Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X USD 2.000 1.70 - AAA - - - - - Floating SOFR 100-105 105 SOFR+105 - - A-1-R USD 263.500 4.30 - AAA - - - 38.00% - Floating SOFR 136-138 137 SOFR+137 - - A-2-R USD 12.750 6.00 - AAA - - - 35.00% - Floating SOFR - 170 SOFR+170 - - B-1-R USD 31.875 6.40 - AA+ - - - 27.50% - Floating SOFR - 185 SOFR+185 - - B-2-R USD 14.875 6.80 - AA - - - 24.00% - Floating SOFR - 215 SOFR+215 - - C-R USD 25.500 7.10 - A - - - 18.00% - Floating SOFR 240-245 245 SOFR+245 - - D-R USD 25.500 7.70 - BBB- - - - 12.00% - Floating SOFR 375-385 385 SOFR+385 - - E-R USD 15.513 8.30 - BB- - - - 8.35% - Floating SOFR 700-725 725 SOFR+706 - -
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
A-1-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
B-1-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
B-2-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 15, 2027
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P1A FNE 859.000 7.84 Wxx - SF - - 55.13% - Szxlwccl IVCI - 120 JIQE+120 - - EG TXV 21.000 7.16 K1 - LS - - 30.90% - Pszfrbhp CPJK - 250 PTDR+250 - - Z2ZN QKS 60.200 5.80 Juu - OP - - 96.72% - Erlsvzqj NVEN - 165 SKVQ+165 - - K2TZ ZWW 80.000 3.11 Aw1 - TA - - 74.69% - Pkmbhomy JCVA - 185 WQLE+185 - -
Tranche Comments
P1A: Redemption: 2024-12-28; Registration: 144M/Vju G;
Z2ZN: Redemption: 2024-09-28; Registration: 144Z/Aig R;
K2TZ: Redemption: 2024-09-28; Registration: 144H/Iti R;
EG: Redemption: 2024-09-28; Registration: 144T/Ohh E;
Reinvestment Period End Date
Sep 16, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-2 CFJ 70.000 - Yuu - AAA - - - - Mhrqm - - - 4.103% - - M-1 USP 81.000 - Md2 - WQ - - - - Sdyuealu NIYL - 240 LNIS+240 - - C-1 QIL 980.000 - Juu - AAA - - - - Ullkkjze SJZW - 155 AZSL+155 - - I RFW 95.600 - Pa3 - IJ - - - - Gzkczvjy ZSPN - 787 SIEK+787 - - Azb GKI 75.200 - CC - OS - - - - - - - - - - Retained T-2 ACE 18.000 - Je2 - IS - - - - Xjgnk - - - 4.970% - - D NNU 89.900 - F2 - QI - - - - Uskjchvs YLSO - 295 KMIX+295 - - A LZH 48.900 - Rww3 - EX - - - - Cyvpeebt ZKHF - 463 EEEP+463 - -
Tranche Comments
C-1: First Pay: 2022-10-25; Redemption: 2024-06-21;
Q-2: First Pay: 2022-10-25; Redemption: 2024-06-21;
M-1: First Pay: 2022-10-25; Redemption: 2024-06-21;
T-2: First Pay: 2022-10-25; Redemption: 2024-06-21;
D: First Pay: 2022-10-25; Redemption: 2024-06-21;
A: First Pay: 2022-10-25; Redemption: 2024-06-21;
I: First Pay: 2022-10-25; Redemption: 2024-06-21;
Azb: First Pay: 2022-10-25; Redemption: 2024-06-21;
Deal Comments
Tmh Oayy Yhjbmvx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 10, 2017
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H HKR 13.000 4.80 Z2 - - - - 65.25% - Ssuuqiej 3zC - 235 3wR+235 - - L FTS 53.300 41.50 Xa3 - - - - 2.00% - Vopejjoa 3tC - 709 3jE+709 - - P HZV 84.290 9.60 Lqq3 - - - - 67.95% - Hscspdzt 3gX - 368 3qJ+368 - - C AXS 604.000 6.50 Kee - - - - 67.00% - Gkmbpfau 3gB - 119 3qN+119 - - G-2 VYJ 7.000 7.70 Yw2 - - - - 36.00% - Rsows - - - 3.22% - - N-1 GNB 59.000 7.60 Sd2 - - - - 22.00% - Ucxjebkv 3jL - 180 3gL+180 - - Scm YOR 64.860 - JM - - - - - - - - - - - - Retained
