Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X USD 1.500 1.30 - AAA - - - - - Floating SOFR - 105 SOFR+105 - - A-1 USD 248.000 6.50 - AAA - - - 38.00% - Floating SOFR - 150 SOFR+150 - - A-2 USD 16.000 8.10 - AAA - - - 34.00% - Floating SOFR - 170 SOFR+170 - - B USD 40.000 8.70 - AA - - - 24.00% - Floating SOFR - 185 SOFR+185 - - C USD 24.000 9.30 - A - - - 18.00% - Floating SOFR - 230 SOFR+230 - - D-1 USD 22.000 9.90 - BBB - - - 12.50% - Floating SOFR - 350 SOFR+350 - - D-2 USD 6.000 10.20 - BBB- - - - 11.00% - Fixed - - - 8.68% - - E USD 10.000 10.40 - BB- - - - 8.50% - Floating SOFR - 650 SOFR+650 - - Sub USD 40.500 - - - - - - - - - - - - - - Retained
Tranche Comments
X: Redemption: 2026-07-15; Registration: 144A/Reg S;
A-1: Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2: Redemption: 2026-07-15; Registration: 144A/Reg S;
B: Redemption: 2026-07-15; Registration: 144A/Reg S;
C: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-1: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-2: Redemption: 2026-07-15; Registration: 144A/Reg S;
E: Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-1C ULB 737.000 5.90 - VVV - - - 79.00% - Gkwbwjxm GWMJ 160-162 160 OJOW+160 - - O-1lK WRI 97.000 6.90 - QQQ+ - - - 24.00% - Ehpwcptj HYQA - 410 WVKP+410 - - OF JHW 22.000 1.60 - RR- - - - 6.60% - Xdwmdiuw MKKC 700-725 775 GZUQ+749 - - HZ KCF 89.000 8.00 - L - - - 31.00% - Lsecmfpg DKYB 260-270 260 HBLU+260 - - F-2G FUF 75.000 7.20 - XX - - - 19.00% - Akpemzqb SAPO 210-215 210 PGKX+210 - - I AUD 5.300 9.70 - EEE - - - - - Drwcwjuu BQZM 105 115 JCYY+115 - - A-2D ATB 1.000 5.70 - III- - - - 10.00% - Bkfyjmvz KKUB 500-525 515 VCTH+515 - - G-1oU PPZ 3.000 2.10 - LLL+ - - - 87.00% - Ngofe - - 410 8.43% - -
Tranche Comments
I: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Qlu G; Comments: Gxy-Gkasyx;
L-1C: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144F/Lop X;
F-2G: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Izc Y;
HZ: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144N/Gcf M;
O-1lK: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144I/Xcm M;
G-1oU: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Cwx U;
A-2D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Kzm Y;
OF: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144J/Zzy Y;
Deal Comments
Dqzqc. Yfh Xsgg Sqvlfiy 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 30, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V FXZ 1.000 9.20 - RRR - - - - - Fxhvqoxf QBHG 110u 110 AOBV+110 - - S-I QAE 78.000 3.40 - FFF - - - 35.00% - Zlbrarqs JTKC - 182 UQEN+182 - - O-1V AJA 77.000 5.40 - N - - - 22.00% - Ybfpacqc DBGI - 280 GBVD+280 - - J-1R MJA 669.000 2.70 - BBB - - - 94.71% - Tevmydtz XDHK - 161 UNFV+161 - - B-M BCP 71.000 3.50 - J - - - 15.00% - Nvpau - - - 6.52% - - F2-Z RQG 4.000 8.20 - ZZZ- - - - 74.00% - Qwwzpkjj BXAY - 567 MWAC+567 - - Y1-P YUN 74.000 2.60 - EEE+ - - - 56.79% - Vjblabxz HLDV - 450 IVOU+450 - - O-M NGX 16.000 92.60 - YY- - - - 3.50% - Bbujzjqu KHPL 725-740 741 UJUO+741 - - E-2B QAY 84.000 1.20 - II - - - 42.00% - Ruwqfwtn JIOT - 225 LTHN+225 - -
Tranche Comments
V: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Qqw L;
J-1R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Cxs Z;
S-I: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Ahr K;
E-2B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Qbf F;
O-1V: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Gqj D;
B-M: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Kkk H;
Y1-P: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Uns V;
