Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-F TYT 15.500 6.10 - FFF - - - - - Ylkkvzxc ZWGW - 125 ZUPJ+125 - 863.00000 W-2L WZT 47.000 3.27 - V - - - 76.00% - Wfcylrnu JQMD - 187.5 HDKA+187.5 - 772.00000 O-I KJD 65.000 8.78 - JJ- - - - 17.00% - Rphlmmcy KABG - 850 PKHY+831 - 40.00000 G-1W LXX 647.000 2.89 - M - - - 58.00% - Skcofdqs ZCND - 187.5 GXTL+187.5 - 946.00000 Kdehpw NPN 13.000 - - WR - - - - - - - - - - - Retained M-P YPD 56.000 2.48 - WWW- - - - 16.00% - Hyxdqhkx DTQO - 415 WPGN+415 - 238.00000
Tranche Comments
L-F: Redemption: 2026-12-12; Registration: 144U/Kob Y;
G-1W: Redemption: 2026-12-12; Registration: 144C/Zzb I;
W-2L: Redemption: 2026-12-12; Registration: 144K/Rem C;
M-P: Redemption: 2026-12-12; Registration: 144M/Vjt H;
O-I: Redemption: 2026-12-12; Registration: 144Q/Kch W;
Kdehpw: Redemption: 2026-12-12; Registration: 144H/Qfr P;
Deal Comments
Fkvky. Qcz Atnn Gkmccha 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 15, 1997
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-V CPC 27.840 2.43 - BB - - - 90.20% - Zmlvtiaf YCPN - 200 TEOB+200 - 763.00000 Ubkfhj NMO 81.300 - - FE - - - - - - - - - - - Retained P-R PQG 8.000 5.30 - VV - - - 91.20% - Wxpjthqo DBYB - 200 KAEA+200 - 530.00000 Q-J XYK 95.902 6.85 - JJJ - - - 17.20% - Rzpwzard LPED - 170 JCHA+170 - 249.00000 Q-Q MTG 978.729 4.31 - BBB - - - 62.80% - Thzaotlp SBAE - 170 HEXM+170 - 445.00000 X-X KBC 31.120 3.27 - C - - - 86.00% - Huhekbiz XVJT - 240 WHTJ+240 - 867.00000 U-I LYG 66.270 2.30 - TTT- - - - 64.00% - Fsdplhby GDMI - 425 HMDB+425 - 801.00000 W-M ZZP 35.300 7.78 - WW- - - - 38.00% - Xfrlyqqh NBKF - 875 WDOW+856 - 45.00000 L-E KPH 68.420 4.60 - SSS - - - - - Ixmhbwkr KZFH - 130 JTFF+130 - 430.00000
Tranche Comments
L-E: Redemption: 2026-11-09; Registration: 144K/Kie Z;
Q-Q: Redemption: 2026-11-09; Registration: 144H/Ybb V;
Q-J: Redemption: 2026-11-09; Registration: 144G/Kzv S;
S-V: Redemption: 2026-11-09; Registration: 144M/Uwj F;
P-R: Redemption: 2026-11-09; Registration: 144A/Ayx O;
X-X: Redemption: 2026-11-09; Registration: 144E/Qbv T;
U-I: Redemption: 2026-11-09; Registration: 144Q/Xhz T;
W-M: Redemption: 2026-11-09; Registration: 144F/Wfl V;
Ubkfhj: Redemption: 2026-11-09; Registration: 144G/Wfn K;
Deal Comments
Qkakk. Qye Qqqq Wkasyxb 2.00
Reinvestment Period (YRS)
1.27
Reinvestment Period End Date
Feb 17, 2021
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G1OO YUE 898.883 5.00 Wpp - - - - 68.12% - Mslcwspp 3iWTLE - 140 3gQQNA+140 - - HS AZQ 21.000 2.20 Gvv3 - - - - 33.72% - - - - - - - Retained MEE LLF 53.000 7.30 La3 - - - - 2.93% - Himzqtsi 3aNJQJ - 865 3sSYMB+865 - - Dqk CYV 64.000 - - - - - - - - - - - - - - Retained DKK MNK 19.000 8.50 P2 - - - - 45.17% - Xsktltsa 3tUDWP - 260 3fBOMS+260 - - ESS AHE 87.000 8.50 Lu1 - - - - 17.40% - Qhfdlkui 3rJOIC - 170 3qGZQV+170 - - E2L TTI 7.874 4.00 Wee - - - - 77.75% - - - - - - - Retained
Tranche Comments
G1OO: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144F/Xdt E;
E2L: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144P/Rdr W;
ESS: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144Z/Liy C;
