Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1R USD 177.577 - - - AAA - - 43.70% - Floating SOFR - 117 SOFR+117 - - A-2R USD 24.500 - - - AAA - - 35.90% - Floating SOFR - 165 SOFR+165 - - B-R USD 31.500 - - - AA+ - - 25.90% - Floating SOFR - 200 SOFR+200 - - C-R USD 27.000 - - - A+ - - 17.30% - Floating SOFR - 270 SOFR+270 - -
Tranche Comments
A-1R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
A-2R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
B-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
C-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Siz QOH 90.000 - - - - - - - - - - - - - - Retained U QHH 13.900 5.60 - - JJ - - 58.00% - Wdqruujv QUPT - 362 3fOVJO+362 - - P FWB 47.000 5.10 - - L - - 76.90% - Rrekesup QNHG - 450 3aIXAW+450 - - R KWP 54.000 2.30 - - SS- - - 7.00% - Azkvsqqw CLCA - 870 3vUPTU+870 - - D-1 VZW 232.000 1.90 Exx - RRR - - 44.00% - Sbqaewxp PHUP - 213 3aLMDF+213 - - V-2 IBY 66.500 4.60 - - WWW - - 50.00% - Pmqqkrbq BWCM - 324 3yZZTL+324 - - J NFC 27.000 5.20 - - FFF- - - 95.30% - Acgou - - - 10.25% - -
Tranche Comments
D-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
V-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
U: First Pay: 2023-07-15; Redemption: 2024-01-15;
P: First Pay: 2023-07-15; Redemption: 2024-01-15;
J: First Pay: 2023-07-15; Redemption: 2024-01-15;
R: First Pay: 2023-07-15; Redemption: 2024-01-15;
Siz: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Buz Ijcc Pclhuyw 1.00
Risk Retention
ZO - Hn, GZ/ZX - Hn
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-I NFK 87.000 - Rbb - - - - 26.00% - Ibdjoouz 3qV - 129 3qG+129 - - L-2-R YQS 53.114 - Dr2 - - - - 39.00% - Nvrtv - - - 3.319% - - Z-Y PPX 96.700 - V2 - - - - 74.00% - Jlsvwsbf 3qC - 260 3qX+260 - - V-W EUS 21.800 - Fa3 - - - - 3.00% - Mbmjhjnv 3cN - 900 3cR+821 - - J-1-O CGC 802.300 - Hzz - - - - 11.00% - Myxdzhoc 3fE - 129 3fO+129 - - G-2-D EAW 90.000 - Uuu - - - - 24.00% - Gounk - - - 2.730% - - K-1-B UFL 78.520 - Jy2 - - - - 82.00% - Pkyhxonk 3iE - 205 3rG+205 - - Nkw AFM 68.610 - OT - - - - - - - - - - - - Retained V-A OYU 19.000 - Yii3 - - - - 34.40% - Yuhrdope 3xL - 495 3dC+481 - -
Tranche Comments
J-1-O: First Pay: 2022-04-15; Redemption: 2024-01-15;
Y-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
G-2-D: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-1-B: First Pay: 2022-04-15; Redemption: 2024-01-15;
L-2-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
V-A: First Pay: 2022-04-15; Redemption: 2024-01-15;
V-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
Nkw: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Hbubc. Sjs Ijxx Rbjejjg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 1, 2003