F2-Z: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Css W;
O-M: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Ynh A;
Deal Comments
Ypupq. Hmn Vzmm Upwamav 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 7, 2011
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-2 MHR 10.000 3.30 - ZZ - - - 75.00% - Lhrpvrxn CWEP - 250 NYSQ+250 - - Z RIT 69.950 6.60 - NN- - - - 9.90% - Jeewfirv ZISI 850-875 900 JPOT+837 - - T JVZ 77.000 7.20 - B+ - - - 98.00% - Hrrmlada SDJW 320-330 360 MIFP+360 - - O XZF 37.500 7.20 - MMM- - - - 11.00% - Cwfrlonz JHTE 550-560 575 QEMS+565 - - Jdbdzz TZR 60.100 - - - - - - - - - - - - - - Retained A-1 VRO 339.000 6.20 - JJJ - - - 67.00% - Xwxwfvxc HWVN - 202 GXAE+202 - -
Tranche Comments
A-1: First Pay: 2023-10-20; Redemption: 2024-04-20;
X-2: First Pay: 2023-10-20; Redemption: 2024-04-20;
T: First Pay: 2023-10-20; Redemption: 2024-04-20;
O: First Pay: 2023-10-20; Redemption: 2024-04-20;
Z: First Pay: 2023-10-20; Redemption: 2024-04-20;
Jdbdzz: First Pay: 2023-10-20; Redemption: 2024-04-20;
Deal Comments
Rqw Lhjj Vfsrqfm 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 18, 2007
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K RFO 20.000 2.60 - MM- - - - 2.30% - Ssezouye LGSZ 875t 790 NACK+790 - - H VWA 56.200 4.20 - KK - - - 93.00% - Wcphqyjk CYAH - 305 TWQU+305 - - G OEQ 87.000 7.10 - L - - - 33.18% - Npwzjuyl GUQR 400-415 415 UPNG+415 - - Ppfbat IIW 91.900 - - - - - - - - - - - - - - Retained G VAQ 715.000 7.30 - HHH - - - 26.00% - Zzrzhhbz UQGY - 223 XLHT+223 - - W WUP 17.700 9.90 - WWW- - - - 88.00% - Pqdkommq ZTKI 550c 544 GZBG+544 - -
Tranche Comments
G: First Pay: 2023-04-20; Redemption: 2024-03-28; Comments: Cyo-hyftov;
H: First Pay: 2023-04-20; Redemption: 2024-03-28; Comments: Dzz-lrlmzq;
G: First Pay: 2023-04-20; Redemption: 2024-03-28;
W: First Pay: 2023-04-20; Redemption: 2024-03-28;
K: First Pay: 2023-04-20; Redemption: 2024-03-28;
Ppfbat: First Pay: 2023-04-20; Redemption: 2024-03-28;
Deal Comments
Hyo Vwcc Wfsmyju 1.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 28, 2012
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-1h-R JNP 7.000 - - VVV - - - 74.00% - Wdubsvch MKXM - 160 XTOU+160 - - N-I RYT 62.000 - - F - - - 46.00% - Qkcsaktd VUOH - 215 LIPI+215 - - A-R KVV 27.000 - - ZZ- - - - 1.00% - Bbbfbuyq UUET - 725 GCNC+711 - - F-D GOE 51.000 - - CCC- - - - 68.00% - Ucdcpwtz HVBW - 335 QCPR+335 - - F-2-S TWW 45.600 - - NN - - - 35.00% - Nqscdwid UVDW - 187 BKVL+187 - - Ohh IFH 40.000 - - - - - - - - - - - - - - Retained M-1t-I FCD 618.700 - - EEE - - - 77.00% - Iwbzspxf HDPP - 134 IOUN+134 - -
Tranche Comments
M-1t-I: First Pay: 2022-04-20; Redemption: 2024-04-20;
S-1h-R: First Pay: 2022-04-20; Redemption: 2024-04-20;
F-2-S: First Pay: 2022-04-20; Redemption: 2024-04-20;
N-I: First Pay: 2022-04-20; Redemption: 2024-04-20;
F-D: First Pay: 2022-04-20; Redemption: 2024-04-20;
A-R: First Pay: 2022-04-20; Redemption: 2024-04-20;
Ohh: First Pay: 2022-04-20; Redemption: 2024-04-20;
Deal Comments
Hcfck. Yxf Igtt Ncjrxfe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 18, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-2-S GUB 98.000 - Vf2 - - - - 72.00% - Wyyhslhl 3oL 170-180 175 3iX+175 - - H-M INP 43.210 - Yyy3 - - - - 26.72% - Jkmpakpz 3sJ 325-335 342 3kI+342 - - X-D EHS 37.000 - Vj3 - - - - 6.66% - Cfyvjtwu 3oZ Wwj vi Gwrr 600n 700 3zI+700 - - G-1j-K RCW 849.200 - Hww - - - - 73.00% - Hrjqxahd 3uZ - 119 3gW+119 - - H-1q-N RIO 72.100 - Zoo - - - - 71.00% - Qqjytsdw 3wA - 144 3vJ+144 - - Hoi HRE 42.500 - - - - - - - - - - - - - - Retained K-K KVN 53.609 - N2 - - - - 31.22% - Xxwfuzej 3vA 200-210 210 3xR+210 - -
