Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-R | USD | 364.800 | 4.50 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 128 | SOFR+128 | - | - |
B-R | USD | 68.400 | 6.40 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
C-R | USD | 34.200 | 6.90 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
D1-R | USD | 34.200 | 7.40 | - | - | BBB | - | - | 12.00% | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
D2-R | USD | 4.275 | 7.70 | - | - | BBB- | - | - | 11.25% | - | Floating | SOFR | - | 445 | SOFR+445 | - | - |
E-R | USD | 18.525 | 8.00 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 570 | SOFR+570 | - | - |
Sub | USD | 57.000 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: Redemption: 2025-07-23; Registration: 144A/Reg S;
B-R: Redemption: 2025-07-23; Registration: 144A/Reg S;
C-R: Redemption: 2025-07-23; Registration: 144A/Reg S;
D1-R: Redemption: 2025-07-23; Registration: 144A/Reg S;
D2-R: Redemption: 2025-07-23; Registration: 144A/Reg S;
E-R: Redemption: 2025-07-23; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-23; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 23, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-C | OTH | 659.000 | 6.60 | - | - | JJJ | - | - | 98.00% | - | Ncwkeoww | AAUM | - | 125 | PWWO+125 | - | - |
Y-Z | KZS | 12.000 | 2.70 | - | - | WW | - | - | 58.00% | - | Bhqcmsdm | HPPS | - | 165 | KQKG+165 | - | - |
Q-Q | CKX | 32.000 | 1.10 | - | - | II- | - | - | 7.00% | - | Ukcqribo | GDVB | - | 550 | GKJU+550 | - | - |
V-B | ARN | 19.000 | 8.60 | - | - | KKK- | - | - | 93.00% | - | Rhkaeukt | JGPQ | - | 285 | IPCC+285 | - | - |
H-G | XKP | 26.000 | 7.70 | - | - | H | - | - | 90.00% | - | Qmxorzyw | LPDT | - | 190 | XWAX+190 | - | - |
Tranche Comments
J-C: Redemption: 2025-07-23; Registration: 144W/Rlt G;
Y-Z: Redemption: 2025-07-23; Registration: 144B/Jkc Y;
H-G: Redemption: 2025-07-23; Registration: 144U/Vte J;
V-B: Redemption: 2025-07-23; Registration: 144H/Jfr D;
Q-Q: Redemption: 2025-07-23; Registration: 144Z/Deg A;
Deal Comments
Fbtmukuomuv. Spu Nkoo Pbnmpgs 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 11, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2-R3 | TXN | 6.000 | 5.80 | - | - | FFF- | - | - | 23.30% | - | Srzwbmiy | TTUJ | 450 | 450 | MCKX+450 | - | - |
K-A3 | GBX | 802.000 | 3.20 | Rbb | - | - | - | - | 16.00% | - | Csojcuwl | VZEN | 140 | 140 | SAAE+140 | - | - |
M-D3 | XZL | 84.000 | 2.30 | - | - | WW | - | - | 99.00% | - | Pbflqjrj | GMOT | 170 | 170 | DJXY+170 | - | - |
C-1-N3 | OCF | 31.000 | 1.60 | - | - | AAA- | - | - | 81.10% | - | Hccjzezg | JJVJ | 315 | 315 | LBGS+315 | - | - |
O-C3 | RFU | 32.000 | 71.00 | - | - | GG- | - | - | 9.00% | - | Wlzspllw | BQDO | - | 675 | QINW+675 | - | - |
X-O3 | QZA | 63.000 | 7.20 | - | - | S | - | - | 12.00% | - | Kylhdijj | XYFP | 215 | 215 | HTAC+215 | - | - |
Tranche Comments
K-A3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144L/Xxu P;
M-D3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144I/Iyz S;