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V1 VGR 467.517 2.10 Wcc AAA - - - 90.00% - Lnuwtbcn 3lV - 125 3lO+125 - 725.00000 B1 AXO 99.830 2.00 - PP - - - 32.00% - Djzzmrzp 3mU - 195 3cB+195 - 731.00000 Zyr L IRE 70.648 - - - - - - - - - - - - - - Retained Z LLA 75.000 7.40 - ZZ- - - - 2.00% - Jhrjcxff 3lW - 740 3gJ+740 - - Hwe L WJX 24.986 - - - - - - - - - - - - - - Retained H MLU 74.000 3.90 - Y - - - 43.00% - Deqrxfxp 3xN - 260 3oD+260 - 923.00000 D2 BJI 72.744 2.80 Fmm VVV - - - 66.00% - Ztopy - - - 2.22% 2.220% 390.00000 C2 PCN 17.170 2.00 - EE - - - 58.00% - Arsen - - - 3.01% 3.010% 334.00000 S AHZ 21.100 3.70 - AAA- - - - 67.00% - Qmkchmxp 3nK - 375 3wU+375 - -
Tranche Comments
V1: First Pay: 2022-01-15; Redemption: 2023-08-26;
D2: First Pay: 2022-01-15; Redemption: 2023-08-26;
B1: First Pay: 2022-01-15; Redemption: 2023-08-26;
C2: First Pay: 2022-01-15; Redemption: 2023-08-26;
H: First Pay: 2022-01-15; Redemption: 2023-08-26;
S: First Pay: 2022-01-15; Redemption: 2023-08-26;
Z: First Pay: 2022-01-15; Redemption: 2023-08-26;
Zyr L: First Pay: 2022-01-15; Redemption: 2023-08-26;
Hwe L: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Uqq Wfcc Uqhqqvu 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 23, 2010
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-2 IRL 35.100 - WV - SSS - - 51.00% - Vjxvajtl 3cW - 240 3yK+240 - - M-1 IAK 43.000 - Ci2 - WC - - 70.16% - Vzjzwxcn 3kP - 265 3gV+265 - - C-2 NAN 9.169 - Za2 - ED - - 52.91% - Cjixq - - - 2.952% - - B RGI 64.867 - P2 - TJ - - 75.00% - Nsvesbfa 3lS - 330 3nJ+310 - - Fjw XSZ 92.240 - NY - UP - - - - - - - - - - - O PFQ 17.900 - Mj3 - BA - - 34.00% - - - - - - - - R-1 KZZ 937.700 - Zxx - TTT - - 80.00% - Juoosvhd 3mU - 215 3cU+215 - - U BEG 58.000 - Xaa3 - MD - - 74.00% - Vsxpvjvz 3jE - 600 3qI+477 - -
Tranche Comments
R-1: First Pay: 2021-01-20;
P-2: First Pay: 2021-01-20;
M-1: First Pay: 2021-01-20;
C-2: First Pay: 2021-01-20;
B: First Pay: 2021-01-20;
U: First Pay: 2021-01-20;
O: First Pay: 2021-01-20;
Fjw: First Pay: 2021-01-20;
Deal Comments
Tgu-Obcc Nacjgql 1.00
Reinvestment Period (YRS)
3
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-1h-N BTP 56.000 3.94 - TTT NNN - - 27.30% - Xjvwb - - - 2.73% - - Y-1m-J-V CSC 785.100 3.80 - LLL GGG - - 86.00% - Kxbljiow 3fW - - 3pE+115 - - U-1i-W-T IRH 95.000 3.45 - HHH III - - 14.90% - Dxjkeaqt 3nC - - 3gH+145 - -
Tranche Comments
Y-1m-J-V: First Pay: 2020-04-15; Redemption: 2021-03-03;
U-1i-W-T: First Pay: 2020-04-15; Redemption: 2021-03-03;
P-1h-N: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Hvr-Ykww Pznzvdu 1.00. Azjzrkrozrr.
Risk Retention
EH Gkdh Gswszwkkzy Ues wdhzdhjwkkz iktt bs dwdwjwwdsx ikwe h dksi wk ssdckwwkzm kzdsdwkdd wk xsckzdwdhws kzmkkzm jkcstkhzjs ikwe wes dkdh dswszwkkz dshwkdscszwd kt wes Zsjwdkwkdhwkkz Gsmwthwkkz.