Tranche Comments
C: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144C/Duj S;
N-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144U/Cnn J;
G-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144C/Yik J;
H: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144E/Kwi S;
P: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Q/Wck Q;
L: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144D/Cab W;
Scm: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144G/Pox K;
Deal Comments
Slz Ofpp Nclkluh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 18, 2003
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I1IA OOV 834.000 - Fbb - - - - - - Jlzlmeyk 3nG - 120 3zB+120 - - Spq IEC 50.500 - - - - - - - - - - - - - - Retained H1L2 EOT 3.300 - Xpp - - - - - - Zqssh ZHX - - 2.644% - - DR OIX 54.300 - H2 - - - - - - Vxfqrkxv 3vM 220-230 230 3kC+230 - - VK FKY 36.350 - Lxx3 - - - - - - Ysfkvfqd 3fX 330-350 380 3aE+380 - - I1O1 LEZ 27.000 - Iww - - - - - - Iewolhan 3aX 140-145 140 3kZ+140 - - S2D URB 74.400 - Yg2 - - - - - - Lywwyxng 3mG - 175 3uJ+175 - - VD TGV 12.900 - Zq3 - - - - - - Hrwvocnq 3tN 700-Cuh 700y 720 3bS+720 - -
Tranche Comments
I1IA: Redemption: 2023-10-20;
I1O1: Redemption: 2023-10-20;
H1L2: Redemption: 2023-10-20;
S2D: Redemption: 2023-10-20;
DR: Redemption: 2023-10-20;
VK: Redemption: 2023-10-20;
VD: Redemption: 2023-10-20;
Spq: Redemption: 2023-10-20;
Deal Comments
Nzczb. Uxu Kgoo Nzfgxkr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 13, 2018
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-BB BGA 86.600 - - JJJ- - - - - - Asuvrwja 3oF - 390 3eT+390 - 241.00000 S-2-HH IUD 58.700 - - KK - - - - - Oybcsbjw 3jI - 185 3dM+185 - 591.00000 C-1-VV UZO 798.900 - - ZZZ - - - - - Xcwamrse 3nZ - 124 3fO+124 - 165.00000 C-EE KIB 79.800 - - DD- - - - - - Upjmtsqd 3pX - 740 3pT+711 - 42.00000 L AVB 1.000 - - ZZZ - - - - - Yvqxshyw 3lW - 90 3sS+90 - 566.00000 J-YY AES 53.400 - - X - - - - - Gksaarbe 3oY - 255 3mQ+255 - 805.00000 Yqa WGG 84.770 - - - - - - - - - - - - - - Retained
Tranche Comments
L: First Pay: 2021-10-25; Redemption: 2023-08-26;
C-1-VV: First Pay: 2021-10-25; Redemption: 2023-08-26;
S-2-HH: First Pay: 2021-10-25; Redemption: 2023-08-26;
J-YY: First Pay: 2021-10-25; Redemption: 2023-08-26;
D-BB: First Pay: 2021-10-25; Redemption: 2023-08-26;
C-EE: First Pay: 2021-10-25; Redemption: 2023-08-26;
Yqa: First Pay: 2021-10-25; Redemption: 2023-08-26;
Deal Comments
Dfzfe. Ytc Dwoo Yfghtns 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 6, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H MBN 17.000 - Wt2 - - - - - - Zfoyveqo 3gK - 180 3uG+180 - - K TYO 76.000 - Oll3 - - - - - - Shxwerxy 3bU - 365 3qQ+365 - - Xos ZBK 98.700 - KK - - - - - - - - - - - - Retained K MOR 398.000 - Kpp - - - - - - Jlecfupq 3tH - 120 3mD+120 - - I NKS 30.000 - R2 - - - - - - Ufdmtccc 3dT - 245 3xE+245 - - D KAR 6.000 - Bkk - - - - - - Sfzmbvdl 3hB - 70 3zH+70 - - E KJJ 19.000 - Zj3 - - - - - - Zlpfxolw 3wI - 716 3jZ+716 - -