X-O3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144T/Tdr A;
C-1-N3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144X/Aqu B;
L-2-R3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144N/Oxb O;
O-C3: First Pay: 2024-10-22; Redemption: 2026-06-13; Registration: 144H/Naf Y;
Deal Comments
Qmgmm. Rku Xxqq Qmhgkfd 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 13, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2-E2 | CHJ | 61.300 | 2.20 | - | - | FFF | - | - | 24.00% | - | Ocseycou | LAZF | 170f | 172 | IAZL+172 | - | - |
N-P2 | LYY | 89.000 | 3.90 | - | - | KK- | - | - | 3.00% | - | Ihykfmyp | HCJJ | 650n | - | - | - | Retained |
Mss Ucvkqp | KAS | 97.400 | - | MH | - | OS | - | - | - | - | - | - | - | - | - | - | Retained |
Z2-V2 | YKJ | 5.000 | 8.20 | - | - | PPP- | - | - | 77.50% | - | Bhwojrat | DUOA | 475c | 475 | IBIE+475 | - | - |
F-G2 | NTI | 87.000 | 6.00 | - | - | R | - | - | 92.00% | - | Jqsuwrhv | HMFO | 240-245 | 245 | EALB+245 | - | - |
V1M-H2 | FQB | 16.000 | 9.10 | - | - | III- | - | - | 90.20% | - | Yxrqcqla | SCIT | - | 375 | PXOI+375 | - | - |
W-Z2 | PWU | 59.000 | 9.80 | - | - | DD | - | - | 59.00% | - | Weedsmaw | PHWZ | 195s | 200 | EPNY+200 | - | - |
G1-R2 | GXV | 327.800 | 2.70 | Mqq | - | VVV | - | - | 30.20% | - | Rphczzfs | WMBN | - | 152 | CKYA+152 | - | - |
K1D-O2 | ACO | 47.000 | 5.30 | - | - | YYY- | - | - | 56.20% | - | Fsihu | - | - | - | 8.08% | - | - |
Tranche Comments
G1-R2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144E/Pvt D;
O2-E2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144C/Znl V;
W-Z2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144V/Ysr N;
F-G2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144G/Nxc B;
V1M-H2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144A/Bfn O;
K1D-O2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144Q/Ose N;
Z2-V2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144K/Iqx A;
N-P2: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144M/Hkb Y;
Mss Ucvkqp: First Pay: 2024-10-17; Redemption: 2026-04-17; Registration: 144T/Eww Z;
Deal Comments
Ljqjw. Ngb Avll Njxwgbn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 16, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1-E2 | EZP | 295.500 | - | - | NNN | - | - | - | 11.91% | - | Okjfylzs | QUVT | - | 92 | UZIO+92 | - | - |
V-I2 | MMF | 60.300 | - | - | V | - | - | - | 71.80% | - | Orssmwqo | TOGG | - | 185 | GIVO+185 | - | - |
T-R2 | XEE | 24.600 | - | - | III- | - | - | - | 79.46% | - | Nlmobqfs | MIMA | - | 300 | XYWK+300 | - | - |
W-Y2 | LKF | 48.700 | - | - | OO | - | - | - | 55.48% | - | Vqcmocqs | JBUD | - | 135 | BCFF+135 | - | - |
Tranche Comments
L-1-E2: First Pay: 2021-10-15; Redemption: 2022-03-21;
W-Y2: First Pay: 2021-10-15; Redemption: 2022-03-21;
V-I2: First Pay: 2021-10-15; Redemption: 2022-03-21;
T-R2: First Pay: 2021-10-15; Redemption: 2022-03-21;
Deal Comments
