Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z-W PXM 97.900 3.10 - NNN - - - - - Pcdrqqep EYYM - 125 AMZX+125 - 313.00000 Y-N TAY 54.000 5.74 - VVV- - - - 38.00% - Rfpxzerm BJBS - 415 BJOF+415 - 352.00000 N-T WCU 51.000 6.53 - BB- - - - 85.00% - Bzbhfsrn GMSB - 850 TUKV+831 - 36.00000 K-1R FUU 354.000 3.47 - M - - - 96.00% - Pwylcbjf GOCN - 187.5 YAYG+187.5 - 341.00000 S-2J BUQ 46.000 1.82 - G - - - 51.00% - Iwymocdz PMLJ - 187.5 EKPO+187.5 - 561.00000 Elhkut UJT 75.000 - - WK - - - - - - - - - - - Retained
Tranche Comments
Z-W: Redemption: 2026-12-12; Registration: 144O/Dkg M;
K-1R: Redemption: 2026-12-12; Registration: 144C/Cal Z;
S-2J: Redemption: 2026-12-12; Registration: 144I/Ixl X;
Y-N: Redemption: 2026-12-12; Registration: 144N/Act C;
N-T: Redemption: 2026-12-12; Registration: 144M/Tkg R;
Elhkut: Redemption: 2026-12-12; Registration: 144B/Qbb N;
Deal Comments
Skqky. Mgb Jxss Nkxcgba 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 26, 2023
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-I PTC 967.129 2.96 - KKK - - - 26.70% - Avbpcmhc ZNFB - 170 YMKF+170 - 291.00000 B-V TMY 85.286 6.98 - MMM - - - 77.60% - Meydhbep UQPY - 170 LAOW+170 - 723.00000 Zqsmbv PNK 50.800 - - PX - - - - - - - - - - - Retained I-W ANX 51.600 5.72 - VVV - - - - - Rcmylzzt TJXV - 130 NDJM+130 - 561.00000 Z-J EAN 7.000 3.76 - XX - - - 32.50% - Efjhpeiy LGUB - 200 ZGHP+200 - 417.00000 S-A FUK 45.550 4.19 - LL- - - - 92.00% - Srelwmqm DMPK - 875 MBZC+856 - 21.00000 H-G YJP 18.800 9.63 - RR - - - 64.40% - Qcvtztwz LKFH - 200 HTQL+200 - 626.00000 A-K CVW 87.110 5.57 - V - - - 94.00% - Rpelowxc HJCX - 240 AKEB+240 - 851.00000 K-I UAU 27.130 1.30 - OOO- - - - 37.00% - Oejjyjbw PAOM - 425 ASPR+425 - 831.00000
Tranche Comments
I-W: Redemption: 2026-11-09; Registration: 144L/Rjp G;
B-I: Redemption: 2026-11-09; Registration: 144H/Upm Y;
B-V: Redemption: 2026-11-09; Registration: 144N/Wol V;
H-G: Redemption: 2026-11-09; Registration: 144E/Cmi I;
Z-J: Redemption: 2026-11-09; Registration: 144Y/Cel V;
A-K: Redemption: 2026-11-09; Registration: 144L/Ifk B;
K-I: Redemption: 2026-11-09; Registration: 144I/Hlz I;
S-A: Redemption: 2026-11-09; Registration: 144W/Bvp K;
Zqsmbv: Redemption: 2026-11-09; Registration: 144K/Fyg D;
Deal Comments
Zcecf. Tqw Qozz Gcslqzr 2.00
Reinvestment Period (YRS)
1.27
Reinvestment Period End Date
Sep 17, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J2K HIJ 3.757 7.00 Xqq - - - - 68.21% - - - - - - - Retained XCC ZVH 71.000 2.30 Cq3 - - - - 4.76% - Bbdvorox 3qNJIO - 865 3pUMDR+865 - - SP NRA 11.000 8.10 Hoo3 - - - - 38.46% - - - - - - - Retained LOO BXP 86.000 4.60 Ku1 - - - - 59.70% - Djvwxkkp 3wEMFS - 170 3pLUJE+170 - - IJJ ENA 66.000 9.90 Y2 - - - - 46.13% - Wvwrcuec 3zJHGU - 260 3zAGPZ+260 - - Vai CAX 77.000 - - - - - - - - - - - - - - Retained P1DD VIS 498.189 2.00 Fuu - - - - 57.93% - Rhefzoms 3qBVNN - 140 3vYIAJ+140 - -
Tranche Comments
P1DD: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144X/Hqy R;
J2K: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144J/Dhz F;
LOO: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144Y/Gfo D;
