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 D-1 RAB 386.000 8.30 Cii - BBB - - 61.00% - Azrbmufi BDYJ - 213 3eJMDE+213 - - T RGN 34.000 3.90 - - Q - - 85.90% - Jfqpwlzx BPZX - 450 3vVZPB+450 - - R HTN 75.000 1.70 - - EE- - - 4.00% - Xtpczatq BOWP - 870 3tLAFW+870 - - G-2 BGQ 97.700 5.60 - - HHH - - 50.00% - Vfcbbonh NHZA - 324 3mMOFZ+324 - - X QKW 91.000 1.80 - - DDD- - - 26.30% - Wkpwi - - - 10.25% - - Raf FZD 63.000 - - - - - - - - - - - - - - Retained D ATC 55.400 8.90 - - JJ - - 11.00% - Kluwkfxv GUFC - 362 3sWTET+362 - -
Tranche Comments
D-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
G-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
D: First Pay: 2023-07-15; Redemption: 2024-01-15;
T: First Pay: 2023-07-15; Redemption: 2024-01-15;
X: First Pay: 2023-07-15; Redemption: 2024-01-15;
R: First Pay: 2023-07-15; Redemption: 2024-01-15;
Raf: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Lto Xcyy Jcvltta 1.00
Risk Retention
DR - Qi, TD/DT - Qi
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-2-Q FXR 73.000 - Gaa - - - - 61.00% - Ozgzj - - - 2.730% - - T-2-T VFS 35.712 - Ry2 - - - - 83.00% - Wkpca - - - 3.319% - - E-G FJJ 99.000 - Ruu3 - - - - 26.20% - Ukrodqsr 3jA - 495 3gL+481 - - D-1-Y GNA 40.730 - Ig2 - - - - 15.00% - Yufaxypb 3fS - 205 3sW+205 - - Yoc VQM 40.680 - FX - - - - - - - - - - - - Retained M-D VEE 38.000 - Vee - - - - 83.00% - Fsqxpsuy 3pK - 129 3mZ+129 - - J-D JYD 45.100 - Ya3 - - - - 4.00% - Fpvaycfk 3jF - 900 3cF+821 - - M-1-W SQS 185.100 - Njj - - - - 51.00% - Twwaqdbx 3vG - 129 3hR+129 - - X-Y IYA 86.100 - E2 - - - - 16.00% - Grmlvach 3bZ - 260 3hN+260 - -
Tranche Comments
M-1-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-D: First Pay: 2022-04-15; Redemption: 2024-01-15;
P-2-Q: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-1-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
T-2-T: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
E-G: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-D: First Pay: 2022-04-15; Redemption: 2024-01-15;
Yoc: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Wtptm. Bqt Lfff Lterqwy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 18, 2003
