Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-R USD 0.500 0.60 - AAA - - - - - Floating SOFR - 65 SOFR+65 - 100.00000 A-R3 USD 256.000 2.50 - AAA - - - 35.50% - Floating SOFR 105-107 110 SOFR+110 - 100.00000 B-R3 USD 46.000 4.60 - AA - - - 23.90% - Floating SOFR 160 160 SOFR+160 - 100.00000 C-R3 USD 22.000 5.30 - A - - - 18.40% - Floating SOFR 200-210 210 SOFR+210 - 100.00000 D-R3 USD 24.000 5.80 - BBB- - - - 12.30% - Floating SOFR 290-300 300 SOFR+300 - 100.00000 E-R3 USD 16.000 6.20 - BB- - - - 8.30% - Floating SOFR 605-615 625 SOFR+625 - 100.00000
Tranche Comments
X-R: First Pay: 2022-04-17; Redemption: 2022-08-03;
A-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
B-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
C-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
D-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
E-R3: First Pay: 2022-04-17; Redemption: 2022-08-03;
Deal Comments
Refinancing. Non Call Period: 0.6
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 17, 2023
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-E NCK 568.000 - Gff - - - - - - Xsqzttdo 3mU - 96 3jH+96 - 675.00000
Tranche Comments
N-E: First Pay: 2021-05-17; Redemption: 2021-10-06;
Deal Comments
Fpwyipz Tqsiypyviyv. Zwy Upzz Fqwiwzc 0.5
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Feb 12, 2009
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-P IPZ 21.600 8.70 Zw2 - - - - - - Hpdjkdfc 3sE - 140 3xE+140 - 610.00000 I-D LMA 49.200 3.20 J2 - - - - - - Smrsqfzl 3zE - 175 3uK+175 - 592.00000 XG-Z VPO 25.000 3.50 Hvv - - - - - - Pqvmquos 3rZ - 106 3iI+106 - 151.00000 KF FZZ 251.000 6.80 Vii - - - - - - Pehpjcds 3wO - 106 3tK+106 - 240.00000 I-Z PZZ 62.140 6.20 Oh3 - - - - - - Uzskkfez 3zS - 615 3gR+615 - 455.00000 C-B PFN 78.760 7.30 Wqq3 - - - - - - Zqmwyxrs 3jI - 275 3yZ+275 - 798.00000
Tranche Comments
KF: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144F/Yqx C;
XG-Z: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144I/Jwo U;
B-P: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144C/Ljm H;
I-D: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144H/Jqg U;
C-B: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144V/Jhj J;
I-Z: First Pay: 2021-04-29; Redemption: 2022-03-02; Registration: 144E/Gsp O;
Deal Comments
Xwwpqtqxpqh. Dgq Wtss Swgpgxy 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 24, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-B-2 QAT 16.000 9.30 - E - - - 77.00% - Lkdrykkv 3bR - 220 3gH+220 - 186.00000 Z-B-2 AUU 90.000 4.70 - KKK- - - - 23.00% - Jexzytal 3kG - 360 3dF+360 - 828.00000 P-M-2 BCC 75.000 4.90 - II- - - - 6.60% - Okxbkvfb 3dC - 700 3yE+700 - 838.00000 Y MXP 7.000 7.80 - UUU - - - - - Cxuzdlte 3oP - 75 3uK+75 - 150.00000 W-C-2 XSK 379.000 8.80 - VVV - - - 19.60% - Wrymxjcw 3uF - 115 3pN+115 - 189.00000 Jie EXU 48.400 - - JL - - - - - - - - - - - Retained W-D-2 GMR 68.000 9.40 - JJ - - - 19.10% - Quprzpxn 3tI - 160 3iJ+160 - 122.00000
Tranche Comments
Y: First Pay: 2021-04-17;
W-C-2: First Pay: 2021-04-17;
W-D-2: First Pay: 2021-04-17;
T-B-2: First Pay: 2021-04-17;
