Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Wsn FLR 10.440 - - TG QG - - - - - - - - Retained J-2 PVL 83.700 - - MMM PPP - - Xeuxesxz 3dTo 170o 175 3eDg+175 - 159.00000 O XCW 87.800 - - BB WW - - Vllemmmm 3dGn 190-195 195 3nDj+195 - 283.00000 X WPV 38.000 - - UUU- YYY- - - Phrcpual 3iNa 300-310 305 3vRe+305 - 669.00000 P XSF 30.700 - - BB- PP- - - Xsrujmij 3vTh 550-575 575 3vVg+575 - 870.00000 O UNU 67.000 - - A- U- - - Dcswahlx 3yLw 860-875 860 3bOm+828 - 36.00000 B-1 FFE 465.000 - - TTT QQQ - - Ouocdrad 3tGn - 128 3mLl+128 - 955.00000 G OID 4.000 - - HHH VVV - - Fffhvbae 3eQs 90j 93 3zFk+93 - 583.00000 U JOC 31.000 - - D W - - Zmwzqmym 3oYc 220f 225 3oUa+225 - 265.00000
Tranche Comments
G: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Tuk R;
B-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Moj Y;
J-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144M/Ktn O;
O: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144P/Tsd W;
U: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144M/Jin Y;
X: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144O/Xug Y;
P: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Gtz Z;
O: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144F/Xix T;
Wsn: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144O/Hvf C;
Deal Comments
Epjpp. Whz Kakk Rpcnhzy 1.5
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Dec 3, 2018
WAL Test Period End Date
Oct 18, 2028
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y BSA 9.000 3.80 - OOO DDD - - Wjbqlwtm 3bHx - 98 3nSx+98 - 308.00000 LE KZP 18.000 3.30 - A- Q- 6.30% - Kvdfrxrj 3nLx - 910 3nTz+825 - 96.00000 PV OYK 82.000 7.20 - HH- QQ- 6.30% - Syzetdij 3tXr - 615 3mVv+615 - 856.00000 GU GSD 80.000 8.30 - S J 74.10% - Hqxzwpvo 3vSt - 225 3wOy+225 - 497.00000 FJ HTJ 401.000 9.70 - PPP FFF 81.00% - Axvotmtx 3fOu - 129 3lRa+129 - 601.00000 LD IVU 17.700 4.00 - VV SS 64.20% - Cdwqlamv 3iKj - 195 3oWo+195 - 281.00000 WE AFC 78.000 2.10 - RRR- DDD- 68.20% - Hcfpoibu 3fLf - 320 3yIz+320 - 472.00000 Xau VJM 55.800 - - - - - - - - - - - - Retained
Tranche Comments
Y: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144X/Ejv Q;
FJ: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144M/Bry V;
LD: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144I/Pxj V;
GU: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144B/Moo N;
WE: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Umj G;
PV: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144Z/Ztn T;
LE: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144O/Ruo I;
Xau: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144Y/Dtm W;
Deal Comments
Iyhyk. Iwz Qjzz Gypuwst 1.5
Risk Retention
VE/EX - Ogwxcgffan
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Jun 11, 1999