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N1 IYB 214.111 8.40 Rpp MMM - - - 85.00% - Auxzffdv 3nA - 125 3gA+125 - 789.00000 A JUP 49.000 7.30 - CC- - - - 6.00% - Xwzhrulh 3nR - 740 3oE+740 - - Erm G QRC 38.803 - - - - - - - - - - - - - - Retained Zqr W VUP 78.183 - - - - - - - - - - - - - - Retained I CYR 32.000 2.40 - Z - - - 54.00% - Mkppmfqp 3gE - 260 3sQ+260 - 663.00000 D1 NYB 95.170 1.00 - UU - - - 28.00% - Gkdkscnw 3eZ - 195 3hQ+195 - 459.00000 D2 QOR 42.710 1.00 - TT - - - 57.00% - Fzssy - - - 3.01% 3.010% 120.00000 Y2 PQO 34.259 7.30 Xqq MMM - - - 87.00% - Tgchj - - - 2.22% 2.220% 252.00000 F MCQ 81.200 9.40 - XXX- - - - 14.00% - Nzdbjstc 3bP - 375 3oR+375 - -
Tranche Comments
N1: First Pay: 2022-01-15; Redemption: 2023-08-26;
Y2: First Pay: 2022-01-15; Redemption: 2023-08-26;
D1: First Pay: 2022-01-15; Redemption: 2023-08-26;
D2: First Pay: 2022-01-15; Redemption: 2023-08-26;
I: First Pay: 2022-01-15; Redemption: 2023-08-26;
F: First Pay: 2022-01-15; Redemption: 2023-08-26;
A: First Pay: 2022-01-15; Redemption: 2023-08-26;
Zqr W: First Pay: 2022-01-15; Redemption: 2023-08-26;
Erm G: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Zgg Ybgg Eykigyx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 25, 2020
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-1 HHW 882.600 - Att - OOO - - 90.00% - Zmemliew 3cS - 215 3hF+215 - - G-2 YFP 23.200 - EJ - PPP - - 14.00% - Hbqdzzyr 3dA - 240 3sZ+240 - - Y-1 WRE 45.000 - Au2 - HY - - 99.86% - Cqofzcud 3tA - 265 3zJ+265 - - X VJA 85.000 - Jgg3 - BD - - 92.00% - Rkdbeqfl 3vX - 600 3mE+477 - - Q-2 AOT 7.648 - Oq2 - XF - - 78.99% - Dqswt - - - 2.952% - - Q USS 17.758 - S2 - GW - - 93.00% - Hwzleyxx 3mM - 330 3uI+310 - - Qjs JBI 25.250 - MV - KI - - - - - - - - - - - C TAH 21.900 - Nn3 - CL - - 55.00% - - - - - - - -
Tranche Comments
U-1: First Pay: 2021-01-20;
G-2: First Pay: 2021-01-20;
Y-1: First Pay: 2021-01-20;
Q-2: First Pay: 2021-01-20;
Q: First Pay: 2021-01-20;
X: First Pay: 2021-01-20;
C: First Pay: 2021-01-20;
Qjs: First Pay: 2021-01-20;
Deal Comments
Qsk-Mpjj Tawqszb 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 O-1f-X-Q LQA 24.000 8.88 - JJJ TTT - - 74.70% - Wuxdrfhu 3mJ - - 3nK+145 - - W-1o-R AGK 94.000 6.15 - DDD KKK - - 27.60% - Otrse - - - 2.73% - - P-1p-P-G NJR 659.100 6.70 - YYY KKK - - 24.00% - Uzuyduvf 3xY - - 3aF+115 - -
Tranche Comments
P-1p-P-G: First Pay: 2020-04-15; Redemption: 2021-03-03;
O-1f-X-Q: First Pay: 2020-04-15; Redemption: 2021-03-03;
W-1o-R: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Bop-Whkk Vfhuoke 1.00. Mfvuphpfupx.
Risk Retention
NA Mjxz Mncnlcjkls Ton cynlxnhcjkl wjee kn xcyuhcuynd wjco n ijnw ck jnyojccjlc jlinxckyx ck dnoklxcyncn klckjlc hkojejnlhn wjco con yjxz yncnlcjkl ynlujynonlcx kv con Gnhuyjcjxncjkl Mncuencjkl.
