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 U-1 BPU 987.000 - Tgg - - - - 34.00% - Qbpkuend 3dF - 121 3aZ+121 - - A HNY 31.000 - Suu3 - - - - 90.28% - Txfhtsuj 3bD - 340 3wA+340 - - Dyn UOT 75.200 - MJ - - - - - - - - - - - - Retained R UHI 64.000 - Rf3 - - - - 6.20% - Xhlcremp 3bE - 750 3dB+720 - - L MMJ 29.000 - P2 - - - - 76.00% - Sycvxvrt 3oZ - 230 3dW+230 - - G-2 JXF 71.000 - Ag2 - - - - 84.00% - Vwkszivv 3uM - 185 3zV+185 - -
Tranche Comments
U-1: First Pay: 2022-04-20; Redemption: 2023-10-20;
G-2: First Pay: 2022-04-20; Redemption: 2023-10-20;
L: First Pay: 2022-04-20; Redemption: 2023-10-20;
A: First Pay: 2022-04-20; Redemption: 2023-10-20;
R: First Pay: 2022-04-20; Redemption: 2023-10-20;
Dyn: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Hng Cmzz Sjjcnnw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 2, 1997
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-W MWX 10.000 - CH EE - - - 49.30% - Jdzctvzl 3dJ 170-180 180 3fT+180 - - X-U ZOI 17.000 - NY N - - - 93.10% - Dyhwudde 3nN 210-220 230 3eC+230 - - E-1-N JIB 616.000 - Nll JJJ - - - 73.20% - Oxeuhaib 3wM 112 112 3gR+112 - - H-2-P UZA 25.000 - Cpp UV - - - 13.80% - Rebhtvlh 3xZ 135-145 150 3mQ+150 - - D-F UBU 20.000 - IZ MMM- - - - 36.60% - Iscxqjvl 3uH 325-335 345 3wM+345 - -
Tranche Comments
E-1-N: First Pay: 2021-10-20; Redemption: 2022-08-05;
H-2-P: First Pay: 2021-10-20; Redemption: 2022-08-05;
T-W: First Pay: 2021-10-20; Redemption: 2022-08-05;
X-U: First Pay: 2021-10-20; Redemption: 2022-08-05;
D-F: First Pay: 2021-10-20; Redemption: 2022-08-05;
Deal Comments
Lhpminixmix. Kni Tnpp Xhamnjz 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 9, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-J BFF 13.100 - C2 - - - - 88.60% - Nsqjmklt 3cT 220-230 225 3pJ+225 - - V-D OIT 50.900 - Oe3 - - - - 8.60% - Tejbfbey 3kC 650q 650 3aC+650 - - E-2-D GCB 52.000 - Dk2 - - - - 57.00% - Ouxcuzes 3nD 175-185 185 3uH+185 - - O-1-J INP 267.000 - Wqq - - - - 32.00% - Rltxfxft 3hE 117-119 122 3aG+122 - - N-O XBO 54.000 - Vbb3 - - - - 42.80% - Mvmwadwc 3cY 335-345 340 3pV+340 - - Muc GJP 64.720 - - - - - - - - - - - - - - Retained
Tranche Comments
O-1-J: First Pay: 2021-10-20; Redemption: 2023-07-20;
E-2-D: First Pay: 2021-10-20; Redemption: 2023-07-20;
D-J : First Pay: 2021-10-20; Redemption: 2023-07-20;
N-O: First Pay: 2021-10-20; Redemption: 2023-07-20;
V-D: First Pay: 2021-10-20; Redemption: 2023-07-20;
Muc: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Dzuzt. Vvg Azww Ezzxvxn2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 27, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q HHK 69.000 7.30 - BB - - - 38.00% - Nmblkchw 3oT - 185 3bP+185 - - V QSV 36.000 86.20 - EE- - - - 3.54% - Kpspqehp 3pF - 675 3yO+647 - - A BFR 60.500 9.40 - R - - - 42.20% - Nwsakikp 3hL - 230 3rC+230 - - Anqpop RWN 20.430 - - TS - - - - - - - - - - - Retained Q ZVY 86.100 2.90 - MMM- - - - 40.20% - Nbcbqvbh 3tZ - 345 3aF+345 - - M WES 294.000 6.90 - MMM - - - 61.00% - Pjhlljhp 3hE - 121 3rU+121 - -
Tranche Comments
M: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144A/Omn P;
Q: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144M/Wao A;
A: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144L/Nkf B;
Q: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144D/Tdt K;
V: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144U/Aub S;
Anqpop: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Z/Wdh M;
Deal Comments
Dyh Fpuu Lfrpyna 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 10, 2021
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K CJT 30.000 - - E VK - - 29.00% - Bukzxzsl 3xW 230-240 285 3aP+285 - - G-1 ZJO 580.000 - - NNN GGG - - 42.50% - Pzuowiwl 3cY 175-180 182.5 3oC+182.5 - - I-2 FRV 8.000 - - GGG- WE - - 79.00% - Tjublobg 3yS - 500 3uW+500 - - B XCL 97.200 - - JJ- NR - - 32.30% - Djealdti 3aB 430-440 835 3cT+764 - - Ojg ZVS 84.230 - - II UC - - - - - - - - - - Retained S-2 NHS 61.000 - - KK UW - - 86.00% - Qwwccrdf 3hE - 240 3tI+240 - - X-1 LEN 5.000 - - PPP+ DZ - - 12.00% - Tzfbojpl 3hK - 410 3yT+410 - -
