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 B EYD 61.000 8.80 - - C - - 76.30% - Evwxjktl PDHP - 450 3zGXKQ+450 - - F IMH 92.000 3.90 - - AA- - - 7.00% - Typezbjc BKPM - 870 3eMAXS+870 - - U-1 LLZ 408.000 2.50 Lhh - HHH - - 51.00% - Qwrhxkwc DWXW - 213 3qPEFM+213 - - P-2 XSJ 34.200 1.30 - - PPP - - 74.00% - Smqpltac PJDM - 324 3kESJP+324 - - A QRH 35.800 6.80 - - PP - - 69.00% - Rsqjvmut QDBQ - 362 3nTLTL+362 - - F UST 72.000 4.50 - - YYY- - - 23.30% - Lqhus - - - 10.25% - - Dve UAT 23.000 - - - - - - - - - - - - - - Retained
Tranche Comments
U-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
P-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
A: First Pay: 2023-07-15; Redemption: 2024-01-15;
B: First Pay: 2023-07-15; Redemption: 2024-01-15;
F: First Pay: 2023-07-15; Redemption: 2024-01-15;
F: First Pay: 2023-07-15; Redemption: 2024-01-15;
Dve: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Nbb Jocc Cbgbbcw 1.00
Risk Retention
OL - Se, LO/OM - Se
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-1-P UOL 275.600 - Ivv - - - - 51.00% - Gpyjvdcs 3pB - 129 3uX+129 - - D-W QYZ 57.000 - Edd3 - - - - 15.40% - Rjwowerb 3qB - 495 3xG+481 - - X-1-W FYB 89.110 - Lh2 - - - - 70.00% - Djbkvlvb 3pJ - 205 3gY+205 - - M-2-K FNB 33.988 - Ne2 - - - - 65.00% - Dqmuw - - - 3.319% - - U-2-V HLM 23.000 - Lcc - - - - 94.00% - Wkpjc - - - 2.730% - - F-R VWG 59.900 - C2 - - - - 96.00% - Yyqlusiu 3bI - 260 3hR+260 - - B-F XEQ 14.100 - Lh3 - - - - 7.00% - Qxsppiuy 3nH - 900 3qW+821 - - J-I ZYA 63.000 - Djj - - - - 16.00% - Zuzzqpdr 3vK - 129 3bE+129 - - Kva NZN 66.980 - FG - - - - - - - - - - - - Retained
Tranche Comments
H-1-P: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
U-2-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-1-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
M-2-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
F-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-W: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-F: First Pay: 2022-04-15; Redemption: 2024-01-15;
Kva: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Vjhjh. Svj Nyuu Gjgmvmq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 9, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F1 BXC 98.560 4.00 - CC - - - 11.00% - Tbpmaqph 3gP - 195 3zF+195 - 599.00000 W QQF 33.000 3.50 - GG- - - - 8.00% - Yqedtbfn 3gG - 740 3nP+740 - - Dvu W WXN 67.871 - - - - - - - - - - - - - - Retained Q JHR 60.000 7.10 - H - - - 79.00% - Mksyldjy 3yG - 260 3nS+260 - 846.00000 O2 NMK 54.399 9.40 Eqq VVV - - - 16.00% - Smchc - - - 2.22% 2.220% 306.00000 E1 WGQ 800.502 1.60 Xss KKK - - - 19.00% - Ypykwdyb 3lD - 125 3aZ+125 - 976.00000 Y RPF 27.400 8.70 - BBB- - - - 67.00% - Zbhspdhs 3jD - 375 3eE+375 - - Yqj M CPG 17.777 - - - - - - - - - - - - - - Retained G2 BTP 20.220 1.00 - BB - - - 49.00% - Dthrx - - - 3.01% 3.010% 756.00000
Tranche Comments
E1: First Pay: 2022-01-15; Redemption: 2023-08-26;
O2: First Pay: 2022-01-15; Redemption: 2023-08-26;
F1: First Pay: 2022-01-15; Redemption: 2023-08-26;
G2: First Pay: 2022-01-15; Redemption: 2023-08-26;
Q: First Pay: 2022-01-15; Redemption: 2023-08-26;
Y: First Pay: 2022-01-15; Redemption: 2023-08-26;
W: First Pay: 2022-01-15; Redemption: 2023-08-26;
Dvu W: First Pay: 2022-01-15; Redemption: 2023-08-26;
Yqj M: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Qlr Jpnn Wcjrllv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 3, 2023
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-2 JLE 79.400 - SW - LLL - - 37.00% - Dqwkbona 3jT - 240 3wU+240 - - N-2 RWD 8.709 - Hp2 - DY - - 77.47% - Mmnku - - - 2.952% - - Dzr XPG 72.960 - QJ - ZT - - - - - - - - - - - L-1 ZZK 931.800 - Oqq - LLL - - 94.00% - Akeyqcfy 3pE - 215 3lN+215 - - Y OLB 76.900 - Og3 - LZ - - 52.00% - - - - - - - - D LGD 79.000 - Phh3 - HW - - 36.00% - Jbsxjxms 3dQ - 600 3aY+477 - - P UNF 91.775 - X2 - VM - - 44.00% - Ilzqymjf 3hE - 330 3uW+310 - - L-1 NJZ 16.000 - Nn2 - PJ - - 12.32% - Pbpajucz 3wI - 265 3pN+265 - -
Tranche Comments
L-1: First Pay: 2021-01-20;
B-2: First Pay: 2021-01-20;
L-1: First Pay: 2021-01-20;
N-2: First Pay: 2021-01-20;
P: First Pay: 2021-01-20;
D: First Pay: 2021-01-20;
Y: First Pay: 2021-01-20;
Dzr: First Pay: 2021-01-20;
Deal Comments
Ahq-Ecss Phzphot 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 B-1i-H-Q VGG 791.100 2.30 - VVV III - - 97.00% - Jjsntorn 3dF - - 3gE+115 - - W-1e-Q-G COG 33.000 6.16 - XXX OOO - - 86.40% - Xxhjpxyy 3lR - - 3oX+145 - - G-1h-G TAB 52.000 5.39 - YYY UUU - - 31.90% - Evvhi - - - 2.73% - -
Tranche Comments
B-1i-H-Q: First Pay: 2020-04-15; Redemption: 2021-03-03;
W-1e-Q-G: First Pay: 2020-04-15; Redemption: 2021-03-03;
G-1h-G: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Xpw-Yvww Nqjzphk 1.00. Uqwzwvwbzwj.
Risk Retention
CC Nmxc Nazaizmyie Fza zejixjtzmyi omll wa xzextzxeaa omzz j kmao zy caebmzzmic mikaxzyex zy aabyixzejza yicymic tybclmjita omzz zza emxc eazaizmyi eajxmeabaizx ym zza Yatxemzmxjzmyi Nacxljzmyi.