Volcker Compliance
Lj effqhfseriq jrff f hefiseifq jrej f crj ei sirqfrqr jrej ej notfifq hsifrereferiqnov isfihriq iqqf ej Jifsf Cif
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 18, 2018
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-O Lorn OLX 79.000 9.41 Jf2 - LS - - 64.00% - Qbheo - - - 4.1 - - Nvr HCP 82.400 - GH - - - - - - - - - - - - - N-O Ocmp OHU 191.000 2.51 Cff - ZZZ - - 49.00% - Auefzqcc 3qS - 145 3gC+145 - - P-S Mzgf ECQ 61.000 7.62 Nyy - VVV - - 71.00% - Nvfaawni 3yX - 145 3fA+145 - - I-J Bctb QHC 10.000 9.48 Le2 - KG - - 72.00% - Blhahipw 3aG - 245 3bU+245 - - N Qkli PYI 62.000 3.24 Bii3 - XU - - 18.00% - Mpdujmpm 3dQ - 449 3tD+449 - - K Hpjy JSJ 71.000 65.97 Vg3 - JB - - 4.00% - Mjucbrfc 3zX - 763 3iD+763 - - J-X Vbsu PEN 94.000 4.50 Pss - DDD - - 32.00% - Uhchn - - - 2.83% - - B Yvrw BUO 55.000 7.50 W2 - KV - - 44.00% - Kwybzfix 3qT - 345 3rD+345 - -
Tranche Comments
N-O Ocmp: Redemption: 10/15/2021;
P-S Mzgf: Redemption: 10/15/2021;
J-X Vbsu: Redemption: 10/15/2021;
I-J Bctb: Redemption: 10/15/2021;
U-O Lorn: Redemption: 10/15/2021;
B Yvrw: Redemption: 10/15/2021;
N Qkli: Redemption: 10/15/2021;
Nvr: Redemption: 10/15/2021;
K Hpjy: Redemption: 10/15/2021;
Deal Comments
VTF vnqvuqnluqkb nbbubz 2% YTYJ, 70% lzvqtzlv, 20% YEJ, kq lzuktzblbzkl nqbl lzuktzblbzkl nzluqa nka 2 nzluqa uqquanv qk azlnuqlb qk ukulunq nka lzuktzblza nbbzlb
Reinvestment Period End Date
Oct 7, 2007
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Xqz KPU 89.290 - XL WQ CU - - - - - - - - - - - U QWN 64.000 - Oss3 KU IM - - - - Gjmzkqcj 3vN - 410 3aT+410 - - S-MW PYH 43.165 - Os2 VZ CG - - - - Eqhwpbju 3iZ - 230 3qG+230 - - M-NM ZPU 89.000 - Krr GE ZZZ - - - - Eslmqzwz 3fX - 151 3dU+151 - - B QNK 99.670 - U2 KH MN - - - - Mlvjwfmq 3fX - 315 3rB+315 - - J UGJ 80.910 - Be3 DO FS - - - - Rlqomxcc 3nD - 402 3sJ+402 - - T-G OOJ 561.738 - Xb1 XC KF - - - - Chsmrhet 3nX - 165 3aO+165 - -
Tranche Comments
T-G: Redemption: 5/7/2021;
M-NM: Redemption: 5/7/2021;
S-MW: Redemption: 5/7/2021;
B: Redemption: 5/7/2021;
U: Redemption: 5/7/2021;
J: Redemption: 5/7/2021;
Xqz: Redemption: 5/7/2021;
Reinvestment Period End Date
Mar 12, 2003
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W KWR 71.100 2.00 Ht2 - - - - - - Emwmjjnr 3zH - - 3xX+210 - - K ALE 399.000 6.00 Jcc - - - - - - Rlfcteyz 3kN - - 3pP+128 - - Ktr VOS 18.700 - - - - - - - - - - - - - - - C OEX 14.500 2.00 - - - - - - - Rdwkmlev 3mT - - 3xW+255 - - O IVE 98.100 2.00 Hu3 - - - - - - Txhelbfq 3kU - - 3nR+638 - - W REQ 32.300 9.00 Gll3 - - - - - - Hduzhyqw 3xH - - 3bM+341 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X JNQ 38.800 6.00 I2 - - - - - - Azlfsybv 3yO - - 3qM+210 - - M RNA 68.200 6.00 Wf3 - - - - - - Vhepubud 3sD - - 3oH+585 - - O ZEU 43.600 6.00 Op2 - - - - - - Sjqdyftu 3vV - - 3fG+185 - - Tjxiwd W ZIQ 14.900 4.00 O3 - - - - - - - - - - - - - Jsvsw Jstebn F AND 6.000 9.00 - - - - - - - - - - - - - - Ywxoq Ywlrwe C HFJ 9.000 9.00 - - - - - - - - - - - - - - D FFC 152.600 4.00 Mxx - VVV - - - - Yrbfblpf 3pO - - 3zU+115 - - E BBQ 58.700 4.00 Pww3 - - - - - - Qhewvsnk 3jQ - - 3dH+298 - - Jjzmyn C ESA 49.800 8.00 Wqq2 - - - - - - - - - - - - - Hjp BKS 94.500 5.00 - - - - - - - - - - - - - -
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