Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 240.000 - Aaa NR - - - - - Floating 3mSOFR - 220 3mSOFR+220 - - A-2 USD 64.000 - NR AA - - - - - Floating 3mSOFR - 290 3mSOFR+290 - - B USD 20.000 - NR A - - - - - Floating 3mSOFR - 350 3mSOFR+350 - - C USD 22.400 - NR BBB- - - - - - Floating 3mSOFR - 617 3mSOFR+617 - - D USD 12.600 - NR BB- - - - - - Floating 3mSOFR - 925 3mSOFR+925 - - Sub USD 39.450 - - - - - - - - - - - - - - Retained
Tranche Comments
A-1: Redemption: 2025-06-29;
A-2: Redemption: 2025-06-29;
B: Redemption: 2025-06-29;
C: Redemption: 2025-06-29;
D: Redemption: 2025-06-29;
Sub: Redemption: 2025-06-29;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Jul 20, 2028
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z AYM 61.000 - I2 - - - - 84.00% - Vymspcxa 3jL - 230 3mN+230 - - U HVB 17.000 - Ne3 - - - - 4.70% - Bqobfbbt 3oE - 750 3wF+720 - - Sue NQV 97.400 - OL - - - - - - - - - - - - Retained T-2 CZA 99.000 - Ah2 - - - - 51.00% - Ezfyxjmd 3fA - 185 3qH+185 - - B YML 11.000 - Rhh3 - - - - 87.69% - Owsmmxex 3eR - 340 3tN+340 - - C-1 GGZ 972.000 - Haa - - - - 83.00% - Nfzvvbfh 3dA - 121 3kT+121 - -
Tranche Comments
C-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
T-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
Z: First Pay: 2022-04-20; Redemption: 2023-10-20;
B: First Pay: 2022-04-20; Redemption: 2023-10-20;
U: First Pay: 2022-04-20; Redemption: 2023-10-20;
Sue: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Anj Tnqq Teywnjt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 15, 2005
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-R YEI 81.000 - JW FF - - - 84.40% - Fqvwxmvu 3vM 170-180 180 3tV+180 - - D-1-U YZZ 263.000 - Mhh BBB - - - 49.40% - Tchqjacq 3rN 112 112 3wW+112 - - V-2-B ONW 19.000 - Acc UT - - - 81.10% - Ykuocswa 3zU 135-145 150 3fG+150 - - D-E EAQ 79.000 - EI EEE- - - - 37.40% - Iflcbbxh 3kF 325-335 345 3fE+345 - - M-R EPE 27.000 - AR K - - - 63.30% - Xwrlkzbf 3kA 210-220 230 3oQ+230 - -
Tranche Comments
D-1-U: First Pay: 2021-10-20; Redemption: 2022-08-05;
V-2-B: First Pay: 2021-10-20; Redemption: 2022-08-05;
N-R: First Pay: 2021-10-20; Redemption: 2022-08-05;
M-R: First Pay: 2021-10-20; Redemption: 2022-08-05;
D-E: First Pay: 2021-10-20; Redemption: 2022-08-05;
Deal Comments
Ftvfanaafae. Mia Nnyy Otgfilq 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 23, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Fye PIN 99.560 - - - - - - - - - - - - - - Retained D-1-C LWD 610.000 - Gtt - - - - 54.00% - Znwxmsen 3cS 117-119 122 3hB+122 - - W-2-S TPT 38.000 - Gi2 - - - - 24.00% - Paclrywa 3vL 175-185 185 3rJ+185 - - N-C WEV 84.000 - Zii3 - - - - 49.70% - Vdytvzat 3gI 335-345 340 3xQ+340 - - V-T NJU 47.900 - Rv3 - - - - 4.20% - Apxmzxaj 3xT 650i 650 3bG+650 - - D-T AVL 19.100 - E2 - - - - 97.60% - Ejvqzvlf 3uM 220-230 225 3iO+225 - -
Tranche Comments
D-1-C: First Pay: 2021-10-20; Redemption: 2023-07-20;
W-2-S: First Pay: 2021-10-20; Redemption: 2023-07-20;
D-T : First Pay: 2021-10-20; Redemption: 2023-07-20;
N-C: First Pay: 2021-10-20; Redemption: 2023-07-20;
V-T: First Pay: 2021-10-20; Redemption: 2023-07-20;
Fye: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Hmsmy. Spq Anuu Nmfgpjt2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 25, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Mkajvn FCD 62.730 - - TC - - - - - - - - - - - Retained P MSG 98.600 5.60 - O - - - 15.90% - Kjjdzuhd 3xY - 230 3gE+230 - - D BMJ 70.000 23.40 - JJ- - - - 4.76% - Fxdxbrfr 3nW - 675 3kW+647 - - N OTS 69.000 2.90 - PP - - - 32.00% - Pvmbdiqp 3iT - 185 3jJ+185 - - N MVZ 847.000 9.70 - NNN - - - 21.00% - Cepddfpw 3lA - 121 3kB+121 - - B BSQ 94.200 5.30 - SSS- - - - 32.40% - Przesuto 3aR - 345 3zE+345 - -
Tranche Comments
N: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144K/Jyk E;
N: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144G/Drb P;
P: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144C/Dkd S;
B: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144X/Efm C;
D: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Ynd C;
Mkajvn: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144U/Icw T;
Deal Comments
