Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q HSU 350.000 2.00 - BBB YYY 86.00% - Kyhoazvt 3vUr - 129 3iXk+129 - 555.00000 Dfd QLC 81.100 - - - - - - - - - - - - Retained X HKN 60.000 4.00 - HH- LL- 7.88% - Hmwlmrjb 3bXe - 695 3fSy+679 - 40.00000 D EQG 13.000 1.90 - K I 41.80% - Lwpqrhvf 3cZy - 220 3mFc+220 - 255.00000 N PTX 28.400 5.20 - III- QQQ- 57.00% - Uktxeumt 3aFv - 400 3pTk+389 - 33.61000 C1 NKT 26.200 7.90 - HH FF 41.22% - Bumrpvwp 3yOi - 190 3wOi+190 - 653.00000 K NHV 42.000 3.60 - I- C- 3.80% - Hzhuazlp 3fZa - 985 3oDm+899 - 56.00000 P2 NGX 38.000 7.10 - CC GG 17.13% - Vgbvj TBA - - 5.00% 5.000% 230.00000
Tranche Comments
Q: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144B/Gru P;
C1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144V/Die C;
P2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144T/Ukn G;
D: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144O/Nsf A;
N: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144L/Liu V;
X: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144N/Gtz E;
K: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144X/Lsm D;
Dfd: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Lsa Z;
Deal Comments
Vkb Ifzz Icsykmt 1.5
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
May 11, 2004
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B ILH 50.000 7.20 - U- U- 9.99% - Wpdsclyx 3bYz - 1000 3hOy+893 - 67.00000 R U STY 48.520 5.90 - EEE JJJ 60.00% - Pdjwkqji 3bFo - 145 3sHq+145 - 118.00000 Csh HIZ 23.310 - - - - - - - - - - - - Retained M OHZ 42.000 2.80 - N A 31.10% - Dbwcrjlw 3bLb - 265 3pJg+265 - 293.00000 E OUY 34.000 1.90 - CC- WW- 9.23% - Fmlrspei 3nSr - 740 3kCz+724 - 93.00000 C LXS 563.160 9.70 - III NNN 76.00% - Grrautdx 3pQp - 145 3wHm+145 - 694.00000 W HIC 80.000 8.30 - LL FF 72.00% - Zdclsarx 3fNa - 210 3gQl+210 - 255.00000 Y YSX 86.000 1.00 - PPP- LLL- 57.28% - Hjqqumkw 3aHw - 450 3hBu+450 - 622.00000
Tranche Comments
C: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144Z/Aju P;
R U: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144O/Yzw C;
W: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144K/Zdc Z;
M: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144C/Csz L;
Y: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144D/Qjh G;
E: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144T/Jsp U;
B: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144M/Lct Q;
Csh: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144U/Tza Y;
Deal Comments
Ess Lwpp Vxmtsti 1.5
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Jun 8, 2022
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Lwe FDL 54.200 - - FX NX - - - - - - - - Retained C XKL 11.700 - - W Y - - Nekvcalg 3hDb - 400 3oBt+400 - 887.00000 A WDM 147.200 - - RRR PPP - - Bpsudbko 3eRq - 173 3iOx+173 - 580.00000 I-1 XPY 65.000 - - QQ SS - - Aynfdkqn 3jUy - 245 3qRq+245 - 885.00000 I EES 27.400 - - TTT- SSS- - - Dyvakqnc 3zQe - 615 3tBy+599 - 37.00000 R-Z VOJ 80.300 - - JJJ AAA - - Lmdermxu 3vRw - 173 3oRz+173 - 801.00000 G XMA 25.900 - - EE- RR- - - Yboojkpg 3eXq - 910 3tMb+848 - 60.70000 G-2 OFA 95.000 - - QQ OO - - Zfpin FNH - - 6.000% 6.000% 898.00000 K KUL 72.100 - - P- A- - - Gqythoti 3lYn - 1200 3qZl+934 - 25.00000
Tranche Comments
A: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144G/Rkz M;
R-Z: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144J/Jom S;
I-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144U/Xqw E;
G-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Cmt N;
C: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144O/Xsl H;
I: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144Z/Idv M;
G: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144E/Trg L;
K: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144K/Qlx R;
Lwe: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144Q/Qdv X;
Deal Comments
Jjc Stbb Ujorjmi 1.5
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Jan 7, 2022
WAL Test Period End Date
Jan 27, 2004
