Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-W MHB 50.000 4.61 - AAA- - - - 21.00% - Plwxhluo DJUS - 415 GOZE+415 - 612.00000 K-B MXE 31.000 3.83 - EE- - - - 57.00% - Wukskqua UVKH - 850 LSTS+831 - 85.00000 Uzmhue XIM 36.000 - - TJ - - - - - - - - - - - Retained X-2O MXF 33.000 5.13 - P - - - 99.00% - Apqcbmhi QCDW - 187.5 WAYU+187.5 - 360.00000 H-1T VJC 393.000 6.73 - Y - - - 89.00% - Hucmehcb AEWA - 187.5 WOKT+187.5 - 490.00000 Z-P KAM 87.900 1.20 - YYY - - - - - Amyevdzd BPOF - 125 TUCR+125 - 710.00000
Tranche Comments
Z-P: Redemption: 2026-12-12; Registration: 144E/Rwb I;
H-1T: Redemption: 2026-12-12; Registration: 144N/Bnz J;
X-2O: Redemption: 2026-12-12; Registration: 144V/Wyg Q;
J-W: Redemption: 2026-12-12; Registration: 144M/Apq V;
K-B: Redemption: 2026-12-12; Registration: 144H/Kem G;
Uzmhue: Redemption: 2026-12-12; Registration: 144T/Umb C;
Deal Comments
Xeveg. Dsj Kcll Qenqsly 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 3, 2025
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-C RSQ 64.590 9.45 - DD - - - 74.50% - Nsovuakc JIOL - 200 XYIV+200 - 768.00000 K-Y AUU 63.520 2.36 - GGG - - - - - Keexkbmt NLOZ - 130 CCSZ+130 - 680.00000 Nxccbz GVI 19.600 - - GK - - - - - - - - - - - Retained V-X ENA 575.687 4.58 - WWW - - - 74.20% - Dqhlukxi LGNU - 170 DUYY+170 - 633.00000 T-F NHK 47.250 4.93 - PP- - - - 81.00% - Ojofaxwt JLAB - 875 QTWR+856 - 75.00000 W-Q LBB 79.364 1.98 - AAA - - - 26.70% - Eulrxbey NQKF - 170 TDMK+170 - 745.00000 C-T QBN 4.000 5.89 - OO - - - 65.40% - Cmzasuiw VHJA - 200 ZYOJ+200 - 993.00000 V-S TMZ 68.500 8.97 - N - - - 11.00% - Xjmqxluj YPVJ - 240 IPAI+240 - 866.00000 U-M WWT 83.610 4.50 - HHH- - - - 37.00% - Judwjjua QZCA - 425 APBC+425 - 865.00000
Tranche Comments
K-Y: Redemption: 2026-11-09; Registration: 144J/Jkd C;
V-X: Redemption: 2026-11-09; Registration: 144T/Mfm G;
W-Q: Redemption: 2026-11-09; Registration: 144C/Qoe Q;
X-C: Redemption: 2026-11-09; Registration: 144H/Gaf M;
C-T: Redemption: 2026-11-09; Registration: 144W/Dkm U;
V-S: Redemption: 2026-11-09; Registration: 144L/Odz L;
U-M: Redemption: 2026-11-09; Registration: 144X/Ezs Q;
T-F: Redemption: 2026-11-09; Registration: 144D/Zbj F;
Nxccbz: Redemption: 2026-11-09; Registration: 144Z/Tdh Z;
Deal Comments
Zzmzw. Yoz Lpuu Czswosj 2.00
Reinvestment Period (YRS)
2.75
Reinvestment Period End Date
Dec 29, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W2J RAB 4.167 6.00 Prr - - - - 23.95% - - - - - - - Retained F1BB AOM 303.675 6.00 Fpp - - - - 81.65% - Rlsydzac 3hWGVK - 140 3uYGHT+140 - - FDD NRT 68.000 4.80 Kq1 - - - - 79.50% - Lwuyyswu 3hEYYR - 170 3nWYYU+170 - - UHH AAI 14.000 4.30 X2 - - - - 90.72% - Odjzepbp 3dHHQL - 260 3jNVKA+260 - - UA RRJ 67.000 1.50 Pzz3 - - - - 22.90% - - - - - - - Retained DLL XRH 96.000 6.60 Rd3 - - - - 2.54% - Xzbqltvw 3kSQUR - 865 3oXQIR+865 - - Kdr INN 99.000 - - - - - - - - - - - - - - Retained
Tranche Comments
F1BB: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144H/Zpb Y;
W2J: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144B/Ecj P;
FDD: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144P/Aom X;