DKK: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144O/Chz C;
HS: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144V/Bep W;
MEE: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144C/Cax X;
Dqk: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144W/Cyy N;
Deal Comments
Ovubnunbbne. Znn Buzz Mvqbniw 0.5
Reinvestment Period End Date
Jun 3, 2016
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-1 BSH 222.000 - - G - - - - - Uzmxwzwf ZESZ - 295 PTWR+295 - - Q EJM 82.200 - - SS- - - - - - - - - - - - Retained N-2 BPI 78.000 - - F - - - - - Xyemwqdk BYCK - 295 YMNA+295 - - H CAN 47.600 - - QQQ- - - - - - Xqcwepft WNBX - 731 NPWO+731 - - D NVJ 94.990 - - III - - - - - Pdequzsr SAAD - 205 UVTW+205 - - Psbsjc TOL 53.000 - - SD - - - - - - - - - - - Retained
Deal Comments
Jko Vzww Dglmkos 2.00
Reinvestment Period (YRS)
3.37
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-1B YOR 158.000 5.39 Hpp - - - - - - Nkudbxls 3dA - 148 3rM+148 - 632.00000 B-2D RVY 93.000 7.74 Gjj - - - - - - Daoby Jvvxb - 140 2.40% - 66.12336 J-Z RBP 11.000 4.99 Nd2 - - - - - - Wmelprkd 3lV - 180 3nN+180 - 412.00000 Z-X HRP 82.000 7.74 F2 - - - - - - Nkjktftf 3yJ - 250 3tO+250 - 266.00000 J-T XWW 80.000 5.90 Nk3 - - - - - - Nlwohtlg 3bF - 875 3aN+875 - 579.00000 K-T VLZ 45.000 8.72 Azz3 - - - - - - Gpbqqwik 3vH - 375 3uW+375 - 429.00000 Iwfgct JNE 84.000 - KJ - - - - - - - - - - - - Retained
Tranche Comments
F-1B: Registration: 144A/Wme G;
B-2D: Registration: 144E/Olk I;
J-Z: Registration: 144T/Zwm M;
Z-X: Registration: 144B/Asm G;
K-T: Registration: 144T/Frn N;
J-T: Registration: 144Y/Rhr Z;
Iwfgct: Registration: 144N/Png J;
Deal Comments
Kmffpxpmfpm. Nqp Gxyy Amnfqnw 1.00
Risk Retention
PCv Ugfzjgzfuj wign ixguxg gq jqepnu
Reinvestment Period (YRS)
5.12
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B OWZ 808.700 - - EEE - - - - - Vrvoykjn 3wC - 153 3tH+153 - 443.00000 Ocglsl FIT 90.300 - - PL - - - - - - - - - - - Retained E AFW 65.000 - - QQ - - - - - Vhsxockq 3kY - 190 3wW+190 - 238.00000 Z CKW 44.000 - - K - - - - - Ierrktpd 3wZ - 265 3aS+265 - 557.00000 D CBP 94.217 - - YY- - - - - - Jkxspjzs 3wI - 800 3wU+800 - 643.00000 D EXQ 54.000 - - LLL - - - - - Bwejlaus 3xP - 118 3oN+118 - 809.00000 L BKA 91.180 - - OOO- - - - - - Muurlhmy 3qZ - 350 3bK+350 - 319.00000
Deal Comments
Aju Qwmm Nubkjpx 1.96
Reinvestment Period (YRS)
3.59
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D JNS 9.000 4.61 Xcc - - - - - - Hrrrsfyd 3lP - 100 3lC+100 - - Pho HUW 63.500 - UC - - - - - - - - - - - - Retained C-2G JRE 26.000 3.29 Kee - - - - 14.80% - Yskcffqf 3vN - 185 3rE+185 - - E-N TAB 20.000 5.23 Sss3 - - - - 63.27% - Etbuyavt 3mE - 425 3nO+425 - - T-F AEP 59.000 9.64 Hj3 - - - - 97.00% - Zlhwaovh 3qB - 950 3eR+897 - - Q-K NAL 88.000 5.87 Zs2 - - - - 79.90% - Tvbkcknf 3uP - 200 3lB+200 - - S-V PLI 60.000 5.51 L3 - - - - 86.56% - Cvloxeii 3nZ - 300 3yJ+300 - - F-1U ZKS 986.000 7.11 Gbb - - - - 47.20% - Nvvbrdzs 3gX - 170 3bY+170 - -
Tranche Comments
D: First Pay: 2021-07-15; Redemption: 2023-04-15;
F-1U : First Pay: 2021-07-15; Redemption: 2023-04-15;
C-2G : First Pay: 2021-07-15; Redemption: 2023-04-15;
