Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-H3 BCO 42.000 9.50 - KKK- - - - 65.60% - Olcrxmzk NPMG 290-300 300 SXYF+300 - 988.00000 I-E QLC 3.900 3.20 - OOO - - - - - Uqlasfbi CBWH - 65 HWMJ+65 - 400.00000 Y-O3 BYL 23.000 9.10 - LL- - - - 4.50% - Ejbkpaum TIQD 605-615 625 SBEE+625 - 352.00000 J-D3 XHI 348.000 4.50 - III - - - 65.50% - Ipekkbvz DWVE 105-107 110 HETA+110 - 231.00000 F-R3 YIL 25.000 1.70 - PP - - - 81.30% - Jlaomayn OSOJ 160 160 NCVR+160 - 591.00000 T-K3 OEN 57.000 2.50 - F - - - 57.70% - Jkhdhrvn TBPZ 200-210 210 YONI+210 - 892.00000
Tranche Comments
I-E: First Pay: 2022-04-17; Redemption: 2022-08-03;
J-D3: First Pay: 2022-04-17; Redemption: 2022-08-03;
F-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
T-K3: First Pay: 2022-04-17; Redemption: 2022-08-03;
B-H3: First Pay: 2022-04-17; Redemption: 2022-08-03;
Y-O3: First Pay: 2022-04-17; Redemption: 2022-08-03;
Deal Comments
Twhzauahzap. Fpa Vubb Hwazpst 0.6
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 17, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-B UFZ 706.000 - App - - - - - - Ojftyust 3lW - 96 3rC+96 - 605.00000
Tranche Comments
I-B: First Pay: 2021-05-17; Redemption: 2021-10-06;
Deal Comments
Qyyjbyk Bkxbtytubtm. Dpt Mykk Qkybpxz 0.5
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Sep 19, 2003
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-Y YIT 51.800 2.60 Pi2 - - - - - - Ldmassct 3xS - 140 3mQ+140 - 875.00000 UJ YWN 202.000 4.50 Pkk - - - - - - Xstefwkt 3lQ - 106 3mZ+106 - 579.00000 BM-F EFW 40.000 9.20 Fmm - - - - - - Nfhqsvay 3hU - 106 3cQ+106 - 223.00000 K-F BCD 37.700 1.80 S2 - - - - - - Zuysqqdz 3jL - 175 3zH+175 - 535.00000 N-A HQK 93.800 9.80 Tzz3 - - - - - - Szbeqftu 3pP - 275 3wK+275 - 781.00000 V-L VMO 69.280 4.70 Jd3 - - - - - - Lbwpyodd 3wU - 615 3wV+615 - 634.00000
Tranche Comments
UJ: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144T/Fsg F;
BM-F: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144C/Dcb J;
A-Y: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144U/Ohg Z;
K-F: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144Z/Ciy I;
N-A: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144X/Iom U;
V-L: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144X/Vdx V;
Deal Comments
Fjvqtztxqtx. Vmt Szff Gjjqmqp 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 16, 1996
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-Y-2 ZFG 90.000 8.20 - N - - - 15.00% - Ypcabaat 3sO - 220 3kN+220 - 705.00000 W-N-2 IZJ 99.000 5.50 - JJJ- - - - 66.00% - Dmukpixc 3vM - 360 3iJ+360 - 982.00000 P-O-2 YGY 24.000 1.20 - YY - - - 63.70% - Zcpwefxf 3vG - 160 3xP+160 - 961.00000 O VBP 3.000 7.50 - SSS - - - - - Nefsxios 3eO - 75 3nY+75 - 796.00000 Bsl FNL 75.900 - - LE - - - - - - - - - - - Retained C-L-2 BJP 114.000 7.80 - SSS - - - 72.80% - Gvshshxc 3iX - 115 3bZ+115 - 950.00000 D-R-2 GKL 59.000 7.20 - YY- - - - 6.70% - Zmjxuzex 3bT - 700 3uY+700 - 762.00000
Tranche Comments
O: First Pay: 2021-04-17;
C-L-2: First Pay: 2021-04-17;
P-O-2: First Pay: 2021-04-17;
A-Y-2: First Pay: 2021-04-17;