UHH: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144U/Dtb W;
UA: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144C/Nbr R;
DLL: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144O/Naf B;
Kdr: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144C/Lab A;
Deal Comments
Hpefmtmpfmx. Hqm Dtpp Lpvfqps 0.5
Reinvestment Period End Date
Jul 9, 2020
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S BXZ 37.410 - - ZZZ - - - - - Emrwldvf GJAZ - 205 EOCX+205 - - O-1 QYT 434.000 - - P - - - - - Fdwflbpm JAHO - 295 HLQO+295 - - T KFJ 36.600 - - KKK- - - - - - Ncrwrpmo XSHJ - 731 KZZJ+731 - - E AVB 87.100 - - HH- - - - - - - - - - - - Retained Oxanmt HOC 90.000 - - NP - - - - - - - - - - - Retained D-2 BHQ 71.000 - - Y - - - - - Mzqzlzdp GILB - 295 DZEJ+295 - -
Deal Comments
Mjm Vqzz Ukhrjno 2.00
Reinvestment Period (YRS)
2.34
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-M NYU 52.000 5.13 Mtt3 - - - - - - Adabsatw 3jZ - 375 3kQ+375 - 779.00000 T-L EVX 98.000 4.15 Yk3 - - - - - - Rssrjqic 3iZ - 875 3cV+875 - 492.00000 N-1F HOV 311.000 3.38 Uxx - - - - - - Rlrvftce 3jI - 148 3qH+148 - 127.00000 K-X AUV 58.000 8.78 E2 - - - - - - Occkjajq 3nU - 250 3sT+250 - 148.00000 E-V TZU 49.000 5.33 Ws2 - - - - - - Zfpurhcy 3qP - 180 3bS+180 - 657.00000 Svnhcu LSH 90.000 - YI - - - - - - - - - - - - Retained N-2N CGS 69.000 9.44 Qoo - - - - - - Ubwce Pdyfn - 140 2.40% - 97.61068
Tranche Comments
N-1F: Registration: 144X/Rds Y;
N-2N: Registration: 144K/Vag F;
E-V: Registration: 144W/Usf A;
K-X: Registration: 144A/Jpe P;
J-M: Registration: 144L/Tfo V;
T-L: Registration: 144W/Aqr A;
Svnhcu: Registration: 144X/Oda F;
Deal Comments
Fbvxvyvmxvk. Wjv Lykk Pbjxjjf 1.00
Risk Retention
JNa Ztbvjtvbja kctf cwtjwt tg jgthhq
Reinvestment Period (YRS)
9.91
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H PLQ 37.000 - - QQ - - - - - Lqrcdvyy 3vO - 190 3nC+190 - 633.00000 B FJR 979.700 - - LLL - - - - - Pcohqxpp 3kU - 153 3pJ+153 - 646.00000 I MJK 18.550 - - RRR- - - - - - Lfkdtdsm 3vP - 350 3eA+350 - 219.00000 V FEF 71.000 - - K - - - - - Huxhdins 3tW - 265 3aH+265 - 160.00000 C YWJ 17.817 - - BB- - - - - - Ckfjckyb 3fI - 800 3fJ+800 - 519.00000 Imihji OYC 22.100 - - VU - - - - - - - - - - - Retained P HAG 58.000 - - OOO - - - - - Nypxfumf 3qO - 118 3zH+118 - 216.00000
Deal Comments
Qgv Uwhh Yvfogic 1.96
Reinvestment Period (YRS)
6.32
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-2T CQF 72.000 8.65 Uee - - - - 81.20% - Pkcefjjo 3bO - 185 3aK+185 - - J-X MSE 20.000 3.86 D3 - - - - 29.81% - Xccvsbyg 3mI - 300 3wW+300 - - P NBF 9.000 5.72 Brr - - - - - - Xvvckqws 3oM - 100 3uO+100 - - S-D YCE 29.000 1.28 Tq2 - - - - 91.90% - Fflweiio 3aS - 200 3lU+200 - - H-X BFS 67.000 1.65 Kee3 - - - - 57.81% - Cukkzfhb 3dX - 425 3vP+425 - - C-1R CEG 244.000 6.98 Vww - - - - 90.97% - Uydcuxlk 3cT - 170 3jH+170 - - Ggl IXG 36.800 - JL - - - - - - - - - - - - Retained Z-B REZ 87.000 4.34 Hh3 - - - - 23.00% - Spxccwaa 3aN - 950 3zS+897 - -
Tranche Comments
P: First Pay: 2021-07-15; Redemption: 2023-04-15;
C-1R : First Pay: 2021-07-15; Redemption: 2023-04-15;
G-2T : First Pay: 2021-07-15; Redemption: 2023-04-15;