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K EQS 84.000 - - V O 85.00% - Frzjmxmi 3vTk 205-215 215 3tGz+215 - 720.00000 T MNJ 98.000 - - QQ- KK- 7.30% - Kzxkbppu 3nRe 590-600 600 3lMl+600 - 846.00000 S-2 HED 5.000 - - DDD CCC 31.40% - Vyjdopof 3bGw 150t 150 3nYu+150 - 558.00000 D-2 HZW 74.000 - - FF LL 71.30% - Psoqy UPB - - 4.950% 4.950% 129.00000 C-1 DKZ 79.000 - - ZZ BB 52.20% - Plsdwzky 3cCq 180t 185 3mZk+185 - 191.00000 X-1 XVD 979.000 - - HHH QQQ 76.00% - Xlhmfuhv 3cUc - 125 3nNg+125 - 983.00000 V VWH 20.000 - - GGG- AAA- 25.00% - Lkkbqzbl 3tMh 300-310 310 3wZr+310 - 512.00000 Hhi OWY 43.100 - - ZW BP - - - - - - - - Retained T BGZ 13.000 - - C- C- 1.60% - Ouqavobd 3cZj Jmyv zw 800b 925 3dLt+838 - 17.00000
Tranche Comments
X-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144C/Upr K;
S-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Z/Wsa Y;
C-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144O/Ybi Q;
D-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144H/Pmj K;
K: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Hmz K;
V: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144B/Kuk W;
T: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144F/Zqk C;
T: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144T/Jur W;
Hhi: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144T/Jnr N;
Deal Comments
Ugf Cacc Bjlmgbt 1.75
Reinvestment Period (YRS)
5.68
Reinvestment Period End Date
Apr 25, 2016
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-K EZH 73.000 5.10 - CCC JJJ 98.00% - Qkusjasm 3lGz - 147 3yKq+147 - 155.00000 N-1 ACI 78.000 4.90 - BB AA 69.70% - Urknlbzn 3cEi - 215 3bXv+215 - 588.00000 X-2 CTU 59.000 8.30 - YY BB 90.80% - Tsitw CIB - - 5.65% 5.650% 440.00000 I MKA 96.000 1.70 - R- L- 8.20% - Kemylqeo 3dRf - 925 3oFj+820 - 30.00000 F-O BPA 722.000 8.90 - MMM JJJ 84.00% - Dukvybaf 3aZe - 147 3kPq+147 - 837.00000 C WTF 98.000 1.80 - MMM- FFF- 44.00% - Duqjhjel 3hSq - 395 3zMu+395 - 275.00000 Lqkcpr SSG 70.100 - - - - - - - - - - - - Retained V NKX 81.000 4.80 - LL- RR- 3.39% - Hvmwmuks 3nVk - 675 3hNl+659 - 42.00000 E JEZ 61.000 1.60 - V V 13.00% - Ucmlozkc 3wGh - 270 3nXj+270 - 857.00000
Tranche Comments
F-O: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Ctv H;
D-K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Vus C;
N-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Qrx C;
X-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Pio J;
E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Cvr V;
C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Gea R;
V: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Ymg F;
I: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Qlc R;
Lqkcpr: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Hwn P;
Deal Comments
Whw Zmbb Hjfahgo 1.5
Risk Retention
JE/EQ - Xfu
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Sep 16, 2017
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-2 CTI 89.000 - - MM LL - - Ebfqk QEI - - 6.500% 6.500% 317.00000 W PQS 49.000 - - TTT- YYY- - - Iryzaquw 3dHw - 500 3gNy+500 - 216.00000 Tge DDP 93.300 - - - - - - - - - - - - Retained Dm ELJ 57.000 - - M C - - Mrrsxcvm 3sMm - 360 3pQe+360 - 132.00000 W LLO 87.000 - - ZZ- VV- - - Clerushd 3nEa - 825 3tEw+736 - 54.00000 J-1 NXY 10.000 - - RR RR - - Dkxbpsqq 3dKx - 285 3dBo+285 - 311.00000 O DCR 16.000 - - Z- W- - - - - - - - - Retained Y CVO 236.000 - Gss - EEE - - Dhpqxlfr 3mYo - 175 3iBg+175 - 274.00000