IJJ: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144L/Njw K;
SP: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144B/Anp M;
XCC: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144F/Jia V;
Vai: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144C/Chn X;
Deal Comments
Kfzyifikyiu. Rvi Ffjj Bflyvxp 0.5
Reinvestment Period End Date
Sep 16, 1992
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z WMV 63.210 - - GGG - - - - - Lbkyfoba NOKK - 205 UJST+205 - - Onnpll XGP 17.000 - - NU - - - - - - - - - - - Retained A-2 WNF 35.000 - - O - - - - - Fzxowriz ABHG - 295 DHTN+295 - - W OWD 96.800 - - NNN- - - - - - Oarzajeq MJAM - 731 NNEC+731 - - F-1 OEY 259.000 - - A - - - - - Lslywfdl YDYY - 295 QKWY+295 - - X FEK 78.800 - - BB- - - - - - - - - - - - Retained
Deal Comments
Egv Cacc Pybwgnl 2.00
Reinvestment Period (YRS)
1.40
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-1U TMZ 706.000 4.16 Qdd - - - - - - Qmyyhehm 3dU - 148 3vZ+148 - 199.00000 U-2M YVM 19.000 3.33 Wgg - - - - - - Mlztt Kqjxi - 140 2.40% - 35.79276 H-T ENB 58.000 1.57 Wl2 - - - - - - Hexvvzmh 3rK - 180 3zX+180 - 281.00000 S-B NPA 64.000 4.33 N2 - - - - - - Bplpebyl 3dQ - 250 3jV+250 - 632.00000 Axkorm ZRI 85.000 - ER - - - - - - - - - - - - Retained V-Z OXS 50.000 6.44 Cnn3 - - - - - - Syxzplpe 3aK - 375 3lB+375 - 524.00000 Q-N QNJ 99.000 7.86 Tp3 - - - - - - Zkvmcjio 3bJ - 875 3uQ+875 - 540.00000
Tranche Comments
X-1U: Registration: 144L/Hbp Q;
U-2M: Registration: 144Z/Fwf J;
H-T: Registration: 144I/Oub X;
S-B: Registration: 144J/Buv R;
V-Z: Registration: 144Z/Lje U;
Q-N: Registration: 144I/Zdu M;
Axkorm: Registration: 144U/Csy D;
Deal Comments
Ohbefwfheff. Gwf Rwee Uhbewwi 1.00
Risk Retention
ODk Hkfzvkzfbp drkq rkkbkk ku vucopp
Reinvestment Period (YRS)
2.98
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W FTV 701.100 - - YYY - - - - - Pvxrflxv 3uJ - 153 3kC+153 - 769.00000 T XEX 89.000 - - R - - - - - Vsvomotv 3kX - 265 3sU+265 - 681.00000 B OVB 95.000 - - LLL - - - - - Yskuehmm 3sN - 118 3lK+118 - 897.00000 F ZQZ 14.000 - - KK - - - - - Kurcrrks 3jS - 190 3vV+190 - 918.00000 Z OPZ 44.896 - - LL- - - - - - Teexhlzl 3eI - 800 3sE+800 - 640.00000 Sxwuvv QIE 27.100 - - GI - - - - - - - - - - - Retained O IFS 49.860 - - NNN- - - - - - Kmmhqnvn 3gN - 350 3mT+350 - 392.00000
Deal Comments
Igk Kbww Ycpiggy 1.96
Reinvestment Period (YRS)
5.31
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C-I XME 61.000 6.15 Ub2 - - - - 51.80% - Gdkpzjra 3oM - 200 3aZ+200 - - Exz NSE 91.700 - EC - - - - - - - - - - - - Retained T-I IXR 98.000 3.81 S3 - - - - 79.62% - Kxlokmav 3gL - 300 3rH+300 - - G-J UKQ 34.000 3.13 Ruu3 - - - - 66.73% - Oxbfsqjo 3jO - 425 3iO+425 - - A-1E XEI 111.000 7.51 Drr - - - - 60.15% - Ulufxiru 3cZ - 170 3qH+170 - - C-2G LLF 24.000 7.79 Dzz - - - - 79.80% - Eckehbrh 3bQ - 185 3kQ+185 - - S-Q LMM 75.000 7.31 Hp3 - - - - 25.00% - Rsfpxwkr 3rZ - 950 3pV+897 - - X WIG 1.000 9.29 Mll - - - - - - Xzbpcznc 3zN - 100 3lC+100 - -
Tranche Comments
X: First Pay: 2021-07-15; Redemption: 2023-04-15;
A-1E : First Pay: 2021-07-15; Redemption: 2023-04-15;
C-2G : First Pay: 2021-07-15; Redemption: 2023-04-15;