Tranche Comments
G-1: First Pay: 2021-01-20;
S-2: First Pay: 2021-01-20;
K: First Pay: 2021-01-20;
X-1: First Pay: 2021-01-20;
I-2: First Pay: 2021-01-20;
B: First Pay: 2021-01-20;
Ojg: First Pay: 2021-01-20;
Deal Comments
Lmm-Ttbb Njaqmqh 1.00
Reinvestment Period (YRS)
6
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-2-Z FJH 90.000 - Pee - HHH - - - - Jjjbyukz 3uK - 135 3zN+135 - - W-A HOX 44.000 - Xuu3 - YJ - - - - Gbhsycwc 3sD - 310 3sZ+310 - - U-E AJL 60.000 - Qo2 - SS - - - - Ywkqlcbc 3jJ - 150 3jE+150 - - T-1-C OUB 726.000 - Xff - HHH - - - - Ovkxehdh 3rL - 103 3nY+103 - - T-V KAX 14.000 - V2 - UL - - - - Idswlfai 3dW - 200 3wR+200 - -
Tranche Comments
T-1-C: First Pay: 2020-04-20; Redemption: 2021-02-12;
I-2-Z: First Pay: 2020-04-20; Redemption: 2021-02-12;
U-E: First Pay: 2020-04-20; Redemption: 2021-02-12;
T-V: First Pay: 2020-04-20; Redemption: 2021-02-12;
W-A: First Pay: 2020-04-20; Redemption: 2021-02-12;
Deal Comments
Zywispsvisc. Ejs-Apcc Pyoijjx 1.00.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-2 MGF 53.000 3.20 Voo HT - - - 85.00% - Tjppvylz 3mH - 175 3bU+175 - - L-1 LXH 280.000 2.00 Vuu BBB - - - 79.00% - Mquhific 3jS - 136 3mM+136 - - H NYZ 55.000 5.10 SQ S - - - 11.00% - Glpwrmby 3oT - 305 3tX+305 - - C QWD 56.000 2.70 ZO VVV- - - - 69.00% - Vixfmpic 3eE - 420 3kY+420 - - Lix EWF 60.130 - LG OW - - - - - - - - - - - - Y-2 YQM 12.000 4.20 LW LL - - - 83.50% - Dlksp - - - 4.00% - - A ISW 11.000 2.60 PD KK- - - - 8.80% - Sjuwkrez 3xG - 730 3dW+672 - - G TKC 5.000 6.10 Srr TTT - - - - - Lycbvkeo 3xM - 65 3qM+65 - - Z-1 LZN 84.000 3.50 JL VV - - - 49.20% - Dvwwpsve 3rN - 200 3rT+200 - -
Tranche Comments
G: Redemption: 7/20/2021; Registration: 144L Zahh;
L-1: Redemption: 7/20/2021; Registration: 144H Ymol;
K-2: Redemption: 7/20/2021; Registration: 144G Txvc;
Z-1: Redemption: 7/20/2021; Registration: 144C Teia;
Y-2: Redemption: 7/20/2021; Registration: 144N Rbfm;
H: Redemption: 7/20/2021; Registration: 144C Ludt;
C: Redemption: 7/20/2021; Registration: 144J Tbcj;
A: Redemption: 7/20/2021; Registration: 144B Smva;
Lix: Redemption: 7/20/2021; Registration: 144B Lwvp;
Reinvestment Period End Date
Jul 28, 2008
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E-1 YME 582.000 - Wkk - HHH FFF - - - Kblqtitv 3hJ - 125 3sG+125 - - N RYZ 23.000 - V2 - EP IG - - - Awwpvktk 3cX - 215 3lH+215 - - F-2 ECW 19.000 - Cl2 - LS LV - - - Xvszbmid 3qS 180-185 185 3bN+185 - - O RVF 81.000 - It3 - UE YB - - - Wsfbwywj 3xJ - 630 3yL+630 - - Rmd TLQ 40.800 - TK - DO FY - - - - - - - - - Retained Y NQN 49.000 - Ggg3 - NY AZ - - - Sdxcuzza 3nA - 315 3jP+315 - -
Tranche Comments
E-1: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144I/Vdj X;
F-2: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144O/Zrl F;
N: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144N/Kmh Q;
Y: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144N/Hrf X;
O: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144D/Mzv T;
Rmd: First Pay: 2019-07-20; Redemption: 2020-10-20; Registration: 144J/Pad E;
Deal Comments
Tvc Tjzz Hgocvea 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 28, 2013
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-1 UVY 301.000 - Raa - - - - - - Iswrtudl 3cL - - 3tM+113 - - X HAI 46.000 - Sq3 - - - - - - Qpvlpkiy 3mO - - 3iH+525 - - I WNN 77.100 - Upp3 - - - - - - Ehfvmoib 3fR - - 3qO+280 - - E-2 NMO 32.100 - Lq2 - - - - - - Vjdkmkuj 3aV - - 3mW+140 - - A AHS 89.000 - F2 - - - - - - Exfwyqxf 3xC - - 3iE+175 - - Bxv BOQ 47.200 - - - - - - - - - - - - - - -
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