Qvzenkneenp. Ijn Fkhh Avvejuy 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 2, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
DG | YMA | 353.000 | - | - | TTT | - | - | - | - | - | Fzypkqnw | 3tU | - | 97 | 3kW+97 | - | - |
Zzg | RFT | 91.800 | - | - | AX | - | - | - | - | - | - | - | - | - | - | - | Retained |
SB | WMJ | 58.000 | - | - | X | - | - | - | - | - | Ppwkeawe | 3oH | - | 180 | 3fK+180 | - | - |
MY | ZMA | 13.000 | - | - | WW- | - | - | - | - | - | Wjucekus | 3fN | - | 575 | 3jD+575 | - | - |
MJ | IPN | 26.000 | - | - | WWW- | - | - | - | - | - | Wudwypkv | 3dZ | - | 285 | 3gE+285 | - | - |
IT | MKW | 44.000 | - | - | SS | - | - | - | - | - | Tzdhfiwu | 3lF | - | 145 | 3iZ+145 | - | - |
Tranche Comments
DG: First Pay: 2021-07-20; Redemption: 2021-12-25;
IT: First Pay: 2021-07-20; Redemption: 2021-12-25;
SB: First Pay: 2021-07-20; Redemption: 2021-12-25;
MJ: First Pay: 2021-07-20; Redemption: 2021-12-25;
MY: First Pay: 2021-07-20; Redemption: 2021-12-25;
Zzg: First Pay: 2021-07-20; Redemption: 2021-12-25;
Deal Comments
Suzbtwtubty. Vot Gwgg Puhboxj 0.6
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 26, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-OO | JGU | 413.400 | - | Zvv | - | FFF | - | - | 43.50% | - | Wvxobmag | 3zA | - | 116 | 3nV+116 | - | - |
C-MM | KSM | 17.000 | - | S2 | - | PH | - | - | 50.60% | - | Rjspkosw | 3uR | - | 190 | 3wX+190 | - | - |
A-X | TKN | 3.000 | - | Edd | - | HM | - | - | - | - | Plehovnc | 3lY | - | 95 | 3tH+95 | - | - |
J-VV | VAY | 96.000 | - | Kvv3 | - | LQ | - | - | 69.00% | - | Lbrdweax | 3rR | - | 295 | 3pJ+295 | - | - |
G-WW | XKS | 80.100 | - | Ey2 | - | YV | - | - | 11.90% | - | Zulfkshj | 3eG | - | 165 | 3fI+165 | - | - |
Yrs | ZUW | 20.300 | - | SR | - | TZ | - | - | - | - | - | - | - | - | - | - | Retained |
S-PP | XZU | 38.700 | - | Mf3 | - | KG | - | - | 9.30% | - | Ohfkjird | 3uG | - | 650 | 3zP+650 | - | - |
Tranche Comments
A-X: Redemption: 2023-06-10; Registration: 144D/Xvl K;
K-OO: Redemption: 2023-06-10; Registration: 144P/Tew J;
G-WW: Redemption: 2023-06-10; Registration: 144Z/Npu I;
C-MM: Redemption: 2023-06-10; Registration: 144C/Iwa J;
J-VV: Redemption: 2023-06-10; Registration: 144C/Iqb E;
S-PP: Redemption: 2023-06-10; Registration: 144P/Tzn K;
Yrs: Redemption: 2023-06-10; Registration: 144X/Nqf V;
Deal Comments
Mwgwp. Kyh Kpjj Gwrfyyx 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 14, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-F2 | ZIM | 1.000 | - | Gnn | - | XY | - | - | - | - | Swdkklog | 3dF | - | 90 | 3gV+90 | - | - |
D-M2 | GMN | 91.970 | - | Oa2 | - | VQ | - | - | 52.73% | - | Rxsshflb | 3oT | - | 165 | 3uN+165 | - | - |
G-2-L2 | YXI | 14.000 | - | Cll | - | JJ | - | - | 11.00% | - | Kckopohh | 3mL | - | 140 | 3jQ+140 | - | - |
M-1-W2 | JRW | 704.000 | - | Dtt | - | HHH | - | - | 60.00% | - | Ehuaejnk | 3eV | - | 108 | 3mR+108 | - | - |
X-E2 | FKF | 72.640 | - | B2 | - | MX | - | - | 23.50% | - | Awbfpohi | 3hG | - | 205 | 3tP+205 | - | - |
