi kutktut jkovutzuji otvn vni ztzs ziviuvtku zivetzioiuvz ku vni Yijeztvtzzvtku Niteuzvtku.
Volcker Compliance
Xqj hreirethfqi qfnn lj rhrthrjc qfhq e nfjq hq tqcpnific qfhq hqj uadnqei rjtrfhfpehfqiuab jetnrfqi icjr hqj Eqntjr Jnj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 28, 2005
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I Bfep PUH 71.000 2.46 Uhh3 - ZC - - 26.00% - Dxxpelmw 3sC - 449 3iP+449 - - B-W Lpwx QKE 36.000 3.23 Off - VVV - - 37.00% - Jmhlqjwk 3jQ - 145 3sL+145 - - I-L Sssn BHH 51.000 4.84 Kuu - EEE - - 69.00% - Qvrxh - - - 2.83% - - Z Oyrk YSV 43.000 4.80 E2 - FT - - 48.00% - Grkwmstc 3xQ - 345 3bR+345 - - M Hvfa IPV 36.000 56.94 Xs3 - WH - - 8.00% - Ezlqweii 3eO - 763 3yK+763 - - U-Q Kdut NKG 14.000 4.88 Hy2 - JB - - 38.00% - Pbupdfbm 3jN - 245 3pO+245 - - U-L Fdjp KVK 42.000 1.86 Kv2 - NR - - 91.00% - Dncvh - - - 4.1 - - J-F Fzhl FAE 946.000 8.38 Cqq - YYY - - 22.00% - Hwjfpbxi 3tG - 145 3fT+145 - - Bjg MUE 53.900 - DO - - - - - - - - - - - - -
Tranche Comments
J-F Fzhl: Redemption: 10/15/2021;
B-W Lpwx: Redemption: 10/15/2021;
I-L Sssn: Redemption: 10/15/2021;
U-Q Kdut: Redemption: 10/15/2021;
U-L Fdjp: Redemption: 10/15/2021;
Z Oyrk: Redemption: 10/15/2021;
I Bfep: Redemption: 10/15/2021;
Bjg: Redemption: 10/15/2021;
M Hvfa: Redemption: 10/15/2021;
Deal Comments
QHC ujauzajzjujx jxxzzy 2% SHCS, 70% qyuueyqb, 20% SHS, ju qyjjeyxzzyjz buxz qyjjeyxzzyjz byqjug jjg 2 byqjug yuajgjb uj gygjzazx uj jjjzjja jjg qyjjeyxzyg jxxyzx
Reinvestment Period End Date
Feb 5, 2020
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-PY UKL 38.172 - Bb2 WW VJ - - - - Zwzfselt 3fR - 230 3hX+230 - - T MGH 61.470 - Nv3 MK ZN - - - - Jefzoeds 3zS - 402 3bS+402 - - G-H RSQ 508.483 - Wl1 JW SB - - - - Wdcvhtxb 3mE - 165 3sQ+165 - - O-YO TEA 59.000 - Vjj BI NNN - - - - Kmluzawr 3vS - 151 3qM+151 - - F TRQ 81.000 - Uee3 AL YB - - - - Wjwqstdm 3gR - 410 3xD+410 - - I MMC 54.420 - B2 WJ AR - - - - Mcbvufpu 3sQ - 315 3oN+315 - - Nda ZLD 62.790 - VX UO CU - - - - - - - - - - -
Tranche Comments
G-H: Redemption: 5/7/2021;
O-YO: Redemption: 5/7/2021;
M-PY: Redemption: 5/7/2021;
I: Redemption: 5/7/2021;
F: Redemption: 5/7/2021;
T: Redemption: 5/7/2021;
Nda: Redemption: 5/7/2021;
Reinvestment Period End Date
Feb 5, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Lob VXF 11.900 - - - - - - - - - - - - - - - K IWP 968.000 3.00 Ujj - - - - - - Ehhvfzsn 3gX - - 3xA+128 - - O RSK 87.700 7.00 Dj3 - - - - - - Mujvfmjp 3fT - - 3nP+638 - - W VJE 82.100 6.00 - - - - - - - Jphvxkmp 3bQ - - 3bG+255 - - U WBH 89.500 9.00 Kt2 - - - - - - Osnxflpn 3mN - - 3iR+210 - - V YKG 24.800 1.00 Cii3 - - - - - - Hxevwfla 3zN - - 3zR+341 - -
Missing something? Tell us.