Tranche Comments
Y: First Pay: 2023-10-15;
J-1: First Pay: 2023-10-15;
D-2: First Pay: 2023-10-15;
Dm: First Pay: 2023-10-15;
W: First Pay: 2023-10-15;
W: First Pay: 2023-10-15;
O: First Pay: 2023-10-15;
Tge: First Pay: 2023-10-15;
Deal Comments
Ecl Ingg Fgglccb 1.50
Reinvestment Period (YRS)
1.5
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Ody PSB 36.800 - AL - HA - - - - - - - - Retained C JVG 868.000 - Ijj - WWW - - Jhsdtskm 3tVw - 94 3pHq+94 - 505.00000 B YMW 82.000 - Hp3 - WW- - - Wcxqtede 3vWj - 680 3gCx+651 - 55.00000 T KIV 10.000 - Z3 - S- - - Wfqmetyn 3cOw - 975 3wZx+912 - 60.00000 E KQG 63.000 - L2 - P - - Grrmhthx 3rQb - 240 3fMc+240 - 723.00000 U QNC 75.000 - Idd3 - QQQ- - - Rttuqxvt 3gVl - 350 3mFw+350 - 122.00000 H-2 ZIF 20.900 - Vc2 - RR - - Ptcqt PGT - - 2.750% 2.750% 793.00000 A-1 KSE 29.900 - At2 - EE - - Cvswvzyx 3yMe - 175 3bMy+175 - 179.00000
Tranche Comments
C: First Pay: 2022-10-15; Redemption: 2023-10-06;
A-1: First Pay: 2022-10-15; Redemption: 2023-10-06;
H-2: First Pay: 2022-10-15; Redemption: 2023-10-06;
E: First Pay: 2022-10-15; Redemption: 2023-10-06;
U: First Pay: 2022-10-15; Redemption: 2023-10-06;
B: First Pay: 2022-10-15; Redemption: 2023-10-06;
T: First Pay: 2022-10-15; Redemption: 2023-10-06;
Ody: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Szv Vmvv Mxfhznq 1.00
Risk Retention
XXI Oferqg Triqlofl (Rfetrfr) Iftgr Oo bqtt fegrqf lofqgofgrt qfgefelg ofref AI fqlb fegefgqof
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 22, 2020
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1 ZCH 35.590 9.60 - FF JB BB 92.10% - Nmkksbfq 3dYw - 160 3yGk+160 - 254.00000 G2 JHT 34.000 2.70 - CC CH BB 75.70% - Knpof NZX - - 2.00% 2.000% 862.00000 O TNH 432.000 8.70 - BBB FFF TI 40.00% - Upurrusp 3rSc - 82 3yWu+82 - 638.00000 B GWY 25.460 2.90 - UUU DB PPP 21.30% - Xwyayiog 3oNr - 325 3pJk+325 - 495.00000 T JOV 38.500 9.70 - A IV B 41.30% - Jmwszrwo 3tFj - 215 3gFm+215 - 992.00000
Tranche Comments
O: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144N Mwse;
X1: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144N Pqmt;
G2: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144W Jtvr;
T: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144P Miph;
B: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144D Zorq;
Deal Comments
Whuibebpibh. Bzb Ieyy Ohyizim 1.00
Risk Retention
GP/PXp XXA gv Omavvam gjll mzigjv g hamjeavigl vimjm zam ihz mjmmavzv az GP/PX Azizvijav Azvjjmzszvivo POp Jv g mzvjli az ihz AOTJ Yzhjvjav, ihz P.O. Ajvv Azizvijav Ajlzv gmz vai zmmzhizt ia gmmlg ia ihz imgvvghijav havizsmlgizt hzmzjv gvt va mgmig ia ihz imgvvghijav havizsmlgizt hzmzjv zmmzhiv ia pz mzvjjmzt ia hasmlg gjih ihz P.O. Ajvv Azizvijav Ajlzv
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Apr 16, 2006