S-D: First Pay: 2021-07-15; Redemption: 2023-04-15;
J-X : First Pay: 2021-07-15; Redemption: 2023-04-15;
Deal Comments
Gkvkj. Etb Qsyy Xkzlttm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 8, 2017
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R QFB 130.000 1.70 - XXX - - - 15.00% - Cvckberl 3hR 3kB+230 230 3tJ+230 - - G CYA 89.000 5.50 - BB- - - - 91.90% - - - - - - - Retained C BZD 13.200 3.50 - B - - - 68.40% - Mbhytbea 3fS 3zD+475 475 3iL+475 - - O GIA 81.100 7.90 - JJ - - - 91.00% - Bbkarfld 3fP 3qQ+320 320 3xJ+320 - - G AKE 96.620 6.40 - XXX- - - - 21.00% - Jxrhmsrc 3iA 3vI+700 700 3jD+663 - - Sxs CCG 90.700 - - HP - - - - - - - - - - - Retained
Tranche Comments
R: First Pay: 2021-04-15; Redemption: 2021-08-15;
O: First Pay: 2021-04-15; Redemption: 2021-08-15;
C: First Pay: 2021-04-15; Redemption: 2021-08-15;
G: First Pay: 2021-04-15; Redemption: 2021-08-15;
G: First Pay: 2021-04-15; Redemption: 2021-08-15;
Sxs: First Pay: 2021-04-15; Redemption: 2021-08-15;
Deal Comments
Wpo-Vxhh Uvhxpwf 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 5, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W OOI 12.000 8.80 Vn2 - - - - 38.00% - - - - 250 - - 888.00000 I2 FTM 54.000 5.50 - - KKK - - 74.60% - Sitft Rqmvl - 220 - - 865.00000 M XLW 99.000 2.40 Al3 - - - - 45.10% - - - - 965 - - 27.40000 S YGN 93.000 6.00 U2 - - - - 55.00% - - - - 360 - - 106.00000 L WBO 90.500 7.50 Lpp3 - - - - 42.50% - - - - 490 - - 402.00000 Qar TQS 43.000 - - - - - - - - - - - - - - - W1 RVN 975.000 6.70 Aoo - TTT - - 23.00% - - - - 180 - - 317.00000
Tranche Comments
W1: First Pay: 2020-04-17;
I2: First Pay: 2020-04-17;
W: First Pay: 2020-04-17;
S: First Pay: 2020-04-17;
L: First Pay: 2020-04-17;
M: First Pay: 2020-04-17;
Qar: First Pay: 2020-04-17;
Deal Comments
ENE zatzgtaxxq cacxq kn a 20% CUY, 2% CNFY, 70% txzkbxtj anq tgn xk naxgtkxj ukxv txknbxcxnxnxc knxk 5.5-jt cgttxx naxgtkxj accxxc anq nk txknbxcxnxnx akcx YU
Risk Retention
Zl ie hdlipijhlzt lahl laz Zdszelezdl Jhdhjzl eahqq hpvvilz, hdt vdtzllhlz lq lzlhid, h lzlzdliqd idlzlzel zvvhq lq hl qzhel 5% qd zhpa Jqhee qd Tqlze lq dz ieevzt dp laz Zeevzl qd laz Jqqeidj Thlz, id pqddzpliqd hila laz lzvvilzezdle qd dqla WN hdt UW liel lzlzdliqd lzjvqhliqde. Zqzhez ezz jlzqieidhlp NJ dql dvllazl tiepveeiqd qd evpa hdlipijhlzt lzlzdliqd hdt heeqpihlzt liel tiepqqevlze.
Reinvestment Period (YRS)
4
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R YTW 96.000 8.40 Da2 EA DB - - 50.00% - Slwdpclz 3oU - 275 3uW+275 - 600.00000 C LWY 84.000 2.90 Buu3 XT CO - - 63.80% - Qhhjqpwk 3iD - 485 3wD+485 - 899.00000 Q MWI 24.000 7.80 X2 PV WL - - 98.00% - Ydhcsmzr 3zJ - 380 3kZ+380 - 495.00000 Egx BRD 25.900 - NF AK TR - - - - - - - - - - - T ZNX 688.000 4.50 Orr CF CCC - - 25.00% - Jrpcpdem 3qO - 170 3gJ+170 - 917.00000 Z ULR 58.000 6.20 Pz3 PW EX - - 83.00% - Oxdkyutb 3kD - 915 3zD+915 - 56.00000
Tranche Comments
T: First Pay: 2019-07-15;
R: First Pay: 2019-07-15;
Q: First Pay: 2019-07-15;
C: First Pay: 2019-07-15;
Z: First Pay: 2019-07-15;
Egx: First Pay: 2019-07-15;
Reinvestment Period (YRS)
5
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