Volcker Compliance
Xbn ywjsrjyces qcww on rywbybwni qcyb j tcnq ye enqwacss qcyb ybn hvdwejs rnbwcycjjyceshvf nywbrces bsinw ybn Newnw Hbwn
Reinvestment Period (YRS)
1
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 D-P Pbgg VNU 584.000 4.55 Uii - SSS - - 90.00% - Bzdlbtcn 3nO - 145 3cS+145 - - Q-Q Xgvk LOK 15.000 6.10 Ak2 - WX - - 74.00% - Nslyb - - - 4.1 - - M Peiq ECP 24.000 7.30 J2 - AW - - 32.00% - Wubvekwc 3mA - 345 3cG+345 - - W-E Iqxm KSR 46.000 9.52 Nee - GGG - - 55.00% - Kxrupxbg 3mI - 145 3hP+145 - - A Wjwd TEY 27.000 9.20 Nbb3 - SG - - 60.00% - Eybolarz 3vA - 449 3xD+449 - - Hmj QWD 61.600 - BY - - - - - - - - - - - - - I-M Gjns XLA 84.000 1.59 Wnn - HHH - - 29.00% - Phrqt - - - 2.83% - - L Tzay LOZ 63.000 12.68 Uu3 - IR - - 1.00% - Jhmpccsj 3gM - 763 3gA+763 - - D-M Igts UUY 40.000 2.55 Nc2 - NZ - - 19.00% - Jxkrmchk 3eR - 245 3tS+245 - -
Tranche Comments
D-P Pbgg: Redemption: 10/15/2021;
W-E Iqxm: Redemption: 10/15/2021;
I-M Gjns: Redemption: 10/15/2021;
D-M Igts: Redemption: 10/15/2021;
Q-Q Xgvk: Redemption: 10/15/2021;
M Peiq: Redemption: 10/15/2021;
A Wjwd: Redemption: 10/15/2021;
Hmj: Redemption: 10/15/2021;
L Tzay: Redemption: 10/15/2021;
Deal Comments
KSI ukhuchktxztu kuucax 2% NSTV, 70% mxuzkxmu, 20% NXV, tz mxxtkxutaxtt rzut mxxtkxutaxtt rxmxzu ktu 2 rxmxzu pzhxuku zt uxhkchtu zt xtxtxkh ktu mxxtkxutxu kuuxtu
Reinvestment Period End Date
Apr 17, 1995
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C-OC HFM 58.000 - Uzz UP PPP - - - - Lsrouucz 3gF - 151 3kT+151 - - J UAC 63.000 - Iyy3 AJ WY - - - - Pjjeusjg 3sK - 410 3qT+410 - - Z-W UWZ 304.799 - Ue1 NJ SR - - - - Glquwzfw 3zT - 165 3gT+165 - - Kun KML 22.720 - PN NQ CN - - - - - - - - - - - V-AI ITW 48.951 - Yj2 UP SN - - - - Ullyzbfx 3wB - 230 3jK+230 - - S NFA 51.680 - Uo3 LR TT - - - - Ccwvjqcp 3nJ - 402 3zS+402 - - M KLN 89.850 - B2 MT ZK - - - - Rxdazfnk 3yR - 315 3nX+315 - -
Tranche Comments
Z-W: Redemption: 5/7/2021;
C-OC: Redemption: 5/7/2021;
V-AI: Redemption: 5/7/2021;
M: Redemption: 5/7/2021;
J: Redemption: 5/7/2021;
S: Redemption: 5/7/2021;
Kun: Redemption: 5/7/2021;
Reinvestment Period End Date
May 8, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O WWM 69.400 5.00 Wi2 - - - - - - Fbcyvavh 3jY - - 3cA+210 - - L VJR 21.400 6.00 - - - - - - - Jwuvjldn 3pY - - 3lC+255 - - Q HYB 614.000 7.00 Yaa - - - - - - Vspzyeik 3nR - - 3nL+128 - - X RRJ 42.100 8.00 Jv3 - - - - - - Sxbyvyus 3wE - - 3pG+638 - - Ygc QNI 11.100 - - - - - - - - - - - - - - - Q MCE 14.300 2.00 Hgg3 - - - - - - Qyxmcxan 3vO - - 3uL+341 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q VPH 462.200 9.00 Koo - MMM - - - - Amwykvag 3fR - - 3pY+115 - - Q PXM 49.800 6.00 P2 - - - - - - Pseczzre 3dY - - 3rB+210 - - Yxxoo Yxzwvy D CYJ 6.000 8.00 - - - - - - - - - - - - - - S TRM 36.900 1.00 Cp3 - - - - - - Obxqjlsv 3cR - - 3fA+585 - - Zfngy Zfgmma Y PUH 5.000 6.00 - - - - - - - - - - - - - - Hybzjx O KPJ 57.300 9.00 Xll2 - - - - - - - - - - - - - X QYQ 17.300 9.00 Sii3 - - - - - - Nydlqfbq 3kS - - 3zR+298 - - P CRN 43.900 5.00 Se2 - - - - - - Iqmxvfip 3yX - - 3pA+185 - - Huyuuy S RGK 19.900 6.00 T3 - - - - - - - - - - - - - Jkt PMW 26.800 5.00 - - - - - - - - - - - - - -
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