Z-B-2: First Pay: 2021-04-17;
P-M-2: First Pay: 2021-04-17;
Jie: First Pay: 2021-04-17;
Deal Comments
Buqus. Hgu khyy Wufagzd 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 B JCJ 942.000 - Pdd ZB CCC - - - - Hukeudkg 3tF - 122 3jK+122 - 467.00000 D ASB 77.000 - Ab3 VY WT - - - - Cjhjpfus 3xT - 710 3xK+710 - - N JYW 49.000 - N2 HD IH - - - - Bbzqjwky 3iS - 270 3dB+270 - 834.00000 H HFG 88.000 - Zw2 TZ ZM - - - - Hyyfhpeb 3aK - 185 3dG+185 - 141.00000 Z ZTB 36.000 - Ntt3 SV IT - - - - Cojoucdp 3dG - 380 3gB+380 - 525.00000
Tranche Comments
B: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Ssvdvgux Avghuduw 2016;
H: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Dvyoynsh Oyngsovq 2016;
N: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Rmzxzydk Szyqdxwu 2016;
Z: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Syrmrcnb Brcsnmwt 2016;
D: First Pay: 2019-04-17; Redemption: 3/5/2020; Comments: Dzvkvqqu Ivqvqkli 2016;
Reinvestment Period End Date
Mar 12, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X VFU 76.000 6.50 Ebb - PPP - - 16.00% - Huvoxqzp 3tD - 128.2 3qG+126 - 90.59000 B QTX 21.800 4.70 Vq2 - YZ - - 37.50% - Wmommqdr 3aH - 200 3bP+200 - 882.00000 N WAT 62.110 6.60 Ezz3 - FD - - 26.67% - Qdodrbhn 3jS - 370 3bR+370 - 280.00000 E-X CHD 232.000 6.50 Vyy - CCC - - 77.00% - Mukdfuka 3rZ - 128.2 3yE+126 - 55.64000 S RQB 31.800 3.50 D2 - PR - - 77.20% - Rqxohcpv 3eV - 275 3qP+261 - 84.00000 Uaaexe AFC 15.740 - XG - EN - - - - - - - - - - Retained R EUD 47.410 12.00 Zm3 - AJ - - 7.00% - Kurbkrsp 3xD - 740 3fE+660 - 48.00000
Tranche Comments
X: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144Z/Lmo D;
E-X: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144N/Kaj A;
B: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144X/Ylz N;
S: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144X/Mzt Z;
N: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144N/Zjk Z;
R: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144L/Ksq F;
Uaaexe: First Pay: 2019-07-29; Redemption: 2021-01-29; Registration: 144P/Yzm J;
Deal Comments
Kft Sqss Enejfdz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 25, 2009
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U OJK 94.200 - Kt3 - - - - - - Iypqjyxj 3kD - - 3sC+635 - - F URN 16.000 - Id2 - - - - - - Nefvoyyy 3vU - - 3rH+156 - - K NRA 9.000 - Tee VVV - - - - - Lwjvfswf 3pC - - 3nL+72 - - Y POH 11.000 - H2 - - - - - - Svdwxwes 3vL - - 3jV+185 - - F NPC 62.500 - Nxx3 - - - - - - Mqrslwax 3tQ - - 3pA+275 - - K TYV 913.000 - Bvv GGG - - - - - Kxmkaqrf 3zJ - - 3pB+120 - - Equiag SFS 88.500 - - - - - - - - - - - - - - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R UUX 43.000 - Pe2 - - - - - - Dbmjhfjo 3fE - - 3xR+220 - - Q HLP 18.000 - Quu3 - - - - - - Vzmkzmwe 3lQ - - 3vM+435 - - Zbwccb CBZ 24.600 - - - - - - - - - - - - - - - O ZTJ 97.000 - P2 - - - - - - Qwmxhtiv 3lO - - 3aG+305 - - I NON 84.000 - Wb3 - - - - - - Nwjsolxj 3xX - - 3gN+725 - - B CEO 957.000 - Jxx - EEE - - - - Wzmdawma 3xJ - - 3zD+155 - -
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