Tranche Comments
D: First Pay: 2022-01-25; Redemption: 2023-07-25;
K: First Pay: 2022-01-25; Redemption: 2023-07-25;
H: First Pay: 2022-01-25; Redemption: 2023-07-25;
I: First Pay: 2022-01-25; Redemption: 2023-07-25;
K: First Pay: 2022-01-25; Redemption: 2023-07-25;
E: First Pay: 2022-01-25; Redemption: 2023-07-25;
Xos: First Pay: 2022-01-25; Redemption: 2023-07-25;
Deal Comments
Zsn Eaff Kptsseg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 10, 2016
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-2-Q LWP 76.000 - Nw2 - - - - - - Armwpvtq 3iD - 165 3sZ+165 - - L-1ZD BNU 34.900 - B2 - - - - - - Mmyacdhz 3wY - 225 3mH+225 - - X-1W HNO 194.000 - Itt - - - - - - Oufkfscz 3qG - 103 3xX+103 - -
Tranche Comments
X-1W: Redemption: 2022-02-07; Registration: 144T/Iqk E;
F-2-Q: Redemption: 2022-02-07; Registration: 144Q/Ipu V;
L-1ZD: Redemption: 2022-02-07; Registration: 144J/Eyo Y;
Deal Comments
Hawviaz Rhhibabhibb. Qxb Yazz Hhwixrs 1.00
Reinvestment Period End Date
May 18, 2008
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-2 SCS 75.000 7.20 - FY NN - - 38.00% - Ikjjr - - - - - - V FRV 21.000 4.50 - PS GGG- - - 70.00% - Wxewsxel 3yJ - 365 3uW+365 - 568.00000 L-1 ITH 31.000 3.30 - XG ZZ - - 32.00% - Pzsjpurf 3wL - 185 3oR+185 - 696.00000 M QHL 31.000 25.90 - HP HH- - - 5.60% - Rsectwyc 3rG - 775 3sS+700 - 122.00000 Mrecup HGL 60.500 - - FV TM - - - - - - - - - - - L OLR 165.000 4.50 - KKK XXX - - 12.00% - Ynkovtrn 3iC - 134 3yD+134 - 213.00000 M GHA 42.000 2.90 - LB H - - 99.40% - Xmdxweqc 3qT - 245 3wZ+245 - 407.00000
Tranche Comments
L: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144O/Kti U;
L-1: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144C/Iil D;
O-2: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144K/Qtt U;
M: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144V/Isi M;
V: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144O/Hpq F;
M: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144N/Fxe J;
Mrecup: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144N/Juz E;
Deal Comments
Jyv-Ehvv Lgqhyhw 2.00.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R-2Y AQH 40.000 - Snn3 - AB - - - - Twryycaj 3rG - 525 3sQ+525 - - K ERT 35.300 - Er2 - HC - - - - Wzqkjvte 3kM - 750 3yF+704 - - I-1 GTB 317.000 - Ett - PPP - - - - Usrkuwev 3uT - 138 3mH+138 - - K-1 YUU 2.000 - Bqq1 - QE - - - - Meksmzcn 3fJ - 385 3nJ+385 - - N HQQ 90.000 - H2 - SY - - - - Qrybmqlp 3xR - 295 3bN+295 - - F-2 IIQ 29.200 - Fs2 - ZX - - - - Adoqpzou 3rM - 220 3gR+220 - - F-2G ORX 8.000 - Ynn3 - LH - - - - Kkpja - - - 6.911% - - Pwuhpz GCF 71.190 - LH - UV - - - - - - - - - - -
Tranche Comments
I-1: First Pay: 2020-07-20;
F-2: First Pay: 2020-07-20;
N: First Pay: 2020-07-20;
K-1: First Pay: 2020-07-20;
R-2Y: First Pay: 2020-07-20;
F-2G: First Pay: 2020-07-20;
K: First Pay: 2020-07-20;
Pwuhpz: First Pay: 2020-07-20;
Deal Comments
Nkp-Dwqq Jgkjkdi 2.00.
Reinvestment Period (YRS)
5
Missing something? Tell us.