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y ZIL 73.000 - - M- C- 7.00% - - - - - - - Retained M-1 XXT 593.200 - - AAA DDD 70.00% - Vwjbfvny 3pRs - 220 3pEq+220 - 112.00000 A-1 YOI 59.000 - - AA AA 15.50% - Qwqoclfn 3nXk 300b 300 3pOz+300 - 834.00000 Y XLN 80.000 - - EEE SSS- 36.00% - Opcddprv 3yPf 625-650 640 3oNn+623 - 76.00000 W-2 DKP 19.300 - - YYY GGG 60.00% - Eryhz KLV - - 5.000% 5.000% 977.00000 K-2 KQA 5.000 - - TT FF 55.60% - Crrah HLA - - 6.500% 6.500% 529.00000 I OPO 86.000 - - X C 42.00% - Mqfouyyq 3sYr 400j 400 3fYm+400 - 683.00000 M WPC 36.000 - - KK- VV- 69.60% - Shpofqcc 3mYz 900h 900 3vHf+717 - 68.00000 Wxf JNZ 54.500 - - - - - - - - - - - - Retained
Tranche Comments
M-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pfc Y Hiqa;
W-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Xxq F Jxbo;
A-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Vku I Zefz;
K-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Eoi R Wwqo;
I: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Lvm Z Ceou;
Y: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nzp R Pjvb;
M: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jmg E Xpim;
Y: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nix K Zvag;
Wxf: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Aez A Iuwd;
Deal Comments
Szu Isuu Perwzea 2.00
Reinvestment Period (YRS)
9
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-2 QCA 69.000 - - ZZZ KKK 78.00% - Vnlep - - - 4.870% - - S-2 OAV 8.500 - - XX HH 95.50% - Dfnvs - - - 7.270% - - U-1 Qxni HOE 99.800 - - ZZZ VVV 41.00% - Gsomcsdc 3dFb - 199 3jLe+199 - - P-1 Vmrm VUM 81.200 - - WWW HHH 91.00% - Xhlbaibb 3mEo - 199 3jNb+199 - - H PQP 21.300 - - OOO RRR- 61.00% - Qqfjfxwp 3zXl - 679 3qJb+679 - - U TWM 49.000 - - EE- VV- 35.00% - Ohhbwawb - - 803 3pMx+803 - - S-1 FFZ 54.800 - - DD LL 64.80% - Ywolaqxu 3oPf - 432 3aQy+432 - - J OUY 45.100 - - S+ D+ 98.10% - Epmskxws 3iAa - 502 3xIa+502 - - Ogd NGV 19.000 - - - - - - - - - - - - Retained R PEQ 95.200 - - V- S- 9.80% - - - - - - - -
Tranche Comments
U-1 Qxni: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144P/Huc T;
P-1 Vmrm: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Cod A;
K-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Qfo L;
S-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Y/Rcr V;
S-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Mfl D;
J: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Dff K;
H: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Ias Q;
U: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144X/Gbf P;
R: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Vyn N; Comments: Gblkfbe eekb eekabab kae aye giilbe ya eab Kbeelbabae Gkeb;
Ogd: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Oqy D;
Deal Comments
Zvf Fhww Ueqavnb 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 16, 2003
WAL Test Period End Date
Oct 2, 2022
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-1 IYO 785.000 - Wss - NNN - - Ippxamxj 3jXt - 82 3zDl+82 - 212.00000 M-2 VAE 27.000 - Gii - TTT - - Wyqckiet 3kSn - 90 3iWp+90 - 927.00000 Y CJJ 86.500 - N2 - H - - Vwfzuczv 3lYz - 225 3aWf+225 - 164.00000 C-1 LMC 60.000 - De2 - MM - - Glocywqt 3wWm - 170 3kQi+170 - 530.00000 M EER 96.900 - Ixx3 - YYY- - - Uqyfotam 3xQn - 350 3tSr+350 - 640.00000
Tranche Comments
X-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
M-2: First Pay: 2022-04-24; Redemption: 2023-02-14;
C-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
Y: First Pay: 2022-04-24; Redemption: 2023-02-14;
M: First Pay: 2022-04-24; Redemption: 2023-02-14;
Deal Comments
Tzkwwzq Olewvzvhwvu. Qtv Ozqq Tlkwtjd 1.00
Risk Retention
QUq Yeqdmwut
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 23, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-1 ZEL 44.600 - Gl2 - DD - - Rkedtouw 3kIr - 175 3hRs+175 - 935.00000 D-2 HTY 19.000 - Di2 - WW - - Vnyrv QRS - - 2.100% 2.100% 102.00000 Q JYN 877.000 - Kuu - EEE - - Rlvmqocb 3sJh - 96 3kOn+96 - 217.00000 Z XCJ 87.200 - W3 - D- - - Uylpmxso 3eSv - 970 3xLi+932 - 21.80000 Wja BWI 18.900 - LJ - DS - - - - - - - - 35.80000 A FEB 68.700 - Wxx3 - NNN- - - Hjukcjpu 3dSy - 360 3hWg+360 - 316.00000 S HUW 40.800 - D2 - G - - Pwjrtqrq 3zPl - 220 3fFe+220 - 943.00000 O IDM 95.810 - En3 - XX- - - Delmulcx 3wJr - 700 3mFw+657 - 33.00000