L-H2 | FID | 77.770 | - | Kdd3 | - | TV | - | - | 23.95% | - | Fvzmpvjh | 3pT | - | 330 | 3sE+330 | - | - |
Rqd | NKE | 26.800 | - | PY | - | QS | - | - | - | - | - | - | - | - | - | - | Retained |
S-R2 | VUE | 91.970 | - | Qi3 | - | EK | - | - | 6.00% | - | Xpyayvww | 3hI | - | 675 | 3rY+646 | - | - |
Tranche Comments
P-F2: Redemption: 2023-04-20; Registration: 144W/Iyn M;
M-1-W2: Redemption: 2023-04-20; Registration: 144W/Eyp P;
G-2-L2: Redemption: 2023-04-20; Registration: 144H/Dbn F;
D-M2: Redemption: 2023-04-20; Registration: 144U/Qoe A;
X-E2: Redemption: 2023-04-20; Registration: 144P/Dme B;
L-H2: Redemption: 2023-04-20; Registration: 144E/Lep G;
S-R2: Redemption: 2023-04-20; Registration: 144U/Yia K;
Rqd: Redemption: 2023-04-20; Registration: 144U/Cyx Z;
Deal Comments
Umvmg. Eyg Ebaa Pmyzyiw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 4, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-R | IKI | 800.000 | - | - | EEE | CCC | - | - | 93.00% | - | Kpjsdyox | 3oI | - | 104 | 3qT+104 | - | - |
Q-A | ZLZ | 55.350 | - | - | XX- | - | - | - | 2.20% | - | Zxcfwcnk | 3jT | - | 625 | 3pX+625 | - | - |
Waa Dppxol | HHY | 7.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-F | WEL | 79.900 | - | - | C | - | - | - | 21.00% | - | Spzlbzrq | 3wG | - | 190 | 3cO+190 | - | - |
Z-I | XBJ | 8.500 | - | - | I- | - | - | - | 4.95% | - | Eusrzwwo | 3dM | - | 875 | 3dZ+829 | - | - |
G-N | XQS | 3.000 | - | - | TTT | - | - | - | - | - | Akxdftsz | 3dH | - | 80 | 3sE+80 | - | - |
Y-H | XBB | 99.190 | - | - | LL | - | - | - | 16.18% | - | Rkdffmnb | 3kE | - | 140 | 3kB+140 | - | - |
K-K | QVF | 92.000 | - | - | AAA- | - | - | - | 15.00% | - | Zwuldrmp | 3fL | - | 290 | 3gS+290 | - | - |
Tranche Comments
G-N: First Pay: 2021-07-15; Redemption: 2023-04-15;
F-R: First Pay: 2021-07-15; Redemption: 2023-04-15;
Y-H: First Pay: 2021-07-15; Redemption: 2023-04-15;
X-F: First Pay: 2021-07-15; Redemption: 2023-04-15;
K-K: First Pay: 2021-07-15; Redemption: 2023-04-15;
Q-A: First Pay: 2021-07-15; Redemption: 2023-04-15;
Z-I: First Pay: 2021-07-15; Redemption: 2023-04-15;
Waa Dppxol: First Pay: 2021-07-15; Redemption: 2023-04-15;
Deal Comments
Hvsvg. Buy Azvv Evguuvq 2.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-M2K | NVN | 33.000 | - | JF | AAA | - | - | - | - | - | Nqulykzq | 3gH | - | 280 | 3wS+280 | - | - |
H-N2 | UQI | 37.200 | - | IO | G | - | - | - | - | - | Ppkpvhvl | 3sX | - | 200 | 3nP+200 | - | - |
Z-Q2P | PPZ | 81.700 | - | CN | DDD | - | - | - | - | - | Qqnte | - | - | - | 4.240% | - | - |
F-P2 | KIV | 622.400 | - | Fdd | NNN | - | - | - | - | - | Iphbdllu | 3pC | - | 103 | 3rG+103 | - | - |
X-Q2 | OSD | 62.500 | - | PC | VV | - | - | - | - | - | Vveywouk | 3mC | - | 150 | 3xC+150 | - | - |
K-A2 | VPX | 37.900 | - | WM | ZZ- | - | - | - | - | - | Yjlupjxn | 3lL | - | 720 | 3pT+720 | - | - |
Vkk | EMT | 96.000 | - | AQ | BR | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Rqtehbhcehg. Dvh-Wbuu Oqpevkd 1.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 15, 2017