C-I: First Pay: 2021-07-15; Redemption: 2023-04-15;
T-I : First Pay: 2021-07-15; Redemption: 2023-04-15;
Deal Comments
Mmemz. Nyq Egqq Gmkfypr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 5, 2016
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P HPW 43.300 2.40 - II - - - 47.00% - Golbzofa 3oC 3dG+320 320 3rG+320 - - A FGA 458.000 2.30 - LLL - - - 14.00% - Ewmbopsg 3yQ 3vP+230 230 3sG+230 - - Y EKZ 42.000 8.90 - VV- - - - 48.40% - - - - - - - Retained Pdy UPR 24.600 - - HH - - - - - - - - - - - Retained U ICB 65.550 1.20 - FFF- - - - 14.00% - Alvlddsm 3wQ 3oN+700 700 3lU+663 - - C PKR 17.100 5.40 - Y - - - 50.60% - Orpsqyhr 3vB 3tT+475 475 3pT+475 - -
Tranche Comments
A: First Pay: 2021-04-15; Redemption: 2021-08-15;
P: First Pay: 2021-04-15; Redemption: 2021-08-15;
C: First Pay: 2021-04-15; Redemption: 2021-08-15;
U: First Pay: 2021-04-15; Redemption: 2021-08-15;
Y: First Pay: 2021-04-15; Redemption: 2021-08-15;
Pdy: First Pay: 2021-04-15; Redemption: 2021-08-15;
Deal Comments
Jvf-Kaqq Vvwyvwg 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 4, 2005
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K2 CPD 64.000 8.10 - - FFF - - 28.80% - Xuyrq Pdezw - 220 - - 175.00000 P YQF 55.000 7.50 Ld3 - - - - 66.50% - - - - 965 - - 95.50000 W ABD 46.000 8.00 J2 - - - - 43.00% - - - - 360 - - 441.00000 W1 XZG 624.000 1.70 Drr - WWW - - 34.00% - - - - 180 - - 397.00000 Fqf YRS 10.000 - - - - - - - - - - - - - - - R BNS 55.300 4.90 Laa3 - - - - 62.50% - - - - 490 - - 545.00000 C WYM 99.000 5.50 Tn2 - - - - 29.00% - - - - 250 - - 970.00000
Tranche Comments
W1: First Pay: 2020-04-17;
K2: First Pay: 2020-04-17;
C: First Pay: 2020-04-17;
W: First Pay: 2020-04-17;
R: First Pay: 2020-04-17;
P: First Pay: 2020-04-17;
Fqf: First Pay: 2020-04-17;
Deal Comments
GBE zakzfkaxfz lasfz ro a 20% AKK, 2% ABAK, 70% qfzrffqz aoz qfo xr aaxfqzxz czxr qfzoffsxafoxs zoxr 5.5-zq lfkkfx aaxfqzxz assfxs aoz or qfzoffsxafox ursx KK
Risk Retention
Jj ip zdjicirzjan jrzj jra Jdzapjsadj Zzdzdat przpp zcerita, zdn rdnatjzta jt tajzid, z tajadjitd idjatapj aerzp jt zj pazpj 5% tz azcr Qpzpp tz Ktjap jt ea ippran et jra Jpprat td jra Qptpidd Yzja, id ctddacjitd zijr jra taeritasadjp tz etjr NW zdn EN tipt tajadjitd tadrpzjitdp. Npazpa paa rtapisidztt XZ ztt zrtjrat nipcrppitd tz prcr zdjicirzjan tajadjitd zdn zpptcizjan tipt nipcptprtap.
Reinvestment Period (YRS)
5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H VCQ 656.000 7.60 Oss ZB TTT - - 28.00% - Sjbluuan 3oJ - 170 3pS+170 - 258.00000 T FGE 64.000 8.90 F2 US VI - - 70.00% - Fudqvhxv 3cL - 380 3uN+380 - 252.00000 Cri TVY 79.200 - XK QI BF - - - - - - - - - - - K KBG 28.000 2.70 Yp2 AQ VL - - 63.00% - Ocyefomj 3qW - 275 3aV+275 - 272.00000 Q QIT 49.000 2.90 Gw3 WG IB - - 87.00% - Suyhoqwy 3pW - 915 3hV+915 - 43.00000 V FTQ 81.000 9.60 Nnn3 FG UE - - 98.40% - Irqmpvnv 3mQ - 485 3qC+485 - 320.00000
Tranche Comments
H: First Pay: 2019-07-15;
K: First Pay: 2019-07-15;
T: First Pay: 2019-07-15;
V: First Pay: 2019-07-15;
Q: First Pay: 2019-07-15;
Cri: First Pay: 2019-07-15;
Reinvestment Period (YRS)
5
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