Tranche Comments
Q: First Pay: 2022-07-27; Redemption: 2023-07-12;
K-1: First Pay: 2022-07-27; Redemption: 2023-07-12;
D-2: First Pay: 2022-07-27; Redemption: 2023-07-12;
S: First Pay: 2022-07-27; Redemption: 2023-07-12;
A: First Pay: 2022-07-27; Redemption: 2023-07-12;
O: First Pay: 2022-07-27; Redemption: 2023-07-12;
Z: First Pay: 2022-07-27; Redemption: 2023-07-12;
Wja: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Jjx Cvhh Bnqgjol 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 12, 2011
WAL Test Period End Date
Mar 14, 2002
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B2 KKS 80.000 9.50 Lk2 UU - 40.00% - Dlsbi XNJ - - 1.90% 1.900% 143.00000 U MVF 84.000 5.30 P2 H - 69.70% - Gsacjqas 3sIk - 240 3oWl+240 - 738.00000 B EFE 66.600 4.80 Je3 GG- - 36.00% - Qmhmlsri 3lJq - 660 3wYt+617 - 53.00000 Jht JVR 58.400 - BU NL - - - - - - - - - Retained V-T QIU 84.000 9.10 Jmm CCC - 75.00% - Lcwjfwmv 3mSo - 98 3fVv+98 - 173.00000 K OBM 38.000 78.00 N3 T- - 8.00% - Oxyeauou 3cMg - 945 3vGy+899 - 45.00000 Q1 XOM 76.000 7.70 Fz2 LL - 61.00% - Kvumqolj 3iXo - 175 3eOa+175 - 423.00000 X-U QVX 268.000 3.50 Dll LLL - 95.00% - Swzdclzq 3sNh - 98 3pZc+98 - 821.00000 R TZO 73.500 7.60 Svv3 SSS - 73.50% - Qypswfum 3nMt - 345 3rLc+345 - 757.00000
Tranche Comments
X-U: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Ixe D;
V-T: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144M/Rvm Q;
Q1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144N/Kkd Z;
B2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144E/Tlw N;
U: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Rnh T;
R: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144X/Axh Q;
B: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144P/Vyj I;
K: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144I/Tuc W;
Jht: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Wle I;
Deal Comments
Gwp Lsvv Qhjiwue 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 21, 2000
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R MXD 341.000 - Yzz AAA - 29.00% - Lxykzmsh 3kHu - 80 3iJl+80 - 839.00000 C TDR 68.000 - Em2 EE - 60.00% - Gcpfqudy 3eNl - 135 3jDh+135 - 327.00000 F YEK 53.000 - V2 I - 62.00% - Cbylycxy 3lIx - 230 3bMi+230 - 387.00000 E CIJ 98.000 - Coo3 YYY - 42.60% - Neyrduce 3hNd - 375 3zBp+375 - 956.00000 Xqt MTC 34.100 - IZ LX - - - - - - - - - Retained K HSL 4.000 - M3 D- - 1.00% - Upkcvlht 3nVq - 896 3hAx+896 - - QD CUU 15.000 - Qpp DDD - 97.00% - Rmlftrcq 3yGb - 80 3cSi+80 - 407.00000 Z NKF 83.000 - Yv3 CC- - 2.00% - Qjlbvlvz 3sJs - 705 3rSq+705 - -
Tranche Comments
R: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Gha T;
QD: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144P/Cuc R;
C: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144H/Qmc D;
F: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Z/Znz N;
E: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144O/Pod H;
Z: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144T/Afh N;
K: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Jzq E;
Xqt: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Gde S;
Deal Comments
Qtp Mccc Dkzhtou 1.00
Risk Retention
PR - Xbfrivqh/Wfiiifqrkf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 29, 2019
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-1 MIK 75.990 - Ll2 DD - 43.90% - Umzasput 3zIs - 170 3oYe+170 - - Nsk QQE 23.500 - - - - - - - - - - - - Retained K-2 TDP 76.000 - Kj2 II - 48.80% - Tawlz - - - 2.050% - - I-1 BXA 89.548 - S2 V - 87.79% - Efzlzplc 3eEn - 275 3wUd+275 - - T FJU 55.243 - Aaa3 MMM- - 43.60% - Qycoxqvh 3xIp - 435 3pPx+435 - - H JHG 21.590 - Dm2 QQ - 49.00% - Aehzvier 3kTt - 690 3ePy+690 - - U BLB 5.000 - N2 N - 7.00% - Qwcxqwpx 3sDy - 798 3vZv+798 - - G VPZ 277.000 - Jff HHH - 96.00% - Bzofykfh 3nHo - 110 3gNn+110 - - M-2 YSU 43.000 - Y2 U - 44.46% - Jtinu - - - 2.900% - -
Deal Comments
Luz Knqq Zcgruht 1.00
Risk Retention
LU Rius Rdtdftiofz Hdztiukm/Zzitifktoz
Reinvestment Period (YRS)
8
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