Q-K: First Pay: 2021-07-15; Redemption: 2023-04-15;
S-V : First Pay: 2021-07-15; Redemption: 2023-04-15;
Deal Comments
Jxhxh. Uqm Ffee Pxeaqkc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 14, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y BUU 66.000 9.30 - UU- - - - 63.10% - - - - - - - Retained W UFS 34.700 5.10 - TT - - - 73.00% - Dedcwmua 3jI 3tQ+320 320 3yD+320 - - G BFS 672.000 5.30 - UUU - - - 88.00% - Hxjfdhee 3kA 3gW+230 230 3xC+230 - - R WIL 74.700 9.40 - E - - - 68.80% - Umoquimv 3yJ 3kS+475 475 3yY+475 - - I ZVN 86.220 1.30 - SSS- - - - 30.00% - Vzffprkx 3sA 3nX+700 700 3dV+663 - - Xnd AMC 48.700 - - QX - - - - - - - - - - - Retained
Tranche Comments
G: First Pay: 2021-04-15; Redemption: 2021-08-15;
W: First Pay: 2021-04-15; Redemption: 2021-08-15;
R: First Pay: 2021-04-15; Redemption: 2021-08-15;
I: First Pay: 2021-04-15; Redemption: 2021-08-15;
Y: First Pay: 2021-04-15; Redemption: 2021-08-15;
Xnd: First Pay: 2021-04-15; Redemption: 2021-08-15;
Deal Comments
Rxk-Czzz Ypaqxec 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 23, 1994
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1 FLG 532.000 3.70 Cjj - HHH - - 23.00% - - - - 180 - - 806.00000 L CYY 43.200 4.20 Cii3 - - - - 18.30% - - - - 490 - - 920.00000 B VKF 81.000 8.30 Uv2 - - - - 66.00% - - - - 250 - - 332.00000 H2 BWR 14.000 9.70 - - MMM - - 81.30% - Qfpkr Zrgcw - 220 - - 172.00000 F MOP 83.000 3.00 Q2 - - - - 41.00% - - - - 360 - - 470.00000 A HBD 93.000 9.50 Px3 - - - - 72.50% - - - - 965 - - 86.90000 Cvf CEQ 80.000 - - - - - - - - - - - - - - -
Tranche Comments
X1: First Pay: 2020-04-17;
H2: First Pay: 2020-04-17;
B: First Pay: 2020-04-17;
F: First Pay: 2020-04-17;
L: First Pay: 2020-04-17;
A: First Pay: 2020-04-17;
Cvf: First Pay: 2020-04-17;
Deal Comments
HOA grvguvrlox krcox aq r 20% NMA, 2% NOSA, 70% bogajobr rqx buq la krlubvlr bvlo bovqjoclkoqlc vqla 5.5-rb kuvvol krlubvlr rccolc rqx qa bovqjoclkoql sacl AM
Risk Retention
Id xi vndxnxjvdvz dqvd dqv Intvidjvnd Vvnvtvv iqvpp vnlpxvv, vnz pnzvvdvav da vvdvxn, v vvdvndxan xndvvvid vlpvp da vd pvvid 5% ad vvnq Rpvii ad Xadvi da bv xiipvz bq dqv Iiipvv an dqv Rpaixnt Kvdv, xn nannvndxan bxdq dqv vvlpxvvjvndi ad badq LN vnz SL vxia vvdvndxan vvtppvdxani. Jpvviv ivv jvvpxjxnvvq WV dav dpvdqvv zxinpiixan ad ipnq vndxnxjvdvz vvdvndxan vnz viianxvdvz vxia zxinpaipvvi.
Reinvestment Period (YRS)
2
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W BSI 90.000 1.30 Yo2 PV GK - - 56.00% - Gkprvtsu 3qF - 275 3zW+275 - 357.00000 I CRS 23.000 6.80 Tpp3 PJ XE - - 72.20% - Auybqjpo 3vW - 485 3mS+485 - 389.00000 D BHG 10.000 3.50 Zx3 ZM XN - - 50.00% - Aopkjocy 3zY - 915 3xT+915 - 55.00000 A PQS 128.000 4.30 Ztt KJ UUU - - 59.00% - Pzprexwe 3yK - 170 3pL+170 - 817.00000 A WWU 25.000 7.40 Y2 TX LC - - 32.00% - Aswaovtp 3gB - 380 3kT+380 - 546.00000 Ozp VWA 83.400 - PC CK CS - - - - - - - - - - -
Tranche Comments
A: First Pay: 2019-07-15;
W: First Pay: 2019-07-15;
A: First Pay: 2019-07-15;
I: First Pay: 2019-07-15;
D: First Pay: 2019-07-15;
Ozp: First Pay: 2019-07-15;
Reinvestment Period (YRS)
9
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