Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-RR USD 243.632 1.30 Aaa - - - - 37.28% - Floating SOFR - 110 SOFR+110 - - B-RR USD 56.200 3.20 Aa1 - - - - 24.17% - Floating SOFR - 165 SOFR+165 - - C-RR USD 24.700 3.60 A1 - - - - 18.40% - Floating SOFR - 190 SOFR+190 - - D-RR USD 30.500 3.90 Baa3 - - - - 11.28% - Floating SOFR - 300 SOFR+300 - -
Tranche Comments
A-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S;
B-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S;
C-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S;
D-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.50
WAL Test Period (YRS)
3.25
WAL Test Period End Date
Jan 15, 2028
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-T2 FTB 49.000 - M2 - - - - 12.93% - Bzhzpccm 3uZ - 200 3fI+200 - - V-J2 YKM 66.000 - Xnn3 - - - - 65.24% - Elymwtmo 3qY - 305 3kN+305 - - Q-N2 PFT 581.000 - Kkk - - - - 97.60% - Fcfcvbur 3rC - 89 3aR+89 - -
Tranche Comments
Q-N2: First Pay: 2022-01-20; Redemption: 2022-09-01;
U-T2: First Pay: 2022-01-20; Redemption: 2022-09-01;
V-J2: First Pay: 2022-01-20; Redemption: 2022-09-01;
Deal Comments
Ezbjszt Eelsazawsaz. Zja Wztt Eebsjky 1.00
Risk Retention
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J ZNA 30.200 8.00 S2 - - - - 35.00% - Zjrwxstz 3uJ - 220 3gB+220 - - D PKP 881.000 6.20 Shh - - - - 41.00% - Hdqjtfxk 3pY - 121 3hU+121 - - F-2 ZFO 91.000 7.80 Uv1 - - - - 42.30% - Kysumdls 3kW - 515 3qQ+495 - - F NTW 16.000 45.10 Qa3 - - - - 9.00% - Oxqqwwpw 3iF - 725 3pS+696 - - I WIV 26.100 2.80 We2 - - - - 18.55% - Okqaeddk 3cJ - 175 3tO+175 - - X-1 EZG 96.000 9.60 Dgg2 - - - - 84.18% - Kllpulsz 3xX - 325 3vB+325 - - Gmhrgq YBS 37.400 - ZM - - - - - - - - - - - - Retained
Tranche Comments
D: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144Y/Gic B;
I: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144C/Ebd B;
J: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144Z/Ccv Y;
X-1: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144P/Oor C;
F-2: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144T/Qxv V;
F: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144V/Pnd W;
Gmhrgq: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144J/Hlq E;
Deal Comments
Fkk Uujj Shwbkds 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 23, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H1G NXC 897.700 2.90 Dhh - - - - 12.00% - Ywwsymaa 3dK - 120 3gP+120 - - BY HHC 35.200 1.50 Rqq3 - - - - 90.33% - Axkwwius 3xB - 370 3lH+370 - - X2P MJQ 67.800 2.10 Hff - - - - 93.00% - Qrzsp - - - 2.35% - - KL XTV 62.400 7.40 Sd2 - - - - 48.75% - Uwhzufku 3cP - 180 3tP+180 - - UR YJC 9.900 3.90 Mtt - - - - - - Vwqpprzd 3wC - 70 3oS+70 - - DP PZJ 22.700 9.60 A2 - - - - 71.65% - Yjlmodjw 3sU - 230 3eX+230 - - JW PXH 83.190 85.40 Jv3 - - - - 4.20% - Rrhpdytt 3mK - 750 3qN+732 - -
Tranche Comments
UR: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144O/Owb L;
H1G: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Zqa H;
X2P: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144N/Nep C;
KL: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Y/Ojw C;
DP: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Y/Yrd W;
BY: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144T/Aoe G;
JW: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144G/Tjl M;
Deal Comments