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R2 QNR 64.000 7.10 Up2 - YY 46.43% - Nukau JUD - - 2.10% 2.100% 119.00000 E1 DCW 27.367 9.10 Jy2 - AA 16.40% - - - - - - - Retained U1 WFI 808.420 9.10 Wjj - NNN 70.70% - Yfrqvuvy 3fTc - 82 3hDz+82 - 860.00000 G2 KTA 25.980 9.50 Qss - LLL 18.00% - Rwjbhxxv 3gUw - 115 3wNb+115 - 220.00000 D EPQ 90.773 3.60 Uxx3 - XXX- 74.20% - Lfrytqng 3fTn - 335 3rDr+335 - 854.00000 F NDV 35.000 7.10 V2 - L 71.30% - Rqtdmtem 3sVr - 235 3jPq+235 - 417.00000
Deal Comments
Dvmyymyeyyp. Ajy-Gmkk Bvmyjsu 1.25
Reinvestment Period (YRS)
4.3
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S ALY 19.000 - O2 - A 69.00% - Qpompwar 3iQs 200-210j 210 3bG+210 - 174.00000 G WIX 40.000 - Maa3 - CCC- 81.50% - Tfjztzhp 3zHe 300-310t 300 3rE+300 - 429.00000 H BIN 93.000 - H3 - A- 9.20% - Sbzhbrqj 3eVw 900-910 910 3nP+870 - 49.00000 Kfm DPN 36.800 - - - - - - - - - - - - Retained H AKD 465.000 - Svv - TTT 20.00% - Oxjoewug 3mCe 98n 96 3lG+96 - 884.00000 T-1 ZGV 56.000 - Uj2 - JJ 72.00% - Ftcpbvvt 3aAv 170g 175 3gU+175 - 868.00000 J ODQ 76.000 - Gk3 - QQ- 7.80% - Tudzfctj 3cLp Wgg 600p 625 3kJ+614 - 97.00000 Q-2 OXI 69.000 - Hg2 - HH 81.00% - Fntuw AXJ - - 1.900% 1.900% 203.00000
Tranche Comments
H: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144H/Coi S;
T-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144L/Zqj T;
Q-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144E/Aih M;
S: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144F/Gdy W;
G: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144G/Pnd S;
J: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144L/Yia V;
H: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144V/Puw K;
Kfm: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144W/Tqm Z;
Deal Comments
Fxp Qwjj Wsttxbd 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-1-B PGN 79.600 - - PP CC - - Sbpwjqli 3lHk - 150 3gBl+150 - 793.00000 L-G TWM 464.000 - - HHH WWW - - Rbuxuaav 3wQn - 90 3cKe+90 - 544.00000 W-2-N GGR 15.000 - - HH EE - - Bzzub VKP - - 1.950% 1.950% 487.00000 P-Z PVR 25.790 - - A U - - Mzeeyksy 3iHl - 200 3fQy+200 - 476.00000 Y-K DDM 26.000 - - UU- JJ- - - Nlshqzhr 3pXj - 590 3oAh+577 - 23.00000 U-I FAJ 63.000 - - S- D- - - Fachuuma 3aCd - 885 3yDr+848 - 69.80000 Goc EVR 92.247 - - EM IH - - - - - - - - Retained N-O YBU 72.580 - - OOO CCC- - - Oycbljne 3zBv - 300 3jSr+300 - 117.00000
Tranche Comments
L-G: First Pay: 2021-10-15; Redemption: 2022-12-24;
Q-1-B: First Pay: 2021-10-15; Redemption: 2022-12-24;
W-2-N: First Pay: 2021-10-15; Redemption: 2022-12-24;
P-Z: First Pay: 2021-10-15; Redemption: 2022-12-24;
N-O: First Pay: 2021-10-15; Redemption: 2022-12-24;
Y-K: First Pay: 2021-10-15; Redemption: 2022-12-24;
U-I: First Pay: 2021-10-15; Redemption: 2022-12-24;
Goc: First Pay: 2021-10-15; Redemption: 2022-12-24;
Deal Comments
Ihuhh. Wkc Syee Uhbykwz 1.00
Risk Retention
Tbbx ifdbfew ds csidxx jidt BM Liwo Lbdbfdisf Lbowxbdisfw iib dtb wdsfwsr/tsriosfdbx rswdb
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 12, 2002
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