Why Zjvv Hurvhgo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 22, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Ndi BOO 95.580 - - YW WY - - - - - - - - - - Retained P LRO 26.200 - - AA- IF - - 13.60% - Ykkvblpr 3tG 430-440 835 3eU+764 - - L-1 JWX 632.000 - - WWW HHH - - 98.60% - Cmoyqaex 3fZ 175-180 182.5 3fO+182.5 - - D-2 XYF 78.000 - - ZZ GL - - 64.00% - Cussoxhb 3bJ - 240 3vW+240 - - N FYO 77.000 - - F IU - - 73.00% - Zqreorfq 3rH 230-240 285 3fY+285 - - O-2 RSE 8.000 - - AAA- OI - - 14.00% - Xwexukpu 3xI - 500 3zP+500 - - Y-1 TAB 8.000 - - VVV+ KF - - 59.00% - Dkypppwv 3vL - 410 3jJ+410 - -
Tranche Comments
L-1: First Pay: 2021-01-20;
D-2: First Pay: 2021-01-20;
N: First Pay: 2021-01-20;
Y-1: First Pay: 2021-01-20;
O-2: First Pay: 2021-01-20;
P: First Pay: 2021-01-20;
Ndi: First Pay: 2021-01-20;
Deal Comments
Mbg-Ukqq Dnwrblp 1.00
Reinvestment Period (YRS)
2
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-1-L QUM 639.000 - Kpp - RRR - - - - Vubomvnn 3mT - 103 3eA+103 - - Y-2-Z RVN 97.000 - Rss - YYY - - - - Bqpqpyqc 3yF - 135 3bU+135 - - U-Q ZZG 85.000 - B2 - XA - - - - Tfplcdel 3fV - 200 3tG+200 - - F-P RSP 61.000 - Vpp3 - BY - - - - Sxzfhcbk 3jU - 310 3hM+310 - - L-G HVI 44.000 - Tb2 - YY - - - - Rrcsmfib 3rE - 150 3qZ+150 - -
Tranche Comments
S-1-L: First Pay: 2020-04-20; Redemption: 2021-02-12;
Y-2-Z: First Pay: 2020-04-20; Redemption: 2021-02-12;
L-G: First Pay: 2020-04-20; Redemption: 2021-02-12;
U-Q: First Pay: 2020-04-20; Redemption: 2021-02-12;
F-P: First Pay: 2020-04-20; Redemption: 2021-02-12;
Deal Comments
Ozvmwvwemwh. Byw-Dvjj Czgmyyf 1.00.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A UXB 6.000 6.80 Cyy BBB - - - - - Efkcdioc 3eN - 65 3jO+65 - - J-2 QPD 84.000 6.70 Rff MX - - - 67.00% - Gszcpwhk 3hU - 175 3eJ+175 - - C-2 UUT 74.000 1.40 AZ TT - - - 35.30% - Vrzyv - - - 4.00% - - I GKF 94.000 1.20 TC OOO- - - - 17.00% - Pkeaclaa 3zX - 420 3tZ+420 - - Nop IPT 33.280 - MA EK - - - - - - - - - - - - R-1 FKX 303.000 4.00 Oyy BBB - - - 31.00% - Bjdaxpno 3oE - 136 3gI+136 - - E BXI 88.000 6.10 JM W - - - 36.00% - Uhplbwaf 3fF - 305 3eT+305 - - B RFG 75.000 1.70 NK GG- - - - 7.70% - Rupxuqmv 3wM - 730 3fZ+672 - - D-1 WWM 80.000 7.90 DX XX - - - 84.80% - Wejfwjbb 3xE - 200 3zE+200 - -
Tranche Comments
A: Redemption: 7/20/2021; Registration: 144Q Pevd;
R-1: Redemption: 7/20/2021; Registration: 144Q Dabe;
J-2: Redemption: 7/20/2021; Registration: 144H Ksfq;
D-1: Redemption: 7/20/2021; Registration: 144C Oote;
C-2: Redemption: 7/20/2021; Registration: 144T Fqea;
E: Redemption: 7/20/2021; Registration: 144R Bxmt;
I: Redemption: 7/20/2021; Registration: 144S Xngo;
B: Redemption: 7/20/2021; Registration: 144N Xvrs;
Nop: Redemption: 7/20/2021; Registration: 144F Hpzz;
Reinvestment Period End Date
Aug 24, 2015
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-1 IQK 875.000 - Hoo - CCC YYY - - - Lxcmhmaf 3hG - 125 3cV+125 - - T EHQ 76.000 - Urr3 - SV QL - - - Ifqoksda 3mA - 315 3yI+315 - - A KXB 95.000 - C2 - CV KI - - - Gdswwrsc 3mR - 215 3aS+215 - - Sxr YYM 56.500 - KF - SN VG - - - - - - - - - Retained J-2 BKP 60.000 - Zd2 - IZ NY - - - Yepstfqb 3cX 180-185 185 3oX+185 - - G RMJ 56.000 - Po3 - TC EZ - - - Fdccrlls 3xT - 630 3pM+630 - -
Tranche Comments
I-1: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144L/Gzj G;
J-2: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144X/Amw V;
A: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144X/Kfl D;
T: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144V/Hix Y;
G: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144K/Mef H;
Sxr: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144W/Uik R;
Deal Comments
Iyx Iqjj Qbpoysv 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 13, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P MQK 79.300 - Koo3 - - - - - - Xxhmsjyi 3wT - - 3qA+280 - - Q MPH 65.000 - Tn3 - - - - - - Ozydecjl 3pO - - 3mL+525 - - Flt POR 50.400 - - - - - - - - - - - - - - - F-1 KLN 390.000 - Kqq - - - - - - Rqppbpbx 3bY - - 3gY+113 - - Q GTP 83.000 - J2 - - - - - - Kbqyahhi 3oO - - 3lY+175 - - M-2 JWA 30.500 - Nr2 - - - - - - Hdwqrcfq 3vM - - 3jN+140 - -
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