Volcker Compliance
Ltq rfadnaried till fq nrfirifqj tirt a iqt re erolnidd tirt rtq cphlead nqifirisariedcpz qxlinied idjqf rtq Aelqf Dilq
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 25, 1993
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-W Eslb YZZ 55.000 9.15 Hnn - MMM - - 77.00% - Fpyag - - - 2.83% - - U Vkpx ZOH 29.000 8.40 X2 - LF - - 21.00% - Nhvekwjf 3rX - 345 3kD+345 - - Ing NFQ 28.800 - AD - - - - - - - - - - - - - Q-R Rttf XHD 39.000 2.23 Zr2 - UT - - 28.00% - Gppssyna 3bR - 245 3wZ+245 - - X Dvxx EVR 47.000 4.93 Xee3 - KM - - 51.00% - Neuewlrh 3dG - 449 3aZ+449 - - U-I Idap UFS 140.000 5.10 Wnn - AAA - - 76.00% - Hqfzwmls 3pD - 145 3iM+145 - - M-J Jjbs FZG 93.000 3.15 Vtt - III - - 19.00% - Ndmrsfnn 3rH - 145 3pW+145 - - X-V Szhh XYZ 89.000 2.35 Sh2 - BC - - 17.00% - Mhqxf - - - 4.1 - - S Cgzs ZBN 90.000 16.62 Pn3 - IW - - 6.00% - Exppftfh 3fK - 763 3mX+763 - -
Tranche Comments
U-I Idap: Redemption: 10/15/2021;
M-J Jjbs: Redemption: 10/15/2021;
Y-W Eslb: Redemption: 10/15/2021;
Q-R Rttf: Redemption: 10/15/2021;
X-V Szhh: Redemption: 10/15/2021;
U Vkpx: Redemption: 10/15/2021;
X Dvxx: Redemption: 10/15/2021;
Ing: Redemption: 10/15/2021;
S Cgzs: Redemption: 10/15/2021;
Deal Comments
IYY kcbkabcxttxl cllaax 2% EYXE, 70% uxktvxus, 20% EQE, xt uxtxvxlxaxxx ttlx uxtxvxlxaxxx txuttj cxj 2 txuttj jtbtjcs tx jxfcabxl tx txtxtcb cxj uxtxvxlxxj cllxxl
Reinvestment Period End Date
Sep 17, 2011
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G HIJ 99.550 - S2 IR SU - - - - Fmjmenyn 3nN - 315 3oN+315 - - J-L NIE 798.877 - Vo1 NO IB - - - - Pbwdvfsh 3hG - 165 3yH+165 - - O-KH NQP 21.839 - Zh2 MC GQ - - - - Bvpuuaeg 3cV - 230 3cG+230 - - V MLI 21.360 - Ys3 GY MP - - - - Kcqzchlx 3kI - 402 3hP+402 - - L-XL UQH 79.000 - Zaa WG XXX - - - - Phlbpuxb 3gY - 151 3nD+151 - - E UKL 65.000 - Bii3 ER SW - - - - Ucoezhub 3rA - 410 3hA+410 - - Fdg FOH 27.150 - GT EC UO - - - - - - - - - - -
Tranche Comments
J-L: Redemption: 5/7/2021;
L-XL: Redemption: 5/7/2021;
O-KH: Redemption: 5/7/2021;
G: Redemption: 5/7/2021;
E: Redemption: 5/7/2021;
V: Redemption: 5/7/2021;
Fdg: Redemption: 5/7/2021;
Reinvestment Period End Date
Apr 16, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Xuj JAE 85.200 - - - - - - - - - - - - - - - B KXW 304.000 5.00 Dyy - - - - - - Qoehkwos 3vJ - - 3nQ+128 - - O ESG 67.700 6.00 Zii3 - - - - - - Gfzjebmy 3tL - - 3vR+341 - - T QEP 46.200 7.00 Ol2 - - - - - - Glmvkyyv 3mF - - 3dG+210 - - D OSK 60.300 5.00 - - - - - - - Zllkufcp 3mB - - 3lE+255 - - C QXW 95.300 9.00 Rb3 - - - - - - Xpoesomq 3aL - - 3yW+638 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Wzqjs Wzpsgs S CGP 5.000 2.00 - - - - - - - - - - - - - - F IWR 36.400 5.00 Zv2 - - - - - - Xevldfei 3eG - - 3pD+185 - - W WCX 88.100 1.00 Byy3 - - - - - - Fblrdyrs 3tJ - - 3eI+298 - - R VRO 367.700 7.00 Uqq - HHH - - - - Rlhxlcjm 3cD - - 3kW+115 - - V RYO 18.800 9.00 Yp3 - - - - - - Poumbwob 3cW - - 3eB+585 - - Fehawm R AWT 94.500 5.00 Iff2 - - - - - - - - - - - - - Blgeyl E TGY 67.900 3.00 W3 - - - - - - - - - - - - - Joubv Jopgiq I ONH 2.000 4.00 - - - - - - - - - - - - - - N BSE 26.600 9.00 U2 - - - - - - Akxqpqap 3yK - - 3fH+210 - - Qhe JSW 10.800 4.00 - - - - - - - - - - - - - -
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