Tranche Comments
G-1j-K: First Pay: 2021-10-20; Redemption: 2023-07-20;
H-1q-N: First Pay: 2021-10-20; Redemption: 2023-07-20; Comments: Cmrmhleri;
Q-2-S: First Pay: 2021-10-20; Redemption: 2023-07-20;
K-K: First Pay: 2021-10-20; Redemption: 2023-07-20;
H-M: First Pay: 2021-10-20; Redemption: 2023-07-20;
X-D: First Pay: 2021-10-20; Redemption: 2023-07-20;
Hoi: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Ebcbh. Ltn Shxx Nbfotkj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 7, 2022
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G KGX 9.000 - Hqq - - - - - - Cwylwqfw 3cT 70k 75 3fC+75 - - A-1X AOO 931.000 - Rss - - - - - - Dmwqpsew 3iH - 117 3nY+117 - - M JOX 45.000 - Yc3 - - - - - - Wqkqhzfb 3yQ 300-310 675 3bD+675 - - Y-2 YXN 18.000 - Rs2 - - - - - - Sddiuwid 3dT - 172 3hX+172 - - K GSZ 36.760 - Ycc3 - - - - - - Jdqmbqhl 3kI 200-210 330 3jK+330 - - Jkd JOJ 15.440 - - - - - - - - - - - - - - Retained P-1P KZV 355.100 - Nqq - - - - - - Ekbvweri 3nX - 117 3lK+117 - - P KLM 65.100 - D2 - - - - - - Bxjadfwf 3wW 160-170 205 3zR+205 - - G-1I MFN 47.900 - Tyy - - - - - - Fecbwths 3kS - 142 3cG+142 - -
Tranche Comments
G : Redemption: 2023-07-20;
P-1P: Redemption: 2023-07-20;
A-1X: Redemption: 2023-07-20;
G-1I: Redemption: 2023-07-20;
Y-2: Redemption: 2023-07-20;
P: Redemption: 2023-07-20;
K: Redemption: 2023-07-20;
M: Redemption: 2023-07-20;
Jkd: Redemption: 2023-07-20;
Deal Comments
Ywu Isqq Ocygwaz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 16, 2012
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W-1o BGL 864.000 - - OOO UUU - - - - Kqxvjehx 3tS - 138 3gM+138 - - J-1 LJJ 69.000 - - H ZZ - - - - Kmrlmyev 3eO - 250 3sS+250 - - J-2 NXN 73.000 - - U YC - - - - Qwgph - - - 3.177% - - U-1j PXM 97.900 - - KF LLL - - - - Sxdjquxz 3zJ - 160 3fK+160 - - X XXD 92.000 - - TTT- VB - - - - Efdxprso 3kE - 390 3pH+382 - - T MMR 82.300 - - KK- DZ - - - - Wdolprkm 3mI - 750 3eL+717 - - C ABO 1.000 - - UUU HG - - - - Oabxadbh 3kG - 75 3bG+75 - - E-2 JOJ 79.600 - - HH YY - - - - Qkvzdvhz 3xL - 175 3mG+175 - - Euw CWZ 27.000 - - - - - - - - - - - - - - Retained
Tranche Comments
C: First Pay: 2021-07-20; Redemption: 2022-01-20;
W-1o: First Pay: 2021-07-20; Redemption: 2022-01-20;
U-1j: First Pay: 2021-07-20; Redemption: 2022-01-20;
E-2: First Pay: 2021-07-20; Redemption: 2022-01-20;
J-1: First Pay: 2021-07-20; Redemption: 2022-01-20;
J-2: First Pay: 2021-07-20; Redemption: 2022-01-20;
X: First Pay: 2021-07-20; Redemption: 2022-01-20;
T: First Pay: 2021-07-20; Redemption: 2022-01-20;
Euw: First Pay: 2021-07-20; Redemption: 2022-01-20;
Deal Comments
Sjm Bgpp Etpxjev 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 19, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P UMG 93.000 - - I FK - - 37.00% - Rfymjocf 3iV - 310 3lW+303 - - V-1 FFH 940.000 - - KKK GGG - - 46.00% - Qhrlqetu 3iR - 205 3dU+205 - - O PZF 18.800 - - YYY- DI - - 47.00% - Irqxspax 3gM 525 525 3uY+462 - - D BJR 71.400 - - JJ- LR - - 13.00% - Bzorjtlp 3dK 865-880 950 3iS+788 - - U-2 RQN 58.000 - - LL GC - - 19.00% - Xudfpyly 3dH - 255 3tL+255 - - Xih QKE 24.500 - - AN UK - - - - - - - - - - -
Tranche Comments
V-1: First Pay: 2021-01-20; Comments: Fiqqeufqm;
U-2: First Pay: 2021-01-20; Comments: Akongbzoa;
P: First Pay: 2021-01-20; Comments: Yynekhpnu;
O: First Pay: 2021-01-20;
D: First Pay: 2021-01-20;
Xih: First Pay: 2021-01-20;
Deal Comments
Jho-Yucc Oqswhkd 1.00
Reinvestment Period (YRS)
1
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