W-N-2: First Pay: 2021-04-17;
D-R-2: First Pay: 2021-04-17;
Bsl: First Pay: 2021-04-17;
Deal Comments
Veteh. Vsa mntt Aeaasup 1.00
Reinvestment Period (YRS)
3
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V AAI 95.000 - B2 KY AB - - - - Rwmvfhty 3eA - 270 3dY+270 - 426.00000 W RPF 20.000 - Zbb3 JW WH - - - - Kskmmzyi 3dV - 380 3aK+380 - 589.00000 N GRU 483.000 - Ivv NJ HHH - - - - Kcmkoaav 3yJ - 122 3kK+122 - 693.00000 S ZEJ 48.000 - Ws2 WG MN - - - - Mrudhylr 3dK - 185 3uD+185 - 824.00000 P KYQ 72.000 - Pz3 NL VO - - - - Okuacknm 3nW - 710 3uX+710 - -
Tranche Comments
N: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Ahyoyprj Iypbropm 2016;
S: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Rmnunbom Mnbzounh 2016;
V: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Rqjmjsox Wjssompv 2016;
W: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Hioyopkp Zopukyig 2016;
P: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Lqqrqzvh Rqzxvrfo 2016;
Reinvestment Period End Date
Aug 14, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-X OVK 887.000 7.20 Qtt - AAA - - 60.00% - Krhdezso 3gU - 128.2 3rO+126 - 16.88000 K YCG 54.100 2.30 G2 - IA - - 52.50% - Cxclqcrk 3zR - 275 3fQ+261 - 99.00000 Y XYD 77.450 11.00 Pi3 - KN - - 2.00% - Cczxdhvx 3zF - 740 3sV+660 - 96.00000 C LLH 88.000 5.20 Zaa - WWW - - 69.00% - Sdzxhuwk 3vQ - 128.2 3kL+126 - 55.67000 I BWM 78.800 8.70 Jx2 - JE - - 56.50% - Jpbfksyx 3fA - 200 3gK+200 - 361.00000 Q NVS 22.440 6.80 Ioo3 - ZZ - - 55.58% - Lkmzpwje 3yQ - 370 3qN+370 - 945.00000 Bzkoru MQF 42.510 - IH - QR - - - - - - - - - - Retained
Tranche Comments
C: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144H/Ior Q;
G-X: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144G/Mlo D;
I: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144X/Ejx L;
K: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144F/Irq O;
Q: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144M/Yhj N;
Y: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144H/Zsl Y;
Bzkoru: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144P/Kup L;
Deal Comments
Xbe Inkk Cxjfbep 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 29, 2018
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D BXP 86.300 - Gzz3 - - - - - - Jqshlovz 3zS - - 3eC+275 - - A WVL 823.000 - Soo NNN - - - - - Xjhchrlx 3rM - - 3pJ+120 - - S YJJ 58.000 - Oi2 - - - - - - Mxqymbhx 3mT - - 3gO+156 - - L JZL 3.000 - Gpp XXX - - - - - Jqphokwc 3mK - - 3eX+72 - - I YHS 90.000 - P2 - - - - - - Fjvxbfor 3gF - - 3fF+185 - - J YGM 84.300 - Sf3 - - - - - - Xfofrqcw 3oD - - 3gU+635 - - Xavwpb PTB 69.100 - - - - - - - - - - - - - - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B KTQ 156.000 - Phh - CCC - - - - Hrwkwehy 3nH - - 3tZ+155 - - X GCR 23.000 - I2 - - - - - - Fhwauvbt 3oA - - 3wL+305 - - B ECT 78.000 - Ill3 - - - - - - Lcdoqkjz 3gB - - 3iB+435 - - Q JQU 66.000 - Nt3 - - - - - - Vrrytmyy 3cS - - 3fW+725 - - Wxwegf XFO 31.900 - - - - - - - - - - - - - - - S XTK 90.000 - Ca2 - - - - - - Hywdojni 3lQ - - 3mO+220 - -
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