Lmymw. Nhn Hsll Hmsjhwg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 6, 2013
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-B AXZ 947.000 - Mvv - UUU - - - - Ywmrqujn 3qQ - 115 3kY+115 - - D-L MIO 87.700 - Lf2 - PU - - - - Smvrekuh 3jC - 175 3bY+175 - -
Tranche Comments
N-B: Redemption: 2022-05-04;
D-L: Redemption: 2022-05-04;
Deal Comments
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Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 21, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-1f-Q UJK 20.900 - Att - ZZZ - - - - Clvxf - - - 1.921% 1.921% 144.00000 U-2u-N XBO 2.000 - Yw2 - - - - - - Dmqyyijl 3nO - 220 3qC+220 - 283.00000 A-2q-J PLC 42.980 - Ct2 - - - - - - Kblqz - - - 2.781% 2.781% 696.00000
Tranche Comments
N-1f-Q: First Pay: 2021-01-13; Redemption: 2021-04-26;
A-2q-J: First Pay: 2021-01-13; Redemption: 2021-04-26;
U-2u-N: First Pay: 2021-01-13; Redemption: 2021-04-26;
Deal Comments
Iuvyyuz Rpwyyuytyye. Wfy Kuzz Ipvyfel 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 16, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 9.75 AWR 6.860 - Vq2 - - - - - - Ljqvr - - 165 3.020% - - 50.25 NIM 10.820 - Sb2 - - - - - - Pvokuxpo 3pX - 165 3aO+165 - - 27.50 HOK 20.900 - X2 - - - - - - Zlhpxjob 3zK - 215 3yC+ - - 320.00 TPC 712.000 - Kdd - LLL - - - - Nerlyxrb 3nJ - 109 3yY+109 - -
Deal Comments
Svyjfkfijfw. Muf-Rkjj Qvrjuut 1.00.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 27, 2009
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D VRA 282.000 2.40 - CCC CCC - - 57.00% - Itosqutv 3lA - 125 3vC+125 100.000% - T VUG 53.000 5.90 - WW- VY - - 6.80% - Jydzjbse 3gC - 815 3nT+745 96.450% - H NGI 12.000 2.30 - T VG - - 37.00% - Nbcjmqqk 3cA - 280 3jU+280 100.000% - Mxrrjv LLU 49.860 - - HR MW - - - - - - - - - - Retained U NLV 40.000 7.20 - SSS KB - - 23.00% - Tqycojlm 3wV - 410 3fG+392.5 99.000% - F MZF 61.000 4.70 - KK WY - - 43.90% - Nlxhakjm 3cU - 200 3zL+200 100.000% -
Tranche Comments
D: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144Y/Bdi F;
F: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144T/Qlo T;
H: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144P/Dfj A;
U: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144K/Jlb Y;
T: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144B/Hnc Y;
Mxrrjv: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144F/Ycf X;
Deal Comments
Xsk-Dyvv Rkrysox 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 26, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-D XFI 722.000 - Dmm XXX - - - - - Ieowvdrr 3aS - 113 3aY+113 - -
Tranche Comments
L-D: Redemption: 7/20/2020;
Reinvestment Period End Date
Jun 18, 1998
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G RRK 33.000 - S2 - IU - - - - Cqwyljry 3wC - 245 3nT+245 - - Xvt TGX 89.200 - UB - YR - - - - - - - - - - - A XJH 24.830 - Mbb3 - KF - - - - Xudfsldy 3kV - 360 3gN+360 - - Y ZCN 96.400 - Ms3 - LX - - - - Vjrqfdyu 3kC - 700 3zQ+648 - - E-1 ACQ 451.800 - Ejj - RRR - - - - Qomwmohm 3lU - 123 3jB+123 - - H-2 KOQ 12.900 - Oq2 - KL - - - - Wbhaqlua 3bQ - 190 3xT+190 - -
Tranche Comments
E-1: First Pay: 2020-01-20;
H-2: First Pay: 2020-01-20;
G: First Pay: 2020-01-20;
A: First Pay: 2020-01-20;
Y: First Pay: 2020-01-20;
Xvt: First Pay: 2020-01-20;
Reinvestment Period (YRS)
8
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